-----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, V39eVb+UOCdxoZV4HNz4PI9qY0l3/cOCHHskcibhHzNwNjFomceFN4QofTOxi8DK ELUJlX6EU/AOCeOBNV8Tig== 0000893220-04-001725.txt : 20040816 0000893220-04-001725.hdr.sgml : 20040816 20040816101114 ACCESSION NUMBER: 0000893220-04-001725 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040816 EFFECTIVENESS DATE: 20040816 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GARTMORE MUTUAL FUND CAPITAL TRUST CENTRAL INDEX KEY: 0001097218 IRS NUMBER: 526969857 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05161 FILM NUMBER: 04976538 BUSINESS ADDRESS: STREET 1: THREE NATIONWIDE PLAZA CITY: COLUMBUS STATE: OH ZIP: 43215 BUSINESS PHONE: 6142490653 MAIL ADDRESS: STREET 1: THREE NATIONWIDE PLAZA CITY: COLUMBUS STATE: OH ZIP: 43215 FORMER COMPANY: FORMER CONFORMED NAME: VILLANOVA MUTUAL FUND CAPITAL TRUST /DE/ DATE OF NAME CHANGE: 19991019 13F-HR 1 w00031ae13fvhr.txt FORM 13F GMF CAPITAL TRUST 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, 2004 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: Gartmore Mutual Fund Capital Trust ------------------------------------------------------- Address: 1200 River Road Conshohocken, PA 19428 ------------------------------------------------------- Form 13F File Number: 28-04903 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 understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: /s/ Eric Miller ------------------------------------------ Title: Vice President - Associate General Counsel ------------------------------------------ Phone: 888-223-2116 ------------------------------------------ Signature, Place, and Date of Signing: /s/ Eric Miller Conshohocken, PA 8/16/2004 - --------------- ------------------------- --------------- (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).) Form 13F Gartmore Summary Page Report Summary: Number of Other Included Managers: 10 Form 13F Information Table Entry Total: 2,661 Form 13F Information Table Value Total: 9,678,271 (thousands)
List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F File number(s) of all institutional investment managers with respect to which this report is filed, other manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and
No. Form 13F File Number Name 02 28-127 The Dreyfus Corporation 05 28-4466 Waddell & Reed Investment Management Company 08 28-1482 J.P. Morgan Investment Management, Inc. 11 28-595 Neuberger & Berman Management, Inc. 17 28-791 Merrill Lynch Asset Management Group 19 28-6539 Northpointe Capital 21 28-399 State Street Global Advisers 22 028-6754 Gartmore Separate Accounts LLC 23 28-1091 American Century Investment Management, Inc. 24 28-4688 Oberweis Asset Management, Inc.
Shares Fair Of Shared Manager Market Principal as in Shared see Name Of Issuer Title Of Class Cusip Value Amount Sole Instr V Other Instr V Sole 2 Shared None 1ST CITIZENS BANCSHARES A COMMON STOCK 31946M103 $ 443 3,631 X 08,17,23 3,631 3 COM CORP. COMMON STOCK 885535104 $ 2,216 354,620 X 17,02 354,620 3 COM CORP. COMMON STOCK 885535104 $ 273 43,612 X 43,612 3M CO. COMMON STOCK 88579Y101 $ 13,817 153,506 X 08,22,21,17 153,506 3M CO. COMMON STOCK 88579Y101 $ 17,160 190,650 X 190,650 4 KIDS ENTERTAINMENT COMMON STOCK 350865101 $ 533 22,300 X 22,300 99 CENTS ONLY STORES COMMON STOCK 65440K106 $ 1,138 74,633 X 17,02 74,633 AAR CORP. COMMON STOCK 000361105 $ 257 22,623 X 17,08 22,623 AAR CORP. COMMON STOCK 000361105 $ 337 29,649 X 29,649 ABAXIS INC. COMMON STOCK 002567105 $ 416 21,900 X 17,24 21,900 ABBOTT LABORATORIES COMMON STOCK 002824100 $ 11,267 276,430 X 21,17 276,430 ABBOTT LABORATORIES COMMON STOCK 002824100 $ 13,642 334,680 X 334,680 ABC BANCORP COMMON STOCK 000400101 $ 259 12,738 X 12,738 ABERCROMBIE & FITCH CO COMMON STOCK 002896207 $ 4,326 111,633 X 08,02,17,02 111,633 ABGENIX INC COMMON STOCK 00339B107 $ 366 31,243 X 08,17 31,243 ABLE LABORATORIES, INC. COMMON STOCK 00371N407 $ 592 28,785 X 17,24 28,785 AC MOORE ARTS & CRAFTS COMMON STOCK 00086T103 $ 1,312 47,700 X 17,02 47,700 ACADIA PHARMACEUTICALS COMMON STOCK 004225108 $ 310 50,000 X 50,000 ACCREDITED HOME LENDERS COMMON STOCK 00437P107 $ 459 16,300 X 17,08 16,300 ACE CASH EXPRESS, INC. COMMON STOCK 004403101 $ 827 32,190 X 17,23 32,190 ACE LTD. COMMON STOCK G0070K103 $ 2,208 52,223 X 19,21,17 52,223 ACE LTD. COMMON STOCK G0070K103 $ 4,729 111,850 X 111,850 ACETO CORP. COMMON STOCK 004446100 $ 313 17,788 X 17,19 17,788 ACTEL CORP. COMMON STOCK 004934105 $ 1,728 93,382 X 17,08,11,02 93,382 ACTION PERFORMANCE CO. COMMON STOCK 004933107 $ 1,065 70,653 X 17,02 70,653 ACTIVISION INC COMMON STOCK 004930202 $ 2,010 126,425 X 17,02 126,425 ACTIVISION INC COMMON STOCK 004930202 $ 704 44,300 X 44,300 ACTUANT CORP. COMMON STOCK 00508X203 $ 651 16,700 X 17,08 16,700 ACUITY BRANDS INC COMMON STOCK 00508Y102 $ 754 27,942 X 17,08 27,942 ACXIOM CORP. COMMON STOCK 005125109 $ 3,022 121,689 X 17,02,23 121,689 ADAPTEC INC. COMMON STOCK 00651F108 $ 183 21,657 X 17 21,657 ADC TELECOMMUNICATIONS COMMON STOCK 000886101 $ 408 143,492 X 21,17 143,492 ADC TELECOMMUNICATIONS COMMON STOCK 000886101 $ 2,440 859,250 X 859,250 ADESA, INC. COMMON STOCK 00686U104 $ 261 10,857 X 10,857 ADMINISTAFF INC COMMON STOCK 007094105 $ 344 20,705 X 17,23 20,705 ADOBE SYSTEMS, INC. COMMON STOCK 00724F101 $ 1,991 42,821 X 21,17 42,821 ADOBE SYSTEMS, INC. COMMON STOCK 00724F101 $ 26,451 568,839 X 568,839 ADOLOR CORP. COMMON STOCK 00724X102 $ 353 27,800 X 17,08 27,800 ADOLOR CORP. COMMON STOCK 00724X102 $ 622 49,040 X 49,040 ADTRAN INC COMMON STOCK 00738A106 $ 2,429 72,800 X 17,02 72,800 ADTRAN INC COMMON STOCK 00738A106 $ 17,564 526,328 X 526,328 ADV. NEUROMODULATION COMMON STOCK 00757T101 $ 1,545 47,111 X 17,24,02 47,111 ADVANCED DIGITAL INFO COMMON STOCK 007525108 $ 1,433 147,740 X 17,02 147,740 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 $ 186 11,857 X 11,857 ADVANCED FIBRE COMM. COMMON STOCK 00754A105 $ 1,654 81,900 X 17,02 81,900 ADVANCED FIBRE COMM. COMMON STOCK 00754A105 $ 278 13,760 X 13,760 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 $ 252 5,930 X 17 5,930 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 $ 6,881 161,650 X 161,650 ADVANCED MICRO DEVICES COMMON STOCK 007903107 $ 991 62,342 X 21,17 62,342 ADVANCED MICRO DEVICES COMMON STOCK 007903107 $ 10,591 666,120 X 666,120 ADVANTA 'CLASS B' COMMON STOCK 007942204 $ 406 17,728 X 17,08 17,728
Page 1 ADVENT SOFTWARE INC. COMMON STOCK 007974108 $ 648 35,862 X 17,02 35,862 ADVO, INC. COMMON STOCK 007585102 $ 201 6,092 X 17 6,092 AEROFLEX, INC. COMMON STOCK 007768104 $ 186 13,014 X 17 13,014 AEROPOSTALE, INC. COMMON STOCK 007865108 $ 1,449 53,850 X 17,08 53,850 AES CORP. COMMON STOCK 00130H105 $ 1,321 132,993 X 21,19,17 132,993 AETNA INC. COMMON STOCK 00817Y108 $ 3,487 41,021 X 19,21,08 ,17 41,021 AETNA INC. COMMON STOCK 00817Y108 $ 7,963 93,688 X 93,688 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 $ 1,278 24,141 X 21,17 24,141 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 $ 1,129 22,423 X 17,19 22,423 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 $ 5,744 114,039 X 114,039 AFLAC INCORPORATED COMMON STOCK 001055102 $ 3,686 90,313 X 21,17 90,313 AFLAC INCORPORATED COMMON STOCK 001055102 $ 3,746 91,780 X 91,780 AFTERMARKET TECH CORP COMMON STOCK 008318107 $ 398 24,136 X 17,08 24,136 AGCO CORP. COMMON STOCK 001084102 $ 5,704 280,000 X 19,17,02 280,000 AGCO CORP. COMMON STOCK 001084102 $ 3,284 161,200 X 161,200 AGERE SYSTEMS - B SHRS COMMON STOCK 00845V209 $ 142 66,200 X 66,200 AGERE SYSTEMS, INC. COMMON STOCK 00845V100 $ 6,104 2,653,876 X 2,653,876 AGILE SOFTWARE COMMON STOCK 00846X105 $ 92 10,496 X 17 10,496 AGILE SOFTWARE COMMON STOCK 00846X105 $ 421 48,085 X 48,085 AGILENT TECHNOLOGIES, INC COMMON STOCK 00846U101 $ 2,676 91,400 X 19,21,17 91,400 AGILENT TECHNOLOGIES, INC COMMON STOCK 00846U101 $ 700 23,900 X 23,900 AGILYSYS, INC. COMMON STOCK 00847J105 $ 579 41,999 X 23,17,08 41,999 AGL RESOURCES COMMON STOCK 001204106 $ 2,074 71,391 X 23,17,02 71,391 AGNICO-EAGLE MINES, LTD. COMMON STOCK 008474108 $ 1,783 135,000 X 02 135,000 AIR PRODUCTS & CHEMICAL COMMON STOCK 009158106 $ 2,327 44,366 X 08 ,21,17 44,366 AIRGAS COMMON STOCK 009363102 $ 1,843 77,100 X 17,02 77,100 AIRGAS COMMON STOCK 009363102 $ 1,238 51,766 X 51,766 AIRGATE PCS, INC. COMMON STOCK 009367301 $ 684 37,400 X 17,02 37,400 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 $ 224 15,823 X 17 15,823 AK STEEL HOLDING CORP. COMMON STOCK 001547108 $ 404 76,700 X 17,02 76,700 AKAMAI TECHNOLOGIES, INC. COMMON STOCK 00971T101 $ 1,036 57,700 X 57,700 ALABAMA NATL BANKCORP COMMON STOCK 010317105 $ 947 17,075 X 17,11 17,075 ALAMOSA HOLDINGS, INC. COMMON STOCK 011589108 $ 1,804 245,400 X 17,02 245,400 ALASKA AIRGROUP INC COMMON STOCK 011659109 $ 930 38,978 X 17,08,02 38,978 ALASKA AIRGROUP INC COMMON STOCK 011659109 $ 361 15,112 X 15,112 ALBANY INTL CORP. COMMON STOCK 012348108 $ 1,145 34,127 X 17,19,08 34,127 ALBEMARLE CORP. COMMON STOCK 012653101 $ 1,407 44,462 X 17,02 44,462 ALBERTO CULVER CO COMMON STOCK 013068101 $ 6,925 138,120 X 21,17 ,05 ,11 138,120 ALBERTSONS INC COMMON STOCK 013104104 $ 1,895 71,420 X 21,17 71,420 ALBERTSONS INC COMMON STOCK 013104104 $ 32,409 1,221,144 X 1,221,144 ALCOA, INC. COMMON STOCK 013817101 $ 5,885 178,166 X 21,08 ,17 178,166 ALCOA, INC. COMMON STOCK 013817101 $ 20,247 612,975 X 612,975 ALDERWOODS GROUP COMMON STOCK 014383103 $ 338 27,699 X 17,08 27,699 ALEXANDER & BALDWIN INC COMMON STOCK 014482103 $ 1,609 48,106 X 17,02 48,106 ALEXANDRIA REAL (SHORT) COMMON STOCK 015271109 $ 777 13,677 X 17,08 13,677 ALIGN TECHNOLOGY, INC. COMMON STOCK 016255101 $ 199 10,492 X 17 10,492 ALKERMES INC COMMON STOCK 01642T108 $ 248 18,244 X 17 18,244 ALLEGHENY ENERGY INC. COMMON STOCK 017361106 $ 672 43,596 X 21,08,17 43,596 ALLEGHENY ENERGY INC. COMMON STOCK 017361106 $ 624 40,508 X 40,508 ALLEGHENY TECHNO INC COMMON STOCK 01741R102 $ 6,661 369,052 X 21,17 ,02 369,052 ALLERGAN, INC. COMMON STOCK 018490102 $ 2,025 22,616 X 21,17 22,616 ALLERGAN, INC. COMMON STOCK 018490102 $ 841 9,390 X 9,390
Page 2 ALLETE COMMON STOCK 018522102 $ 2,691 80,811 X 17,02 80,811 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 $ 4,776 113,050 X 113,050 ALLIANCE GAMING CORP. COMMON STOCK 01859P609 $ 195 11,342 X 17 11,342 ALLIANCE RESOURCE PARTNER COMMON STOCK 01877R108 $ 494 10,595 X 23 10,595 ALLIANT ENERGY CORP. . COMMON STOCK 018802108 $ 2,611 100,100 X 17,02 100,100 ALLIANT TECHSYSTEMS, INC. COMMON STOCK 018804104 $ 2,559 40,400 X 11 ,19,17,02 40,400 ALLIANT TECHSYSTEMS, INC. COMMON STOCK 018804104 $ 2,597 41,000 X 41,000 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 $ 633 48,007 X 21,17 48,007 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 $ 2,944 87,100 X 17,02 ,08 87,100 ALLSTATE CORP. COMMON STOCK 020002101 $ 7,956 170,914 X 19,21,08 ,17 170,914 ALLTEL CORP COMMON STOCK 020039103 $ 2,767 54,667 X 21,17 54,667 ALNYLAM PHARMACEUTICALS COMMON STOCK 02043Q107 $ 914 120,900 X 120,900 ALPHARMA INC-CL A COMMON STOCK 020813101 $ 320 15,608 X 08,17 15,608 ALTERA CORP. COMMON STOCK 021441100 $ 2,299 103,482 X 21,08 ,17 103,482 ALTERA CORP. COMMON STOCK 021441100 $ 5,362 241,319 X 241,319 ALTRIA GROUP, INC. COMMON STOCK 02209S103 $ 20,708 413,743 X 19,08 ,21,17 413,743 ALTRIA GROUP, INC. COMMON STOCK 02209S103 $ 47,804 955,127 X 955,127 ALTRIS INC. COMMON STOCK 02148M100 $ 1,548 56,062 X 17,24 56,062 ALVARION LIMITED OTHER SECURITY M0861T100 $ 695 52,300 X 24 52,300 AMAZON.COM, INC. COMMON STOCK 023135106 $ 7,503 137,925 X 137,925 AMB PROP(SHORT FOR 3400) COMMON STOCK 00163T109 $ 2,612 75,420 X 17,02 75,420 AMBAC FINANCIAL GRP, INC. COMMON STOCK 023139108 $ 2,405 32,751 X 21,08 ,17 32,751 AMBAC FINANCIAL GRP, INC. COMMON STOCK 023139108 $ 1,153 15,700 X 15,700 AMC ENTERTAINMENT INC. COMMON STOCK 001669100 $ 1,025 66,700 X 23,19,17,08 66,700 AMC ENTERTAINMENT INC. COMMON STOCK 001669100 $ 769 50,000 X 50,000 AMCOL INTERNATIONAL CORP COMMON STOCK 02341W103 $ 353 18,650 X 17,08 18,650 AMCORE FINANCIAL INC COMMON STOCK 023912108 $ 523 17,326 X 17,08 17,326 AMDOCS LTD OTHER SECURITY G02602103 $ 4,085 174,350 X 174,350 AMERADA HESS CORP COMMON STOCK 023551104 $ 1,728 21,820 X 21,19,17 21,820 AMEREN CORP. COMMON STOCK 023608102 $ 1,231 28,656 X 21,17 28,656 AMEREN CORP. COMMON STOCK 023608102 $ 16,840 391,987 X 391,987 AMERICA WEST HOLDINGS - B COMMON STOCK 023657208 $ 298 32,872 X 32,872 AMERICAN AXLE COMMON STOCK 024061103 $ 1,037 28,525 X 08,23 28,525 AMERICAN CAPITAL STRAT. COMMON STOCK 024937104 $ 1,026 36,600 X 08,19 36,600 AMERICAN CAPITAL STRAT. COMMON STOCK 024937104 $ 5,272 188,148 X 188,148 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 $ 2,488 86,074 X 23,17,02 86,074 AMERICAN ELEC POWER, INC. COMMON STOCK 025537101 $ 2,475 77,357 X 19,21,17 77,357 AMERICAN EXPRESS CO COMMON STOCK 025816109 $ 12,755 248,248 X 22,21,17 248,248 AMERICAN EXPRESS CO COMMON STOCK 025816109 $ 38,206 743,602 X 743,602 AMERICAN FIN RLTY TRUST COMMON STOCK 02607P305 $ 1,862 130,300 X 17,19,08 130,300 AMERICAN FIN RLTY TRUST COMMON STOCK 02607P305 $ 5,202 364,041 X 364,041 AMERICAN FINANCIAL GROUP COMMON STOCK 025932104 $ 2,072 67,777 X 23,17,02 67,777 AMERICAN GREETINGS CORP. COMMON STOCK 026375105 $ 2,009 86,660 X 08,17,02 86,660 AMERICAN HEALTHWAYS INC. COMMON STOCK 02649V104 $ 7,534 283,026 X 17,24,05 283,026 AMERICAN HOME MORTGAGE COMMON STOCK 02660R107 $ 1,906 73,502 X 17,08 73,502 AMERICAN INT'L GROUP COMMON STOCK 026874107 $ 34,277 480,884 X 19,08 ,21,17 480,884 AMERICAN INT'L GROUP COMMON STOCK 026874107 $ 91,212 1,279,623 X 1,279,623 AMERICAN ITALIAN PASTA COMMON STOCK 027070101 $ 4,129 135,460 X 17,05 135,460 AMERICAN MED SECURITY GRP COMMON STOCK 02744P101 $ 1,908 70,000 X 70,000 AMERICAN POWER CONVER. COMMON STOCK 029066107 $ 696 35,431 X 21,17 35,431 AMERICAN SERVICE GROUP COMMON STOCK 02364L109 $ 869 25,000 X 25,000 AMERICAN STANDARD COMP COMMON STOCK 029712106 $ 1,532 38,016 X 21,17 38,016
Page 3 AMERICAN STANDARD COMP COMMON STOCK 029712106 $ 2,835 70,340 X 70,340 AMERICAN STATES WATER COMMON STOCK 029899101 $ 252 10,840 X 19,17,08 10,840 AMERICAN VANGUARD CORP COMMON STOCK 030371108 $ 658 19,500 X 19,500 AMERICAN WOODMARK COMMON STOCK 030506109 $ 851 14,212 X 14,212 AMERICANWEST BANCORP COMMON STOCK 03058P109 $ 228 11,880 X 19,17,08 11,880 AMERICANWEST BANCORP COMMON STOCK 03058P109 $ 343 17,900 X 17,900 AMERICREDIT CORP. COMMON STOCK 03060R101 $ 2,791 142,900 X 17,02 142,900 AMERIGROUP CORPORATION COMMON STOCK 03073T102 $ 242 4,922 X 17 4,922 AMERISOURCEBERGEN CORP. COMMON STOCK 03073E105 $ 1,123 18,780 X 21,17 18,780 AMERISOURCEBERGEN CORP. COMMON STOCK 03073E105 $ 4,576 76,542 X 76,542 AMERISTAR CASINOS INC. COMMON STOCK 03070Q101 $ 358 10,665 X 23,17,08 10,665 AMERITRADE HOLDING COMMON STOCK 03074K100 $ 3,253 286,600 X 286,600 AMERON INTERNATIONAL CORP COMMON STOCK 030710107 $ 297 8,700 X 17,08 8,700 AMERUS GROUP CO. COMMON STOCK 03072M108 $ 3,018 72,892 X 17,02 ,08 72,892 AMERUS GROUP CO. COMMON STOCK 03072M108 $ 274 6,617 X 6,617 AMETEK INC COMMON STOCK 031100100 $ 1,922 62,208 X 23,17,02 62,208 AMGEN, INC. COMMON STOCK 031162100 $ 14,863 272,369 X 22,08 ,21,17 272,369 AMGEN, INC. COMMON STOCK 031162100 $ 17,588 322,298 X 322,298 AMKOR TECHNOLOGY INC. COMMON STOCK 031652100 $ 473 57,770 X 57,770 AMPHENOL CORP CLASS A COMMON STOCK 032095101 $ 3,039 91,200 X 91,200 AMR CORPORATION COMMON STOCK 001765106 $ 312 25,769 X 25,769 AMSOUTH BANC CORP COMMON STOCK 032165102 $ 1,726 67,752 X 08 ,21,17 67,752 AMSURG CORP. COMMON STOCK 03232P405 $ 7,599 302,381 X 17,11 ,05 302,381 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 $ 2,906 49,587 X 08 ,21,17 49,587 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 $ 1,658 28,300 X 28,300 ANALOG DEVICES, INC. COMMON STOCK 032654105 $ 4,899 104,058 X 21,08 ,22,17 104,058 ANALOG DEVICES, INC. COMMON STOCK 032654105 $ 26,218 556,890 X 556,890 ANALOGIC CORP. COMMON STOCK 032657207 $ 600 14,149 X 17,08 14,149 ANCHOR GLASS CONTAINER COMMON STOCK 03304B300 $ 902 66,700 X 17,19,02 66,700 ANCHOR GLASS CONTAINER COMMON STOCK 03304B300 $ 1,108 81,900 X 81,900 ANDREW CORP COMMON STOCK 034425108 $ 559 27,946 X 21,17 27,946 ANDRX GROUP COMMON STOCK 034553107 $ 929 33,272 X 23 33,272 ANDRX GROUP COMMON STOCK 034553107 $ 1,104 39,535 X 39,535 ANGELICA CORP. COMMON STOCK 034663104 $ 979 39,000 X 17,19,08 39,000 ANGELICA CORP. COMMON STOCK 034663104 $ 580 23,100 X 23,100 ANGIODYNAMICS INC. COMMON STOCK 03475V101 $ 1,750 119,900 X 119,900 ANGIOTECH PHARMACEUTICALS COMMON STOCK 034918102 $ 1,703 84,500 X 05 84,500 ANHEUSER-BUSCH COS., INC. COMMON STOCK 035229103 $ 8,563 158,577 X 08 ,21,17 158,577 ANHEUSER-BUSCH COS., INC. COMMON STOCK 035229103 $ 35,516 657,704 X 657,704 ANIKA THERAPEUTICS, INC. COMMON STOCK 035255108 $ 451 25,910 X 24 25,910 ANIXTER INTERNATIONAL COMMON STOCK 035290105 $ 1,099 32,284 X 17,23,08 32,284 ANNTAYLOR STORES CORP COMMON STOCK 036115103 $ 1,837 63,390 X 17,02 63,390 ANSYS INC. COMMON STOCK 03662Q105 $ 209 4,446 X 23,17 4,446 ANTEON INTERNATIONAL CORP COMMON STOCK 03674E108 $ 2,431 74,530 X 17,11 74,530 ANTHEM, INC. COMMON STOCK 03674B104 $ 3,392 37,875 X 21,08 ,17 37,875 ANTHEM, INC. COMMON STOCK 03674B104 $ 4,799 53,580 X 53,580 ANTHRACITE CAPITAL INC. COMMON STOCK 037023108 $ 1,347 112,401 X 17,08 112,401 AON CORP. COMMON STOCK 037389103 $ 1,569 55,127 X 21,17 55,127 APACHE CORP. COMMON STOCK 037411105 $ 2,514 57,722 X 21,17 57,722 APACHE CORP. COMMON STOCK 037411105 $ 33,187 762,046 X 762,046 APARTMENTS INVT & MGMT CO COMMON STOCK 03748R101 $ 524 16,840 X 21,17 16,840 APOGEE ENTERPRISES INC. COMMON STOCK 037598109 $ 1,526 146,730 X 17,02 146,730
Page 4 APOGENT TECHNOLOGIES COMMON STOCK 03760A101 $ 2,312 72,237 X 23,02 72,237 APOLLO GROUP INC. - A COMMON STOCK 037604105 $ 2,881 32,626 X 21,17 32,626 APOLLO GROUP INC. - A COMMON STOCK 037604105 $ 2,728 30,900 X 30,900 APOLLO INVESTMENT CORP. COMMON STOCK 03761U106 $ 1,889 137,200 X 17,02 137,200 APPLE COMPUTER, INC. COMMON STOCK 037833100 $ 2,279 70,037 X 21,17 70,037 APPLEBEE'S INT'L COMMON STOCK 037899101 $ 1,778 77,250 X 02 ,17 77,250 APPLEBEE'S INT'L COMMON STOCK 037899101 $ 2,604 113,100 X 113,100 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 $ 791 36,371 X 21,17 36,371 APPLICA INC. COMMON STOCK 03815A106 $ 169 19,026 X 17,08 19,026 APPLIED FILMS CORP. COMMON STOCK 038197109 $ 596 20,547 X 17,24 20,547 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 $ 1,919 63,716 X 17,08 63,716 APPLIED MATERIALS, INC. COMMON STOCK 038222105 $ 6,941 353,771 X 21,22,17 353,771 APPLIED MATERIALS, INC. COMMON STOCK 038222105 $ 29,353 1,496,061 X 1,496,061 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 $ 299 56,262 X 21,17 56,262 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 $ 105 19,760 X 19,760 APPLIED SIGNAL TECH COMMON STOCK 038237103 $ 930 26,530 X 17,24 26,530 APPLIED SIGNAL TECH COMMON STOCK 038237103 $ 1,753 50,000 X 50,000 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 $ 3,239 112,850 X 19,17,02 112,850 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 $ 2,376 82,800 X 82,800 APTARGROUP, INC. COMMON STOCK 038336103 $ 3,954 90,500 X 17,11 90,500 AQUA AMERICA INC COMMON STOCK 03836W103 $ 1,663 82,945 X 17,02 82,945 AQUANTIVE INC COMMON STOCK 03839G105 $ 2,083 210,877 X 17,08,24 210,877 AQUILA INC. COMMON STOCK 03840P102 $ 742 208,547 X 17,02 208,547 ARAMARK CORP COMMON STOCK 038521100 $ 209 7,250 X 7,250 ARBITRON, INC. COMMON STOCK 03875Q108 $ 1,411 38,623 X 17,08,11 38,623 ARCH CAPITAL GROUP COMMON STOCK G0450A105 $ 1,615 40,500 X 02 40,500 ARCH COAL INC COMMON STOCK 039380100 $ 3,576 97,740 X 17,02 97,740 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 $ 2,153 128,280 X 19,21,17 128,280 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 $ 6,425 382,890 X 382,890 ARCTIC CAT INC. COMMON STOCK 039670104 $ 290 10,531 X 23,17,08 10,531 ARGONAUT GROUP INC COMMON STOCK 040157109 $ 581 31,500 X 17,08 31,500 ARGOSY GAMING COMPANY COMMON STOCK 040228108 $ 542 14,426 X 17,08 14,426 ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 $ 76 10,114 X 17 10,114 ARIBA INC. COMMON STOCK 04033V104 $ 124 62,643 X 17 62,643 ARKANSAS BEST CORP. COMMON STOCK 040790107 $ 310 9,423 X 17,23 9,423 ARRIS GROUP INC COMMON STOCK 04269Q100 $ 2,693 453,326 X 08,17,02 453,326 ARRON RENTS, INC. COMMON STOCK 002535201 $ 962 29,014 X 23,17,08 29,014 ARROW ELECTRONICS INC COMMON STOCK 042735100 $ 3,843 143,273 X 23,17,02 143,273 ART TECHNOLOGY GRP COMMON STOCK 04289L107 $ 616 513,500 X 02 513,500 ARTESYN TECHNOLOGIES INC. COMMON STOCK 043127109 $ 488 54,221 X 17,19,23,02 54,221 ARTESYN TECHNOLOGIES INC. COMMON STOCK 043127109 $ 791 87,900 X 87,900 ARTHROCARE CORP COMMON STOCK 043136100 $ 987 33,946 X 17,24 33,946 ARTHUR J GALLAGHER COMMON STOCK 363576109 $ 2,515 82,600 X 17,02 82,600 ARTISAN COMPONENTS INC COMMON STOCK 042923102 $ 1,265 49,019 X 17,24 49,019 ARVINMERITOR, INC. COMMON STOCK 043353101 $ 1,460 74,585 X 17,02 74,585 ARVINMERITOR, INC. COMMON STOCK 043353101 $ 239 12,238 X 12,238 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 $ 642 42,800 X 17,08 42,800 ASCENTIAL SOFTWARE COMMON STOCK 04362P207 $ 2,846 177,993 X 17,02 177,993 ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 $ 645 77,200 X 17,19 77,200 ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 $ 3,951 473,200 X 473,200 ASHLAND INC. COMMON STOCK 044204105 $ 704 13,325 X 21,17 13,325 ASIAINFO HOLDINGS INC. COMMON STOCK 04518A104 $ 84 15,903 X 08,17 15,903
Page 5 ASK JEEVES INC. COMMON STOCK 045174109 $ 687 17,600 X 24 17,600 ASPECT COMMUNICATIONS COMMON STOCK 04523Q102 $ 1,154 81,246 X 17,23 81,246 ASPEN INS HLDGS COMMON STOCK G05384105 $ 1,956 84,200 X 19,02 84,200 ASPEN INS HLDGS COMMON STOCK G05384105 $ 2,555 110,000 X 110,000 ASPEN TECHNOLOGIES INC. COMMON STOCK 045327103 $ 1,509 207,839 X 17,08,02 207,839 ASSOCIATED BANC-CORP. COMMON STOCK 045487105 $ 3,026 102,136 X 17,02 102,136 ASSOCIATED ESTATES RLTY COMMON STOCK 045604105 $ 352 43,707 X 19,23 43,707 ASSOCIATED ESTATES RLTY COMMON STOCK 045604105 $ 407 50,500 X 50,500 ASSURANT, INC. COMMON STOCK 04621X108 $ 281 10,660 X 08 ,19 10,660 ASSURANT, INC. COMMON STOCK 04621X108 $ 2,478 93,930 X 93,930 ASTORIA FINANCIAL CORP. COMMON STOCK 046265104 $ 2,640 72,180 X 17,02 72,180 ASV INC. COMMON STOCK 001963107 $ 1,007 32,151 X 17,24 32,151 AT ROAD, INC. COMMON STOCK 04648K105 $ 708 92,585 X 17,24 92,585 AT&T CORP NEW COMMON STOCK 001957505 $ 2,182 149,162 X 21,17 149,162 AT&T CORP NEW COMMON STOCK 001957505 $ 21,806 1,490,517 X 1,490,517 AT&T WIRELESS SERVICES COMMON STOCK 00209A106 $ 6,920 483,243 X 21,17 483,243 AT&T WIRELESS SERVICES COMMON STOCK 00209A106 $ 4,643 324,204 X 324,204 ATHEROGENICS INC. COMMON STOCK 047439104 $ 537 28,235 X 17,08 28,235 ATLANTIC COAST AIRLINES COMMON STOCK 048396105 $ 955 166,345 X 23,17,02 166,345 ATLANTIC COAST AIRLINES COMMON STOCK 048396105 $ 404 70,438 X 70,438 ATMEL CORP COMMON STOCK 049513104 $ 4,621 780,500 X 17,02 780,500 ATMOS ENERGY CORP. COMMON STOCK 049560105 $ 574 22,429 X 17,08 22,429 AUGUST TECHNOLOGY CORP. COMMON STOCK 05106U105 $ 809 64,532 X 17,24 64,532 AUTO DESK COMMON STOCK 052769106 $ 2,036 47,566 X 21,17,23 47,566 AUTOLIV INC. COMMON STOCK 052800109 $ 4,362 103,366 X 103,366 AUTOMATIC DATA PROC COMMON STOCK 053015103 $ 4,388 104,786 X 21,17 104,786 AUTOMATIC DATA PROC COMMON STOCK 053015103 $ 9,077 216,738 X 216,738 AUTONATION INC. COMMON STOCK 05329W102 $ 827 48,391 X 21,17 48,391 AUTOZONE, INC. COMMON STOCK 053332102 $ 1,298 16,210 X 21,17 16,210 AVANEX CORP. COMMON STOCK 05348W109 $ 46 11,922 X 17 11,922 AVANIR PHARMACEUTICALS COMMON STOCK 05348P104 $ 633 376,900 X 08 376,900 AVANT IMMUNOTHERAPEUTICS COMMON STOCK 053491106 $ 37 13,900 X 17 13,900 AVAYA, INC. COMMON STOCK 053499109 $ 1,230 77,885 X 21,17 77,885 AVERY DENNISON CORP COMMON STOCK 053611109 $ 1,224 19,116 X 21,17 19,116 AVERY DENNISON CORP COMMON STOCK 053611109 $ 3,297 51,500 X 51,500 AVIALL, INC. COMMON STOCK 05366B102 $ 815 42,854 X 17,08 42,854 AVID TECHNOLOGY COMMON STOCK 05367P100 $ 4,568 83,700 X 05 83,700 AVISTA CORP. COMMON STOCK 05379B107 $ 726 39,416 X 17,08 39,416 AVNET, INC. COMMON STOCK 053807103 $ 3,159 139,184 X 23,17,02 139,184 AVOCENT CORP. COMMON STOCK 053893103 $ 1,624 44,200 X 17,02 44,200 AVON PRODUCTS, INC. COMMON STOCK 054303102 $ 3,987 86,417 X 19,21,17 86,417 AXCAN PHARMA INC. COMMON STOCK 054923107 $ 3,880 183,900 X 183,900 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 $ 5,756 462,663 X 17,19,08,02 462,663 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 $ 4,297 345,400 X 345,400 AXONYX, INC. COMMON STOCK 05461R101 $ 62 11,900 X 17 11,900 AXS-ONE INC. COMMON STOCK 002458107 $ 1,425 500,000 X 500,000 AZTAR CORP. COMMON STOCK 054802103 $ 1,147 40,947 X 17,08 40,947 AZTAR CORP. COMMON STOCK 054802103 $ 211 7,540 X 7,540 BAKER HUGHES COMMON STOCK 057224107 $ 3,967 105,364 X 21,08 ,22,17 105,364 BALL CORPORATION COMMON STOCK 058498106 $ 718 9,965 X 21,17 9,965 BALL CORPORATION COMMON STOCK 058498106 $ 4,723 65,550 X 65,550 BANCFIRST CORP. COMMON STOCK 05945F103 $ 305 5,100 X 17,08 5,100
Page 6 BANCORPSOUTH INC. COMMON STOCK 059692103 $ 318 14,100 X 17 14,100 BANDAG, INC. COMMON STOCK 059815100 $ 1,144 25,687 X 17,08,02 25,687 BANK MUTUAL CORP. COMMON STOCK 063750103 $ 146 13,403 X 17 13,403 BANK OF AMERICA CORP. COMMON STOCK 060505104 $ 33,876 400,332 X 19,08 ,21,17 400,332 BANK OF AMERICA CORP. COMMON STOCK 060505104 $ 65,273 771,365 X 771,365 BANK OF HAWAII CORP COMMON STOCK 062540109 $ 3,223 71,275 X 23,17,02 71,275 BANK OF NEW YORK CO., INC COMMON STOCK 064057102 $ 5,482 185,972 X 21,08 ,17 185,972 BANK OF THE OZARKS COMMON STOCK 063904106 $ 254 10,916 X 17,08 10,916 BANK ONE CORP COMMON STOCK 06423A103 $ 10,420 204,305 X 19,21,17 204,305 BANK ONE CORP COMMON STOCK 06423A103 $ 3,986 78,160 X 78,160 BANKATLANTIC CORP. CL. A COMMON STOCK 065908501 $ 2,344 127,024 X 17,19,08 127,024 BANKATLANTIC CORP. CL. A COMMON STOCK 065908501 $ 6,291 340,950 X 340,950 BANKNORTH GROUP INC. COMMON STOCK 06646R107 $ 5,122 157,707 X 17,02 157,707 BANKUNITED FINANCIAL CORP COMMON STOCK 06652B103 $ 736 28,527 X 17,19 28,527 BANKUNITED FINANCIAL CORP COMMON STOCK 06652B103 $ 3,207 124,300 X 124,300 BANNER CORP COMMON STOCK 06652V109 $ 238 8,187 X 19,17,08 8,187 BANNER CORP COMMON STOCK 06652V109 $ 584 20,100 X 20,100 BANTA CORP. COMMON STOCK 066821109 $ 1,519 34,207 X 08,17,02 34,207 BARD C.R. INC COMMON STOCK 067383109 $ 1,053 18,586 X 21,17 18,586 BARD C.R. INC COMMON STOCK 067383109 $ 1,428 25,200 X 25,200 BARNES & NOBLE, INC. COMMON STOCK 067774109 $ 3,246 95,534 X 17,02 ,23 95,534 BARNES GROUP, INC. COMMON STOCK 067806109 $ 997 34,402 X 17,08 34,402 BARR PHARMACEUTICALS INC. COMMON STOCK 068306109 $ 5,012 148,720 X 17,02 148,720 BAUSCH & LOMB, INC. COMMON STOCK 071707103 $ 714 10,979 X 21,23,17 10,979 BAUSCH & LOMB, INC. COMMON STOCK 071707103 $ 4,408 67,740 X 67,740 BAXTER INTERNATIONAL,INC. COMMON STOCK 071813109 $ 3,602 104,373 X 21,17 104,373 BAXTER INTERNATIONAL,INC. COMMON STOCK 071813109 $ 1,662 48,160 X 48,160 BB&T CORPORATION COMMON STOCK 054937107 $ 3,655 98,873 X 21,17 98,873 BE AEROSPACE INC COMMON STOCK 073302101 $ 3,660 482,900 X 17,02 482,900 BEAR STEARNS COMPANIES COMMON STOCK 073902108 $ 1,439 17,067 X 21,17 17,067 BEARINGPOINT INC. COMMON STOCK 074002106 $ 1,182 133,300 X 02 133,300 BEARINGPOINT INC. COMMON STOCK 074002106 $ 2,551 287,561 X 287,561 BEAZER HOMES USA, INC. COMMON STOCK 07556Q105 $ 581 5,790 X 17,08 5,790 BECKMAN COULTER INC. COMMON STOCK 075811109 $ 3,431 56,240 X 17,02 56,240 BECKMAN COULTER INC. COMMON STOCK 075811109 $ 1,607 26,340 X 26,340 BECTON DICKINSON & CO COMMON STOCK 075887109 $ 2,460 47,486 X 08 ,21,17 47,486 BED, BATH & BEYOND, INC. COMMON STOCK 075896100 $ 2,392 62,202 X 08 ,21,17 62,202 BEDFORD PPTS INVESTORS COMMON STOCK 076446301 $ 1,104 37,750 X 17,08 37,750 BEI TECHNOLOGIES, INC. COMMON STOCK 05538P104 $ 1,443 50,968 X 17,24 50,968 BEL FUSE INC. CL B COMMON STOCK 077347300 $ 521 12,500 X 17,08 12,500 BELDEN, INC COMMON STOCK 077459105 $ 233 10,876 X 02 ,17,23 10,876 BELLSOUTH CORP. COMMON STOCK 079860102 $ 9,083 346,424 X 08 ,19,21,17 346,424 BELO CORP - CLASS A COMMON STOCK 080555105 $ 2,822 105,120 X 17,02 105,120 BELO CORP - CLASS A COMMON STOCK 080555105 $ 564 21,000 X 21,000 BEMIS CO., INC. COMMON STOCK 081437105 $ 528 18,696 X 21,17 18,696 BENCHMARK ELECTRONICS COMMON STOCK 08160H101 $ 889 30,545 X 17,08 30,545 BENCHMARK ELECTRONICS COMMON STOCK 08160H101 $ 492 16,910 X 16,910 BEST BUY, INC. COMMON STOCK 086516101 $ 3,010 59,327 X 21,17 59,327 BEVERLY ENTERPRISES INC. COMMON STOCK 087851309 $ 1,889 219,681 X 17,08,02 219,681 BIG 5 SPORTING GOODS COMMON STOCK 08915P101 $ 1,833 70,000 X 17,11 70,000 BIG LOTS, INC. COMMON STOCK 089302103 $ 442 30,551 X 21,19,17 30,551 BIG LOTS, INC. COMMON STOCK 089302103 $ 1,725 119,300 X 119,300
Page 7 BIO-RAD LABS INC. COMMON STOCK 090572207 $ 1,271 21,600 X 17,19,08 21,600 BIO-RAD LABS INC. COMMON STOCK 090572207 $ 3,072 52,200 X 52,200 BIOGEN IDEC, INC. COMMON STOCK 09062X103 $ 3,960 62,611 X 08 ,21,17 62,611 BIOGEN IDEC, INC. COMMON STOCK 09062X103 $ 6,861 108,480 X 108,480 BIOLASE TECHNOLOGY, INC. COMMON STOCK 090911108 $ 695 51,621 X 51,621 BIOMARIN PHARMACEUTICAL COMMON STOCK 09061G101 $ 91 15,185 X 17 15,185 BIOMARIN PHARMACEUTICAL COMMON STOCK 09061G101 $ 117 19,507 X 19,507 BIOMET, INC. COMMON STOCK 090613100 $ 2,053 46,202 X 21,17 46,202 BIOMET, INC. COMMON STOCK 090613100 $ 1,128 25,380 X 25,380 BIOSITE DIAGNOSTICS INC COMMON STOCK 090945106 $ 1,131 25,180 X 17,11 25,180 BIOVAIL CORPORATION COMMON STOCK 09067J109 $ 1,811 95,400 X 02 95,400 BISYS GROUP COMMON STOCK 055472104 $ 2,276 161,900 X 17,08,02 161,900 BJ SERVICES CO. COMMON STOCK 055482103 $ 1,469 32,046 X 21,17 32,046 BJ SERVICES CO. COMMON STOCK 055482103 $ 3,311 72,228 X 72,228 BJS WHOLESALE CLUB, INC. COMMON STOCK 05548J106 $ 1,625 65,000 X 17,02 65,000 BLACK & DECKER CORP. COMMON STOCK 091797100 $ 868 13,965 X 21,17 13,965 BLACK BOX CORP. COMMON STOCK 091826107 $ 1,724 36,482 X 17,08,11 36,482 BLACK HILLS CORP. COMMON STOCK 092113109 $ 1,884 59,810 X 17,19,08,02 59,810 BLACK HILLS CORP. COMMON STOCK 092113109 $ 3,175 100,783 X 100,783 BLOCKBUSTER INC. CLASS A COMMON STOCK 093679108 $ 171 11,282 X 23 11,282 BLUE COAT SYSTEMS COMMON STOCK 09534T508 $ 851 25,402 X 17,24 25,402 BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 $ 1,791 51,921 X 17,23,02 51,921 BMC SOFTWARE, INC. COMMON STOCK 055921100 $ 728 39,356 X 21,17 39,356 BOB EVANS FARMS INC COMMON STOCK 096761101 $ 1,138 41,549 X 08,17,02 41,549 BOISE CASCADE CORP. COMMON STOCK 097383103 $ 576 15,310 X 21,17 15,310 BOISE CASCADE CORP. COMMON STOCK 097383103 $ 5,442 144,570 X 144,570 BOMBAY COMPANY INC COMMON STOCK 097924104 $ 1,026 167,400 X 17,02 167,400 BONE CARE INTERNATIONAL COMMON STOCK 098072101 $ 920 39,266 X 17,24 39,266 BONE CARE INTERNATIONAL COMMON STOCK 098072101 $ 1,171 50,000 X 50,000 BOOKHAM TECHNOLOGY ADR OTHER SECURITY 09856Q108 $ 1,676 1,745,700 X 02 1,745,700 BORDERS GROUP INC. COMMON STOCK 099709107 $ 1,693 72,215 X 23,17,02 72,215 BORG-WARNER, INC. COMMON STOCK 099724106 $ 2,255 51,520 X 17,02 51,520 BORLAND SOFTWARE CORP. COMMON STOCK 099849101 $ 944 111,246 X 17,02 111,246 BORLAND SOFTWARE CORP. COMMON STOCK 099849101 $ 439 51,671 X 51,671 BOSTON PRIVATE FIN. HDS. COMMON STOCK 101119105 $ 1,538 66,387 X 17,02 66,387 BOSTON SCIENTIFIC CORP. COMMON STOCK 101137107 $ 8,268 193,181 X 08 ,21,22,17 193,181 BOSTON SCIENTIFIC CORP. COMMON STOCK 101137107 $ 33,284 777,660 X 777,660 BOWATER, INC. COMMON STOCK 102183100 $ 2,134 51,300 X 17,02 51,300 BOWATER, INC. COMMON STOCK 102183100 $ 323 7,762 X 7,762 BOWNE & CO., INC. COMMON STOCK 103043105 $ 787 49,665 X 17,19,08 49,665 BOWNE & CO., INC. COMMON STOCK 103043105 $ 196 12,338 X 12,338 BOYD GAMING CORP. COMMON STOCK 103304101 $ 2,099 79,017 X 17,08,02 79,017 BP PLC ADR OTHER SECURITY 055622104 $ 5,320 99,300 X 99,300 BRANDYWINE REALTY TRUST COMMON STOCK 105368203 $ 216 7,944 X 17 7,944 BRIGGS & STRATTON CORP COMMON STOCK 109043109 $ 1,116 12,636 X 23 12,636 BRINKER INTL., INC. COMMON STOCK 109641100 $ 3,011 88,250 X 17,02 88,250 BRINKS CO. COMMON STOCK 109696104 $ 1,828 53,364 X 23,17,02 53,364 BRISTOL WEST HOLDINGS COMMON STOCK 11037M105 $ 486 26,700 X 17,02 26,700 BRISTOL-MYERS SQUIBB CO. COMMON STOCK 110122108 $ 8,764 357,702 X 19,21,17 357,702 BRISTOL-MYERS SQUIBB CO. COMMON STOCK 110122108 $ 1,386 56,590 X 56,590 BROADCOM CORP. COMMON STOCK 111320107 $ 2,494 53,331 X 21,17 53,331 BROADCOM CORP. COMMON STOCK 111320107 $ 16,015 342,420 X 342,420
Page 8 BROCADE COMMUNICATIONS COMMON STOCK 111621108 $ 828 138,400 X 19,17 138,400 BROCADE COMMUNICATIONS COMMON STOCK 111621108 $ 3,366 562,800 X 562,800 BROOKLINE BANCORP, INC. COMMON STOCK 11373M107 $ 189 12,905 X 17 12,905 BROWN & BROWN INC. COMMON STOCK 115236101 $ 3,800 88,160 X 11 ,17,02 88,160 BROWN SHOE CO., INC. COMMON STOCK 115736100 $ 1,179 28,802 X 17,19,08 28,802 BROWN SHOE CO., INC. COMMON STOCK 115736100 $ 2,656 64,900 X 64,900 BROWN-FORMAN CORP COMMON STOCK 115637209 $ 1,041 21,571 X 21,17 21,571 BRUNSWICK CORP. COMMON STOCK 117043109 $ 1,706 41,825 X 21,17 ,23 41,825 BRUNSWICK CORP. COMMON STOCK 117043109 $ 39,653 971,877 X 971,877 BUCKEYE TECHNOLOGIES INC. COMMON STOCK 118255108 $ 204 17,767 X 17,767 BUFFALO WILD WINGS COMMON STOCK 119848109 $ 1,244 45,000 X 45,000 BUILDING MATERIALS HOLDNG COMMON STOCK 120113105 $ 225 11,900 X 17,08 11,900 BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 $ 2,306 65,752 X 21,17 65,752 BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 $ 7,973 227,343 X 227,343 BURLINGTON RESOURCES COMMON STOCK 122014103 $ 2,535 70,062 X 21,17 70,062 C-COR ELECTRONICS, INC. COMMON STOCK 125010108 $ 488 47,410 X 08,17,23 47,410 CABOT CORP. COMMON STOCK 127055101 $ 2,316 56,900 X 17,02 56,900 CABOT MICROELECTRONICS COMMON STOCK 12709P103 $ 836 27,327 X 17,02 27,327 CABOT OIL & GAS CORP., CL COMMON STOCK 127097103 $ 2,628 62,116 X 17,23,02 62,116 CACI INTL. CLASS A COMMON STOCK 127190304 $ 1,473 36,419 X 08,17,11 36,419 CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 $ 3,643 248,980 X 17,02 248,980 CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 $ 1,400 95,700 X 95,700 CAESARS ENTERTAINMENT COMMON STOCK 127687101 $ 4,221 281,380 X 17,02 281,380 CAESARS ENTERTAINMENT COMMON STOCK 127687101 $ 6,184 412,246 X 412,246 CAL DIVE INTERNATIONAL COMMON STOCK 127914109 $ 1,947 64,221 X 23,08,17,11 64,221 CALGON CARBON CORP COMMON STOCK 129603106 $ 72 10,748 X 17 10,748 CALIFORNIA WATER SERVICE COMMON STOCK 130788102 $ 329 11,952 X 19,17,08 11,952 CALIFORNIA WATER SERVICE COMMON STOCK 130788102 $ 490 17,800 X 17,800 CALLAWAY GOLF CO. COMMON STOCK 131193104 $ 1,614 142,334 X 23,17,02 ,08 142,334 CALLAWAY GOLF CO. COMMON STOCK 131193104 $ 164 14,457 X 14,457 CALLON PETROLEUM CORP COMMON STOCK 13123X102 $ 160 11,216 X 17,23 11,216 CALPINE CORP. COMMON STOCK 131347106 $ 4,725 1,093,782 X 21,17,17 ,02 1,093,782 CALPINE CORP. COMMON STOCK 131347106 $ 1,455 336,865 X 336,865 CAMPBELL SOUP CO COMMON STOCK 134429109 $ 1,960 72,932 X 21,17 72,932 CAMPBELL SOUP CO COMMON STOCK 134429109 $ 6,498 241,733 X 241,733 CAPITAL AUTO REIT COMMON STOCK 139733109 $ 1,305 44,498 X 17,08 44,498 CAPITAL CORP OF THE WEST COMMON STOCK 140065103 $ 413 10,645 X 17,08,19 10,645 CAPITAL CROSSING BANK COMMON STOCK 140071101 $ 460 8,244 X 17,23 8,244 CAPITAL LEASE FUNDING INC COMMON STOCK 140288101 $ 408 39,200 X 17,19 39,200 CAPITAL LEASE FUNDING INC COMMON STOCK 140288101 $ 2,251 216,400 X 216,400 CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 $ 2,789 40,786 X 21,17 40,786 CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 $ 27,387 400,508 X 400,508 CAPITOL BANCORP LTD. COMMON STOCK 14056D105 $ 265 10,200 X 17,08 10,200 CAPSTONE TURBINE CORP COMMON STOCK 14067D102 $ 25 11,400 X 17 11,400 CAPTIVA SOFTWARE CORP. COMMON STOCK 14073T109 $ 969 100,000 X 100,000 CARDINAL HEALTH, INC. COMMON STOCK 14149Y108 $ 5,264 75,150 X 21,17 75,150 CARDINAL HEALTH, INC. COMMON STOCK 14149Y108 $ 1,516 21,640 X 21,640 CAREER EDUCATION CORP. COMMON STOCK 141665109 $ 4,244 93,160 X 17,02 93,160 CAREMARK RX, INC. COMMON STOCK 141705103 $ 2,627 79,761 X 21,17 79,761 CAREMARK RX, INC. COMMON STOCK 141705103 $ 4,842 146,990 X 146,990 CARLISLE COS., INC. COMMON STOCK 142339100 $ 2,505 40,240 X 19,17,02 40,240 CARLISLE COS., INC. COMMON STOCK 142339100 $ 4,326 69,500 X 69,500
Page 9 CARMAX INC. COMMON STOCK 143130102 $ 2,100 96,000 X 17,02 96,000 CARMIKE CINEMAS, INC. COMMON STOCK 143436400 $ 374 9,474 X 17,23 9,474 CARNIVAL CORP. COMMON STOCK 143658300 $ 5,756 122,463 X 08,21,17 122,463 CARPENTER TECHNOLOGY COMMON STOCK 144285103 $ 837 24,594 X 17,08,23 24,594 CARRAMERICA REALTY CORP COMMON STOCK 144418100 $ 3,824 126,500 X 08,17 126,500 CARREKER-ANTINORI, INC. COMMON STOCK 144433109 $ 147 14,656 X 17,23 14,656 CARRIER ACCESS CORP COMMON STOCK 144460102 $ 1,080 90,593 X 17,24 90,593 CARRIZO OIL & GAS, INC. COMMON STOCK 144577103 $ 3,249 318,200 X 24,02 318,200 CASCADE CORP. COMMON STOCK 147195101 $ 930 29,746 X 19,17,08 29,746 CASCADE CORP. COMMON STOCK 147195101 $ 547 17,500 X 17,500 CASCADE NATURAL GAS CORP. COMMON STOCK 147339105 $ 406 18,400 X 18,400 CASELLA WASTE SYSTEMS INC COMMON STOCK 147448104 $ 204 15,503 X 17,19 15,503 CASELLA WASTE SYSTEMS INC COMMON STOCK 147448104 $ 698 53,100 X 53,100 CASEYS GEN STORES COMMON STOCK 147528103 $ 421 23,000 X 17,08 23,000 CASH AMERICA INTERNATIONA COMMON STOCK 14754D100 $ 1,379 59,954 X 17,08 59,954 CASH AMERICA INTERNATIONA COMMON STOCK 14754D100 $ 216 9,396 X 9,396 CATALINA MARKETING CORP. COMMON STOCK 148867104 $ 1,312 71,707 X 17,08,02 71,707 CATERPILLAR, INC. COMMON STOCK 149123101 $ 6,529 82,190 X 08,19,21,22,17 82,190 CATERPILLAR, INC. COMMON STOCK 149123101 $ 4,040 50,860 X 50,860 CATHAY BANCORP INC. COMMON STOCK 149150104 $ 2,295 34,402 X 17,02 34,402 CBL & ASSOCIATES PROPERTY COMMON STOCK 124830100 $ 1,956 35,564 X 19,23 35,564 CBL & ASSOCIATES PROPERTY COMMON STOCK 124830100 $ 5,720 104,000 X 104,000 CBRL GROUP, INC. COMMON STOCK 12489V106 $ 2,095 67,900 X 19,17,02 67,900 CBRL GROUP, INC. COMMON STOCK 12489V106 $ 3,217 104,275 X 104,275 CDW CORP COMMON STOCK 12512N105 $ 4,874 76,440 X 17,02 76,440 CEC ENTERTAINMENT, INC. COMMON STOCK 125137109 $ 259 8,764 X 23,11,17 8,764 CELADON GROUP COMMON STOCK 150838100 $ 2,385 135,498 X 135,498 CELERA GENOMICS GROUP COMMON STOCK 038020202 $ 291 25,269 X 08,17 25,269 CELL GENESYS, INC. COMMON STOCK 150921104 $ 182 17,492 X 08,17 17,492 CELL THERAPEUTICS INC COMMON STOCK 150934107 $ 82 11,165 X 17 11,165 CENDANT CORP. COMMON STOCK 151313103 $ 4,408 180,045 X 21,17 180,045 CENTENE CORP. COMMON STOCK 15135B101 $ 1,291 33,482 X 17,24 33,482 CENTERPOINT ENERGY INC COMMON STOCK 15189T107 $ 1,687 146,654 X 21,17,23 146,654 CENTEX CORPORATON COMMON STOCK 152312104 $ 1,481 32,381 X 21,08,17 32,381 CENTEX CORPORATON COMMON STOCK 152312104 $ 28,315 618,918 X 618,918 CENTRAL EURO DISTRIBUTION COMMON STOCK 153435102 $ 1,933 74,595 X 17,24 74,595 CENTRAL FREIGHT LINES INC COMMON STOCK 153491105 $ 676 84,500 X 17,02 84,500 CENTRAL GARD & PET CO COMMON STOCK 153527106 $ 448 12,519 X 17,19 12,519 CENTRAL GARD & PET CO COMMON STOCK 153527106 $ 1,867 52,200 X 52,200 CENTRAL PACIFIC FINL CORP COMMON STOCK 154760102 $ 2,537 92,239 X 17,11 92,239 CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 $ 569 22,956 X 22,956 CENTURY BUSINESS SERVICES COMMON STOCK 156490104 $ 253 58,043 X 17,08 58,043 CENTURYTEL, INC. COMMON STOCK 156700106 $ 765 25,476 X 21,17 25,476 CEPHALON INC. COMMON STOCK 156708109 $ 3,656 67,700 X 02,17,02 67,700 CERADYNE, INC. COMMON STOCK 156710105 $ 2,320 64,865 X 17,24 64,865 CERIDAN, CORP. COMMON STOCK 156779100 $ 3,043 135,240 X 17,02 135,240 CERNER CORPORATION COMMON STOCK 156782104 $ 5,777 129,581 X 17,05 129,581 CERTEGY INC. COMMON STOCK 156880106 $ 2,254 58,100 X 17,02 58,100 CH ENERGY GROUP, INC. COMMON STOCK 12541M102 $ 802 17,263 X 17,08 17,263 CH ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 $ 3,584 78,180 X 17,02 78,180 CH ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 $ 2,521 55,000 X 55,000 CHAMPION ENTERPRISES INC COMMON STOCK 158496109 $ 127 13,784 X 17 13,784
Page 10 CHARLES RIVER ASSOC. COMMON STOCK 159852102 $ 239 7,731 X 17,08 7,731 CHARLES RIVER LABS COMMON STOCK 159864107 $ 4,346 88,922 X 23,17,02,11 88,922 CHARLES SCHWAB CORP. COMMON STOCK 808513105 $ 2,825 293,937 X 21,08,17 293,937 CHARMING SHOPPES COMMON STOCK 161133103 $ 1,313 146,985 X 23,17,08 146,985 CHARTER COMM. INC. COMMON STOCK 16117M107 $ 663 169,080 X 17,08 169,080 CHARTER ONE FIN INC COMMON STOCK 160903100 $ 1,901 43,029 X 21,17 43,029 CHATTEM INC COMMON STOCK 162456107 $ 934 32,341 X 17,23 32,341 CHECK POINT SOFTWARE TECH OTHER SECURITY M22465104 $ 9,747 361,140 X 361,140 CHECKFREE CORPORATION COMMON STOCK 162813109 $ 8,559 285,291 X 17,02,05 285,291 CHECKPOINT SYSTEMS INC. COMMON STOCK 162825103 $ 1,128 62,885 X 17,08,23 62,885 CHEMED CORP COMMON STOCK 16359R103 $ 730 15,050 X 17,19 15,050 CHEMED CORP COMMON STOCK 16359R103 $ 3,696 76,200 X 76,200 CHEMICAL FINANCIAL CORP COMMON STOCK 163731102 $ 789 21,381 X 17,08 21,381 CHESAPEAKE CORP. COMMON STOCK 165159104 $ 690 25,870 X 19,17,08 25,870 CHESAPEAKE CORP. COMMON STOCK 165159104 $ 670 25,100 X 25,100 CHESAPEAKE ENERGY CORP. COMMON STOCK 165167107 $ 3,322 225,700 X 19,02 225,700 CHEVRONTEXACO CORP. COMMON STOCK 166764100 $ 19,097 202,918 X 19,08 ,21,17 202,918 CHEVRONTEXACO CORP. COMMON STOCK 166764100 $ 87,199 926,568 X 926,568 CHICAGO MERCANTILE EXCH COMMON STOCK 167760107 $ 6,469 44,806 X 05 44,806 CHICAGO MERCANTILE EXCH COMMON STOCK 167760107 $ 3,205 22,200 X 22,200 CHICO'S FAS INC. COMMON STOCK 168615102 $ 5,236 115,940 X 24,17,02 115,940 CHILDREN'S PLACE COMMON STOCK 168905107 $ 210 8,931 X 17,08 8,931 CHIQUITA BRANDS COMMON STOCK 170032809 $ 2,203 105,307 X 17,23,08 105,307 CHIRON CORP. COMMON STOCK 170040109 $ 1,379 30,881 X 21,17 30,881 CHITTENDEN CORP. COMMON STOCK 170228100 $ 286 8,130 X 17 8,130 CHOICEPOINT, INC. COMMON STOCK 170388102 $ 3,692 80,853 X 17,02 80,853 CHOICEPOINT, INC. COMMON STOCK 170388102 $ 3,759 82,316 X 82,316 CHORDIANT SOFTWARE INC. COMMON STOCK 170404107 $ 59 13,000 X 17 13,000 CHRISTOPHER & BANKS CORP COMMON STOCK 171046105 $ 331 18,671 X 18,671 CHUBB CORP. COMMON STOCK 171232101 $ 2,167 31,781 X 21,17 31,781 CHUBB CORP. COMMON STOCK 171232101 $ 7,771 113,980 X 113,980 CHURCH AND DWIGHT, INC COMMON STOCK 171340102 $ 5,214 113,900 X 02,17,11 113,900 CHURCH AND DWIGHT, INC COMMON STOCK 171340102 $ 3,470 75,800 X 75,800 CIBER, INC. COMMON STOCK 17163B102 $ 334 40,654 X 17,08 40,654 CIBER, INC. COMMON STOCK 17163B102 $ 307 37,373 X 37,373 CIENA CORP. COMMON STOCK 171779101 $ 298 80,047 X 21,17 80,047 CIGNA CORP COMMON STOCK 125509109 $ 1,718 24,961 X 21,17 24,961 CIMAREX ENERGY CO. COMMON STOCK 171798101 $ 2,817 93,170 X 17,08,11 93,170 CINCINNATI BELL COMMON STOCK 171871106 $ 1,780 400,800 X 17,02,08 400,800 CINCINNATI BELL COMMON STOCK 171871106 $ 333 74,988 X 74,988 CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 $ 1,292 29,691 X 21,17 29,691 CINERGY CORP COMMON STOCK 172474108 $ 1,157 30,436 X 21,17 30,436 CINTAS CORP. COMMON STOCK 172908105 $ 1,316 27,601 X 21,17 27,601 CIRCOR INTERNATIONAL, INC COMMON STOCK 17273K109 $ 287 14,085 X 17,08 14,085 CIRCUIT CITY STORES INC COMMON STOCK 172737108 $ 5,043 389,436 X 21,17,02 389,436 CIRRUS LOGIC INC. COMMON STOCK 172755100 $ 380 63,147 X 17,08 63,147 CISCO SYSTEMS, INC. COMMON STOCK 17275R102 $ 32,367 1,365,698 X 22,08,21,17 1,365,698 CISCO SYSTEMS, INC. COMMON STOCK 17275R102 $ 84,301 3,557,024 X 3,557,024 CIT GROUP, INC. COMMON STOCK 125581108 $ 578 15,100 X 08 15,100 CIT GROUP, INC. COMMON STOCK 125581108 $ 40,707 1,063,120 X 1,063,120 CITADEL BROADCASTING CORP COMMON STOCK 17285T106 $ 2,353 161,500 X 02 161,500 CITADEL BROADCASTING CORP COMMON STOCK 17285T106 $ 293 20,077 X 20,077
Page 11 CITADEL SECURITY INC. COMMON STOCK 17288Q109 $ 199 64,542 X 64,542 CITIGROUP, INC. COMMON STOCK 172967101 $ 48,593 1,045,002 X 19,08 ,21,17 1,045,002 CITIGROUP, INC. COMMON STOCK 172967101 $102,827 2,211,329 X 2,211,329 CITIZENS BANKING CORP MIC COMMON STOCK 174420109 $ 292 9,406 X 17 9,406 CITIZENS COMM CO COMMON STOCK 17453B101 $ 543 44,836 X 21,17 44,836 CITRIX SYSTEMS COMMON STOCK 177376100 $ 616 30,271 X 21,17 30,271 CITY HOLDING CO COMMON STOCK 177835105 $ 461 14,597 X 17,08,23 14,597 CITY NATIONAL CORP. COMMON STOCK 178566105 $ 5,650 85,997 X 23,05 ,17,02 85,997 CITY NATIONAL CORP. COMMON STOCK 178566105 $ 3,265 49,700 X 49,700 CKE RESTAURANTS, INC. COMMON STOCK 12561E105 $ 276 20,669 X 17,23 20,669 CLAIRES STORES INC. COMMON STOCK 179584107 $ 2,622 120,826 X 23,17,02 120,826 CLARCOR INC COMMON STOCK 179895107 $ 2,382 52,003 X 19,17,11 52,003 CLARCOR INC COMMON STOCK 179895107 $ 2,725 59,500 X 59,500 CLARK INC COMMON STOCK 181457102 $ 1,974 106,400 X 17,08,02 106,400 CLEAR CHANNEL COMM. COMMON STOCK 184502102 $ 4,175 113,000 X 21,17 113,000 CLEAR CHANNEL COMM. COMMON STOCK 184502102 $ 4,887 132,253 X 132,253 CLECO CORP. COMMON STOCK 12561W105 $ 554 30,828 X 17,08 30,828 CLICKSOFT COMPANY COMMON STOCK M25082104 $ 1,150 500,000 X 500,000 CLOROX CO. COMMON STOCK 189054109 $ 2,021 37,585 X 21,17 37,585 CLOROX CO. COMMON STOCK 189054109 $ 210 3,900 X 3,900 CLOSURE MEDICAL CORP. COMMON STOCK 189093107 $ 485 19,300 X 17,24 19,300 CMG INFORMATION SERVICES COMMON STOCK 125750109 $ 145 74,465 X 17 74,465 CMS ENERGY CORP. COMMON STOCK 125896100 $ 1,673 183,256 X 21,17 ,08 183,256 CNET NETWORKS INC COMMON STOCK 12613R104 $ 281 25,386 X 17 25,386 CNF INC COMMON STOCK 12612W104 $ 1,918 46,140 X 17,02 46,140 CNS INC COMMON STOCK 126136100 $ 105 10,509 X 23 10,509 COACH, INC. COMMON STOCK 189754104 $ 7,749 171,484 X 17,02 171,484 COACH, INC. COMMON STOCK 189754104 $ 3,803 84,150 X 84,150 COCA COLA CO. COMMON STOCK 191216100 $ 24,151 478,429 X 08 ,21,17 478,429 COCA COLA CO. COMMON STOCK 191216100 $ 30,811 610,354 X 610,354 COCA COLA ENTERPRISES COMMON STOCK 191219104 $ 2,564 88,457 X 19,21,17 88,457 COCA-COLA BOTTLING CO. COMMON STOCK 191098102 $ 226 3,899 X 3,899 COCA-COLA FEMSA ADR OTHER SECURITY 191241108 $ 608 27,400 X 02 27,400 COEUR D'ALENE MINES CORP. COMMON STOCK 192108108 $ 183 44,957 X 17 44,957 COGNEX CORP. COMMON STOCK 192422103 $ 1,628 42,317 X 17,11 42,317 COGNEX CORP. COMMON STOCK 192422103 $ 2,828 73,500 X 73,500 COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 $ 3,015 118,640 X 17,02 118,640 COINSTAR INC. COMMON STOCK 19259P300 $ 642 29,200 X 29,200 COLE (KENNETH) PRODUCTION COMMON STOCK 193294105 $ 441 12,870 X 17,08 12,870 COLGATE PALMOLIVE COMMON STOCK 194162103 $ 5,387 92,169 X 21,17 92,169 COLGATE PALMOLIVE COMMON STOCK 194162103 $ 3,732 63,850 X 63,850 COLLINS & AIKMAN CORP COMMON STOCK 194830204 $ 2,830 506,340 X 17,02 506,340 COLONIAL BANCGROUP, INC. COMMON STOCK 195493309 $ 2,663 146,540 X 08,17,02 146,540 COLUMBIA BANKING SYSTEM COMMON STOCK 197236102 $ 396 17,846 X 17,23,08 17,846 COMCAST CORP NEW CL A COMMON STOCK 20030N101 $ 10,387 370,566 X 19,21,17 370,566 COMCAST CORP NEW CL A COMMON STOCK 20030N101 $ 5,751 205,170 X 205,170 COMCAST CORP NEW CL A SPL COMMON STOCK 20030N200 $ 1,093 39,600 X 17 39,600 COMERICA, INC. COMMON STOCK 200340107 $ 1,631 29,726 X 21,17 29,726 COMM CAP BANCORP COMMON STOCK 20162L105 $ 942 54,208 X 17,08,19 54,208 COMM CAP BANCORP COMMON STOCK 20162L105 $ 3,540 203,800 X 203,800 COMMERCE BANCORP, INC. COMMON STOCK 200519106 $ 3,923 71,320 X 17,02 71,320 COMMERCE GROUP INC COMMON STOCK 200641108 $ 237 4,807 X 17 4,807
Page 12 COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 $ 583 21,522 X 17,08 21,522 COMMERCIAL METALS CO. COMMON STOCK 201723103 $ 699 21,526 X 17,08 21,526 COMMONWEALTH TELEPHONE COMMON STOCK 203349105 $ 797 17,801 X 17,08,23 17,801 COMMSCOPE, INC. COMMON STOCK 203372107 $ 6,108 284,732 X 23,19,17,02 284,732 COMMSCOPE, INC. COMMON STOCK 203372107 $ 2,665 124,234 X 124,234 COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 $ 864 37,924 X 17,08 37,924 COMMUNITY FIRST COMMON STOCK 203902101 $ 260 8,080 X 17 8,080 COMMUNITY HEALTH SYSTEMS COMMON STOCK 203668108 $ 2,420 90,400 X 17,02 90,400 COMMUNITY TRUST BANCORP COMMON STOCK 204149108 $ 303 9,942 X 17,08 9,942 COMPASS BANCSHARES, INC. COMMON STOCK 20449H109 $ 4,818 112,040 X 17,02 112,040 COMPASS MINERALS INTL INC COMMON STOCK 20451N101 $ 1,694 87,400 X 17,11 87,400 COMPUCOM SYSTEMS INC COMMON STOCK 204780100 $ 369 81,300 X 17,08 81,300 COMPUCREDIT CORP COMMON STOCK 20478N100 $ 364 21,062 X 17,08 21,062 COMPUCREDIT CORP COMMON STOCK 20478N100 $ 254 14,656 X 14,656 COMPUTER ASSOCIATES INC. COMMON STOCK 204912109 $ 2,902 103,438 X 21,17 103,438 COMPUTER PROGRAMS & SYS. COMMON STOCK 205306103 $ 289 14,200 X 17,08 14,200 COMPUTER SCIENCE CORP. COMMON STOCK 205363104 $ 2,033 43,781 X 21,08 ,17 43,781 COMPUTER SCIENCE CORP. COMMON STOCK 205363104 $ 4,491 96,718 X 96,718 COMPUWARE CORP. COMMON STOCK 205638109 $ 1,139 172,607 X 21,19,17 172,607 COMPUWARE CORP. COMMON STOCK 205638109 $ 4,462 676,081 X 676,081 COMSTOCK RESOURCES, INC COMMON STOCK 205768203 $ 569 29,236 X 17,08 29,236 COMTECH TELECOM COMMON STOCK 205826209 $ 322 14,280 X 17,19 14,280 COMTECH TELECOM COMMON STOCK 205826209 $ 1,805 80,000 X 80,000 COMVERSE TECHNOLOGY, INC. COMMON STOCK 205862402 $ 790 39,606 X 21,17 39,606 COMVERSE TECHNOLOGY, INC. COMMON STOCK 205862402 $ 4,480 224,650 X 224,650 CONAGRA, INC. COMMON STOCK 205887102 $ 2,533 93,528 X 21,17 93,528 CONEXANT SYSTEMS, INC. COMMON STOCK 207142100 $ 1,284 296,600 X 02 296,600 CONMED CORP. COMMON STOCK 207410101 $ 1,415 51,653 X 17,23,08 51,653 CONNETICS CORP. COMMON STOCK 208192104 $ 846 41,862 X 17,24 41,862 CONOCOPHILLIPS COMMON STOCK 20825C104 $ 11,517 150,957 X 19,21,08 ,17 150,957 CONOCOPHILLIPS COMMON STOCK 20825C104 $ 22,772 298,487 X 298,487 CONSECO, INC. COMMON STOCK 208464883 $ 2,589 130,100 X 02 130,100 CONSOL ENERGY, INC. COMMON STOCK 20854P109 $ 407 11,300 X 19 11,300 CONSOL ENERGY, INC. COMMON STOCK 20854P109 $ 2,534 70,400 X 70,400 CONSOLIDATED EDISON, INC. COMMON STOCK 209115104 $ 1,854 46,626 X 21,17 46,626 CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 $ 818 18,566 X 19,17,08,23 18,566 CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 $ 722 16,400 X 16,400 CONSTELLATION BRANDS INC. COMMON STOCK 21036P108 $ 3,584 96,520 X 17,02 96,520 CONSTELLATION BRANDS INC. COMMON STOCK 21036P108 $ 5,351 144,109 X 144,109 CONSTELLATION ENERGY GP COMMON STOCK 210371100 $ 1,136 29,986 X 21,17 29,986 CONSTELLATION ENERGY GP COMMON STOCK 210371100 $ 5,377 141,864 X 141,864 CONTINENTAL AIRLINES - B COMMON STOCK 210795308 $ 2,598 228,539 X 17,08,02 228,539 CONTINENTAL AIRLINES - B COMMON STOCK 210795308 $ 293 25,770 X 25,770 CONVERGYS COMMON STOCK 212485106 $ 388 25,182 X 21,17 25,182 COOPER CAMERON CORP COMMON STOCK 216640102 $ 4,628 95,040 X 08 ,17,02 95,040 COOPER COS., INC. COMMON STOCK 216648402 $ 944 14,950 X 14,950 COOPER INDS, LTD. CL A COMMON STOCK G24182100 $ 1,524 25,645 X 21,08 ,17 25,645 COOPER TIRE & RUBBER CO. COMMON STOCK 216831107 $ 4,668 202,955 X 21,17 ,19,08,02 202,955 COOPER TIRE & RUBBER CO. COMMON STOCK 216831107 $ 5,138 223,400 X 223,400 COORS ADOLPH CO COMMON STOCK 217016104 $ 468 6,470 X 21,17 6,470 COPART INC. COMMON STOCK 217204106 $ 2,197 82,300 X 17,02 82,300 CORINTHIAN COLLEGES COMMON STOCK 218868107 $ 2,048 82,780 X 17,02 82,780
Page 13 CORIXA CORP COMMON STOCK 21887F100 $ 83 17,729 X 19,17 17,729 CORIXA CORP COMMON STOCK 21887F100 $ 276 59,100 X 59,100 CORN PRODUCTS INT'L. COMMON STOCK 219023108 $ 648 13,928 X 23,08,17 13,928 CORNELL CORRECTIONS INC COMMON STOCK 219141108 $ 216 15,900 X 17,08 15,900 CORNING, INC. COMMON STOCK 219350105 $ 3,507 268,522 X 08,21,17 268,522 CORNING, INC. COMMON STOCK 219350105 $ 1,396 106,900 X 106,900 CORPORATE EXE. BOARD COMMON STOCK 21988R102 $ 5,473 94,700 X 05 94,700 CORPORATE EXE. BOARD COMMON STOCK 21988R102 $ 2,505 43,350 X 43,350 CORPORATE OFFICE PROP. COMMON STOCK 22002T108 $ 477 19,185 X 17,19 19,185 CORRECTIONS CORP AMERICA COMMON STOCK 22025Y407 $ 310 7,845 X 17 7,845 CORUS BANKSHARES INC. COMMON STOCK 220873103 $ 1,956 47,591 X 17,23,08 47,591 CORVIS CORP. COMMON STOCK 221009103 $ 310 219,600 X 17,08 219,600 COSTAR GROUP INC. COMMON STOCK 22160N109 $ 478 10,412 X 10,412 COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 $ 3,723 90,657 X 19,21,17 90,657 COUNTRYWIDE FINANCIAL COMMON STOCK 222372104 $ 4,812 68,495 X 19,21,08,17 68,495 COUNTRYWIDE FINANCIAL COMMON STOCK 222372104 $ 25,682 365,585 X 365,585 COUSINS PROPERTIES COMMON STOCK 222795106 $ 208 6,300 X 17 6,300 COVANCE INC. COMMON STOCK 222816100 $ 2,218 57,480 X 17,02 57,480 COVANCE INC. COMMON STOCK 222816100 $ 5,211 135,072 X 135,072 COVENANT TRANSPORT COMMON STOCK 22284P105 $ 243 14,200 X 17,08 14,200 COVENTRY HEALTH CARE INC. COMMON STOCK 222862104 $ 4,159 85,044 X 23,17,02 85,044 COVENTRY HEALTH CARE INC. COMMON STOCK 222862104 $ 822 16,820 X 16,820 COX COMMUNICATIONS COMMON STOCK 224044107 $ 2,667 95,970 X 95,970 CRANE COMPANY COMMON STOCK 224399105 $ 327 10,425 X 21,17 10,425 CRAY INC. COMMON STOCK 225223106 $ 112 16,851 X 17 16,851 CREDENCE SYSTEMS CORP. COMMON STOCK 225302108 $ 1,670 121,022 X 19,17,02 121,022 CREE RESEARCH INC COMMON STOCK 225447101 $ 9,478 407,138 X 17,02,05 407,138 CROMPTON CORP. COMMON STOCK 227116100 $ 1,354 214,904 X 17,02,08 214,904 CROWN CASTLE INTL. COMMON STOCK 228227104 $ 575 39,000 X 39,000 CROWN HOLDINGS INC COMMON STOCK 228368106 $ 4,112 412,404 X 17,23,08,02 412,404 CROWN HOLDINGS INC COMMON STOCK 228368106 $ 200 20,031 X 20,031 CSG SYSTEMS INTL COMMON STOCK 126349109 $ 1,254 60,567 X 17,02 60,567 CSK AUTO CORP. COMMON STOCK 125965103 $ 854 49,800 X 17,19,08 49,800 CSK AUTO CORP. COMMON STOCK 125965103 $ 2,375 138,558 X 138,558 CSX CORP COMMON STOCK 126408103 $ 1,445 44,106 X 21,08,17 44,106 CT COMMUNICATIONS INC. COMMON STOCK 126426402 $ 704 46,800 X 17,08 46,800 CTI MOLECULAR IMAGING COMMON STOCK 22943D105 $ 237 16,700 X 17,08 16,700 CTRIP.COM INTL ADR COMMON STOCK 22943F100 $ 768 22,713 X 24 22,713 CTS CORP. COMMON STOCK 126501105 $ 494 40,937 X 17,08 40,937 CUBIST PHARMACEUTICALS COMMON STOCK 229678107 $ 228 20,550 X 17,08 20,550 CULLEN/FROST BANKERS COMMON STOCK 229899109 $ 4,540 101,453 X 11,19,23,08,17,02 101,453 CULLEN/FROST BANKERS COMMON STOCK 229899109 $ 5,840 130,512 X 130,512 CUMMINS ENGINE CO., INC. COMMON STOCK 231021106 $ 1,467 23,468 X 21,17,23 23,468 CUMULUS MEDIA INC. COMMON STOCK 231082108 $ 1,664 98,976 X 05 ,17,19,02 98,976 CUMULUS MEDIA INC. COMMON STOCK 231082108 $ 2,904 172,752 X 172,752 CUNO INC COMMON STOCK 126583103 $ 1,642 30,778 X 17,11 30,778 CURTISS-WRIGHT CORP. COMMON STOCK 231561101 $ 1,007 17,928 X 17,08 17,928 CV THERAPEUTICS INC COMMON STOCK 126667104 $ 282 16,800 X 16,800 CVS CORP. COMMON STOCK 126650100 $ 3,199 76,121 X 08,21,17 76,121 CVS CORP. COMMON STOCK 126650100 $ 6,288 149,650 X 149,650 CYBEROPTICS CORP. COMMON STOCK 232517102 $ 1,819 70,000 X 70,000 CYBERSOURCE CORP COMMON STOCK 23251J106 $ 360 43,100 X 17,24 43,100
Page 14 CYMER INC. COMMON STOCK 232572107 $ 279 7,443 X 17 7,443 CYMER INC. COMMON STOCK 232572107 $ 211 5,640 X 5,640 CYPRESS BIOSCIENCE, INC. COMMON STOCK 232674507 $ 1,063 77,400 X 17,08 77,400 CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 $ 1,823 128,465 X 19,23,17,02 128,465 CYTEC INDUSTRIES INC. COMMON STOCK 232820100 $ 2,850 62,698 X 17,02,08 62,698 CYTEC INDUSTRIES INC. COMMON STOCK 232820100 $ 501 11,032 X 11,032 CYTOGEN CORP COMMON STOCK 232824300 $ 704 44,300 X 17,08 44,300 CYTOKINETICS INC COMMON STOCK 23282W100 $ 336 22,600 X 17,08 22,600 CYTYC CORP. COMMON STOCK 232946103 $ 2,571 101,340 X 17,02 101,340 CYTYC CORP. COMMON STOCK 232946103 $ 433 17,080 X 17,080 D.R. HORTON INC. COMMON STOCK 23331A109 $ 6,023 212,085 X 17,02 212,085 D.R. HORTON INC. COMMON STOCK 23331A109 $ 3,013 106,075 X 106,075 DADE BEHRING, INC. COMMON STOCK 23342J206 $ 314 6,615 X 23 6,615 DANA CORP COMMON STOCK 235811106 $ 753 38,401 X 21,19,17 38,401 DANA CORP COMMON STOCK 235811106 $ 3,165 161,500 X 161,500 DANAHER CORP. COMMON STOCK 235851102 $ 2,823 54,447 X 21,17 54,447 DANAHER CORP. COMMON STOCK 235851102 $ 15,764 304,032 X 304,032 DARDEN RESTAURANT INC. COMMON STOCK 237194105 $ 596 29,026 X 21,17 29,026 DARLING INT'L INC. COMMON STOCK 237266101 $ 51 12,200 X 17 12,200 DATASCOPE CORP. COMMON STOCK 238113104 $ 571 14,393 X 17,11 14,393 DAVE & BUSTER'S INC. COMMON STOCK 23833N104 $ 326 17,350 X 17,23 17,350 DEAN FOODS CO. COMMON STOCK 242370104 $ 5,642 151,231 X 19,17,02 151,231 DEAN FOODS CO. COMMON STOCK 242370104 $ 23,308 624,703 X 624,703 DEERE & CO. COMMON STOCK 244199105 $ 3,251 46,346 X 08,21,17 46,346 DEL LABS INC. COMMON STOCK 245091103 $ 940 30,300 X 30,300 DEL MONTE COMMON STOCK 24522P103 $ 494 48,600 X 19 48,600 DEL MONTE COMMON STOCK 24522P103 $ 2,341 230,400 X 230,400 DELL, INC. COMMON STOCK 24702R101 $ 19,161 534,912 X 22,08,21,17 534,912 DELL, INC. COMMON STOCK 24702R101 $ 18,181 507,579 X 507,579 DELPHI CORP. COMMON STOCK 247126105 $ 1,059 99,133 X 21,17 99,133 DELPHI FINANCIAL GROUP COMMON STOCK 247131105 $ 2,176 48,904 X 17,23,08 48,904 DELTA AIR LINES INC COMMON STOCK 247361108 $ 423 59,381 X 21,17,17 59,381 DELUXE CORP COMMON STOCK 248019101 $ 384 8,835 X 21,17 8,835 DENBURY RESOURCES, INC. COMMON STOCK 247916208 $ 1,335 63,731 X 17,08 63,731 DENDREON CORP. COMMON STOCK 24823Q107 $ 125 10,200 X 17 10,200 DENDRITE INTERNATIONAL COMMON STOCK 248239105 $ 7,055 379,705 X 17,05 379,705 DENDRITE INTERNATIONAL COMMON STOCK 248239105 $ 903 48,590 X 48,590 DENTSPLY INTERNATIONAL COMMON STOCK 249030107 $ 3,844 73,780 X 17,02 73,780 DENTSPLY INTERNATIONAL COMMON STOCK 249030107 $ 908 17,420 X 17,420 DEPARTMENT 56, INC COMMON STOCK 249509100 $ 320 20,798 X 20,798 DEVELOPERS DIVERSD RLTY COMMON STOCK 251591103 $ 294 8,300 X 19 8,300 DEVELOPERS DIVERSD RLTY COMMON STOCK 251591103 $ 3,477 98,300 X 98,300 DEVON ENERGY CORP. COMMON STOCK 25179M103 $ 3,165 47,954 X 21,08,17 47,954 DEVRY INC. COMMON STOCK 251893103 $ 1,763 64,300 X 17,02 64,300 DHB INDUSTRIES, INC. COMMON STOCK 23321E103 $ 966 63,662 X 17,24 63,662 DIAGNOSTIC PRODUCTS CORP. COMMON STOCK 252450101 $ 761 17,314 X 17,11 17,314 DICK'S SPORTING GOODS COMMON STOCK 253393102 $ 206 6,184 X 17 6,184 DIEBOLD INC COMMON STOCK 253651103 $ 3,516 66,500 X 17,02 66,500 DIGENE CORP COMMON STOCK 253752109 $ 405 11,080 X 11,080 DIGI INTERNATIONAL, INC. COMMON STOCK 253798102 $ 1,608 150,000 X 150,000 DIGITAL RIVER, INC. COMMON STOCK 25388B104 $ 208 6,363 X 17 6,363 DIGITALNET HOLDINGS, INC. COMMON STOCK 25389B103 $ 1,220 60,000 X 60,000
Page 15 DIGITAS INC. COMMON STOCK 25388K104 $ 416 37,744 X 37,744 DILLARD'S, INC., CLASS A COMMON STOCK 254067101 $ 983 44,090 X 21,17,08 44,090 DIME COMMUNITY BANCORP COMMON STOCK 253922108 $ 2,747 157,149 X 17,08,11,02 157,149 DIME COMMUNITY BANCORP COMMON STOCK 253922108 $ 275 15,723 X 15,723 DIMON INC COMMON STOCK 254394109 $ 189 33,109 X 33,109 DIODES INC. COMMON STOCK 254543101 $ 1,658 70,000 X 70,000 DIONEX CORP. COMMON STOCK 254546104 $ 2,383 43,191 X 17,11 43,191 DIRECT GENERAL COMMON STOCK 25456W204 $ 448 13,900 X 17,08 13,900 DISCOVERY LABS, INC. COMMON STOCK 254668106 $ 292 30,400 X 17,08 30,400 DITECH COMM CORP COMMON STOCK 25500M103 $ 1,844 79,000 X 17,08,24 79,000 DJ ORTHOPEDICS, INC. COMMON STOCK 23325G104 $ 384 16,693 X 19,17 16,693 DJ ORTHOPEDICS, INC. COMMON STOCK 23325G104 $ 437 19,020 X 19,020 DOBSON COMMUNICATIONS COMMON STOCK 256069105 $ 3,854 1,182,200 X 17,02 1,182,200 DOBSON COMMUNICATIONS COMMON STOCK 256069105 $ 57 17,637 X 17,637 DOLLAR GENERAL CORP. COMMON STOCK 256669102 $ 1,107 56,572 X 21,17 56,572 DOLLAR GENERAL CORP. COMMON STOCK 256669102 $ 4,943 252,730 X 252,730 DOLLAR THRIFTY AUTOMOTIVE COMMON STOCK 256743105 $ 2,426 88,400 X 17,08,02 88,400 DOLLAR TREE STORES INC COMMON STOCK 256747106 $ 5,151 187,800 X 17,02 187,800 DOLLAR TREE STORES INC COMMON STOCK 256747106 $ 2,315 84,400 X 84,400 DOMINION RESOURCES, INC. COMMON STOCK 25746U109 $ 4,056 64,294 X 08,21,17 64,294 DONALDSON CO INC. COMMON STOCK 257651109 $ 2,282 77,880 X 11,17,02 77,880 DORAL FINANCIAL CORP. OTHER SECURITY 25811P100 $ 453 13,126 X 08,23 13,126 DOUBLECLICK, INC. COMMON STOCK 258609304 $ 169 21,800 X 17 21,800 DOVER CORP COMMON STOCK 260003108 $ 1,518 36,056 X 21,17 36,056 DOVER CORP COMMON STOCK 260003108 $ 3,006 71,400 X 71,400 DOVER DOWNS GAMING & ENTE COMMON STOCK 260095104 $ 1,137 101,069 X 101,069 DOW CHEMICAL CO. COMMON STOCK 260543103 $ 7,532 185,056 X 08,21,17 185,056 DOW CHEMICAL CO. COMMON STOCK 260543103 $ 24,901 611,827 X 611,827 DOW JONES AND COMPANY COMMON STOCK 260561105 $ 644 14,280 X 21,17 14,280 DPL INC. COMMON STOCK 233293109 $ 2,289 117,870 X 17,02 117,870 DRESS BARN, INC. COMMON STOCK 261570105 $ 422 24,665 X 23,17,08 24,665 DRS TECHNOLOGIES, INC. COMMON STOCK 23330X100 $ 2,243 70,322 X 17,02 70,322 DRS TECHNOLOGIES, INC. COMMON STOCK 23330X100 $ 434 13,620 X 13,620 DSP GROUP, INC. COMMON STOCK 23332B106 $ 518 19,000 X 17,08 19,000 DST SYSTEMS INC. COMMON STOCK 233326107 $ 3,916 81,440 X 19,17,02 81,440 DST SYSTEMS INC. COMMON STOCK 233326107 $ 1,885 39,200 X 39,200 DTE ENERGY CO COMMON STOCK 233331107 $ 1,098 27,091 X 21,17 27,091 DU PONT E I DE NEMOURS COMMON STOCK 263534109 $ 7,909 178,050 X 19,21,17 178,050 DUCOMMUN INC. COMMON STOCK 264147109 $ 225 10,527 X 17,23,08 10,527 DUKE ENERGY CORP. COMMON STOCK 264399106 $ 3,236 159,475 X 21,17 159,475 DUN & BRADSTREET NEW COMMON STOCK 26483E100 $ 3,513 65,160 X 17,02 65,160 DUPONT PHOTOMASK COMMON STOCK 26613X101 $ 1,824 89,696 X 17,08,02 89,696 DUPONT PHOTOMASK COMMON STOCK 26613X101 $ 524 25,760 X 25,760 DUQUESNE LIGHT HOLDINGS COMMON STOCK 266233105 $ 2,192 113,500 X 17,19,02 113,500 DUQUESNE LIGHT HOLDINGS COMMON STOCK 266233105 $ 3,843 199,000 X 199,000 DURATECK, INC. COMMON STOCK 26658Q102 $ 1,360 90,000 X 90,000 DYAX CORP COMMON STOCK 26746E103 $ 321 27,300 X 17,19 27,300 DYAX CORP COMMON STOCK 26746E103 $ 1,609 136,911 X 136,911 DYCOM COMMON STOCK 267475101 $ 3,914 139,796 X 17,08,02 139,796 DYNAMEX, INC. COMMON STOCK 26784F103 $ 1,947 140,000 X 140,000 DYNEGY, INC. COMMON STOCK 26816Q101 $ 343 80,572 X 21,08,17 80,572 E*TRADE GROUP, INC. COMMON STOCK 269246104 $ 4,891 438,622 X 21,17,02 438,622
Page 16 E.PIPHANY INC. COMMON STOCK 26881V100 $ 129 26,654 X 08,17 26,654 E.PIPHANY INC. COMMON STOCK 26881V100 $ 464 96,128 X 96,128 EAGLE BROADBAND INC. COMMON STOCK 269437109 $ 26 25,900 X 17 25,900 EAGLE MATERIALS INC COMMON STOCK 26969P108 $ 715 10,069 X 17,08 10,069 EARTHLINK INC. COMMON STOCK 270321102 $ 4,861 469,701 X 17,08,23,02 469,701 EAST WEST BANCORP INC. COMMON STOCK 27579R104 $ 3,519 114,622 X 19,17,11 114,622 EAST WEST BANCORP INC. COMMON STOCK 27579R104 $ 3,430 111,720 X 111,720 EASTMAN CHEMICAL CO. COMMON STOCK 277432100 $ 668 14,460 X 08,21,17 14,460 EASTMAN KODAK COMPANY COMMON STOCK 277461109 $ 1,372 50,846 X 21,17 50,846 EATON CORP. COMMON STOCK 278058102 $ 1,911 29,516 X 21,08,17 29,516 EATON VANCE CORP. COMMON STOCK 278265103 $ 2,338 61,200 X 17,02 61,200 EBAY, INC. COMMON STOCK 278642103 $ 11,433 124,338 X 08,21,17 124,338 EBAY, INC. COMMON STOCK 278642103 $ 11,246 122,310 X 122,310 EBOOKERS.COM PLC - ADR OTHER SECURITY 278725106 $ 2,358 238,200 X 02 238,200 ECOLAB INC COMMON STOCK 278865100 $ 1,440 45,411 X 21,17 45,411 EDISON INTL. COMMON STOCK 281020107 $ 1,793 70,132 X 08,21,19,17 70,132 EDISON INTL. COMMON STOCK 281020107 $ 4,500 175,980 X 175,980 EDUCATION MANAGEMENT CORP COMMON STOCK 28139T101 $ 2,188 66,600 X 17,02 66,600 EDUCATION MANAGEMENT CORP COMMON STOCK 28139T101 $ 2,343 71,300 X 71,300 EDWARDS A.G. INC COMMON STOCK 281760108 $ 2,518 74,000 X 17,02 74,000 EDWARDS LIFESCIENCE CORP. COMMON STOCK 28176E108 $ 1,896 54,400 X 17,02 54,400 EGL INC COMMON STOCK 268484102 $ 472 17,735 X 17,23 17,735 EL PASO CORP. COMMON STOCK 28336L109 $ 892 113,190 X 21,17 113,190 EL PASO ELECTRIC CO. COMMON STOCK 283677854 $ 1,031 66,754 X 23,17,08 66,754 ELAN CORP. PLC OTHER SECURITY 284131208 $ 50,087 2,024,550 X 2,024,550 ELECTRONIC ARTS, INC. COMMON STOCK 285512109 $ 3,022 55,407 X 21,17 55,407 ELECTRONIC ARTS, INC. COMMON STOCK 285512109 $ 18,983 347,987 X 347,987 ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 $ 1,612 84,162 X 21,17 84,162 ELECTRONICS FOR IMAGING COMMON STOCK 286082102 $ 3,612 127,829 X 17,08,11 127,829 ELI LILLY AND COMPANY COMMON STOCK 532457108 $ 15,350 219,561 X 08,21,17 219,561 ELI LILLY AND COMPANY COMMON STOCK 532457108 $ 44,923 642,584 X 642,584 EMC CORP. COMMON STOCK 268648102 $ 4,924 431,887 X 21,17 431,887 EMC CORP. COMMON STOCK 268648102 $ 9,205 807,429 X 807,429 EMCOR GROUP INC. COMMON STOCK 29084Q100 $ 330 7,500 X 17,08 7,500 EMERSON ELEC CO COMMON STOCK 291011104 $ 4,879 76,782 X 19,21,17 76,782 EMERSON ELEC CO COMMON STOCK 291011104 $ 1,601 25,190 X 25,190 EMMIS BROADCASTING - A COMMON STOCK 291525103 $ 2,597 123,778 X 17,02 123,778 EMMIS BROADCASTING - A COMMON STOCK 291525103 $ 495 23,602 X 23,602 EMULEX CORPORATION COMMON STOCK 292475209 $ 1,467 102,500 X 17,02 102,500 ENCORE ACQUISITION CO. COMMON STOCK 29255W100 $ 2,369 84,900 X 17,11 84,900 ENCORE ACQUISITION CO. COMMON STOCK 29255W100 $ 445 15,960 X 15,960 ENCORE MEDICAL CORP COMMON STOCK 29256E109 $ 1,134 180,000 X 180,000 ENCORE WIRE CORP COMMON STOCK 292562105 $ 492 17,854 X 17,08 17,854 ENCYSIVE PHARMACEUTICALS COMMON STOCK 29256X107 $ 94 11,097 X 17 11,097 ENDOCARDIAL SOLUTIONS COMMON STOCK 292962107 $ 314 30,300 X 17,24 30,300 ENERGEN CORP. COMMON STOCK 29265N108 $ 1,729 36,033 X 23,08 36,033 ENERGIZER HOLDINGS COMMON STOCK 29266R108 $ 4,307 95,718 X 23,17,02 95,718 ENERGY EAST CORP. COMMON STOCK 29266M109 $ 3,206 132,220 X 17,02 132,220 ENERGY PARTNERS LTD COMMON STOCK 29270U105 $ 351 22,940 X 23,17,19 22,940 ENGELHARD CORP COMMON STOCK 292845104 $ 975 30,191 X 21,19,17 30,191 ENGINEERED SUPPORT SYSTEM COMMON STOCK 292866100 $ 3,313 56,630 X 17,11 56,630 ENPATH MEDICAL INC COMMON STOCK 29355Y105 $ 410 36,100 X 36,100
Page 17 ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 $ 4,026 138,360 X 17,02 138,360 ENTEGRIS INC COMMON STOCK 29362U104 $ 418 36,119 X 36,119 ENTERASYS NETWORK, INC. COMMON STOCK 293637104 $ 1,134 537,377 X 17,02 537,377 ENTERASYS NETWORK, INC. COMMON STOCK 293637104 $ 181 85,778 X 85,778 ENTERCOM COMMUNICATIONS COMMON STOCK 293639100 $ 1,760 47,180 X 17,02 47,180 ENTERGY CORP COMMON STOCK 29364G103 $ 3,236 57,776 X 19,21,08 ,17 57,776 ENZON, INC. COMMON STOCK 293904108 $ 3,795 297,400 X 17,02 297,400 EOG RESOURCES, INC. COMMON STOCK 26875P101 $ 1,406 23,541 X 21,17 23,541 EOG RESOURCES, INC. COMMON STOCK 26875P101 $ 21,448 359,197 X 359,197 EON LABS, INC COMMON STOCK 29412E100 $ 757 18,498 X 24 18,498 EPIQ SYSTEMS, INC. COMMON STOCK 26882D109 $ 1,649 113,747 X 17,05 113,747 EPIX MEDICAL, INC. COMMON STOCK 26881Q101 $ 2,151 101,930 X 17,05 101,930 EQUIFAX INC COMMON STOCK 294429105 $ 605 24,451 X 21,17 24,451 EQUITABLE RES INC COMMON STOCK 294549100 $ 2,984 57,700 X 17,02 57,700 EQUITY INNS INC. COMMON STOCK 294703103 $ 880 94,700 X 19,17,08 94,700 EQUITY INNS INC. COMMON STOCK 294703103 $ 775 83,468 X 83,468 EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 $ 1,936 71,182 X 21,17 71,182 EQUITY ONE INC. COMMON STOCK 294752100 $ 356 19,700 X 17,19 19,700 EQUITY RES PROP TRUST COMMON STOCK 29476L107 $ 1,481 49,811 X 21,17 49,811 ERESEARCH TECHNOLOGY INC COMMON STOCK 29481V108 $ 2,103 75,115 X 17,24 75,115 ERICSSON (L.M.) TEL-ADR OTHER SECURITY 294821608 $ 1,308 43,700 X 43,700 ESCO TECHNOLOGIES INC COMMON STOCK 296315104 $ 592 11,094 X 17,08 11,094 ESS TECHNOLOGY COMMON STOCK 269151106 $ 331 30,900 X 17,08 30,900 ESSEX PROPERTY TRUST INC. COMMON STOCK 297178105 $ 340 4,971 X 17 4,971 ESTEE LAUDER COS. CL A COMMON STOCK 518439104 $ 7,950 162,980 X 162,980 ESTERLINE TECHNOLOGIES COMMON STOCK 297425100 $ 760 25,725 X 17,23,08 25,725 ETHAN ALLEN COMMON STOCK 297602104 $ 208 5,800 X 17 5,800 EUR PROSIEBEN SAT.1 MEDIA PREFERRED STOCK4579131 $ 231 12,836 X 17 12,836 EURONET WORLDWIDE, INC. COMMON STOCK 298736109 $ 1,325 57,291 X 17,24 57,291 EVEREST RE GROUP LTD COMMON STOCK G3223R108 $ 4,129 51,380 X 17,02 51,380 EVEREST RE GROUP LTD COMMON STOCK G3223R108 $ 2,809 34,950 X 34,950 EVERGREEN RES INC. COMMON STOCK 299900308 $ 1,103 27,300 X 11 27,300 EXAR CORP. COMMON STOCK 300645108 $ 253 17,236 X 08,17 17,236 EXCEL TECHNOLOGY COMMON STOCK 30067T103 $ 1,663 50,000 X 50,000 EXELIXIS, INC. COMMON STOCK 30161Q104 $ 119 11,800 X 17 11,800 EXELON CORP. COMMON STOCK 30161N101 $ 4,355 130,822 X 19,21,17 130,822 EXELON CORP. COMMON STOCK 30161N101 $ 16,759 503,426 X 503,426 EXPEDITOR INTL WASHINGTON COMMON STOCK 302130109 $ 4,769 96,520 X 17,02 96,520 EXPRESS JET HOLDINGS INC COMMON STOCK 30218U108 $ 2,239 184,446 X 17,08,02 184,446 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 $ 1,241 15,660 X 21,17 15,660 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 $ 2,947 37,200 X 37,200 EXTREME NETWORKS, INC. COMMON STOCK 30226D106 $ 119 21,562 X 17 21,562 EXULT, INC. COMMON STOCK 302284104 $ 54 10,063 X 17 10,063 EXULT, INC. COMMON STOCK 302284104 $ 97 18,027 X 18,027 EXXON MOBIL CORP. COMMON STOCK 30231G102 $ 56,028 1,261,615 X 19,08 ,21,17 1,261,615 EXXON MOBIL CORP. COMMON STOCK 30231G102 $ 24,940 561,593 X 561,593 EZCORP CLASS A COMMON STOCK 302301106 $ 138 13,947 X 23 13,947 F5 NETWORKS INC. COMMON STOCK 315616102 $ 274 10,354 X 10,354 FACTSET RESEARCH SYSTEM COMMON STOCK 303075105 $ 5,093 107,750 X 17,05 107,750 FAIR ISSAC & CO. INC. COMMON STOCK 303250104 $ 3,703 110,925 X 17,02 ,11 110,925 FAIRCHILD SEMICON INTL -A COMMON STOCK 303726103 $ 5,191 317,095 X 17,02 317,095 FAIRCHILD SEMICON INTL -A COMMON STOCK 303726103 $ 5,938 362,720 X 362,720
Page 18 FAIRMONT HOTELS & RESORTS OTHER SECURITY 305204109 $ 481 17,863 X 17,863 FAMILY DOLLAR STORES COMMON STOCK 307000109 $ 983 32,306 X 08 ,21,17 32,306 FANNIE MAE COMMON STOCK 313586109 $ 13,113 183,761 X 08 ,21,17 183,761 FANNIE MAE COMMON STOCK 313586109 $ 5,409 75,800 X 75,800 FASTENAL CO. COMMON STOCK 311900104 $ 3,979 70,020 X 17,02 70,020 FBL FINANCIAL GROUP CL A COMMON STOCK 30239F106 $ 212 7,502 X 17,08 7,502 FEDERAL SIGNAL CORP COMMON STOCK 313855108 $ 1,043 56,043 X 17,02 56,043 FEDERATED DEPART. STORES COMMON STOCK 31410H101 $ 2,266 46,151 X 19,21,08 ,17 46,151 FEDERATED DEPART. STORES COMMON STOCK 31410H101 $ 5,966 121,504 X 121,504 FEDERATED INVESTORS INC COMMON STOCK 314211103 $ 510 16,811 X 21,17 16,811 FEDEX CORP COMMON STOCK 31428X106 $ 4,681 57,302 X 08 ,19,21,17 57,302 FELCOR LODGING TRUST COMMON STOCK 31430F101 $ 331 27,379 X 17,23 27,379 FERRO CORP. COMMON STOCK 315405100 $ 1,239 46,442 X 17,02 46,442 FIDELITY NATIONAL FINANCI COMMON STOCK 316326107 $ 5,865 157,058 X 23,17,02 157,058 FIFTH THIRD BANCORP COMMON STOCK 316773100 $ 5,361 99,689 X 21,17 99,689 FILENET CORP. COMMON STOCK 316869106 $ 266 8,415 X 17 8,415 FILENET CORP. COMMON STOCK 316869106 $ 1,159 36,700 X 36,700 FINANCIAL FEDERAL CORP. COMMON STOCK 317492106 $ 5,505 156,113 X 17,05 156,113 FINISAR CORPORATION COMMON STOCK 31787A101 $ 55 27,700 X 17 27,700 FINISH LINE CL A COMMON STOCK 317923100 $ 810 26,850 X 17,24 26,850 FINLAY ENTERPRISES COMMON STOCK 317884203 $ 1,001 53,174 X 23,02 53,174 FIRST AMERICAN FINANCIAL COMMON STOCK 318522307 $ 2,640 101,964 X 23,17,02 101,964 FIRST BANCORP. OTHER SECURITY 318672102 $ 292 7,165 X 23,17 7,165 FIRST COMMONWEALTH FINANC COMMON STOCK 319829107 $ 187 14,428 X 17 14,428 FIRST COMMONWEALTH FINANC COMMON STOCK 319829107 $ 172 13,290 X 13,290 FIRST COMMUNITY BANCORP COMMON STOCK 31983B101 $ 292 7,600 X 17,19 7,600 FIRST DATA CORP. COMMON STOCK 319963104 $ 7,558 169,768 X 08 ,21,17 169,768 FIRST DATA CORP. COMMON STOCK 319963104 $ 1,598 35,900 X 35,900 FIRST FINANCIAL COMMON STOCK 320239106 $ 225 7,800 X 17,08 7,800 FIRST HEALTH GROUP CORP COMMON STOCK 320960107 $ 1,601 102,540 X 17,02 102,540 FIRST HORIZON NATL CORP COMMON STOCK 320517105 $ 1,027 22,591 X 08 ,21,17 22,591 FIRST INDUSTRIAL (LONG) COMMON STOCK 32054K103 $ 327 8,860 X 17 8,860 FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 $ 2,201 62,500 X 17,02 62,500 FIRST NIAGARA FIN GROUP COMMON STOCK 33582V108 $ 368 30,637 X 08,17 30,637 FIRST REPUBLIC BANK COMMON STOCK 336158100 $ 878 20,384 X 23,17,08 20,384 FIRST REPUBLIC BANK COMMON STOCK 336158100 $ 247 5,729 X 5,729 FIRST STATE BANCORP. COMMON STOCK 336453105 $ 1,053 34,289 X 19,17,11 34,289 FIRST STATE BANCORP. COMMON STOCK 336453105 $ 790 25,700 X 25,700 FIRSTENERGY CORP. COMMON STOCK 337932107 $ 2,173 58,086 X 21,17 58,086 FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 $ 612 14,700 X 17,08 14,700 FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 $ 276 6,632 X 6,632 FIRSTMERIT CORPORATION COMMON STOCK 337915102 $ 2,233 84,680 X 19,17,02 84,680 FIRSTMERIT CORPORATION COMMON STOCK 337915102 $ 2,305 87,400 X 87,400 FISERV, INC. COMMON STOCK 337738108 $ 1,292 33,216 X 21,17 33,216 FISERV, INC. COMMON STOCK 337738108 $ 11,061 284,420 X 284,420 FISHER SCIENTIFIC COMMON STOCK 338032204 $ 318 5,500 X 19 5,500 FISHER SCIENTIFIC COMMON STOCK 338032204 $ 16,309 282,400 X 282,400 FLAGSTAR BANCORP INC. COMMON STOCK 337930101 $ 1,691 85,067 X 17,08,23 85,067 FLAMEL TECHNO-SP ADR OTHER SECURITY 338488109 $ 744 30,200 X 24 30,200 FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 $ 1,315 90,361 X 19,17,02 90,361 FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 $ 1,787 122,800 X 122,800 FLOWERS FOODS, INC. COMMON STOCK 343498101 $ 454 17,379 X 17,08 17,379
Page 19 FLOWSERVE CORPORATION COMMON STOCK 34354P105 $ 2,997 120,179 X 08,17,02 120,179 FLOWSERVE CORPORATION COMMON STOCK 34354P105 $ 268 10,741 X 10,741 FLUOR CORP (NEW) COMMON STOCK 343412102 $ 705 14,785 X 21,17 14,785 FMC CORP COMMON STOCK 302491303 $ 3,150 73,078 X 17,23,02,08 73,078 FMC TECHNOLOGIES INC. COMMON STOCK 30249U101 $ 3,640 126,383 X 17,02 126,383 FORD MOTOR CO DEL COMMON STOCK 345370860 $ 5,486 350,528 X 08,21,17 350,528 FOREST LABS, INC. COMMON STOCK 345838106 $ 4,872 86,032 X 21,08,17 86,032 FOREST LABS, INC. COMMON STOCK 345838106 $ 532 9,390 X 9,390 FOREST OIL CORP. COMMON STOCK 346091705 $ 1,743 63,812 X 17,02 63,812 FORTUNE BRANDS, INC. COMMON STOCK 349631101 $ 1,953 25,886 X 21,17 25,886 FORTUNE BRANDS, INC. COMMON STOCK 349631101 $ 4,981 66,040 X 66,040 FORWARD AIR CORP. COMMON STOCK 349853101 $ 333 8,898 X 17,23 8,898 FOSSIL, INC. COMMON STOCK 349882100 $ 6,351 233,050 X 05,02 233,050 FOX ENTERTAINMENT GROUP COMMON STOCK 35138T107 $ 764 28,600 X 08 28,600 FPL GROUP, INC. COMMON STOCK 302571104 $ 2,543 39,766 X 21,08,17 39,766 FRANKLIN BANK CORP COMMON STOCK 352451108 $ 417 26,340 X 17,19 26,340 FRANKLIN BANK CORP COMMON STOCK 352451108 $ 2,453 155,079 X 155,079 FRANKLIN RESOURCES, INC. COMMON STOCK 354613101 $ 2,212 44,171 X 21,17 44,171 FREDDIE MAC COMMON STOCK 313400301 $ 9,200 145,338 X 19,21,08,17 145,338 FREDDIE MAC COMMON STOCK 313400301 $ 4,425 69,900 X 69,900 FREEPORT-MCMORAN COPPER-B COMMON STOCK 35671D857 $ 1,134 34,206 X 21,17 34,206 FREMONT GENERAL CORP. COMMON STOCK 357288109 $ 228 12,892 X 23 12,892 FRIEDMAN BILLINGS RAMSEY COMMON STOCK 358434108 $ 516 26,070 X 19 26,070 FRIEDMAN BILLINGS RAMSEY COMMON STOCK 358434108 $ 3,629 183,370 X 183,370 FRONTIER AIRLINES, INC. COMMON STOCK 359065109 $ 167 15,363 X 17,23 15,363 FSI INTL INC COMMON STOCK 302633102 $ 172 21,970 X 17,19 21,970 FSI INTL INC COMMON STOCK 302633102 $ 3,303 422,970 X 422,970 FURNITURE BRANDS INTL. COMMON STOCK 360921100 $ 1,816 72,504 X 23,19,08,17,02 72,504 G & K SERVICES, INC. CL A COMMON STOCK 361268105 $ 793 19,722 X 17,02 19,722 GABLES RESIDENT(SHORT) COMMON STOCK 362418105 $ 535 15,740 X 17,08 15,740 GAMESTOP CORP. COMMON STOCK 36466R101 $ 184 12,100 X 17,08 12,100 GAMETECH INTL. INC. COMMON STOCK 36466D102 $ 137 25,500 X 25,500 GANNETT CO., INC. COMMON STOCK 364730101 $ 5,080 59,876 X 21,08,17 59,876 GANNETT CO., INC. COMMON STOCK 364730101 $ 4,857 57,240 X 57,240 GAP INC COMMON STOCK 364760108 $ 4,375 180,420 X 08,21,17 180,420 GARDNER DENVER, INC. COMMON STOCK 365558105 $ 374 13,420 X 23,08,17,19 13,420 GARTNER GROUP INC COMMON STOCK 366651107 $ 1,997 151,036 X 17,08,02 151,036 GARTNER GROUP INC COMMON STOCK 366651107 $ 447 33,795 X 33,795 GARTNER GROUP INC. CL B COMMON STOCK 366651206 $ 508 39,400 X 17 39,400 GATEWAY INC COMMON STOCK 367626108 $ 1,965 436,575 X 21,17,17,08,02 436,575 GATX CORP COMMON STOCK 361448103 $ 2,288 84,118 X 17,02,08 84,118 GATX CORP COMMON STOCK 361448103 $ 215 7,892 X 7,892 GEHL CO. COMMON STOCK 368483103 $ 340 16,775 X 24 16,775 GEN GROWTH PROPERTIES COMMON STOCK 370021107 $ 322 10,900 X 19 10,900 GEN-PROBE COMMON STOCK 36866T103 $ 833 17,600 X 24 17,600 GEN-PROBE COMMON STOCK 36866T103 $ 1,440 30,440 X 30,440 GENCORP, INC COMMON STOCK 368682100 $ 923 68,900 X 68,900 GENELABS TECHNOLOGIES COMMON STOCK 368706107 $ 427 185,000 X 17,08 185,000 GENENTECH INC. COMMON STOCK 368710406 $ 19,251 342,542 X 342,542 GENERAL COMM., CLASS A COMMON STOCK 369385109 $ 229 28,900 X 17,08 28,900 GENERAL DYNAMICS CORP. COMMON STOCK 369550108 $ 3,449 34,731 X 21,17 34,731 GENERAL DYNAMICS CORP. COMMON STOCK 369550108 $ 4,565 45,970 X 45,970
Page 20 GENERAL ELECTRIC CO. COMMON STOCK 369604103 $ 69,039 2,130,845 X 19,22,08,21,17 2,130,845 GENERAL ELECTRIC CO. COMMON STOCK 369604103 $149,840 4,624,701 X 4,624,701 GENERAL MILLS, INC. COMMON STOCK 370334104 $ 3,187 67,062 X 21,17 67,062 GENERAL MOTORS CORP. COMMON STOCK 370442105 $ 5,666 121,608 X 19,08,21,17 121,608 GENESCO, INC. COMMON STOCK 371532102 $ 1,252 52,974 X 19,17,08,23 52,974 GENESCO, INC. COMMON STOCK 371532102 $ 255 10,800 X 10,800 GENESEE & WYOMING INC COMMON STOCK 371559105 $ 828 34,950 X 17,08 34,950 GENLYTE GROUP, INC. COMMON STOCK 372302109 $ 1,793 28,508 X 17,23,08 28,508 GENTA INC. COMMON STOCK 37245M207 $ 43 17,210 X 17 17,210 GENTEX CORP COMMON STOCK 371901109 $ 8,763 220,840 X 17,02,05 220,840 GENTIVA HEALTH SERVICES COMMON STOCK 37247A102 $ 488 30,009 X 17,08 30,009 GENUINE PARTS CO COMMON STOCK 372460105 $ 1,223 30,816 X 21,17 30,816 GENWORTH FINANCIAL COMMON STOCK 37247D106 $ 383 16,700 X 08 16,700 GENZYME CORP. COMMON STOCK 372917104 $ 2,019 42,651 X 21,17 42,651 GEOPHARMA INC COMMON STOCK 37250A106 $ 1,258 227,500 X 227,500 GEORGIA GULF CORP COMMON STOCK 373200203 $ 3,128 87,222 X 17,19,23,08 87,222 GEORGIA GULF CORP COMMON STOCK 373200203 $ 3,984 111,100 X 111,100 GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 $ 1,947 52,644 X 08,21,19,17 52,644 GERBER SCIENTIFIC, INC. COMMON STOCK 373730100 $ 201 28,443 X 19,23 28,443 GERBER SCIENTIFIC, INC. COMMON STOCK 373730100 $ 569 80,600 X 80,600 GERON CORP COMMON STOCK 374163103 $ 85 10,537 X 17 10,537 GETTY IMAGES, INC. COMMON STOCK 374276103 $ 5,049 84,150 X 05 84,150 GETTY IMAGES, INC. COMMON STOCK 374276103 $ 276 4,596 X 4,596 GIANT INDUSTRIES, INC. COMMON STOCK 374508109 $ 235 10,661 X 17,23 10,661 GILEAD SCIENCES, INC. COMMON STOCK 375558103 $ 14,650 218,657 X 08,22,17,02 218,657 GILEAD SCIENCES, INC. COMMON STOCK 375558103 $ 768 11,460 X 11,460 GILLETTE CO. COMMON STOCK 375766102 $ 9,359 220,740 X 21,08,17 220,740 GILLETTE CO. COMMON STOCK 375766102 $ 31,627 745,925 X 745,925 GLATFELTER COMPANY COMMON STOCK 377316104 $ 2,641 187,565 X 17,02 187,565 GLATFELTER COMPANY COMMON STOCK 377316104 $ 531 37,697 X 37,697 GLENBOROUGH REALTY TRUST COMMON STOCK 37803P105 $ 1,041 56,752 X 17,08 56,752 GLOBAL IMAGING SYSTEMS COMMON STOCK 37934A100 $ 991 27,029 X 08,23,17,19 27,029 GLOBAL IMAGING SYSTEMS COMMON STOCK 37934A100 $ 3,567 97,300 X 97,300 GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 $ 2,166 378,724 X 17,02 378,724 GLOBAL PAYMENT INC. COMMON STOCK 37940X102 $ 1,441 32,000 X 02 32,000 GLOBAL PAYMENT INC. COMMON STOCK 37940X102 $ 3,602 80,000 X 80,000 GLOBAL POWER EQUIPMENT COMMON STOCK 37941P108 $ 288 35,900 X 35,900 GLOBAL SANTA FE CORP. COMMON STOCK G3930E101 $ 371 14,000 X 14,000 GLOBAL SIGNAL COMMON STOCK 37944Q103 $ 645 29,386 X 29,386 GOLD BANC CORP., INC. COMMON STOCK 379907108 $ 1,382 89,137 X 17,08 89,137 GOLDEN WEST FINANC CORP COMMON STOCK 381317106 $ 2,841 26,711 X 21,17 26,711 GOLDMAN SACHS GROUP, INC. COMMON STOCK 38141G104 $ 8,952 95,072 X 19,08,21,17 95,072 GOLDMAN SACHS GROUP, INC. COMMON STOCK 38141G104 $ 45,110 479,078 X 479,078 GOODRICH CORP. COMMON STOCK 382388106 $ 639 19,751 X 21,17 19,751 GOODY'S FAMILY CLOTHING COMMON STOCK 382588101 $ 130 12,500 X 17,08 12,500 GOODYEAR TIRE COMMON STOCK 382550101 $ 563 61,981 X 21,17 61,981 GOVT PROPERTIES TRUST COMMON STOCK 38374W107 $ 490 46,900 X 17,19,08 46,900 GOVT PROPERTIES TRUST COMMON STOCK 38374W107 $ 361 34,540 X 34,540 GRACO, INC. COMMON STOCK 384109104 $ 1,972 63,520 X 17,02 63,520 GRAFTECH INTERNATIONAL COMMON STOCK 384313102 $ 2,086 199,416 X 19,17,02 199,416 GRAINGER W.W. INC. COMMON STOCK 384802104 $ 858 14,925 X 21,17 14,925 GRANITE COMMON STOCK 387328107 $ 812 44,515 X 17,02 44,515
Page 21 GRANT PRIDECO INC. COMMON STOCK 38821G101 $ 4,710 255,120 X 17,02 255,120 GRAPHICS PACKAGING CORP COMMON STOCK 388688103 $ 97 11,200 X 17 11,200 GREAT ATLNTIC/PACIFIC TEA COMMON STOCK 390064103 $ 153 20,012 X 17,08 20,012 GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 $ 3,714 137,269 X 21,17 ,02 137,269 GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 $ 372 13,765 X 13,765 GREAT PLAINS ENERGY INC COMMON STOCK 391164100 $ 2,479 83,464 X 23,17,02 83,464 GREAT SOUTHERN BANCORP COMMON STOCK 390905107 $ 280 9,576 X 17,08 9,576 GREATER BAY COMMON STOCK 391648102 $ 2,547 88,128 X 17,02 ,08 88,128 GREATER BAY COMMON STOCK 391648102 $ 310 10,740 X 10,740 GREENBRIER COS., INC. COMMON STOCK 393657101 $ 213 11,200 X 17,19,08 11,200 GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 $ 5,150 129,730 X 08 ,17,02 129,730 GREIF BROS. CO. CLASS A COMMON STOCK 397624107 $ 887 21,000 X 17,08 21,000 GREY WOLF INCORPORATED COMMON STOCK 397888108 $ 156 36,717 X 17 36,717 GRIFFON CORP. COMMON STOCK 398433102 $ 561 25,160 X 17,08 25,160 GTECH HOLDINGS CORP COMMON STOCK 400518106 $ 2,515 54,300 X 17,02 54,300 GUIDANT CORP. COMMON STOCK 401698105 $ 4,513 80,767 X 21,08 ,17 80,767 GUIDANT CORP. COMMON STOCK 401698105 $ 23,463 419,879 X 419,879 GUILFORD PHARMACEUTICALS COMMON STOCK 401829106 $ 144 30,409 X 17,19 30,409 GUITAR CENTER INC. COMMON STOCK 402040109 $ 545 12,250 X 19,17 12,250 GUITAR CENTER INC. COMMON STOCK 402040109 $ 2,099 47,200 X 47,200 H & R BLOCK, INC. COMMON STOCK 093671105 $ 1,728 36,236 X 21,19,17 36,236 H & R BLOCK, INC. COMMON STOCK 093671105 $ 577 12,100 X 12,100 H.B. FULLER CO. COMMON STOCK 359694106 $ 941 33,127 X 17,08 33,127 H.J. HEINZ CO. COMMON STOCK 423074103 $ 2,448 62,457 X 21,17 62,457 HAEMONETICS CORP. COMMON STOCK 405024100 $ 1,010 34,075 X 17,23 34,075 HALLIBURTON CO COMMON STOCK 406216101 $ 2,317 76,562 X 21,17 76,562 HANCOCK FABRICS, INC. COMMON STOCK 409900107 $ 1,015 79,600 X 17,11 79,600 HANDLEMAN CO. COMMON STOCK 410252100 $ 410 17,700 X 17,700 HANMI FINANCIAL COMMON STOCK 410495105 $ 1,708 57,887 X 17,23,08 57,887 HANOVER COMPRESSOR CO COMMON STOCK 410768105 $ 1,131 95,000 X 08,17,02 95,000 HANSEN NATURAL CORP. COMMON STOCK 411310105 $ 865 34,167 X 17,24 34,167 HARLEY-DAVIDSON, INC. COMMON STOCK 412822108 $ 3,328 53,727 X 08 ,21,17 53,727 HARMAN INTL COMMON STOCK 413086109 $ 5,524 60,700 X 17,02 60,700 HARMONIC, INC. COMMON STOCK 413160102 $ 716 84,084 X 17,24 84,084 HARRAH'S ENTERTAIN INC COMMON STOCK 413619107 $ 1,083 20,021 X 21,17 20,021 HARRIS CORP. COMMON STOCK 413875105 $ 3,747 73,840 X 23,19,17,02 73,840 HARRIS CORP. COMMON STOCK 413875105 $ 3,045 60,000 X 60,000 HARRIS INTERACTIVE, INC. COMMON STOCK 414549105 $ 99 14,800 X 08,17 14,800 HARSCO CORP COMMON STOCK 415864107 $ 1,981 42,147 X 19,17,02 42,147 HARSCO CORP COMMON STOCK 415864107 $ 1,578 33,568 X 33,568 HARTE-HANKS, INC COMMON STOCK 416196103 $ 4,625 189,490 X 17,11 ,02 189,490 HARTFORD FINANCIAL SVC COMMON STOCK 416515104 $ 4,920 71,571 X 19,21,08 ,17 71,571 HARTFORD FINANCIAL SVC COMMON STOCK 416515104 $ 27,110 394,381 X 394,381 HASBRO INC COMMON STOCK 418056107 $ 1,173 61,721 X 21,17 ,08 61,721 HAWAIIAN ELECTRIC INDUST COMMON STOCK 419870100 $ 2,010 77,000 X 02 ,17 77,000 HCA THE HEALTHCARE COMP COMMON STOCK 404119109 $ 5,300 127,434 X 08 ,21,22,17 127,434 HCC INSURANCE HOLDINGS COMMON STOCK 404132102 $ 3,854 115,360 X 11 ,17,02 115,360 HEALTH MANAGEMENT ASSOC COMMON STOCK 421933102 $ 960 42,841 X 21,17 42,841 HEALTH NET INC COMMON STOCK 42222G108 $ 2,736 103,240 X 17,02 103,240 HEALTHCARE REALTY TRUST COMMON STOCK 421946104 $ 292 7,800 X 17 7,800 HEALTHEXTRAS, INC. COMMON STOCK 422211102 $ 900 54,333 X 17,24 54,333 HEARTLAND EXPRESS INC COMMON STOCK 422347104 $ 482 17,626 X 17,23 17,626
Page 22 HECLA MINING CO. COMMON STOCK 422704106 $ 153 26,922 X 02 ,17 26,922 HEICO CORP. STOCK COMMON STOCK 422806109 $ 231 12,677 X 17,08 12,677 HELMERICH & PAYNE INC. COMMON STOCK 423452101 $ 1,439 55,100 X 17,02 55,100 HENRY SCHEIN INC. COMMON STOCK 806407102 $ 3,444 54,540 X 11 ,17,02 54,540 HERCULES INC. COMMON STOCK 427056106 $ 3,359 275,580 X 21,17 ,08,02 275,580 HERCULES INC. COMMON STOCK 427056106 $ 667 54,698 X 54,698 HERMAN MILLER, INC. COMMON STOCK 600544100 $ 1,907 65,900 X 17,02 65,900 HERSHEY FOODS CORP COMMON STOCK 427866108 $ 2,129 46,022 X 21,17 46,022 HEWLETT-PACKARD CO. COMMON STOCK 428236103 $ 13,679 648,273 X 19,08 ,22,21,17 648,273 HEWLETT-PACKARD CO. COMMON STOCK 428236103 $ 32,219 1,526,987 X 1,526,987 HIBERNIA CORP CLASS A COMMON STOCK 428656102 $ 3,451 142,000 X 17,02 142,000 HIGHWOODS PROPERTIES COMMON STOCK 431284108 $ 2,219 94,408 X 17,02 ,08 94,408 HILB, ROGAL & HAMILTON CO COMMON STOCK 431294107 $ 1,176 32,954 X 17,11 32,954 HILLENBRAND INDS INC COMMON STOCK 431573104 $ 3,409 56,400 X 17,02 56,400 HILTON HOTELS CORP. COMMON STOCK 432848109 $ 1,558 83,487 X 21,08 ,17 83,487 HNI CORPORATION COMMON STOCK 404251100 $ 2,251 53,170 X 17,02 53,170 HOLLINGER INT'L INC. COMMON STOCK 435569108 $ 216 12,884 X 17 12,884 HOLLYWOOD ENTERTAINMENT COMMON STOCK 436141105 $ 756 56,581 X 17,23,08 56,581 HOLOGIC INC. COMMON STOCK 436440101 $ 1,395 60,000 X 60,000 HOME PROPERTIES COMMON STOCK 437306103 $ 292 7,490 X 17 7,490 HOMESTORE.COM INC COMMON STOCK 437852106 $ 361 90,439 X 17,08 90,439 HONEYWELL INTERNATIONAL COMMON STOCK 438516106 $ 5,424 148,069 X 21,17 148,069 HORACE MANN EDUCATORS COMMON STOCK 440327104 $ 873 49,946 X 17,02 49,946 HORMEL FOODS CORP COMMON STOCK 440452100 $ 3,941 126,720 X 17,02 126,720 HOSPIRA INC. COMMON STOCK 441060100 $ 781 28,282 X 21,17 28,282 HOSPIRA INC. COMMON STOCK 441060100 $ 3,701 134,080 X 134,080 HOSPITALITY PPTYS TRUST COMMON STOCK 44106M102 $ 2,562 60,560 X 17,02 60,560 HOT TOPIC INC COMMON STOCK 441339108 $ 228 11,138 X 17 11,138 HOUSTON EXPLORATION COMP COMMON STOCK 442120101 $ 934 18,022 X 17,08 18,022 HOVNANIAN ENTERPRISES - A COMMON STOCK 442487203 $ 1,917 55,220 X 17,02 55,220 HOVNANIAN ENTERPRISES - A COMMON STOCK 442487203 $ 219 6,318 X 6,318 HSBC HOLDINGS PLC - ADR OTHER SECURITY 404280406 $ 224 2,986 X 17 2,986 HUB GROUP COMMON STOCK 443320106 $ 1,364 40,000 X 40,000 HUBBELL INC CL B COMMON STOCK 443510201 $ 2,873 61,500 X 19,17,02 61,500 HUBBELL INC CL B COMMON STOCK 443510201 $ 1,686 36,100 X 36,100 HUDSON HIGHLAND GROUP INC COMMON STOCK 443792106 $ 243 7,939 X 17,19 7,939 HUDSON RIVER BANCORP COMMON STOCK 444128102 $ 878 51,455 X 19,17,08 51,455 HUDSON RIVER BANCORP COMMON STOCK 444128102 $ 568 33,300 X 33,300 HUDSON UNITED BANCORP COMMON STOCK 444165104 $ 268 7,183 X 7,183 HUGHES SUPPLY, INC. COMMON STOCK 444482103 $ 482 8,180 X 23 8,180 HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 $ 658 56,600 X 08 ,17 56,600 HUMANA INCORPORATED COMMON STOCK 444859102 $ 1,528 90,419 X 21,17 ,23 90,419 HUNT (JB) TRANSPRT SVCS COMMON STOCK 445658107 $ 8,623 223,500 X 17,02 ,05 223,500 HUNT (JB) TRANSPRT SVCS COMMON STOCK 445658107 $ 40,081 1,038,895 X 1,038,895 HUNTINGTON BANCSHARES COMMON STOCK 446150104 $ 930 40,630 X 21,17 40,630 HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 $ 3,917 159,303 X 17,08,02 159,303 HYPERCOM CORP. COMMON STOCK 44913M105 $ 532 62,930 X 17,08,19 62,930 HYPERCOM CORP. COMMON STOCK 44913M105 $ 1,871 221,400 X 221,400 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 $ 406 9,296 X 08,17 9,296 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 $ 12,789 292,532 X 292,532 I B M CORP. COMMON STOCK 459200101 $ 27,875 316,227 X 19,08 ,21,17 316,227 I B M CORP. COMMON STOCK 459200101 $ 79,534 902,259 X 902,259
Page 23 IBERIABANK CORP COMMON STOCK 450828108 $ 1,574 26,600 X 17,08 26,600 ICU MEDICAL, INC. COMMON STOCK 44930G107 $ 2,225 66,350 X 17,11 66,350 IDACORP INC. COMMON STOCK 451107106 $ 1,219 45,134 X 17,02 45,134 IDENTIX INC. COMMON STOCK 451906101 $ 138 18,420 X 17 18,420 IDEX CORP. COMMON STOCK 45167R104 $ 341 9,915 X 17 9,915 IDEXX LABORATORIES COMMON STOCK 45168D104 $ 4,232 67,239 X 23,11 67,239 IDEXX LABORATORIES COMMON STOCK 45168D104 $ 344 5,463 X 5,463 IHOP CORP. COMMON STOCK 449623107 $ 1,016 28,400 X 17,11 28,400 IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 $ 2,541 221,551 X 23,02 221,551 ILEX ONCOLOGY INC. COMMON STOCK 451923106 $ 204 8,162 X 17 8,162 ILLINOIS TOOL WORKS, INC. COMMON STOCK 452308109 $ 5,087 53,047 X 21,17 53,047 ILLINOIS TOOL WORKS, INC. COMMON STOCK 452308109 $ 12,067 125,845 X 125,845 IMAGISTICS INTERNATIONAL COMMON STOCK 45247T104 $ 729 20,600 X 17,08 20,600 IMATION CORP. COMMON STOCK 45245A107 $ 1,614 37,880 X 17,02 37,880 IMC GLOBAL, INC. COMMON STOCK 449669100 $ 2,390 178,323 X 17,19,02 178,323 IMC GLOBAL, INC. COMMON STOCK 449669100 $ 3,965 295,900 X 295,900 IMCLONE SYSTEMS COMMON STOCK 45245W109 $ 5,425 63,230 X 63,230 IMPAC MORTGAGE HOLDINGS COMMON STOCK 45254P102 $ 1,256 55,755 X 17,08 55,755 IMPAX LABORATORIES, INC. COMMON STOCK 45256B101 $ 208 10,724 X 17 10,724 IMPAX LABORATORIES, INC. COMMON STOCK 45256B101 $ 2,613 134,850 X 134,850 IMS HEALTH INC. COMMON STOCK 449934108 $ 1,009 43,027 X 21,17 43,027 INCYTE CORP. COMMON STOCK 45337C102 $ 102 13,392 X 17 13,392 INCYTE CORP. COMMON STOCK 45337C102 $ 96 12,600 X 12,600 INDEPENDENCE COMMUNITY COMMON STOCK 453414104 $ 3,374 92,685 X 19,23,17,02 92,685 INDEPENDENCE COMMUNITY COMMON STOCK 453414104 $ 3,170 87,100 X 87,100 INDEPENDENT BANK CORP-MI COMMON STOCK 453838104 $ 838 33,009 X 17,08 33,009 INDEPENDENT BANK CORP. COMMON STOCK 453836108 $ 889 30,710 X 17,08 30,710 INDEVUS PHARMACEUTICALS COMMON STOCK 454072109 $ 64 10,330 X 17 10,330 INDYMAC BANCORP INC COMMON STOCK 456607100 $ 2,035 64,400 X 08,17,02 64,400 INFORMATICA CORP. COMMON STOCK 45666Q102 $ 118 15,400 X 17 15,400 INFOSPACE, INC. COMMON STOCK 45678T201 $ 1,972 51,833 X 17,02 51,833 INFOUSA INC COMMON STOCK 456818301 $ 211 20,825 X 08,17,23 20,825 INGERSOLL-RAND CO. OTHER SECURITY G4776G101 $ 1,935 28,326 X 21,17 28,326 INGERSOLL-RAND CO. OTHER SECURITY G4776G101 $ 43,034 629,978 X 629,978 INKINE PHARMACEUTICALS COMMON STOCK 457214104 $ 370 95,656 X 17,24 95,656 INNKEEPERS USA TRUST COMMON STOCK 4576J0104 $ 1,007 97,656 X 17,23,08 97,656 INNODATA CORP. COMMON STOCK 457642205 $ 1,369 375,000 X 375,000 INNOVATIVE SOLUTIONS&SUPP COMMON STOCK 45769N105 $ 634 32,500 X 17,24 32,500 INPUT/OUTPUT INC COMMON STOCK 457652105 $ 89 10,681 X 17 10,681 INSIGHT COMMUN. COMMON STOCK 45768V108 $ 333 35,909 X 17,08 35,909 INSIGHT ENTERPRISES, INC. COMMON STOCK 45765U103 $ 1,267 71,362 X 17,08,02 71,362 INSIGHT ENTERPRISES, INC. COMMON STOCK 45765U103 $ 890 50,121 X 50,121 INTEGRATED ALARM SERVICES COMMON STOCK 45890M109 $ 288 53,300 X 19 53,300 INTEGRATED ALARM SERVICES COMMON STOCK 45890M109 $ 1,834 339,600 X 339,600 INTEGRATED CIRCUIT SYSTEM COMMON STOCK 45811K208 $ 1,790 65,900 X 17,02 65,900 INTEGRATED CIRCUIT SYSTEM COMMON STOCK 45811K208 $ 427 15,714 X 15,714 INTEGRATED DEVICE TECH COMMON STOCK 458118106 $ 1,610 116,300 X 17,02 116,300 INTEGRATED DEVICE TECH COMMON STOCK 458118106 $ 1,472 106,365 X 106,365 INTEGRATED ELECTRICAL SVC COMMON STOCK 45811E103 $ 213 26,439 X 17,08 26,439 INTEL CORP. COMMON STOCK 458140100 $ 34,542 1,251,539 X 22,08 ,21,17 1,251,539 INTEL CORP. COMMON STOCK 458140100 $ 90,412 3,275,789 X 3,275,789 INTER-TEL, INC. COMMON STOCK 458372109 $ 266 10,640 X 17,23 10,640
Page 24 INTERACTIVE CORP COMMON STOCK 45840Q101 $ 959 31,814 X 22 31,814 INTERDIGITAL COMM CORP COMMON STOCK 45866A105 $ 190 10,100 X 17 10,100 INTERGRAPH CORP. COMMON STOCK 458683109 $ 930 35,980 X 08,17,19 35,980 INTERGRAPH CORP. COMMON STOCK 458683109 $ 3,395 131,300 X 131,300 INTERGRATED SILICON SOLUT COMMON STOCK 45812P107 $ 2,153 176,347 X 17,08,24,02 176,347 INTERGRATED SILICON SOLUT COMMON STOCK 45812P107 $ 149 12,192 X 12,192 INTERNAP NETWK. SERV. COMMON STOCK 45885A102 $ 44 36,600 X 17 36,600 INTERNATIONAL GAME TECH COMMON STOCK 459902102 $ 2,503 64,832 X 21,17 64,832 INTERNATIONAL GAME TECH COMMON STOCK 459902102 $ 2,399 62,150 X 62,150 INTERNATIONAL PAPER COMMON STOCK 460146103 $ 3,749 83,879 X 21,17 83,879 INTERNATIONAL PAPER COMMON STOCK 460146103 $ 74,619 1,669,319 X 1,669,319 INTERNATIONAL SPEEDWAY COMMON STOCK 460335201 $ 2,330 47,900 X 17,02 47,900 INTERNATIONAL STEEL GROUP COMMON STOCK 460377104 $ 4,159 139,800 X 02 139,800 INTERNET SECURITY SYSTEMS COMMON STOCK 46060X107 $ 179 11,638 X 08,17 11,638 INTERPOOL, INC. COMMON STOCK 46062R108 $ 223 13,500 X 08 13,500 INTERSIL CORP. COMMON STOCK 46069S109 $ 3,084 142,400 X 08 ,17,02 142,400 INTERSTATE BAKERIES CORP. COMMON STOCK 46072H108 $ 578 53,305 X 17,02 53,305 INTERTAPE POLYMER GROUP COMMON STOCK 460919103 $ 956 125,570 X 02 125,570 INTERWOVEN SOFTWARE INC. COMMON STOCK 46114T508 $ 476 47,111 X 47,111 INTL FLAVORS & FRAGRANCE COMMON STOCK 459506101 $ 615 16,440 X 21,17 16,440 INTL RECTIFIER CORP COMMON STOCK 460254105 $ 2,527 61,000 X 17,02 61,000 INTUIT, INC. COMMON STOCK 461202103 $ 1,406 36,431 X 21,17 36,431 INVACARE CORP. COMMON STOCK 461203101 $ 387 8,649 X 08,17 8,649 INVERESK RESEARCH GROUP COMMON STOCK 461238107 $ 780 25,300 X 17,08 25,300 INVERESK RESEARCH GROUP COMMON STOCK 461238107 $ 1,702 55,200 X 55,200 INVESTORS FINANCIAL SVCS COMMON STOCK 461915100 $ 2,636 60,484 X 17,02 60,484 INVESTORS FINANCIAL SVCS COMMON STOCK 461915100 $ 7,569 173,688 X 173,688 INVITROGEN CORP. COMMON STOCK 46185R100 $ 6,254 86,880 X 86,880 IOMEGA CORP. COMMON STOCK 462030305 $ 56 10,005 X 17 10,005 IONA TECHNOLOGIES PLC-ADR OTHER SECURITY 46206P109 $ 698 171,200 X 02 171,200 IONICS INC COMMON STOCK 462218108 $ 573 20,300 X 20,300 IPAYMENT HOLDINGS, INC. COMMON STOCK 46262E105 $ 235 5,740 X 5,740 IRWIN FINANCIAL CORP. COMMON STOCK 464119106 $ 1,372 51,979 X 17,23,08 51,979 ISIS PHARMACEUTICALS COMMON STOCK 464330109 $ 60 10,380 X 17 10,380 ISLE OF CAPRI CASINO COMMON STOCK 464592104 $ 220 12,616 X 17,08 12,616 ITLA CAPITAL CORP. COMMON STOCK 450565106 $ 579 14,277 X 17,08,19 14,277 ITT EDUCATIONAL SERVICES, COMMON STOCK 45068B109 $ 7,180 188,840 X 17,02 ,05 188,840 ITT INDUSTRIES INC COMMON STOCK 450911102 $ 1,480 17,830 X 08 ,21,17 17,830 IVAX CORP. COMMON STOCK 465823102 $ 4,332 180,580 X 17,02 180,580 J & J SNACK FOODS CORP. COMMON STOCK 466032109 $ 265 6,492 X 17,08 6,492 J. JILL GROUP INC. COMMON STOCK 466189107 $ 342 14,503 X 17,08 14,503 J.C. PENNEY, INC. COMMON STOCK 708160106 $ 1,865 49,381 X 21,17 49,381 J.P. MORGAN CHASE & CO. COMMON STOCK 46625H100 $ 15,025 387,548 X 19,21,17 387,548 J.P. MORGAN CHASE & CO. COMMON STOCK 46625H100 $ 12,096 311,990 X 311,990 JABIL CIRCUIT, INC. COMMON STOCK 466313103 $ 794 31,541 X 21,17 31,541 JABIL CIRCUIT, INC. COMMON STOCK 466313103 $ 3,109 123,468 X 123,468 JACK HENRY & ASSOC. COMMON STOCK 426281101 $ 1,624 80,800 X 17,02 80,800 JACK IN THE BOX INC COMMON STOCK 466367109 $ 2,193 73,830 X 17,08,23 73,830 JACOBS ENGINEERING GROUP COMMON STOCK 469814107 $ 2,236 56,780 X 19,17,02 56,780 JACOBS ENGINEERING GROUP COMMON STOCK 469814107 $ 2,461 62,500 X 62,500 JACUZZI BRANDS INC COMMON STOCK 469865109 $ 997 123,586 X 17,19,08 123,586 JACUZZI BRANDS INC COMMON STOCK 469865109 $ 2,540 314,800 X 314,800
Page 25 JAKKS PACIFIC INC. COMMON STOCK 47012E106 $ 279 13,427 X 17,08 13,427 JANUS CAPITAL GROUP, INC. COMMON STOCK 47102X105 $ 698 42,331 X 21,17 42,331 JDA SOFTWARE GROUP, INC. COMMON STOCK 46612K108 $ 198 15,057 X 15,057 JDS UNIPHASE CORP. COMMON STOCK 46612J101 $ 1,050 276,954 X 21,17 276,954 JEFFERIES GROUP INC. COMMON STOCK 472319102 $ 1,571 50,800 X 17,02 50,800 JEFFERSON-PILOT CORP. COMMON STOCK 475070108 $ 1,257 24,742 X 21,17 24,742 JETBLUE AIRWAYS CORP. COMMON STOCK 477143101 $ 2,787 94,850 X 17,02 94,850 JLG INDUSTRIES INC. COMMON STOCK 466210101 $ 3,682 265,091 X 17,24,08,02 265,091 JO-ANN STORES, INC. COMMON STOCK 47758P307 $ 561 19,083 X 17,08 19,083 JOHN HARLAND CO COMMON STOCK 412693103 $ 751 25,574 X 17,08 25,574 JOHNSON & JOHNSON COMMON STOCK 478160104 $ 32,085 576,036 X 08 ,21,17 576,036 JOHNSON & JOHNSON COMMON STOCK 478160104 $ 71,673 1,286,764 X 1,286,764 JOHNSON CONTROLS INC COMMON STOCK 478366107 $ 2,332 43,686 X 21,08 ,17 43,686 JONES APPAREL GROUP COMMON STOCK 480074103 $ 1,614 40,891 X 21,08 ,17 40,891 JONES LANG LASALLE INC. COMMON STOCK 48020Q107 $ 788 29,062 X 17,08 29,062 JOS A BANK CLOTHIERS INC. COMMON STOCK 480838101 $ 397 12,646 X 17,19 12,646 JOS A BANK CLOTHIERS INC. COMMON STOCK 480838101 $ 3,850 122,650 X 122,650 JOURNAL COMMUNICATIONS COMMON STOCK 481130102 $ 453 24,050 X 17,05 24,050 JOURNAL REGISTER CO. COMMON STOCK 481138105 $ 343 17,159 X 17,08 17,159 JOY GLOBAL, INC. COMMON STOCK 481165108 $ 3,036 101,400 X 19,17,08,11 101,400 JOY GLOBAL, INC. COMMON STOCK 481165108 $ 2,503 83,600 X 83,600 JUNIPER NETWORKS INC. COMMON STOCK 48203R104 $ 285 11,600 X 08 11,600 JUNIPER NETWORKS INC. COMMON STOCK 48203R104 $ 36,818 1,498,479 X 1,498,479 K2, INC. COMMON STOCK 482732104 $ 860 54,761 X 17,19,08 54,761 K2, INC. COMMON STOCK 482732104 $ 2,849 181,457 X 181,457 KAMAN CORP CLASS A COMMON STOCK 483548103 $ 491 35,108 X 17,08 35,108 KANA COMMUNICATIONS COMMON STOCK 483600300 $ 375 157,406 X 157,406 KANSAS CITY SOUTHERN INDS COMMON STOCK 485170302 $ 3,748 241,792 X 17,23,05 241,792 KB HOME COMMON STOCK 48666K109 $ 1,967 28,664 X 21,08 ,17 ,23 28,664 KCS ENERGY, INC. COMMON STOCK 482434206 $ 492 36,931 X 17,19 36,931 KCS ENERGY, INC. COMMON STOCK 482434206 $ 2,246 168,600 X 168,600 KEANE, INC. COMMON STOCK 486665102 $ 935 68,332 X 17,02 68,332 KELLOGG CO COMMON STOCK 487836108 $ 3,203 76,542 X 08 ,21,17 76,542 KELLWOOD CO. COMMON STOCK 488044108 $ 4,175 95,857 X 17,23,08,02 95,857 KELLY SERVICES, INC. CL A COMMON STOCK 488152208 $ 1,064 35,715 X 17,02 35,715 KEMET COMMON STOCK 488360108 $ 1,181 96,666 X 17,02 96,666 KENNAMETAL, INC. COMMON STOCK 489170100 $ 2,278 49,743 X 19,17,02 49,743 KENNAMETAL, INC. COMMON STOCK 489170100 $ 2,563 55,952 X 55,952 KENSEY NASH CORPORATION COMMON STOCK 490057106 $ 1,432 41,500 X 17,24 41,500 KERR MCGEE CORP COMMON STOCK 492386107 $ 1,449 26,955 X 21,17 26,955 KERYX BIOPHARM. COMMON STOCK 492515101 $ 138 10,900 X 10,900 KEY ENERGY SERVICES, INC. COMMON STOCK 492914106 $ 4,255 450,755 X 19,17,02 450,755 KEY ENERGY SERVICES, INC. COMMON STOCK 492914106 $ 2,660 281,800 X 281,800 KEYCORP COMMON STOCK 493267108 $ 2,573 86,072 X 21,08 ,17 86,072 KEYNOTE SYSTEMS INC COMMON STOCK 493308100 $ 763 55,500 X 55,500 KEYSPAN CORP. COMMON STOCK 49337W100 $ 1,042 28,391 X 21,17 28,391 KEYSTONE AUTOMOTIVE COMMON STOCK 49338N109 $ 279 10,015 X 17,08 10,015 KILROY REALTY CORP. COMMON STOCK 49427F108 $ 232 6,791 X 17 6,791 KIMBALL INT'L CLASS B COMMON STOCK 494274103 $ 341 23,148 X 17,08 23,148 KIMBERLY-CLARK CORP. COMMON STOCK 494368103 $ 6,014 91,287 X 08 ,19,21,17 91,287 KINDER MORGAN, INC. COMMON STOCK 49455P101 $ 1,368 23,076 X 21,17 23,076 KINDER MORGAN, INC. COMMON STOCK 49455P101 $ 3,975 67,050 X 67,050
Page 26 KINDRED HEALTHCARE, INC. COMMON STOCK 494580103 $ 1,537 58,342 X 17,19,08 58,342 KINETIC CONCEPTS, INC. COMMON STOCK 49460W208 $ 2,856 57,234 X 57,234 KING PHARMACEUTICALS,INC. COMMON STOCK 495582108 $ 455 39,756 X 21,17 39,756 KINTERA, INC. COMMON STOCK 49720P506 $ 334 32,015 X 17,05 32,015 KIRBY CORPORATION COMMON STOCK 497266106 $ 1,001 25,739 X 17,23,19 25,739 KIRBY CORPORATION COMMON STOCK 497266106 $ 3,848 98,920 X 98,920 KLA-TENCOR CORP COMMON STOCK 482480100 $ 1,843 37,321 X 21,17 37,321 KLA-TENCOR CORP COMMON STOCK 482480100 $ 2,020 40,900 X 40,900 KNIGHT TRADING GROUP INC COMMON STOCK 499063105 $ 4,391 438,180 X 17,08,02 438,180 KNIGHT TRADING GROUP INC COMMON STOCK 499063105 $ 132 13,185 X 13,185 KNIGHT TRANSPORTATION COMMON STOCK 499064103 $ 369 12,857 X 17,23 12,857 KNIGHT-RIDDER, INC. COMMON STOCK 499040103 $ 1,006 13,975 X 21,17 13,975 KNOLOGY, INC. COMMON STOCK 499183804 $ 455 91,500 X 91,500 KOHL'S CORP. COMMON STOCK 500255104 $ 3,222 76,197 X 21,08 ,17 76,197 KOMAG INC. COMMON STOCK 500453204 $ 927 66,387 X 17,08,23 66,387 KONINKLIJKE PHILIPS NV OTHER SECURITY 500472303 $ 464 17,050 X 02 17,050 KOPIN CORP COMMON STOCK 500600101 $ 72 14,007 X 17 14,007 KOREA ELECTRIC - ADR OTHER SECURITY 500631106 $ 673 73,500 X 02 73,500 KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 $ 820 42,334 X 17,02 42,334 KOS PHARMACEUTICALS COMMON STOCK 500648100 $ 1,484 45,010 X 17,23,24 45,010 KRAFT FOODS, INC. COMMON STOCK 50075N104 $ 18,622 587,830 X 587,830 KRISPY KREME DOUGHNUTS COMMON STOCK 501014104 $ 4,972 260,450 X 17,02 ,05 260,450 KROGER CO. COMMON STOCK 501044101 $ 2,403 132,009 X 21,17 132,009 KROGER CO. COMMON STOCK 501044101 $ 11,687 642,161 X 642,161 KROLL, INC. COMMON STOCK 501049100 $ 285 7,736 X 17 7,736 KRONOS INC COMMON STOCK 501052104 $ 291 7,075 X 17 7,075 KT CORP-SP ADR OTHER SECURITY 48268K101 $ 693 38,400 X 02 38,400 KULICKE & SOFFA INDS COMMON STOCK 501242101 $ 1,223 111,610 X 17,23 111,610 KV PHARMACEUTICAL CO. COMMON STOCK 482740206 $ 5,543 240,071 X 17,19,02 ,11 240,071 KV PHARMACEUTICAL CO. COMMON STOCK 482740206 $ 2,586 112,000 X 112,000 KYPHON INC. COMMON STOCK 501577100 $ 1,443 51,200 X 17,08,24 51,200 KYPHON INC. COMMON STOCK 501577100 $ 216 7,648 X 7,648 L-3 COMM HOLDINGS, INC. COMMON STOCK 502424104 $ 6,481 97,020 X 17,02 97,020 L-3 COMM HOLDINGS, INC. COMMON STOCK 502424104 $ 8,086 121,050 X 121,050 LA QUINTA PROPERTIES COMMON STOCK 50419U202 $ 414 49,331 X 08,17 49,331 LA Z BOY INC. COMMON STOCK 505336107 $ 203 11,300 X 17 11,300 LABOR READY, INC COMMON STOCK 505401208 $ 337 21,742 X 23,19,17 21,742 LABOR READY, INC COMMON STOCK 505401208 $ 1,748 112,766 X 112,766 LABRANCHE & CO. COMMON STOCK 505447102 $ 2,099 249,300 X 17,08,02 249,300 LAIDLAW INTERNATIONAL INC COMMON STOCK 50730R102 $ 242 18,700 X 17 18,700 LAIDLAW INTERNATIONAL INC COMMON STOCK 50730R102 $ 194 15,005 X 15,005 LAKELAND INDUSTRIES INC. COMMON STOCK 511795106 $ 1,568 65,100 X 65,100 LAM RESEARCH CORP. COMMON STOCK 512807108 $ 3,317 123,760 X 17,02 123,760 LANCASTER COLONY COMMON STOCK 513847103 $ 1,513 36,340 X 17,02 36,340 LANCE INC COMMON STOCK 514606102 $ 255 16,576 X 17,19 16,576 LANDAMERICA FINANCIAL COMMON STOCK 514936103 $ 994 25,523 X 17,08 25,523 LANDEC CORP. COMMON STOCK 514766104 $ 683 100,000 X 100,000 LANDRY'S SEAFOOD COMMON STOCK 51508L103 $ 1,414 47,314 X 17,08 47,314 LANDSTAR SYSTEM INC. COMMON STOCK 515098101 $ 694 13,118 X 23,17 13,118 LASALLE HOTEL PROPERTIES COMMON STOCK 517942108 $ 603 24,696 X 17,08 24,696 LATTICE SEMICONDUCTOR COMMON STOCK 518415104 $ 2,634 375,813 X 17,08,02 375,813 LAUREATE EDUCATION INC COMMON STOCK 518613104 $ 1,582 41,380 X 17,02 41,380
Page 27 LCA-VISION INC. COMMON STOCK 501803308 $ 1,768 60,700 X 17,24 60,700 LEADIS TECHNOLOGY, INC. COMMON STOCK 52171N103 $ 1,196 89,159 X 05,24 89,159 LEADIS TECHNOLOGY, INC. COMMON STOCK 52171N103 $ 134 10,000 X 10,000 LEAR CORPORATION COMMON STOCK 521865105 $ 3,989 67,620 X 08,17,02 67,620 LEE ENTERPRISES COMMON STOCK 523768109 $ 1,977 41,180 X 17,02 41,180 LEGG MASON, INC. COMMON STOCK 524901105 $ 5,859 64,380 X 08,17,02 64,380 LEGG MASON, INC. COMMON STOCK 524901105 $ 5,901 64,840 X 64,840 LEGGETT & PLATT, INC COMMON STOCK 524660107 $ 914 34,201 X 21,17 34,201 LEHMAN BROTHERS HLDGS INC COMMON STOCK 524908100 $ 3,986 52,968 X 19,21,17 52,968 LEHMAN BROTHERS HLDGS INC COMMON STOCK 524908100 $ 35,815 475,951 X 475,951 LENNAR CORP. COMMON STOCK 526057104 $ 6,459 144,440 X 08,17,02 144,440 LENNAR CORP. COMMON STOCK 526057104 $ 278 6,218 X 6,218 LENNOX INTERNATIONAL INC. COMMON STOCK 526107107 $ 1,459 80,607 X 17,08 80,607 LEUCADIA NATIONAL CORP. COMMON STOCK 527288104 $ 3,182 64,020 X 17,02 64,020 LEVITT CORP COMMON STOCK 52742P108 $ 790 30,660 X 17,19,08 30,660 LEVITT CORP COMMON STOCK 52742P108 $ 1,521 59,037 X 59,037 LEXAR MEDIA, INC. COMMON STOCK 52886P104 $ 522 78,096 X 17,24 78,096 LEXICON GENETICS COMMON STOCK 528872104 $ 90 11,500 X 17 11,500 LEXINGTON CORPORATE PPTYS COMMON STOCK 529043101 $ 1,945 97,685 X 17,08 97,685 LEXMARK INTL GROUP COMMON STOCK 529771107 $ 2,635 27,301 X 21,08,17 27,301 LEXMARK INTL GROUP COMMON STOCK 529771107 $ 35,906 371,969 X 371,969 LIBERTY PROPERTY TRUST COMMON STOCK 531172104 $ 3,245 80,700 X 19,17,02 80,700 LIBERTY PROPERTY TRUST COMMON STOCK 531172104 $ 1,902 47,300 X 47,300 LIFECELL CORP COMMON STOCK 531927101 $ 866 76,717 X 17,24 76,717 LIFELINE SYSTEMS COMMON STOCK 532192101 $ 946 40,000 X 40,000 LIFEPOINT HOSPITALS INC. COMMON STOCK 53219L109 $ 3,418 91,819 X 17,02 91,819 LIFETIME HOAN CORP COMMON STOCK 531926103 $ 679 29,811 X 17,24 29,811 LIFETIME HOAN CORP COMMON STOCK 531926103 $ 1,595 70,000 X 70,000 LIGAND PHARMACEUTICALS-CL COMMON STOCK 53220K207 $ 262 15,055 X 17 15,055 LIGAND PHARMACEUTICALS-CL COMMON STOCK 53220K207 $ 2,080 119,650 X 119,650 LIMITED BRANDS COMMON STOCK 532716107 $ 1,438 76,921 X 21,17 76,921 LINCARE HOLDINGS COMMON STOCK 532791100 $ 3,006 91,480 X 17,02 91,480 LINCOLN ELECTRIC HOLDING COMMON STOCK 533900106 $ 264 7,731 X 17 7,731 LINCOLN NATL CORP COMMON STOCK 534187109 $ 1,495 31,636 X 21,17 31,636 LINCOLN NATL CORP COMMON STOCK 534187109 $ 7,170 151,745 X 151,745 LINEAR TECHNOLOGY CORP. COMMON STOCK 535678106 $ 2,541 64,367 X 08,21,17 64,367 LINENS 'N THINGS INC. COMMON STOCK 535679104 $ 2,849 97,188 X 08,19,17,02 97,188 LINENS 'N THINGS INC. COMMON STOCK 535679104 $ 2,141 73,034 X 73,034 LITHIA MOTORS INC COMMON STOCK 536797103 $ 610 24,600 X 17,08 24,600 LITTLEFUSE INCORPORATED COMMON STOCK 537008104 $ 953 22,464 X 17,23 22,464 LIZ ARDEN INC. COMMON STOCK 28660G106 $ 871 41,407 X 17,08,19 41,407 LIZ ARDEN INC. COMMON STOCK 28660G106 $ 3,284 156,100 X 156,100 LIZ CLAIBORNE, INC. COMMON STOCK 539320101 $ 644 17,911 X 21,17 17,911 LKQ CORP COMMON STOCK 501889208 $ 2,068 111,625 X 17,05 111,625 LOCKHEED MARTIN CORP. COMMON STOCK 539830109 $ 5,308 101,922 X 21,08,17 101,922 LOCKHEED MARTIN CORP. COMMON STOCK 539830109 $ 260 4,990 X 4,990 LODGENET ENTERTAINMENT COMMON STOCK 540211109 $ 671 40,689 X 17,08 40,689 LOEWS CORP CAROLINA GROUP COMMON STOCK 540424207 $ 262 10,661 X 10,661 LOEWS CORP. COMMON STOCK 540424108 $ 1,963 32,738 X 21,17 32,738 LOGILITY, INC. COMMON STOCK 54140Y103 $ 237 54,194 X 54,194 LONE STAR STEAKHOUSE COMMON STOCK 542307103 $ 807 29,695 X 17,23 29,695 LONE STAR TECHNOLGIES COMMON STOCK 542312103 $ 2,313 83,934 X 17,02 83,934
Page 28 LONGVIEW FIBRE CO. COMMON STOCK 543213102 $ 840 57,040 X 17,02 57,040 LOOKSMART COMMON STOCK 543442107 $ 46 21,070 X 17 21,070 LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 $ 1,478 62,486 X 21,17,23 62,486 LOWE'S COS., INC. COMMON STOCK 548661107 $ 8,123 154,585 X 08,21,17 154,585 LOWE'S COS., INC. COMMON STOCK 548661107 $ 7,266 138,270 X 138,270 LOWRANCE ELECTRONICS INC. COMMON STOCK 548900109 $ 1,548 50,000 X 50,000 LSI INDUSTRIES, INC. COMMON STOCK 50216C108 $ 391 33,987 X 17,19,08 33,987 LSI LOGIC COMMON STOCK 502161102 $ 505 66,282 X 21,17 66,282 LTC PROPERTIES INC. COMMON STOCK 502175102 $ 644 38,800 X 17,08 38,800 LTX CORP. COMMON STOCK 502392103 $ 5,706 527,853 X 17,02 527,853 LUBRIZOL CORP. COMMON STOCK 549271104 $ 1,779 48,580 X 02 ,17 48,580 LUBRIZOL CORP. COMMON STOCK 549271104 $ 6,022 164,450 X 164,450 LUCENT TECH. CORP. COMMON STOCK 549463107 $ 3,004 794,632 X 19,21,17 794,632 LUCENT TECH. CORP. COMMON STOCK 549463107 $ 621 164,400 X 164,400 LUFKIN INDUSTRIES INC. COMMON STOCK 549764108 $ 1,673 52,300 X 52,300 LUMINEX CORP. COMMON STOCK 55027E102 $ 360 35,800 X 35,800 LYONDELL PETRO CHEMICAL COMMON STOCK 552078107 $ 2,833 162,900 X 17,02 162,900 M & F WORLDWIDE CORP COMMON STOCK 552541104 $ 273 19,954 X 17,23 19,954 M & T BANK CORP. COMMON STOCK 55261F104 $ 1,882 21,561 X 21,17 21,561 MACDERMID INC. COMMON STOCK 554273102 $ 284 8,396 X 23,17 8,396 MACK-CALI REALTY CORP COMMON STOCK 554489104 $ 2,338 56,500 X 08,17,02 56,500 MACROMEDIA COMMON STOCK 556100105 $ 2,052 83,600 X 19,17,02 83,600 MACROMEDIA COMMON STOCK 556100105 $ 4,605 187,590 X 187,590 MACROVISION CORP. COMMON STOCK 555904101 $ 1,372 54,831 X 17,02 54,831 MACROVISION CORP. COMMON STOCK 555904101 $ 946 37,800 X 37,800 MAF BANCORP, INC. COMMON STOCK 55261R108 $ 1,104 25,873 X 17,08 25,873 MAF BANCORP, INC. COMMON STOCK 55261R108 $ 343 8,035 X 8,035 MAGMA DESIGN AUTOMATION COMMON STOCK 559181102 $ 602 31,298 X 08,17,24 31,298 MAGNA ENTERTAINMENT COMMON STOCK 559211107 $ 62 10,520 X 17 10,520 MAGNUM HUNTER RESOURCES COMMON STOCK 55972F203 $ 852 82,040 X 17,08 82,040 MANDALAY RESORT GROUP COMMON STOCK 562567107 $ 4,238 61,740 X 17,02 61,740 MANNATECH COMMON STOCK 563771104 $ 1,440 150,000 X 150,000 MANOR CARE INC. COMMON STOCK 564055101 $ 510 15,620 X 21,17 15,620 MANPOWER INC COMMON STOCK 56418H100 $ 4,313 84,960 X 19,17,02 84,960 MANPOWER INC COMMON STOCK 56418H100 $ 7,417 146,100 X 146,100 MANTECH INT'L CORP. COMMON STOCK 564563104 $ 1,915 102,000 X 17,19,08,11 102,000 MANTECH INT'L CORP. COMMON STOCK 564563104 $ 1,652 87,989 X 87,989 MANUGISTICS GROUP, INC. COMMON STOCK 565011103 $ 1,481 453,000 X 17,08,02 453,000 MARATHON OIL CORP. COMMON STOCK 565849106 $ 2,486 65,702 X 21,19,17 65,702 MARIMBA COMMON STOCK 56781Q109 $ 918 112,900 X 112,900 MARINEMAX, INC. COMMON STOCK 567908108 $ 332 11,581 X 17,23 11,581 MARINER HEALTHCARE, INC. COMMON STOCK 56845X108 $ 1,896 70,500 X 19,08 70,500 MARINER HEALTHCARE, INC. COMMON STOCK 56845X108 $ 1,566 58,200 X 58,200 MARRIOTT INTL, CLASS A COMMON STOCK 571903202 $ 2,154 43,181 X 21,17 43,181 MARRIOTT INTL, CLASS A COMMON STOCK 571903202 $ 14,884 298,400 X 298,400 MARSH & MCLENNAN COS, INC COMMON STOCK 571748102 $ 4,043 89,093 X 21,17 89,093 MARSHALL & ILSLEY CORP. COMMON STOCK 571834100 $ 1,554 39,766 X 21,17 39,766 MARTEK BIOSCIENCES CORP COMMON STOCK 572901106 $ 1,101 19,600 X 24 19,600 MARTEK BIOSCIENCES CORP COMMON STOCK 572901106 $ 2,278 40,550 X 40,550 MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 $ 1,942 43,800 X 17,02 43,800 MARVELL TECH GROUP LTD. OTHER SECURITY G5876H105 $ 6,416 240,300 X 240,300 MASCO CORP COMMON STOCK 574599106 $ 2,919 93,608 X 21,08,17 93,608
Page 29 MASSEY ENERGY CO. COMMON STOCK 576206106 $ 5,729 203,100 X 17,02 203,100 MASTEC INC. COMMON STOCK 576323109 $ 1,745 321,400 X 17,08,02 321,400 MATRIXONE INC. COMMON STOCK 57685P304 $ 69 10,009 X 17 10,009 MATTEL COMMON STOCK 577081102 $ 1,333 73,023 X 21,17 73,023 MATTHEWS INTL. CORP CL. A COMMON STOCK 577128101 $ 2,386 72,422 X 17,11 72,422 MAVERICK TUBE CORP COMMON STOCK 577914104 $ 627 23,891 X 19,17 23,891 MAVERICK TUBE CORP COMMON STOCK 577914104 $ 2,527 96,235 X 96,235 MAX RE CAPITAL LTD COMMON STOCK G6052F103 $ 974 50,000 X 02 50,000 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 $ 3,125 59,614 X 21,17 59,614 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 $ 4,069 77,620 X 77,620 MAXIMUS INC COMMON STOCK 577933104 $ 4,663 131,502 X 23,17,08,05 131,502 MAXTOR CORP. COMMON STOCK 577729205 $ 1,635 246,600 X 08,02 246,600 MAY DEPARTMENT STORES COMMON STOCK 577778103 $ 1,417 51,556 X 21,17 51,556 MAYTAG CORP. COMMON STOCK 578592107 $ 342 13,965 X 23,21,17 13,965 MB FINANCIAL INC COMMON STOCK 55264U108 $ 453 12,300 X 17,08 12,300 MBIA INC. COMMON STOCK 55262C100 $ 1,904 33,326 X 21,08,17 33,326 MBNA CORP. COMMON STOCK 55262L100 $ 6,262 242,797 X 19,08,21,17 242,797 MBNA CORP. COMMON STOCK 55262L100 $ 5,943 230,450 X 230,450 MBT FINANCIAL CORP. COMMON STOCK 578877102 $ 457 25,100 X 25,100 MCCORMICK & CO. COMMON STOCK 579780206 $ 828 24,346 X 21,17 24,346 MCDATA CORP. COMMON STOCK 580031201 $ 2,542 472,400 X 17,02 472,400 MCDATA CORP. COMMON STOCK 580031201 $ 125 23,268 X 23,268 MCDATA CORP. - CLASS B COMMON STOCK 580031102 $ 118 23,100 X 02 23,100 MCDERMOTT INTERNATL INC COMMON STOCK 580037109 $ 306 30,100 X 08 30,100 MCDONALD'S CORP. COMMON STOCK 580135101 $ 7,143 274,741 X 19,21,08,17 274,741 MCDONALD'S CORP. COMMON STOCK 580135101 $ 21,038 809,172 X 809,172 MCGRAW-HILL COS., INC. COMMON STOCK 580645109 $ 2,826 36,901 X 19,21,17 36,901 MCKESSON CORP. COMMON STOCK 58155Q103 $ 1,694 49,347 X 21,17 49,347 MCKESSON CORP. COMMON STOCK 58155Q103 $ 4,212 122,697 X 122,697 MDU RESOURCES GROUP INC COMMON STOCK 552690109 $ 2,520 104,850 X 17,02 104,850 MEADOWBROOK INSURANCE GR COMMON STOCK 58319P108 $ 530 100,000 X 100,000 MEADWESTVACO CORP. COMMON STOCK 583334107 $ 1,054 35,854 X 21,17 35,854 MEDAREX INC. COMMON STOCK 583916101 $ 134 18,347 X 17 18,347 MEDCO HEALTH SOLUTIONS COMMON STOCK 58405U102 $ 1,795 47,874 X 21,17 47,874 MEDCO HEALTH SOLUTIONS COMMON STOCK 58405U102 $ 6,401 170,693 X 170,693 MEDIA GENERAL INC CLASS A COMMON STOCK 584404107 $ 1,394 21,700 X 17,02 21,700 MEDIACOM COMMUNICATIONS COMMON STOCK 58446K105 $ 343 43,900 X 17,08 43,900 MEDICIS PHARMACEUTICAL COMMON STOCK 584690309 $ 1,786 44,700 X 08,02 44,700 MEDIMMUNE, INC. COMMON STOCK 584699102 $ 1,176 50,270 X 08,21,17 50,270 MEDIMMUNE, INC. COMMON STOCK 584699102 $ 470 20,090 X 20,090 MEDTRONIC, INC. COMMON STOCK 585055106 $ 10,616 217,906 X 21,17 217,906 MEDTRONIC, INC. COMMON STOCK 585055106 $ 9,682 198,730 X 198,730 MELLON FINANCIAL CORP. COMMON STOCK 58551A108 $ 2,183 74,422 X 21,17 74,422 MELLON FINANCIAL CORP. COMMON STOCK 58551A108 $ 1,282 43,700 X 43,700 MEMBERWORKS, INC. COMMON STOCK 586002107 $ 3,322 112,141 X 17,08,23,05 112,141 MEMC ELECTRONIC MATERIALS COMMON STOCK 552715104 $ 595 60,200 X 60,200 MEN'S WEARHOUSE, INC. COMMON STOCK 587118100 $ 526 19,919 X 23,17,08 19,919 MENTOR CORPORATION COMMON STOCK 587188103 $ 3,790 110,524 X 17,11 110,524 MENTOR GRAPHICS CORP COMMON STOCK 587200106 $ 2,483 160,500 X 17,02 160,500 MERCANTILE BANK CORP COMMON STOCK 587376104 $ 496 13,606 X 19,17,08 13,606 MERCANTILE BANK CORP COMMON STOCK 587376104 $ 605 16,590 X 16,590 MERCANTILE BANKSHARES COMMON STOCK 587405101 $ 3,434 73,350 X 17,02 73,350
Page 30 MERCER INSURANCE GROUP COMMON STOCK 587902107 $ 165 13,674 X 13,674 MERCK & COMPANY, INC COMMON STOCK 589331107 $ 19,539 411,340 X 19,08,21,17 411,340 MERCK & COMPANY, INC COMMON STOCK 589331107 $ 33,775 711,050 X 711,050 MERCURY COMPUTER SYSTEMS COMMON STOCK 589378108 $ 250 10,096 X 10,096 MERCURY INTERACTIVE CORP. COMMON STOCK 589405109 $ 1,536 30,820 X 21,08,17 30,820 MERCURY INTERACTIVE CORP. COMMON STOCK 589405109 $ 5,743 115,258 X 115,258 MEREDITH CORP COMMON STOCK 589433101 $ 480 8,735 X 21,17 8,735 MERGE TECHNOLOGIES INC COMMON STOCK 589981109 $ 707 48,300 X 17,24 48,300 MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 $ 740 108,209 X 17,08 108,209 MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 $ 431 63,064 X 63,064 MERITAGE CORP COMMON STOCK 59001A102 $ 719 10,450 X 17,08 10,450 MERRILL LYNCH & CO., INC. COMMON STOCK 590188108 $ 11,282 209,007 X 19,21,22,17 209,007 MERRILL LYNCH & CO., INC. COMMON STOCK 590188108 $ 30,423 563,605 X 563,605 MESA AIR GROUP INC. COMMON STOCK 590479101 $ 886 109,471 X 23,17,24 109,471 METAL MANAGEMENT, INC. COMMON STOCK 591097209 $ 926 46,724 X 17,23 46,724 METLIFE, INC. COMMON STOCK 59156R108 $ 4,631 129,179 X 21,17 129,179 METLIFE, INC. COMMON STOCK 59156R108 $ 25,541 712,435 X 712,435 METRIS CO. COMMON STOCK 591598107 $ 2,754 316,900 X 17,08,02 316,900 METROLOGIC INSTRUMENT INC COMMON STOCK 591676101 $ 2,239 112,274 X 112,274 METTLER-TOLEDO INT COMMON STOCK 592688105 $ 3,869 78,740 X 78,740 MFA MORTGAGE INVESTMENT COMMON STOCK 55272X102 $ 408 45,874 X 17,08 45,874 MGIC INVT CORP COMMON STOCK 552848103 $ 1,332 17,560 X 21,17 17,560 MGIC INVT CORP COMMON STOCK 552848103 $ 4,301 56,700 X 56,700 MICHAELS STORES, INC. COMMON STOCK 594087108 $ 3,428 62,320 X 17,02 62,320 MICREL, INC. COMMON STOCK 594793101 $ 1,194 98,242 X 17,02 98,242 MICROCHIP TECHNOLOGY, INC COMMON STOCK 595017104 $ 6,023 190,972 X 17,02 190,972 MICROMUSE INC COMMON STOCK 595094103 $ 104 15,600 X 17 15,600 MICRON TECHNOLOGY, INC. COMMON STOCK 595112103 $ 1,658 108,268 X 21,17 108,268 MICRON TECHNOLOGY, INC. COMMON STOCK 595112103 $ 4,555 297,510 X 297,510 MICRONETICS WIRELESS COMMON STOCK 595125105 $ 204 22,700 X 22,700 MICROS SYSTEMS COMMON STOCK 594901100 $ 1,218 25,392 X 17,23,11 25,392 MICROSEMI CORP. COMMON STOCK 595137100 $ 173 12,158 X 17 12,158 MICROSOFT CORP. COMMON STOCK 594918104 $ 58,769 2,057,729 X 19,08,21,17 2,057,729 MICROSOFT CORP. COMMON STOCK 594918104 $162,687 5,696,314 X ,696,314 MICROSTRATEGY INC. COMMON STOCK 594972408 $ 1,148 26,888 X 23,17,02 26,888 MICROTEK MEDICAL HOLDINGS COMMON STOCK 59515B109 $ 373 72,800 X 72,800 MID-AMERICA APARTMENT COMMON STOCK 59522J103 $ 2,327 61,412 X 17,08 61,412 MID-STATE BANCSHARES COMMON STOCK 595440108 $ 1,293 55,000 X 17,08,11 55,000 MILACRON, INC. COMMON STOCK 598709103 $ 110 27,524 X 17,08 27,524 MILLENNIUM CHEMICALS COMMON STOCK 599903101 $ 751 43,389 X 08,19,17 43,389 MILLENNIUM CHEMICALS COMMON STOCK 599903101 $ 2,314 133,600 X 133,600 MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 $ 3,862 279,850 X 17,02 279,850 MILLIPORE CORP COMMON STOCK 601073109 $ 620 11,005 X 21,23,17 11,005 MILLIPORE CORP COMMON STOCK 601073109 $ 6,990 124,010 X 124,010 MINDSPEED TECHNOLOGIES COMMON STOCK 602682106 $ 98 19,846 X 17 19,846 MINE SAFETY APPLIANCES COMMON STOCK 602720104 $ 850 25,230 X 17,08 25,230 MINERALS TECHNOLOGIES COMMON STOCK 603158106 $ 2,348 40,475 X 19,17,02,08 40,475 MINERALS TECHNOLOGIES COMMON STOCK 603158106 $ 2,268 39,100 X 39,100 MISSION RESOURCES CORP COMMON STOCK 605109107 $ 1,425 250,000 X 250,000 MKS INSTRUMENT, INC. COMMON STOCK 55306N104 $ 290 12,723 X 08,17 12,723 MOBILITY ELECTRONICS, INC COMMON STOCK 60741U101 $ 1,010 120,000 X 120,000 MOBIUS MANAGEMENT SOL. COMMON STOCK 606925105 $ 797 130,000 X 130,000
Page 31 MODEM MEDIA POPPE TYSON COMMON STOCK 607533106 $ 153 29,136 X 19 29,136 MODEM MEDIA POPPE TYSON COMMON STOCK 607533106 $ 1,970 374,496 X 374,496 MODINE MANUFACTURING CO. COMMON STOCK 607828100 $ 1,166 36,600 X 17,02 36,600 MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 $ 4,461 60,840 X 17,02 60,840 MOLEX COMMON STOCK 608554200 $ 2,650 97,150 X 97,150 MOLEX INC COMMON STOCK 608554101 $ 1,083 33,746 X 21,17 33,746 MONACO COACH CORP. COMMON STOCK 60886R103 $ 294 10,444 X 23,17 10,444 MONRO MUFFLER BRAKE INC. COMMON STOCK 610236101 $ 1,698 70,000 X 70,000 MONSANTO CO. COMMON STOCK 61166W101 $ 3,241 84,189 X 21,19,22,17 84,189 MONSTER WORLDWIDE, INC. COMMON STOCK 611742107 $ 469 18,231 X 21,17 18,231 MONTPELIER HLDS LTD. OTHER SECURITY G62185106 $ 626 17,900 X 11 17,900 MONY GROUP INC COMMON STOCK 615337102 $ 1,465 46,800 X 17,02 46,800 MOODY'S INVESTORS SRVC COMMON STOCK 615369105 $ 1,717 26,555 X 21,17 26,555 MOOG INC. COMMON STOCK 615394202 $ 1,330 35,830 X 23,17,08 35,830 MORGAN STANLEY COMMON STOCK 617446448 $ 12,715 240,942 X 19,21,08,17 240,942 MOTHERS WORK INC COMMON STOCK 619903107 $ 259 12,600 X 12,600 MOTOROLA, INC. COMMON STOCK 620076109 $ 8,067 442,028 X 19,08,21,17 442,028 MOTOROLA, INC. COMMON STOCK 620076109 $ 3,278 179,595 X 179,595 MOVADO GROUP INC. COMMON STOCK 624580106 $ 466 27,010 X 08,17,23 27,010 MOVIE GALLERY, INC. COMMON STOCK 624581104 $ 233 11,907 X 08,17 11,907 MPS GROUP, INC. COMMON STOCK 553409103 $ 1,376 113,569 X 17,02 113,569 MRO SOFTWARE INC. COMMON STOCK 55347W105 $ 2,164 159,014 X 17,19,02 159,014 MRV COMMUNICATIONS INC. COMMON STOCK 553477100 $ 232 84,495 X 17,08 84,495 MSC INDUSTRIAL DIRECT - A COMMON STOCK 553530106 $ 998 30,376 X 30,376 MTC TECHNOLOGIES INC. COMMON STOCK 55377A106 $ 1,881 72,862 X 17,19,24,11 72,862 MTR GAMING GROUP INC. COMMON STOCK 553769100 $ 502 45,888 X 45,888 MTS SYSTEMS CORP. COMMON STOCK 553777103 $ 916 39,063 X 17,08,23 39,063 MUELLER INDUSTRIES INC COMMON STOCK 624756102 $ 244 6,816 X 17 6,816 MULTIMEDIA GAMES INC. COMMON STOCK 625453105 $ 1,501 55,958 X 17,02 55,958 MURPHY OIL CORP COMMON STOCK 626717102 $ 6,223 84,440 X 17,02 84,440 MYLAN LABORATORIES, INC. COMMON STOCK 628530107 $ 949 46,851 X 21,17 46,851 MYLAN LABORATORIES, INC. COMMON STOCK 628530107 $ 345 17,050 X 17,050 NABI BIOPHARMACEUTICALS COMMON STOCK 629519109 $ 1,402 98,615 X 17,02 98,615 NABI BIOPHARMACEUTICALS COMMON STOCK 629519109 $ 341 24,000 X 24,000 NABORS INDUSTRIES, LTD. COMMON STOCK G6359F103 $ 1,356 29,977 X 21,17 29,977 NABORS INDUSTRIES, LTD. COMMON STOCK G6359F103 $ 22,756 503,232 X 503,232 NACCO INDUSTRIES INC COMMON STOCK 629579103 $ 620 6,522 X 17,08 6,522 NARA BANKCORP INC. COMMON STOCK 63080P105 $ 193 11,238 X 08,19,17 11,238 NARA BANKCORP INC. COMMON STOCK 63080P105 $ 857 50,000 X 50,000 NASDAQ BIOTECH INDEX MUTUAL FUND 464287556 $ 18,420 245,277 X 245,277 NASH FINCH CO. COMMON STOCK 631158102 $ 793 31,686 X 17,08,23 31,686 NAT'L SEMICONDUCTOR CORP COMMON STOCK 637640103 $ 1,402 63,777 X 21,17 63,777 NAT'L SEMICONDUCTOR CORP COMMON STOCK 637640103 $ 23,523 1,069,732 X 1,069,732 NATIONAL CITY CORP COMMON STOCK 635405103 $ 4,091 116,853 X 21,17 116,853 NATIONAL COMMERCE FINANC COMMON STOCK 63545P104 $ 6,069 186,740 X 17,02 186,740 NATIONAL FINANCIAL COM COMMON STOCK 63607P208 $ 208 5,900 X 17 5,900 NATIONAL FUEL GAS CO. COMMON STOCK 636180101 $ 1,878 75,100 X 17,02 75,100 NATIONAL INSTRUMENTS COMMON STOCK 636518102 $ 2,176 70,980 X 17,02 70,980 NATIONAL MED HEALTH CARD COMMON STOCK 636918302 $ 727 27,100 X 27,100 NATIONAL-OILWELL INC. COMMON STOCK 637071101 $ 4,483 142,352 X 17,02,11 142,352 NATIONWIDE HEALTH COMMON STOCK 638620104 $ 283 14,989 X 17 14,989 NATL HEALTH INVESTORS INC COMMON STOCK 63633D104 $ 1,742 64,065 X 17,23,08 64,065
Page 32 NAVIGANT CONSULTING CO. COMMON STOCK 63935N107 $ 202 9,408 X 17 9,408 NAVIGANT INTERNATIONAL COMMON STOCK 63935R108 $ 420 23,589 X 17,08 23,589 NAVISTAR INTERNATIONAL COMMON STOCK 63934E108 $ 3,629 93,620 X 21,17,02 93,620 NCI BUILDING SYSTEMS, INC COMMON STOCK 628852105 $ 544 16,728 X 08,17,23 16,728 NCO GROUP INC. COMMON STOCK 628858102 $ 1,172 43,898 X 17,08,19 43,898 NCO GROUP INC. COMMON STOCK 628858102 $ 5,044 189,000 X 189,000 NCR CORP COMMON STOCK 62886E108 $ 1,108 22,345 X 21,08,17 22,345 NCR CORP COMMON STOCK 62886E108 $ 4,349 87,700 X 87,700 NDC HEALTH CORP. COMMON STOCK 639480102 $ 1,103 47,563 X 17,02 47,563 NEIGHBORCARE INC COMMON STOCK 64015Y104 $ 1,653 52,755 X 17,02 52,755 NEIMAN MARCUS GROUP, INC. COMMON STOCK 640204202 $ 2,471 44,400 X 17,02 44,400 NEOGEN CORP COMMON STOCK 640491106 $ 773 44,910 X 44,910 NEOPHARM, INC. COMMON STOCK 640919106 $ 345 33,367 X 17,19 33,367 NEOPHARM, INC. COMMON STOCK 640919106 $ 1,799 174,130 X 174,130 NEOWARE SYSTEMS INC. COMMON STOCK 64065P102 $ 294 35,492 X 35,492 NET2PHONE COMMON STOCK 64108N106 $ 51 11,231 X 17 11,231 NETBANK, INC. COMMON STOCK 640933107 $ 531 48,607 X 17,08 48,607 NETEASE.COM INC OTHER SECURITY 64110W102 $ 3,149 76,200 X 24,05 76,200 NETIQ CORP. COMMON STOCK 64115P102 $ 872 66,057 X 17,08,19 66,057 NETIQ CORP. COMMON STOCK 64115P102 $ 4,087 309,648 X 309,648 NETWORK APPLIANCE INC. COMMON STOCK 64120L104 $ 1,328 61,684 X 21,17 61,684 NETWORK APPLIANCE INC. COMMON STOCK 64120L104 $ 2,623 121,850 X 121,850 NETWORK ASSOCIATES COMMON STOCK 640938106 $ 4,719 260,300 X 17,02 260,300 NEW CENTURY FINANCIAL COMMON STOCK 64352D101 $ 1,487 31,757 X 19,17,23,08 31,757 NEW CENTURY FINANCIAL COMMON STOCK 64352D101 $ 2,467 52,700 X 52,700 NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 $ 1,852 44,543 X 17,08 44,543 NEW PLAN EXCEL REALTY COMMON STOCK 648053106 $ 2,141 91,660 X 17,02 91,660 NEW YORK CMNTY BANCORP COMMON STOCK 649445103 $ 4,756 242,302 X 17,02 242,302 NEW YORK CMNTY BANCORP COMMON STOCK 649445103 $ 1,865 95,010 X 95,010 NEW YORK TIMES CO COMMON STOCK 650111107 $ 1,230 27,506 X 21,17 27,506 NEWCASTLE INV CORP COMMON STOCK 65105M108 $ 230 7,677 X 17 7,677 NEWELL RUBBERMAID, INC. COMMON STOCK 651229106 $ 1,070 45,542 X 21,17 45,542 NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 $ 10,783 193,450 X 19,23,17,02,05 193,450 NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 $ 3,813 68,400 X 68,400 NEWMARKET CORP COMMON STOCK 651587107 $ 1,021 47,534 X 17,08,23 47,534 NEWMONT MINING CORP. COMMON STOCK 651639106 $ 3,182 82,090 X 21,17 82,090 NEWPARK RESOURCES, INC. COMMON STOCK 651718504 $ 102 16,384 X 17 16,384 NEWPORT CORP. COMMON STOCK 651824104 $ 706 43,642 X 17,02 43,642 NEWS CORP. LTD ADR OTHER SECURITY 652487802 $ 17,181 522,532 X 522,532 NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 $ 5,889 220,876 X 19,08,21,17 220,876 NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 $ 18,018 675,850 X 675,850 NEXTEL PARTNERS COMMON STOCK 65333F107 $ 345 21,700 X 19 21,700 NEXTEL PARTNERS COMMON STOCK 65333F107 $ 2,043 128,300 X 128,300 NICOR, INC. COMMON STOCK 654086107 $ 540 15,905 X 21,17 15,905 NIKE, INC., CLASS B COMMON STOCK 654106103 $ 4,336 57,236 X 21,08,17 57,236 NIPPON TLGRPH & TELE ADR OTHER SECURITY 654624105 $ 467 17,400 X 17,400 NISOURCE, INC. COMMON STOCK 65473P105 $ 893 43,322 X 21,17 43,322 NL INDUSTRIES COMMON STOCK 629156407 $ 543 37,428 X 17,08 37,428 NMS COMMUNICATION CORP. COMMON STOCK 629248105 $ 1,751 237,300 X 17,02 237,300 NN, INC. COMMON STOCK 629337106 $ 539 42,435 X 17,19,08 42,435 NOBLE CORP. COMMON STOCK G65422100 $ 1,009 26,631 X 21,17 26,631 NOBLE ENERGY INC. COMMON STOCK 655044105 $ 2,723 53,400 X 17,02 53,400
Page 33 NOBLE ENERGY INC. COMMON STOCK 655044105 $ 480 9,407 X 9,407 NOBLE INTERNATIONAL, LTD. COMMON STOCK 655053106 $ 538 21,700 X 17,24 21,700 NOKIA CORP. ADR OTHER SECURITY 654902204 $ 478 32,846 X 02 32,846 NORDSON CORP. COMMON STOCK 655663102 $ 1,659 38,244 X 17,02 38,244 NORDSTROM INC COMMON STOCK 655664100 $ 1,033 24,246 X 21,17 24,246 NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 $ 2,486 93,737 X 21,08,17 93,737 NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 $ 7,465 281,500 X 281,500 NORTH FORK BANCORP, INC. COMMON STOCK 659424105 $ 1,533 40,301 X 21,08,17 40,301 NORTH FORK BANCORP, INC. COMMON STOCK 659424105 $ 1,372 36,050 X 36,050 NORTH PITTSBURGH SYSTEMS COMMON STOCK 661562108 $ 240 11,963 X 17,08 11,963 NORTHEAST UTILITIES COMMON STOCK 664397106 $ 2,323 119,300 X 17,02 119,300 NORTHERN TRUST CORP COMMON STOCK 665859104 $ 1,765 41,736 X 21,17 41,736 NORTHERN TRUST CORP COMMON STOCK 665859104 $ 6,342 150,000 X 150,000 NORTHROP GRUMMAN CORP. COMMON STOCK 666807102 $ 4,743 88,328 X 19,21,08,17 88,328 NORTHROP GRUMMAN CORP. COMMON STOCK 666807102 $ 15,726 292,846 X 292,846 NORTHWEST AIRLINES CORP. COMMON STOCK 667280101 $ 629 56,588 X 17,08 56,588 NORTHWEST NATURAL GAS COMMON STOCK 667655104 $ 728 23,876 X 17,08 23,876 NOVARTIS AG ADR OTHER SECURITY 66987V109 $ 1,367 30,730 X 30,730 NOVASTAR FINANCIAL, INC. COMMON STOCK 669947400 $ 684 18,027 X 17,08 18,027 NOVELL INC. COMMON STOCK 670006105 $ 575 68,572 X 21,17 68,572 NOVELL INC. COMMON STOCK 670006105 $ 110 13,100 X 13,100 NOVELLUS SYSTEMS, INC. COMMON STOCK 670008101 $ 1,532 48,721 X 21,08,17 48,721 NOVELLUS SYSTEMS, INC. COMMON STOCK 670008101 $ 598 19,011 X 19,011 NSTAR COMMON STOCK 67019E107 $ 2,325 48,560 X 17,02 48,560 NU SKIN ENTERPRISES INC COMMON STOCK 67018T105 $ 620 24,498 X 17,08 24,498 NUANCE COMMUNICATIONS COMMON STOCK 669967101 $ 921 202,000 X 02 202,000 NUCOR CORP. COMMON STOCK 670346105 $ 1,179 15,365 X 21,17 15,365 NUI CORP. COMMON STOCK 629431107 $ 250 17,114 X 17,08 17,114 NUTRACEUTICAL INTL COMMON STOCK 67060Y101 $ 1,279 60,000 X 60,000 NUVELO, INC. COMMON STOCK 67072M301 $ 385 40,002 X 40,002 NVIDIA CORP COMMON STOCK 67066G104 $ 571 27,861 X 21,17 27,861 NVR INC COMMON STOCK 62944T105 $ 1,787 3,691 X 23 3,691 O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 $ 7,298 161,463 X 17,02,05 161,463 O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 $ 2,965 65,604 X 65,604 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 $ 3,346 69,127 X 21,17 69,127 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 $ 566 11,700 X 11,700 OCEANEERING INTERNATIONAL COMMON STOCK 675232102 $ 2,343 68,402 X 17,08,11 68,402 OCTEL CORPORATION COMMON STOCK 675727101 $ 1,313 49,862 X 19,17,23,08 49,862 OCTEL CORPORATION COMMON STOCK 675727101 $ 561 21,300 X 21,300 OCWEN FINL CORP COMMON STOCK 675746101 $ 353 29,360 X 17,08 29,360 ODYSSEY HEALTHCARE, INC. COMMON STOCK 67611V101 $ 7,151 379,973 X 17,11,05 379,973 OFFICE DEPOT, INC. COMMON STOCK 676220106 $ 992 55,362 X 21,17 55,362 OFFSHORE LOGISTICS COMMON STOCK 676255102 $ 1,878 66,800 X 17,23,08,11 66,800 OGE ENERGY CORP. COMMON STOCK 670837103 $ 3,342 131,200 X 17,02 131,200 OHIO CASUALTY CORP COMMON STOCK 677240103 $ 1,424 70,738 X 17,02 70,738 OIL STATES INTERNATIONAL COMMON STOCK 678026105 $ 489 31,970 X 17,08 31,970 OLD REPUBLIC INTL CORP COMMON STOCK 680223104 $ 3,951 166,580 X 17,02 166,580 OLD REPUBLIC INTL CORP COMMON STOCK 680223104 $ 437 18,419 X 18,419 OLIN CORP COMMON STOCK 680665205 $ 1,370 77,746 X 17,02 77,746 OLYMPIC STEEL, INC. COMMON STOCK 68162K106 $ 442 21,662 X 23 21,662 OLYMPIC STEEL, INC. COMMON STOCK 68162K106 $ 1,021 50,000 X 50,000 OM GROUP, INC. COMMON STOCK 670872100 $ 572 17,333 X 19,23,08,17 17,333
Page 34 OM GROUP, INC. COMMON STOCK 670872100 $ 459 13,900 X 13,900 OMNICARE, INC. COMMON STOCK 681904108 $ 6,447 150,600 X 19,05,17,02 150,600 OMNICARE, INC. COMMON STOCK 681904108 $ 9,253 216,150 X 216,150 OMNICELL INC. COMMON STOCK 68213N109 $ 238 16,300 X 16,300 OMNICOM GROUP, INC. COMMON STOCK 681919106 $ 2,534 33,391 X 21,17 33,391 OMNIVISION COMMON STOCK 682128103 $ 1,566 98,172 X 17,24 98,172 ONEOK INC. COMMON STOCK 682680103 $ 2,064 93,880 X 17,02 93,880 OPENWAVE SYSTEMS INC. COMMON STOCK 683718308 $ 180 14,179 X 17 14,179 OPLINK COMMUNICATIONS COMMON STOCK 68375Q106 $ 40 20,681 X 17 20,681 OPSWARE INC COMMON STOCK 68383A101 $ 97 12,208 X 17 12,208 OPTION CARE INC. COMMON STOCK 683948103 $ 1,984 130,000 X 130,000 ORACLE CORP. COMMON STOCK 68389X105 $ 13,733 1,151,122 X 22,21,08,17 1,151,122 ORACLE CORP. COMMON STOCK 68389X105 $ 69,336 5,811,912 X 5,811,912 ORBITAL SCIENCES CORP. COMMON STOCK 685564106 $ 393 28,422 X 17,08 28,422 ORBITZ, INC. COMMON STOCK 68556Y100 $ 3,494 161,600 X 17,02 161,600 ORIENT EXPRESS HOTELS LTD COMMON STOCK G67743107 $ 1,355 80,000 X 02 80,000 ORIENTAL FINL GROUP ADR OTHER SECURITY 68618W100 $ 777 28,695 X 17,23,08 28,695 ORIENTAL FINL GROUP ADR OTHER SECURITY 68618W100 $ 269 9,943 X 9,943 ORTHOVITA INC. COMMON STOCK 68750U102 $ 414 80,600 X 17,08 80,600 OSHKOSH TRUCK CORP. COMMON STOCK 688239201 $ 1,570 27,400 X 08 27,400 OSHKOSH TRUCK CORP. COMMON STOCK 688239201 $ 260 4,533 X 4,533 OUTBACK STEAKHOUSE COMMON STOCK 689899102 $ 2,812 68,000 X 17,02 68,000 OVERNITE CORP COMMON STOCK 690322102 $ 1,704 57,975 X 17,19,02 57,975 OVERNITE CORP COMMON STOCK 690322102 $ 2,496 84,900 X 84,900 OVERSEAS SHIPHLDG GRP COMMON STOCK 690368105 $ 2,607 59,086 X 17,08,02 59,086 OVERSTOCK.COM, INC. COMMON STOCK 690370101 $ 1,419 36,300 X 36,300 OWENS & MINOR, INC. COMMON STOCK 690732102 $ 793 30,635 X 17,23 30,635 OXFORD HEALTH COMMON STOCK 691471106 $ 4,108 74,640 X 17,02 74,640 P.F. CHANGS CHINA BISTRO COMMON STOCK 69333Y108 $ 215 5,225 X 17 5,225 PACCAR, INC. COMMON STOCK 693718108 $ 1,854 31,971 X 19,21,17 31,971 PACCAR, INC. COMMON STOCK 693718108 $ 19,286 332,572 X 332,572 PACER INTERNATIONAL, INC. COMMON STOCK 69373H106 $ 624 33,752 X 17,19 33,752 PACER INTERNATIONAL, INC. COMMON STOCK 69373H106 $ 3,174 171,587 X 171,587 PACIFIC CAPITAL BANCORP COMMON STOCK 69404P101 $ 617 21,945 X 17,23 21,945 PACIFIC PREMIER BANCORP COMMON STOCK 69478X105 $ 1,172 110,000 X 110,000 PACIFIC SUNWEAR OF CALIF. COMMON STOCK 694873100 $ 2,626 134,200 X 17,02 134,200 PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 $ 3,739 96,707 X 19,23,17,02 96,707 PACKAGING CORP COMMON STOCK 695156109 $ 2,324 97,220 X 17,02 97,220 PACKETEER INC COMMON STOCK 695210104 $ 1,556 96,329 X 17,02 96,329 PACTIV CORP. COMMON STOCK 695257105 $ 689 27,636 X 21,17 27,636 PAINCARE HOLDINGS INC COMMON STOCK 69562E104 $ 614 183,400 X 183,400 PALATIN TECH. COMMON STOCK 696077304 $ 79 18,800 X 08,17 18,800 PALL CORP COMMON STOCK 696429307 $ 581 22,191 X 21,17 22,191 PALMONE INC COMMON STOCK 69713P107 $ 594 17,083 X 17,08 17,083 PANAMSAT CORP COMMON STOCK 697933109 $ 508 21,895 X 23 21,895 PANERA BREAD COMPANY-CL A COMMON STOCK 69840W108 $ 2,663 74,229 X 17,05 74,229 PANTRY INC. COMMON STOCK 698657103 $ 584 26,788 X 17,08,23 26,788 PAPA JOHN'S INTERNATIONAL COMMON STOCK 698813102 $ 1,072 36,302 X 17,08,23 36,302 PAR PHARMACEUTICAL COMMON STOCK 69888P106 $ 1,570 44,600 X 19,17,02 44,600 PAR PHARMACEUTICAL COMMON STOCK 69888P106 $ 3,139 89,150 X 89,150 PARAMETRIC TECHNOLOGY COMMON STOCK 699173100 $ 3,796 759,279 X 21,19,17,08,02 759,279 PARAMETRIC TECHNOLOGY COMMON STOCK 699173100 $ 1,917 383,400 X 383,400
Page 35 PAREXEL INTERNATIONAL COMMON STOCK 699462107 $ 295 14,903 X 17,08 14,903 PARK NATIONAL CORP COMMON STOCK 700658107 $ 319 2,500 X 17 2,500 PARKER DRILLING CO. COMMON STOCK 701081101 $ 2,302 602,677 X 17,02 602,677 PARKER HANNIFIN CORP. COMMON STOCK 701094104 $ 1,169 19,656 X 21,17 19,656 PARKER HANNIFIN CORP. COMMON STOCK 701094104 $ 3,669 61,700 X 61,700 PARKWAY PROP (LONG) COMMON STOCK 70159Q104 $ 698 15,700 X 17,08 15,700 PATHMARK STORES INC COMMON STOCK 70322A101 $ 202 26,518 X 17,08 26,518 PATTERSON DENTAL CO. COMMON STOCK 703412106 $ 5,527 72,260 X 11,17,02 72,260 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 $ 5,640 168,820 X 17,02 168,820 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 $ 2,689 80,477 X 80,477 PAXAR CORP. COMMON STOCK 704227107 $ 225 11,536 X 08,17 11,536 PAXSON COMMUNICATIONS COMMON STOCK 704231109 $ 39 11,900 X 17 11,900 PAYCHEX, INC. COMMON STOCK 704326107 $ 2,267 66,902 X 21,17 66,902 PAYLESS SHOESOURCE COMMON STOCK 704379106 $ 1,629 109,259 X 17,02,08 109,259 PDI INC COMMON STOCK 69329V100 $ 756 24,918 X 17,08,23 24,918 PEABODY ENERGY CORP. COMMON STOCK 704549104 $ 3,909 69,820 X 19,17,02 69,820 PEABODY ENERGY CORP. COMMON STOCK 704549104 $ 4,768 85,162 X 85,162 PEDIATRIX MEDICAL GROUP COMMON STOCK 705324101 $ 992 14,200 X 08 14,200 PEGASUS SYSTEMS INC. COMMON STOCK 705906105 $ 881 67,135 X 17,19 67,135 PEGASUS SYSTEMS INC. COMMON STOCK 705906105 $ 4,062 309,400 X 309,400 PEMSTAR INC. COMMON STOCK 706552106 $ 129 55,700 X 19 55,700 PENN NATIONAL GAMING COMMON STOCK 707569109 $ 474 14,292 X 17,23 14,292 PENN NATIONAL GAMING COMMON STOCK 707569109 $ 5,192 156,400 X 156,400 PENNSYLVANIA REIT COMMON STOCK 709102107 $ 1,446 42,223 X 17,08 42,223 PENTAIR, INC. COMMON STOCK 709631105 $ 3,319 98,660 X 19,17,02 98,660 PENTAIR, INC. COMMON STOCK 709631105 $ 2,328 69,200 X 69,200 PEOPLES BANCORP, INC. COMMON STOCK 709789101 $ 225 8,465 X 17,08 8,465 PEOPLES ENERGY CORP COMMON STOCK 711030106 $ 568 13,475 X 21,17 13,475 PEOPLESOFT, INC. COMMON STOCK 712713106 $ 1,242 67,112 X 21,17 67,112 PEP BOYS COMMON STOCK 713278109 $ 975 38,443 X 17,08 38,443 PEPCO HOLDINGS INC COMMON STOCK 713291102 $ 2,880 157,532 X 17,02 157,532 PEPSI BOTTLING GROUP INC. COMMON STOCK 713409100 $ 1,402 45,921 X 21,17 45,921 PEPSIAMERICAS INC. COMMON STOCK 71343P200 $ 2,668 125,600 X 17,02 125,600 PEPSICO, INC. COMMON STOCK 713448108 $ 17,831 330,939 X 08,22,21,17 330,939 PEPSICO, INC. COMMON STOCK 713448108 $ 39,657 736,026 X 736,026 PER-SE TECHNOLOGIES, INC. COMMON STOCK 713569309 $ 1,095 75,293 X 17,19,08 75,293 PER-SE TECHNOLOGIES, INC. COMMON STOCK 713569309 $ 3,812 262,200 X 262,200 PEREGRINE PHARMACEUTICALS COMMON STOCK 713661106 $ 36 24,373 X 17 24,373 PERFICIENT, INC. COMMON STOCK 71375U101 $ 1,592 400,000 X 400,000 PERFORMANCE FOOD GROUP CO COMMON STOCK 713755106 $ 3,081 116,100 X 17,02 116,100 PERKINELMER, INC. COMMON STOCK 714046109 $ 735 36,696 X 21,17,19 36,696 PERKINELMER, INC. COMMON STOCK 714046109 $ 3,892 194,200 X 194,200 PEROT SYSTEMS CORP - A COMMON STOCK 714265105 $ 474 35,700 X 17,08 35,700 PERRIGO CO. COMMON STOCK 714290103 $ 1,975 104,128 X 17,23,02 104,128 PERRIGO CO. COMMON STOCK 714290103 $ 199 10,500 X 10,500 PERRY ELLIS INTERNATIONAL COMMON STOCK 288853104 $ 1,516 60,000 X 60,000 PETCO ANIMAL SUPPLIES INC COMMON STOCK 716016209 $ 1,288 40,000 X 02 40,000 PETCO ANIMAL SUPPLIES INC COMMON STOCK 716016209 $ 231 7,187 X 7,187 PETMED EXPRESS, INC COMMON STOCK 716382106 $ 1,401 174,700 X 17,24 174,700 PETROLEO BRAS ADR OTHER SECURITY 71654V101 $ 232 9,200 X 02 9,200 PETROLEO BRASILEIRO ADR OTHER SECURITY 71654V408 $ 397 14,150 X 02 14,150 PETSMART, INC. COMMON STOCK 716768106 $ 4,292 132,260 X 17,02 132,260
Page 36 PFIZER, INC. COMMON STOCK 717081103 $ 49,747 1,451,195 X 08,21,17 1,451,195 PFIZER, INC. COMMON STOCK 717081103 $164,044 4,785,410 X 4,785,410 PG & E CORP COMMON STOCK 69331C108 $ 2,391 85,572 X 21,08,17 85,572 PG & E CORP COMMON STOCK 69331C108 $ 4,234 151,530 X 151,530 PHARMACEUTICAL PROD DEV COMMON STOCK 717124101 $ 515 16,200 X 02 16,200 PHARMOS CORP COMMON STOCK 717139208 $ 58 14,200 X 17 14,200 PHELPS DODGE CORP. COMMON STOCK 717265102 $ 1,375 17,743 X 21,17 17,743 PHELPS DODGE CORP. COMMON STOCK 717265102 $ 25,452 328,371 X 328,371 PHILADELPHIA CONS HLDG CO COMMON STOCK 717528103 $ 207 3,441 X 17 3,441 PHOENIX COMPANIES INC. COMMON STOCK 71902E109 $ 1,311 107,016 X 08,17,02 107,016 PHOENIX COMPANIES INC. COMMON STOCK 71902E109 $ 269 21,928 X 21,928 PHOTON DYNAMICS, INC COMMON STOCK 719364101 $ 2,366 67,461 X 67,461 PHOTRONICS INC. COMMON STOCK 719405102 $ 4,097 216,294 X 23,17,08,02 216,294 PIEDMONT NATURAL GAS INC COMMON STOCK 720186105 $ 295 6,900 X 17 6,900 PIER 1 IMPORTS, INC. COMMON STOCK 720279108 $ 1,455 82,240 X 17,02 82,240 PILGRIMS PRIDE CORP CL. B COMMON STOCK 721467108 $ 468 16,171 X 23 16,171 PINNACLE AIR CORP. COMMON STOCK 723443107 $ 285 25,200 X 17,02 25,200 PINNACLE SYSTEMS INC. COMMON STOCK 723481107 $ 281 39,255 X 17,19 39,255 PINNACLE SYSTEMS INC. COMMON STOCK 723481107 $ 1,147 160,400 X 160,400 PINNACLE WEST CAPITAL COMMON STOCK 723484101 $ 1,144 28,325 X 21,08,17 28,325 PIONEER NATURAL RESOURCES COMMON STOCK 723787107 $ 3,889 110,860 X 17,02 110,860 PITNEY BOWES INC. COMMON STOCK 724479100 $ 1,810 40,896 X 21,17 40,896 PIXELWORKS, INC. COMMON STOCK 72581M107 $ 1,186 77,430 X 17,24 77,430 PIXELWORKS, INC. COMMON STOCK 72581M107 $ 3,077 200,850 X 200,850 PLAINS EXPLORATION & PRO. COMMON STOCK 726505100 $ 1,582 86,203 X 17,02 86,203 PLANTRONICS, INC. COMMON STOCK 727493108 $ 2,654 63,040 X 11,17,02 63,040 PLEXUS CORP. COMMON STOCK 729132100 $ 1,522 112,725 X 17,02 112,725 PLEXUS CORP. COMMON STOCK 729132100 $ 341 25,240 X 25,240 PLUG POWER, INC. COMMON STOCK 72919P103 $ 89 11,885 X 17 11,885 PLUM CREEK TIMBER CO INC COMMON STOCK 729251108 $ 1,058 32,485 X 21,17 32,485 PMA CAPITAL CORP. COMMON STOCK 693419202 $ 748 83,084 X 17,08 83,084 PMC - SIERRA INC. COMMON STOCK 69344F106 $ 465 32,411 X 21,17 32,411 PMI GROUP INC. COMMON STOCK 69344M101 $ 7,777 178,700 X 17,02 178,700 PMI GROUP INC. COMMON STOCK 69344M101 $ 263 6,044 X 6,044 PNC FINANCIAL SERV. GROUP COMMON STOCK 693475105 $ 2,638 49,701 X 21,17 49,701 PNM RESOURCES INC COMMON STOCK 69349H107 $ 2,483 119,542 X 17,02,08 119,542 POGO PRODUCING CO. COMMON STOCK 730448107 $ 3,608 73,039 X 23,17,02 73,039 POLYCOM INC COMMON STOCK 73172K104 $ 2,028 90,500 X 17,02 90,500 POLYONE CORPORATION COMMON STOCK 73179P106 $ 2,367 318,188 X 17,08,02 318,188 PORTAL SOFTWARE, INC. COMMON STOCK 736126301 $ 40 11,060 X 17 11,060 PORTFOLIO RECOVERY ASSOC. COMMON STOCK 73640Q105 $ 883 32,031 X 17,24 32,031 PORTFOLIO RECOVERY ASSOC. COMMON STOCK 73640Q105 $ 286 10,366 X 10,366 POSCO - ADR OTHER SECURITY 693483109 $ 586 17,500 X 02 17,500 POST PROPERTIES INC. COMMON STOCK 737464107 $ 233 7,994 X 17 7,994 POTLATCH CORP COMMON STOCK 737628107 $ 2,092 50,249 X 17,02,23 50,249 POWER-ONE INC. COMMON STOCK 739308104 $ 289 26,290 X 21,17 26,290 POWERDSINE COMMON STOCK M41415106 $ 242 20,000 X 20,000 POWERWAVE TECH., INC. COMMON STOCK 739363109 $ 831 107,906 X 17,02 107,906 POWERWAVE TECH., INC. COMMON STOCK 739363109 $ 485 63,020 X 63,020 PPG INDUSTRIES INC COMMON STOCK 693506107 $ 2,138 34,206 X 08,21,17 34,206 PPL CORPORATION COMMON STOCK 69351T106 $ 1,819 39,631 X 21,08,17 39,631 PRAECIS PHARMACEUTICALS COMMON STOCK 739421105 $ 49 12,933 X 17 12,933
Page 37 PRAXAIR INC COMMON STOCK 74005P104 $ 2,955 74,032 X 21,08,17 74,032 PRAXAIR INC COMMON STOCK 74005P104 $ 31,363 785,850 X 785,850 PRECISION CASTPARTS COMMON STOCK 740189105 $ 3,188 58,300 X 17,02 58,300 PRENTISS PROPERTIES COMMON STOCK 740706106 $ 286 8,529 X 17 8,529 PRICE COMMUNICATIONS CORP COMMON STOCK 741437305 $ 154 10,437 X 17 10,437 PRICELINE.COM INC COMMON STOCK 741503403 $ 261 9,683 X 9,683 PRIDE INTERNATIONAL, INC. COMMON STOCK 74153Q102 $ 2,394 139,900 X 08,17,02 139,900 PRIDE INTERNATIONAL, INC. COMMON STOCK 74153Q102 $ 822 48,058 X 48,058 PRIME HOSPITALITY CORP. COMMON STOCK 741917108 $ 138 12,990 X 19,17 12,990 PRIME HOSPITALITY CORP. COMMON STOCK 741917108 $ 514 48,400 X 48,400 PRIMEDIA INC. COMMON STOCK 74157K101 $ 74 26,700 X 17 26,700 PRIMUS TELECOMMUNICATIONS COMMON STOCK 741929103 $ 2,961 582,812 X 17,02 582,812 PRINCIPAL FIN GROUP, INC. COMMON STOCK 74251V102 $ 1,965 56,507 X 21,17 56,507 PRINCIPAL FIN GROUP, INC. COMMON STOCK 74251V102 $ 6,267 180,180 X 180,180 PROASSURANCE CORP. COMMON STOCK 74267C106 $ 838 24,557 X 08,17,19 24,557 PROASSURANCE CORP. COMMON STOCK 74267C106 $ 3,329 97,600 X 97,600 PROCENTURY CORP. COMMON STOCK 74268T108 $ 239 24,601 X 24,601 PROCTER & GAMBLE CO. COMMON STOCK 742718109 $ 28,092 516,016 X 19,08,21,17 516,016 PROGRESS ENERGY INC COMMON STOCK 743263105 $ 1,889 42,877 X 21,17 42,877 PROGRESS SOFTWARE CORP. COMMON STOCK 743312100 $ 932 42,997 X 17,08,23 42,997 PROGRESSIVE CORP-OHIO COMMON STOCK 743315103 $ 3,243 38,021 X 21,17 38,021 PROLOGIS TRUST COMMON STOCK 743410102 $ 1,328 40,351 X 21,08,17 40,351 PROQUEST CO COMMON STOCK 74346P102 $ 1,376 50,504 X 17,08,02 50,504 PROSPERITY BANCSHARES COMMON STOCK 743606105 $ 1,062 43,600 X 17,11 43,600 PROTECTIVE LIFE CORP COMMON STOCK 743674103 $ 2,444 63,200 X 23,08,17,02 63,200 PROTEIN DESIGN LABS COMMON STOCK 74369L103 $ 1,655 86,520 X 17,02 86,520 PROVIDENCE SERVICE CORP COMMON STOCK 743815102 $ 939 49,948 X 49,948 PROVIDENT BANKSHARES COMMON STOCK 743859100 $ 755 26,188 X 17,08 26,188 PROVIDENT BANKSHARES COMMON STOCK 743859100 $ 256 8,878 X 8,878 PROVIDENT FINANCIAL HLDS COMMON STOCK 743868101 $ 362 15,307 X 17,11 15,307 PROVIDENT FINANCIAL GROUP COMMON STOCK 743866105 $ 915 23,200 X 02 23,200 PROVIDENT FINANCIAL SRVS COMMON STOCK 74386T105 $ 216 12,288 X 11,17 12,288 PROVIDIAN FINANCIAL COMMON STOCK 74406A102 $ 742 50,566 X 21,17 50,566 PROVINCE HEALTHCARE COMMON STOCK 743977100 $ 321 18,744 X 17,08 18,744 PRUDENTIAL FINANCIAL, INC COMMON STOCK 744320102 $ 4,393 94,543 X 21,17 94,543 PRUDENTIAL FINANCIAL, INC COMMON STOCK 744320102 $ 8,816 189,719 X 189,719 PS BUSINESS PARKS INC COMMON STOCK 69360J107 $ 203 5,038 X 23,17 5,038 PSS WORLD MEDICAL, INC. COMMON STOCK 69366A100 $ 493 44,038 X 17,08 44,038 PSS WORLD MEDICAL, INC. COMMON STOCK 69366A100 $ 313 27,938 X 27,938 PSYCHIATRIC SOLUTIONS COMMON STOCK 74439H108 $ 1,802 72,300 X 17,02 72,300 PTEK HOLDINGS,INC. COMMON STOCK 69366M104 $ 2,528 219,229 X 17,23,08 219,229 PUBLIC SERVICE ENT COMMON STOCK 744573106 $ 1,630 40,711 X 21,17 40,711 PUBLIC STORAGE INC. COMMON STOCK 74460D109 $ 7,786 169,220 X 169,220 PUGET ENERGY INC. COMMON STOCK 745310102 $ 1,992 90,900 X 17,02 90,900 PULITZER INC. W/I COMMON STOCK 745769109 $ 395 8,072 X 17,08 8,072 PULTE HOMES, INC. COMMON STOCK 745867101 $ 1,368 26,291 X 21,19,17 26,291 QAD INC. COMMON STOCK 74727D108 $ 1,698 160,000 X 160,000 QLOGIC CORP. COMMON STOCK 747277101 $ 445 16,745 X 21,17 16,745 QUALCOMM, INC. COMMON STOCK 747525103 $ 11,238 153,989 X 08,21,17 153,989 QUALCOMM, INC. COMMON STOCK 747525103 $ 16,295 223,280 X 223,280 QUALITY DISTRIBUTION INC. COMMON STOCK 74756M102 $ 1,966 178,220 X 02 178,220 QUANEX CORP COMMON STOCK 747620102 $ 1,164 23,900 X 17,08 23,900
Page 38 QUANTA SERVICES INC. COMMON STOCK 74762E102 $ 2,954 474,868 X 17,02 474,868 QUANTUM CORP-DLT & STORAG COMMON STOCK 747906204 $ 759 244,808 X 17,08,02 244,808 QUANTUM CORP-DLT & STORAG COMMON STOCK 747906204 $ 314 101,319 X 101,319 QUEST DIAGNOSTICS, INC. COMMON STOCK 74834L100 $ 1,545 18,186 X 21,17 18,186 QUESTAR CORPORATION COMMON STOCK 748356102 $ 3,632 94,000 X 19,17,02 94,000 QUESTAR CORPORATION COMMON STOCK 748356102 $ 4,084 105,700 X 105,700 QUICKSILVER RESOURCES INC COMMON STOCK 74837R104 $ 426 6,346 X 6,346 QUIDEL CORP. COMMON STOCK 74838J101 $ 1,410 239,398 X 17,02 239,398 QUIKSILVER, INC. COMMON STOCK 74838C106 $ 652 27,368 X 17,08 27,368 QUINTON CARDIOLOGY SYSTEM COMMON STOCK 748773108 $ 1,219 120,300 X 120,300 QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 $ 1,206 335,853 X 08,21,17 335,853 QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 $ 6,137 1,709,332 X 1,709,332 R & G FIN CORP OTHER SECURITY 749136107 $ 2,280 68,974 X 17,23,08 68,974 R. H. DONNELLEY CORP. COMMON STOCK 74955W307 $ 3,349 76,571 X 17,08,23,11 76,571 R.R. DONNELLEY & SONS CO. COMMON STOCK 257867101 $ 2,337 70,767 X 21,02,17 70,767 R.R. DONNELLEY & SONS CO. COMMON STOCK 257867101 $ 5,602 169,650 X 169,650 RADIAN GROUP INC. COMMON STOCK 750236101 $ 4,081 85,200 X 17,02 85,200 RADIAN GROUP INC. COMMON STOCK 750236101 $ 3,022 63,100 X 63,100 RADIOSHACK CORP COMMON STOCK 750438103 $ 829 28,971 X 21,17 28,971 RADISYS CORP COMMON STOCK 750459109 $ 292 15,700 X 19,17,08 15,700 RADISYS CORP COMMON STOCK 750459109 $ 522 28,100 X 28,100 RADYNE COMSTREAM COMMON STOCK 750611402 $ 1,600 200,000 X 200,000 RAILAMERICA COMMON STOCK 750753105 $ 857 58,667 X 19,17,08 58,667 RAILAMERICA COMMON STOCK 750753105 $ 343 23,500 X 23,500 RAIT INVESTMENT TRUST COMMON STOCK 749227104 $ 1,128 45,768 X 17,08 45,768 RALCORP HOLDINGS INC COMMON STOCK 751028101 $ 1,794 50,953 X 17,08,02 50,953 RALCORP HOLDINGS INC COMMON STOCK 751028101 $ 538 15,292 X 15,292 RANGE RESOURCES CORP. COMMON STOCK 75281A109 $ 224 15,363 X 17 15,363 RAVEN INDUSTRIES INC COMMON STOCK 754212108 $ 1,244 35,000 X 35,000 RAYMOND JAMES FINANCIAL, COMMON STOCK 754730109 $ 1,734 65,570 X 17,02 65,570 RAYONIER, INC. COMMON STOCK 754907103 $ 2,365 53,196 X 23,17,02 53,196 RAYOVAC CORP. COMMON STOCK 755081106 $ 1,539 54,753 X 17,23,08 54,753 RAYTHEON CO. COMMON STOCK 755111507 $ 2,729 76,287 X 08,21,17 76,287 RC2 CORP. COMMON STOCK 749388104 $ 740 20,854 X 23,17,08 20,854 READERS DIGEST COMMON STOCK 755267101 $ 1,706 106,700 X 17,02 106,700 REALNETWORKS INC COMMON STOCK 75605L104 $ 133 19,400 X 17 19,400 REALTY INCOME CORP COMMON STOCK 756109104 $ 300 7,200 X 17 7,200 REDWOOD TRUST INC. COMMON STOCK 758075402 $ 213 3,820 X 17 3,820 REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 $ 388 10,775 X 21,17 10,775 REGAL ENTERTAINMENT GROUP COMMON STOCK 758766109 $ 1,162 64,200 X 64,200 REGAL-BELOIT CORPORATION COMMON STOCK 758750103 $ 404 18,146 X 17,08 18,146 REGIONS FINANCIAL CORP COMMON STOCK 758940100 $ 1,423 38,946 X 21,17 38,946 REGIS CORP. COMMON STOCK 758932107 $ 2,014 45,164 X 23,17,02 45,164 REGIS CORP. COMMON STOCK 758932107 $ 3,558 79,800 X 79,800 REINSURANCE GROUP OF AMER COMMON STOCK 759351109 $ 2,028 49,900 X 49,900 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 $ 1,520 37,700 X 17,08 37,700 RELIANT RESOURCES INC. COMMON STOCK 75952B105 $ 433 40,000 X 40,000 REMEC INC. COMMON STOCK 759543101 $ 1,726 273,037 X 08,17,02 273,037 RENAISSANCERE HOLDINGS OTHER SECURITY G7496G103 $ 22,279 412,950 X 412,950 RENAL CARE GROUP, INC. COMMON STOCK 759930100 $ 2,884 87,050 X 11,17,02 87,050 RENT WAY INC. COMMON STOCK 76009U104 $ 368 40,863 X 17,08 40,863 RENT-A-CENTER, INC. COMMON STOCK 76009N100 $ 3,434 114,732 X 19,23,17,02 114,732
Page 39 REPSOL YPF, S.A. - ADR OTHER SECURITY 76026T205 $ 922 42,170 X 02 42,170 REPUBLIC BANCORP. COMMON STOCK 760282103 $ 1,157 83,248 X 17,08 83,248 REPUBLIC SERVICES INC COMMON STOCK 760759100 $ 4,100 141,660 X 17,02 141,660 RESEARCH IN MOTION LTD OTHER SECURITY 760975102 $ 4,339 63,400 X 63,400 RESMED, INC. COMMON STOCK 761152107 $ 2,614 51,300 X 05 51,300 RESMED, INC. COMMON STOCK 761152107 $ 4,795 94,100 X 94,100 RESPIRONICS INC. COMMON STOCK 761230101 $ 2,541 43,250 X 23,11 43,250 RETEK, INC. COMMON STOCK 76128Q109 $ 384 62,460 X 17,02 62,460 RETEK, INC. COMMON STOCK 76128Q109 $ 261 42,439 X 42,439 REVLON INC CLASS A COMMON STOCK 761525500 $ 192 65,126 X 17,08 65,126 REYNOLDS & REYNOLDS COMMON STOCK 761695105 $ 1,388 60,000 X 17,02 60,000 RF MICRO DEVICES INC COMMON STOCK 749941100 $ 1,588 211,796 X 17,02 211,796 RICHARDSON ELECTRONICS COMMON STOCK 763165107 $ 419 37,800 X 37,800 RIGEL PHARMACEUTICALS COMMON STOCK 766559603 $ 182 12,833 X 17,08 12,833 RITCHIE BROS. AUCTIONEERS OTHER SECURITY 767744105 $ 3,825 131,400 X 02,11 131,400 RJ REYNOLDS TOBACCO HLDGS COMMON STOCK 76182K105 $ 1,135 16,795 X 21,17 16,795 RLI CORP. COMMON STOCK 749607107 $ 469 12,846 X 17,08 12,846 ROBERT HALF INTL COMMON STOCK 770323103 $ 899 30,206 X 21,17 30,206 ROBERT MONDAVI CORP. COMMON STOCK 609200100 $ 3,119 84,251 X 17,05 84,251 ROCK-TENN CO. COMMON STOCK 772739207 $ 270 15,900 X 17,08 15,900 ROCK-TENN CO. COMMON STOCK 772739207 $ 401 23,680 X 23,680 ROCKWELL AUTOMATION, INC. COMMON STOCK 773903109 $ 1,233 32,876 X 21,17 32,876 ROCKWELL COLLINS, INC. COMMON STOCK 774341101 $ 1,051 31,555 X 21,17 31,555 ROCKWELL COLLINS, INC. COMMON STOCK 774341101 $ 6,082 182,520 X 182,520 ROFIN-SINAR TECHNOLGIES COMMON STOCK 775043102 $ 1,777 70,000 X 70,000 ROGERS CORP COMMON STOCK 775133101 $ 239 3,423 X 17 3,423 ROHM & HAAS CO. COMMON STOCK 775371107 $ 1,891 45,477 X 21,08,17 45,477 ROLLINS INC COMMON STOCK 775711104 $ 1,047 45,484 X 17,02 45,484 ROPER INDUSTRIES INC. COMMON STOCK 776696106 $ 1,656 29,100 X 11 29,100 ROSS STORES, INC. COMMON STOCK 778296103 $ 3,691 137,940 X 08,17,02 137,940 ROWAN COS. INC. COMMON STOCK 779382100 $ 805 33,086 X 21,08,17 33,086 ROYAL BANCSHARES OF PENN COMMON STOCK 780081105 $ 895 36,100 X 36,100 ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 $ 30,100 693,388 X 693,388 ROYAL DUTCH PETRO ADR OTHER SECURITY 780257804 $ 212 4,100 X 4,100 RPC, INC. COMMON STOCK 749660106 $ 388 24,564 X 23,17,08 24,564 RPM INC-OHIO COMMON STOCK 749685103 $ 1,614 106,200 X 17,02 106,200 RSA SECURITY INC. COMMON STOCK 749719100 $ 1,446 70,630 X 17,02 70,630 RSA SECURITY INC. COMMON STOCK 749719100 $ 287 14,030 X 14,030 RTI INTERNATIONAL METALS COMMON STOCK 74973W107 $ 558 35,000 X 35,000 RUBY TUESDAY INC. COMMON STOCK 781182100 $ 2,756 100,400 X 19,17,11,02 100,400 RUBY TUESDAY INC. COMMON STOCK 781182100 $ 3,096 112,800 X 112,800 RUDDICK CORP. COMMON STOCK 781258108 $ 1,107 49,289 X 17,02 49,289 RYAN'S RESTAURANT GROUP COMMON STOCK 783520109 $ 236 14,929 X 08,17 14,929 RYDER SYSTEM, INC. COMMON STOCK 783549108 $ 433 10,805 X 21,17 10,805 RYDER SYSTEM, INC. COMMON STOCK 783549108 $ 7,817 195,093 X 195,093 RYERSON TULL INC COMMON STOCK 78375P107 $ 532 33,474 X 17,08 33,474 RYLAND GROUP INC COMMON STOCK 783764103 $ 1,728 22,100 X 23,17,02 22,100 S1 CORPORATION COMMON STOCK 78463B101 $ 146 14,678 X 17 14,678 S1 CORPORATION COMMON STOCK 78463B101 $ 290 29,200 X 29,200 SABRE HOLDINGS, INC. COMMON STOCK 785905100 $ 996 35,941 X 21,02,17 35,941 SABRE HOLDINGS, INC. COMMON STOCK 785905100 $ 973 35,100 X 35,100 SAFECO CORP. COMMON STOCK 786429100 $ 1,093 24,851 X 21,17 24,851
Page 40 SAFEGUARD SCIENTIFICS, IN COMMON STOCK 786449108 $ 192 83,523 X 17,08 83,523 SAFENET INC. STOCK COMMON STOCK 78645R107 $ 3,843 138,835 X 17,08,24,02 138,835 SAFEWAY INC. COMMON STOCK 786514208 $ 1,877 74,082 X 21,17 74,082 SAFEWAY INC. COMMON STOCK 786514208 $ 2,139 84,400 X 84,400 SAKS INCORPORATED COMMON STOCK 79377W108 $ 1,941 129,400 X 17,02 129,400 SANDERSON FARMS INC. COMMON STOCK 800013104 $ 742 13,841 X 17,23 13,841 SANDISK CORP COMMON STOCK 80004C101 $ 3,418 157,600 X 19,17,02 157,600 SANMINA CORP. COMMON STOCK 800907107 $ 2,392 262,839 X 21,17,02 262,839 SAP AG - SPONSORED ADR OTHER SECURITY 803054204 $ 23,602 564,510 X 564,510 SAPIENT CORPORATION COMMON STOCK 803062108 $ 93 15,462 X 17 15,462 SAPPI LTD - ADR OTHER SECURITY 803069202 $ 333 21,671 X 21,671 SARA LEE, CORP. COMMON STOCK 803111103 $ 3,520 153,128 X 19,21,17 153,128 SAUER, INC. COMMON STOCK 804137107 $ 258 15,093 X 17,08 15,093 SAUL CENTERS INC COMMON STOCK 804395101 $ 913 28,445 X 17,08 28,445 SAVIENT PHARMACEUTICALS COMMON STOCK 80517Q100 $ 1,545 622,800 X 02 622,800 SBA COMMUNICATIONS CORP. COMMON STOCK 78388J106 $ 62 14,000 X 17 14,000 SBC COMM, INC. COMMON STOCK 78387G103 $ 15,660 645,776 X 19,08,21,17 645,776 SBC COMM, INC. COMMON STOCK 78387G103 $ 5,240 216,065 X 216,065 SBS TECHNOLOGIES INC. COMMON STOCK 78387P103 $ 1,607 100,000 X 100,000 SCANA CORP COMMON STOCK 80589M102 $ 3,789 104,179 X 08,17,02 104,179 SCANSOFT INC. COMMON STOCK 80603P107 $ 83 16,742 X 17 16,742 SCHERING-PLOUGH CORP. COMMON STOCK 806605101 $ 4,811 260,327 X 21,17 260,327 SCHERING-PLOUGH CORP. COMMON STOCK 806605101 $ 3,643 197,150 X 197,150 SCHLUMBERGER LTD. COMMON STOCK 806857108 $ 6,533 102,858 X 21,17 102,858 SCHLUMBERGER LTD. COMMON STOCK 806857108 $ 26,242 413,190 X 413,190 SCHNITZER STEEL IND. COMMON STOCK 806882106 $ 420 12,379 X 17,08 12,379 SCHNITZER STEEL IND. COMMON STOCK 806882106 $ 220 6,476 X 6,476 SCHOLASTIC CORP COMMON STOCK 807066105 $ 1,240 41,400 X 17,02 41,400 SCHOOL SPECIALTY INC. COMMON STOCK 807863105 $ 1,246 34,327 X 08,17,11 34,327 SCHULMAN INC COMMON STOCK 808194104 $ 2,090 97,273 X 17,02 97,273 SCHWEITZER MAUDUIT INTL COMMON STOCK 808541106 $ 951 31,042 X 17,08 31,042 SCICLONE PHARMACEUTICALS COMMON STOCK 80862K104 $ 80 15,600 X 19,17 15,600 SCICLONE PHARMACEUTICALS COMMON STOCK 80862K104 $ 321 62,800 X 62,800 SCIENTIFIC GAMES COMMON STOCK 80874P109 $ 233 12,188 X 17 12,188 SCIENTIFIC-ATLANTA, INC. COMMON STOCK 808655104 $ 932 27,016 X 21,17 27,016 SCOTTISH HOLDINGS COMMON STOCK G7885T104 $ 2,223 95,600 X 19,02 95,600 SCP POOL CORP. COMMON STOCK 784028102 $ 341 7,568 X 17 7,568 SCRIPPS CO COMMON STOCK 811054204 $ 536 5,100 X 08 5,100 SCRIPPS CO COMMON STOCK 811054204 $ 2,951 28,100 X 28,100 SCS TRANSPORTATION COMMON STOCK 81111T102 $ 906 34,325 X 19,17,08 34,325 SCS TRANSPORTATION COMMON STOCK 81111T102 $ 934 35,400 X 35,400 SEACOAST FINL SERVICES COMMON STOCK 81170Q106 $ 230 6,648 X 17 6,648 SEACOR HOLDINGS, INC. COMMON STOCK 811904101 $ 295 6,707 X 23,17 6,707 SEALED AIR CORP. COMMON STOCK 81211K100 $ 794 14,897 X 21,17 14,897 SEARS ROEBUCK & CO. COMMON STOCK 812387108 $ 1,667 44,146 X 19,21,17 44,146 SECOND BANCORP INC COMMON STOCK 813114105 $ 372 11,900 X 17,08 11,900 SECURE COMPUTING CORP. COMMON STOCK 813705100 $ 806 69,150 X 17,08,24 69,150 SECURE COMPUTING CORP. COMMON STOCK 813705100 $ 398 34,179 X 34,179 SECURITY BANK CORP COMMON STOCK 814047106 $ 202 5,817 X 17,19 5,817 SEI CORP COMMON STOCK 784117103 $ 2,769 95,340 X 17,02 95,340 SELECT COMFORT CORP. COMMON STOCK 81616X103 $ 214 7,551 X 17 7,551 SELECT MEDICAL CORP. COMMON STOCK 816196109 $ 375 27,924 X 23,17 27,924
Page 41 SELECTIVE INSURANCE GROUP COMMON STOCK 816300107 $ 1,028 25,766 X 17,08 25,766 SEMICONDUCTOR CORP. COMMON STOCK 682189105 $ 384 76,583 X 23,17,08 76,583 SEMPRA ENERGY COMMON STOCK 816851109 $ 1,466 42,588 X 19,21,17 42,588 SEMTECH CORP. COMMON STOCK 816850101 $ 1,625 69,030 X 17,02 69,030 SEMTECH CORP. COMMON STOCK 816850101 $ 2,243 95,300 X 95,300 SENIOR HOUSING PROP COMMON STOCK 81721M109 $ 1,082 64,426 X 17,08 64,426 SENSIENT TECHNOLOGIES COMMON STOCK 81725T100 $ 1,268 59,034 X 08,17,02 59,034 SEPRACOR, INC. COMMON STOCK 817315104 $ 4,597 86,900 X 08 ,17,02 86,900 SEPRACOR, INC. COMMON STOCK 817315104 $ 994 18,790 X 18,790 SEQUA CORP CLASS A COMMON STOCK 817320104 $ 567 9,701 X 17,02 9,701 SERVICE CORP INT'L COMMON STOCK 817565104 $ 244 33,100 X 33,100 SFBC INTERNATIONAL, INC. COMMON STOCK 784121105 $ 1,595 50,900 X 17,24 50,900 SHAW GROUP INC COMMON STOCK 820280105 $ 3,279 323,700 X 17,02 323,700 SHERWIN-WILLIAMS CO COMMON STOCK 824348106 $ 1,059 25,486 X 21,17 25,486 SHIRE PHARMACEUTICALS ADR OTHER SECURITY 82481R106 $ 278 10,386 X 10,386 SHOPKO STORES, INC. COMMON STOCK 824911101 $ 970 68,600 X 17,19,08 68,600 SHOPKO STORES, INC. COMMON STOCK 824911101 $ 1,839 130,040 X 130,040 SHUFFLE MASTER INC COMMON STOCK 825549108 $ 1,896 52,226 X 17,02 52,226 SI INTERNATIONAL COMMON STOCK 78427V102 $ 215 10,550 X 17,23 10,550 SIEBEL SYSTEMS, INC. COMMON STOCK 826170102 $ 955 89,403 X 21,17 89,403 SIERRA HEALTH SERVICES, I COMMON STOCK 826322109 $ 1,683 37,649 X 08,17,23 37,649 SIERRA PACIFIC RES. COMMON STOCK 826428104 $ 2,346 304,304 X 17,02 ,08 304,304 SIERRA PACIFIC RES. COMMON STOCK 826428104 $ 81 10,500 X 10,500 SIERRA WIRELESS INC. OTHER SECURITY 826516106 $ 1,955 52,800 X 24 52,800 SIGMA-ALDRICH CORP. COMMON STOCK 826552101 $ 812 13,625 X 21,17 13,625 SIGMA-ALDRICH CORP. COMMON STOCK 826552101 $ 3,073 51,550 X 51,550 SIGMATEL, INC. COMMON STOCK 82661W107 $ 4,717 162,320 X 17,05 162,320 SIGMATEL, INC. COMMON STOCK 82661W107 $ 1,322 45,500 X 45,500 SIGNATURE BANK COMMON STOCK 82669G104 $ 362 15,247 X 15,247 SILGAN HOLDINGS COMMON STOCK 827048109 $ 1,823 45,231 X 17,23,08 45,231 SILICON GRAPHICS COMMON STOCK 827056102 $ 363 165,167 X 17,08 165,167 SILICON IMAGE INC. COMMON STOCK 82705T102 $ 1,691 128,803 X 17,24 128,803 SILICON LABORATORIES COMMON STOCK 826919102 $ 2,213 47,740 X 17,02 47,740 SILICON STORAGE TECH. COMMON STOCK 827057100 $ 343 33,284 X 17,08 33,284 SILICON VALLEY BANCSHARES COMMON STOCK 827064106 $ 1,969 49,648 X 17,08,02 49,648 SILICON VALLEY BANCSHARES COMMON STOCK 827064106 $ 234 5,901 X 5,901 SIMMONS 1ST NATIONAL CORP COMMON STOCK 828730200 $ 258 9,900 X 17,08 9,900 SIMON PROPERTY GROUP INC. COMMON STOCK 828806109 $ 1,808 35,161 X 21,17 35,161 SIMPSON MANUFACTURING COMMON STOCK 829073105 $ 1,959 34,900 X 17,11 34,900 SINA CORP OTHER SECURITY G81477104 $ 2,181 66,100 X 05 66,100 SINCLAIR BROADCAST GROUP COMMON STOCK 829226109 $ 151 14,668 X 08,17 14,668 SINCLAIR BROADCAST GROUP COMMON STOCK 829226109 $ 225 21,899 X 21,899 SIPEX CORPORATION COMMON STOCK 829909100 $ 64 11,200 X 19,17 11,200 SIPEX CORPORATION COMMON STOCK 829909100 $ 402 70,600 X 70,600 SIRENZA MICRODEVICES INC COMMON STOCK 82966T106 $ 168 40,000 X 40,000 SIX FLAGS INC. COMMON STOCK 83001P109 $ 2,575 354,700 X 17,08,02 354,700 SKY FINANCIAL GROUP, INC. COMMON STOCK 83080P103 $ 282 11,400 X 19 11,400 SKY FINANCIAL GROUP, INC. COMMON STOCK 83080P103 $ 2,389 96,600 X 96,600 SKYWEST INC. COMMON STOCK 830879102 $ 1,772 101,773 X 17,23,19,08 101,773 SKYWEST INC. COMMON STOCK 830879102 $ 3,867 222,130 X 222,130 SKYWORKS SOLUTIONS, INC. COMMON STOCK 83088M102 $ 549 62,867 X 08,17 62,867 SLM CORP. COMMON STOCK 78442P106 $ 3,196 79,022 X 21,17 79,022
Page 42 SMART & FINAL, INC. COMMON STOCK 831683107 $ 369 30,674 X 17,23,08 30,674 SMITH (A.O.) CORP. COMMON STOCK 831865209 $ 485 15,248 X 17,08 15,248 SMITH INTERNATIONAL COMMON STOCK 832110100 $ 5,376 96,420 X 17,02 96,420 SMITHFIELD FOODS INC COMMON STOCK 832248108 $ 3,014 102,500 X 17,02 102,500 SMITHFIELD FOODS INC COMMON STOCK 832248108 $ 3,414 116,110 X 116,110 SMUCKERS COMMON STOCK 832696405 $ 2,523 54,964 X 08,17,02 54,964 SNAP-ON INC COMMON STOCK 833034101 $ 677 20,170 X 21,19,17 20,170 SNAP-ON INC COMMON STOCK 833034101 $ 2,067 61,600 X 61,600 SOHU.COM, INC. COMMON STOCK 83408W103 $ 3,126 157,261 X 17,24,05 157,261 SOLA INTERNATIONAL, INC. COMMON STOCK 834092108 $ 653 37,903 X 23,17,08 37,903 SOLECTRON CORP. COMMON STOCK 834182107 $ 993 153,476 X 21,17 153,476 SONIC AUTOMOTIVE, INC. COMMON STOCK 83545G102 $ 247 11,152 X 17,08 11,152 SONIC CORP. COMMON STOCK 835451105 $ 296 13,031 X 17 13,031 SONIC INNOVATIONS INC COMMON STOCK 83545M109 $ 479 84,300 X 17,24 84,300 SONICWALL, INC. COMMON STOCK 835470105 $ 121 14,026 X 17 14,026 SONOCO PRODUCTS CO. COMMON STOCK 835495102 $ 2,275 89,200 X 17,02 89,200 SONUS NETWORKS, INC. COMMON STOCK 835916107 $ 213 44,590 X 17 44,590 SOTHEBYS HOLDINGS COMMON STOCK 835898107 $ 1,790 112,178 X 17,02 112,178 SOURCECORP, INC. COMMON STOCK 836167106 $ 328 11,933 X 19,17,23 11,933 SOURCECORP, INC. COMMON STOCK 836167106 $ 608 22,100 X 22,100 SOUTH JERSEY INDUSTRIES, COMMON STOCK 838518108 $ 1,025 23,302 X 17,08 23,302 SOUTHERN COMPANY COMMON STOCK 842587107 $ 3,747 128,549 X 21,17 128,549 SOUTHERN UNION CO. COMMON STOCK 844030106 $ 1,574 74,665 X 17,08 74,665 SOUTHSIDE BANCSHARES COMMON STOCK 84470P109 $ 201 9,585 X 17,08 9,585 SOUTHTRUST CORP. COMMON STOCK 844730101 $ 2,265 58,352 X 08 ,17,21,17 58,352 SOUTHWEST AIRLINES COMMON STOCK 844741108 $ 2,356 140,476 X 21,17 140,476 SOUTHWEST AIRLINES COMMON STOCK 844741108 $ 25,808 1,538,910 X 1,538,910 SOUTHWEST BANCORP COMMON STOCK 844767103 $ 245 13,400 X 17,19,08 13,400 SOUTHWEST BANCORP COMMON STOCK 844767103 $ 923 50,600 X 50,600 SOUTHWEST BANCORP COMMON STOCK 84476R109 $ 5,343 121,091 X 17,05 ,02 121,091 SOUTHWEST GAS CORP. COMMON STOCK 844895102 $ 1,127 46,706 X 17,08 46,706 SOUTHWESTERN ENERGY CO. COMMON STOCK 845467109 $ 3,071 107,122 X 17,19,08 107,122 SOVEREIGN BANK COMMON STOCK 845905108 $ 6,149 278,240 X 17,02 278,240 SPHERION CORP COMMON STOCK 848420105 $ 655 64,623 X 17,08 64,623 SPORTS AUTHORITY INC- NEW COMMON STOCK 84917U109 $ 322 8,980 X 17,08 8,980 SPORTSMAN'S GUIDE, INC. COMMON STOCK 848907200 $ 1,872 80,000 X 80,000 SPRINT CORP COMMON STOCK 852061100 $ 5,275 299,742 X 19,08 ,21,17 299,742 SPRINT CORP COMMON STOCK 852061100 $ 23,275 1,322,457 X 1,322,457 SPX CORP. COMMON STOCK 784635104 $ 3,303 71,120 X 08 ,17,02 71,120 SPX CORP. COMMON STOCK 784635104 $ 3,390 73,000 X 73,000 SS&C TECHNOLOGIES, INC. COMMON STOCK 85227Q100 $ 627 33,550 X 33,550 ST MARY LAND & EXPL CO. COMMON STOCK 792228108 $ 2,282 64,018 X 17,11 64,018 ST. JUDE MEDICAL, INC. COMMON STOCK 790849103 $ 2,240 29,611 X 21,17 29,611 ST. JUDE MEDICAL, INC. COMMON STOCK 790849103 $ 19,086 252,290 X 252,290 ST. PAUL COS. COMMON STOCK 792860108 $ 5,760 142,090 X 19,08 ,21,17 142,090 STAGE STORES, INC. COMMON STOCK 85254C305 $ 1,596 42,387 X 17,08,23 42,387 STANCORP FINANCIAL GROUP COMMON STOCK 852891100 $ 1,946 29,045 X 23,17,02 29,045 STANDARD COMMERCIAL CORP COMMON STOCK 853258101 $ 365 20,200 X 17,19,08 20,200 STANDARD COMMERCIAL CORP COMMON STOCK 853258101 $ 276 15,300 X 15,300 STANDARD MICROSYSTEMS COMMON STOCK 853626109 $ 555 23,794 X 17,08,23 23,794 STANDARD PACIFIC CORP. COMMON STOCK 85375C101 $ 276 5,600 X 19 5,600 STANDARD PACIFIC CORP. COMMON STOCK 85375C101 $ 1,701 34,500 X 34,500
Page 43 STANLEY FURNITURE CO. COMMON STOCK 854305208 $ 382 9,070 X 17,23 9,070 STAPLES INC. COMMON STOCK 855030102 $ 3,319 113,234 X 21,22,17 113,234 STAPLES INC. COMMON STOCK 855030102 $ 9,030 308,090 X 308,090 STARBUCKS CORP COMMON STOCK 855244109 $ 3,190 73,362 X 21,17 73,362 STARBUCKS CORP COMMON STOCK 855244109 $ 213 4,900 X 4,900 STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 $ 2,471 55,087 X 08 ,21,22,17 55,087 STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 $ 38,147 850,551 X 850,551 STATE AUTO FINANCIAL CORP COMMON STOCK 855707105 $ 323 10,500 X 17,08 10,500 STATE FINANCIAL SERVICES COMMON STOCK 856855101 $ 374 12,600 X 17,08 12,600 STATE STREET CORP. COMMON STOCK 857477103 $ 2,922 59,577 X 21,17 59,577 STATION CASINOS INC. COMMON STOCK 857689103 $ 3,711 76,680 X 76,680 STEEL DYNAMICS, INC. COMMON STOCK 858119100 $ 1,599 55,847 X 17,08 55,847 STEEL TECHNOLOGIES, INC COMMON STOCK 858147101 $ 496 22,468 X 17,23 22,468 STEIN MART, INC. COMMON STOCK 858375108 $ 456 28,015 X 17,23 28,015 STEINWAY MUSICAL COMMON STOCK 858495104 $ 742 21,144 X 17,23,08 21,144 STERICYCLE INC COMMON STOCK 858912108 $ 6,407 123,830 X 17,02 ,05 123,830 STERICYCLE INC COMMON STOCK 858912108 $ 3,314 64,050 X 64,050 STERIS CORP. COMMON STOCK 859152100 $ 2,628 116,480 X 08,17,19,02 116,480 STERIS CORP. COMMON STOCK 859152100 $ 4,144 183,700 X 183,700 STERLING FINANCIAL CORP. COMMON STOCK 859317109 $ 533 20,462 X 17,08 20,462 STERLING FINANCIAL CORP. COMMON STOCK 859319105 $ 1,562 49,014 X 23,17,08 49,014 STEWART ENTERPRISES INC COMMON STOCK 860370105 $ 1,524 187,164 X 17,08 187,164 STEWART INFO SERVICES CRP COMMON STOCK 860372101 $ 1,218 36,062 X 17,08 36,062 STILLWATER MINING COMMON STOCK 86074Q102 $ 520 34,675 X 17,19 34,675 STILLWATER MINING COMMON STOCK 86074Q102 $ 2,736 182,300 X 182,300 STONE ENERGY CORP COMMON STOCK 861642106 $ 1,116 24,441 X 17,08 24,441 STONERIDGE INC COMMON STOCK 86183P102 $ 806 47,415 X 17,23,08 47,415 STORAGE TECHNOLOGY COMMON STOCK 862111200 $ 2,941 101,400 X 17,02 101,400 STRATASYS, INC. COMMON STOCK 862685104 $ 889 35,920 X 35,920 STRATEX NETWORKS INC. COMMON STOCK 86279T109 $ 61 20,660 X 17 20,660 STRYKER CORP. COMMON STOCK 863667101 $ 3,887 70,677 X 21,17 70,677 STRYKER CORP. COMMON STOCK 863667101 $ 2,037 37,030 X 37,030 SUMMIT BANCSHARES, INC COMMON STOCK 866011109 $ 256 8,800 X 08 8,800 SUN COMMUNITIES COMMON STOCK 866674104 $ 977 25,938 X 17,08 25,938 SUN MICROSYSTEMS, INC. COMMON STOCK 866810104 $ 2,461 567,138 X 21,17 567,138 SUNGARD DATA SYSTEMS COMMON STOCK 867363103 $ 1,660 63,851 X 21,08 ,17 63,851 SUNOCO INC COMMON STOCK 86764P109 $ 856 13,460 X 21,17 13,460 SUNOCO INC COMMON STOCK 86764P109 $ 25,779 405,200 X 405,200 SUNOPTA INC COMMON STOCK 8676EP108 $ 1,708 200,000 X 200,000 SUNSET FINANCIAL COMMON STOCK 867708109 $ 444 43,407 X 43,407 SUNTRUST BANKS INC COMMON STOCK 867914103 $ 3,999 61,526 X 19,08 ,21,17 61,526 SUPERGEN INC COMMON STOCK 868059106 $ 74 11,494 X 19,17 11,494 SUPERGEN INC COMMON STOCK 868059106 $ 237 36,800 X 36,800 SUPERIOR ENERGY COMMON STOCK 868157108 $ 121 12,084 X 17 12,084 SUPERIOR INDUSTRIES INC COMMON STOCK 868168105 $ 1,301 38,884 X 17,08,02 38,884 SUPERVALU INC COMMON STOCK 868536103 $ 855 27,931 X 21,19,17 27,931 SUPERVALU INC COMMON STOCK 868536103 $ 7,320 239,129 X 239,129 SUPPORTSOFT INC. COMMON STOCK 868587106 $ 878 101,100 X 17,24 101,100 SUSQUEHANNA BANCSHARES COMMON STOCK 869099101 $ 269 10,685 X 17 10,685 SWIFT ENERGY CO COMMON STOCK 870738101 $ 1,249 56,600 X 19,17,08,11 56,600 SWIFT ENERGY CO COMMON STOCK 870738101 $ 611 27,700 X 27,700 SWIFT TRANS CO COMMON STOCK 870756103 $ 3,998 222,710 X 17,02 222,710
Page 44 SYBASE, INC. COMMON STOCK 871130100 $ 2,206 122,536 X 23,17,02 122,536 SYBRON DENTAL SPECIALTIES COMMON STOCK 871142105 $ 996 33,361 X 17,23 33,361 SYCAMORE NETWORKS, INC. COMMON STOCK 871206108 $ 281 66,418 X 08,17 66,418 SYKES ENTERPRISES INC COMMON STOCK 871237103 $ 174 23,007 X 17,08 23,007 SYMANTEC CORP. COMMON STOCK 871503108 $ 2,319 52,962 X 21,17 52,962 SYMANTEC CORP. COMMON STOCK 871503108 $ 3,884 88,720 X 88,720 SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 $ 602 40,836 X 21,17 40,836 SYNAPTICS, INC. COMMON STOCK 87157D109 $ 2,920 152,457 X 17,02,24 152,457 SYNOPSYS, INC. COMMON STOCK 871607107 $ 4,066 143,020 X 17,02 143,020 SYNOVUS COMMON STOCK 87161C105 $ 1,307 51,617 X 21,17 51,617 SYPRIS SOLUTIONS, INC. COMMON STOCK 871655106 $ 271 14,100 X 17,08 14,100 SYSCO CORP. COMMON STOCK 871829107 $ 4,180 116,533 X 08,21,17 116,533 SYSTEMAX INC. COMMON STOCK 871851101 $ 154 23,000 X 08 23,000 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 $ 1,209 23,991 X 21,17 23,991 TAKE-TWO INTERACTIVE COMMON STOCK 874054109 $ 4,220 137,744 X 17,08,05 137,744 TALBOTS, INC. COMMON STOCK 874161102 $ 274 7,000 X 19 7,000 TALBOTS, INC. COMMON STOCK 874161102 $ 3,322 84,850 X 84,850 TALK AMERICA HOLDINGS INC COMMON STOCK 87426R202 $ 724 94,417 X 17,08,23 94,417 TANGER FACTORY OUTLET CTR COMMON STOCK 875465106 $ 565 14,461 X 17,08 14,461 TARGET CORP. COMMON STOCK 87612E106 $ 8,264 194,588 X 22,08,21,17 194,588 TARGET CORP. COMMON STOCK 87612E106 $ 49,886 1,174,615 X 1,174,615 TARO PHARMACEUTICAL IND OTHER SECURITY M8737E108 $ 2,449 56,300 X 11 56,300 TASER INTERNATIONAL COMMON STOCK 87651B104 $ 221 5,100 X 17 5,100 TAUBMAN CENTERS (SHORT) COMMON STOCK 876664103 $ 629 27,464 X 17,08 27,464 TAUBMAN CENTERS (SHORT) COMMON STOCK 876664103 $ 236 10,310 X 10,310 TAYLOR CAPITAL GROUP INC. COMMON STOCK 876851106 $ 231 10,600 X 17,08 10,600 TCF FINANCIAL CORP COMMON STOCK 872275102 $ 3,773 65,000 X 17,02 65,000 TECH DATA CORP. COMMON STOCK 878237106 $ 2,234 57,100 X 23,17,02 57,100 TECHNE CORP COMMON STOCK 878377100 $ 902 20,758 X 17,23 20,758 TECHNE CORP COMMON STOCK 878377100 $ 3,980 91,600 X 91,600 TECHNOLOGY INV. CAP CORP. COMMON STOCK 878717305 $ 593 43,910 X 08 43,910 TECO ENERGY INC COMMON STOCK 872375100 $ 395 32,981 X 21,17 32,981 TECUMSEH PRODUCTS CO. COMMON STOCK 878895200 $ 1,214 29,485 X 17,08,02 29,485 TEKELEC COMMON STOCK 879101103 $ 1,264 69,586 X 17,05 69,586 TEKELEC COMMON STOCK 879101103 $ 183 10,084 X 10,084 TEKTRONIX INC. COMMON STOCK 879131100 $ 507 14,895 X 21,17 14,895 TELEBRAS-SPON ADR PFD OTHER SECURITY 879287308 $ 618 21,211 X 02 21,211 TELECOM. SYSTEMS COMMON STOCK 87929J103 $ 158 27,800 X 19 27,800 TELEDYNE TECH. COMMON STOCK 879360105 $ 276 13,800 X 13,800 TELEFLEX, INC. COMMON STOCK 879369106 $ 2,368 47,220 X 19,17,02 47,220 TELEFLEX, INC. COMMON STOCK 879369106 $ 3,872 77,200 X 77,200 TELEFONOS DE MEXICO - ADR OTHER SECURITY 879403780 $ 573 17,216 X 02 17,216 TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 $ 3,731 52,400 X 17,02 52,400 TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 $ 4,356 61,173 X 61,173 TELETECH HOLDINGS, INC. COMMON STOCK 879939106 $ 396 45,111 X 17,08 45,111 TELIK INC. COMMON STOCK 87959M109 $ 1,568 65,691 X 17,08,02 65,691 TELLABS, INC. COMMON STOCK 879664100 $ 1,019 116,552 X 21,08,17 116,552 TEMPLE-INLAND, INC. COMMON STOCK 879868107 $ 669 9,655 X 21,17 9,655 TENET HEALTHCARE CORP. COMMON STOCK 88033G100 $ 1,099 81,987 X 21,17 81,987 TENNECO AUTOMOTIVE INC. COMMON STOCK 880349105 $ 1,804 136,366 X 17,23,08 136,366 TERADYNE INC. COMMON STOCK 880770102 $ 754 33,201 X 21,17 33,201 TERADYNE INC. COMMON STOCK 880770102 $ 949 41,800 X 41,800
Page 45 TERAYON COMM. COMMON STOCK 880775101 $ 105 44,824 X 17,08 44,824 TEREX CORP. COMMON STOCK 880779103 $ 4,348 127,393 X 19,17,08,11,02 127,393 TEREX CORP. COMMON STOCK 880779103 $ 4,227 123,850 X 123,850 TERREMARK WORLDWIDE COMMON STOCK 881448104 $ 40 46,900 X 17 46,900 TESORO PETROLEUM CORP. COMMON STOCK 881609101 $ 2,601 94,256 X 17,23,08 94,256 TESSERA TECHNOLOGIES COMMON STOCK 88164L100 $ 1,099 61,000 X 17,24 61,000 TESSERA TECHNOLOGIES COMMON STOCK 88164L100 $ 2,077 115,261 X 115,261 TETRA TECH, INC. COMMON STOCK 88162G103 $ 766 46,954 X 17,02,08 46,954 TETRA TECH, INC. COMMON STOCK 88162G103 $ 385 23,561 X 23,561 TEVA PHARMACEUTICAL-ADR OTHER SECURITY 881624209 $ 1,486 22,088 X 22 22,088 TEVA PHARMACEUTICAL-ADR OTHER SECURITY 881624209 $ 29,886 444,143 X 444,143 TEXAS CAPITAL COMMON STOCK 88224Q107 $ 1,806 108,800 X 17,02 108,800 TEXAS INDUSTRIES INC COMMON STOCK 882491103 $ 868 21,088 X 17,08 21,088 TEXAS INSTRUMENTS, INC. COMMON STOCK 882508104 $ 8,393 347,112 X 22,21,17 347,112 TEXAS INSTRUMENTS, INC. COMMON STOCK 882508104 $ 6,304 260,732 X 260,732 TEXAS REGIONAL BANCSHARES COMMON STOCK 882673106 $ 3,618 78,811 X 17,19,11 78,811 TEXAS REGIONAL BANCSHARES COMMON STOCK 882673106 $ 4,848 105,600 X 105,600 TEXTRON INC COMMON STOCK 883203101 $ 1,593 26,846 X 19,21,17 26,846 THE BANCORP BANK COMMON STOCK 05969F104 $ 243 13,713 X 13,713 THE BOEING COMPANY COMMON STOCK 097023105 $ 7,793 152,533 X 21,17 152,533 THE CHEESECAKE FACTORY COMMON STOCK 163072101 $ 1,886 47,400 X 17,02 47,400 THE GEO GROUP INC. COMMON STOCK 36159R103 $ 282 13,800 X 17,08 13,800 THE HOME DEPOT, INC. COMMON STOCK 437076102 $ 15,701 446,049 X 08,21,17 446,049 THE HOME DEPOT, INC. COMMON STOCK 437076102 $ 30,894 877,682 X 877,682 THE INTERPUBLIC GROUP COMMON STOCK 460690100 $ 981 71,478 X 21,17 71,478 THE INTERPUBLIC GROUP COMMON STOCK 460690100 $ 306 22,300 X 22,300 THE MEDICINES COMPANY COMMON STOCK 584688105 $ 308 10,097 X 17 10,097 THE SCOTTS COMPANY COMMON STOCK 810186106 $ 1,907 29,860 X 17,02 29,860 THE SOUTH FINANCIAL GROUP COMMON STOCK 837841105 $ 599 21,130 X 21,130 THE STANLEY WORKS COMMON STOCK 854616109 $ 1,711 37,545 X 21,17,23 37,545 THERMO ELECTRON CORP. COMMON STOCK 883556102 $ 906 29,476 X 21,17 29,476 THERMO ELECTRON CORP. COMMON STOCK 883556102 $ 7,500 243,970 X 243,970 THERMOGENESIS CORP. COMMON STOCK 883623209 $ 152 32,200 X 17,19 32,200 THERMOGENESIS CORP. COMMON STOCK 883623209 $ 1,656 350,000 X 350,000 THOMAS & BETTS CORP COMMON STOCK 884315102 $ 583 21,423 X 21,17 21,423 THOMAS INDUSTRIES, INC. COMMON STOCK 884425109 $ 319 9,600 X 17,08 9,600 THOR INDUSTRIES, INC. COMMON STOCK 885160101 $ 2,486 74,293 X 19,17,02 74,293 THOR INDUSTRIES, INC. COMMON STOCK 885160101 $ 3,620 108,200 X 108,200 THORATEC LABS CORP. COMMON STOCK 885175307 $ 111 10,323 X 17 10,323 THQ INC. COMMON STOCK 872443403 $ 791 34,561 X 17,19 34,561 THQ INC. COMMON STOCK 872443403 $ 4,587 200,300 X 200,300 TIBCO SOFTWARE COMMON STOCK 88632Q103 $ 168 19,850 X 19,850 TIDEWATER, INC. COMMON STOCK 886423102 $ 4,515 151,520 X 19,17,02 151,520 TIDEWATER, INC. COMMON STOCK 886423102 $ 3,233 108,500 X 108,500 TIERONE CORP. COMMON STOCK 88650R108 $ 466 21,661 X 17,08 21,661 TIFFANY & CO. COMMON STOCK 886547108 $ 950 25,786 X 21,17 25,786 TII INDUSTRIES INC. COMMON STOCK 872479209 $ 725 474,000 X 474,000 TIMBERLAND CO., CLASS A COMMON STOCK 887100105 $ 2,093 32,400 X 23,17,02 32,400 TIME WARNER TELECOM CL A COMMON STOCK 887319101 $ 176 42,074 X 17,08 42,074 TIME WARNER, INC. COMMON STOCK 887317105 $ 15,008 853,714 X 08,19,21,17 853,714 TIME WARNER, INC. COMMON STOCK 887317105 $ 18,152 1,032,534 X 1,032,534 TIMKEN CO. COMMON STOCK 887389104 $ 1,674 63,200 X 19,02 63,200
Page 46 TIMKEN CO. COMMON STOCK 887389104 $ 2,980 112,490 X 112,490 TITAN CORP. COMMON STOCK 888266103 $ 1,049 80,833 X 17,02 80,833 TIVO INC. COMMON STOCK 888706108 $ 80 11,339 X 17 11,339 TJX COMPANIES, INC. COMMON STOCK 872540109 $ 2,150 89,068 X 08 ,21,17 89,068 TNS INC. COMMON STOCK 872960109 $ 205 9,414 X 9,414 TOLL BROTHERS INC COMMON STOCK 889478103 $ 2,920 69,000 X 17,02 69,000 TOMMY HILFIGER CORP. COMMON STOCK G8915Z102 $ 752 49,700 X 08 49,700 TOO INC. COMMON STOCK 890333107 $ 502 30,032 X 17,02 30,032 TOOTSIE ROLL INDUSTRIES COMMON STOCK 890516107 $ 1,564 48,127 X 17,02 48,127 TORCHMARK CORP COMMON STOCK 891027104 $ 1,185 22,031 X 08 ,21,17 22,031 TORO CO. COMMON STOCK 891092108 $ 1,711 24,417 X 23,17,08 24,417 TOTAL SA ADR OTHER SECURITY 89151E109 $ 532 5,541 X 02 5,541 TOWER AUTOMOTIVE INC. COMMON STOCK 891707101 $ 153 42,034 X 17,08 42,034 TOYS 'R' US, INC. COMMON STOCK 892335100 $ 556 34,801 X 21,17 34,801 TRACTOR SUPPLY CO. COMMON STOCK 892356106 $ 693 16,568 X 17,11 16,568 TRANS WORLD ENTERTAINMENT COMMON STOCK 89336Q100 $ 378 37,745 X 17,23 37,745 TRANSACTION SYSTEMS ARCH COMMON STOCK 893416107 $ 1,408 65,385 X 17,02 ,23 65,385 TRANSACTION SYSTEMS ARCH COMMON STOCK 893416107 $ 204 9,486 X 9,486 TRANSMETA CORP. COMMON STOCK 89376R109 $ 60 27,500 X 17 27,500 TRANSOCEAN SEDCO FOREX COMMON STOCK G90078109 $ 1,647 56,907 X 21,17 56,907 TRIAD GUARANTY INC COMMON STOCK 895925105 $ 534 9,172 X 17,19 9,172 TRIAD GUARANTY INC COMMON STOCK 895925105 $ 2,661 45,723 X 45,723 TRIAD HOSPITALS INC. COMMON STOCK 89579K109 $ 3,348 89,921 X 19,17,02 89,921 TRIAD HOSPITALS INC. COMMON STOCK 89579K109 $ 5,353 143,780 X 143,780 TRIARC COS., INC. CL B COMMON STOCK 895927309 $ 146 14,390 X 17,19 14,390 TRIBUNE CO. COMMON STOCK 896047107 $ 2,485 54,573 X 21,17 54,573 TRIBUNE CO. COMMON STOCK 896047107 $ 1,312 28,800 X 28,800 TRIMBLE NAVIGATION, LTD. COMMON STOCK 896239100 $ 428 15,402 X 08,17 15,402 TRINITY INDUSTRIES COMMON STOCK 896522109 $ 1,624 51,080 X 17,02 51,080 TRIPATH IMAGING INC COMMON STOCK 896942109 $ 127 13,530 X 13,530 TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 $ 825 151,135 X 17,02 151,135 TRIUMPH GROUP INC. COMMON STOCK 896818101 $ 366 11,456 X 17,08 11,456 TRIZETTO GROUP INC COMMON STOCK 896882107 $ 515 76,798 X 17,02 76,798 TRUSTCO BANK CORP. COMMON STOCK 898349105 $ 196 14,984 X 17 14,984 TRUSTMARK CORP. COMMON STOCK 898402102 $ 243 8,400 X 17 8,400 TTM TECHNOLOGIES COMMON STOCK 87305R109 $ 190 16,000 X 17,08 16,000 TUMBLEWEED COMMUNICATIONS COMMON STOCK 899690101 $ 1,278 300,000 X 300,000 TUPPERWARE CORP COMMON STOCK 899896104 $ 1,426 73,386 X 08,17,02 73,386 TXU CORP. COMMON STOCK 873168108 $ 2,731 67,422 X 08 ,21,17 67,422 TYCO INTERNATIONAL, LTD. COMMON STOCK 902124106 $ 15,736 474,824 X 21,08 ,22,17 474,824 TYCO INTERNATIONAL, LTD. COMMON STOCK 902124106 $ 54,268 1,637,549 X 1,637,549 TYLER TECHNOLOGIES INC. COMMON STOCK 902252105 $ 350 37,027 X 17,23,08 37,027 TYSON FOODS INC. CLASS A COMMON STOCK 902494103 $ 6,752 322,311 X 17,02 322,311 U.S. BANCORP COMMON STOCK 902973304 $ 9,706 352,171 X 19,21,17 352,171 U.S. BANCORP COMMON STOCK 902973304 $ 38,656 1,402,628 X 1,402,628 UBIQUITEL COMMON STOCK 903474302 $ 1,765 418,200 X 17,02 418,200 UGI CORP COMMON STOCK 902681105 $ 946 29,461 X 23 29,461 UICI COMMON STOCK 902737105 $ 1,680 70,551 X 17,08,23 70,551 UIL HOLDINGS CORP. COMMON STOCK 902748102 $ 522 10,728 X 17,08 10,728 ULTICOM INC. COMMON STOCK 903844108 $ 806 68,906 X 17,24 68,906 ULTRALIFE BATTERIES, INC. COMMON STOCK 903899102 $ 1,355 70,000 X 70,000 UMPQUA HOLDINGS CORP. COMMON STOCK 904214103 $ 396 18,887 X 17,08 18,887
Page 47 UNIFIRST CORP. COMMON STOCK 904708104 $ 487 16,744 X 17,23,08 16,744 UNION PAC CORP. COMMON STOCK 907818108 $ 2,884 48,516 X 19,21,17 48,516 UNION PLANTERS COMMON STOCK 908068109 $ 1,007 33,786 X 21,17 33,786 UNISOURCE ENERGY CORP COMMON STOCK 909205106 $ 2,116 85,135 X 17,23,08 85,135 UNISYS CORP. COMMON STOCK 909214108 $ 805 57,962 X 21,17 57,962 UNIT CORP. COMMON STOCK 909218109 $ 1,956 62,200 X 17,11 62,200 UNITED AUTO GROUP INC. COMMON STOCK 909440109 $ 862 28,122 X 17,08,19 28,122 UNITED AUTO GROUP INC. COMMON STOCK 909440109 $ 3,286 107,200 X 107,200 UNITED BANKERSHARES INC COMMON STOCK 909907107 $ 962 29,600 X 17,08 29,600 UNITED DEFENSE INDS INC. COMMON STOCK 91018B104 $ 5,467 156,213 X 23,02 ,11 156,213 UNITED DOMINION REALTY COMMON STOCK 910197102 $ 2,350 118,800 X 17,02 118,800 UNITED FIRE & CASUALTY CO COMMON STOCK 910331107 $ 458 7,937 X 23,17,08 7,937 UNITED MICROELECTRON. ADR OTHER SECURITY 910873207 $ 668 154,891 X 02 154,891 UNITED NATURAL FOODS INC. COMMON STOCK 911163103 $ 2,129 73,652 X 17,02 73,652 UNITED ONLINE, INC. COMMON STOCK 911268100 $ 1,931 109,674 X 23,17,08,02 109,674 UNITED RENTALS INC COMMON STOCK 911363109 $ 1,433 80,125 X 17,02 80,125 UNITED RENTALS INC COMMON STOCK 911363109 $ 377 21,056 X 21,056 UNITED STATES STEEL CORP. COMMON STOCK 912909108 $ 6,123 174,331 X 21,19,17 ,08 ,02 174,331 UNITED STATIONERS INC. COMMON STOCK 913004107 $ 2,639 66,434 X 17,08,11 66,434 UNITED STATIONERS INC. COMMON STOCK 913004107 $ 239 6,005 X 6,005 UNITED SURGICAL PARTNERS COMMON STOCK 913016309 $ 203 5,144 X 17 5,144 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 $ 11,502 125,730 X 19,22,21,08 ,17 125,730 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 $ 273 10,647 X 17,08 10,647 UNITEDHEALTH GROUP, INC. COMMON STOCK 91324P102 $ 6,852 110,065 X 21,17 110,065 UNITEDHEALTH GROUP, INC. COMMON STOCK 91324P102 $ 60,877 977,950 X 977,950 UNITRIN INC. COMMON STOCK 913275103 $ 2,654 62,300 X 17,02 62,300 UNIVERSAL AMER FINANCIAL COMMON STOCK 913377107 $ 240 21,900 X 17,08 21,900 UNIVERSAL COMPRESSION COMMON STOCK 913431102 $ 2,577 84,003 X 17,08,23,02 84,003 UNIVERSAL CORP COMMON STOCK 913456109 $ 3,645 71,559 X 17,02 ,08 71,559 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 $ 1,179 36,566 X 17,08 36,566 UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 $ 2,441 53,200 X 17,02 53,200 UNIVISION COMMUNICATIONS COMMON STOCK 914906102 $ 1,801 56,417 X 21,17 56,417 UNIVISION COMMUNICATIONS COMMON STOCK 914906102 $ 3,217 100,740 X 100,740 UNOCAL CORP. COMMON STOCK 915289102 $ 2,125 55,916 X 21,08 ,17 55,916 UNOVA INC. COMMON STOCK 91529B106 $ 836 41,301 X 17,08 41,301 UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 $ 3,858 242,649 X 21,17 ,02 242,649 UPS, INC., CLASS B COMMON STOCK 911312106 $ 15,554 206,916 X 08 ,21,17 206,916 URS CORP. COMMON STOCK 903236107 $ 508 18,553 X 17,08 18,553 URS CORP. COMMON STOCK 903236107 $ 483 17,631 X 17,631 URSTADT BIDDLE PROPERTIES COMMON STOCK 917286205 $ 166 11,180 X 17,08 11,180 US ONCOLOGY INC. COMMON STOCK 90338W103 $ 741 50,365 X 23,17,08 50,365 US XPRESS ENTERPRISE COMMON STOCK 90338N103 $ 165 10,500 X 17,08 10,500 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 $ 1,351 43,453 X 17,23,24 43,453 USEC INC. COMMON STOCK 90333E108 $ 139 15,800 X 17 15,800 USF CORP COMMON STOCK 91729Q101 $ 1,589 45,246 X 17,23,08,02 45,246 USG CORPORATION COMMON STOCK 903293405 $ 1,772 100,820 X 17,08,23 100,820 UST, INC. COMMON STOCK 902911106 $ 1,058 29,381 X 21,17 29,381 UTD UTILITIES RIGHTS RIGHT R333885 $ 33,588 X 17 33,588 UTI WORLDWIDE, INC. OTHER SECURITY G87210103 $ 1,712 32,500 X 02 32,500 UTSTARCOM INC COMMON STOCK 918076100 $ 3,176 105,000 X 17,02 105,000 V.F. CORP COMMON STOCK 918204108 $ 1,086 22,306 X 21,19,17 22,306 VAIL RESORTS INC COMMON STOCK 91879Q109 $ 5,325 277,908 X 17,05 277,908
Page 48 VALASSIS COMMUNICATIONS COMMON STOCK 918866104 $ 1,703 55,900 X 17,02 55,900 VALEANT PHARMACEUTICALS COMMON STOCK 91911X104 $ 1,846 92,300 X 17,02 92,300 VALEANT PHARMACEUTICALS COMMON STOCK 91911X104 $ 1,403 70,174 X 70,174 VALERO ENERGY COMMON STOCK 91913Y100 $ 2,463 33,396 X 19,21,08,17 33,396 VALHI INC. COMMON STOCK 918905100 $ 220 19,342 X 17,08 19,342 VALMONT INDUSTRIES, INC. COMMON STOCK 920253101 $ 779 34,000 X 17,08 34,000 VALSPAR CORP COMMON STOCK 920355104 $ 2,583 51,200 X 19,17,02 51,200 VALSPAR CORP COMMON STOCK 920355104 $ 2,492 49,400 X 49,400 VALUECLICK INC. COMMON STOCK 92046N102 $ 1,450 121,069 X 17,24 121,069 VANS INC. COMMON STOCK 921930103 $ 385 18,737 X 17,08 18,737 VARCO INTERNATIONAL COMMON STOCK 922122106 $ 1,943 88,780 X 17,02 88,780 VARCO INTERNATIONAL COMMON STOCK 922122106 $ 330 15,085 X 15,085 VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 $ 5,007 63,100 X 17,02 63,100 VARIAN SEMICONDUCTOR COMMON STOCK 922207105 $ 1,909 49,508 X 17,02 49,508 VARIAN, INC. COMMON STOCK 922206107 $ 1,632 38,728 X 17,02 38,728 VCA ANTECH COMMON STOCK 918194101 $ 1,080 24,100 X 24,100 VECTREN CORP. COMMON STOCK 92240G101 $ 1,695 67,560 X 17,02 67,560 VENTAS INC. COMMON STOCK 92276F100 $ 2,223 95,200 X 08 95,200 VENTIV HEALTH INC COM COMMON STOCK 922793104 $ 1,383 89,347 X 17,23,24 89,347 VERISIGN INC. COMMON STOCK 92343E102 $ 2,950 148,260 X 148,260 VERITAS DGC, INC. COMMON STOCK 92343P107 $ 2,001 86,440 X 17,08,23 86,440 VERITAS SOFTWARE CORP. COMMON STOCK 923436109 $ 2,655 95,851 X 21,08,17 95,851 VERITAS SOFTWARE CORP. COMMON STOCK 923436109 $ 3,510 126,700 X 126,700 VERITY INC COMMON STOCK 92343C106 $ 281 20,798 X 17,02 20,798 VERIZON COMMUNICATIONS COMMON STOCK 92343V104 $ 20,327 561,682 X 19,08,21,17 561,682 VERIZON COMMUNICATIONS COMMON STOCK 92343V104 $ 39,511 1,091,754 X 1,091,754 VERSO TECHNOLOGIES INC. COMMON STOCK 925317109 $ 36 20,500 X 17 20,500 VERTEX PHARMACEUTICALS COMMON STOCK 92532F100 $ 985 90,880 X 17,02 90,880 VIACOM, INC. CLASS B COMMON STOCK 925524308 $ 13,070 365,909 X 22,21,08,17 365,909 VIACOM, INC. CLASS B COMMON STOCK 925524308 $ 22,308 624,512 X 624,512 VIAD CORPORATION COMMON STOCK 92552R109 $ 2,225 82,380 X 17,02 82,380 VIAD CORPORATION COMMON STOCK 92552R109 $ 2,517 93,180 X 93,180 VIASAT INC. COMMON STOCK 92552V100 $ 989 39,623 X 17,24 39,623 VICURON PHARMACEUTICALS COMMON STOCK 926471103 $ 128 10,194 X 17 10,194 VIGNETTE CORP. COMMON STOCK 926734104 $ 95 57,209 X 17 57,209 VINTAGE PETROLEUM, INC. COMMON STOCK 927460105 $ 868 51,136 X 17,08 51,136 VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 $ 2,762 148,680 X 17,02 148,680 VISTEON CORP COMMON STOCK 92839U107 $ 1,789 153,305 X 21,17,08 153,305 VISX INC DEL COMMON STOCK 92844S105 $ 8,244 308,534 X 17,02,05 308,534 VITESSE SEMICONDUCTOR COMMON STOCK 928497106 $ 351 71,988 X 08,17 71,988 VITESSE SEMICONDUCTOR COMMON STOCK 928497106 $ 4,175 855,500 X 855,500 VOLT INFORMATION SCIENCES COMMON STOCK 928703107 $ 214 6,805 X 17,08 6,805 VULCAN MATERIALS CO. COMMON STOCK 929160109 $ 854 17,968 X 21,17 17,968 VULCAN MATERIALS CO. COMMON STOCK 929160109 $ 8,655 182,020 X 182,020 W HOLDING CO., INC. ADR OTHER SECURITY 929251106 $ 1,122 65,366 X 23,02,08 65,366 W. H. BRADY COMPANY COMMON STOCK 104674106 $ 1,748 37,921 X 17,11 37,921 W.R. BERKLEY CORP. COMMON STOCK 084423102 $ 4,358 101,475 X 11,17,02 101,475 W.R. GRACE & CO. NEW COMMON STOCK 38388F108 $ 395 63,700 X 17,08 63,700 WABASH NATIONAL CORP COMMON STOCK 929566107 $ 336 12,192 X 12,192 WABTEC COMMON STOCK 929740108 $ 4,698 260,427 X 17,19,02 260,427 WABTEC COMMON STOCK 929740108 $ 2,300 127,500 X 127,500 WACHOVIA CORP. COMMON STOCK 929903102 $ 12,998 292,088 X 19,22,08,21,17 292,088
Page 49 WACHOVIA CORP. COMMON STOCK 929903102 $ 33,686 756,991 X 756,991 WADDELL & REED FINANCIAL COMMON STOCK 930059100 $ 1,625 73,500 X 17,02 73,500 WAL-MART STORES, INC. COMMON STOCK 931142103 $ 43,959 833,189 X 22,08,21,17 833,189 WAL-MART STORES, INC. COMMON STOCK 931142103 $ 58,969 1,117,678 X 1,117,678 WALGREEN CO. COMMON STOCK 931422109 $ 6,573 181,525 X 21,17 181,525 WALGREEN CO. COMMON STOCK 931422109 $ 19,557 540,103 X 540,103 WALT DISNEY CO. COMMON STOCK 254687106 $ 10,551 413,940 X 19,08,21,17 413,940 WALT DISNEY CO. COMMON STOCK 254687106 $ 13,226 518,889 X 518,889 WALTER INDS. INC. COMMON STOCK 93317Q105 $ 432 31,717 X 17,08 31,717 WASHINGTON FED INC COMMON STOCK 938824109 $ 1,723 71,800 X 17,02 71,800 WASHINGTON GROUP INT. COMMON STOCK 938862208 $ 1,099 30,619 X 17,08 30,619 WASHINGTON MUTUAL COMMON STOCK 939322103 $ 6,393 165,447 X 08,21,17 165,447 WASHINGTON POST CO COMMON STOCK 939640108 $ 8,088 8,697 X 17,02 8,697 WASHINGTON REAL ESTATE COMMON STOCK 939653101 $ 226 7,700 X 17 7,700 WASTE CONNECTIONS, INC. COMMON STOCK 941053100 $ 1,043 35,151 X 17,19 35,151 WASTE CONNECTIONS, INC. COMMON STOCK 941053100 $ 4,142 139,651 X 139,651 WASTE MANAGEMENT, INC. COMMON STOCK 94106L109 $ 3,148 102,713 X 21,17 102,713 WASTE MANAGEMENT, INC. COMMON STOCK 94106L109 $ 29,863 974,318 X 974,318 WATCHGUARD TECHNOLOGIES COMMON STOCK 941105108 $ 1,334 184,811 X 184,811 WATERS CORP. COMMON STOCK 941848103 $ 1,021 21,371 X 21,17 21,371 WATERS CORP. COMMON STOCK 941848103 $ 7,912 165,600 X 165,600 WATSCO, INC. COMMON STOCK 942622200 $ 417 14,868 X 23,17,08 14,868 WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 $ 2,203 81,906 X 21,08,17,02 81,906 WATTS WATER TECH, INC. COMMON STOCK 942749102 $ 478 17,730 X 17,08 17,730 WAUSAU-MOSINEE PAPER CORP COMMON STOCK 943315101 $ 767 44,347 X 17,08 44,347 WCA WASTE CORP. COMMON STOCK 92926K103 $ 620 69,615 X 69,615 WCI COMMUNITIES INC. COMMON STOCK 92923C104 $ 930 41,700 X 17,08 41,700 WEATHERFORD INTL. INC. COMMON STOCK G95089101 $ 5,500 122,280 X 17,02 122,280 WEBMETHODS INC. COMMON STOCK 94768C108 $ 547 63,880 X 17,02 63,880 WEBSENSE, INC. COMMON STOCK 947684106 $ 1,430 38,400 X 38,400 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 $ 2,534 53,900 X 19,17,02 53,900 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 $ 3,555 75,600 X 75,600 WELLCHOICE, INC. COMMON STOCK 949475107 $ 253 6,100 X 19 6,100 WELLCHOICE, INC. COMMON STOCK 949475107 $ 2,915 70,400 X 70,400 WELLMAN, INC. COMMON STOCK 949702104 $ 358 44,058 X 17,08 44,058 WELLPOINT HEALTH NETWORKS COMMON STOCK 94973H108 $ 3,374 30,126 X 08,21,17 30,126 WELLPOINT HEALTH NETWORKS COMMON STOCK 94973H108 $ 870 7,770 X 7,770 WELLS FARGO COMPANY COMMON STOCK 949746101 $ 19,425 339,423 X 19,08,21,17 339,423 WELLS FARGO COMPANY COMMON STOCK 949746101 $ 40,289 703,989 X 703,989 WENDYS INTERNATIONAL COMMON STOCK 950590109 $ 754 21,636 X 08,21,17 21,636 WENDYS INTERNATIONAL COMMON STOCK 950590109 $ 362 10,400 X 10,400 WERNER ENTERPRISES INC COMMON STOCK 950755108 $ 2,250 106,655 X 17,08,02 106,655 WESCO INTERNATIONAL INC COMMON STOCK 95082P105 $ 437 23,740 X 17,08,23 23,740 WEST COAST BANCORP-OREGON COMMON STOCK 952145100 $ 1,029 48,000 X 17,08 48,000 WEST MARINE, INC. COMMON STOCK 954235107 $ 328 12,200 X 17,19 12,200 WEST MARINE, INC. COMMON STOCK 954235107 $ 260 9,699 X 9,699 WESTAMERICA BANCORP COMMON STOCK 957090103 $ 4,674 89,120 X 17,02,11 89,120 WESTAR ENERGY INC COMMON STOCK 95709T100 $ 3,553 178,450 X 17,08,19,02 178,450 WESTAR ENERGY INC COMMON STOCK 95709T100 $ 4,068 204,300 X 204,300 WESTELL TECHNOLOGIES COMMON STOCK 957541105 $ 309 60,570 X 17,23 60,570 WESTERN DIGITAL CORP. COMMON STOCK 958102105 $ 1,852 213,900 X 213,900 WESTERN GAS RESOURCES, IN COMMON STOCK 958259103 $ 2,572 79,200 X 19,17,02 79,200
Page 50 WESTERN GAS RESOURCES, IN COMMON STOCK 958259103 $ 4,560 140,400 X 140,400 WESTWOOD ONE INC. COMMON STOCK 961815107 $ 2,156 90,580 X 17,02 90,580 WEYCO GROUP INC. COMMON STOCK 962149100 $ 761 22,200 X 22,200 WEYERHAEUSER CO. COMMON STOCK 962166104 $ 2,588 41,001 X 21,17 41,001 WGL HOLDINGS, INC. COMMON STOCK 92924F106 $ 1,531 53,300 X 17,02 53,300 WH ENERGY SERVICES COMMON STOCK 92925E108 $ 2,150 109,700 X 17,02 109,700 WHIRLPOOL CORP. COMMON STOCK 963320106 $ 859 12,525 X 21,17 12,525 WHIRLPOOL CORP. COMMON STOCK 963320106 $ 19,278 281,019 X 281,019 WHOLE FOODS MARKET INC. COMMON STOCK 966837106 $ 5,401 56,580 X 17,02 56,580 WILD OATS MARKETS INC COMMON STOCK 96808B107 $ 198 14,108 X 14,108 WILLIAMS COS., INC. COMMON STOCK 969457100 $ 1,107 93,038 X 21,17 93,038 WILLIAMS COS., INC. COMMON STOCK 969457100 $ 17,352 1,458,149 X 1,458,149 WILLIAMS-SONOMA INC. COMMON STOCK 969904101 $ 3,508 106,440 X 17,02 106,440 WILLIAMS-SONOMA INC. COMMON STOCK 969904101 $ 23,991 727,875 X 727,875 WILMINGTON TRUST CORP. COMMON STOCK 971807102 $ 2,263 60,800 X 17,02 60,800 WIND RIVER SYSTEMS, INC. COMMON STOCK 973149107 $ 1,054 89,611 X 17,02 89,611 WINN-DIXIE STORES, INC. COMMON STOCK 974280109 $ 959 133,166 X 21,17,17 ,08 133,166 WINN-DIXIE STORES, INC. COMMON STOCK 974280109 $ 245 33,985 X 33,985 WINSTON HOTELS, INC. COMMON STOCK 97563A102 $ 312 30,145 X 17,19,08 30,145 WINSTON HOTELS, INC. COMMON STOCK 97563A102 $ 558 53,900 X 53,900 WINTRUST FINANCIAL CORP. COMMON STOCK 97650W108 $ 335 6,631 X 08,17 6,631 WIRELESS FACILITIES, INC. COMMON STOCK 97653A103 $ 846 86,087 X 17,24 86,087 WISCONSIN ENERGY CORP. COMMON STOCK 976657106 $ 3,897 119,500 X 19,17,02 119,500 WISCONSIN ENERGY CORP. COMMON STOCK 976657106 $ 3,871 118,700 X 118,700 WOLVERINE WORLD WIDE, INC COMMON STOCK 978097103 $ 805 30,663 X 17,23 30,663 WORLD ACCEPTANCE COMMON STOCK 981419104 $ 800 43,665 X 17,08 43,665 WORLD ACCEPTANCE COMMON STOCK 981419104 $ 1,833 100,000 X 100,000 WORLD FUEL SERVICES CORP. COMMON STOCK 981475106 $ 338 7,500 X 17,08 7,500 WORLD WRESTLING FED INC. COMMON STOCK 98156Q108 $ 370 28,999 X 17,08 28,999 WORTHINGTON INDS., INC. COMMON STOCK 981811102 $ 316 15,405 X 21,17 15,405 WPS RESOURCES COMMON STOCK 92931B106 $ 1,530 33,000 X 17,02 33,000 WRIGLEY JR CO. COMMON STOCK 982526105 $ 2,513 39,856 X 21,17 39,856 WSFS FINANCIAL CORP COMMON STOCK 929328102 $ 690 14,180 X 17,23,08 14,180 WYETH COMMON STOCK 983024100 $ 9,603 265,572 X 08 ,21,17 265,572 WYETH COMMON STOCK 983024100 $ 4,124 114,055 X 114,055 XCEL ENERGY INC COMMON STOCK 98389B100 $ 1,736 103,867 X 21,08 ,17 103,867 XEROX CORPORATION COMMON STOCK 984121103 $ 1,963 135,354 X 21,17 135,354 XILINX, INC. COMMON STOCK 983919101 $ 2,509 75,322 X 21,08 ,17 75,322 XILINX, INC. COMMON STOCK 983919101 $ 430 12,900 X 12,900 XL CAPITAL, LTD. COMMON STOCK G98255105 $ 1,965 26,046 X 08 ,21,17 26,046 XTO ENERGY, INC. COMMON STOCK 98385X106 $ 7,018 235,571 X 17,02 235,571 XTO ENERGY, INC. COMMON STOCK 98385X106 $ 7,358 246,993 X 246,993 XYBERNAUT CORP. COMMON STOCK 984149104 $ 45 27,000 X 17 27,000 YAHOO, INC. COMMON STOCK 984332106 $ 8,547 235,248 X 21,17 235,248 YAHOO, INC. COMMON STOCK 984332106 $ 13,969 384,514 X 384,514 YANKEE CANDLE CO COMMON STOCK 984757104 $ 610 20,871 X 17,23 20,871 YELLOW ROADWAY CORP. COMMON STOCK 985577105 $ 4,997 125,370 X 23,02 125,370 YORK INTERNATIONAL CORP COMMON STOCK 986670107 $ 5,872 142,970 X 17,08,02 142,970 YORK INTERNATIONAL CORP COMMON STOCK 986670107 $ 387 9,433 X 9,433 YOUNG BROADCASTING CL. A COMMON STOCK 987434107 $ 200 15,180 X 15,180 YOUNG INNOVATIONS INC COMMON STOCK 987520103 $ 881 34,700 X 17,11 34,700 YUM! BRANDS, INC. COMMON STOCK 988498101 $ 2,407 64,681 X 21,08 ,17 64,681
Page 51 ZALE CORP COMMON STOCK 988858106 $ 1,676 61,496 X 17,08,23 61,496 ZEBRA TECHNOLOGIES COMMON STOCK 989207105 $ 6,336 72,825 X 17,02 ,11 72,825 ZEBRA TECHNOLOGIES COMMON STOCK 989207105 $ 227 2,608 X 2,608 ZENITH NATIONAL INSURANCE COMMON STOCK 989390109 $ 1,937 39,849 X 17,08,23 39,849 ZILA, INC. COMMON STOCK 989513205 $ 55 11,200 X 17 11,200 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 $ 4,862 55,121 X 21,22,17 55,121 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 $ 6,274 71,130 X 71,130 ZIONS BANCORP. COMMON STOCK 989701107 $ 978 15,920 X 21,17 15,920 ZIONS BANCORP. COMMON STOCK 989701107 $ 37,652 612,730 X 612,730 ZORAN CORP. COMMON STOCK 98975F101 $ 261 14,247 X 14,247
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