-----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, ADoe5SmSqA0xIq5Xy5j2+pUdDPS4Ew/VIi8gGloxb4Uj2dJgqQV6mYkCGypoEyiN t8JJZOHANBsQEljjfCBklA== 0000898430-03-000266.txt : 20030128 0000898430-03-000266.hdr.sgml : 20030128 20030128135452 ACCESSION NUMBER: 0000898430-03-000266 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030128 EFFECTIVENESS DATE: 20030128 FILER: COMPANY DATA: COMPANY CONFORMED NAME: RUSSELL FRANK CO/ CENTRAL INDEX KEY: 0000721204 IRS NUMBER: 91175091 STATE OF INCORPORATION: WA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-01190 FILM NUMBER: 03527515 BUSINESS ADDRESS: STREET 1: 909 A STREET CITY: TACOMA STATE: WA ZIP: 98402 BUSINESS PHONE: 2065729500 MAIL ADDRESS: STREET 1: 909 A STREET CITY: TACOMA STATE: WA ZIP: 98402 13F-HR 1 d13fhr.txt FOR QUARTER ENDED DECEMBER 31, 2002 UNITES STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2002 ----------------- Check here if Amendment [ ]; Amendment Number: ----------------- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Frank Russell Company ---------------------------------------------------------------------- Address: 909 A Street Tacoma, WA 98402 ---------------------------------------------------------------------- Form 13F File Number: 28-1190 --------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mary Beth Rhoden ------------------------------------- Title: Assistant Secretary and Staff Counsel ------------------------------------- Phone: (253) 573-4846 ------------------------------------- /s/ Mary Beth Rhoden Tacoma, WA January 28, 2003 - -------------------- -------------- ---------------- [Signature] [City, State] [Date] 1 Frank Russell Company is a subsidiary of The Northwestern Mutual Life Insurance Company ("NML"). By virtue of the control relationship NML may be deemed to have 'shared defined' investment discretion with respect to the securities reported herein. 2. This report is filed by Frank Russell Company as: A. The corporate parent which, on the applicable reporting date, wholly owned Frank Russell Trust Company ("FRTC"), a non-depository trust company organized and existing under the laws of the State of Washington. FRTC serves as trustee or "investment manager" (as defined in ERISA) for employee benefit plans, or endowments and foundations. In addition, FRTC serves as trustee and investment manager for twenty-nine investment funds of the commingled employee benefit fund trust. B. The corporate parent of Frank Russell Investment Management Company ("FRIMCo"), the "investment advisor" (as defined in the Investment Company Act of 1940) for Frank Russell Investment Company ("FRIC"), and Russell Insurance Funds ("RIF"). FRIC and RIF are both diversified open-end investment companies and are registered under the Investment Company Act of 1940. FRIC consists of thirty-one separate Funds and RIF consists of five separate Funds. C. The corporate parent of (a) Frank Russell Investments (Ireland) Ltd., manager of (i) Frank Russell Investment Company plc, consisting of seventeen funds, (ii) Frank Russell Institutional Funds plc, consisting of five funds; (iii) Frank Russell Investment Company II plc, consisting of nine funds, (iv) Frank Russell Investment Company III plc, consisting of four funds, (v) Frank Russell Alternative Investment Funds plc, consisting of one fund, and (vi) Frank Russell Multi Manager Funds, plc, consisting of four sub funds; (b) Frank Russell Investments (Cayman) Limited, which is the sole shareholder of (i) Frank Russell Asset Management (Cayman ) LLC and (ii) Frank Russell Asset Management II (Cayman) LLC, the general partners of Frank Russell US Equity Fund LP and Frank Russell US Quant Fund LP, respectively; (c) Frank Russell Investments (Cayman) Limited, which is deemed to control by virtue of its 50% ownership stake SG/Russell Asset Management Limited, a joint venture, which currently manages Multi-Style, Multi-Manager Funds plc, consisting of eleven funds; (d) Frank Russell Company Limited, which manages Multi-Style, Multi-Manager Funds plc directly (each fund listed in this section, a "European Fund") and the Guardbank RSA Equity Fund; and (e) Russell Systems Limited, by virtue of its 49% ownership stake in HVB Russell Management GmbH, a joint venture, which is authorized to establish up to three private equity funds for distribution in Germany and Austria. D. The corporate parent of Frank Russell Canada Limited (FRCL), the manager of sixteen mutual fund trusts (together, the "Canada Funds") created under the laws of Ontario pursuant to trust indentures. E. The indirect corporate parent of Frank Russell Company, Ltd. a Japanese kabushiki kaisha ("FRKK"), the manager of multiple collective investment vehicles currently consisting of five master investment trusts created under the laws of Japan pursuant to trust deeds, known as "mother funds," which invest in portfolio securities, as well as several additional investment trusts, known as "baby funds," each of which invests in one or more of the mother funds as well as, in some cases, other securities for hedging or other purposes, (together, the "Japan Funds"). F. The indirect corporate parent of Russell Investment Management Limited ("RIM"), the manager of 23 unit trusts and one (1) superannuation trust (together, the "Australia Funds") created under the laws of New South Wales, Australia pursuant to the respective constitutions or deed of the Australia Funds. 3. FRTC uses the investment advisory services of one or more advisors for each of its collective investment funds. The authority conferred upon the advisors by their agreements with FRTC is to recommend purchases and sales of securities within guidelines established by FRTC and to arrange for the execution of transactions approved by FRTC (except for those funds in which assets are invested in group trusts, those investments are not reportable on Form 13F). FRTC has retained and exercises the exclusive authority to make investment decisions, and may purchase or sell portfolio securities without the approval of the advisors. FRTC is solely responsible for voting the portfolio securities. Accordingly: Item 6 "Investment Discretion" is reported as "(b) shared" (with Frank Russell Company) and Item 8 "Voting Authority" is reported as "(a) Sole" with respect to securities owned by FRTC. 4. FRIC and RIF use discretionary, unaffiliated "money managers" who have full authority to determine which securities will be bought or sold by FRIC and RIF for applicable portions of FRIC's and RIF's portfolios assigned to the money managers. However, FRIMCo has the authority to give specific orders to purchase or sell securities, or to over-ride a money manager's decisions. FRIC's and RIF's money managers are authorized to vote portfolio securities. However, officers of FRIMCo, who are also officers of FRIC and RIF, may vote portfolio securities in lieu of money managers when FRIMCo officers deem it in the best interest of FRIC's or RIF's shareholders. When appropriate, FRIMCo will consult with FRIC's and RIF's Board of Trustees concerning the voting of portfolio securities. Accordingly: Item 6 "Investment Discretion" is reported as "(b) Shared," FRC (as reporting Institutional Investment Manager) with FRIMCo and as "(c) Shared-Other" by FRIMCo (with the money manager): and, Item 8 "Voting Authority" is reported as "(b) Shared, "FRIC's and RIF's money managers with FRC, FRIMCo, and with FRIC's and RIF's Board to Trustees. 5. The European Funds use unaffiliated "money managers" who each have complete discretion to purchase and sell securities for its segment of a European Fund's portfolio. Money Managers may be hired or replaced at any time by the applicable European Fund's manager or its agent, subject to any applicable regulatory approvals. The applicable European Fund's manager may directly manage any of a European Fund's portfolio investments. Accordingly: Item 6 "Investment Discretion" is reported as "(b) shared," FRC (as reporting Institutional Investment Manager) with the applicable European Fund's manager and as "(c) Shared-Other" by applicable European Fund's manager (with the money manager); and Item 8 "Voting Authority" is reported as "(b) Shared" by European Funds' money managers with applicable European Funds. 6. The Canada Funds use unaffiliated "money managers" who each have complete discretion to purchase and sell securities for its segment of a Canada Fund's portfolio. Money Managers may be hired or replaced at any time by FRCL. FRCL may manage the cash and cash equivalents of any Canada Fund and may also, at its sole discretion, directly manage any of a Canada Fund's portfolio investments. Accordingly: Item 6 "Investment Discretion" is reported as "(b) shared," FRC (as reporting Institutional Investment Manager) with FRCL and as "(c) Shared-Other" by FRCL (with the money manager); and Item 8 "Voting Authority" is reported as "(b) Shared" by Canada Funds' money managers with FRCL. 7. The Japan Funds use unaffiliated "money managers" who each have complete discretion to purchase and sell securities for its segment of a Japan Fund's portfolio. Money managers may be hired or replaced at any time by FRKK. FRKK may manage the cash and cash equivalents of any Japan Fund and may also, at its sole discretion, directly manage any of a Japan Fund's portfolio investments. Accordingly: Item 6 "Investment Discretion" is reported as "(b) shared," FRC (as reporting Institutional Investment Manager) with FRKK and as "(c) Shared-Other" by FRKK (with the money manager); and Item 8 "Voting Authority" is reported as "(b) Shared" between the Japan Funds' money managers and FRKK. 8. The Australia funds use unaffiliated "money managers" who each have complete discretion to purchase and sell securities for its segment of an Australia Fund's portfolio. Money managers may be hired or replaced at any time by RIM. RIM may manage the cash and cash equivalents of any Australia Fund and may also, at its sole discretion, directly manage any of a Australia Fund's portfolio investments. Accordingly, Item 6 "Investment Discretion" is reported as "(b) shared," FRC (as reporting institutional Investment Manager) with RIM and as "(c) Shared-Other" by RIM (with the money manager); and Item 8 "Voting Authority" is reported as "(b) shared" between the Australia Funds' money managers and RIM. Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 54 --------------------------- Form 13F Information Table Entry Total: 7,353 --------------------------- Form 13F Information Table Value Total: $ 16,559,957 --------------------------- List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.]
No. Form 13F File Number Name - ------------- ----------------------- ----------------------------------------------------- 1 N/A Alliance Capital Management L.P. 2 28-01488 Delphi Management, Inc. 3 #N/A Diversified Equity (Master) 4 N/A Emerging Markets (Master) 5 28-03706 Equinox Capital Management, LLC 6 #N/A Equity I (Master) 7 N/A Franklin Portfolio Associates, LLC 8 28-06418 Genesis Asset Managers Limited 9 28-03059 Jacobs Levy Equity Management, Inc. 10 #N/A J.P. Morgan Investment. Management Inc. 11 N/A Fiduciary Trust Company International, Inc. 12 N/A MFS Institutional Advisors, Inc. 13 28-01054 Suffolk Capital Management, LLC 14 28-03426 T. Rowe Price Associates, Inc. 15 N/A Baillie Gifford Overseas Limited 16 28-00096 Capital Guardian Trust Company (Capital Group, Inc.) 17 28-04323 Sirach Capital Management, Inc. 18 28-2633 Marvin & Palmer Associates, Inc. 19 N/A Barclays Global Fund Advisors 20 28-06538 AEW Management and Advisors, L.P. 21 #N/A Westpeak Global Advisors, L.P. 22 N/A The Boston Company Asset Management LLC 23 28-00979 Alliance Capital Management L.P. through its Bernstein Investment Research and Management Unit 24 N/A Mastholm Asset Management, LLC 25 N/A Guardian Capital, Inc. 26 N/A Frank Russell Trust Company 27 28-01096 Delaware International Advisers, Ltd. 28 #N/A Geewax Terker & Company 29 28-01515 Foreign & Colonial Emerging Markets Ltd. 30 #N/A Schroder Investment Management North America Limited 31 28-04189 TCW Investment Management Company 32 N/A Barclays Global Investors, N.A. 33 28-06677 Fidelity International Limited 34 N/A Capital International, Inc. 35 28-96 Marsico Capital Management, LLC 36 28-06748 Alliance Capital Australia Limited 37 N/A Security Capital Research & Management Incorporated 38 28-07312 Strong Capital Management, Inc 39 28-01202 Turner Investment Partners, Inc 40 28-02924 CapitalWorks Investment Partners, LLC 41 28-05519 Driehaus Capital Management, Inc 42 28-3580 Systematic Financial Management, L.P. 43 28-5136 David J. Greene & Company, LLC 44 28-00663 TimesSquare Capital Management, Inc. 45 28-02293 Fuller & Thaler Asset Management, Inc. 46 28-04007 Iridian Asset Management LLC 47 28-06008 Balanced Equity Management Pty. Limited 48 N/A The Boston Company Asset Management LLC 49 28-03299 RREEF America L.L.C. 50 28-04760 BrandyWine Asset Management, LLC 51 28-02204 Goldman Sachs Asset Management, a Unit of the Investment Management Division of Goldman, Sachs & Co. 52 N/A DePrince, Race & Zollo, Inc. 53 28-05268 AQR Capital Management, LLC 54 28-10120 Montag & Caldwell, Inc.
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- AAR Corp. Common Stocks 000361105 20 3,800 SH x x 21 3,800 240 46,600 SH x x 51 46,600 AC Moore Arts & Crafts, Inc. Common Stocks 00086T103 30 2,380 SH x x 28 2,380 ADC Telecommunications, Inc. Common Stocks 000886101 2,290 1,095,800 SH x x 9 1,095,800 21 10,000 SH x x 21 10,000 1,164 556,875 SH x 26 556,875 Aflac, Inc. Common Stocks 001055102 153 5,093 SH x x 19 5,093 554 18,400 SH x x 21 18,400 1,696 56,310 SH x 26 56,310 271 9,000 SH x x 31 9,000 592 19,650 SH x x 50 19,650 AGCO Corp. Common Stocks 001084102 785 35,500 SH x x 17 35,500 80 3,600 SH x x 21 3,600 2,228 100,800 SH x 26 100,800 161 7,300 SH x x 28 7,300 148 6,700 SH x x 42 6,700 AGL Resources, Inc. Common Stocks 001204106 858 35,300 SH x x 9 35,300 1,006 41,400 SH x 26 41,400 238 9,800 SH x x 28 9,800 AES Corp. (The) Common Stocks 00130H105 2,194 726,500 SH x x 9 726,500 1,992 659,600 SH x 26 659,600 AK Steel Holding Corp. Common Stocks 001547108 1,449 181,100 SH x x 2 181,100 AMB Property Corp. Common Stocks 00163T109 85 3,100 SH x x 10 3,100 10,219 373,500 SH x x 20 373,500 350 12,800 SH x 26 12,800 205 7,500 SH x x 28 7,500 8,739 319,400 SH x x 37 319,400 2,930 107,100 SH x x 49 107,100 AMLI Residential Properties Common Stocks 001735109 18 850 SH x x 21 850 349 16,400 SH x 26 16,400 206 9,700 SH x x 51 9,700 AMR Corp. Common Stocks 001765106 19 2,850 SH x x 21 2,850 225 34,100 SH x x 51 34,100 AOL Time Warner, Inc. Common Stocks 00184A105 1,959 149,550 SH x x 1 149,550 313 23,900 SH x x 3 23,900 208 15,900 SH x x 6 15,900 7,337 560,075 SH x x 10 560,075 4,732 361,200 SH x x 13 361,200 2,015 153,839 SH x x 19 153,839 994 75,900 SH x x 23 75,900 17,847 1,362,332 SH x 26 1,362,332 358 27,300 SH x x 36 27,300 ATI Technologies, Inc. Common Stocks 001941103 871 187,300 SH x 26 187,300 613 131,800 SH x x 40 131,800 AT&T Corp. Common Stocks 001957505 863 33,056 SH x x 1 33,056 104 4,000 SH x x 3 4,000 2,309 88,224 SH x x 5 88,224 69 2,660 SH x x 6 2,660 1,276 48,880 SH x x 7 48,880 6,340 242,820 SH x x 9 242,820 2,984 114,297 SH x x 10 114,297 3,349 128,246 SH x x 12 128,246 2,161 82,780 SH x x 19 82,780 324 12,400 SH x x 21 12,400 1,044 40,000 SH x x 23 40,000 16,592 635,481 SH x 26 635,481 148 5,660 SH x x 42 5,660 463 17,740 SH x x 50 17,740 ATMI, Inc. Common Stocks 00207R101 920 49,700 SH x 26 49,700 AT&T Wireless Services, Inc. Common Stocks 00209A106 283 50,000 SH x x 1 50,000 336 55,000 SH x x 5 55,000 2,520 446,000 SH x x 9 446,000 4,144 733,465 SH x x 10 733,465 538 95,256 SH x x 19 95,256 186 33,000 SH x x 21 33,000 10 1,700 SH x x 23 1,700 4,814 851,964 SH x 26 851,964 876 155,040 SH x x 39 155,040 607 107,400 SH x x 40 107,400 205 36,300 SH x x 42 36,300 Aaron Rents, Inc. Common Stocks 002535201 337 15,400 SH x 26 15,400 18 800 SH x x 28 800 57 2,600 SH x x 32 2,600 Abaxis, Inc. Common Stocks 002567105 131 33,165 SH x x 45 33,165 Abbott Laboratories Common Stocks 002824100 296 7,400 SH x x 3 7,400 1,862 46,540 SH x x 5 46,540 196 4,900 SH x x 6 4,900 15,160 379,000 SH x x 10 379,000 3,045 76,130 SH x x 12 76,130 4,488 112,200 SH x x 13 112,200 1,690 42,260 SH x x 21 42,260 32 800 SH x x 23 800 24,592 614,790 SH x 26 614,790 Abercrombie & Fitch Co. Class A Common Stocks 002896207 231 11,800 SH x x 5 11,800 4,243 207,400 SH x x 10 207,400 5,331 260,536 SH x x 13 260,536 61 3,000 SH x x 21 3,000 12,473 609,611 SH x 26 609,611 168 8,200 SH x x 28 8,200 317 15,500 SH x x 42 15,500 788 38,500 SH x x 43 38,500 Acadia Realty Trust Common Stocks 004239109 25 3,400 SH x x 28 3,400 Accredo Health, Inc. Common Stocks 00437V104 301 8,550 SH x x 17 8,550 3,236 91,810 SH x 26 91,810 1,248 35,400 SH x x 40 35,400 Aceto Corp. Common Stocks 004446100 2,609 163,400 SH x 26 163,400 Activision, Inc. Common Stocks 004930202 3,011 206,400 SH x x 7 206,400 1,854 127,100 SH x 26 127,100 Action Performance Cos., Inc. Common Stocks 004933107 108 5,700 SH x x 28 5,700 Actuate Corp. Common Stocks 00508B102 226 127,900 SH x x 45 127,900 Actuant Corp. Class A Common Stocks 00508X203 60 1,300 SH x x 28 1,300 Acxiom Corp. Common Stocks 005125109 2,282 148,400 SH x x 7 148,400 2,455 159,600 SH x x 9 159,600 906 58,940 SH x x 19 58,940
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 38 2,500 SH x x 21 2,500 6,563 426,722 SH x 26 426,722 154 10,000 SH x x 32 10,000 32 2,100 SH x x 51 2,100 Adobe Systems, Inc. Common Stocks 00724F101 4,687 189,000 SH x 26 189,000 2,810 113,200 SH x x 38 113,200 Adtran, Inc. Common Stocks 00738A106 1,699 51,654 SH x x 19 51,654 2,042 62,080 SH x 26 62,080 Advance Auto Parts Common Stocks 00751Y106 137 2,800 SH x x 11 2,800 4,010 82,000 SH x 26 82,000 235 4,800 SH x x 28 4,800 826 16,900 SH x x 40 16,900 1,775 36,300 SH x x 44 36,300 Advanced Semiconductor Engineering, Inc. - ADR Common Stocks 00756M404 148 50,719 SH x x 30 50,719 Advanced Neuromodulation Systems, Inc. Common Stocks 00757T101 748 21,300 SH x x 17 21,300 1,643 46,800 SH x 26 46,800 Advo, Inc. Common Stocks 007585102 56 1,700 SH x x 21 1,700 1,211 36,900 SH x 26 36,900 844 25,700 SH x x 51 25,700 Advisory Board Co. (The) Common Stocks 00762W107 28 950 SH x x 21 950 484 16,200 SH x 26 16,200 10 330 SH x x 28 330 401 13,400 SH x x 51 13,400 Advanced Medical Optics Common Stocks 00763M108 114 9,500 SH x x 28 9,500 Advanced Micro Devices, Inc. Common Stocks 007903107 291 45,000 SH x x 1 45,000 2,058 318,500 SH x x 9 318,500 163 25,200 SH x x 21 25,200 171 26,400 SH x x 23 26,400 2,012 311,400 SH x 26 311,400 AdvancePCS Common Stocks 00790K109 244 11,000 SH x x 5 11,000 151 6,800 SH x x 11 6,800 70 3,150 SH x x 21 3,150 2,758 124,200 SH x 26 124,200 344 15,500 SH x x 28 15,500 320 14,400 SH x x 42 14,400 1,986 89,400 SH x x 44 89,400 429 19,300 SH x x 51 19,300 Advanced Energy Industries, Inc. Common Stocks 007973100 121 9,500 SH x x 11 9,500 1,965 154,500 SH x 26 154,500 1,603 126,000 SH x x 44 126,000 Advent Software, Inc. Common Stocks 007974108 188 13,800 SH x 26 13,800 Aetna, Inc. Common Stocks 00817Y108 1,077 26,200 SH x x 7 26,200 5,609 136,400 SH x x 10 136,400 398 9,690 SH x x 19 9,690 1,575 38,300 SH x x 23 38,300 6,305 153,340 SH x 26 153,340 Affiliated Computer Services, Inc. Class A Common Stocks 008190100 6,671 126,700 SH x x 9 126,700 153 2,900 SH x x 11 2,900 11,062 210,100 SH x 26 210,100 890 16,900 SH x x 28 16,900 1,895 36,000 SH x x 38 36,000 2,011 38,200 SH x x 44 38,200 Affiliated Managers Group Common Stocks 008252108 664 13,200 SH x x 7 13,200 1,077 21,420 SH x 26 21,420 Affymetrix, Inc. Common Stocks 00826T108 25 1,100 SH x x 51 1,100 Aftermarket Technology Corp. Common Stocks 008318107 231 15,900 SH x x 28 15,900 Agere Systems, Inc. Class A Common Stocks 00845V100 1,375 973,719 SH x x 9 973,719 2,033 1,411,891 SH x 26 1,411,891 253 175,950 SH x x 50 175,950 Agilent Technologies, Inc. Common Stocks 00846U101 164 9,000 SH x x 5 9,000 13 700 SH x x 23 700 194 10,800 SH x 26 10,800 104 5,800 SH x x 42 5,800 314 17,500 SH x x 50 17,500 Agile Software Corp. Common Stocks 00846X105 286 36,979 SH x x 9 36,979 008474108 3 170 SH x x 33 170 Air Products & Chemicals, Inc. Common Stocks 009158106 453 10,600 SH x x 1 10,600 1,724 40,330 SH x x 5 40,330 4,010 93,800 SH x x 10 93,800 2,830 66,190 SH x x 12 66,190 4,673 109,300 SH x x 13 109,300 983 22,994 SH x x 19 22,994 569 13,300 SH x x 21 13,300 581 13,600 SH x x 23 13,600 20,294 474,720 SH x 26 474,720 Airborne, Inc. Common Stocks 009269101 159 10,750 SH x x 21 10,750 3,795 255,900 SH x 26 255,900 2,061 139,000 SH x x 51 139,000 Airgas, Inc. Common Stocks 009363102 680 39,400 SH x x 9 39,400 35 2,000 SH x x 21 2,000 1,732 100,400 SH x 26 100,400 181 10,500 SH x x 28 10,500 Akzo Nobel NV - ADR Common Stocks 010199305 849 26,620 SH x x 12 26,620 1,391 43,610 SH x 26 43,610 Alabama National Bancorp Common Stocks 010317105 1,079 24,800 SH x 26 24,800 Alaris Medical, Inc. Common Stocks 011637105 180 29,500 SH x x 9 29,500 33 5,400 SH x 26 5,400 Alaska Air Group, Inc. Common Stocks 011659109 1,448 66,900 SH x x 9 66,900 80 3,700 SH x x 21 3,700 2,200 101,600 SH x 26 101,600 1,191 55,000 SH x x 51 55,000 Albany Molecular Research, Inc. Common Stocks 012423109 17 1,150 SH x x 21 1,150 219 14,800 SH x x 51 14,800 Albemarle Corp. Common Stocks 012653101 885 31,100 SH x x 9 31,100 17 600 SH x x 21 600 828 29,100 SH x 26 29,100 Alberto-Culver Co. Class B Common Stocks 013068101 2,575 51,100 SH x x 9 51,100 1,160 23,013 SH x x 13 23,013 15 300 SH x x 21 300 2,170 43,052 SH x 26 43,052 237 4,700 SH x x 51 4,700 Albertson's, Inc. Common Stocks 013104104 331 14,852 SH x x 1 14,852 5,113 229,700 SH x x 7 229,700 4,975 223,500 SH x x 9 223,500 395 17,727 SH x x 19 17,727 162 7,300 SH x x 21 7,300 13 600 SH x x 23 600 7,236 325,070 SH x 26 325,070 Alcan, Inc. Common Stocks 013716105 328 11,100 SH x x 1 11,100
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 351 11,900 SH x x 42 11,900 Alcoa, Inc. Common Stocks 013817101 96 4,224 SH x x 1 4,224 3,979 174,650 SH x x 5 174,650 8,792 385,956 SH x x 10 385,956 5,599 245,770 SH x x 12 245,770 148 6,491 SH x x 19 6,491 130 5,700 SH x x 23 5,700 12,617 553,854 SH x 26 553,854 522 22,900 SH x x 50 22,900 Aldila, Inc. Common Stocks 014384200 95 55,633 SH x x 45 55,633 Alexandria Real Estate Equities, Inc. Common Stocks 015271109 354 8,300 SH x 26 8,300 239 5,600 SH x x 51 5,600 Alexion Pharmaceuticals, Inc. Common Stocks 015351109 380 26,900 SH x x 9 26,900 251 17,800 SH x 26 17,800 Alfa Corp. Common Stocks 015385107 209 17,400 SH x x 9 17,400 197 16,400 SH x 26 16,400 Alleghany Corp. Common Stocks 017175100 36 204 SH x x 28 204 Allegheny Energy, Inc. Common Stocks 017361106 159 21,000 SH x x 1 21,000 71 9,411 SH x x 19 9,411 88 11,680 SH x x 23 11,680 632 83,630 SH x 26 83,630 322 42,600 SH x x 50 42,600 Allegheny Technologies, Inc. Common Stocks 01741R102 44 7,000 SH x x 9 7,000 134 21,540 SH x x 19 21,540 179 28,760 SH x 26 28,760 71 11,400 SH x x 51 11,400 Allen Telecom, Inc. Common Stocks 018091108 236 24,900 SH x x 9 24,900 1,228 129,700 SH x 26 129,700 27 2,800 SH x x 32 2,800 1,444 152,500 SH x x 43 152,500 31 3,300 SH x x 51 3,300 Allergan, Inc. Common Stocks 018490102 7,894 137,000 SH x x 9 137,000 323 5,600 SH x x 21 5,600 5,555 96,400 SH x 26 96,400 Allete, Inc. Common Stocks 018522102 220 9,700 SH x x 28 9,700 Alliance Data Systems Corp. Common Stocks 018581108 236 13,300 SH x x 11 13,300 19 1,050 SH x x 21 1,050 3,865 218,100 SH x 26 218,100 87 4,900 SH x x 28 4,900 3,106 175,300 SH x x 44 175,300 Alliance Gaming Corp. Common Stocks 01859P609 3 200 SH x x 28 200 838 49,200 SH x x 45 49,200 Alliant Energy Corp. Common Stocks 018802108 497 30,000 SH x x 1 30,000 1,739 105,100 SH x x 9 105,100 532 32,121 SH x x 19 32,121 452 27,300 SH x x 23 27,300 1,755 106,060 SH x 26 106,060 Alliant TechSystems, Inc. Common Stocks 018804104 667 10,700 SH x x 17 10,700 112 1,800 SH x x 21 1,800 555 8,900 SH x 26 8,900 Allied Waste Industries, Inc. Common Stocks 019589308 234 23,200 SH x x 5 23,200 299 29,876 SH x x 19 29,876 399 39,890 SH x 26 39,890 44 4,400 SH x x 28 4,400 155 15,483 SH x x 42 15,483 Allmerica Financial Corp. Common Stocks 019754100 2,314 229,100 SH x x 9 229,100 109 10,811 SH x x 19 10,811 57 5,600 SH x x 21 5,600 733 72,550 SH x 26 72,550 Allstate Corp. (The) Common Stocks 020002101 1,317 35,600 SH x x 1 35,600 3,958 106,760 SH x x 5 106,760 1,768 47,800 SH x x 9 47,800 7,490 202,500 SH x x 10 202,500 5,571 150,610 SH x x 12 150,610 2,119 57,297 SH x x 19 57,297 1,113 30,100 SH x x 21 30,100 1,158 31,300 SH x x 23 31,300 17,824 481,860 SH x 26 481,860 385 10,400 SH x x 42 10,400 181 4,900 SH x x 52 4,900 Alltel Corp. Common Stocks 020039103 457 8,900 SH x x 5 8,900 6,319 123,900 SH x x 7 123,900 107 2,100 SH x x 10 2,100 2,313 45,360 SH x x 19 45,360 133 2,600 SH x x 21 2,600 7,361 144,330 SH x 26 144,330 321 6,300 SH x x 42 6,300 500 9,800 SH x x 52 9,800 Alpharma, Inc. Class A Common Stocks 020813101 35 2,900 SH x x 21 2,900 1,212 101,800 SH x 26 101,800 101 8,500 SH x x 28 8,500 878 73,700 SH x x 43 73,700 497 41,700 SH x x 51 41,700 Altera Corp. Common Stocks 021441100 127 10,400 SH x x 1 10,400 5,170 419,000 SH x x 10 419,000 4,302 348,600 SH x x 13 348,600 637 51,650 SH x x 19 51,650 10,559 855,670 SH x 26 855,670 Amazon.Com, Inc. Common Stocks 023135106 1,035 54,800 SH x x 7 54,800 640 33,900 SH x 26 33,900 136 7,175 SH x x 31 7,175 AMBAC Financial Group, Inc. Common Stocks 023139108 8,894 158,150 SH x x 10 158,150 34 600 SH x x 21 600 2,548 45,300 SH x 26 45,300 Amcor, Ltd. (conv.) Preferred Stocks 02341R401 2,185 41,600 SH x x 47 41,600 Amcol International Corp. Common Stocks 02341W103 53 9,100 SH x x 9 9,100 67 11,500 SH x 26 11,500 Amerada Hess Corp. Common Stocks 023551104 5,301 96,300 SH x x 7 96,300 4,758 86,434 SH x x 19 86,434 7,188 130,570 SH x 26 130,570 Ameren Corp. Common Stocks 023608102 798 19,200 SH x x 1 19,200 49 1,190 SH x x 19 1,190 349 8,400 SH x x 21 8,400 1,136 27,330 SH x x 23 27,330 2,248 54,070 SH x 26 54,070 America Movil SA de CV - ADR Common Stocks 02364W105 770 53,600 SH x x 8 53,600 773 53,800 SH x x 14 53,800 452 31,500 SH x x 16 31,500 4,893 340,734 SH x 26 340,734 848 59,060 SH x x 29 59,060
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 1,388 96,624 SH x x 30 96,624 840 58,500 SH x x 34 58,500 195 13,600 SH x x 41 13,600 American Axle & Manufacturing Holdings, Inc. Common Stocks 024061103 1,454 62,100 SH x x 2 62,100 1,923 82,100 SH x x 9 82,100 2,274 97,078 SH x x 19 97,078 3,539 151,126 SH x 26 151,126 96 4,100 SH x x 28 4,100 American Electric Power Co., Inc. Common Stocks 025537101 1,216 44,480 SH x x 1 44,480 246 9,000 SH x x 7 9,000 517 18,900 SH x x 10 18,900 1,927 70,500 SH x x 19 70,500 366 13,400 SH x x 21 13,400 1,328 48,600 SH x x 23 48,600 5,996 219,390 SH x 26 219,390 American Eagle Outfitters Common Stocks 02553E106 424 30,800 SH x 26 30,800 488 35,400 SH x x 43 35,400 American Express Co. Common Stocks 025816109 212 6,000 SH x x 3 6,000 2,355 66,450 SH x x 5 66,450 141 4,000 SH x x 6 4,000 269 7,600 SH x x 10 7,600 2,683 75,890 SH x x 12 75,890 1,226 34,674 SH x x 19 34,674 1,463 41,400 SH x x 21 41,400 781 22,100 SH x x 23 22,100 22,132 626,071 SH x 26 626,071 1,669 47,200 SH x x 38 47,200 5,781 163,544 SH x x 39 163,544 435 12,300 SH x x 42 12,300 American Financial Group, Inc. Common Stocks 025932104 637 27,600 SH x x 9 27,600 191 8,295 SH x x 19 8,295 32 1,400 SH x x 21 1,400 4,055 175,760 SH x 26 175,760 143 6,200 SH x x 28 6,200 141 6,100 SH x x 32 6,100 415 18,000 SH x x 51 18,000 American Financial Holdings, Inc. Common Stocks 026075101 34 1,150 SH x x 21 1,150 959 32,100 SH x 26 32,100 382 12,800 SH x x 51 12,800 American Greetings Class A Common Stocks 026375105 3,088 195,450 SH x 26 195,450 180 11,400 SH x x 32 11,400 American Healthcorp, Inc. Common Stocks 02649V104 18 1,000 SH x x 51 1,000 American Home Mortgage Holdings, Inc. Common Stocks 02660M108 82 7,440 SH x x 28 7,440 American International Group Common Stocks 026874107 16,199 280,377 SH x x 1 280,377 758 13,100 SH x x 3 13,100 561 9,900 SH x x 5 9,900 503 8,700 SH x x 6 8,700 9,262 160,101 SH x x 7 160,101 18,509 319,947 SH x x 9 319,947 10,206 176,415 SH x x 10 176,415 19,050 329,306 SH x x 19 329,306 243 4,200 SH x x 21 4,200 4,845 83,746 SH x x 23 83,746 85,076 1,470,624 SH x 26 1,470,624 185 3,200 SH x x 31 3,200 4,859 84,000 SH x x 36 84,000 3,188 55,100 SH x x 38 55,100 10,664 184,346 SH x x 39 184,346 376 6,500 SH x x 42 6,500 442 7,640 SH x x 50 7,640 7,544 130,400 SH x x 54 130,400 American Italian Pasta Co. Class A Common Stocks 027070101 216 6,000 SH x x 9 6,000 155 4,300 SH x x 11 4,300 2,515 69,900 SH x 26 69,900 2,058 57,200 SH x x 44 57,200 American Management Systems Common Stocks 027352103 16 1,350 SH x x 21 1,350 766 63,900 SH x 26 63,900 20 1,700 SH x x 28 1,700 205 17,100 SH x x 51 17,100 American Medical Security Group, Inc. Common Stocks 02744P101 37 2,650 SH x x 21 2,650 1,170 83,700 SH x 26 83,700 25 1,800 SH x x 28 1,800 64 4,600 SH x x 32 4,600 436 31,200 SH x x 51 31,200 American Pharmaceutical Partners, Inc. Common Stocks 02886P109 1,457 81,840 SH x 26 81,840 116 6,500 SH x x 28 6,500 267 15,000 SH x x 51 15,000 American Power Conversion Common Stocks 029066107 446 29,439 SH x x 19 29,439 1,432 94,553 SH x 26 94,553 18 1,200 SH x x 28 1,200 451 29,800 SH x x 51 29,800 American Standard Cos., Inc. Common Stocks 029712106 14 200 SH x x 10 200 1,003 14,100 SH x x 23 14,100 2,276 32,000 SH x 26 32,000 American States Water Co. Common Stocks 029899101 104 4,500 SH x x 9 4,500 American Woodmark Corp. Common Stocks 030506109 1,169 24,600 SH x 26 24,600 AmeriCredit Corp. Common Stocks 03060R101 1,703 220,000 SH x x 9 220,000 134 17,300 SH x x 21 17,300 676 87,400 SH x 26 87,400 20 2,600 SH x x 51 2,600 Ameristar Casinos, Inc. Common Stocks 03070Q101 365 25,900 SH x 26 25,900 44 3,100 SH x x 28 3,100 47 3,300 SH x x 32 3,300 AmerUs Group Co. Common Stocks 03072M108 20 700 SH x x 21 700 608 21,500 SH x x 51 21,500 AmerisourceBergen Corp. Common Stocks 03073E105 255 4,700 SH x x 5 4,700 1,488 27,400 SH x x 7 27,400 2,086 38,401 SH x x 9 38,401 152 2,800 SH x x 21 2,800 3,642 67,053 SH x 26 67,053 923 17,000 SH x x 38 17,000 337 6,200 SH x x 42 6,200 AMERIGROUP Corp. Common Stocks 03073T102 67 2,200 SH x x 21 2,200 123 4,070 SH x x 28 4,070 688 22,700 SH x x 51 22,700 Ameritrade Holding Corp. Common Stocks 03074K100 28 4,900 SH x x 51 4,900 Ametek, Inc. Common Stocks 031100100 916 23,800 SH x x 17 23,800 1,105 28,700 SH x 26 28,700 312 8,100 SH x x 28 8,100
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- Amgen, Inc. Common Stocks 031162100 7,972 164,500 SH x x 1 164,500 247 5,100 SH x x 3 5,100 164 3,400 SH x x 6 3,400 10,122 209,400 SH x x 9 209,400 12,858 266,000 SH x x 10 266,000 3,106 64,249 SH x x 19 64,249 387 8,000 SH x x 21 8,000 75,731 1,566,638 SH x 26 1,566,638 387 8,000 SH x x 31 8,000 4,896 101,278 SH x x 35 101,278 2,973 61,500 SH x x 36 61,500 7,338 151,800 SH x x 38 151,800 16,371 338,654 SH x x 39 338,654 7,285 150,700 SH x x 54 150,700 Amkor Technology, Inc. Common Stocks 031652100 1,826 383,600 SH x x 9 383,600 29 6,000 SH x x 21 6,000 1,526 320,510 SH x 26 320,510 Amphenol Corp. Class A Common Stocks 032095101 334 8,800 SH x 26 8,800 110 2,900 SH x x 28 2,900 57 1,500 SH x x 51 1,500 AmSouth Bancorp Common Stocks 032165102 685 35,700 SH x x 1 35,700 749 39,025 SH x x 19 39,025 1,482 77,200 SH x x 23 77,200 5,386 280,520 SH x 26 280,520 Amsurg Corp. Common Stocks 03232P405 69 3,400 SH x x 28 3,400 Amylin Pharmaceuticals, Inc. Common Stocks 032346108 3,622 224,400 SH x 26 224,400 980 60,700 SH x x 38 60,700 1,390 86,100 SH x x 40 86,100 Anadarko Petroleum Corp. Common Stocks 032511107 201 4,200 SH x x 1 4,200 2,071 43,230 SH x x 5 43,230 1,859 38,800 SH x x 7 38,800 5,470 114,200 SH x x 10 114,200 3,272 68,300 SH x x 12 68,300 560 11,690 SH x x 19 11,690 9,896 206,600 SH x 26 206,600 1,241 25,900 SH x x 46 25,900 Anadigics, Inc. Common Stocks 032515108 105 40,600 SH x x 9 40,600 102 39,400 SH x 26 39,400 Analog Devices, Inc. Common Stocks 032654105 1,085 44,940 SH x x 5 44,940 1,229 51,500 SH x x 10 51,500 1,196 50,090 SH x x 12 50,090 10,739 449,888 SH x 26 449,888 7,252 303,798 SH x x 39 303,798 224 9,400 SH x x 42 9,400 Analogic Corp. Common Stocks 032657207 15 300 SH x 26 300 126 2,500 SH x x 28 2,500 10 200 SH x x 32 200 Andrew Corp. Common Stocks 034425108 154 14,983 SH x x 19 14,983 553 53,826 SH x 26 53,826 Anheuser-Busch Cos., Inc. Common Stocks 035229103 162 3,400 SH x x 1 3,400 189 3,900 SH x x 3 3,900 126 2,600 SH x x 6 2,600 2,236 46,200 SH x x 9 46,200 4,500 92,965 SH x x 19 92,965 1,428 29,500 SH x x 21 29,500 1,292 26,700 SH x x 23 26,700 18,644 385,208 SH x 26 385,208 3,306 68,301 SH x x 35 68,301 1,578 32,600 SH x x 36 32,600 Anixter International, Inc. Common Stocks 035290105 160 6,900 SH x x 21 6,900 4,504 193,700 SH x 26 193,700 100 4,300 SH x x 28 4,300 149 6,400 SH x x 32 6,400 2,120 91,200 SH x x 51 91,200 Annaly Mortgage Management, Inc. Common Stocks 035710409 102 5,400 SH x x 7 5,400 1,986 105,650 SH x x 9 105,650 1,985 105,571 SH x x 19 105,571 321 17,100 SH x x 21 17,100 12,659 673,360 SH x 26 673,360 194 10,300 SH x x 42 10,300 2,895 154,000 SH x x 51 154,000 AnnTaylor Stores Corp. Common Stocks 036115103 1,647 80,649 SH x x 9 80,649 1,082 52,974 SH x x 13 52,974 74 3,600 SH x x 21 3,600 3,041 148,902 SH x 26 148,902 55 2,700 SH x x 28 2,700 248 12,150 SH x x 42 12,150 AnSystem, Inc. Common Stocks 03662Q105 107 5,300 SH x x 28 5,300 Anthem, Inc. Common Stocks 03674B104 718 11,700 SH x x 5 11,700 1,667 26,500 SH x 26 26,500 7 106 SH x x 28 106 931 14,800 SH x x 38 14,800 484 7,700 SH x x 42 7,700 Anteon International Corp. Common Stocks 03674E108 379 15,800 SH x 26 15,800 Anthracite Capital, Inc. Common Stocks 037023108 920 84,400 SH x x 9 84,400 1,393 127,800 SH x 26 127,800 80 7,300 SH x x 28 7,300 675 61,900 SH x x 51 61,900 Anworth Mortgage Asset Corp. Common Stocks 037347101 958 76,200 SH x 26 76,200 65 5,200 SH x x 32 5,200 AON Corp. Common Stocks 037389103 567 30,000 SH x x 1 30,000 1,632 86,400 SH x x 10 86,400 457 24,173 SH x x 19 24,173 580 30,700 SH x x 23 30,700 1,664 88,080 SH x 26 88,080 Apache Corp. Common Stocks 037411105 541 9,500 SH x x 1 9,500 1,979 34,720 SH x x 5 34,720 228 4,000 SH x x 9 4,000 3,259 57,189 SH x x 12 57,189 547 9,597 SH x x 19 9,597 85 1,500 SH x x 21 1,500 1,339 23,500 SH x x 23 23,500 10,350 181,608 SH x 26 181,608 2,559 44,900 SH x x 38 44,900 245 4,300 SH x x 42 4,300 Apartment Investment & Management Co. Class A Common Stocks 03748R101 75 2,000 SH x x 10 2,000 689 18,391 SH x x 19 18,391 10,757 287,000 SH x x 20 287,000 924 24,650 SH x 26 24,650
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 8,515 227,200 SH x x 37 227,200 5,172 138,000 SH x x 49 138,000 Apollo Group, Inc. Class A Common Stocks 037604105 794 18,050 SH x x 17 18,050 92 2,100 SH x x 21 2,100 15,111 343,426 SH x 26 343,426 4,400 100,000 SH x x 38 100,000 5,858 133,145 SH x x 39 133,145 University of Phoenix Onli Common Stocks 037604204 817 22,784 SH x x 19 22,784 25 700 SH x x 21 700 4,654 129,848 SH x 26 129,848 1,376 38,400 SH x x 38 38,400 Apogent Technologies, Inc. Common Stocks 03760A101 385 18,500 SH x x 28 18,500 Apple Computer, Inc. Common Stocks 037833100 562 39,200 SH x x 9 39,200 Applebees International, Inc. Common Stocks 037899101 449 19,350 SH x x 9 19,350 42 1,800 SH x x 21 1,800 230 9,900 SH x x 28 9,900 Apria Healthcare Group, Inc. Common Stocks 037933108 160 7,200 SH x x 28 7,200 Applera Corp. - Applied BioSystems Group Common Stocks 038020103 2,012 114,700 SH x x 7 114,700 1,244 70,900 SH x 26 70,900 Applera Corp. - Celera Genomics Group Common Stocks 038020202 1,206 126,300 SH x x 9 126,300 1,657 173,500 SH x 26 173,500 672 70,400 SH x x 43 70,400 421 44,100 SH x x 51 44,100 Applica, Inc. Common Stocks 03815A106 9 1,700 SH x x 9 1,700 637 127,300 SH x 26 127,300 Applied Films Corp. Common Stocks 038197109 830 41,498 SH x x 13 41,498 1,237 61,863 SH x 26 61,863 Applied Industrial Technologies, Inc. Common Stocks 03820C105 19 1,000 SH x x 9 1,000 234 12,400 SH x 26 12,400 95 5,000 SH x x 28 5,000 55 2,900 SH x x 51 2,900 Applied Materials, Inc. Common Stocks 038222105 292 22,000 SH x x 1 22,000 333 24,600 SH x x 5 24,600 529 40,600 SH x x 7 40,600 2,254 173,000 SH x x 10 173,000 11,985 919,779 SH x 26 919,779 291 22,300 SH x x 31 22,300 567 43,500 SH x x 36 43,500 8,187 628,330 SH x x 39 628,330 215 16,500 SH x x 42 16,500 Applied Micro Circuits Corp. Common Stocks 03822W109 448 121,300 SH x x 9 121,300 37 10,100 SH x x 10 10,100 38 10,200 SH x x 21 10,200 335 90,900 SH x 26 90,900 Aptargroup, Inc. Common Stocks 038336103 1,521 48,700 SH x x 9 48,700 94 3,000 SH x x 11 3,000 2,783 89,100 SH x 26 89,100 1,221 39,100 SH x x 44 39,100 Aquila, Inc. Common Stocks 03840P102 24 13,420 SH x x 9 13,420 26 14,528 SH x x 19 14,528 18 10,300 SH x x 21 10,300 625 353,360 SH x 26 353,360 282 159,400 SH x x 51 159,400 Aracruz Celulose SA - ADR Preferred Stocks 038496204 389 20,950 SH x x 8 20,950 463 24,950 SH x 26 24,950 89 4,800 SH x x 29 4,800 Aramark Corp. Class B Common Stocks 038521100 387 16,800 SH x x 5 16,800 261 11,100 SH x x 42 11,100 Arbitron, Inc. Common Stocks 03875Q108 817 24,400 SH x x 9 24,400 191 5,700 SH x x 11 5,700 39 1,150 SH x x 21 1,150 3,625 108,200 SH x 26 108,200 2,553 76,200 SH x x 44 76,200 97 2,900 SH x x 51 2,900 Arch Chemicals, Inc. Common Stocks 03937R102 33 1,800 SH x x 9 1,800 43 2,350 SH x x 21 2,350 725 39,700 SH x 26 39,700 47 2,600 SH x x 28 2,600 586 32,100 SH x x 51 32,100 Arch Coal, Inc. Common Stocks 039380100 626 29,000 SH x 26 29,000 60 2,800 SH x x 28 2,800 440 20,375 SH x x 40 20,375 Archer-Daniels-Midland Co. Common Stocks 039483102 1,087 87,700 SH x x 1 87,700 2,838 228,880 SH x x 5 228,880 2,655 214,078 SH x x 7 214,078 1,740 140,300 SH x x 9 140,300 862 69,500 SH x x 10 69,500 4,612 371,951 SH x x 12 371,951 1,401 112,958 SH x x 19 112,958 177 14,300 SH x x 21 14,300 1,287 103,772 SH x x 23 103,772 14,414 1,162,419 SH x 26 1,162,419 Archstone-Smith Trust Common Stocks 039583109 431 18,300 SH x x 10 18,300 12,123 515,000 SH x x 20 515,000 612 26,000 SH x x 23 26,000 87 3,700 SH x 26 3,700 9,517 404,277 SH x x 37 404,277 16,891 717,547 SH x x 49 717,547 Arden Realty, Inc. Common Stocks 039793104 246 11,100 SH x x 10 11,100 188 8,510 SH x x 19 8,510 334 15,090 SH x 26 15,090 3,482 157,200 SH x x 37 157,200 8,982 405,500 SH x x 49 405,500 Argosy Gaming Co. Common Stocks 040228108 307 16,200 SH x x 28 16,200 Ariba, Inc. Common Stocks 04033V104 1,124 453,312 SH x x 13 453,312 869 350,332 SH x 26 350,332 Arkansas Best Corp. Common Stocks 040790107 260 10,000 SH x x 9 10,000 792 30,500 SH x 26 30,500 75 2,900 SH x x 28 2,900 Armor Holdings, Inc. Common Stocks 042260109 135 9,800 SH x x 28 9,800 ArQule, Inc. Common Stocks 04269E107 17 5,700 SH x x 51 5,700 Arris Group, Inc. Common Stocks 04269Q100 417 116,800 SH x 26 116,800 574 160,700 SH x x 43 160,700 Arrow Electronics, Inc. Common Stocks 042735100 1,330 104,000 SH x x 2 104,000 565 44,200 SH x x 9 44,200 264 20,650 SH x x 21 20,650 7,299 570,700 SH x 26 570,700 168 13,100 SH x x 28 13,100 4,016 314,000 SH x x 51 314,000 Arrow International, Inc. Common Stocks 042764100 191 4,700 SH x 26 4,700
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 41 1,000 SH x x 32 1,000 Artisan Components, Inc. Common Stocks 042923102 468 30,300 SH x x 45 30,300 ArvinMeritor, Inc. Common Stocks 043353101 1,556 93,334 SH x x 19 93,334 19 1,150 SH x x 21 1,150 3,102 186,089 SH x 26 186,089 138 8,300 SH x x 28 8,300 247 14,800 SH x x 51 14,800 Asbury Automotive Group, Inc. Common Stocks 043436104 25 2,950 SH x x 21 2,950 583 69,300 SH x 26 69,300 30 3,600 SH x x 32 3,600 284 33,800 SH x x 51 33,800 Ascential Software Corp. Common Stocks 04362P108 330 137,500 SH x 26 137,500 459 191,300 SH x x 43 191,300 Ashanti Goldfields Co., Ltd. - GDR Common Stocks 043743202 819 140,000 SH x x 8 140,000 843 144,068 SH x 26 144,068 Ashland, Inc. Common Stocks 044204105 243 8,500 SH x x 1 8,500 4,430 155,280 SH x x 9 155,280 114 4,000 SH x x 21 4,000 611 21,400 SH x x 23 21,400 4,752 166,550 SH x 26 166,550 231 8,100 SH x x 51 8,100 365 12,800 SH x x 52 12,800 Associated Banc-Corp Common Stocks 045487105 1,789 52,701 SH x x 9 52,701 84 2,487 SH x x 19 2,487 36 1,050 SH x x 21 1,050 2,611 76,925 SH x 26 76,925 482 14,200 SH x x 51 14,200 Astoria Financial Corp. Common Stocks 046265104 1,493 55,000 SH x x 9 55,000 171 6,310 SH x x 19 6,310 103 3,800 SH x x 21 3,800 229 8,430 SH x 26 8,430 266 9,800 SH x x 28 9,800 304 11,200 SH x x 42 11,200 AstraZeneca PLC - ADR Common Stocks 046353108 1,188 33,866 SH x x 16 33,866 Asyst Technologies, Inc. Common Stocks 04648X107 1,876 255,198 SH x x 13 255,198 1,582 215,207 SH x 26 215,207 Atlantic Coast Airlines Holdings, Inc. Common Stocks 048396105 156 13,000 SH x x 28 13,000 Atmel Corp. Common Stocks 049513104 1,049 470,210 SH x x 13 470,210 882 395,465 SH x 26 395,465 Atwood Oceanics, Inc. Common Stocks 050095108 704 23,400 SH x 26 23,400 12 400 SH x x 28 400 24 800 SH x x 51 800 Audiovox Corp. Class A Common Stocks 050757103 37 3,600 SH x x 51 3,600 Autodesk, Inc. Common Stocks 052769106 1,371 95,900 SH x x 9 95,900 1,489 104,127 SH x x 13 104,127 2,393 167,326 SH x 26 167,326 11 800 SH x x 28 800 Autoliv, Inc. Common Stocks 052800109 199 9,500 SH x x 1 9,500 251 12,000 SH x x 7 12,000 584 27,900 SH x x 9 27,900 83 3,960 SH x x 19 3,960 959 45,800 SH x x 23 45,800 3,826 182,820 SH x 26 182,820 203 9,700 SH x x 28 9,700 151 7,200 SH x x 32 7,200 Automatic Data Processing Common Stocks 053015103 707 18,000 SH x x 5 18,000 7,497 191,000 SH x x 10 191,000 1,161 29,590 SH x x 12 29,590 204 5,200 SH x x 21 5,200 4,624 117,800 SH x 26 117,800 Autonation, Inc. Common Stocks 05329W102 3,509 279,400 SH x x 7 279,400 378 30,100 SH x x 9 30,100 2,395 190,700 SH x 26 190,700 476 37,900 SH x x 28 37,900 Autozone, Inc. Common Stocks 053332102 61 863 SH x x 19 863 85 1,200 SH x x 21 1,200 39 553 SH x 26 553 AvalonBay Communities, Inc. Common Stocks 053484101 732 18,700 SH x x 7 18,700 10,783 275,500 SH x x 20 275,500 458 11,700 SH x 26 11,700 262 6,700 SH x x 28 6,700 9,171 234,300 SH x x 37 234,300 8,020 204,900 SH x x 49 204,900 Avaya, Inc. Common Stocks 053499109 123 56,000 SH x x 1 56,000 104 42,400 SH x x 9 42,400 308 125,600 SH x x 23 125,600 523 213,600 SH x 26 213,600 730 297,800 SH x x 43 297,800 Avery Dennison Corp. Common Stocks 053611109 98 1,600 SH x x 21 1,600 31 500 SH x 26 500 Aviall, Inc. Common Stocks 05366B102 249 30,900 SH x x 9 30,900 127 15,800 SH x 26 15,800 40 5,000 SH x x 28 5,000 51 6,300 SH x x 51 6,300 Avid Technology, Inc. Common Stocks 05367P100 60 2,600 SH x x 9 2,600 40 1,750 SH x x 21 1,750 1,179 51,363 SH x 26 51,363 652 28,400 SH x x 45 28,400 806 35,100 SH x x 51 35,100 Avista Corp. Common Stocks 05379B107 1,014 87,700 SH x x 9 87,700 81 7,000 SH x x 21 7,000 2,137 184,900 SH x 26 184,900 942 81,500 SH x x 51 81,500 Avnet, Inc. Common Stocks 053807103 1,163 107,400 SH x x 2 107,400 1,762 162,700 SH x x 9 162,700 2,038 188,139 SH x x 19 188,139 184 16,950 SH x x 21 16,950 4,800 443,252 SH x 26 443,252 129 11,900 SH x x 28 11,900 1,842 170,100 SH x x 51 170,100 Avocent Corp. Common Stocks 053893103 635 28,563 SH x x 19 28,563 1,767 79,501 SH x 26 79,501 371 16,700 SH x x 28 16,700 851 38,300 SH x x 40 38,300 Avon Products, Inc. Common Stocks 054303102 242 4,500 SH x x 1 4,500 253 4,700 SH x x 21 4,700 1,826 33,900 SH x x 23 33,900 6,529 121,200 SH x 26 121,200 959 17,800 SH x x 36 17,800 1,234 22,900 SH x x 38 22,900
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- Axcelis Technologies, Inc. Common Stocks 054540109 447 79,760 SH x 26 79,760 Aztar Corp. Common Stocks 054802103 444 31,100 SH x x 9 31,100 251 17,600 SH x 26 17,600 63 4,400 SH x x 28 4,400 BB&T Corp. Common Stocks 054937107 266 7,200 SH x x 9 7,200 1,344 36,331 SH x x 19 36,331 233 6,300 SH x x 23 6,300 2,526 68,300 SH x 26 68,300 BEI Technologies, Inc. Common Stocks 05538P104 1,017 90,900 SH x 26 90,900 BISystem Group, Inc. (The) Common Stocks 055472104 197 12,400 SH x x 11 12,400 3,140 197,500 SH x 26 197,500 2,592 163,000 SH x x 44 163,000 BJ Services Co. Common Stocks 055482103 90 2,800 SH x x 11 2,800 1,796 55,600 SH x 26 55,600 410 12,700 SH x x 43 12,700 1,212 37,500 SH x x 44 37,500 BJ's Wholesale Club, Inc. Common Stocks 05548J106 274 14,950 SH x 26 14,950 48 2,600 SH x x 28 2,600 420 22,940 SH x x 50 22,940 BOK Financial Corp. Common Stocks 05561Q201 19 600 SH x x 51 600 BP PLC - ADR Common Stocks 055622104 4,346 106,910 SH x x 12 106,910 7,770 191,150 SH x 26 191,150 1,106 27,200 SH x x 50 27,200 BRE Properties Class A Common Stocks 05564E106 3,613 115,800 SH x x 37 115,800 12,187 390,600 SH x x 49 390,600 BT Group PLC - ADR Common Stocks 05577E101 987 31,490 SH x x 12 31,490 1,313 41,920 SH x 26 41,920 BMC Software, Inc. Common Stocks 055921100 389 22,600 SH x x 5 22,600 5,455 318,815 SH x x 19 318,815 82 4,800 SH x x 21 4,800 4,066 237,610 SH x 26 237,610 496 29,000 SH x x 42 29,000 298 17,400 SH x x 50 17,400 Baker Hughes, Inc. Common Stocks 057224107 5,221 162,200 SH x x 1 162,200 1,036 32,180 SH x x 5 32,180 5,881 182,700 SH x x 9 182,700 1,671 51,900 SH x x 10 51,900 1,299 40,340 SH x x 12 40,340 607 18,869 SH x x 19 18,869 17,590 546,439 SH x 26 546,439 5,482 170,300 SH x x 54 170,300 Baldor Electric Co. Common Stocks 057741100 19 950 SH x x 21 950 336 17,000 SH x 26 17,000 217 11,000 SH x x 51 11,000 Ball Corp. Common Stocks 058498106 5,812 113,547 SH x x 19 113,547 5,343 104,370 SH x 26 104,370 133 2,600 SH x x 32 2,600 256 5,000 SH x x 51 5,000 Banco Santander Chile SA - ADR Common Stocks 05965X109 419 22,474 SH x x 14 22,474 932 50,000 SH x x 23 50,000 1,695 90,967 SH x 26 90,967 403 21,625 SH x x 29 21,625 118 6,357 SH x x 30 6,357 Bancorp Rhode Island, Inc. Common Stocks 059690107 301 13,150 SH x x 2 13,150 Bancorpsouth, Inc. Common Stocks 059692103 51 2,650 SH x x 21 2,650 987 50,800 SH x 26 50,800 608 31,300 SH x x 51 31,300 Bandag, Inc. Common Stocks 059815100 727 18,800 SH x 26 18,800 85 2,200 SH x x 32 2,200 Bank of America Corp. Common Stocks 060505104 5,510 79,200 SH x x 1 79,200 529 7,600 SH x x 3 7,600 355 5,100 SH x x 6 5,100 11,480 165,019 SH x x 7 165,019 19,094 274,458 SH x x 9 274,458 1,572 22,600 SH x x 10 22,600 9,615 138,200 SH x x 12 138,200 32,076 461,056 SH x x 19 461,056 807 11,600 SH x x 21 11,600 6,686 96,100 SH x x 23 96,100 86,837 1,248,193 SH x 26 1,248,193 981 14,100 SH x x 38 14,100 522 7,500 SH x x 42 7,500 1,329 19,100 SH x x 46 19,100 1,366 19,630 SH x x 50 19,630 Bank of Hawaii Corp. Common Stocks 062540109 3,212 105,700 SH x x 9 105,700 38 1,250 SH x x 21 1,250 3,562 117,200 SH x 26 117,200 261 8,600 SH x x 28 8,600 30 1,000 SH x x 51 1,000 Bank of the Ozarks, Inc. Common Stocks 063904106 115 4,900 SH x 26 4,900 23 1,000 SH x x 28 1,000 14 600 SH x x 32 600 Bank of New York Co., Inc. (The) Common Stocks 064057102 274 11,427 SH x x 19 11,427 705 29,420 SH x 26 29,420 333 13,900 SH x x 52 13,900 Bank One Corp. Common Stocks 06423A103 1,859 50,858 SH x x 1 50,858 201 5,500 SH x x 3 5,500 384 10,500 SH x x 5 10,500 135 3,700 SH x x 6 3,700 3,366 92,100 SH x x 9 92,100 12,131 331,900 SH x x 10 331,900 636 17,410 SH x x 12 17,410 3,367 92,117 SH x x 19 92,117 2,913 79,700 SH x x 23 79,700 16,849 460,990 SH x 26 460,990 649 17,750 SH x x 50 17,750 BankAtlantic Bancorp, Inc. Class A Common Stocks 065908501 1,046 110,700 SH x x 9 110,700 34 3,550 SH x x 21 3,550 1,709 180,800 SH x 26 180,800 449 47,500 SH x x 51 47,500 Banknorth Group, Inc. Common Stocks 06646R107 2,378 105,200 SH x x 2 105,200 47 2,100 SH x x 10 2,100 285 12,590 SH x x 19 12,590 66 2,900 SH x x 21 2,900 2,708 119,820 SH x 26 119,820 262 11,600 SH x x 28 11,600 188 8,300 SH x x 42 8,300 Bankunited Financial Corp. Class A Common Stocks 06652B103 165 10,200 SH x x 9 10,200 74 4,600 SH x x 21 4,600 909 56,200 SH x 26 56,200
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 214 13,200 SH x x 42 13,200 Banta Corp. Common Stocks 066821109 1,310 41,900 SH x x 2 41,900 864 27,644 SH x x 19 27,644 28 900 SH x x 21 900 2,922 93,430 SH x 26 93,430 569 18,200 SH x x 51 18,200 CR Bard, Inc. Common Stocks 067383109 2,610 45,000 SH x x 7 45,000 539 9,300 SH x x 10 9,300 2,804 48,350 SH x x 19 48,350 220 3,800 SH x x 21 3,800 3,933 67,818 SH x 26 67,818 Barnes & Noble, Inc. Common Stocks 067774109 83 4,600 SH x x 28 4,600 Barrick Gold Corp. Common Stocks 067901108 6 360 SH x x 33 360 Barr Laboratories, Inc. Common Stocks 068306109 91 1,400 SH x x 28 1,400 Bausch & Lomb, Inc. Common Stocks 071707103 360 10,000 SH x x 1 10,000 425 11,800 SH x x 9 11,800 68 1,900 SH x x 21 1,900 1,148 31,900 SH x 26 31,900 1,321 36,700 SH x x 43 36,700 194 5,400 SH x x 52 5,400 Baxter International, Inc. Common Stocks 071813109 109 3,900 SH x x 1 3,900 1,966 70,200 SH x x 10 70,200 4,878 174,200 SH x x 13 174,200 106 3,800 SH x x 21 3,800 11,805 421,600 SH x 26 421,600 591 21,100 SH x x 36 21,100 344 12,300 SH x x 52 12,300 BE Aerospace, Inc. Common Stocks 073302101 740 203,300 SH x 26 203,300 BEA Systems, Inc. Common Stocks 073325102 124 10,800 SH x x 11 10,800 6,505 567,100 SH x 26 567,100 310 27,000 SH x x 28 27,000 2,685 234,100 SH x x 38 234,100 1,573 137,100 SH x x 44 137,100 Bear Stearns Cos., Inc. (The) Common Stocks 073902108 149 2,500 SH x x 1 2,500 2,604 43,833 SH x x 2 43,833 407 6,800 SH x x 5 6,800 1,182 19,900 SH x x 7 19,900 2,484 41,812 SH x x 9 41,812 131 2,200 SH x x 21 2,200 440 7,400 SH x x 23 7,400 3,894 65,549 SH x 26 65,549 499 8,400 SH x x 42 8,400 BearingPoint, Inc. Common Stocks 074002106 285 41,300 SH x x 10 41,300 80 11,650 SH x x 21 11,650 1,644 238,280 SH x 26 238,280 235 34,000 SH x x 50 34,000 406 58,900 SH x x 51 58,900 Beazer Homes USA, Inc. Common Stocks 07556Q105 48 800 SH x x 28 800 Becton Dickinson & Co. Common Stocks 075887109 2,771 90,300 SH x x 7 90,300 5,248 171,000 SH x x 10 171,000 7,260 236,550 SH x x 19 236,550 295 9,600 SH x x 21 9,600 267 8,700 SH x x 23 8,700 9,876 321,807 SH x 26 321,807 Bed Bath & Beyond, Inc. Common Stocks 075896100 199 5,700 SH x x 1 5,700 773 22,400 SH x x 10 22,400 11,787 341,347 SH x 26 341,347 2,325 67,332 SH x x 35 67,332 207 6,000 SH x x 36 6,000 2,814 81,500 SH x x 38 81,500 Bedford Property Investors Common Stocks 076446301 712 27,700 SH x x 9 27,700 1,151 44,800 SH x 26 44,800 98 3,800 SH x x 28 3,800 57 2,200 SH x x 32 2,200 Belden, Inc. Common Stocks 077459105 20 1,300 SH x x 51 1,300 Bell Microproducts, Inc. Common Stocks 078137106 172 31,000 SH x x 9 31,000 299 53,900 SH x 26 53,900 51 9,200 SH x x 51 9,200 BellSouth Corp. Common Stocks 079860102 2,906 112,325 SH x x 1 112,325 279 10,800 SH x x 3 10,800 3,922 151,590 SH x x 5 151,590 186 7,200 SH x x 6 7,200 6,100 235,800 SH x x 10 235,800 6,549 253,160 SH x x 12 253,160 3,567 137,899 SH x x 19 137,899 1,643 63,500 SH x x 21 63,500 3,009 116,300 SH x x 23 116,300 28,057 1,084,520 SH x 26 1,084,520 507 19,600 SH x x 52 19,600 Belo Corp. Class A Common Stocks 080555105 416 19,500 SH x x 17 19,500 101 4,750 SH x x 19 4,750 91 4,250 SH x x 21 4,250 4,359 204,450 SH x 26 204,450 271 12,700 SH x x 32 12,700 1,782 83,600 SH x x 51 83,600 Bemis Co. Common Stocks 081437105 144 2,900 SH x x 1 2,900 96 1,930 SH x x 19 1,930 481 9,700 SH x x 21 9,700 2,272 45,770 SH x 26 45,770 223 4,500 SH x x 42 4,500 Benchmark Electronics, Inc. Common Stocks 08160H101 229 8,000 SH x x 21 8,000 5,999 209,300 SH x 26 209,300 192 6,700 SH x x 28 6,700 427 14,900 SH x x 32 14,900 2,834 98,900 SH x x 51 98,900 WR Berkley Corp. Common Stocks 084423102 2,836 71,589 SH x x 19 71,589 4,677 118,071 SH x 26 118,071 182 4,600 SH x x 28 4,600 257 6,500 SH x x 32 6,500 Berkshire Hathaway, Inc. Class B Common Stocks 084670207 838 346 SH x 26 346 1,333 550 SH x x 50 550 Best Buy Co., Inc. Common Stocks 086516101 307 13,300 SH x x 1 13,300 Beverly Enterprises, Inc. Common Stocks 087851309 1,837 644,500 SH x 26 644,500 BHP Billiton, Ltd. - ADR Common Stocks 088606108 266 23,168 SH x x 16 23,168 1,081 93,981 SH x 26 93,981 Big Lots, Inc. Common Stocks 089302103 1,730 130,800 SH x x 9 130,800 958 72,423 SH x x 13 72,423 2,068 156,349 SH x 26 156,349 610 46,100 SH x x 51 46,100 Bio-Rad Laboratories, Inc. Class A Common Stocks 090572207 124 3,200 SH x x 21 3,200
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 2,879 74,400 SH x 26 74,400 1,699 43,900 SH x x 51 43,900 Biogen, Inc. Common Stocks 090597105 689 17,200 SH x 26 17,200 328 8,200 SH x x 31 8,200 2,087 52,100 SH x x 46 52,100 Biomet, Inc. Common Stocks 090613100 929 32,400 SH x x 10 32,400 2,763 96,400 SH x 26 96,400 1,347 47,000 SH x x 38 47,000 Biovail Corp. Common Stocks 09067J109 31 1,180 SH x x 33 1,180 Biosite, Inc. Common Stocks 090945106 1,034 30,400 SH x x 17 30,400 20 600 SH x x 21 600 1,211 35,600 SH x 26 35,600 Black & Decker Corp. Common Stocks 091797100 570 13,300 SH x x 10 13,300 445 10,370 SH x x 19 10,370 836 19,500 SH x x 23 19,500 2,601 60,640 SH x 26 60,640 Black Box Corp. Common Stocks 091826107 842 18,800 SH x x 17 18,800 1,659 37,040 SH x 26 37,040 Black Hills Corp. Common Stocks 092113109 48 1,800 SH x x 28 1,800 Blackrock, Inc. Common Stocks 09247X101 20 500 SH x x 21 500 335 8,500 SH x 26 8,500 272 6,900 SH x x 51 6,900 H&R Block, Inc. Common Stocks 093671105 4,683 116,500 SH x x 9 116,500 2,379 59,190 SH x x 19 59,190 1,001 24,900 SH x x 21 24,900 6,565 163,316 SH x 26 163,316 382 9,500 SH x x 52 9,500 Blockbuster, Inc. Class A Common Stocks 093679108 21 1,700 SH x x 21 1,700 Blyth, Inc. Common Stocks 09643P108 1,662 62,090 SH x x 19 62,090 1,982 74,050 SH x 26 74,050 Bob Evans Farms Common Stocks 096761101 911 39,000 SH x x 9 39,000 1,049 44,942 SH x 26 44,942 19 800 SH x x 51 800 Boeing Co. (The) Common Stocks 097023105 993 30,100 SH x x 1 30,100 537 16,600 SH x x 5 16,600 5,179 157,000 SH x x 7 157,000 4,091 124,000 SH x x 9 124,000 3,758 113,900 SH x x 10 113,900 409 12,400 SH x x 21 12,400 76 2,300 SH x x 23 2,300 11,036 334,516 SH x 26 334,516 360 10,900 SH x x 42 10,900 165 5,000 SH x x 50 5,000 356 10,800 SH x x 52 10,800 Boise Cascade Corp. Common Stocks 097383103 74 2,950 SH x x 21 2,950 30 1,200 SH x x 23 1,200 918 36,400 SH x 26 36,400 1,223 48,500 SH x x 51 48,500 363 14,400 SH x x 52 14,400 Bon-Ton Stores, Inc. (The) Common Stocks 09776J101 288 73,685 SH x x 45 73,685 Bombay Co., Inc. (The) Common Stocks 097924104 346 69,100 SH x x 9 69,100 325 64,900 SH x 26 64,900 Borders Group, Inc. Common Stocks 099709107 153 9,500 SH x x 28 9,500 BorgWarner, Inc. Common Stocks 099724106 1,084 21,500 SH x x 9 21,500 1,100 21,809 SH x x 13 21,809 909 18,023 SH x 26 18,023 Borland Software Corp. Common Stocks 099849101 984 79,990 SH x 26 79,990 183 14,900 SH x x 28 14,900 207 16,799 SH x x 51 16,799 Boston Beer Co, Inc. Common Stocks 100557107 44 3,100 SH x x 51 3,100 Boston Communications Group Common Stocks 100582105 221 17,400 SH x 26 17,400 47 3,700 SH x x 32 3,700 620 48,800 SH x x 45 48,800 Boston Properties, Inc. Common Stocks 101121101 2,175 59,000 SH x x 2 59,000 11,850 321,500 SH x x 20 321,500 2,213 60,045 SH x 26 60,045 8,975 243,500 SH x x 37 243,500 12,930 350,800 SH x x 49 350,800 Boston Scientific Corp. Common Stocks 101137107 8,929 210,000 SH x x 9 210,000 2,526 59,400 SH x x 10 59,400 383 9,000 SH x x 21 9,000 25,372 596,705 SH x 26 596,705 306 7,200 SH x x 36 7,200 6,352 149,400 SH x x 38 149,400 5,616 132,088 SH x x 39 132,088 1,140 26,810 SH x x 46 26,810 736 17,300 SH x x 50 17,300 Bowater, Inc. Common Stocks 102183100 122 2,900 SH x x 5 2,900 919 21,900 SH x x 10 21,900 196 4,680 SH x x 12 4,680 1,078 25,700 SH x 26 25,700 394 9,400 SH x x 52 9,400 Boyd Gaming Corp. Common Stocks 103304101 1,995 142,000 SH x x 13 142,000 5,606 399,000 SH x 26 399,000 55 3,900 SH x x 28 3,900 Boykin Lodging Co. Common Stocks 103430104 206 22,100 SH x x 9 22,100 189 20,300 SH x 26 20,300 Brandywine Realty Trust Common Stocks 105368203 21 950 SH x x 21 950 569 26,100 SH x 26 26,100 260 11,900 SH x x 51 11,900 Briggs & Stratton Common Stocks 109043109 1,062 25,000 SH x 26 25,000 102 2,400 SH x x 28 2,400 170 4,000 SH x x 32 4,000 Brinker International, Inc. Common Stocks 109641100 270 8,400 SH x x 5 8,400 61 1,900 SH x x 21 1,900 464 14,400 SH x x 28 14,400 329 10,200 SH x x 42 10,200 Bristol-Myers Squibb Co. Common Stocks 110122108 232 10,000 SH x x 3 10,000 304 13,000 SH x x 5 13,000 153 6,600 SH x x 6 6,600 10,561 456,200 SH x x 9 456,200 7,352 317,600 SH x x 10 317,600 835 36,061 SH x x 19 36,061 1,484 64,100 SH x x 21 64,100 377 16,300 SH x x 23 16,300 14,371 620,760 SH x 26 620,760 201 8,700 SH x x 42 8,700 Broadcom Corp. Class A Common Stocks 111320107 18 1,200 SH x x 10 1,200 6 400 SH x 26 400 Broadwing, Inc. Common Stocks 111620100 683 194,100 SH x 26 194,100
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- Brocade Communications Systems, Inc. Common Stocks 111621108 119 28,700 SH x x 28 28,700 Brookfield Properties Co. Common Stocks 112900105 2,376 117,600 SH x x 20 117,600 10,328 511,300 SH x x 49 511,300 Brookline Bancorp, Inc. Common Stocks 11373M107 0 1 SH x 26 1 Brooks-PRI Automation, Inc. Common Stocks 11442E102 7 600 SH x x 28 600 Brown & Brown, Inc. Common Stocks 115236101 107 3,300 SH x x 21 3,300 1,975 61,100 SH x 26 61,100 210 6,500 SH x x 28 6,500 320 9,900 SH x x 42 9,900 Tom Brown, Inc. Common Stocks 115660201 294 11,700 SH x x 9 11,700 336 13,400 SH x 26 13,400 Brown Shoe Co., Inc. Common Stocks 115736100 26 1,100 SH x x 21 1,100 122 5,100 SH x x 28 5,100 60 2,500 SH x x 51 2,500 Brunswick Corp. Common Stocks 117043109 3,744 188,500 SH x x 9 188,500 71 3,600 SH x x 21 3,600 40 2,000 SH x x 23 2,000 5,096 256,600 SH x 26 256,600 302 15,200 SH x x 51 15,200 Building Material Holding Corp. Common Stocks 120113105 1,383 96,700 SH x 26 96,700 Burlington Northern Santa Fe Corp. Common Stocks 12189T104 822 31,600 SH x x 1 31,600 96 3,700 SH x x 9 3,700 1,896 72,900 SH x x 10 72,900 5,187 199,431 SH x x 19 199,431 557 21,400 SH x x 21 21,400 905 34,790 SH x x 23 34,790 9,359 359,820 SH x 26 359,820 748 28,750 SH x x 50 28,750 Burlington Resources, Inc. Common Stocks 122014103 1,544 36,200 SH x x 9 36,200 1,177 27,600 SH x 26 27,600 Business Objects SA - ADR Common Stocks 12328X107 79 5,300 SH x x 11 5,300 1,217 81,100 SH x 26 81,100 1,053 70,200 SH x x 44 70,200 C&D Technologies, Inc. Common Stocks 124661109 21 1,200 SH x x 28 1,200 CAE, Inc. Common Stocks 124765108 26 5,600 SH x x 53 5,600 CBL & Associates Properties, Inc. Common Stocks 124830100 1,470 36,700 SH x x 9 36,700 148 3,700 SH x x 21 3,700 2,599 64,900 SH x 26 64,900 116 2,900 SH x x 28 2,900 392 9,800 SH x x 42 9,800 CCC Information Services Group Common Stocks 12487Q109 169 9,500 SH x x 9 9,500 151 8,500 SH x 26 8,500 36 2,000 SH x x 32 2,000 107 6,000 SH x x 51 6,000 CBRL Group, Inc. Common Stocks 12489V106 3,670 121,800 SH x x 9 121,800 3,293 109,300 SH x 26 109,300 199 6,600 SH x x 28 6,600 93 3,100 SH x x 32 3,100 C-COR.net Corp. Common Stocks 125010108 8 2,550 SH x x 21 2,550 170 51,200 SH x 26 51,200 100 30,100 SH x x 51 30,100 CDI Corp. Common Stocks 125071100 103 3,800 SH x x 21 3,800 3,146 116,600 SH x 26 116,600 1,176 43,600 SH x x 51 43,600 12541C203 2 100 SH x x 33 100 CH Energy Group, Inc. Common Stocks 12541M102 89 1,900 SH x x 28 1,900 CH Robinson Worldwide, Inc. Common Stocks 12541W100 1,535 49,210 SH x 26 49,210 59 1,900 SH x x 28 1,900 Cigna Corp. Common Stocks 125509109 370 9,000 SH x x 1 9,000 2,303 56,000 SH x x 7 56,000 3,779 91,900 SH x x 10 91,900 3,427 83,352 SH x x 19 83,352 1,423 34,600 SH x x 23 34,600 6,392 155,440 SH x 26 155,440 CIT Group, Inc. Common Stocks 125581108 3,746 191,100 SH x x 10 191,100 1,235 63,000 SH x 26 63,000 Cleco Corp. Common Stocks 12561W105 339 24,200 SH x x 9 24,200 342 24,400 SH x 26 24,400 CMS Energy Corp. Common Stocks 125896100 293 31,000 SH x x 1 31,000 3,567 377,900 SH x x 9 377,900 207 21,900 SH x x 21 21,900 407 43,100 SH x x 23 43,100 4,775 505,800 SH x 26 505,800 CNA Financial Corp. Common Stocks 126117100 18 700 SH x x 9 700 214 8,345 SH x x 19 8,345 282 11,030 SH x 26 11,030 69 2,700 SH x x 28 2,700 CNA Surety Corp. Common Stocks 12612L108 1,072 136,500 SH x x 2 136,500 CNF, Inc. Common Stocks 12612W104 153 4,600 SH x x 21 4,600 209 6,300 SH x x 28 6,300 439 13,200 SH x x 42 13,200 CSG Systems International Common Stocks 126349109 396 29,000 SH x 26 29,000 551 40,400 SH x x 43 40,400 CSX Corp. Common Stocks 126408103 340 12,000 SH x x 1 12,000 184 6,500 SH x x 9 6,500 980 34,600 SH x x 10 34,600 133 4,700 SH x x 23 4,700 374 13,200 SH x 26 13,200 CTS Corp. Common Stocks 126501105 285 36,800 SH x x 9 36,800 409 52,780 SH x 26 52,780 CUNO, Inc. Common Stocks 126583103 56 1,700 SH x x 28 1,700 CVS Corp. Common Stocks 126650100 7,616 305,000 SH x x 9 305,000 6,213 248,800 SH x x 10 248,800 222 8,900 SH x x 21 8,900 82 3,300 SH x x 23 3,300 7,094 284,100 SH x 26 284,100 Cablevision Systems Corp. Class A Common Stocks 12686C109 206 12,300 SH x x 9 12,300 97 5,800 SH x x 19 5,800 130 7,740 SH x 26 7,740 138 8,262 SH x x 28 8,262 Cable Design Technologies Corp. Common Stocks 126924109 69 11,700 SH x x 28 11,700 Cabot Corp. Common Stocks 127055101 3,222 121,400 SH x x 9 121,400 45 1,700 SH x x 21 1,700 4,370 164,650 SH x 26 164,650 109 4,100 SH x x 28 4,100 183 6,900 SH x x 52 6,900 Cabot Microelectronics Corp. Common Stocks 12709P103 576 12,200 SH x x 17 12,200 1,842 39,020 SH x 26 39,020 321 6,800 SH x x 28 6,800 CACI International, Inc. Class A Common Stocks 127190304 410 11,500 SH x x 17 11,500
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 1,770 49,670 SH x 26 49,670 CAL Dive International, Inc. Common Stocks 127914109 273 11,600 SH x 26 11,600 Calgon Carbon Corp. Common Stocks 129603106 1,953 395,350 SH x 26 395,350 1,316 266,320 SH x x 43 266,320 Callaway Golf Co. Common Stocks 131193104 4,176 315,200 SH x x 9 315,200 65 4,900 SH x x 21 4,900 3,302 249,200 SH x 26 249,200 Calpine Corp. Common Stocks 131347106 692 212,300 SH x x 9 212,300 61 18,800 SH x x 21 18,800 306 93,800 SH x 26 93,800 121 37,100 SH x x 50 37,100 Cambrex Corp. Common Stocks 132011107 1,027 34,000 SH x x 13 34,000 633 20,956 SH x 26 20,956 Camden Property Trust Common Stocks 133131102 102 3,100 SH x x 10 3,100 7,029 213,000 SH x x 20 213,000 4,062 123,100 SH x x 49 123,100 Campbell Soup Co. Common Stocks 134429109 293 12,500 SH x x 21 12,500 690 29,400 SH x 26 29,400 Canadian National Railway Co. Common Stocks 136375102 1,705 41,033 SH x x 12 41,033 2,784 66,990 SH x 26 66,990 Capital Automotive REIT Common Stocks 139733109 891 37,600 SH x x 9 37,600 645 27,200 SH x 26 27,200 Capital One Financial Corp. Common Stocks 14040H105 802 27,000 SH x x 1 27,000 2,107 70,900 SH x x 7 70,900 8,010 269,500 SH x x 10 269,500 83 2,800 SH x x 23 2,800 4,214 141,800 SH x 26 141,800 56 1,900 SH x x 36 1,900 Capitol Federal Financial Common Stocks 14057C106 213 7,400 SH x x 9 7,400 Capstead Mortgage Corp. Common Stocks 14067E506 21 850 SH x x 21 850 355 14,400 SH x 26 14,400 283 11,500 SH x x 51 11,500 Caraustar Industries, Inc. Common Stocks 140909102 50 5,300 SH x x 9 5,300 Cardinal Health, Inc. Common Stocks 14149Y108 1,249 21,440 SH x x 1 21,440 5,914 99,922 SH x x 7 99,922 3,841 64,900 SH x x 10 64,900 5,022 84,842 SH x 26 84,842 1,619 27,360 SH x x 36 27,360 Career Education Corp. Common Stocks 141665109 72 1,800 SH x x 11 1,800 2,065 51,620 SH x 26 51,620 956 23,900 SH x x 44 23,900 Caremark Rx, Inc. Common Stocks 141705103 82 5,050 SH x x 19 5,050 109 6,730 SH x 26 6,730 Carlisle Cos., Inc. Common Stocks 142339100 1,258 30,400 SH x x 9 30,400 1,559 37,666 SH x x 19 37,666 66 1,600 SH x x 21 1,600 3,815 92,202 SH x 26 92,202 87 2,100 SH x x 28 2,100 811 19,600 SH x x 51 19,600 Carnival Corp. Common Stocks 143658102 843 33,800 SH x x 1 33,800 479 19,500 SH x x 5 19,500 4,833 193,700 SH x x 10 193,700 3,965 158,900 SH x x 13 158,900 639 25,600 SH x x 21 25,600 12,444 498,750 SH x 26 498,750 38 1,510 SH x x 39 1,510 324 13,000 SH x x 42 13,000 497 19,900 SH x x 50 19,900 180 7,200 SH x x 52 7,200 CarrAmerica Realty Corp. Common Stocks 144418100 328 13,100 SH x x 9 13,100 123 4,900 SH x x 10 4,900 1,184 47,262 SH x x 19 47,262 5,636 225,000 SH x x 20 225,000 2,448 97,721 SH x 26 97,721 9,564 381,800 SH x x 49 381,800 Cascade Corp. Common Stocks 147195101 113 7,100 SH x x 9 7,100 169 10,600 SH x 26 10,600 11 700 SH x x 32 700 Cascade Natural Gas Corp. Common Stocks 147339105 92 4,600 SH x x 21 4,600 2,340 117,000 SH x 26 117,000 330 16,500 SH x x 42 16,500 Casella Waste Systems, Inc. Class A Common Stocks 147448104 239 26,900 SH x x 28 26,900 Casey's General Stores, Inc. Common Stocks 147528103 1,830 149,900 SH x 26 149,900 62 5,100 SH x x 28 5,100 Cash America International, Inc. Common Stocks 14754D100 208 21,800 SH x x 9 21,800 37 3,900 SH x x 21 3,900 784 82,400 SH x 26 82,400 449 47,200 SH x x 51 47,200 Catalina Marketing Corp. Common Stocks 148867104 72 3,900 SH x x 11 3,900 1,743 94,230 SH x 26 94,230 85 4,600 SH x x 28 4,600 956 51,700 SH x x 44 51,700 Catellus Development Corp. Common Stocks 149111106 236 11,890 SH x x 19 11,890 5,185 261,200 SH x x 20 261,200 315 15,880 SH x 26 15,880 296 14,900 SH x x 28 14,900 4,780 240,800 SH x x 49 240,800 Caterpillar, Inc. Common Stocks 149123101 2,693 58,900 SH x x 1 58,900 1,740 38,060 SH x x 5 38,060 2,807 61,390 SH x x 12 61,390 4,622 101,100 SH x x 13 101,100 475 10,400 SH x x 23 10,400 19,283 421,760 SH x 26 421,760 2,336 51,100 SH x x 54 51,100 Cathay Bancorp, Inc. Common Stocks 149150104 19 500 SH x x 51 500 Cell GeneSystem, Inc. Common Stocks 150921104 289 25,900 SH x x 9 25,900 419 37,600 SH x 26 37,600 48 4,300 SH x x 28 4,300 CellStar Corp. Common Stocks 150925204 210 36,776 SH x x 45 36,776 Celestica, Inc. Common Stocks 15101Q108 1,371 97,210 SH x 26 97,210 705 49,990 SH x x 41 49,990 Celgene Corp. Common Stocks 151020104 62 2,900 SH x x 21 2,900 423 19,700 SH x 26 19,700 1,398 65,100 SH x x 51 65,100 Cemex SA de CV - ADR Common Stocks 151290889 389 18,082 SH x x 4 18,082 1,075 49,992 SH x 26 49,992 591 27,494 SH x x 29 27,494 Cendant Corp. Common Stocks 151313103 497 47,400 SH x x 1 47,400 294 28,100 SH x x 7 28,100 861 82,200 SH x x 9 82,200
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 2,108 201,100 SH x x 10 201,100 302 28,800 SH x x 23 28,800 2,192 209,150 SH x 26 209,150 520 49,600 SH x x 46 49,600 474 45,200 SH x x 50 45,200 Centene Corp. Common Stocks 15135B101 85 2,520 SH x x 28 2,520 Centerpoint Properties Corp. Common Stocks 151895109 5,801 101,500 SH x x 49 101,500 Centerpoint Energy, Inc. Common Stocks 15189T107 2,366 278,300 SH x x 9 278,300 1,718 202,100 SH x x 10 202,100 475 55,840 SH x x 19 55,840 116 13,700 SH x x 21 13,700 2,300 270,590 SH x 26 270,590 Centex Corp. Common Stocks 152312104 242 4,820 SH x x 19 4,820 231 4,600 SH x x 23 4,600 323 6,440 SH x 26 6,440 Centex Construction Products, Inc. Common Stocks 15231R109 548 15,600 SH x 26 15,600 25 700 SH x x 32 700 228 6,500 SH x x 51 6,500 Central Garden and Pet Co. Common Stocks 153527106 29 1,550 SH x x 21 1,550 163 8,800 SH x x 51 8,800 Central Parking Corp. Common Stocks 154785109 507 26,900 SH x x 9 26,900 430 22,800 SH x 26 22,800 204 10,800 SH x x 51 10,800 CenturyTel, Inc. Common Stocks 156700106 1,540 52,400 SH x x 7 52,400 658 22,400 SH x x 21 22,400 2,136 72,700 SH x 26 72,700 Cephalon, Inc. Common Stocks 156708109 788 16,200 SH x x 17 16,200 270 5,550 SH x x 21 5,550 7,825 160,790 SH x 26 160,790 146 3,000 SH x x 28 3,000 2,034 41,800 SH x x 40 41,800 3,076 63,200 SH x x 51 63,200 Ceridian Corp. Common Stocks 156779100 164 11,400 SH x x 28 11,400 Cerner Corp. Common Stocks 156782104 2,179 69,700 SH x x 7 69,700 1,344 43,000 SH x 26 43,000 Certegy, Inc. Common Stocks 156880106 103 4,200 SH x x 11 4,200 18 750 SH x x 21 750 1,628 66,300 SH x 26 66,300 137 5,600 SH x x 28 5,600 1,345 54,800 SH x x 44 54,800 430 17,500 SH x x 51 17,500 Charles River Laboratories International, Inc. Common Stocks 159864107 139 3,600 SH x x 11 3,600 850 22,100 SH x x 17 22,100 85 2,200 SH x x 21 2,200 8,867 230,420 SH x 26 230,420 516 13,400 SH x x 28 13,400 1,308 34,000 SH x x 40 34,000 1,801 46,800 SH x x 44 46,800 1,412 36,700 SH x x 51 36,700 Charter One Financial, Inc. Common Stocks 160903100 1,025 35,692 SH x x 19 35,692 484 16,847 SH x x 23 16,847 3,106 108,112 SH x 26 108,112 Charming Shoppes Common Stocks 161133103 53 12,600 SH x x 21 12,600 2,280 545,350 SH x 26 545,350 614 147,000 SH x x 51 147,000 Chateau Communities, Inc. Common Stocks 161726104 3,243 141,000 SH x x 20 141,000 Chattem, Inc. Common Stocks 162456107 740 36,000 SH x x 17 36,000 1,358 66,100 SH x 26 66,100 390 19,000 SH x x 28 19,000 148 7,200 SH x x 32 7,200 Checkfree Corp. Common Stocks 162813109 624 39,000 SH x x 7 39,000 1,067 66,700 SH x 26 66,700 98 6,100 SH x x 32 6,100 Checkpoint Systems, Inc. Common Stocks 162825103 19 1,800 SH x x 21 1,800 699 67,600 SH x 26 67,600 45 4,400 SH x x 32 4,400 222 21,500 SH x x 51 21,500 Cheesecake Factory (The) Common Stocks 163072101 5,237 144,870 SH x 26 144,870 1,283 35,500 SH x x 38 35,500 Chelsea Property Group, Inc. Common Stocks 163421100 540 16,200 SH x x 9 16,200 5,863 176,000 SH x x 20 176,000 33 1,000 SH x x 21 1,000 426 12,800 SH x 26 12,800 13,714 411,700 SH x x 49 411,700 Chesapeake Corp. Common Stocks 165159104 446 25,000 SH x x 9 25,000 30 1,700 SH x x 21 1,700 1,001 56,100 SH x 26 56,100 325 18,200 SH x x 51 18,200 ChevronTexaco Corp. Common Stocks 166764100 3,442 51,768 SH x x 1 51,768 379 5,700 SH x x 3 5,700 253 3,800 SH x x 6 3,800 2,387 35,900 SH x x 9 35,900 13,635 205,100 SH x x 10 205,100 5,567 83,742 SH x x 19 83,742 532 8,000 SH x x 21 8,000 4,049 60,909 SH x x 23 60,909 30,087 452,573 SH x 26 452,573 379 5,700 SH x x 42 5,700 1,120 16,845 SH x x 46 16,845 1,263 19,000 SH x x 50 19,000 332 5,000 SH x x 52 5,000 Chicago Bridge & Iron Co. NV Common Stocks 167250109 39 1,300 SH x x 21 1,300 1,939 64,200 SH x 26 64,200 124 4,100 SH x x 42 4,100 Chico's FAS, Inc. Common Stocks 168615102 1,456 76,998 SH x x 9 76,998 743 39,298 SH x x 17 39,298 47 2,500 SH x x 21 2,500 8,406 444,506 SH x 26 444,506 3,387 179,100 SH x x 38 179,100 Childrens Place Common Stocks 168905107 259 24,340 SH x 26 24,340 China Mobile, Ltd. - ADR Common Stocks 16941M109 280 23,200 SH x x 30 23,200 ChipPAC, Inc. Class A Common Stocks 169657103 186 52,500 SH x 26 52,500 9 2,600 SH x x 51 2,600 Choice Hotels International, Inc. Common Stocks 169905106 1,320 58,140 SH x x 13 58,140 748 32,969 SH x 26 32,969 Chiquita Brands International, Inc. Common Stocks 170032809 56 4,200 SH x x 21 4,200 395 29,800 SH x x 51 29,800 Chiron Corp. Common Stocks 170040109 1,654 44,000 SH x x 7 44,000 1,438 38,244 SH x x 19 38,244
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 1,968 52,335 SH x 26 52,335 ChoicePoint, Inc. Common Stocks 170388102 146 3,700 SH x x 11 3,700 4,360 110,398 SH x 26 110,398 74 1,866 SH x x 28 1,866 1,386 35,100 SH x x 40 35,100 1,938 49,066 SH x x 44 49,066 Chubb Corp. Common Stocks 171232101 1,081 20,700 SH x x 1 20,700 1,327 25,430 SH x x 5 25,430 2,143 41,060 SH x x 12 41,060 272 5,209 SH x x 19 5,209 1,248 23,900 SH x x 23 23,900 6,587 126,180 SH x 26 126,180 872 16,700 SH x x 46 16,700 Chubb Corp. Preferred Stocks 171232309 60 2,400 SH x x 5 2,400 352 14,700 SH x x 12 14,700 606 25,300 SH x 26 25,300 Church & Dwight, Inc. Common Stocks 171340102 1,701 55,900 SH x x 9 55,900 1,890 62,100 SH x 26 62,100 140 4,600 SH x x 28 4,600 CIENA Corp. Common Stocks 171779101 874 170,100 SH x x 9 170,100 733 142,600 SH x 26 142,600 Cima Labs, Inc. Common Stocks 171796105 167 6,900 SH x x 28 6,900 Cimarex Energy Co. Common Stocks 171798101 40 2,232 SH x x 28 2,232 Cincinnati Financial Corp. Common Stocks 172062101 1,036 27,600 SH x x 9 27,600 1,179 31,400 SH x 26 31,400 Cinergy Corp. Common Stocks 172474108 563 16,700 SH x x 1 16,700 719 21,320 SH x x 23 21,320 2,647 78,500 SH x 26 78,500 Circuit City Stores, Inc. - Circuit City Group Common Stocks 172737108 200 27,000 SH x x 1 27,000 Cisco Systems, Inc. Common Stocks 17275R102 1,101 84,400 SH x x 1 84,400 439 33,500 SH x x 3 33,500 164 12,600 SH x x 5 12,600 291 22,200 SH x x 6 22,200 10,637 812,000 SH x x 7 812,000 9,712 741,400 SH x x 9 741,400 17,424 1,330,100 SH x x 10 1,330,100 5,835 445,400 SH x x 13 445,400 5,241 400,104 SH x x 19 400,104 732 55,900 SH x x 21 55,900 74,424 5,681,222 SH x 26 5,681,222 189 14,400 SH x x 31 14,400 3,311 252,780 SH x x 35 252,780 2,189 167,100 SH x x 36 167,100 7,035 537,000 SH x x 38 537,000 15,642 1,194,057 SH x x 39 1,194,057 110 8,400 SH x x 42 8,400 291 22,200 SH x x 50 22,200 Cintas Corp. Common Stocks 172908105 723 15,800 SH x x 10 15,800 1,978 43,240 SH x 26 43,240 Citigroup, Inc. Common Stocks 172967101 16,417 466,548 SH x x 1 466,548 1,024 29,100 SH x x 3 29,100 8,316 236,340 SH x x 5 236,340 679 19,300 SH x x 6 19,300 13,904 395,102 SH x x 7 395,102 12,565 357,064 SH x x 9 357,064 40,245 1,143,662 SH x x 10 1,143,662 12,190 346,400 SH x x 12 346,400 7,576 215,299 SH x x 13 215,299 36,242 1,029,891 SH x x 19 1,029,891 4,680 133,000 SH x x 21 133,000 9,022 256,372 SH x x 23 256,372 168,630 4,791,982 SH x 26 4,791,982 1,765 50,150 SH x x 35 50,150 4,969 141,200 SH x x 36 141,200 774 22,000 SH x x 38 22,000 8,364 237,671 SH x x 39 237,671 574 16,300 SH x x 42 16,300 2,069 58,800 SH x x 46 58,800 1,917 54,487 SH x x 50 54,487 5,342 151,800 SH x x 54 151,800 Citizens Banking Corp. Common Stocks 174420109 25 1,000 SH x x 9 1,000 Citizens Communications Co. Common Stocks 17453B101 999 94,700 SH x 26 94,700 Citrix Systems, Inc. Common Stocks 177376100 3,355 272,300 SH x x 9 272,300 145 11,800 SH x x 21 11,800 3,814 309,600 SH x 26 309,600 249 20,200 SH x x 42 20,200 City Holding Co. Common Stocks 177835105 206 7,286 SH x x 9 7,286 503 17,800 SH x 26 17,800 294 10,400 SH x x 28 10,400 42 1,500 SH x x 32 1,500 City National Corp. Common Stocks 178566105 132 3,000 SH x x 11 3,000 3,968 90,200 SH x 26 90,200 334 7,600 SH x x 32 7,600 1,742 39,600 SH x x 44 39,600 Claire's Stores, Inc. Common Stocks 179584107 2,057 93,200 SH x x 2 93,200 3,805 172,400 SH x x 9 172,400 722 32,700 SH x x 17 32,700 60 2,700 SH x x 21 2,700 5,908 267,700 SH x 26 267,700 Clarcor, Inc. Common Stocks 179895107 18 550 SH x x 21 550 355 11,000 SH x 26 11,000 216 6,700 SH x x 51 6,700 Clark/Bardes, Inc. Common Stocks 180668105 8 400 SH x x 28 400 Clayton Homes, Inc. Common Stocks 184190106 433 35,550 SH x 26 35,550 146 12,000 SH x x 28 12,000 668 54,850 SH x x 50 54,850 Clear Channel Communications, Inc. Common Stocks 184502102 1,526 40,888 SH x x 1 40,888 654 17,500 SH x x 5 17,500 8,159 218,800 SH x x 9 218,800 127 3,400 SH x x 10 3,400 317 8,510 SH x x 19 8,510 324 8,700 SH x x 21 8,700 160 4,300 SH x x 23 4,300 32,710 877,188 SH x 26 877,188 2,327 62,390 SH x x 35 62,390 205 5,500 SH x x 36 5,500 3,058 82,000 SH x x 38 82,000 9,705 260,259 SH x x 39 260,259 1,603 43,000 SH x x 40 43,000 429 11,500 SH x x 42 11,500
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- Cleveland-Cliffs, Inc. Common Stocks 185896107 377 19,000 SH x x 9 19,000 603 30,400 SH x 26 30,400 36 1,800 SH x x 32 1,800 Clorox Co. Common Stocks 189054109 10,689 259,132 SH x x 19 259,132 623 15,100 SH x x 21 15,100 9,014 218,521 SH x 26 218,521 652 15,800 SH x x 46 15,800 Coach, Inc. Common Stocks 189754104 5,208 158,200 SH x x 9 158,200 1,183 35,945 SH x x 13 35,945 1,080 32,800 SH x x 17 32,800 244 7,400 SH x x 21 7,400 5,242 159,245 SH x 26 159,245 Coastal Bancorp, Inc. Common Stocks 19041P105 1,417 43,800 SH x 26 43,800 Cobalt Corp. Common Stocks 19074W100 62 4,500 SH x x 21 4,500 1,299 94,100 SH x 26 94,100 181 13,100 SH x x 42 13,100 Coca-Cola Bottling Co. Consolidated Common Stocks 191098102 3,124 48,425 SH x x 2 48,425 2,852 44,215 SH x 26 44,215 Coca-Cola Co. (The) Common Stocks 191216100 6,950 158,600 SH x x 1 158,600 451 10,300 SH x x 3 10,300 302 6,900 SH x x 6 6,900 15,626 356,600 SH x x 9 356,600 23,733 541,600 SH x x 10 541,600 3,501 79,900 SH x x 21 79,900 228 5,200 SH x x 23 5,200 53,902 1,230,072 SH x 26 1,230,072 10,824 247,010 SH x x 39 247,010 7,686 175,400 SH x x 54 175,400 Coca-Cola Enterprises, Inc. Common Stocks 191219104 550 25,300 SH x x 1 25,300 1,186 54,600 SH x x 7 54,600 374 17,200 SH x x 9 17,200 56 2,560 SH x x 19 2,560 267 12,300 SH x x 21 12,300 74 3,400 SH x x 23 3,400 2,088 96,130 SH x 26 96,130 Coca-Cola Femsa SA - ADR Common Stocks 191241108 465 26,000 SH x x 8 26,000 358 20,000 SH x x 14 20,000 933 52,100 SH x 26 52,100 279 15,600 SH x x 30 15,600 Cognex Corp. Common Stocks 192422103 1,028 55,770 SH x 26 55,770 Cognizant Technology Solutions Corp. Common Stocks 192446102 1,986 27,500 SH x 26 27,500 1,286 17,800 SH x x 38 17,800 Cognos, Inc. Common Stocks 19244C109 4,692 200,100 SH x 26 200,100 1,986 84,700 SH x x 40 84,700 1,541 65,700 SH x x 44 65,700 Coherent, Inc. Common Stocks 192479103 1,217 60,990 SH x x 13 60,990 15 750 SH x x 21 750 1,237 62,012 SH x 26 62,012 235 11,800 SH x x 51 11,800 Cohu, Inc. Common Stocks 192576106 753 51,200 SH x 26 51,200 Coinstar, Inc. Common Stocks 19259P300 260 11,500 SH x 26 11,500 113 5,000 SH x x 28 5,000 Kenneth Cole Productions, Inc. Class A Common Stocks 193294105 22 1,100 SH x x 21 1,100 51 2,500 SH x 26 2,500 30 1,500 SH x x 28 1,500 Colgate-Palmolive Co. Common Stocks 194162103 8,656 165,100 SH x x 1 165,100 210 4,000 SH x x 5 4,000 1,846 35,200 SH x x 9 35,200 1,295 24,700 SH x x 10 24,700 344 6,560 SH x x 12 6,560 933 17,800 SH x x 21 17,800 760 14,500 SH x x 23 14,500 30,244 576,842 SH x 26 576,842 2,075 39,584 SH x x 35 39,584 1,258 24,000 SH x x 36 24,000 9,254 176,500 SH x x 54 176,500 Colonial BancGroup, Inc. (The) Common Stocks 195493309 2,112 177,000 SH x x 2 177,000 311 26,100 SH x x 9 26,100 43 3,622 SH x x 19 3,622 18 1,500 SH x x 21 1,500 3,041 254,940 SH x 26 254,940 224 18,800 SH x x 51 18,800 Columbia Sportswear Co. Common Stocks 198516106 857 19,300 SH x x 17 19,300 58 1,300 SH x x 21 1,300 720 16,200 SH x 26 16,200 93 2,100 SH x x 28 2,100 173 3,900 SH x x 42 3,900 Comcast Corp. Class A Common Stocks 20030N101 1,260 53,468 SH x x 1 53,468 294 12,616 SH x x 5 12,616 1,869 79,298 SH x x 7 79,298 3,363 142,694 SH x x 9 142,694 4,349 184,533 SH x x 10 184,533 4,905 208,100 SH x x 13 208,100 2,938 124,662 SH x x 19 124,662 1,525 64,698 SH x x 23 64,698 20,732 879,588 SH x 26 879,588 2,406 102,100 SH x x 39 102,100 215 9,108 SH x x 42 9,108 768 32,564 SH x x 50 32,564 Comcast Corp. Class A Common Stocks 20030N200 2,110 93,400 SH x x 1 93,400 4,687 207,500 SH x x 10 207,500 1,538 68,115 SH x x 19 68,115 2,264 100,200 SH x x 23 100,200 8,513 376,830 SH x 26 376,830 2,144 94,900 SH x x 36 94,900 Comerica, Inc. Common Stocks 200340107 497 11,500 SH x x 1 11,500 696 16,100 SH x x 9 16,100 885 20,462 SH x x 19 20,462 778 18,000 SH x x 23 18,000 3,393 78,480 SH x 26 78,480 337 7,800 SH x x 52 7,800 Commerce Bancorp, Inc. Common Stocks 200519106 112 2,600 SH x x 28 2,600 39 900 SH x x 51 900 Commerce Bancshares, Inc. Common Stocks 200525103 191 4,861 SH x x 9 4,861 0 1 SH x x 19 1 35 890 SH x x 21 890 2,513 63,950 SH x 26 63,950 355 9,040 SH x x 28 9,040 860 21,880 SH x x 51 21,880 Commerce Group, Inc. Common Stocks 200641108 919 24,500 SH x x 9 24,500
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 457 12,200 SH x x 26 12,200 Commercial Federal Corp. Common Stocks 201647104 1,483 63,500 SH x x 9 63,500 91 3,900 SH x x 21 3,900 3,068 131,400 SH x 26 131,400 1,168 50,000 SH x x 51 50,000 Commercial Metals Co. Common Stocks 201723103 18 1,100 SH x x 51 1,100 Commercial Net Lease Realty Common Stocks 202218103 615 40,100 SH x x 9 40,100 425 27,700 SH x 26 27,700 CommScope, Inc. Common Stocks 203372107 685 86,769 SH x x 19 86,769 556 70,360 SH x 26 70,360 Community Bank System, Inc. Common Stocks 203607106 2,338 74,580 SH x x 2 74,580 235 7,500 SH x x 9 7,500 2,608 83,200 SH x 26 83,200 31 1,000 SH x x 32 1,000 Community First Bankshares, Inc. Common Stocks 203902101 542 20,500 SH x 26 20,500 127 4,800 SH x x 28 4,800 85 3,200 SH x x 32 3,200 Cia Brasileira de Distribuicao Grupo Pao de Acucar Preferred Stocks 20440T201 471 30,770 SH x x 8 30,770 182 11,900 SH x x 14 11,900 885 57,850 SH x 26 57,850 116 7,550 SH x x 29 7,550 243 15,870 SH x x 30 15,870 Cia Vale do Rio Doce - ADR Common Stocks 204412209 231 8,000 SH x x 16 8,000 960 33,230 SH x 26 33,230 266 9,210 SH x x 29 9,210 454 15,728 SH x x 34 15,728 Cia Anonima Nacional Telefonos de Venezuela - CANTV Common Stocks 204421101 289 22,926 SH x x 8 22,926 232 18,400 SH x x 14 18,400 498 39,500 SH x 26 39,500 Cia de Minas Buenaventura SA - ADR Common Stocks 204448104 588 22,300 SH x x 8 22,300 325 12,300 SH x x 14 12,300 1,290 48,900 SH x 26 48,900 425 16,100 SH x x 30 16,100 Cia de Telecomunicaciones de Chile SA - ADR Common Stocks 204449300 611 63,738 SH x 26 63,738 514 53,569 SH x x 29 53,569 163 17,030 SH x x 30 17,030 Compass Bancshares, Inc. Common Stocks 20449H109 1,657 53,000 SH x x 10 53,000 246 7,874 SH x x 19 7,874 650 20,790 SH x 26 20,790 510 16,300 SH x x 28 16,300 Compucom Systems, Inc. Common Stocks 204780100 76 13,500 SH x 26 13,500 47 8,300 SH x x 51 8,300 Computer Associates International, Inc. Common Stocks 204912109 1,639 121,400 SH x x 9 121,400 1,035 76,657 SH x x 19 76,657 2,667 197,560 SH x 26 197,560 460 34,100 SH x x 50 34,100 Computer Sciences Corp. Common Stocks 205363104 737 21,400 SH x x 1 21,400 3,659 106,200 SH x x 7 106,200 572 16,600 SH x x 10 16,600 4,161 120,783 SH x x 19 120,783 531 15,400 SH x x 23 15,400 5,835 169,390 SH x 26 169,390 562 16,300 SH x x 46 16,300 Compuware Corp. Common Stocks 205638109 1,606 334,589 SH x x 19 334,589 1,185 246,875 SH x 26 246,875 22 4,500 SH x x 51 4,500 Comverse Technology, Inc. Common Stocks 205862402 709 70,800 SH x x 9 70,800 67 6,700 SH x x 11 6,700 94 9,400 SH x x 21 9,400 1,455 145,200 SH x 26 145,200 885 88,300 SH x x 44 88,300 ConAgra Foods, Inc. Common Stocks 205887102 660 26,400 SH x x 1 26,400 8,164 326,449 SH x x 7 326,449 4,519 180,700 SH x x 9 180,700 11,311 452,259 SH x x 19 452,259 1,331 53,200 SH x x 21 53,200 510 20,400 SH x x 23 20,400 20,657 825,968 SH x 26 825,968 Concerto Software, Inc. Common Stocks 20602T106 229 33,900 SH x x 45 33,900 Concord Communications, Inc. Common Stocks 206186108 6 640 SH x x 28 640 160 17,800 SH x x 51 17,800 Conexant Systems, Inc. Common Stocks 207142100 964 599,000 SH x x 9 599,000 42 25,800 SH x x 21 25,800 747 463,977 SH x 26 463,977 Conmed Corp. Common Stocks 207410101 323 16,500 SH x x 9 16,500 867 44,250 SH x 26 44,250 69 3,500 SH x x 32 3,500 Connetics Corp. Common Stocks 208192104 541 45,000 SH x x 45 45,000 24 2,000 SH x x 51 2,000 ConocoPhillips Common Stocks 20825C104 2,252 46,543 SH x x 1 46,543 518 10,700 SH x x 5 10,700 9,165 189,400 SH x x 9 189,400 11,635 240,452 SH x x 10 240,452 865 17,880 SH x x 12 17,880 2,961 61,189 SH x x 19 61,189 455 9,400 SH x x 21 9,400 2,329 48,132 SH x x 23 48,132 22,695 468,995 SH x 26 468,995 261 5,400 SH x x 42 5,400 948 19,600 SH x x 46 19,600 526 10,880 SH x x 50 10,880 Consolidated Edison, Inc. Common Stocks 209115104 681 15,900 SH x x 1 15,900 874 20,400 SH x x 10 20,400 308 7,182 SH x x 19 7,182 21 500 SH x x 21 500 1,293 30,200 SH x x 23 30,200 3,468 80,990 SH x 26 80,990 Consolidated Graphics, Inc. Common Stocks 209341106 178 8,000 SH x x 9 8,000 309 13,900 SH x 26 13,900 69 3,100 SH x x 28 3,100 27 1,200 SH x x 32 1,200 Constellation Brands, Inc. Class A Common Stocks 21036P108 2,774 117,000 SH x x 9 117,000 114 4,800 SH x x 11 4,800 34 1,420 SH x x 19 1,420 4,377 184,600 SH x 26 184,600 283 11,920 SH x x 28 11,920 1,489 62,800 SH x x 44 62,800
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- Constellation Energy Group, Inc. Common Stocks 210371100 812 29,200 SH x x 1 29,200 2,835 101,900 SH x x 10 101,900 651 23,400 SH x x 23 23,400 4,037 145,100 SH x 26 145,100 Continental Airlines, Inc. Class B Common Stocks 210795308 1,818 250,700 SH x x 9 250,700 67 9,300 SH x x 21 9,300 1,218 168,000 SH x 26 168,000 312 43,000 SH x x 51 43,000 Cooper Cameron Corp. Common Stocks 216640102 1,310 26,300 SH x x 9 26,300 4,434 89,000 SH x x 10 89,000 115 2,300 SH x x 11 2,300 4,703 94,400 SH x 26 94,400 1,475 29,600 SH x x 44 29,600 Cooper Cos., Inc. Common Stocks 216648402 50 2,000 SH x x 21 2,000 Cooper Tire & Rubber Co. Common Stocks 216831107 1,812 118,100 SH x x 9 118,100 1,832 119,441 SH x x 19 119,441 2,614 170,393 SH x 26 170,393 Coors (Adolph) Class B Common Stocks 217016104 3,228 52,700 SH x x 7 52,700 227 3,700 SH x x 9 3,700 325 5,300 SH x x 21 5,300 2,664 43,500 SH x 26 43,500 CoorsTek, Inc. Common Stocks 217020106 1,180 46,200 SH x 26 46,200 2,233 87,400 SH x x 43 87,400 202 7,900 SH x x 51 7,900 Copart, Inc. Common Stocks 217204106 104 8,800 SH x x 28 8,800 Corinthian Colleges, Inc. Common Stocks 218868107 1,193 31,500 SH x x 9 31,500 875 23,100 SH x x 17 23,100 136 3,600 SH x x 21 3,600 6,234 164,650 SH x 26 164,650 1,185 31,300 SH x x 38 31,300 1,753 46,300 SH x x 51 46,300 Corixa Corp. Common Stocks 21887F100 380 59,500 SH x x 9 59,500 305 47,800 SH x 26 47,800 Corn Products International, Inc. Common Stocks 219023108 985 32,700 SH x x 9 32,700 30 1,000 SH x x 21 1,000 1,389 46,100 SH x 26 46,100 350 11,600 SH x x 51 11,600 Cornerstone Realty Income Trust, Inc. Common Stocks 21922V102 133 16,700 SH x x 9 16,700 Corning, Inc. Common Stocks 219350105 832 251,300 SH x x 1 251,300 643 194,200 SH x x 9 194,200 66 20,000 SH x x 21 20,000 579 174,900 SH x x 23 174,900 1,773 535,600 SH x 26 535,600 Corp Durango SA de CV - ADR Common Stocks 21986M105 49 17,250 SH x x 23 17,250 64 22,500 SH x 26 22,500 Corporate Executive Board Co. Common Stocks 21988R102 249 7,800 SH x x 11 7,800 5,698 178,500 SH x 26 178,500 3,291 103,100 SH x x 44 103,100 Corporate Office Properties Trust Common Stocks 22002T108 1,059 75,500 SH x x 20 75,500 6,514 464,260 SH x x 37 464,260 Correctional Properties Trust Common Stocks 22025E104 213 9,800 SH x 26 9,800 33 1,500 SH x x 32 1,500 Corrections Corp. of America Common Stocks 22025Y407 189 11,000 SH x x 9 11,000 172 10,000 SH x 26 10,000 46 2,700 SH x x 28 2,700 Corus Bankshares, Inc. Common Stocks 220873103 22 500 SH x x 9 500 341 7,800 SH x 26 7,800 26 600 SH x x 32 600 Cost Plus, Inc. Common Stocks 221485105 32 1,100 SH x x 21 1,100 Costco Wholesale Corp. Common Stocks 22160K105 1,956 69,700 SH x x 1 69,700 4,245 151,300 SH x 26 151,300 2,441 87,000 SH x x 54 87,000 Cott Corp. Common Stocks 22163N106 2,320 130,207 SH x 26 130,207 1,068 59,928 SH x x 41 59,928 Countrywide Financial Corp. Common Stocks 222372104 389 7,600 SH x x 5 7,600 3,817 73,900 SH x x 7 73,900 3,908 75,670 SH x x 9 75,670 15,356 297,300 SH x x 10 297,300 480 9,300 SH x x 21 9,300 11,365 220,040 SH x 26 220,040 258 5,000 SH x x 42 5,000 Covance, Inc. Common Stocks 222816100 723 29,400 SH x x 17 29,400 605 24,600 SH x 26 24,600 Covenant Transport, Inc. Class A Common Stocks 22284P105 125 6,600 SH x 26 6,600 21 1,100 SH x x 32 1,100 Coventry Health Care, Inc. Common Stocks 222862104 630 21,700 SH x x 17 21,700 2,981 102,700 SH x 26 102,700 258 8,900 SH x x 51 8,900 COX Communications, Inc. Class A Common Stocks 224044107 196 6,900 SH x x 10 6,900 3,824 134,660 SH x x 19 134,660 1,054 37,100 SH x x 23 37,100 4,918 173,169 SH x 26 173,169 105 3,700 SH x x 28 3,700 COX Radio, Inc. Class A Common Stocks 224051102 1,243 54,508 SH x x 13 54,508 106 4,650 SH x x 21 4,650 3,427 150,233 SH x 26 150,233 1,959 85,900 SH x x 51 85,900 Crane Co. Common Stocks 224399105 111 5,566 SH x x 19 5,566 80 4,000 SH x x 23 4,000 171 8,570 SH x 26 8,570 Cray, Inc. Common Stocks 225223106 1,340 174,700 SH x 26 174,700 941 122,700 SH x x 40 122,700 Cree, Inc. Common Stocks 225447101 1,312 80,239 SH x x 13 80,239 943 57,681 SH x 26 57,681 70 4,300 SH x x 32 4,300 198 12,100 SH x x 51 12,100 Crescent Real Estate Equities Co. Common Stocks 225756105 2,704 162,500 SH x x 20 162,500 Crompton Corp. Common Stocks 227116100 813 136,720 SH x 26 136,720 112 18,800 SH x x 51 18,800 Cross Media Marketing Corp. Common Stocks 22754R201 23 41,600 SH x 26 41,600 Crown Castle International Corp. Common Stocks 228227104 1,152 307,100 SH x x 9 307,100 813 216,800 SH x 26 216,800 CTI Molecular Imaging, Inc. Common Stocks 22943D105 750 30,410 SH x 26 30,410 Cullen/Frost Bankers, Inc. Common Stocks 229899109 144 4,400 SH x x 10 4,400 90 2,750 SH x x 21 2,750 3,770 115,300 SH x 26 115,300 154 4,700 SH x x 28 4,700 137 4,200 SH x x 32 4,200 213 6,500 SH x x 42 6,500 284 8,700 SH x x 51 8,700
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- Culp, Inc. Common Stocks 230215105 976 114,800 SH x 26 114,800 Cummins, Inc. Common Stocks 231021106 577 20,500 SH x x 1 20,500 405 14,400 SH x x 9 14,400 28 1,000 SH x x 21 1,000 1,030 36,600 SH x x 23 36,600 3,044 108,200 SH x 26 108,200 233 8,300 SH x x 52 8,300 Cumulus Media, Inc. Class A Common Stocks 231082108 1,298 87,268 SH x x 13 87,268 934 62,797 SH x 26 62,797 CuraGen Corp. Common Stocks 23126R101 33 7,014 SH x x 19 7,014 44 9,390 SH x 26 9,390 Curtiss-Wright Corp. Common Stocks 231561101 1,270 19,900 SH x x 9 19,900 45 700 SH x x 21 700 2,368 37,100 SH x 26 37,100 51 800 SH x x 32 800 689 10,800 SH x x 51 10,800 Cyberonics Common Stocks 23251P102 1,117 60,700 SH x 26 60,700 169 9,200 SH x x 28 9,200 Cymer, Inc. Common Stocks 232572107 142 4,400 SH x x 11 4,400 1,437 44,561 SH x x 13 44,561 3,266 101,258 SH x 26 101,258 1,858 57,600 SH x x 44 57,600 Cypress Semiconductor Corp. Common Stocks 232806109 31 5,500 SH x x 9 5,500 Cytec Industries, Inc. Common Stocks 232820100 1,260 46,200 SH x x 2 46,200 42 1,540 SH x x 19 1,540 5,034 184,520 SH x 26 184,520 150 5,500 SH x x 28 5,500 246 9,000 SH x x 32 9,000 1,858 68,100 SH x x 43 68,100 D&K Healthcare Resources, Inc. Common Stocks 232861104 18 1,750 SH x x 21 1,750 483 47,200 SH x 26 47,200 229 22,400 SH x x 51 22,400 Cytyc Corp. Common Stocks 232946103 1,347 132,101 SH x x 13 132,101 2,207 216,356 SH x 26 216,356 201 19,700 SH x x 28 19,700 DHB Industries, Inc. Common Stocks 23321E103 8 4,550 SH x x 21 4,550 152 91,300 SH x 26 91,300 97 58,200 SH x x 51 58,200 DPL, Inc. Common Stocks 233293109 277 18,080 SH x x 19 18,080 370 24,130 SH x 26 24,130 110 7,200 SH x x 28 7,200 DRS Technologies, Inc. Common Stocks 23330X100 69 2,200 SH x x 9 2,200 19 600 SH x x 21 600 1,372 43,800 SH x 26 43,800 DR Horton, Inc. Common Stocks 23331A109 1,954 112,650 SH x x 2 112,650 3,576 206,099 SH x x 7 206,099 1,849 106,574 SH x x 9 106,574 101 5,800 SH x x 21 5,800 8,813 507,965 SH x 26 507,965 317 18,252 SH x x 28 18,252 1,185 68,298 SH x x 35 68,298 DST Systems, Inc. Common Stocks 233326107 1,742 49,000 SH x x 7 49,000 1,081 30,400 SH x 26 30,400 DSP Group, Inc. Common Stocks 23332B106 17 1,050 SH x x 21 1,050 1,277 80,700 SH x 26 80,700 198 12,500 SH x x 51 12,500 DTE Energy Co. Common Stocks 233331107 5,568 120,000 SH x x 10 120,000 430 9,263 SH x x 19 9,263 2,551 54,969 SH x 26 54,969 Daisytek International Corp. Common Stocks 234053106 985 124,150 SH x 26 124,150 13 1,700 SH x x 32 1,700 Dana Corp. Common Stocks 235811106 616 52,400 SH x x 1 52,400 922 78,400 SH x x 9 78,400 1,016 86,400 SH x x 23 86,400 3,315 281,900 SH x 26 281,900 125 10,600 SH x x 32 10,600 Danaher Corp. Common Stocks 235851102 854 13,000 SH x x 1 13,000 1,077 16,400 SH x x 9 16,400 177 2,700 SH x x 21 2,700 59 900 SH x x 23 900 3,771 57,400 SH x 26 57,400 1,662 25,300 SH x x 38 25,300 Darden Restaurants, Inc. Common Stocks 237194105 3,476 169,991 SH x x 19 169,991 2,578 126,080 SH x 26 126,080 Dave & Buster's, Inc. Common Stocks 23833N104 47 5,400 SH x x 51 5,400 DaVita, Inc. Common Stocks 23918K108 387 15,695 SH x x 11 15,695 928 37,600 SH x x 17 37,600 1,158 46,943 SH x x 19 46,943 7,867 318,890 SH x 26 318,890 311 12,600 SH x x 28 12,600 5,107 207,001 SH x x 44 207,001 Dean Foods Co. Common Stocks 242370104 418 11,400 SH x x 5 11,400 2,363 63,700 SH x x 9 63,700 831 22,400 SH x x 17 22,400 28 750 SH x x 21 750 4,719 127,200 SH x 26 127,200 252 6,800 SH x x 28 6,800 260 7,000 SH x x 42 7,000 115 3,100 SH x x 51 3,100 Deere & Co. Common Stocks 244199105 454 9,900 SH x x 1 9,900 5,287 115,310 SH x x 5 115,310 202 4,400 SH x x 10 4,400 7,990 174,270 SH x x 12 174,270 1,652 36,030 SH x x 19 36,030 92 2,000 SH x x 23 2,000 17,686 385,740 SH x 26 385,740 912 19,900 SH x x 38 19,900 940 20,500 SH x x 46 20,500 Del Monte Foods Co. Common Stocks 24522P103 940 122,041 SH x x 9 122,041 40 5,181 SH x x 10 5,181 217 28,180 SH x x 12 28,180 3 446 SH x x 21 446 65 8,383 SH x x 23 8,383 1,098 142,638 SH x 26 142,638 393 51,100 SH x x 50 51,100 Dell Computer Corp. Common Stocks 247025109 1,726 64,000 SH x x 1 64,000 278 10,400 SH x x 3 10,400 185 6,900 SH x x 6 6,900 2,754 103,000 SH x x 7 103,000 13,493 504,600 SH x x 9 504,600
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 12,354 462,000 SH x x 10 462,000 640 23,950 SH x x 19 23,950 575 21,500 SH x x 21 21,500 33,357 1,247,447 SH x 26 1,247,447 487 18,200 SH x x 31 18,200 2,623 98,092 SH x x 35 98,092 2,268 84,800 SH x x 36 84,800 6,439 240,800 SH x x 38 240,800 Delphi Corp. Common Stocks 247126105 2,562 318,200 SH x x 9 318,200 439 54,500 SH x x 10 54,500 496 61,575 SH x x 19 61,575 161 20,000 SH x x 21 20,000 1 100 SH x x 23 100 2,472 307,100 SH x 26 307,100 Delphi Financial Group Class A Common Stocks 247131105 53 1,400 SH x x 21 1,400 1,894 49,900 SH x 26 49,900 99 2,600 SH x x 28 2,600 140 3,700 SH x x 32 3,700 296 7,800 SH x x 51 7,800 Delta Air Lines, Inc. Common Stocks 247361108 2,087 172,500 SH x x 9 172,500 71 5,850 SH x x 21 5,850 2,700 223,100 SH x 26 223,100 1,022 84,500 SH x x 51 84,500 Denbury Resources Inc. Common Stocks 247916208 198 17,500 SH x x 9 17,500 699 61,900 SH x 26 61,900 73 6,500 SH x x 28 6,500 Deluxe Corp. Common Stocks 248019101 244 5,800 SH x x 1 408 9,700 SH x x 17 9,700 1,475 35,024 SH x x 19 35,024 462 10,983 SH x x 21 10,983 396 9,400 SH x x 23 9,400 7,474 177,528 SH x 26 177,528 2,926 69,500 SH x x 51 69,500 Dentsply International, Inc. Common Stocks 249030107 584 15,700 SH x x 9 15,700 551 14,800 SH x 26 14,800 534 14,350 SH x x 28 14,350 Developers Diversified Realty Corp. Common Stocks 251591103 605 27,500 SH x x 10 27,500 3,960 180,100 SH x x 20 180,100 1,038 47,200 SH x 26 47,200 136 6,200 SH x x 32 6,200 9,515 432,700 SH x x 49 432,700 Devon Energy Corp. Common Stocks 25179M103 1,629 35,500 SH x x 2 35,500 1,792 39,040 SH x x 5 39,040 1,001 21,800 SH x x 9 21,800 1,423 31,000 SH x x 10 31,000 2,941 64,080 SH x x 12 64,080 8,717 189,910 SH x 26 189,910 1,042 22,700 SH x x 38 22,700 Diageo PLC - ADR Common Stocks 25243Q205 1,422 32,460 SH x x 12 32,460 2,429 55,450 SH x 26 55,450 Diagnostic Products Corp. Common Stocks 252450101 1,460 37,800 SH x 26 37,800 Dial Corp. (The) Common Stocks 25247D101 2,787 136,800 SH x x 9 136,800 1,577 77,420 SH x x 19 77,420 179 8,800 SH x x 21 8,800 5,652 277,456 SH x 26 277,456 187 9,200 SH x x 28 9,200 397 19,500 SH x x 42 19,500 864 42,400 SH x x 51 42,400 Diamond Offshore Drilling Common Stocks 25271C102 199 9,100 SH x x 9 9,100 48 2,200 SH x x 10 2,200 24 1,100 SH x 26 1,100 DiamondCluster International, Inc. Class A Common Stocks 25278P106 335 106,700 SH x x 45 106,700 Dianon Systems, Inc. Common Stocks 252826102 129 2,700 SH x x 28 2,700 Diebold, Inc. Common Stocks 253651103 218 5,300 SH x 26 5,300 387 9,400 SH x x 28 9,400 214 5,200 SH x x 52 5,200 Digex, Inc. Common Stocks 253756100 121 281,900 SH x 26 281,900 198 460,730 SH x x 43 460,730 Digital River, Inc. Common Stocks 25388B104 1,273 106,500 SH x 26 106,500 895 74,900 SH x x 40 74,900 Dime Community Bancshares Common Stocks 253922108 99 5,150 SH x x 21 5,150 852 44,500 SH x 26 44,500 285 14,875 SH x x 42 14,875 Dillard's, Inc. Class A Common Stocks 254067101 141 8,900 SH x x 7 8,900 3,510 221,300 SH x x 9 221,300 24 1,500 SH x x 21 1,500 3,535 222,900 SH x 26 222,900 217 13,700 SH x x 32 13,700 585 36,900 SH x x 51 36,900 Dime Bancorp, Inc. 2050 Warrants Common Stocks 25429Q110 42 343,500 SH x 26 343,500 1 9,000 SH x x 28 9,000 65 538,100 SH x x 43 538,100 DIMON, Inc. Common Stocks 254394109 224 37,300 SH x x 9 37,300 176 29,300 SH x 26 29,300 18 3,000 SH x x 51 3,000 Walt Disney Co. Common Stocks 254687106 4,849 297,300 SH x x 1 297,300 165 10,100 SH x x 3 10,100 1,942 119,080 SH x x 5 119,080 109 6,700 SH x x 6 6,700 1,425 87,400 SH x x 7 87,400 4,916 301,400 SH x x 9 301,400 4,073 249,700 SH x x 10 249,700 2,382 146,070 SH x x 12 146,070 4,371 268,000 SH x x 13 268,000 2,550 156,317 SH x x 19 156,317 843 51,700 SH x x 21 51,700 1,198 73,440 SH x x 23 73,440 38,036 2,332,070 SH x 26 2,332,070 625 38,350 SH x x 50 38,350 4,595 281,700 SH x x 54 281,700 Distribucion y Servicio D&S SA - ADR Common Stocks 254753106 198 19,800 SH x x 8 19,800 973 97,250 SH x 26 97,250 586 58,600 SH x x 29 58,600 224 22,400 SH x x 30 22,400 Diversa Corp. Common Stocks 255064107 5 600 SH x x 28 600 Dr. Reddy's Laboratories, Ltd. - ADR Common Stocks 256135203 371 19,200 SH x 26 19,200 159 8,200 SH x x 29 8,200 340 17,600 SH x x 30 17,600 Documentum, Inc. Common Stocks 256159104 63 4,000 SH x x 11 4,000 1,292 82,513 SH x x 13 82,513
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 5,924 378,313 SH x 26 378,313 147 9,400 SH x x 28 9,400 1,928 123,100 SH x x 40 123,100 832 53,100 SH x x 44 53,100 Dole Food Co. Common Stocks 256605106 215 6,592 SH x x 19 6,592 235 7,200 SH x x 21 7,200 5,248 161,080 SH x 26 161,080 189 5,800 SH x x 28 5,800 414 12,700 SH x x 32 12,700 492 15,100 SH x x 42 15,100 49 1,500 SH x x 51 1,500 Dollar General Corp. Common Stocks 256669102 203 17,000 SH x x 21 17,000 435 36,400 SH x 26 36,400 Dollar Thrifty Automotive Group Common Stocks 256743105 926 43,800 SH x 26 43,800 106 5,000 SH x x 28 5,000 Dollar Tree Stores, Inc. Common Stocks 256747106 904 36,795 SH x x 13 36,795 3,113 126,684 SH x 26 126,684 Dominion Resources, Inc. Common Stocks 25746U109 472 8,600 SH x x 10 8,600 1,112 20,251 SH x x 19 20,251 1,920 34,981 SH x 26 34,981 373 6,800 SH x x 52 6,800 RR Donnelley & Sons Co. Common Stocks 257867101 383 17,600 SH x x 1 17,600 786 36,100 SH x x 9 36,100 39 1,800 SH x x 21 1,800 862 39,600 SH x x 23 39,600 2,565 117,800 SH x 26 117,800 Doral Financial Corp. Common Stocks 25811P100 2,380 83,200 SH x x 9 83,200 822 28,750 SH x x 17 28,750 223 7,800 SH x x 21 7,800 5,690 198,950 SH x 26 198,950 246 8,600 SH x x 28 8,600 1,247 43,600 SH x x 38 43,600 402 14,050 SH x x 42 14,050 DoubleClick, Inc. Common Stocks 258609304 102 18,060 SH x x 19 18,060 137 24,140 SH x 26 24,140 Dover Corp. Common Stocks 260003108 225 7,700 SH x x 2 7,700 2,041 70,000 SH x 26 70,000 945 32,400 SH x x 38 32,400 Dow Chemical Co. (The) Common Stocks 260543103 1,996 67,200 SH x x 1 67,200 843 28,400 SH x x 5 28,400 478 16,100 SH x x 10 16,100 1,388 46,720 SH x x 12 46,720 1,347 45,360 SH x x 19 45,360 2,189 73,710 SH x x 23 73,710 10,470 352,540 SH x 26 352,540 407 13,700 SH x x 46 13,700 1,045 35,200 SH x x 50 35,200 327 11,000 SH x x 52 11,000 Dow Jones & Co., Inc. Common Stocks 260561105 2,317 53,600 SH x x 2 53,600 2,641 61,100 SH x 26 61,100 393 9,100 SH x x 52 9,100 Downey Financial Corp. Common Stocks 261018105 1,484 38,055 SH x x 9 38,055 160 4,100 SH x 26 4,100 Dress Barn, Inc. Common Stocks 261570105 32 2,400 SH x x 28 2,400 Drexler Technology Corp. Common Stocks 261876106 35 2,800 SH x x 28 2,800 Dreyer's Grand Ice Cream, Inc. Common Stocks 261878102 46 650 SH x x 21 650 1,561 22,000 SH x 26 22,000 795 11,200 SH x x 51 11,200 Du Pont EI de Nemours & Co. Common Stocks 263534109 2,424 57,169 SH x x 1 57,169 195 4,600 SH x x 3 4,600 131 3,100 SH x x 6 3,100 9,790 230,900 SH x x 7 230,900 1,619 38,179 SH x x 19 38,179 509 12,000 SH x x 21 12,000 2,335 55,069 SH x x 23 55,069 20,708 488,392 SH x 26 488,392 6,536 154,140 SH x x 39 154,140 992 23,400 SH x x 46 23,400 Duane Reade, Inc. Common Stocks 263578106 155 9,100 SH x x 28 9,100 Ducommun, Inc. Common Stocks 264147109 204 12,900 SH x 26 12,900 27 1,700 SH x x 32 1,700 Duke Energy Corp. Common Stocks 264399106 211 10,800 SH x x 1 10,800 2,697 138,000 SH x x 7 138,000 896 45,852 SH x x 19 45,852 358 18,300 SH x x 21 18,300 57 2,900 SH x x 23 2,900 3,745 191,680 SH x 26 191,680 Duke Realty Corp. Common Stocks 264411505 2,228 87,550 SH x x 2 87,550 982 38,601 SH x x 19 38,601 3,919 154,000 SH x x 20 154,000 1,312 51,540 SH x 26 51,540 Dun & Bradstreet Corp. Common Stocks 26483E100 328 9,500 SH x x 28 9,500 Dura Automotive Systems, Inc. Class A Common Stocks 265903104 260 25,900 SH x x 9 25,900 393 39,100 SH x 26 39,100 36 3,600 SH x x 32 3,600 60 6,000 SH x x 51 6,000 Dupont Photomasks, Inc. Common Stocks 26613X101 27 1,150 SH x x 21 1,150 65 2,800 SH x x 51 2,800 Dynamics Research Corp. Common Stocks 268057106 17 1,200 SH x x 51 1,200 Dynegy, Inc. Class A Common Stocks 26816Q101 242 205,500 SH x x 9 205,500 487 412,900 SH x 26 412,900 EGL, Inc. Common Stocks 268484102 978 68,600 SH x x 9 68,600 466 32,700 SH x 26 32,700 262 18,400 SH x x 51 18,400 EMC Corp. Common Stocks 268648102 8,093 1,318,114 SH x x 19 1,318,114 5,945 968,192 SH x 26 968,192 EMS Technologies, Inc. Common Stocks 26873N108 712 45,592 SH x x 13 45,592 1,287 82,432 SH x 26 82,432 22 1,400 SH x x 32 1,400 23 1,500 SH x x 51 1,500 ENSCO International, Inc. Common Stocks 26874Q100 660 22,000 SH x x 5 22,000 91 3,100 SH x x 9 3,100 118 4,000 SH x x 10 4,000 177 6,000 SH x x 21 6,000 3,946 134,000 SH x 26 134,000 1,950 66,200 SH x x 38 66,200 704 23,900 SH x x 42 23,900 EOG Resources, Inc. Common Stocks 26875P101 2,060 51,600 SH x x 2 51,600 2,148 53,800 SH x 26 53,800 E.piphany, Inc. Common Stocks 26881V100 841 201,650 SH x 26 201,650
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 476 114,100 SH x x 43 114,100 ESS Technology Common Stocks 269151106 1,432 227,600 SH x 26 227,600 E*TRADE Group, Inc. Common Stocks 269246104 465 95,600 SH x x 9 95,600 2,778 571,700 SH x x 10 571,700 38 7,800 SH x x 21 7,800 4,329 890,800 SH x 26 890,800 2,108 433,800 SH x x 40 433,800 216 44,400 SH x x 50 44,400 Earthlink, Inc. Common Stocks 270321102 1,263 231,800 SH x 26 231,800 88 16,200 SH x x 28 16,200 911 167,100 SH x x 43 167,100 198 36,300 SH x x 51 36,300 East-West Bancorp, Inc. Common Stocks 27579R104 924 25,600 SH x x 9 25,600 1,270 35,200 SH x x 17 35,200 41 1,150 SH x x 21 1,150 3,384 93,800 SH x 26 93,800 123 3,400 SH x x 32 3,400 447 12,400 SH x x 51 12,400 Eastern Co. (The) Common Stocks 276317104 391 35,500 SH x x 2 35,500 Eastgroup Properties Common Stocks 277276101 283 11,100 SH x x 9 11,100 344 13,500 SH x 26 13,500 Eastman Chemical Co. Common Stocks 277432100 664 18,300 SH x x 5 18,300 2,368 64,400 SH x x 10 64,400 182 4,950 SH x x 19 4,950 143 3,900 SH x x 21 3,900 552 15,000 SH x x 23 15,000 3,280 89,200 SH x 26 89,200 857 23,300 SH x x 42 23,300 Eastman Kodak Co. Common Stocks 277461109 904 25,800 SH x x 1 25,800 934 26,660 SH x x 5 26,660 1,437 41,000 SH x x 10 41,000 1,537 43,870 SH x x 12 43,870 284 8,100 SH x x 21 8,100 999 28,500 SH x x 23 28,500 6,187 176,580 SH x 26 176,580 Eaton Corp. Common Stocks 278058102 726 9,300 SH x x 1 9,300 758 9,700 SH x x 10 9,700 3,226 41,300 SH x x 13 41,300 916 11,728 SH x x 19 11,728 406 5,200 SH x x 21 5,200 1,359 17,400 SH x x 23 17,400 9,283 118,850 SH x 26 118,850 Eaton Vance Corp. Common Stocks 278265103 48 1,700 SH x x 21 1,700 192 6,800 SH x x 28 6,800 eBay, Inc. Common Stocks 278642103 1,756 25,900 SH x x 1 25,900 760 11,200 SH x x 9 11,200 4,924 72,600 SH x x 10 72,600 217 3,200 SH x x 21 3,200 19,640 289,588 SH x 26 289,588 3,262 48,100 SH x x 38 48,100 6,719 99,069 SH x x 39 99,069 1,831 27,000 SH x x 54 27,000 EchoStar Communications Corp. Common Stocks 278762109 56 2,500 SH x x 19 2,500 5,720 256,970 SH x 26 256,970 4,512 202,690 SH x x 39 202,690 Ecolab, Inc. Common Stocks 278865100 6,519 131,700 SH x x 9 131,700 441 8,900 SH x x 21 8,900 4,717 95,300 SH x 26 95,300 Edison International Common Stocks 281020107 305 25,900 SH x x 5 25,900 589 49,700 SH x x 9 49,700 756 63,800 SH x x 10 63,800 584 49,312 SH x x 19 49,312 1,984 167,460 SH x 26 167,460 201 17,000 SH x x 42 17,000 739 62,400 SH x x 50 62,400 EDO Corp. Common Stocks 281347104 2,988 143,800 SH x 26 143,800 2,097 100,900 SH x x 40 100,900 Education Management Corp. Common Stocks 28139T101 105 2,800 SH x x 9 2,800 274 7,300 SH x x 11 7,300 5,143 136,780 SH x 26 136,780 173 4,600 SH x x 28 4,600 3,643 96,900 SH x x 44 96,900 JD Edwards & Co. Common Stocks 281667105 34 3,040 SH x x 19 3,040 418 37,050 SH x 26 37,050 563 49,900 SH x x 51 49,900 AG Edwards, Inc. Common Stocks 281760108 320 9,700 SH x x 9 9,700 1,067 32,378 SH x x 13 32,378 322 9,765 SH x x 19 9,765 2,090 63,421 SH x 26 63,421 277 8,400 SH x x 28 8,400 155 4,700 SH x x 32 4,700 517 15,700 SH x x 51 15,700 Edwards Lifesciences Corp. Common Stocks 28176E108 1,105 43,400 SH x x 9 43,400 61 2,400 SH x x 21 2,400 1,936 76,000 SH x 26 76,000 153 6,000 SH x x 28 6,000 833 32,700 SH x x 40 32,700 173 6,800 SH x x 42 6,800 eFunds Corp. Common Stocks 28224R101 579 63,600 SH x 26 63,600 18 2,000 SH x x 28 2,000 804 88,200 SH x x 43 88,200 EL Paso Corp. Common Stocks 28336L109 148 21,200 SH x x 1 21,200 930 133,600 SH x x 10 133,600 297 42,723 SH x x 19 42,723 14 2,000 SH x x 23 2,000 892 128,143 SH x 26 128,143 227 32,600 SH x x 50 32,600 El Paso Electric Co. Common Stocks 283677854 50 4,500 SH x x 28 4,500 Electro Scientific Industries, Inc. Common Stocks 285229100 1,369 68,447 SH x x 13 68,447 981 49,033 SH x 26 49,033 234 11,700 SH x x 28 11,700 Electronic Arts, Inc. Common Stocks 285512109 3,989 80,100 SH x x 1 80,100 4,101 82,400 SH x x 7 82,400 2,444 49,100 SH x x 10 49,100 28,998 582,636 SH x 26 582,636 2,264 45,488 SH x x 35 45,488 1,578 31,700 SH x x 38 31,700 5,609 112,700 SH x x 39 112,700 1,085 21,800 SH x x 40 21,800 4,265 85,700 SH x x 54 85,700
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- Electronic Data Systems Corp. Common Stocks 285661104 830 45,052 SH x x 7 45,052 308 16,700 SH x x 21 16,700 1,063 57,700 SH x 26 57,700 Electronics Boutique Holdings Corp. Common Stocks 286045109 36 2,300 SH x x 21 2,300 1,425 90,160 SH x 26 90,160 68 4,300 SH x x 28 4,300 109 6,900 SH x x 42 6,900 Electronics for Imaging Common Stocks 286082102 206 12,650 SH x 26 12,650 332 20,400 SH x x 50 20,400 Elizabeth Arden, Inc. Common Stocks 28660G106 133 9,000 SH x x 9 9,000 284 19,200 SH x 26 19,200 33 2,200 SH x x 32 2,200 Perry Ellis International, Inc. Common Stocks 288853104 469 29,100 SH x x 45 29,100 Embrex, Inc. Common Stocks 290817105 59 5,300 SH x x 51 5,300 Embotelladora Andina SA Class A - ADR Common Stocks 29081P204 77 10,996 SH x x 14 10,996 128 18,372 SH x 26 18,372 Embotelladora Andina SA Class B - ADR Common Stocks 29081P303 375 54,400 SH x x 8 54,400 407 59,000 SH x 26 59,000 EMCOR Group, Inc. Common Stocks 29084Q100 1,919 36,200 SH x x 9 36,200 3,546 66,900 SH x 26 66,900 265 5,000 SH x x 28 5,000 244 4,600 SH x x 51 4,600 Emerson Electric Co. Common Stocks 291011104 371 7,300 SH x x 1 7,300 56 1,100 SH x x 10 1,100 614 12,070 SH x x 19 12,070 1,063 20,900 SH x x 23 20,900 2,115 41,600 SH x 26 41,600 224 4,400 SH x x 52 4,400 Emmis Communications Corp. Class A Common Stocks 291525103 592 28,400 SH x 26 28,400 242 11,600 SH x x 51 11,600 Empresa Nacional de Electricidad SA - ADR Common Stocks 29244T101 156 20,310 SH x 26 20,310 153 19,893 SH x x 29 19,893 Encore Acquisition Co. Common Stocks 29255W100 41 2,200 SH x x 28 2,200 Encore Wire Corp. Common Stocks 292562105 436 48,200 SH x x 45 48,200 Energen Corp. Common Stocks 29265N108 1,376 47,300 SH x x 9 47,300 38 1,300 SH x x 21 1,300 2,861 98,300 SH x 26 98,300 128 4,400 SH x x 28 4,400 175 6,000 SH x x 32 6,000 105 3,600 SH x x 42 3,600 Energy East Corp. Common Stocks 29266M109 1,309 59,250 SH x x 5 59,250 2,113 95,670 SH x x 12 95,670 117 5,300 SH x x 21 5,300 6,405 289,940 SH x 26 289,940 340 15,400 SH x x 28 15,400 1,880 85,100 SH x x 51 85,100 Energizer Holdings, Inc. Common Stocks 29266R108 1,582 56,700 SH x x 7 56,700 1,504 53,900 SH x x 9 53,900 4,439 159,100 SH x 26 159,100 204 7,300 SH x x 32 7,300 Enersis SA - ADR Common Stocks 29274F104 5 1,100 SH x 26 1,100 4 1,000 SH x x 29 1,000 Engelhard Corp. Common Stocks 292845104 3,490 156,136 SH x x 19 156,136 273 12,200 SH x x 21 12,200 5,005 223,950 SH x 26 223,950 Engineered Support Systems, Inc Common Stocks 292866100 1,149 31,350 SH x x 17 31,350 33 900 SH x x 21 900 959 26,150 SH x 26 26,150 16 450 SH x x 28 450 EnteraSystem Networks, Inc. Common Stocks 293637104 280 179,800 SH x x 9 179,800 236 151,300 SH x 26 151,300 Entercom Communications Corp. Common Stocks 293639100 117 2,500 SH x x 11 2,500 601 12,800 SH x x 17 12,800 131 2,800 SH x x 21 2,800 4,894 104,300 SH x 26 104,300 1,703 36,300 SH x x 40 36,300 1,558 33,200 SH x x 44 33,200 Entergy Corp. Common Stocks 29364G103 1,395 30,600 SH x x 1 30,600 4,559 100,010 SH x x 19 100,010 1,295 28,400 SH x x 23 28,400 5,384 118,105 SH x 26 118,105 Entertainment Properties Trust Common Stocks 29380T105 529 22,500 SH x x 9 22,500 938 39,900 SH x 26 39,900 68 2,900 SH x x 32 2,900 Enzon Pharmaceuticals, Inc. Common Stocks 293904108 366 21,900 SH x x 17 21,900 306 18,300 SH x 26 18,300 221 13,200 SH x x 28 13,200 Epicor Software Corp. Common Stocks 29426L108 94 74,860 SH x x 45 74,860 Equifax, Inc. Common Stocks 294429105 271 11,700 SH x x 21 11,700 488 21,100 SH x 26 21,100 Equitable Resources, Inc. Common Stocks 294549100 200 5,700 SH x x 28 5,700 18 500 SH x x 51 500 Equity Inns, Inc. Common Stocks 294703103 343 57,000 SH x x 9 57,000 19 3,200 SH x x 21 3,200 529 87,800 SH x 26 87,800 256 42,600 SH x x 51 42,600 Equity Office Properties Trust Common Stocks 294741103 1,299 52,000 SH x x 1 52,000 1,004 40,210 SH x x 5 40,210 1,640 65,670 SH x x 12 65,670 1,320 52,858 SH x x 19 52,858 14,788 592,000 SH x x 20 592,000 1,696 67,900 SH x x 23 67,900 7,992 319,917 SH x 26 319,917 537 21,500 SH x x 49 21,500 Equity One, Inc. Common Stocks 294752100 158 11,800 SH x x 9 11,800 155 11,600 SH x 26 11,600 Equity Residential Common Stocks 29476L107 361 14,700 SH x x 1 14,700 107 4,370 SH x x 19 4,370 10,815 440,000 SH x x 20 440,000 130 5,300 SH x x 21 5,300 1,396 56,800 SH x x 23 56,800 3,614 147,010 SH x 26 147,010 19,708 801,800 SH x x 49 801,800 Telefonaktiebolaget LM Ericsson - ADR Common Stocks 294821608 722 107,100 SH x 26 107,100 404 59,900 SH x x 41 59,900 Erie Indemnity Co. Class A Common Stocks 29530P102 297 8,200 SH x x 28 8,200 ESCO Technologies, Inc. Common Stocks 296315104 648 17,500 SH x x 9 17,500 618 16,700 SH x 26 16,700 eSpeed, Inc. Class A Common Stocks 296643109 1,175 69,348 SH x x 13 69,348
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 914 53,924 SH x 26 53,924 363 21,400 SH x x 51 21,400 Essex Property Trust, Inc. Common Stocks 297178105 10,155 199,700 SH x x 37 199,700 4,622 90,900 SH x x 49 90,900 Esterline Technologies Corp. Common Stocks 297425100 115 6,500 SH x x 9 6,500 39 2,200 SH x x 21 2,200 1,179 66,700 SH x 26 66,700 60 3,400 SH x x 28 3,400 81 4,600 SH x x 32 4,600 723 40,900 SH x x 51 40,900 Ethan Allen Interiors, Inc. Common Stocks 297602104 1,150 33,470 SH x x 2 33,470 1,393 40,517 SH x x 13 40,517 816 23,738 SH x 26 23,738 302 8,800 SH x x 28 8,800 Evergreen Resources, Inc. Common Stocks 299900308 157 3,500 SH x x 11 3,500 2,507 55,900 SH x 26 55,900 247 5,500 SH x x 28 5,500 2,036 45,400 SH x x 44 45,400 Exar Corp. Common Stocks 300645108 1,226 98,900 SH x 26 98,900 862 69,500 SH x x 40 69,500 Exelon Corp. Common Stocks 30161N101 671 12,900 SH x x 5 12,900 1,689 32,000 SH x x 7 32,000 3,290 62,340 SH x x 19 62,340 116 2,200 SH x x 21 2,200 5,056 95,804 SH x 26 95,804 449 8,500 SH x x 42 8,500 Expedia, Inc. Class A Common Stocks 302125109 1,863 27,831 SH x x 19 27,831 2,306 34,450 SH x 26 34,450 Expeditors International Washington, Inc. Common Stocks 302130109 82 2,500 SH x x 21 2,500 405 12,400 SH x x 28 12,400 Express Scripts, Inc. Class A Common Stocks 302182100 48 1,000 SH x x 11 1,000 567 11,800 SH x x 17 11,800 72 1,500 SH x x 21 1,500 1,220 25,400 SH x 26 25,400 394 8,200 SH x x 28 8,200 620 12,900 SH x x 44 12,900 ExpressJet Holdings, Inc. Common Stocks 30218U108 241 23,500 SH x x 9 23,500 1,056 103,060 SH x 26 103,060 80 7,800 SH x x 28 7,800 139 13,600 SH x x 32 13,600 Extended Stay America, Inc. Common Stocks 30224P101 118 8,000 SH x x 28 8,000 Exxon Mobil Corp. Common Stocks 30231G102 10,983 314,460 SH x x 1 314,460 1,205 34,500 SH x x 3 34,500 10,115 289,720 SH x x 5 289,720 800 22,900 SH x x 6 22,900 15,839 453,330 SH x x 7 453,330 26,780 766,470 SH x x 9 766,470 28,474 814,936 SH x x 10 814,936 14,035 401,690 SH x x 12 401,690 38,757 1,109,232 SH x x 19 109,232 1,373 39,300 SH x x 21 39,300 11,862 339,500 SH x x 23 339,500 132,387 3,788,994 SH x 26 3,788,994 625 17,900 SH x x 42 17,900 FBL Financial Group, Inc. Class A Common Stocks 30239F106 42 2,134 SH x x 9 2,134 FBR Asset Investment Corp. Common Stocks 30241E303 1,471 43,400 SH x x 9 43,400 2,793 82,400 SH x 26 82,400 75 2,200 SH x x 28 2,200 454 13,400 SH x x 51 13,400 FEI Co. Common Stocks 30241L109 1,284 83,983 SH x x 13 83,983 917 59,979 SH x 26 59,979 Flir Systems, Inc. Common Stocks 302445101 468 9,600 SH x x 17 9,600 395 8,100 SH x 26 8,100 249 5,100 SH x x 28 5,100 308 6,309 SH x x 45 6,309 259 5,300 SH x x 51 5,300 FMC Corp. Common Stocks 302491303 342 12,500 SH x x 1 12,500 145 5,300 SH x x 9 5,300 552 20,200 SH x x 23 20,200 1,366 50,000 SH x 26 50,000 57 2,100 SH x x 28 2,100 FMC Technologies, Inc. Common Stocks 30249U101 80 3,900 SH x x 28 3,900 FPL Group, Inc. Common Stocks 302571104 2,405 40,130 SH x x 5 40,130 2,502 41,610 SH x x 12 41,610 1,396 23,211 SH x x 19 23,211 60 1,000 SH x x 21 1,000 5,881 97,800 SH x 26 97,800 421 7,000 SH x x 42 7,000 FTI Consulting, Inc. Common Stocks 302941109 88 2,200 SH x x 21 2,200 3,224 80,290 SH x 26 80,290 303 7,550 SH x x 28 7,550 711 17,700 SH x x 51 17,700 Factset Research Systems, Inc. Common Stocks 303075105 57 2,000 SH x x 11 2,000 71 2,500 SH x x 21 2,500 1,959 69,300 SH x 26 69,300 758 26,800 SH x x 44 26,800 23 800 SH x x 51 800 Fair Isaac & Co., Inc. Common Stocks 303250104 113 2,650 SH x x 11 2,650 1,812 42,425 SH x 26 42,425 226 5,300 SH x x 28 5,300 1,502 35,175 SH x x 44 35,175 371 8,700 SH x x 51 8,700 Fairchild Semiconductor International, Inc. Class A Common Stocks 303726103 916 85,500 SH x 26 85,500 1,271 118,700 SH x x 43 118,700 Fairmont Hotels & Resorts, Inc. Common Stocks 305204109 9,345 396,800 SH x x 37 396,800 Family Dollar Stores Common Stocks 307000109 3,093 99,100 SH x x 9 99,100 4,992 159,946 SH x x 19 159,946 9,462 303,166 SH x 26 303,166 Fastenal Co. Common Stocks 311900104 7,792 208,400 SH x 26 208,400 232 6,200 SH x x 28 6,200 2,404 64,300 SH x x 38 64,300 Federal Agricultural Mortgage Corp. Class C Common Stocks 313148306 153 5,000 SH x x 28 5,000 Freddie Mac Common Stocks 313400301 5,037 85,400 SH x x 1 85,400 177 3,000 SH x x 3 3,000 2,365 40,050 SH x x 5 40,050 118 2,000 SH x x 6 2,000 4,310 72,996 SH x x 7 72,996 9,938 168,300 SH x x 9 168,300 11,473 194,300 SH x x 10 194,300
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 3,778 63,980 SH x x 12 63,980 8,649 146,464 SH x x 19 146,464 1,435 24,300 SH x x 21 24,300 1,819 30,800 SH x x 23 30,800 37,357 632,629 SH x 26 632,629 3,856 65,300 SH x x 36 65,300 1,896 32,100 SH x x 38 32,100 1,960 33,200 SH x x 46 33,200 Fannie Mae Common Stocks 313586109 373 5,800 SH x x 1 5,800 283 4,400 SH x x 3 4,400 2,564 39,760 SH x x 5 39,760 187 2,900 SH x x 6 2,900 5,301 82,400 SH x x 7 82,400 11,714 182,100 SH x x 9 182,100 7,018 109,100 SH x x 10 109,100 3,357 52,180 SH x x 12 52,180 13,262 206,163 SH x x 19 206,163 2,683 41,700 SH x x 21 41,700 733 11,400 SH x x 23 11,400 44,028 684,403 SH x 26 684,403 3,053 47,460 SH x x 35 47,460 1,949 30,300 SH x x 36 30,300 302 4,700 SH x x 42 4,700 701 10,900 SH x x 50 10,900 Federal Realty Invs Trust Common Stocks 313747206 444 15,800 SH x x 17 15,800 6,018 214,000 SH x x 20 214,000 371 13,200 SH x 26 13,200 5,081 180,700 SH x x 37 180,700 Federated Department Stores Common Stocks 31410H101 736 25,600 SH x x 1 25,600 1,858 64,600 SH x x 2 64,600 969 33,700 SH x x 7 33,700 2,862 99,500 SH x x 9 99,500 2,445 85,000 SH x x 10 85,000 4,308 149,800 SH x x 13 149,800 8,154 283,512 SH x x 19 283,512 104 3,600 SH x x 21 3,600 667 23,200 SH x x 23 23,200 22,274 774,493 SH x 26 774,493 Federated Investors, Inc. Class B Common Stocks 314211103 1,489 58,700 SH x x 9 58,700 1,879 74,056 SH x x 19 74,056 61 2,400 SH x x 21 2,400 2,826 111,410 SH x 26 111,410 FedEx Corp. Common Stocks 31428X106 217 4,000 SH x x 1 4,000 1,209 22,300 SH x x 7 22,300 2,104 38,800 SH x x 10 38,800 4,609 85,000 SH x x 13 85,000 12,982 239,430 SH x x 19 239,430 31,419 579,477 SH x 26 579,477 3,188 58,795 SH x x 35 58,795 FelCor Lodging Trust, Inc. Common Stocks 31430F101 927 81,000 SH x 26 81,000 65 5,700 SH x x 28 5,700 678 59,300 SH x x 51 59,300 Fidelity National Information Solutions, Inc. Common Stocks 31620P109 15 850 SH x x 21 850 79 4,600 SH x x 28 4,600 48 2,800 SH x x 51 2,800 Fidelity National Financial, Inc. Common Stocks 316326107 975 29,700 SH x x 7 29,700 683 20,806 SH x x 9 20,806 693 21,100 SH x x 17 21,100 3,445 104,925 SH x x 19 104,925 327 9,950 SH x x 21 9,950 13,762 419,196 SH x 26 419,196 254 7,744 SH x x 28 7,744 522 15,900 SH x x 32 15,900 3,414 104,000 SH x x 51 104,000 Fifth Third Bancorp Common Stocks 316773100 333 5,700 SH x x 1 5,700 Financial Federal Corp. Common Stocks 317492106 20 800 SH x x 21 800 1,816 72,250 SH x 26 72,250 Finlay Enterprises, Inc. Common Stocks 317884203 93 7,700 SH x 26 7,700 13 1,100 SH x x 32 1,100 Finish Line Class A Common Stocks 317923100 40 3,750 SH x x 21 3,750 616 58,400 SH x 26 58,400 58 5,500 SH x x 28 5,500 411 39,000 SH x x 51 39,000 First American Corp. Common Stocks 318522307 3,581 161,300 SH x x 9 161,300 238 10,700 SH x x 21 10,700 10,898 490,900 SH x 26 490,900 271 12,200 SH x x 32 12,200 2,056 92,600 SH x x 43 92,600 3,186 143,500 SH x x 51 143,500 First Bancorp Puerto Rico Common Stocks 318672102 41 1,800 SH x x 21 1,800 753 33,300 SH x 26 33,300 170 7,500 SH x x 28 7,500 570 25,200 SH x x 51 25,200 First Commonwealth Financial Corp. Common Stocks 319829107 101 8,800 SH x x 9 8,800 First Data Corp. Common Stocks 319963104 829 23,400 SH x x 1 23,400 2,627 74,200 SH x x 7 74,200 8,849 249,900 SH x x 9 249,900 1,197 33,800 SH x x 10 33,800 1,465 41,380 SH x x 19 41,380 570 16,100 SH x x 23 16,100 22,186 626,550 SH x 26 626,550 241 6,800 SH x x 36 6,800 2,889 81,600 SH x x 38 81,600 5,907 166,830 SH x x 39 166,830 988 27,900 SH x x 46 27,900 First Essex Bancorp, Inc. Common Stocks 320103104 2,573 77,025 SH x x 2 77,025 First Industrial Realty Trust, Inc. Common Stocks 32054K103 1,198 42,800 SH x 26 42,800 140 5,000 SH x x 28 5,000 6,614 236,200 SH x x 37 236,200 316 11,300 SH x x 51 11,300 First Health Group Corp. Common Stocks 320960107 212 8,700 SH x x 11 8,700 3,363 138,100 SH x 26 138,100 351 14,400 SH x x 28 14,400 2,786 114,400 SH x x 44 114,400 First Republic Bank Common Stocks 336158100 426 21,300 SH x x 9 21,300 338 16,900 SH x 26 16,900 First State BanCorp. Common Stocks 336453105 15 600 SH x x 32 600 First Tennessee National Corp. Common Stocks 337162101 7,849 218,400 SH x x 7 218,400 74 2,070 SH x x 19 2,070 4,950 137,740 SH x 26 137,740
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- First Virginia Banks, Inc. Common Stocks 337477103 179 4,800 SH x x 21 4,800 3,667 98,500 SH x 26 98,500 316 8,500 SH x x 32 8,500 1,659 44,550 SH x x 51 44,550 Fiserv, Inc. Common Stocks 337738108 2,295 67,600 SH x x 7 67,600 1,416 41,700 SH x 26 41,700 FirstFed Financial Corp. Common Stocks 337907109 892 30,800 SH x x 9 30,800 1,123 38,800 SH x 26 38,800 46 1,600 SH x x 28 1,600 75 2,600 SH x x 32 2,600 FirstMerit Corp. Common Stocks 337915102 232 10,700 SH x x 10 10,700 33 1,501 SH x x 19 1,501 138 6,370 SH x 26 6,370 Firstfed America Bancorp Common Stocks 337929103 99 4,000 SH x x 28 4,000 Flagstar Bancorp, Inc. Common Stocks 337930101 1,132 52,400 SH x x 9 52,400 22 1,000 SH x x 21 1,000 2,151 99,599 SH x 26 99,599 117 5,400 SH x x 32 5,400 299 13,850 SH x x 51 13,850 FirstEnergy Corp. Common Stocks 337932107 49 1,500 SH x x 10 1,500 3,041 92,223 SH x x 19 92,223 198 6,000 SH x x 21 6,000 7 200 SH x x 23 200 3,054 92,636 SH x 26 92,636 Fisher Scientific International Common Stocks 338032204 926 30,800 SH x x 17 30,800 197 6,550 SH x x 19 6,550 135 4,500 SH x x 21 4,500 4,353 144,720 SH x 26 144,720 192 6,390 SH x x 28 6,390 1,811 60,200 SH x x 51 60,200 FleetBoston Financial Corp. Common Stocks 339030108 1,625 66,873 SH x x 1 66,873 3,303 135,930 SH x x 5 135,930 5,830 239,900 SH x x 9 239,900 12,208 502,400 SH x x 10 502,400 5,047 207,690 SH x x 12 207,690 5,318 218,861 SH x x 13 218,861 6,781 279,061 SH x x 19 279,061 1,996 82,122 SH x x 23 82,122 39,672 1,632,603 SH x 26 1,632,603 696 28,650 SH x x 50 28,650 408 16,800 SH x x 52 16,800 Fleetwood Enterprises, Inc. Common Stocks 339099103 1,166 148,500 SH x x 9 148,500 958 122,000 SH x 26 122,000 489 62,300 SH x x 45 62,300 Fleming Cos., Inc. Common Stocks 339130106 25 3,800 SH x x 21 3,800 1,115 169,700 SH x 26 169,700 24 3,600 SH x x 51 3,600 Florida East Coast Industries Class A Common Stocks 340632108 142 6,100 SH x 26 6,100 23 1,000 SH x x 32 1,000 Florida Rock Industries, Inc. Common Stocks 341140101 27 700 SH x x 21 700 Flow International Corp. Common Stocks 343468104 256 100,550 SH x 26 100,550 Flowers Foods, Inc. Common Stocks 343498101 498 25,500 SH x x 9 25,500 39 2,000 SH x x 21 2,000 1,093 56,000 SH x 26 56,000 646 33,100 SH x x 51 33,100 Flowserve Corp. Common Stocks 34354P105 294 19,900 SH x x 51 19,900 Foamex International, Inc. Common Stocks 344123104 107 33,900 SH x x 45 33,900 Fomento Economico Mexicano SA de CV - ADR Common Stocks 344419106 765 21,000 SH x x 8 21,000 826 22,670 SH x 26 22,670 80 2,200 SH x x 29 2,200 Footstar, Inc. Common Stocks 344912100 986 141,600 SH x 26 141,600 38 5,500 SH x x 32 5,500 869 124,800 SH x x 43 124,800 Ford Motor Co. Common Stocks 345370860 74 8,000 SH x x 1 8,000 2,517 270,600 SH x x 10 270,600 1,970 211,836 SH x x 19 211,836 57 6,100 SH x x 23 6,100 4,333 465,961 SH x 26 465,961 380 40,900 SH x x 50 40,900 Forest Laboratories, Inc. Common Stocks 345838106 78 800 SH x x 1 800 6,964 70,900 SH x x 9 70,900 6,109 62,200 SH x x 10 62,200 33,413 340,184 SH x 26 340,184 446 4,536 SH x x 35 4,536 7,838 79,800 SH x x 38 79,800 9,666 98,412 SH x x 39 98,412 Forest Oil Corp. Common Stocks 346091705 28 1,000 SH x x 28 1,000 Fortune Brands, Inc. Common Stocks 349631101 637 13,700 SH x x 1 13,700 6,404 137,700 SH x x 7 137,700 5,851 125,800 SH x x 9 125,800 1,033 22,200 SH x x 10 22,200 1,015 21,832 SH x x 19 21,832 944 20,300 SH x x 23 20,300 11,947 256,860 SH x 26 256,860 Foundry Networks, Inc. Common Stocks 35063R100 1,409 200,167 SH x x 13 200,167 598 85,000 SH x x 17 85,000 1,507 214,030 SH x 26 214,030 Four Seasons Hotels, Inc. Common Stocks 35100E104 7,293 258,142 SH x 26 258,142 2,823 99,931 SH x x 35 99,931 Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 517 20,400 SH x x 5 20,400 4,170 160,800 SH x x 7 160,800 876 33,800 SH x x 10 33,800 37 1,440 SH x x 19 1,440 2,878 111,000 SH x 26 111,000 347 13,400 SH x x 42 13,400 Franklin Resources, Inc. Common Stocks 354613101 147 4,300 SH x x 9 4,300 382 11,200 SH x 26 11,200 852 25,000 SH x x 46 25,000 Fred's, Inc. Common Stocks 356108100 966 37,580 SH x 26 37,580 Freemarkets, Inc. Common Stocks 356602102 1,207 187,446 SH x x 13 187,446 1,243 192,976 SH x 26 192,976 Freeport-McMoRan Copper & Gold, Inc. Class B Common Stocks 35671D857 60 3,600 SH x x 21 3,600 275 16,400 SH x x 51 16,400 Fremont General Corp. Common Stocks 357288109 33 7,450 SH x x 21 7,450 813 181,000 SH x 26 181,000 493 109,900 SH x x 51 109,900 Fresenius Medical Care AG - ADR Common Stocks 358029106 1,206 87,601 SH x 26 87,601 Fresh Brands, Inc. Common Stocks 35803U108 2,032 123,150 SH x x 2 123,150
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 2,069 125,400 SH x 26 125,400 Frontier Airlines, Inc. Common Stocks 359065109 5 790 SH x x 28 790 Frontier Oil Corp. Common Stocks 35914P105 15 900 SH x x 28 900 36 2,100 SH x x 51 2,100 FuelCell Energy, Inc. Common Stocks 35952H106 10 1,500 SH x x 28 1,500 HB Fuller Co. Common Stocks 359694106 342 13,200 SH x x 9 13,200 305 11,800 SH x 26 11,800 72 2,800 SH x x 28 2,800 Fulton Financial Corp. Common Stocks 360271100 403 22,825 SH x x 9 22,825 158 8,933 SH x x 19 8,933 444 25,125 SH x 26 25,125 166 9,375 SH x x 28 9,375 Furniture Brands International, Inc. Common Stocks 360921100 2,001 83,900 SH x 26 83,900 253 10,600 SH x x 28 10,600 G&K Services, Inc. Class A Common Stocks 361268105 241 6,800 SH x x 9 6,800 GATX Corp. Common Stocks 361448103 949 41,600 SH x 26 41,600 1,319 57,800 SH x x 43 57,800 Gabelli Asset Management, Inc. Class A Common Stocks 36239Y102 42 1,400 SH x x 21 1,400 817 27,200 SH x 26 27,200 496 16,500 SH x x 51 16,500 Gables Residential Trust Common Stocks 362418105 1,404 56,300 SH x x 49 56,300 Gadzooks, Inc. Common Stocks 362553109 87 18,523 SH x x 45 18,523 Arthur J Gallagher & Co. Common Stocks 363576109 326 11,100 SH x x 28 11,100 Galyans Trading Co., Inc. Common Stocks 36458R101 639 63,900 SH x 26 63,900 29 2,900 SH x x 32 2,900 GameStop Corp. Common Stocks 36466R101 63 6,450 SH x x 21 6,450 620 63,300 SH x 26 63,300 46 4,700 SH x x 28 4,700 214 21,800 SH x x 51 21,800 Gannett Co., Inc. Common Stocks 364730101 6,530 91,000 SH x x 1 91,000 4,309 60,010 SH x x 5 60,010 1,407 19,600 SH x x 9 19,600 4,502 62,700 SH x x 10 62,700 6,204 86,400 SH x x 12 86,400 197 2,740 SH x x 19 2,740 933 13,000 SH x x 21 13,000 1,702 23,700 SH x x 23 23,700 27,250 379,520 SH x 26 379,520 625 8,700 SH x x 36 8,700 5,270 73,400 SH x x 54 73,400 Gap, Inc. (The) Common Stocks 364760108 7,977 514,000 SH x x 9 514,000 785 50,600 SH x x 10 50,600 304 19,600 SH x x 21 19,600 5,531 356,400 SH x 26 356,400 Gart Sports Co. Common Stocks 366630101 1,014 52,400 SH x 26 52,400 58 2,980 SH x x 28 2,980 Gateway, Inc. Common Stocks 367626108 805 256,500 SH x x 9 256,500 38 12,000 SH x x 21 12,000 287 91,400 SH x 26 91,400 Gen-Probe, Inc. Common Stocks 36866T103 202 8,500 SH x x 28 8,500 Gemstar-TV Guide International, Inc. Common Stocks 36866W106 844 259,700 SH x x 9 259,700 32 9,702 SH x x 19 9,702 35 10,700 SH x x 21 10,700 564 173,590 SH x 26 173,590 GenCorp, Inc. Common Stocks 368682100 682 86,100 SH x x 9 86,100 569 71,900 SH x 26 71,900 Genelabs Technologies Common Stocks 368706107 209 123,000 SH x x 45 123,000 Genencor International, Inc. Common Stocks 368709101 518 53,000 SH x 26 53,000 762 77,900 SH x x 43 77,900 Genentech, Inc. Common Stocks 368710406 4,699 141,708 SH x x 19 141,708 3,215 96,944 SH x 26 96,944 686 20,700 SH x x 28 20,700 350 10,560 SH x x 31 10,560 General Cable Corp. Common Stocks 369300108 309 81,200 SH x x 45 81,200 General Communication Class A Common Stocks 369385109 110 16,400 SH x x 28 16,400 General Dynamics Corp. Common Stocks 369550108 649 8,200 SH x x 5 8,200 286 3,600 SH x x 10 3,600 56 700 SH x x 21 700 71 900 SH x x 23 900 6,749 85,035 SH x 26 85,035 2,190 27,589 SH x x 35 27,589 429 5,400 SH x x 42 5,400 1,318 16,600 SH x x 46 16,600 General Electric Co. Common Stocks 369604103 1,634 66,700 SH x x 1 66,700 1,137 46,700 SH x x 3 46,700 755 31,000 SH x x 6 31,000 19,758 811,400 SH x x 7 811,400 18,523 760,690 SH x x 9 760,690 32,023 1,315,100 SH x x 10 315,100 5,530 227,100 SH x x 13 227,100 21,912 899,879 SH x x 19 899,879 7,390 303,500 SH x x 21 303,500 73 3,000 SH x x 23 3,000 85,932 3,529,055 SH x 26 3,529,055 146 6,000 SH x x 31 6,000 3,765 154,600 SH x x 36 154,600 3,029 124,400 SH x x 38 124,400 General Growth Properties, Inc. Common Stocks 370021107 1,440 27,700 SH x x 10 27,700 8,918 171,500 SH x x 20 171,500 3,900 75,000 SH x 26 75,000 484 9,300 SH x x 32 9,300 10,400 200,000 SH x x 37 200,000 19,417 373,400 SH x x 49 373,400 General Mills, Inc. Common Stocks 370334104 6,094 129,800 SH x x 9 129,800 286 6,100 SH x x 21 6,100 7,277 155,000 SH x 26 155,000 1,470 31,300 SH x x 38 31,300 300 6,400 SH x x 52 6,400 General Motors Corp. Common Stocks 370442105 1,486 40,327 SH x x 1 40,327 0 0 SH x x 5 1,434 38,900 SH x x 7 38,900 4,372 118,600 SH x x 9 118,600 4,902 133,000 SH x x 10 133,000 748 20,305 SH x x 19 20,305 1,290 35,000 SH x x 23 35,000 9,672 262,406 SH x 26 262,406 General Motors Corp. Preferred Stocks 370442733 812 35,130 SH x x 5 35,130 1,323 57,270 SH x x 12 57,270 1,959 84,810 SH x 26 84,810 Hughes Electronics Corp. Class H Common Stocks 370442832 1,691 158,000 SH x x 7 158,000
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 247 23,100 SH x x 10 23,100 333 31,099 SH x x 19 31,099 1,644 153,684 SH x 26 153,684 590 55,100 SH x x 28 55,100 250 23,400 SH x x 50 23,400 Genesco, Inc. Common Stocks 371532102 1,824 97,900 SH x x 9 97,900 2,761 148,200 SH x 26 148,200 861 46,200 SH x x 40 46,200 Genesee & Wyoming, Inc. Class A Common Stocks 371559105 104 5,100 SH x x 9 5,100 185 9,100 SH x x 28 9,100 Genesis Health Ventures, Inc. Common Stocks 37183F107 266 17,200 SH x 26 17,200 144 9,300 SH x x 28 9,300 Genesis Microchip, Inc. Common Stocks 37184C103 2,296 175,940 SH x 26 175,940 Gentex Corp. Common Stocks 371901109 320 10,100 SH x x 9 10,100 177 5,600 SH x x 11 5,600 60 1,900 SH x x 21 1,900 2,974 94,000 SH x 26 94,000 2,322 73,400 SH x x 44 73,400 Genlyte Group, Inc. Common Stocks 372302109 212 6,800 SH x 26 6,800 31 1,000 SH x x 32 1,000 Genuine Parts Co. Common Stocks 372460105 348 11,300 SH x x 1 11,300 768 24,920 SH x x 23 24,920 1,141 37,030 SH x 26 37,030 Gentiva Health Services, Inc. Common Stocks 37247A102 35 4,000 SH x x 21 4,000 54 6,100 SH x x 28 6,100 97 11,000 SH x x 51 11,000 Genzyme Corp.-General Division Common Stocks 372917104 4,980 168,400 SH x 26 168,400 2,750 93,000 SH x x 38 93,000 1,029 34,800 SH x x 46 34,800 Georgia Gulf Corp. Common Stocks 373200203 3,054 132,000 SH x 26 132,000 227 9,800 SH x x 28 9,800 211 9,100 SH x x 32 9,100 Georgia-Pacific Corp. Common Stocks 373298108 593 36,700 SH x x 1 36,700 2,345 145,100 SH x x 9 145,100 11 700 SH x x 10 700 678 41,939 SH x x 19 41,939 173 10,700 SH x x 21 10,700 207 12,800 SH x x 23 12,800 2,037 126,080 SH x 26 126,080 375 23,200 SH x x 52 23,200 Gerdau SA - ADR Common Stocks 373737105 374 42,000 SH x x 23 42,000 401 45,000 SH x 26 45,000 Getty Images, Inc. Common Stocks 374276103 352 12,100 SH x x 11 12,100 2,103 68,833 SH x x 13 68,833 12,401 405,916 SH x 26 405,916 31 1,000 SH x x 28 1,000 1,781 58,300 SH x x 40 58,300 4,867 159,300 SH x x 44 159,300 Gilead Sciences, Inc. Common Stocks 375558103 1,768 52,000 SH x x 7 52,000 286 8,400 SH x x 10 8,400 54 1,600 SH x x 21 1,600 5,668 166,700 SH x 26 166,700 2,649 77,900 SH x x 38 77,900 Gillette Co. (The) Common Stocks 375766102 6,764 222,800 SH x x 1 222,800 6,989 230,200 SH x x 9 230,200 10,010 329,700 SH x x 10 329,700 1,488 49,006 SH x x 19 49,006 1,761 58,000 SH x x 21 58,000 26,682 878,840 SH x 26 878,840 334 11,000 SH x x 36 11,000 7,247 238,700 SH x x 54 238,700 Glatfelter Common Stocks 377316104 1,467 111,500 SH x 26 111,500 Glenborough Realty Trust, Inc. Common Stocks 37803P105 474 26,600 SH x x 9 26,600 17 950 SH x x 21 950 1,164 65,300 SH x 26 65,300 305 17,100 SH x x 51 17,100 Global Industries, Ltd. Common Stocks 379336100 16 3,800 SH x x 21 3,800 Global Imaging Systems, Inc. Common Stocks 37934A100 860 46,800 SH x x 17 46,800 17 950 SH x x 21 950 717 39,000 SH x 26 39,000 Global Payments, Inc. Common Stocks 37940X102 202 6,300 SH x x 11 6,300 32 1,000 SH x x 21 1,000 4,494 140,400 SH x 26 140,400 2,654 82,900 SH x x 44 82,900 246 7,700 SH x x 51 7,700 Golden West Financial Corp. Common Stocks 381317106 259 3,600 SH x x 1 3,600 639 8,900 SH x x 10 8,900 777 10,824 SH x x 19 10,824 1,120 15,600 SH x x 21 15,600 918 12,790 SH x x 23 12,790 6,172 85,950 SH x 26 85,950 905 12,600 SH x x 38 12,600 Goldman Sachs Group, Inc. Common Stocks 38141G104 2,409 35,400 SH x x 1 35,400 3,380 49,650 SH x x 5 49,650 5,700 83,700 SH x x 9 83,700 3,385 49,700 SH x x 10 49,700 4,787 70,290 SH x x 12 70,290 272 4,000 SH x x 21 4,000 1,607 23,600 SH x x 23 23,600 26,035 382,300 SH x 26 382,300 5,630 82,675 SH x x 39 82,675 266 3,900 SH x x 42 3,900 1,297 19,050 SH x x 50 19,050 Good Guys, Inc. Common Stocks 382091106 140 75,900 SH x x 45 75,900 Goodrich Corp. Common Stocks 382388106 62 3,400 SH x x 1 3,400 3,321 181,300 SH x x 19 181,300 79 4,320 SH x x 23 4,320 3,210 175,218 SH x 26 175,218 Goodyear Tire & Rubber Co. (The) Common Stocks 382550101 968 142,200 SH x x 7 142,200 3,483 511,500 SH x x 9 511,500 138 20,200 SH x x 21 20,200 3,010 442,000 SH x 26 442,000 WR Grace & Co. Common Stocks 38388F108 45 23,100 SH x x 9 23,100 WW Grainger, Inc. Common Stocks 384802104 546 10,600 SH x x 7 10,600 474 9,200 SH x x 10 9,200 3,660 70,990 SH x x 19 70,990 722 14,000 SH x x 21 14,000 4,944 95,914 SH x 26 95,914 Granite Construction, Inc. Common Stocks 387328107 68 4,400 SH x x 28 4,400 Grant Prideco, Inc. Common Stocks 38821G101 1,464 125,791 SH x x 13 125,791
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 80 6,860 SH x x 19 6,860 1,137 97,648 SH x 26 97,648 Gray Television, Inc. Common Stocks 389375106 166 17,000 SH x x 28 17,000 Great Atlantic & Pacific Tea Co. Common Stocks 390064103 56 6,900 SH x x 21 6,900 974 120,800 SH x 26 120,800 775 96,100 SH x x 51 96,100 Great Lakes Chemical Corp. Common Stocks 390568103 31 1,300 SH x x 21 1,300 451 18,900 SH x 26 18,900 530 22,200 SH x x 51 22,200 Great Lakes REIT, Inc. Common Stocks 390752103 145 8,700 SH x x 9 8,700 68 4,100 SH x 26 4,100 Great Plains Energy, Inc. Common Stocks 391164100 114 5,000 SH x x 21 5,000 2,402 105,000 SH x 26 105,000 162 7,100 SH x x 32 7,100 327 14,300 SH x x 42 14,300 Greater Bay Bancorp Common Stocks 391648102 3,199 185,000 SH x x 7 185,000 21 1,200 SH x x 9 1,200 45 2,600 SH x x 21 2,600 2,863 165,600 SH x 26 165,600 130 7,500 SH x x 42 7,500 Greenpoint Financial Corp. Common Stocks 395384100 6,913 153,000 SH x x 10 153,000 1,528 33,818 SH x x 19 33,818 3,074 68,030 SH x 26 68,030 479 10,600 SH x x 28 10,600 Greif Brothers Corp. Class A Common Stocks 397624107 145 6,100 SH x x 9 6,100 162 6,800 SH x 26 6,800 88 3,700 SH x x 28 3,700 19 800 SH x x 32 800 Griffon Corp. Common Stocks 398433102 20 1,500 SH x x 21 1,500 903 66,300 SH x 26 66,300 83 6,100 SH x x 28 6,100 79 5,800 SH x x 32 5,800 222 16,320 SH x x 45 16,320 236 17,300 SH x x 51 17,300 Group 1 Automotive, Inc. Common Stocks 398905109 1,081 45,250 SH x x 13 45,250 774 32,431 SH x 26 32,431 115 4,800 SH x x 28 4,800 Group 1 Software, Inc. Common Stocks 39943Y103 147 12,300 SH x x 28 12,300 Grupo Televisa SA - ADR Common Stocks 40049J206 391 14,000 SH x x 8 14,000 303 10,834 SH x x 14 10,834 1,925 68,910 SH x 26 68,910 791 28,315 SH x x 29 28,315 831 29,740 SH x x 30 29,740 GTECH Holdings Corp. Common Stocks 400518106 368 13,200 SH x x 9 13,200 1,268 45,524 SH x x 19 45,524 86 3,100 SH x x 21 3,100 5,475 196,530 SH x 26 196,530 429 15,400 SH x x 32 15,400 251 9,000 SH x x 42 9,000 Grupo Aeroportuario del Sureste SA de CV - ADR Common Stocks 40051E202 194 16,500 SH x x 14 16,500 304 25,900 SH x 26 25,900 58 4,950 SH x x 29 4,950 143 12,200 SH x x 30 12,200 Guidant Corp. Common Stocks 401698105 423 13,700 SH x x 5 13,700 2,079 67,400 SH x x 7 67,400 1,243 40,300 SH x x 10 40,300 695 22,530 SH x x 12 22,530 4,706 152,550 SH x x 13 152,550 9,596 311,068 SH x x 19 311,068 19,828 642,725 SH x 26 642,725 1,743 56,500 SH x x 46 56,500 Guilford Pharmaceuticals, Inc. Common Stocks 401829106 166 41,600 SH x x 9 41,600 81 20,300 SH x 26 20,300 Guitar Center, Inc. Common Stocks 402040109 81 4,900 SH x x 28 4,900 Gulfmark Offshore, Inc. Common Stocks 402629109 2,227 151,000 SH x x 2 151,000 2,052 139,100 SH x 26 139,100 25 1,700 SH x x 42 1,700 Gymboree Corp. Common Stocks 403777105 19 1,200 SH x x 21 1,200 1,295 81,650 SH x 26 81,650 912 57,500 SH x x 40 57,500 HCA, Inc. Common Stocks 404119109 199 4,800 SH x x 1 4,800 4,187 100,900 SH x x 9 100,900 6,557 158,000 SH x x 10 158,000 378 9,100 SH x x 21 9,100 26,635 641,819 SH x 26 641,819 3,244 78,179 SH x x 35 78,179 8,718 210,076 SH x x 39 210,076 HCC Insurance Holdings, Inc. Common Stocks 404132102 118 4,800 SH x x 28 4,800 HDFC Bank, Ltd. - ADR Common Stocks 40415F101 777 57,700 SH x x 14 57,700 684 50,800 SH x 26 50,800 HRPT Properties Trust Common Stocks 40426W101 1,973 239,500 SH x x 9 239,500 19 2,300 SH x x 21 2,300 4,169 506,000 SH x 26 506,000 137 16,600 SH x x 28 16,600 1,734 210,400 SH x x 51 210,400 HSBC Holdings PLC - ADR Common Stocks 404280406 352 6,400 SH x 26 6,400 1,067 19,400 SH x x 46 19,400 Haemonetics Corp. Common Stocks 405024100 15 700 SH x x 28 700 Halliburton Co. Common Stocks 406216101 468 25,000 SH x x 1 25,000 7,276 388,900 SH x x 9 388,900 1,094 58,459 SH x x 19 58,459 271 14,500 SH x x 21 14,500 453 24,200 SH x x 23 24,200 6,969 372,490 SH x 26 372,490 Hancock Fabrics, Inc. Common Stocks 409900107 38 2,500 SH x x 28 2,500 Hancock Holding Co. Common Stocks 410120109 188 4,200 SH x x 9 4,200 22 500 SH x 26 500 22 500 SH x x 51 500 John Hancock Financial Services, Inc. Common Stocks 41014S106 223 8,000 SH x x 1 8,000 4,793 171,800 SH x x 9 171,800 8 300 SH x x 10 300 4,196 150,400 SH x x 13 150,400 863 30,940 SH x x 19 30,940 533 19,100 SH x x 23 19,100 14,305 512,710 SH x 26 512,710 Handleman Co. Common Stocks 410252100 85 7,400 SH x x 9 7,400 31 2,700 SH x x 21 2,700 791 68,800 SH x 26 68,800 26 2,300 SH x x 32 2,300
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 375 32,600 SH x x 51 32,600 Hanger Orthopedic Group, Inc. Common Stocks 41043F208 359 27,300 SH x x 9 27,300 477 36,300 SH x 26 36,300 Harbor Florida Bancshares, Inc. Common Stocks 411901101 417 18,500 SH x x 9 18,500 396 17,600 SH x 26 17,600 29 1,300 SH x x 32 1,300 Harland (John H.) Co. Common Stocks 412693103 14 650 SH x x 21 650 3,183 143,850 SH x 26 143,850 153 6,900 SH x x 32 6,900 243 11,000 SH x x 51 11,000 Harley-Davidson, Inc. Common Stocks 412822108 904 19,700 SH x x 1 19,700 1,446 31,300 SH x x 10 31,300 213 4,600 SH x x 21 4,600 5,787 125,253 SH x 26 125,253 686 14,856 SH x x 35 14,856 1,081 23,400 SH x x 36 23,400 1,866 40,400 SH x x 38 40,400 Harleysville Group, Inc. Common Stocks 412824104 108 4,100 SH x x 28 4,100 Harman International Industries, Inc. Common Stocks 413086109 1,000 16,800 SH x x 17 16,800 4,028 67,700 SH x 26 67,700 321 5,400 SH x x 28 5,400 2,243 37,700 SH x x 40 37,700 Harmony Gold Mining Co., Ltd. - ADR Common Stocks 413216300 353 21,000 SH x 26 21,000 197 11,700 SH x x 41 11,700 Harrah's Entertainment, Inc. Common Stocks 413619107 285 7,200 SH x x 7 7,200 2,273 57,400 SH x x 10 57,400 3,929 99,220 SH x x 19 99,220 4,039 101,990 SH x 26 101,990 Harris Corp. Common Stocks 413875105 3,802 144,569 SH x x 19 144,569 6,113 232,417 SH x 26 232,417 1,901 72,300 SH x x 43 72,300 494 18,800 SH x x 51 18,800 Harte-Hanks, Inc. Common Stocks 416196103 2,241 120,050 SH x x 2 120,050 1,678 89,900 SH x x 9 89,900 24 1,300 SH x x 21 1,300 3,443 184,400 SH x 26 184,400 Hartford Financial Services Group, Inc. Common Stocks 416515104 250 5,500 SH x x 1 5,500 2,145 47,210 SH x x 5 47,210 3,587 78,960 SH x x 12 78,960 1,159 25,515 SH x x 19 25,515 45 1,000 SH x x 21 1,000 191 4,200 SH x x 23 4,200 8,148 179,350 SH x 26 179,350 818 18,000 SH x x 46 18,000 Hasbro, Inc. Common Stocks 418056107 1,337 115,800 SH x x 10 115,800 29 2,500 SH x x 21 2,500 385 33,300 SH x 26 33,300 Haverty Furniture Cos., Inc. Common Stocks 419596101 185 13,300 SH x x 9 13,300 114 8,200 SH x 26 8,200 174 12,500 SH x x 28 12,500 Hawaiian Electric Industries Common Stocks 419870100 1,394 31,700 SH x x 9 31,700 255 5,804 SH x 26 5,804 167 3,800 SH x x 28 3,800 Health Care Property Investors, Inc. Common Stocks 421915109 54 1,400 SH x x 21 1,400 1,724 45,000 SH x x 51 45,000 Healthsouth Corp. Common Stocks 421924101 203 48,400 SH x x 9 48,400 1,486 353,900 SH x 26 353,900 1,834 436,700 SH x x 43 436,700 Health Management Associates, Inc. Class A Common Stocks 421933102 1,808 101,200 SH x x 1 101,200 550 30,700 SH x x 23 30,700 1,210 67,600 SH x 26 67,600 Healthcare Realty Trust, Inc. Common Stocks 421946104 600 20,500 SH x x 9 20,500 2,720 93,000 SH x x 20 93,000 48 1,650 SH x x 21 1,650 936 32,000 SH x 26 32,000 603 20,600 SH x x 51 20,600 Health Care REIT, Inc. Common Stocks 42217K106 763 28,200 SH x x 9 28,200 1,896 70,100 SH x 26 70,100 141 5,200 SH x x 32 5,200 Health Net, Inc. Common Stocks 42222G108 1,518 57,500 SH x 26 57,500 119 4,500 SH x x 28 4,500 2,115 80,100 SH x x 43 80,100 Hearst-Argyle Television, Inc. Common Stocks 422317107 1,743 72,300 SH x x 2 72,300 243 10,060 SH x x 19 10,060 84 3,500 SH x x 21 3,500 5,990 248,430 SH x 26 248,430 51 2,100 SH x x 28 2,100 231 9,600 SH x x 42 9,600 1,408 58,400 SH x x 51 58,400 Heartland Express, Inc. Common Stocks 422347104 256 11,161 SH x x 9 11,161 672 29,346 SH x 26 29,346 HJ Heinz Co. Common Stocks 423074103 1,377 41,900 SH x x 5 41,900 4,036 122,800 SH x x 9 122,800 427 13,000 SH x x 10 13,000 2,076 63,150 SH x x 12 63,150 33 1,000 SH x x 21 1,000 617 18,770 SH x x 23 18,770 8,541 259,830 SH x 26 259,830 523 15,900 SH x x 52 15,900 Hellenic Telecommunications Organization SA - ADR Common Stocks 423325307 3,067 574,290 SH x x 22 574,290 3,046 570,432 SH x 26 570,432 732 137,100 SH x x 48 137,100 Helmerich & Payne, Inc. Common Stocks 423452101 653 23,400 SH x 26 23,400 117 4,200 SH x x 28 4,200 232 8,300 SH x x 51 8,300 Henry (Jack) & Associates Common Stocks 426281101 110 9,100 SH x x 11 9,100 1,790 148,700 SH x 26 148,700 1,457 121,000 SH x x 44 121,000 Hercules, Inc. Common Stocks 427056106 335 38,100 SH x x 23 38,100 Hershey Foods Corp. Common Stocks 427866108 513 7,600 SH x x 21 7,600 856 12,700 SH x 26 12,700 Hewlett-Packard Co. Common Stocks 428236103 3,765 216,850 SH x x 1 216,850 260 15,000 SH x x 3 15,000 172 9,900 SH x x 6 9,900 6,418 369,695 SH x x 7 369,695 12,819 738,405 SH x x 9 738,405 10,954 631,000 SH x x 10 631,000 3,646 210,000 SH x x 13 210,000
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 3,677 211,830 SH x x 19 211,830 1,873 107,900 SH x x 21 107,900 4,091 235,675 SH x x 23 235,675 55,631 3,204,522 SH x 26 3,204,522 1,637 94,300 SH x x 38 94,300 7,911 455,720 SH x x 39 455,720 550 31,695 SH x x 50 31,695 Hibernia Corp. Class A Common Stocks 428656102 611 31,700 SH x x 9 31,700 1,504 78,100 SH x x 10 78,100 634 32,900 SH x x 17 32,900 416 21,591 SH x x 19 21,591 120 6,250 SH x x 21 6,250 10,206 529,910 SH x 26 529,910 403 20,900 SH x x 28 20,900 352 18,300 SH x x 32 18,300 2,413 125,300 SH x x 51 125,300 Highwoods Properties, Inc. Common Stocks 431284108 316 14,300 SH x x 10 14,300 384 17,353 SH x x 19 17,353 2,223 100,610 SH x 26 100,610 3,395 153,600 SH x x 49 153,600 Hilb Rogal & Hamilton Co. Common Stocks 431294107 1,665 40,700 SH x x 9 40,700 3,186 77,900 SH x 26 77,900 Hilton Hotels Corp. Common Stocks 432848109 180 14,200 SH x x 1 14,200 79 6,200 SH x x 21 6,200 205 16,100 SH x x 23 16,100 930 73,200 SH x 26 73,200 6,891 542,200 SH x x 49 542,200 Hispanic Broadcasting Corp. Common Stocks 43357B104 754 36,700 SH x x 51 36,700 Hollinger International, Inc. Common Stocks 435569108 554 54,500 SH x 26 54,500 766 75,400 SH x x 43 75,400 Holly Corp. Common Stocks 435758305 192 8,800 SH x x 9 8,800 210 9,600 SH x 26 9,600 Hollywood Casino Corp. Class A Common Stocks 436132203 5 400 SH x x 28 400 Hollywood Entertainment Corp. Common Stocks 436141105 1,836 121,600 SH x x 9 121,600 18 1,200 SH x x 21 1,200 2,768 183,300 SH x 26 183,300 228 15,100 SH x x 32 15,100 Hologic, Inc. Common Stocks 436440101 29 2,400 SH x x 51 2,400 Home Depot, Inc. Common Stocks 437076102 1,601 66,800 SH x x 1 66,800 290 12,100 SH x x 3 12,100 716 29,900 SH x x 5 29,900 192 8,000 SH x x 6 8,000 9,152 381,961 SH x x 7 381,961 1,572 65,600 SH x x 9 65,600 12,399 517,500 SH x x 10 517,500 1,180 49,250 SH x x 12 49,250 2,811 117,300 SH x x 13 117,300 18,323 764,751 SH x x 19 764,751 1,615 67,400 SH x x 21 67,400 110 4,600 SH x x 23 4,600 34,204 1,427,529 SH x 26 1,427,529 131 5,475 SH x x 31 5,475 2,085 87,000 SH x x 36 87,000 1,155 48,200 SH x x 46 48,200 339 14,150 SH x x 50 14,150 Home Properties of NY, Inc. Common Stocks 437306103 1,688 49,000 SH x x 49 49,000 HON Industries, Inc. Common Stocks 438092108 153 5,400 SH x x 28 5,400 Honeywell International, Inc. Common Stocks 438516106 955 39,800 SH x x 1 39,800 2,350 97,900 SH x x 7 97,900 1,666 69,400 SH x x 10 69,400 4,505 187,700 SH x x 13 187,700 1,375 57,297 SH x x 19 57,297 428 17,820 SH x x 21 17,820 876 36,500 SH x x 23 36,500 16,321 680,025 SH x 26 680,025 590 24,600 SH x x 50 24,600 434 18,100 SH x x 52 18,100 Horace Mann Educators Corp. Common Stocks 440327104 86 5,600 SH x x 28 5,600 Hormel Foods Corp. Common Stocks 440452100 1,614 69,200 SH x x 9 69,200 637 27,285 SH x x 19 27,285 840 36,000 SH x 26 36,000 243 10,400 SH x x 28 10,400 Hospitality Properties Trust Common Stocks 44106M102 2,119 60,200 SH x x 9 60,200 4,752 135,000 SH x x 20 135,000 37 1,050 SH x x 21 1,050 5,062 143,800 SH x 26 143,800 401 11,400 SH x x 32 11,400 651 18,500 SH x x 51 18,500 Host Marriott Corp. Common Stocks 44107P104 3,247 366,900 SH x x 20 366,900 2,574 290,800 SH x x 37 290,800 HOT Topic, Inc. Common Stocks 441339108 627 27,400 SH x x 17 27,400 25 1,100 SH x x 21 1,100 2,598 113,535 SH x 26 113,535 Hotels.com Class A Common Stocks 44147T108 5,174 94,718 SH x 26 94,718 55 1,000 SH x x 28 1,000 1,360 24,900 SH x x 51 24,900 Household International, Inc. Common Stocks 441815107 683 24,600 SH x x 1 24,600 937 33,700 SH x x 7 33,700 2,347 84,400 SH x x 10 84,400 668 24,025 SH x x 19 24,025 222 8,000 SH x x 21 8,000 617 22,200 SH x x 23 22,200 4,631 166,510 SH x 26 166,510 584 21,000 SH x x 46 21,000 300 10,800 SH x x 50 10,800 Houston Exploration Co. Common Stocks 442120101 17 550 SH x x 21 550 1,010 33,000 SH x 26 33,000 61 2,000 SH x x 32 2,000 300 9,800 SH x x 51 9,800 Hovnanian Enterprises, Inc. Class A Common Stocks 442487203 2,254 71,100 SH x x 9 71,100 195 6,150 SH x x 21 6,150 4,346 137,100 SH x 26 137,100 3,088 97,400 SH x x 51 97,400 Hubbell, Inc. Class B Common Stocks 443510201 457 13,000 SH x x 1 13,000 394 11,200 SH x x 9 11,200 432 12,300 SH x x 19 12,300 19 550 SH x x 21 550 538 15,300 SH x x 23 15,300 4,035 114,840 SH x 26 114,840 207 5,900 SH x x 32 5,900
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 460 13,100 SH x x 51 13,100 Hudson City Bancorp, Inc. Common Stocks 443683107 24 1,300 SH x 26 1,300 Hudson United Bancorp Common Stocks 444165104 162 5,200 SH x x 9 5,200 1,250 40,200 SH x 26 40,200 165 5,300 SH x x 32 5,300 Hughes Supply, Inc. Common Stocks 444482103 173 6,350 SH x x 21 6,350 3,248 118,900 SH x 26 118,900 2,636 96,500 SH x x 51 96,500 Humana, Inc. Common Stocks 444859102 1,366 136,600 SH x x 1 136,600 2,677 267,670 SH x x 9 267,670 148 14,800 SH x x 21 14,800 1,479 147,900 SH x x 23 147,900 7,111 711,100 SH x 26 711,100 1,345 134,500 SH x x 51 134,500 Human Genome Sciences, Inc. Common Stocks 444903108 919 104,300 SH x x 10 104,300 32 3,600 SH x x 21 3,600 291 33,000 SH x 26 33,000 JB Hunt Transport Services, Inc. Common Stocks 445658107 4,166 142,200 SH x x 9 142,200 75 2,550 SH x x 21 2,550 7,135 243,520 SH x 26 243,520 82 2,800 SH x x 28 2,800 867 29,600 SH x x 40 29,600 560 19,100 SH x x 51 19,100 Huntington Bancshares, Inc. Common Stocks 446150104 833 44,500 SH x x 1 44,500 1,502 80,300 SH x x 23 80,300 3,121 166,800 SH x 26 166,800 Hutchinson Technology, Inc. Common Stocks 448407106 68 3,300 SH x x 28 3,300 Hydril Co. Common Stocks 448774109 75 3,200 SH x x 11 3,200 18 750 SH x x 21 750 1,230 52,200 SH x 26 52,200 42 1,800 SH x x 28 1,800 997 42,300 SH x x 44 42,300 61 2,600 SH x x 51 2,600 ICN Pharmaceuticals, Inc. Common Stocks 448924100 638 58,500 SH x x 7 58,500 398 36,500 SH x 26 36,500 IDT Corp. Common Stocks 448947101 133 7,700 SH x x 21 7,700 2,206 127,600 SH x 26 127,600 1,855 107,300 SH x x 51 107,300 Hypercom Corp. Common Stocks 44913M105 13 3,600 SH x x 21 3,600 273 73,300 SH x 26 73,300 161 43,200 SH x x 51 43,200 Hyperion Solutions Corp. Common Stocks 44914M104 552 21,500 SH x x 17 21,500 69 2,700 SH x x 21 2,700 2,736 106,600 SH x 26 106,600 1,520 59,200 SH x x 43 59,200 775 30,200 SH x x 51 30,200 ICOS Corp. Common Stocks 449295104 1,739 74,293 SH x x 19 74,293 1,225 52,319 SH x 26 52,319 Idec Pharmaceuticals Corp. Common Stocks 449370105 4,579 138,040 SH x 26 138,040 1,605 48,392 SH x x 35 48,392 IDX Systems Corp. Common Stocks 449491109 913 53,600 SH x x 17 53,600 17 1,000 SH x x 21 1,000 763 44,800 SH x 26 44,800 34 2,000 SH x x 51 2,000 IMC Global, Inc. Common Stocks 449669100 460 43,100 SH x 26 43,100 762 71,400 SH x x 43 71,400 IRT Property Co. Common Stocks 450058102 323 27,200 SH x x 9 27,200 334 28,100 SH x 26 28,100 iStar Financial, Inc. Common Stocks 45031U101 2,306 82,200 SH x x 2 82,200 1,029 36,681 SH x x 19 36,681 109 3,900 SH x x 21 3,900 4,685 167,040 SH x 26 167,040 317 11,300 SH x x 28 11,300 631 22,500 SH x x 51 22,500 Itla Capital Corp. Common Stocks 450565106 216 6,500 SH x x 28 6,500 ITT Educational Services, Inc. Common Stocks 45068B109 666 28,300 SH x x 9 28,300 102 4,350 SH x x 21 4,350 426 18,100 SH x 26 18,100 160 6,800 SH x x 28 6,800 42 1,800 SH x x 51 1,800 IberiaBank Corp. Common Stocks 450828108 217 5,400 SH x x 9 5,400 301 7,500 SH x 26 7,500 16 400 SH x x 32 400 ITT Industries, Inc. Common Stocks 450911102 5,130 84,520 SH x x 19 84,520 24 400 SH x x 23 400 5,037 82,988 SH x 26 82,988 ICICI Bank, Ltd. - ADR Common Stocks 45104G104 579 90,010 SH x x 14 90,010 891 138,375 SH x x 23 138,375 1,475 229,800 SH x 26 229,800 189 29,400 SH x x 29 29,400 Idacorp, Inc. Common Stocks 451107106 102 4,100 SH x x 9 4,100 353 14,200 SH x 26 14,200 214 8,600 SH x x 51 8,600 Idexx Laboratories, Inc. Common Stocks 45168D104 1,009 30,300 SH x x 17 30,300 133 4,050 SH x x 21 4,050 2,248 67,500 SH x 26 67,500 223 6,700 SH x x 28 6,700 1,762 52,900 SH x x 51 52,900 IKON Office Solutions, Inc. Common Stocks 451713101 454 63,500 SH x x 7 63,500 2,316 323,900 SH x x 9 323,900 158 22,150 SH x x 21 22,150 4,732 661,800 SH x 26 661,800 140 19,600 SH x x 42 19,600 1,069 149,500 SH x x 51 149,500 Identix, Inc. Common Stocks 451906101 6 1,208 SH x x 28 1,208 Illinois Tool Works, Inc. Common Stocks 452308109 389 6,000 SH x x 1 6,000 628 9,690 SH x x 5 9,690 856 13,200 SH x x 12 13,200 279 4,300 SH x x 21 4,300 5,535 85,340 SH x 26 85,340 2,426 37,400 SH x x 38 37,400 Imation Corp. Common Stocks 45245A107 2,891 82,400 SH x x 9 82,400 1,102 31,400 SH x x 17 31,400 102 2,900 SH x x 21 2,900 7,447 212,300 SH x 26 212,300 232 6,600 SH x x 32 6,600 1,316 37,500 SH x x 51 37,500 Immucor, Inc. Common Stocks 452526106 85 4,200 SH x x 21 4,200 1,361 67,200 SH x 26 67,200 415 20,500 SH x x 45 20,500
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 215 10,600 SH x x 51 10,600 IMPAC Mortgage Holdings, Inc. Common Stocks 45254P102 508 44,200 SH x 26 44,200 67 5,800 SH x x 28 5,800 35 3,000 SH x x 51 3,000 Impax Laboratories, Inc. Common Stocks 45256B101 266 66,100 SH x x 45 66,100 Imperial Chemical Industries PLC - ADR Common Stocks 452704505 321 22,300 SH x 26 22,300 314 21,800 SH x x 52 21,800 Inamed Corp. Common Stocks 453235103 715 23,200 SH x x 17 23,200 946 30,700 SH x 26 30,700 Independence Community Bank Common Stocks 453414104 949 37,400 SH x x 9 37,400 91 3,600 SH x x 21 3,600 4,700 185,200 SH x 26 185,200 180 7,100 SH x x 32 7,100 1,345 53,000 SH x x 51 53,000 IndyMac Bancorp, Inc. Common Stocks 456607100 860 46,500 SH x x 9 46,500 1,099 59,413 SH x x 13 59,413 20 1,100 SH x x 21 1,100 4,238 229,199 SH x 26 229,199 139 7,500 SH x x 28 7,500 290 15,700 SH x x 32 15,700 Informatica Corp. Common Stocks 45666Q102 132 22,900 SH x x 11 22,900 2,160 375,000 SH x 26 375,000 1,737 301,600 SH x x 44 301,600 InfoSystem Technologies, Ltd. - ADR Common Stocks 456788108 1,273 18,300 SH x x 14 18,300 2,281 32,800 SH x 26 32,800 1,412 20,300 SH x x 30 20,300 infoUSA, Inc. Common Stocks 456818301 506 101,889 SH x x 45 101,889 Ingram Micro, Inc. Class A Common Stocks 457153104 469 38,000 SH x x 1 38,000 1,818 147,200 SH x x 9 147,200 4,297 347,913 SH x x 19 347,913 154 12,500 SH x x 21 12,500 663 53,700 SH x x 23 53,700 13,487 1,092,045 SH x 26 1,092,045 96 7,800 SH x x 28 7,800 254 20,600 SH x x 32 20,600 2,188 177,200 SH x x 51 177,200 Inhale Therapeutic Systems, Inc. Common Stocks 457191104 503 62,200 SH x x 9 62,200 506 62,600 SH x 26 62,600 Input/Output, Inc. Common Stocks 457652105 512 120,400 SH x 26 120,400 Insight Enterprises, Inc. Common Stocks 45765U103 244 29,400 SH x 26 29,400 Insight Communications Common Stocks 45768V108 1,170 94,500 SH x 26 94,500 61 4,900 SH x x 28 4,900 822 66,400 SH x x 40 66,400 Innkeepers USA Trust Common Stocks 4576J0104 385 50,200 SH x x 9 50,200 83 10,800 SH x x 21 10,800 1,865 243,500 SH x 26 243,500 239 31,200 SH x x 42 31,200 Integra LifeSciences Holdings Corp. Common Stocks 457985208 344 19,500 SH x 26 19,500 Integrated Circuit Systems, Inc. Common Stocks 45811K208 1,056 57,850 SH x x 13 57,850 723 39,600 SH x x 17 39,600 3,133 171,690 SH x 26 171,690 177 9,700 SH x x 28 9,700 Intel Corp. Common Stocks 458140100 882 54,800 SH x x 1 54,800 445 28,600 SH x x 3 28,600 1,038 66,640 SH x x 5 66,640 296 19,000 SH x x 6 19,000 7,231 464,400 SH x x 7 464,400 6,725 431,900 SH x x 9 431,900 17,250 1,107,900 SH x x 10 1,107,900 1,705 109,480 SH x x 12 109,480 21,722 1,395,109 SH x x 19 1,395,109 736 47,300 SH x x 21 47,300 62,610 4,021,214 SH x 26 4,021,214 185 11,900 SH x x 31 11,900 1,739 111,700 SH x x 36 111,700 6,051 388,600 SH x x 38 388,600 17,356 1,114,737 SH x x 39 1,114,737 Inter-Tel, Inc. Common Stocks 458372109 646 30,900 SH x x 17 30,900 75 3,600 SH x x 21 3,600 2,206 105,500 SH x 26 105,500 88 4,200 SH x x 28 4,200 1,029 49,200 SH x x 51 49,200 Interactive Data Corp. Common Stocks 45840J107 1,500 109,077 SH x x 13 109,077 2,640 192,016 SH x 26 192,016 1,205 87,600 SH x x 40 87,600 Interface, Inc. Class A Common Stocks 458665106 1,210 394,150 SH x 26 394,150 Intergraph Corp. Common Stocks 458683109 678 38,200 SH x x 17 38,200 102 5,750 SH x x 21 5,750 2,469 139,000 SH x 26 139,000 1,158 65,200 SH x x 51 65,200 Interland, Inc. Common Stocks 458727104 1,169 898,850 SH x 26 898,850 InterMune, Inc. Common Stocks 45884X103 267 10,460 SH x 26 10,460 International Business Machines Corp. Common Stocks 459200101 589 7,600 SH x x 3 7,600 503 6,500 SH x x 5 6,500 388 5,000 SH x x 6 5,000 845 10,900 SH x x 7 10,900 19,082 246,220 SH x x 9 246,220 19,848 256,100 SH x x 10 256,100 5,758 74,300 SH x x 13 74,300 19,312 249,183 SH x x 19 249,183 3,794 48,950 SH x x 21 48,950 2,232 28,800 SH x x 23 28,800 65,613 846,621 SH x 26 846,621 341 4,400 SH x x 42 4,400 806 10,400 SH x x 46 10,400 225 2,900 SH x x 50 2,900 International Flavors & Fragrances, Inc. Common Stocks 459506101 35 1,000 SH x x 28 1,000 International Game Technology Common Stocks 459902102 7,364 97,000 SH x 26 97,000 4,358 57,400 SH x x 38 57,400 International Multifoods Corp. Common Stocks 460043102 38 1,800 SH x x 21 1,800 549 25,900 SH x 26 25,900 136 6,400 SH x x 28 6,400 362 17,100 SH x x 51 17,100 International Paper Co. Common Stocks 460146103 1,075 30,741 SH x x 1 30,741 3,564 101,920 SH x x 5 101,920 4,645 132,830 SH x x 12 132,830 1,528 43,700 SH x x 19 43,700 567 16,200 SH x x 23 16,200 11,110 317,690 SH x 26 317,690 1,199 34,300 SH x x 46 34,300
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 518 14,800 SH x x 50 14,800 International Rectifier Corp. Common Stocks 460254105 4,475 242,400 SH x x 13 242,400 9,188 497,700 SH x 26 497,700 International Speedway Corp. Class A Common Stocks 460335201 1,350 36,190 SH x 26 36,190 Internet Security Systems Common Stocks 46060X107 3,457 188,600 SH x 26 188,600 242 13,200 SH x x 28 13,200 1,355 73,900 SH x x 40 73,900 Interpublic Group Cos., Inc. Common Stocks 460690100 439 31,200 SH x 26 31,200 299 21,220 SH x x 50 21,220 242 17,200 SH x x 52 17,200 Intersil Corp. Class A Common Stocks 46069S109 208 14,890 SH x x 9 14,890 1,324 95,000 SH x x 10 95,000 861 61,800 SH x 26 61,800 184 13,200 SH x x 28 13,200 Interstate Bakeries Common Stocks 46072H108 29 1,900 SH x x 21 1,900 1,670 109,500 SH x 26 109,500 37 2,400 SH x x 28 2,400 172 11,300 SH x x 32 11,300 610 40,000 SH x x 51 40,000 InterVoice, Inc. Common Stocks 461142101 419 194,100 SH x x 45 194,100 Interwoven, Inc. Common Stocks 46114T102 333 128,070 SH x 26 128,070 Intrado, Inc. Common Stocks 46117A100 996 100,362 SH x x 13 100,362 815 82,039 SH x 26 82,039 Intuit, Inc. Common Stocks 461202103 6,219 132,540 SH x x 19 132,540 7,035 149,930 SH x 26 149,930 1,896 40,400 SH x x 38 40,400 Inveresk Research Group, Inc. Common Stocks 461238107 1,972 91,390 SH x 26 91,390 199 9,200 SH x x 28 9,200 Investment Technology Group, Inc. Common Stocks 46145F105 4,005 179,130 SH x 26 179,130 177 7,900 SH x x 28 7,900 2,223 99,400 SH x x 44 99,400 Invision Technologies, Inc. Common Stocks 461851107 84 3,200 SH x x 28 3,200 Invitrogen Corp. Common Stocks 46185R100 169 5,400 SH x x 11 5,400 1,573 50,256 SH x x 13 50,256 7,449 238,076 SH x 26 238,076 166 5,300 SH x x 32 5,300 2,228 71,200 SH x x 44 71,200 1,790 57,200 SH x x 51 57,200 Investors Financial Services Corp. Common Stocks 461915100 266 9,700 SH x x 11 9,700 8,254 301,340 SH x 26 301,340 192 7,000 SH x x 28 7,000 3,481 127,100 SH x x 44 127,100 Iomega Corp. Common Stocks 462030305 35 4,450 SH x x 21 4,450 772 98,400 SH x 26 98,400 389 49,600 SH x x 51 49,600 Ionics, Inc. Common Stocks 462218108 11 500 SH x x 9 500 Iron Mountain, Inc. Common Stocks 462846106 2,515 76,200 SH x x 9 76,200 50 1,500 SH x x 21 1,500 1,687 51,100 SH x 26 51,100 Irwin Financial Corp. Common Stocks 464119106 620 37,600 SH x x 9 37,600 507 30,700 SH x 26 30,700 iShares MSCI Taiwan Index Fund Common Stocks 464286731 393 50,000 SH x 26 50,000 iShares S&P MidCap 400/BARRA Growth Index Fund Common Stocks 464287606 64 700 SH x x 28 700 Isis Pharmaceuticals, Inc. Common Stocks 464330109 11 1,600 SH x x 21 1,600 84 12,700 SH x 26 12,700 Isle of Capri Casinos, Inc. Common Stocks 464592104 555 41,900 SH x 26 41,900 187 14,100 SH x x 28 14,100 75 5,700 SH x x 32 5,700 Itron, Inc. Common Stocks 465741106 1,556 81,132 SH x x 13 81,132 1,115 58,156 SH x 26 58,156 417 21,700 SH x x 45 21,700 i2 Technologies, Inc. Common Stocks 465754109 91 78,800 SH x x 9 78,800 105 91,100 SH x 26 91,100 IVAX Corp. Common Stocks 465823102 199 16,375 SH x x 28 16,375 JDN Realty Corp. Common Stocks 465917102 33 3,050 SH x x 21 3,050 876 80,000 SH x 26 80,000 485 44,300 SH x x 51 44,300 J&J Snack Foods Corp. Common Stocks 466032109 182 5,100 SH x x 9 5,100 296 8,300 SH x 26 8,300 21 600 SH x x 32 600 JDS Uniphase Corp. Common Stocks 46612J101 2,014 815,500 SH x x 9 815,500 100 40,400 SH x x 21 40,400 1,519 614,800 SH x 26 614,800 J Jill Group, Inc. (The) Common Stocks 466189107 13 950 SH x x 21 950 721 51,570 SH x 26 51,570 JP Morgan Chase & Co. Common Stocks 46625H100 2,417 100,720 SH x x 1 100,720 293 12,200 SH x x 3 12,200 194 8,100 SH x x 6 8,100 1,882 78,400 SH x x 7 78,400 2,890 120,400 SH x x 9 120,400 6,198 258,250 SH x x 13 258,250 16,998 708,269 SH x x 19 708,269 614 25,600 SH x x 21 25,600 2,170 90,435 SH x x 23 90,435 37,990 1,582,920 SH x 26 1,582,920 1,186 49,412 SH x x 35 49,412 653 27,200 SH x x 50 27,200 j2 Global Communications, Inc. Common Stocks 46626E205 16 850 SH x x 21 850 Jabil Circuit, Inc. Common Stocks 466313103 6,336 353,556 SH x x 19 353,556 4,545 253,615 SH x 26 253,615 Jack in the Box, Inc. Common Stocks 466367109 1,530 88,500 SH x x 2 88,500 1,400 81,000 SH x 26 81,000 Jacobs Engineering Group, Inc. Common Stocks 469814107 1,969 55,299 SH x 26 55,299 266 7,466 SH x x 35 7,466 Jarden Corp. Common Stocks 471109108 310 13,000 SH x 26 13,000 186 7,800 SH x x 51 7,800 Jefferies Group, Inc. Common Stocks 472319102 2,585 61,600 SH x x 9 61,600 97 2,300 SH x x 11 2,300 17 400 SH x x 21 400 3,668 87,400 SH x 26 87,400 1,293 30,800 SH x x 44 30,800 214 5,100 SH x x 51 5,100 Jefferson-Pilot Corp. Common Stocks 475070108 103 2,700 SH x x 1 2,700 548 14,382 SH x x 19 14,382 316 8,300 SH x x 23 8,300 732 19,220 SH x 26 19,220 JetBlue Airways Corp. Common Stocks 477143101 729 27,000 SH x x 7 27,000 60 2,225 SH x x 19 2,225 300 11,100 SH x x 23 11,100
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 858 31,785 SH x 26 31,785 113 4,200 SH x x 28 4,200 Jo-Ann Stores, Inc. Class A Common Stocks 47758P109 717 31,200 SH x x 9 31,200 1,920 83,600 SH x 26 83,600 175 7,600 SH x x 32 7,600 John Nuveen Co. (The) Class A Common Stocks 478035108 228 9,000 SH x x 9 9,000 109 4,300 SH x x 21 4,300 1,587 62,600 SH x 26 62,600 1,273 50,200 SH x x 51 50,200 Johnson & Johnson Common Stocks 478160104 9,376 174,700 SH x x 1 174,700 741 13,800 SH x x 3 13,800 2,692 50,200 SH x x 5 50,200 489 9,100 SH x x 6 9,100 13,508 251,500 SH x x 7 251,500 10,087 187,800 SH x x 9 187,800 18,753 349,146 SH x x 10 349,146 3,829 71,290 SH x x 12 71,290 7,806 145,338 SH x x 19 145,338 5,447 101,420 SH x x 21 101,420 763 14,200 SH x x 23 14,200 80,057 1,490,543 SH x 26 1,490,543 2,779 51,749 SH x x 35 51,749 4,163 77,500 SH x x 36 77,500 5,790 107,800 SH x x 38 107,800 242 4,500 SH x x 42 4,500 8,712 162,200 SH x x 54 162,200 Johnson Controls, Inc. Common Stocks 478366107 192 2,400 SH x x 1 2,400 2,285 28,500 SH x x 2 28,500 834 10,400 SH x x 7 10,400 1,627 20,300 SH x x 10 20,300 689 8,600 SH x x 21 8,600 241 3,000 SH x x 23 3,000 5,732 71,500 SH x 26 71,500 Jones Apparel Group, Inc. Common Stocks 480074103 2,148 60,600 SH x x 2 60,600 6,213 175,300 SH x x 10 175,300 4,561 128,700 SH x x 13 128,700 10,336 291,647 SH x x 19 291,647 106 3,000 SH x x 21 3,000 17,680 498,874 SH x 26 498,874 JOS A Bank Clothiers, Inc. Common Stocks 480838101 763 35,800 SH x x 45 35,800 Joy Global, Inc. Common Stocks 481165108 1,217 108,050 SH x 26 108,050 Juniper Networks, Inc. Common Stocks 48203R104 18 2,600 SH x x 10 2,600 23 3,380 SH x x 31 3,380 Kla-Tencor Corp. Common Stocks 482480100 2,847 80,500 SH x 26 80,500 1,655 46,800 SH x x 38 46,800 K-Swiss, Inc. Class A Common Stocks 482686102 645 29,700 SH x x 9 29,700 412 19,000 SH x 26 19,000 647 29,800 SH x x 45 29,800 KT Corp. - ADR Common Stocks 48268K101 192 8,900 SH x x 8 8,900 383 17,753 SH x x 14 17,753 1,192 55,300 SH x x 24 55,300 2,359 109,457 SH x 26 109,457 430 19,939 SH x x 29 19,939 K2, Inc. Common Stocks 482732104 951 101,200 SH x 26 101,200 K-V Pharmaceutical Co. Class A Common Stocks 482740206 202 8,700 SH x x 28 8,700 Kadant, Inc. Common Stocks 48282T104 347 23,100 SH x 26 23,100 576 38,400 SH x x 43 38,400 Kaman Corp. Class A Common Stocks 483548103 145 13,200 SH x x 9 13,200 179 16,300 SH x 26 16,300 Kansas City Southern Common Stocks 485170302 1,158 96,500 SH x x 9 96,500 15 1,250 SH x x 21 1,250 1,784 148,700 SH x 26 148,700 196 16,300 SH x x 51 16,300 Kaydon Corp. Common Stocks 486587108 400 18,880 SH x x 19 18,880 540 25,480 SH x 26 25,480 KB Home Common Stocks 48666K109 176 4,100 SH x x 1 4,100 635 14,810 SH x x 9 14,810 1,444 33,690 SH x 26 33,690 171 4,000 SH x x 32 4,000 Kellogg Co. Common Stocks 487836108 5,286 154,260 SH x x 5 154,260 1,827 53,300 SH x x 9 53,300 1,717 50,100 SH x x 10 50,100 8,691 253,590 SH x x 12 253,590 54 1,590 SH x x 19 1,590 997 29,100 SH x x 21 29,100 23,258 678,669 SH x 26 678,669 4,579 133,625 SH x x 39 133,625 Kellwood Co. Common Stocks 488044108 257 9,900 SH x x 9 9,900 20 750 SH x x 21 750 476 18,300 SH x 26 18,300 276 10,600 SH x x 51 10,600 Kelly Services, Inc. Class A Common Stocks 488152208 21 850 SH x x 21 850 620 25,100 SH x 26 25,100 336 13,600 SH x x 51 13,600 Kemet Corp. Common Stocks 488360108 10 1,100 SH x x 2 1,100 1,016 116,300 SH x 26 116,300 Kennametal, Inc. Common Stocks 489170100 162 4,700 SH x x 28 4,700 Kerr-McGee Corp. Common Stocks 492386107 226 5,100 SH x x 1 5,100 222 5,000 SH x x 23 5,000 1,737 39,200 SH x 26 39,200 350 7,900 SH x x 52 7,900 Key Energy Services, Inc. Common Stocks 492914106 1,376 153,379 SH x x 13 153,379 2,753 306,886 SH x 26 306,886 1,357 151,300 SH x x 40 151,300 Keycorp Common Stocks 493267108 1,423 56,600 SH x x 1 56,600 3,952 157,200 SH x x 9 157,200 1,282 50,981 SH x x 19 50,981 1,798 71,500 SH x x 23 71,500 8,808 350,367 SH x 26 350,367 Keynote Systems, Inc. Common Stocks 493308100 408 52,900 SH x 26 52,900 567 73,500 SH x x 43 73,500 KeySpan Corp. Common Stocks 49337W100 1,247 35,400 SH x x 5 35,400 2,014 57,140 SH x x 12 57,140 648 18,400 SH x x 19 18,400 109 3,100 SH x x 21 3,100 4,144 117,580 SH x 26 117,580 314 8,900 SH x x 42 8,900 Keystone Automotive Industries, Inc. Common Stocks 49338N109 140 9,300 SH x 26 9,300 48 3,170 SH x x 28 3,170 Keystone Property Trust Common Stocks 493596100 146 8,600 SH x x 9 8,600
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 207 12,200 SH x 26 12,200 Kilroy Realty Corp. Common Stocks 49427F108 5,348 232,000 SH x x 20 232,000 Kimberly-Clark Corp. Common Stocks 494368103 2,285 48,130 SH x x 5 48,130 6,048 127,400 SH x x 9 127,400 1,177 24,800 SH x x 10 24,800 3,744 78,880 SH x x 12 78,880 403 8,500 SH x x 21 8,500 195 4,100 SH x x 23 4,100 13,532 285,060 SH x 26 285,060 731 15,400 SH x x 46 15,400 399 8,400 SH x x 52 8,400 Kimco Realty Corp. Common Stocks 49446R109 6,915 225,700 SH x x 20 225,700 4,556 148,700 SH x x 49 148,700 Kindred Healthcare, Inc. Common Stocks 494580103 25 1,400 SH x x 21 1,400 29 1,600 SH x x 51 1,600 King Pharmaceuticals, Inc. Common Stocks 495582108 62 3,620 SH x x 19 3,620 83 4,830 SH x 26 4,830 Kirby Corp. Common Stocks 497266106 397 14,500 SH x x 9 14,500 Knight-Ridder, Inc. Common Stocks 499040103 1,335 21,102 SH x x 19 21,102 658 10,400 SH x x 21 10,400 19 300 SH x x 23 300 3,376 53,370 SH x 26 53,370 Knight Transportation, Inc. Common Stocks 499064103 2,229 106,120 SH x 26 106,120 Koger Equity, Inc. Common Stocks 500228101 420 26,900 SH x x 9 26,900 25 1,600 SH x x 21 1,600 763 48,900 SH x 26 48,900 340 21,800 SH x x 51 21,800 Kohl's Corp. Common Stocks 500255104 5,502 98,900 SH x x 1 98,900 7,106 127,000 SH x x 7 127,000 7,548 134,900 SH x x 9 134,900 7,626 136,300 SH x x 10 136,300 347 6,200 SH x x 21 6,200 37,164 664,237 SH x 26 664,237 4,269 76,300 SH x x 36 76,300 7,536 134,700 SH x x 38 134,700 5,015 89,630 SH x x 39 89,630 3,670 65,600 SH x x 54 65,600 Koninklijke Philips Electronics NV Common Stocks 500472303 4,236 239,600 SH x x 13 239,600 9 500 SH x x 16 500 2,941 166,370 SH x x 22 166,370 12,000 678,750 SH x 26 678,750 687 38,850 SH x x 48 38,850 309 17,500 SH x x 52 17,500 Kookmin Bank - ADR Common Stocks 50049M109 74 2,100 SH x x 14 2,100 64 1,800 SH x 26 1,800 Korea Electric Power Corp. - ADR Common Stocks 500631106 2,221 261,300 SH x x 22 261,300 2,338 275,000 SH x 26 275,000 544 63,960 SH x x 48 63,960 Kos Pharmaceuticals, Inc. Common Stocks 500648100 48 2,500 SH x x 9 2,500 78 4,100 SH x x 11 4,100 17 900 SH x x 21 900 1,594 83,900 SH x 26 83,900 49 2,600 SH x x 32 2,600 1,030 54,200 SH x x 44 54,200 91 4,800 SH x x 51 4,800 Kraft Foods, Inc. Class A Common Stocks 50075N104 293 7,500 SH x x 5 7,500 6,556 168,400 SH x x 10 168,400 374 9,600 SH x x 21 9,600 2,602 66,850 SH x 26 66,850 670 17,200 SH x x 28 17,200 195 5,000 SH x x 42 5,000 627 16,100 SH x x 50 16,100 Krispy Kreme Doughnuts, Inc. Common Stocks 501014104 730 21,620 SH x 26 21,620 Kroger Co. Common Stocks 501044101 510 33,000 SH x x 1 33,000 1,579 102,200 SH x x 5 102,200 2,597 168,090 SH x x 12 168,090 2,004 129,724 SH x x 19 129,724 218 14,100 SH x x 23 14,100 6,475 419,100 SH x 26 419,100 Kroll, Inc. Common Stocks 501049100 1,559 81,700 SH x 26 81,700 1,095 57,400 SH x x 40 57,400 LCA-Vision, Inc. Common Stocks 501803308 97 42,601 SH x x 45 42,601 LNR Property Corp. Common Stocks 501940100 2,425 68,500 SH x x 2 68,500 73 2,050 SH x x 21 2,050 3,717 105,000 SH x 26 105,000 71 2,000 SH x x 28 2,000 131 3,700 SH x x 32 3,700 641 18,100 SH x x 51 18,100 LSI Logic Corp. Common Stocks 502161102 137 23,700 SH x x 1 23,700 1,486 257,470 SH x x 2 257,470 474 82,100 SH x x 9 82,100 59 10,200 SH x x 21 10,200 12 2,000 SH x x 23 2,000 624 108,100 SH x 26 108,100 LTX Corp. Common Stocks 502392103 32 5,300 SH x x 11 5,300 1,371 227,300 SH x 26 227,300 422 70,000 SH x x 44 70,000 L-3 Communications Holdings, Inc. Common Stocks 502424104 4,087 91,000 SH x x 7 91,000 696 15,500 SH x x 17 15,500 4,707 104,800 SH x 26 104,800 499 11,100 SH x x 28 11,100 1,141 25,400 SH x x 40 25,400 La Quinta Corp. Common Stocks 50419U202 44 10,000 SH x x 51 10,000 La-Z-Boy, Inc. Common Stocks 505336107 1,863 77,700 SH x x 9 77,700 110 4,600 SH x x 21 4,600 2,902 121,000 SH x 26 121,000 640 26,700 SH x x 51 26,700 Labor Ready, Inc. Common Stocks 505401208 43 6,650 SH x x 21 6,650 589 91,800 SH x 26 91,800 406 63,300 SH x x 51 63,300 LabOne, Inc. Common Stocks 50540L105 39 2,200 SH x x 28 2,200 Laboratory Corp. of America Holdings Common Stocks 50540R409 4,850 208,700 SH x x 13 208,700 10,102 434,700 SH x 26 434,700 LaBranche & Co., Inc. Common Stocks 505447102 137 5,150 SH x x 21 5,150 61 2,300 SH x x 28 2,300 261 9,800 SH x x 42 9,800 773 29,000 SH x x 51 29,000 Lafarge North America, Inc. Common Stocks 505862102 1,222 37,208 SH x x 19 37,208 3,830 116,589 SH x 26 116,589 Lamar Advertising Co. Common Stocks 512815101 188 5,600 SH x x 11 5,600
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 1,405 41,747 SH x x 13 41,747 3,834 113,944 SH x 26 113,944 2,460 73,100 SH x x 44 73,100 Lancaster Colony Corp. Common Stocks 513847103 47 1,200 SH x x 21 1,200 942 24,100 SH x 26 24,100 406 10,400 SH x x 51 10,400 LandAmerica Financial Group, Inc. Common Stocks 514936103 2,145 60,500 SH x x 9 60,500 163 4,600 SH x x 21 4,600 5,931 167,300 SH x 26 167,300 145 4,100 SH x x 32 4,100 1,911 53,900 SH x x 51 53,900 Landry's Restaurants, Inc. Common Stocks 51508L103 2,613 123,000 SH x x 9 123,000 46 2,150 SH x x 21 2,150 2,266 106,700 SH x 26 106,700 62 2,900 SH x x 28 2,900 229 10,800 SH x x 51 10,800 Landstar System, Inc. Common Stocks 515098101 163 2,800 SH x x 28 2,800 Lantronix, Inc. Common Stocks 516548104 182 259,400 SH x x 45 259,400 LaSalle Hotel Properties Common Stocks 517942108 31 2,200 SH x x 9 2,200 24 1,700 SH x 26 1,700 Lattice Semiconductor Corp. Common Stocks 518415104 2,556 291,400 SH x x 2 291,400 Estee Lauder Cos., Inc. (The) Class A Common Stocks 518439104 829 31,400 SH x x 23 31,400 1,135 43,000 SH x 26 43,000 Lawson Software, Inc. Common Stocks 520780107 51 8,800 SH x x 11 8,800 661 115,000 SH x 26 115,000 857 149,100 SH x x 44 149,100 Lear Corp. Common Stocks 521865105 666 20,000 SH x x 2 20,000 160 4,800 SH x x 5 4,800 1,681 50,500 SH x x 9 50,500 3,664 110,100 SH x x 10 110,100 83 2,500 SH x x 21 2,500 3,544 106,500 SH x 26 106,500 200 6,000 SH x x 28 6,000 140 4,200 SH x x 32 4,200 286 8,600 SH x x 42 8,600 Leapfrog Enterprises, Inc. Common Stocks 52186N106 1,840 73,150 SH x 26 73,150 Lee Enterprises, Inc. Common Stocks 523768109 2,380 71,000 SH x x 2 71,000 2,259 67,400 SH x 26 67,400 Legato Systems, Inc. Common Stocks 524651106 1,268 252,100 SH x 26 252,100 892 177,300 SH x x 40 177,300 Leggett & Platt, Inc. Common Stocks 524660107 370 16,500 SH x x 21 16,500 153 6,800 SH x x 23 6,800 1,070 47,700 SH x 26 47,700 Legg Mason, Inc. Common Stocks 524901105 102 2,100 SH x x 11 2,100 107 2,200 SH x x 21 2,200 1,582 32,600 SH x 26 32,600 311 6,400 SH x x 42 6,400 1,315 27,100 SH x x 44 27,100 Lehman Brothers Holdings, Inc. Common Stocks 524908100 751 14,100 SH x x 1 14,100 271 5,000 SH x x 5 5,000 673 12,633 SH x x 19 12,633 341 6,400 SH x x 21 6,400 837 15,700 SH x x 23 15,700 21,677 406,775 SH x 26 406,775 4,224 79,263 SH x x 35 79,263 938 17,600 SH x x 36 17,600 1,066 20,000 SH x x 38 20,000 3,053 57,282 SH x x 39 57,282 176 3,300 SH x x 42 3,300 911 17,100 SH x x 46 17,100 LendingTree, Inc. Common Stocks 52602Q105 45 3,500 SH x x 21 3,500 1,052 81,700 SH x 26 81,700 397 30,800 SH x x 45 30,800 675 52,400 SH x x 51 52,400 Lennar Corp. Common Stocks 526057104 2,508 48,600 SH x x 2 48,600 440 8,400 SH x x 5 8,400 108 2,100 SH x x 21 2,100 10,395 201,456 SH x 26 201,456 186 3,600 SH x x 28 3,600 2,737 53,047 SH x x 35 53,047 599 11,600 SH x x 42 11,600 Lennox International, Inc. Common Stocks 526107107 782 62,300 SH x x 9 62,300 238 19,000 SH x x 21 19,000 4,638 369,600 SH x 26 369,600 89 7,100 SH x x 28 7,100 119 9,500 SH x x 32 9,500 328 26,100 SH x x 42 26,100 1,908 152,000 SH x x 51 152,000 Leucadia National Corp. Common Stocks 527288104 149 4,000 SH x x 28 4,000 Lexar Media, Inc. Common Stocks 52886P104 1,769 282,100 SH x 26 282,100 232 37,000 SH x x 51 37,000 Lexington Corporate Properties Trust Common Stocks 529043101 421 26,500 SH x 26 26,500 62 3,900 SH x x 28 3,900 52 3,300 SH x x 32 3,300 Lexmark International, Inc. Common Stocks 529771107 442 7,300 SH x x 10 7,300 2,091 34,557 SH x x 19 34,557 1,362 22,512 SH x 26 22,512 Liberty Media Corp. Class A Common Stocks 530718105 543 60,700 SH x x 9 60,700 1,307 146,200 SH x x 10 146,200 3,908 437,136 SH x x 19 437,136 323 36,100 SH x x 23 36,100 7,669 857,808 SH x 26 857,808 1,586 177,424 SH x x 28 177,424 929 103,860 SH x x 50 103,860 Liberty Property Trust Common Stocks 531172104 35 1,090 SH x x 19 1,090 9,726 304,500 SH x x 20 304,500 47 1,470 SH x 26 1,470 224 7,000 SH x x 28 7,000 6,493 203,300 SH x x 49 203,300 LifePoint Hospitals, Inc. Common Stocks 53219L109 1,069 35,700 SH x 26 35,700 171 5,700 SH x x 28 5,700 Ligand Pharmaceuticals, Inc. Class B Common Stocks 53220K207 125 23,200 SH x x 9 23,200 Lightbridge, Inc. Common Stocks 532226107 8 1,300 SH x x 28 1,300 Eli Lilly & Co. Common Stocks 532457108 5,036 79,300 SH x x 1 79,300 292 4,600 SH x x 3 4,600 2,069 32,590 SH x x 5 32,590 197 3,100 SH x x 6 3,100 7,791 122,700 SH x x 10 122,700 3,428 53,990 SH x x 12 53,990 1,568 24,700 SH x x 21 24,700
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 30,666 482,930 SH x 26 482,930 260 4,100 SH x x 31 4,100 4,794 75,500 SH x x 38 75,500 5,480 86,300 SH x x 54 86,300 Limited Brands Common Stocks 532716107 318 22,800 SH x x 7 22,800 3,956 283,980 SH x x 9 283,980 4,279 307,185 SH x x 19 307,185 6,071 435,856 SH x 26 435,856 340 24,400 SH x x 52 24,400 Lin TV Corp. Class A Common Stocks 532774106 83 3,400 SH x x 11 3,400 38 1,550 SH x x 21 1,550 1,349 55,400 SH x 26 55,400 1,093 44,900 SH x x 44 44,900 343 14,100 SH x x 51 14,100 Lincare Holdings, Inc. Common Stocks 532791100 348 11,000 SH x x 11 11,000 6,913 218,620 SH x 26 218,620 610 19,300 SH x x 28 19,300 4,582 144,900 SH x x 44 144,900 Lincoln National Corp. Common Stocks 534187109 114 3,600 SH x x 1 3,600 892 28,254 SH x x 19 28,254 262 8,300 SH x x 23 8,300 2,302 72,910 SH x 26 72,910 309 9,800 SH x x 52 9,800 Linear Technology Corp. Common Stocks 535678106 2,245 87,300 SH x x 10 87,300 756 29,400 SH x 26 29,400 Linens 'N Things, Inc. Common Stocks 535679104 147 6,500 SH x x 28 6,500 Lithia Motors, Inc. Class A Common Stocks 536797103 24 1,500 SH x x 21 1,500 442 28,200 SH x 26 28,200 249 15,900 SH x x 51 15,900 Littelfuse, Inc. Common Stocks 537008104 162 9,600 SH x 26 9,600 22 1,300 SH x x 32 1,300 Liz Claiborne, Inc. Common Stocks 539320101 2,268 76,500 SH x x 2 76,500 139 4,700 SH x x 21 4,700 202 6,800 SH x x 42 6,800 Local Financial Corp. Common Stocks 539553107 95 6,500 SH x x 9 6,500 182 12,400 SH x 26 12,400 Lockheed Martin Corp. Common Stocks 539830109 1,103 19,100 SH x x 1 19,100 4,805 83,200 SH x x 9 83,200 4,666 80,800 SH x x 10 80,800 676 11,710 SH x x 19 11,710 537 9,300 SH x x 21 9,300 64 1,100 SH x x 23 1,100 14,982 259,424 SH x 26 259,424 3,551 61,485 SH x x 35 61,485 1,115 19,300 SH x x 36 19,300 3,020 52,300 SH x x 38 52,300 1,242 21,500 SH x x 46 21,500 Loews Corp. Common Stocks 540424108 3,385 76,145 SH x x 19 76,145 3,089 69,470 SH x 26 69,470 Longview Fibre Co. Common Stocks 543213102 308 42,600 SH x x 9 42,600 17 2,300 SH x x 21 2,300 252 34,800 SH x 26 34,800 195 27,000 SH x x 51 27,000 Louisiana-Pacific Corp. Common Stocks 546347105 1,997 247,800 SH x x 9 247,800 1,456 180,700 SH x 26 180,700 Lowe's Cos., Inc. Common Stocks 548661107 1,520 41,300 SH x x 1 41,300 3,533 94,200 SH x x 7 94,200 8,149 217,300 SH x x 9 217,300 6,364 169,700 SH x x 10 169,700 405 10,800 SH x x 21 10,800 25,621 683,226 SH x 26 683,226 4,167 111,121 SH x x 35 111,121 1,961 52,300 SH x x 38 52,300 29 760 SH x x 39 760 Lubrizol Corp. Common Stocks 549271104 1,918 62,900 SH x x 9 62,900 575 18,844 SH x x 19 18,844 3,161 103,630 SH x 26 103,630 125 4,100 SH x x 28 4,100 Lucent Technologies, Inc. Common Stocks 549463107 428 340,000 SH x x 1 340,000 1,443 1,145,200 SH x x 9 1,145,200 706 560,000 SH x x 10 560,000 138 109,600 SH x x 23 109,600 2,153 1,709,100 SH x 26 1,709,100 Luxottica Group SpA - ADR Common Stocks 55068R202 2,048 150,000 SH x 26 150,000 William Lyon Homes, Inc. Common Stocks 552074106 16 750 SH x x 21 750 212 9,700 SH x x 51 9,700 Lyondell Chemical Co. Common Stocks 552078107 1,303 103,100 SH x x 2 103,100 186 14,700 SH x x 5 14,700 124 9,800 SH x x 10 9,800 309 24,470 SH x x 12 24,470 21 1,700 SH x x 21 1,700 1,850 146,400 SH x 26 146,400 123 9,700 SH x x 28 9,700 107 8,500 SH x x 52 8,500 M&T Bank Corp. Common Stocks 55261F104 595 7,500 SH x x 28 7,500 MAF Bancorp, Inc. Common Stocks 55261R108 1,184 34,900 SH x x 2 34,900 200 5,900 SH x x 9 5,900 872 25,700 SH x x 17 25,700 3,583 105,600 SH x 26 105,600 31 900 SH x x 32 900 MBIA, Inc. Common Stocks 55262C100 546 12,450 SH x x 1 12,450 4,662 106,300 SH x x 10 106,300 204 4,650 SH x x 19 4,650 110 2,500 SH x x 21 2,500 1,027 23,405 SH x x 23 23,405 5,269 120,130 SH x 26 120,130 MBNA Corp. Common Stocks 55262L100 4,773 252,600 SH x x 1 252,600 1,984 104,321 SH x x 7 104,321 9,828 516,700 SH x x 9 516,700 373 19,600 SH x x 10 19,600 4,260 224,000 SH x x 13 224,000 405 21,300 SH x x 21 21,300 190 10,000 SH x x 23 10,000 25,703 1,351,361 SH x 26 1,351,361 5,998 315,350 SH x x 36 315,350 4,595 241,592 SH x x 39 241,592 1,600 84,100 SH x x 46 84,100 MB Financial Corp. Common Stocks 55264U108 104 3,000 SH x x 28 3,000 17 500 SH x x 32 500 MDC Holdings, Inc. Common Stocks 552676108 398 10,400 SH x x 9 10,400
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 4,735 123,761 SH x 26 123,761 1,561 40,801 SH x x 35 40,801 MDU Resources Group, Inc. Common Stocks 552690109 28 1,100 SH x x 21 1,100 292 11,300 SH x x 51 11,300 MCSi, Inc. Common Stocks 55270M108 315 66,400 SH x x 45 66,400 MFA Mortgage Investments, Inc. Common Stocks 55272X102 1,131 134,700 SH x x 9 134,700 1,820 216,700 SH x 26 216,700 84 10,000 SH x x 28 10,000 455 54,200 SH x x 51 54,200 MGIC Investment Corp. Common Stocks 552848103 1,640 39,700 SH x x 2 39,700 318 7,800 SH x x 5 7,800 1,619 39,200 SH x 26 39,200 215 5,200 SH x x 42 5,200 MGI Pharma, Inc. Common Stocks 552880106 7 900 SH x x 28 900 MGM Mirage Common Stocks 552953101 959 29,100 SH x x 9 29,100 9,799 297,202 SH x 26 297,202 224 6,800 SH x x 28 6,800 2,901 87,995 SH x x 35 87,995 MIM Corp. Common Stocks 553044108 25 4,300 SH x x 28 4,300 M/I Schottenstein Homes, Inc. Common Stocks 55305B101 801 28,800 SH x x 9 28,800 111 4,000 SH x x 21 4,000 3,650 131,300 SH x 26 131,300 95 3,400 SH x x 32 3,400 1,843 66,300 SH x x 51 66,300 MKS Instruments, Inc. Common Stocks 55306N104 1,653 100,630 SH x x 13 100,630 1,192 72,537 SH x 26 72,537 MPS Group, Inc. Common Stocks 553409103 70 12,610 SH x x 19 12,610 28 5,100 SH x x 21 5,100 1,269 229,150 SH x 26 229,150 69 12,500 SH x x 28 12,500 1,012 182,700 SH x x 43 182,700 363 65,500 SH x x 51 65,500 MRO Software, Inc. Common Stocks 55347W105 355 29,200 SH x x 45 29,200 M T R Gaming Group, Inc. Common Stocks 553769100 74 9,300 SH x x 28 9,300 MTC Technologies, Inc. Common Stocks 55377A106 1,304 51,540 SH x 26 51,540 MacDermid, Inc. Common Stocks 554273102 17 750 SH x x 21 750 336 14,700 SH x 26 14,700 229 10,000 SH x x 51 10,000 Macerich Co. (The) Common Stocks 554382101 280 9,100 SH x x 9 9,100 1,999 65,000 SH x x 20 65,000 31 1,000 SH x x 21 1,000 10,095 328,300 SH x x 37 328,300 Mack-Cali Realty Corp. Common Stocks 554489104 430 14,200 SH x x 9 14,200 2,115 69,800 SH x 26 69,800 4,438 476,500 SH x x 37 476,500 9,529 314,500 SH x x 49 314,500 279 9,200 SH x x 51 9,200 Macrovision Corp. Common Stocks 555904101 104 6,500 SH x x 11 6,500 1,734 108,100 SH x 26 108,100 151 9,400 SH x x 28 9,400 1,376 85,800 SH x x 44 85,800 Macromedia, Inc. Common Stocks 556100105 1,517 142,400 SH x x 9 142,400 34 3,200 SH x x 21 3,200 897 84,200 SH x 26 84,200 21 2,000 SH x x 28 2,000 Magna Entertainment Corp. Class A Common Stocks 559211107 272 43,900 SH x x 45 43,900 Magnetek, Inc. Common Stocks 559424106 635 143,000 SH x 26 143,000 Matav Rt. - ADR Common Stocks 559776109 402 22,600 SH x x 8 22,600 1,157 64,986 SH x 26 64,986 626 35,142 SH x x 29 35,142 Mahanagar Telephone Nigam - ADR Common Stocks 559778402 167 42,400 SH x x 8 42,400 346 87,700 SH x 26 87,700 224 56,700 SH x x 29 56,700 Mandalay Resort Group Common Stocks 562567107 5,032 164,400 SH x x 13 164,400 0,288 336,100 SH x 26 336,100 275 9,000 SH x x 28 9,000 502 16,400 SH x x 43 16,400 Manhattan Associates, Inc. Common Stocks 562750109 114 4,800 SH x x 28 4,800 Manitowoc Co. Common Stocks 563571108 15 600 SH x x 9 600 Manor Care, Inc. Common Stocks 564055101 110 5,900 SH x x 9 5,900 1,588 85,350 SH x 26 85,350 Manpower, Inc. Common Stocks 56418H100 5,203 163,100 SH x x 9 163,100 107 3,350 SH x x 21 3,350 7,509 235,400 SH x 26 235,400 1,764 55,300 SH x x 38 55,300 1,062 33,300 SH x x 51 33,300 Mantech International Corp. Class A Common Stocks 564563104 177 9,300 SH x x 28 9,300 Marathon Oil Corp. Common Stocks 565849106 500 23,500 SH x x 1 23,500 3,399 159,668 SH x x 7 159,668 1,601 75,200 SH x x 9 75,200 3,140 617,192 SH x x 19 617,192 119 5,600 SH x x 21 5,600 513 24,100 SH x x 23 24,100 4,153 664,751 SH x 26 664,751 Markel Corp. Common Stocks 570535104 370 1,800 SH x x 11 1,800 5,918 28,800 SH x 26 28,800 4,778 23,250 SH x x 44 23,250 Marsh & McLennan Cos., Inc. Common Stocks 571748102 4,589 99,300 SH x x 1 99,300 337 7,300 SH x x 5 7,300 1,939 41,954 SH x x 19 41,954 92 2,000 SH x x 21 2,000 3,207 285,814 SH x 26 285,814 1,188 25,700 SH x x 38 25,700 222 4,800 SH x x 42 4,800 2,010 43,500 SH x x 46 43,500 5,106 110,500 SH x x 54 110,500 Marshall & Ilsley Corp. Common Stocks 571834100 2,407 87,900 SH x x 10 87,900 115 4,200 SH x x 21 4,200 1,005 36,700 SH x 26 36,700 Marriott International, Inc. Class A Common Stocks 571903202 4,135 125,800 SH x x 1 125,800 664 20,200 SH x x 10 20,200 8,218 250,000 SH x 26 250,000 4,497 136,800 SH x x 54 136,800 Martek Biosciences Corp. Common Stocks 572901106 4,806 191,000 SH x 26 191,000 2,873 114,200 SH x x 40 114,200 Martin Marietta Materials, Inc. Common Stocks 573284106 184 6,000 SH x x 28 6,000 Masco Corp. Common Stocks 574599106 6,374 302,800 SH x x 1 302,800 364 17,600 SH x x 5 17,600 2,924 138,900 SH x x 9 138,900 3,562 169,200 SH x x 10 169,200
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 465 22,100 SH x x 21 22,100 703 33,400 SH x x 23 33,400 15,529 737,700 SH x 26 737,700 246 11,700 SH x x 42 11,700 5,702 270,900 SH x x 54 270,900 Massey Energy Co. Common Stocks 576206106 754 77,600 SH x 26 77,600 79 8,100 SH x x 28 8,100 530 54,500 SH x x 40 54,500 Material Sciences Corp. Common Stocks 576674105 17 1,300 SH x x 51 1,300 Mattel, Inc. Common Stocks 577081102 1,733 90,500 SH x x 10 90,500 13,402 699,856 SH x x 19 699,856 10,155 530,297 SH x 26 530,297 Maxtor Corp. Common Stocks 577729205 2,024 400,000 SH x x 2 400,000 2,372 468,700 SH x x 9 468,700 104 20,650 SH x x 21 20,650 7,009 1,385,100 SH x 26 1,385,100 1,694 334,700 SH x x 43 334,700 754 149,100 SH x x 51 149,100 Maxim Integrated Products Common Stocks 57772K101 756 22,500 SH x x 1 22,500 1,262 38,200 SH x x 9 38,200 2,230 67,500 SH x x 10 67,500 2,065 62,500 SH x x 13 62,500 10,273 310,940 SH x 26 310,940 420 12,700 SH x x 31 12,700 1,203 36,400 SH x x 36 36,400 1,926 58,300 SH x x 38 58,300 4,215 127,580 SH x x 39 127,580 Maxwell Shoe Co. Class A Common Stocks 577766108 1,083 93,200 SH x 26 93,200 Maxygen Common Stocks 577776107 8 1,000 SH x x 28 1,000 May Department Stores Co. (The) Common Stocks 577778103 540 23,500 SH x x 1 23,500 1,815 79,000 SH x x 2 79,000 101 4,400 SH x x 9 4,400 7,684 334,360 SH x x 19 334,360 919 40,010 SH x x 23 40,010 9,692 421,746 SH x 26 421,746 363 15,800 SH x x 52 15,800 Maverick Tube Corp. Common Stocks 577914104 1,425 109,381 SH x x 13 109,381 1,096 84,140 SH x 26 84,140 Maximus, Inc. Common Stocks 577933104 334 12,800 SH x 26 12,800 Maytag Corp. Common Stocks 578592107 160 5,600 SH x x 21 5,600 399 14,000 SH x 26 14,000 83 2,900 SH x x 28 2,900 McClatchy Co. Class A Common Stocks 579489105 2,801 49,375 SH x x 2 49,375 91 1,600 SH x x 21 1,600 4,141 73,000 SH x 26 73,000 1,021 18,000 SH x x 51 18,000 McCormick & Co., Inc. Common Stocks 579780206 100 4,300 SH x 26 4,300 320 13,800 SH x x 28 13,800 McDermott International, Inc. Common Stocks 580037109 863 197,000 SH x 26 197,000 McDonald's Corp. Common Stocks 580135101 1,703 105,900 SH x x 7 105,900 7,595 472,300 SH x x 9 472,300 1,033 64,229 SH x x 19 64,229 648 40,300 SH x x 21 40,300 439 27,300 SH x x 23 27,300 8,387 521,550 SH x 26 521,550 McGraw-Hill Cos., Inc. (The) Common Stocks 580645109 2,321 38,400 SH x x 2 38,400 610 10,100 SH x x 10 10,100 4,759 78,747 SH x x 19 78,747 6,641 109,879 SH x 26 109,879 McKesson Corp. Common Stocks 58155Q103 676 25,000 SH x x 1 25,000 2,035 75,300 SH x x 7 75,300 2,229 82,475 SH x x 9 82,475 778 28,800 SH x x 10 28,800 4,790 177,200 SH x x 13 177,200 124 4,600 SH x x 21 4,600 281 10,400 SH x x 23 10,400 13,191 488,000 SH x 26 488,000 MeadWestvaco Corp. Common Stocks 583334107 981 39,700 SH x x 1 39,700 1,512 61,200 SH x x 9 61,200 864 34,968 SH x x 23 34,968 2,641 106,900 SH x 26 106,900 376 15,200 SH x x 52 15,200 Medcath Corp. Common Stocks 58404W109 1 100 SH x x 21 100 4 400 SH x 26 400 98 9,800 SH x x 28 9,800 2 200 SH x x 42 200 Media General, Inc. Class A Common Stocks 584404107 1,355 22,600 SH x x 9 22,600 37 610 SH x x 19 610 114 1,900 SH x x 21 1,900 3,064 51,110 SH x 26 51,110 1,397 23,300 SH x x 51 23,300 Medicines Co. Common Stocks 584688105 14 900 SH x x 28 900 Medicis Pharmaceutical Class A Common Stocks 584690309 209 4,200 SH x x 11 4,200 6,874 138,400 SH x 26 138,400 162 3,270 SH x x 28 3,270 1,907 38,400 SH x x 40 38,400 2,762 55,600 SH x x 44 55,600 Medimmune, Inc. Common Stocks 584699102 3 114 SH x x 6 114 4,282 157,600 SH x x 10 157,600 6 231 SH x x 13 231 11,559 425,450 SH x 26 425,450 52 1,910 SH x x 31 1,910 2,635 97,000 SH x x 38 97,000 4,352 160,170 SH x x 39 160,170 Medtronic, Inc. Common Stocks 585055106 9,655 211,700 SH x x 1 211,700 287 6,300 SH x x 3 6,300 192 4,200 SH x x 6 4,200 13,005 285,200 SH x x 9 285,200 4,150 91,000 SH x x 10 91,000 1,163 25,500 SH x x 21 25,500 50,729 1,112,474 SH x 26 1,112,474 2,285 50,100 SH x x 36 50,100 3,963 86,900 SH x x 38 86,900 11,104 243,499 SH x x 39 243,499 9,416 206,500 SH x x 54 206,500 Mellon Financial Corp. Common Stocks 58551A108 2,569 98,390 SH x x 5 98,390 1,097 42,000 SH x x 10 42,000 4,118 157,710 SH x x 12 157,710 2,245 86,000 SH x x 13 86,000 12,428 476,000 SH x 26 476,000
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 1,287 49,300 SH x x 46 49,300 Memberworks, Inc. Common Stocks 586002107 514 28,600 SH x x 45 28,600 Men's Wearhouse, Inc. Common Stocks 587118100 1,518 88,500 SH x x 2 88,500 Mentor Corp. Common Stocks 587188103 408 10,600 SH x x 17 10,600 343 8,900 SH x 26 8,900 Mentor Graphics Corp. Common Stocks 587200106 54 6,900 SH x x 21 6,900 285 36,300 SH x x 51 36,300 Mercantile Bankshares Corp. Common Stocks 587405101 37 950 SH x x 21 950 46 1,200 SH x x 51 1,200 Merck & Co., Inc. Common Stocks 589331107 645 11,400 SH x x 3 11,400 2,308 40,770 SH x x 5 40,770 430 7,600 SH x x 6 7,600 10,139 179,100 SH x x 7 179,100 8,802 155,490 SH x x 9 155,490 7,784 137,500 SH x x 10 137,500 3,818 67,450 SH x x 12 67,450 23,399 413,339 SH x x 19 413,339 3,725 65,800 SH x x 21 65,800 1,353 23,900 SH x x 23 23,900 59,031 1,042,762 SH x 26 1,042,762 4,614 81,500 SH x x 38 81,500 Mercury Air Group, Inc. Common Stocks 589354109 138 37,726 SH x x 45 37,726 Mercury Computer Systems, Inc. Common Stocks 589378108 687 22,500 SH x x 17 22,500 3,247 106,400 SH x 26 106,400 1,892 62,000 SH x x 40 62,000 Mercury General Corp. Common Stocks 589400100 116 3,100 SH x x 28 3,100 Mercury Interactive Corp. Common Stocks 589405109 80 2,700 SH x x 11 2,700 3,674 123,900 SH x 26 123,900 1,227 41,400 SH x x 38 41,400 1,059 35,700 SH x x 44 35,700 Meredith Corp. Common Stocks 589433101 168 4,090 SH x x 19 4,090 341 8,300 SH x x 21 8,300 874 21,270 SH x 26 21,270 Meridian Medical Technologies, Inc. Common Stocks 589658103 18 400 SH x x 21 400 342 7,700 SH x 26 7,700 209 4,700 SH x x 51 4,700 Meristar Hospitality Corp. Common Stocks 58984Y103 805 122,000 SH x x 20 122,000 87 13,200 SH x 26 13,200 28 4,300 SH x x 32 4,300 Merix Corp. Common Stocks 590049102 34 4,100 SH x x 28 4,100 Merrill Lynch & Co., Inc. Common Stocks 590188108 1,208 31,800 SH x x 1 31,800 2,415 63,540 SH x x 5 63,540 8,554 225,400 SH x x 9 225,400 380 10,000 SH x x 10 10,000 3,075 81,020 SH x x 12 81,020 3,771 99,362 SH x x 19 99,362 1,032 27,200 SH x x 21 27,200 626 16,500 SH x x 23 16,500 19,380 510,680 SH x 26 510,680 2,186 57,600 SH x x 36 57,600 254 6,700 SH x x 42 6,700 683 18,000 SH x x 50 18,000 383 10,100 SH x x 52 10,100 Methanex Corp. Common Stocks 59151K108 1 140 SH x x 33 140 Methode Electronics Class A Common Stocks 591520200 33 3,050 SH x x 21 3,050 576 52,500 SH x 26 52,500 422 38,500 SH x x 51 38,500 Metlife, Inc. Common Stocks 59156R108 1,244 46,000 SH x x 1 46,000 2,347 86,780 SH x x 5 86,780 1,969 72,800 SH x x 9 72,800 2,198 81,300 SH x x 10 81,300 3,720 137,570 SH x x 12 137,570 532 19,678 SH x x 19 19,678 676 25,000 SH x x 21 25,000 619 22,900 SH x x 23 22,900 11,140 411,980 SH x 26 411,980 Metris Cos., Inc. Common Stocks 591598107 851 344,600 SH x x 9 344,600 28 11,150 SH x x 21 11,150 875 354,200 SH x 26 354,200 210 85,200 SH x x 51 85,200 Metro-Goldwyn-Mayer, Inc. Common Stocks 591610100 47 3,650 SH x x 19 3,650 64 4,900 SH x 26 4,900 Mettler Toledo International, Inc. Common Stocks 592688105 176 5,500 SH x x 11 5,500 2,802 87,400 SH x 26 87,400 183 5,700 SH x x 28 5,700 2,328 72,600 SH x x 44 72,600 Michaels Stores, Inc. Common Stocks 594087108 316 10,200 SH x x 5 10,200 213 6,800 SH x x 42 6,800 Micrel, Inc. Common Stocks 594793101 317 35,350 SH x 26 35,350 Microsoft Corp. Common Stocks 594918104 6,840 131,300 SH x x 1 131,300 1,184 22,900 SH x x 3 22,900 786 15,200 SH x x 6 15,200 9,190 177,752 SH x x 7 177,752 34,451 666,365 SH x x 9 666,365 48,872 945,300 SH x x 10 945,300 6,550 126,700 SH x x 13 126,700 15,647 302,641 SH x x 19 302,641 1,375 26,600 SH x x 21 26,600 1 33,469 2,581,610 SH x 26 2,581,610 434 8,400 SH x x 31 8,400 5,309 102,682 SH x x 35 102,682 6,013 116,300 SH x x 36 116,300 13,158 254,500 SH x x 38 254,500 15,761 304,864 SH x x 39 304,864 2,228 43,100 SH x x 54 43,100 MicroStrategy, Inc. 2007 Warrants Common Stocks 594972119 0 1,556 SH x x 39 1,556 - 9 SH x x 44 9 MicroStrategy, Inc. Class A Common Stocks 594972408 1,675 110,945 SH x x 13 110,945 1,129 74,787 SH x 26 74,787 MicroStrategy, Inc. Long-Term Investme 594972AA9 0 195 SH x x 28 195 12 28,759 SH x x 39 28,759 Microchip Technology, Inc. Common Stocks 595017104 3,308 135,300 SH x x 9 135,300 71 2,900 SH x x 11 2,900 1,469 60,070 SH x x 13 60,070 785 32,100 SH x x 17 32,100 200 8,200 SH x x 21 8,200 17,827 729,114 SH x 26 729,114 762 31,170 SH x x 28 31,170 5,575 228,000 SH x x 38 228,000
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 932 38,100 SH x x 44 38,100 Micromuse, Inc. Common Stocks 595094103 1,381 361,440 SH x 26 361,440 Micron Technology, Inc. Common Stocks 595112103 634 64,400 SH x x 1 64,400 2,788 286,200 SH x x 9 286,200 496 50,900 SH x x 10 50,900 119 12,200 SH x x 21 12,200 302 31,000 SH x x 23 31,000 2,128 218,500 SH x 26 218,500 Microsemi Corp. Common Stocks 595137100 9 1,500 SH x x 28 1,500 Microtune, Inc. Common Stocks 59514P109 1,014 323,921 SH x x 13 323,921 922 294,446 SH x 26 294,446 Mid-America Apartment Communities, Inc. Common Stocks 59522J103 311 12,700 SH x x 9 12,700 308 12,600 SH x 26 12,600 Mid Atlantic Medical Services Common Stocks 59523C107 661 20,400 SH x x 17 20,400 1,478 45,617 SH x x 19 45,617 204 6,300 SH x x 21 6,300 7,276 224,555 SH x 26 224,555 178 5,500 SH x x 28 5,500 159 4,900 SH x x 42 4,900 2,249 69,400 SH x x 51 69,400 Midwest Express Holdings, Inc. Common Stocks 597911106 40 7,500 SH x x 9 7,500 30 5,600 SH x 26 5,600 Midway Games, Inc. Common Stocks 598148104 177 42,400 SH x x 45 42,400 Milacron, Inc. Common Stocks 598709103 198 33,200 SH x x 9 33,200 1,714 288,100 SH x 26 288,100 Millennium Pharmaceuticals, Inc. Common Stocks 599902103 12 1,500 SH x x 10 1,500 Herman Miller, Inc. Common Stocks 600544100 45 2,450 SH x x 21 2,450 201 10,900 SH x x 51 10,900 Millipore Corp. Common Stocks 601073109 48 1,400 SH x x 11 1,400 2,346 69,000 SH x 26 69,000 2,421 71,200 SH x x 43 71,200 646 19,000 SH x x 44 19,000 Minerals Technologies, Inc. Common Stocks 603158106 1,023 23,700 SH x x 9 23,700 1,126 26,100 SH x 26 26,100 Mirant Corp. Common Stocks 604675108 90 47,771 SH x x 19 47,771 121 63,775 SH x 26 63,775 Mobile TeleSystems - ADR Common Stocks 607409109 513 13,800 SH x x 8 13,800 880 23,700 SH x x 14 23,700 4,344 116,951 SH x 26 116,951 141 3,799 SH x x 29 3,799 425 11,438 SH x x 30 11,438 1,430 38,500 SH x x 41 38,500 Mobile Mini, Inc. Common Stocks 60740F105 67 4,300 SH x x 11 4,300 978 62,400 SH x 26 62,400 757 48,300 SH x x 44 48,300 Mohawk Industries, Inc. Common Stocks 608190104 108 1,900 SH x x 21 1,900 Molex, Inc. Class A Common Stocks 608554200 108 5,420 SH x x 19 5,420 129 6,480 SH x 26 6,480 Monaco Coach Corp. Common Stocks 60886R103 291 17,600 SH x 26 17,600 25 1,500 SH x x 28 1,500 Monsanto Co. Common Stocks 61166W101 4,354 226,200 SH x x 9 226,200 3,559 184,909 SH x x 10 184,909 747 38,819 SH x x 19 38,819 241 12,500 SH x x 21 12,500 19 989 SH x x 23 989 5,651 293,537 SH x 26 293,537 333 17,300 SH x x 52 17,300 Mony Group, Inc. Common Stocks 615337102 1,365 57,000 SH x x 9 57,000 80 3,350 SH x x 21 3,350 2,080 86,900 SH x 26 86,900 139 5,800 SH x x 28 5,800 1,049 43,800 SH x x 51 43,800 Moody's Corp. Common Stocks 615369105 140 3,400 SH x x 11 3,400 454 11,000 SH x x 21 11,000 3,212 77,800 SH x 26 77,800 1,862 45,100 SH x x 44 45,100 Moog, Inc. Class A Common Stocks 615394202 241 7,750 SH x x 9 7,750 20 650 SH x x 21 650 537 17,300 SH x 26 17,300 53 1,700 SH x x 32 1,700 236 7,600 SH x x 51 7,600 Morgan Stanley Common Stocks 617446448 2,416 60,500 SH x x 1 60,500 212 5,300 SH x x 3 5,300 425 10,600 SH x x 5 10,600 140 3,500 SH x x 6 3,500 3,017 75,578 SH x x 7 75,578 8,160 204,400 SH x x 9 204,400 5,174 129,600 SH x x 10 129,600 21,107 528,741 SH x x 19 528,741 415 10,400 SH x x 21 10,400 2,451 61,400 SH x x 23 61,400 36,502 914,370 SH x 26 914,370 2,076 52,000 SH x x 38 52,000 279 7,000 SH x x 42 7,000 615 15,400 SH x x 46 15,400 Mothers Work, Inc. Common Stocks 619903107 85 2,400 SH x x 28 2,400 Motorola, Inc. Common Stocks 620076109 1,074 124,200 SH x x 1 124,200 4,976 575,300 SH x x 7 575,300 3,991 461,400 SH x x 9 461,400 4,992 577,100 SH x x 10 577,100 467 54,000 SH x x 23 54,000 8,890 1,027,800 SH x 26 1,027,800 470 54,300 SH x x 46 54,300 Movado Group, Inc. Common Stocks 624580106 11 600 SH x x 21 600 1,823 96,900 SH x 26 96,900 126 6,700 SH x x 42 6,700 Multimedia Games, Inc. Common Stocks 625453105 360 13,100 SH x 26 13,100 99 3,600 SH x x 28 3,600 Myers Industries, Inc. Common Stocks 628464109 90 8,375 SH x x 9 8,375 464 43,325 SH x 26 43,325 225 21,000 SH x x 51 21,000 Mykrolis Corp. Common Stocks 62852P103 219 30,000 SH x 26 30,000 294 40,211 SH x x 43 40,211 Mylan Laboratories Common Stocks 628530107 722 20,700 SH x x 28 20,700 Myriad Genetics, Inc. Common Stocks 62855J104 58 4,000 SH x x 11 4,000 902 61,800 SH x 26 61,800 784 53,700 SH x x 44 53,700 NBTY, Inc. Common Stocks 628782104 939 53,400 SH x x 17 53,400 1,493 84,900 SH x 26 84,900 163 9,300 SH x x 28 9,300
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. tem 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- NCI Building Systems, Inc. Common Stocks 628852105 127 5,800 SH x x 9 5,800 131 6,015 SH x 26 6,015 109 5,000 SH x x 28 5,000 NCR Corp. Common Stocks 62886E108 5,320 224,100 SH x x 10 224,100 55 2,300 SH x x 21 2,300 1,607 67,700 SH x 26 67,700 NL Industries Common Stocks 629156407 78 4,600 SH x x 9 4,600 NPS Pharmaceuticals, Inc. Common Stocks 62936P103 597 23,700 SH x x 17 23,700 2,552 101,400 SH x 26 101,400 1,437 57,100 SH x x 40 57,100 NVR, Inc. Common Stocks 62944T105 4,348 13,358 SH x x 19 13,358 130 400 SH x x 21 400 3,065 9,416 SH x 26 9,416 293 900 SH x x 28 900 1,432 4,400 SH x x 51 4,400 NACCO Industries, Inc. Class A Common Stocks 629579103 22 500 SH x x 51 500 Nash Finch Co. Common Stocks 631158102 70 9,000 SH x x 9 9,000 128 16,600 SH x 26 16,600 34 4,400 SH x x 51 4,400 National City Corp. Common Stocks 635405103 1,396 51,100 SH x x 1 51,100 2,105 77,060 SH x x 5 77,060 3,276 119,900 SH x x 7 119,900 153 5,600 SH x x 9 5,600 3,265 119,510 SH x x 12 119,510 1,281 46,876 SH x x 19 46,876 1,254 45,900 SH x x 23 45,900 12,232 447,720 SH x 26 447,720 National Commerce Financial Corp. Common Stocks 63545P104 268 11,400 SH x x 5 11,400 170 7,134 SH x x 19 7,134 131 5,500 SH x x 21 5,500 296 12,430 SH x 26 12,430 560 23,500 SH x x 42 23,500 National Fuel Gas Co. Common Stocks 636180101 1,898 91,580 SH x x 5 91,580 33 1,600 SH x x 9 1,600 3,247 156,630 SH x x 12 156,630 5,379 259,500 SH x 26 259,500 178 8,600 SH x x 28 8,600 National Health Investors, Inc. Common Stocks 63633D104 285 17,700 SH x x 9 17,700 571 35,500 SH x 26 35,500 40 2,500 SH x x 32 2,500 21 1,300 SH x x 51 1,300 National Instruments Corp. Common Stocks 636518102 143 4,400 SH x x 11 4,400 24 750 SH x x 21 750 5,639 173,570 SH x 26 173,570 1,878 57,800 SH x x 44 57,800 419 12,900 SH x x 51 12,900 National-Oilwell, Inc. Common Stocks 637071101 139 6,350 SH x x 21 6,350 6,276 287,357 SH x 26 287,357 2,217 101,500 SH x x 40 101,500 581 26,600 SH x x 43 26,600 1,968 90,100 SH x x 51 90,100 National Semiconductor Corp. Common Stocks 637640103 54 3,590 SH x x 19 3,590 72 4,790 SH x 26 4,790 Nationwide Health Properties, Inc. Common Stocks 638620104 299 20,000 SH x x 9 20,000 234 15,700 SH x 26 15,700 69 4,600 SH x x 28 4,600 Navigators Group, Inc. Common Stocks 638904102 85 3,700 SH x x 28 3,700 Natuzzi SpA - ADR Common Stocks 63905A101 289 28,400 SH x 26 28,400 Nautica Enterprises, Inc. Common Stocks 639089101 254 22,900 SH x 26 22,900 Navistar International Corp. Common Stocks 63934E108 729 30,000 SH x 26 30,000 1,067 43,900 SH x x 43 43,900 Navigant International, Inc. Common Stocks 63935R108 26 2,100 SH x x 21 2,100 1,076 87,250 SH x 26 87,250 240 19,500 SH x x 51 19,500 NDCHealth Corp. Common Stocks 639480102 2,390 120,100 SH x 26 120,100 1,986 99,800 SH x x 44 99,800 Neiman-Marcus Group, Inc. Class A Common Stocks 640204202 2,085 68,600 SH x x 9 68,600 824 27,100 SH x 26 27,100 134 4,400 SH x x 28 4,400 73 2,400 SH x x 32 2,400 Neoforma, Inc. Common Stocks 640475505 280 23,460 SH x x 45 23,460 Netbank, Inc. Common Stocks 640933107 15 1,600 SH x x 21 1,600 327 33,800 SH x 26 33,800 185 19,100 SH x x 51 19,100 Network Associates, Inc. Common Stocks 640938106 701 43,100 SH x x 5 43,100 98 6,100 SH x x 21 6,100 1,049 65,200 SH x 26 65,200 280 17,400 SH x x 28 17,400 739 45,900 SH x x 42 45,900 NetFlix, Inc. Common Stocks 64110L106 23 2,100 SH x x 51 2,100 Netsolve, Inc. Common Stocks 64115J106 201 29,800 SH x x 45 29,800 NETIQ Corp. Common Stocks 64115P102 21 1,700 SH x x 21 1,700 NetScreen Technologies, Inc. Common Stocks 64117V107 1,312 77,911 SH x x 13 77,911 704 41,800 SH x x 17 41,800 1,471 87,333 SH x 26 87,333 Network Appliance, Inc. Common Stocks 64120L104 8 800 SH x x 10 800 46 4,600 SH x x 11 4,600 730 73,000 SH x 26 73,000 240 24,000 SH x x 31 24,000 605 60,500 SH x x 44 60,500 Neuberger Berman, Inc. Common Stocks 641234109 1,597 47,700 SH x x 9 47,700 Neurocrine Biosciences, Inc. Common Stocks 64125C109 2,657 58,200 SH x 26 58,200 1,867 40,900 SH x x 40 40,900 New Century Financial Corp. Common Stocks 64352D101 2,351 92,600 SH x x 9 92,600 655 25,800 SH x x 17 25,800 192 7,550 SH x x 21 7,550 7,112 280,100 SH x 26 280,100 394 15,500 SH x x 32 15,500 1,869 73,600 SH x x 51 73,600 New Jersey Resources Corp. Common Stocks 646025106 299 9,450 SH x x 9 9,450 408 12,900 SH x 26 12,900 New Plan Excel Realty Trust Common Stocks 648053106 1,922 100,700 SH x x 9 100,700 2,098 109,900 SH x 26 109,900 290 15,200 SH x x 51 15,200 New York Community Bancorp, Inc. Common Stocks 649445103 5,962 206,450 SH x x 9 206,450 615 21,300 SH x x 17 21,300 52 1,800 SH x x 21 1,800 5,105 176,750 SH x 26 176,750 222 7,700 SH x x 28 7,700 New York Times Co. Class A Common Stocks 650111107 338 7,400 SH x x 23 7,400
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 2,072 45,300 SH x 26 45,300 Newell Rubbermaid, Inc. Common Stocks 651229106 4,243 139,900 SH x x 1 139,900 831 27,400 SH x x 7 27,400 297 9,800 SH x x 9 9,800 4,264 140,600 SH x x 13 140,600 400 13,200 SH x x 21 13,200 18,419 607,300 SH x 26 607,300 4,622 152,400 SH x x 54 152,400 Newfield Exploration Co. Common Stocks 651290108 50 1,400 SH x x 21 1,400 339 9,400 SH x 26 9,400 18 500 SH x x 51 500 Newmont Mining Corp. Common Stocks 651639106 99 3,400 SH x x 9 3,400 46 1,600 SH x x 19 1,600 62 2,150 SH x 26 2,150 Nextel Communications, Inc. Class A Common Stocks 65332V103 511 42,300 SH x x 5 42,300 422 36,500 SH x x 7 36,500 672 58,200 SH x x 9 58,200 349 30,200 SH x x 21 30,200 14,988 1,297,668 SH x 26 1,297,668 2,962 256,478 SH x x 35 256,478 3,188 276,000 SH x x 38 276,000 517 44,800 SH x x 42 44,800 Nice Systems, Ltd. - ADR Common Stocks 653656108 221 27,402 SH x x 14 27,402 192 23,819 SH x 26 23,819 Nicor, Inc. Common Stocks 654086107 230 6,760 SH x x 19 6,760 232 6,830 SH x 26 6,830 88 2,600 SH x x 32 2,600 20 600 SH x x 51 600 Nike, Inc. Class B Common Stocks 654106103 449 10,100 SH x x 1 10,100 1,076 24,200 SH x x 5 24,200 1,934 43,500 SH x x 10 43,500 1,721 38,710 SH x x 12 38,710 4,536 102,000 SH x x 13 102,000 27 600 SH x x 21 600 22 500 SH x x 23 500 12,731 286,290 SH x 26 286,290 99 Cents Only Stores Common Stocks 65440K106 2,324 86,510 SH x 26 86,510 NiSource, Inc. Common Stocks 65473P105 1,124 56,190 SH x x 5 56,190 1,842 92,100 SH x x 12 92,100 75 3,730 SH x x 19 3,730 92 4,600 SH x x 21 4,600 3,180 159,010 SH x 26 159,010 108 5,400 SH x x 52 5,400 Nokia OYJ - ADR Common Stocks 654902204 1,273 82,000 SH x x 1 82,000 4,142 267,200 SH x x 13 267,200 2,745 177,077 SH x x 22 177,077 23,609 1,523,165 SH x 26 1,523,165 2,200 141,960 SH x x 35 141,960 3,638 234,700 SH x x 36 234,700 172 11,100 SH x x 42 11,100 704 45,407 SH x x 48 45,407 3,238 208,900 SH x x 54 208,900 Nordstrom, Inc. Common Stocks 655664100 395 20,800 SH x x 9 20,800 220 11,600 SH x x 21 11,600 776 40,900 SH x 26 40,900 197 10,400 SH x x 52 10,400 Norfolk Southern Corp. Common Stocks 655844108 758 37,900 SH x x 1 37,900 626 31,300 SH x x 9 31,300 704 35,200 SH x x 10 35,200 1,359 68,000 SH x x 23 68,000 3,438 172,000 SH x 26 172,000 Norsk Hydro ASA - ADR Common Stocks 656531605 40 900 SH x x 16 900 Nortek Holdings, Inc. Common Stocks 656557105 590 12,900 SH x 26 12,900 384 8,400 SH x x 51 8,400 North Fork BanCorp., Inc. Common Stocks 659424105 2,210 65,500 SH x x 2 65,500 648 19,200 SH x x 10 19,200 125 3,700 SH x x 21 3,700 2,645 78,400 SH x 26 78,400 Northeast Utilities Common Stocks 664397106 105 6,950 SH x x 21 6,950 372 24,500 SH x x 23 24,500 2,268 149,500 SH x 26 149,500 197 13,000 SH x x 28 13,000 1,418 93,500 SH x x 51 93,500 Northrop Grumman Corp. Common Stocks 666807102 378 3,900 SH x x 1 3,900 550 5,670 SH x x 5 5,670 107 1,100 SH x x 9 1,100 2,318 23,900 SH x x 10 23,900 561 5,780 SH x x 12 5,780 13 139 SH x x 19 139 631 6,500 SH x x 21 6,500 44 450 SH x x 23 450 4,047 41,722 SH x 26 41,722 2,289 23,600 SH x x 46 23,600 566 5,839 SH x x 50 5,839 Northwest Natural Gas Co. Common Stocks 667655104 168 6,200 SH x x 9 6,200 985 36,400 SH x 26 36,400 108 4,000 SH x x 28 4,000 76 2,800 SH x x 32 2,800 Northwestern Corp. Common Stocks 668074107 156 30,800 SH x x 9 30,800 139 27,300 SH x x 51 27,300 Novartis AG - ADR Common Stocks 66987V109 533 14,500 SH x 26 14,500 830 22,600 SH x x 50 22,600 Novastar Financial, Inc. Common Stocks 669947400 95 3,050 SH x x 21 3,050 1,815 58,500 SH x 26 58,500 1,129 36,400 SH x x 51 36,400 Novell, Inc. Common Stocks 670006105 114 34,198 SH x x 9 34,198 Novellus Systems, Inc. Common Stocks 670008101 98 3,500 SH x x 11 3,500 95 3,400 SH x x 21 3,400 1,578 56,200 SH x 26 56,200 270 9,600 SH x x 42 9,600 1,286 45,800 SH x x 44 45,800 Noven Pharmaceuticals, Inc. Common Stocks 670009109 374 40,500 SH x 26 40,500 151 16,400 SH x x 51 16,400 Nu Skin Enterprises, Inc. Common Stocks 67018T105 253 21,100 SH x x 9 21,100 133 11,150 SH x x 21 11,150 2,419 202,100 SH x 26 202,100 284 23,700 SH x x 28 23,700 57 4,800 SH x x 32 4,800 1,262 105,400 SH x x 51 105,400 NSTAR Common Stocks 67019E107 2,563 57,730 SH x x 5 57,730
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 4,055 91,360 SH x x 12 91,360 51 1,151 SH x x 19 1,151 6,601 148,700 SH x 26 148,700 311 7,000 SH x x 28 7,000 Nucor Corp. Common Stocks 670346105 120 2,900 SH x x 21 2,900 4,357 105,500 SH x 26 105,500 2,284 55,300 SH x x 38 55,300 Nuevo Energy Co. Common Stocks 670509108 261 23,500 SH x 26 23,500 34 3,100 SH x x 32 3,100 NYFIX, Inc. Common Stocks 670712108 509 113,000 SH x 26 113,000 O'Charleys, Inc. Common Stocks 670823103 18 900 SH x 26 900 123 6,000 SH x x 28 6,000 OGE Energy Corp. Common Stocks 670837103 162 9,200 SH x x 28 9,200 OM Group, Inc. Common Stocks 670872100 4 650 SH x x 21 650 OSI Pharmaceuticals, Inc. Common Stocks 671040103 66 4,000 SH x x 28 4,000 Occidental Petroleum Corp. Common Stocks 674599105 1,477 51,900 SH x x 1 51,900 1,027 36,100 SH x x 5 36,100 7,642 268,600 SH x x 7 268,600 94 3,300 SH x x 9 3,300 15,880 558,185 SH x x 19 558,185 1,491 52,400 SH x x 23 52,400 20,744 729,123 SH x 26 729,123 Ocean Energy, Inc. Common Stocks 67481E106 349 17,500 SH x x 9 17,500 961 48,100 SH x x 17 48,100 2,235 111,900 SH x 26 111,900 367 18,400 SH x x 28 18,400 Oceaneering International, Inc. Common Stocks 675232102 19 750 SH x x 21 750 349 14,100 SH x 26 14,100 35 1,400 SH x x 28 1,400 257 10,400 SH x x 51 10,400 OceanFirst Financial Corp. Common Stocks 675234108 347 15,450 SH x x 9 15,450 599 26,700 SH x 26 26,700 Octel Corp. Common Stocks 675727101 142 9,000 SH x x 9 9,000 232 14,711 SH x 26 14,711 14 878 SH x x 32 878 Ocular Sciences, Inc. Common Stocks 675744106 96 6,200 SH x x 28 6,200 141 9,100 SH x x 51 9,100 Ocwen Financial Corp. Common Stocks 675746101 37 13,100 SH x x 9 13,100 28 9,900 SH x 26 9,900 Odyssey HealthCare, Inc. Common Stocks 67611V101 1,553 44,763 SH x x 13 44,763 3,125 90,049 SH x 26 90,049 Odyssey Re Holdings Corp. Common Stocks 67612W108 241 13,600 SH x x 9 13,600 1,869 105,600 SH x 26 105,600 44 2,500 SH x x 28 2,500 Office Depot, Inc. Common Stocks 676220106 524 35,500 SH x x 1 35,500 333 22,540 SH x x 19 22,540 75 5,100 SH x x 21 5,100 570 38,600 SH x x 23 38,600 2,508 169,910 SH x 26 169,910 OfficeMax, Inc. Common Stocks 67622M108 70 13,950 SH x x 21 13,950 1,038 207,600 SH x 26 207,600 562 112,300 SH x x 51 112,300 Offshore Logistics, Inc. Common Stocks 676255102 916 41,800 SH x x 2 41,800 2,284 104,200 SH x 26 104,200 66 3,000 SH x x 28 3,000 Ohio Casualty Corp. Common Stocks 677240103 88 6,800 SH x x 28 6,800 Oil States International, Inc. Common Stocks 678026105 103 8,000 SH x x 9 8,000 273 21,200 SH x 26 21,200 36 2,800 SH x x 32 2,800 34 2,600 SH x x 51 2,600 Old Dominion Freight Lines, Inc. Common Stocks 679580100 142 5,000 SH x x 28 5,000 Old National Bancorp Common Stocks 680033107 39 1,609 SH x x 19 1,609 52 2,156 SH x 26 2,156 Old Republic International Corp. Common Stocks 680223104 2,058 73,500 SH x x 7 73,500 1,991 71,108 SH x x 19 71,108 81 2,900 SH x x 21 2,900 4,363 155,810 SH x 26 155,810 353 12,600 SH x x 28 12,600 Omnicare, Inc. Common Stocks 681904108 2,790 117,100 SH x x 9 117,100 255 10,700 SH x x 11 10,700 7,064 296,450 SH x 26 296,450 427 17,900 SH x x 28 17,900 3,370 141,400 SH x x 44 141,400 Omnicom Group Common Stocks 681919106 170 2,635 SH x x 21 2,635 13,404 207,497 SH x 26 207,497 9,987 154,605 SH x x 39 154,605 1-800 Contacts, Inc. Common Stocks 681977104 344 12,500 SH x x 45 12,500 Omnivision Technologies, Inc. Common Stocks 682128103 87 6,400 SH x x 28 6,400 On Assignment, Inc. Common Stocks 682159108 256 30,000 SH x 26 30,000 204 23,900 SH x x 43 23,900 Oneok, Inc. Common Stocks 682680103 1,348 70,200 SH x x 9 70,200 104 5,400 SH x x 21 5,400 3,312 172,500 SH x 26 172,500 134 7,000 SH x x 28 7,000 1,486 77,400 SH x x 51 77,400 Vimpel-Communications - ADR Common Stocks 68370R109 343 10,700 SH x x 8 10,700 458 14,300 SH x x 14 14,300 2,638 82,412 SH x 26 82,412 169 5,267 SH x x 29 5,267 340 10,610 SH x x 30 10,610 874 27,300 SH x x 41 27,300 Openwave Systems, Inc. Common Stocks 683718100 465 232,480 SH x x 9 232,480 346 173,182 SH x 26 173,182 Optimal Robotics Corp Class A Common Stocks 68388R208 180 30,000 SH x 26 30,000 157 26,100 SH x x 43 26,100 Oracle Corp. Common Stocks 68389X105 191 17,700 SH x x 3 17,700 126 11,700 SH x x 6 11,700 1,217 112,640 SH x x 7 112,640 4,619 427,700 SH x x 10 427,700 4,679 433,200 SH x x 13 433,200 10,815 1,001,394 SH x x 19 1,001,394 32,870 3,043,562 SH x 26 3,043,562 2,201 203,800 SH x x 38 203,800 6,691 619,500 SH x x 39 619,500 Option Care, Inc. Common Stocks 683948103 29 3,700 SH x x 28 3,700 Orbital Sciences Corp. Common Stocks 685564106 842 199,500 SH x 26 199,500 1,171 277,400 SH x x 43 277,400 Orthodontic Centers Of America Common Stocks 68750P103 13 1,200 SH x x 28 1,200 Oshkosh Truck Corp. Common Stocks 688239201 34 550 SH x x 21 550 455 7,400 SH x 26 7,400
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 74 1,200 SH x x 28 1,200 80 1,300 SH x x 51 1,300 Otter Tail Corp. Common Stocks 689648103 105 3,900 SH x x 21 3,900 304 11,300 SH x x 42 11,300 Outback Streakhouse, Inc. Common Stocks 689899102 1,188 34,500 SH x x 2 34,500 813 23,600 SH x x 9 23,600 2,976 86,410 SH x 26 86,410 196 5,700 SH x x 28 5,700 386 11,200 SH x x 51 11,200 Overland Storage, Inc. Common Stocks 690310107 322 22,100 SH x x 45 22,100 Overseas Shipholding Group Common Stocks 690368105 614 34,300 SH x x 9 34,300 Overture Services, Inc. Common Stocks 69039R100 1,664 60,939 SH x x 13 60,939 666 24,400 SH x x 17 24,400 3,324 121,697 SH x 26 121,697 Owens & Minor, Inc. Common Stocks 690732102 16 1,000 SH x x 9 1,000 62 3,800 SH x x 21 3,800 1,409 85,800 SH x 26 85,800 893 54,400 SH x x 51 54,400 Owens-Illinois, Inc. Common Stocks 690768403 22 1,500 SH x x 21 1,500 2,549 174,800 SH x 26 174,800 316 21,700 SH x x 32 21,700 Oxford Health Plans Common Stocks 691471106 6,543 179,511 SH x x 19 179,511 44 1,200 SH x x 23 1,200 4,650 127,580 SH x 26 127,580 437 12,000 SH x x 28 12,000 PAM Transportation Services Common Stocks 693149106 91 3,600 SH x 26 3,600 35 1,400 SH x x 28 1,400 PDI, Inc. Common Stocks 69329V100 30 2,800 SH x x 51 2,800 PG&E Corp. Common Stocks 69331C108 270 19,400 SH x x 1 19,400 803 57,800 SH x x 7 57,800 5,871 422,400 SH x x 10 422,400 944 67,927 SH x x 19 67,927 555 39,900 SH x x 23 39,900 5,133 369,250 SH x 26 369,250 712 51,200 SH x x 50 51,200 PFF Bancorp, Inc. Common Stocks 69331W104 138 4,400 SH x x 9 4,400 36 1,150 SH x x 21 1,150 628 20,100 SH x 26 20,100 481 15,400 SH x x 51 15,400 PF Chang's China Bistro, Inc. Common Stocks 69333Y108 2,367 65,200 SH x x 9 65,200 58 1,600 SH x x 21 1,600 3,924 108,110 SH x 26 108,110 22 600 SH x x 28 600 Pico Holdings, Inc. Common Stocks 693366205 277 20,590 SH x x 45 20,590 PMA Capital Corp. Class A Common Stocks 693419202 33 2,300 SH x x 9 2,300 PMI Group, Inc. (The) Common Stocks 69344M101 45 1,500 SH x x 9 1,500 136 4,532 SH x x 19 4,532 138 4,600 SH x x 21 4,600 375 12,490 SH x 26 12,490 252 8,400 SH x x 28 8,400 PNC Financial Services Group, Inc. Common Stocks 693475105 1,006 24,000 SH x x 1 24,000 6,113 145,900 SH x x 10 145,900 5,124 122,298 SH x x 19 122,298 792 18,900 SH x x 23 18,900 9,958 237,650 SH x 26 237,650 415 9,900 SH x x 52 9,900 POSCO - ADR Common Stocks 693483109 1,360 55,000 SH x x 18 55,000 5,004 202,354 SH x 26 202,354 2,893 116,968 SH x x 27 116,968 717 29,000 SH x x 30 29,000 PNM Resources, Inc. Common Stocks 69349H107 969 40,700 SH x x 9 40,700 313 13,120 SH x x 19 13,120 402 16,890 SH x 26 16,890 83 3,500 SH x x 28 3,500 PPG Industries, Inc. Common Stocks 693506107 797 15,900 SH x x 1 15,900 2,273 45,330 SH x x 5 45,330 6,249 124,600 SH x x 10 124,600 3,561 71,010 SH x x 12 71,010 647 12,908 SH x x 19 12,908 517 10,300 SH x x 21 10,300 261 5,200 SH x x 23 5,200 14,378 286,690 SH x 26 286,690 1,896 37,800 SH x x 38 37,800 PPL Corp. Common Stocks 69351T106 1,176 33,900 SH x x 1 33,900 523 15,070 SH x x 5 15,070 333 9,600 SH x x 10 9,600 844 24,340 SH x x 12 24,340 1,516 43,700 SH x x 23 43,700 3,997 115,260 SH x 26 115,260 PS Business Parks, Inc. Common Stocks 69360J107 296 9,300 SH x x 9 9,300 2,767 87,000 SH x x 20 87,000 588 18,500 SH x 26 18,500 89 2,800 SH x x 28 2,800 51 1,600 SH x x 32 1,600 PSS World Medical, Inc. Common Stocks 69366A100 427 62,400 SH x x 9 62,400 41 5,950 SH x x 21 5,950 1,598 233,600 SH x 26 233,600 77 11,200 SH x x 28 11,200 649 94,900 SH x x 51 94,900 Paccar, Inc. Common Stocks 693718108 1,181 25,600 SH x x 10 25,600 1,993 43,188 SH x x 19 43,188 588 12,750 SH x x 23 12,750 2,190 47,482 SH x 26 47,482 Pacer International, Inc. Common Stocks 69373H106 186 14,000 SH x x 28 14,000 Pacific Northwest Bancorp Common Stocks 69466M103 258 10,300 SH x x 9 10,300 168 6,700 SH x 26 6,700 Pacific Sunwear of California Common Stocks 694873100 2,176 123,000 SH x x 9 123,000 690 39,000 SH x x 17 39,000 69 3,900 SH x x 21 3,900 7,177 405,720 SH x 26 405,720 2,301 130,050 SH x x 40 130,050 Pacificare Health Systems Common Stocks 695112102 419 14,900 SH x x 9 14,900 110 3,900 SH x x 21 3,900 2,341 83,300 SH x 26 83,300 1,725 61,400 SH x x 51 61,400 Packaging Corp. of America Common Stocks 695156109 1,386 76,000 SH x 26 76,000 Packeteer, Inc. Common Stocks 695210104 588 85,678 SH x 26 85,678 Pactiv Corp. Common Stocks 695257105 1,320 60,400 SH x x 7 60,400 151 6,900 SH x x 11 6,900 710 32,500 SH x x 17 32,500
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 6,970 318,842 SH x x 19 318,842 12,947 592,263 SH x 26 592,263 1,375 62,900 SH x x 40 62,900 1,978 90,500 SH x x 44 90,500 Pall Corp. Common Stocks 696429307 736 44,120 SH x x 5 44,120 1,205 72,230 SH x x 12 72,230 4,519 270,900 SH x x 13 270,900 11,803 707,620 SH x 26 707,620 457 27,400 SH x x 52 27,400 Palm, Inc. Common Stocks 696642206 1,242 79,116 SH x x 9 79,116 25 1,600 SH x x 21 1,600 699 44,500 SH x 26 44,500 PanAmSat Corp. Common Stocks 697933109 2,263 154,600 SH x x 7 154,600 184 12,590 SH x x 19 12,590 1,656 113,110 SH x 26 113,110 Pan Pacific Retail Properties, Inc. Common Stocks 69806L104 416 11,400 SH x x 9 11,400 4,395 120,300 SH x x 20 120,300 128 3,500 SH x 26 3,500 6,634 181,600 SH x x 37 181,600 6,692 183,200 SH x x 49 183,200 Panera Bread Co. Class A Common Stocks 69840W108 376 10,800 SH x x 9 10,800 66 1,900 SH x x 21 1,900 3,778 108,540 SH x 26 108,540 Papa John's International, Inc. Common Stocks 698813102 59 2,100 SH x x 9 2,100 18 650 SH x x 21 650 861 30,900 SH x 26 30,900 134 4,800 SH x x 32 4,800 Parexel International Corp. Common Stocks 699462107 473 43,000 SH x 26 43,000 660 60,100 SH x x 43 60,100 Park Electrochemical Corp. Common Stocks 700416209 18 950 SH x x 21 950 344 17,900 SH x 26 17,900 223 11,600 SH x x 51 11,600 Park Place Entertainment Corp. Common Stocks 700690100 5,303 631,300 SH x x 9 631,300 683 81,300 SH x x 10 81,300 428 50,952 SH x x 19 50,952 43 5,100 SH x x 21 5,100 4,692 558,560 SH x 26 558,560 263 31,300 SH x x 28 31,300 895 106,500 SH x x 51 106,500 Parker Drilling Co. Common Stocks 701081101 325 146,500 SH x x 9 146,500 265 119,300 SH x 26 119,300 Parker Hannifin Corp. Common Stocks 701094104 586 12,700 SH x x 1 12,700 69 1,500 SH x x 23 1,500 Parkway Properties, Inc. Common Stocks 70159Q104 330 9,400 SH x x 9 9,400 526 15,000 SH x 26 15,000 32 900 SH x x 32 900 Partner Communications - ADR Common Stocks 70211M109 426 120,100 SH x x 14 120,100 371 104,500 SH x 26 104,500 ParthusCeva, Inc. Common Stocks 70212E106 118 19,966 SH x 26 19,966 15 2,599 SH x x 28 2,599 16 2,733 SH x x 42 2,733 Patina Oil & Gas Corp. Common Stocks 703224105 368 11,624 SH x x 9 11,624 114 3,600 SH x x 21 3,600 1,800 56,875 SH x 26 56,875 268 8,475 SH x x 28 8,475 1,334 42,150 SH x x 51 42,150 Pathmark Stores, Inc. Common Stocks 70322A101 591 116,600 SH x 26 116,600 823 162,300 SH x x 43 162,300 39 7,700 SH x x 51 7,700 Patterson Dental Co. Common Stocks 703412106 66 1,500 SH x x 11 1,500 2,640 60,360 SH x 26 60,360 324 7,400 SH x x 28 7,400 849 19,400 SH x x 44 19,400 1,072 24,500 SH x x 51 24,500 Patterson-UTI Energy, Inc. Common Stocks 703481101 1,338 44,343 SH x x 13 44,343 4,868 161,363 SH x 26 161,363 1,524 50,500 SH x x 40 50,500 Paychex, Inc. Common Stocks 704326107 2,999 107,500 SH x 26 107,500 273 9,800 SH x x 31 9,800 1,758 63,000 SH x x 38 63,000 Payless Shoesource, Inc. Common Stocks 704379106 422 8,200 SH x 26 8,200 448 8,700 SH x x 51 8,700 Peabody Energy Corp. Common Stocks 704549104 58 2,000 SH x x 28 2,000 Pediatrix Medical Group, Inc. Common Stocks 705324101 28 700 SH x x 28 700 Pegasus Solutions, Inc. Common Stocks 705906105 177 17,600 SH x 26 17,600 27 2,700 SH x x 32 2,700 Penn National Gaming, Inc. Common Stocks 707569109 255 16,100 SH x x 28 16,100 JC Penney Co., Inc. Holding Co. Common Stocks 708160106 370 16,100 SH x x 9 16,100 380 16,500 SH x 26 16,500 235 10,200 SH x x 52 10,200 Pentair, Inc. Common Stocks 709631105 706 20,429 SH x x 19 20,429 1,880 54,426 SH x 26 54,426 200 5,800 SH x x 28 5,800 235 6,800 SH x x 32 6,800 Peoples Bank Bridgeport Common Stocks 710198102 176 7,000 SH x x 9 7,000 78 3,100 SH x 26 3,100 Peoples Energy Corp. Common Stocks 711030106 88 2,280 SH x x 19 2,280 131 3,390 SH x 26 3,390 Peoplesoft, Inc. Common Stocks 712713106 921 48,600 SH x x 1 48,600 17 950 SH x x 19 950 31 1,700 SH x x 23 1,700 23 1,260 SH x 26 1,260 609 33,300 SH x x 36 33,300 PEP Boys-Manny Moe & Jack Common Stocks 713278109 1,875 161,600 SH x x 9 161,600 1,261 108,689 SH x x 13 108,689 1,600 137,957 SH x 26 137,957 118 10,200 SH x x 28 10,200 Pepco Holdings, Inc. Common Stocks 713291102 2,662 137,300 SH x x 10 137,300 351 18,114 SH x x 19 18,114 1,599 82,460 SH x 26 82,460 582 29,999 SH x x 28 29,999 134 6,900 SH x x 52 6,900 Pepsi Bottling Group, Inc. Common Stocks 713409100 2,632 102,400 SH x x 2 102,400 2,300 89,480 SH x x 19 89,480 4,469 173,875 SH x 26 173,875 PepsiAmericas, Inc. Common Stocks 71343P200 2,517 187,400 SH x x 2 187,400 81 6,000 SH x x 9 6,000 422 31,455 SH x x 19 31,455 6,488 483,130 SH x 26 483,130 304 22,600 SH x x 28 22,600
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 122 9,100 SH x x 32 9,100 1,700 126,600 SH x x 43 126,600 PepsiCo, Inc. Common Stocks 713448108 5,007 118,600 SH x x 1 118,600 384 9,100 SH x x 3 9,100 3,348 79,300 SH x x 5 79,300 253 6,000 SH x x 6 6,000 152 3,600 SH x x 9 3,600 3,264 77,300 SH x x 10 77,300 4,447 105,340 SH x x 12 105,340 20,898 494,982 SH x x 19 494,982 1,752 41,500 SH x x 21 41,500 60,844 1,441,114 SH x 26 1,441,114 2,783 65,926 SH x x 35 65,926 12,096 286,500 SH x x 39 286,500 5,463 129,400 SH x x 54 129,400 Perez Companc SA - ADR Common Stocks 71367B103 - - SH x x 30 Performance Food Group Co. Common Stocks 713755106 1,987 58,500 SH x x 9 58,500 24 700 SH x x 21 700 3,291 96,900 SH x 26 96,900 231 6,800 SH x x 28 6,800 666 19,600 SH x x 40 19,600 683 20,100 SH x x 51 20,100 Pericom Semiconductor Corp. Common Stocks 713831105 21 2,500 SH x x 9 2,500 341 41,020 SH x 26 41,020 PerkinElmer, Inc. Common Stocks 714046109 37 4,430 SH x x 19 4,430 1,337 162,030 SH x 26 162,030 Perrigo Co. Common Stocks 714290103 21 1,700 SH x x 21 1,700 339 27,900 SH x 26 27,900 389 32,000 SH x x 51 32,000 Telekomunikasi Indonesia Tbk PT - ADR Common Stocks 715684106 277 32,616 SH x x 23 32,616 109 12,860 SH x x 30 12,860 Petroleo Brasileiro SA - Petrobras - ADR Preferred Stocks 71654V101 907 69,200 SH x x 14 69,200 1,383 105,549 SH x 26 105,549 873 66,639 SH x x 30 66,639 Petroleo Brasileiro SA - Petrobras - ADR Common Stocks 71654V408 1,893 126,700 SH x x 22 126,700 2,400 160,670 SH x 26 160,670 383 25,610 SH x x 29 25,610 381 25,500 SH x x 30 25,500 346 23,182 SH x x 48 23,182 Petsmart, Inc. Common Stocks 716768106 1,859 108,500 SH x x 9 108,500 1,972 115,093 SH x x 19 115,093 284 16,550 SH x x 21 16,550 8,963 523,213 SH x 26 523,213 1,334 77,900 SH x x 38 77,900 3,424 199,900 SH x x 51 199,900 Pfizer, Inc. Common Stocks 717081103 10,901 358,300 SH x x 1 358,300 1,033 33,800 SH x x 3 33,800 5,213 170,880 SH x x 5 170,880 685 22,400 SH x x 6 22,400 14,319 468,400 SH x x 7 468,400 28,556 934,125 SH x x 9 934,125 25,566 836,300 SH x x 10 836,300 8,265 270,370 SH x x 12 270,370 5,701 186,500 SH x x 13 186,500 24,975 816,978 SH x x 19 816,978 6,635 217,050 SH x x 21 217,050 169,082 5,530,984 SH x 26 5,530,984 186 6,100 SH x x 31 6,100 6,667 218,100 SH x x 36 218,100 7,309 239,100 SH x x 38 239,100 37,364 1,222,239 SH x x 39 1,222,239 284 9,300 SH x x 42 9,300 1,259 41,200 SH x x 46 41,200 8,618 281,900 SH x x 54 281,900 Pharmaceutical Product Development, Inc. Common Stocks 717124101 1,226 41,902 SH x x 13 41,902 659 22,500 SH x x 17 22,500 617 21,083 SH x x 19 21,083 4,222 144,244 SH x 26 144,244 240 8,200 SH x x 28 8,200 875 29,900 SH x x 40 29,900 Pharmaceutical Resources, Inc. Common Stocks 717125108 95 3,200 SH x x 9 3,200 149 5,000 SH x x 11 5,000 378 12,700 SH x x 17 12,700 4,571 153,400 SH x 26 153,400 1,976 66,300 SH x x 44 66,300 Pharmacopeia, Inc. Common Stocks 71713B104 917 102,800 SH x 26 102,800 1,227 137,500 SH x x 43 137,500 Pharmacia Corp. Common Stocks 71713U102 4,372 104,700 SH x x 1 104,700 226 5,400 SH x x 3 5,400 150 3,600 SH x x 6 3,600 9,561 228,744 SH x x 7 228,744 15,671 374,900 SH x x 10 374,900 2,592 62,000 SH x x 13 62,000 7,778 186,087 SH x x 19 186,087 242 5,800 SH x x 23 5,800 45,539 1,089,448 SH x 26 1,089,448 7,340 175,600 SH x x 38 175,600 4,615 110,400 SH x x 54 110,400 Phelps Dodge Corp. Common Stocks 717265102 723 22,830 SH x x 5 22,830 1,175 37,110 SH x x 12 37,110 1,915 60,490 SH x 26 60,490 Philadelphia Consolidated Holding Co. Common Stocks 717528103 19 550 SH x x 28 550 Philip Morris Cos., Inc. Common Stocks 718154107 697 17,200 SH x x 1 17,200 357 8,800 SH x x 3 8,800 5,079 125,320 SH x x 5 125,320 235 5,800 SH x x 6 5,800 4,188 103,320 SH x x 7 103,320 12,155 299,900 SH x x 9 299,900 18,717 461,800 SH x x 10 461,800 7,517 185,460 SH x x 12 185,460 10,031 247,507 SH x x 19 247,507 2,537 62,600 SH x x 21 62,600 3,071 75,760 SH x x 23 75,760 52,453 1,294,167 SH x 26 1,294,167 300 7,400 SH x x 36 7,400 533 13,150 SH x x 50 13,150 Phillips-Van Heusen Common Stocks 718592108 729 63,100 SH x 26 63,100 Phoenix Cos., Inc. (The) Common Stocks 71902E109 55 7,200 SH x x 21 7,200 1,276 167,900 SH x 26 167,900 76 10,000 SH x x 28 10,000
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 736 96,900 SH x x 51 96,900 Photon Dynamics, Inc. Common Stocks 719364101 1,386 60,786 SH x x 13 60,786 2,180 95,629 SH x 26 95,629 Photronics, Inc. Common Stocks 719405102 174 12,700 SH x x 11 12,700 2,759 201,400 SH x 26 201,400 2,292 167,300 SH x x 44 167,300 Piedmont Natural Gas Co. Common Stocks 720186105 95 2,700 SH x x 28 2,700 Pier 1 Imports, Inc. Common Stocks 720279108 3,989 210,700 SH x x 9 210,700 140 7,400 SH x x 10 7,400 1,010 53,355 SH x x 13 53,355 34 1,800 SH x x 21 1,800 1,695 89,528 SH x 26 89,528 201 10,600 SH x x 28 10,600 Pinnacle Entertainment, Inc. Common Stocks 723456109 242 34,900 SH x x 9 34,900 200 28,800 SH x 26 28,800 Pinnacle Systems, Inc. Common Stocks 723481107 1,503 110,400 SH x 26 110,400 1,056 77,600 SH x x 40 77,600 249 18,300 SH x x 51 18,300 Pinnacle West Capital Corp. Common Stocks 723484101 2,451 71,900 SH x x 7 71,900 2,690 78,900 SH x x 9 78,900 4,486 131,600 SH x x 10 131,600 3,948 115,804 SH x x 19 115,804 8,386 245,992 SH x 26 245,992 Pioneer Natural Resources Co. Common Stocks 723787107 111 4,400 SH x x 11 4,400 4,048 160,300 SH x 26 160,300 205 8,100 SH x x 28 8,100 194 7,700 SH x x 32 7,700 828 32,800 SH x x 38 32,800 1,452 57,500 SH x x 44 57,500 Pioneer Standard Electronics Common Stocks 723877106 73 7,900 SH x x 21 7,900 737 80,300 SH x 26 80,300 701 76,400 SH x x 51 76,400 Pitney Bowes, Inc. Common Stocks 724479100 258 7,900 SH x x 10 7,900 49 1,500 SH x x 23 1,500 39 1,200 SH x 26 1,200 Pittston Brink's Group Common Stocks 725701106 22 1,200 SH x x 9 1,200 172 9,313 SH x x 19 9,313 105 5,700 SH x x 21 5,700 4,159 225,040 SH x 26 225,040 172 9,300 SH x x 32 9,300 1,691 91,500 SH x x 43 91,500 883 47,800 SH x x 51 47,800 Pixar, Inc. Common Stocks 725811103 276 5,200 SH x x 31 5,200 Plains Exploration & Production Co. Common Stocks 726505100 65 6,700 SH x x 28 6,700 Plains Resources, Inc. Common Stocks 726540503 79 6,700 SH x x 28 6,700 Planar Systems, Inc. Common Stocks 726900103 396 19,200 SH x x 13 19,200 22 1,050 SH x x 21 1,050 1,474 71,457 SH x 26 71,457 268 13,000 SH x x 51 13,000 Plantronics, Inc. Common Stocks 727493108 80 5,300 SH x x 11 5,300 1,271 84,000 SH x 26 84,000 1,052 69,500 SH x x 44 69,500 Playtex Products, Inc. Common Stocks 72813P100 999 101,100 SH x 26 101,100 1,896 191,900 SH x x 43 191,900 Plexus Corp. Common Stocks 729132100 47 5,360 SH x x 19 5,360 63 7,140 SH x 26 7,140 Plum Creek Timber Co., Inc. Common Stocks 729251108 1,739 73,700 SH x x 2 73,700 2,761 117,000 SH x x 20 117,000 1,838 77,900 SH x 26 77,900 Pogo Producing Co. Common Stocks 730448107 589 15,800 SH x x 17 15,800 67 1,800 SH x x 21 1,800 2,216 59,500 SH x 26 59,500 60 1,600 SH x x 28 1,600 2,183 58,600 SH x x 51 58,600 Polaris Industries, Inc. Common Stocks 731068102 85 1,450 SH x x 21 1,450 3,457 59,000 SH x 26 59,000 1,430 24,400 SH x x 51 24,400 Polo Ralph Lauren Corp. Common Stocks 731572103 126 5,800 SH x x 28 5,800 PolyMedica Corp. Common Stocks 731738100 1,787 57,930 SH x 26 57,930 PolyOne Corp. Common Stocks 73179P106 24 6,000 SH x x 9 6,000 15 3,700 SH x x 21 3,700 594 151,550 SH x 26 151,550 159 40,500 SH x x 51 40,500 Pope & Talbot, Inc. Common Stocks 732827100 170 11,900 SH x 26 11,900 Popular, Inc. Common Stocks 733174106 115 3,412 SH x x 19 3,412 182 5,370 SH x 26 5,370 490 14,500 SH x x 28 14,500 Post Properties, Inc. Common Stocks 737464107 2,691 112,600 SH x x 9 112,600 1,816 76,000 SH x 26 76,000 Potlatch Corp. Common Stocks 737628107 57 2,400 SH x x 9 2,400 Power Integrations, Inc. Common Stocks 739276103 334 19,640 SH x 26 19,640 Power-One, Inc. Common Stocks 739308104 1,306 230,350 SH x 26 230,350 14 2,500 SH x x 28 2,500 Powerwave Technologies, Inc. Common Stocks 739363109 1,720 318,540 SH x 26 318,540 Praecis Pharmaceuticals, Inc. Common Stocks 739421105 14 4,200 SH x x 9 4,200 Praxair, Inc. Common Stocks 74005P104 376 6,500 SH x x 1 6,500 2,556 44,250 SH x x 5 44,250 1,271 22,000 SH x x 10 22,000 3,543 61,330 SH x x 12 61,330 4,928 85,300 SH x x 13 85,300 398 6,894 SH x x 19 6,894 641 11,100 SH x x 21 11,100 843 14,590 SH x x 23 14,590 22,690 392,770 SH x 26 392,770 1,537 26,600 SH x x 38 26,600 272 4,700 SH x x 52 4,700 Pre-Paid Legal Services, Inc. Common Stocks 740065107 86 3,300 SH x x 11 3,300 42 1,600 SH x x 21 1,600 2,843 108,500 SH x 26 108,500 1,124 42,900 SH x x 44 42,900 831 31,700 SH x x 51 31,700 Precision Castparts Corp. Common Stocks 740189105 1,649 68,000 SH x x 2 68,000 3,332 137,400 SH x x 9 137,400 2,683 110,636 SH x x 19 110,636 34 1,400 SH x x 21 1,400 6,142 253,266 SH x 26 253,266 165 6,800 SH x x 28 6,800 104 4,300 SH x x 32 4,300 Premcor, Inc. Common Stocks 74045Q104 416 18,700 SH x x 9 18,700 1,358 61,100 SH x 26 61,100
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- Prentiss Properties Trust Common Stocks 740706106 639 22,600 SH x x 9 22,600 7,774 274,900 SH x x 20 274,900 560 19,800 SH x 26 19,800 Presidential Life Corp. Common Stocks 740884101 84 8,500 SH x x 9 8,500 86 8,700 SH x 26 8,700 Priceline.com, Inc. Common Stocks 741503106 9 5,700 SH x x 21 5,700 116 72,300 SH x x 51 72,300 Pride International, Inc. Common Stocks 74153Q102 812 54,500 SH x 26 54,500 Prime Medical Services, Inc. Common Stocks 74156D108 157 18,100 SH x 26 18,100 15 1,700 SH x x 32 1,700 193 22,300 SH x x 45 22,300 Prime Hospitality Corp. Common Stocks 741917108 25 3,100 SH x x 21 3,100 372 45,600 SH x 26 45,600 196 24,000 SH x x 51 24,000 Principal Financial Group Common Stocks 74251V102 422 14,000 SH x x 1 14,000 36 1,210 SH x x 19 1,210 368 12,200 SH x x 23 12,200 3,649 121,120 SH x 26 121,120 2,139 71,000 SH x x 38 71,000 Priority Healthcare Corp. Class B Common Stocks 74264T102 65 2,800 SH x x 21 2,800 1,988 85,700 SH x 26 85,700 251 10,800 SH x x 28 10,800 186 8,000 SH x x 42 8,000 ProAssurance Corp. Common Stocks 74267C106 158 7,500 SH x x 9 7,500 36 1,700 SH x 26 1,700 Procter & Gamble Co. Common Stocks 742718109 8,710 101,300 SH x x 1 101,300 516 6,000 SH x x 3 6,000 3,002 34,900 SH x x 5 34,900 344 4,000 SH x x 6 4,000 13,974 162,600 SH x x 7 162,600 19,569 227,700 SH x x 9 227,700 30,165 351,000 SH x x 10 351,000 3,631 42,250 SH x x 12 42,250 2,939 34,200 SH x x 13 34,200 27,877 324,381 SH x x 19 324,381 5,088 59,199 SH x x 21 59,199 3,128 36,400 SH x x 23 36,400 127,647 1,485,306 SH x 26 1,485,306 4,043 47,044 SH x x 35 47,044 1,349 15,700 SH x x 36 15,700 15,404 179,237 SH x x 39 179,237 215 2,500 SH x x 42 2,500 8,603 100,100 SH x x 54 100,100 Progress Energy, Inc. Common Stocks 743263105 2,462 56,800 SH x x 10 56,800 75 1,721 SH x x 19 1,721 1,092 25,200 SH x 26 25,200 Progress Software Corp. Common Stocks 743312100 87 6,700 SH x x 28 6,700 Progressive Corp. (The) Common Stocks 743315103 336 6,800 SH x x 1 6,800 5,539 111,600 SH x x 7 111,600 84 1,700 SH x x 9 1,700 86 1,730 SH x x 19 1,730 134 2,700 SH x x 23 2,700 3,540 71,330 SH x 26 71,330 901 18,160 SH x x 31 18,160 983 19,800 SH x x 36 19,800 Prologis Common Stocks 743410102 420 16,700 SH x x 10 16,700 9,482 377,000 SH x x 20 377,000 22,451 892,700 SH x x 49 892,700 ProQuest Co. Common Stocks 74346P102 147 7,500 SH x x 11 7,500 2,344 119,600 SH x 26 119,600 1,948 99,400 SH x x 44 99,400 Protective Life Corp. Common Stocks 743674103 1,382 50,200 SH x x 7 50,200 2,237 81,300 SH x x 9 81,300 614 22,300 SH x x 10 22,300 139 5,063 SH x x 19 5,063 4,911 178,470 SH x 26 178,470 190 6,900 SH x x 28 6,900 248 9,000 SH x x 32 9,000 Provident Bankshares Corp. Common Stocks 743859100 492 21,274 SH x x 9 21,274 218 9,415 SH x 26 9,415 75 3,255 SH x x 28 3,255 Provident Financial Group, Inc. Common Stocks 743866105 331 12,700 SH x x 51 12,700 Providian Financial Corp. Common Stocks 74406A102 1,063 163,800 SH x x 9 163,800 1,753 270,097 SH x x 13 270,097 64 9,815 SH x x 19 9,815 58 9,000 SH x x 21 9,000 4,173 643,040 SH x 26 643,040 728 112,200 SH x x 51 112,200 Prudential Financial, Inc. Common Stocks 744320102 190 6,000 SH x x 1 6,000 1,240 39,072 SH x x 19 39,072 114 3,600 SH x x 23 3,600 1,655 52,150 SH x 26 52,150 Public Service Enterprise Group, Inc. Common Stocks 744573106 517 16,100 SH x x 1 16,100 2,006 62,500 SH x x 10 62,500 1,706 53,157 SH x x 19 53,157 119 3,700 SH x x 23 3,700 2,977 92,735 SH x 26 92,735 148 4,600 SH x x 52 4,600 Public Storage, Inc. Common Stocks 74460D109 11,037 341,600 SH x x 20 341,600 320 9,900 SH x x 28 9,900 4,326 133,900 SH x x 37 133,900 Puget Energy, Inc. Common Stocks 745310102 40 1,800 SH x x 21 1,800 1,041 47,200 SH x x 23 47,200 6,569 297,900 SH x 26 297,900 251 11,400 SH x x 28 11,400 240 10,900 SH x x 32 10,900 373 16,900 SH x x 51 16,900 Pulitzer, Inc. Common Stocks 745769109 36 800 SH x x 9 800 99 2,200 SH x x 21 2,200 1,528 34,000 SH x 26 34,000 962 21,400 SH x x 51 21,400 Pulte Homes, Inc. Common Stocks 745867101 43 900 SH x x 21 900 340 7,100 SH x x 23 7,100 134 2,800 SH x 26 2,800 24 500 SH x x 51 500 QLT, Inc. Common Stocks 746927102 631 73,910 SH x 26 73,910 QLogic Corp. Common Stocks 747277101 707 20,500 SH x x 10 20,500 5,444 157,765 SH x 26 157,765 2,219 64,300 SH x x 38 64,300 Qualcomm, Inc. Common Stocks 747525103 8,464 232,600 SH x x 1 232,600
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 3,017 82,900 SH x x 7 82,900 855 23,500 SH x x 10 23,500 32,195 884,728 SH x 26 884,728 400 11,000 SH x x 31 11,000 3,504 96,278 SH x x 35 96,278 189 5,200 SH x x 36 5,200 1,794 49,300 SH x x 38 49,300 9,039 248,400 SH x x 54 248,400 Quality Systems, Inc. Common Stocks 747582104 157 7,800 SH x x 28 7,800 Quanex Corp. Common Stocks 747620102 30 900 SH x x 21 900 1,437 42,900 SH x 26 42,900 40 1,200 SH x x 28 1,200 482 14,400 SH x x 51 14,400 Quanta Services, Inc. Common Stocks 74762E102 157 44,900 SH x 26 44,900 215 61,300 SH x x 43 61,300 Quantum Corp. Common Stocks 747906204 387 145,000 SH x x 1 145,000 424 158,700 SH x x 23 158,700 1,633 611,600 SH x 26 611,600 1,127 422,100 SH x x 43 422,100 Quest Diagnostics Common Stocks 74834L100 74 1,300 SH x x 10 1,300 9,322 163,837 SH x 26 163,837 4,747 83,432 SH x x 35 83,432 Quest Software, Inc. Common Stocks 74834T103 2,565 248,800 SH x 26 248,800 1,805 175,100 SH x x 40 175,100 Questar Corp. Common Stocks 748356102 1,046 37,600 SH x 26 37,600 239 8,600 SH x x 32 8,600 Quicksilver Resources, Inc. Common Stocks 74837R104 583 26,000 SH x 26 26,000 Quiksilver, Inc. Common Stocks 74838C106 3,055 114,600 SH x x 9 114,600 1,260 47,263 SH x x 13 47,263 792 29,700 SH x x 17 29,700 83 3,100 SH x x 21 3,100 6,558 245,994 SH x 26 245,994 1,874 70,300 SH x x 40 70,300 Quilmes Industrial SA - ADR Common Stocks 74838Y207 114 18,250 SH x x 8 18,250 69 11,000 SH x 26 11,000 Quinenco SA - ADR Common Stocks 748718103 310 64,700 SH x x 8 64,700 155 32,400 SH x 26 32,400 Quintiles Transnational Corp. Common Stocks 748767100 182 15,082 SH x x 19 15,082 28 2,350 SH x x 21 2,350 1,590 131,370 SH x 26 131,370 77 6,400 SH x x 32 6,400 341 28,200 SH x x 43 28,200 258 21,300 SH x x 51 21,300 Qwest Communications International Common Stocks 749121109 824 164,700 SH x x 1 164,700 582 116,300 SH x x 10 116,300 79 15,790 SH x x 19 15,790 954 190,700 SH x x 23 190,700 1,894 378,855 SH x 26 378,855 R&G Financial Corp. Class B Common Stocks 749136107 704 30,300 SH x x 9 30,300 1,283 55,200 SH x 26 55,200 142 6,100 SH x x 28 6,100 95 4,100 SH x x 32 4,100 88 3,800 SH x x 51 3,800 RAIT Investment Trust Common Stocks 749227104 91 4,200 SH x x 28 4,200 RFS Hotel Investors, Inc. Common Stocks 74955J108 1,652 152,100 SH x x 49 152,100 RLI Corp. Common Stocks 749607107 550 19,700 SH x x 9 19,700 896 32,100 SH x 26 32,100 RPM International, Inc. Common Stocks 749685103 1,640 107,300 SH x x 9 107,300 2,973 194,600 SH x 26 194,600 RTI International Metals, Inc. Common Stocks 74973W107 1,491 147,650 SH x 26 147,650 410 40,600 SH x x 45 40,600 21 2,100 SH x x 51 2,100 RF Micro Devices, Inc. Common Stocks 749941100 627 85,516 SH x x 13 85,516 652 89,000 SH x x 17 89,000 1,167 159,189 SH x 26 159,189 170 23,200 SH x x 28 23,200 Racing Champions Ertl Corp. Common Stocks 750069106 35 2,600 SH x x 28 2,600 Radian Group, Inc. Common Stocks 750236101 126 3,400 SH x x 11 3,400 67 1,800 SH x x 21 1,800 4,254 114,500 SH x 26 114,500 434 11,680 SH x x 28 11,680 1,679 45,200 SH x x 44 45,200 Radio One, Inc. Class D Common Stocks 75040P405 114 7,900 SH x x 11 7,900 1,303 90,273 SH x x 13 90,273 39 2,700 SH x x 21 2,700 3,100 214,858 SH x 26 214,858 1,492 103,400 SH x x 44 103,400 RadioShack Corp. Common Stocks 750438103 6,414 342,260 SH x x 19 342,260 4,461 238,042 SH x 26 238,042 Ralcorp Holdings, Inc. Common Stocks 751028101 887 35,300 SH x 26 35,300 101 4,000 SH x x 28 4,000 138 5,500 SH x x 32 5,500 58 2,300 SH x x 51 2,300 Ramco-Gershenson Properties Common Stocks 751452202 225 11,400 SH x 26 11,400 34 1,700 SH x x 32 1,700 Rare Hospitality International, Inc. Common Stocks 753820109 762 27,600 SH x x 9 27,600 28 1,000 SH x x 21 1,000 1,895 68,600 SH x 26 68,600 834 30,200 SH x x 40 30,200 Rational Software Corp. Common Stocks 75409P202 43 4,100 SH x x 10 4,100 Rawlings Sporting Goods Co. Common Stocks 754459105 318 36,051 SH x x 45 36,051 Raymond James Financial, Inc. Common Stocks 754730109 2,822 95,400 SH x x 9 95,400 1,478 49,982 SH x x 13 49,982 5,408 182,831 SH x 26 182,831 Rayovac Corp. Common Stocks 755081106 16 1,200 SH x x 28 1,200 Raytheon Co. Common Stocks 755111507 763 24,800 SH x x 1 24,800 3,133 101,900 SH x x 9 101,900 953 30,976 SH x x 19 30,976 886 28,800 SH x x 23 28,800 4,171 135,635 SH x 26 135,635 301 9,800 SH x x 50 9,800 Reader's Digest Association, Inc. (The) Class A Common Stocks 755267101 201 13,300 SH x x 28 13,300 Realty Income Corp. Common Stocks 756109104 980 28,000 SH x x 9 28,000 266 7,600 SH x 26 7,600 Reckson Associates Realty Corp. Common Stocks 75621K106 3,252 154,500 SH x x 20 154,500 213 10,100 SH x 26 10,100 5,334 253,400 SH x x 37 253,400 295 14,000 SH x x 43 14,000 Red Robin Gourmet Burgers, Inc. Common Stocks 75689M101 319 25,000 SH x x 45 25,000
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- Redwood Trust, Inc. Common Stocks 758075402 186 6,700 SH x x 9 6,700 100 3,600 SH x x 21 3,600 2,496 90,100 SH x 26 90,100 80 2,900 SH x x 28 2,900 86 3,100 SH x x 32 3,100 1,147 41,400 SH x x 51 41,400 Reebok International, Ltd. Common Stocks 758110100 350 11,900 SH x x 1 11,900 685 23,300 SH x x 17 23,300 97 3,300 SH x x 21 3,300 35 1,200 SH x x 23 1,200 1,655 56,300 SH x 26 56,300 282 9,600 SH x x 42 9,600 Reed Elsevier PLC - ADR Common Stocks 758205108 3,983 113,700 SH x x 12 113,700 6,459 184,390 SH x 26 184,390 Regal Entertainment Group Class A Common Stocks 758766109 146 6,800 SH x x 11 6,800 2,973 138,800 SH x 26 138,800 1,932 90,200 SH x x 44 90,200 Regency Centers Corp. Common Stocks 758849103 3,483 107,500 SH x x 20 107,500 Regent Communications, Inc. Common Stocks 758865109 85 14,300 SH x x 9 14,300 67 11,300 SH x 26 11,300 Regis Corp. Common Stocks 758932107 1,089 41,900 SH x x 9 41,900 47 1,800 SH x x 21 1,800 2,292 88,200 SH x 26 88,200 296 11,400 SH x x 28 11,400 Regions Financial Corp. Common Stocks 758940100 1,188 35,600 SH x x 1 35,600 133 4,000 SH x x 9 4,000 201 6,040 SH x x 19 6,040 1,434 43,000 SH x x 23 43,000 1,201 36,000 SH x 26 36,000 Reinsurance Group Of America Common Stocks 759351109 49 1,800 SH x x 28 1,800 Reliance Steel & Aluminum Co. Common Stocks 759509102 16 750 SH x x 21 750 581 27,900 SH x 26 27,900 110 5,300 SH x x 28 5,300 33 1,600 SH x x 32 1,600 210 10,100 SH x x 51 10,100 Reliant Resources, Inc. Common Stocks 75952B105 392 122,468 SH x x 9 122,468 72 22,452 SH x x 19 22,452 23 7,255 SH x x 21 7,255 194 60,500 SH x x 23 60,500 1,226 383,254 SH x 26 383,254 Renal Care Group, Inc. Common Stocks 759930100 684 21,606 SH x x 19 21,606 456 14,421 SH x 26 14,421 297 9,400 SH x x 28 9,400 Rent-A-Center, Inc. Common Stocks 76009N100 734 14,700 SH x x 7 14,700 295 5,900 SH x x 9 5,900 235 4,700 SH x x 11 4,700 749 15,000 SH x x 17 15,000 130 2,600 SH x x 21 2,600 7,647 153,100 SH x 26 153,100 235 4,700 SH x x 28 4,700 200 4,000 SH x x 32 4,000 3,087 61,800 SH x x 44 61,800 864 17,300 SH x x 51 17,300 Repsol YPF SA - ADR Common Stocks 76026T205 4,602 351,855 SH x x 22 351,855 4,782 365,606 SH x 26 365,606 1,114 85,137 SH x x 48 85,137 Republic Bancorp, Inc. Common Stocks 760282103 199 16,917 SH x x 9 16,917 141 12,020 SH x x 21 12,020 2,070 175,908 SH x 26 175,908 410 34,808 SH x x 42 34,808 Republic First Bancorp, Inc. Common Stocks 760416107 179 27,600 SH x x 45 27,600 Republic Services, Inc. Common Stocks 760759100 245 11,700 SH x x 21 11,700 6,667 317,800 SH x 26 317,800 378 18,000 SH x x 28 18,000 508 24,200 SH x x 32 24,200 3,023 144,100 SH x x 51 144,100 Resmed, Inc. Common Stocks 761152107 892 29,190 SH x 26 29,190 190 6,200 SH x x 28 6,200 Respironics, Inc. Common Stocks 761230101 164 5,400 SH x x 11 5,400 17 550 SH x x 21 550 3,110 102,200 SH x 26 102,200 134 4,400 SH x x 28 4,400 2,164 71,100 SH x x 44 71,100 Retek, Inc. Common Stocks 76128Q109 281 103,412 SH x 26 103,412 Rex Stores Corp. Common Stocks 761624105 14 1,400 SH x x 51 1,400 Reynolds & Reynolds Co. (The) Class A Common Stocks 761695105 252 9,900 SH x x 28 9,900 RJ Reynolds Tobacco Holdings, Inc. Common Stocks 76182K105 190 4,500 SH x x 5 4,500 4,236 100,600 SH x x 9 100,600 435 10,338 SH x x 19 10,338 998 23,700 SH x x 23 23,700 3,954 93,900 SH x 26 93,900 126 3,000 SH x x 42 3,000 Right Management Consultants, Inc. Common Stocks 766573109 217 16,350 SH x x 9 16,350 700 52,800 SH x 26 52,800 18 1,350 SH x x 28 1,350 80 6,050 SH x x 32 6,050 Ritchie Bros. Auctioneers, Inc. Common Stocks 767744105 2,704 83,600 SH x x 25 83,600 Roadway Corp. Common Stocks 769742107 979 26,600 SH x x 9 26,600 39 1,050 SH x x 21 1,050 3,736 101,500 SH x 26 101,500 125 3,400 SH x x 28 3,400 166 4,500 SH x x 32 4,500 655 17,800 SH x x 51 17,800 Robert Half International, Inc. Common Stocks 770323103 874 54,260 SH x 26 54,260 Rock-Tenn Co. Class A Common Stocks 772739207 43 3,200 SH x x 28 3,200 Rockwell Automation, Inc. Common Stocks 773903109 311 15,000 SH x x 1 15,000 2,672 129,000 SH x x 7 129,000 756 36,500 SH x x 10 36,500 41 1,970 SH x x 19 1,970 708 34,200 SH x x 23 34,200 3,538 170,850 SH x 26 170,850 Rockwell Collins, Inc. Common Stocks 774341101 212 9,100 SH x x 9 9,100 823 35,400 SH x x 17 35,400 641 27,560 SH x x 19 27,560 274 11,800 SH x x 21 11,800 2,328 100,100 SH x 26 100,100 440 18,900 SH x x 52 18,900 Rogers Corp. Common Stocks 775133101 14 650 SH x x 21 650 298 13,400 SH x 26 13,400 20 900 SH x x 28 900
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 185 8,300 SH x x 51 8,300 Rohm & Haas Co. Common Stocks 775371107 1,030 31,700 SH x x 9 31,700 361 11,110 SH x x 19 11,110 325 10,000 SH x x 21 10,000 23 700 SH x x 23 700 1,684 51,840 SH x 26 51,840 387 11,900 SH x x 52 11,900 Roslyn Bancorp, Inc. Common Stocks 778162107 1,972 109,350 SH x x 9 109,350 652 36,150 SH x 26 36,150 150 8,300 SH x x 28 8,300 Ross Stores, Inc. Common Stocks 778296103 1,670 39,400 SH x x 2 39,400 47 1,100 SH x x 9 1,100 928 21,900 SH x x 17 21,900 19 450 SH x x 21 450 3,014 71,100 SH x 26 71,100 458 10,800 SH x x 28 10,800 267 6,300 SH x x 51 6,300 Rouse Co. (The) Common Stocks 779273101 1,591 50,200 SH x x 10 50,200 217 6,830 SH x x 19 6,830 9,859 311,000 SH x x 20 311,000 765 24,140 SH x 26 24,140 7,373 232,600 SH x x 37 232,600 5,005 157,900 SH x x 49 157,900 Rowan Cos., Inc. Common Stocks 779382100 2,542 112,000 SH x x 2 112,000 2,833 124,800 SH x x 10 124,800 4,440 195,600 SH x 26 195,600 Royal Dutch Petroleum Co. Common Stocks 780257804 255 5,800 SH x x 16 5,800 537 12,200 SH x 26 12,200 348 7,900 SH x x 34 7,900 Royal Gold, Inc. Common Stocks 780287108 396 15,900 SH x 26 15,900 20 800 SH x x 51 800 Rubio's Restaurants, Inc. Common Stocks 78116B102 200 32,300 SH x x 45 32,300 Ruby Tuesday, Inc. Common Stocks 781182100 19 1,100 SH x x 21 1,100 329 19,000 SH x 26 19,000 192 11,100 SH x x 28 11,100 Ruddick Corp. Common Stocks 781258108 16 1,150 SH x x 21 1,150 990 72,300 SH x 26 72,300 68 5,000 SH x x 28 5,000 84 6,100 SH x x 32 6,100 256 18,700 SH x x 51 18,700 Rudolph Technologies, Inc. Common Stocks 781270103 1,689 88,161 SH x x 13 88,161 1,308 68,277 SH x 26 68,277 Russ Berrie & Co., Inc. Common Stocks 782233100 19 550 SH x x 21 550 348 10,300 SH x 26 10,300 226 6,700 SH x x 51 6,700 Russell Corp. Common Stocks 782352108 219 13,100 SH x x 9 13,100 410 24,500 SH x 26 24,500 69 4,100 SH x x 28 4,100 64 3,800 SH x x 32 3,800 Ryanair Holdings PLC - ADR Common Stocks 783513104 155 3,951 SH x x 15 3,951 11,425 291,743 SH x 26 291,743 1,868 47,695 SH x x 35 47,695 2,037 52,012 SH x x 41 52,012 Ryan's Family Steak Houses, Inc. Common Stocks 783519101 2,036 179,350 SH x x 2 179,350 1,963 172,950 SH x 26 172,950 Ryder System, Inc. Common Stocks 783549108 2,857 127,300 SH x x 9 127,300 63 2,800 SH x x 23 2,800 5,094 227,000 SH x 26 227,000 213 9,500 SH x x 32 9,500 1,629 72,600 SH x x 43 72,600 267 11,900 SH x x 51 11,900 Ryland Group, Inc. Common Stocks 783764103 2,304 69,100 SH x x 9 69,100 33 1,000 SH x x 21 1,000 1,491 44,700 SH x 26 44,700 123 3,700 SH x x 28 3,700 27 800 SH x x 51 800 SBC Communications, Inc. Common Stocks 78387G103 4,213 155,400 SH x x 1 155,400 469 17,300 SH x x 3 17,300 2,925 107,900 SH x x 5 107,900 312 11,500 SH x x 6 11,500 6,073 224,000 SH x x 7 224,000 8,478 312,742 SH x x 9 312,742 12,218 450,700 SH x x 10 450,700 4,821 177,830 SH x x 12 177,830 11,500 424,198 SH x x 19 424,198 2,723 100,432 SH x x 21 100,432 4,965 183,147 SH x x 23 183,147 50,069 1,846,896 SH x 26 1,846,896 1,678 61,900 SH x x 50 61,900 534 19,700 SH x x 52 19,700 SCP Pool Corp. Common Stocks 784028102 377 12,900 SH x x 11 12,900 47 1,600 SH x x 21 1,600 6,296 215,600 SH x 26 215,600 140 4,800 SH x x 28 4,800 4,952 169,600 SH x x 44 169,600 SFBC International, Inc. Common Stocks 784121105 322 24,800 SH x x 45 24,800 SEMCO Energy, Inc. Common Stocks 78412D109 10 1,600 SH x x 9 1,600 2 400 SH x 26 400 SK Telecom Co., Ltd. - ADR Common Stocks 78440P108 228 10,700 SH x x 15 10,700 175 8,200 SH x x 30 8,200 SL Green Realty Corp. Common Stocks 78440X101 6,939 219,600 SH x x 37 219,600 6,307 199,600 SH x x 49 199,600 SLM Corp. Common Stocks 78442P106 706 6,800 SH x x 21 6,800 35,507 341,877 SH x 26 341,877 9,627 92,693 SH x x 35 92,693 3,251 31,300 SH x x 38 31,300 1,412 13,600 SH x x 46 13,600 SPX Corp. Common Stocks 784635104 1,449 38,700 SH x x 10 38,700 4,524 120,800 SH x x 13 120,800 9,595 256,200 SH x 26 256,200 342 9,140 SH x x 28 9,140 SRS Labs, Inc. Common Stocks 78464M106 252 81,500 SH x x 45 81,500 SWS Group, Inc. Common Stocks 78503N107 351 25,900 SH x 26 25,900 245 18,100 SH x x 51 18,100 Safeco Corp. Common Stocks 786429100 406 11,700 SH x x 1 11,700 1,589 45,820 SH x x 5 45,820 302 8,700 SH x x 9 8,700 2,533 73,070 SH x x 12 73,070 787 22,700 SH x x 23 22,700 6,732 194,170 SH x 26 194,170
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- SafeNet, Inc. Common Stocks 78645R107 601 23,700 SH x x 45 23,700 Safeway, Inc. Common Stocks 786514208 677 29,000 SH x x 5 29,000 1,117 47,810 SH x x 12 47,810 1,877 80,340 SH x 26 80,340 St. Joe Co. (The) Common Stocks 790148100 2,244 74,800 SH x x 2 74,800 1,544 51,465 SH x x 19 51,465 3,935 131,183 SH x 26 131,183 St. Jude Medical, Inc. Common Stocks 790849103 145 3,700 SH x x 1 3,700 286 7,200 SH x x 7 7,200 7,360 185,300 SH x x 9 185,300 3,356 84,500 SH x x 10 84,500 5,680 142,989 SH x x 19 142,989 290 7,300 SH x x 21 7,300 10,590 266,628 SH x 26 266,628 St. Mary Land & Exploration Co. Common Stocks 792228108 100 4,000 SH x x 9 4,000 638 25,500 SH x x 17 25,500 788 31,500 SH x 26 31,500 73 2,900 SH x x 28 2,900 18 700 SH x x 51 700 St. Paul Cos. Common Stocks 792860108 521 15,300 SH x x 1 15,300 956 28,070 SH x x 5 28,070 609 17,900 SH x x 9 17,900 1,568 46,040 SH x x 12 46,040 2,746 80,646 SH x x 19 80,646 753 22,100 SH x x 23 22,100 7,920 232,590 SH x 26 232,590 2,172 63,800 SH x x 46 63,800 412 12,100 SH x x 52 12,100 Saks, Inc. Common Stocks 79377W108 1,061 90,400 SH x x 9 90,400 5 440 SH x x 19 440 188 16,000 SH x x 21 16,000 5,943 506,190 SH x 26 506,190 119 10,100 SH x x 32 10,100 1,891 161,100 SH x x 51 161,100 Salton, Inc. Common Stocks 795757103 247 25,700 SH x x 9 25,700 274 28,500 SH x 26 28,500 Sandisk Corp. Common Stocks 80004C101 3,833 188,800 SH x x 9 188,800 455 22,400 SH x x 17 22,400 159 7,850 SH x x 21 7,850 7,298 359,500 SH x 26 359,500 20 1,000 SH x x 28 1,000 1,114 54,900 SH x x 51 54,900 Sandy Spring Bancorp, Inc. Common Stocks 800363103 51 1,600 SH x x 21 1,600 1,419 45,050 SH x 26 45,050 129 4,100 SH x x 42 4,100 Sanmina-SCI Corp. Common Stocks 800907107 163 40,000 SH x x 1 40,000 SAP AG - ADR Common Stocks 803054204 8,003 410,387 SH x 26 410,387 5,184 265,860 SH x x 39 265,860 Sara Lee Corp. Common Stocks 803111103 390 17,600 SH x x 5 17,600 3,268 145,200 SH x x 7 145,200 8,599 382,000 SH x x 9 382,000 351 15,600 SH x x 21 15,600 432 19,200 SH x x 23 19,200 15,392 683,785 SH x 26 683,785 5,005 222,345 SH x x 39 222,345 266 11,800 SH x x 42 11,800 588 26,100 SH x x 50 26,100 Satyam Computer Services, Ltd. - ADR Common Stocks 804098101 620 48,234 SH x 26 48,234 1,086 84,500 SH x x 30 84,500 SCANA Corp. Common Stocks 80589M102 310 10,000 SH x x 28 10,000 Scansource, Inc. Common Stocks 806037107 12 250 SH x x 21 250 552 11,200 SH x 26 11,200 444 9,000 SH x x 51 9,000 ScanSoft, Inc. Common Stocks 80603P107 56 10,700 SH x x 21 10,700 384 73,900 SH x x 51 73,900 Henry Schein, Inc. Common Stocks 806407102 657 14,600 SH x x 17 14,600 65 1,450 SH x x 21 1,450 4,766 105,900 SH x 26 105,900 2,412 53,600 SH x x 51 53,600 Schering-Plough Corp. Common Stocks 806605101 1,370 61,700 SH x x 7 61,700 3,053 137,500 SH x x 10 137,500 1,050 47,283 SH x x 19 47,283 775 34,900 SH x x 21 34,900 726 32,700 SH x x 23 32,700 5,578 251,250 SH x 26 251,250 402 18,100 SH x x 52 18,100 Schlumberger, Ltd. Common Stocks 806857108 918 21,800 SH x x 1 21,800 1,961 46,600 SH x x 5 46,600 1,578 37,500 SH x x 9 37,500 3,162 75,130 SH x x 12 75,130 817 19,400 SH x x 21 19,400 88 2,100 SH x x 23 2,100 15,515 368,610 SH x 26 368,610 564 13,400 SH x x 50 13,400 345 8,200 SH x x 52 8,200 4,546 108,000 SH x x 54 108,000 Scholastic Corp. Common Stocks 807066105 140 3,900 SH x x 11 3,900 3,581 99,600 SH x 26 99,600 75 2,100 SH x x 28 2,100 1,848 51,400 SH x x 44 51,400 School Specialty, Inc. Common Stocks 807863105 711 35,600 SH x 26 35,600 94 4,700 SH x x 32 4,700 Schulman (A.), Inc. Common Stocks 808194104 808 43,400 SH x x 9 43,400 437 23,500 SH x x 17 23,500 762 40,963 SH x x 19 40,963 172 9,250 SH x x 21 9,250 3,844 206,543 SH x 26 206,543 84 4,500 SH x x 28 4,500 322 17,300 SH x x 42 17,300 756 40,600 SH x x 51 40,600 Charles Schwab Corp. (The) Common Stocks 808513105 8,094 746,000 SH x x 10 746,000 15,164 1,397,587 SH x 26 1,397,587 296 27,300 SH x x 31 27,300 2,624 241,800 SH x x 38 241,800 5,592 515,435 SH x x 39 515,435 Schweitzer-Mauduit International, Inc. Common Stocks 808541106 28 1,150 SH x x 21 1,150 478 19,500 SH x 26 19,500 387 15,800 SH x x 51 15,800 Scientific-Atlanta, Inc. Common Stocks 808655104 217 18,300 SH x x 9 18,300 274 23,105 SH x x 19 23,105
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 46 3,900 SH x x 21 3,900 434 36,620 SH x 26 36,620 Scientific Games Corp. Class A Common Stocks 80874P109 1,276 175,700 SH x 26 175,700 129 17,800 SH x x 28 17,800 658 90,700 SH x x 40 90,700 Scios, Inc. Common Stocks 808905103 720 22,100 SH x x 17 22,100 2,381 73,080 SH x 26 73,080 Scitex Corp., Ltd. Common Stocks 809090103 260 184,500 SH x x 23 184,500 138 98,000 SH x 26 98,000 Scotts Co. (The) Class A Common Stocks 810186106 194 3,950 SH x x 21 3,950 4,119 84,000 SH x 26 84,000 191 3,900 SH x x 28 3,900 64 1,300 SH x x 32 1,300 2,315 47,200 SH x x 51 47,200 Scripps Co. (E.W.) Class A Common Stocks 811054204 431 5,600 SH x x 9 5,600 385 5,000 SH x 26 5,000 Seacoast Banking Corp. of Florida Common Stocks 811707306 1,407 74,700 SH x 26 74,700 Seacoast Financial Services Corp. Common Stocks 81170Q106 326 16,312 SH x x 9 16,312 254 12,700 SH x 26 12,700 Seacor Smit, Inc. Common Stocks 811904101 458 10,300 SH x 26 10,300 223 5,000 SH x x 51 5,000 Sealed Air Corp. Common Stocks 81211K100 3,156 84,600 SH x x 9 84,600 175 4,700 SH x x 11 4,700 187 5,000 SH x x 21 5,000 4,636 124,300 SH x 26 124,300 2,525 67,700 SH x x 44 67,700 Sears Roebuck and Co. Common Stocks 812387108 1,760 73,500 SH x x 1 73,500 1,025 42,780 SH x x 5 42,780 642 26,800 SH x x 7 26,800 1,713 71,510 SH x x 12 71,510 14 600 SH x x 21 600 1,892 79,000 SH x x 23 79,000 5,558 232,085 SH x 26 232,085 386 16,100 SH x x 46 16,100 Selective Insurance Group Common Stocks 816300107 194 7,700 SH x x 9 7,700 244 9,690 SH x 26 9,690 68 2,700 SH x x 28 2,700 Semtech Corp. Common Stocks 816850101 316 28,940 SH x 26 28,940 Sempra Energy Common Stocks 816851109 307 13,000 SH x x 1 13,000 2,199 93,000 SH x x 7 93,000 1,800 76,091 SH x x 19 76,091 267 11,300 SH x x 23 11,300 3,111 131,550 SH x 26 131,550 Senior Housing Properties Trust Common Stocks 81721M109 86 8,100 SH x x 9 8,100 2,797 263,600 SH x x 20 263,600 86 8,150 SH x x 21 8,150 1,514 142,700 SH x 26 142,700 1,025 96,600 SH x x 51 96,600 Sensient Technologies Corp. Common Stocks 81725T100 1,454 64,700 SH x x 9 64,700 609 27,100 SH x x 17 27,100 2,663 118,500 SH x 26 118,500 227 10,100 SH x x 51 10,100 Sepracor, Inc. Common Stocks 817315104 1,826 188,800 SH x x 9 188,800 44 4,500 SH x x 21 4,500 1,546 159,881 SH x 26 159,881 Serena Software, Inc. Common Stocks 817492101 1,384 87,640 SH x x 13 87,640 991 62,768 SH x 26 62,768 Serologicals Corp. Common Stocks 817523103 50 4,550 SH x x 21 4,550 613 55,700 SH x 26 55,700 561 51,000 SH x x 51 51,000 Service Corp. International Common Stocks 817565104 23 7,000 SH x x 9 7,000 154 46,250 SH x 26 46,250 232 69,900 SH x x 50 69,900 ServiceMaster Co. (The) Common Stocks 81760N109 758 68,300 SH x x 9 68,300 2,173 195,754 SH x x 19 195,754 51 4,600 SH x x 21 4,600 2,360 212,609 SH x 26 212,609 311 28,000 SH x x 28 28,000 7-Eleven, Inc. Common Stocks 817826209 223 29,700 SH x x 9 29,700 125 16,600 SH x 26 16,600 Sharper Image Corp. Common Stocks 820013100 340 19,500 SH x x 9 19,500 15 850 SH x x 21 850 648 37,200 SH x 26 37,200 Shaw Group, Inc. (The) Common Stocks 820280105 375 22,800 SH x 26 22,800 76 4,600 SH x x 28 4,600 33 2,000 SH x x 51 2,000 Sherwin-Williams Co. (The) Common Stocks 824348106 689 24,400 SH x x 1 24,400 1,828 64,700 SH x x 7 64,700 8,296 293,672 SH x x 19 293,672 294 10,400 SH x x 21 10,400 825 29,200 SH x x 23 29,200 9,707 343,610 SH x 26 343,610 Shoe Carnival, Inc. Common Stocks 824889109 182 13,000 SH x 26 13,000 29 2,100 SH x x 32 2,100 17 1,200 SH x x 51 1,200 ShopKo Stores, Inc. Common Stocks 824911101 1,193 95,800 SH x x 9 95,800 148 11,900 SH x x 21 11,900 4,079 327,600 SH x 26 327,600 44 3,500 SH x x 28 3,500 2,393 192,200 SH x x 51 192,200 Shurgard Storage Centers, Inc. Class A Common Stocks 82567D104 41 1,300 SH x x 9 1,300 1,128 36,000 SH x x 20 36,000 939 29,950 SH x 26 29,950 SICOR, Inc. Common Stocks 825846108 1,261 79,530 SH x x 13 79,530 94 5,950 SH x x 21 5,950 4,688 295,761 SH x 26 295,761 1,614 101,800 SH x x 40 101,800 861 54,300 SH x x 51 54,300 Siebel Systems, Inc. Common Stocks 826170102 41 5,500 SH x x 10 5,500 21 2,800 SH x 26 2,800 161 21,520 SH x x 31 21,520 Sierra Health Services Common Stocks 826322109 347 28,900 SH x 26 28,900 SIFCO Industries, Inc. Common Stocks 826546103 364 145,400 SH x x 2 145,400 Sigma-Aldrich Corp. Common Stocks 826552101 706 14,500 SH x x 17 14,500 314 6,450 SH x x 19 6,450 999 20,520 SH x 26 20,520 Silicon Laboratories, Inc. Common Stocks 826919102 464 24,300 SH x x 17 24,300 998 52,280 SH x 26 52,280 Silgan Holdings, Inc. Common Stocks 827048109 94 3,800 SH x x 21 3,800 1,313 53,200 SH x 26 53,200
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 67 2,700 SH x x 28 2,700 47 1,900 SH x x 32 1,900 264 10,700 SH x x 42 10,700 180 7,300 SH x x 51 7,300 Silicon Graphics, Inc. Common Stocks 827056102 7 6,300 SH x 26 6,300 Silicon Storage Technology, Inc. Common Stocks 827057100 17 4,100 SH x x 21 4,100 345 85,300 SH x 26 85,300 162 40,000 SH x x 51 40,000 Silicon Valley Bancshares Common Stocks 827064106 78 4,250 SH x x 21 4,250 343 18,800 SH x 26 18,800 68 3,700 SH x x 28 3,700 816 44,700 SH x x 51 44,700 Siliconware Precision Industries Co. - ADR Common Stocks 827084864 145 60,031 SH x x 30 60,031 Simon Property Group, Inc. Common Stocks 828806109 2,217 65,082 SH x x 19 65,082 12,027 353,000 SH x x 20 353,000 1,227 36,000 SH x x 23 36,000 5,069 148,780 SH x 26 148,780 11,182 328,200 SH x x 37 328,200 25,638 752,500 SH x x 49 752,500 Simpson Manufacturing Co., Inc. Common Stocks 829073105 39 1,200 SH x x 51 1,200 Sinclair Broadcast Group, Inc. Class A Common Stocks 829226109 111 9,550 SH x x 21 9,550 2,011 172,900 SH x 26 172,900 52 4,500 SH x x 28 4,500 77 6,600 SH x x 32 6,600 789 67,800 SH x x 51 67,800 Six Flags, Inc. Common Stocks 83001P109 1,541 269,800 SH x 26 269,800 Sizeler Property Investors Common Stocks 830137105 124 13,300 SH x 26 13,300 19 2,000 SH x x 32 2,000 Skechers U.S.A., Inc. Class A Common Stocks 830566105 122 14,350 SH x x 21 14,350 525 61,800 SH x 26 61,800 503 59,300 SH x x 51 59,300 Sky Financial Group, Inc. Common Stocks 83080P103 199 10,000 SH x x 28 10,000 Skywest, Inc. Common Stocks 830879102 924 70,700 SH x x 9 70,700 397 30,351 SH x x 19 30,351 3,102 237,309 SH x 26 237,309 119 9,100 SH x x 28 9,100 248 19,000 SH x x 32 19,000 Skyworks Solutions, Inc. Common Stocks 83088M102 534 61,893 SH x x 9 61,893 62 7,200 SH x x 11 7,200 1,131 131,257 SH x x 13 131,257 2,084 241,740 SH x 26 241,740 812 94,200 SH x x 44 94,200 AO Smith Corp. Common Stocks 831865209 224 8,300 SH x x 21 8,300 4,859 179,900 SH x 26 179,900 65 2,400 SH x x 28 2,400 176 6,500 SH x x 32 6,500 357 13,200 SH x x 42 13,200 1,302 48,200 SH x x 51 48,200 Smith International, Inc. Common Stocks 832110100 121 3,700 SH x x 11 3,700 9,231 283,000 SH x 26 283,000 496 15,200 SH x x 28 15,200 2,574 78,900 SH x x 38 78,900 1,925 59,000 SH x x 40 59,000 1,638 50,200 SH x x 44 50,200 Smithfield Foods, Inc. Common Stocks 832248108 317 16,000 SH x x 9 16,000 1,903 95,900 SH x 26 95,900 24 1,200 SH x x 51 1,200 JM Smucker Co. (The) Common Stocks 832696405 1,043 26,210 SH x x 5 26,210 1,747 43,889 SH x x 12 43,889 22 550 SH x x 21 550 3,295 82,775 SH x 26 82,775 307 7,700 SH x x 51 7,700 Smurfit-Stone Container Corp. Common Stocks 832727101 915 59,450 SH x x 5 59,450 17 1,100 SH x x 10 1,100 1,460 94,850 SH x x 12 94,850 1,542 100,200 SH x x 23 100,200 6,291 408,720 SH x 26 408,720 263 17,100 SH x x 28 17,100 Snap-On, Inc. Common Stocks 833034101 298 10,600 SH x x 9 10,600 711 25,300 SH x 26 25,300 Sola International, Inc. Common Stocks 834092108 18 1,400 SH x x 21 1,400 716 55,100 SH x 26 55,100 38 2,900 SH x x 32 2,900 235 18,100 SH x x 51 18,100 Solectron Corp. Common Stocks 834182107 349 98,300 SH x x 9 98,300 1,686 474,890 SH x x 19 474,890 1,430 402,730 SH x 26 402,730 Solutia, Inc. Common Stocks 834376105 574 158,250 SH x 26 158,250 Sonic Corp. Common Stocks 835451105 391 19,100 SH x x 9 19,100 35 1,700 SH x x 21 1,700 530 25,890 SH x 26 25,890 28 1,350 SH x x 28 1,350 Sonic Automotive, Inc. Common Stocks 83545G102 251 16,900 SH x x 9 16,900 25 1,700 SH x x 21 1,700 782 52,600 SH x 26 52,600 79 5,300 SH x x 28 5,300 61 4,100 SH x x 32 4,100 239 16,100 SH x x 51 16,100 Sonoco Products Co. Common Stocks 835495102 327 14,282 SH x x 19 14,282 438 19,080 SH x 26 19,080 296 12,900 SH x x 28 12,900 SonoSite, Inc. Common Stocks 83568G104 587 44,950 SH x 26 44,950 South Financial Group, Inc. (The) Common Stocks 837841105 198 9,600 SH x x 9 9,600 South Jersey Industries, Inc. Common Stocks 838518108 168 5,100 SH x 26 5,100 Southern Co. (The) Common Stocks 842587107 545 19,200 SH x x 1 19,200 1,098 38,683 SH x x 19 38,683 1,076 37,900 SH x x 21 37,900 3,178 111,941 SH x 26 111,941 Southern Energy Homes, Inc. Common Stocks 842814105 320 210,335 SH x x 45 210,335 Southern Peru Copper Corp. Common Stocks 843611104 14 1,000 SH x x 32 1,000 Southern Union Co. Common Stocks 844030106 421 25,500 SH x x 28 25,500 28 1,700 SH x x 32 1,700 SouthTrust Corp. Common Stocks 844730101 1,963 78,990 SH x x 5 78,990 2,130 85,700 SH x x 7 85,700 129 5,200 SH x x 10 5,200 3,232 130,080 SH x x 12 130,080 5,423 218,240 SH x x 19 218,240 32 1,300 SH x x 23 1,300 12,486 502,440 SH x 26 502,440 Southwest Airlines Co. Common Stocks 844741108 1,161 83,500 SH x x 1 83,500
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 335 24,113 SH x x 19 24,113 1,065 76,600 SH x x 23 76,600 2,797 201,195 SH x 26 201,195 246 17,700 SH x x 31 17,700 Southwest Bancorp, Inc. Common Stocks 844767103 1,936 74,500 SH x x 2 74,500 Southwest Bancorp of Texas, Inc. Common Stocks 84476R109 922 32,000 SH x x 9 32,000 841 29,200 SH x 26 29,200 Southwest Gas Corp. Common Stocks 844895102 77 3,300 SH x x 21 3,300 1,006 42,900 SH x 26 42,900 591 25,200 SH x x 51 25,200 Southwestern Energy Co. Common Stocks 845467109 247 21,600 SH x 26 21,600 39 3,400 SH x x 32 3,400 Sovereign Bancorp, Inc. Common Stocks 845905108 2,133 151,824 SH x x 2 151,824 1,458 103,800 SH x x 9 103,800 214 15,200 SH x x 21 15,200 6,954 494,950 SH x 26 494,950 422 30,000 SH x x 28 30,000 711 50,600 SH x x 42 50,600 Sovran Self Storage, Inc. Common Stocks 84610H108 2,113 74,500 SH x x 2 74,500 111 3,900 SH x x 9 3,900 1,988 70,100 SH x 26 70,100 Spectralink Corp. Common Stocks 847580107 6 800 SH x x 28 800 Spherion Corp. Common Stocks 848420105 331 49,400 SH x x 9 49,400 316 47,100 SH x 26 47,100 133 19,800 SH x x 51 19,800 Sports Authority, Inc. Common Stocks 849176102 27 3,800 SH x x 28 3,800 35 5,000 SH x x 51 5,000 Sprint Corp.-FON Group Common Stocks 852061100 782 54,000 SH x x 1 54,000 4,248 293,400 SH x x 7 293,400 822 56,800 SH x x 10 56,800 7,744 534,839 SH x x 19 534,839 321 22,200 SH x x 21 22,200 1,248 86,200 SH x x 23 86,200 13,241 914,450 SH x 26 914,450 Sprint Corp.-PCS Group Common Stocks 852061506 1,155 263,800 SH x x 10 263,800 472 107,800 SH x 26 107,800 Stage Stores, Inc. Common Stocks 85254C305 1,149 54,592 SH x x 13 54,592 824 39,163 SH x 26 39,163 Stancorp Financial Group, Inc. Common Stocks 852891100 2,193 44,900 SH x x 9 44,900 576 11,800 SH x x 17 11,800 3,576 73,200 SH x 26 73,200 15 300 SH x x 51 300 Standard Commercial Corp. Common Stocks 853258101 148 8,200 SH x x 9 8,200 1,348 74,500 SH x 26 74,500 18 1,000 SH x x 32 1,000 Standard MicroSystems Corp. Common Stocks 853626109 294 15,084 SH x x 9 15,084 214 11,000 SH x 26 11,000 37 1,900 SH x x 32 1,900 Standard-Pacific Corp. Common Stocks 85375C101 1,770 71,500 SH x x 9 71,500 32 1,300 SH x x 21 1,300 990 40,000 SH x 26 40,000 Standard Register Co. (The) Common Stocks 853887107 355 19,700 SH x x 9 19,700 57 3,150 SH x x 21 3,150 950 52,800 SH x 26 52,800 617 34,300 SH x x 51 34,300 Stanley Works (The) Common Stocks 854616109 290 8,400 SH x x 23 8,400 612 17,700 SH x 26 17,700 Staples, Inc. Common Stocks 855030102 336 18,500 SH x x 5 18,500 2,732 149,300 SH x x 7 149,300 2,756 150,586 SH x x 19 150,586 159 8,700 SH x x 21 8,700 7,904 431,924 SH x 26 431,924 2,315 126,500 SH x x 38 126,500 223 12,200 SH x x 42 12,200 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 423 17,800 SH x x 1 17,800 2,754 116,000 SH x x 20 116,000 442 18,600 SH x x 23 18,600 665 28,000 SH x 26 28,000 13,045 549,500 SH x x 37 549,500 9,283 391,015 SH x x 49 391,015 State Street Corp. Common Stocks 857477103 76 1,960 SH x x 19 1,960 102 2,610 SH x 26 2,610 Staten Island Bancorp, Inc. Common Stocks 857550107 1,792 89,000 SH x x 9 89,000 926 46,000 SH x x 17 46,000 2,284 113,400 SH x 26 113,400 Station Casinos, Inc. Common Stocks 857689103 87 4,900 SH x x 9 4,900 1,271 71,800 SH x 26 71,800 474 26,800 SH x x 28 26,800 894 50,500 SH x x 40 50,500 Steak N Shake Co. (The) Common Stocks 857873103 18 1,800 SH x x 21 1,800 315 31,500 SH x 26 31,500 5 500 SH x x 28 500 233 23,300 SH x x 51 23,300 Steel Dynamics, Inc. Common Stocks 858119100 925 76,900 SH x x 9 76,900 24 2,000 SH x x 21 2,000 1,410 117,200 SH x 26 117,200 153 12,700 SH x x 32 12,700 190 15,800 SH x x 51 15,800 Steelcase, Inc. Class A Common Stocks 858155203 756 69,000 SH x x 9 69,000 563 51,400 SH x 26 51,400 103 9,400 SH x x 28 9,400 25 2,300 SH x x 51 2,300 Sterling Bancshares, Inc. Common Stocks 858907108 13 1,100 SH x x 9 1,100 35 2,900 SH x x 32 2,900 Stericycle, Inc. Common Stocks 858912108 819 25,300 SH x x 9 25,300 155 4,800 SH x x 11 4,800 52 1,600 SH x x 21 1,600 3,261 100,700 SH x 26 100,700 220 6,800 SH x x 28 6,800 2,050 63,300 SH x x 44 63,300 Steris Corp. Common Stocks 859152100 885 36,500 SH x x 7 36,500 1,778 73,300 SH x x 9 73,300 1,266 52,212 SH x x 19 52,212 6,845 282,260 SH x 26 282,260 320 13,200 SH x x 32 13,200 851 35,100 SH x x 38 35,100 17 700 SH x x 51 700 Sterling Bancorp Common Stocks 859158107 320 12,144 SH x x 9 12,144 222 8,448 SH x 26 8,448 Sterling Financial Corp. Common Stocks 859319105 60 3,200 SH x x 28 3,200
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- Stewart & Stevenson Services Common Stocks 860342104 1,749 123,700 SH x 26 123,700 Stewart Information Services Corp. Common Stocks 860372101 417 19,500 SH x x 9 19,500 635 29,700 SH x 26 29,700 51 2,400 SH x x 32 2,400 49 2,300 SH x x 51 2,300 Stilwell Financial, Inc. Common Stocks 860831106 190 14,500 SH x x 31 14,500 STMicroelectronics NV Common Stocks 861012102 609 31,200 SH x x 16 31,200 144 7,400 SH x 26 7,400 139 7,100 SH x x 34 7,100 Stone Energy Corp. Common Stocks 861642106 1,901 56,990 SH x x 2 56,990 1,791 53,700 SH x 26 53,700 36 1,080 SH x x 28 1,080 Stoneridge, Inc. Common Stocks 86183P102 125 10,500 SH x 26 10,500 21 1,800 SH x x 32 1,800 Storage Technology Corp. Common Stocks 862111200 2,900 135,400 SH x x 7 135,400 4,045 188,865 SH x x 19 188,865 141 6,600 SH x x 21 6,600 6,807 317,809 SH x 26 317,809 163 7,600 SH x x 28 7,600 293 13,700 SH x x 32 13,700 321 15,000 SH x x 42 15,000 47 2,200 SH x x 51 2,200 Stride Rite Corp. Common Stocks 863314100 22 3,000 SH x x 51 3,000 Stryker Corp. Common Stocks 863667101 1,060 15,800 SH x x 10 15,800 503 7,500 SH x x 21 7,500 5,618 83,700 SH x 26 83,700 2,430 36,200 SH x x 38 36,200 Summit Properties, Inc. Common Stocks 866239106 3,818 214,500 SH x x 20 214,500 Sun Communities, Inc. Common Stocks 866674104 4,078 111,500 SH x x 20 111,500 18 500 SH x x 21 500 347 9,500 SH x 26 9,500 212 5,800 SH x x 51 5,800 Sun MicroSystems, Inc. Common Stocks 866810104 68 22,002 SH x x 19 22,002 203 65,400 SH x x 21 65,400 91 29,400 SH x 26 29,400 Sungard Data Systems, Inc. Common Stocks 867363103 1,715 72,800 SH x x 7 72,800 5,628 238,892 SH x x 19 238,892 6,059 257,160 SH x 26 257,160 Sunrise Assisted Living, Inc. Common Stocks 86768K106 57 2,300 SH x x 28 2,300 SunTrust Banks, Inc. Common Stocks 867914103 700 12,300 SH x x 1 12,300 2,433 42,740 SH x x 5 42,740 3,341 58,700 SH x x 10 58,700 3,581 62,910 SH x x 12 62,910 595 10,458 SH x x 19 10,458 649 11,400 SH x x 23 11,400 10,003 175,730 SH x 26 175,730 216 3,800 SH x x 52 3,800 Superior Energy Services Common Stocks 868157108 1,755 214,050 SH x 26 214,050 Supervalu, Inc. Common Stocks 868536103 1,677 101,600 SH x x 9 101,600 5,121 310,183 SH x x 19 310,183 426 25,800 SH x x 21 25,800 542 32,800 SH x x 23 32,800 7,069 428,150 SH x 26 428,150 SureWest Communications Common Stocks 868733106 231 6,200 SH x x 28 6,200 SurModics, Inc. Common Stocks 868873100 1,028 35,840 SH x 26 35,840 Susquehanna Bancshares, Inc. Common Stocks 869099101 344 16,500 SH x x 9 16,500 627 30,100 SH x 26 30,100 46 2,200 SH x x 32 2,200 Swift Transportation Co., Inc. Common Stocks 870756103 36 1,810 SH x x 19 1,810 48 2,420 SH x 26 2,420 62 3,100 SH x x 32 3,100 Sybase, Inc. Common Stocks 871130100 595 44,400 SH x x 7 44,400 429 32,000 SH x x 9 32,000 63 4,700 SH x x 21 4,700 2,128 158,800 SH x 26 158,800 224 16,700 SH x x 32 16,700 182 13,600 SH x x 42 13,600 19 1,400 SH x x 51 1,400 Sybron Dental Specialties, Inc. Common Stocks 871142105 334 22,500 SH x 26 22,500 - 0 SH x x 28 465 31,331 SH x x 43 31,331 SYKES Enterprises, Inc. Common Stocks 871237103 64 19,430 SH x x 19 19,430 685 208,830 SH x 26 208,830 12 3,700 SH x x 51 3,700 Sylvan Learning Systems, Inc. Common Stocks 871399101 992 60,500 SH x 26 60,500 121 7,400 SH x x 28 7,400 138 8,400 SH x x 32 8,400 Symantec Corp. Common Stocks 871503108 105 2,600 SH x x 10 2,600 7,899 195,000 SH x 26 195,000 717 17,700 SH x x 28 17,700 4,738 117,000 SH x x 38 117,000 SynopSystem, Inc. Common Stocks 871607107 554 12,013 SH x x 17 12,013 466 10,100 SH x 26 10,100 0 1 SH x x 51 1 Syngenta AG - ADR Common Stocks 87160A100 4,696 407,630 SH x x 12 407,630 7,572 657,320 SH x 26 657,320 Synovus Financial Corp. Common Stocks 87161C105 578 29,800 SH x x 7 29,800 361 18,600 SH x 26 18,600 Systemco Corp. Common Stocks 871829107 730 24,500 SH x x 9 24,500 2,893 97,100 SH x x 10 97,100 146 4,900 SH x x 21 4,900 8,017 269,130 SH x 26 269,130 5,600 187,976 SH x x 39 187,976 Systems & Computer Technology Corp. Common Stocks 871873105 1,732 201,350 SH x 26 201,350 226 26,300 SH x x 51 26,300 TBC Corp. Common Stocks 872180104 31 2,600 SH x x 9 2,600 TCF Financial Corp. Common Stocks 872275102 66 1,500 SH x x 9 1,500 284 6,500 SH x x 10 6,500 153 3,500 SH x x 11 3,500 619 14,170 SH x x 19 14,170 3,395 77,710 SH x 26 77,710 223 5,100 SH x x 28 5,100 2,005 45,900 SH x x 44 45,900 TECO Energy, Inc. Common Stocks 872375100 591 38,200 SH x x 1 38,200 1,075 69,500 SH x x 7 69,500 416 26,900 SH x x 21 26,900 204 13,200 SH x x 23 13,200 1,281 82,800 SH x 26 82,800 TEPPCO Partners L.P. Common Stocks 872384102 1,193 43,000 SH x x 2 43,000
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 2,242 80,800 SH x 26 80,800 TJX Cos., Inc. Common Stocks 872540109 816 41,800 SH x x 9 41,800 1,443 73,900 SH x x 10 73,900 238 12,200 SH x x 21 12,200 2,700 138,300 SH x 26 138,300 355 18,200 SH x x 50 18,200 TXU Corp. Common Stocks 873168108 1,063 56,900 SH x x 5 56,900 1,698 90,880 SH x x 12 90,880 900 48,200 SH x x 19 48,200 99 5,300 SH x x 21 5,300 138 7,410 SH x x 23 7,410 3,717 199,000 SH x 26 199,000 Taiwan Fund, Inc. (The) Common Stocks 874036106 1,096 124,600 SH x 26 124,600 Taiwan Semiconductor Manufacturing Co., Ltd. - ADR Common Stocks 874039100 197 27,400 SH x x 1 27,400 400 56,700 SH x x 14 56,700 343 48,619 SH x x 16 48,619 7,807 1,107,347 SH x 26 1,107,347 582 82,600 SH x x 30 82,600 660 93,574 SH x x 34 93,574 209 29,700 SH x x 36 29,700 3,928 557,210 SH x x 39 557,210 Take-Two Interactive Software Common Stocks 874054109 2,318 98,700 SH x x 9 98,700 364 15,500 SH x x 17 15,500 96 4,100 SH x x 21 4,100 5,060 215,410 SH x 26 215,410 101 4,300 SH x x 42 4,300 Talbots, Inc. Common Stocks 874161102 2,457 89,250 SH x x 19 89,250 1,783 64,757 SH x 26 64,757 66 2,400 SH x x 28 2,400 Talisman Energy, Inc. Common Stocks 87425E103 1,830 50,585 SH x x 2 50,585 Target Corp. Common Stocks 87612E106 499 17,400 SH x x 1 17,400 375 12,500 SH x x 9 12,500 6,333 211,100 SH x x 10 211,100 4,698 156,600 SH x x 13 156,600 549 18,300 SH x x 21 18,300 13,461 448,700 SH x 26 448,700 Taubman Centers, Inc. Common Stocks 876664103 2,306 142,100 SH x x 20 142,100 9,413 580,000 SH x x 37 580,000 4,789 295,100 SH x x 49 295,100 Tech Data Corp. Common Stocks 878237106 1,054 39,100 SH x x 9 39,100 2,794 103,630 SH x x 19 103,630 93 3,450 SH x x 21 3,450 51 1,900 SH x x 23 1,900 7,324 271,670 SH x 26 271,670 124 4,600 SH x x 28 4,600 359 13,300 SH x x 32 13,300 849 31,500 SH x x 51 31,500 Techne Corp. Common Stocks 878377100 728 25,500 SH x x 17 25,500 247 8,650 SH x x 21 8,650 3,788 132,600 SH x 26 132,600 2,857 100,000 SH x x 51 100,000 Tecumseh Products Co. Class A Common Stocks 878895200 38 850 SH x x 21 850 1,015 23,000 SH x 26 23,000 44 1,000 SH x x 32 1,000 494 11,200 SH x x 51 11,200 Tekelec Common Stocks 879101103 1,533 146,657 SH x x 13 146,657 1,140 109,048 SH x 26 109,048 Tektronix, Inc. Common Stocks 879131100 307 16,860 SH x x 19 16,860 409 22,510 SH x 26 22,510 Telecomunicacoes Brasileiras SA - ADR Preferred Stocks 879287308 382 20,500 SH x x 14 20,500 1,997 107,100 SH x x 22 107,100 2,369 127,000 SH x 26 127,000 395 21,205 SH x x 48 21,205 Teledyne Technologies, Inc. Common Stocks 879360105 1,068 68,100 SH x 26 68,100 71 4,500 SH x x 28 4,500 1,465 93,400 SH x x 43 93,400 Teleflex, Inc. Common Stocks 879369106 120 2,800 SH x x 28 2,800 Telefonos de Mexico SA de CV - ADR Common Stocks 879403780 633 19,800 SH x x 4 19,800 1,126 35,200 SH x x 8 35,200 1,156 36,153 SH x x 14 36,153 2,021 63,200 SH x x 16 63,200 2,339 73,150 SH x x 22 73,150 1,298 40,600 SH x x 23 40,600 11,579 362,083 SH x 26 362,083 1,169 36,560 SH x x 29 36,560 2,146 67,104 SH x x 30 67,104 2,002 62,600 SH x x 34 62,600 572 17,878 SH x x 48 17,878 Telephone & Data Systems, Inc. Common Stocks 879433100 705 15,000 SH x 26 15,000 1,143 24,300 SH x x 43 24,300 Tellabs, Inc. Common Stocks 879664100 803 110,400 SH x x 9 110,400 185 25,400 SH x x 19 25,400 762 104,820 SH x 26 104,820 Temple-Inland, Inc. Common Stocks 879868107 501 11,500 SH x x 5 11,500 2,070 46,200 SH x x 9 46,200 2,169 48,400 SH x x 10 48,400 152 3,400 SH x x 21 3,400 385 8,600 SH x x 23 8,600 4,450 99,300 SH x 26 99,300 780 17,400 SH x x 42 17,400 TeleTech Holdings, Inc. Common Stocks 879939106 18 2,500 SH x x 21 2,500 423 58,200 SH x 26 58,200 176 24,300 SH x x 51 24,300 Tenet Healthcare Corp. Common Stocks 88033G100 496 31,950 SH x x 1 31,950 1,880 114,650 SH x x 7 114,650 2,083 127,000 SH x x 10 127,000 1,916 116,800 SH x 26 116,800 713 43,450 SH x x 46 43,450 Tenneco Automotive, Inc. Common Stocks 880349105 204 50,500 SH x x 9 50,500 153 37,800 SH x 26 37,800 289 71,500 SH x x 45 71,500 Teradyne, Inc. Common Stocks 880770102 44 3,400 SH x x 10 3,400 66 5,100 SH x x 21 5,100 9 700 SH x 26 700 185 14,200 SH x x 42 14,200 Terex Corp. Common Stocks 880779103 1,410 126,550 SH x 26 126,550 Tesoro Petroleum Corp. Common Stocks 881609101 21 4,600 SH x x 21 4,600 Teva Pharmaceutical Industries - ADR Common Stocks 881624209 799 20,690 SH x x 14 20,690 224 5,800 SH x x 15 5,800
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 3,162 81,900 SH x x 18 81,900 16,940 438,736 SH x 26 438,736 807 20,896 SH x x 29 20,896 392 10,160 SH x x 30 10,160 2,205 57,100 SH x x 38 57,100 2,498 64,710 SH x x 39 64,710 3,142 81,382 SH x x 41 81,382 Tetra Tech, Inc. Common Stocks 88162G103 58 4,725 SH x x 11 4,725 877 71,849 SH x 26 71,849 74 6,100 SH x x 28 6,100 769 63,025 SH x x 44 63,025 Texas Industries, Inc. Common Stocks 882491103 1,728 71,100 SH x x 2 71,100 1,524 62,725 SH x 26 62,725 Texas Instruments, Inc. Common Stocks 882508104 518 34,400 SH x x 1 34,400 111 7,400 SH x x 3 7,400 872 58,120 SH x x 5 58,120 74 4,900 SH x x 6 4,900 1,993 132,800 SH x x 7 132,800 699 46,600 SH x x 10 46,600 1,442 96,050 SH x x 12 96,050 3,406 226,917 SH x x 19 226,917 30 2,000 SH x x 23 2,000 6,580 438,379 SH x 26 438,379 506 33,700 SH x x 36 33,700 Texas Regional Bancshares, Inc. Class A Common Stocks 882673106 363 10,200 SH x x 9 10,200 245 6,899 SH x 26 6,899 75 2,100 SH x x 28 2,100 39 1,100 SH x x 32 1,100 Textron, Inc. Common Stocks 883203101 279 6,500 SH x x 1 6,500 2,420 56,300 SH x x 2 56,300 969 22,536 SH x x 19 22,536 559 13,000 SH x x 23 13,000 6,073 141,260 SH x 26 141,260 Thermo Electron Corp. Common Stocks 883556102 515 25,600 SH x 26 25,600 38 1,900 SH x x 28 1,900 Thomas & Betts Corp. Common Stocks 884315102 18 1,050 SH x x 21 1,050 340 20,100 SH x 26 20,100 235 13,900 SH x x 51 13,900 Thomson Corp. (The) Common Stocks 884903105 628 23,500 SH x x 16 23,500 1,889 70,680 SH x 26 70,680 Thornburg Mortgage, Inc. Common Stocks 885218107 1,343 66,800 SH x x 9 66,800 40 2,000 SH x x 21 2,000 1,600 79,600 SH x 26 79,600 117 5,800 SH x x 28 5,800 179 8,900 SH x x 32 8,900 243 12,100 SH x x 51 12,100 3Com Corp. Common Stocks 885535104 2,628 567,700 SH x x 9 567,700 92 19,800 SH x x 21 19,800 6,671 1,440,872 SH x 26 1,440,872 2,231 481,900 SH x x 40 481,900 176 38,100 SH x x 42 38,100 156 33,650 SH x x 50 33,650 224 48,300 SH x x 51 48,300 3DO Co. (The) Common Stocks 88553W204 82 40,500 SH x x 45 40,500 3M Co. Common Stocks 88579Y101 6,546 53,100 SH x x 1 53,100 210 1,700 SH x x 3 1,700 1,990 16,140 SH x x 5 16,140 136 1,100 SH x x 6 1,100 4,611 37,400 SH x x 10 37,400 2,450 19,870 SH x x 12 19,870 5,718 46,372 SH x x 19 46,372 1,184 9,600 SH x x 21 9,600 1,110 9,000 SH x x 23 9,000 34,785 282,116 SH x 26 282,116 3,859 31,300 SH x x 38 31,300 7,053 57,200 SH x x 54 57,200 TIBCO Software, Inc. Common Stocks 88632Q103 1,028 166,400 SH x 26 166,400 1,264 204,600 SH x x 43 204,600 180 29,150 SH x x 50 29,150 Ticketmaster Class B Common Stocks 88633P203 934 44,034 SH x x 19 44,034 34 1,600 SH x x 21 1,600 974 45,880 SH x 26 45,880 231 10,900 SH x x 28 10,900 607 28,600 SH x x 51 28,600 Tidewater, Inc. Common Stocks 886423102 1,944 62,500 SH x x 2 62,500 468 15,000 SH x x 5 15,000 641 20,601 SH x x 19 20,601 109 3,500 SH x x 21 3,500 4,929 158,500 SH x 26 158,500 610 19,600 SH x x 42 19,600 587 18,870 SH x x 50 18,870 Tiffany & Co. Common Stocks 886547108 79 3,300 SH x x 11 3,300 15,506 648,512 SH x 26 648,512 4,999 209,065 SH x x 35 209,065 1,031 43,100 SH x x 44 43,100 Timberland Co. Class A Common Stocks 887100105 164 4,600 SH x x 28 4,600 Timken Co. Common Stocks 887389104 1,433 75,000 SH x x 9 75,000 49 2,550 SH x x 21 2,550 3,314 173,500 SH x 26 173,500 111 5,800 SH x x 32 5,800 743 38,900 SH x x 51 38,900 Titan Corp. Common Stocks 888266103 357 34,300 SH x 26 34,300 24 2,300 SH x x 28 2,300 29 2,800 SH x x 51 2,800 Tivo, Inc. Common Stocks 888706108 410 78,800 SH x x 45 78,800 Toll Brothers, Inc. Common Stocks 889478103 2,273 112,500 SH x x 2 112,500 4,577 226,600 SH x x 9 226,600 16 800 SH x x 21 800 5,759 285,100 SH x 26 285,100 117 5,800 SH x x 28 5,800 Tompkins Trustco, Inc. Common Stocks 890110109 84 1,900 SH x 26 1,900 Too, Inc. Common Stocks 890333107 459 19,500 SH x x 17 19,500 383 16,300 SH x 26 16,300 Tootsie Roll Industries, Inc. Common Stocks 890516107 95 3,100 SH x x 11 3,100 1,442 47,000 SH x 26 47,000 1,233 40,200 SH x x 44 40,200 Torchmark Corp. Common Stocks 891027104 731 20,000 SH x x 1 20,000 3,686 100,900 SH x x 10 100,900 169 4,623 SH x x 19 4,623 716 19,600 SH x x 23 19,600
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 3,323 90,980 SH x 26 90,980 Toro Co. Common Stocks 891092108 1,521 23,800 SH x x 9 23,800 77 1,200 SH x x 21 1,200 1,693 26,500 SH x 26 26,500 96 1,500 SH x x 28 1,500 498 7,800 SH x x 51 7,800 Total Fina Elf SA - ADR Common Stocks 89151E109 6,168 86,269 SH x x 22 86,269 6,815 95,312 SH x 26 95,312 1,667 23,308 SH x x 48 23,308 Total System Services, Inc. Common Stocks 891906109 54 4,000 SH x x 28 4,000 Town & Country Trust (The) Common Stocks 892081100 32 1,500 SH x x 49 1,500 Toys R Us, Inc. Common Stocks 892335100 160 16,000 SH x x 1 16,000 1,683 168,300 SH x x 9 168,300 73 7,300 SH x x 21 7,300 28 2,800 SH x x 23 2,800 575 57,500 SH x 26 57,500 Tractor Supply Co. Common Stocks 892356106 113 3,000 SH x x 28 3,000 Trammell Crow Co. Common Stocks 89288R106 72 8,000 SH x x 28 8,000 Transaction Systems Architects, Inc. Class A Common Stocks 893416107 20 3,100 SH x x 51 3,100 Transatlantic Holdings, Inc. Common Stocks 893521104 100 1,500 SH x x 28 1,500 Travelers Property Casualty Corp. Class A Common Stocks 89420G109 739 50,391 SH x x 1 50,391 134 9,145 SH x x 5 9,145 10,226 698,000 SH x x 10 698,000 201 13,738 SH x x 12 13,738 72 4,916 SH x x 19 4,916 256 17,502 SH x x 23 17,502 5,315 362,832 SH x 26 362,832 1,098 74,932 SH x x 36 74,932 - 0 SH x x 50 Travelers Property Casualty Corp. Common Stocks 89420G307 602 26,940 SH x x 5 26,940 1,012 45,280 SH x x 12 45,280 1,647 73,680 SH x 26 73,680 Travelers Property Casualty Corp. Class B Common Stocks 89420G406 310 21,148 SH x x 1 21,148 116 7,921 SH x x 5 7,921 425 29,018 SH x x 9 29,018 1,427 97,430 SH x x 10 97,430 196 13,350 SH x x 12 13,350 1,787 121,964 SH x x 19 121,964 161 11,020 SH x x 21 11,020 346 23,599 SH x x 23 23,599 4,204 286,966 SH x 26 286,966 157 10,749 SH x x 36 10,749 338 23,092 SH x x 50 23,092 - 0 SH x x 54 Tredegar Corp. Common Stocks 894650100 221 14,700 SH x 26 14,700 32 2,100 SH x x 32 2,100 Trex Co., Inc. Common Stocks 89531P105 494 14,000 SH x x 9 14,000 512 14,500 SH x 26 14,500 Triad Hospitals, Inc. Common Stocks 89579K109 300 10,300 SH x x 5 10,300 2,765 92,700 SH x x 9 92,700 137 4,600 SH x x 11 4,600 60 2,000 SH x x 21 2,000 4,534 152,000 SH x 26 152,000 265 8,875 SH x x 28 8,875 367 12,300 SH x x 42 12,300 1,820 61,000 SH x x 44 61,000 Triad Guaranty, Inc. Common Stocks 895925105 512 13,900 SH x x 17 13,900 92 2,500 SH x x 21 2,500 1,393 37,800 SH x 26 37,800 33 900 SH x x 32 900 276 7,500 SH x x 42 7,500 Tribune Co. Common Stocks 896047107 227 5,000 SH x x 1 5,000 1,307 28,740 SH x x 5 28,740 3,978 87,500 SH x x 7 87,500 1,159 25,500 SH x x 9 25,500 8,942 196,700 SH x x 10 196,700 2,127 46,780 SH x x 12 46,780 4,441 97,700 SH x x 13 97,700 150 3,300 SH x x 21 3,300 105 2,300 SH x x 23 2,300 21,813 479,820 SH x 26 479,820 1,787 39,300 SH x x 38 39,300 Trimble Navigation, Ltd. Common Stocks 896239100 510 40,800 SH x x 9 40,800 658 52,700 SH x 26 52,700 42 3,400 SH x x 32 3,400 Trimeris, Inc. Common Stocks 896263100 26 600 SH x x 28 600 Trinity Industries, Inc. Common Stocks 896522109 18 950 SH x x 21 950 Triumph Group, Inc. Common Stocks 896818101 1,057 33,100 SH x x 9 33,100 21 650 SH x x 21 650 1,195 37,400 SH x 26 37,400 243 7,600 SH x x 51 7,600 Trizec Properties, Inc. Common Stocks 89687P107 74 7,853 SH x x 19 7,853 2,254 240,000 SH x x 20 240,000 89 9,500 SH x x 21 9,500 99 10,520 SH x 26 10,520 838 89,200 SH x x 49 89,200 630 67,100 SH x x 51 67,100 Trustmark Corp. Common Stocks 898402102 114 4,800 SH x x 9 4,800 361 15,200 SH x 26 15,200 159 6,700 SH x x 28 6,700 64 2,700 SH x x 32 2,700 Tuesday Morning Corp. Common Stocks 899035505 17 1,000 SH x x 51 1,000 Tupperware Corp. Common Stocks 899896104 306 20,300 SH x 26 20,300 TV Azteca SA de CV - ADR Common Stocks 901145102 93 19,400 SH x 26 19,400 91 19,100 SH x x 29 19,100 Ii-Vi, Inc. Common Stocks 902104108 2,057 128,111 SH x x 13 128,111 999 62,218 SH x 26 62,218 Tyco International, Ltd. Common Stocks 902124106 1,041 67,800 SH x x 1 67,800 1,504 98,000 SH x x 9 98,000 11,456 670,734 SH x x 10 670,734 6,477 379,200 SH x x 13 379,200 48 2,800 SH x x 23 2,800 19,363 1,133,650 SH x 26 1,133,650 1,252 73,300 SH x x 46 73,300 497 29,070 SH x x 50 29,070 Tyson Foods, Inc. Class A Common Stocks 902494103 2,245 200,100 SH x x 7 200,100 127 11,320 SH x x 19 11,320 435 38,745 SH x x 23 38,745 3,628 323,320 SH x 26 323,320
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 252 22,500 SH x x 28 22,500 914 81,500 SH x x 43 81,500 UCBH Holdings, Inc. Common Stocks 90262T308 42 1,000 SH x x 21 1,000 149 3,500 SH x x 28 3,500 UGI Corp. Common Stocks 902681105 763 20,400 SH x x 9 20,400 2,116 56,600 SH x 26 56,600 247 6,600 SH x x 28 6,600 183 4,900 SH x x 32 4,900 UICI Common Stocks 902737105 849 54,600 SH x 26 54,600 82 5,300 SH x x 28 5,300 126 8,100 SH x x 32 8,100 UIL Holdings Corp. Common Stocks 902748102 70 2,000 SH x x 9 2,000 14 400 SH x x 21 400 617 17,700 SH x 26 17,700 167 4,800 SH x x 51 4,800 UMB Financial Corp. Common Stocks 902788108 156 4,080 SH x x 9 4,080 25 650 SH x x 21 650 652 17,042 SH x 26 17,042 314 8,200 SH x x 51 8,200 UST, Inc. Common Stocks 902911106 231 6,900 SH x x 21 6,900 328 9,800 SH x 26 9,800 US Restaurants Properties, Inc. Common Stocks 902971100 66 4,700 SH x x 9 4,700 151 10,700 SH x 26 10,700 25 1,800 SH x x 32 1,800 US Bancorp Common Stocks 902973304 1,700 80,118 SH x x 1 80,118 214 10,100 SH x x 3 10,100 142 6,700 SH x x 6 6,700 7,158 337,300 SH x x 7 337,300 10,867 512,100 SH x x 9 512,100 16,585 781,570 SH x x 10 781,570 4,998 235,525 SH x x 19 235,525 397 18,700 SH x x 21 18,700 2,514 118,453 SH x x 23 118,453 30,166 1,421,605 SH x 26 1,421,605 312 14,700 SH x x 52 14,700 USA Interactive Common Stocks 902984103 992 43,300 SH x x 7 43,300 11,374 496,227 SH x 26 496,227 94 4,100 SH x x 28 4,100 8,352 364,540 SH x x 39 364,540 727 31,720 SH x x 50 31,720 URS Corp. Common Stocks 903236107 165 11,600 SH x 26 11,600 USG Corp. Common Stocks 903293405 57 6,700 SH x x 21 6,700 1,025 121,300 SH x 26 121,300 784 92,800 SH x x 51 92,800 USEC, Inc. Common Stocks 90333E108 386 64,100 SH x x 9 64,100 45 7,550 SH x x 21 7,550 954 158,400 SH x 26 158,400 537 89,200 SH x x 51 89,200 USI Holdings Corp. Common Stocks 90333H101 203 17,300 SH x x 28 17,300 US Physical Therapy, Inc. Common Stocks 90337L108 42 3,800 SH x x 28 3,800 US Oncology, Inc. Common Stocks 90338W103 332 38,300 SH x 26 38,300 107 12,300 SH x x 28 12,300 291 33,600 SH x x 51 33,600 Ultratech Stepper, Inc. Common Stocks 904034105 282 28,700 SH x x 45 28,700 Unifi, Inc. Common Stocks 904677101 12 2,250 SH x x 21 2,250 489 93,100 SH x 26 93,100 270 51,500 SH x x 43 51,500 153 29,100 SH x x 51 29,100 Unilab Corp. Common Stocks 904763208 75 4,100 SH x x 28 4,100 Unilever NV Common Stocks 904784709 1,006 16,300 SH x x 21 16,300 2,018 32,700 SH x 26 32,700 Union Pacific Corp. Common Stocks 907818108 994 16,600 SH x x 1 16,600 2,119 35,400 SH x x 5 35,400 5,819 97,200 SH x x 7 97,200 1,934 32,300 SH x x 10 32,300 1,741 29,080 SH x x 12 29,080 1,398 23,351 SH x x 19 23,351 1,314 21,940 SH x x 23 21,940 10,481 175,060 SH x 26 175,060 Union Planters Corp. Common Stocks 908068109 1,799 63,915 SH x x 2 63,915 170 6,033 SH x x 19 6,033 110 3,900 SH x x 21 3,900 367 13,050 SH x x 23 13,050 3,179 112,967 SH x 26 112,967 UnionBanCal Corp. Common Stocks 908906100 0 3 SH x x 7 3 331 8,440 SH x x 19 8,440 801 20,400 SH x x 23 20,400 2,172 55,320 SH x 26 55,320 283 7,200 SH x x 28 7,200 UniSystem Corp. Common Stocks 909214108 379 38,300 SH x x 1 38,300 811 81,900 SH x x 9 81,900 87 8,830 SH x x 19 8,830 62 6,300 SH x x 21 6,300 80 8,100 SH x x 23 8,100 1,946 196,540 SH x 26 196,540 1,794 181,200 SH x x 43 181,200 Unit Corp. Common Stocks 909218109 17 900 SH x x 21 900 26 1,400 SH x x 28 1,400 United Auto Group, Inc. Common Stocks 909440109 319 25,600 SH x x 9 25,600 69 5,500 SH x x 21 5,500 3,054 244,900 SH x 26 244,900 61 4,900 SH x x 28 4,900 161 12,900 SH x x 32 12,900 1,091 87,500 SH x x 51 87,500 United Defense Industries, Inc. Common Stocks 91018B104 2,239 96,100 SH x x 9 96,100 142 6,100 SH x x 21 6,100 5,368 230,400 SH x 26 230,400 862 37,000 SH x x 40 37,000 305 13,100 SH x x 42 13,100 United Dominion Realty Trust, Inc. Common Stocks 910197102 1,204 73,600 SH x x 9 73,600 134 8,200 SH x x 10 8,200 959 58,600 SH x 26 58,600 6,770 413,800 SH x x 37 413,800 9,880 603,900 SH x x 49 603,900 United Fire & Casualty Co. Common Stocks 910331107 2,160 64,561 SH x 26 64,561 United Microelectronics Corp. - ADR Common Stocks 910873207 254 75,600 SH x x 14 75,600 138 40,940 SH x x 15 40,940 1,840 547,700 SH x x 22 547,700 2,244 667,935 SH x 26 667,935 198 58,987 SH x x 30 58,987
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 449 133,500 SH x x 48 133,500 United Natural Foods, Inc. Common Stocks 911163103 157 6,210 SH x x 28 6,210 266 10,500 SH x x 51 10,500 United Online, Inc. Common Stocks 911268100 1,076 67,500 SH x x 17 67,500 1,632 102,400 SH x 26 102,400 61 3,800 SH x x 32 3,800 416 26,100 SH x x 51 26,100 United Parcel Service, Inc. Class B Common Stocks 911312106 3,589 56,900 SH x x 1 56,900 8,099 128,400 SH x x 10 128,400 16,613 263,364 SH x 26 263,364 5,565 88,220 SH x x 39 88,220 3,917 62,100 SH x x 54 62,100 United Rentals, Inc. Common Stocks 911363109 285 26,500 SH x x 9 26,500 56 5,200 SH x x 21 5,200 US Cellular Corp. Common Stocks 911684108 1,000 39,960 SH x x 2 39,960 41 1,650 SH x x 21 1,650 2,643 105,630 SH x 26 105,630 200 8,000 SH x x 32 8,000 163 6,500 SH x x 51 6,500 US Industries, Inc. Common Stocks 912080108 487 185,200 SH x 26 185,200 678 257,900 SH x x 43 257,900 273 103,900 SH x x 45 103,900 United States Steel Corp. Common Stocks 912909108 583 44,400 SH x x 9 44,400 2,081 158,600 SH x x 10 158,600 450 34,324 SH x x 19 34,324 108 8,200 SH x x 21 8,200 636 48,500 SH x x 23 48,500 6,729 512,890 SH x 26 512,890 408 31,100 SH x x 32 31,100 1,443 110,000 SH x x 51 110,000 United Stationers, Inc. Common Stocks 913004107 92 3,200 SH x x 21 3,200 1,400 48,600 SH x 26 48,600 98 3,400 SH x x 28 3,400 52 1,800 SH x x 32 1,800 853 29,600 SH x x 51 29,600 United Surgical Partners International, Inc. Common Stocks 913016309 197 12,600 SH x x 28 12,600 United Technologies Corp. Common Stocks 913017109 1,313 21,200 SH x x 1 21,200 335 5,500 SH x x 5 5,500 4,707 76,000 SH x x 7 76,000 13,757 222,100 SH x x 10 222,100 1,672 27,000 SH x x 13 27,000 1,141 18,428 SH x x 19 18,428 1,542 24,900 SH x x 21 24,900 1,028 16,600 SH x x 23 16,600 16,456 265,680 SH x 26 265,680 217 3,500 SH x x 42 3,500 242 3,900 SH x x 46 3,900 476 7,680 SH x x 50 7,680 United Therapeutics Corp. New Common Stocks 91307C102 613 36,700 SH x 26 36,700 428 25,600 SH x x 40 25,600 UnitedHealth Group, Inc. Common Stocks 91324P102 2,336 28,300 SH x x 1 28,300 2,411 28,872 SH x x 7 28,872 10,296 123,300 SH x x 9 123,300 3,433 41,111 SH x x 19 41,111 401 4,800 SH x x 21 4,800 518 6,200 SH x x 23 6,200 46,453 556,319 SH x 26 556,319 9,477 113,492 SH x x 35 113,492 2,806 33,600 SH x x 36 33,600 6,956 83,310 SH x x 39 83,310 Unitrin, Inc. Common Stocks 913275103 202 6,900 SH x x 9 6,900 Universal Compression Holdings, Inc. Common Stocks 913431102 779 40,700 SH x x 9 40,700 24 1,250 SH x x 21 1,250 3,058 159,850 SH x 26 159,850 94 4,900 SH x x 28 4,900 272 14,200 SH x x 51 14,200 Universal Corp. Common Stocks 913456109 1,223 33,100 SH x x 9 33,100 20 550 SH x x 21 550 2,883 78,000 SH x 26 78,000 192 5,200 SH x x 32 5,200 237 6,400 SH x x 51 6,400 Universal Electronics, Inc. Common Stocks 913483103 598 61,400 SH x 26 61,400 237 24,300 SH x x 45 24,300 Universal Forest Products, Inc. Common Stocks 913543104 104 4,900 SH x x 9 4,900 232 10,900 SH x 26 10,900 75 3,500 SH x x 28 3,500 34 1,600 SH x x 32 1,600 36 1,700 SH x x 51 1,700 Universal Health Realty Income Common Stocks 91359E105 181 6,900 SH x x 9 6,900 297 11,300 SH x 26 11,300 Univision Communications, Inc. Class A Common Stocks 914906102 4,471 182,500 SH x 26 182,500 2,631 107,400 SH x x 38 107,400 Unocal Corp. Common Stocks 915289102 2,568 83,980 SH x x 5 83,980 3,099 101,350 SH x x 12 101,350 211 6,900 SH x x 19 6,900 300 9,800 SH x x 23 9,800 5,229 170,980 SH x 26 170,980 UNOVA, Inc. Common Stocks 91529B106 660 110,000 SH x 26 110,000 1,222 203,700 SH x x 43 203,700 UnumProvident Corp. Common Stocks 91529Y106 188 10,700 SH x x 1 10,700 2,627 149,800 SH x x 10 149,800 2,092 119,275 SH x x 19 119,275 28 1,600 SH x x 23 1,600 3,192 181,980 SH x 26 181,980 USfreightways Corp. Common Stocks 916906100 1,078 37,500 SH x x 9 37,500 1,139 39,600 SH x 26 39,600 104 3,600 SH x x 28 3,600 Urban Outfitters, Inc. Common Stocks 917047102 64 2,700 SH x x 28 2,700 Urstadt Biddle Properties, Inc. Common Stocks 917286106 99 7,800 SH x x 28 7,800 Urstadt Biddle Properties, Inc. Class A Common Stocks 917286205 1,365 123,200 SH x x 20 123,200 Utstarcom, Inc. Common Stocks 918076100 1,914 96,500 SH x x 7 96,500 94 4,720 SH x x 19 4,720 1,993 100,490 SH x 26 100,490 200 10,100 SH x x 28 10,100 470 23,700 SH x x 40 23,700 VCA Antech, Inc. Common Stocks 918194101 205 13,700 SH x x 11 13,700 3,392 226,100 SH x 26 226,100 26 1,700 SH x x 32 1,700 2,691 179,400 SH x x 44 179,400 VF Corp. Common Stocks 918204108 155 4,300 SH x x 1 4,300
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 1,479 41,036 SH x x 19 41,036 314 8,700 SH x x 21 8,700 1,157 32,100 SH x x 23 32,100 4,920 136,476 SH x 26 136,476 Valassis Communications, Inc. Common Stocks 918866104 118 4,000 SH x x 11 4,000 1,916 65,100 SH x 26 65,100 141 4,800 SH x x 28 4,800 1,583 53,800 SH x x 44 53,800 Valero Energy Corp. Common Stocks 91913Y100 263 7,300 SH x x 5 7,300 717 19,400 SH x x 10 19,400 140 3,800 SH x x 21 3,800 66 1,800 SH x x 23 1,800 994 26,900 SH x 26 26,900 340 9,200 SH x x 42 9,200 Valspar Corp. Common Stocks 920355104 570 12,900 SH x x 17 12,900 477 10,800 SH x 26 10,800 159 3,600 SH x x 28 3,600 Valuevision Media, Inc. Class A Common Stocks 92047K107 1,418 94,670 SH x x 13 94,670 992 66,249 SH x 26 66,249 Varco International, Inc. Common Stocks 922122106 390 22,433 SH x x 9 22,433 64 3,700 SH x x 21 3,700 1,844 105,962 SH x 26 105,962 160 9,200 SH x x 28 9,200 611 35,100 SH x x 51 35,100 Varian, Inc. Common Stocks 922206107 40 1,400 SH x x 21 1,400 714 24,900 SH x 26 24,900 149 5,200 SH x x 28 5,200 488 17,000 SH x x 51 17,000 Varian Medical Systems, Inc. Common Stocks 92220P105 1,111 22,400 SH x x 17 22,400 2,376 47,895 SH x x 19 47,895 2,743 55,304 SH x 26 55,304 407 8,200 SH x x 28 8,200 Vectren Corp. Common Stocks 92240G101 784 34,100 SH x 26 34,100 145 6,300 SH x x 28 6,300 122 5,300 SH x x 32 5,300 386 16,800 SH x x 51 16,800 Veeco Instruments, Inc. Common Stocks 922417100 16 1,400 SH x x 51 1,400 Ventas, Inc. Common Stocks 92276F100 25 2,200 SH x x 21 2,200 Veritas Software Corp. Common Stocks 923436109 1,021 64,200 SH x x 1 64,200 109 7,000 SH x x 23 7,000 289 18,500 SH x x 36 18,500 Verity, Inc. Common Stocks 92343C106 1,398 104,366 SH x x 13 104,366 1,004 74,968 SH x 26 74,968 244 18,200 SH x x 51 18,200 VeriSign, Inc. Common Stocks 92343E102 1,000 124,700 SH x x 9 124,700 51 6,300 SH x x 21 6,300 809 100,900 SH x 26 100,900 186 23,200 SH x x 28 23,200 Veritas DGC, Inc. Common Stocks 92343P107 324 41,000 SH x x 9 41,000 69 8,750 SH x x 21 8,750 2,338 296,000 SH x 26 296,000 201 25,400 SH x x 32 25,400 652 82,500 SH x x 51 82,500 Verizon Communications, Inc. Common Stocks 92343V104 195 5,038 SH x x 1 5,038 636 16,400 SH x x 3 16,400 832 21,400 SH x x 5 21,400 422 10,900 SH x x 6 10,900 2,576 66,476 SH x x 9 66,476 20,158 520,218 SH x x 10 520,218 32,405 836,264 SH x x 19 836,264 2,628 67,816 SH x x 21 67,816 4,916 126,877 SH x x 23 126,877 57,262 1,477,718 SH x 26 1,477,718 554 14,300 SH x x 42 14,300 523 13,500 SH x x 52 13,500 Vertex Pharmaceuticals, Inc. Common Stocks 92532F100 571 36,000 SH x x 10 36,000 260 16,400 SH x 26 16,400 Viacom, Inc. Class B Common Stocks 925524308 4,190 103,268 SH x x 1 103,268 363 8,900 SH x x 3 8,900 4,094 100,430 SH x x 5 100,430 240 5,900 SH x x 6 5,900 8,687 213,129 SH x x 7 213,129 2,046 50,200 SH x x 9 50,200 14,335 351,700 SH x x 10 351,700 5,165 126,729 SH x x 12 126,729 3,595 88,200 SH x x 13 88,200 21,887 536,965 SH x x 19 536,965 1,096 26,878 SH x x 23 26,878 70,962 1,740,976 SH x 26 1,740,976 4,119 101,050 SH x x 35 101,050 4,602 112,900 SH x x 36 112,900 1,810 44,400 SH x x 38 44,400 4,725 115,914 SH x x 39 115,914 Viad Corp. Common Stocks 92552R109 172 7,700 SH x x 28 7,700 ViaSystem Healthcare, Inc Common Stocks 92553Q209 17 1,150 SH x x 21 1,150 371 24,900 SH x 26 24,900 289 19,400 SH x x 51 19,400 Vignette Corp. Common Stocks 926734104 306 249,500 SH x x 9 249,500 Vintage Petroleum, Inc. Common Stocks 927460105 1,098 104,100 SH x x 9 104,100 881 83,526 SH x x 13 83,526 1,278 121,139 SH x 26 121,139 57 5,400 SH x x 28 5,400 Vishay Intertechnology, Inc. Common Stocks 928298108 44 3,940 SH x x 19 3,940 30 2,700 SH x x 21 2,700 214 19,170 SH x 26 19,170 Visteon Corp. Common Stocks 92839U107 118 17,000 SH x x 1 17,000 4,154 596,900 SH x x 9 596,900 190 27,250 SH x x 21 27,250 5,397 775,400 SH x 26 775,400 1,766 253,800 SH x x 51 253,800 Visx, Inc. Common Stocks 92844S105 684 71,400 SH x 26 71,400 950 99,200 SH x x 43 99,200 Vodafone Group PLC - ADR Common Stocks 92857W100 5,032 277,730 SH x 26 277,730 2,082 114,900 SH x x 38 114,900 843 46,500 SH x x 41 46,500 216 11,900 SH x x 42 11,900 Vornado Realty Trust Common Stocks 929042109 12,202 328,000 SH x x 20 328,000 257 6,900 SH x x 28 6,900 10,520 282,800 SH x x 49 282,800
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- Common Stocks 92906P106 164 10,000 SH x 26 10,000 Votorantim Celulose e Papel SA - VCP - ADR 268 16,300 SH x x 30 16,300 WFS Financial, Inc. Common Stocks 92923B106 136 6,500 SH x 26 6,500 21 1,000 SH x x 32 1,000 WGL Holdings, Inc. Common Stocks 92924F106 626 26,190 SH x x 5 26,190 947 39,610 SH x x 12 39,610 1,619 67,690 SH x 26 67,690 W Holding Co., Inc. Common Stocks 929251106 594 36,200 SH x x 9 36,200 456 27,800 SH x x 17 27,800 17 1,050 SH x x 21 1,050 1,072 65,300 SH x 26 65,300 343 20,900 SH x x 28 20,900 WMS Industries, Inc. Common Stocks 929297109 339 22,600 SH x x 9 22,600 785 52,400 SH x 26 52,400 WPS Resources Corp. Common Stocks 92931B106 23 600 SH x x 21 600 1,025 26,400 SH x 26 26,400 159 4,100 SH x x 28 4,100 252 6,500 SH x x 51 6,500 WSFS Financial Corp. Common Stocks 929328102 231 7,000 SH x x 9 7,000 175 5,300 SH x 26 5,300 Wabtec Corp. Common Stocks 929740108 479 34,100 SH x x 9 34,100 1,438 102,400 SH x 26 102,400 1,808 128,800 SH x x 43 128,800 Wachovia Corp. Common Stocks 929903102 2,709 74,348 SH x x 1 74,348 251 6,900 SH x x 3 6,900 3,877 106,280 SH x x 5 106,280 168 4,600 SH x x 6 4,600 6,355 174,400 SH x x 9 174,400 4,642 127,400 SH x x 12 127,400 9,586 263,055 SH x x 19 263,055 3,393 93,100 SH x x 23 93,100 31,053 852,168 SH x 26 852,168 627 17,200 SH x x 42 17,200 957 26,250 SH x x 50 26,250 Waddell & Reed Financial, Inc. Class A Common Stocks 930059100 728 37,000 SH x 26 37,000 Wal-Mart Stores, Inc. Common Stocks 931142103 1,578 31,700 SH x x 1 31,700 677 13,400 SH x x 3 13,400 450 8,900 SH x x 6 8,900 2,155 42,659 SH x x 7 42,659 17,260 341,720 SH x x 9 341,720 25,194 498,800 SH x x 10 498,800 3,152 62,400 SH x x 13 62,400 1,321 26,152 SH x x 19 26,152 6,677 132,200 SH x x 21 132,200 79,490 1, 573,749 SH x 26 1,573,749 286 5,665 SH x x 31 5,665 4,156 82,281 SH x x 35 82,281 4,672 92,500 SH x x 36 92,500 19,695 389,917 SH x x 39 389,917 Walgreen Co. Common Stocks 931422109 1,173 40,500 SH x x 1 40,500 149 5,100 SH x x 3 5,100 99 3,400 SH x x 6 3,400 257 8,800 SH x x 10 8,800 514 17,600 SH x x 21 17,600 5,987 205,109 SH x 26 205,109 2,595 88,900 SH x x 36 88,900 4,051 138,773 SH x x 39 138,773 Wallace Computer Services, Inc. Common Stocks 932270101 449 20,857 SH x x 19 20,857 34 1,600 SH x x 21 1,600 454 21,100 SH x 26 21,100 95 4,400 SH x x 28 4,400 254 11,800 SH x x 51 11,800 Walter Industries, Inc. Common Stocks 93317Q105 113 10,400 SH x x 21 10,400 1,163 107,400 SH x 26 107,400 84 7,800 SH x x 28 7,800 44 4,100 SH x x 32 4,100 328 30,300 SH x x 42 30,300 Washington Federal, Inc. Common Stocks 938824109 269 10,835 SH x x 9 10,835 31 1,233 SH x x 19 1,233 40 1,590 SH x 26 1,590 Washington Mutual, Inc. Common Stocks 939322103 1,924 55,729 SH x x 1 55,729 7,462 216,100 SH x x 7 216,100 8,277 239,700 SH x x 9 239,700 3,615 104,700 SH x x 10 104,700 6,200 179,556 SH x x 19 179,556 1,556 45,050 SH x x 21 45,050 2,513 72,765 SH x x 23 72,765 28,410 822,753 SH x 26 822,753 2,020 58,500 SH x x 38 58,500 447 12,950 SH x x 50 12,950 Washington Post Class B Common Stocks 939640108 3,852 5,220 SH x x 2 5,220 2,194 2,973 SH x x 19 2,973 5,511 7,467 SH x 26 7,467 Waste Connections, Inc. Common Stocks 941053100 3,193 82,700 SH x x 9 82,700 981 25,400 SH x x 17 25,400 3,764 97,500 SH x 26 97,500 274 7,100 SH x x 28 7,100 Waste Management, Inc. Common Stocks 94106L109 287 12,500 SH x x 1 12,500 167 7,300 SH x x 9 7,300 4,247 185,300 SH x x 10 185,300 810 35,358 SH x x 19 35,358 202 8,800 SH x x 21 8,800 642 28,000 SH x x 23 28,000 4,020 175,384 SH x 26 175,384 1,453 63,400 SH x x 46 63,400 WatchGuard Technologies Common Stocks 941105108 18 2,800 SH x x 45 2,800 Water Pik Technologies, Inc. Common Stocks 94113U100 192 26,100 SH x x 45 26,100 Watsco, Inc. Common Stocks 942622200 34 2,100 SH x x 21 2,100 786 48,000 SH x 26 48,000 501 30,600 SH x x 51 30,600 Watson Pharmaceuticals, Inc. Common Stocks 942683103 1,479 52,300 SH x x 9 52,300 172 6,100 SH x x 10 6,100 3,713 131,335 SH x x 19 131,335 147 5,200 SH x x 21 5,200 4,897 173,235 SH x 26 173,235 Watson Wyatt & Co. Holdings Common Stocks 942712100 57 2,600 SH x x 9 2,600 20 900 SH x x 51 900 Watts Industries, Inc. Class A Common Stocks 942749102 55 3,500 SH x x 28 3,500 Wausau-Mosinee Paper Corp. Common Stocks 943315101 260 23,200 SH x x 9 23,200
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 127 11,300 SH x 26 11,300 82 7,300 SH x x 28 7,300 37 3,300 SH x x 32 3,300 Wavecom SA - ADR Common Stocks 943531103 168 11,900 SH x 26 11,900 238 16,800 SH x x 43 16,800 WebEx Communications, Inc. Common Stocks 94767L109 1,156 77,070 SH x 26 77,070 Websense, Inc. Common Stocks 947684106 1,345 62,986 SH x x 13 62,986 923 43,200 SH x x 17 43,200 1,718 80,445 SH x 26 80,445 webMethods, Inc. Common Stocks 94768C108 1,574 191,488 SH x x 13 191,488 1,270 154,535 SH x 26 154,535 WebMD Corp. Common Stocks 94769M105 1,490 174,282 SH x x 13 174,282 32 3,800 SH x x 21 3,800 1,083 126,713 SH x 26 126,713 34 4,000 SH x x 51 4,000 Webster Financial Corp. ommon Stocks 947890109 2,433 69,900 SH x x 2 69,900 237 6,800 SH x x 9 6,800 3,619 104,000 SH x 26 104,000 157 4,500 SH x x 28 4,500 Weight Watchers International, Inc. Common Stocks 948626106 2,482 54,000 SH x 26 54,000 1,457 31,700 SH x x 38 31,700 Weingarten Realty Investors Common Stocks 948741103 492 13,350 SH x x 9 13,350 Wellman, Inc. Common Stocks 949702104 18 1,350 SH x x 21 1,350 2,048 151,850 SH x 26 151,850 89 6,600 SH x x 32 6,600 WellPoint Health Networks Common Stocks 94973H108 1,608 22,600 SH x x 1 22,600 7,023 98,700 SH x x 9 98,700 2,654 37,300 SH x x 10 37,300 206 2,900 SH x x 21 2,900 683 9,600 SH x x 23 9,600 7,529 105,800 SH x 26 105,800 6 86 SH x x 28 86 1,082 15,200 SH x x 46 15,200 Wells Fargo & Co. Common Stocks 949746101 3,084 65,800 SH x x 1 65,800 370 7,900 SH x x 3 7,900 616 13,300 SH x x 5 13,300 244 5,200 SH x x 6 5,200 10,386 221,600 SH x x 7 221,600 6,552 139,800 SH x x 9 139,800 13,933 297,262 SH x x 19 297,262 211 4,500 SH x x 21 4,500 3,229 68,900 SH x x 23 68,900 36,286 774,183 SH x 26 774,183 3,931 83,870 SH x x 35 83,870 1,954 41,700 SH x x 38 41,700 412 8,800 SH x x 42 8,800 1,087 23,200 SH x x 46 23,200 Wendy's International, Inc. Common Stocks 950590109 1,925 71,100 SH x x 10 71,100 297 10,965 SH x x 21 10,965 1,429 52,800 SH x 26 52,800 Werner Enterprises, Inc. Common Stocks 950755108 3,298 153,199 SH x 26 153,199 0 1 SH x x 28 1 133 6,200 SH x x 32 6,200 1,740 80,831 SH x x 40 80,831 Wesco Financial Corp. Common Stocks 950817106 2,721 8,780 SH x x 2 8,780 2,303 7,430 SH x 26 7,430 West Corp. Common Stocks 952355105 88 5,300 SH x x 11 5,300 1,953 117,640 SH x 26 117,640 1,170 70,500 SH x x 44 70,500 Westamerica BanCorp. Common Stocks 957090103 80 2,000 SH x x 28 2,000 Westar Energy, Inc. Common Stocks 95709T100 143 14,428 SH x x 19 14,428 376 38,000 SH x x 23 38,000 2,438 246,280 SH x 26 246,280 129 13,000 SH x x 32 13,000 Westell Technologies, Inc. Class A Common Stocks 957541105 107 89,000 SH x x 45 89,000 Western Digital Corp. Common Stocks 958102105 1,471 230,200 SH x x 2 230,200 1,202 188,100 SH x x 9 188,100 230 36,000 SH x x 21 36,000 4,028 630,400 SH x 26 630,400 2,823 441,800 SH x x 51 441,800 Western Gas Resources, Inc. Common Stocks 958259103 114 3,100 SH x x 28 3,100 Western Wireless Corp. Class A Common Stocks 95988E204 17 3,200 SH x x 21 3,200 Westport Resources Corp. Common Stocks 961418100 805 38,700 SH x x 2 38,700 485 23,300 SH x x 9 23,300 37 1,800 SH x x 11 1,800 31 1,500 SH x x 21 1,500 1,402 67,400 SH x 26 67,400 478 23,000 SH x x 44 23,000 761 36,600 SH x x 51 36,600 Westwood One, Inc. Common Stocks 961815107 781 20,900 SH x x 7 20,900 8,337 223,160 SH x 26 223,160 3,456 92,500 SH x x 38 92,500 Weyerhaeuser Co. Common Stocks 962166104 837 17,000 SH x x 1 17,000 138 2,800 SH x x 10 2,800 192 3,900 SH x x 23 3,900 566 11,500 SH x 26 11,500 1,713 34,800 SH x x 46 34,800 Whirlpool Corp. Common Stocks 963320106 653 12,500 SH x x 1 12,500 715 13,700 SH x x 23 13,700 762 14,600 SH x 26 14,600 Whitney Holding Corp. Common Stocks 966612103 577 17,300 SH x x 9 17,300 115 3,450 SH x x 21 3,450 3,478 104,350 SH x 26 104,350 203 6,100 SH x x 42 6,100 620 18,600 SH x x 51 18,600 Whole Foods Market, Inc. Common Stocks 966837106 3,427 65,000 SH x 26 65,000 2,078 39,400 SH x x 38 39,400 Wild Oats Markets, Inc. Common Stocks 96808B107 320 31,000 SH x 26 31,000 179 17,300 SH x x 51 17,300 John Wiley & Sons Class A Common Stocks 968223206 18 750 SH x x 21 750 1,652 68,800 SH x 26 68,800 218 9,100 SH x x 51 9,100 Williams Cos., Inc. Common Stocks 969457100 34 14,800 SH x x 1 14,800 126 46,678 SH x x 19 46,678 349 129,390 SH x 26 129,390 276 102,300 SH x x 50 102,300 Williams-Sonoma, Inc. Common Stocks 969904101 1,073 39,510 SH x x 13 39,510 429 15,800 SH x x 17 15,800 46 1,700 SH x x 21 1,700 2,713 99,942 SH x 26 99,942
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 353 13,000 SH x x 28 13,000 950 35,000 SH x x 38 35,000 Wilmington Trust Corp. Common Stocks 971807102 22 700 SH x x 21 700 339 10,700 SH x 26 10,700 304 9,600 SH x x 51 9,600 Wilson Greatbatch Technologies, Inc. Common Stocks 972232102 4,308 147,550 SH x 26 147,550 172 5,900 SH x x 28 5,900 1,834 62,800 SH x x 40 62,800 Wimm-Bill-Dann Foods OJSC - ADR Common Stocks 97263M109 232 12,900 SH x x 14 12,900 1,102 61,365 SH x 26 61,365 148 8,264 SH x x 29 8,264 498 27,769 SH x x 41 27,769 Wintrust Financial Corp. Common Stocks 97650W108 698 22,300 SH x x 9 22,300 604 19,300 SH x 26 19,300 70 2,250 SH x x 28 2,250 Wipro, Ltd. - ADR Common Stocks 97651M109 757 22,600 SH x x 14 22,600 683 20,400 SH x 26 20,400 Wisconsin Energy Corp. Common Stocks 976657106 1,129 44,800 SH x x 9 44,800 34 1,360 SH x x 19 1,360 111 4,400 SH x x 21 4,400 1,131 44,900 SH x x 23 44,900 6,180 245,220 SH x 26 245,220 411 16,300 SH x x 28 16,300 466 18,500 SH x x 32 18,500 320 12,700 SH x x 42 12,700 Wolverine World Wide, Inc. Common Stocks 978097103 95 6,300 SH x x 28 6,300 Woodward Governor Co. Common Stocks 980745103 17 400 SH x x 21 400 322 7,400 SH x 26 7,400 187 4,300 SH x x 51 4,300 World Fuel Services Corp. Common Stocks 981475106 185 9,000 SH x 26 9,000 29 1,400 SH x x 32 1,400 18 900 SH x x 51 900 Worthington Industries Common Stocks 981811102 418 27,400 SH x x 17 27,400 31 2,040 SH x x 19 2,040 72 4,700 SH x x 21 4,700 1,759 115,420 SH x 26 115,420 158 10,400 SH x x 32 10,400 549 36,000 SH x x 51 36,000 WM Wrigley Jr. Co. Common Stocks 982526105 71 1,300 SH x x 1 1,300 779 14,200 SH x x 21 14,200 1,531 27,900 SH x 26 27,900 285 5,200 SH x x 36 5,200 Wyeth Common Stocks 983024100 220 5,900 SH x x 1 5,900 307 8,200 SH x x 3 8,200 202 5,400 SH x x 6 5,400 5,861 156,700 SH x x 10 156,700 15,032 401,923 SH x x 19 401,923 684 18,300 SH x x 23 18,300 32,540 870,059 SH x 26 870,059 598 16,000 SH x x 36 16,000 13,610 363,910 SH x x 39 363,910 856 22,900 SH x x 46 22,900 539 14,400 SH x x 50 14,400 Wynn Resorts, Ltd. Common Stocks 983134107 329 25,100 SH x x 35 25,100 XTO Energy, Inc. Common Stocks 98385X106 2,289 92,680 SH x x 2 92,680 724 29,300 SH x x 17 29,300 520 21,041 SH x x 19 21,041 11,334 458,849 SH x 26 458,849 94 3,800 SH x x 32 3,800 3,688 149,300 SH x x 38 149,300 Xcel Energy, Inc. Common Stocks 98389B100 242 22,000 SH x x 9 22,000 3,034 275,800 SH x x 10 275,800 486 44,174 SH x x 19 44,174 53 4,800 SH x x 21 4,800 217 19,700 SH x x 23 19,700 1,948 177,085 SH x 26 177,085 Xilinx, Inc. Common Stocks 983919101 127 6,000 SH x x 1 6,000 3,039 147,500 SH x x 10 147,500 149 7,233 SH x x 19 7,233 3,527 171,223 SH x 26 171,223 192 9,300 SH x x 31 9,300 1,323 64,300 SH x x 38 64,300 Xerox Corp. Common Stocks 984121103 157 19,500 SH x x 1 19,500 3,267 405,900 SH x x 9 405,900 163 20,200 SH x x 21 20,200 254 31,600 SH x x 23 31,600 3,503 435,100 SH x 26 435,100 Yahoo, Inc. Common Stocks 984332106 553 33,800 SH x x 7 33,800 2,299 140,600 SH x x 9 140,600 7,288 445,740 SH x 26 445,740 5,140 314,380 SH x x 39 314,380 Yankee Candle Co., Inc. Common Stocks 984757104 558 34,850 SH x 26 34,850 Yellow Corp. Common Stocks 985509108 96 3,800 SH x x 28 3,800 York International Corp. Common Stocks 986670107 1,342 52,487 SH x x 19 52,487 1,954 76,411 SH x 26 76,411 128 5,000 SH x x 28 5,000 31 1,200 SH x x 32 1,200 Yum! Brands, Inc. Common Stocks 988498101 6,651 274,600 SH x x 10 274,600 549 22,682 SH x x 19 22,682 3,136 129,490 SH x 26 129,490 Zale Corp. Common Stocks 988858106 998 31,297 SH x x 13 31,297 698 21,895 SH x 26 21,895 96 3,000 SH x x 28 3,000 Zebra Technologies Corp. Class A Common Stocks 989207105 1,891 32,995 SH x 26 32,995 172 3,000 SH x x 28 3,000 Zimmer Holdings, Inc. Common Stocks 98956P102 1,250 30,100 SH x x 9 30,100 216 5,200 SH x x 21 5,200 9,070 218,456 SH x 26 218,456 2,931 70,586 SH x x 35 70,586 Zions BanCorp. Common Stocks 989701107 34 870 SH x x 19 870 44 1,120 SH x 26 1,120 Zoran Corp. Common Stocks 98975F101 1,091 77,514 SH x x 13 77,514 569 40,450 SH x x 17 40,450 49 3,450 SH x x 21 3,450 3,075 218,525 SH x 26 218,525 69 4,900 SH x x 32 4,900 138 9,800 SH x x 42 9,800 ACE, Ltd. Common Stocks G0070K103 1,196 40,900 SH x x 1 40,900 715 24,380 SH x x 19 24,380 29 1,000 SH x x 23 1,000
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- 1,058 36,070 SH x 26 36,070 1,209 41,200 SH x x 46 41,200 Amdocs, Ltd. Common Stocks G02602103 251 24,800 SH x x 5 24,800 83 8,500 SH x x 21 8,500 402 40,900 SH x x 42 40,900 Accenture, Ltd. Class A Common Stocks G1150G111 663 36,870 SH x x 12 36,870 10,731 596,523 SH x 26 596,523 5,475 304,350 SH x x 39 304,350 783 43,500 SH x x 41 43,500 Cooper Industries, Ltd. Class A Common Stocks G24182100 744 20,400 SH x x 1 20,400 372 10,200 SH x x 10 10,200 13 370 SH x x 19 370 620 17,000 SH x x 23 17,000 1,618 44,400 SH x 26 44,400 328 9,000 SH x x 52 9,000 Everest Re Group, Ltd. Common Stocks G3223R108 642 11,612 SH x x 19 11,612 411 7,424 SH x 26 7,424 Garmin, Ltd. Common Stocks G37260109 1,352 46,147 SH x 26 46,147 744 25,380 SH x x 41 25,380 GlobalSantaFe Corp. Common Stocks G3930E101 2,177 89,501 SH x x 2 89,501 5,077 208,760 SH x 26 208,760 1,588 65,300 SH x x 54 65,300 Ingersoll-Rand Co. Class A Common Stocks G4776G101 370 8,600 SH x x 1 8,600 1,974 45,850 SH x x 2 45,850 4,573 106,200 SH x x 10 106,200 267 6,200 SH x x 21 6,200 375 8,700 SH x x 23 8,700 7,345 170,575 SH x 26 170,575 1,352 31,400 SH x x 38 31,400 310 7,200 SH x x 52 7,200 IPC Holdings, Ltd. Common Stocks G4933P101 2,596 82,300 SH x x 2 82,300 2,517 79,800 SH x 26 79,800 Loral Space & Communications Common Stocks G56462107 112 261,600 SH x 26 261,600 188 438,300 SH x x 43 438,300 Marvell Technology Group, Ltd. Common Stocks G5876H105 94 5,000 SH x x 21 5,000 2,007 106,400 SH x 26 106,400 1,124 59,600 SH x x 41 59,600 270 14,300 SH x x 42 14,300 Nabors Industries, Ltd. Common Stocks G6359F103 265 7,500 SH x x 1 7,500 1,609 45,607 SH x x 2 45,607 3,570 101,220 SH x 26 101,220 1,301 36,900 SH x x 38 36,900 Noble Corp. Common Stocks G65422100 1,046 29,760 SH x x 19 29,760 706 20,080 SH x 26 20,080 O2Micro International, Ltd. Common Stocks G6797E106 1,819 186,600 SH x 26 186,600 1,279 131,200 SH x x 40 131,200 Platinum Underwriters Holdings, Ltd. Common Stocks G7127P100 818 31,046 SH x 26 31,046 688 26,100 SH x x 50 26,100 RenaissanceRe Holdings, Ltd. Common Stocks G7496G103 2,849 71,950 SH x x 2 71,950 756 19,100 SH x x 17 19,100 63 1,600 SH x x 21 1,600 10,622 268,236 SH x 26 268,236 1,453 36,700 SH x x 38 36,700 2,540 64,140 SH x x 41 64,140 459 11,600 SH x x 42 11,600 Scottish Annuity & Life Holdings, Ltd. Common Stocks G7885T104 450 25,800 SH x x 45 25,800 UTI Worldwide, Inc. Common Stocks G87210103 360 13,700 SH x 26 13,700 Transocean, Inc. Common Stocks G90078109 661 28,500 SH x x 1 28,500 984 42,400 SH x x 9 42,400 1,213 52,300 SH x x 10 52,300 38 1,630 SH x x 19 1,630 44 1,900 SH x x 23 1,900 5,679 244,790 SH x 26 244,790 2,728 117,600 SH x x 54 117,600 Willis Group Holdings, Ltd. Common Stocks G96655108 651 22,700 SH x x 17 22,700 1,491 52,000 SH x x 24 52,000 4,567 159,279 SH x 26 159,279 803 28,009 SH x x 41 28,009 XL Capital, Ltd. Class A Common Stocks G98255105 950 12,300 SH x x 1 12,300 2,557 33,100 SH x x 2 33,100 1,530 19,808 SH x x 19 19,808 162 2,100 SH x x 21 2,100 62 800 SH x x 23 800 3,611 46,741 SH x 26 46,741 Alcon, Inc. Common Stocks H01301102 1,491 37,800 SH x x 24 37,800 7,290 184,800 SH x 26 184,800 2,892 73,300 SH x x 38 73,300 Millicom International Cellular SA Common Stocks L6388F102 113 63,700 SH x x 8 63,700 102 57,200 SH x 26 57,200 Check Point Software Technologies Common Stocks M22465104 434 33,500 SH x x 8 33,500 130 10,015 SH x x 14 10,015 929 71,658 SH x 26 71,658 737 56,860 SH x x 30 56,860 Precise Software Solutions, Ltd. Common Stocks M41450103 111 6,700 SH x x 11 6,700 1,765 106,900 SH x 26 106,900 1,463 88,600 SH x x 44 88,600 Orbotech, Ltd. Common Stocks M75253100 355 25,775 SH x x 8 25,775 403 29,280 SH x 26 29,280 119 8,680 SH x x 30 8,680 Taro Pharmaceuticals Industries Common Stocks M8737E108 7,092 188,628 SH x 26 188,628 1,778 47,300 SH x x 40 47,300 2,559 68,049 SH x x 41 68,049 Verisity, Ltd. Common Stocks M97385112 17 900 SH x x 13 900 614 32,200 SH x x 17 32,200 663 34,800 SH x 26 34,800 ASM International NV Common Stocks N07045102 173 13,437 SH x x 13 13,437 3,751 290,804 SH x 26 290,804 2,099 162,700 SH x x 44 162,700 ASML Holding NV Common Stocks N07059111 107 12,800 SH x x 16 12,800 666 79,700 SH x 26 79,700 CNH Global NV Common Stocks N20935107 266 70,100 SH x 26 70,100 381 100,300 SH x x 43 100,300 Panamerican Beverages, Inc. Class A Common Stocks P74823108 1,149 55,300 SH x x 23 55,300 480 23,100 SH x 26 23,100 Steiner Leisure, Ltd. Common Stocks P8744Y102 1,638 117,533 SH x x 13 117,533 1,046 75,016 SH x 26 75,016 Royal Caribbean Cruises, Ltd. Common Stocks V7780T103 1,121 67,134 SH x x 13 67,134 85 5,100 SH x x 21 5,100 786 47,088 SH x 26 47,088 242 14,500 SH x x 42 14,500
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Investment Value Shares/Prn Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ---------- ------ ---- ------- ----- -------- ---- ------ ---- Creative Technology, Ltd. Common Stocks Y1775U107 1,508 213,027 SH x x 22 213,027 1,550 218,960 SH x 26 218,960 347 49,000 SH x x 48 49,000 Flextronics International, Ltd. Common Stocks Y2573F102 2,892 353,150 SH x 26 353,150 990 120,900 SH x x 41 120,900 OMI Corp. Common Stocks Y6476W104 2,017 490,700 SH x 26 490,700 1,414 344,100 SH x x 40 344,100 359 87,400 SH x x 45 87,400 Teekay Shipping Corp. Common Stocks Y8564W103 2,532 62,200 SH x x 2 62,200 2,719 66,800 SH x 26 66,800 - ------------------------------------------------------------- Total Market Value 16,559,957 Total Row Count 7,353 - -------------------------------------------------------------
-----END PRIVACY-ENHANCED MESSAGE-----