-----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, MHeQ3FJPthPJXbv6PslDTrO24V2TuOXm38QWYkLdkUiDwUd3VE6hfQv8KxyiRQ4J QgTN/UJHyzeWI/iFPPcbSw== 0000950134-04-011694.txt : 20040809 0000950134-04-011694.hdr.sgml : 20040809 20040809070357 ACCESSION NUMBER: 0000950134-04-011694 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040809 EFFECTIVENESS DATE: 20040809 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: 04959438 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 f38184e13fvhr.txt FORM 13F-HR UNITES STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2004 -------------------------------- Check here if Amendment [ ]; Amendment Number: -------------------------------- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Frank Russell Company ------------------------------------------------------------------- Address: 909 A Street Tacoma, WA 98402 ------------------------------------------------------------------- Form 13F File Number: 28-01190 -------- 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 August 9, 2004 - -------------------------------------------------------------------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 52 ------------------------------ Form 13F Information Table Entry Total: 7,671 ------------------------------ Form 13F Information Table Value Total: ($000) $ 29,372,289 ------------------------------ 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 28-06536 AEW Management and Advisors, L.P. 3 28-03344 Alliance Capital Management Australia Limited 4 28-03344 Alliance Capital Management L.P. 5 28-03344 Alliance Capital Management L.P. through its Bernstein Investment Research and Management Unit 6 28-03675 Ark Asset Management Co., Inc. 7 28-05508 Aronson+Johnson+Ortiz, LP 8 28-10005 ArrowStreet Capital, Limited Partnership 9 28-05615 Axiom International Investors LLC 10 28-04395 Baillie, Gifford Overseas Limited 12 28-05480 Barclays Global Fund Advisors 13 28-03946 Barclays Global Investors, N.A. 14 28-02204 BrandyWine Asset Management, LLC 15 28-00096 Capital Guardian Trust Company (Capital Group, Inc.) 16 28-04457 Capital International, Inc. 17 28-05519 CapitalWorks Investment Partners, LLC 18 28-00663 David J. Greene and Company, LLC 19 28-01488 Delphi Management, Inc. 23 28-00939 Fidelity International Limited 25 28-01096 Frank Russell Trust Company 26 28-00620 Franklin Portfolio Associates LLC 27 28-04007 Fuller & Thaler Asset Management 28 28-01515 Geewax, Terker & Company 29 28-06418 Genesis Asset Managers Limited 30 28-10312 Goldman Sachs Asset Management, a unit of the Investment Management Division of Goldman, Sachs & Co. 32 28-00016 Institutional Capital Corporation
33 28-00255 INVESCO Realty Advisors, a division of INVESCO Institutional (N.A.), Inc. 34 28-06008 Iridian Asset Management LLC 35 28-00694 J.P. Morgan Investment Management Inc. 36 28-03059 Jacobs Levy Equity Management, Inc. 37 28-01944 John A. Levin & Co., Inc. 38 28-05792 Kayne Anderson Rudnick Investment Management, LLC 39 28-00413 Lord, Abbett & Co, LLC 40 28-06748 Marsico Capital Management, LLC 41 28-04632 Martingale Asset Management, L.P. 42 28-02633 Marvin & Palmer Associates, Inc. 43 28-04968 MFS Institutional Advisors, Inc. 44 28-00288 Montag & Caldwell, Inc. 45 28-06277 Next Century Growth Investors, LLC 46 28-04189 Nicholas Applegate Capital Management 48 28-02510 Roxbury Capital Management, LLC 49 28-10103 RREEF America LLC 50 28-05734 Sands Capital Management, Inc. 51 28-03579 Schneider Capital Management 52 28-01202 Strong Capital Management, Inc. 53 28-03426 Suffolk Capital Management, Inc. 54 28-05015 Systematic Financial Management, L.P. 55 28-00115 T. Rowe Price International, Inc. 56 28-06677 TCW Investment Management Company 57 28-00620 The Boston Company Asset Management, LLC 58 28-02293 TimesSquare Capital Management, Inc. 59 28-02924 Turner Investment Partners, Inc. 60 28-04372 Westpeak Investment Advisors, L.P.
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Aaon, Inc. Common Stocks 000360206 139 6,900 SH Defined 39 6,900 AAR Corp. Common Stocks 000361105 998 87,900 SH Sole 25 87,900 AAR Corp. Common Stocks 000361105 1,218 107,280 SH Defined 30 107,280 AAR Corp. Common Stocks 000361105 358 31,500 SH Defined 46 31,500 AAR Corp. Common Stocks 000361105 650 57,300 SH Defined 54 57,300 ADC Telecommunications, Inc. Common Stocks 000886101 711 174,500 SH Defined 4 174,500 ADC Telecommunications, Inc. Common Stocks 000886101 309 108,800 SH Defined 5 108,800 ADC Telecommunications, Inc. Common Stocks 000886101 3,346 1,178,300 SH Sole 25 1,178,300 ADC Telecommunications, Inc. Common Stocks 000886101 3,768 1,311,100 SH Defined 36 1,311,100 ADE Corp. Common Stocks 00089C107 2 100 SH Defined 41 100 ACT Teleconferencing, Inc. Common Stocks 000955104 507 156,200 SH Defined 27 156,200 ABM Industries, Inc. Common Stocks 000957100 637 32,700 SH Sole 25 32,700 ABM Industries, Inc. Common Stocks 000957100 866 44,500 SH Defined 36 44,500 Aflac, Inc. Common Stocks 001055102 2,047 50,150 SH Sole 25 50,150 Aflac, Inc. Common Stocks 001055102 257 6,300 SH Defined 35 6,300 Aflac, Inc. Common Stocks 001055102 3,706 87,390 SH Defined 43 87,390 Aflac, Inc. Common Stocks 001055102 1,143 28,000 SH Defined 56 28,000 AGCO Corp. Common Stocks 001084102 2,161 106,100 SH Sole 25 106,100 AGCO Corp. Common Stocks 001084102 376 18,483 SH Defined 54 18,483 AGL Resources, Inc. Common Stocks 001204106 2,147 73,900 SH Sole 25 73,900 AGL Resources, Inc. Common Stocks 001204106 3,428 118,000 SH Defined 36 118,000 AES Corp. (The) Common Stocks 00130H105 260 26,165 SH Defined 13 26,165 AES Corp. (The) Common Stocks 00130H105 413 29,000 SH Defined 15 29,000 AES Corp. (The) Common Stocks 00130H105 309 24,200 SH Defined 36 24,200 AES Corp. (The) Common Stocks 00130H105 1,883 189,600 SH Defined 54 189,600 AES Corp. (The) Common Stocks 00130H105 337 25,300 SH Defined 60 25,300 AK Steel Holding Corp. Common Stocks 001547108 53 10,000 SH Defined 36 10,000 AMB Property Corp. Common Stocks 00163T109 10,908 315,000 SH Defined 1 315,000 AMB Property Corp. Common Stocks 00163T109 312 9,000 SH Sole 25 9,000 AMB Property Corp. Common Stocks 00163T109 1,195 34,500 SH Defined 36 34,500 AMB Property Corp. Common Stocks 00163T109 5,198 150,100 SH Defined 49 150,100 AMC Entertainment, Inc. Common Stocks 001669100 189 12,300 SH Defined 28 12,300 AMLI Residential Properties Trust Common Stocks 001735109 1,133 38,600 SH Sole 25 38,600 AMLI Residential Properties Trust Common Stocks 001735109 356 12,120 SH Defined 30 12,120 AMLI Residential Properties Trust Common Stocks 001735109 622 21,200 SH Defined 36 21,200 AMR Corp. Common Stocks 001765106 2,785 229,996 SH Defined 54 229,996 AMR Corp. Common Stocks 001765106 109 6,700 SH Defined 60 6,700 ATI Technologies, Inc. Common Stocks 001941103 7,165 379,900 SH Sole 25 379,900 ATI Technologies, Inc. Common Stocks 001941103 4,311 228,600 SH Defined 58 228,600 AT&T Corp. Common Stocks 001957505 551 26,256 SH Defined 4 26,256 AT&T Corp. Common Stocks 001957505 506 34,600 SH Defined 5 34,600 AT&T Corp. Common Stocks 001957505 653 31,100 SH Defined 15 31,100 AT&T Corp. Common Stocks 001957505 2,134 145,880 SH Sole 25 145,880 AT&T Corp. Common Stocks 001957505 57 3,900 SH Defined 36 3,900 ASV, Inc. Common Stocks 001963107 1,547 49,400 SH Sole 25 49,400 ASV, Inc. Common Stocks 001963107 625 19,970 SH Defined 30 19,970 AT&T Wireless Services, Inc. Common Stocks 00209A106 1,638 79,700 SH Defined 4 79,700 AT&T Wireless Services, Inc. Common Stocks 00209A106 3,054 213,301 SH Defined 12 213,301 AT&T Wireless Services, Inc. Common Stocks 00209A106 2,261 157,885 SH Defined 13 157,885 AT&T Wireless Services, Inc. Common Stocks 00209A106 8,842 617,438 SH Sole 25 617,438 AT&T Wireless Services, Inc. Common Stocks 00209A106 664 46,400 SH Defined 35 46,400 AT&T Wireless Services, Inc. Common Stocks 00209A106 588 30,650 SH Defined 51 30,650 AU Optronics Corp. - ADR Common Stocks 002255107 7 405 SH Defined 54 405 AU Optronics Corp. - ADR Common Stocks 002255107 229 10,465 SH Defined 60 10,465 AVX Corp. Common Stocks 002444107 1,790 123,900 SH Defined 19 123,900 AVX Corp. Common Stocks 002444107 656 45,400 SH Defined 36 45,400 Aaron Rents, Inc. Common Stocks 002535201 1,097 33,100 SH Sole 25 33,100 Aaron Rents, Inc. Common Stocks 002535201 613 18,500 SH Defined 28 18,500 Aaron Rents, Inc. Common Stocks 002535201 723 21,830 SH Defined 30 21,830 Aaron Rents, Inc. Common Stocks 002535201 275 8,300 SH Defined 41 8,300 Abaxis, Inc. Common Stocks 002567105 144 7,600 SH Sole 25 7,600 Abaxis, Inc. Common Stocks 002567105 180 9,500 SH Defined 9,500 Abaxis, Inc. Common Stocks 002567105 74 3,900 SH Defined 53 3,900 Abbott Laboratories Common Stocks 002824100 7,043 172,800 SH Defined 7 172,800 Abbott Laboratories Common Stocks 002824100 306 7,500 SH Defined 7,500 Abbott Laboratories Common Stocks 002824100 31,428 771,050 SH Sole 25 771,050 Abbott Laboratories Common Stocks 002824100 10,129 248,500 SH Defined 26 248,500 Abbott Laboratories Common Stocks 002824100 68 1,672 SH Defined 39 1,672 Abbott Laboratories Common Stocks 002824100 13,694 324,180 SH Defined 43 324,180 Abbott Laboratories Common Stocks 002824100 457 11,200 SH Defined 11,200 Abercrombie & Fitch Co. Class A Common Stocks 002896207 2,253 40,500 SH Defined 3 40,500 Abercrombie & Fitch Co. Class A Common Stocks 002896207 4,030 104,000 SH Defined 6 104,000 Abercrombie & Fitch Co. Class A Common Stocks 002896207 61 1,567 SH Defined 13 1,567 Abercrombie & Fitch Co. Class A Common Stocks 002896207 1,845 47,600 SH Defined 18 47,600 Abercrombie & Fitch Co. Class A Common Stocks 002896207 2,829 73,000 SH Defined 19 73,000 Abercrombie & Fitch Co. Class A Common Stocks 002896207 7,676 198,100 SH Sole 25 198,100 Abercrombie & Fitch Co. Class A Common Stocks 002896207 667 17,200 SH Defined 35 17,200 Abercrombie & Fitch Co. Class A Common Stocks 002896207 3,961 94,400 SH Defined 36 94,400 Abercrombie & Fitch Co. Class A Common Stocks 002896207 785 15,100 SH Defined 52 15,100 Abercrombie & Fitch Co. Class A Common Stocks 002896207 1,430 36,905 SH Defined 54 36,905 Abgenix, Inc. Common Stocks 00339B107 1,882 160,600 SH Defined 17 160,600 Abgenix, Inc. Common Stocks 00339B107 2,683 228,900 SH Sole 25 228,900 Able Laboratories, Inc. Common Stocks 00371N407 1,723 83,800 SH Defined 17 83,800 Able Laboratories, Inc. Common Stocks 00371N407 2,576 125,300 SH Sole 25 125,300 Acadia Realty Trust Common Stocks 004239109 38 2,800 SH Sole 25 2,800 Acadia Realty Trust Common Stocks 004239109 242 17,600 SH Defined 36 17,600 Accredo Health, Inc. Common Stocks 00437V104 740 19,000 SH Sole 25 19,000 Accredo Health, Inc. Common Stocks 00437V104 117 3,000 SH Defined 28 3,000 Accredo Health, Inc. Common Stocks 00437V104 779 20,000 SH Defined 20,000 Accredo Health, Inc. Common Stocks 00437V104 175 4,500 SH Defined 53 4,500 ACE Cash Express, Inc. Common Stocks 004403101 288 11,200 SH Sole 25 11,200 ACE Cash Express, Inc. Common Stocks 004403101 8 300 SH Defined 41 300 Aceto Corp. Common Stocks 004446100 2,117 120,300 SH Defined 19 120,300 Aceto Corp. Common Stocks 004446100 2,829 160,750 SH Sole 25 160,750 Aceto Corp. Common Stocks 004446100 212 9,000 SH Defined 60 9,000 Activision, Inc. Common Stocks 004930202 2,145 134,900 SH Defined 6 134,900 Activision, Inc. Common Stocks 004930202 434 20,375 SH Defined 7 20,375 Activision, Inc. Common Stocks 004930202 8,965 563,836 SH Sole 25 563,836 Activision, Inc. Common Stocks 004930202 545 34,300 SH Defined 28 34,300 Activision, Inc. Common Stocks 004930202 833 52,400 SH Defined 52,400 Activision, Inc. Common Stocks 004930202 7,709 469,600 SH Defined 36 469,600 Activision, Inc. Common Stocks 004930202 616 28,900 SH Defined 52 28,900 Activision, Inc. Common Stocks 004930202 1,202 75,600 SH Defined 53 75,600 Actuate Corp. Common Stocks 00508B102 391 76,800 SH Defined 27 76,800 Actuant Corp. Class A Common Stocks 00508X203 1,127 28,900 SH Sole 25 28,900 Actuant Corp. Class A Common Stocks 00508X203 382 9,800 SH Defined 39 9,800 Actuant Corp. Class A Common Stocks 00508X203 320 8,200 SH Defined 46 8,200 Actuant Corp. Class A Common Stocks 00508X203 604 15,500 SH Defined 54 15,500 Acuity Brands, Inc. Common Stocks 00508Y102 2,522 93,400 SH Sole 25 93,400 Acuity Brands, Inc. Common Stocks 00508Y102 59 2,200 SH Defined 28 2,200 Acuity Brands, Inc. Common Stocks 00508Y102 1,120 40,500 SH Defined 36 40,500 Acuity Brands, Inc. Common Stocks 00508Y102 308 11,400 SH Defined 41 11,400 Acxiom Corp. Common Stocks 005125109 1,068 43,007 SH Defined 12 43,007 Acxiom Corp. Common Stocks 005125109 1,111 44,743 SH Defined 13 44,743 Acxiom Corp. Common Stocks 005125109 2,626 105,766 SH Sole 25 105,766 Acxiom Corp. Common Stocks 005125109 715 28,800 SH Defined 30 28,800 Acxiom Corp. Common Stocks 005125109 47 1,900 SH Defined 41 1,900 Administaff, Inc. Common Stocks 007094105 877 52,850 SH Sole 25 52,850 Administaff, Inc. Common Stocks 007094105 497 29,913 SH Defined 54 29,913 Adobe Systems, Inc. Common Stocks 00724F101 1,595 34,300 SH Defined 7 34,300 Adobe Systems, Inc. Common Stocks 00724F101 575 12,366 SH Defined 12 12,366 Adobe Systems, Inc. Common Stocks 00724F101 315 6,782 SH Defined 13 6,782 Adobe Systems, Inc. Common Stocks 00724F101 4,354 93,636 SH Sole 25 93,636 Adobe Systems, Inc. Common Stocks 00724F101 3,687 79,300 SH Defined 36 79,300 Adtran, Inc. Common Stocks 00738A106 1,588 47,600 SH Sole 25 47,600 Adtran, Inc. Common Stocks 00738A106 666 16,600 SH Defined 36 16,600 Adtran, Inc. Common Stocks 00738A106 309 6,900 SH Defined 60 6,900 Advance Auto Parts Common Stocks 00751Y106 2,822 44,500 SH Defined 3 44,500 Advance Auto Parts Common Stocks 00751Y106 425 9,400 SH Defined 4 9,400
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Advance Auto Parts Common Stocks 00751Y106 6,605 149,500 SH Defined 6 149,500 Advance Auto Parts Common Stocks 00751Y106 37 830 SH Defined 13 830 Advance Auto Parts Common Stocks 00751Y106 15,043 340,500 SH Sole 25 340,500 Advance Auto Parts Common Stocks 00751Y106 367 8,300 SH Defined 28 8,300 Advance Auto Parts Common Stocks 00751Y106 4,234 82,000 SH Defined 36 82,000 Advance Auto Parts Common Stocks 00751Y106 1,285 21,700 SH Defined 52 21,700 Advance Auto Parts Common Stocks 00751Y106 4,321 97,800 SH Defined 58 97,800 Advanced Marketing Services Common Stocks 00753T105 811 62,850 SH Sole 25 62,850 Advo, Inc. Common Stocks 007585102 1,774 53,900 SH Defined 17 53,900 Advo, Inc. Common Stocks 007585102 4,838 146,950 SH Sole 25 146,950 Advo, Inc. Common Stocks 007585102 2,685 81,550 SH Defined 36 81,550 Advo, Inc. Common Stocks 007585102 313 9,500 SH Defined 46 9,500 Advo, Inc. Common Stocks 007585102 566 17,200 SH Defined 54 17,200 Advanced Medical Optics, Inc. Common Stocks 00763M108 5,951 139,800 SH Sole 25 139,800 Advanced Medical Optics, Inc. Common Stocks 00763M108 268 6,300 SH Defined 28 6,300 Advanced Medical Optics, Inc. Common Stocks 00763M108 511 12,000 SH Defined 30 12,000 Aeroflex, Inc. Common Stocks 007768104 4,901 342,000 SH Defined 17 342,000 Aeroflex, Inc. Common Stocks 007768104 9,170 639,900 SH Sole 25 639,900 Aeropostale, Inc. Common Stocks 007865108 4,524 168,100 SH Sole 25 168,100 Aeropostale, Inc. Common Stocks 007865108 513 19,050 SH Defined 28 19,050 Aeropostale, Inc. Common Stocks 007865108 4,050 150,500 SH Defined 150,500 Aeropostale, Inc. Common Stocks 007865108 1,641 59,700 SH Defined 36 59,700 Aeropostale, Inc. Common Stocks 007865108 1,685 62,600 SH Defined 53 62,600 Advanced Micro Devices, Inc. Common Stocks 007903107 854 37,400 SH Defined 4 37,400 Advanced Micro Devices, Inc. Common Stocks 007903107 197 12,400 SH Defined 5 12,400 Advanced Micro Devices, Inc. Common Stocks 007903107 636 40,000 SH Sole 25 40,000 Advanta Corp. Class B Common Stocks 007942204 270 11,800 SH Sole 25 11,800 Advanta Corp. Class B Common Stocks 007942204 32 1,400 SH Defined 41 1,400 Advanced Energy Industries, Inc. Common Stocks 007973100 409 26,000 SH Sole 25 26,000 Advanced Energy Industries, Inc. Common Stocks 007973100 302 19,200 SH Defined 58 19,200 Advent Software, Inc. Common Stocks 007974108 1,662 92,000 SH Defined 17 92,000 Advent Software, Inc. Common Stocks 007974108 2,499 138,300 SH Sole 25 138,300 Aetna, Inc. Common Stocks 00817Y108 7,000 80,000 SH Defined 7 80,000 Aetna, Inc. Common Stocks 00817Y108 65 762 SH Defined 13 762 Aetna, Inc. Common Stocks 00817Y108 15,334 180,400 SH Sole 25 180,400 Aetna, Inc. Common Stocks 00817Y108 1,063 12,500 SH Defined 35 12,500 Aetna, Inc. Common Stocks 00817Y108 11,612 126,000 SH Defined 36 126,000 Aetna, Inc. Common Stocks 00817Y108 475 5,590 SH Defined 59 5,590 Affiliated Computer Services, Inc. Class A Common Stocks 008190100 395 5,200 SH Defined 15 5,200 Affiliated Computer Services, Inc. Class A Common Stocks 008190100 2,605 49,200 SH Sole 25 49,200 Affiliated Computer Services, Inc. Class A Common Stocks 008190100 2,017 38,100 SH Defined 26 38,100 Affiliated Managers Group Common Stocks 008252108 2,831 56,196 SH Sole 25 56,196 Affiliated Managers Group Common Stocks 008252108 749 14,870 SH Defined 59 14,870 Affymetrix, Inc. Common Stocks 00826T108 1,313 40,129 SH Defined 12 40,129 Affymetrix, Inc. Common Stocks 00826T108 195 5,971 SH Defined 13 5,971 Affymetrix, Inc. Common Stocks 00826T108 1,760 53,770 SH Sole 25 53,770 Affordable Residential Communities Common Stocks 008273104 1,793 108,000 SH Defined 1 108,000 Aftermarket Technology Corp. Common Stocks 008318107 76 4,600 SH Defined 28 4,600 Aftermarket Technology Corp. Common Stocks 008318107 120 7,300 SH Defined 39 7,300 Agere Systems, Inc. Class A Common Stocks 00845V100 263 114,550 SH Defined 14 114,550 Agere Systems, Inc. Class A Common Stocks 00845V100 524 227,910 SH Sole 25 227,910 Agilent Technologies, Inc. Common Stocks 00846U101 20 700 SH Defined 5 700 Agilent Technologies, Inc. Common Stocks 00846U101 980 33,486 SH Defined 13 33,486 Agilent Technologies, Inc. Common Stocks 00846U101 266 9,100 SH Defined 14 9,100 Agilent Technologies, Inc. Common Stocks 00846U101 740 17,600 SH Defined 15 17,600 Agilent Technologies, Inc. Common Stocks 00846U101 3,321 113,420 SH Sole 25 113,420 Agilent Technologies, Inc. Common Stocks 00846U101 325 9,800 SH Defined 36 9,800 Agilent Technologies, Inc. Common Stocks 00846U101 30 1,019 SH Defined 39 1,019 Agilent Technologies, Inc. Common Stocks 00846U101 304 7,750 SH Defined 51 7,750 Agile Software Corp. Common Stocks 00846X105 2,739 313,000 SH Defined 17 313,000 Agile Software Corp. Common Stocks 00846X105 4,101 468,700 SH Sole 25 468,700 AgilySystem, Inc. Common Stocks 00847J105 258 18,700 SH Sole 25 18,700 AgilySystem, Inc. Common Stocks 00847J105 503 36,500 SH Defined 36 36,500 Air Products & Chemicals, Inc. Common Stocks 009158106 6,585 125,550 SH Sole 25 125,550 Air Products & Chemicals, Inc. Common Stocks 009158106 105 2,000 SH Defined 35 2,000 Air Products & Chemicals, Inc. Common Stocks 009158106 12,383 227,440 SH Defined 43 227,440 Airgas, Inc. Common Stocks 009363102 1,459 61,000 SH Sole 25 61,000 Airgas, Inc. Common Stocks 009363102 1,640 68,600 SH Defined 36 68,600 Airgas, Inc. Common Stocks 009363102 379 15,838 SH Defined 54 15,838 Airtran Holdings, Inc. Common Stocks 00949P108 1,799 127,200 SH Defined 17 127,200 Airtran Holdings, Inc. Common Stocks 00949P108 2,458 173,800 SH Sole 25 173,800 Akamai Technologies, Inc. Common Stocks 00971T101 1,324 73,775 SH Sole 25 73,775 Akamai Technologies, Inc. Common Stocks 00971T101 215 12,000 SH Defined 28 12,000 Akamai Technologies, Inc. Common Stocks 00971T101 725 40,410 SH Defined 45 40,410 Akamai Technologies, Inc. Common Stocks 00971T101 498 27,730 SH Defined 59 27,730 Akzo Nobel NV - ADR Common Stocks 010199305 529 14,200 SH Sole 25 14,200 Akzo Nobel NV - ADR Common Stocks 010199305 734 19,700 SH Defined 34 19,700 Alabama National Bancorp Common Stocks 010317105 1,398 25,200 SH Sole 25 25,200 Alabama National Bancorp Common Stocks 010317105 226 4,075 SH Defined 36 4,075 Alamosa Holdings, Inc. Common Stocks 011589108 1,510 205,480 SH Sole 25 205,480 Alaska Air Group, Inc. Common Stocks 011659109 2,556 107,100 SH Sole 25 107,100 Alaska Air Group, Inc. Common Stocks 011659109 2,181 91,360 SH Defined 30 91,360 Albany International Corp. Class A Common Stocks 012348108 983 29,300 SH Sole 25 29,300 Albany International Corp. Class A Common Stocks 012348108 131 3,900 SH Defined 28 3,900 Albany International Corp. Class A Common Stocks 012348108 1,359 40,500 SH Defined 36 40,500 Albany International Corp. Class A Common Stocks 012348108 255 7,600 SH Defined 41 7,600 Albany Molecular Research, Inc. Common Stocks 012423109 817 63,200 SH Sole 25 63,200 Albany Molecular Research, Inc. Common Stocks 012423109 127 9,800 SH Defined 41 9,800 Albemarle Corp. Common Stocks 012653101 275 8,700 SH Defined 36 8,700 Alberto-Culver Co. Common Stocks 013068101 266 5,300 SH Defined 36 5,300 Albertson's, Inc. Common Stocks 013104104 642 16,852 SH Defined 4 16,852 Albertson's, Inc. Common Stocks 013104104 37 1,400 SH Defined 5 1,400 Albertson's, Inc. Common Stocks 013104104 7,001 263,800 SH Sole 25 263,800 Albertson's, Inc. Common Stocks 013104104 5,366 202,200 SH Defined 26 202,200 Alcan, Inc. Common Stocks 013716105 547 9,200 SH Defined 4 9,200 Alcan, Inc. Common Stocks 013716105 50 1,200 SH Defined 5 1,200 Alcan, Inc. Common Stocks 013716105 202 3,400 SH Defined 23 3,400 Alcan, Inc. Common Stocks 013716105 6,247 150,900 SH Sole 25 150,900 Alcan, Inc. Common Stocks 013716105 617 14,900 SH Defined 37 14,900 Alcan, Inc. Common Stocks 013716105 699 12,600 SH Defined 51 12,600 Alcoa, Inc. Common Stocks 013817101 2,566 54,124 SH Defined 4 54,124 Alcoa, Inc. Common Stocks 013817101 1,031 31,200 SH Defined 5 31,200 Alcoa, Inc. Common Stocks 013817101 2,775 84,000 SH Defined 7 84,000 Alcoa, Inc. Common Stocks 013817101 406 12,300 SH Defined 14 12,300 Alcoa, Inc. Common Stocks 013817101 30,002 908,324 SH Sole 25 908,324 Alcoa, Inc. Common Stocks 013817101 7,270 220,100 SH Defined 26 220,100 Alcoa, Inc. Common Stocks 013817101 643 19,456 SH Defined 35 19,456 Alcoa, Inc. Common Stocks 013817101 12,240 336,600 SH Defined 36 336,600 Alcoa, Inc. Common Stocks 013817101 99 3,012 SH Defined 39 3,012 Alcoa, Inc. Common Stocks 013817101 13,603 360,644 SH Defined 59 360,644 Alderwoods Group, Inc. Common Stocks 014383103 282 23,150 SH Defined 30 23,150 Alderwoods Group, Inc. Common Stocks 014383103 35 2,900 SH Defined 41 2,900 Alexander & Baldwin, Inc. Common Stocks 014482103 238 7,117 SH Defined 12 7,117 Alexander & Baldwin, Inc. Common Stocks 014482103 20 605 SH Defined 13 605 Alexander & Baldwin, Inc. Common Stocks 014482103 942 28,149 SH Sole 25 28,149 Alexander & Baldwin, Inc. Common Stocks 014482103 7 200 SH Defined 41 200 Alexandria Real Estate Equities, Inc. Common Stocks 015271109 8,040 141,600 SH Defined 33 141,600 Alexandria Real Estate Equities, Inc. Common Stocks 015271109 397 7,000 SH Defined 36 7,000 Alfa Corp. Common Stocks 015385107 6 444 SH Sole 25 444 Alfa Corp. Common Stocks 015385107 126 9,000 SH Defined 36 9,000 Align Technology, Inc. Common Stocks 016255101 2,354 123,886 SH Sole 25 123,886 Align Technology, Inc. Common Stocks 016255101 2,932 154,307 SH Defined 154,307 Align Technology, Inc. Common Stocks 016255101 1,218 64,122 SH Defined 53 64,122 Alkermes, Inc. Common Stocks 01642T108 759 55,785 SH Sole 25 55,785 Alkermes, Inc. Common Stocks 01642T108 1,150 84,594 SH Defined 48 84,594 Alleghany Corp. Common Stocks 017175100 60 208 SH Defined 28 208 Alleghany Corp. Common Stocks 017175100 182 633 SH Defined 30 633 Allegheny Energy, Inc. Common Stocks 017361106 692 44,900 SH Defined 14 44,900 Allegheny Energy, Inc. Common Stocks 017361106 1,327 86,140 SH Sole 25 86,140 Allergan, Inc. Common Stocks 018490102 1,568 12,200 SH Defined 15 12,200 Allergan, Inc. Common Stocks 018490102 127 1,420 SH Defined 43 1,420
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Allergan, Inc. Common Stocks 018490102 2,453 27,400 SH Defined 50 27,400 Allete, Inc. Common Stocks 018522102 2,398 72,000 SH Defined 18 72,000 Allete, Inc. Common Stocks 018522102 2,491 74,800 SH Sole 25 74,800 Allete, Inc. Common Stocks 018522102 323 9,700 SH Defined 28 9,700 Alliance Data Systems Corp. Common Stocks 018581108 19,378 458,658 SH Sole 25 458,658 Alliance Data Systems Corp. Common Stocks 018581108 1,563 37,000 SH Defined 37,000 Alliance Data Systems Corp. Common Stocks 018581108 1,482 34,200 SH Defined 36 34,200 Alliance Data Systems Corp. Common Stocks 018581108 3,816 90,318 SH Defined 48 90,318 Alliance Data Systems Corp. Common Stocks 018581108 1,990 47,100 SH Defined 53 47,100 Alliance Data Systems Corp. Common Stocks 018581108 10,791 255,400 SH Defined 58 255,400 Alliance Data Systems Corp. Common Stocks 018581108 1,161 27,470 SH Defined 59 27,470 Alliance Gaming Corp. Common Stocks 01859P609 3,272 190,670 SH Sole 25 190,670 Alliance Gaming Corp. Common Stocks 01859P609 1,321 77,005 SH Defined 48 77,005 Alliance Gaming Corp. Common Stocks 01859P609 1,891 110,200 SH Defined 58 110,200 Commerzbank AG 2004 Warrants Common Stocks 018606202 30 6,600 SH Defined 36 6,600 Alliance Semiconductor Corp. Common Stocks 01877H100 1,020 171,400 SH Defined 18 171,400 Alliance Semiconductor Corp. Common Stocks 01877H100 816 137,100 SH Sole 25 137,100 Alliant Energy Corp. Common Stocks 018802108 363 13,900 SH Defined 5 13,900 Alliant Energy Corp. Common Stocks 018802108 1,246 47,781 SH Defined 13 47,781 Alliant Energy Corp. Common Stocks 018802108 3,072 117,800 SH Sole 25 117,800 Alliant Energy Corp. Common Stocks 018802108 201 7,700 SH Defined 30 7,700 Alliant Energy Corp. Common Stocks 018802108 814 31,200 SH Defined 41 31,200 Alliant TechSystems, Inc. Common Stocks 018804104 241 3,800 SH Defined 36 3,800 Allmerica Financial Corp. Common Stocks 019754100 1,379 40,800 SH Sole 25 40,800 Allmerica Financial Corp. Common Stocks 019754100 2,363 69,900 SH Defined 36 69,900 Allstate Corp. (The) Common Stocks 020002101 3,341 50,000 SH Defined 4 50,000 Allstate Corp. (The) Common Stocks 020002101 1,280 27,500 SH Defined 5 27,500 Allstate Corp. (The) Common Stocks 020002101 9,396 195,400 SH Defined 7 195,400 Allstate Corp. (The) Common Stocks 020002101 8,055 173,044 SH Defined 12 173,044 Allstate Corp. (The) Common Stocks 020002101 8,522 183,081 SH Defined 13 183,081 Allstate Corp. (The) Common Stocks 020002101 61,503 1,321,225 SH Sole 25 1,321,225 Allstate Corp. (The) Common Stocks 020002101 8,575 184,200 SH Defined 26 184,200 Allstate Corp. (The) Common Stocks 020002101 1,327 28,500 SH Defined 34 28,500 Allstate Corp. (The) Common Stocks 020002101 1,932 41,500 SH Defined 35 41,500 Allstate Corp. (The) Common Stocks 020002101 24,271 488,300 SH Defined 36 488,300 Allstate Corp. (The) Common Stocks 020002101 14,236 294,360 SH Defined 43 294,360 Alltel Corp. Common Stocks 020039103 1,199 16,500 SH Defined 4 16,500 Alltel Corp. Common Stocks 020039103 1,119 22,100 SH Defined 5 22,100 Alltel Corp. Common Stocks 020039103 2,293 45,290 SH Defined 13 45,290 Alltel Corp. Common Stocks 020039103 2,354 46,500 SH Sole 25 46,500 Alltel Corp. Common Stocks 020039103 66 1,300 SH Defined 36 1,300 Alpharma, Inc. Class A Common Stocks 020813101 1,858 90,700 SH Defined 18 90,700 Alpharma, Inc. Class A Common Stocks 020813101 3,200 156,250 SH Sole 25 156,250 Alpharma, Inc. Class A Common Stocks 020813101 341 16,660 SH Defined 30 16,660 Alpharma, Inc. Class A Common Stocks 020813101 254 12,400 SH Defined 41 12,400 Altera Corp. Common Stocks 021441100 635 19,900 SH Defined 15 19,900 Altera Corp. Common Stocks 021441100 3,492 157,140 SH Sole 25 157,140 Altera Corp. Common Stocks 021441100 1,273 57,300 SH Defined 35 57,300 Altera Corp. Common Stocks 021441100 4,552 196,300 SH Defined 36 196,300 Altera Corp. Common Stocks 021441100 1,017 45,760 SH Defined 59 45,760 Altria Group, Inc. Common Stocks 02209S103 1,027 14,300 SH Defined 4 14,300 Altria Group, Inc. Common Stocks 02209S103 7,143 142,710 SH Defined 5 142,710 Altria Group, Inc. Common Stocks 02209S103 12,242 236,850 SH Defined 7 236,850 Altria Group, Inc. Common Stocks 02209S103 9,105 181,911 SH Defined 13 181,911 Altria Group, Inc. Common Stocks 02209S103 862 12,000 SH Defined 15 12,000 Altria Group, Inc. Common Stocks 02209S103 490 9,800 SH Defined 9,800 Altria Group, Inc. Common Stocks 02209S103 40,929 817,770 SH Sole 25 817,770 Altria Group, Inc. Common Stocks 02209S103 2,117 42,300 SH Defined 35 42,300 Altria Group, Inc. Common Stocks 02209S103 8,728 140,100 SH Defined 36 140,100 Altria Group, Inc. Common Stocks 02209S103 23,911 460,370 SH Defined 43 460,370 Altria Group, Inc. Common Stocks 02209S103 726 14,500 SH Defined 14,500 Altria Group, Inc. Common Stocks 02209S103 4,632 92,554 SH Defined 54 92,554 Alumina, Ltd. - ADR Common Stocks 022205108 377 18,800 SH Defined 60 18,800 Amazon.Com, Inc. Common Stocks 023135106 133 1,700 SH Defined 15 1,700 Amazon.Com, Inc. Common Stocks 023135106 3,094 56,880 SH Defined 56 56,880 Amazon.Com, Inc. Common Stocks 023135AF3 404 282,000 SH Defined 15 282,000 AMBAC Financial Group, Inc. Common Stocks 023139108 2,001 27,250 SH Defined 35 27,250 Amcor, Ltd. (conv.) Preferred Stocks 02341R401 3,105 41,600 SH Defined 41,600 AmediSystem, Inc. Common Stocks 023436108 1,955 59,180 SH Sole 25 59,180 AmediSystem, Inc. Common Stocks 023436108 241 7,300 SH Defined 28 7,300 AmediSystem, Inc. Common Stocks 023436108 2,168 65,630 SH Defined 48 65,630 Amerada Hess Corp. Common Stocks 023551104 477 4,200 SH Defined 4 4,200 Amerada Hess Corp. Common Stocks 023551104 6,865 84,200 SH Defined 7 84,200 Amerada Hess Corp. Common Stocks 023551104 7,689 97,100 SH Sole 25 97,100 AMERCO Common Stocks 023586100 238 10,000 SH Sole 25 10,000 America Movil SA de CV Series L - ADR Common Stocks 02364W105 1,152 24,600 SH Defined 15 24,600 America Movil SA de CV Series L - ADR Common Stocks 02364W105 1,357 37,300 SH Defined 16 37,300 America Movil SA de CV Series L - ADR Common Stocks 02364W105 1,201 33,020 SH Defined 33,020 America Movil SA de CV Series L - ADR Common Stocks 02364W105 13,207 363,130 SH Sole 25 363,130 America Movil SA de CV Series L - ADR Common Stocks 02364W105 1,775 48,800 SH Defined 29 48,800 America Movil SA de CV Series L - ADR Common Stocks 02364W105 3,101 77,400 SH Defined 55 77,400 America Movil SA de CV Series L - ADR Common Stocks 02364W105 6,101 155,778 SH Defined 59 155,778 America West Holdings Corp. Class B Common Stocks 023657208 3,075 338,700 SH Sole 25 338,700 America West Holdings Corp. Class B Common Stocks 023657208 686 75,600 SH Defined 36 75,600 America West Holdings Corp. Class B Common Stocks 023657208 81 8,900 SH Defined 41 8,900 American Axle & Manufacturing Holdings, Inc. Common Stocks 024061103 385 10,600 SH Defined 5 10,600 American Axle & Manufacturing Holdings, Inc. Common Stocks 024061103 4,018 110,517 SH Defined 12 110,517 American Axle & Manufacturing Holdings, Inc. Common Stocks 024061103 2,466 67,829 SH Defined 13 67,829 American Axle & Manufacturing Holdings, Inc. Common Stocks 024061103 2,472 68,000 SH Defined 19 68,000 American Axle & Manufacturing Holdings, Inc. Common Stocks 024061103 13,530 372,104 SH Sole 25 372,104 American Axle & Manufacturing Holdings, Inc. Common Stocks 024061103 2,891 79,500 SH Defined 36 79,500 American Axle & Manufacturing Holdings, Inc. Common Stocks 024061103 796 21,900 SH Defined 41 21,900 American Electric Power Co., Inc. Common Stocks 025537101 2,429 52,880 SH Defined 4 52,880 American Electric Power Co., Inc. Common Stocks 025537101 2,525 78,900 SH Defined 5 78,900 American Electric Power Co., Inc. Common Stocks 025537101 2,033 63,522 SH Defined 13 63,522 American Electric Power Co., Inc. Common Stocks 025537101 5,797 181,160 SH Sole 25 181,160 American Electric Power Co., Inc. Common Stocks 025537101 3,381 97,500 SH Defined 36 97,500 American Express Co. Common Stocks 025816109 3,917 53,100 SH Defined 3 53,100 American Express Co. Common Stocks 025816109 5,837 113,600 SH Defined 6 113,600 American Express Co. Common Stocks 025816109 288 5,600 SH Defined 5,600 American Express Co. Common Stocks 025816109 28,799 560,510 SH Sole 25 560,510 American Express Co. Common Stocks 025816109 4,824 71,500 SH Defined 36 71,500 American Express Co. Common Stocks 025816109 1,012 19,700 SH Defined 38 19,700 American Express Co. Common Stocks 025816109 12,325 230,970 SH Defined 43 230,970 American Express Co. Common Stocks 025816109 16,071 307,300 SH Defined 44 307,300 American Express Co. Common Stocks 025816109 421 8,200 SH Defined 8,200 American Express Co. Common Stocks 025816109 813 11,800 SH Defined 52 11,800 American Express Co. Common Stocks 025816109 22,455 399,121 SH Defined 59 399,121 American Express Co. Common Stocks 025816109 1,309 19,000 SH Defined 60 19,000 American Financial Group, Inc. Common Stocks 025932104 3,947 129,100 SH Sole 25 129,100 American Financial Group, Inc. Common Stocks 025932104 254 8,300 SH Defined 28 8,300 American Financial Group, Inc. Common Stocks 025932104 1,031 33,710 SH Defined 30 33,710 American Financial Group, Inc. Common Stocks 025932104 1,146 37,500 SH Defined 36 37,500 American Financial Realty Trust Common Stocks 02607P305 2,459 172,100 SH Defined 33 172,100 American Financial Realty Trust Common Stocks 02607P305 15,292 1,070,100 SH Defined 49 1,070,100 American Greetings Class A Common Stocks 026375105 4,666 201,300 SH Sole 25 201,300 American Greetings Class A Common Stocks 026375105 1,076 46,400 SH Defined 30 46,400 American Healthways, Inc. Common Stocks 02649V104 2,518 94,580 SH Sole 25 94,580 American Healthways, Inc. Common Stocks 02649V104 1,378 51,780 SH Defined 45 51,780 American Home Mortgage Investment Corp. Common Stocks 02660R107 228 8,800 SH Defined 46 8,800 American Home Mortgage Investment Corp. Common Stocks 02660R107 428 16,500 SH Defined 54 16,500 American International Group, Inc. Common Stocks 026874107 14,170 138,477 SH Defined 4 138,477 American International Group, Inc. Common Stocks 026874107 695 9,746 SH Defined 5 9,746 American International Group, Inc. Common Stocks 026874107 13,693 192,100 SH Defined 6 192,100 American International Group, Inc. Common Stocks 026874107 96 1,348 SH Defined 12 1,348 American International Group, Inc. Common Stocks 026874107 6,216 87,206 SH Defined 13 87,206 American International Group, Inc. Common Stocks 026874107 1,183 16,590 SH Defined 14 16,590 American International Group, Inc. Common Stocks 026874107 389 3,800 SH Defined 15 3,800 American International Group, Inc. Common Stocks 026874107 791 11,100 SH Defined 11,100 American International Group, Inc. Common Stocks 026874107 71,261 999,740 SH Sole 25 999,740 American International Group, Inc. Common Stocks 026874107 8,867 124,401 SH Defined 26 124,401
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- American International Group, Inc. Common Stocks 026874107 257 3,600 SH Defined 35 3,600 American International Group, Inc. Common Stocks 026874107 695 8,262 SH Defined 36 8,262 American International Group, Inc. Common Stocks 026874107 1,411 19,800 SH Defined 37 19,800 American International Group, Inc. Common Stocks 026874107 2,010 28,200 SH Defined 38 28,200 American International Group, Inc. Common Stocks 026874107 184 2,582 SH Defined 39 2,582 American International Group, Inc. Common Stocks 026874107 410 5,750 SH Defined 43 5,750 American International Group, Inc. Common Stocks 026874107 31,943 440,200 SH Defined 44 440,200 American International Group, Inc. Common Stocks 026874107 1,169 16,400 SH Defined 16,400 American International Group, Inc. Common Stocks 026874107 2,647 27,700 SH Defined 52 27,700 American International Group, Inc. Common Stocks 026874107 13,207 176,600 SH Defined 53 176,600 American International Group, Inc. Common Stocks 026874107 5,545 77,791 SH Defined 54 77,791 American International Group, Inc. Common Stocks 026874107 748 10,500 SH Defined 56 10,500 American International Group, Inc. Common Stocks 026874107 26,796 352,209 SH Defined 59 352,209 American International Group, Inc. Common Stocks 026874107 2,571 26,900 SH Defined 60 26,900 American Italian Pasta Co. Class A Common Stocks 027070101 1,847 60,600 SH Sole 25 60,600 American Italian Pasta Co. Class A Common Stocks 027070101 389 12,755 SH Defined 54 12,755 American Land Lease, Inc. Common Stocks 027118108 411 16,900 SH Defined 27 16,900 American Medical Systems Holdings, Inc. Common Stocks 02744M108 3,623 107,509 SH Defined 17 107,509 American Medical Systems Holdings, Inc. Common Stocks 02744M108 5,439 161,395 SH Sole 25 161,395 American Medical Security Group, Inc. Common Stocks 02744P101 916 33,600 SH Sole 25 33,600 American Medical Security Group, Inc. Common Stocks 02744P101 172 6,300 SH Defined 28 6,300 American Medical Security Group, Inc. Common Stocks 02744P101 346 12,700 SH Defined 30 12,700 American Medical Security Group, Inc. Common Stocks 02744P101 390 14,300 SH Defined 36 14,300 American Pharmaceutical Partners, Inc. Common Stocks 02886P109 677 22,292 SH Sole 25 22,292 American Pharmaceutical Partners, Inc. Common Stocks 02886P109 370 12,177 SH Defined 45 12,177 American Power Conversion Corp. Common Stocks 029066107 2,252 114,600 SH Defined 17 114,600 American Power Conversion Corp. Common Stocks 029066107 3,382 172,100 SH Sole 25 172,100 American Standard Cos., Inc. Common Stocks 029712106 1,510 26,100 SH Defined 15 26,100 American Standard Cos., Inc. Common Stocks 029712106 13,379 331,915 SH Sole 25 331,915 American Standard Cos., Inc. Common Stocks 029712106 19,150 444,900 SH Defined 36 444,900 American Standard Cos., Inc. Common Stocks 029712106 953 23,640 SH Defined 59 23,640 American Tower Corp. Class A Common Stocks 029912201 5,726 376,700 SH Sole 25 376,700 American Tower Corp. Class A Common Stocks 029912201 3,321 218,500 SH Defined 58 218,500 AmericanWest Bancorp Common Stocks 03058P109 57 2,960 SH Sole 25 2,960 AmericanWest Bancorp Common Stocks 03058P109 8 440 SH Defined 41 440 AmeriCredit Corp. Common Stocks 03060R101 2,680 137,200 SH Defined 6 137,200 AmeriCredit Corp. Common Stocks 03060R101 14,366 735,600 SH Sole 25 735,600 AmeriCredit Corp. Common Stocks 03060R101 8,410 430,620 SH Defined 30 430,620 AmeriCredit Corp. Common Stocks 03060R101 395 20,200 SH Defined 46 20,200 AmeriCredit Corp. Common Stocks 03060R101 767 29,300 SH Defined 52 29,300 AmeriCredit Corp. Common Stocks 03060R101 1,037 53,080 SH Defined 54 53,080 America's Car Mart, Inc. Common Stocks 03062T105 366 12,200 SH Defined 28 12,200 Ameristar Casinos, Inc. Common Stocks 03070Q101 175 5,200 SH Sole 25 5,200 Ameristar Casinos, Inc. Common Stocks 03070Q101 212 6,300 SH Defined 28 6,300 Ameristar Casinos, Inc. Common Stocks 03070Q101 151 4,500 SH Defined 41 4,500 AmerUs Group Co. Common Stocks 03072M108 874 21,100 SH Sole 25 21,100 AmerUs Group Co. Common Stocks 03072M108 282 6,800 SH Defined 28 6,800 AmerUs Group Co. Common Stocks 03072M108 1,562 37,730 SH Defined 30 37,730 AmerisourceBergen Corp. Common Stocks 03073E105 1,322 15,400 SH Defined 3 15,400 AmerisourceBergen Corp. Common Stocks 03073E105 3,115 52,100 SH Defined 6 52,100 AmerisourceBergen Corp. Common Stocks 03073E105 10,509 175,800 SH Sole 25 175,800 AmerisourceBergen Corp. Common Stocks 03073E105 3,665 61,300 SH Defined 26 61,300 AmerisourceBergen Corp. Common Stocks 03073E105 24 400 SH Defined 35 400 AmerisourceBergen Corp. Common Stocks 03073E105 369 4,600 SH Defined 51 4,600 AmerisourceBergen Corp. Common Stocks 03073E105 601 7,500 SH Defined 52 7,500 Ameritrade Holding Corp. Common Stocks 03074K100 1,193 73,200 SH Defined 3 73,200 Ameritrade Holding Corp. Common Stocks 03074K100 175 15,400 SH Defined 4 15,400 Ameritrade Holding Corp. Common Stocks 03074K100 2,805 247,100 SH Defined 6 247,100 Ameritrade Holding Corp. Common Stocks 03074K100 2,467 217,400 SH Sole 25 217,400 Ameritrade Holding Corp. Common Stocks 03074K100 542 35,600 SH Defined 52 35,600 Ametek, Inc. Common Stocks 031100100 241 7,800 SH Defined 36 7,800 Amgen, Inc. Common Stocks 031162100 2,013 25,700 SH Defined 3 25,700 Amgen, Inc. Common Stocks 031162100 4,731 86,700 SH Defined 6 86,700 Amgen, Inc. Common Stocks 031162100 5,653 103,600 SH Defined 7 103,600 Amgen, Inc. Common Stocks 031162100 1,770 22,600 SH Defined 15 22,600 Amgen, Inc. Common Stocks 031162100 344 6,300 SH Defined 6,300 Amgen, Inc. Common Stocks 031162100 54,955 1,007,050 SH Sole 25 1,007,050 Amgen, Inc. Common Stocks 031162100 6,619 121,300 SH Defined 26 121,300 Amgen, Inc. Common Stocks 031162100 1,304 23,900 SH Defined 34 23,900 Amgen, Inc. Common Stocks 031162100 1,539 28,200 SH Defined 35 28,200 Amgen, Inc. Common Stocks 031162100 12,809 229,200 SH Defined 36 229,200 Amgen, Inc. Common Stocks 031162100 202 3,700 SH Defined 43 3,700 Amgen, Inc. Common Stocks 031162100 7,677 138,200 SH Defined 44 138,200 Amgen, Inc. Common Stocks 031162100 502 9,200 SH Defined 9,200 Amgen, Inc. Common Stocks 031162100 1,943 35,600 SH Defined 50 35,600 Amgen, Inc. Common Stocks 031162100 915 12,500 SH Defined 52 12,500 Amgen, Inc. Common Stocks 031162100 10,878 189,700 SH Defined 53 189,700 Amgen, Inc. Common Stocks 031162100 1,653 30,300 SH Defined 56 30,300 Amgen, Inc. Common Stocks 031162100 20,956 352,072 SH Defined 59 352,072 Amgen, Inc. Common Stocks 031162100 622 8,500 SH Defined 60 8,500 Amphenol Corp. Class A Common Stocks 032095101 3,812 114,400 SH Sole 25 114,400 Amphenol Corp. Class A Common Stocks 032095101 33 1,000 SH Defined 28 1,000 Amphenol Corp. Class A Common Stocks 032095101 6,321 173,600 SH Defined 36 173,600 AmSouth Bancorp Common Stocks 032165102 629 17,200 SH Defined 4 17,200 AmSouth Bancorp Common Stocks 032165102 69 2,700 SH Defined 5 2,700 Amsurg Corp. Common Stocks 03232P405 1,057 42,060 SH Sole 25 42,060 Amsurg Corp. Common Stocks 03232P405 579 23,047 SH Defined 45 23,047 Amylin Pharmaceuticals, Inc. Common Stocks 032346108 2,006 88,000 SH Defined 6 88,000 Amylin Pharmaceuticals, Inc. Common Stocks 032346108 2,674 117,300 SH Sole 25 117,300 Amylin Pharmaceuticals, Inc. Common Stocks 032346108 575 18,800 SH Defined 52 18,800 Anadarko Petroleum Corp. Common Stocks 032511107 1,454 24,812 SH Defined 12 24,812 Anadarko Petroleum Corp. Common Stocks 032511107 5,094 86,934 SH Defined 13 86,934 Anadarko Petroleum Corp. Common Stocks 032511107 11,206 191,227 SH Sole 25 191,227 Anadarko Petroleum Corp. Common Stocks 032511107 627 10,700 SH Defined 34 10,700 Anadarko Petroleum Corp. Common Stocks 032511107 1,342 22,900 SH Defined 35 22,900 Anadarko Petroleum Corp. Common Stocks 032511107 5,456 93,100 SH Defined 36 93,100 Analog Devices, Inc. Common Stocks 032654105 19,283 409,590 SH Sole 25 409,590 Analog Devices, Inc. Common Stocks 032654105 273 5,800 SH Defined 35 5,800 Analog Devices, Inc. Common Stocks 032654105 14,514 301,700 SH Defined 36 301,700 Analog Devices, Inc. Common Stocks 032654105 189 4,025 SH Defined 43 4,025 Analog Devices, Inc. Common Stocks 032654105 20,673 402,240 SH Defined 59 402,240 Analogic Corp. Common Stocks 032657207 1,701 40,100 SH Defined 17 40,100 Analogic Corp. Common Stocks 032657207 2,563 60,400 SH Sole 25 60,400 Analogic Corp. Common Stocks 032657207 289 6,800 SH Defined 39 6,800 Andrx Corp. Common Stocks 034553107 354 12,691 SH Defined 13 12,691 Andrx Corp. Common Stocks 034553107 6,454 231,075 SH Sole 25 231,075 Andrx Corp. Common Stocks 034553107 1,369 49,000 SH Defined 26 49,000 Andrx Corp. Common Stocks 034553107 377 13,500 SH Defined 28 13,500 Andrx Corp. Common Stocks 034553107 1,142 40,900 SH Defined 41 40,900 Andrx Corp. Common Stocks 034553107 602 21,570 SH Defined 45 21,570 Angiotech Pharmaceuticals, Inc. Common Stocks 034918102 376 13,000 SH Defined 23 13,000 Anglogold, Ltd. - ADR Common Stocks 035128206 1,191 37,023 SH Sole 25 37,023 Anglogold, Ltd. - ADR Common Stocks 035128206 1,349 41,934 SH Defined 29 41,934 Anheuser-Busch Cos., Inc. Common Stocks 035229103 2,481 32,000 SH Defined 3 32,000 Anheuser-Busch Cos., Inc. Common Stocks 035229103 5,389 99,800 SH Defined 6 99,800 Anheuser-Busch Cos., Inc. Common Stocks 035229103 16,985 314,543 SH Defined 12 314,543 Anheuser-Busch Cos., Inc. Common Stocks 035229103 1,456 26,967 SH Defined 13 26,967 Anheuser-Busch Cos., Inc. Common Stocks 035229103 1,202 15,500 SH Defined 15 15,500 Anheuser-Busch Cos., Inc. Common Stocks 035229103 221 4,100 SH Defined 4,100 Anheuser-Busch Cos., Inc. Common Stocks 035229103 33,023 611,534 SH Sole 25 611,534 Anheuser-Busch Cos., Inc. Common Stocks 035229103 22 400 SH Defined 35 400 Anheuser-Busch Cos., Inc. Common Stocks 035229103 11,951 192,000 SH Defined 36 192,000 Anheuser-Busch Cos., Inc. Common Stocks 035229103 135 2,500 SH Defined 43 2,500 Anheuser-Busch Cos., Inc. Common Stocks 035229103 324 6,000 SH Defined 6,000 Anheuser-Busch Cos., Inc. Common Stocks 035229103 1,137 15,700 SH Defined 52 15,700 Anixter International, Inc. Common Stocks 035290105 5,635 165,600 SH Sole 25 165,600 Anixter International, Inc. Common Stocks 035290105 146 4,300 SH Defined 28 4,300 Anixter International, Inc. Common Stocks 035290105 4,334 127,352 SH Defined 30 127,352 Anixter International, Inc. Common Stocks 035290105 140 4,100 SH Defined 36 4,100 Annaly Mortgage Management, Inc. Common Stocks 035710409 340 20,075 SH Defined 13 20,075 AnnTaylor Stores Corp. Common Stocks 036115103 5,397 186,225 SH Sole 25 186,225
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- AnnTaylor Stores Corp. Common Stocks 036115103 322 11,100 SH Defined 28 11,100 AnnTaylor Stores Corp. Common Stocks 036115103 1,800 62,100 SH Defined 36 62,100 AnnTaylor Stores Corp. Common Stocks 036115103 61 2,100 SH Defined 41 2,100 AnnTaylor Stores Corp. Common Stocks 036115103 1,972 68,054 SH Defined 48 68,054 AnnTaylor Stores Corp. Common Stocks 036115103 367 9,450 SH Defined 60 9,450 AnSystem, Inc. Common Stocks 03662Q105 235 5,000 SH Defined 28 5,000 Anthem, Inc. Common Stocks 03674B104 17,719 197,840 SH Sole 25 197,840 Anthem, Inc. Common Stocks 03674B104 2,006 22,400 SH Defined 34 22,400 Anthem, Inc. Common Stocks 03674B104 725 8,100 SH Defined 35 8,100 Anthem, Inc. Common Stocks 03674B104 12,779 135,900 SH Defined 53 135,900 Anthem, Inc. Common Stocks 03674B104 12,395 122,099 SH Defined 59 122,099 Anteon International Corp. Common Stocks 03674E108 2,182 66,900 SH Sole 25 66,900 Anteon International Corp. Common Stocks 03674E108 1,729 53,000 SH Defined 58 53,000 Anthracite Capital, Inc. Common Stocks 037023108 2,892 241,400 SH Sole 25 241,400 Anthracite Capital, Inc. Common Stocks 037023108 87 7,300 SH Defined 28 7,300 Anthracite Capital, Inc. Common Stocks 037023108 126 10,500 SH Defined 30 10,500 Anthracite Capital, Inc. Common Stocks 037023108 1,071 89,400 SH Defined 36 89,400 Anthracite Capital, Inc. Common Stocks 037023108 49 4,100 SH Defined 41 4,100 Anworth Mortgage Asset Corp. Common Stocks 037347101 282 23,700 SH Sole 25 23,700 Anworth Mortgage Asset Corp. Common Stocks 037347101 124 10,400 SH Defined 36 10,400 Anworth Mortgage Asset Corp. Common Stocks 037347101 37 3,100 SH Defined 41 3,100 Tatneft - ADR Common Stocks 03737P306 114 4,300 SH Defined 8 4,300 Tatneft - ADR Common Stocks 03737P306 179 6,719 SH Sole 25 6,719 AON Corp. Common Stocks 037389103 2,071 72,750 SH Sole 25 72,750 AON Corp. Common Stocks 037389103 252 6,600 SH Defined 51 6,600 Apache Corp. Common Stocks 037411105 1,324 30,395 SH Defined 13 30,395 Apache Corp. Common Stocks 037411105 4,654 106,870 SH Sole 25 106,870 Apache Corp. Common Stocks 037411105 9,064 189,959 SH Defined 59 189,959 Apartment Investment & Management Co. Class A Common Stocks 03748R101 6,039 194,000 SH Defined 1 194,000 Apollo Group, Inc. Class A Common Stocks 037604105 9,800 111,000 SH Sole 25 111,000 Apollo Group, Inc. Class A Common Stocks 037604105 16,567 184,300 SH Defined 44 184,300 Apollo Group, Inc. Class A Common Stocks 037604105 4,450 50,400 SH Defined 50 50,400 Apollo Group, Inc. Class A Common Stocks 037604105 884 10,010 SH Defined 56 10,010 Apollo Group, Inc. Class A Common Stocks 037604105 1,338 11,300 SH Defined 60 11,300 University of Phoenix Online Common Stocks 037604204 3,879 44,288 SH Defined 12 44,288 University of Phoenix Online Common Stocks 037604204 333 3,799 SH Defined 13 3,799 University of Phoenix Online Common Stocks 037604204 7,300 83,339 SH Sole 25 83,339 University of Phoenix Online Common Stocks 037604204 587 6,700 SH Defined 26 6,700 University of Phoenix Online Common Stocks 037604204 736 8,400 SH Defined 45 8,400 Apogent Technologies, Inc. Common Stocks 03760A101 496 15,500 SH Defined 28 15,500 Apple Computer, Inc. Common Stocks 037833100 2,886 88,700 SH Defined 7 88,700 Apple Computer, Inc. Common Stocks 037833100 4,233 130,100 SH Sole 25 130,100 Apple Computer, Inc. Common Stocks 037833100 145 4,467 SH Defined 39 4,467 Apple Computer, Inc. Common Stocks 037833100 85 2,600 SH Defined 43 2,600 Applebees International, Inc. Common Stocks 037899101 252 10,950 SH Defined 28 10,950 Applera Corp. - Applied BioSystems Group Class P Common Stocks 038020103 440 14,100 SH Defined 4 14,100 Applera Corp. - Applied BioSystems Group Class P Common Stocks 038020103 1,018 32,600 SH Defined 15 32,600 Applera Corp. - Applied BioSystems Group Class P Common Stocks 038020103 639 29,400 SH Sole 25 29,400 Applera Corp. - Applied BioSystems Group Class P Common Stocks 038020103 139 6,400 SH Defined 41 6,400 Applera Corp. - Celera Genomics Group Common Stocks 038020202 2,292 199,100 SH Defined 18 199,100 Applera Corp. - Celera Genomics Group Common Stocks 038020202 2,461 213,800 SH Sole 25 213,800 Applica, Inc. Common Stocks 03815A106 842 94,600 SH Sole 25 94,600 Applica, Inc. Common Stocks 03815A106 29 3,300 SH Defined 30 3,300 Applica, Inc. Common Stocks 03815A106 504 56,600 SH Defined 36 56,600 Applied Industrial Technologies, Inc. Common Stocks 03820C105 578 19,200 SH Sole 25 19,200 Applied Industrial Technologies, Inc. Common Stocks 03820C105 151 5,000 SH Defined 28 5,000 Applied Industrial Technologies, Inc. Common Stocks 03820C105 458 15,200 SH Defined 36 15,200 Applied Materials, Inc. Common Stocks 038222105 2,183 77,500 SH Defined 15 77,500 Applied Materials, Inc. Common Stocks 038222105 9,617 490,180 SH Sole 25 490,180 Applied Materials, Inc. Common Stocks 038222105 51 2,600 SH Defined 36 2,600 Applied Materials, Inc. Common Stocks 038222105 1,489 75,900 SH Defined 54 75,900 Applied Materials, Inc. Common Stocks 038222105 1,264 64,400 SH Defined 56 64,400 Applied Materials, Inc. Common Stocks 038222105 21,564 989,749 SH Defined 59 989,749 Applied Signal Technology, Inc. Common Stocks 038237103 881 19,500 SH Defined 27 19,500 Aptargroup, Inc. Common Stocks 038336103 1,132 25,900 SH Sole 25 25,900 Aptargroup, Inc. Common Stocks 038336103 1,490 34,100 SH Defined 36 34,100 aQuantive, Inc. Common Stocks 03839G105 1,357 137,380 SH Sole 25 137,380 aQuantive, Inc. Common Stocks 03839G105 157 15,900 SH Defined 28 15,900 aQuantive, Inc. Common Stocks 03839G105 743 75,200 SH Defined 45 75,200 Aquila, Inc. Common Stocks 03840P102 69 19,291 SH Defined 13 19,291 Aramark Corp. Class B Common Stocks 038521100 259 9,000 SH Defined 28 9,000 Aramark Corp. Class B Common Stocks 038521100 92 3,200 SH Defined 43 3,200 Aramark Corp. Class B Common Stocks 038521100 724 25,170 SH Defined 59 25,170 Arbitron, Inc. Common Stocks 03875Q108 5,135 140,600 SH Sole 25 140,600 Arbitron, Inc. Common Stocks 03875Q108 2,522 69,070 SH Defined 30 69,070 Arbitron, Inc. Common Stocks 03875Q108 3,469 95,000 SH Defined 58 95,000 Arch Chemicals, Inc. Common Stocks 03937R102 634 22,000 SH Sole 25 22,000 Arch Chemicals, Inc. Common Stocks 03937R102 338 11,730 SH Defined 30 11,730 Arch Chemicals, Inc. Common Stocks 03937R102 159 5,500 SH Defined 36 5,500 Arch Coal, Inc. Common Stocks 039380100 322 8,800 SH Defined 28 8,800 Arch Wireless, Inc. Class A Common Stocks 039392709 48 1,700 SH Defined 30 1,700 Archer-Daniels-Midland Co. Common Stocks 039483102 1,756 72,900 SH Defined 4 72,900 Archer-Daniels-Midland Co. Common Stocks 039483102 633 37,722 SH Defined 5 37,722 Archer-Daniels-Midland Co. Common Stocks 039483102 5,347 309,700 SH Defined 7 309,700 Archer-Daniels-Midland Co. Common Stocks 039483102 56,013 3,338,101 SH Sole 25 3,338,101 Archer-Daniels-Midland Co. Common Stocks 039483102 5,129 305,678 SH Defined 26 305,678 Archer-Daniels-Midland Co. Common Stocks 039483102 8,115 462,400 SH Defined 32 462,400 Archer-Daniels-Midland Co. Common Stocks 039483102 158 9,400 SH Defined 35 9,400 Archer-Daniels-Midland Co. Common Stocks 039483102 5,877 325,200 SH Defined 36 325,200 Archer-Daniels-Midland Co. Common Stocks 039483102 27 1,581 SH Defined 39 1,581 Archer-Daniels-Midland Co. Common Stocks 039483102 16,400 939,951 SH Defined 43 939,951 Archer-Daniels-Midland Co. Common Stocks 039483102 359 15,950 SH Defined 51 15,950 Archer-Daniels-Midland Co. Common Stocks 039483102 14,674 801,689 SH Defined 59 801,689 Archstone-Smith Trust Common Stocks 039583109 14,577 497,000 SH Defined 1 497,000 Archstone-Smith Trust Common Stocks 039583109 1,543 52,600 SH Defined 5 52,600 Archstone-Smith Trust Common Stocks 039583109 2,736 93,300 SH Sole 25 93,300 Archstone-Smith Trust Common Stocks 039583109 11,368 387,577 SH Defined 33 387,577 Archstone-Smith Trust Common Stocks 039583109 631 21,500 SH Defined 36 21,500 Archstone-Smith Trust Common Stocks 039583109 21,817 743,847 SH Defined 49 743,847 Arctic Cat, Inc. Common Stocks 039670104 33 1,200 SH Defined 30 1,200 Arctic Cat, Inc. Common Stocks 039670104 223 8,109 SH Defined 36 8,109 Arden Realty, Inc. Common Stocks 039793104 3,088 104,997 SH Defined 13 104,997 Arden Realty, Inc. Common Stocks 039793104 2,606 88,600 SH Sole 25 88,600 Arden Realty, Inc. Common Stocks 039793104 1,527 51,930 SH Defined 30 51,930 Arden Realty, Inc. Common Stocks 039793104 288 9,800 SH Defined 41 9,800 Arden Realty, Inc. Common Stocks 039793104 14,626 497,300 SH Defined 49 497,300 Argosy Gaming Co. Common Stocks 040228108 2,922 77,700 SH Sole 25 77,700 Argosy Gaming Co. Common Stocks 040228108 1,245 33,100 SH Defined 36 33,100 Argosy Gaming Co. Common Stocks 040228108 53 1,400 SH Defined 41 1,400 Armor Holdings, Inc. Common Stocks 042260109 5,872 172,700 SH Sole 25 172,700 Armor Holdings, Inc. Common Stocks 042260109 211 6,200 SH Defined 28 6,200 Armor Holdings, Inc. Common Stocks 042260109 4,910 144,400 SH Defined 30 144,400 Armor Holdings, Inc. Common Stocks 042260109 1,595 46,900 SH Defined 46,900 Armor Holdings, Inc. Common Stocks 042260109 660 19,400 SH Defined 53 19,400 Arris Group, Inc. Common Stocks 04269Q100 1,202 202,300 SH Defined 18 202,300 Arris Group, Inc. Common Stocks 04269Q100 959 161,500 SH Sole 25 161,500 Arrow Electronics, Inc. Common Stocks 042735100 758 19,700 SH Defined 4 19,700 Arrow Electronics, Inc. Common Stocks 042735100 480 17,900 SH Defined 5 17,900 Arrow Electronics, Inc. Common Stocks 042735100 437 12,150 SH Defined 7 12,150 Arrow Electronics, Inc. Common Stocks 042735100 456 17,000 SH Sole 25 17,000 Arrow Electronics, Inc. Common Stocks 042735100 107 4,000 SH Defined 28 4,000 Arrow Electronics, Inc. Common Stocks 042735100 113 4,200 SH Defined 36 4,200 Arrow Electronics, Inc. Common Stocks 042735100 5 200 SH Defined 41 200 Artisan Components, Inc. Common Stocks 042923102 1,156 44,800 SH Sole 25 44,800 Artisan Components, Inc. Common Stocks 042923102 1,440 55,800 SH Defined 55,800 Artisan Components, Inc. Common Stocks 042923102 635 24,600 SH Defined 53 24,600 Artesyn Technologies, Inc. Common Stocks 043127109 1,135 126,097 SH Sole 25 126,097 Artesyn Technologies, Inc. Common Stocks 043127109 282 31,300 SH Defined 30 31,300 Artesyn Technologies, Inc. Common Stocks 043127109 183 20,300 SH Defined 46 20,300 Artesyn Technologies, Inc. Common Stocks 043127109 1,721 191,248 SH Defined 48 191,248 Arthrocare Corp. Common Stocks 043136100 1,945 66,900 SH Defined 17 66,900
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Arthrocare Corp. Common Stocks 043136100 4,442 152,755 SH Sole 25 152,755 Arthrocare Corp. Common Stocks 043136100 134 4,600 SH Defined 28 4,600 Arthrocare Corp. Common Stocks 043136100 2,234 76,815 SH Defined 48 76,815 ArvinMeritor, Inc. Common Stocks 043353101 1,090 55,700 SH Defined 18 55,700 ArvinMeritor, Inc. Common Stocks 043353101 935 47,800 SH Sole 25 47,800 ArvinMeritor, Inc. Common Stocks 043353101 162 8,300 SH Defined 28 8,300 Asbury Automotive Group, Inc. Common Stocks 043436104 1,205 80,300 SH Sole 25 80,300 Asbury Automotive Group, Inc. Common Stocks 043436104 771 51,379 SH Defined 30 51,379 Asbury Automotive Group, Inc. Common Stocks 043436104 162 10,800 SH Defined 36 10,800 Asbury Automotive Group, Inc. Common Stocks 043436104 41 2,700 SH Defined 41 2,700 Ascential Software Corp. Common Stocks 04362P207 2,644 165,375 SH Defined 18 165,375 Ascential Software Corp. Common Stocks 04362P207 2,117 132,400 SH Sole 25 132,400 Ashford Hospitality Trust, Inc. Common Stocks 044103109 149 17,900 SH Defined 28 17,900 Ashford Hospitality Trust, Inc. Common Stocks 044103109 194 23,200 SH Defined 46 23,200 Ashford Hospitality Trust, Inc. Common Stocks 044103109 353 42,300 SH Defined 54 42,300 Ashland, Inc. Common Stocks 044204105 508 6,700 SH Defined 4 6,700 Ashland, Inc. Common Stocks 044204105 3,623 68,600 SH Sole 25 68,600 Ashland, Inc. Common Stocks 044204105 5,450 103,200 SH Defined 36 103,200 Ashland, Inc. Common Stocks 044204105 807 15,290 SH Defined 59 15,290 Ask Jeeves Common Stocks 045174109 1,475 37,785 SH Sole 25 37,785 Ask Jeeves Common Stocks 045174109 1,294 25,700 SH Defined 27 25,700 Ask Jeeves Common Stocks 045174109 230 5,900 SH Defined 28 5,900 Ask Jeeves Common Stocks 045174109 680 17,410 SH Defined 45 17,410 Ask Jeeves Common Stocks 045174109 764 19,580 SH Defined 59 19,580 Aspect Communications Corp. Common Stocks 04523Q102 2,295 161,600 SH Sole 25 161,600 Aspect Communications Corp. Common Stocks 04523Q102 661 36,100 SH Defined 27 36,100 Aspect Communications Corp. Common Stocks 04523Q102 197 13,900 SH Defined 28 13,900 Aspect Communications Corp. Common Stocks 04523Q102 2,017 142,060 SH Defined 30 142,060 Aspen Technology, Inc. Common Stocks 045327103 1,651 227,400 SH Sole 25 227,400 Aspen Technology, Inc. Common Stocks 045327103 142 19,510 SH Defined 30 19,510 Aspen Technology, Inc. Common Stocks 045327103 132 18,200 SH Defined 39 18,200 Aspen Technology, Inc. Common Stocks 045327103 44 6,000 SH Defined 41 6,000 Aspen Technology, Inc. Common Stocks 045327103 1,318 181,500 SH Defined 58 181,500 Associated Banc-Corp Common Stocks 045487105 2,405 81,180 SH Sole 25 81,180 Associated Banc-Corp Common Stocks 045487105 345 11,645 SH Defined 30 11,645 Associated Banc-Corp Common Stocks 045487105 2,814 94,201 SH Defined 36 94,201 Associated Banc-Corp Common Stocks 045487105 357 12,048 SH Defined 46 12,048 Associated Banc-Corp Common Stocks 045487105 652 22,000 SH Defined 54 22,000 Associated Estates Realty Corp. Common Stocks 045604105 39 4,800 SH Sole 25 4,800 Associated Estates Realty Corp. Common Stocks 045604105 29 3,600 SH Defined 36 3,600 Asta Funding, Inc. Common Stocks 046220109 426 24,500 SH Defined 28 24,500 Astoria Financial Corp. Common Stocks 046265104 1,224 23,300 SH Defined 4 23,300 Astoria Financial Corp. Common Stocks 046265104 1,244 34,000 SH Defined 5 34,000 Astoria Financial Corp. Common Stocks 046265104 289 5,900 SH Defined 7 5,900 Astoria Financial Corp. Common Stocks 046265104 598 16,342 SH Defined 13 16,342 Astoria Financial Corp. Common Stocks 046265104 3,738 102,200 SH Sole 25 102,200 Astoria Financial Corp. Common Stocks 046265104 340 9,300 SH Defined 28 9,300 Astoria Financial Corp. Common Stocks 046265104 2,462 67,300 SH Defined 36 67,300 Astoria Financial Corp. Common Stocks 046265104 226 4,600 SH Defined 60 4,600 AstraZeneca PLC - ADR Common Stocks 046353108 1,406 21,466 SH Defined 15 21,466 At Road, Inc. Common Stocks 04648K105 1,207 157,753 SH Sole 25 157,753 At Road, Inc. Common Stocks 04648K105 496 64,890 SH Defined 45 64,890 ASystemt Technologies, Inc. Common Stocks 04648X107 764 57,300 SH Defined 27 57,300 Atherogenics, Inc. Common Stocks 047439104 265 13,900 SH Sole 25 13,900 Atherogenics, Inc. Common Stocks 047439104 329 17,300 SH Defined 17,300 Atherogenics, Inc. Common Stocks 047439104 139 7,300 SH Defined 53 7,300 Atmel Corp. Common Stocks 049513104 1,652 279,034 SH Defined 12 279,034 Atmel Corp. Common Stocks 049513104 402 67,935 SH Defined 13 67,935 Atmel Corp. Common Stocks 049513104 7,227 1,220,699 SH Sole 25 1,220,699 Atmel Corp. Common Stocks 049513104 453 76,500 SH Defined 28 76,500 Atmel Corp. Common Stocks 049513104 5,976 1,009,460 SH Defined 30 1,009,460 Atmel Corp. Common Stocks 049513104 202 30,000 SH Defined 36 30,000 Atmos Energy Corp. Common Stocks 049560105 28 1,100 SH Defined 36 1,100 Atrix Labs, Inc. Common Stocks 04962L101 2,664 77,700 SH Sole 25 77,700 Atrix Labs, Inc. Common Stocks 04962L101 2,184 63,700 SH Defined 58 63,700 Audiovox Corp. Class A Common Stocks 050757103 815 48,290 SH Defined 30 48,290 Autodesk, Inc. Common Stocks 052769106 2,286 37,200 SH Defined 3 37,200 Autodesk, Inc. Common Stocks 052769106 5,360 125,200 SH Defined 6 125,200 Autodesk, Inc. Common Stocks 052769106 385 6,700 SH Defined 7 6,700 Autodesk, Inc. Common Stocks 052769106 10,947 255,721 SH Defined 12 255,721 Autodesk, Inc. Common Stocks 052769106 1,693 39,555 SH Defined 13 39,555 Autodesk, Inc. Common Stocks 052769106 19,389 452,913 SH Sole 25 452,913 Autodesk, Inc. Common Stocks 052769106 90 2,100 SH Defined 28 2,100 Autodesk, Inc. Common Stocks 052769106 1,039 18,100 SH Defined 52 18,100 Autoliv, Inc. Common Stocks 052800109 447 7,900 SH Defined 7 7,900 Autoliv, Inc. Common Stocks 052800109 382 9,050 SH Defined 12 9,050 Autoliv, Inc. Common Stocks 052800109 31 745 SH Defined 13 745 Autoliv, Inc. Common Stocks 052800109 641 15,300 SH Defined 17 15,300 Autoliv, Inc. Common Stocks 052800109 13,484 319,530 SH Sole 25 319,530 Autoliv, Inc. Common Stocks 052800109 2,389 56,600 SH Defined 26 56,600 Autoliv, Inc. Common Stocks 052800109 321 7,600 SH Defined 28 7,600 Autoliv, Inc. Common Stocks 052800109 4,216 99,900 SH Defined 36 99,900 Autoliv, Inc. Common Stocks 052800109 1,287 30,500 SH Defined 41 30,500 Autoliv, Inc. Common Stocks 052800109 2,563 60,739 SH Defined 54 60,739 Autoliv, Inc. Common Stocks 052800109 498 11,790 SH Defined 59 11,790 Autoliv, Inc. Common Stocks 052800109 170 3,000 SH Defined 60 3,000 Automatic Data Processing, Inc. Common Stocks 053015103 1,040 17,300 SH Defined 15 17,300 Automatic Data Processing, Inc. Common Stocks 053015103 20,561 490,939 SH Sole 25 490,939 Automatic Data Processing, Inc. Common Stocks 053015103 22,192 494,800 SH Defined 36 494,800 Automatic Data Processing, Inc. Common Stocks 053015103 2,500 59,700 SH Defined 38 59,700 Automatic Data Processing, Inc. Common Stocks 053015103 1,839 43,906 SH Defined 40 43,906 Autonation, Inc. Common Stocks 05329W102 7,813 456,900 SH Sole 25 456,900 Autonation, Inc. Common Stocks 05329W102 3,427 200,400 SH Defined 26 200,400 Autonation, Inc. Common Stocks 05329W102 3,328 189,400 SH Defined 36 189,400 Autozone, Inc. Common Stocks 053332102 384 4,800 SH Defined 14 4,800 Autozone, Inc. Common Stocks 053332102 3,693 46,100 SH Sole 25 46,100 Autozone, Inc. Common Stocks 053332102 481 6,000 SH Defined 36 6,000 AvalonBay Communities, Inc. Common Stocks 053484101 18,369 325,000 SH Defined 1 325,000 AvalonBay Communities, Inc. Common Stocks 053484101 9,721 172,000 SH Defined 33 172,000 AvalonBay Communities, Inc. Common Stocks 053484101 2,589 45,800 SH Defined 36 45,800 AvalonBay Communities, Inc. Common Stocks 053484101 17,306 306,200 SH Defined 49 306,200 Avaya, Inc. Common Stocks 053499109 2,181 96,200 SH Defined 3 96,200 Avaya, Inc. Common Stocks 053499109 35 2,200 SH Defined 5 2,200 Avaya, Inc. Common Stocks 053499109 5,141 325,600 SH Defined 6 325,600 Avaya, Inc. Common Stocks 053499109 6 362 SH Defined 13 362 Avaya, Inc. Common Stocks 053499109 2,736 173,300 SH Defined 17 173,300 Avaya, Inc. Common Stocks 053499109 8,713 551,800 SH Sole 25 551,800 Avaya, Inc. Common Stocks 053499109 995 47,000 SH Defined 52 47,000 Avaya, Inc. Common Stocks 053499109 2,672 169,226 SH Defined 54 169,226 Avaya, Inc. Common Stocks 053499109 762 48,240 SH Defined 59 48,240 Aventis SA - ADR Common Stocks 053561106 16,819 221,100 SH Sole 25 221,100 Aventis SA - ADR Common Stocks 053561106 7,173 90,150 SH Defined 32 90,150 Avery Dennison Corp. Common Stocks 053611109 627 9,800 SH Sole 25 9,800 Avery Dennison Corp. Common Stocks 053611109 173 2,700 SH Defined 26 2,700 Avery Dennison Corp. Common Stocks 053611109 1,523 23,800 SH Defined 38 23,800 Aviall, Inc. Common Stocks 05366B102 232 12,200 SH Sole 25 12,200 Aviall, Inc. Common Stocks 05366B102 293 15,400 SH Defined 36 15,400 Aviall, Inc. Common Stocks 05366B102 528 27,777 SH Defined 54 27,777 Avid Technology, Inc. Common Stocks 05367P100 327 6,000 SH Defined 28 6,000 Avista Corp. Common Stocks 05379B107 5,932 322,050 SH Sole 25 322,050 Avista Corp. Common Stocks 05379B107 2,609 141,649 SH Defined 30 141,649 Avista Corp. Common Stocks 05379B107 166 9,000 SH Defined 41 9,000 Avnet, Inc. Common Stocks 053807103 1,062 32,600 SH Defined 4 32,600 Avnet, Inc. Common Stocks 053807103 649 28,600 SH Defined 5 28,600 Avnet, Inc. Common Stocks 053807103 2,082 91,700 SH Defined 19 91,700 Avnet, Inc. Common Stocks 053807103 22,321 983,300 SH Sole 25 983,300 Avnet, Inc. Common Stocks 053807103 459 20,200 SH Defined 28 20,200 Avnet, Inc. Common Stocks 053807103 8,537 376,062 SH Defined 30 376,062 Avnet, Inc. Common Stocks 053807103 1,285 56,599 SH Defined 36 56,599 Avnet, Inc. Common Stocks 053807103 508 22,400 SH Defined 41 22,400 Avnet, Inc. Common Stocks 053807103 975 32,050 SH Defined 51 32,050
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Avocent Corp. Common Stocks 053893103 825 22,445 SH Sole 25 22,445 Avocent Corp. Common Stocks 053893103 217 5,900 SH Defined 28 5,900 Avon Products, Inc. Common Stocks 054303102 6,949 150,600 SH Sole 25 150,600 Avon Products, Inc. Common Stocks 054303102 489 10,600 SH Defined 36 10,600 Avon Products, Inc. Common Stocks 054303102 10,306 204,153 SH Defined 59 204,153 Axcelis Technologies, Inc. Common Stocks 054540109 1,000 80,400 SH Defined 17 80,400 Axcelis Technologies, Inc. Common Stocks 054540109 1,076 86,500 SH Sole 25 86,500 Aztar Corp. Common Stocks 054802103 258 9,200 SH Defined 28 9,200 Axcan Pharma, Inc. Common Stocks 054923107 1,283 60,800 SH Sole 25 60,800 Axcan Pharma, Inc. Common Stocks 054923107 1,597 75,700 SH Defined 75,700 Axcan Pharma, Inc. Common Stocks 054923107 673 31,900 SH Defined 53 31,900 BB&T Corp. Common Stocks 054937107 785 14,800 SH Defined 4 14,800 BB&T Corp. Common Stocks 054937107 643 17,400 SH Defined 5 17,400 BB&T Corp. Common Stocks 054937107 4,614 124,800 SH Sole 25 124,800 BB&T Corp. Common Stocks 054937107 5,486 134,500 SH Defined 36 134,500 BEI Technologies, Inc. Common Stocks 05538P104 1,667 58,900 SH Sole 25 58,900 BEI Technologies, Inc. Common Stocks 05538P104 1,914 67,600 SH Defined 67,600 BEI Technologies, Inc. Common Stocks 05538P104 807 28,500 SH Defined 53 28,500 BEI Technologies, Inc. Common Stocks 05538P104 304 10,740 SH Defined 54 10,740 BISystem Group, Inc. (The) Common Stocks 055472104 242 17,200 SH Sole 25 17,200 BISystem Group, Inc. (The) Common Stocks 055472104 378 26,909 SH Defined 54 26,909 BISystem Group, Inc. (The) Common Stocks 055472104 73 5,200 SH Defined 58 5,200 BJ's Wholesale Club, Inc. Common Stocks 05548J106 352 10,500 SH Defined 60 10,500 BOK Financial Corp. Common Stocks 05561Q201 275 7,013 SH Sole 25 7,013 BOK Financial Corp. Common Stocks 05561Q201 476 12,115 SH Defined 36 12,115 BP PLC - ADR Common Stocks 055622104 20,698 386,380 SH Sole 25 386,380 BP PLC - ADR Common Stocks 055622104 5,177 92,400 SH Defined 32 92,400 BP PLC - ADR Common Stocks 055622104 31 576 SH Defined 39 576 BP PLC - ADR Common Stocks 055622104 8,733 152,080 SH Defined 43 152,080 BRE Properties Class A Common Stocks 05564E106 5,063 145,700 SH Defined 33 145,700 BRE Properties Class A Common Stocks 05564E106 7,457 214,600 SH Defined 49 214,600 BMC Software, Inc. Common Stocks 055921100 1,736 93,858 SH Defined 12 93,858 BMC Software, Inc. Common Stocks 055921100 1,071 57,887 SH Defined 13 57,887 BMC Software, Inc. Common Stocks 055921100 2,325 125,685 SH Sole 25 125,685 Baker Hughes, Inc. Common Stocks 057224107 1,993 52,936 SH Defined 13 52,936 Baker Hughes, Inc. Common Stocks 057224107 740 13,700 SH Defined 15 13,700 Baker Hughes, Inc. Common Stocks 057224107 64 1,700 SH Defined 36 1,700 Baker Hughes, Inc. Common Stocks 057224107 104 2,774 SH Defined 39 2,774 Baker Hughes, Inc. Common Stocks 057224107 18,497 491,300 SH Defined 44 491,300 Baker Hughes, Inc. Common Stocks 057224107 4,324 114,836 SH Defined 54 114,836 Ball Corp. Common Stocks 058498106 137 1,900 SH Defined 28 1,900 Ball Corp. Common Stocks 058498106 1,189 16,500 SH Defined 36 16,500 Ball Corp. Common Stocks 058498106 2,003 27,807 SH Defined 54 27,807 Ball Corp. Common Stocks 058498106 773 10,730 SH Defined 59 10,730 Ball Corp. Common Stocks 058498106 203 2,100 SH Defined 60 2,100 Bancorpsouth, Inc. Common Stocks 059692103 926 41,100 SH Sole 25 41,100 Bancorpsouth, Inc. Common Stocks 059692103 20 900 SH Defined 36 900 Bancorp Bank (The) Common Stocks 05969F104 854 48,220 SH Sole 25 48,220 Bancorp Bank (The) Common Stocks 05969F104 1,287 72,699 SH Defined 48 72,699 Bandag, Inc. Common Stocks 059815100 957 21,500 SH Sole 25 21,500 Bank of America Corp. Common Stocks 060505104 15,838 130,383 SH Defined 4 130,383 Bank of America Corp. Common Stocks 060505104 10,348 122,285 SH Defined 5 122,285 Bank of America Corp. Common Stocks 060505104 12,236 144,600 SH Defined 7 144,600 Bank of America Corp. Common Stocks 060505104 32,081 379,123 SH Defined 12 379,123 Bank of America Corp. Common Stocks 060505104 27,822 328,791 SH Defined 13 328,791 Bank of America Corp. Common Stocks 060505104 1,513 17,879 SH Defined 14 17,879 Bank of America Corp. Common Stocks 060505104 378 3,109 SH Defined 15 3,109 Bank of America Corp. Common Stocks 060505104 609 7,200 SH Defined 7,200 Bank of America Corp. Common Stocks 060505104 254,685 3,009,750 SH Sole 25 3,009,750 Bank of America Corp. Common Stocks 060505104 19,175 226,599 SH Defined 26 226,599 Bank of America Corp. Common Stocks 060505104 24,613 278,100 SH Defined 32 278,100 Bank of America Corp. Common Stocks 060505104 2,158 25,498 SH Defined 34 25,498 Bank of America Corp. Common Stocks 060505104 2,096 24,773 SH Defined 35 24,773 Bank of America Corp. Common Stocks 060505104 45,788 499,200 SH Defined 36 499,200 Bank of America Corp. Common Stocks 060505104 81 961 SH Defined 39 961 Bank of America Corp. Common Stocks 060505104 49,686 565,066 SH Defined 43 565,066 Bank of America Corp. Common Stocks 060505104 905 10,700 SH Defined 10,700 Bank of America Corp. Common Stocks 060505104 1,244 10,967 SH Defined 51 10,967 Bank of America Corp. Common Stocks 060505104 14,721 165,701 SH Defined 53 165,701 Bank of America Corp. Common Stocks 060505104 9,870 116,643 SH Defined 54 116,643 Bank of Hawaii Corp. Common Stocks 062540109 495 10,950 SH Defined 13 10,950 Bank of Hawaii Corp. Common Stocks 062540109 13,227 292,500 SH Sole 25 292,500 Bank of Hawaii Corp. Common Stocks 062540109 8,339 184,406 SH Defined 30 184,406 Bank of Hawaii Corp. Common Stocks 062540109 3,183 70,400 SH Defined 36 70,400 Bank of Hawaii Corp. Common Stocks 062540109 620 13,700 SH Defined 41 13,700 Bank Mutual Corp. Common Stocks 063750103 353 32,400 SH Defined 36 32,400 Bank Mutual Corp. Common Stocks 063750103 303 27,800 SH Defined 46 27,800 Bank Mutual Corp. Common Stocks 063750103 550 50,500 SH Defined 54 50,500 Bank of the Ozarks, Inc. Common Stocks 063904106 219 9,400 SH Defined 28 9,400 Bank of New York Co., Inc. (The) Common Stocks 064057102 1,993 47,100 SH Defined 4 47,100 Bank of New York Co., Inc. (The) Common Stocks 064057102 2,447 83,000 SH Defined 5 83,000 Bank of New York Co., Inc. (The) Common Stocks 064057102 5,452 184,950 SH Defined 13 184,950 Bank of New York Co., Inc. (The) Common Stocks 064057102 7,921 268,700 SH Sole 25 268,700 Bank of New York Co., Inc. (The) Common Stocks 064057102 212 7,200 SH Defined 35 7,200 Bank of New York Co., Inc. (The) Common Stocks 064057102 6,454 184,500 SH Defined 36 184,500 Bank of New York Co., Inc. (The) Common Stocks 064057102 1,955 66,300 SH Defined 37 66,300 Bank of New York Co., Inc. (The) Common Stocks 064057102 75 2,554 SH Defined 39 2,554 Bank One Corp. Common Stocks 06423A103 3,855 52,658 SH Defined 4 52,658 Bank One Corp. Common Stocks 06423A103 2,096 41,100 SH Defined 5 41,100 Bank One Corp. Common Stocks 06423A103 1,004 19,691 SH Defined 12 19,691 Bank One Corp. Common Stocks 06423A103 8,888 174,276 SH Defined 13 174,276 Bank One Corp. Common Stocks 06423A103 482 9,450 SH Defined 14 9,450 Bank One Corp. Common Stocks 06423A103 608 8,300 SH Defined 15 8,300 Bank One Corp. Common Stocks 06423A103 281 5,500 SH Defined 5,500 Bank One Corp. Common Stocks 06423A103 30,489 597,831 SH Sole 25 597,831 Bank One Corp. Common Stocks 06423A103 19,977 359,900 SH Defined 36 359,900 Bank One Corp. Common Stocks 06423A103 189 3,697 SH Defined 39 3,697 Bank One Corp. Common Stocks 06423A103 15,284 288,400 SH Defined 43 288,400 Bank One Corp. Common Stocks 06423A103 413 8,100 SH Defined 8,100 BankAtlantic Bancorp, Inc. Class A Common Stocks 065908501 701 38,000 SH Sole 25 38,000 BankAtlantic Bancorp, Inc. Class A Common Stocks 065908501 149 8,100 SH Defined 28 8,100 BankAtlantic Bancorp, Inc. Class A Common Stocks 065908501 435 23,600 SH Defined 36 23,600 Banknorth Group, Inc. Common Stocks 06646R107 1,777 54,700 SH Defined 19 54,700 Banknorth Group, Inc. Common Stocks 06646R107 1,592 49,000 SH Sole 25 49,000 Banknorth Group, Inc. Common Stocks 06646R107 432 13,300 SH Defined 28 13,300 Bankunited Financial Corp. Class A Common Stocks 06652B103 3,906 151,380 SH Sole 25 151,380 Bankunited Financial Corp. Class A Common Stocks 06652B103 77 3,000 SH Defined 36 3,000 Bankunited Financial Corp. Class A Common Stocks 06652B103 235 6,800 SH Defined 60 6,800 Banta Corp. Common Stocks 066821109 2,025 45,600 SH Defined 19 45,600 Banta Corp. Common Stocks 066821109 2,678 60,300 SH Sole 25 60,300 Banta Corp. Common Stocks 066821109 338 7,600 SH Defined 30 7,600 CR Bard, Inc. Common Stocks 067383109 57 1,000 SH Defined 28 1,000 CR Bard, Inc. Common Stocks 067383109 147 2,600 SH Defined 36 2,600 CR Bard, Inc. Common Stocks 067383109 1,594 28,140 SH Defined 59 28,140 Barnes & Noble, Inc. Common Stocks 067774109 458 13,468 SH Defined 12 13,468 Barnes & Noble, Inc. Common Stocks 067774109 1,700 50,029 SH Defined 13 50,029 Barnes & Noble, Inc. Common Stocks 067774109 3,199 94,148 SH Sole 25 94,148 Barnes & Noble, Inc. Common Stocks 067774109 1,560 45,900 SH Defined 30 45,900 Barnes Group, Inc. Common Stocks 067806109 41 1,400 SH Defined 28 1,400 Barrick Gold Corp. Common Stocks 067901108 30 1,505 SH Defined 39 1,505 Barr Pharmaceuticals, Inc. Common Stocks 068306109 1,871 55,518 SH Sole 25 55,518 Barr Pharmaceuticals, Inc. Common Stocks 068306109 2,218 64,600 SH Defined 36 64,600 Baxter International, Inc. Common Stocks 071813109 1,174 23,700 SH Defined 4 23,700 Baxter International, Inc. Common Stocks 071813109 618 17,900 SH Defined 5 17,900 Baxter International, Inc. Common Stocks 071813109 34,050 986,670 SH Sole 25 986,670 Baxter International, Inc. Common Stocks 071813109 7,073 195,950 SH Defined 32 195,950 Baxter International, Inc. Common Stocks 071813109 18,013 483,400 SH Defined 36 483,400 Baxter International, Inc. Common Stocks 071813109 110 3,179 SH Defined 39 3,179 Baxter International, Inc. Common Stocks 071813109 3,907 109,150 SH Defined 43 109,150 Baxter International, Inc. Common Stocks 071813109 254 5,500 SH Defined 51 5,500 Bayer AG - ADR Common Stocks 072730302 315 10,800 SH Sole 25 10,800
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Bayer AG - ADR Common Stocks 072730302 39 1,000 SH Defined 51 1,000 BE Aerospace, Inc. Common Stocks 073302101 231 30,500 SH Sole 25 30,500 BE Aerospace, Inc. Common Stocks 073302101 548 72,239 SH Defined 54 72,239 BEA Systems, Inc. Common Stocks 073325102 1,198 101,500 SH Defined 3 101,500 BEA Systems, Inc. Common Stocks 073325102 2,824 343,600 SH Defined 6 343,600 BEA Systems, Inc. Common Stocks 073325102 2,490 302,900 SH Sole 25 302,900 BEA Systems, Inc. Common Stocks 073325102 548 49,700 SH Defined 52 49,700 Bear Stearns Cos., Inc. (The) Common Stocks 073902108 305 2,700 SH Defined 7 2,700 Bear Stearns Cos., Inc. (The) Common Stocks 073902108 2,036 24,150 SH Defined 19 24,150 Bear Stearns Cos., Inc. (The) Common Stocks 073902108 1,724 20,449 SH Sole 25 20,449 Bear Stearns Cos., Inc. (The) Common Stocks 073902108 2,859 33,912 SH Defined 54 33,912 BearingPoint, Inc. Common Stocks 074002106 162 18,300 SH Defined 14 18,300 BearingPoint, Inc. Common Stocks 074002106 2,594 292,500 SH Defined 18 292,500 BearingPoint, Inc. Common Stocks 074002106 6,362 717,215 SH Sole 25 717,215 BearingPoint, Inc. Common Stocks 074002106 1,107 124,800 SH Defined 36 124,800 BearingPoint, Inc. Common Stocks 074002106 425 35,700 SH Defined 51 35,700 Beazer Homes USA, Inc. Common Stocks 07556Q105 181 1,800 SH Defined 28 1,800 Beckman Coulter, Inc. Common Stocks 075811109 3,331 54,600 SH Sole 25 54,600 Beckman Coulter, Inc. Common Stocks 075811109 2,745 45,000 SH Defined 26 45,000 Beckman Coulter, Inc. Common Stocks 075811109 781 12,800 SH Defined 28 12,800 Becton Dickinson & Co. Common Stocks 075887109 4,724 91,200 SH Defined 7 91,200 Becton Dickinson & Co. Common Stocks 075887109 9,191 177,423 SH Defined 12 177,423 Becton Dickinson & Co. Common Stocks 075887109 2,171 41,914 SH Defined 13 41,914 Becton Dickinson & Co. Common Stocks 075887109 33,591 648,474 SH Sole 25 648,474 Becton Dickinson & Co. Common Stocks 075887109 8,495 164,000 SH Defined 26 164,000 Becton Dickinson & Co. Common Stocks 075887109 1,264 24,400 SH Defined 34 24,400 Becton Dickinson & Co. Common Stocks 075887109 1,326 25,600 SH Defined 36 25,600 Bed Bath & Beyond, Inc. Common Stocks 075896100 13,773 358,212 SH Sole 25 358,212 Bed Bath & Beyond, Inc. Common Stocks 075896100 3,363 87,453 SH Defined 40 87,453 Bed Bath & Beyond, Inc. Common Stocks 075896100 16,131 412,100 SH Defined 44 412,100 Bed Bath & Beyond, Inc. Common Stocks 075896100 1,699 44,200 SH Defined 50 44,200 Bed Bath & Beyond, Inc. Common Stocks 075896100 1,304 25,300 SH Defined 60 25,300 Bel Fuse, Inc. Class B Common Stocks 077347300 459 11,000 SH Sole 25 11,000 Bel Fuse, Inc. Class B Common Stocks 077347300 13 300 SH Defined 41 300 Belden, Inc. Common Stocks 077459105 1,217 56,800 SH Sole 25 56,800 Belden, Inc. Common Stocks 077459105 268 12,500 SH Defined 41 12,500 BellSouth Corp. Common Stocks 079860102 3,919 104,125 SH Defined 4 104,125 BellSouth Corp. Common Stocks 079860102 2,787 106,300 SH Defined 5 106,300 BellSouth Corp. Common Stocks 079860102 7,622 290,700 SH Defined 7 290,700 BellSouth Corp. Common Stocks 079860102 14,261 543,913 SH Defined 12 543,913 BellSouth Corp. Common Stocks 079860102 8,144 310,605 SH Defined 13 310,605 BellSouth Corp. Common Stocks 079860102 236 9,000 SH Defined 9,000 BellSouth Corp. Common Stocks 079860102 72,091 2,749,468 SH Sole 25 2,749,468 BellSouth Corp. Common Stocks 079860102 8,005 305,300 SH Defined 26 305,300 BellSouth Corp. Common Stocks 079860102 10,950 399,300 SH Defined 32 399,300 BellSouth Corp. Common Stocks 079860102 118 4,500 SH Defined 35 4,500 BellSouth Corp. Common Stocks 079860102 524 20,000 SH Defined 36 20,000 BellSouth Corp. Common Stocks 079860102 343 13,100 SH Defined 13,100 Bemis Co. Common Stocks 081437105 503 12,400 SH Defined 4 12,400 Bemis Co. Common Stocks 081437105 497 17,600 SH Defined 5 17,600 Bemis Co. Common Stocks 081437105 1,610 57,000 SH Sole 25 57,000 Bemis Co. Common Stocks 081437105 814 28,800 SH Defined 26 28,800 Bemis Co. Common Stocks 081437105 856 30,300 SH Defined 36 30,300 Benchmark Electronics, Inc. Common Stocks 08160H101 2,177 74,800 SH Sole 25 74,800 Benchmark Electronics, Inc. Common Stocks 08160H101 2,516 85,700 SH Defined 36 85,700 Bentley Pharmaceuticals, Inc. Common Stocks 082657107 129 9,400 SH Defined 39 9,400 WR Berkley Corp. Common Stocks 084423102 7,959 185,310 SH Defined 12 185,310 WR Berkley Corp. Common Stocks 084423102 2,745 63,917 SH Defined 13 63,917 WR Berkley Corp. Common Stocks 084423102 14,290 332,717 SH Sole 25 332,717 WR Berkley Corp. Common Stocks 084423102 172 4,000 SH Defined 28 4,000 WR Berkley Corp. Common Stocks 084423102 1,700 39,580 SH Defined 30 39,580 WR Berkley Corp. Common Stocks 084423102 2,219 50,600 SH Defined 36 50,600 WR Berkley Corp. Common Stocks 084423102 711 16,550 SH Defined 41 16,550 Berkshire Hathaway, Inc. Class A Common Stocks 084670108 1,660 13 SH Defined 15 13 Berkshire Hathaway, Inc. Class A Common Stocks 084670108 890 10 SH Sole 25 10 Berry Petroleum Co. Class A Common Stocks 085789105 671 22,800 SH Sole 25 22,800 Berry Petroleum Co. Class A Common Stocks 085789105 835 28,400 SH Defined 28,400 Berry Petroleum Co. Class A Common Stocks 085789105 350 11,900 SH Defined 53 11,900 Best Buy Co., Inc. Common Stocks 086516101 12,046 237,400 SH Sole 25 237,400 Best Buy Co., Inc. Common Stocks 086516101 10,720 195,900 SH Defined 36 195,900 Best Buy Co., Inc. Common Stocks 086516101 9,357 168,364 SH Defined 59 168,364 Beverly Enterprises, Inc. Common Stocks 087851309 5,547 645,000 SH Sole 25 645,000 Beverly Enterprises, Inc. Common Stocks 087851309 395 45,900 SH Defined 36 45,900 BHP Billiton, Ltd. - ADR Common Stocks 088606108 1,512 86,281 SH Sole 25 86,281 Big 5 Sporting Goods Corp. Common Stocks 08915P101 519 19,826 SH Sole 25 19,826 Big 5 Sporting Goods Corp. Common Stocks 08915P101 650 24,800 SH Defined 28 24,800 Big 5 Sporting Goods Corp. Common Stocks 08915P101 360 13,750 SH Defined 36 13,750 Big Lots, Inc. Common Stocks 089302103 161 11,100 SH Sole 25 11,100 Big Lots, Inc. Common Stocks 089302103 346 23,945 SH Defined 54 23,945 Bio-Rad Laboratories, Inc. Class A Common Stocks 090572207 5,309 90,200 SH Sole 25 90,200 Bio-Rad Laboratories, Inc. Class A Common Stocks 090572207 1,574 26,735 SH Defined 30 26,735 Bio-Rad Laboratories, Inc. Class A Common Stocks 090572207 194 3,300 SH Defined 39 3,300 Bio-Rad Laboratories, Inc. Class A Common Stocks 090572207 212 3,600 SH Defined 41 3,600 Bio-Rad Laboratories, Inc. Class A Common Stocks 090572207 2,490 42,300 SH Defined 58 42,300 Bioenvision, Inc. Common Stocks 09059N100 664 75,770 SH Sole 25 75,770 Bioenvision, Inc. Common Stocks 09059N100 1,007 114,925 SH Defined 48 114,925 Biomet, Inc. Common Stocks 090613100 1,813 40,800 SH Sole 25 40,800 Biomet, Inc. Common Stocks 090613100 1,435 32,300 SH Defined 26 32,300 Biomet, Inc. Common Stocks 090613100 160 3,600 SH Defined 35 3,600 Biomet, Inc. Common Stocks 090613100 769 17,310 SH Defined 59 17,310 Biogen Idec, Inc. Common Stocks 09062X103 9,253 146,290 SH Sole 25 146,290 Biogen Idec, Inc. Common Stocks 09062X103 1,158 18,315 SH Defined 34 18,315 Biogen Idec, Inc. Common Stocks 09062X103 20,710 300,017 SH Defined 59 300,017 Biosite, Inc. Common Stocks 090945106 1,361 30,300 SH Sole 25 30,300 Biosite, Inc. Common Stocks 090945106 139 3,100 SH Defined 39 3,100 Black & Decker Corp. Common Stocks 091797100 31 500 SH Defined 5 500 Black & Decker Corp. Common Stocks 091797100 2,470 39,753 SH Defined 13 39,753 Black & Decker Corp. Common Stocks 091797100 10,115 162,800 SH Sole 25 162,800 Black & Decker Corp. Common Stocks 091797100 7,089 114,100 SH Defined 26 114,100 Black & Decker Corp. Common Stocks 091797100 81 1,300 SH Defined 35 1,300 Black & Decker Corp. Common Stocks 091797100 5,222 84,042 SH Defined 54 84,042 Black & Decker Corp. Common Stocks 091797100 466 5,600 SH Defined 60 5,600 Black Box Corp. Common Stocks 091826107 591 12,500 SH Sole 25 12,500 Black Hills Corp. Common Stocks 092113109 198 6,300 SH Defined 14 6,300 Black Hills Corp. Common Stocks 092113109 381 12,100 SH Sole 25 12,100 H&R Block, Inc. Common Stocks 093671105 5,755 118,950 SH Defined 7 118,950 H&R Block, Inc. Common Stocks 093671105 6,585 138,100 SH Sole 25 138,100 H&R Block, Inc. Common Stocks 093671105 515 10,800 SH Defined 34 10,800 Blockbuster, Inc. Class A Common Stocks 093679108 3,271 215,500 SH Sole 25 215,500 Blockbuster, Inc. Class A Common Stocks 093679108 4,131 272,120 SH Defined 30 272,120 Blue Coat Systems, Inc. Common Stocks 09534T508 593 17,700 SH Sole 25 17,700 Blue Coat Systems, Inc. Common Stocks 09534T508 326 9,745 SH Defined 45 9,745 Bluegreen Corp. Common Stocks 096231105 513 37,200 SH Sole 25 37,200 Bluegreen Corp. Common Stocks 096231105 294 21,300 SH Defined 36 21,300 Bluegreen Corp. Common Stocks 096231105 15 1,100 SH Defined 41 1,100 Blyth, Inc. Common Stocks 09643P108 200 5,800 SH Sole 25 5,800 Bob Evans Farms, Inc. Common Stocks 096761101 126 4,600 SH Defined 28 4,600 Boca Resorts, Inc. Class A Common Stocks 09688T106 285 14,400 SH Defined 28 14,400 Boeing Co. (The) Common Stocks 097023105 2,120 28,900 SH Defined 3 28,900 Boeing Co. (The) Common Stocks 097023105 1,628 22,200 SH Defined 4 22,200 Boeing Co. (The) Common Stocks 097023105 1,620 31,700 SH Defined 5 31,700 Boeing Co. (The) Common Stocks 097023105 4,986 97,600 SH Defined 6 97,600 Boeing Co. (The) Common Stocks 097023105 8,020 155,300 SH Defined 7 155,300 Boeing Co. (The) Common Stocks 097023105 44,711 875,150 SH Sole 25 875,150 Boeing Co. (The) Common Stocks 097023105 480 9,400 SH Defined 35 9,400 Boeing Co. (The) Common Stocks 097023105 15,082 272,000 SH Defined 36 272,000 Boeing Co. (The) Common Stocks 097023105 2,329 34,000 SH Defined 51 34,000 Boeing Co. (The) Common Stocks 097023105 966 14,100 SH Defined 52 14,100 Boise Cascade Corp. Common Stocks 097383103 470 8,700 SH Defined 15 8,700 Boise Cascade Corp. Common Stocks 097383103 34 900 SH Sole 25 900 Boise Cascade Corp. Common Stocks 097383103 681 18,100 SH Defined 59 18,100
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Bombay Co., Inc. (The) Common Stocks 097924104 687 112,100 SH Sole 25 112,100 Borders Group, Inc. Common Stocks 099709107 5,026 214,400 SH Sole 25 214,400 Borders Group, Inc. Common Stocks 099709107 677 28,900 SH Defined 26 28,900 Borders Group, Inc. Common Stocks 099709107 5,002 210,300 SH Defined 36 210,300 Borders Group, Inc. Common Stocks 099709107 355 11,300 SH Defined 60 11,300 BorgWarner, Inc. Common Stocks 099724106 1,081 17,200 SH Defined 4 17,200 BorgWarner, Inc. Common Stocks 099724106 1,261 28,800 SH Defined 5 28,800 BorgWarner, Inc. Common Stocks 099724106 2,294 52,400 SH Sole 25 52,400 Borland Software Corp. Common Stocks 099849101 1,707 201,100 SH Defined 17 201,100 Borland Software Corp. Common Stocks 099849101 2,568 302,500 SH Sole 25 302,500 Boston Communications Group Common Stocks 100582105 24 2,300 SH Defined 41 2,300 Boston Properties, Inc. Common Stocks 101121101 19,321 385,800 SH Defined 1 385,800 Boston Properties, Inc. Common Stocks 101121101 23,933 477,900 SH Defined 33 477,900 Boston Properties, Inc. Common Stocks 101121101 2,030 40,538 SH Defined 49 40,538 Boston Scientific Corp. Common Stocks 101137107 62,356 1,456,909 SH Sole 25 1,456,909 Boston Scientific Corp. Common Stocks 101137107 740 17,300 SH Defined 35 17,300 Boston Scientific Corp. Common Stocks 101137107 23,291 509,800 SH Defined 36 509,800 Boston Scientific Corp. Common Stocks 101137107 12,928 302,066 SH Defined 40 302,066 Boston Scientific Corp. Common Stocks 101137107 81 1,900 SH Defined 43 1,900 Boston Scientific Corp. Common Stocks 101137107 21,805 500,400 SH Defined 44 500,400 Boston Scientific Corp. Common Stocks 101137107 12,283 273,400 SH Defined 53 273,400 Boston Scientific Corp. Common Stocks 101137107 21,901 464,460 SH Defined 59 464,460 Boston Scientific Corp. Common Stocks 101137107 1,762 30,700 SH Defined 60 30,700 Bowater, Inc. Common Stocks 102183100 8,594 206,640 SH Sole 25 206,640 Bowater, Inc. Common Stocks 102183100 308 7,400 SH Defined 35 7,400 Bowater, Inc. Common Stocks 102183100 4,181 96,820 SH Defined 43 96,820 Bowater, Inc. Common Stocks 102183100 680 12,200 SH Defined 51 12,200 Bowne & Co., Inc. Common Stocks 103043105 605 38,200 SH Sole 25 38,200 Bowne & Co., Inc. Common Stocks 103043105 355 22,400 SH Defined 30 22,400 Bowne & Co., Inc. Common Stocks 103043105 24 1,500 SH Defined 41 1,500 Boyd Gaming Corp. Common Stocks 103304101 595 22,400 SH Defined 28 22,400 Boykin Lodging Co. Common Stocks 103430104 155 20,300 SH Sole 25 20,300 Boykin Lodging Co. Common Stocks 103430104 226 29,600 SH Defined 36 29,600 Bradley Pharmaceuticals Common Stocks 104576103 223 8,000 SH Defined 39 8,000 Brady Corp. Class A Common Stocks 104674106 424 9,200 SH Defined 36 9,200 Brady Corp. Class A Common Stocks 104674106 352 5,700 SH Defined 60 5,700 Brandywine Realty Trust Common Stocks 105368203 2,066 76,000 SH Sole 25 76,000 Brandywine Realty Trust Common Stocks 105368203 1,085 39,900 SH Defined 33 39,900 Brandywine Realty Trust Common Stocks 105368203 188 6,900 SH Defined 41 6,900 Brasil Telecom Participacoes SA - ADR Common Stocks 105530109 414 13,500 SH Sole 25 13,500 Brasil Telecom Participacoes SA - ADR Common Stocks 105530109 599 19,500 SH Defined 29 19,500 Briggs & Stratton Corp. Common Stocks 109043109 10,717 121,305 SH Sole 25 121,305 Briggs & Stratton Corp. Common Stocks 109043109 574 6,500 SH Defined 28 6,500 Briggs & Stratton Corp. Common Stocks 109043109 6,299 71,300 SH Defined 36 71,300 Briggs & Stratton Corp. Common Stocks 109043109 1,361 15,400 SH Defined 41 15,400 Briggs & Stratton Corp. Common Stocks 109043109 406 4,600 SH Defined 46 4,600 Briggs & Stratton Corp. Common Stocks 109043109 1,126 12,750 SH Defined 48 12,750 Briggs & Stratton Corp. Common Stocks 109043109 777 8,800 SH Defined 54 8,800 Bright Horizons Family Solutions, Inc. Common Stocks 109195107 1,775 33,113 SH Sole 25 33,113 Bright Horizons Family Solutions, Inc. Common Stocks 109195107 247 4,600 SH Defined 28 4,600 Brightpoint, Inc. Common Stocks 109473405 43 3,100 SH Defined 39 3,100 Brinker International, Inc. Common Stocks 109641100 305 8,935 SH Defined 12 8,935 Brinker International, Inc. Common Stocks 109641100 3,229 94,630 SH Defined 13 94,630 Brinker International, Inc. Common Stocks 109641100 408 11,965 SH Sole 25 11,965 Brink's Co. (The) Common Stocks 109696104 3,452 100,800 SH Defined 18 100,800 Brink's Co. (The) Common Stocks 109696104 8,994 262,600 SH Sole 25 262,600 Brink's Co. (The) Common Stocks 109696104 291 8,500 SH Defined 28 8,500 Brink's Co. (The) Common Stocks 109696104 5,683 165,920 SH Defined 30 165,920 Brink's Co. (The) Common Stocks 109696104 2,625 74,900 SH Defined 36 74,900 Brink's Co. (The) Common Stocks 109696104 182 5,300 SH Defined 41 5,300 Brink's Co. (The) Common Stocks 109696104 401 11,700 SH Defined 46 11,700 Brink's Co. (The) Common Stocks 109696104 736 21,500 SH Defined 54 21,500 Bristol-Myers Squibb Co. Common Stocks 110122108 1,175 33,400 SH Defined 4 33,400 Bristol-Myers Squibb Co. Common Stocks 110122108 1,597 65,200 SH Defined 5 65,200 Bristol-Myers Squibb Co. Common Stocks 110122108 8,816 352,400 SH Defined 7 352,400 Bristol-Myers Squibb Co. Common Stocks 110122108 345 14,096 SH Defined 13 14,096 Bristol-Myers Squibb Co. Common Stocks 110122108 196 8,000 SH Defined 14 8,000 Bristol-Myers Squibb Co. Common Stocks 110122108 230 9,400 SH Defined 9,400 Bristol-Myers Squibb Co. Common Stocks 110122108 27,476 1,121,450 SH Sole 25 1,121,450 Bristol-Myers Squibb Co. Common Stocks 110122108 1,458 59,500 SH Defined 26 59,500 Bristol-Myers Squibb Co. Common Stocks 110122108 8,688 299,800 SH Defined 36 299,800 Bristol-Myers Squibb Co. Common Stocks 110122108 44 1,808 SH Defined 39 1,808 Bristol-Myers Squibb Co. Common Stocks 110122108 338 13,800 SH Defined 13,800 Bristol-Myers Squibb Co. Common Stocks 110122108 8,472 329,400 SH Defined 53 329,400 Broadcom Corp. Class A Common Stocks 111320107 19,358 413,890 SH Sole 25 413,890 Broadcom Corp. Class A Common Stocks 111320107 6,103 130,500 SH Defined 26 130,500 Broadcom Corp. Class A Common Stocks 111320107 24,004 475,631 SH Defined 59 475,631 Brocade Communications Systems, Inc. Common Stocks 111621108 338 39,400 SH Defined 15 39,400 Brocade Communications Systems, Inc. Common Stocks 111621108 696 116,400 SH Defined 36 116,400 Brookfield Homes Corp. Common Stocks 112723101 729 27,850 SH Defined 30 27,850 Brookfield Properties Co. Common Stocks 112900105 5,764 200,500 SH Defined 1 200,500 Brookfield Properties Co. Common Stocks 112900105 5,520 192,000 SH Defined 33 192,000 Brookfield Properties Co. Common Stocks 112900105 15,079 524,500 SH Defined 49 524,500 Brookline Bancorp, Inc. Common Stocks 11373M107 1,349 91,950 SH Sole 25 91,950 Brookline Bancorp, Inc. Common Stocks 11373M107 252 17,200 SH Defined 39 17,200 Brookline Bancorp, Inc. Common Stocks 11373M107 302 20,600 SH Defined 46 20,600 Brookline Bancorp, Inc. Common Stocks 11373M107 550 37,500 SH Defined 54 37,500 Brooks Automation, Inc. Common Stocks 114340102 1,743 86,495 SH Sole 25 86,495 Brooks Automation, Inc. Common Stocks 114340102 274 13,600 SH Defined 28 13,600 Brooks Automation, Inc. Common Stocks 114340102 2,640 131,030 SH Defined 48 131,030 Brookstone, Inc. Common Stocks 114537103 841 41,925 SH Sole 25 41,925 Brookstone, Inc. Common Stocks 114537103 569 28,400 SH Defined 28 28,400 Brookstone, Inc. Common Stocks 114537103 443 22,080 SH Defined 30 22,080 Brookstone, Inc. Common Stocks 114537103 174 8,700 SH Defined 41 8,700 Brown & Brown, Inc. Common Stocks 115236101 2,351 54,559 SH Sole 25 54,559 Brown Shoe Co., Inc. Common Stocks 115736100 1,481 36,178 SH Sole 25 36,178 Brown Shoe Co., Inc. Common Stocks 115736100 343 8,382 SH Defined 30 8,382 Brown Shoe Co., Inc. Common Stocks 115736100 70 1,700 SH Defined 41 1,700 Brunswick Corp. Common Stocks 117043109 249 4,550 SH Defined 7 4,550 Brunswick Corp. Common Stocks 117043109 317 7,781 SH Defined 13 7,781 Brunswick Corp. Common Stocks 117043109 11,826 289,850 SH Sole 25 289,850 Brunswick Corp. Common Stocks 117043109 4,390 107,600 SH Defined 36 107,600 Brunswick Corp. Common Stocks 117043109 1,175 28,800 SH Defined 41 28,800 Brunswick Corp. Common Stocks 117043109 443 8,100 SH Defined 51 8,100 Brunswick Corp. Common Stocks 117043109 738 18,080 SH Defined 59 18,080 Brush Engineered Materials, Inc. Common Stocks 117421107 42 2,200 SH Defined 28 2,200 Brush Engineered Materials, Inc. Common Stocks 117421107 164 8,700 SH Defined 36 8,700 Buca, Inc. Common Stocks 117769109 678 98,700 SH Defined 27 98,700 Buckeye Technologies, Inc. Common Stocks 118255108 53 4,600 SH Defined 41 4,600 Buckle, Inc. (The) Common Stocks 118440106 82 2,900 SH Defined 36 2,900 Buffalo Wild Wings, Inc. Common Stocks 119848109 613 17,200 SH Defined 27 17,200 Buffalo Wild Wings, Inc. Common Stocks 119848109 224 8,100 SH Defined 28 8,100 Building Material Holding Corp. Common Stocks 120113105 2,254 119,050 SH Sole 25 119,050 Building Material Holding Corp. Common Stocks 120113105 274 14,500 SH Defined 36 14,500 Burlington Northern Santa Fe Corp. Common Stocks 12189T104 1,324 26,300 SH Defined 4 26,300 Burlington Northern Santa Fe Corp. Common Stocks 12189T104 1,174 33,490 SH Defined 5 33,490 Burlington Northern Santa Fe Corp. Common Stocks 12189T104 7,564 209,400 SH Defined 7 209,400 Burlington Northern Santa Fe Corp. Common Stocks 12189T104 4,113 117,293 SH Defined 13 117,293 Burlington Northern Santa Fe Corp. Common Stocks 12189T104 15,647 446,170 SH Sole 25 446,170 Burlington Northern Santa Fe Corp. Common Stocks 12189T104 168 4,800 SH Defined 35 4,800 Burlington Northern Santa Fe Corp. Common Stocks 12189T104 2,017 41,700 SH Defined 36 41,700 Burlington Northern Santa Fe Corp. Common Stocks 12189T104 9,019 247,410 SH Defined 43 247,410 Burlington Resources, Inc. Common Stocks 122014103 3,355 88,400 SH Defined 7 88,400 Burlington Resources, Inc. Common Stocks 122014103 4,580 126,600 SH Sole 25 126,600 Burlington Resources, Inc. Common Stocks 122014103 1,017 28,100 SH Defined 34 28,100 CBL & Associates Properties, Inc. Common Stocks 124830100 138 2,510 SH Defined 12 2,510 CBL & Associates Properties, Inc. Common Stocks 124830100 1,104 20,071 SH Defined 13 20,071 CBL & Associates Properties, Inc. Common Stocks 124830100 3,693 67,141 SH Sole 25 67,141 CBL & Associates Properties, Inc. Common Stocks 124830100 688 12,500 SH Defined 26 12,500 CBL & Associates Properties, Inc. Common Stocks 124830100 2,552 46,400 SH Defined 36 46,400 CCC Information Services Group Common Stocks 12487Q109 139 8,300 SH Sole 25 8,300
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- CCC Information Services Group Common Stocks 12487Q109 10 603 SH Defined 36 603 C-COR.net Corp. Common Stocks 125010108 204 19,800 SH Sole 25 19,800 C-COR.net Corp. Common Stocks 125010108 210 20,450 SH Defined 30 20,450 CDI Corp. Common Stocks 125071100 581 16,800 SH Sole 25 16,800 CDW Corp. Common Stocks 12512N105 7,096 111,300 SH Sole 25 111,300 CDW Corp. Common Stocks 12512N105 6,552 99,280 SH Defined 59 99,280 CEC Entertainment, Inc. Common Stocks 125137109 484 16,400 SH Sole 25 16,400 CEC Entertainment, Inc. Common Stocks 125137109 245 8,300 SH Defined 28 8,300 CEC Entertainment, Inc. Common Stocks 125137109 356 12,070 SH Defined 30 12,070 CH Robinson Worldwide, Inc. Common Stocks 12541W100 1,677 36,590 SH Sole 25 36,590 CH Robinson Worldwide, Inc. Common Stocks 12541W100 918 20,035 SH Defined 45 20,035 Cigna Corp. Common Stocks 125509109 1,353 13,700 SH Defined 4 13,700 Cigna Corp. Common Stocks 125509109 1,693 24,600 SH Defined 5 24,600 Cigna Corp. Common Stocks 125509109 1,958 28,456 SH Defined 13 28,456 Cigna Corp. Common Stocks 125509109 486 7,070 SH Defined 14 7,070 Cigna Corp. Common Stocks 125509109 20,036 291,180 SH Sole 25 291,180 Cigna Corp. Common Stocks 125509109 812 11,800 SH Defined 35 11,800 Cigna Corp. Common Stocks 125509109 14,281 202,700 SH Defined 36 202,700 Cigna Corp. Common Stocks 125509109 447 6,500 SH Defined 37 6,500 Cigna Corp. Common Stocks 125509109 69 1,004 SH Defined 39 1,004 Cigna Corp. Common Stocks 125509109 489 5,300 SH Defined 51 5,300 Cigna Corp. Common Stocks 125509109 3,576 51,969 SH Defined 54 51,969 CIT Group, Inc. Common Stocks 125581108 1,540 40,219 SH Defined 13 40,219 CIT Group, Inc. Common Stocks 125581108 2,451 64,000 SH Defined 18 64,000 CIT Group, Inc. Common Stocks 125581108 7,239 189,050 SH Sole 25 189,050 CIT Group, Inc. Common Stocks 125581108 965 25,200 SH Defined 28 25,200 CIT Group, Inc. Common Stocks 125581108 685 17,900 SH Defined 35 17,900 CIT Group, Inc. Common Stocks 125581108 606 11,800 SH Defined 51 11,800 CIT Group, Inc. Common Stocks 125581108 4,724 123,383 SH Defined 54 123,383 CIT Group, Inc. Common Stocks 125581108 436 8,500 SH Defined 60 8,500 Cleco Corp. Common Stocks 12561W105 1,233 68,600 SH Sole 25 68,600 Cleco Corp. Common Stocks 12561W105 162 9,000 SH Defined 28 9,000 Cleco Corp. Common Stocks 12561W105 156 8,700 SH Defined 41 8,700 CMS Energy Corp. Common Stocks 125896100 1,148 87,600 SH Defined 4 87,600 CMS Energy Corp. Common Stocks 125896100 844 92,400 SH Defined 5 92,400 CMS Energy Corp. Common Stocks 125896100 1,300 142,400 SH Defined 18 142,400 CMS Energy Corp. Common Stocks 125896100 2,353 257,700 SH Sole 25 257,700 CSS Industries, Inc. Common Stocks 125906107 200 5,700 SH Sole 25 5,700 CSS Industries, Inc. Common Stocks 125906107 98 2,800 SH Defined 30 2,800 CNA Financial Corp. Common Stocks 126117100 1,576 53,253 SH Defined 13 53,253 CNA Financial Corp. Common Stocks 126117100 195 6,600 SH Defined 28 6,600 CNA Financial Corp. Common Stocks 126117100 1,040 34,100 SH Defined 36 34,100 CNA Surety Corp. Common Stocks 12612L108 1,530 139,700 SH Defined 19 139,700 CNA Surety Corp. Common Stocks 12612L108 1,068 97,500 SH Sole 25 97,500 CNA Surety Corp. Common Stocks 12612L108 96 8,800 SH Defined 28 8,800 CNF, Inc. Common Stocks 12612W104 262 6,300 SH Defined 28 6,300 CNET Networks, Inc. Common Stocks 12613R104 1,054 95,250 SH Defined 59 95,250 CSG Systems International Common Stocks 126349109 1,036 50,054 SH Defined 12 50,054 CSG Systems International Common Stocks 126349109 589 28,459 SH Defined 13 28,459 CSG Systems International Common Stocks 126349109 3,823 184,684 SH Sole 25 184,684 CSG Systems International Common Stocks 126349109 2,047 98,900 SH Defined 36 98,900 CSG Systems International Common Stocks 126349109 37 1,800 SH Defined 41 1,800 CSG Systems International Common Stocks 126349109 1,322 63,870 SH Defined 48 63,870 CSX Corp. Common Stocks 126408103 1,651 35,100 SH Defined 4 35,100 CSX Corp. Common Stocks 126408103 1,747 53,300 SH Defined 5 53,300 CSX Corp. Common Stocks 126408103 446 13,600 SH Defined 14 13,600 CSX Corp. Common Stocks 126408103 13,464 410,850 SH Sole 25 410,850 CSX Corp. Common Stocks 126408103 102 3,100 SH Defined 35 3,100 CSX Corp. Common Stocks 126408103 4,542 133,300 SH Defined 36 133,300 CSX Corp. Common Stocks 126408103 61 1,863 SH Defined 39 1,863 CSX Corp. Common Stocks 126408103 861 19,600 SH Defined 51 19,600 CT Communications, Inc. Common Stocks 126426402 135 9,000 SH Defined 28 9,000 CTS Corp. Common Stocks 126501105 329 27,300 SH Sole 25 27,300 CTS Corp. Common Stocks 126501105 262 21,700 SH Defined 36 21,700 CVB Financial Corp. Common Stocks 126600105 268 12,320 SH Sole 25 12,320 CVB Financial Corp. Common Stocks 126600105 261 11,990 SH Defined 36 11,990 CVS Corp. Common Stocks 126650100 8,099 192,735 SH Sole 25 192,735 CVS Corp. Common Stocks 126650100 945 22,500 SH Defined 35 22,500 CVS Corp. Common Stocks 126650100 34 820 SH Defined 39 820 CVS Corp. Common Stocks 126650100 3,875 92,210 SH Defined 40 92,210 CVS Corp. Common Stocks 126650100 195 4,640 SH Defined 43 4,640 CVS Corp. Common Stocks 126650100 1,387 33,000 SH Defined 54 33,000 Cablevision Systems Corp. Class A Common Stocks 12686C109 1,233 43,700 SH Defined 15 43,700 Cable Design Technologies Corp. Common Stocks 126924109 2,025 191,000 SH Defined 19 191,000 Cable Design Technologies Corp. Common Stocks 126924109 1,781 168,000 SH Sole 25 168,000 Cabot Corp. Common Stocks 127055101 4,203 103,271 SH Defined 12 103,271 Cabot Corp. Common Stocks 127055101 3,272 80,395 SH Defined 13 80,395 Cabot Corp. Common Stocks 127055101 6,737 165,540 SH Sole 25 165,540 Cabot Corp. Common Stocks 127055101 3,736 91,800 SH Defined 36 91,800 CACI International, Inc. Class A Common Stocks 127190304 231 5,700 SH Defined 36 5,700 Caesars Entertainment, Inc. Common Stocks 127687101 1,882 125,457 SH Defined 12 125,457 Caesars Entertainment, Inc. Common Stocks 127687101 225 14,967 SH Defined 13 14,967 Caesars Entertainment, Inc. Common Stocks 127687101 2,518 167,841 SH Sole 25 167,841 Caesars Entertainment, Inc. Common Stocks 127687101 4,391 292,719 SH Defined 54 292,719 Caesars Entertainment, Inc. Common Stocks 127687101 370 18,400 SH Defined 60 18,400 Cal Dive International, Inc. Common Stocks 127914109 4,163 137,300 SH Sole 25 137,300 Cal Dive International, Inc. Common Stocks 127914109 3,329 109,800 SH Defined 109,800 Cal Dive International, Inc. Common Stocks 127914109 1,395 46,000 SH Defined 53 46,000 Calgon Carbon Corp. Common Stocks 129603106 2,450 365,720 SH Defined 18 365,720 Calgon Carbon Corp. Common Stocks 129603106 3,403 507,950 SH Sole 25 507,950 California Micro Devices CP Common Stocks 130439102 2,127 184,500 SH Sole 25 184,500 California Micro Devices CP Common Stocks 130439102 540 36,300 SH Defined 27 36,300 California Pizza Kitchen, Inc. Common Stocks 13054D109 125 6,500 SH Sole 25 6,500 California Pizza Kitchen, Inc. Common Stocks 13054D109 266 13,857 SH Defined 54 13,857 Callaway Golf Co. Common Stocks 131193104 - - SH Defined 36 Callidus Software, Inc. Common Stocks 13123E500 86 16,500 SH Defined 39 16,500 Calpine Corp. Common Stocks 131347106 232 53,700 SH Defined 14 53,700 Calpine Corp. Common Stocks 131347106 665 153,896 SH Sole 25 153,896 Calpine Corp. Common Stocks 131347106 515 119,212 SH Defined 54 119,212 Cambrex Corp. Common Stocks 132011107 149 5,900 SH Defined 41 5,900 Camden Property Trust Common Stocks 133131102 7,786 170,000 SH Defined 1 170,000 Camden Property Trust Common Stocks 133131102 3,591 78,400 SH Defined 33 78,400 Canadian National Railway Co. Common Stocks 136375102 77 1,756 SH Defined 39 1,756 Candela Corp. Common Stocks 136907102 298 30,400 SH Defined 46 30,400 Candela Corp. Common Stocks 136907102 541 55,200 SH Defined 54 55,200 Capital Automotive REIT Common Stocks 139733109 5,023 171,250 SH Sole 25 171,250 Capital Automotive REIT Common Stocks 139733109 1,402 47,800 SH Defined 36 47,800 Capital Automotive REIT Common Stocks 139733109 226 7,700 SH Defined 46 7,700 Capital Automotive REIT Common Stocks 139733109 425 14,500 SH Defined 54 14,500 Capital Automotive REIT Common Stocks 139733109 138 3,500 SH Defined 60 3,500 Capital Crossing Bank Common Stocks 140071101 100 1,800 SH Sole 25 1,800 Capital One Financial Corp. Common Stocks 14040H105 3,259 33,200 SH Defined 3 33,200 Capital One Financial Corp. Common Stocks 14040H105 3,883 41,700 SH Defined 4 41,700 Capital One Financial Corp. Common Stocks 14040H105 1,429 20,900 SH Defined 5 20,900 Capital One Financial Corp. Common Stocks 14040H105 13,300 194,500 SH Defined 6 194,500 Capital One Financial Corp. Common Stocks 14040H105 14,332 209,600 SH Sole 25 209,600 Capital One Financial Corp. Common Stocks 14040H105 957 14,000 SH Defined 35 14,000 Capital One Financial Corp. Common Stocks 14040H105 267 3,900 SH Defined 36 3,900 Capital One Financial Corp. Common Stocks 14040H105 3,501 51,200 SH Defined 50 51,200 Capital One Financial Corp. Common Stocks 14040H105 2,576 28,100 SH Defined 52 28,100 Capital Trust Class A Common Stocks 14052H506 192 7,200 SH Defined 28 7,200 CapitalSource, Inc. Common Stocks 14055X102 5,303 216,900 SH Sole 25 216,900 CapitalSource, Inc. Common Stocks 14055X102 4,210 172,200 SH Defined 58 172,200 CapitalSource, Inc. Common Stocks 14055X102 532 21,760 SH Defined 59 21,760 Capitol Bancorp, Ltd. Common Stocks 14056D105 52 2,000 SH Sole 25 2,000 Capstone Turbine Corp. Common Stocks 14067D102 87 39,891 SH Sole 25 39,891 Capstone Turbine Corp. Common Stocks 14067D102 54 24,700 SH Defined 36 24,700 Capstead Mortgage Corp. Common Stocks 14067E506 942 70,060 SH Defined 30 70,060 Captaris, Inc. Common Stocks 14071N104 473 56,800 SH Defined 27 56,800 Captiva Software Corp. Common Stocks 14073T109 868 89,600 SH Sole 25 89,600 CARBO Ceramics, Inc. Common Stocks 140781105 2,969 43,500 SH Sole 25 43,500
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- CARBO Ceramics, Inc. Common Stocks 140781105 1,693 24,800 SH Defined 30 24,800 Cardinal Financial Corp. Common Stocks 14149F109 453 38,800 SH Defined 27 38,800 Cardinal Health, Inc. Common Stocks 14149Y108 1,599 15,900 SH Defined 3 15,900 Cardinal Health, Inc. Common Stocks 14149Y108 236 3,400 SH Defined 4 3,400 Cardinal Health, Inc. Common Stocks 14149Y108 3,769 53,800 SH Defined 6 53,800 Cardinal Health, Inc. Common Stocks 14149Y108 8,753 122,400 SH Defined 7 122,400 Cardinal Health, Inc. Common Stocks 14149Y108 15,670 223,700 SH Sole 25 223,700 Cardinal Health, Inc. Common Stocks 14149Y108 2,389 34,100 SH Defined 26 34,100 Cardinal Health, Inc. Common Stocks 14149Y108 98 1,401 SH Defined 39 1,401 Cardinal Health, Inc. Common Stocks 14149Y108 723 7,700 SH Defined 52 7,700 CardioDynamics International Long-Term Corp. Investments 141597104 660 130,646 SH Sole 25 130,646 Career Education Corp. Common Stocks 141665109 762 16,730 SH Sole 25 16,730 Career Education Corp. Common Stocks 141665109 437 9,600 SH Defined 28 9,600 Career Education Corp. Common Stocks 141665109 418 9,175 SH Defined 45 9,175 Caremark Rx, Inc. Common Stocks 141705103 2,256 47,700 SH Defined 3 47,700 Caremark Rx, Inc. Common Stocks 141705103 328 10,100 SH Defined 4 10,100 Caremark Rx, Inc. Common Stocks 141705103 5,313 161,300 SH Defined 6 161,300 Caremark Rx, Inc. Common Stocks 141705103 17,461 530,100 SH Sole 25 530,100 Caremark Rx, Inc. Common Stocks 141705103 4,190 127,200 SH Defined 26 127,200 Caremark Rx, Inc. Common Stocks 141705103 988 30,000 SH Defined 34 30,000 Caremark Rx, Inc. Common Stocks 141705103 1,029 23,300 SH Defined 52 23,300 Caremark Rx, Inc. Common Stocks 141705103 11,176 311,200 SH Defined 59 311,200 Carlisle Cos., Inc. Common Stocks 142339100 2,446 39,300 SH Sole 25 39,300 Carlisle Cos., Inc. Common Stocks 142339100 436 7,000 SH Defined 28 7,000 Carlisle Cos., Inc. Common Stocks 142339100 1,787 28,700 SH Defined 36 28,700 Carlisle Cos., Inc. Common Stocks 142339100 249 4,000 SH Defined 41 4,000 Carlisle Cos., Inc. Common Stocks 142339100 374 6,000 SH Defined 46 6,000 Carlisle Cos., Inc. Common Stocks 142339100 685 11,000 SH Defined 54 11,000 Carmike Cinemas, Inc. Common Stocks 143436400 1,361 34,492 SH Sole 25 34,492 Carmike Cinemas, Inc. Common Stocks 143436400 359 9,100 SH Defined 46 9,100 Carmike Cinemas, Inc. Common Stocks 143436400 679 17,200 SH Defined 54 17,200 Carnival Corp. Common Stocks 143658300 277 5,900 SH Defined 14 5,900 Carnival Corp. Common Stocks 143658300 1,012 15,000 SH Defined 15 15,000 Carnival Corp. Common Stocks 143658300 9,039 192,326 SH Sole 25 192,326 Carnival Corp. Common Stocks 143658300 47 1,000 SH Defined 43 1,000 Carnival Corp. Common Stocks 143658300 1,005 15,950 SH Defined 51 15,950 Carpenter Technology Common Stocks 144285103 1,280 37,600 SH Sole 25 37,600 Carpenter Technology Common Stocks 144285103 567 16,650 SH Defined 30 16,650 Carpenter Technology Common Stocks 144285103 1,743 51,200 SH Defined 36 51,200 CarrAmerica Realty Corp. Common Stocks 144418100 3,470 114,800 SH Defined 1 114,800 CarrAmerica Realty Corp. Common Stocks 144418100 493 16,300 SH Sole 25 16,300 CarrAmerica Realty Corp. Common Stocks 144418100 5,995 198,300 SH Defined 33 198,300 CarrAmerica Realty Corp. Common Stocks 144418100 148 4,900 SH Defined 35 4,900 CarrAmerica Realty Corp. Common Stocks 144418100 112 3,700 SH Defined 41 3,700 Carrier Access Corp. Common Stocks 144460102 779 50,700 SH Defined 27 50,700 Carter's, Inc. Common Stocks 146229109 215 7,400 SH Sole 25 7,400 Carter's, Inc. Common Stocks 146229109 271 9,300 SH Defined 9,300 Carter's, Inc. Common Stocks 146229109 105 3,600 SH Defined 53 3,600 Cascade Corp. Common Stocks 147195101 2,716 86,900 SH Defined 19 86,900 Cascade Corp. Common Stocks 147195101 297 9,500 SH Sole 25 9,500 Cascade Corp. Common Stocks 147195101 122 3,900 SH Defined 28 3,900 Cascade Corp. Common Stocks 147195101 338 10,800 SH Defined 36 10,800 Cascade Natural Gas Corp. Common Stocks 147339105 124 5,600 SH Sole 25 5,600 Cascade Natural Gas Corp. Common Stocks 147339105 24 1,100 SH Defined 41 1,100 Cascade Natural Gas Corp. Common Stocks 147339105 148 5,000 SH Defined 60 5,000 Casey's General Stores, Inc. Common Stocks 147528103 1,609 87,950 SH Sole 25 87,950 Cash America International, Inc. Common Stocks 14754D100 2,632 114,441 SH Sole 25 114,441 Cash America International, Inc. Common Stocks 14754D100 536 23,300 SH Defined 28 23,300 Cash America International, Inc. Common Stocks 14754D100 1,836 79,836 SH Defined 30 79,836 Cash America International, Inc. Common Stocks 14754D100 380 16,500 SH Defined 36 16,500 Catapult Communications Corp. Common Stocks 149016107 94 4,100 SH Defined 28 4,100 Catellus Development Corp. Common Stocks 149113102 15,493 628,500 SH Defined 1 628,500 Catellus Development Corp. Common Stocks 149113102 730 29,600 SH Sole 25 29,600 Catellus Development Corp. Common Stocks 149113102 564 22,900 SH Defined 26 22,900 Catellus Development Corp. Common Stocks 149113102 6,146 249,333 SH Defined 33 249,333 Catellus Development Corp. Common Stocks 149113102 17,181 697,004 SH Defined 49 697,004 Caterpillar, Inc. Common Stocks 149123101 604 7,600 SH Defined 5 7,600 Caterpillar, Inc. Common Stocks 149123101 7,620 94,700 SH Defined 7 94,700 Caterpillar, Inc. Common Stocks 149123101 54,786 689,655 SH Sole 25 689,655 Caterpillar, Inc. Common Stocks 149123101 2,550 32,100 SH Defined 26 32,100 Caterpillar, Inc. Common Stocks 149123101 5,545 69,800 SH Defined 36 69,800 Caterpillar, Inc. Common Stocks 149123101 14,566 183,361 SH Defined 40 183,361 Caterpillar, Inc. Common Stocks 149123101 183 2,300 SH Defined 43 2,300 Caterpillar, Inc. Common Stocks 149123101 16,368 202,400 SH Defined 44 202,400 Caterpillar, Inc. Common Stocks 149123101 11,851 142,100 SH Defined 53 142,100 Caterpillar, Inc. Common Stocks 149123101 13,143 152,411 SH Defined 59 152,411 Caterpillar, Inc. Common Stocks 149123101 1,321 12,400 SH Defined 60 12,400 Cell GeneSystem, Inc. Common Stocks 150921104 517 49,717 SH Sole 25 49,717 Cell GeneSystem, Inc. Common Stocks 150921104 876 84,283 SH Defined 36 84,283 Cell Therapeutics, Inc. Common Stocks 150934107 35 4,800 SH Defined 39 4,800 Celestica, Inc. Common Stocks 15101Q108 599 20,900 SH Defined 4 20,900 Celestica, Inc. Common Stocks 15101Q108 373 18,700 SH Defined 5 18,700 Celestica, Inc. Common Stocks 15101Q108 215 7,500 SH Defined 23 7,500 Celestica, Inc. Common Stocks 15101Q108 1,239 62,100 SH Sole 25 62,100 Celestica, Inc. Common Stocks 15101Q108 92 3,450 SH Defined 51 3,450 Celgene Corp. Common Stocks 151020104 240 4,200 SH Defined 28 4,200 Cellegy Pharmaceuticals, Inc. Common Stocks 15115L103 337 67,900 SH Defined 27 67,900 Cemex SA de CV - ADR Common Stocks 151290889 586 20,150 SH Defined 20,150 Cemex SA de CV - ADR Common Stocks 151290889 877 30,149 SH Defined 30,149 Cemex SA de CV - ADR Common Stocks 151290889 1,058 36,344 SH Sole 25 36,344 Cendant Corp. Common Stocks 151313103 1,683 47,900 SH Defined 4 47,900 Cendant Corp. Common Stocks 151313103 436 17,800 SH Defined 5 17,800 Cendant Corp. Common Stocks 151313103 8,850 351,100 SH Defined 7 351,100 Cendant Corp. Common Stocks 151313103 18,567 758,454 SH Defined 12 758,454 Cendant Corp. Common Stocks 151313103 7,669 313,282 SH Defined 13 313,282 Cendant Corp. Common Stocks 151313103 472 19,300 SH Defined 14 19,300 Cendant Corp. Common Stocks 151313103 101,398 4,142,071 SH Sole 25 4,142,071 Cendant Corp. Common Stocks 151313103 14,360 586,600 SH Defined 26 586,600 Cendant Corp. Common Stocks 151313103 16,904 660,200 SH Defined 32 660,200 Cendant Corp. Common Stocks 151313103 7,276 281,600 SH Defined 36 281,600 Center Financial Corp. Common Stocks 15146E102 85 5,600 SH Sole 25 5,600 Center Financial Corp. Common Stocks 15146E102 24 1,600 SH Defined 41 1,600 Centerpoint Properties Trust Common Stocks 151895109 12,656 164,900 SH Defined 33 164,900 Centerpoint Energy, Inc. Common Stocks 15189T107 1,697 147,547 SH Defined 13 147,547 Centerpoint Energy, Inc. Common Stocks 15189T107 10,107 878,850 SH Sole 25 878,850 Centerpoint Energy, Inc. Common Stocks 15189T107 7,094 616,900 SH Defined 36 616,900 Centerpoint Energy, Inc. Common Stocks 15189T107 850 73,900 SH Defined 41 73,900 Centex Corp. Common Stocks 152312104 4,795 104,800 SH Defined 7 104,800 Centex Corp. Common Stocks 152312104 5,673 123,997 SH Defined 12 123,997 Centex Corp. Common Stocks 152312104 2,199 48,060 SH Defined 13 48,060 Centex Corp. Common Stocks 152312104 23,629 516,474 SH Sole 25 516,474 Centex Corp. Common Stocks 152312104 2,109 46,100 SH Defined 26 46,100 Centex Corp. Common Stocks 152312104 41 900 SH Defined 28 900 Centex Corp. Common Stocks 152312104 9 200 SH Defined 35 200 Centex Corp. Common Stocks 152312104 9,666 194,800 SH Defined 36 194,800 Centex Corp. Common Stocks 152312104 261 5,700 SH Defined 39 5,700 Centillium Communications, Inc. Common Stocks 152319109 322 65,200 SH Defined 27 65,200 Central Coast Bancorp Common Stocks 153145107 5 300 SH Defined 41 300 Central European Distribution Corp. Common Stocks 153435102 330 12,750 SH Defined 28 12,750 Central Garden and Pet Co. Common Stocks 153527106 1,281 35,800 SH Sole 25 35,800 Central Pacific Financial Corp. Common Stocks 154760102 316 11,500 SH Sole 25 11,500 Central Pacific Financial Corp. Common Stocks 154760102 259 9,400 SH Defined 36 9,400 Central Pacific Financial Corp. Common Stocks 154760102 41 1,500 SH Defined 41 1,500 Century Aluminum Co. Common Stocks 156431108 42 1,700 SH Defined 28 1,700 Century Aluminum Co. Common Stocks 156431108 258 10,400 SH Defined 46 10,400 Century Aluminum Co. Common Stocks 156431108 471 19,000 SH Defined 54 19,000 CenturyTel, Inc. Common Stocks 156700106 314 7,800 SH Defined 7 7,800 CenturyTel, Inc. Common Stocks 156700106 2,160 71,899 SH Defined 13 71,899 Cephalon, Inc. Common Stocks 156708109 8,176 151,400 SH Sole 25 151,400 Cephalon, Inc. Common Stocks 156708109 5,837 108,100 SH Defined 26 108,100 Cephalon, Inc. Common Stocks 156708109 1,285 23,800 SH Defined 30 23,800
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Ceridian Corp. Common Stocks 156779100 1,991 88,500 SH Sole 25 88,500 Ceridian Corp. Common Stocks 156779100 2,873 127,700 SH Defined 36 127,700 Ceridian Corp. Common Stocks 156779100 644 28,640 SH Defined 59 28,640 Cerner Corp. Common Stocks 156782104 1,346 30,200 SH Sole 25 30,200 Cerner Corp. Common Stocks 156782104 94 2,100 SH Defined 28 2,100 Cerner Corp. Common Stocks 156782104 1,600 35,900 SH Defined 30 35,900 Cerner Corp. Common Stocks 156782104 76 1,700 SH Defined 41 1,700 Certegy, Inc. Common Stocks 156880106 3,636 93,700 SH Sole 25 93,700 Certegy, Inc. Common Stocks 156880106 217 5,600 SH Defined 28 5,600 Certegy, Inc. Common Stocks 156880106 2,910 75,000 SH Defined 58 75,000 Ceva, Inc. Common Stocks 157210105 16 2,000 SH Defined 28 2,000 Champion Enterprises, Inc. Common Stocks 158496109 927 100,962 SH Sole 25 100,962 Champion Enterprises, Inc. Common Stocks 158496109 1,093 119,051 SH Defined 48 119,051 Champion Enterprises, Inc. Common Stocks 158496109 466 50,787 SH Defined 54 50,787 Charles River Associates, Inc. Common Stocks 159852102 76 2,440 SH Defined 30 2,440 Charles River Laboratories International, Inc. Common Stocks 159864107 117 2,390 SH Defined 13 2,390 Charles River Laboratories International, Inc. Common Stocks 159864107 722 14,778 SH Sole 25 14,778 Charles River Laboratories International, Inc. Common Stocks 159864107 401 8,200 SH Defined 28 8,200 Charles River Laboratories International, Inc. Common Stocks 159864107 576 11,790 SH Defined 59 11,790 Charter One Financial, Inc. Common Stocks 160903100 187 4,226 SH Defined 13 4,226 Charter One Financial, Inc. Common Stocks 160903100 437 9,900 SH Sole 25 9,900 Charter One Financial, Inc. Common Stocks 160903100 601 13,600 SH Defined 34 13,600 Charter Municipal Mortgage Acceptance Co. Common Stocks 160908109 586 29,800 SH Sole 25 29,800 Charter Municipal Mortgage Acceptance Co. Common Stocks 160908109 1,138 57,900 SH Defined 36 57,900 Charlotte Russe Holding, Inc. Common Stocks 161048103 3,782 176,900 SH Defined 17 176,900 Charlotte Russe Holding, Inc. Common Stocks 161048103 8,248 385,800 SH Sole 25 385,800 Charming Shoppes Common Stocks 161133103 5,460 611,446 SH Sole 25 611,446 Charming Shoppes Common Stocks 161133103 399 44,730 SH Defined 30 44,730 Charming Shoppes Common Stocks 161133103 4,012 445,273 SH Defined 36 445,273 Chattem, Inc. Common Stocks 162456107 453 15,700 SH Sole 25 15,700 Chattem, Inc. Common Stocks 162456107 35 1,200 SH Defined 28 1,200 Chattem, Inc. Common Stocks 162456107 40 1,400 SH Defined 41 1,400 Checkfree Corp. Common Stocks 162813109 732 17,000 SH Defined 15 17,000 Checkfree Corp. Common Stocks 162813109 9,816 327,200 SH Sole 25 327,200 Checkfree Corp. Common Stocks 162813109 675 22,500 SH Defined 41 22,500 Checkfree Corp. Common Stocks 162813109 5,519 176,940 SH Defined 59 176,940 Checkpoint Systems, Inc. Common Stocks 162825103 506 28,200 SH Sole 25 28,200 Cheesecake Factory (The) Common Stocks 163072101 4,925 123,765 SH Sole 25 123,765 Cheesecake Factory (The) Common Stocks 163072101 716 17,990 SH Defined 45 17,990 Chelsea Property Group, Inc. Common Stocks 163421100 6,750 103,500 SH Defined 1 103,500 Chelsea Property Group, Inc. Common Stocks 163421100 3,176 48,700 SH Sole 25 48,700 Chelsea Property Group, Inc. Common Stocks 163421100 1,239 19,000 SH Defined 30 19,000 Chelsea Property Group, Inc. Common Stocks 163421100 25,455 390,300 SH Defined 33 390,300 Chelsea Property Group, Inc. Common Stocks 163421100 8,479 130,000 SH Defined 49 130,000 Chemical Financial Corp. Common Stocks 163731102 4 100 SH Sole 25 100 Chemical Financial Corp. Common Stocks 163731102 317 8,600 SH Defined 36 8,600 Cherokee International Corp. Common Stocks 164450108 598 52,440 SH Sole 25 52,440 Cherokee International Corp. Common Stocks 164450108 913 80,046 SH Defined 48 80,046 Chesapeake Corp. Common Stocks 165159104 1,038 38,900 SH Sole 25 38,900 Chesapeake Corp. Common Stocks 165159104 1,003 37,600 SH Defined 30 37,600 Chesapeake Energy Corp. Common Stocks 165167107 113 7,700 SH Sole 25 7,700 Chesapeake Energy Corp. Common Stocks 165167107 272 18,500 SH Defined 28 18,500 Chesapeake Energy Corp. Common Stocks 165167107 3,318 225,396 SH Defined 54 225,396 Chesapeake Energy Corp. Common Stocks 165167107 497 25,200 SH Defined 60 25,200 ChevronTexaco Corp. Common Stocks 166764100 8,845 65,468 SH Defined 4 65,468 ChevronTexaco Corp. Common Stocks 166764100 7,643 81,209 SH Defined 5 81,209 ChevronTexaco Corp. Common Stocks 166764100 14,589 149,300 SH Defined 7 149,300 ChevronTexaco Corp. Common Stocks 166764100 11,371 120,823 SH Defined 13 120,823 ChevronTexaco Corp. Common Stocks 166764100 1,007 10,700 SH Defined 14 10,700 ChevronTexaco Corp. Common Stocks 166764100 581 4,300 SH Defined 15 4,300 ChevronTexaco Corp. Common Stocks 166764100 499 5,300 SH Defined 5,300 ChevronTexaco Corp. Common Stocks 166764100 51,939 551,901 SH Sole 25 551,901 ChevronTexaco Corp. Common Stocks 166764100 4,593 48,800 SH Defined 26 48,800 ChevronTexaco Corp. Common Stocks 166764100 1,560 16,581 SH Defined 34 16,581 ChevronTexaco Corp. Common Stocks 166764100 2,569 27,300 SH Defined 35 27,300 ChevronTexaco Corp. Common Stocks 166764100 4,705 36,100 SH Defined 36 36,100 ChevronTexaco Corp. Common Stocks 166764100 5,950 61,560 SH Defined 43 61,560 ChevronTexaco Corp. Common Stocks 166764100 715 7,600 SH Defined 7,600 ChevronTexaco Corp. Common Stocks 166764100 11,154 112,900 SH Defined 53 112,900 Chicago Bridge & Iron Co. NV Common Stocks 167250109 816 29,296 SH Sole 25 29,296 Chicago Mercantile Exchange Common Stocks 167760107 318 2,200 SH Sole 25 2,200 Chico's FAS, Inc. Common Stocks 168615102 7,118 157,615 SH Sole 25 157,615 Chico's FAS, Inc. Common Stocks 168615102 851 18,845 SH Defined 45 18,845 Chico's FAS, Inc. Common Stocks 168615102 5,087 108,800 SH Defined 59 108,800 Childrens Place Common Stocks 168905107 3,422 145,494 SH Sole 25 145,494 Childrens Place Common Stocks 168905107 292 12,410 SH Defined 30 12,410 Choice Hotels International, Inc. Common Stocks 169905106 667 13,300 SH Sole 25 13,300 Choice Hotels International, Inc. Common Stocks 169905106 186 3,700 SH Defined 28 3,700 Choice Hotels International, Inc. Common Stocks 169905106 3,801 75,770 SH Defined 30 75,770 Chiquita Brands International, Inc. Common Stocks 170032809 5,447 260,366 SH Sole 25 260,366 Chiquita Brands International, Inc. Common Stocks 170032809 15 700 SH Defined 28 700 Chiquita Brands International, Inc. Common Stocks 170032809 376 17,970 SH Defined 30 17,970 Chiquita Brands International, Inc. Common Stocks 170032809 590 28,200 SH Defined 41 28,200 Chiquita Brands International, Inc. Common Stocks 170032809 219 7,800 SH Defined 60 7,800 Chittenden Corp. Common Stocks 170228100 278 7,900 SH Sole 25 7,900 ChoicePoint, Inc. Common Stocks 170388102 2,580 56,500 SH Defined 17 56,500 ChoicePoint, Inc. Common Stocks 170388102 11,830 259,098 SH Sole 25 259,098 ChoicePoint, Inc. Common Stocks 170388102 1,151 25,200 SH Defined 36 25,200 ChoicePoint, Inc. Common Stocks 170388102 4,118 90,199 SH Defined 58 90,199 ChoicePoint, Inc. Common Stocks 170388102 1,016 22,260 SH Defined 59 22,260 Chordiant Software, Inc. Common Stocks 170404107 14 3,100 SH Defined 28 3,100 Christopher & Banks Corp. Common Stocks 171046105 1,720 97,100 SH Defined 6 97,100 Christopher & Banks Corp. Common Stocks 171046105 2,286 129,100 SH Sole 25 129,100 Christopher & Banks Corp. Common Stocks 171046105 492 20,700 SH Defined 52 20,700 Chubb Corp. Common Stocks 171232101 2,966 30,300 SH Defined 4 30,300 Chubb Corp. Common Stocks 171232101 2,379 34,900 SH Defined 5 34,900 Chubb Corp. Common Stocks 171232101 1,310 19,212 SH Defined 13 19,212 Chubb Corp. Common Stocks 171232101 78 800 SH Defined 15 800 Chubb Corp. Common Stocks 171232101 16,090 236,000 SH Sole 25 236,000 Chubb Corp. Common Stocks 171232101 4,832 68,240 SH Defined 43 68,240 Chubb Corp. Common Stocks 171232101 11,573 161,700 SH Defined 53 161,700 Church & Dwight, Inc. Common Stocks 171340102 78 1,700 SH Defined 28 1,700 Ciena Corp. Common Stocks 171779101 904 242,900 SH Sole 25 242,900 Ciena Corp. Common Stocks 171779101 1,329 357,300 SH Defined 36 357,300 Cimarex Energy Co. Common Stocks 171798101 1,351 44,700 SH Sole 25 44,700 Cincinnati Financial Corp. Common Stocks 172062101 5,937 136,415 SH Sole 25 136,415 Cincinnati Financial Corp. Common Stocks 172062101 4,602 105,745 SH Defined 26 105,745 Cinergy Corp. Common Stocks 172474108 415 7,600 SH Defined 4 7,600 Cinergy Corp. Common Stocks 172474108 3,259 85,760 SH Sole 25 85,760 Cinergy Corp. Common Stocks 172474108 5,880 148,890 SH Defined 43 148,890 Circuit City Stores, Inc. Common Stocks 172737108 455 24,500 SH Defined 4 24,500 Circuit City Stores, Inc. Common Stocks 172737108 703 54,300 SH Defined 5 54,300 Circuit City Stores, Inc. Common Stocks 172737108 1,910 147,500 SH Defined 6 147,500 Circuit City Stores, Inc. Common Stocks 172737108 4,995 385,750 SH Sole 25 385,750 Circuit City Stores, Inc. Common Stocks 172737108 193 11,100 SH Defined 51 11,100 Circuit City Stores, Inc. Common Stocks 172737108 550 31,700 SH Defined 52 31,700 Circuit City Stores, Inc. Common Stocks 172737108 1,488 114,883 SH Defined 54 114,883 CIRCOR International, Inc. Common Stocks 17273K109 157 7,700 SH Sole 25 7,700 CIRCOR International, Inc. Common Stocks 17273K109 65 3,200 SH Defined 30 3,200 CIRCOR International, Inc. Common Stocks 17273K109 31 1,500 SH Defined 41 1,500 Cisco Systems, Inc. Common Stocks 17275R102 11,207 329,400 SH Defined 3 329,400 Cisco Systems, Inc. Common Stocks 17275R102 1,655 69,800 SH Defined 4 69,800 Cisco Systems, Inc. Common Stocks 17275R102 26,553 1,120,400 SH Defined 6 1,120,400 Cisco Systems, Inc. Common Stocks 17275R102 16,503 688,100 SH Defined 7 688,100 Cisco Systems, Inc. Common Stocks 17275R102 5,597 236,159 SH Defined 12 236,159 Cisco Systems, Inc. Common Stocks 17275R102 480 20,237 SH Defined 13 20,237 Cisco Systems, Inc. Common Stocks 17275R102 282 11,900 SH Defined 14 11,900 Cisco Systems, Inc. Common Stocks 17275R102 2,211 65,000 SH Defined 15 65,000 Cisco Systems, Inc. Common Stocks 17275R102 803 33,900 SH Defined 33,900 Cisco Systems, Inc. Common Stocks 17275R102 129,138 5,448,841 SH Sole 25 5,448,841 Cisco Systems, Inc. Common Stocks 17275R102 6,904 291,300 SH Defined 26 291,300
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Cisco Systems, Inc. Common Stocks 17275R102 3,176 134,000 SH Defined 35 134,000 Cisco Systems, Inc. Common Stocks 17275R102 31,590 1,302,100 SH Defined 36 1,302,100 Cisco Systems, Inc. Common Stocks 17275R102 457 19,280 SH Defined 43 19,280 Cisco Systems, Inc. Common Stocks 17275R102 13,176 546,100 SH Defined 44 546,100 Cisco Systems, Inc. Common Stocks 17275R102 1,180 49,800 SH Defined 49,800 Cisco Systems, Inc. Common Stocks 17275R102 3,202 135,100 SH Defined 50 135,100 Cisco Systems, Inc. Common Stocks 17275R102 5,144 161,900 SH Defined 52 161,900 Cisco Systems, Inc. Common Stocks 17275R102 11,980 481,500 SH Defined 53 481,500 Cisco Systems, Inc. Common Stocks 17275R102 1,052 44,400 SH Defined 56 44,400 Cisco Systems, Inc. Common Stocks 17275R102 53,327 2,030,737 SH Defined 59 2,030,737 Cisco Systems, Inc. Common Stocks 17275R102 1,064 33,500 SH Defined 60 33,500 Citadel Broadcasting Corp. Common Stocks 17285T106 39 2,700 SH Defined 43 2,700 Cintas Corp. Common Stocks 172908105 2,612 54,797 SH Sole 25 54,797 Cintas Corp. Common Stocks 172908105 57 1,200 SH Defined 35 1,200 Cintas Corp. Common Stocks 172908105 1,430 30,000 SH Defined 38 30,000 Citigroup, Inc. Common Stocks 172967101 20,837 312,148 SH Defined 4 312,148 Citigroup, Inc. Common Stocks 172967101 15,279 328,572 SH Defined 5 328,572 Citigroup, Inc. Common Stocks 172967101 24,929 514,600 SH Defined 7 514,600 Citigroup, Inc. Common Stocks 172967101 38,182 821,121 SH Defined 12 821,121 Citigroup, Inc. Common Stocks 172967101 36,587 786,825 SH Defined 13 786,825 Citigroup, Inc. Common Stocks 172967101 1,469 31,590 SH Defined 14 31,590 Citigroup, Inc. Common Stocks 172967101 1,163 25,000 SH Defined 25,000 Citigroup, Inc. Common Stocks 172967101 297,583 6,399,639 SH Sole 25 6,399,639 Citigroup, Inc. Common Stocks 172967101 28,895 621,402 SH Defined 26 621,402 Citigroup, Inc. Common Stocks 172967101 16,170 332,500 SH Defined 32 332,500 Citigroup, Inc. Common Stocks 172967101 1,349 29,000 SH Defined 34 29,000 Citigroup, Inc. Common Stocks 172967101 5,139 110,522 SH Defined 35 110,522 Citigroup, Inc. Common Stocks 172967101 62,872 1,256,064 SH Defined 36 1,256,064 Citigroup, Inc. Common Stocks 172967101 150 3,226 SH Defined 39 3,226 Citigroup, Inc. Common Stocks 172967101 20,635 443,756 SH Defined 40 443,756 Citigroup, Inc. Common Stocks 172967101 40,988 848,480 SH Defined 43 848,480 Citigroup, Inc. Common Stocks 172967101 23,419 494,700 SH Defined 44 494,700 Citigroup, Inc. Common Stocks 172967101 1,711 36,800 SH Defined 36,800 Citigroup, Inc. Common Stocks 172967101 11,676 239,166 SH Defined 53 239,166 Citigroup, Inc. Common Stocks 172967101 11,721 252,060 SH Defined 54 252,060 Citigroup, Inc. Common Stocks 172967101 1,889 30,300 SH Defined 60 30,300 Citrix Systems, Inc. Common Stocks 177376100 1,366 67,100 SH Defined 59 67,100 City Holding Co. Common Stocks 177835105 420 13,300 SH Sole 25 13,300 City Holding Co. Common Stocks 177835105 287 9,086 SH Defined 36 9,086 City Holding Co. Common Stocks 177835105 79 2,500 SH Defined 41 2,500 City National Corp. Common Stocks 178566105 6,925 105,400 SH Sole 25 105,400 City National Corp. Common Stocks 178566105 39 600 SH Defined 35 600 City National Corp. Common Stocks 178566105 2,661 40,500 SH Defined 58 40,500 Claire's Stores, Inc. Common Stocks 179584107 2,564 118,176 SH Defined 12 118,176 Claire's Stores, Inc. Common Stocks 179584107 524 24,168 SH Defined 13 24,168 Claire's Stores, Inc. Common Stocks 179584107 2,335 107,600 SH Defined 19 107,600 Claire's Stores, Inc. Common Stocks 179584107 12,981 598,183 SH Sole 25 598,183 Claire's Stores, Inc. Common Stocks 179584107 4,080 188,000 SH Defined 36 188,000 Claire's Stores, Inc. Common Stocks 179584107 1,072 49,400 SH Defined 41 49,400 Clarcor, Inc. Common Stocks 179895107 1,169 25,520 SH Sole 25 25,520 Clarcor, Inc. Common Stocks 179895107 1,765 38,535 SH Defined 48 38,535 Clark, Inc. Common Stocks 181457102 929 50,100 SH Sole 25 50,100 Clark, Inc. Common Stocks 181457102 37 2,000 SH Defined 41 2,000 Clean Harbors, Inc. Common Stocks 184496107 57 6,000 SH Defined 39 6,000 Clear Channel Communications, Inc. Common Stocks 184502102 1,087 20,488 SH Defined 4 20,488 Clear Channel Communications, Inc. Common Stocks 184502102 423 11,458 SH Defined 13 11,458 Clear Channel Communications, Inc. Common Stocks 184502102 36,492 987,600 SH Sole 25 987,600 Clear Channel Communications, Inc. Common Stocks 184502102 3,410 92,300 SH Defined 26 92,300 Clear Channel Communications, Inc. Common Stocks 184502102 13,580 351,400 SH Defined 32 351,400 Clear Channel Communications, Inc. Common Stocks 184502102 74 2,011 SH Defined 39 2,011 Clorox Co. Common Stocks 189054109 15,456 287,400 SH Sole 25 287,400 Clorox Co. Common Stocks 189054109 6,134 109,050 SH Defined 32 109,050 Clorox Co. Common Stocks 189054109 776 14,420 SH Defined 59 14,420 Coach, Inc. Common Stocks 189754104 2,797 61,900 SH Defined 7 61,900 Coach, Inc. Common Stocks 189754104 27,390 606,100 SH Sole 25 606,100 Coach, Inc. Common Stocks 189754104 610 13,500 SH Defined 28 13,500 Coach, Inc. Common Stocks 189754104 16,766 360,200 SH Defined 36 360,200 Coach, Inc. Common Stocks 189754104 4,658 97,700 SH Defined 53 97,700 Coach, Inc. Common Stocks 189754104 6,160 131,650 SH Defined 59 131,650 Coca-Cola Bottling Co. Consolidated Common Stocks 191098102 2,189 37,821 SH Defined 19 37,821 Coca-Cola Bottling Co. Consolidated Common Stocks 191098102 2,090 36,101 SH Sole 25 36,101 Coca-Cola Co. (The) Common Stocks 191216100 2,391 33,000 SH Defined 3 33,000 Coca-Cola Co. (The) Common Stocks 191216100 354 7,000 SH Defined 4 7,000 Coca-Cola Co. (The) Common Stocks 191216100 338 6,700 SH Defined 5 6,700 Coca-Cola Co. (The) Common Stocks 191216100 5,639 111,700 SH Defined 6 111,700 Coca-Cola Co. (The) Common Stocks 191216100 1,530 30,300 SH Defined 7 30,300 Coca-Cola Co. (The) Common Stocks 191216100 49 977 SH Defined 13 977 Coca-Cola Co. (The) Common Stocks 191216100 525 10,400 SH Defined 10,400 Coca-Cola Co. (The) Common Stocks 191216100 38,077 754,300 SH Sole 25 754,300 Coca-Cola Co. (The) Common Stocks 191216100 434 8,600 SH Defined 26 8,600 Coca-Cola Co. (The) Common Stocks 191216100 3,205 63,500 SH Defined 35 63,500 Coca-Cola Co. (The) Common Stocks 191216100 30,382 591,200 SH Defined 44 591,200 Coca-Cola Co. (The) Common Stocks 191216100 772 15,300 SH Defined 15,300 Coca-Cola Co. (The) Common Stocks 191216100 1,090 16,100 SH Defined 52 16,100 Coca-Cola Co. (The) Common Stocks 191216100 11,528 217,500 SH Defined 53 217,500 Coca-Cola Co. (The) Common Stocks 191216100 2,450 36,200 SH Defined 60 36,200 Coca-Cola Enterprises, Inc. Common Stocks 191219104 5,004 172,600 SH Defined 7 172,600 Coca-Cola Enterprises, Inc. Common Stocks 191219104 3,948 136,183 SH Defined 12 136,183 Coca-Cola Enterprises, Inc. Common Stocks 191219104 3,612 124,594 SH Defined 13 124,594 Coca-Cola Enterprises, Inc. Common Stocks 191219104 16,737 577,332 SH Sole 25 577,332 Coca-Cola Enterprises, Inc. Common Stocks 191219104 5,279 182,100 SH Defined 26 182,100 Coca-Cola Femsa SA de CV - ADR Common Stocks 191241108 2,896 130,500 SH Sole 25 130,500 Coca-Cola Femsa SA de CV - ADR Common Stocks 191241108 4,959 192,850 SH Defined 57 192,850 Cognex Corp. Common Stocks 192422103 2,640 68,601 SH Sole 25 68,601 Cognizant Technology Solutions Corp. Common Stocks 192446102 1,592 62,640 SH Sole 25 62,640 Cognizant Technology Solutions Corp. Common Stocks 192446102 163 6,400 SH Defined 36 6,400 Cognizant Technology Solutions Corp. Common Stocks 192446102 872 34,320 SH Defined 45 34,320 Cognizant Technology Solutions Corp. Common Stocks 192446102 509 20,020 SH Defined 59 20,020 Cognos, Inc. Common Stocks 19244C109 104 2,000 SH Defined 23 2,000 Cognos, Inc. Common Stocks 19244C109 5,340 147,680 SH Sole 25 147,680 Cognos, Inc. Common Stocks 19244C109 2,193 60,640 SH Defined 48 60,640 Cognos, Inc. Common Stocks 19244C109 3,178 87,900 SH Defined 58 87,900 Coherent, Inc. Common Stocks 192479103 913 30,600 SH Sole 25 30,600 Coherent, Inc. Common Stocks 192479103 362 12,120 SH Defined 30 12,120 Coherent, Inc. Common Stocks 192479103 371 12,437 SH Defined 36 12,437 Coinstar, Inc. Common Stocks 19259P300 209 7,100 SH Defined 60 7,100 Coldwater Creek, Inc. Common Stocks 193068103 40 1,500 SH Defined 30 1,500 Cole National Corp. Class A Common Stocks 193290103 89 3,800 SH Defined 28 3,800 Colgate-Palmolive Co. Common Stocks 194162103 13,642 233,400 SH Sole 25 233,400 Colgate-Palmolive Co. Common Stocks 194162103 182 3,120 SH Defined 43 3,120 Colgate-Palmolive Co. Common Stocks 194162103 19,986 335,900 SH Defined 44 335,900 Colgate-Palmolive Co. Common Stocks 194162103 1,614 20,600 SH Defined 60 20,600 Collins & Aikman Corp. Common Stocks 194830204 309 55,200 SH Sole 25 55,200 Collins & Aikman Corp. Common Stocks 194830204 285 50,925 SH Defined 36 50,925 Colonial BancGroup, Inc. (The) Common Stocks 195493309 2,150 118,300 SH Defined 19 118,300 Colonial BancGroup, Inc. (The) Common Stocks 195493309 3,489 192,000 SH Sole 25 192,000 Colonial BancGroup, Inc. (The) Common Stocks 195493309 2,713 149,300 SH Defined 36 149,300 Columbia Banking Systems, Inc. Common Stocks 197236102 329 14,805 SH Sole 25 14,805 Columbia Banking Systems, Inc. Common Stocks 197236102 110 4,934 SH Defined 36 4,934 Columbia Banking Systems, Inc. Common Stocks 197236102 68 3,045 SH Defined 41 3,045 Columbia Sportswear Co. Common Stocks 198516106 20 367 SH Defined 13 367 Comfort Systems USA, Inc. Common Stocks 199908104 429 67,100 SH Defined 30 67,100 Comcast Corp. Class A Common Stocks 20030N101 5,805 144,268 SH Defined 4 144,268 Comcast Corp. Class A Common Stocks 20030N101 2,236 79,761 SH Defined 5 79,761 Comcast Corp. Class A Common Stocks 20030N101 3,559 126,968 SH Defined 13 126,968 Comcast Corp. Class A Common Stocks 20030N101 564 20,112 SH Defined 14 20,112 Comcast Corp. Class A Common Stocks 20030N101 374 9,300 SH Defined 15 9,300 Comcast Corp. Class A Common Stocks 20030N101 292 10,400 SH Defined 10,400 Comcast Corp. Class A Common Stocks 20030N101 5,359 191,179 SH Sole 25 191,179 Comcast Corp. Class A Common Stocks 20030N101 323 11,533 SH Defined 35 11,533 Comcast Corp. Class A Common Stocks 20030N101 167 5,970 SH Defined 43 5,970
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Comcast Corp. Class A Common Stocks 20030N101 429 15,300 SH Defined 15,300 Comcast Corp. Class A Common Stocks 20030N101 2,817 100,486 SH Defined 54 100,486 Comcast Corp. Class A Common Stocks 20030N200 1,256 31,700 SH Defined 4 31,700 Comcast Corp. Class A Common Stocks 20030N200 1,209 43,800 SH Defined 5 43,800 Comcast Corp. Class A Common Stocks 20030N200 10,184 368,850 SH Sole 25 368,850 Comcast Corp. Class A Common Stocks 20030N200 25 900 SH Defined 35 900 Comcast Corp. Class A Common Stocks 20030N200 134 4,839 SH Defined 39 4,839 Comcast Corp. Class A Common Stocks 20030N200 14,709 512,230 SH Defined 43 512,230 Comerica, Inc. Common Stocks 200340107 1,765 22,400 SH Defined 4 22,400 Comerica, Inc. Common Stocks 200340107 2,195 40,000 SH Defined 5 40,000 Comerica, Inc. Common Stocks 200340107 4,034 73,500 SH Sole 25 73,500 Comerica, Inc. Common Stocks 200340107 170 3,100 SH Defined 36 3,100 Commerce Bancorp, Inc. Common Stocks 200519106 1,074 13,600 SH Defined 3 13,600 Commerce Bancorp, Inc. Common Stocks 200519106 177 2,900 SH Defined 4 2,900 Commerce Bancorp, Inc. Common Stocks 200519106 2,327 42,300 SH Defined 6 42,300 Commerce Bancorp, Inc. Common Stocks 200519106 6,948 126,300 SH Sole 25 126,300 Commerce Bancorp, Inc. Common Stocks 200519106 1,034 18,800 SH Defined 41 18,800 Commerce Bancorp, Inc. Common Stocks 200519106 494 6,700 SH Defined 52 6,700 Commerce Bancshares, Inc. Common Stocks 200525103 3,742 81,436 SH Sole 25 81,436 Commerce Bancshares, Inc. Common Stocks 200525103 436 9,492 SH Defined 28 9,492 Commerce Bancshares, Inc. Common Stocks 200525103 1,396 30,392 SH Defined 30 30,392 Commerce Bancshares, Inc. Common Stocks 200525103 87 1,900 SH Defined 41 1,900 Commerce Group, Inc. Common Stocks 200641108 390 7,900 SH Sole 25 7,900 Commerce Group, Inc. Common Stocks 200641108 731 14,800 SH Defined 36 14,800 Commercial Capital Bancorp, Inc. Common Stocks 20162L105 116 6,700 SH Sole 25 6,700 Commercial Federal Corp. Common Stocks 201647104 2,312 85,300 SH Sole 25 85,300 Commercial Federal Corp. Common Stocks 201647104 2,003 73,900 SH Defined 36 73,900 Commercial Metals Co. Common Stocks 201723103 2,559 78,850 SH Sole 25 78,850 Commercial Metals Co. Common Stocks 201723103 1,046 32,240 SH Defined 30 32,240 Commercial Metals Co. Common Stocks 201723103 620 18,200 SH Defined 36 18,200 Commercial Net Lease Realty Common Stocks 202218103 650 37,800 SH Sole 25 37,800 Commercial Net Lease Realty Common Stocks 202218103 1,134 65,920 SH Defined 30 65,920 Commercial Net Lease Realty Common Stocks 202218103 1,104 64,200 SH Defined 36 64,200 CommScope, Inc. Common Stocks 203372107 3,818 178,000 SH Sole 25 178,000 CommScope, Inc. Common Stocks 203372107 1,707 79,580 SH Defined 30 79,580 Community Bank System, Inc. Common Stocks 203607106 1,934 84,860 SH Defined 19 84,860 Community Bank System, Inc. Common Stocks 203607106 2,031 89,100 SH Sole 25 89,100 Community Bank System, Inc. Common Stocks 203607106 146 6,400 SH Defined 36 6,400 Community Bank System, Inc. Common Stocks 203607106 337 14,800 SH Defined 46 14,800 Community Bank System, Inc. Common Stocks 203607106 631 27,700 SH Defined 54 27,700 Community Health Systems, Inc. Common Stocks 203668108 2,310 86,300 SH Defined 18 86,300 Community Health Systems, Inc. Common Stocks 203668108 4,829 180,400 SH Sole 25 180,400 Community Health Systems, Inc. Common Stocks 203668108 3,927 140,500 SH Defined 36 140,500 Cia Brasileira de Distribuicao Grupo Pao de Acucar - ADR Preferred Stocks 20440T201 673 38,900 SH Defined 38,900 Cia Brasileira de Distribuicao Grupo Pao de Acucar - ADR Preferred Stocks 20440T201 439 25,400 SH Sole 25 25,400 Cia Vale do Rio Doce - ADR Preferred Stocks 204412100 294 5,600 SH Defined 10 5,600 Cia Vale do Rio Doce - ADR Preferred Stocks 204412100 812 16,000 SH Defined 15 16,000 Cia Vale do Rio Doce - ADR Preferred Stocks 204412100 587 15,000 SH Defined 16 15,000 Cia Vale do Rio Doce - ADR Preferred Stocks 204412100 2,487 63,600 SH Sole 25 63,600 Cia Vale do Rio Doce - ADR Preferred Stocks 204412100 1,427 36,500 SH Defined 29 36,500 Cia Vale do Rio Doce - ADR Preferred Stocks 204412100 419 9,900 SH Defined 55 9,900 Cia Vale do Rio Doce - ADR Common Stocks 204412209 321 5,000 SH Defined 15 5,000 Cia Vale do Rio Doce - ADR Common Stocks 204412209 344 7,228 SH Defined 16 7,228 Cia Vale do Rio Doce - ADR Common Stocks 204412209 485 10,210 SH Defined 10,210 Cia Vale do Rio Doce - ADR Common Stocks 204412209 990 20,830 SH Sole 25 20,830 Cia Vale do Rio Doce - ADR Common Stocks 204412209 599 11,600 SH Defined 55 11,600 Cia de Bebidas das Americas - ADR Preferred Stocks 20441W203 841 41,900 SH Sole 25 41,900 Cia de Bebidas das Americas - ADR Preferred Stocks 20441W203 622 31,000 SH Defined 29 31,000 Cia de Bebidas das Americas - ADR Preferred Stocks 20441W203 706 32,500 SH Defined 55 32,500 Cia Anonima Nacional Telefonos de Venezuela - CANTV - ADR Common Stocks 204421101 197 9,800 SH Sole 25 9,800 Cia de Minas Buenaventura SA - ADR Common Stocks 204448104 272 12,300 SH Sole 25 12,300 Cia de Minas Buenaventura SA - ADR Common Stocks 204448104 323 14,600 SH Defined 29 14,600 Compass Bancshares, Inc. Common Stocks 20449H109 297 6,900 SH Defined 35 6,900 CompuCredit Corp. Common Stocks 20478N100 1,277 73,800 SH Sole 25 73,800 CompuCredit Corp. Common Stocks 20478N100 733 42,370 SH Defined 30 42,370 CompuCredit Corp. Common Stocks 20478N100 571 33,000 SH Defined 36 33,000 CompuCredit Corp. Common Stocks 20478N100 261 15,100 SH Defined 41 15,100 Computer Associates International, Inc. Common Stocks 204912109 302 7,500 SH Defined 4 7,500 Computer Associates International, Inc. Common Stocks 204912109 319 11,380 SH Defined 14 11,380 Computer Associates International, Inc. Common Stocks 204912109 604 21,539 SH Sole 25 21,539 Computer Associates International, Inc. Common Stocks 204912109 32 1,136 SH Defined 39 1,136 Computer Programs & Systems, Inc. Common Stocks 205306103 137 6,700 SH Defined 39 6,700 Computer Sciences Corp. Common Stocks 205363104 853 12,800 SH Defined 4 12,800 Computer Sciences Corp. Common Stocks 205363104 5,061 107,300 SH Defined 7 107,300 Computer Sciences Corp. Common Stocks 205363104 1,445 31,113 SH Defined 13 31,113 Computer Sciences Corp. Common Stocks 205363104 16,288 350,800 SH Sole 25 350,800 Computer Sciences Corp. Common Stocks 205363104 622 13,400 SH Defined 26 13,400 Computer Sciences Corp. Common Stocks 205363104 650 14,000 SH Defined 35 14,000 Computer Sciences Corp. Common Stocks 205363104 10,457 209,900 SH Defined 36 209,900 Compuware Corp. Common Stocks 205638109 1,822 276,100 SH Sole 25 276,100 Compuware Corp. Common Stocks 205638109 595 90,100 SH Defined 30 90,100 Compuware Corp. Common Stocks 205638109 1,909 289,200 SH Defined 36 289,200 Comstock Resources, Inc. Common Stocks 205768203 1,458 74,900 SH Sole 25 74,900 Comstock Resources, Inc. Common Stocks 205768203 276 14,200 SH Defined 41 14,200 Comtech Telecommunications Common Stocks 205826209 120 5,300 SH Defined 28 5,300 Comtech Telecommunications Common Stocks 205826209 99 4,400 SH Defined 46 4,400 Comtech Telecommunications Common Stocks 205826209 214 9,500 SH Defined 54 9,500 Comverse Technology, Inc. Common Stocks 205862402 1,383 48,300 SH Defined 3 48,300 Comverse Technology, Inc. Common Stocks 205862402 197 10,100 SH Defined 4 10,100 Comverse Technology, Inc. Common Stocks 205862402 3,244 162,700 SH Defined 6 162,700 Comverse Technology, Inc. Common Stocks 205862402 5,069 254,209 SH Sole 25 254,209 Comverse Technology, Inc. Common Stocks 205862402 3,753 188,200 SH Defined 36 188,200 Comverse Technology, Inc. Common Stocks 205862402 628 23,500 SH Defined 52 23,500 Comverse Technology, Inc. Common Stocks 205862402 1,192 59,770 SH Defined 59 59,770 ConAgra Foods, Inc. Common Stocks 205887102 41 1,500 SH Defined 5 1,500 ConAgra Foods, Inc. Common Stocks 205887102 40 1,466 SH Defined 13 1,466 Concorde Career Colleges, Inc. Common Stocks 20651H201 157 8,957 SH Defined 46 8,957 Concorde Career Colleges, Inc. Common Stocks 20651H201 283 16,176 SH Defined 54 16,176 Conexant Systems, Inc. Common Stocks 207142100 257 59,300 SH Defined 28 59,300 ConocoPhillips Common Stocks 20825C104 7,737 70,643 SH Defined 4 70,643 ConocoPhillips Common Stocks 20825C104 6,083 79,732 SH Defined 5 79,732 ConocoPhillips Common Stocks 20825C104 11,579 147,000 SH Defined 7 147,000 ConocoPhillips Common Stocks 20825C104 624 8,175 SH Defined 12 8,175 ConocoPhillips Common Stocks 20825C104 6,614 86,689 SH Defined 13 86,689 ConocoPhillips Common Stocks 20825C104 252 3,300 SH Defined 3,300 ConocoPhillips Common Stocks 20825C104 98,352 1,289,180 SH Sole 25 1,289,180 ConocoPhillips Common Stocks 20825C104 15,227 199,600 SH Defined 26 199,600 ConocoPhillips Common Stocks 20825C104 15,299 191,750 SH Defined 32 191,750 ConocoPhillips Common Stocks 20825C104 1,774 23,252 SH Defined 35 23,252 ConocoPhillips Common Stocks 20825C104 10,759 138,000 SH Defined 36 138,000 ConocoPhillips Common Stocks 20825C104 25,396 320,600 SH Defined 43 320,600 ConocoPhillips Common Stocks 20825C104 374 4,900 SH Defined 4,900 ConocoPhillips Common Stocks 20825C104 4,780 62,659 SH Defined 54 62,659 Conseco, Inc. Common Stocks 208464883 424 21,300 SH Defined 14 21,300 Conseco, Inc. Common Stocks 208464883 844 42,400 SH Sole 25 42,400 Consol Energy, Inc. Common Stocks 20854P109 50 1,400 SH Defined 28 1,400 Consolidated Graphics, Inc. Common Stocks 209341106 996 22,600 SH Sole 25 22,600 Consolidated Graphics, Inc. Common Stocks 209341106 565 12,830 SH Defined 30 12,830 Consolidated Graphics, Inc. Common Stocks 209341106 590 13,400 SH Defined 36 13,400 Consolidated Graphics, Inc. Common Stocks 209341106 242 5,500 SH Defined 41 5,500 Constellation Brands, Inc. Class A Common Stocks 21036P108 2,261 60,900 SH Defined 19 60,900 Constellation Brands, Inc. Class A Common Stocks 21036P108 8,700 234,300 SH Sole 25 234,300 Constellation Brands, Inc. Class A Common Stocks 21036P108 1,225 33,000 SH Defined 26 33,000 Constellation Brands, Inc. Class A Common Stocks 21036P108 1,975 53,200 SH Defined 36 53,200 Constellation Brands, Inc. Class A Common Stocks 21036P108 2,751 74,100 SH Defined 58 74,100 Constar International, Inc. Common Stocks 21036U107 561 120,600 SH Defined 18 120,600 Constar International, Inc. Common Stocks 21036U107 464 99,700 SH Sole 25 99,700 Constellation Energy Group, Inc. Common Stocks 210371100 1,322 24,300 SH Defined 4 24,300 Constellation Energy Group, Inc. Common Stocks 210371100 887 23,400 SH Defined 5 23,400 Constellation Energy Group, Inc. Common Stocks 210371100 4,736 120,250 SH Defined 7 120,250 Constellation Energy Group, Inc. Common Stocks 210371100 1,218 32,143 SH Defined 12 32,143
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Constellation Energy Group, Inc. Common Stocks 210371100 4,381 115,582 SH Defined 13 115,582 Constellation Energy Group, Inc. Common Stocks 210371100 11,717 309,153 SH Sole 25 309,153 Constellation Energy Group, Inc. Common Stocks 210371100 3,081 81,300 SH Defined 26 81,300 Constellation Energy Group, Inc. Common Stocks 210371100 42 1,100 SH Defined 35 1,100 Continental Airlines, Inc. Class B Common Stocks 210795308 226 19,900 SH Defined 28 19,900 Convergys Corp. Common Stocks 212485106 2,493 161,866 SH Defined 12 161,866 Convergys Corp. Common Stocks 212485106 1,284 83,382 SH Defined 13 83,382 Convergys Corp. Common Stocks 212485106 8,084 524,929 SH Sole 25 524,929 Convergys Corp. Common Stocks 212485106 1,550 100,630 SH Defined 30 100,630 Convergys Corp. Common Stocks 212485106 1,223 66,300 SH Defined 36 66,300 Cooper Cameron Corp. Common Stocks 216640102 2,099 43,100 SH Sole 25 43,100 Cooper Cameron Corp. Common Stocks 216640102 1,666 34,200 SH Defined 58 34,200 Cooper Cos., Inc. Common Stocks 216648402 821 13,000 SH Defined 28 13,000 Cooper Tire & Rubber Co. Common Stocks 216831107 117 5,100 SH Defined 5 5,100 Cooper Tire & Rubber Co. Common Stocks 216831107 1,128 49,040 SH Defined 13 49,040 Cooper Tire & Rubber Co. Common Stocks 216831107 913 39,700 SH Sole 25 39,700 Adolph Coors Co. Class B Common Stocks 217016104 820 7,900 SH Defined 4 7,900 Adolph Coors Co. Class B Common Stocks 217016104 434 6,005 SH Defined 12 6,005 Adolph Coors Co. Class B Common Stocks 217016104 1,768 24,446 SH Defined 13 24,446 Adolph Coors Co. Class B Common Stocks 217016104 2,539 35,100 SH Defined 18 35,100 Adolph Coors Co. Class B Common Stocks 217016104 2,484 34,343 SH Sole 25 34,343 Adolph Coors Co. Class B Common Stocks 217016104 36 500 SH Defined 41 500 Copart, Inc. Common Stocks 217204106 2,456 92,000 SH Sole 25 92,000 Copart, Inc. Common Stocks 217204106 2,908 108,900 SH Defined 108,900 Copart, Inc. Common Stocks 217204106 1,132 42,400 SH Defined 36 42,400 Copart, Inc. Common Stocks 217204106 1,263 47,300 SH Defined 53 47,300 Copart, Inc. Common Stocks 217204106 265 9,918 SH Defined 54 9,918 Corinthian Colleges, Inc. Common Stocks 218868107 7,157 289,290 SH Sole 25 289,290 Corinthian Colleges, Inc. Common Stocks 218868107 238 9,600 SH Defined 28 9,600 Corinthian Colleges, Inc. Common Stocks 218868107 880 34,000 SH Defined 32 34,000 Corinthian Colleges, Inc. Common Stocks 218868107 2,088 69,000 SH Defined 36 69,000 Corinthian Colleges, Inc. Common Stocks 218868107 1,423 57,500 SH Defined 45 57,500 Corinthian Colleges, Inc. Common Stocks 218868107 1,851 74,800 SH Defined 58 74,800 Corn Products International, Inc. Common Stocks 219023108 10,211 219,350 SH Sole 25 219,350 Corn Products International, Inc. Common Stocks 219023108 1,171 25,150 SH Defined 30 25,150 Corn Products International, Inc. Common Stocks 219023108 949 15,200 SH Defined 51 15,200 Cornerstone Realty Income Trust, Inc. Common Stocks 21922V102 111 12,700 SH Sole 25 12,700 Cornerstone Realty Income Trust, Inc. Common Stocks 21922V102 135 15,400 SH Defined 36 15,400 Cornerstone Realty Income Trust, Inc. Common Stocks 21922V102 253 28,900 SH Defined 54 28,900 Corning, Inc. Common Stocks 219350105 2,175 116,000 SH Defined 4 116,000 Corning, Inc. Common Stocks 219350105 1,160 88,800 SH Defined 5 88,800 Corning, Inc. Common Stocks 219350105 12,183 932,880 SH Sole 25 932,880 Corning, Inc. Common Stocks 219350105 235 18,000 SH Defined 35 18,000 Corning, Inc. Common Stocks 219350105 3,556 266,400 SH Defined 36 266,400 Corning, Inc. Common Stocks 219350105 46 3,550 SH Defined 39 3,550 Corning, Inc. Common Stocks 219350105 6,706 513,481 SH Defined 54 513,481 Corning, Inc. Common Stocks 219350105 14,852 1,020,814 SH Defined 59 1,020,814 Corp Durango SA de CV - ADR Common Stocks 21986M105 3 15,050 SH Defined 5 15,050 Corporate Executive Board Co. Common Stocks 21988R102 15,711 271,864 SH Sole 25 271,864 Corporate Executive Board Co. Common Stocks 21988R102 728 12,600 SH Defined 12,600 Corporate Executive Board Co. Common Stocks 21988R102 733 12,690 SH Defined 45 12,690 Corporate Executive Board Co. Common Stocks 21988R102 1,380 23,871 SH Defined 48 23,871 Corporate Executive Board Co. Common Stocks 21988R102 907 15,700 SH Defined 53 15,700 Corporate Executive Board Co. Common Stocks 21988R102 6,912 119,600 SH Defined 58 119,600 Corporate Office Properties Trust Common Stocks 22002T108 2,485 100,000 SH Defined 1 100,000 Corporate Office Properties Trust Common Stocks 22002T108 642 25,850 SH Sole 25 25,850 Correctional Properties Trust Common Stocks 22025E104 91 3,100 SH Defined 36 3,100 Corrections Corp. of America Common Stocks 22025Y407 351 8,900 SH Defined 28 8,900 Corrections Corp. of America Common Stocks 22025Y407 324 8,200 SH Defined 46 8,200 Corrections Corp. of America Common Stocks 22025Y407 592 15,000 SH Defined 54 15,000 Corus Bankshares, Inc. Common Stocks 220873103 937 22,800 SH Sole 25 22,800 Corus Bankshares, Inc. Common Stocks 220873103 78 1,900 SH Defined 30 1,900 Corus Bankshares, Inc. Common Stocks 220873103 144 3,500 SH Defined 36 3,500 Corus Bankshares, Inc. Common Stocks 220873103 136 3,300 SH Defined 41 3,300 Cost Plus, Inc. Common Stocks 221485105 1,658 51,106 SH Sole 25 51,106 Cost Plus, Inc. Common Stocks 221485105 2,515 77,514 SH Defined 48 77,514 Costco Wholesale Corp. Common Stocks 22160K105 351 8,547 SH Defined 13 8,547 Costco Wholesale Corp. Common Stocks 22160K105 495 8,400 SH Defined 15 8,400 Costco Wholesale Corp. Common Stocks 22160K105 612 14,900 SH Sole 25 14,900 Costco Wholesale Corp. Common Stocks 22160K105 415 10,100 SH Defined 26 10,100 Costco Wholesale Corp. Common Stocks 22160K105 127 3,100 SH Defined 36 3,100 Costco Wholesale Corp. Common Stocks 22160K105 4,541 110,561 SH Defined 54 110,561 CoStar Group, Inc. Common Stocks 22160N109 1,771 38,555 SH Sole 25 38,555 CoStar Group, Inc. Common Stocks 22160N109 970 21,125 SH Defined 45 21,125 Cott Corp. Common Stocks 22163N106 93 2,000 SH Defined 23 2,000 Countrywide Financial Corp. Common Stocks 222372104 8,643 119,325 SH Defined 7 119,325 Countrywide Financial Corp. Common Stocks 222372104 712 10,138 SH Defined 12 10,138 Countrywide Financial Corp. Common Stocks 222372104 2,507 35,689 SH Defined 13 35,689 Countrywide Financial Corp. Common Stocks 222372104 26,410 375,942 SH Sole 25 375,942 Countrywide Financial Corp. Common Stocks 222372104 1,953 27,800 SH Defined 35 27,800 Countrywide Financial Corp. Common Stocks 222372104 13,509 192,298 SH Defined 40 192,298 Countrywide Financial Corp. Common Stocks 222372104 133 1,900 SH Defined 43 1,900 Countrywide Financial Corp. Common Stocks 222372104 1,983 28,226 SH Defined 54 28,226 Cousins Properties, Inc. Common Stocks 222795106 629 19,100 SH Defined 30 19,100 Covance, Inc. Common Stocks 222816100 521 13,500 SH Defined 28 13,500 CovanSystem Corp. Common Stocks 22281W103 126 12,200 SH Sole 25 12,200 CovanSystem Corp. Common Stocks 22281W103 34 3,300 SH Defined 30 3,300 CovanSystem Corp. Common Stocks 22281W103 3 300 SH Defined 41 300 Coventry Health Care, Inc. Common Stocks 222862104 7,748 158,442 SH Defined 12 158,442 Coventry Health Care, Inc. Common Stocks 222862104 2,092 42,775 SH Defined 13 42,775 Coventry Health Care, Inc. Common Stocks 222862104 19,774 404,371 SH Sole 25 404,371 Coventry Health Care, Inc. Common Stocks 222862104 3,839 78,500 SH Defined 26 78,500 Coventry Health Care, Inc. Common Stocks 222862104 279 5,700 SH Defined 28 5,700 Coventry Health Care, Inc. Common Stocks 222862104 6,819 130,750 SH Defined 36 130,750 COX Communications, Inc. Class A Common Stocks 224044107 586 21,100 SH Defined 5 21,100 COX Communications, Inc. Class A Common Stocks 224044107 1,470 52,885 SH Defined 13 52,885 COX Communications, Inc. Class A Common Stocks 224044107 686 17,200 SH Defined 15 17,200 COX Communications, Inc. Class A Common Stocks 224044107 4,666 167,910 SH Sole 25 167,910 COX Communications, Inc. Class A Common Stocks 224044107 645 23,200 SH Defined 28 23,200 COX Communications, Inc. Class A Common Stocks 224044107 34 1,232 SH Defined 39 1,232 COX Communications, Inc. Class A Common Stocks 224044107 5,203 180,240 SH Defined 43 180,240 Cox Radio, Inc. Class A Common Stocks 224051102 5,254 302,300 SH Sole 25 302,300 Cox Radio, Inc. Class A Common Stocks 224051102 3,507 201,806 SH Defined 30 201,806 Cox Radio, Inc. Class A Common Stocks 224051102 23 1,300 SH Defined 43 1,300 Crane Co. Common Stocks 224399105 451 10,000 SH Defined 4 10,000 Crane Co. Common Stocks 224399105 430 13,700 SH Defined 5 13,700 Crane Co. Common Stocks 224399105 1,654 52,700 SH Sole 25 52,700 Crane Co. Common Stocks 224399105 361 11,500 SH Defined 41 11,500 Crane Co. Common Stocks 224399105 371 11,816 SH Defined 54 11,816 Cray, Inc. Common Stocks 225223106 1,604 242,265 SH Sole 25 242,265 Cray, Inc. Common Stocks 225223106 2,432 367,380 SH Defined 48 367,380 Credence Systems Corp. Common Stocks 225302108 867 62,852 SH Sole 25 62,852 Credence Systems Corp. Common Stocks 225302108 1,315 95,320 SH Defined 48 95,320 Credit Acceptance Corp. Common Stocks 225310101 48 3,200 SH Defined 28 3,200 Credit Acceptance Corp. Common Stocks 225310101 77 5,100 SH Defined 36 5,100 Cree, Inc. Common Stocks 225447101 1,345 57,760 SH Sole 25 57,760 Cree, Inc. Common Stocks 225447101 736 31,630 SH Defined 45 31,630 Crescent Real Estate Equities Co. Common Stocks 225756105 2,418 149,993 SH Defined 13 149,993 Crescent Real Estate Equities Co. Common Stocks 225756105 4,443 275,600 SH Sole 25 275,600 Crescent Real Estate Equities Co. Common Stocks 225756105 161 10,000 SH Defined 36 10,000 Crescent Real Estate Equities Co. Common Stocks 225756105 7,364 456,800 SH Defined 49 456,800 Crescent Real Estate Equities Co. Common Stocks 225756105 555 25,700 SH Defined 51 25,700 Cross Country Healthcare, Inc. Common Stocks 227483104 760 41,850 SH Sole 25 41,850 Crown Castle International Corp. Common Stocks 228227104 1,551 105,150 SH Sole 25 105,150 Crown Castle International Corp. Common Stocks 228227104 652 44,200 SH Defined 28 44,200 Crown Holdings, Inc. Common Stocks 228368106 2,580 258,800 SH Defined 18 258,800 Crown Holdings, Inc. Common Stocks 228368106 1,935 194,100 SH Sole 25 194,100 Crown Media Holdings, Inc. Class A Common Stocks 228411104 664 60,500 SH Defined 27 60,500 Cullen/Frost Bankers, Inc. Common Stocks 229899109 345 7,700 SH Sole 25 7,700 Cullen/Frost Bankers, Inc. Common Stocks 229899109 157 3,500 SH Defined 28 3,500 Cullen/Frost Bankers, Inc. Common Stocks 229899109 96 1,600 SH Defined 60 1,600
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Cummins, Inc. Common Stocks 231021106 709 7,900 SH Defined 4 7,900 Cummins, Inc. Common Stocks 231021106 25 400 SH Defined 5 400 Cumulus Media, Inc. Class A Common Stocks 231082108 2 143 SH Sole 25 143 Curtiss-Wright Corp. Common Stocks 231561101 3,630 64,600 SH Sole 25 64,600 Curtiss-Wright Corp. Common Stocks 231561101 3,127 55,646 SH Defined 30 55,646 Curtiss-Wright Corp. Common Stocks 231561101 17 300 SH Defined 41 300 Cybersource Corp. Common Stocks 23251J106 507 60,700 SH Sole 25 60,700 Cybersource Corp. Common Stocks 23251J106 782 72,600 SH Defined 27 72,600 Cybersource Corp. Common Stocks 23251J106 631 75,500 SH Defined 75,500 Cybersource Corp. Common Stocks 23251J106 263 31,400 SH Defined 53 31,400 Cyberonics Common Stocks 23251P102 837 25,080 SH Sole 25 25,080 Cyberonics Common Stocks 23251P102 1,269 38,035 SH Defined 48 38,035 Cymer, Inc. Common Stocks 232572107 5,518 147,395 SH Sole 25 147,395 Cymer, Inc. Common Stocks 232572107 535 14,280 SH Defined 45 14,280 Cymer, Inc. Common Stocks 232572107 2,909 77,700 SH Defined 58 77,700 Cymer, Inc. Common Stocks 232572107 816 21,800 SH Defined 59 21,800 Cypress Semiconductor Corp. Common Stocks 232806109 959 67,600 SH Sole 25 67,600 Cypress Semiconductor Corp. Common Stocks 232806109 75 5,300 SH Defined 28 5,300 Cypress Semiconductor Corp. Common Stocks 232806109 184 13,000 SH Defined 41 13,000 Cytec Industries, Inc. Common Stocks 232820100 2,432 53,500 SH Defined 17 53,500 Cytec Industries, Inc. Common Stocks 232820100 5,181 114,000 SH Defined 18 114,000 Cytec Industries, Inc. Common Stocks 232820100 1,386 30,500 SH Defined 19 30,500 Cytec Industries, Inc. Common Stocks 232820100 12,078 265,750 SH Sole 25 265,750 Cytec Industries, Inc. Common Stocks 232820100 518 11,400 SH Defined 28 11,400 Cytec Industries, Inc. Common Stocks 232820100 3,077 67,700 SH Defined 36 67,700 D&K Healthcare Resources, Inc. Common Stocks 232861104 227 18,900 SH Sole 25 18,900 Cytyc Corp. Common Stocks 232946103 3,549 139,873 SH Sole 25 139,873 Cytyc Corp. Common Stocks 232946103 708 27,900 SH Defined 28 27,900 Cytyc Corp. Common Stocks 232946103 2,311 91,100 SH Defined 30 91,100 DHB Industries, Inc. Common Stocks 23321E103 937 47,900 SH Defined 27 47,900 DJ Orthopedics, Inc. Common Stocks 23325G104 207 8,980 SH Defined 30 8,980 DPL, Inc. Common Stocks 233293109 1,557 80,200 SH Sole 25 80,200 DPL, Inc. Common Stocks 233293109 1,223 63,000 SH Defined 26 63,000 DRS Technologies, Inc. Common Stocks 23330X100 4,105 128,698 SH Sole 25 128,698 DRS Technologies, Inc. Common Stocks 23330X100 1,984 62,200 SH Defined 36 62,200 DRS Technologies, Inc. Common Stocks 23330X100 180 4,200 SH Defined 60 4,200 DR Horton, Inc. Common Stocks 23331A109 5,051 177,850 SH Defined 7 177,850 DR Horton, Inc. Common Stocks 23331A109 2,270 79,925 SH Defined 19 79,925 DR Horton, Inc. Common Stocks 23331A109 24,549 864,418 SH Sole 25 864,418 DR Horton, Inc. Common Stocks 23331A109 8,486 298,798 SH Defined 26 298,798 DR Horton, Inc. Common Stocks 23331A109 82 2,900 SH Defined 28 2,900 DR Horton, Inc. Common Stocks 23331A109 7,667 251,555 SH Defined 36 251,555 DST Systems, Inc. Common Stocks 233326107 1,693 35,200 SH Sole 25 35,200 DST Systems, Inc. Common Stocks 233326107 1,313 27,300 SH Defined 26 27,300 DSP Group, Inc. Common Stocks 23332B106 1,462 53,675 SH Sole 25 53,675 DSP Group, Inc. Common Stocks 23332B106 802 29,425 SH Defined 45 29,425 DTE Energy Co. Common Stocks 233331107 1,694 29,100 SH Defined 4 29,100 DTE Energy Co. Common Stocks 233331107 758 18,700 SH Defined 5 18,700 DTE Energy Co. Common Stocks 233331107 6,065 149,600 SH Sole 25 149,600 DTE Energy Co. Common Stocks 233331107 5,639 136,300 SH Defined 36 136,300 Dade Behring Holdings, Inc. Common Stocks 23342J206 12,445 261,900 SH Sole 25 261,900 Dade Behring Holdings, Inc. Common Stocks 23342J206 285 6,000 SH Defined 28 6,000 Dade Behring Holdings, Inc. Common Stocks 23342J206 3,708 78,040 SH Defined 30 78,040 Dade Behring Holdings, Inc. Common Stocks 23342J206 2,519 53,000 SH Defined 53,000 Dade Behring Holdings, Inc. Common Stocks 23342J206 6,491 135,300 SH Defined 36 135,300 Dade Behring Holdings, Inc. Common Stocks 23342J206 480 10,100 SH Defined 41 10,100 Dade Behring Holdings, Inc. Common Stocks 23342J206 1,064 22,400 SH Defined 53 22,400 Dana Corp. Common Stocks 235811106 526 18,700 SH Defined 4 18,700 Dana Corp. Common Stocks 235811106 157 8,000 SH Defined 5 8,000 Dana Corp. Common Stocks 235811106 47 2,397 SH Defined 13 2,397 Dana Corp. Common Stocks 235811106 2,191 111,800 SH Sole 25 111,800 Dana Corp. Common Stocks 235811106 3,595 183,400 SH Defined 36 183,400 Danaher Corp. Common Stocks 235851102 14,248 274,800 SH Sole 25 274,800 Danaher Corp. Common Stocks 235851102 7,145 137,800 SH Defined 26 137,800 Danaher Corp. Common Stocks 235851102 6,952 118,900 SH Defined 36 118,900 Darden Restaurants, Inc. Common Stocks 237194105 3,639 177,100 SH Sole 25 177,100 Darden Restaurants, Inc. Common Stocks 237194105 7,263 327,800 SH Defined 36 327,800 Datascope Corp. Common Stocks 238113104 353 8,900 SH Defined 36 8,900 Dave & Buster's, Inc. Common Stocks 23833N104 190 10,100 SH Defined 30 10,100 Dave & Buster's, Inc. Common Stocks 23833N104 286 15,200 SH Defined 39 15,200 DaVita, Inc. Common Stocks 23918K108 19,113 619,953 SH Sole 25 619,953 DaVita, Inc. Common Stocks 23918K108 609 19,750 SH Defined 28 19,750 DaVita, Inc. Common Stocks 23918K108 920 29,840 SH Defined 30 29,840 DaVita, Inc. Common Stocks 23918K108 3,844 114,300 SH Defined 36 114,300 DaVita, Inc. Common Stocks 23918K108 12,391 401,899 SH Defined 58 401,899 DaVita, Inc. Common Stocks 23918K108 279 6,750 SH Defined 60 6,750 Dean Foods Co. Common Stocks 242370104 194 5,200 SH Defined 28 5,200 Deckers Outdoor Corp. Common Stocks 243537107 2,554 86,600 SH Sole 25 86,600 Deckers Outdoor Corp. Common Stocks 243537107 171 5,800 SH Defined 28 5,800 Deere & Co. Common Stocks 244199105 5,224 74,473 SH Defined 12 74,473 Deere & Co. Common Stocks 244199105 3,435 48,977 SH Defined 13 48,977 Deere & Co. Common Stocks 244199105 40,623 579,172 SH Sole 25 579,172 Deere & Co. Common Stocks 244199105 9,883 140,900 SH Defined 26 140,900 Deere & Co. Common Stocks 244199105 6,787 92,550 SH Defined 32 92,550 Deere & Co. Common Stocks 244199105 772 11,000 SH Defined 34 11,000 Deere & Co. Common Stocks 244199105 215 3,061 SH Defined 39 3,061 Deere & Co. Common Stocks 244199105 9,489 130,850 SH Defined 43 130,850 Del Monte Foods Co. Common Stocks 24522P103 555 54,600 SH Defined 5 54,600 Del Monte Foods Co. Common Stocks 24522P103 306 30,100 SH Defined 14 30,100 Del Monte Foods Co. Common Stocks 24522P103 327 22,400 SH Defined 15 22,400 Del Monte Foods Co. Common Stocks 24522P103 687 67,619 SH Sole 25 67,619 Del Monte Foods Co. Common Stocks 24522P103 269 26,500 SH Defined 28 26,500 Del Monte Foods Co. Common Stocks 24522P103 275 27,100 SH Defined 54 27,100 Dell, Inc. Common Stocks 24702R101 6,402 124,500 SH Defined 3 124,500 Dell, Inc. Common Stocks 24702R101 945 26,500 SH Defined 4 26,500 Dell, Inc. Common Stocks 24702R101 15,216 424,800 SH Defined 6 424,800 Dell, Inc. Common Stocks 24702R101 398 11,100 SH Defined 11,100 Dell, Inc. Common Stocks 24702R101 77,749 2,170,550 SH Sole 25 2,170,550 Dell, Inc. Common Stocks 24702R101 1,952 54,500 SH Defined 35 54,500 Dell, Inc. Common Stocks 24702R101 35,377 921,400 SH Defined 36 921,400 Dell, Inc. Common Stocks 24702R101 12,941 361,265 SH Defined 40 361,265 Dell, Inc. Common Stocks 24702R101 241 6,730 SH Defined 43 6,730 Dell, Inc. Common Stocks 24702R101 587 16,400 SH Defined 16,400 Dell, Inc. Common Stocks 24702R101 2,949 61,400 SH Defined 52 61,400 Dell, Inc. Common Stocks 24702R101 12,187 324,100 SH Defined 53 324,100 Dell, Inc. Common Stocks 24702R101 1,408 39,300 SH Defined 56 39,300 Dell, Inc. Common Stocks 24702R101 35,410 898,196 SH Defined 59 898,196 Delphi Corp. Common Stocks 247126105 1,340 87,400 SH Defined 4 87,400 Delphi Corp. Common Stocks 247126105 1,497 140,200 SH Defined 5 140,200 Delphi Corp. Common Stocks 247126105 142 13,283 SH Defined 13 13,283 Delphi Corp. Common Stocks 247126105 641 41,800 SH Defined 15 41,800 Delphi Corp. Common Stocks 247126105 3,577 334,900 SH Sole 25 334,900 Delphi Corp. Common Stocks 247126105 4,202 364,600 SH Defined 36 364,600 Delphi Financial Group Class A Common Stocks 247131105 3,022 67,900 SH Sole 25 67,900 Delphi Financial Group Class A Common Stocks 247131105 383 8,600 SH Defined 28 8,600 Delphi Financial Group Class A Common Stocks 247131105 362 8,140 SH Defined 30 8,140 Delphi Financial Group Class A Common Stocks 247131105 312 7,000 SH Defined 41 7,000 Delta & Pine Land Co. Common Stocks 247357106 312 14,200 SH Defined 46 14,200 Delta & Pine Land Co. Common Stocks 247357106 579 26,400 SH Defined 54 26,400 Delta Air Lines, Inc. Common Stocks 247361108 297 29,100 SH Defined 15 29,100 Delta Air Lines, Inc. Common Stocks 247361108 26 3,639 SH Defined 39 3,639 Delta Air Lines, Inc. Common Stocks 247361YP7 1,398 2,469,000 SH Sole 25 2,469,000 Denbury Resources Inc. Common Stocks 247916208 3,040 145,100 SH Defined 19 145,100 Denbury Resources Inc. Common Stocks 247916208 2,912 139,000 SH Sole 25 139,000 Denbury Resources Inc. Common Stocks 247916208 314 15,000 SH Defined 28 15,000 Deluxe Corp. Common Stocks 248019101 568 9,100 SH Defined 4 9,100 Deluxe Corp. Common Stocks 248019101 1,153 26,500 SH Defined 5 26,500 Deluxe Corp. Common Stocks 248019101 312 5,350 SH Defined 7 5,350 Deluxe Corp. Common Stocks 248019101 782 17,980 SH Defined 12 17,980 Deluxe Corp. Common Stocks 248019101 3,895 89,533 SH Defined 13 89,533 Deluxe Corp. Common Stocks 248019101 3,062 70,400 SH Sole 25 70,400
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Department 56 Common Stocks 249509100 18 1,200 SH Sole 25 1,200 Department 56 Common Stocks 249509100 82 5,300 SH Defined 36 5,300 Developers Diversified Realty Corp. Common Stocks 251591103 12,150 343,500 SH Defined 1 343,500 Developers Diversified Realty Corp. Common Stocks 251591103 1,344 38,000 SH Sole 25 38,000 Developers Diversified Realty Corp. Common Stocks 251591103 19,655 555,700 SH Defined 33 555,700 Devon Energy Corp. Common Stocks 25179M103 1,548 23,452 SH Defined 13 23,452 Devon Energy Corp. Common Stocks 25179M103 2,511 38,050 SH Sole 25 38,050 Devon Energy Corp. Common Stocks 25179M103 449 6,800 SH Defined 35 6,800 Devon Energy Corp. Common Stocks 25179M103 4,563 66,500 SH Defined 43 66,500 DeVry, Inc. Common Stocks 251893103 258 9,400 SH Defined 14 9,400 DeVry, Inc. Common Stocks 251893103 491 17,900 SH Sole 25 17,900 Diageo PLC - ADR Common Stocks 25243Q205 3,499 63,900 SH Sole 25 63,900 Diageo PLC - ADR Common Stocks 25243Q205 991 18,100 SH Defined 34 18,100 Diageo PLC - ADR Common Stocks 25243Q205 2,783 47,300 SH Defined 43 47,300 DiamondCluster International, Inc. Common Stocks 25278P106 1,115 99,500 SH Defined 27 99,500 Dick's Sporting Goods, Inc. Common Stocks 253393102 1,647 49,400 SH Sole 25 49,400 Dick's Sporting Goods, Inc. Common Stocks 253393102 1,311 39,300 SH Defined 39,300 Dick's Sporting Goods, Inc. Common Stocks 253393102 1,038 29,700 SH Defined 36 29,700 Dick's Sporting Goods, Inc. Common Stocks 253393102 547 16,400 SH Defined 53 16,400 Digene Corp. Common Stocks 253752109 278 7,600 SH Sole 25 7,600 Digene Corp. Common Stocks 253752109 321 8,800 SH Defined 8,800 Digene Corp. Common Stocks 253752109 146 4,000 SH Defined 53 4,000 Digital River, Inc. Common Stocks 25388B104 3,234 99,100 SH Sole 25 99,100 Digital River, Inc. Common Stocks 25388B104 3,596 110,200 SH Defined 110,200 Digital River, Inc. Common Stocks 25388B104 1,426 43,700 SH Defined 53 43,700 Digital River, Inc. Common Stocks 25388B104 88 2,700 SH Defined 58 2,700 DigitalNet Holdings, Inc. Common Stocks 25389B103 563 27,700 SH Sole 25 27,700 DigitalNet Holdings, Inc. Common Stocks 25389B103 555 27,300 SH Defined 27,300 DigitalNet Holdings, Inc. Common Stocks 25389B103 2 100 SH Defined 41 100 DigitalNet Holdings, Inc. Common Stocks 25389B103 305 15,000 SH Defined 53 15,000 Digital Theater Systems, Inc. Common Stocks 25389G102 2,202 84,200 SH Defined 17 84,200 Digital Theater Systems, Inc. Common Stocks 25389G102 4,802 183,620 SH Sole 25 183,620 Digital Theater Systems, Inc. Common Stocks 25389G102 2,269 86,780 SH Defined 48 86,780 Digital Generation Systems Common Stocks 253921100 276 144,500 SH Defined 27 144,500 Dime Community Bancshares Common Stocks 253922108 186 7,925 SH Defined 60 7,925 Dillard's, Inc. Class A Common Stocks 254067101 290 9,700 SH Defined 7 9,700 Dillard's, Inc. Class A Common Stocks 254067101 2,618 117,400 SH Sole 25 117,400 Dillard's, Inc. Class A Common Stocks 254067101 5,435 227,600 SH Defined 36 227,600 Washington Mutual, Inc. 2005 Warrants Common Stocks 25429Q110 69 624,500 SH Defined 18 624,500 Washington Mutual, Inc. 2005 Warrants Common Stocks 25429Q110 54 489,900 SH Sole 25 489,900 Washington Mutual, Inc. 2005 Warrants Common Stocks 25429Q110 1 9,000 SH Defined 28 9,000 DIMON, Inc. Common Stocks 254394109 247 43,100 SH Sole 25 43,100 DIMON, Inc. Common Stocks 254394109 205 35,800 SH Defined 36 35,800 DIMON, Inc. Common Stocks 254394109 165 28,847 SH Defined 54 28,847 Diodes, Inc. Common Stocks 254543101 182 7,700 SH Sole 25 7,700 Diodes, Inc. Common Stocks 254543101 659 21,600 SH Defined 27 21,600 Diodes, Inc. Common Stocks 254543101 225 9,500 SH Defined 9,500 Diodes, Inc. Common Stocks 254543101 92 3,900 SH Defined 53 3,900 Dionex Corp. Common Stocks 254546104 541 9,800 SH Defined 28 9,800 Dionex Corp. Common Stocks 254546104 121 2,200 SH Defined 36 2,200 Direct General Corp. Common Stocks 25456W204 1,058 32,782 SH Sole 25 32,782 Direct General Corp. Common Stocks 25456W204 1,606 49,777 SH Defined 48 49,777 Discovery Partners International, Inc. Common Stocks 254675101 108 21,100 SH Defined 39 21,100 Walt Disney Co. Common Stocks 254687106 3,692 100,900 SH Defined 4 100,900 Walt Disney Co. Common Stocks 254687106 422 16,540 SH Defined 5 16,540 Walt Disney Co. Common Stocks 254687106 8,935 338,700 SH Defined 7 338,700 Walt Disney Co. Common Stocks 254687106 2,066 81,056 SH Defined 12 81,056 Walt Disney Co. Common Stocks 254687106 6,421 251,892 SH Defined 13 251,892 Walt Disney Co. Common Stocks 254687106 519 20,350 SH Defined 14 20,350 Walt Disney Co. Common Stocks 254687106 252 9,900 SH Defined 9,900 Walt Disney Co. Common Stocks 254687106 45,844 1,798,512 SH Sole 25 1,798,512 Walt Disney Co. Common Stocks 254687106 5,060 198,500 SH Defined 26 198,500 Walt Disney Co. Common Stocks 254687106 841 33,000 SH Defined 35 33,000 Walt Disney Co. Common Stocks 254687106 3,469 94,800 SH Defined 36 94,800 Walt Disney Co. Common Stocks 254687106 181 7,082 SH Defined 39 7,082 Walt Disney Co. Common Stocks 254687106 2,910 109,960 SH Defined 43 109,960 Walt Disney Co. Common Stocks 254687106 16,033 617,800 SH Defined 44 617,800 Walt Disney Co. Common Stocks 254687106 372 14,600 SH Defined 14,600 Walt Disney Co. Common Stocks 254687106 13,015 486,400 SH Defined 53 486,400 Walt Disney Co. Common Stocks 254687106 4,833 189,607 SH Defined 54 189,607 Walt Disney Co. Common Stocks 254687106 1,295 37,900 SH Defined 60 37,900 Distribucion y Servicio D&S SA - ADR Common Stocks 254753106 129 8,500 SH Defined 8,500 Distribucion y Servicio D&S SA - ADR Common Stocks 254753106 293 19,300 SH Sole 25 19,300 Distribucion y Servicio D&S SA - ADR Common Stocks 254753106 301 19,800 SH Defined 29 19,800 Ditech Communications Corp. Common Stocks 25500M103 5,102 218,600 SH Sole 25 218,600 Ditech Communications Corp. Common Stocks 25500M103 1,071 35,600 SH Defined 27 35,600 Ditech Communications Corp. Common Stocks 25500M103 308 13,200 SH Defined 28 13,200 Ditech Communications Corp. Common Stocks 25500M103 4,290 183,800 SH Defined 183,800 Ditech Communications Corp. Common Stocks 25500M103 1,783 76,400 SH Defined 53 76,400 Diversa Corp. Common Stocks 255064107 92 9,060 SH Defined 30 9,060 Dobson Communications Corp. Class A Common Stocks 256069105 1,476 452,800 SH Sole 25 452,800 Dobson Communications Corp. Class A Common Stocks 256069105 1,114 341,800 SH Defined 58 341,800 Dr Reddy's Laboratories, Ltd. - ADR Common Stocks 256135203 153 8,800 SH Defined 8,800 Dr Reddy's Laboratories, Ltd. - ADR Common Stocks 256135203 99 5,700 SH Sole 25 5,700 Dollar General Corp. Common Stocks 256669102 7,283 372,345 SH Defined 12 372,345 Dollar General Corp. Common Stocks 256669102 2,338 119,537 SH Defined 13 119,537 Dollar General Corp. Common Stocks 256669102 14,454 738,982 SH Sole 25 738,982 Dollar General Corp. Common Stocks 256669102 5,401 268,200 SH Defined 36 268,200 Dollar Thrifty Automotive Group Common Stocks 256743105 2,445 89,100 SH Defined 17 89,100 Dollar Thrifty Automotive Group Common Stocks 256743105 5,669 206,600 SH Sole 25 206,600 Dollar Thrifty Automotive Group Common Stocks 256743105 461 16,800 SH Defined 30 16,800 Dollar Thrifty Automotive Group Common Stocks 256743105 134 4,900 SH Defined 39 4,900 Dollar Thrifty Automotive Group Common Stocks 256743105 38 1,400 SH Defined 41 1,400 Dollar Tree Stores, Inc. Common Stocks 256747106 4,006 146,036 SH Sole 25 146,036 Dollar Tree Stores, Inc. Common Stocks 256747106 63 2,300 SH Defined 28 2,300 Dominion Homes, Inc. Common Stocks 257386102 209 9,043 SH Sole 25 9,043 Dominion Homes, Inc. Common Stocks 257386102 113 4,900 SH Defined 28 4,900 Dominion Homes, Inc. Common Stocks 257386102 178 7,700 SH Defined 36 7,700 Dominion Resources, Inc. Common Stocks 25746U109 11,375 180,330 SH Sole 25 180,330 Dominion Resources, Inc. Common Stocks 25746U109 3,911 62,000 SH Defined 36 62,000 Dominion Resources, Inc. Common Stocks 25746U109 9,792 149,410 SH Defined 43 149,410 Domtar, Inc. Common Stocks 257561100 3,849 297,450 SH Sole 25 297,450 Domtar, Inc. Common Stocks 257561100 478 27,550 SH Defined 51 27,550 Donaldson Co., Inc. Common Stocks 257651109 4,115 140,435 SH Sole 25 140,435 Donaldson Co., Inc. Common Stocks 257651109 158 5,400 SH Defined 28 5,400 Donaldson Co., Inc. Common Stocks 257651109 2,565 87,556 SH Defined 48 87,556 Donaldson Co., Inc. Common Stocks 257651109 1,539 52,532 SH Defined 58 52,532 RR Donnelley & Sons Co. Common Stocks 257867101 2,185 46,100 SH Defined 4 46,100 RR Donnelley & Sons Co. Common Stocks 257867101 1,796 54,400 SH Defined 5 54,400 RR Donnelley & Sons Co. Common Stocks 257867101 967 29,300 SH Defined 18 29,300 RR Donnelley & Sons Co. Common Stocks 257867101 7,581 229,599 SH Sole 25 229,599 RR Donnelley & Sons Co. Common Stocks 257867101 2,896 87,694 SH Defined 58 87,694 Doral Financial Corp. Common Stocks 25811P100 631 13,650 SH Defined 7 13,650 Doral Financial Corp. Common Stocks 25811P100 12,672 367,300 SH Sole 25 367,300 Doral Financial Corp. Common Stocks 25811P100 2,634 76,350 SH Defined 26 76,350 Doral Financial Corp. Common Stocks 25811P100 512 14,850 SH Defined 28 14,850 Doral Financial Corp. Common Stocks 25811P100 767 22,220 SH Defined 30 22,220 Doral Financial Corp. Common Stocks 25811P100 1,473 42,700 SH Defined 36 42,700 Doral Financial Corp. Common Stocks 25811P100 456 9,850 SH Defined 60 9,850 Dot Hill Systems Corp. Common Stocks 25848T109 1,106 98,630 SH Sole 25 98,630 Dot Hill Systems Corp. Common Stocks 25848T109 1,677 149,560 SH Defined 48 149,560 Dow Chemical Co. (The) Common Stocks 260543103 2,001 49,157 SH Defined 13 49,157 Dow Chemical Co. (The) Common Stocks 260543103 570 14,000 SH Defined 14 14,000 Dow Chemical Co. (The) Common Stocks 260543103 11,331 278,400 SH Sole 25 278,400 Dow Chemical Co. (The) Common Stocks 260543103 769 18,900 SH Defined 34 18,900 Dow Chemical Co. (The) Common Stocks 260543103 10,864 257,660 SH Defined 43 257,660 Dow Chemical Co. (The) Common Stocks 260543103 366 6,700 SH Defined 51 6,700 Dow Chemical Co. (The) Common Stocks 260543103 5,945 146,075 SH Defined 54 146,075 Dow Jones & Co., Inc. Common Stocks 260561105 1,398 31,000 SH Defined 19 31,000 Dow Jones & Co., Inc. Common Stocks 260561105 2,792 61,900 SH Sole 25 61,900 Downey Financial Corp. Common Stocks 261018105 1,198 22,500 SH Sole 25 22,500
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Downey Financial Corp. Common Stocks 261018105 2,181 40,955 SH Defined 36 40,955 Dress Barn, Inc. Common Stocks 261570105 34 2,000 SH Defined 30 2,000 Drew Industries, Inc. Common Stocks 26168L205 216 5,300 SH Defined 28 5,300 EI Du Pont de Nemours & Co. Common Stocks 263534109 969 21,819 SH Defined 5 21,819 EI Du Pont de Nemours & Co. Common Stocks 263534109 1,592 35,834 SH Defined 13 35,834 EI Du Pont de Nemours & Co. Common Stocks 263534109 213 4,800 SH Defined 4,800 EI Du Pont de Nemours & Co. Common Stocks 263534109 11,909 268,100 SH Sole 25 268,100 EI Du Pont de Nemours & Co. Common Stocks 263534109 82 1,856 SH Defined 39 1,856 EI Du Pont de Nemours & Co. Common Stocks 263534109 16,234 351,770 SH Defined 43 351,770 EI Du Pont de Nemours & Co. Common Stocks 263534109 315 7,100 SH Defined 7,100 Duane Reade, Inc. Common Stocks 263578106 743 45,500 SH Defined 18 45,500 Duane Reade, Inc. Common Stocks 263578106 580 35,500 SH Sole 25 35,500 Duke Energy Corp. Common Stocks 264399106 722 24,800 SH Defined 15 24,800 Duke Energy Corp. Common Stocks 264399106 7,093 349,600 SH Sole 25 349,600 Duke Energy Corp. Common Stocks 264399106 7,907 386,800 SH Defined 36 386,800 Duke Realty Corp. Common Stocks 264411505 5,058 159,000 SH Defined 1 159,000 Duke Realty Corp. Common Stocks 264411505 1,942 61,050 SH Defined 19 61,050 Dura Automotive Systems, Inc. Class A Common Stocks 265903104 94 10,233 SH Sole 25 10,233 Dura Automotive Systems, Inc. Class A Common Stocks 265903104 267 29,200 SH Defined 36 29,200 Duratek, Inc. Common Stocks 26658Q102 106 7,000 SH Sole 25 7,000 Duratek, Inc. Common Stocks 26658Q102 168 11,100 SH Defined 28 11,100 Duratek, Inc. Common Stocks 26658Q102 194 12,845 SH Defined 46 12,845 Duratek, Inc. Common Stocks 26658Q102 611 40,441 SH Defined 54 40,441 Dycom Industries, Inc. Common Stocks 267475101 2,436 87,000 SH Sole 25 87,000 Dycom Industries, Inc. Common Stocks 267475101 350 12,500 SH Defined 28 12,500 Dycom Industries, Inc. Common Stocks 267475101 375 13,400 SH Defined 46 13,400 Dycom Industries, Inc. Common Stocks 267475101 694 24,800 SH Defined 54 24,800 Dycom Industries, Inc. Common Stocks 267475101 387 10,300 SH Defined 60 10,300 Dynegy, Inc. Class A Common Stocks 26816Q101 47 11,100 SH Defined 35 11,100 EGL, Inc. Common Stocks 268484102 2,852 107,200 SH Sole 25 107,200 EGL, Inc. Common Stocks 268484102 3,551 133,500 SH Defined 133,500 EMC Corp. Common Stocks 268648102 1,867 114,100 SH Defined 4 114,100 EMC Corp. Common Stocks 268648102 18,476 1,620,740 SH Defined 12 1,620,740 EMC Corp. Common Stocks 268648102 4,034 353,876 SH Defined 13 353,876 EMC Corp. Common Stocks 268648102 38,834 3,406,489 SH Sole 25 3,406,489 EMC Corp. Common Stocks 268648102 3,085 270,600 SH Defined 26 270,600 EMC Corp. Common Stocks 268648102 5 400 SH Defined 35 400 EMC Corp. Common Stocks 268648102 15,383 1,261,000 SH Defined 36 1,261,000 EMC Corp. Common Stocks 268648102 184 16,182 SH Defined 39 16,182 EMS Technologies, Inc. Common Stocks 26873N108 416 21,400 SH Sole 25 21,400 EMS Technologies, Inc. Common Stocks 26873N108 91 4,700 SH Defined 36 4,700 ENSCO International, Inc. Common Stocks 26874Q100 460 11,800 SH Defined 60 11,800 EOG Resources, Inc. Common Stocks 26875P101 3,437 40,100 SH Defined 3 40,100 EOG Resources, Inc. Common Stocks 26875P101 498 8,400 SH Defined 4 8,400 EOG Resources, Inc. Common Stocks 26875P101 5,434 91,000 SH Defined 6 91,000 EOG Resources, Inc. Common Stocks 26875P101 17,585 294,500 SH Sole 25 294,500 EOG Resources, Inc. Common Stocks 26875P101 2,853 44,750 SH Defined 43 44,750 EOG Resources, Inc. Common Stocks 26875P101 1,553 19,400 SH Defined 52 19,400 EOG Resources, Inc. Common Stocks 26875P101 6,082 94,200 SH Defined 53 94,200 E.piphany, Inc. Common Stocks 26881V100 661 136,900 SH Defined 18 136,900 E.piphany, Inc. Common Stocks 26881V100 1,150 238,139 SH Sole 25 238,139 E.piphany, Inc. Common Stocks 26881V100 119 24,700 SH Defined 28 24,700 ESS Technology Common Stocks 269151106 1,092 102,000 SH Sole 25 102,000 ESS Technology Common Stocks 269151106 458 42,800 SH Defined 36 42,800 E*Trade Financial Corp. Common Stocks 269246104 254 22,800 SH Defined 14 22,800 E*Trade Financial Corp. Common Stocks 269246104 482 43,193 SH Sole 25 43,193 E*Trade Financial Corp. Common Stocks 269246104 237 21,300 SH Defined 35 21,300 Eagle Materials, Inc. Common Stocks 26969P108 2,926 41,200 SH Sole 25 41,200 Eagle Materials, Inc. Common Stocks 26969P108 190 2,000 SH Defined 60 2,000 Earthlink, Inc. Common Stocks 270321102 1,665 160,900 SH Defined 18 160,900 Earthlink, Inc. Common Stocks 270321102 6,396 618,000 SH Sole 25 618,000 Earthlink, Inc. Common Stocks 270321102 1,154 111,500 SH Defined 41 111,500 East-West Bancorp, Inc. Common Stocks 27579R104 433 14,100 SH Sole 25 14,100 East-West Bancorp, Inc. Common Stocks 27579R104 487 15,872 SH Defined 54 15,872 Eastern Co. (The) Common Stocks 276317104 788 47,200 SH Defined 19 47,200 Eastgroup Properties Common Stocks 277276101 455 13,500 SH Sole 25 13,500 Eastgroup Properties Common Stocks 277276101 808 24,000 SH Defined 36 24,000 Eastman Chemical Co. Common Stocks 277432100 1,792 27,000 SH Defined 4 27,000 Eastman Chemical Co. Common Stocks 277432100 1,063 23,000 SH Defined 5 23,000 Eastman Chemical Co. Common Stocks 277432100 14,017 303,200 SH Sole 25 303,200 Eastman Chemical Co. Common Stocks 277432100 5,113 110,600 SH Defined 30 110,600 Eastman Chemical Co. Common Stocks 277432100 430 9,300 SH Defined 35 9,300 Eastman Chemical Co. Common Stocks 277432100 1,364 29,500 SH Defined 41 29,500 Eastman Kodak Co. Common Stocks 277461109 829 21,400 SH Defined 4 21,400 Eastman Kodak Co. Common Stocks 277461109 94 3,500 SH Defined 5 3,500 Eastman Kodak Co. Common Stocks 277461109 10,835 401,600 SH Sole 25 401,600 Eastman Kodak Co. Common Stocks 277461109 11,340 410,300 SH Defined 36 410,300 Eastman Kodak Co. Common Stocks 277461109 23 851 SH Defined 39 851 Eastman Kodak Co. Common Stocks 277461109 2,790 97,000 SH Defined 53 97,000 Eaton Corp. Common Stocks 278058102 1,915 20,600 SH Defined 4 20,600 Eaton Corp. Common Stocks 278058102 1,800 27,800 SH Defined 5 27,800 Eaton Corp. Common Stocks 278058102 2,265 34,979 SH Defined 13 34,979 Eaton Corp. Common Stocks 278058102 3,108 48,000 SH Sole 25 48,000 Eaton Corp. Common Stocks 278058102 3,319 38,200 SH Defined 36 38,200 Eaton Corp. Common Stocks 278058102 117 1,802 SH Defined 39 1,802 Eaton Corp. Common Stocks 278058102 131 2,020 SH Defined 43 2,020 Eaton Corp. Common Stocks 278058102 618 9,550 SH Defined 59 9,550 Eaton Vance Corp. Common Stocks 278265103 313 8,200 SH Defined 28 8,200 eBay, Inc. Common Stocks 278642103 5,267 39,900 SH Defined 3 39,900 eBay, Inc. Common Stocks 278642103 771 8,400 SH Defined 4 8,400 eBay, Inc. Common Stocks 278642103 12,524 136,200 SH Defined 6 136,200 eBay, Inc. Common Stocks 278642103 1,109 8,400 SH Defined 15 8,400 eBay, Inc. Common Stocks 278642103 39,852 433,405 SH Sole 25 433,405 eBay, Inc. Common Stocks 278642103 1,508 16,400 SH Defined 35 16,400 eBay, Inc. Common Stocks 278642103 6,124 66,600 SH Defined 36 66,600 eBay, Inc. Common Stocks 278642103 8,831 96,040 SH Defined 40 96,040 eBay, Inc. Common Stocks 278642103 120 1,300 SH Defined 43 1,300 eBay, Inc. Common Stocks 278642103 14,006 149,900 SH Defined 44 149,900 eBay, Inc. Common Stocks 278642103 2,404 19,500 SH Defined 52 19,500 eBay, Inc. Common Stocks 278642103 2,446 26,600 SH Defined 56 26,600 eBay, Inc. Common Stocks 278642103 9,937 98,609 SH Defined 59 98,609 eBay, Inc. Common Stocks 278642103 1,023 8,300 SH Defined 60 8,300 EchoStar Communications Corp. Common Stocks 278762109 526 17,100 SH Defined 28 17,100 EchoStar Communications Corp. Common Stocks 278762109 11 350 SH Defined 43 350 Ecolab, Inc. Common Stocks 278865100 8,255 260,400 SH Sole 25 260,400 Ecolab, Inc. Common Stocks 278865100 16,489 480,700 SH Defined 36 480,700 Ecolab, Inc. Common Stocks 278865100 702 22,130 SH Defined 59 22,130 Edison International Common Stocks 281020107 396 10,800 SH Defined 4 10,800 Edison International Common Stocks 281020107 364 14,250 SH Defined 5 14,250 Edison International Common Stocks 281020107 7,629 290,350 SH Defined 7 290,350 Edison International Common Stocks 281020107 766 29,948 SH Defined 12 29,948 Edison International Common Stocks 281020107 3,732 145,951 SH Defined 13 145,951 Edison International Common Stocks 281020107 21,704 848,818 SH Sole 25 848,818 Edison International Common Stocks 281020107 7,211 282,000 SH Defined 26 282,000 Edison International Common Stocks 281020107 621 24,300 SH Defined 35 24,300 Edison International Common Stocks 281020107 3,984 151,600 SH Defined 36 151,600 Edison International Common Stocks 281020107 683 26,700 SH Defined 37 26,700 EDO Corp. Common Stocks 281347104 3,565 147,800 SH Defined 17 147,800 EDO Corp. Common Stocks 281347104 5,345 221,600 SH Sole 25 221,600 Education Management Corp. Common Stocks 28139T101 18,240 555,095 SH Sole 25 555,095 Education Management Corp. Common Stocks 28139T101 184 5,600 SH Defined 28 5,600 Education Management Corp. Common Stocks 28139T101 4,425 126,200 SH Defined 36 126,200 Education Management Corp. Common Stocks 28139T101 7,755 236,000 SH Defined 58 236,000 Education Management Corp. Common Stocks 28139T101 633 19,270 SH Defined 59 19,270 AG Edwards, Inc. Common Stocks 281760108 - - SH Defined 7 AG Edwards, Inc. Common Stocks 281760108 6,071 178,400 SH Sole 25 178,400 AG Edwards, Inc. Common Stocks 281760108 1,354 39,800 SH Defined 36 39,800 AG Edwards, Inc. Common Stocks 281760108 776 22,800 SH Defined 41 22,800 AG Edwards, Inc. Common Stocks 281760108 - - SH Defined 53 AG Edwards, Inc. Common Stocks 281760108 - - SH Defined 60 Edwards Lifesciences Corp. Common Stocks 28176E108 4,185 120,100 SH Sole 25 120,100
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Edwards Lifesciences Corp. Common Stocks 28176E108 233 6,700 SH Defined 28 6,700 Edwards Lifesciences Corp. Common Stocks 28176E108 3,367 96,600 SH Defined 58 96,600 eFunds Corp. Common Stocks 28224R101 386 22,060 SH Defined 30 22,060 eFunds Corp. Common Stocks 28224R101 776 44,359 SH Defined 36 44,359 El Paso Corp. Common Stocks 28336L109 1,515 133,900 SH Defined 4 133,900 El Paso Corp. Common Stocks 28336L109 1,620 205,600 SH Defined 5 205,600 El Paso Corp. Common Stocks 28336L109 2,509 318,400 SH Sole 25 318,400 El Paso Electric Co. Common Stocks 283677854 236 15,300 SH Sole 25 15,300 El Paso Electric Co. Common Stocks 283677854 83 5,400 SH Defined 41 5,400 Elan Corp. PLC - ADR Common Stocks 284131208 2,053 83,000 SH Defined 17 83,000 Elan Corp. PLC - ADR Common Stocks 284131208 3,088 124,800 SH Sole 25 124,800 Electro Rent Corp. Common Stocks 285218103 77 7,400 SH Sole 25 7,400 Electro Rent Corp. Common Stocks 285218103 3 300 SH Defined 41 300 Electroglas, Inc. Common Stocks 285324109 24 4,500 SH Defined 36 4,500 Electronic Arts, Inc. Common Stocks 285512109 36,192 663,458 SH Sole 25 663,458 Electronic Arts, Inc. Common Stocks 285512109 6,006 110,100 SH Defined 26 110,100 Electronic Arts, Inc. Common Stocks 285512109 185 3,400 SH Defined 35 3,400 Electronic Arts, Inc. Common Stocks 285512109 15,089 255,800 SH Defined 36 255,800 Electronic Arts, Inc. Common Stocks 285512109 8,950 164,075 SH Defined 40 164,075 Electronic Arts, Inc. Common Stocks 285512109 16,206 291,800 SH Defined 44 291,800 Electronic Arts, Inc. Common Stocks 285512109 1,309 17,900 SH Defined 60 17,900 Electronic Data Systems Corp. Common Stocks 285661104 1,347 49,000 SH Defined 4 49,000 Electronic Data Systems Corp. Common Stocks 285661104 854 44,600 SH Defined 5 44,600 Electronic Data Systems Corp. Common Stocks 285661104 5,547 289,650 SH Sole 25 289,650 Electronic Data Systems Corp. Common Stocks 285661104 514 20,000 SH Defined 51 20,000 Electronics Boutique Holdings Corp. Common Stocks 286045109 284 10,800 SH Defined 46 10,800 Electronics Boutique Holdings Corp. Common Stocks 286045109 519 19,700 SH Defined 54 19,700 Elizabeth Arden, Inc. Common Stocks 28660G106 1,431 68,000 SH Sole 25 68,000 ElkCorp Common Stocks 287456107 1,102 46,014 SH Sole 25 46,014 ElkCorp Common Stocks 287456107 299 12,500 SH Defined 39 12,500 ElkCorp Common Stocks 287456107 1,671 69,785 SH Defined 48 69,785 Embarcadero Technologies, Inc. Common Stocks 290787100 49 4,000 SH Defined 30 4,000 Empresa Brasileira de Aeronautica SA - ADR Preferred Stocks 29081M102 189 6,600 SH Sole 25 6,600 Empresa Brasileira de Aeronautica SA - ADR Preferred Stocks 29081M102 333 10,800 SH Defined 55 10,800 Embotelladora Andina SA Class A - ADR Common Stocks 29081P204 107 8,700 SH Sole 25 8,700 Embotelladora Andina SA Class B - ADR Common Stocks 29081P303 455 40,400 SH Sole 25 40,400 Embotelladora Andina SA Class B - ADR Common Stocks 29081P303 613 54,400 SH Defined 29 54,400 Emerson Electric Co. Common Stocks 291011104 44 700 SH Defined 5 700 Emerson Electric Co. Common Stocks 291011104 328 3,600 SH Defined 15 3,600 Emerson Electric Co. Common Stocks 291011104 9,773 153,780 SH Sole 25 153,780 Emerson Electric Co. Common Stocks 291011104 76 1,199 SH Defined 39 1,199 Emerson Electric Co. Common Stocks 291011104 14,270 216,750 SH Defined 43 216,750 Emulex Corp. Common Stocks 292475209 2,626 183,500 SH Sole 25 183,500 Emulex Corp. Common Stocks 292475209 2,116 147,900 SH Defined 58 147,900 Encore Capital Group, Inc. Common Stocks 292554102 78 5,900 SH Sole 25 5,900 Encore Capital Group, Inc. Common Stocks 292554102 192 14,500 SH Defined 28 14,500 Encore Capital Group, Inc. Common Stocks 292554102 1 100 SH Defined 41 100 Encore Acquisition Co. Common Stocks 29255W100 357 12,800 SH Sole 25 12,800 Encore Acquisition Co. Common Stocks 29255W100 220 7,900 SH Defined 28 7,900 Encore Acquisition Co. Common Stocks 29255W100 282 10,100 SH Defined 36 10,100 Encore Acquisition Co. Common Stocks 29255W100 371 13,287 SH Defined 54 13,287 Encore Wire Corp. Common Stocks 292562105 968 35,100 SH Sole 25 35,100 Encore Wire Corp. Common Stocks 292562105 850 23,900 SH Defined 27 23,900 Encore Wire Corp. Common Stocks 292562105 1,571 57,000 SH Defined 36 57,000 Endo Pharmaceuticals Holdings, Inc. Common Stocks 29264F205 1,575 67,165 SH Defined 12 67,165 Endo Pharmaceuticals Holdings, Inc. Common Stocks 29264F205 432 18,433 SH Defined 13 18,433 Endo Pharmaceuticals Holdings, Inc. Common Stocks 29264F205 6,612 281,941 SH Sole 25 281,941 Endo Pharmaceuticals Holdings, Inc. Common Stocks 29264F205 272 11,600 SH Defined 28 11,600 Endo Pharmaceuticals Holdings, Inc. Common Stocks 29264F205 1,673 71,350 SH Defined 30 71,350 Endo Pharmaceuticals Holdings, Inc. Common Stocks 29264F205 408 17,400 SH Defined 59 17,400 Energen Corp. Common Stocks 29265N108 4,247 88,500 SH Sole 25 88,500 Energen Corp. Common Stocks 29265N108 3,201 66,700 SH Defined 36 66,700 Energen Corp. Common Stocks 29265N108 432 9,000 SH Defined 41 9,000 Energen Corp. Common Stocks 29265N108 394 8,200 SH Defined 46 8,200 Energen Corp. Common Stocks 29265N108 753 15,700 SH Defined 54 15,700 Energen Corp. Common Stocks 29265N108 251 3,900 SH Defined 60 3,900 Energy East Corp. Common Stocks 29266M109 3,808 157,020 SH Sole 25 157,020 Energy East Corp. Common Stocks 29266M109 373 15,400 SH Defined 28 15,400 Energy East Corp. Common Stocks 29266M109 46 1,900 SH Defined 36 1,900 Energy East Corp. Common Stocks 29266M109 5,933 235,740 SH Defined 43 235,740 Energizer Holdings, Inc. Common Stocks 29266R108 52 1,164 SH Defined 13 1,164 Energizer Holdings, Inc. Common Stocks 29266R108 6,363 141,400 SH Sole 25 141,400 Energizer Holdings, Inc. Common Stocks 29266R108 3,011 66,900 SH Defined 26 66,900 Energizer Holdings, Inc. Common Stocks 29266R108 347 7,720 SH Defined 30 7,720 Energizer Holdings, Inc. Common Stocks 29266R108 333 7,400 SH Defined 41 7,400 Energy Partners, Ltd. Common Stocks 29270U105 167 10,900 SH Defined 28 10,900 Enersis SA/Chile - ADR Common Stocks 29274F104 114 19,100 SH Defined 19,100 Enersis SA/Chile - ADR Common Stocks 29274F104 75 12,500 SH Sole 25 12,500 Engelhard Corp. Common Stocks 292845104 299 6,900 SH Defined 7 6,900 Engineered Support Systems, Inc. Common Stocks 292866100 2,665 45,550 SH Sole 25 45,550 Engineered Support Systems, Inc. Common Stocks 292866100 412 7,050 SH Defined 28 7,050 Engineered Support Systems, Inc. Common Stocks 292866100 740 12,650 SH Defined 30 12,650 Engineered Support Systems, Inc. Common Stocks 292866100 556 9,500 SH Defined 9,500 Engineered Support Systems, Inc. Common Stocks 292866100 453 7,000 SH Defined 36 7,000 Engineered Support Systems, Inc. Common Stocks 292866100 234 4,000 SH Defined 53 4,000 Engineered Support Systems, Inc. Common Stocks 292866100 405 6,930 SH Defined 54 6,930 Ennis Business Forms, Inc. Common Stocks 293389102 57 2,900 SH Sole 25 2,900 Ennis Business Forms, Inc. Common Stocks 293389102 37 1,900 SH Defined 41 1,900 EnPro Industries, Inc. Common Stocks 29355X107 476 20,710 SH Defined 30 20,710 Entercom Communications Corp. Common Stocks 293639100 3,857 103,400 SH Sole 25 103,400 Entercom Communications Corp. Common Stocks 293639100 3,137 84,100 SH Defined 58 84,100 Entergy Corp. Common Stocks 29364G103 2,798 34,800 SH Defined 4 34,800 Entergy Corp. Common Stocks 29364G103 1,832 32,700 SH Defined 5 32,700 Entergy Corp. Common Stocks 29364G103 325 5,802 SH Defined 12 5,802 Entergy Corp. Common Stocks 29364G103 5,197 92,794 SH Defined 13 92,794 Entergy Corp. Common Stocks 29364G103 45,768 817,132 SH Sole 25 817,132 Entergy Corp. Common Stocks 29364G103 16,674 284,650 SH Defined 32 284,650 Entergy Corp. Common Stocks 29364G103 62 1,100 SH Defined 35 1,100 Entergy Corp. Common Stocks 29364G103 370 6,600 SH Defined 36 6,600 Entergy Corp. Common Stocks 29364G103 6,476 111,280 SH Defined 43 111,280 Entertainment Properties Trust Common Stocks 29380T105 1,741 48,700 SH Sole 25 48,700 Entertainment Properties Trust Common Stocks 29380T105 858 24,000 SH Defined 36 24,000 Entertainment Properties Trust Common Stocks 29380T105 254 7,100 SH Defined 41 7,100 Entravision Communications Corp. Class A Common Stocks 29382R107 1,286 167,487 SH Sole 25 167,487 Entravision Communications Corp. Class A Common Stocks 29382R107 372 48,500 SH Defined 36 48,500 Entravision Communications Corp. Class A Common Stocks 29382R107 58 7,600 SH Defined 39 7,600 Entravision Communications Corp. Class A Common Stocks 29382R107 1,821 237,069 SH Defined 48 237,069 Enzon Pharmaceuticals, Inc. Common Stocks 293904108 1,540 120,659 SH Sole 25 120,659 Enzon Pharmaceuticals, Inc. Common Stocks 293904108 218 17,100 SH Defined 39 17,100 Eon Labs, Inc. Common Stocks 29412E100 45 1,100 SH Defined 28 1,100 Eon Labs, Inc. Common Stocks 29412E100 548 13,380 SH Defined 59 13,380 Epicor Software Corp. Common Stocks 29426L108 184 13,100 SH Defined 30 13,100 Equifax, Inc. Common Stocks 294429105 1,099 44,400 SH Sole 25 44,400 Equifax, Inc. Common Stocks 294429105 1,772 71,600 SH Defined 36 71,600 Equinix, Inc. Common Stocks 29444U502 2,807 82,700 SH Defined 17 82,700 Equinix, Inc. Common Stocks 29444U502 4,219 124,300 SH Sole 25 124,300 Equity Inns, Inc. Common Stocks 294703103 1,648 177,400 SH Sole 25 177,400 Equity Inns, Inc. Common Stocks 294703103 563 60,600 SH Defined 36 60,600 Equity Inns, Inc. Common Stocks 294703103 197 21,200 SH Defined 41 21,200 Equity Office Properties Trust Common Stocks 294741103 15,939 586,000 SH Defined 1 586,000 Equity Office Properties Trust Common Stocks 294741103 3,276 83,900 SH Defined 4 83,900 Equity Office Properties Trust Common Stocks 294741103 2,108 77,500 SH Defined 5 77,500 Equity Office Properties Trust Common Stocks 294741103 8,573 315,200 SH Sole 25 315,200 Equity Office Properties Trust Common Stocks 294741103 5,896 210,200 SH Defined 36 210,200 Equity Office Properties Trust Common Stocks 294741103 12,730 468,000 SH Defined 49 468,000 Equity One, Inc. Common Stocks 294752100 604 33,400 SH Sole 25 33,400 Equity One, Inc. Common Stocks 294752100 1,130 62,500 SH Defined 36 62,500 Equity One, Inc. Common Stocks 294752100 235 13,000 SH Defined 46 13,000 Equity One, Inc. Common Stocks 294752100 425 23,500 SH Defined 54 23,500 Equity Residential Common Stocks 29476L107 16,902 568,500 SH Defined 1 568,500 Equity Residential Common Stocks 29476L107 474 11,100 SH Defined 4 11,100
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Equity Residential Common Stocks 29476L107 1,846 62,100 SH Defined 5 62,100 Equity Residential Common Stocks 29476L107 2,881 96,900 SH Sole 25 96,900 Equity Residential Common Stocks 29476L107 15,014 505,000 SH Defined 33 505,000 Equity Residential Common Stocks 29476L107 38,170 1,283,900 SH Defined 49 1,283,900 eResearch Technology, Inc. Common Stocks 29481V108 14,760 527,148 SH Sole 25 527,148 eResearch Technology, Inc. Common Stocks 29481V108 8,705 310,904 SH Defined 30 310,904 eResearch Technology, Inc. Common Stocks 29481V108 2,128 76,015 SH Defined 45 76,015 ESCO Technologies, Inc. Common Stocks 296315104 2,086 39,099 SH Sole 25 39,099 ESCO Technologies, Inc. Common Stocks 296315104 374 7,000 SH Defined 46 7,000 ESCO Technologies, Inc. Common Stocks 296315104 3,153 59,092 SH Defined 48 59,092 ESCO Technologies, Inc. Common Stocks 296315104 683 12,800 SH Defined 54 12,800 Standard Life Investment Co. - UK Opportunities Fund Common Stocks 296744105 745 92,100 SH Sole 25 92,100 Essex Property Trust, Inc. Common Stocks 297178105 12,358 180,800 SH Defined 33 180,800 Esterline Technologies Corp. Common Stocks 297425100 3,402 115,200 SH Sole 25 115,200 Esterline Technologies Corp. Common Stocks 297425100 1,318 44,649 SH Defined 30 44,649 Esterline Technologies Corp. Common Stocks 297425100 204 6,900 SH Defined 36 6,900 Esterline Technologies Corp. Common Stocks 297425100 295 10,000 SH Defined 41 10,000 Esterline Technologies Corp. Common Stocks 297425100 416 14,092 SH Defined 54 14,092 Ethan Allen Interiors, Inc. Common Stocks 297602104 1,041 29,000 SH Defined 19 29,000 Ethan Allen Interiors, Inc. Common Stocks 297602104 115 3,200 SH Sole 25 3,200 Ethan Allen Interiors, Inc. Common Stocks 297602104 251 7,000 SH Defined 54 7,000 Euronet Worldwide, Inc. Common Stocks 298736109 2,974 128,575 SH Sole 25 128,575 Euronet Worldwide, Inc. Common Stocks 298736109 1,272 55,000 SH Defined 55,000 Euronet Worldwide, Inc. Common Stocks 298736109 2,960 127,983 SH Defined 48 127,983 Euronet Worldwide, Inc. Common Stocks 298736109 537 23,200 SH Defined 53 23,200 Evergreen Resources, Inc. Common Stocks 299900308 2,178 53,900 SH Sole 25 53,900 Evergreen Resources, Inc. Common Stocks 299900308 1,745 43,200 SH Defined 58 43,200 Exelon Corp. Common Stocks 30161N101 2,284 47,800 SH Defined 4 47,800 Exelon Corp. Common Stocks 30161N101 1,338 40,200 SH Defined 5 40,200 Exelon Corp. Common Stocks 30161N101 478 10,700 SH Defined 7 10,700 Exelon Corp. Common Stocks 30161N101 11,545 346,802 SH Defined 12 346,802 Exelon Corp. Common Stocks 30161N101 5,960 179,025 SH Defined 13 179,025 Exelon Corp. Common Stocks 30161N101 29,907 898,363 SH Sole 25 898,363 Exelon Corp. Common Stocks 30161N101 16,342 460,800 SH Defined 36 460,800 Exelon Corp. Common Stocks 30161N101 2,773 80,330 SH Defined 43 80,330 Exelon Corp. Common Stocks 30161N101 3,430 103,022 SH Defined 54 103,022 Expeditors International Washington, Inc. Common Stocks 302130109 809 16,380 SH Defined 59 16,380 Exponent, Inc. Common Stocks 30214U102 403 15,000 SH Sole 25 15,000 Exponent, Inc. Common Stocks 30214U102 500 18,600 SH Defined 18,600 Exponent, Inc. Common Stocks 30214U102 105 3,900 SH Defined 53 3,900 Express Scripts, Inc. Common Stocks 302182100 800 10,100 SH Defined 36 10,100 ExpressJet Holdings, Inc. Common Stocks 30218U108 1,029 84,800 SH Sole 25 84,800 ExpressJet Holdings, Inc. Common Stocks 30218U108 406 33,480 SH Defined 30 33,480 ExpressJet Holdings, Inc. Common Stocks 30218U108 33 2,700 SH Defined 36 2,700 ExpressJet Holdings, Inc. Common Stocks 30218U108 170 14,000 SH Defined 41 14,000 Exxon Mobil Corp. Common Stocks 30231G102 22,336 350,360 SH Defined 4 350,360 Exxon Mobil Corp. Common Stocks 30231G102 13,834 311,500 SH Defined 5 311,500 Exxon Mobil Corp. Common Stocks 30231G102 10,084 211,950 SH Defined 7 211,950 Exxon Mobil Corp. Common Stocks 30231G102 11,283 254,065 SH Defined 12 254,065 Exxon Mobil Corp. Common Stocks 30231G102 36,266 816,618 SH Defined 13 816,618 Exxon Mobil Corp. Common Stocks 30231G102 862 19,410 SH Defined 14 19,410 Exxon Mobil Corp. Common Stocks 30231G102 2,002 31,400 SH Defined 15 31,400 Exxon Mobil Corp. Common Stocks 30231G102 1,439 32,400 SH Defined 32,400 Exxon Mobil Corp. Common Stocks 30231G102 177,822 4,004,093 SH Sole 25 4,004,093 Exxon Mobil Corp. Common Stocks 30231G102 33,846 762,130 SH Defined 26 762,130 Exxon Mobil Corp. Common Stocks 30231G102 2,440 54,946 SH Defined 35 54,946 Exxon Mobil Corp. Common Stocks 30231G102 62,977 1,308,270 SH Defined 36 1,308,270 Exxon Mobil Corp. Common Stocks 30231G102 293 6,607 SH Defined 39 6,607 Exxon Mobil Corp. Common Stocks 30231G102 28,592 619,710 SH Defined 43 619,710 Exxon Mobil Corp. Common Stocks 30231G102 2,118 47,700 SH Defined 47,700 Exxon Mobil Corp. Common Stocks 30231G102 14,798 317,400 SH Defined 53 317,400 Exxon Mobil Corp. Common Stocks 30231G102 10,848 244,280 SH Defined 54 244,280 FBL Financial Group, Inc. Class A Common Stocks 30239F106 34 1,200 SH Defined 30 1,200 FMC Corp. Common Stocks 302491303 1,083 17,500 SH Defined 4 17,500 FMC Corp. Common Stocks 302491303 903 20,950 SH Defined 5 20,950 FMC Corp. Common Stocks 302491303 7,768 180,200 SH Sole 25 180,200 FMC Corp. Common Stocks 302491303 254 5,900 SH Defined 28 5,900 FMC Corp. Common Stocks 302491303 746 17,300 SH Defined 41 17,300 FPL Group, Inc. Common Stocks 302571104 1,129 12,300 SH Defined 4 12,300 FPL Group, Inc. Common Stocks 302571104 45 700 SH Defined 5 700 FPL Group, Inc. Common Stocks 302571104 883 13,800 SH Sole 25 13,800 FPL Group, Inc. Common Stocks 302571104 39 615 SH Defined 39 615 FSI International, Inc. Common Stocks 302633102 260 33,324 SH Sole 25 33,324 FSI International, Inc. Common Stocks 302633102 591 58,700 SH Defined 27 58,700 FSI International, Inc. Common Stocks 302633102 423 54,100 SH Defined 36 54,100 FTI Consulting, Inc. Common Stocks 302941109 1,290 78,200 SH Defined 19 78,200 FTI Consulting, Inc. Common Stocks 302941109 916 55,500 SH Sole 25 55,500 Fair Isaac Corp. Common Stocks 303250104 3,067 91,887 SH Sole 25 91,887 Fair Isaac Corp. Common Stocks 303250104 2,402 71,973 SH Defined 58 71,973 Fairchild Semiconductor International, Inc. Common Stocks 303726103 2,654 162,100 SH Defined 18 162,100 Fairchild Semiconductor International, Inc. Common Stocks 303726103 3,761 229,761 SH Sole 25 229,761 Fairchild Semiconductor International, Inc. Common Stocks 303726103 82 5,000 SH Defined 28 5,000 Fairchild Semiconductor International, Inc. Common Stocks 303726103 1,486 90,800 SH Defined 36 90,800 Fairchild Semiconductor International, Inc. Common Stocks 303726103 1,044 63,784 SH Defined 48 63,784 Fairmont Hotels & Resorts, Inc. Common Stocks 305204109 4,266 158,300 SH Defined 33 158,300 Family Dollar Stores, Inc. Common Stocks 307000109 701 23,034 SH Sole 25 23,034 Fastenal Co. Common Stocks 311900104 6,721 118,260 SH Sole 25 118,260 Freddie Mac Common Stocks 313400301 6,216 68,400 SH Defined 4 68,400 Freddie Mac Common Stocks 313400301 5,083 80,300 SH Defined 5 80,300 Freddie Mac Common Stocks 313400301 2,291 36,200 SH Defined 7 36,200 Freddie Mac Common Stocks 313400301 6,522 103,027 SH Defined 12 103,027 Freddie Mac Common Stocks 313400301 7,003 110,628 SH Defined 13 110,628 Freddie Mac Common Stocks 313400301 1,645 18,100 SH Defined 15 18,100 Freddie Mac Common Stocks 313400301 209 3,300 SH Defined 3,300 Freddie Mac Common Stocks 313400301 33,347 526,806 SH Sole 25 526,806 Freddie Mac Common Stocks 313400301 1,063 16,800 SH Defined 34 16,800 Freddie Mac Common Stocks 313400301 272 4,300 SH Defined 35 4,300 Freddie Mac Common Stocks 313400301 13,687 202,200 SH Defined 36 202,200 Freddie Mac Common Stocks 313400301 582 9,200 SH Defined 37 9,200 Freddie Mac Common Stocks 313400301 317 5,000 SH Defined 5,000 Fannie Mae Common Stocks 313586109 5,306 51,800 SH Defined 3 51,800 Fannie Mae Common Stocks 313586109 1,656 19,500 SH Defined 4 19,500 Fannie Mae Common Stocks 313586109 771 10,800 SH Defined 5 10,800 Fannie Mae Common Stocks 313586109 12,624 176,900 SH Defined 6 176,900 Fannie Mae Common Stocks 313586109 732 7,650 SH Defined 7 7,650 Fannie Mae Common Stocks 313586109 15,788 221,239 SH Defined 12 221,239 Fannie Mae Common Stocks 313586109 2,823 39,555 SH Defined 13 39,555 Fannie Mae Common Stocks 313586109 414 5,800 SH Defined 14 5,800 Fannie Mae Common Stocks 313586109 2,325 22,700 SH Defined 15 22,700 Fannie Mae Common Stocks 313586109 335 4,700 SH Defined 4,700 Fannie Mae Common Stocks 313586109 93,678 1,312,747 SH Sole 25 1,312,747 Fannie Mae Common Stocks 313586109 8,292 111,100 SH Defined 32 111,100 Fannie Mae Common Stocks 313586109 1,035 14,500 SH Defined 34 14,500 Fannie Mae Common Stocks 313586109 25,713 339,000 SH Defined 36 339,000 Fannie Mae Common Stocks 313586109 22,752 306,960 SH Defined 43 306,960 Fannie Mae Common Stocks 313586109 500 7,000 SH Defined 7,000 Fannie Mae Common Stocks 313586109 2,449 25,600 SH Defined 52 25,600 Fannie Mae Common Stocks 313586109 10,806 144,200 SH Defined 53 144,200 Fannie Mae Common Stocks 313586109 3,326 46,607 SH Defined 54 46,607 Federal Realty Investment Trust Common Stocks 313747206 7,777 187,000 SH Defined 1 187,000 Federal Realty Investment Trust Common Stocks 313747206 4,729 113,700 SH Defined 33 113,700 Federal Realty Investment Trust Common Stocks 313747206 10,913 262,400 SH Defined 49 262,400 Federated Department Stores Common Stocks 31410H101 1,501 21,300 SH Defined 4 21,300 Federated Department Stores Common Stocks 31410H101 1,041 21,200 SH Defined 5 21,200 Federated Department Stores Common Stocks 31410H101 6,726 133,000 SH Defined 7 133,000 Federated Department Stores Common Stocks 31410H101 15,390 313,436 SH Defined 12 313,436 Federated Department Stores Common Stocks 31410H101 3,399 69,216 SH Defined 13 69,216 Federated Department Stores Common Stocks 31410H101 2,111 43,000 SH Defined 19 43,000 Federated Department Stores Common Stocks 31410H101 44,492 906,149 SH Sole 25 906,149 Federated Department Stores Common Stocks 31410H101 10,360 211,000 SH Defined 26 211,000 Federated Department Stores Common Stocks 31410H101 624 12,700 SH Defined 34 12,700
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Federated Department Stores Common Stocks 31410H101 10 200 SH Defined 35 200 Federated Department Stores Common Stocks 31410H101 2,180 44,400 SH Defined 36 44,400 Federated Investors, Inc. Class B Common Stocks 314211103 573 18,900 SH Sole 25 18,900 Federated Investors, Inc. Class B Common Stocks 314211103 167 5,500 SH Defined 36 5,500 FedEx Corp. Common Stocks 31428X106 2,933 35,900 SH Defined 7 35,900 FedEx Corp. Common Stocks 31428X106 9,671 118,390 SH Defined 12 118,390 FedEx Corp. Common Stocks 31428X106 2,798 34,249 SH Defined 13 34,249 FedEx Corp. Common Stocks 31428X106 31,643 387,360 SH Sole 25 387,360 FedEx Corp. Common Stocks 31428X106 25 300 SH Defined 35 300 FedEx Corp. Common Stocks 31428X106 13,251 162,213 SH Defined 40 162,213 FedEx Corp. Common Stocks 31428X106 151 1,850 SH Defined 43 1,850 FelCor Lodging Trust, Inc. Common Stocks 31430F101 816 67,400 SH Sole 25 67,400 FelCor Lodging Trust, Inc. Common Stocks 31430F101 68 5,600 SH Defined 41 5,600 Ferro Corp. Common Stocks 315405100 848 31,800 SH Sole 25 31,800 F5 Networks, Inc. Common Stocks 315616102 238 9,000 SH Sole 25 9,000 Fidelity Bankshares, Inc. Common Stocks 31604Q107 177 5,000 SH Sole 25 5,000 Fidelity Bankshares, Inc. Common Stocks 31604Q107 326 9,200 SH Defined 36 9,200 Fidelity National Financial, Inc. Common Stocks 316326107 4,760 127,480 SH Defined 12 127,480 Fidelity National Financial, Inc. Common Stocks 316326107 2,033 54,458 SH Defined 13 54,458 Fidelity National Financial, Inc. Common Stocks 316326107 2,321 62,150 SH Defined 19 62,150 Fidelity National Financial, Inc. Common Stocks 316326107 22,455 601,356 SH Sole 25 601,356 Fidelity National Financial, Inc. Common Stocks 316326107 7,850 210,224 SH Defined 26 210,224 Fidelity National Financial, Inc. Common Stocks 316326107 560 14,998 SH Defined 28 14,998 Fidelity National Financial, Inc. Common Stocks 316326107 3,689 95,223 SH Defined 36 95,223 Fifth Third Bancorp Common Stocks 316773100 1,861 34,600 SH Defined 38 34,600 Filenet Corp. Common Stocks 316869106 2,674 84,700 SH Sole 25 84,700 Filenet Corp. Common Stocks 316869106 1,065 33,740 SH Defined 30 33,740 Filenet Corp. Common Stocks 316869106 260 8,237 SH Defined 54 8,237 Financial Federal Corp. Common Stocks 317492106 3,497 99,182 SH Sole 25 99,182 Finish Line Class A Common Stocks 317923100 4,869 161,400 SH Sole 25 161,400 Finish Line Class A Common Stocks 317923100 2,977 98,680 SH Defined 30 98,680 Finish Line Class A Common Stocks 317923100 97 3,200 SH Defined 36 3,200 First American Corp. Common Stocks 318522307 3,956 152,800 SH Defined 18 152,800 First American Corp. Common Stocks 318522307 12,940 499,800 SH Sole 25 499,800 First American Corp. Common Stocks 318522307 1,370 52,900 SH Defined 26 52,900 First American Corp. Common Stocks 318522307 6,564 236,000 SH Defined 36 236,000 First American Corp. Common Stocks 318522307 1,036 40,000 SH Defined 41 40,000 First Bancorp Puerto Rico Common Stocks 318672102 644 15,800 SH Sole 25 15,800 First Bancorp Puerto Rico Common Stocks 318672102 187 4,600 SH Defined 28 4,600 First Bancorp Puerto Rico Common Stocks 318672102 688 16,887 SH Defined 30 16,887 First Bancorp Puerto Rico Common Stocks 318672102 297 7,300 SH Defined 36 7,300 FIRST BANCORP N C 318910106 7 200 SH Defined 41 200 First Commonwealth Financial Corp. Common Stocks 319829107 344 26,500 SH Sole 25 26,500 First Commonwealth Financial Corp. Common Stocks 319829107 604 46,600 SH Defined 36 46,600 First Consulting Group, Inc. Common Stocks 31986R103 231 41,804 SH Defined 39 41,804 First Data Corp. Common Stocks 319963104 2,352 36,800 SH Defined 3 36,800 First Data Corp. Common Stocks 319963104 348 7,800 SH Defined 4 7,800 First Data Corp. Common Stocks 319963104 5,111 114,800 SH Defined 6 114,800 First Data Corp. Common Stocks 319963104 14,990 336,711 SH Sole 25 336,711 First Data Corp. Common Stocks 319963104 1,661 37,313 SH Defined 34 37,313 First Data Corp. Common Stocks 319963104 1,162 26,100 SH Defined 35 26,100 First Data Corp. Common Stocks 319963104 1,086 18,200 SH Defined 52 18,200 First Data Corp. Common Stocks 319963104 15,281 319,260 SH Defined 59 319,260 First Financial Bankshares, Inc. Common Stocks 32020R109 55 1,300 SH Sole 25 1,300 First Financial Bankshares, Inc. Common Stocks 32020R109 17 400 SH Defined 41 400 First Horizon Pharmaceutical Corp. Common Stocks 32051K106 1,468 77,680 SH Sole 25 77,680 First Horizon Pharmaceutical Corp. Common Stocks 32051K106 860 45,500 SH Defined 36 45,500 First Industrial Realty Trust, Inc. Common Stocks 32054K103 3,083 83,600 SH Sole 25 83,600 First Industrial Realty Trust, Inc. Common Stocks 32054K103 642 17,400 SH Defined 41 17,400 First Industrial Realty Trust, Inc. Common Stocks 32054K103 367 9,951 SH Defined 54 9,951 First Midwest Bancorp, Inc. Common Stocks 320867104 282 8,012 SH Sole 25 8,012 First Midwest Bancorp, Inc. Common Stocks 320867104 425 12,070 SH Defined 36 12,070 First Health Group Corp. Common Stocks 320960107 114 7,300 SH Sole 25 7,300 First Health Group Corp. Common Stocks 320960107 246 15,765 SH Defined 54 15,765 First Niagara Financial Group, Inc. Common Stocks 33582V108 1,177 98,114 SH Defined 36 98,114 First Niagara Financial Group, Inc. Common Stocks 33582V108 324 27,000 SH Defined 46 27,000 First Niagara Financial Group, Inc. Common Stocks 33582V108 588 49,000 SH Defined 54 49,000 First Potomac Realty Trust Common Stocks 33610F109 454 23,700 SH Defined 1 23,700 First Republic Bank Common Stocks 336158100 728 16,900 SH Sole 25 16,900 First Republic Bank Common Stocks 336158100 547 12,700 SH Defined 36 12,700 Fiserv, Inc. Common Stocks 337738108 10,749 276,400 SH Sole 25 276,400 Fiserv, Inc. Common Stocks 337738108 3,030 77,900 SH Defined 26 77,900 Fiserv, Inc. Common Stocks 337738108 90 2,320 SH Defined 43 2,320 Fiserv, Inc. Common Stocks 337738108 5,987 148,500 SH Defined 59 148,500 FirstFed Financial Corp. Common Stocks 337907109 1,119 26,900 SH Sole 25 26,900 FirstFed Financial Corp. Common Stocks 337907109 1,639 39,400 SH Defined 36 39,400 FirstFed Financial Corp. Common Stocks 337907109 21 500 SH Defined 41 500 Flagstar Bancorp, Inc. Common Stocks 337930101 9,133 459,400 SH Sole 25 459,400 Flagstar Bancorp, Inc. Common Stocks 337930101 2,333 117,370 SH Defined 30 117,370 Flagstar Bancorp, Inc. Common Stocks 337930101 372 18,700 SH Defined 36 18,700 Flagstar Bancorp, Inc. Common Stocks 337930101 944 47,500 SH Defined 41 47,500 FirstEnergy Corp. Common Stocks 337932107 2,229 41,500 SH Defined 4 41,500 FirstEnergy Corp. Common Stocks 337932107 2,073 55,400 SH Defined 5 55,400 FirstEnergy Corp. Common Stocks 337932107 1,593 42,569 SH Defined 13 42,569 FirstEnergy Corp. Common Stocks 337932107 8,170 218,390 SH Sole 25 218,390 FirstEnergy Corp. Common Stocks 337932107 288 7,700 SH Defined 36 7,700 FirstEnergy Corp. Common Stocks 337932107 2,724 70,180 SH Defined 43 70,180 FirstEnergy Corp. Common Stocks 337932107 258 5,150 SH Defined 51 5,150 Fisher Scientific International Common Stocks 338032204 1,293 15,600 SH Defined 3 15,600 Fisher Scientific International Common Stocks 338032204 189 3,300 SH Defined 4 3,300 Fisher Scientific International Common Stocks 338032204 3,032 52,500 SH Defined 6 52,500 Fisher Scientific International Common Stocks 338032204 9,794 169,590 SH Sole 25 169,590 Fisher Scientific International Common Stocks 338032204 658 11,400 SH Defined 28 11,400 Fisher Scientific International Common Stocks 338032204 588 7,600 SH Defined 52 7,600 Fisher Scientific International Common Stocks 338032204 2,796 48,418 SH Defined 54 48,418 Fisher Scientific International Common Stocks 338032204 6,129 102,580 SH Defined 59 102,580 Flamel Technologies - ADR Common Stocks 338488109 1,303 52,918 SH Sole 25 52,918 Flamel Technologies - ADR Common Stocks 338488109 1,970 79,970 SH Defined 48 79,970 Fleetwood Enterprises, Inc. Common Stocks 339099103 148 10,200 SH Sole 25 10,200 Fleetwood Enterprises, Inc. Common Stocks 339099103 345 23,690 SH Defined 54 23,690 Florida East Coast Industries Common Stocks 340632108 337 8,710 SH Defined 30 8,710 Florida Rock Industries, Inc. Common Stocks 341140101 598 14,173 SH Defined 13 14,173 Florida Rock Industries, Inc. Common Stocks 341140101 2,357 55,900 SH Sole 25 55,900 Florida Rock Industries, Inc. Common Stocks 341140101 135 3,200 SH Defined 28 3,200 Florida Rock Industries, Inc. Common Stocks 341140101 4,138 97,200 SH Defined 36 97,200 Florida Rock Industries, Inc. Common Stocks 341140101 291 6,900 SH Defined 46 6,900 Florida Rock Industries, Inc. Common Stocks 341140101 527 12,500 SH Defined 54 12,500 Fluor Corp. Common Stocks 343412102 958 14,000 SH Defined 15 14,000 Flow International Corp. Common Stocks 343468104 382 106,350 SH Sole 25 106,350 Flowers Foods, Inc. Common Stocks 343498101 3,610 138,050 SH Sole 25 138,050 Flowers Foods, Inc. Common Stocks 343498101 3,650 139,590 SH Defined 30 139,590 Flowers Foods, Inc. Common Stocks 343498101 112 4,300 SH Defined 36 4,300 Flushing Financial Corp. Common Stocks 343873105 357 20,200 SH Sole 25 20,200 Flushing Financial Corp. Common Stocks 343873105 334 18,950 SH Defined 36 18,950 Flushing Financial Corp. Common Stocks 343873105 19 1,050 SH Defined 41 1,050 Fomento Economico Mexicano SA de CV - ADR Common Stocks 344419106 1,661 36,240 SH Sole 25 36,240 Fomento Economico Mexicano SA de CV - ADR Common Stocks 344419106 2,232 48,700 SH Defined 29 48,700 Foot Locker, Inc. Common Stocks 344849104 736 30,240 SH Defined 59 30,240 Ford Motor Co. Common Stocks 345370860 3,305 147,100 SH Defined 4 147,100 Ford Motor Co. Common Stocks 345370860 1,563 99,900 SH Defined 5 99,900 Ford Motor Co. Common Stocks 345370860 8,805 547,050 SH Defined 7 547,050 Ford Motor Co. Common Stocks 345370860 14,446 923,072 SH Defined 12 923,072 Ford Motor Co. Common Stocks 345370860 6,259 399,908 SH Defined 13 399,908 Ford Motor Co. Common Stocks 345370860 32,757 2,093,123 SH Sole 25 2,093,123 Ford Motor Co. Common Stocks 345370860 2,269 101,000 SH Defined 36 101,000 Forest Laboratories, Inc. Common Stocks 345838106 1,951 24,000 SH Defined 3 24,000 Forest Laboratories, Inc. Common Stocks 345838106 294 5,100 SH Defined 4 5,100 Forest Laboratories, Inc. Common Stocks 345838106 4,615 81,500 SH Defined 6 81,500 Forest Laboratories, Inc. Common Stocks 345838106 2,699 33,200 SH Defined 15 33,200 Forest Laboratories, Inc. Common Stocks 345838106 8,386 148,090 SH Sole 25 148,090 Forest Laboratories, Inc. Common Stocks 345838106 781 13,800 SH Defined 35 13,800
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Forest Laboratories, Inc. Common Stocks 345838106 334 5,900 SH Defined 36 5,900 Forest Laboratories, Inc. Common Stocks 345838106 896 11,800 SH Defined 52 11,800 Forest Laboratories, Inc. Common Stocks 345838106 7,669 127,156 SH Defined 59 127,156 Forest Oil Corp. Common Stocks 346091705 1,377 50,400 SH Sole 25 50,400 Forest Oil Corp. Common Stocks 346091705 238 8,700 SH Defined 28 8,700 FormFactor, Inc. Common Stocks 346375108 72 3,200 SH Sole 25 3,200 FormFactor, Inc. Common Stocks 346375108 43 1,900 SH Defined 58 1,900 Forrester Research, Inc. Common Stocks 346563109 796 42,658 SH Sole 25 42,658 Fortune Brands, Inc. Common Stocks 349631101 7,241 96,000 SH Sole 25 96,000 Fortune Brands, Inc. Common Stocks 349631101 151 2,000 SH Defined 35 2,000 Fortune Brands, Inc. Common Stocks 349631101 6,997 92,000 SH Defined 36 92,000 Forward Air Corp. Common Stocks 349853101 1,821 48,700 SH Defined 17 48,700 Forward Air Corp. Common Stocks 349853101 2,719 72,700 SH Sole 25 72,700 Fossil, Inc. Common Stocks 349882100 1,681 61,700 SH Sole 25 61,700 Fossil, Inc. Common Stocks 349882100 2,781 91,500 SH Defined 36 91,500 Foundry Networks, Inc. Common Stocks 35063R100 636 45,190 SH Sole 25 45,190 Foundry Networks, Inc. Common Stocks 35063R100 964 68,535 SH Defined 48 68,535 4Kids Entertainment, Inc. Common Stocks 350865101 368 15,400 SH Defined 46 15,400 4Kids Entertainment, Inc. Common Stocks 350865101 706 29,500 SH Defined 54 29,500 Four Seasons Hotels, Inc. Common Stocks 35100E104 458 5,300 SH Defined 15 5,300 Four Seasons Hotels, Inc. Common Stocks 35100E104 15,391 255,627 SH Sole 25 255,627 Four Seasons Hotels, Inc. Common Stocks 35100E104 9,842 163,465 SH Defined 40 163,465 Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 10,202 382,083 SH Defined 12 382,083 Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 3,347 125,369 SH Defined 13 125,369 Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 32,962 1,234,533 SH Sole 25 1,234,533 Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 451 16,900 SH Defined 28 16,900 Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 1,084 40,600 SH Defined 34 40,600 Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 638 23,900 SH Defined 35 23,900 Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 14,489 512,600 SH Defined 36 512,600 Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 340 12,730 SH Defined 43 12,730 Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 13,951 476,972 SH Defined 59 476,972 Franklin Bank Corp./Houston TX Common Stocks 352451108 171 10,800 SH Sole 25 10,800 Franklin Resources, Inc. Common Stocks 354613101 440 6,550 SH Defined 7 6,550 Franklin Resources, Inc. Common Stocks 354613101 1,197 23,900 SH Sole 25 23,900 Franklin Resources, Inc. Common Stocks 354613101 1,434 27,500 SH Defined 43 27,500 Fred's, Inc. Common Stocks 356108100 212 9,600 SH Defined 39 9,600 Freeport-McMoRan Copper & Gold, Inc. Class B Common Stocks 35671D857 3,627 109,400 SH Sole 25 109,400 Freeport-McMoRan Copper & Gold, Inc. Class B Common Stocks 35671D857 436 9,800 SH Defined 51 9,800 Freeport-McMoRan Copper & Gold, Inc. Class B Common Stocks 35671D857 2,010 60,619 SH Defined 54 60,619 Fremont General Corp. Common Stocks 357288109 342 14,450 SH Defined 7 14,450 Fremont General Corp. Common Stocks 357288109 238 13,500 SH Sole 25 13,500 Fremont General Corp. Common Stocks 357288109 78 4,403 SH Defined 30 4,403 Fremont General Corp. Common Stocks 357288109 672 38,100 SH Defined 36 38,100 Fresenius Medical Care AG - ADR Common Stocks 358029106 2,081 83,101 SH Sole 25 83,101 Fresh Brands, Inc. Common Stocks 35803U108 878 114,150 SH Defined 19 114,150 Fresh Brands, Inc. Common Stocks 35803U108 802 104,300 SH Sole 25 104,300 Friedman Billings Ramsey Group, Inc. Class A Common Stocks 358434108 47 2,368 SH Defined 13 2,368 Friedman Billings Ramsey Group, Inc. Class A Common Stocks 358434108 11,053 558,500 SH Sole 25 558,500 Friedman Billings Ramsey Group, Inc. Class A Common Stocks 358434108 5,252 265,400 SH Defined 26 265,400 Friedman Billings Ramsey Group, Inc. Class A Common Stocks 358434108 193 9,755 SH Defined 28 9,755 Friedman Billings Ramsey Group, Inc. Class A Common Stocks 358434108 3,777 190,870 SH Defined 30 190,870 Friedman Billings Ramsey Group, Inc. Class A Common Stocks 358434108 57 2,900 SH Defined 46 2,900 Friedman Billings Ramsey Group, Inc. Class A Common Stocks 358434108 5,514 278,624 SH Defined 54 278,624 Friedman Billings Ramsey Group, Inc. Class A Common Stocks 358434108 348 13,100 SH Defined 60 13,100 Frontier Airlines, Inc. Common Stocks 359065109 188 17,300 SH Sole 25 17,300 Frontier Financial Corp. Common Stocks 35907K105 59 1,700 SH Sole 25 1,700 Frontier Financial Corp. Common Stocks 35907K105 31 900 SH Defined 41 900 HB Fuller Co. Common Stocks 359694106 80 2,800 SH Defined 28 2,800 Fulton Financial Corp. Common Stocks 360271100 293 14,553 SH Sole 25 14,553 Fulton Financial Corp. Common Stocks 360271100 486 24,113 SH Defined 36 24,113 Furniture Brands International, Inc. Common Stocks 360921100 1,794 71,600 SH Defined 19 71,600 Furniture Brands International, Inc. Common Stocks 360921100 1,330 53,100 SH Sole 25 53,100 GATX Corp. Common Stocks 361448103 1,996 73,400 SH Defined 18 73,400 GATX Corp. Common Stocks 361448103 5,067 186,300 SH Sole 25 186,300 GATX Corp. Common Stocks 361448103 540 19,869 SH Defined 54 19,869 Geo Group, Inc. (The) Common Stocks 36159R103 80 3,900 SH Sole 25 3,900 Geo Group, Inc. (The) Common Stocks 36159R103 224 11,000 SH Defined 36 11,000 GTSI Corp. Common Stocks 36238K103 1,903 166,191 SH Defined 19 166,191 Gabelli Asset Management, Inc. Class A Common Stocks 36239Y102 2,631 61,900 SH Sole 25 61,900 Gabelli Asset Management, Inc. Class A Common Stocks 36239Y102 2,374 55,851 SH Defined 30 55,851 GameStop Corp. Class A Common Stocks 36466R101 282 18,500 SH Sole 25 18,500 GameStop Corp. Class A Common Stocks 36466R101 292 19,200 SH Defined 28 19,200 GameStop Corp. Class A Common Stocks 36466R101 282 18,500 SH Defined 30 18,500 GameStop Corp. Class A Common Stocks 36466R101 166 10,900 SH Defined 41 10,900 Gannett Co., Inc. Common Stocks 364730101 1,864 15,300 SH Defined 4 15,300 Gannett Co., Inc. Common Stocks 364730101 102 1,200 SH Defined 5 1,200 Gannett Co., Inc. Common Stocks 364730101 19,880 234,300 SH Sole 25 234,300 Gannett Co., Inc. Common Stocks 364730101 611 7,200 SH Defined 35 7,200 Gannett Co., Inc. Common Stocks 364730101 136 1,600 SH Defined 43 1,600 Gannett Co., Inc. Common Stocks 364730101 16,940 196,100 SH Defined 44 196,100 Gannett Co., Inc. Common Stocks 364730101 11,234 126,100 SH Defined 53 126,100 Gannett Co., Inc. Common Stocks 364730101 1,365 12,000 SH Defined 60 12,000 Gap, Inc. (The) Common Stocks 364760108 2,900 119,600 SH Defined 7 119,600 Gap, Inc. (The) Common Stocks 364760108 4,869 200,795 SH Defined 12 200,795 Gap, Inc. (The) Common Stocks 364760108 1,050 43,294 SH Defined 13 43,294 Gap, Inc. (The) Common Stocks 364760108 31,302 1,290,806 SH Sole 25 1,290,806 Gap, Inc. (The) Common Stocks 364760108 7,695 317,300 SH Defined 26 317,300 Gap, Inc. (The) Common Stocks 364760108 461 19,000 SH Defined 35 19,000 Gap, Inc. (The) Common Stocks 364760108 13,572 536,200 SH Defined 36 536,200 Gap, Inc. (The) Common Stocks 364760108 113 4,658 SH Defined 39 4,658 Gap, Inc. (The) Common Stocks 364760108 141 5,800 SH Defined 43 5,800 Gardner Denver, Inc. Common Stocks 365558105 42 1,500 SH Defined 36 1,500 Gardner Denver, Inc. Common Stocks 365558105 368 13,200 SH Defined 46 13,200 Gardner Denver, Inc. Common Stocks 365558105 684 24,500 SH Defined 54 24,500 Gaylord Entertainment Co. Common Stocks 367905106 647 20,600 SH Defined 28 20,600 Gen-Probe, Inc. Common Stocks 36866T103 11,972 253,000 SH Sole 25 253,000 Gen-Probe, Inc. Common Stocks 36866T103 440 9,300 SH Defined 28 9,300 Gen-Probe, Inc. Common Stocks 36866T103 8,063 170,400 SH Defined 30 170,400 Gen-Probe, Inc. Common Stocks 36866T103 3,691 78,000 SH Defined 78,000 Gen-Probe, Inc. Common Stocks 36866T103 1,599 33,800 SH Defined 53 33,800 Gen-Probe, Inc. Common Stocks 36866T103 1,231 26,010 SH Defined 59 26,010 Gemstar-TV Guide International, Inc. Common Stocks 36866W106 44 9,075 SH Defined 13 9,075 Genencor International, Inc. Common Stocks 368709101 1,902 116,200 SH Defined 18 116,200 Genencor International, Inc. Common Stocks 368709101 2,094 127,900 SH Sole 25 127,900 Genentech, Inc. Common Stocks 368710406 4,082 50,600 SH Defined 3 50,600 Genentech, Inc. Common Stocks 368710406 579 10,700 SH Defined 4 10,700 Genentech, Inc. Common Stocks 368710406 9,560 170,100 SH Defined 6 170,100 Genentech, Inc. Common Stocks 368710406 259 4,600 SH Defined 7 4,600 Genentech, Inc. Common Stocks 368710406 16,757 298,166 SH Defined 12 298,166 Genentech, Inc. Common Stocks 368710406 1,436 25,559 SH Defined 13 25,559 Genentech, Inc. Common Stocks 368710406 93,192 1,658,223 SH Sole 25 1,658,223 Genentech, Inc. Common Stocks 368710406 2,192 39,000 SH Defined 28 39,000 Genentech, Inc. Common Stocks 368710406 13,243 213,300 SH Defined 36 213,300 Genentech, Inc. Common Stocks 368710406 26,919 478,988 SH Defined 40 478,988 Genentech, Inc. Common Stocks 368710406 23,641 413,200 SH Defined 44 413,200 Genentech, Inc. Common Stocks 368710406 1,861 24,700 SH Defined 52 24,700 Genentech, Inc. Common Stocks 368710406 2,545 45,280 SH Defined 56 45,280 Genentech, Inc. Common Stocks 368710406 26,528 433,846 SH Defined 59 433,846 Genentech, Inc. Common Stocks 368710406 1,914 25,400 SH Defined 60 25,400 General Cable Corp. Common Stocks 369300108 547 64,000 SH Sole 25 64,000 General Cable Corp. Common Stocks 369300108 620 56,300 SH Defined 27 56,300 General Dynamics Corp. Common Stocks 369550108 684 4,800 SH Defined 4 4,800 General Dynamics Corp. Common Stocks 369550108 236 2,375 SH Defined 5 2,375 General Dynamics Corp. Common Stocks 369550108 228 2,300 SH Defined 7 2,300 General Dynamics Corp. Common Stocks 369550108 2,448 24,657 SH Defined 13 24,657 General Dynamics Corp. Common Stocks 369550108 15,108 152,144 SH Sole 25 152,144 General Dynamics Corp. Common Stocks 369550108 4,459 44,900 SH Defined 26 44,900 General Dynamics Corp. Common Stocks 369550108 3,299 32,000 SH Defined 36 32,000 General Dynamics Corp. Common Stocks 369550108 4,271 43,009 SH Defined 40 43,009 General Electric Co. Common Stocks 369604103 14,000 301,000 SH Defined 3 301,000 General Electric Co. Common Stocks 369604103 4,523 116,600 SH Defined 4 116,600
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- General Electric Co. Common Stocks 369604103 9,778 301,800 SH Defined 5 301,800 General Electric Co. Common Stocks 369604103 12,937 399,300 SH Defined 6 399,300 General Electric Co. Common Stocks 369604103 18,731 552,900 SH Defined 7 552,900 General Electric Co. Common Stocks 369604103 15,845 489,037 SH Defined 12 489,037 General Electric Co. Common Stocks 369604103 35,164 1,085,309 SH Defined 13 1,085,309 General Electric Co. Common Stocks 369604103 800 17,200 SH Defined 15 17,200 General Electric Co. Common Stocks 369604103 1,571 48,500 SH Defined 48,500 General Electric Co. Common Stocks 369604103 230,363 7,109,964 SH Sole 25 7,109,964 General Electric Co. Common Stocks 369604103 10,093 311,500 SH Defined 26 311,500 General Electric Co. Common Stocks 369604103 10,768 317,750 SH Defined 32 317,750 General Electric Co. Common Stocks 369604103 4,630 142,900 SH Defined 35 142,900 General Electric Co. Common Stocks 369604103 83,970 2,419,690 SH Defined 36 2,419,690 General Electric Co. Common Stocks 369604103 136 4,198 SH Defined 39 4,198 General Electric Co. Common Stocks 369604103 17,871 551,589 SH Defined 40 551,589 General Electric Co. Common Stocks 369604103 577 17,810 SH Defined 43 17,810 General Electric Co. Common Stocks 369604103 16,394 497,000 SH Defined 44 497,000 General Electric Co. Common Stocks 369604103 2,313 71,400 SH Defined 71,400 General Electric Co. Common Stocks 369604103 2,507 57,700 SH Defined 52 57,700 General Electric Co. Common Stocks 369604103 20,468 601,800 SH Defined 53 601,800 General Electric Co. Common Stocks 369604103 10,088 311,364 SH Defined 54 311,364 General Electric Co. Common Stocks 369604103 706 21,800 SH Defined 56 21,800 General Electric Co. Common Stocks 369604103 41,913 1,124,908 SH Defined 59 1,124,908 General Electric Co. Common Stocks 369604103 1,325 30,500 SH Defined 60 30,500 General Growth Properties, Inc. Common Stocks 370021107 11,887 402,000 SH Defined 1 402,000 General Growth Properties, Inc. Common Stocks 370021107 2,593 87,676 SH Defined 12 87,676 General Growth Properties, Inc. Common Stocks 370021107 1,443 48,800 SH Defined 13 48,800 General Growth Properties, Inc. Common Stocks 370021107 5,056 170,973 SH Sole 25 170,973 General Growth Properties, Inc. Common Stocks 370021107 1,174 39,700 SH Defined 26 39,700 General Growth Properties, Inc. Common Stocks 370021107 577 19,500 SH Defined 28 19,500 General Growth Properties, Inc. Common Stocks 370021107 32,166 1,087,800 SH Defined 33 1,087,800 General Growth Properties, Inc. Common Stocks 370021107 25,022 846,200 SH Defined 49 846,200 General Mills, Inc. Common Stocks 370334104 1,870 39,338 SH Sole 25 39,338 General Mills, Inc. Common Stocks 370334104 187 3,930 SH Defined 43 3,930 General Motors Corp. Common Stocks 370442105 5,165 77,227 SH Defined 4 77,227 General Motors Corp. Common Stocks 370442105 3,564 76,500 SH Defined 5 76,500 General Motors Corp. Common Stocks 370442105 11,755 252,300 SH Sole 25 252,300 General Motors Corp. Common Stocks 370442105 4,305 92,400 SH Defined 26 92,400 General Motors Corp. Common Stocks 370442105 56 1,200 SH Defined 35 1,200 General Motors Corp. Common Stocks 370442105 298 6,400 SH Defined 36 6,400 Genesco, Inc. Common Stocks 371532102 709 30,000 SH Sole 25 30,000 Genesco, Inc. Common Stocks 371532102 1,170 49,500 SH Defined 36 49,500 Genesco, Inc. Common Stocks 371532102 78 3,300 SH Defined 41 3,300 Genesee & Wyoming, Inc. Class A Common Stocks 371559105 713 30,100 SH Sole 25 30,100 Genesee & Wyoming, Inc. Class A Common Stocks 371559105 692 29,200 SH Defined 28 29,200 Genesee & Wyoming, Inc. Class A Common Stocks 371559105 984 41,500 SH Defined 36 41,500 Genesee & Wyoming, Inc. Class A Common Stocks 371559105 344 14,500 SH Defined 46 14,500 Genesee & Wyoming, Inc. Class A Common Stocks 371559105 633 26,700 SH Defined 54 26,700 Genesis Microchip, Inc. Common Stocks 37184C103 1,211 87,970 SH Sole 25 87,970 Genesis Microchip, Inc. Common Stocks 37184C103 664 48,190 SH Defined 45 48,190 Gentex Corp. Common Stocks 371901109 2,956 74,500 SH Defined 6 74,500 Gentex Corp. Common Stocks 371901109 7,250 182,700 SH Sole 25 182,700 Gentex Corp. Common Stocks 371901109 851 16,000 SH Defined 52 16,000 Gentex Corp. Common Stocks 371901109 2,659 67,000 SH Defined 58 67,000 Genlyte Group, Inc. Common Stocks 372302109 754 11,984 SH Sole 25 11,984 Genlyte Group, Inc. Common Stocks 372302109 560 8,900 SH Defined 30 8,900 Genlyte Group, Inc. Common Stocks 372302109 654 10,400 SH Defined 36 10,400 Genlyte Group, Inc. Common Stocks 372302109 50 800 SH Defined 41 800 Gentiva Health Services, Inc. Common Stocks 37247A102 597 36,700 SH Sole 25 36,700 Gentiva Health Services, Inc. Common Stocks 37247A102 730 44,876 SH Defined 36 44,876 Gentiva Health Services, Inc. Common Stocks 37247A102 298 18,322 SH Defined 54 18,322 Genzyme Corp. Common Stocks 372917104 871 18,400 SH Sole 25 18,400 Genzyme Corp. Common Stocks 372917104 1,183 25,000 SH Defined 34 25,000 Genzyme Corp. Common Stocks 372917104 220 4,640 SH Defined 43 4,640 Genzyme Corp. Common Stocks 372917104 1,846 39,000 SH Defined 50 39,000 Georgia-Pacific Corp. Common Stocks 373298108 1,619 30,500 SH Defined 4 30,500 Georgia-Pacific Corp. Common Stocks 373298108 1,805 48,800 SH Defined 5 48,800 Georgia-Pacific Corp. Common Stocks 373298108 7,109 186,800 SH Defined 7 186,800 Georgia-Pacific Corp. Common Stocks 373298108 2,078 56,185 SH Defined 12 56,185 Georgia-Pacific Corp. Common Stocks 373298108 3,046 82,356 SH Defined 13 82,356 Georgia-Pacific Corp. Common Stocks 373298108 11,384 307,845 SH Sole 25 307,845 Georgia-Pacific Corp. Common Stocks 373298108 107 2,900 SH Defined 35 2,900 Gerdau SA - ADR Common Stocks 373737105 2,334 176,460 SH Defined 5 176,460 Gerdau SA - ADR Common Stocks 373737105 1,108 91,400 SH Sole 25 91,400 Getty Images, Inc. Common Stocks 374276103 20,214 336,897 SH Sole 25 336,897 Getty Images, Inc. Common Stocks 374276103 2,838 47,300 SH Defined 26 47,300 Getty Images, Inc. Common Stocks 374276103 30 500 SH Defined 28 500 Getty Images, Inc. Common Stocks 374276103 629 10,485 SH Defined 45 10,485 Getty Images, Inc. Common Stocks 374276103 1,548 25,800 SH Defined 54 25,800 Getty Images, Inc. Common Stocks 374276103 8,616 143,600 SH Defined 58 143,600 Getty Images, Inc. Common Stocks 374276103 434 5,400 SH Defined 60 5,400 Getty Realty Corp. Common Stocks 374297109 96 3,800 SH Sole 25 3,800 Getty Realty Corp. Common Stocks 374297109 621 24,700 SH Defined 36 24,700 Gevity HR, Inc. Common Stocks 374393106 5,679 216,838 SH Sole 25 216,838 Gevity HR, Inc. Common Stocks 374393106 113 4,300 SH Defined 28 4,300 Gevity HR, Inc. Common Stocks 374393106 4,339 165,678 SH Defined 165,678 Gevity HR, Inc. Common Stocks 374393106 822 31,390 SH Defined 45 31,390 Gevity HR, Inc. Common Stocks 374393106 1,025 39,128 SH Defined 48 39,128 Gevity HR, Inc. Common Stocks 374393106 1,841 70,278 SH Defined 53 70,278 Giant Industries, Inc. Common Stocks 374508109 1,091 49,600 SH Sole 25 49,600 Gilead Sciences, Inc. Common Stocks 375558103 7,871 117,480 SH Sole 25 117,480 Gilead Sciences, Inc. Common Stocks 375558103 161 2,400 SH Defined 35 2,400 Gilead Sciences, Inc. Common Stocks 375558103 94 1,410 SH Defined 43 1,410 Gilead Sciences, Inc. Common Stocks 375558103 469 7,000 SH Defined 53 7,000 Gilead Sciences, Inc. Common Stocks 375558103 15,228 207,702 SH Defined 59 207,702 Gillette Co. (The) Common Stocks 375766102 7,981 186,500 SH Defined 7 186,500 Gillette Co. (The) Common Stocks 375766102 19,771 466,304 SH Defined 12 466,304 Gillette Co. (The) Common Stocks 375766102 5,918 139,568 SH Defined 13 139,568 Gillette Co. (The) Common Stocks 375766102 56,571 1,334,229 SH Sole 25 1,334,229 Gillette Co. (The) Common Stocks 375766102 611 14,400 SH Defined 35 14,400 Gillette Co. (The) Common Stocks 375766102 80 1,880 SH Defined 39 1,880 Gillette Co. (The) Common Stocks 375766102 34,781 805,800 SH Defined 44 805,800 Gillette Co. (The) Common Stocks 375766102 2,803 49,300 SH Defined 60 49,300 Glacier Bancorp, Inc. Common Stocks 37637Q105 39 1,400 SH Sole 25 1,400 Glacier Bancorp, Inc. Common Stocks 37637Q105 218 7,750 SH Defined 28 7,750 Glacier Bancorp, Inc. Common Stocks 37637Q105 285 10,100 SH Defined 36 10,100 Glamis Gold Ltd. Common Stocks 376775102 274 10,900 SH Defined 23 10,900 Glatfelter Common Stocks 377316104 64 4,556 SH Defined 13 4,556 GlaxoSmithKline PLC - ADR Common Stocks 37733W105 15,390 371,200 SH Sole 25 371,200 GlaxoSmithKline PLC - ADR Common Stocks 37733W105 6,572 151,550 SH Defined 32 151,550 Glenborough Realty Trust, Inc. Common Stocks 37803P105 1,123 61,200 SH Sole 25 61,200 Glenborough Realty Trust, Inc. Common Stocks 37803P105 290 15,810 SH Defined 30 15,810 Glenborough Realty Trust, Inc. Common Stocks 37803P105 172 9,400 SH Defined 41 9,400 Glenborough Realty Trust, Inc. Common Stocks 37803P105 4,914 267,800 SH Defined 49 267,800 Glimcher Realty Trust Common Stocks 379302102 765 34,600 SH Sole 25 34,600 Global Industries, Ltd. Common Stocks 379336100 1,675 292,900 SH Sole 25 292,900 Global Imaging Systems, Inc. Common Stocks 37934A100 308 8,400 SH Defined 39 8,400 Global Payments, Inc. Common Stocks 37940X102 3,349 74,400 SH Defined 17 74,400 Global Payments, Inc. Common Stocks 37940X102 11,836 262,900 SH Sole 25 262,900 Global Payments, Inc. Common Stocks 37940X102 5,402 120,000 SH Defined 58 120,000 Global Payments, Inc. Common Stocks 37940X102 588 13,070 SH Defined 59 13,070 Global Power Equipment Group, Inc. Common Stocks 37941P108 273 34,100 SH Sole 25 34,100 Global Power Equipment Group, Inc. Common Stocks 37941P108 436 54,400 SH Defined 36 54,400 Golden Star Resources, Ltd. Common Stocks 38119T104 1,756 378,400 SH Sole 25 378,400 Golden Telecom, Inc. Common Stocks 38122G107 45 1,600 SH Defined 36 1,600 Golden West Financial Corp. Common Stocks 381317106 573 4,600 SH Defined 7 4,600 Golden West Financial Corp. Common Stocks 381317106 878 8,258 SH Defined 13 8,258 Golden West Financial Corp. Common Stocks 381317106 1,191 7,800 SH Defined 15 7,800 Golden West Financial Corp. Common Stocks 381317106 86 810 SH Defined 43 810 Goldman Sachs Group, Inc. Common Stocks 38141G104 3,785 28,000 SH Defined 4 28,000 Goldman Sachs Group, Inc. Common Stocks 38141G104 2,213 23,500 SH Defined 5 23,500 Goldman Sachs Group, Inc. Common Stocks 38141G104 6,137 63,400 SH Defined 7 63,400
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Goldman Sachs Group, Inc. Common Stocks 38141G104 719 7,640 SH Defined 12 7,640 Goldman Sachs Group, Inc. Common Stocks 38141G104 6,575 69,833 SH Defined 13 69,833 Goldman Sachs Group, Inc. Common Stocks 38141G104 730 7,750 SH Defined 14 7,750 Goldman Sachs Group, Inc. Common Stocks 38141G104 311 2,300 SH Defined 15 2,300 Goldman Sachs Group, Inc. Common Stocks 38141G104 81,135 861,668 SH Sole 25 861,668 Goldman Sachs Group, Inc. Common Stocks 38141G104 15,593 165,600 SH Defined 26 165,600 Goldman Sachs Group, Inc. Common Stocks 38141G104 791 8,400 SH Defined 35 8,400 Goldman Sachs Group, Inc. Common Stocks 38141G104 20,651 204,300 SH Defined 36 204,300 Goldman Sachs Group, Inc. Common Stocks 38141G104 7,127 75,689 SH Defined 40 75,689 Goldman Sachs Group, Inc. Common Stocks 38141G104 23,062 235,840 SH Defined 43 235,840 Goldman Sachs Group, Inc. Common Stocks 38141G104 10,635 107,600 SH Defined 53 107,600 Goldman Sachs Group, Inc. Common Stocks 38141G104 3,373 35,820 SH Defined 54 35,820 Goldman Sachs Group, Inc. Common Stocks 38141G104 13,438 131,553 SH Defined 59 131,553 Goodrich Corp. Common Stocks 382388106 1,457 31,400 SH Defined 4 31,400 Goodrich Corp. Common Stocks 382388106 1,383 42,770 SH Defined 5 42,770 Goodrich Corp. Common Stocks 382388106 1,342 41,513 SH Defined 13 41,513 Goodrich Corp. Common Stocks 382388106 4,966 153,610 SH Sole 25 153,610 Goodrich Corp. Common Stocks 382388106 4,940 152,800 SH Defined 36 152,800 Goody's Family Clothing, Inc. Common Stocks 382588101 282 27,200 SH Sole 25 27,200 Goody's Family Clothing, Inc. Common Stocks 382588101 325 31,374 SH Defined 36 31,374 Graco, Inc. Common Stocks 384109104 2,040 65,700 SH Sole 25 65,700 Graco, Inc. Common Stocks 384109104 382 12,300 SH Defined 28 12,300 Graco, Inc. Common Stocks 384109104 1,530 49,280 SH Defined 30 49,280 Graco, Inc. Common Stocks 384109104 236 7,600 SH Defined 36 7,600 GrafTech International, Ltd. Common Stocks 384313102 28 2,700 SH Defined 28 2,700 WW Grainger, Inc. Common Stocks 384802104 432 5,600 SH Defined 7 5,600 WW Grainger, Inc. Common Stocks 384802104 1,340 23,300 SH Sole 25 23,300 WW Grainger, Inc. Common Stocks 384802104 2,520 43,825 SH Defined 54 43,825 WW Grainger, Inc. Common Stocks 384802104 362 4,700 SH Defined 60 4,700 Grant Prideco, Inc. Common Stocks 38821G101 3,840 208,000 SH Defined 17 208,000 Grant Prideco, Inc. Common Stocks 38821G101 6,791 367,900 SH Sole 25 367,900 Gray Television, Inc. Common Stocks 389375106 2,154 155,100 SH Defined 17 155,100 Gray Television, Inc. Common Stocks 389375106 3,347 241,000 SH Sole 25 241,000 Great American Financial Resources, Inc. Common Stocks 389915109 416 20,300 SH Defined 27 20,300 Great Atlantic & Pacific Tea Co. Common Stocks 390064103 1,367 178,500 SH Sole 25 178,500 Great Atlantic & Pacific Tea Co. Common Stocks 390064103 137 17,850 SH Defined 30 17,850 Great Atlantic & Pacific Tea Co. Common Stocks 390064103 538 70,200 SH Defined 36 70,200 Great Lakes Chemical Corp. Common Stocks 390568103 27 1,000 SH Defined 5 1,000 Great Plains Energy, Inc. Common Stocks 391164100 3,980 134,000 SH Sole 25 134,000 Great Plains Energy, Inc. Common Stocks 391164100 876 29,500 SH Defined 41 29,500 Great Plains Energy, Inc. Common Stocks 391164100 159 4,000 SH Defined 60 4,000 Greater Bay Bancorp Common Stocks 391648102 2,390 82,700 SH Sole 25 82,700 Greater Bay Bancorp Common Stocks 391648102 292 10,100 SH Defined 46 10,100 Greenpoint Financial Corp. Common Stocks 395384100 424 10,668 SH Defined 12 10,668 Greenpoint Financial Corp. Common Stocks 395384100 3,590 90,437 SH Defined 13 90,437 Greenpoint Financial Corp. Common Stocks 395384100 567 14,285 SH Sole 25 14,285 Greenpoint Financial Corp. Common Stocks 395384100 1,417 35,700 SH Defined 35 35,700 Greif, Inc. Class A Common Stocks 397624107 887 21,000 SH Sole 25 21,000 Greif, Inc. Class A Common Stocks 397624107 152 3,600 SH Defined 36 3,600 Greif, Inc. Class A Common Stocks 397624107 186 4,400 SH Defined 41 4,400 Grey Global Group, Inc. Common Stocks 39787M108 2,378 2,414 SH Defined 19 2,414 Grey Global Group, Inc. Common Stocks 39787M108 1,379 1,400 SH Sole 25 1,400 Grey Wolf, Inc. Common Stocks 397888108 1,883 444,200 SH Sole 25 444,200 Grey Wolf, Inc. Common Stocks 397888108 338 79,600 SH Defined 39 79,600 Griffon Corp. Common Stocks 398433102 3,915 175,700 SH Sole 25 175,700 Griffon Corp. Common Stocks 398433102 143 6,400 SH Defined 28 6,400 Griffon Corp. Common Stocks 398433102 1,639 73,586 SH Defined 30 73,586 Griffon Corp. Common Stocks 398433102 372 16,700 SH Defined 41 16,700 Group 1 Software, Inc. Common Stocks 39943Y103 1,200 52,300 SH Sole 25 52,300 Grupo Televisa SA - ADR Common Stocks 40049J206 1,666 36,800 SH Defined 9 36,800 Grupo Televisa SA - ADR Common Stocks 40049J206 321 7,085 SH Defined 7,085 Grupo Televisa SA - ADR Common Stocks 40049J206 3,706 81,868 SH Sole 25 81,868 Grupo Televisa SA - ADR Common Stocks 40049J206 1,363 27,861 SH Defined 55 27,861 GTECH Holdings Corp. Common Stocks 400518106 25 533 SH Defined 12 533 GTECH Holdings Corp. Common Stocks 400518106 244 5,267 SH Defined 13 5,267 GTECH Holdings Corp. Common Stocks 400518106 12,670 273,600 SH Sole 25 273,600 GTECH Holdings Corp. Common Stocks 400518106 741 16,000 SH Defined 28 16,000 GTECH Holdings Corp. Common Stocks 400518106 7,110 153,540 SH Defined 30 153,540 GTECH Holdings Corp. Common Stocks 400518106 6,583 134,300 SH Defined 36 134,300 Grupo TMM SA - ADR Common Stocks 40051D105 533 217,600 SH Defined 18 217,600 Grupo TMM SA - ADR Common Stocks 40051D105 489 199,400 SH Sole 25 199,400 Grupo Aeroportuario del Sureste SA de CV - ADR Common Stocks 40051E202 190 10,250 SH Defined 10,250 Grupo Aeroportuario del Sureste SA de CV - ADR Common Stocks 40051E202 290 15,700 SH Sole 25 15,700 Grupo Aeroportuario del Sureste SA de CV - ADR Common Stocks 40051E202 349 17,400 SH Defined 55 17,400 GTx, Inc. Common Stocks 40052B108 527 39,300 SH Defined 27 39,300 Guess ?, Inc. Common Stocks 401617105 547 34,000 SH Sole 25 34,000 Guess ?, Inc. Common Stocks 401617105 515 32,000 SH Defined 36 32,000 Guidant Corp. Common Stocks 401698105 1,957 24,400 SH Defined 3 24,400 Guidant Corp. Common Stocks 401698105 1,127 15,600 SH Defined 4 15,600 Guidant Corp. Common Stocks 401698105 659 11,800 SH Defined 5 11,800 Guidant Corp. Common Stocks 401698105 4,605 82,400 SH Defined 6 82,400 Guidant Corp. Common Stocks 401698105 321 4,000 SH Defined 15 4,000 Guidant Corp. Common Stocks 401698105 11,972 214,250 SH Sole 25 214,250 Guidant Corp. Common Stocks 401698105 1,464 26,200 SH Defined 34 26,200 Guidant Corp. Common Stocks 401698105 1,492 26,700 SH Defined 35 26,700 Guidant Corp. Common Stocks 401698105 2,581 43,800 SH Defined 36 43,800 Guidant Corp. Common Stocks 401698105 7 122 SH Defined 39 122 Guidant Corp. Common Stocks 401698105 2,763 48,030 SH Defined 43 48,030 Guidant Corp. Common Stocks 401698105 892 11,900 SH Defined 52 11,900 Guidant Corp. Common Stocks 401698105 6,526 112,500 SH Defined 53 112,500 Guilford Pharmaceuticals, Inc. Common Stocks 401829106 273 44,600 SH Defined 27 44,600 Guitar Center, Inc. Common Stocks 402040109 1,801 40,500 SH Sole 25 40,500 Guitar Center, Inc. Common Stocks 402040109 187 4,200 SH Defined 28 4,200 Guitar Center, Inc. Common Stocks 402040109 2,037 45,800 SH Defined 45,800 Guitar Center, Inc. Common Stocks 402040109 907 20,400 SH Defined 53 20,400 Gulfmark Offshore, Inc. Common Stocks 402629109 1,876 118,900 SH Defined 19 118,900 Gulfmark Offshore, Inc. Common Stocks 402629109 1,677 106,300 SH Sole 25 106,300 Gymboree Corp. Common Stocks 403777105 874 56,890 SH Sole 25 56,890 Gymboree Corp. Common Stocks 403777105 1,325 86,270 SH Defined 48 86,270 HCA, Inc. Common Stocks 404119109 2,561 42,900 SH Defined 4 42,900 HCA, Inc. Common Stocks 404119109 865 20,800 SH Defined 5 20,800 HCA, Inc. Common Stocks 404119109 1,813 43,600 SH Sole 25 43,600 HCA, Inc. Common Stocks 404119109 1,339 32,200 SH Defined 34 32,200 HCA, Inc. Common Stocks 404119109 291 7,000 SH Defined 35 7,000 HCC Insurance Holdings, Inc. Common Stocks 404132102 744 22,266 SH Defined 13 22,266 HCC Insurance Holdings, Inc. Common Stocks 404132102 3,802 113,800 SH Sole 25 113,800 HCC Insurance Holdings, Inc. Common Stocks 404132102 60 1,800 SH Defined 28 1,800 HCC Insurance Holdings, Inc. Common Stocks 404132102 394 11,800 SH Defined 39 11,800 HCC Insurance Holdings, Inc. Common Stocks 404132102 541 16,200 SH Defined 41 16,200 HDFC Bank, Ltd. - ADR Common Stocks 40415F101 1,093 40,700 SH Sole 25 40,700 HDFC Bank, Ltd. - ADR Common Stocks 40415F101 1,038 33,100 SH Defined 55 33,100 HRPT Properties Trust Common Stocks 40426W101 8,463 845,500 SH Sole 25 845,500 HRPT Properties Trust Common Stocks 40426W101 4,481 447,690 SH Defined 30 447,690 HRPT Properties Trust Common Stocks 40426W101 2,191 215,500 SH Defined 36 215,500 HRPT Properties Trust Common Stocks 40426W101 34 3,400 SH Defined 41 3,400 HRPT Properties Trust Common Stocks 40426W101 7,828 782,063 SH Defined 49 782,063 Haemonetics Corp. Common Stocks 405024100 193 6,500 SH Defined 30 6,500 Hain Celestial Group, Inc. Common Stocks 405217100 145 8,000 SH Defined 39 8,000 Halliburton Co. Common Stocks 406216101 3,816 126,100 SH Sole 25 126,100 Halliburton Co. Common Stocks 406216101 4,597 146,800 SH Defined 36 146,800 Halliburton Co. Common Stocks 406216101 205 6,760 SH Defined 43 6,760 Hancock Fabrics, Inc. Common Stocks 409900107 170 13,300 SH Sole 25 13,300 Hancock Fabrics, Inc. Common Stocks 409900107 378 29,633 SH Defined 54 29,633 Hancock Holding Co. Common Stocks 410120109 222 7,628 SH Sole 25 7,628 Hancock Holding Co. Common Stocks 410120109 296 10,200 SH Defined 36 10,200 Handleman Co. Common Stocks 410252100 3,752 162,000 SH Sole 25 162,000 Handleman Co. Common Stocks 410252100 3,437 148,391 SH Defined 30 148,391 Handleman Co. Common Stocks 410252100 19 800 SH Defined 41 800 Hanmi Financial Corp. Common Stocks 410495105 472 16,000 SH Sole 25 16,000 Hanmi Financial Corp. Common Stocks 410495105 168 5,700 SH Defined 39 5,700 Hanmi Financial Corp. Common Stocks 410495105 89 3,000 SH Defined 41 3,000
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Hanover Compressor Co. Common Stocks 410768105 176 14,800 SH Sole 25 14,800 Hanover Compressor Co. Common Stocks 410768105 397 33,395 SH Defined 54 33,395 Harbor Florida Bancshares, Inc. Common Stocks 411901101 166 6,038 SH Defined 36 6,038 Harland John H Co. Common Stocks 412693103 2,807 95,650 SH Sole 25 95,650 Harland John H Co. Common Stocks 412693103 373 12,700 SH Defined 30 12,700 Harland John H Co. Common Stocks 412693103 384 13,100 SH Defined 41 13,100 Harley-Davidson, Inc. Common Stocks 412822108 13,788 222,600 SH Sole 25 222,600 Harley-Davidson, Inc. Common Stocks 412822108 10,629 171,600 SH Defined 26 171,600 Harley-Davidson, Inc. Common Stocks 412822108 966 15,600 SH Defined 35 15,600 Harley-Davidson, Inc. Common Stocks 412822108 194 3,130 SH Defined 43 3,130 Harman International Industries, Inc. Common Stocks 413086109 16,855 185,217 SH Defined 12 185,217 Harman International Industries, Inc. Common Stocks 413086109 2,581 28,358 SH Defined 13 28,358 Harman International Industries, Inc. Common Stocks 413086109 22,580 248,136 SH Sole 25 248,136 Harman International Industries, Inc. Common Stocks 413086109 373 4,100 SH Defined 28 4,100 Harman International Industries, Inc. Common Stocks 413086109 2,391 18,300 SH Defined 36 18,300 Harrah's Entertainment, Inc. Common Stocks 413619107 444 8,200 SH Defined 5 8,200 Harrah's Entertainment, Inc. Common Stocks 413619107 4,357 80,527 SH Defined 12 80,527 Harrah's Entertainment, Inc. Common Stocks 413619107 1,475 27,266 SH Defined 13 27,266 Harrah's Entertainment, Inc. Common Stocks 413619107 6,372 117,791 SH Sole 25 117,791 Harris Corp. Common Stocks 413875105 431 8,490 SH Defined 13 8,490 Harris Corp. Common Stocks 413875105 1,675 33,000 SH Defined 18 33,000 Harris Corp. Common Stocks 413875105 7,420 146,200 SH Sole 25 146,200 Harris Corp. Common Stocks 413875105 2,771 54,600 SH Defined 26 54,600 Harris Corp. Common Stocks 413875105 2,898 57,100 SH Defined 36 57,100 Harsco Corp. Common Stocks 415864107 2,440 51,906 SH Defined 13 51,906 Harsco Corp. Common Stocks 415864107 1,448 30,800 SH Defined 36 30,800 Harte-Hanks, Inc. Common Stocks 416196103 1,635 67,000 SH Sole 25 67,000 Harte-Hanks, Inc. Common Stocks 416196103 2,148 88,000 SH Defined 36 88,000 Hartford Financial Services Group, Inc. Common Stocks 416515104 2,664 27,000 SH Defined 4 27,000 Hartford Financial Services Group, Inc. Common Stocks 416515104 2,255 32,800 SH Defined 5 32,800 Hartford Financial Services Group, Inc. Common Stocks 416515104 23,871 347,270 SH Sole 25 347,270 Hartford Financial Services Group, Inc. Common Stocks 416515104 1,251 18,200 SH Defined 26 18,200 Hartford Financial Services Group, Inc. Common Stocks 416515104 213 3,100 SH Defined 35 3,100 Hartford Financial Services Group, Inc. Common Stocks 416515104 7,251 97,700 SH Defined 36 97,700 Hartford Financial Services Group, Inc. Common Stocks 416515104 78 1,133 SH Defined 39 1,133 Hartford Financial Services Group, Inc. Common Stocks 416515104 10,532 147,460 SH Defined 43 147,460 Hartford Financial Services Group, Inc. Common Stocks 416515104 11,478 159,100 SH Defined 53 159,100 Harvard Bioscience, Inc. Common Stocks 416906105 30 6,800 SH Sole 25 6,800 Harvest Natural Resources, Inc. Common Stocks 41754V103 607 40,700 SH Defined 28 40,700 Hasbro, Inc. Common Stocks 418056107 740 38,962 SH Defined 13 38,962 Hasbro, Inc. Common Stocks 418056107 9,466 498,200 SH Sole 25 498,200 Hasbro, Inc. Common Stocks 418056107 4,347 228,800 SH Defined 36 228,800 Hasbro, Inc. Common Stocks 418056107 1,144 60,200 SH Defined 41 60,200 Hasbro, Inc. Common Stocks 418056107 2,429 122,740 SH Defined 43 122,740 Haverty Furniture Cos., Inc. Common Stocks 419596101 1,110 63,500 SH Sole 25 63,500 Haverty Furniture Cos., Inc. Common Stocks 419596101 468 26,800 SH Defined 36 26,800 Haverty Furniture Cos., Inc. Common Stocks 419596101 136 7,800 SH Defined 41 7,800 Haverty Furniture Cos., Inc. Common Stocks 419596101 299 17,100 SH Defined 46 17,100 Haverty Furniture Cos., Inc. Common Stocks 419596101 556 31,800 SH Defined 54 31,800 Hawaiian Electric Industries Common Stocks 419870100 303 11,608 SH Sole 25 11,608 Hawaiian Electric Industries Common Stocks 419870100 292 11,200 SH Defined 28 11,200 Hawaiian Electric Industries Common Stocks 419870100 1,582 60,600 SH Defined 36 60,600 Healthcare Services Group, Inc. Common Stocks 421906108 21 1,400 SH Defined 39 1,400 Health Care Property Investors, Inc. Common Stocks 421915109 42 1,762 SH Defined 13 1,762 Health Care Property Investors, Inc. Common Stocks 421915109 2,695 112,100 SH Sole 25 112,100 Health Care Property Investors, Inc. Common Stocks 421915109 2,463 100,700 SH Defined 36 100,700 Health Management Associates, Inc. Class A Common Stocks 421933102 386 12,000 SH Defined 15 12,000 Health Management Associates, Inc. Class A Common Stocks 421933102 2,919 130,184 SH Sole 25 130,184 Health Management Associates, Inc. Class A Common Stocks 421933102 1,803 80,400 SH Defined 26 80,400 Healthcare Realty Trust, Inc. Common Stocks 421946104 6,428 171,500 SH Defined 1 171,500 Healthcare Realty Trust, Inc. Common Stocks 421946104 2,324 62,000 SH Sole 25 62,000 Healthcare Realty Trust, Inc. Common Stocks 421946104 1,998 53,300 SH Defined 30 53,300 Healthcare Realty Trust, Inc. Common Stocks 421946104 521 13,900 SH Defined 36 13,900 Headwaters, Inc. Common Stocks 42210P102 2,443 94,200 SH Sole 25 94,200 Health Care REIT, Inc. Common Stocks 42217K106 381 11,719 SH Defined 13 11,719 Health Care REIT, Inc. Common Stocks 42217K106 2,685 82,600 SH Sole 25 82,600 Health Care REIT, Inc. Common Stocks 42217K106 26 800 SH Defined 28 800 Health Care REIT, Inc. Common Stocks 42217K106 3,793 116,700 SH Defined 33 116,700 Health Care REIT, Inc. Common Stocks 42217K106 4,079 124,700 SH Defined 36 124,700 HealthExtras, Inc. Common Stocks 422211102 2,267 136,800 SH Sole 25 136,800 HealthExtras, Inc. Common Stocks 422211102 2,820 170,200 SH Defined 170,200 HealthExtras, Inc. Common Stocks 422211102 1,037 62,600 SH Defined 53 62,600 Health Net, Inc. Common Stocks 42222G108 43 1,619 SH Defined 13 1,619 Health Net, Inc. Common Stocks 42222G108 4,831 182,300 SH Defined 18 182,300 Health Net, Inc. Common Stocks 42222G108 3,933 148,400 SH Sole 25 148,400 Hearst-Argyle Television, Inc. Common Stocks 422317107 449 17,401 SH Defined 12 17,401 Hearst-Argyle Television, Inc. Common Stocks 422317107 38 1,473 SH Defined 13 1,473 Hearst-Argyle Television, Inc. Common Stocks 422317107 3,336 129,400 SH Defined 17 129,400 Hearst-Argyle Television, Inc. Common Stocks 422317107 2,256 87,500 SH Defined 19 87,500 Hearst-Argyle Television, Inc. Common Stocks 422317107 14,190 550,424 SH Sole 25 550,424 Hearst-Argyle Television, Inc. Common Stocks 422317107 242 9,400 SH Defined 28 9,400 Hearst-Argyle Television, Inc. Common Stocks 422317107 4,123 159,930 SH Defined 30 159,930 Hearst-Argyle Television, Inc. Common Stocks 422317107 227 8,800 SH Defined 36 8,800 Hearst-Argyle Television, Inc. Common Stocks 422317107 36 1,400 SH Defined 41 1,400 Hearst-Argyle Television, Inc. Common Stocks 422317107 315 9,100 SH Defined 60 9,100 Heartland Express, Inc. Common Stocks 422347104 305 11,161 SH Defined 36 11,161 Heartland Express, Inc. Common Stocks 422347104 320 11,700 SH Defined 46 11,700 Heartland Express, Inc. Common Stocks 422347104 596 21,800 SH Defined 54 21,800 HJ Heinz Co. Common Stocks 423074103 51 1,300 SH Defined 5 1,300 HJ Heinz Co. Common Stocks 423074103 355 6,300 SH Defined 15 6,300 HJ Heinz Co. Common Stocks 423074103 7,814 199,340 SH Sole 25 199,340 HJ Heinz Co. Common Stocks 423074103 996 25,400 SH Defined 36 25,400 HJ Heinz Co. Common Stocks 423074103 48 1,226 SH Defined 39 1,226 HJ Heinz Co. Common Stocks 423074103 11,107 273,140 SH Defined 43 273,140 Helix Technology Corp. Common Stocks 423319102 230 10,800 SH Defined 39 10,800 Hellenic Telecommunications Organization SA - ADR Common Stocks 423325307 168 26,001 SH Defined 57 26,001 Jack Henry & Associates, Inc. Common Stocks 426281101 3,745 186,331 SH Defined 12 186,331 Jack Henry & Associates, Inc. Common Stocks 426281101 887 44,111 SH Defined 13 44,111 Jack Henry & Associates, Inc. Common Stocks 426281101 9,756 485,398 SH Sole 25 485,398 Jack Henry & Associates, Inc. Common Stocks 426281101 3,093 153,900 SH Defined 58 153,900 Hercules, Inc. Common Stocks 427056106 654 37,400 SH Defined 4 37,400 Hercules, Inc. Common Stocks 427056106 642 52,700 SH Defined 5 52,700 Hercules, Inc. Common Stocks 427056106 1,931 158,400 SH Defined 18 158,400 Hercules, Inc. Common Stocks 427056106 2,994 245,600 SH Sole 25 245,600 Heritage Property Investment Trust Common Stocks 42725M107 612 22,600 SH Sole 25 22,600 Heritage Property Investment Trust Common Stocks 42725M107 1,231 45,500 SH Defined 36 45,500 Hewitt Associates, Inc. Class A Common Stocks 42822Q100 6,617 240,600 SH Sole 25 240,600 Hewitt Associates, Inc. Class A Common Stocks 42822Q100 960 34,900 SH Defined 30 34,900 Hewitt Associates, Inc. Class A Common Stocks 42822Q100 281 10,200 SH Defined 46 10,200 Hewitt Associates, Inc. Class A Common Stocks 42822Q100 509 18,500 SH Defined 54 18,500 Hewitt Associates, Inc. Class A Common Stocks 42822Q100 2,569 93,400 SH Defined 58 93,400 Hewlett-Packard Co. Common Stocks 428236103 6,677 220,450 SH Defined 4 220,450 Hewlett-Packard Co. Common Stocks 428236103 4,808 227,875 SH Defined 5 227,875 Hewlett-Packard Co. Common Stocks 428236103 5,005 228,100 SH Defined 7 228,100 Hewlett-Packard Co. Common Stocks 428236103 1,159 54,925 SH Defined 12 54,925 Hewlett-Packard Co. Common Stocks 428236103 8,581 406,675 SH Defined 13 406,675 Hewlett-Packard Co. Common Stocks 428236103 359 16,995 SH Defined 14 16,995 Hewlett-Packard Co. Common Stocks 428236103 312 14,800 SH Defined 14,800 Hewlett-Packard Co. Common Stocks 428236103 30,428 1,442,082 SH Sole 25 1,442,082 Hewlett-Packard Co. Common Stocks 428236103 1,422 67,400 SH Defined 34 67,400 Hewlett-Packard Co. Common Stocks 428236103 808 38,300 SH Defined 35 38,300 Hewlett-Packard Co. Common Stocks 428236103 13,545 583,600 SH Defined 36 583,600 Hewlett-Packard Co. Common Stocks 428236103 1,042 49,400 SH Defined 37 49,400 Hewlett-Packard Co. Common Stocks 428236103 3,006 137,080 SH Defined 43 137,080 Hewlett-Packard Co. Common Stocks 428236103 462 21,900 SH Defined 21,900 Hifn, Inc. Common Stocks 428358105 650 54,410 SH Sole 25 54,410 Hifn, Inc. Common Stocks 428358105 986 82,515 SH Defined 48 82,515 Hibbett Sporting Goods, Inc. Common Stocks 428565105 90 3,300 SH Defined 28 3,300 Hibbett Sporting Goods, Inc. Common Stocks 428565105 30 1,100 SH Defined 36 1,100 Hibernia Corp. Class A Common Stocks 428656102 5,519 227,100 SH Sole 25 227,100 Hibernia Corp. Class A Common Stocks 428656102 158 6,500 SH Defined 28 6,500
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Hibernia Corp. Class A Common Stocks 428656102 160 6,600 SH Defined 35 6,600 Hibernia Corp. Class A Common Stocks 428656102 858 35,300 SH Defined 36 35,300 Hibernia Corp. Class A Common Stocks 428656102 1,120 46,100 SH Defined 41 46,100 Highland Hospitality Corp. Common Stocks 430141101 128 12,700 SH Defined 46 12,700 Highland Hospitality Corp. Common Stocks 430141101 241 24,000 SH Defined 54 24,000 Highwoods Properties, Inc. Common Stocks 431284108 2,914 124,000 SH Defined 1 124,000 Highwoods Properties, Inc. Common Stocks 431284108 1,647 70,100 SH Sole 25 70,100 Highwoods Properties, Inc. Common Stocks 431284108 491 20,900 SH Defined 36 20,900 Highwoods Properties, Inc. Common Stocks 431284108 12,436 529,200 SH Defined 49 529,200 Hilb Rogal & Hamilton Co. Common Stocks 431294107 485 13,600 SH Defined 39 13,600 Hilton Hotels Corp. Common Stocks 432848109 7,986 428,000 SH Defined 1 428,000 Hilton Hotels Corp. Common Stocks 432848109 1,808 96,900 SH Defined 17 96,900 Hilton Hotels Corp. Common Stocks 432848109 2,698 144,600 SH Sole 25 144,600 Hilton Hotels Corp. Common Stocks 432848109 10,744 575,800 SH Defined 33 575,800 Hilton Hotels Corp. Common Stocks 432848109 17,804 954,100 SH Defined 49 954,100 Hollinger International, Inc. Class A Common Stocks 435569108 991 59,000 SH Defined 18 59,000 Hollinger International, Inc. Class A Common Stocks 435569108 3,074 183,100 SH Sole 25 183,100 Hollinger International, Inc. Class A Common Stocks 435569108 1,363 81,200 SH Defined 30 81,200 Hollywood Entertainment Corp. Common Stocks 436141105 764 57,200 SH Sole 25 57,200 Hologic, Inc. Common Stocks 436440101 630 27,100 SH Sole 25 27,100 Home Depot, Inc. Common Stocks 437076102 8,464 167,500 SH Defined 3 167,500 Home Depot, Inc. Common Stocks 437076102 3,490 79,800 SH Defined 4 79,800 Home Depot, Inc. Common Stocks 437076102 19,927 566,100 SH Defined 6 566,100 Home Depot, Inc. Common Stocks 437076102 11,373 323,100 SH Defined 7 323,100 Home Depot, Inc. Common Stocks 437076102 20,299 576,680 SH Defined 12 576,680 Home Depot, Inc. Common Stocks 437076102 3,561 101,167 SH Defined 13 101,167 Home Depot, Inc. Common Stocks 437076102 486 13,800 SH Defined 14 13,800 Home Depot, Inc. Common Stocks 437076102 391 11,100 SH Defined 11,100 Home Depot, Inc. Common Stocks 437076102 106,816 3,034,539 SH Sole 25 3,034,539 Home Depot, Inc. Common Stocks 437076102 17,694 502,661 SH Defined 26 502,661 Home Depot, Inc. Common Stocks 437076102 1,193 33,900 SH Defined 34 33,900 Home Depot, Inc. Common Stocks 437076102 1,135 32,250 SH Defined 35 32,250 Home Depot, Inc. Common Stocks 437076102 29,849 793,800 SH Defined 36 793,800 Home Depot, Inc. Common Stocks 437076102 577 16,400 SH Defined 16,400 Home Depot, Inc. Common Stocks 437076102 3,861 81,800 SH Defined 52 81,800 Honeywell International, Inc. Common Stocks 438516106 2,650 50,400 SH Defined 3 50,400 Honeywell International, Inc. Common Stocks 438516106 3,447 68,800 SH Defined 4 68,800 Honeywell International, Inc. Common Stocks 438516106 2,308 63,000 SH Defined 5 63,000 Honeywell International, Inc. Common Stocks 438516106 6,278 171,400 SH Defined 6 171,400 Honeywell International, Inc. Common Stocks 438516106 443 12,104 SH Defined 13 12,104 Honeywell International, Inc. Common Stocks 438516106 366 10,000 SH Defined 14 10,000 Honeywell International, Inc. Common Stocks 438516106 15,650 427,235 SH Sole 25 427,235 Honeywell International, Inc. Common Stocks 438516106 183 5,000 SH Defined 35 5,000 Honeywell International, Inc. Common Stocks 438516106 21 560 SH Defined 39 560 Honeywell International, Inc. Common Stocks 438516106 4,065 110,969 SH Defined 40 110,969 Honeywell International, Inc. Common Stocks 438516106 1,218 24,800 SH Defined 52 24,800 Hooker Furniture Corp. Common Stocks 439038100 34 1,700 SH Defined 30 1,700 Hospitality Properties Trust Common Stocks 44106M102 2,876 68,000 SH Defined 1 68,000 Hospitality Properties Trust Common Stocks 44106M102 1,700 40,190 SH Defined 12 40,190 Hospitality Properties Trust Common Stocks 44106M102 1,371 32,407 SH Defined 13 32,407 Hospitality Properties Trust Common Stocks 44106M102 10,378 245,336 SH Sole 25 245,336 Hospitality Properties Trust Common Stocks 44106M102 2,164 51,160 SH Defined 30 51,160 Hospitality Properties Trust Common Stocks 44106M102 182 4,300 SH Defined 36 4,300 Host Marriott Corp. Common Stocks 44107P104 12,131 981,500 SH Defined 1 981,500 Host Marriott Corp. Common Stocks 44107P104 471 38,144 SH Defined 13 38,144 Host Marriott Corp. Common Stocks 44107P104 8,882 718,600 SH Defined 33 718,600 Host Marriott Corp. Common Stocks 44107P104 158 12,800 SH Defined 36 12,800 Host Marriott Corp. Common Stocks 44107P104 16,188 1,309,700 SH Defined 49 1,309,700 HOT Topic, Inc. Common Stocks 441339108 887 43,267 SH Sole 25 43,267 HOT Topic, Inc. Common Stocks 441339108 485 23,694 SH Defined 45 23,694 Houston Exploration Co. Common Stocks 442120101 8,414 162,300 SH Sole 25 162,300 Houston Exploration Co. Common Stocks 442120101 581 11,200 SH Defined 28 11,200 Houston Exploration Co. Common Stocks 442120101 2,175 41,963 SH Defined 30 41,963 Houston Exploration Co. Common Stocks 442120101 1,960 37,800 SH Defined 36 37,800 Houston Exploration Co. Common Stocks 442120101 2,063 39,800 SH Defined 58 39,800 Hovnanian Enterprises, Inc. Class A Common Stocks 442487203 1,961 56,500 SH Sole 25 56,500 Hovnanian Enterprises, Inc. Class A Common Stocks 442487203 76 2,200 SH Defined 28 2,200 Hovnanian Enterprises, Inc. Class A Common Stocks 442487203 3,987 99,500 SH Defined 36 99,500 HUB Group, Inc. Class A Common Stocks 443320106 382 11,200 SH Defined 30 11,200 Hubbell, Inc. Class B Common Stocks 443510201 724 10,800 SH Defined 4 10,800 Hubbell, Inc. Class B Common Stocks 443510201 834 17,850 SH Defined 5 17,850 Hubbell, Inc. Class B Common Stocks 443510201 452 9,679 SH Defined 13 9,679 Hubbell, Inc. Class B Common Stocks 443510201 3,064 65,600 SH Sole 25 65,600 Hubbell, Inc. Class B Common Stocks 443510201 290 6,200 SH Defined 28 6,200 Hubbell, Inc. Class B Common Stocks 443510201 192 4,100 SH Defined 36 4,100 Hubbell, Inc. Class B Common Stocks 443510201 556 11,900 SH Defined 41 11,900 Hudson River Bancorp Common Stocks 444128102 208 12,200 SH Sole 25 12,200 Hudson River Bancorp Common Stocks 444128102 48 2,800 SH Defined 41 2,800 Hudson United Bancorp Common Stocks 444165104 139 3,737 SH Defined 12 3,737 Hudson United Bancorp Common Stocks 444165104 128 3,435 SH Defined 13 3,435 Hudson United Bancorp Common Stocks 444165104 3,250 87,172 SH Sole 25 87,172 Hudson United Bancorp Common Stocks 444165104 101 2,700 SH Defined 36 2,700 Hudson United Bancorp Common Stocks 444165104 697 18,700 SH Defined 41 18,700 Hughes Electronic Corp. Common Stocks 444418107 1,926 112,641 SH Defined 6 112,641 Hughes Electronic Corp. Common Stocks 444418107 2,491 145,700 SH Defined 53 145,700 Hughes Supply, Inc. Common Stocks 444482103 10,525 178,600 SH Sole 25 178,600 Hughes Supply, Inc. Common Stocks 444482103 283 4,800 SH Defined 28 4,800 Hughes Supply, Inc. Common Stocks 444482103 8,145 138,211 SH Defined 30 138,211 Hughes Supply, Inc. Common Stocks 444482103 1,120 19,000 SH Defined 36 19,000 Hughes Supply, Inc. Common Stocks 444482103 381 6,457 SH Defined 54 6,457 Humana, Inc. Common Stocks 444859102 2,089 123,633 SH Defined 12 123,633 Humana, Inc. Common Stocks 444859102 1,000 59,194 SH Defined 13 59,194 Humana, Inc. Common Stocks 444859102 24,158 1,429,463 SH Sole 25 1,429,463 Humana, Inc. Common Stocks 444859102 639 37,800 SH Defined 26 37,800 Humana, Inc. Common Stocks 444859102 7,162 423,800 SH Defined 30 423,800 Humana, Inc. Common Stocks 444859102 10,439 579,970 SH Defined 36 579,970 Humana, Inc. Common Stocks 444859102 1,068 63,200 SH Defined 41 63,200 Human Genome Sciences, Inc. Common Stocks 444903108 49 4,200 SH Defined 35 4,200 Hummingbird, Ltd. Common Stocks 44544R101 36 1,600 SH Defined 39 1,600 JB Hunt Transport Services, Inc. Common Stocks 445658107 7,881 204,287 SH Defined 12 204,287 JB Hunt Transport Services, Inc. Common Stocks 445658107 1,292 33,477 SH Defined 13 33,477 JB Hunt Transport Services, Inc. Common Stocks 445658107 18,218 472,214 SH Sole 25 472,214 JB Hunt Transport Services, Inc. Common Stocks 445658107 255 6,600 SH Defined 28 6,600 JB Hunt Transport Services, Inc. Common Stocks 445658107 2,778 72,000 SH Defined 30 72,000 JB Hunt Transport Services, Inc. Common Stocks 445658107 694 18,000 SH Defined 41 18,000 JB Hunt Transport Services, Inc. Common Stocks 445658107 1,681 43,565 SH Defined 45 43,565 Huntington Bancshares, Inc. Common Stocks 446150104 1,216 37,000 SH Defined 4 37,000 Huntington Bancshares, Inc. Common Stocks 446150104 1,241 54,200 SH Defined 5 54,200 Huntington Bancshares, Inc. Common Stocks 446150104 2,439 106,500 SH Sole 25 106,500 Hypercom Corp. Common Stocks 44913M105 895 105,950 SH Sole 25 105,950 Hypercom Corp. Common Stocks 44913M105 1,365 161,524 SH Defined 48 161,524 ICU Medical, Inc. Common Stocks 44930G107 238 7,100 SH Defined 39 7,100 ID Systems, Inc. Common Stocks 449489103 1,228 81,500 SH Sole 25 81,500 ID Systems, Inc. Common Stocks 449489103 1,528 101,400 SH Defined 101,400 ID Systems, Inc. Common Stocks 449489103 645 42,800 SH Defined 53 42,800 IDX Systems Corp. Common Stocks 449491109 115 3,600 SH Sole 25 3,600 IDX Systems Corp. Common Stocks 449491109 122 3,810 SH Defined 30 3,810 I-Flow Corp. Common Stocks 449520303 734 61,860 SH Sole 25 61,860 I-Flow Corp. Common Stocks 449520303 1,112 93,790 SH Defined 48 93,790 Ihop Corp. Common Stocks 449623107 107 3,000 SH Defined 28 3,000 IMC Global, Inc. Common Stocks 449669100 1,209 90,200 SH Defined 18 90,200 IMC Global, Inc. Common Stocks 449669100 9,361 698,600 SH Sole 25 698,600 IMC Global, Inc. Common Stocks 449669100 1,071 59,600 SH Defined 51 59,600 IMCO Recycling, Inc. Common Stocks 449681105 171 12,900 SH Defined 30 12,900 IMCO Recycling, Inc. Common Stocks 449681105 284 21,482 SH Defined 36 21,482 IMS Health, Inc. Common Stocks 449934108 895 26,600 SH Defined 4 26,600 IMS Health, Inc. Common Stocks 449934108 806 34,400 SH Defined 5 34,400 IMS Health, Inc. Common Stocks 449934108 159 6,772 SH Defined 13 6,772 IMS Health, Inc. Common Stocks 449934108 4,104 175,100 SH Sole 25 175,100 IMS Health, Inc. Common Stocks 449934108 4,222 177,600 SH Defined 36 177,600 iStar Financial, Inc. Common Stocks 45031U101 5,060 126,500 SH Defined 1 126,500
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- iStar Financial, Inc. Common Stocks 45031U101 1,748 43,700 SH Defined 19 43,700 iStar Financial, Inc. Common Stocks 45031U101 1,400 35,000 SH Sole 25 35,000 ITT Educational Services, Inc. Common Stocks 45068B109 146 3,852 SH Defined 12 3,852 ITT Educational Services, Inc. Common Stocks 45068B109 12 305 SH Defined 13 305 ITT Educational Services, Inc. Common Stocks 45068B109 5,071 133,373 SH Sole 25 133,373 ITT Educational Services, Inc. Common Stocks 45068B109 179 4,700 SH Defined 28 4,700 ITT Educational Services, Inc. Common Stocks 45068B109 3,800 99,940 SH Defined 30 99,940 ITT Educational Services, Inc. Common Stocks 45068B109 106 2,800 SH Defined 36 2,800 Ixia New Common Stocks 45071R109 801 81,381 SH Sole 25 81,381 IberiaBank Corp. Common Stocks 450828108 272 4,600 SH Sole 25 4,600 IberiaBank Corp. Common Stocks 450828108 385 6,500 SH Defined 36 6,500 ITT Industries, Inc. Common Stocks 450911102 1,850 22,290 SH Defined 13 22,290 ITT Industries, Inc. Common Stocks 450911102 9,387 113,100 SH Sole 25 113,100 ITT Industries, Inc. Common Stocks 450911102 14,248 160,000 SH Defined 36 160,000 ICICI Bank, Ltd. - ADR Common Stocks 45104G104 4,331 329,175 SH Defined 5 329,175 ICICI Bank, Ltd. - ADR Common Stocks 45104G104 2,378 196,500 SH Sole 25 196,500 IDEX Corp. Common Stocks 45167R104 179 5,200 SH Sole 25 5,200 IDEX Corp. Common Stocks 45167R104 484 14,100 SH Defined 28 14,100 IDEX Corp. Common Stocks 45167R104 384 11,169 SH Defined 54 11,169 Idexx Laboratories, Inc. Common Stocks 45168D104 2,719 43,200 SH Sole 25 43,200 Idexx Laboratories, Inc. Common Stocks 45168D104 321 5,100 SH Defined 28 5,100 Idexx Laboratories, Inc. Common Stocks 45168D104 4,316 68,579 SH Defined 30 68,579 IKON Office Solutions, Inc. Common Stocks 451713101 482 29,300 SH Defined 15 29,300 IKON Office Solutions, Inc. Common Stocks 451713101 2,607 227,300 SH Sole 25 227,300 IKON Office Solutions, Inc. Common Stocks 451713101 758 66,060 SH Defined 30 66,060 Illinois Tool Works, Inc. Common Stocks 452308109 234 1,700 SH Defined 4 1,700 Illinois Tool Works, Inc. Common Stocks 452308109 482 3,500 SH Defined 15 3,500 Illinois Tool Works, Inc. Common Stocks 452308109 9,397 98,000 SH Sole 25 98,000 Illinois Tool Works, Inc. Common Stocks 452308109 345 3,600 SH Defined 36 3,600 Illinois Tool Works, Inc. Common Stocks 452308109 1,036 10,800 SH Defined 38 10,800 Illinois Tool Works, Inc. Common Stocks 452308109 71 737 SH Defined 39 737 Illinois Tool Works, Inc. Common Stocks 452308109 166 1,730 SH Defined 43 1,730 Illinois Tool Works, Inc. Common Stocks 452308109 16,966 173,800 SH Defined 44 173,800 Illinois Tool Works, Inc. Common Stocks 452308109 1,376 10,700 SH Defined 60 10,700 Imation Corp. Common Stocks 45245A107 2,280 53,500 SH Sole 25 53,500 Imation Corp. Common Stocks 45245A107 3,106 72,900 SH Defined 36 72,900 Imax Corp. Common Stocks 45245E109 1,288 232,500 SH Sole 25 232,500 ImClone Systems, Inc. Common Stocks 45245W109 11,349 132,286 SH Defined 12 132,286 ImClone Systems, Inc. Common Stocks 45245W109 971 11,324 SH Defined 13 11,324 ImClone Systems, Inc. Common Stocks 45245W109 15,180 176,940 SH Sole 25 176,940 Imagistics International, Inc. Common Stocks 45247T104 517 14,600 SH Sole 25 14,600 Imagistics International, Inc. Common Stocks 45247T104 117 3,300 SH Defined 28 3,300 Imagistics International, Inc. Common Stocks 45247T104 1,163 32,840 SH Defined 30 32,840 Imagistics International, Inc. Common Stocks 45247T104 25 700 SH Defined 41 700 IMPAC Mortgage Holdings, Inc. Common Stocks 45254P102 2,871 127,500 SH Sole 25 127,500 IMPAC Mortgage Holdings, Inc. Common Stocks 45254P102 187 8,300 SH Defined 28 8,300 IMPAC Mortgage Holdings, Inc. Common Stocks 45254P102 3,260 143,500 SH Defined 36 143,500 Impax Laboratories, Inc. Common Stocks 45256B101 479 24,700 SH Sole 25 24,700 Impax Laboratories, Inc. Common Stocks 45256B101 331 17,100 SH Defined 17,100 Impax Laboratories, Inc. Common Stocks 45256B101 140 7,200 SH Defined 53 7,200 Imperial Sugar Co. Common Stocks 453096208 477 27,600 SH Defined 27 27,600 Inamed Corp. Common Stocks 453235103 1,362 21,675 SH Sole 25 21,675 Inamed Corp. Common Stocks 453235103 289 4,600 SH Defined 28 4,600 Inamed Corp. Common Stocks 453235103 352 5,600 SH Defined 46 5,600 Inamed Corp. Common Stocks 453235103 2,067 32,883 SH Defined 48 32,883 Inamed Corp. Common Stocks 453235103 641 10,200 SH Defined 54 10,200 Inamed Corp. Common Stocks 453235103 1,062 16,890 SH Defined 59 16,890 Inco, Ltd. Common Stocks 453258402 977 21,400 SH Defined 15 21,400 Inco, Ltd. Common Stocks 453258402 1,773 51,300 SH Defined 16 51,300 Inco, Ltd. Common Stocks 453258402 45 900 SH Defined 23 900 Inco, Ltd. Common Stocks 453258402 2,125 61,500 SH Sole 25 61,500 Independence Community Bank Corp. Common Stocks 453414104 3,684 101,200 SH Sole 25 101,200 Independence Community Bank Corp. Common Stocks 453414104 1,438 39,500 SH Defined 36 39,500 Independence Community Bank Corp. Common Stocks 453414104 440 12,100 SH Defined 41 12,100 Independence Community Bank Corp. Common Stocks 453414104 190 3,900 SH Defined 60 3,900 Independent Bank Corp. Common Stocks 453838104 212 8,340 SH Sole 25 8,340 Independent Bank Corp. Common Stocks 453838104 61 2,420 SH Defined 36 2,420 Independent Bank Corp. Common Stocks 453838104 38 1,490 SH Defined 41 1,490 Industrial Distribution Group, Inc. Common Stocks 456061100 25 2,400 SH Defined 27 2,400 IndyMac Bancorp, Inc. Common Stocks 456607100 542 12,800 SH Defined 7 12,800 IndyMac Bancorp, Inc. Common Stocks 456607100 3 100 SH Sole 25 100 IndyMac Bancorp, Inc. Common Stocks 456607100 344 10,900 SH Defined 28 10,900 IndyMac Bancorp, Inc. Common Stocks 456607100 521 16,500 SH Defined 36 16,500 Inet Technologies, Inc. Common Stocks 45662V105 58 4,680 SH Defined 28 4,680 InFocus Corp. Common Stocks 45665B106 2,786 327,800 SH Defined 17 327,800 InFocus Corp. Common Stocks 45665B106 717 84,400 SH Defined 18 84,400 InFocus Corp. Common Stocks 45665B106 4,744 558,100 SH Sole 25 558,100 InFocus Corp. Common Stocks 45665B106 106 12,480 SH Defined 28 12,480 InFocus Corp. Common Stocks 45665B106 36 4,200 SH Defined 30 4,200 Falck SPA Common Stocks 45665Q103 2,261 68,500 SH Defined 17 68,500 Falck SPA Common Stocks 45665Q103 5,524 167,400 SH Sole 25 167,400 Informatica Corp. Common Stocks 45666Q102 2,805 367,600 SH Sole 25 367,600 Informatica Corp. Common Stocks 45666Q102 2,270 297,500 SH Defined 58 297,500 Information Holdings, Inc. Common Stocks 456727106 353 12,900 SH Defined 30 12,900 InfoSystem Technologies, Ltd. - ADR Common Stocks 456788108 94 800 SH Defined 15 800 InfoSystem Technologies, Ltd. - ADR Common Stocks 456788108 186 2,000 SH Defined 16 2,000 InfoSystem Technologies, Ltd. - ADR Common Stocks 456788108 1,187 12,800 SH Sole 25 12,800 InfoSystem Technologies, Ltd. - ADR Common Stocks 456788108 1,808 16,200 SH Defined 42 16,200 Infospace, Inc. Common Stocks 45678T201 408 10,720 SH Defined 59 10,720 Ingram Micro, Inc. Class A Common Stocks 457153104 656 31,600 SH Defined 4 31,600 Ingram Micro, Inc. Class A Common Stocks 457153104 792 54,700 SH Defined 5 54,700 Ingram Micro, Inc. Class A Common Stocks 457153104 324 16,700 SH Defined 7 16,700 Ingram Micro, Inc. Class A Common Stocks 457153104 4,979 344,100 SH Sole 25 344,100 Ingram Micro, Inc. Class A Common Stocks 457153104 1,774 122,600 SH Defined 26 122,600 Ingram Micro, Inc. Class A Common Stocks 457153104 587 40,570 SH Defined 30 40,570 Ingram Micro, Inc. Class A Common Stocks 457153104 82 4,250 SH Defined 51 4,250 Input/Output, Inc. Common Stocks 457652105 1,580 190,600 SH Sole 25 190,600 Insight Enterprises, Inc. Common Stocks 45765U103 2,702 152,120 SH Sole 25 152,120 Insight Enterprises, Inc. Common Stocks 45765U103 334 18,800 SH Defined 28 18,800 Insight Enterprises, Inc. Common Stocks 45765U103 450 25,360 SH Defined 30 25,360 Insight Enterprises, Inc. Common Stocks 45765U103 2,003 112,800 SH Defined 36 112,800 Innovative Solutions & Support, Inc. Common Stocks 45769N105 1,746 89,424 SH Sole 25 89,424 Innovative Solutions & Support, Inc. Common Stocks 45769N105 43 2,200 SH Defined 30 2,200 Innovative Solutions & Support, Inc. Common Stocks 45769N105 2,188 112,096 SH Defined 112,096 Innovative Solutions & Support, Inc. Common Stocks 45769N105 894 45,800 SH Defined 53 45,800 Innkeepers USA Trust Common Stocks 4576J0104 2,787 270,300 SH Sole 25 270,300 Innkeepers USA Trust Common Stocks 4576J0104 564 54,700 SH Defined 36 54,700 Innkeepers USA Trust Common Stocks 4576J0104 76 7,400 SH Defined 41 7,400 Innkeepers USA Trust Common Stocks 4576J0104 411 29,700 SH Defined 60 29,700 Instinet Group, Inc. Common Stocks 457750107 1,760 333,400 SH Defined 6 333,400 Instinet Group, Inc. Common Stocks 457750107 77 14,567 SH Defined 13 14,567 Instinet Group, Inc. Common Stocks 457750107 2,454 464,700 SH Sole 25 464,700 Instinet Group, Inc. Common Stocks 457750107 393 74,500 SH Defined 36 74,500 Instinet Group, Inc. Common Stocks 457750107 505 71,400 SH Defined 52 71,400 Integrated Device Technology, Inc. Common Stocks 458118106 4,922 355,600 SH Defined 17 355,600 Integrated Device Technology, Inc. Common Stocks 458118106 7,402 534,800 SH Sole 25 534,800 Integrated Device Technology, Inc. Common Stocks 458118106 386 27,900 SH Defined 36 27,900 Integrated Device Technology, Inc. Common Stocks 458118106 483 34,890 SH Defined 59 34,890 Integrated Electrical Services, Inc. Common Stocks 45811E103 480 59,600 SH Sole 25 59,600 Integrated Electrical Services, Inc. Common Stocks 45811E103 619 76,900 SH Defined 28 76,900 Integrated Electrical Services, Inc. Common Stocks 45811E103 90 11,200 SH Defined 30 11,200 Integrated Electrical Services, Inc. Common Stocks 45811E103 68 8,400 SH Defined 41 8,400 Integrated Circuit Systems, Inc. Common Stocks 45811K208 5,323 196,000 SH Sole 25 196,000 Integrated Circuit Systems, Inc. Common Stocks 45811K208 4,229 155,700 SH Defined 58 155,700 Integrated Silicon Solutions, Inc. Common Stocks 45812P107 1,687 138,142 SH Defined 19 138,142 Integrated Silicon Solutions, Inc. Common Stocks 45812P107 2,680 219,500 SH Sole 25 219,500 Integrated Silicon Solutions, Inc. Common Stocks 45812P107 73 6,000 SH Defined 28 6,000 Integrated Silicon Solutions, Inc. Common Stocks 45812P107 959 78,555 SH Defined 45 78,555 Intel Corp. Common Stocks 458140100 13,071 329,900 SH Defined 3 329,900 Intel Corp. Common Stocks 458140100 1,914 69,400 SH Defined 4 69,400 Intel Corp. Common Stocks 458140100 30,829 1,117,000 SH Defined 6 1,117,000
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Intel Corp. Common Stocks 458140100 13,000 471,000 SH Defined 7 471,000 Intel Corp. Common Stocks 458140100 31,783 1,151,563 SH Defined 12 1,151,563 Intel Corp. Common Stocks 458140100 2,725 98,731 SH Defined 13 98,731 Intel Corp. Common Stocks 458140100 511 12,900 SH Defined 15 12,900 Intel Corp. Common Stocks 458140100 872 31,600 SH Defined 31,600 Intel Corp. Common Stocks 458140100 164,058 5,944,131 SH Sole 25 5,944,131 Intel Corp. Common Stocks 458140100 16,193 586,700 SH Defined 26 586,700 Intel Corp. Common Stocks 458140100 1,634 59,200 SH Defined 35 59,200 Intel Corp. Common Stocks 458140100 19,090 631,900 SH Defined 36 631,900 Intel Corp. Common Stocks 458140100 1,388 50,300 SH Defined 38 50,300 Intel Corp. Common Stocks 458140100 264 9,570 SH Defined 43 9,570 Intel Corp. Common Stocks 458140100 1,289 46,700 SH Defined 46,700 Intel Corp. Common Stocks 458140100 5,965 161,200 SH Defined 52 161,200 Intel Corp. Common Stocks 458140100 11,882 409,600 SH Defined 53 409,600 Intel Corp. Common Stocks 458140100 4,583 166,067 SH Defined 54 166,067 Intel Corp. Common Stocks 458140100 1,107 40,100 SH Defined 56 40,100 Intel Corp. Common Stocks 458140100 53,813 1,782,255 SH Defined 59 1,782,255 InterActiveCorp Common Stocks 45840Q101 499 16,570 SH Defined 14 16,570 InterActiveCorp Common Stocks 45840Q101 1,129 26,100 SH Defined 15 26,100 InterActiveCorp Common Stocks 45840Q101 2,216 73,540 SH Sole 25 73,540 Interface, Inc. Class A Common Stocks 458665106 1,003 114,900 SH Sole 25 114,900 Intergraph Corp. Common Stocks 458683109 323 12,500 SH Defined 36 12,500 Intermagnetics General Corp. Common Stocks 458771102 951 27,940 SH Sole 25 27,940 Intermagnetics General Corp. Common Stocks 458771102 1,442 42,370 SH Defined 48 42,370 International Bancshares Corp. Common Stocks 459044103 98 2,412 SH Defined 30 2,412 International Business Machines Corp. Common Stocks 459200101 2,565 29,100 SH Defined 5 29,100 International Business Machines Corp. Common Stocks 459200101 7,785 85,850 SH Defined 7 85,850 International Business Machines Corp. Common Stocks 459200101 11,298 128,170 SH Defined 12 128,170 International Business Machines Corp. Common Stocks 459200101 7,678 87,098 SH Defined 13 87,098 International Business Machines Corp. Common Stocks 459200101 242 2,750 SH Defined 14 2,750 International Business Machines Corp. Common Stocks 459200101 316 2,500 SH Defined 15 2,500 International Business Machines Corp. Common Stocks 459200101 688 7,800 SH Defined 7,800 International Business Machines Corp. Common Stocks 459200101 88,176 1,000,293 SH Sole 25 1,000,293 International Business Machines Corp. Common Stocks 459200101 14,170 153,700 SH Defined 32 153,700 International Business Machines Corp. Common Stocks 459200101 899 10,200 SH Defined 34 10,200 International Business Machines Corp. Common Stocks 459200101 2,274 25,800 SH Defined 35 25,800 International Business Machines Corp. Common Stocks 459200101 18,078 174,500 SH Defined 36 174,500 International Business Machines Corp. Common Stocks 459200101 864 9,800 SH Defined 37 9,800 International Business Machines Corp. Common Stocks 459200101 1,208 13,700 SH Defined 38 13,700 International Business Machines Corp. Common Stocks 459200101 7,205 78,650 SH Defined 43 78,650 International Business Machines Corp. Common Stocks 459200101 1,023 11,600 SH Defined 11,600 International Business Machines Corp. Common Stocks 459200101 11,910 128,700 SH Defined 53 128,700 International Flavors & Fragrances, Inc. Common Stocks 459506101 1,808 48,345 SH Defined 13 48,345 International Game Technology Common Stocks 459902102 13,684 354,500 SH Sole 25 354,500 International Game Technology Common Stocks 459902102 20,303 491,800 SH Defined 36 491,800 International Paper Co. Common Stocks 460146103 2,999 46,741 SH Defined 4 46,741 International Paper Co. Common Stocks 460146103 3,433 76,800 SH Defined 5 76,800 International Paper Co. Common Stocks 460146103 353 7,900 SH Defined 14 7,900 International Paper Co. Common Stocks 460146103 51 800 SH Defined 15 800 International Paper Co. Common Stocks 460146103 23,448 524,565 SH Sole 25 524,565 International Paper Co. Common Stocks 460146103 178 3,973 SH Defined 39 3,973 International Paper Co. Common Stocks 460146103 15,376 330,910 SH Defined 43 330,910 International Paper Co. Common Stocks 460146103 473 7,900 SH Defined 51 7,900 International Paper Co. Common Stocks 460146103 10,020 204,620 SH Defined 59 204,620 International Rectifier Corp. Common Stocks 460254105 7,543 182,100 SH Sole 25 182,100 International Rectifier Corp. Common Stocks 460254105 99 2,400 SH Defined 28 2,400 International Rectifier Corp. Common Stocks 460254105 1,740 42,000 SH Defined 36 42,000 International Rectifier Corp. Common Stocks 460254105 9,314 214,200 SH Defined 53 214,200 International Speedway Corp. Class A Common Stocks 460335201 4,946 101,678 SH Sole 25 101,678 International Speedway Corp. Class A Common Stocks 460335201 1,581 32,500 SH Defined 36 32,500 International Steel Group, Inc. Common Stocks 460377104 3,856 129,619 SH Defined 54 129,619 International Steel Group, Inc. Common Stocks 460377104 439 11,000 SH Defined 60 11,000 Internet Security Systems Common Stocks 46060X107 2,068 134,800 SH Defined 18 134,800 Internet Security Systems Common Stocks 46060X107 2,960 192,950 SH Sole 25 192,950 Interpublic Group of Cos., Inc. Common Stocks 460690100 668 33,900 SH Defined 4 33,900 Interpublic Group of Cos., Inc. Common Stocks 460690100 811 59,100 SH Defined 5 59,100 Interpublic Group of Cos., Inc. Common Stocks 460690100 221 16,100 SH Defined 14 16,100 Interpublic Group of Cos., Inc. Common Stocks 460690100 1,474 107,347 SH Sole 25 107,347 Interpublic Group of Cos., Inc. Common Stocks 460690100 467 33,980 SH Defined 59 33,980 Intersil Corp. Class A Common Stocks 46069S109 2,753 127,100 SH Sole 25 127,100 Intersil Corp. Class A Common Stocks 46069S109 2,244 103,600 SH Defined 58 103,600 Interstate Bakeries Common Stocks 46072H108 1,637 150,900 SH Sole 25 150,900 Interstate Bakeries Common Stocks 46072H108 324 29,880 SH Defined 30 29,880 Interstate Bakeries Common Stocks 46072H108 191 17,600 SH Defined 41 17,600 Interstate Bakeries Common Stocks 46072H108 390 35,905 SH Defined 54 35,905 InterVoice, Inc. Common Stocks 461142101 108 9,400 SH Sole 25 9,400 InterVoice, Inc. Common Stocks 461142101 371 25,100 SH Defined 27 25,100 InterVoice, Inc. Common Stocks 461142101 202 17,574 SH Defined 54 17,574 Interwoven, Inc. Common Stocks 46114T508 713 70,565 SH Sole 25 70,565 Interwoven, Inc. Common Stocks 46114T508 250 24,800 SH Defined 36 24,800 Intuit, Inc. Common Stocks 461202103 880 22,800 SH Defined 7 22,800 Intuit, Inc. Common Stocks 461202103 116 3,006 SH Defined 13 3,006 Intuit, Inc. Common Stocks 461202103 3,372 87,400 SH Sole 25 87,400 Invacare Corp. Common Stocks 461203101 1,015 22,700 SH Sole 25 22,700 Intuitive Surgical, Inc. Common Stocks 46120E602 1,801 94,800 SH Defined 17 94,800 Intuitive Surgical, Inc. Common Stocks 46120E602 2,719 143,100 SH Sole 25 143,100 Inveresk Research Group, Inc. Common Stocks 461238107 4,433 143,744 SH Sole 25 143,744 Inveresk Research Group, Inc. Common Stocks 461238107 4,515 146,391 SH Defined 146,391 Inveresk Research Group, Inc. Common Stocks 461238107 1,898 61,532 SH Defined 53 61,532 Investment Technology Group, Inc. Common Stocks 46145F105 1,135 88,727 SH Sole 25 88,727 Investment Technology Group, Inc. Common Stocks 46145F105 129 10,100 SH Defined 28 10,100 Invitrogen Corp. Common Stocks 46185R100 13,660 189,750 SH Sole 25 189,750 Invitrogen Corp. Common Stocks 46185R100 2,419 33,600 SH Defined 26 33,600 Invitrogen Corp. Common Stocks 46185R100 1,037 14,400 SH Defined 28 14,400 Invitrogen Corp. Common Stocks 46185R100 4,574 63,530 SH Defined 30 63,530 Invitrogen Corp. Common Stocks 46185R100 360 5,000 SH Defined 41 5,000 Invitrogen Corp. Common Stocks 46185R100 4,979 66,690 SH Defined 59 66,690 Investors Financial Services Corp. Common Stocks 461915100 9,560 219,365 SH Sole 25 219,365 Investors Financial Services Corp. Common Stocks 461915100 227 5,200 SH Defined 28 5,200 Investors Financial Services Corp. Common Stocks 461915100 1,484 34,045 SH Defined 45 34,045 Investors Financial Services Corp. Common Stocks 461915100 5,570 127,800 SH Defined 58 127,800 Investors Financial Services Corp. Common Stocks 461915100 860 19,730 SH Defined 59 19,730 Iomega Corp. Common Stocks 462030305 288 51,700 SH Sole 25 51,700 Iomega Corp. Common Stocks 462030305 340 61,012 SH Defined 36 61,012 iPayment, Inc. Common Stocks 46262E105 4,293 104,698 SH Sole 25 104,698 iPayment, Inc. Common Stocks 46262E105 4,219 102,904 SH Defined 102,904 iPayment, Inc. Common Stocks 46262E105 491 11,970 SH Defined 45 11,970 iPayment, Inc. Common Stocks 46262E105 1,752 42,741 SH Defined 53 42,741 Irwin Financial Corp. Common Stocks 464119106 1,756 66,500 SH Sole 25 66,500 Irwin Financial Corp. Common Stocks 464119106 470 17,800 SH Defined 41 17,800 iShares Russell 2000 Value Index Fund Common Stocks 464287630 965 5,600 SH Defined 46 5,600 iShares Russell 2000 Value Index Fund Common Stocks 464287630 2,671 15,500 SH Defined 54 15,500 Isle of Capri Casinos, Inc. Common Stocks 464592104 5 300 SH Defined 41 300 Isolagen, Inc. Common Stocks 46488N103 484 47,070 SH Sole 25 47,070 Isolagen, Inc. Common Stocks 46488N103 734 71,375 SH Defined 48 71,375 IVAX Corp. Common Stocks 465823102 2,486 72,200 SH Defined 3 72,200 IVAX Corp. Common Stocks 465823102 367 15,200 SH Defined 4 15,200 IVAX Corp. Common Stocks 465823102 5,858 244,200 SH Defined 6 244,200 IVAX Corp. Common Stocks 465823102 5,254 219,000 SH Sole 25 219,000 IVAX Corp. Common Stocks 465823102 1,135 35,300 SH Defined 52 35,300 IVAX Corp. Common Stocks 465823102 505 21,060 SH Defined 59 21,060 iVillage, Inc. Common Stocks 46588H105 738 90,200 SH Defined 27 90,200 IXYS Corp. Common Stocks 46600W106 104 13,200 SH Sole 25 13,200 IXYS Corp. Common Stocks 46600W106 224 28,430 SH Defined 54 28,430 J&J Snack Foods Corp. Common Stocks 466032109 261 6,400 SH Defined 39 6,400 JDA Software Group, Inc. Common Stocks 46612K108 723 54,900 SH Sole 25 54,900 JDA Software Group, Inc. Common Stocks 46612K108 889 67,500 SH Defined 36 67,500 JDA Software Group, Inc. Common Stocks 46612K108 387 29,393 SH Defined 54 29,393 J Jill Group, Inc. (The) Common Stocks 466189107 846 27,800 SH Defined 27 27,800 J Jill Group, Inc. (The) Common Stocks 466189107 26 1,100 SH Defined 36 1,100 JLG Industries, Inc. Common Stocks 466210101 1,719 123,785 SH Sole 25 123,785
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- JLG Industries, Inc. Common Stocks 466210101 58 4,200 SH Defined 28 4,200 JLG Industries, Inc. Common Stocks 466210101 941 67,770 SH Defined 45 67,770 JP Morgan Chase & Co. Common Stocks 46625H100 7,648 137,420 SH Defined 4 137,420 JP Morgan Chase & Co. Common Stocks 46625H100 5,619 144,935 SH Defined 5 144,935 JP Morgan Chase & Co. Common Stocks 46625H100 3,660 94,400 SH Defined 7 94,400 JP Morgan Chase & Co. Common Stocks 46625H100 16,047 413,908 SH Defined 12 413,908 JP Morgan Chase & Co. Common Stocks 46625H100 13,515 348,585 SH Defined 13 348,585 JP Morgan Chase & Co. Common Stocks 46625H100 640 16,500 SH Defined 14 16,500 JP Morgan Chase & Co. Common Stocks 46625H100 445 8,000 SH Defined 15 8,000 JP Morgan Chase & Co. Common Stocks 46625H100 384 9,900 SH Defined 9,900 JP Morgan Chase & Co. Common Stocks 46625H100 83,549 2,154,987 SH Sole 25 2,154,987 JP Morgan Chase & Co. Common Stocks 46625H100 2,609 67,300 SH Defined 26 67,300 JP Morgan Chase & Co. Common Stocks 46625H100 17,378 428,550 SH Defined 32 428,550 JP Morgan Chase & Co. Common Stocks 46625H100 1,516 39,100 SH Defined 34 39,100 JP Morgan Chase & Co. Common Stocks 46625H100 4,097 102,800 SH Defined 36 102,800 JP Morgan Chase & Co. Common Stocks 46625H100 45 1,150 SH Defined 39 1,150 JP Morgan Chase & Co. Common Stocks 46625H100 562 14,500 SH Defined 14,500 JP Morgan Chase & Co. Common Stocks 46625H100 8,336 215,009 SH Defined 54 215,009 Jabil Circuit, Inc. Common Stocks 466313103 365 10,100 SH Defined 15 10,100 Jabil Circuit, Inc. Common Stocks 466313103 1,846 73,300 SH Sole 25 73,300 Jabil Circuit, Inc. Common Stocks 466313103 3,642 142,400 SH Defined 36 142,400 Jack in the Box, Inc. Common Stocks 466367109 2,542 85,600 SH Defined 19 85,600 Jack in the Box, Inc. Common Stocks 466367109 10,220 344,100 SH Sole 25 344,100 Jack in the Box, Inc. Common Stocks 466367109 267 9,000 SH Defined 28 9,000 Jack in the Box, Inc. Common Stocks 466367109 4,535 150,600 SH Defined 36 150,600 Jack in the Box, Inc. Common Stocks 466367109 775 26,100 SH Defined 41 26,100 San-In Godo Bank, Ltd. (The) Common Stocks 469865109 2,102 260,800 SH Defined 18 260,800 San-In Godo Bank, Ltd. (The) Common Stocks 469865109 2,287 283,700 SH Sole 25 283,700 San-In Godo Bank, Ltd. (The) Common Stocks 469865109 236 29,300 SH Defined 28 29,300 Janus Capital Group, Inc. Common Stocks 47102X105 399 24,200 SH Defined 5 24,200 Janus Capital Group, Inc. Common Stocks 47102X105 627 38,000 SH Sole 25 38,000 Jarden Corp. Common Stocks 471109108 3,091 85,883 SH Sole 25 85,883 Jarden Corp. Common Stocks 471109108 808 22,450 SH Defined 28 22,450 Jefferies Group, Inc. Common Stocks 472319102 4,465 144,400 SH Sole 25 144,400 Jefferies Group, Inc. Common Stocks 472319102 702 22,700 SH Defined 26 22,700 Jefferies Group, Inc. Common Stocks 472319102 272 8,800 SH Defined 28 8,800 Jefferies Group, Inc. Common Stocks 472319102 2,808 90,800 SH Defined 58 90,800 Jefferson-Pilot Corp. Common Stocks 475070108 1,327 18,200 SH Defined 4 18,200 Jefferson-Pilot Corp. Common Stocks 475070108 1,153 22,700 SH Defined 5 22,700 Jefferson-Pilot Corp. Common Stocks 475070108 2,530 49,800 SH Sole 25 49,800 Jo-Ann Stores, Inc. Common Stocks 47758P307 1,011 34,400 SH Defined 18 34,400 Jo-Ann Stores, Inc. Common Stocks 47758P307 1,000 34,000 SH Sole 25 34,000 Jo-Ann Stores, Inc. Common Stocks 47758P307 509 17,300 SH Defined 36 17,300 Johnson & Johnson Common Stocks 478160104 5,645 70,600 SH Defined 3 70,600 Johnson & Johnson Common Stocks 478160104 831 14,900 SH Defined 4 14,900 Johnson & Johnson Common Stocks 478160104 58 1,050 SH Defined 5 1,050 Johnson & Johnson Common Stocks 478160104 13,234 237,600 SH Defined 6 237,600 Johnson & Johnson Common Stocks 478160104 17,712 315,400 SH Defined 7 315,400 Johnson & Johnson Common Stocks 478160104 31,423 564,144 SH Defined 12 564,144 Johnson & Johnson Common Stocks 478160104 6,346 113,924 SH Defined 13 113,924 Johnson & Johnson Common Stocks 478160104 802 14,400 SH Defined 14,400 Johnson & Johnson Common Stocks 478160104 159,402 2,861,800 SH Sole 25 2,861,800 Johnson & Johnson Common Stocks 478160104 25,009 449,000 SH Defined 26 449,000 Johnson & Johnson Common Stocks 478160104 2,554 45,846 SH Defined 35 45,846 Johnson & Johnson Common Stocks 478160104 22,969 401,300 SH Defined 36 401,300 Johnson & Johnson Common Stocks 478160104 1,153 20,700 SH Defined 37 20,700 Johnson & Johnson Common Stocks 478160104 2,562 46,000 SH Defined 38 46,000 Johnson & Johnson Common Stocks 478160104 27,086 469,930 SH Defined 43 469,930 Johnson & Johnson Common Stocks 478160104 28,869 509,100 SH Defined 44 509,100 Johnson & Johnson Common Stocks 478160104 1,181 21,200 SH Defined 21,200 Johnson & Johnson Common Stocks 478160104 2,569 34,400 SH Defined 52 34,400 Johnson & Johnson Common Stocks 478160104 2,337 31,300 SH Defined 60 31,300 Johnson Controls, Inc. Common Stocks 478366107 470 8,800 SH Defined 5 8,800 Johnson Controls, Inc. Common Stocks 478366107 1,251 23,436 SH Defined 13 23,436 Johnson Controls, Inc. Common Stocks 478366107 1,655 31,000 SH Defined 19 31,000 Johnson Controls, Inc. Common Stocks 478366107 11,818 221,400 SH Sole 25 221,400 Johnson Controls, Inc. Common Stocks 478366107 651 12,200 SH Defined 35 12,200 Johnson Controls, Inc. Common Stocks 478366107 14,699 253,700 SH Defined 36 253,700 Jones Apparel Group, Inc. Common Stocks 480074103 1,128 19,900 SH Defined 4 19,900 Jones Apparel Group, Inc. Common Stocks 480074103 1,338 33,900 SH Defined 5 33,900 Jones Apparel Group, Inc. Common Stocks 480074103 307 5,800 SH Defined 7 5,800 Jones Apparel Group, Inc. Common Stocks 480074103 928 23,509 SH Defined 13 23,509 Jones Apparel Group, Inc. Common Stocks 480074103 2,779 70,400 SH Defined 17 70,400 Jones Apparel Group, Inc. Common Stocks 480074103 5,535 140,200 SH Sole 25 140,200 Jones Apparel Group, Inc. Common Stocks 480074103 1,516 38,400 SH Defined 35 38,400 Jones Lang LaSalle, Inc. Common Stocks 48020Q107 322 11,900 SH Sole 25 11,900 Jones Lang LaSalle, Inc. Common Stocks 48020Q107 547 20,200 SH Defined 36 20,200 JOS A Bank Clothiers, Inc. Common Stocks 480838101 75 2,400 SH Defined 28 2,400 Journal Communications Inc Common Stocks 481130102 900 47,800 SH Sole 25 47,800 Journal Communications Inc Common Stocks 481130102 28 1,500 SH Defined 41 1,500 Journal Register Co. Common Stocks 481138105 764 38,200 SH Sole 25 38,200 Journal Register Co. Common Stocks 481138105 954 47,700 SH Defined 36 47,700 Joy Global, Inc. Common Stocks 481165108 3,366 112,410 SH Sole 25 112,410 Joy Global, Inc. Common Stocks 481165108 231 7,700 SH Defined 28 7,700 Joy Global, Inc. Common Stocks 481165108 833 27,815 SH Defined 45 27,815 Joy Global, Inc. Common Stocks 481165108 395 13,200 SH Defined 46 13,200 Joy Global, Inc. Common Stocks 481165108 728 24,300 SH Defined 54 24,300 Joy Global, Inc. Common Stocks 481165108 157 3,900 SH Defined 60 3,900 Juniper Networks, Inc. Common Stocks 48203R104 3,104 88,000 SH Defined 3 88,000 Juniper Networks, Inc. Common Stocks 48203R104 448 18,600 SH Defined 4 18,600 Juniper Networks, Inc. Common Stocks 48203R104 7,327 298,200 SH Defined 6 298,200 Juniper Networks, Inc. Common Stocks 48203R104 6,572 267,500 SH Sole 25 267,500 Juniper Networks, Inc. Common Stocks 48203R104 607 24,700 SH Defined 28 24,700 Juniper Networks, Inc. Common Stocks 48203R104 278 11,300 SH Defined 35 11,300 Juniper Networks, Inc. Common Stocks 48203R104 1,417 43,000 SH Defined 52 43,000 Juniper Networks, Inc. Common Stocks 48203R104 1,206 49,080 SH Defined 59 49,080 Jupitermedia Corp. Common Stocks 48207D101 646 45,600 SH Sole 25 45,600 Jupitermedia Corp. Common Stocks 48207D101 946 51,800 SH Defined 27 51,800 Jupitermedia Corp. Common Stocks 48207D101 393 20,700 SH Defined 60 20,700 KCS Energy, Inc. Common Stocks 482434206 962 72,210 SH Sole 25 72,210 KCS Energy, Inc. Common Stocks 482434206 903 67,800 SH Defined 28 67,800 KCS Energy, Inc. Common Stocks 482434206 527 39,555 SH Defined 45 39,555 Kla-Tencor Corp. Common Stocks 482480100 2,190 30,900 SH Defined 15 30,900 K-Swiss, Inc. Class A Common Stocks 482686102 885 43,800 SH Sole 25 43,800 KT Corp. - ADR Common Stocks 48268K101 3,512 194,700 SH Sole 25 194,700 KT Corp. - ADR Common Stocks 48268K101 355 19,700 SH Defined 29 19,700 KT Corp. - ADR Common Stocks 48268K101 5,803 277,900 SH Defined 57 277,900 K2, Inc. Common Stocks 482732104 1,374 87,500 SH Sole 25 87,500 KV Pharmaceutical Co. Class A Common Stocks 482740206 246 10,650 SH Defined 28 10,650 Kadant, Inc. Common Stocks 48282T104 194 8,400 SH Sole 25 8,400 Kadant, Inc. Common Stocks 48282T104 206 8,900 SH Defined 36 8,900 Kansas City Southern Common Stocks 485170302 1,739 112,200 SH Defined 18 112,200 Kansas City Southern Common Stocks 485170302 2,238 144,400 SH Sole 25 144,400 KB Home Common Stocks 48666K109 93 1,350 SH Defined 5 1,350 KB Home Common Stocks 48666K109 570 6,200 SH Defined 7 6,200 KB Home Common Stocks 48666K109 2,210 32,200 SH Sole 25 32,200 KB Home Common Stocks 48666K109 55 800 SH Defined 28 800 KB Home Common Stocks 48666K109 501 7,300 SH Defined 41 7,300 KB Home Common Stocks 48666K109 2,470 35,992 SH Defined 54 35,992 Kellogg Co. Common Stocks 487836108 385 9,208 SH Defined 13 9,208 Kellogg Co. Common Stocks 487836108 10,026 239,580 SH Sole 25 239,580 Kellogg Co. Common Stocks 487836108 1,133 23,800 SH Defined 36 23,800 Kellogg Co. Common Stocks 487836108 82 1,968 SH Defined 39 1,968 Kellogg Co. Common Stocks 487836108 17,579 404,160 SH Defined 43 404,160 Kellwood Co. Common Stocks 488044108 3,140 72,100 SH Defined 17 72,100 Kellwood Co. Common Stocks 488044108 5,452 125,200 SH Sole 25 125,200 Kellwood Co. Common Stocks 488044108 148 3,400 SH Defined 28 3,400 Kellwood Co. Common Stocks 488044108 170 3,900 SH Defined 41 3,900 Kellwood Co. Common Stocks 488044108 335 7,700 SH Defined 46 7,700 Kellwood Co. Common Stocks 488044108 610 14,000 SH Defined 54 14,000 Kelly Services, Inc. Class A Common Stocks 488152208 554 18,600 SH Sole 25 18,600
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Kelly Services, Inc. Class A Common Stocks 488152208 335 11,250 SH Defined 30 11,250 Kemet Corp. Common Stocks 488360108 1,760 144,000 SH Defined 19 144,000 Kemet Corp. Common Stocks 488360108 3,763 307,900 SH Sole 25 307,900 Kemet Corp. Common Stocks 488360108 3,636 295,600 SH Defined 36 295,600 Kennametal, Inc. Common Stocks 489170100 22 490 SH Defined 13 490 Kerr-McGee Corp. Common Stocks 492386107 220 4,100 SH Defined 14 4,100 Kerr-McGee Corp. Common Stocks 492386107 345 6,420 SH Sole 25 6,420 Kerr-McGee Corp. Common Stocks 492386107 397 7,384 SH Defined 46 7,384 Kerr-McGee Corp. Common Stocks 492386107 760 14,129 SH Defined 54 14,129 Key Energy Services, Inc. Common Stocks 492914106 48 5,100 SH Defined 39 5,100 Keycorp Common Stocks 493267108 3,759 87,600 SH Defined 4 87,600 Keycorp Common Stocks 493267108 2,478 82,900 SH Defined 5 82,900 Keycorp Common Stocks 493267108 6,719 217,850 SH Defined 7 217,850 Keycorp Common Stocks 493267108 322 10,771 SH Defined 13 10,771 Keycorp Common Stocks 493267108 12,037 402,700 SH Sole 25 402,700 Keynote Systems, Inc. Common Stocks 493308100 1,869 135,900 SH Defined 18 135,900 Keynote Systems, Inc. Common Stocks 493308100 1,599 116,300 SH Sole 25 116,300 KeySpan Corp. Common Stocks 49337W100 1,991 54,260 SH Sole 25 54,260 KeySpan Corp. Common Stocks 49337W100 3,833 100,700 SH Defined 43 100,700 Keystone Automotive Industries, Inc. Common Stocks 49338N109 151 5,400 SH Defined 28 5,400 Keystone Property Trust Common Stocks 493596100 937 39,000 SH Sole 25 39,000 Kimball International, Inc. Class B Common Stocks 494274103 417 28,250 SH Defined 30 28,250 Kilroy Realty Corp. Common Stocks 49427F108 6,854 201,000 SH Defined 1 201,000 Kilroy Realty Corp. Common Stocks 49427F108 2,043 59,900 SH Sole 25 59,900 Kilroy Realty Corp. Common Stocks 49427F108 5,852 171,600 SH Defined 33 171,600 Kilroy Realty Corp. Common Stocks 49427F108 1,432 42,000 SH Defined 36 42,000 Kilroy Realty Corp. Common Stocks 49427F108 232 6,800 SH Defined 41 6,800 Kimberly-Clark Corp. Common Stocks 494368103 1,873 19,800 SH Defined 3 19,800 Kimberly-Clark Corp. Common Stocks 494368103 778 9,500 SH Defined 4 9,500 Kimberly-Clark Corp. Common Stocks 494368103 2,573 39,050 SH Defined 5 39,050 Kimberly-Clark Corp. Common Stocks 494368103 4,427 67,200 SH Defined 6 67,200 Kimberly-Clark Corp. Common Stocks 494368103 5,771 86,000 SH Defined 7 86,000 Kimberly-Clark Corp. Common Stocks 494368103 56,069 851,085 SH Sole 25 851,085 Kimberly-Clark Corp. Common Stocks 494368103 15,330 232,700 SH Defined 26 232,700 Kimberly-Clark Corp. Common Stocks 494368103 1,087 16,500 SH Defined 34 16,500 Kimberly-Clark Corp. Common Stocks 494368103 22,364 318,000 SH Defined 36 318,000 Kimberly-Clark Corp. Common Stocks 494368103 50 756 SH Defined 39 756 Kimberly-Clark Corp. Common Stocks 494368103 20,649 301,970 SH Defined 43 301,970 Kimberly-Clark Corp. Common Stocks 494368103 866 9,800 SH Defined 52 9,800 Kimberly-Clark Corp. Common Stocks 494368103 2,838 43,079 SH Defined 54 43,079 Kimco Realty Corp. Common Stocks 49446R109 8,600 189,000 SH Defined 1 189,000 Kimco Realty Corp. Common Stocks 49446R109 2,762 60,700 SH Sole 25 60,700 Kimco Realty Corp. Common Stocks 49446R109 3,129 67,100 SH Defined 36 67,100 Kinder Morgan, Inc. Long-Term Investments 49455P101 1,495 18,810 SH Defined 59 18,810 Kindred Healthcare, Inc. Common Stocks 494580103 5,755 218,400 SH Sole 25 218,400 Kindred Healthcare, Inc. Common Stocks 494580103 253 9,600 SH Defined 28 9,600 Kindred Healthcare, Inc. Common Stocks 494580103 4,494 170,560 SH Defined 30 170,560 Kindred Healthcare, Inc. Common Stocks 494580103 248 9,400 SH Defined 46 9,400 Kindred Healthcare, Inc. Common Stocks 494580103 474 18,000 SH Defined 54 18,000 Kinetic Concepts, Inc. Common Stocks 49460W208 1,655 23,100 SH Defined 3 23,100 Kinetic Concepts, Inc. Common Stocks 49460W208 243 4,900 SH Defined 4 4,900 Kinetic Concepts, Inc. Common Stocks 49460W208 3,887 77,900 SH Defined 6 77,900 Kinetic Concepts, Inc. Common Stocks 49460W208 3,428 68,700 SH Sole 25 68,700 Kinetic Concepts, Inc. Common Stocks 49460W208 749 11,200 SH Defined 52 11,200 King Pharmaceuticals, Inc. Common Stocks 495582108 91 7,935 SH Defined 12 7,935 King Pharmaceuticals, Inc. Common Stocks 495582108 421 36,763 SH Defined 13 36,763 King Pharmaceuticals, Inc. Common Stocks 495582108 1,013 88,500 SH Sole 25 88,500 King Pharmaceuticals, Inc. Common Stocks 495582108 1,183 100,400 SH Defined 36 100,400 Kirby Corp. Common Stocks 497266106 222 5,700 SH Defined 28 5,700 Kirby Corp. Common Stocks 497266106 148 3,800 SH Defined 36 3,800 Knight-Ridder, Inc. Common Stocks 499040103 634 8,800 SH Sole 25 8,800 Knight-Ridder, Inc. Common Stocks 499040103 202 2,800 SH Defined 43 2,800 Knight Trading Group, Inc. Class A Common Stocks 499063105 200 20,000 SH Defined 28 20,000 Knight Transportation, Inc. Common Stocks 499064103 1,071 37,290 SH Sole 25 37,290 Knight Transportation, Inc. Common Stocks 499064103 587 20,425 SH Defined 45 20,425 Koger Equity, Inc. Common Stocks 500228101 3,692 159,700 SH Sole 25 159,700 Koger Equity, Inc. Common Stocks 500228101 1,702 73,610 SH Defined 30 73,610 Koger Equity, Inc. Common Stocks 500228101 596 25,800 SH Defined 36 25,800 Koger Equity, Inc. Common Stocks 500228101 44 1,900 SH Defined 41 1,900 Kohl's Corp. Common Stocks 500255104 401 6,600 SH Defined 15 6,600 Kohl's Corp. Common Stocks 500255104 19,671 465,250 SH Sole 25 465,250 Kohl's Corp. Common Stocks 500255104 275 6,500 SH Defined 35 6,500 Kohl's Corp. Common Stocks 500255104 273 6,450 SH Defined 43 6,450 Kohl's Corp. Common Stocks 500255104 14,691 341,300 SH Defined 44 341,300 Kohl's Corp. Common Stocks 500255104 1,518 35,900 SH Defined 50 35,900 Kohl's Corp. Common Stocks 500255104 374 6,600 SH Defined 51 6,600 Kohl's Corp. Common Stocks 500255104 10,413 234,600 SH Defined 53 234,600 Kohl's Corp. Common Stocks 500255104 1,190 21,000 SH Defined 60 21,000 Komag, Inc. Common Stocks 500453204 2,566 183,700 SH Sole 25 183,700 Komag, Inc. Common Stocks 500453204 129 9,200 SH Defined 28 9,200 Komag, Inc. Common Stocks 500453204 1,338 95,800 SH Defined 30 95,800 Komag, Inc. Common Stocks 500453204 461 33,000 SH Defined 41 33,000 Koninklijke Philips Electronics NV Common Stocks 500472303 25,863 950,850 SH Sole 25 950,850 Koninklijke Philips Electronics NV Common Stocks 500472303 9,790 344,100 SH Defined 32 344,100 Koninklijke Philips Electronics NV Common Stocks 500472303 4,968 161,220 SH Defined 57 161,220 Kookmin Bank - ADR Common Stocks 50049M109 91 2,900 SH Sole 25 2,900 Kookmin Bank - ADR Common Stocks 50049M109 182 5,400 SH Defined 55 5,400 Kopin Corp. Common Stocks 500600101 1,022 200,050 SH Sole 25 200,050 Korea Electric Power Corp. - ADR Common Stocks 500631106 3,078 336,000 SH Sole 25 336,000 Korea Electric Power Corp. - ADR Common Stocks 500631106 5,462 514,360 SH Defined 57 514,360 Korn/Ferry International Common Stocks 500643200 1,402 72,400 SH Sole 25 72,400 Korn/Ferry International Common Stocks 500643200 651 33,600 SH Defined 36 33,600 Kos Pharmaceuticals, Inc. Common Stocks 500648100 6,505 197,300 SH Sole 25 197,300 Kos Pharmaceuticals, Inc. Common Stocks 500648100 5,190 157,430 SH Defined 30 157,430 Kosan Biosciences, Inc. Common Stocks 50064W107 108 13,700 SH Defined 30 13,700 Kraft Foods, Inc. Class A Common Stocks 50075N104 846 26,700 SH Sole 25 26,700 Kraft Foods, Inc. Class A Common Stocks 50075N104 760 24,000 SH Defined 28 24,000 Kraft Foods, Inc. Class A Common Stocks 50075N104 482 15,200 SH Defined 35 15,200 Kraft Foods, Inc. Class A Common Stocks 50075N104 3,056 67,200 SH Defined 36 67,200 Kraft Foods, Inc. Class A Common Stocks 50075N104 140 4,427 SH Defined 39 4,427 Kroger Co. Common Stocks 501044101 2,905 111,200 SH Defined 4 111,200 Kroger Co. Common Stocks 501044101 2,646 145,400 SH Defined 5 145,400 Kroger Co. Common Stocks 501044101 4,193 230,400 SH Defined 7 230,400 Kroger Co. Common Stocks 501044101 2,220 121,977 SH Defined 13 121,977 Kroger Co. Common Stocks 501044101 11,300 620,900 SH Sole 25 620,900 Kroger Co. Common Stocks 501044101 67 3,670 SH Defined 39 3,670 Kronos, Inc. Common Stocks 501052104 2,274 55,203 SH Sole 25 55,203 Kronos, Inc. Common Stocks 501052104 2,162 52,483 SH Defined 48 52,483 Kronos, Inc. Common Stocks 501052104 328 7,961 SH Defined 54 7,961 Kulicke & Soffa Industries, Inc. Common Stocks 501242101 993 90,600 SH Sole 25 90,600 Kyphon, Inc. Common Stocks 501577100 2,630 93,330 SH Sole 25 93,330 Kyphon, Inc. Common Stocks 501577100 530 18,800 SH Defined 18,800 Kyphon, Inc. Common Stocks 501577100 758 26,900 SH Defined 36 26,900 Kyphon, Inc. Common Stocks 501577100 1,061 37,655 SH Defined 45 37,655 Kyphon, Inc. Common Stocks 501577100 223 7,900 SH Defined 53 7,900 LCA-Vision, Inc. Common Stocks 501803308 1,013 27,001 SH Defined 27 27,001 LCA-Vision, Inc. Common Stocks 501803308 87 3,000 SH Defined 39 3,000 LCC International, Inc. Class A Common Stocks 501810105 1,089 222,305 SH Sole 25 222,305 LCC International, Inc. Class A Common Stocks 501810105 531 108,445 SH Defined 45 108,445 LCC International, Inc. Class A Common Stocks 501810105 288 58,865 SH Defined 54 58,865 LKQ Corp. Common Stocks 501889208 187 10,100 SH Defined 28 10,100 LNR Property Corp. Common Stocks 501940100 2,539 46,800 SH Defined 19 46,800 LNR Property Corp. Common Stocks 501940100 7,053 130,000 SH Sole 25 130,000 LNR Property Corp. Common Stocks 501940100 4,759 87,727 SH Defined 30 87,727 LSI Logic Corp. Common Stocks 502161102 1,647 216,170 SH Defined 19 216,170 LSI Logic Corp. Common Stocks 502161102 5,706 748,800 SH Sole 25 748,800 LSI Logic Corp. Common Stocks 502161102 2,713 356,080 SH Defined 30 356,080 LSI Logic Corp. Common Stocks 502161102 2,582 338,900 SH Defined 36 338,900 LTC Properties, Inc. Common Stocks 502175102 800 48,200 SH Sole 25 48,200 LTC Properties, Inc. Common Stocks 502175102 38 2,300 SH Defined 30 2,300 LTC Properties, Inc. Common Stocks 502175102 236 14,200 SH Defined 36 14,200
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- LTC Properties, Inc. Common Stocks 502175102 148 8,900 SH Defined 41 8,900 LTC Properties, Inc. Common Stocks 502175102 100 6,000 SH Defined 49 6,000 LTX Corp. Common Stocks 502392103 2,352 217,600 SH Sole 25 217,600 L-3 Communications Holdings, Inc. Common Stocks 502424104 9,232 138,200 SH Sole 25 138,200 L-3 Communications Holdings, Inc. Common Stocks 502424104 648 9,700 SH Defined 28 9,700 L-3 Communications Holdings, Inc. Common Stocks 502424104 11,042 157,400 SH Defined 53 157,400 La Quinta Corp. Common Stocks 50419U202 1,180 140,500 SH Sole 25 140,500 La Quinta Corp. Common Stocks 50419U202 953 113,480 SH Defined 30 113,480 La Quinta Corp. Common Stocks 50419U202 1,735 206,600 SH Defined 36 206,600 La Quinta Corp. Common Stocks 50419U202 5,553 661,100 SH Defined 49 661,100 La-Z-Boy, Inc. Class C Common Stocks 505336107 1,027 57,100 SH Defined 18 57,100 La-Z-Boy, Inc. Class C Common Stocks 505336107 852 47,400 SH Sole 25 47,400 Labor Ready, Inc. Common Stocks 505401208 3,240 209,000 SH Sole 25 209,000 Labor Ready, Inc. Common Stocks 505401208 2,387 154,000 SH Defined 154,000 Labor Ready, Inc. Common Stocks 505401208 1,006 64,900 SH Defined 53 64,900 Labor Ready, Inc. Common Stocks 505401208 172 8,300 SH Defined 60 8,300 LabOne, Inc. Common Stocks 50540L105 2,002 63,000 SH Sole 25 63,000 LabOne, Inc. Common Stocks 50540L105 184 5,800 SH Defined 28 5,800 LabOne, Inc. Common Stocks 50540L105 268 6,300 SH Defined 60 6,300 Laboratory Corp. of America Holdings Common Stocks 50540R409 524 13,200 SH Defined 28 13,200 Laboratory Corp. of America Holdings Common Stocks 50540R409 503 12,660 SH Defined 59 12,660 LaBranche & Co., Inc. Common Stocks 505447102 497 59,000 SH Sole 25 59,000 LaBranche & Co., Inc. Common Stocks 505447102 133 15,800 SH Defined 41 15,800 Laclede Group, Inc. (The) Common Stocks 505597104 269 9,800 SH Sole 25 9,800 Laclede Group, Inc. (The) Common Stocks 505597104 296 10,800 SH Defined 36 10,800 Lafarge North America, Inc. Common Stocks 505862102 372 6,400 SH Defined 7 6,400 Lafarge North America, Inc. Common Stocks 505862102 831 19,189 SH Defined 13 19,189 Lafarge North America, Inc. Common Stocks 505862102 2,490 57,500 SH Defined 19 57,500 Lafarge North America, Inc. Common Stocks 505862102 4,473 103,295 SH Sole 25 103,295 Lafarge North America, Inc. Common Stocks 505862102 2,087 48,200 SH Defined 36 48,200 Lakeland Bancorp, Inc. Common Stocks 511637100 503 24,200 SH Defined 27 24,200 Lam Research Corp. Common Stocks 512807108 3,875 144,581 SH Defined 54 144,581 Lam Research Corp. Common Stocks 512807108 1,372 51,190 SH Defined 59 51,190 Lam Research Corp. Common Stocks 512807108 431 12,000 SH Defined 60 12,000 Lamar Advertising Co. Class A Common Stocks 512815101 4,703 108,500 SH Sole 25 108,500 Lamar Advertising Co. Class A Common Stocks 512815101 30 700 SH Defined 39 700 Lamar Advertising Co. Class A Common Stocks 512815101 3,732 86,100 SH Defined 58 86,100 Lamar Advertising Co. Class A Common Stocks 512815101 795 18,330 SH Defined 59 18,330 Lance, Inc. Common Stocks 514606102 1,890 122,700 SH Sole 25 122,700 Lance, Inc. Common Stocks 514606102 251 16,330 SH Defined 30 16,330 Lance, Inc. Common Stocks 514606102 501 32,500 SH Defined 36 32,500 Lance, Inc. Common Stocks 514606102 65 4,200 SH Defined 41 4,200 Lance, Inc. Common Stocks 514606102 200 9,700 SH Defined 60 9,700 LandAmerica Financial Group, Inc. Common Stocks 514936103 9,312 239,200 SH Sole 25 239,200 LandAmerica Financial Group, Inc. Common Stocks 514936103 179 4,600 SH Defined 28 4,600 LandAmerica Financial Group, Inc. Common Stocks 514936103 6,408 164,599 SH Defined 30 164,599 LandAmerica Financial Group, Inc. Common Stocks 514936103 2,087 53,600 SH Defined 36 53,600 Landry's Restaurants, Inc. Common Stocks 51508L103 1,211 40,500 SH Sole 25 40,500 Landry's Restaurants, Inc. Common Stocks 51508L103 239 8,000 SH Defined 28 8,000 Landry's Restaurants, Inc. Common Stocks 51508L103 918 30,700 SH Defined 30,700 Landry's Restaurants, Inc. Common Stocks 51508L103 269 9,000 SH Defined 36 9,000 Landry's Restaurants, Inc. Common Stocks 51508L103 380 12,700 SH Defined 53 12,700 Landstar System, Inc. Common Stocks 515098101 3,149 59,570 SH Sole 25 59,570 Landstar System, Inc. Common Stocks 515098101 2,130 39,300 SH Defined 36 39,300 Landstar System, Inc. Common Stocks 515098101 546 10,335 SH Defined 45 10,335 Lantronix, Inc. Common Stocks 516548104 377 231,400 SH Defined 27 231,400 LaSalle Hotel Properties Common Stocks 517942108 749 30,700 SH Sole 25 30,700 LaSalle Hotel Properties Common Stocks 517942108 4,663 191,100 SH Defined 33 191,100 LaSalle Hotel Properties Common Stocks 517942108 505 20,700 SH Defined 36 20,700 LaSalle Hotel Properties Common Stocks 517942108 154 6,300 SH Defined 41 6,300 LaSalle Hotel Properties Common Stocks 517942108 798 32,700 SH Defined 49 32,700 Laserscope Common Stocks 518081104 113 4,100 SH Defined 28 4,100 Estee Lauder Cos., Inc. (The) Class A Common Stocks 518439104 3,151 45,000 SH Defined 3 45,000 Estee Lauder Cos., Inc. (The) Class A Common Stocks 518439104 457 9,500 SH Defined 4 9,500 Estee Lauder Cos., Inc. (The) Class A Common Stocks 518439104 7,419 152,100 SH Defined 6 152,100 Estee Lauder Cos., Inc. (The) Class A Common Stocks 518439104 8,102 166,100 SH Sole 25 166,100 Estee Lauder Cos., Inc. (The) Class A Common Stocks 518439104 1,195 24,500 SH Defined 26 24,500 Estee Lauder Cos., Inc. (The) Class A Common Stocks 518439104 673 13,800 SH Defined 28 13,800 Estee Lauder Cos., Inc. (The) Class A Common Stocks 518439104 1,432 21,900 SH Defined 52 21,900 Lawson Software, Inc. Common Stocks 520780107 1,269 179,300 SH Sole 25 179,300 Lawson Software, Inc. Common Stocks 520780107 25 3,500 SH Defined 36 3,500 Lawson Software, Inc. Common Stocks 520780107 841 118,800 SH Defined 58 118,800 Layne Christensen Co. Common Stocks 521050104 297 13,900 SH Defined 27 13,900 Lear Corp. Common Stocks 521865105 38 650 SH Defined 5 650 Lear Corp. Common Stocks 521865105 1,091 18,500 SH Defined 19 18,500 Lear Corp. Common Stocks 521865105 8,111 137,500 SH Sole 25 137,500 Lear Corp. Common Stocks 521865105 195 3,300 SH Defined 28 3,300 Lear Corp. Common Stocks 521865105 1,032 17,500 SH Defined 35 17,500 Lear Corp. Common Stocks 521865105 8,174 130,500 SH Defined 36 130,500 Lear Corp. Common Stocks 521865105 59 1,000 SH Defined 41 1,000 Leapfrog Enterprises, Inc. Common Stocks 52186N106 1,971 99,100 SH Defined 18 99,100 Leapfrog Enterprises, Inc. Common Stocks 52186N106 2,365 118,900 SH Sole 25 118,900 Lee Enterprises, Inc. Common Stocks 523768109 2,645 55,100 SH Defined 19 55,100 Lee Enterprises, Inc. Common Stocks 523768109 2,352 49,000 SH Sole 25 49,000 Lee Enterprises, Inc. Common Stocks 523768109 307 6,400 SH Defined 46 6,400 Lee Enterprises, Inc. Common Stocks 523768109 562 11,700 SH Defined 54 11,700 Leggett & Platt, Inc. Common Stocks 524660107 481 18,000 SH Defined 5 18,000 Leggett & Platt, Inc. Common Stocks 524660107 441 16,500 SH Sole 25 16,500 Leggett & Platt, Inc. Common Stocks 524660107 1,619 60,600 SH Defined 38 60,600 Legg Mason, Inc. Common Stocks 524901105 3,691 40,556 SH Sole 25 40,556 Legg Mason, Inc. Common Stocks 524901105 810 8,900 SH Defined 28 8,900 Legg Mason, Inc. Common Stocks 524901105 91 1,000 SH Defined 43 1,000 Legg Mason, Inc. Common Stocks 524901105 2,603 28,600 SH Defined 58 28,600 Legg Mason, Inc. Common Stocks 524901105 1,179 12,960 SH Defined 59 12,960 Lehman Brothers Holdings, Inc. Common Stocks 524908100 3,522 32,600 SH Defined 4 32,600 Lehman Brothers Holdings, Inc. Common Stocks 524908100 1,885 25,050 SH Defined 5 25,050 Lehman Brothers Holdings, Inc. Common Stocks 524908100 1,490 19,802 SH Defined 13 19,802 Lehman Brothers Holdings, Inc. Common Stocks 524908100 13,748 182,700 SH Sole 25 182,700 Lehman Brothers Holdings, Inc. Common Stocks 524908100 1,445 19,200 SH Defined 26 19,200 Lehman Brothers Holdings, Inc. Common Stocks 524908100 11,027 143,400 SH Defined 36 143,400 Lennar Corp. Class A Common Stocks 526057104 2,082 46,550 SH Defined 19 46,550 Lennar Corp. Class A Common Stocks 526057104 10,230 228,762 SH Sole 25 228,762 Lennar Corp. Class A Common Stocks 526057104 872 19,500 SH Defined 28 19,500 Lennar Corp. Class A Common Stocks 526057104 2,097 44,500 SH Defined 36 44,500 Lennar Corp. Class A Common Stocks 526057104 7,155 159,985 SH Defined 40 159,985 Lennar Corp. Class B Common Stocks 526057302 385 9,300 SH Defined 5 9,300 Lennar Corp. Class B Common Stocks 526057302 161 3,892 SH Sole 25 3,892 Lennar Corp. Class B Common Stocks 526057302 144 3,486 SH Defined 40 3,486 Lennox International, Inc. Common Stocks 526107107 2,043 112,900 SH Sole 25 112,900 Lennox International, Inc. Common Stocks 526107107 129 7,100 SH Defined 28 7,100 Lennox International, Inc. Common Stocks 526107107 861 47,552 SH Defined 30 47,552 Lennox International, Inc. Common Stocks 526107107 957 52,900 SH Defined 36 52,900 Leucadia National Corp. Common Stocks 527288104 199 4,000 SH Defined 28 4,000 Levitt Corp. Class A Common Stocks 52742P108 1,355 52,600 SH Sole 25 52,600 Lexington Corporate Properties Trust Common Stocks 529043101 251 12,600 SH Defined 36 12,600 Lexmark International, Inc. Common Stocks 529771107 10,891 112,824 SH Defined 12 112,824 Lexmark International, Inc. Common Stocks 529771107 933 9,669 SH Defined 13 9,669 Lexmark International, Inc. Common Stocks 529771107 14,919 154,556 SH Sole 25 154,556 Lexmark International, Inc. Common Stocks 529771107 212 2,200 SH Defined 35 2,200 Lexmark International, Inc. Common Stocks 529771107 87 900 SH Defined 43 900 Lexmark International, Inc. Common Stocks 529771107 1,590 16,470 SH Defined 59 16,470 Liberty Media Corp. Class A Common Stocks 530718105 317 35,300 SH Defined 5 35,300 Liberty Media Corp. Class A Common Stocks 530718105 362 40,220 SH Defined 14 40,220 Liberty Media Corp. Class A Common Stocks 530718105 9,564 1,063,840 SH Sole 25 1,063,840 Liberty Media Corp. Class A Common Stocks 530718105 801 89,100 SH Defined 28 89,100 Liberty Media Corp. Class A Common Stocks 530718105 1,038 86,150 SH Defined 51 86,150 Liberty Property Trust Common Stocks 531172104 16,144 401,500 SH Defined 1 401,500 Liberty Property Trust Common Stocks 531172104 4,672 116,200 SH Defined 33 116,200 Liberty Property Trust Common Stocks 531172104 16,687 415,000 SH Defined 49 415,000 LifePoint Hospitals, Inc. Common Stocks 53219L109 2,162 58,100 SH Sole 25 58,100 LifePoint Hospitals, Inc. Common Stocks 53219L109 2,475 66,500 SH Defined 66,500
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- LifePoint Hospitals, Inc. Common Stocks 53219L109 305 8,200 SH Defined 46 8,200 LifePoint Hospitals, Inc. Common Stocks 53219L109 1,038 27,900 SH Defined 53 27,900 LifePoint Hospitals, Inc. Common Stocks 53219L109 941 25,288 SH Defined 54 25,288 Ligand Pharmaceuticals, Inc. Class B Common Stocks 53220K207 3,773 217,100 SH Sole 25 217,100 Ligand Pharmaceuticals, Inc. Class B Common Stocks 53220K207 2,897 166,700 SH Defined 58 166,700 Eli Lilly & Co. Common Stocks 532457108 1,325 13,200 SH Defined 3 13,200 Eli Lilly & Co. Common Stocks 532457108 197 2,800 SH Defined 4 2,800 Eli Lilly & Co. Common Stocks 532457108 3,027 43,300 SH Defined 6 43,300 Eli Lilly & Co. Common Stocks 532457108 196 2,800 SH Defined 7 2,800 Eli Lilly & Co. Common Stocks 532457108 1,816 18,100 SH Defined 15 18,100 Eli Lilly & Co. Common Stocks 532457108 329 4,700 SH Defined 4,700 Eli Lilly & Co. Common Stocks 532457108 34,275 490,270 SH Sole 25 490,270 Eli Lilly & Co. Common Stocks 532457108 1,475 21,100 SH Defined 35 21,100 Eli Lilly & Co. Common Stocks 532457108 14,418 177,600 SH Defined 36 177,600 Eli Lilly & Co. Common Stocks 532457108 1,489 21,300 SH Defined 38 21,300 Eli Lilly & Co. Common Stocks 532457108 5,848 80,960 SH Defined 43 80,960 Eli Lilly & Co. Common Stocks 532457108 27,707 389,300 SH Defined 44 389,300 Eli Lilly & Co. Common Stocks 532457108 482 6,900 SH Defined 6,900 Eli Lilly & Co. Common Stocks 532457108 609 6,500 SH Defined 52 6,500 Eli Lilly & Co. Common Stocks 532457108 11,451 156,000 SH Defined 53 156,000 Eli Lilly & Co. Common Stocks 532457108 1,237 17,700 SH Defined 56 17,700 Eli Lilly & Co. Common Stocks 532457108 2,240 23,900 SH Defined 60 23,900 Ltd Brands Common Stocks 532716107 1,489 79,624 SH Sole 25 79,624 Ltd Brands Common Stocks 532716107 750 40,102 SH Defined 26 40,102 Ltd Brands Common Stocks 532716107 116 6,200 SH Defined 36 6,200 Ltd Brands Common Stocks 532716107 931 49,762 SH Defined 37 49,762 Lin TV Corp. Class A Common Stocks 532774106 1,948 91,900 SH Defined 19 91,900 Lin TV Corp. Class A Common Stocks 532774106 1,482 69,900 SH Sole 25 69,900 Lincare Holdings, Inc. Common Stocks 532791100 500 10,600 SH Defined 15 10,600 Lincare Holdings, Inc. Common Stocks 532791100 10,764 327,562 SH Sole 25 327,562 Lincare Holdings, Inc. Common Stocks 532791100 266 8,100 SH Defined 26 8,100 Lincare Holdings, Inc. Common Stocks 532791100 4,738 144,200 SH Defined 58 144,200 Lincoln Electric Holdings, Inc. Common Stocks 533900106 549 16,100 SH Sole 25 16,100 Lincoln Electric Holdings, Inc. Common Stocks 533900106 17 500 SH Defined 41 500 Lincoln National Corp. Common Stocks 534187109 1,947 28,700 SH Defined 4 28,700 Lincoln National Corp. Common Stocks 534187109 1,923 40,700 SH Defined 5 40,700 Lincoln National Corp. Common Stocks 534187109 779 12,300 SH Defined 7 12,300 Lincoln National Corp. Common Stocks 534187109 3,067 64,912 SH Defined 13 64,912 Lincoln National Corp. Common Stocks 534187109 11,628 246,100 SH Sole 25 246,100 Lincoln National Corp. Common Stocks 534187109 2,466 41,700 SH Defined 36 41,700 Lincoln National Corp. Common Stocks 534187109 10,757 216,900 SH Defined 53 216,900 Lincoln National Corp. Common Stocks 534187109 2,269 48,022 SH Defined 54 48,022 Linear Technology Corp. Common Stocks 535678106 408 7,200 SH Defined 15 7,200 Linear Technology Corp. Common Stocks 535678106 230 5,100 SH Defined 36 5,100 Linear Technology Corp. Common Stocks 535678106 2,637 66,800 SH Defined 38 66,800 Lions Gate Entertainment Corp. Common Stocks 535919203 369 52,900 SH Defined 46 52,900 Lions Gate Entertainment Corp. Common Stocks 535919203 699 100,200 SH Defined 54 100,200 Lithia Motors, Inc. Class A Common Stocks 536797103 1,891 76,300 SH Sole 25 76,300 Lithia Motors, Inc. Class A Common Stocks 536797103 297 12,000 SH Defined 28 12,000 Lithia Motors, Inc. Class A Common Stocks 536797103 1,036 41,817 SH Defined 30 41,817 Lithia Motors, Inc. Class A Common Stocks 536797103 761 30,700 SH Defined 36 30,700 Lithia Motors, Inc. Class A Common Stocks 536797103 112 4,500 SH Defined 41 4,500 Littelfuse, Inc. Common Stocks 537008104 619 14,600 SH Sole 25 14,600 Littelfuse, Inc. Common Stocks 537008104 106 2,500 SH Defined 28 2,500 Littelfuse, Inc. Common Stocks 537008104 1,038 24,480 SH Defined 36 24,480 Littelfuse, Inc. Common Stocks 537008104 72 1,700 SH Defined 41 1,700 Liz Claiborne, Inc. Common Stocks 539320101 424 8,200 SH Defined 4 8,200 Liz Claiborne, Inc. Common Stocks 539320101 198 5,500 SH Defined 5 5,500 Liz Claiborne, Inc. Common Stocks 539320101 489 13,598 SH Defined 13 13,598 Liz Claiborne, Inc. Common Stocks 539320101 2,403 66,800 SH Defined 19 66,800 Liz Claiborne, Inc. Common Stocks 539320101 2,281 63,400 SH Sole 25 63,400 Lo-Jack Corp. Common Stocks 539451104 197 22,400 SH Defined 39 22,400 Lockheed Martin Corp. Common Stocks 539830109 3,109 59,700 SH Defined 7 59,700 Lockheed Martin Corp. Common Stocks 539830109 2,332 44,772 SH Defined 13 44,772 Lockheed Martin Corp. Common Stocks 539830109 16,182 310,710 SH Sole 25 310,710 Lockheed Martin Corp. Common Stocks 539830109 557 10,700 SH Defined 35 10,700 Lockheed Martin Corp. Common Stocks 539830109 4,122 76,900 SH Defined 36 76,900 Lockheed Martin Corp. Common Stocks 539830109 20,554 379,870 SH Defined 43 379,870 Loews Corp. Common Stocks 540424108 2,746 45,800 SH Defined 7 45,800 Loews Corp. Common Stocks 540424108 2,295 38,271 SH Defined 13 38,271 Loews Corp. Common Stocks 540424108 6,838 114,050 SH Sole 25 114,050 Loews Corp. Common Stocks 540424108 422 5,250 SH Defined 51 5,250 Loews Corp. - Carolina Group Common Stocks 540424207 244 9,100 SH Defined 36 9,100 Lone Star Steakhouse & Saloon Common Stocks 542307103 250 9,200 SH Sole 25 9,200 Lone Star Steakhouse & Saloon Common Stocks 542307103 226 8,300 SH Defined 39 8,300 Lone Star Steakhouse & Saloon Common Stocks 542307103 223 8,200 SH Defined 46 8,200 Lone Star Steakhouse & Saloon Common Stocks 542307103 408 15,000 SH Defined 54 15,000 Lone Star Technologies, Inc. Common Stocks 542312103 295 10,700 SH Defined 36 10,700 Longs Drug Stores Corp. Common Stocks 543162101 3,447 144,400 SH Sole 25 144,400 Longs Drug Stores Corp. Common Stocks 543162101 3,162 132,480 SH Defined 30 132,480 Longs Drug Stores Corp. Common Stocks 543162101 - - SH Defined 60 Longview Fibre Co. Common Stocks 543213102 1,270 86,235 SH Sole 25 86,235 Longview Fibre Co. Common Stocks 543213102 935 63,500 SH Defined 36 63,500 Longview Fibre Co. Common Stocks 543213102 1,643 111,525 SH Defined 48 111,525 Longview Fibre Co. Common Stocks 543213102 227 11,500 SH Defined 60 11,500 Louisiana-Pacific Corp. Common Stocks 546347105 523 16,500 SH Defined 7 16,500 Louisiana-Pacific Corp. Common Stocks 546347105 410 17,325 SH Defined 13 17,325 Louisiana-Pacific Corp. Common Stocks 546347105 18,166 768,100 SH Sole 25 768,100 Louisiana-Pacific Corp. Common Stocks 546347105 534 22,600 SH Defined 26 22,600 Louisiana-Pacific Corp. Common Stocks 546347105 4,162 175,970 SH Defined 30 175,970 Louisiana-Pacific Corp. Common Stocks 546347105 4,445 187,200 SH Defined 36 187,200 Louisiana-Pacific Corp. Common Stocks 546347105 1,360 57,500 SH Defined 41 57,500 Lowe's Cos., Inc. Common Stocks 548661107 1,267 16,800 SH Defined 15 16,800 Lowe's Cos., Inc. Common Stocks 548661107 15,435 293,716 SH Sole 25 293,716 Lowe's Cos., Inc. Common Stocks 548661107 977 18,600 SH Defined 35 18,600 Lowe's Cos., Inc. Common Stocks 548661107 3,310 49,000 SH Defined 36 49,000 Lowe's Cos., Inc. Common Stocks 548661107 13,105 249,379 SH Defined 40 249,379 Lubrizol Corp. Common Stocks 549271104 1,293 24,600 SH Defined 4 24,600 Lubrizol Corp. Common Stocks 549271104 1,362 37,200 SH Defined 5 37,200 Lubrizol Corp. Common Stocks 549271104 1,639 44,762 SH Defined 13 44,762 Lubrizol Corp. Common Stocks 549271104 4,969 135,700 SH Sole 25 135,700 Lubrizol Corp. Common Stocks 549271104 205 5,600 SH Defined 28 5,600 Lubrizol Corp. Common Stocks 549271104 2,541 69,400 SH Defined 36 69,400 Lucent Technologies, Inc. Common Stocks 549463107 414 76,300 SH Defined 4 76,300 Lucent Technologies, Inc. Common Stocks 549463107 1,624 429,600 SH Defined 5 429,600 Lucent Technologies, Inc. Common Stocks 549463107 2,183 577,600 SH Sole 25 577,600 Luminent Mortgage Capital, Inc. Common Stocks 550278303 306 25,500 SH Defined 46 25,500 Luxottica Group SpA - ADR Common Stocks 55068R202 2,643 156,400 SH Sole 25 156,400 Lyondell Chemical Co. Common Stocks 552078107 31 1,800 SH Defined 5 1,800 Lyondell Chemical Co. Common Stocks 552078107 515 29,600 SH Sole 25 29,600 M&F Worldwide Corp. Common Stocks 552541104 100 7,300 SH Defined 30 7,300 MBIA, Inc. Common Stocks 55262C100 849 10,350 SH Defined 4 10,350 MBIA, Inc. Common Stocks 55262C100 891 15,605 SH Defined 5 15,605 MBIA, Inc. Common Stocks 55262C100 1,207 21,125 SH Sole 25 21,125 MBIA, Inc. Common Stocks 55262C100 760 13,300 SH Defined 35 13,300 MBNA Corp. Common Stocks 55262L100 3,854 104,100 SH Defined 4 104,100 MBNA Corp. Common Stocks 55262L100 1,810 70,200 SH Defined 5 70,200 MBNA Corp. Common Stocks 55262L100 4,687 173,750 SH Defined 7 173,750 MBNA Corp. Common Stocks 55262L100 12,937 501,637 SH Defined 12 501,637 MBNA Corp. Common Stocks 55262L100 1,995 77,372 SH Defined 13 77,372 MBNA Corp. Common Stocks 55262L100 52,285 2,027,347 SH Sole 25 2,027,347 MBNA Corp. Common Stocks 55262L100 3,959 153,521 SH Defined 26 153,521 MBNA Corp. Common Stocks 55262L100 2,428 94,150 SH Defined 34 94,150 MBNA Corp. Common Stocks 55262L100 330 12,800 SH Defined 35 12,800 MBNA Corp. Common Stocks 55262L100 22,365 808,200 SH Defined 36 808,200 MBNA Corp. Common Stocks 55262L100 4,304 160,700 SH Defined 43 160,700 MB Financial Corp. Common Stocks 55264U108 278 7,550 SH Sole 25 7,550 MB Financial Corp. Common Stocks 55264U108 81 2,200 SH Defined 28 2,200 MB Financial Corp. Common Stocks 55264U108 439 11,915 SH Defined 36 11,915 MDC Holdings, Inc. Common Stocks 552676108 3,131 49,216 SH Sole 25 49,216 MDC Holdings, Inc. Common Stocks 552676108 561 8,827 SH Defined 28 8,827
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- MDC Holdings, Inc. Common Stocks 552676108 3,444 54,140 SH Defined 36 54,140 MDC Holdings, Inc. Common Stocks 552676108 4,989 78,429 SH Defined 40 78,429 MDU Resources Group, Inc. Common Stocks 552690109 1,748 72,725 SH Sole 25 72,725 MDU Resources Group, Inc. Common Stocks 552690109 274 11,400 SH Defined 28 11,400 MDU Resources Group, Inc. Common Stocks 552690109 2,554 106,300 SH Defined 36 106,300 MDU Resources Group, Inc. Common Stocks 552690109 76 3,150 SH Defined 41 3,150 MEMC Electronic Materials, Inc. Common Stocks 552715104 1,240 125,500 SH Defined 19 125,500 MEMC Electronic Materials, Inc. Common Stocks 552715104 223 22,620 SH Defined 28 22,620 MGIC Investment Corp. Common Stocks 552848103 1,786 16,400 SH Defined 4 16,400 MGIC Investment Corp. Common Stocks 552848103 1,711 22,550 SH Defined 5 22,550 MGIC Investment Corp. Common Stocks 552848103 4,245 55,962 SH Sole 25 55,962 MGIC Investment Corp. Common Stocks 552848103 1,009 13,300 SH Defined 34 13,300 MGIC Investment Corp. Common Stocks 552848103 3,582 47,217 SH Defined 54 47,217 MGIC Investment Corp. Common Stocks 552848103 520 6,850 SH Defined 59 6,850 MGI Pharma, Inc. Common Stocks 552880106 389 14,400 SH Defined 28 14,400 MGM Mirage Common Stocks 552953101 6,185 128,500 SH Defined 7 128,500 MGM Mirage Common Stocks 552953101 5,900 125,700 SH Sole 25 125,700 MGM Mirage Common Stocks 552953101 432 9,200 SH Defined 28 9,200 M/I Homes, Inc. Common Stocks 55305B101 520 12,800 SH Sole 25 12,800 M/I Homes, Inc. Common Stocks 55305B101 215 5,300 SH Defined 28 5,300 M/I Homes, Inc. Common Stocks 55305B101 318 7,830 SH Defined 30 7,830 M/I Homes, Inc. Common Stocks 55305B101 20 500 SH Defined 36 500 MKS Instruments, Inc. Common Stocks 55306N104 876 38,400 SH Defined 17 38,400 MKS Instruments, Inc. Common Stocks 55306N104 1,474 64,600 SH Sole 25 64,600 MKS Instruments, Inc. Common Stocks 55306N104 192 8,400 SH Defined 41 8,400 MPS Group, Inc. Common Stocks 553409103 6 459 SH Defined 13 459 MPS Group, Inc. Common Stocks 553409103 5,507 454,400 SH Defined 17 454,400 MPS Group, Inc. Common Stocks 553409103 8,855 730,600 SH Sole 25 730,600 MPS Group, Inc. Common Stocks 553409103 195 16,100 SH Defined 28 16,100 MPS Group, Inc. Common Stocks 553409103 492 40,586 SH Defined 30 40,586 MPS Group, Inc. Common Stocks 553409103 450 37,140 SH Defined 59 37,140 MRO Software, Inc. Common Stocks 55347W105 40 2,921 SH Sole 25 2,921 MRO Software, Inc. Common Stocks 55347W105 89 6,575 SH Defined 36 6,575 MSC Industrial Direct Co. Class A Common Stocks 553530106 706 21,500 SH Defined 28 21,500 MSC.Software Corp. Common Stocks 553531104 713 79,700 SH Defined 19 79,700 MSC.Software Corp. Common Stocks 553531104 861 96,200 SH Sole 25 96,200 MSC.Software Corp. Common Stocks 553531104 89 9,900 SH Defined 28 9,900 MSC.Software Corp. Common Stocks 553531104 160 17,900 SH Defined 46 17,900 MSC.Software Corp. Common Stocks 553531104 291 32,500 SH Defined 54 32,500 M T R Gaming Group, Inc. Common Stocks 553769100 155 14,200 SH Sole 25 14,200 M T R Gaming Group, Inc. Common Stocks 553769100 260 23,700 SH Defined 36 23,700 MTS Systems Corp. Common Stocks 553777103 783 33,400 SH Sole 25 33,400 MTS Systems Corp. Common Stocks 553777103 199 8,500 SH Defined 30 8,500 MTS Systems Corp. Common Stocks 553777103 122 5,200 SH Defined 41 5,200 MTS Systems Corp. Common Stocks 553777103 164 7,000 SH Defined 46 7,000 MTS Systems Corp. Common Stocks 553777103 300 12,800 SH Defined 54 12,800 Macatawa Bank Corp. Common Stocks 554225102 217 7,900 SH Defined 46 7,900 Macatawa Bank Corp. Common Stocks 554225102 396 14,400 SH Defined 54 14,400 MacDermid, Inc. Common Stocks 554273102 27 800 SH Defined 28 800 Macerich Co. (The) Common Stocks 554382101 9,694 202,500 SH Defined 1 202,500 Macerich Co. (The) Common Stocks 554382101 2,696 56,312 SH Defined 13 56,312 Macerich Co. (The) Common Stocks 554382101 18,262 381,500 SH Defined 33 381,500 Macerich Co. (The) Common Stocks 554382101 43 900 SH Defined 41 900 Mack-Cali Realty Corp. Common Stocks 554489104 10,676 258,000 SH Sole 25 258,000 Mack-Cali Realty Corp. Common Stocks 554489104 1,649 39,850 SH Defined 30 39,850 Mack-Cali Realty Corp. Common Stocks 554489104 12,186 294,500 SH Defined 33 294,500 Mack-Cali Realty Corp. Common Stocks 554489104 298 7,200 SH Defined 36 7,200 Mack-Cali Realty Corp. Common Stocks 554489104 22,664 547,700 SH Defined 49 547,700 Macrovision Corp. Common Stocks 555904101 4,194 167,574 SH Sole 25 167,574 Macrovision Corp. Common Stocks 555904101 235 9,400 SH Defined 28 9,400 Macrovision Corp. Common Stocks 555904101 2,712 108,332 SH Defined 48 108,332 Macrovision Corp. Common Stocks 555904101 1,875 74,900 SH Defined 58 74,900 Macromedia, Inc. Common Stocks 556100105 1,829 74,500 SH Defined 6 74,500 Macromedia, Inc. Common Stocks 556100105 5,708 232,500 SH Sole 25 232,500 Macromedia, Inc. Common Stocks 556100105 527 16,000 SH Defined 52 16,000 Macromedia, Inc. Common Stocks 556100105 2,462 100,300 SH Defined 58 100,300 Steven Madden, Ltd. Common Stocks 556269108 76 3,800 SH Defined 28 3,800 Magellan Health Services, Inc./New Common Stocks 559079207 4,292 128,300 SH Sole 25 128,300 Magellan Health Services, Inc./New Common Stocks 559079207 3,449 103,100 SH Defined 58 103,100 Magna Entertainment Corp. Class A Common Stocks 559211107 528 69,400 SH Defined 27 69,400 Magna International, Inc. Class A Common Stocks 559222401 379 3,100 SH Defined 4 3,100 Magna International, Inc. Class A Common Stocks 559222401 715 8,400 SH Defined 5 8,400 Magna International, Inc. Class A Common Stocks 559222401 1,133 13,300 SH Sole 25 13,300 Magna International, Inc. Class A Common Stocks 559222401 94 1,100 SH Defined 43 1,100 Magnetek, Inc. Common Stocks 559424106 1,707 204,650 SH Sole 25 204,650 Magnum Hunter Resources, Inc. Common Stocks 55972F203 653 62,900 SH Sole 25 62,900 Magnum Hunter Resources, Inc. Common Stocks 55972F203 461 44,400 SH Defined 28 44,400 Magnum Hunter Resources, Inc. Common Stocks 55972F203 266 25,600 SH Defined 41 25,600 Maguire Properties, Inc. Common Stocks 559775101 1,771 71,500 SH Sole 25 71,500 Maguire Properties, Inc. Common Stocks 559775101 345 10,400 SH Defined 60 10,400 Matav Magyar Tavkozlesi Rt - ADR Common Stocks 559776109 412 20,300 SH Sole 25 20,300 Matav Magyar Tavkozlesi Rt - ADR Common Stocks 559776109 565 27,800 SH Defined 29 27,800 Main Street Banks, Inc. Common Stocks 56034R102 45 1,600 SH Sole 25 1,600 MainSource Financial Group, Inc. Common Stocks 56062Y102 43 2,100 SH Sole 25 2,100 Mandalay Resort Group Common Stocks 562567107 20,666 301,078 SH Sole 25 301,078 Mandalay Resort Group Common Stocks 562567107 9,816 143,000 SH Defined 26 143,000 Mandalay Resort Group Common Stocks 562567107 7,950 115,817 SH Defined 40 115,817 Manitowoc Co. Common Stocks 563571108 1,682 49,700 SH Defined 18 49,700 Manitowoc Co. Common Stocks 563571108 1,364 40,300 SH Sole 25 40,300 Manor Care, Inc. Common Stocks 564055101 4,310 131,900 SH Sole 25 131,900 Manor Care, Inc. Common Stocks 564055101 1,183 36,200 SH Defined 26 36,200 Manor Care, Inc. Common Stocks 564055101 59 1,800 SH Defined 28 1,800 Manor Care, Inc. Common Stocks 564055101 2,366 72,400 SH Defined 36 72,400 Manor Care, Inc. Common Stocks 564055101 525 16,060 SH Defined 59 16,060 Manpower, Inc. Common Stocks 56418H100 569 11,200 SH Sole 25 11,200 Manpower, Inc. Common Stocks 56418H100 523 10,300 SH Defined 28 10,300 Manpower, Inc. Common Stocks 56418H100 1,148 22,610 SH Defined 59 22,610 Mantech International Corp. Class A Common Stocks 564563104 167 8,900 SH Sole 25 8,900 Mantech International Corp. Class A Common Stocks 564563104 175 9,300 SH Defined 28 9,300 Mantech International Corp. Class A Common Stocks 564563104 351 18,702 SH Defined 54 18,702 Manufactured Home Communities, Inc. Common Stocks 564682102 1,575 47,450 SH Sole 25 47,450 Manufactured Home Communities, Inc. Common Stocks 564682102 246 7,400 SH Defined 46 7,400 Manufactured Home Communities, Inc. Common Stocks 564682102 455 13,700 SH Defined 54 13,700 MAPICS, Inc. Common Stocks 564910107 240 22,700 SH Sole 25 22,700 MAPICS, Inc. Common Stocks 564910107 40 2,900 SH Defined 27 2,900 Manulife Financial Corp. Common Stocks 56501R106 821 14,123 SH Defined 4 14,123 Manulife Financial Corp. Common Stocks 56501R106 978 24,148 SH Defined 5 24,148 Manulife Financial Corp. Common Stocks 56501R106 360 6,200 SH Defined 23 6,200 Manulife Financial Corp. Common Stocks 56501R106 1,356 33,471 SH Sole 25 33,471 Mapinfo Corp. Common Stocks 565105103 60 5,640 SH Defined 28 5,640 Marathon Oil Corp. Common Stocks 565849106 2,227 41,000 SH Defined 4 41,000 Marathon Oil Corp. Common Stocks 565849106 2,441 64,500 SH Defined 5 64,500 Marathon Oil Corp. Common Stocks 565849106 8,045 206,550 SH Defined 7 206,550 Marathon Oil Corp. Common Stocks 565849106 9,143 241,624 SH Defined 12 241,624 Marathon Oil Corp. Common Stocks 565849106 4,176 110,365 SH Defined 13 110,365 Marathon Oil Corp. Common Stocks 565849106 63,014 1,665,262 SH Sole 25 1,665,262 Marathon Oil Corp. Common Stocks 565849106 3,578 94,568 SH Defined 26 94,568 Marathon Oil Corp. Common Stocks 565849106 14,289 361,058 SH Defined 32 361,058 Marathon Oil Corp. Common Stocks 565849106 447 11,800 SH Defined 36 11,800 Marathon Oil Corp. Common Stocks 565849106 9,178 242,547 SH Defined 54 242,547 Marcus Corp. Common Stocks 566330106 126 7,300 SH Defined 30 7,300 Marcus Corp. Common Stocks 566330106 47 2,700 SH Defined 36 2,700 MarineMax, Inc. Common Stocks 567908108 660 23,000 SH Sole 25 23,000 MarineMax, Inc. Common Stocks 567908108 1,078 37,600 SH Defined 36 37,600 MarineMax, Inc. Common Stocks 567908108 235 6,100 SH Defined 60 6,100 Markel Corp. Common Stocks 570535104 6,938 25,000 SH Sole 25 25,000 Markel Corp. Common Stocks 570535104 5,647 20,350 SH Defined 58 20,350 Marlin Business Services, Inc. Common Stocks 571157106 215 14,300 SH Defined 28 14,300 Marsh & McLennan Cos., Inc. Common Stocks 571748102 462 7,600 SH Defined 7 7,600 Marsh & McLennan Cos., Inc. Common Stocks 571748102 1,201 26,456 SH Defined 13 26,456 Marsh & McLennan Cos., Inc. Common Stocks 571748102 560 12,350 SH Defined 14 12,350
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Marsh & McLennan Cos., Inc. Common Stocks 571748102 2,404 52,970 SH Sole 25 52,970 Marsh & McLennan Cos., Inc. Common Stocks 571748102 1,584 34,900 SH Defined 38 34,900 Marsh & McLennan Cos., Inc. Common Stocks 571748102 2,496 52,960 SH Defined 43 52,960 Marriott International, Inc. Class A Common Stocks 571903202 3,015 42,100 SH Defined 3 42,100 Marriott International, Inc. Class A Common Stocks 571903202 444 8,900 SH Defined 4 8,900 Marriott International, Inc. Class A Common Stocks 571903202 7,073 141,800 SH Defined 6 141,800 Marriott International, Inc. Class A Common Stocks 571903202 19,867 398,300 SH Sole 25 398,300 Marriott International, Inc. Class A Common Stocks 571903202 11,502 226,500 SH Defined 44 226,500 Marriott International, Inc. Class A Common Stocks 571903202 1,371 20,500 SH Defined 52 20,500 Marriott International, Inc. Class A Common Stocks 571903202 13,674 250,490 SH Defined 59 250,490 Marriott International, Inc. Class A Common Stocks 571903202 930 13,900 SH Defined 60 13,900 Martek Biosciences Corp. Common Stocks 572901106 6,749 120,150 SH Sole 25 120,150 Martek Biosciences Corp. Common Stocks 572901106 225 4,000 SH Defined 28 4,000 Martek Biosciences Corp. Common Stocks 572901106 3,044 54,200 SH Defined 54,200 Martek Biosciences Corp. Common Stocks 572901106 1,010 17,985 SH Defined 45 17,985 Martek Biosciences Corp. Common Stocks 572901106 1,275 22,700 SH Defined 53 22,700 Marten Transport, Ltd. Common Stocks 573075108 93 5,000 SH Defined 28 5,000 Martin Marietta Materials, Inc. Common Stocks 573284106 528 8,300 SH Defined 4 8,300 Martin Marietta Materials, Inc. Common Stocks 573284106 1,073 24,200 SH Defined 5 24,200 Martin Marietta Materials, Inc. Common Stocks 573284106 5,528 124,700 SH Sole 25 124,700 Martin Marietta Materials, Inc. Common Stocks 573284106 780 17,600 SH Defined 36 17,600 Martin Marietta Materials, Inc. Common Stocks 573284106 3,272 73,800 SH Defined 58 73,800 Martin Midstream Partners, LP Common Stocks 573331105 1,054 37,650 SH Defined 19 37,650 Marvel Enterprises, Inc. Common Stocks 57383M108 2,475 126,800 SH Sole 25 126,800 Marvel Enterprises, Inc. Common Stocks 57383M108 1,505 77,100 SH Defined 58 77,100 Masco Corp. Common Stocks 574599106 2,636 58,900 SH Defined 4 58,900 Masco Corp. Common Stocks 574599106 1,755 56,300 SH Defined 5 56,300 Masco Corp. Common Stocks 574599106 7,350 232,500 SH Defined 7 232,500 Masco Corp. Common Stocks 574599106 15,783 506,200 SH Sole 25 506,200 Masco Corp. Common Stocks 574599106 546 17,500 SH Defined 35 17,500 Masco Corp. Common Stocks 574599106 1,759 56,400 SH Defined 36 56,400 Masco Corp. Common Stocks 574599106 6,092 188,030 SH Defined 43 188,030 Massey Energy Co. Common Stocks 576206106 1,196 42,400 SH Sole 25 42,400 Massey Energy Co. Common Stocks 576206106 2,099 74,400 SH Defined 36 74,400 Matria Healthcare, Inc. Common Stocks 576817209 183 7,300 SH Sole 25 7,300 Matria Healthcare, Inc. Common Stocks 576817209 25 1,000 SH Defined 36 1,000 Matria Healthcare, Inc. Common Stocks 576817209 163 6,500 SH Defined 39 6,500 Matrix Service Co. Common Stocks 576853105 1,327 145,044 SH Sole 25 145,044 MatrixOne, Inc. Common Stocks 57685P304 1,680 243,100 SH Defined 17 243,100 MatrixOne, Inc. Common Stocks 57685P304 2,522 365,000 SH Sole 25 365,000 Mattel, Inc. Common Stocks 577081102 250 13,700 SH Defined 14 13,700 Mattel, Inc. Common Stocks 577081102 969 53,100 SH Sole 25 53,100 Mattel, Inc. Common Stocks 577081102 190 10,400 SH Defined 35 10,400 Mattson Technology, Inc. Common Stocks 577223100 251 20,900 SH Defined 46 20,900 Mattson Technology, Inc. Common Stocks 577223100 457 38,000 SH Defined 54 38,000 Maxtor Corp. Common Stocks 577729205 2,339 352,800 SH Defined 18 352,800 Maxtor Corp. Common Stocks 577729205 1,392 210,000 SH Defined 19 210,000 Maxtor Corp. Common Stocks 577729205 3,161 476,800 SH Sole 25 476,800 Maxim Integrated Products Common Stocks 57772K101 90 1,724 SH Defined 12 1,724 Maxim Integrated Products Common Stocks 57772K101 8 152 SH Defined 13 152 Maxim Integrated Products Common Stocks 57772K101 36,689 699,900 SH Sole 25 699,900 Maxim Integrated Products Common Stocks 57772K101 13,372 255,100 SH Defined 26 255,100 Maxim Integrated Products Common Stocks 57772K101 8,718 151,500 SH Defined 36 151,500 Maxim Integrated Products Common Stocks 57772K101 25,937 486,000 SH Defined 44 486,000 Maxim Integrated Products Common Stocks 57772K101 1,908 36,400 SH Defined 56 36,400 Maxim Integrated Products Common Stocks 57772K101 2,094 29,800 SH Defined 60 29,800 Maxygen, Inc. Common Stocks 577776107 177 16,700 SH Sole 25 16,700 Maxygen, Inc. Common Stocks 577776107 238 22,500 SH Defined 36 22,500 May Department Stores Co. (The) Common Stocks 577778103 2,222 56,300 SH Defined 4 56,300 May Department Stores Co. (The) Common Stocks 577778103 1,716 62,410 SH Defined 5 62,410 May Department Stores Co. (The) Common Stocks 577778103 13,440 488,895 SH Defined 12 488,895 May Department Stores Co. (The) Common Stocks 577778103 4,250 154,609 SH Defined 13 154,609 May Department Stores Co. (The) Common Stocks 577778103 22,878 832,212 SH Sole 25 832,212 May Department Stores Co. (The) Common Stocks 577778103 3,636 119,600 SH Defined 36 119,600 Maverick Tube Corp. Common Stocks 577914104 1,589 60,500 SH Sole 25 60,500 Maverick Tube Corp. Common Stocks 577914104 1,489 56,700 SH Defined 56,700 Maverick Tube Corp. Common Stocks 577914104 620 23,600 SH Defined 53 23,600 Maverick Tube Corp. Common Stocks 577914104 382 14,555 SH Defined 54 14,555 Maytag Corp. Common Stocks 578592107 346 14,100 SH Defined 5 14,100 Maytag Corp. Common Stocks 578592107 1,630 66,500 SH Defined 19 66,500 Maytag Corp. Common Stocks 578592107 1,471 60,000 SH Sole 25 60,000 McClatchy Co. Class A Common Stocks 579489105 2,390 34,075 SH Defined 19 34,075 McClatchy Co. Class A Common Stocks 579489105 4,265 60,800 SH Sole 25 60,800 McClatchy Co. Class A Common Stocks 579489105 900 12,826 SH Defined 30 12,826 McCormick & Co., Inc. Common Stocks 579780206 682 20,060 SH Defined 59 20,060 McDermott International, Inc. Common Stocks 580037109 904 89,000 SH Sole 25 89,000 McDonald's Corp. Common Stocks 580135101 4,036 111,400 SH Defined 4 111,400 McDonald's Corp. Common Stocks 580135101 3,064 117,850 SH Defined 5 117,850 McDonald's Corp. Common Stocks 580135101 7,467 287,200 SH Defined 6 287,200 McDonald's Corp. Common Stocks 580135101 6,787 257,000 SH Defined 7 257,000 McDonald's Corp. Common Stocks 580135101 656 25,243 SH Defined 13 25,243 McDonald's Corp. Common Stocks 580135101 494 19,000 SH Defined 14 19,000 McDonald's Corp. Common Stocks 580135101 49,970 1,921,927 SH Sole 25 1,921,927 McDonald's Corp. Common Stocks 580135101 3,994 153,600 SH Defined 26 153,600 McDonald's Corp. Common Stocks 580135101 1,492 57,400 SH Defined 34 57,400 McDonald's Corp. Common Stocks 580135101 632 24,300 SH Defined 35 24,300 McDonald's Corp. Common Stocks 580135101 20,237 727,400 SH Defined 36 727,400 McDonald's Corp. Common Stocks 580135101 6,068 224,580 SH Defined 43 224,580 McDonald's Corp. Common Stocks 580135101 11,526 435,400 SH Defined 44 435,400 McDonald's Corp. Common Stocks 580135101 1,450 41,600 SH Defined 52 41,600 McDonald's Corp. Common Stocks 580135101 5,438 209,172 SH Defined 54 209,172 McDonald's Corp. Common Stocks 580135101 934 26,800 SH Defined 60 26,800 Mcgrath Rentcorp Common Stocks 580589109 126 3,400 SH Sole 25 3,400 Mcgrath Rentcorp Common Stocks 580589109 22 600 SH Defined 41 600 McGraw-Hill Cos., Inc. (The) Class C Common Stocks 580645109 6,696 86,450 SH Defined 7 86,450 McGraw-Hill Cos., Inc. (The) Class C Common Stocks 580645109 16,623 217,098 SH Defined 12 217,098 McGraw-Hill Cos., Inc. (The) Class C Common Stocks 580645109 2,590 33,825 SH Defined 13 33,825 McGraw-Hill Cos., Inc. (The) Class C Common Stocks 580645109 30,203 394,455 SH Sole 25 394,455 McKesson Corp. Common Stocks 58155Q103 1,237 25,100 SH Defined 3 25,100 McKesson Corp. Common Stocks 58155Q103 591 13,600 SH Defined 4 13,600 McKesson Corp. Common Stocks 58155Q103 271 7,900 SH Defined 5 7,900 McKesson Corp. Common Stocks 58155Q103 2,915 84,900 SH Defined 6 84,900 McKesson Corp. Common Stocks 58155Q103 3,900 113,600 SH Defined 7 113,600 McKesson Corp. Common Stocks 58155Q103 16,123 469,660 SH Sole 25 469,660 McKesson Corp. Common Stocks 58155Q103 1,357 38,600 SH Defined 36 38,600 McKesson Corp. Common Stocks 58155Q103 566 12,300 SH Defined 52 12,300 McKesson Corp. Common Stocks 58155Q103 19,479 527,627 SH Defined 59 527,627 Meadowbrook Insurance Group, Inc. Common Stocks 58319P108 332 62,600 SH Defined 46 62,600 Meadowbrook Insurance Group, Inc. Common Stocks 58319P108 603 113,800 SH Defined 54 113,800 MeadWestvaco Corp. Common Stocks 583334107 1,004 23,800 SH Defined 4 23,800 MeadWestvaco Corp. Common Stocks 583334107 1,175 39,968 SH Defined 5 39,968 MeadWestvaco Corp. Common Stocks 583334107 2,227 75,762 SH Defined 13 75,762 MeadWestvaco Corp. Common Stocks 583334107 2,498 85,000 SH Sole 25 85,000 Measurement Specialties, Inc. Common Stocks 583421102 1,248 57,756 SH Sole 25 57,756 Measurement Specialties, Inc. Common Stocks 583421102 646 23,200 SH Defined 27 23,200 Measurement Specialties, Inc. Common Stocks 583421102 1,553 71,894 SH Defined 71,894 Measurement Specialties, Inc. Common Stocks 583421102 645 29,850 SH Defined 53 29,850 Medarex, Inc. Common Stocks 583916101 1,849 253,600 SH Defined 17 253,600 Medarex, Inc. Common Stocks 583916101 2,638 361,800 SH Sole 25 361,800 Medarex, Inc. Common Stocks 583916101 223 30,600 SH Defined 46 30,600 Medarex, Inc. Common Stocks 583916101 406 55,700 SH Defined 54 55,700 Medcath Corp. Common Stocks 58404W109 160 8,000 SH Sole 25 8,000 Medcath Corp. Common Stocks 58404W109 262 13,100 SH Defined 36 13,100 Medco Health Solutions, Inc. Common Stocks 58405U102 345 6,400 SH Defined 3 6,400 Medco Health Solutions, Inc. Common Stocks 58405U102 52 1,400 SH Defined 4 1,400 Medco Health Solutions, Inc. Common Stocks 58405U102 5,471 145,900 SH Sole 25 145,900 Medco Health Solutions, Inc. Common Stocks 58405U102 7,872 192,800 SH Defined 36 192,800 Media General, Inc. Class A Common Stocks 584404107 430 6,700 SH Sole 25 6,700 Media General, Inc. Class A Common Stocks 584404107 1,426 22,200 SH Defined 36 22,200 Mediacom Communications Corp. Common Stocks 58446K105 189 24,200 SH Sole 25 24,200 Mediacom Communications Corp. Common Stocks 58446K105 400 51,169 SH Defined 54 51,169
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Medicis Pharmaceutical Class A Common Stocks 584690309 2,357 59,000 SH Defined 17 59,000 Medicis Pharmaceutical Class A Common Stocks 584690309 8,676 217,176 SH Sole 25 217,176 MedQuist, Inc. Common Stocks 584949101 151 13,200 SH Sole 25 13,200 MedQuist, Inc. Common Stocks 584949101 32 2,800 SH Defined 41 2,800 Medtronic, Inc. Common Stocks 585055106 2,913 59,797 SH Defined 12 59,797 Medtronic, Inc. Common Stocks 585055106 250 5,124 SH Defined 13 5,124 Medtronic, Inc. Common Stocks 585055106 629 9,000 SH Defined 15 9,000 Medtronic, Inc. Common Stocks 585055106 287 5,900 SH Defined 5,900 Medtronic, Inc. Common Stocks 585055106 45,258 928,931 SH Sole 25 928,931 Medtronic, Inc. Common Stocks 585055106 17,373 324,000 SH Defined 36 324,000 Medtronic, Inc. Common Stocks 585055106 8,594 176,400 SH Defined 40 176,400 Medtronic, Inc. Common Stocks 585055106 44 900 SH Defined 43 900 Medtronic, Inc. Common Stocks 585055106 23,098 465,675 SH Defined 44 465,675 Medtronic, Inc. Common Stocks 585055106 419 8,600 SH Defined 8,600 Medtronic, Inc. Common Stocks 585055106 2,738 56,200 SH Defined 50 56,200 Medtronic, Inc. Common Stocks 585055106 1,868 28,600 SH Defined 60 28,600 Mellon Financial Corp. Common Stocks 58551A108 9,646 328,890 SH Sole 25 328,890 Mellon Financial Corp. Common Stocks 58551A108 111 3,785 SH Defined 39 3,785 Mellon Financial Corp. Common Stocks 58551A108 17,966 589,530 SH Defined 43 589,530 Men's Wearhouse, Inc. Common Stocks 587118100 470 17,800 SH Defined 30 17,800 Mentor Graphics Corp. Common Stocks 587200106 1,468 94,882 SH Sole 25 94,882 Mentor Graphics Corp. Common Stocks 587200106 2,223 143,681 SH Defined 48 143,681 Mercer Insurance Group, Inc. Common Stocks 587902107 677 43,500 SH Defined 27 43,500 Merck & Co., Inc. Common Stocks 589331107 961 14,100 SH Defined 4 14,100 Merck & Co., Inc. Common Stocks 589331107 4,180 88,000 SH Defined 5 88,000 Merck & Co., Inc. Common Stocks 589331107 5,814 122,400 SH Defined 7 122,400 Merck & Co., Inc. Common Stocks 589331107 25,369 534,074 SH Defined 12 534,074 Merck & Co., Inc. Common Stocks 589331107 12,084 254,390 SH Defined 13 254,390 Merck & Co., Inc. Common Stocks 589331107 508 10,700 SH Defined 10,700 Merck & Co., Inc. Common Stocks 589331107 106,789 2,248,183 SH Sole 25 2,248,183 Merck & Co., Inc. Common Stocks 589331107 16,597 349,400 SH Defined 26 349,400 Merck & Co., Inc. Common Stocks 589331107 789 16,600 SH Defined 35 16,600 Merck & Co., Inc. Common Stocks 589331107 33,750 663,400 SH Defined 36 663,400 Merck & Co., Inc. Common Stocks 589331107 2,142 45,100 SH Defined 38 45,100 Merck & Co., Inc. Common Stocks 589331107 133 2,810 SH Defined 39 2,810 Merck & Co., Inc. Common Stocks 589331107 6,493 132,490 SH Defined 43 132,490 Merck & Co., Inc. Common Stocks 589331107 765 16,100 SH Defined 16,100 Merck & Co., Inc. Common Stocks 589331107 11,699 234,600 SH Defined 53 234,600 Merck & Co., Inc. Common Stocks 589331107 2,926 61,600 SH Defined 54 61,600 Mercury General Corp. Common Stocks 589400100 1,826 36,776 SH Defined 13 36,776 Mercury General Corp. Common Stocks 589400100 2,105 42,400 SH Sole 25 42,400 Mercury General Corp. Common Stocks 589400100 154 3,100 SH Defined 28 3,100 Mercury General Corp. Common Stocks 589400100 268 5,400 SH Defined 41 5,400 Mercury Interactive Corp. Common Stocks 589405109 3,060 61,400 SH Sole 25 61,400 Mercury Interactive Corp. Common Stocks 589405109 60 1,200 SH Defined 35 1,200 Mercury Interactive Corp. Common Stocks 589405109 1,988 39,900 SH Defined 58 39,900 Mercury Interactive Corp. Common Stocks 589405109 801 16,080 SH Defined 59 16,080 Meredith Corp. Common Stocks 589433101 447 8,135 SH Defined 12 8,135 Meredith Corp. Common Stocks 589433101 2,674 48,661 SH Defined 13 48,661 Meredith Corp. Common Stocks 589433101 600 10,919 SH Sole 25 10,919 Meristar Hospitality Corp. Common Stocks 58984Y103 821 120,100 SH Sole 25 120,100 Meristar Hospitality Corp. Common Stocks 58984Y103 1,339 195,700 SH Defined 36 195,700 Merit Medical Systems, Inc. Common Stocks 589889104 18 1,100 SH Defined 36 1,100 Merit Medical Systems, Inc. Common Stocks 589889104 199 12,500 SH Defined 39 12,500 Meritage Corp. Common Stocks 59001A102 2,559 37,200 SH Defined 19 37,200 Meritage Corp. Common Stocks 59001A102 2,924 42,500 SH Sole 25 42,500 Meritage Corp. Common Stocks 59001A102 96 1,400 SH Defined 28 1,400 Meritage Corp. Common Stocks 59001A102 1,101 16,000 SH Defined 36 16,000 Merix Corp. Common Stocks 590049102 16 1,400 SH Defined 28 1,400 Merrill Lynch & Co., Inc. Common Stocks 590188108 4,208 54,300 SH Defined 4 54,300 Merrill Lynch & Co., Inc. Common Stocks 590188108 2,947 54,600 SH Defined 5 54,600 Merrill Lynch & Co., Inc. Common Stocks 590188108 622 8,600 SH Defined 7 8,600 Merrill Lynch & Co., Inc. Common Stocks 590188108 14,378 266,357 SH Defined 12 266,357 Merrill Lynch & Co., Inc. Common Stocks 590188108 6,553 121,404 SH Defined 13 121,404 Merrill Lynch & Co., Inc. Common Stocks 590188108 448 8,300 SH Defined 14 8,300 Merrill Lynch & Co., Inc. Common Stocks 590188108 248 4,600 SH Defined 4,600 Merrill Lynch & Co., Inc. Common Stocks 590188108 58,447 1,082,753 SH Sole 25 1,082,753 Merrill Lynch & Co., Inc. Common Stocks 590188108 713 13,200 SH Defined 34 13,200 Merrill Lynch & Co., Inc. Common Stocks 590188108 194 3,600 SH Defined 35 3,600 Merrill Lynch & Co., Inc. Common Stocks 590188108 14,931 254,600 SH Defined 36 254,600 Merrill Lynch & Co., Inc. Common Stocks 590188108 83 1,529 SH Defined 39 1,529 Merrill Lynch & Co., Inc. Common Stocks 590188108 14,377 266,332 SH Defined 40 266,332 Merrill Lynch & Co., Inc. Common Stocks 590188108 14,373 256,330 SH Defined 43 256,330 Merrill Lynch & Co., Inc. Common Stocks 590188108 356 6,600 SH Defined 6,600 Merrill Lynch & Co., Inc. Common Stocks 590188108 4,820 89,295 SH Defined 54 89,295 Metal Management, Inc. Common Stocks 591097209 1,652 83,400 SH Sole 25 83,400 Metal Management, Inc. Common Stocks 591097209 87 4,400 SH Defined 36 4,400 Metals USA, Inc. Common Stocks 591324207 147 8,200 SH Defined 30 8,200 Methode Electronics, Inc. Common Stocks 591520200 567 43,700 SH Sole 25 43,700 Methode Electronics, Inc. Common Stocks 591520200 435 33,537 SH Defined 30 33,537 Methode Electronics, Inc. Common Stocks 591520200 339 26,100 SH Defined 46 26,100 Methode Electronics, Inc. Common Stocks 591520200 616 47,500 SH Defined 54 47,500 Metlife, Inc. Common Stocks 59156R108 4,318 83,900 SH Defined 4 83,900 Metlife, Inc. Common Stocks 59156R108 1,140 31,800 SH Defined 5 31,800 Metlife, Inc. Common Stocks 59156R108 140 3,903 SH Defined 13 3,903 Metlife, Inc. Common Stocks 59156R108 12,560 350,340 SH Sole 25 350,340 Metlife, Inc. Common Stocks 59156R108 385 8,000 SH Defined 36 8,000 Metlife, Inc. Common Stocks 59156R108 19,110 513,730 SH Defined 43 513,730 Metrologic Instruments, Inc. Common Stocks 591676101 209 10,500 SH Defined 28 10,500 Metrologic Instruments, Inc. Common Stocks 591676101 241 12,100 SH Defined 30 12,100 Mettler Toledo International, Inc. Common Stocks 592688105 5,248 106,800 SH Sole 25 106,800 Mettler Toledo International, Inc. Common Stocks 592688105 4,172 84,900 SH Defined 58 84,900 Michaels Stores, Inc. Common Stocks 594087108 3,248 59,050 SH Defined 12 59,050 Michaels Stores, Inc. Common Stocks 594087108 1,155 20,995 SH Defined 13 20,995 Michaels Stores, Inc. Common Stocks 594087108 4,351 79,105 SH Sole 25 79,105 Microsoft Corp. Common Stocks 594918104 14,596 356,000 SH Defined 3 356,000 Microsoft Corp. Common Stocks 594918104 4,737 138,500 SH Defined 4 138,500 Microsoft Corp. Common Stocks 594918104 1,788 62,600 SH Defined 5 62,600 Microsoft Corp. Common Stocks 594918104 29,257 1,024,400 SH Defined 6 1,024,400 Microsoft Corp. Common Stocks 594918104 26,332 917,600 SH Defined 7 917,600 Microsoft Corp. Common Stocks 594918104 7,969 279,022 SH Defined 12 279,022 Microsoft Corp. Common Stocks 594918104 3,283 114,963 SH Defined 13 114,963 Microsoft Corp. Common Stocks 594918104 368 12,900 SH Defined 14 12,900 Microsoft Corp. Common Stocks 594918104 1,673 40,800 SH Defined 15 40,800 Microsoft Corp. Common Stocks 594918104 1,237 43,300 SH Defined 43,300 Microsoft Corp. Common Stocks 594918104 209,679 7,341,686 SH Sole 25 7,341,686 Microsoft Corp. Common Stocks 594918104 29,620 1,037,104 SH Defined 26 1,037,104 Microsoft Corp. Common Stocks 594918104 16,436 550,233 SH Defined 32 550,233 Microsoft Corp. Common Stocks 594918104 1,325 46,400 SH Defined 34 46,400 Microsoft Corp. Common Stocks 594918104 4,167 145,900 SH Defined 35 145,900 Microsoft Corp. Common Stocks 594918104 46,087 1,494,230 SH Defined 36 1,494,230 Microsoft Corp. Common Stocks 594918104 1,008 35,300 SH Defined 37 35,300 Microsoft Corp. Common Stocks 594918104 2,553 89,400 SH Defined 38 89,400 Microsoft Corp. Common Stocks 594918104 40 1,402 SH Defined 39 1,402 Microsoft Corp. Common Stocks 594918104 9,068 317,512 SH Defined 40 317,512 Microsoft Corp. Common Stocks 594918104 5,823 196,870 SH Defined 43 196,870 Microsoft Corp. Common Stocks 594918104 1,825 63,900 SH Defined 63,900 Microsoft Corp. Common Stocks 594918104 2,171 76,000 SH Defined 50 76,000 Microsoft Corp. Common Stocks 594918104 5,679 148,300 SH Defined 52 148,300 Microsoft Corp. Common Stocks 594918104 12,706 423,700 SH Defined 53 423,700 Microsoft Corp. Common Stocks 594918104 4,175 146,181 SH Defined 54 146,181 MicroStrategy, Inc. 2007 Warrants Common Stocks 594972119 - 287 SH Defined 59 287 MicroStrategy, Inc. Class A Common Stocks 594972408 3,698 86,613 SH Sole 25 86,613 MicroStrategy, Inc. Class A Common Stocks 594972408 493 11,550 SH Defined 30 11,550 MicroStrategy, Inc. Class A Common Stocks 594972408 2,119 49,619 SH Defined 48 49,619 Microchip Technology, Inc. Common Stocks 595017104 3,598 114,067 SH Sole 25 114,067 Microchip Technology, Inc. Common Stocks 595017104 823 26,100 SH Defined 28 26,100 Microchip Technology, Inc. Common Stocks 595017104 967 30,660 SH Defined 59 30,660 Micromuse, Inc. Common Stocks 595094103 1,430 213,750 SH Sole 25 213,750 Micron Technology, Inc. Common Stocks 595112103 625 40,809 SH Defined 13 40,809 Micron Technology, Inc. Common Stocks 595112103 5,882 384,200 SH Sole 25 384,200
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Micron Technology, Inc. Common Stocks 595112103 139 9,100 SH Defined 35 9,100 Micron Technology, Inc. Common Stocks 595112103 3,530 225,300 SH Defined 36 225,300 Micron Technology, Inc. Common Stocks 595112103 406 19,800 SH Defined 51 19,800 Microsemi Corp. Common Stocks 595137100 4,252 299,200 SH Sole 25 299,200 Microsemi Corp. Common Stocks 595137100 3,383 238,100 SH Defined 58 238,100 Microtek Medical Holdings, Inc. Common Stocks 59515B109 93 18,100 SH Defined 28 18,100 Mid-America Apartment Communities, Inc. Common Stocks 59522J103 477 12,600 SH Sole 25 12,600 Mid-America Apartment Communities, Inc. Common Stocks 59522J103 739 19,500 SH Defined 36 19,500 Mid-State Bancshares Common Stocks 595440108 40 1,700 SH Defined 41 1,700 Middleby Corp. Common Stocks 596278101 442 8,100 SH Defined 30 8,100 Middleby Corp. Common Stocks 596278101 339 6,200 SH Defined 46 6,200 Middleby Corp. Common Stocks 596278101 628 11,500 SH Defined 54 11,500 Milacron, Inc. Common Stocks 598709103 1,128 282,000 SH Defined 18 282,000 Milacron, Inc. Common Stocks 598709103 972 242,900 SH Sole 25 242,900 Millennium Pharmaceuticals, Inc. Common Stocks 599902103 1,772 128,400 SH Sole 25 128,400 Millennium Pharmaceuticals, Inc. Common Stocks 599902103 1,408 102,000 SH Defined 58 102,000 Millennium Chemicals, Inc. Common Stocks 599903101 326 18,800 SH Defined 46 18,800 Millennium Chemicals, Inc. Common Stocks 599903101 589 34,000 SH Defined 54 34,000 Millipore Corp. Common Stocks 601073109 1,058 18,760 SH Defined 13 18,760 Millipore Corp. Common Stocks 601073109 1,685 29,900 SH Defined 18 29,900 Millipore Corp. Common Stocks 601073109 2,074 36,800 SH Sole 25 36,800 Millipore Corp. Common Stocks 601073109 2,201 39,040 SH Defined 54 39,040 Mills Corp. (The) Common Stocks 601148109 2,611 55,900 SH Sole 25 55,900 Mills Corp. (The) Common Stocks 601148109 290 6,200 SH Defined 28 6,200 Mills Corp. (The) Common Stocks 601148109 4,927 105,500 SH Defined 33 105,500 Mills Corp. (The) Common Stocks 601148109 738 15,800 SH Defined 41 15,800 Mindspeed Technologies, Inc. Common Stocks 602682106 427 86,000 SH Defined 17 86,000 Mindspeed Technologies, Inc. Common Stocks 602682106 316 63,800 SH Sole 25 63,800 Mindspeed Technologies, Inc. Common Stocks 602682106 4 900 SH Defined 900 Mine Safety Appliances Co. Common Stocks 602720104 337 10,000 SH Sole 25 10,000 Mine Safety Appliances Co. Common Stocks 602720104 162 4,800 SH Defined 36 4,800 Mobile TeleSystems - ADR Common Stocks 607409109 5,063 41,500 SH Sole 25 41,500 Mobile TeleSystems - ADR Common Stocks 607409109 1,586 13,000 SH Defined 29 13,000 Mobile TeleSystems - ADR Common Stocks 607409109 4,703 32,300 SH Defined 42 32,300 Mobile TeleSystems - ADR Common Stocks 607409109 1,690 12,800 SH Defined 55 12,800 Modine Manufacturing Co. Common Stocks 607828100 96 3,000 SH Defined 28 3,000 Modtech Holdings, Inc. Common Stocks 60783C100 86 11,100 SH Defined 39 11,100 Mohawk Industries, Inc. Common Stocks 608190104 22 300 SH Defined 5 300 Mohawk Industries, Inc. Common Stocks 608190104 4,158 56,700 SH Sole 25 56,700 Mohawk Industries, Inc. Common Stocks 608190104 264 3,600 SH Defined 28 3,600 Mohawk Industries, Inc. Common Stocks 608190104 5,141 68,300 SH Defined 36 68,300 Molex, Inc. Common Stocks 608554101 1,479 46,100 SH Defined 7 46,100 Molex, Inc. Common Stocks 608554101 3,157 98,400 SH Sole 25 98,400 Molex, Inc. Common Stocks 608554101 5,327 162,600 SH Defined 36 162,600 Molina Healthcare, Inc. Common Stocks 60855R100 73 1,900 SH Defined 28 1,900 Monaco Coach Corp. Common Stocks 60886R103 1,448 51,400 SH Sole 25 51,400 Robert Mondavi Class A Common Stocks 609200100 359 9,700 SH Defined 30 9,700 Robert Mondavi Class A Common Stocks 609200100 96 2,600 SH Defined 36 2,600 Monro Muffler, Inc. Common Stocks 610236101 192 7,900 SH Defined 28 7,900 Monsanto Co. Common Stocks 61166W101 3,200 57,900 SH Defined 3 57,900 Monsanto Co. Common Stocks 61166W101 458 12,300 SH Defined 4 12,300 Monsanto Co. Common Stocks 61166W101 7,592 197,200 SH Defined 6 197,200 Monsanto Co. Common Stocks 61166W101 3,203 83,200 SH Defined 7 83,200 Monsanto Co. Common Stocks 61166W101 2,083 54,104 SH Defined 12 54,104 Monsanto Co. Common Stocks 61166W101 1,991 51,723 SH Defined 13 51,723 Monsanto Co. Common Stocks 61166W101 22,332 580,039 SH Sole 25 580,039 Monsanto Co. Common Stocks 61166W101 920 23,900 SH Defined 34 23,900 Monsanto Co. Common Stocks 61166W101 493 12,809 SH Defined 35 12,809 Monsanto Co. Common Stocks 61166W101 52 1,341 SH Defined 39 1,341 Monsanto Co. Common Stocks 61166W101 2,161 56,128 SH Defined 40 56,128 Monsanto Co. Common Stocks 61166W101 13,083 329,080 SH Defined 43 329,080 Monsanto Co. Common Stocks 61166W101 1,476 28,600 SH Defined 52 28,600 Monster Worldwide, Inc. Common Stocks 611742107 369 10,000 SH Defined 15 10,000 Monster Worldwide, Inc. Common Stocks 611742107 1,004 39,040 SH Defined 59 39,040 Moody's Corp. Common Stocks 615369105 5,199 80,400 SH Sole 25 80,400 Moody's Corp. Common Stocks 615369105 2,897 44,800 SH Defined 26 44,800 Moody's Corp. Common Stocks 615369105 446 6,900 SH Defined 36 6,900 Moody's Corp. Common Stocks 615369105 1,170 18,100 SH Defined 58 18,100 Moog, Inc. Class A Common Stocks 615394202 920 24,800 SH Sole 25 24,800 Moog, Inc. Class A Common Stocks 615394202 607 16,350 SH Defined 28 16,350 Moog, Inc. Class A Common Stocks 615394202 226 6,100 SH Defined 30 6,100 Moog, Inc. Class A Common Stocks 615394202 1,461 39,375 SH Defined 36 39,375 Moog, Inc. Class A Common Stocks 615394202 63 1,700 SH Defined 41 1,700 Morgan Stanley Common Stocks 617446448 5,272 69,600 SH Defined 4 69,600 Morgan Stanley Common Stocks 617446448 2,697 51,100 SH Defined 5 51,100 Morgan Stanley Common Stocks 617446448 10,968 201,150 SH Defined 7 201,150 Morgan Stanley Common Stocks 617446448 21,370 404,956 SH Defined 12 404,956 Morgan Stanley Common Stocks 617446448 11,906 225,622 SH Defined 13 225,622 Morgan Stanley Common Stocks 617446448 269 5,100 SH Defined 5,100 Morgan Stanley Common Stocks 617446448 102,934 1,950,621 SH Sole 25 1,950,621 Morgan Stanley Common Stocks 617446448 1,013 19,200 SH Defined 26 19,200 Morgan Stanley Common Stocks 617446448 16,140 292,550 SH Defined 32 292,550 Morgan Stanley Common Stocks 617446448 2,037 38,600 SH Defined 35 38,600 Morgan Stanley Common Stocks 617446448 26,130 459,500 SH Defined 36 459,500 Morgan Stanley Common Stocks 617446448 855 16,200 SH Defined 37 16,200 Morgan Stanley Common Stocks 617446448 401 7,600 SH Defined 7,600 Motorola, Inc. Common Stocks 620076109 3,291 125,600 SH Defined 4 125,600 Motorola, Inc. Common Stocks 620076109 679 37,200 SH Defined 5 37,200 Motorola, Inc. Common Stocks 620076109 6,822 373,800 SH Defined 7 373,800 Motorola, Inc. Common Stocks 620076109 4,975 272,629 SH Defined 12 272,629 Motorola, Inc. Common Stocks 620076109 2,109 115,559 SH Defined 13 115,559 Motorola, Inc. Common Stocks 620076109 43,782 2,398,997 SH Sole 25 2,398,997 Motorola, Inc. Common Stocks 620076109 2,170 118,900 SH Defined 26 118,900 Motorola, Inc. Common Stocks 620076109 104 5,700 SH Defined 35 5,700 Motorola, Inc. Common Stocks 620076109 19,997 1,010,700 SH Defined 36 1,010,700 Motorola, Inc. Common Stocks 620076109 194 10,656 SH Defined 39 10,656 Motorola, Inc. Common Stocks 620076109 11,770 644,951 SH Defined 40 644,951 Movado Group, Inc. Common Stocks 624580106 176 10,200 SH Sole 25 10,200 Movado Group, Inc. Common Stocks 624580106 431 25,000 SH Defined 30 25,000 Movado Group, Inc. Common Stocks 624580106 259 15,000 SH Defined 36 15,000 Movado Group, Inc. Common Stocks 624580106 134 5,800 SH Defined 60 5,800 Movie Gallery, Inc. Common Stocks 624581104 2,330 119,200 SH Sole 25 119,200 Movie Gallery, Inc. Common Stocks 624581104 943 48,250 SH Defined 30 48,250 Movie Gallery, Inc. Common Stocks 624581104 176 9,000 SH Defined 41 9,000 Mueller Industries, Inc. Common Stocks 624756102 1,160 32,400 SH Sole 25 32,400 Mueller Industries, Inc. Common Stocks 624756102 2,087 58,000 SH Defined 36 58,000 Multimedia Games, Inc. Common Stocks 625453105 207 7,700 SH Sole 25 7,700 Murphy Oil Corp. Common Stocks 626717102 501 6,800 SH Defined 28 6,800 Myers Industries, Inc. Common Stocks 628464109 659 46,725 SH Sole 25 46,725 Myers Industries, Inc. Common Stocks 628464109 207 14,675 SH Defined 36 14,675 Mykrolis Corp. Common Stocks 62852P103 296 17,000 SH Defined 28 17,000 Mykrolis Corp. Common Stocks 62852P103 24 1,400 SH Defined 36 1,400 Mylan Laboratories Common Stocks 628530107 5,155 254,550 SH Sole 25 254,550 Mylan Laboratories Common Stocks 628530107 603 29,775 SH Defined 28 29,775 Mylan Laboratories Common Stocks 628530107 5,299 254,250 SH Defined 36 254,250 Myriad Genetics, Inc. Common Stocks 62855J104 1,180 79,100 SH Defined 18 79,100 Myriad Genetics, Inc. Common Stocks 62855J104 1,015 68,000 SH Sole 25 68,000 NBT Bancorp, Inc. Common Stocks 628778102 208 9,300 SH Sole 25 9,300 NBT Bancorp, Inc. Common Stocks 628778102 60 2,700 SH Defined 36 2,700 NBT Bancorp, Inc. Common Stocks 628778102 45 2,000 SH Defined 41 2,000 NBTY, Inc. Common Stocks 628782104 4,282 145,700 SH Sole 25 145,700 NBTY, Inc. Common Stocks 628782104 150 5,100 SH Defined 28 5,100 NBTY, Inc. Common Stocks 628782104 1,937 65,900 SH Defined 65,900 NBTY, Inc. Common Stocks 628782104 961 32,700 SH Defined 53 32,700 NBTY, Inc. Common Stocks 628782104 2,181 74,200 SH Defined 58 74,200 NCI Building Systems, Inc. Common Stocks 628852105 1,868 57,400 SH Sole 25 57,400 NCI Building Systems, Inc. Common Stocks 628852105 752 23,100 SH Defined 36 23,100 NCI Building Systems, Inc. Common Stocks 628852105 85 2,600 SH Defined 41 2,600 NCO Group, Inc. Common Stocks 628858102 299 11,200 SH Defined 28 11,200 NCO Group, Inc. Common Stocks 628858102 13 500 SH Defined 41 500 NCR Corp. Common Stocks 62886E108 51 1,020 SH Defined 13 1,020
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- NCR Corp. Common Stocks 62886E108 1,572 31,700 SH Sole 25 31,700 NCR Corp. Common Stocks 62886E108 1,215 24,500 SH Defined 26 24,500 NCR Corp. Common Stocks 62886E108 655 13,200 SH Defined 35 13,200 NII Holdings, Inc. Common Stocks 62913F201 734 21,800 SH Sole 25 21,800 NII Holdings, Inc. Common Stocks 62913F201 1,611 46,600 SH Defined 36 46,600 NII Holdings, Inc. Common Stocks 62913F201 300 8,900 SH Defined 46 8,900 NII Holdings, Inc. Common Stocks 62913F201 549 16,300 SH Defined 54 16,300 NII Holdings, Inc. Common Stocks 62913F201 387 11,500 SH Defined 59 11,500 NMS Communications Corp. Common Stocks 629248105 170 23,100 SH Defined 28 23,100 NMS Communications Corp. Common Stocks 629248105 108 14,700 SH Defined 30 14,700 NTL, Inc. Common Stocks 62940M104 1,994 34,600 SH Sole 25 34,600 NTL, Inc. Common Stocks 62940M104 1,538 26,700 SH Defined 26 26,700 NTL, Inc. Common Stocks 62940M104 386 6,700 SH Defined 28 6,700 NVR, Inc. Common Stocks 62944T105 649 1,000 SH Defined 7 1,000 NVR, Inc. Common Stocks 62944T105 8,960 18,505 SH Defined 12 18,505 NVR, Inc. Common Stocks 62944T105 961 1,984 SH Defined 13 1,984 NVR, Inc. Common Stocks 62944T105 11,994 24,771 SH Sole 25 24,771 NVR, Inc. Common Stocks 62944T105 387 800 SH Defined 28 800 Nabi Biopharmaceuticals Common Stocks 629519109 1,650 116,056 SH Defined 17 116,056 Nabi Biopharmaceuticals Common Stocks 629519109 2,551 179,363 SH Sole 25 179,363 NACCO Industries, Inc. Class A Common Stocks 629579103 361 3,800 SH Defined 30 3,800 Nara Bancorp, Inc. Common Stocks 63080P105 7 400 SH Defined 41 400 Nash Finch Co. Common Stocks 631158102 899 35,900 SH Sole 25 35,900 Nash Finch Co. Common Stocks 631158102 1,120 44,760 SH Defined 30 44,760 Nash Finch Co. Common Stocks 631158102 195 7,800 SH Defined 41 7,800 National City Corp. Common Stocks 635405103 2,910 57,900 SH Defined 4 57,900 National City Corp. Common Stocks 635405103 2,990 85,400 SH Defined 5 85,400 National City Corp. Common Stocks 635405103 946 20,150 SH Defined 7 20,150 National City Corp. Common Stocks 635405103 5,395 154,110 SH Defined 13 154,110 National City Corp. Common Stocks 635405103 21,049 601,240 SH Sole 25 601,240 National City Corp. Common Stocks 635405103 3,158 90,200 SH Defined 26 90,200 National City Corp. Common Stocks 635405103 18,656 495,700 SH Defined 36 495,700 National Commerce Financial Corp. Common Stocks 63545P104 2,269 69,800 SH Sole 25 69,800 National Commerce Financial Corp. Common Stocks 63545P104 1,073 33,000 SH Defined 26 33,000 National Fuel Gas Co. Common Stocks 636180101 5,599 223,950 SH Sole 25 223,950 National Fuel Gas Co. Common Stocks 636180101 980 39,200 SH Defined 26 39,200 National Fuel Gas Co. Common Stocks 636180101 40 1,600 SH Defined 36 1,600 National Fuel Gas Co. Common Stocks 636180101 325 13,000 SH Defined 41 13,000 National Fuel Gas Co. Common Stocks 636180101 2,925 112,520 SH Defined 43 112,520 National Health Investors, Inc. Common Stocks 63633D104 1,118 41,100 SH Sole 25 41,100 National Health Investors, Inc. Common Stocks 63633D104 647 23,780 SH Defined 30 23,780 National Health Investors, Inc. Common Stocks 63633D104 642 23,600 SH Defined 36 23,600 National Health Investors, Inc. Common Stocks 63633D104 179 6,600 SH Defined 41 6,600 National Health Investors, Inc. Common Stocks 63633D104 5,207 191,500 SH Defined 49 191,500 National Instruments Corp. Common Stocks 636518102 10,187 332,351 SH Sole 25 332,351 National Instruments Corp. Common Stocks 636518102 3,589 117,100 SH Defined 58 117,100 National Medical Health Card Systems, Inc. Common Stocks 636918302 429 12,400 SH Defined 27 12,400 National-Oilwell, Inc. Class C Common Stocks 637071101 2,362 75,000 SH Defined 6 75,000 National-Oilwell, Inc. Class C Common Stocks 637071101 2,557 81,200 SH Defined 17 81,200 National-Oilwell, Inc. Class C Common Stocks 637071101 3,643 115,700 SH Defined 18 115,700 National-Oilwell, Inc. Class C Common Stocks 637071101 10,307 327,300 SH Sole 25 327,300 National-Oilwell, Inc. Class C Common Stocks 637071101 120 3,800 SH Defined 36 3,800 National-Oilwell, Inc. Class C Common Stocks 637071101 676 16,000 SH Defined 52 16,000 National-Oilwell, Inc. Class C Common Stocks 637071101 530 16,817 SH Defined 54 16,817 National-Oilwell, Inc. Class C Common Stocks 637071101 638 20,270 SH Defined 59 20,270 National Penn Bancshares, Inc. Common Stocks 637138108 34 1,155 SH Sole 25 1,155 National Penn Bancshares, Inc. Common Stocks 637138108 252 8,464 SH Defined 36 8,464 National Processing, Inc. Common Stocks 637229105 578 20,100 SH Sole 25 20,100 National Processing, Inc. Common Stocks 637229105 848 29,500 SH Defined 36 29,500 National Semiconductor Corp. Common Stocks 637640103 5,359 243,700 SH Defined 7 243,700 National Semiconductor Corp. Common Stocks 637640103 11,285 513,200 SH Sole 25 513,200 National Semiconductor Corp. Common Stocks 637640103 7,837 310,400 SH Defined 36 310,400 Nationwide Financial Services Common Stocks 638612101 563 14,961 SH Defined 12 14,961 Nationwide Financial Services Common Stocks 638612101 3,068 81,573 SH Defined 13 81,573 Nationwide Financial Services Common Stocks 638612101 1,378 36,647 SH Sole 25 36,647 Nationwide Financial Services Common Stocks 638612101 320 8,500 SH Defined 28 8,500 Nationwide Financial Services Common Stocks 638612101 1,056 27,000 SH Defined 36 27,000 Nationwide Health Properties, Inc. Common Stocks 638620104 550 29,100 SH Sole 25 29,100 Nationwide Health Properties, Inc. Common Stocks 638620104 1,283 67,900 SH Defined 36 67,900 Nationwide Health Properties, Inc. Common Stocks 638620104 59 3,100 SH Defined 41 3,100 Navigators Group, Inc. Common Stocks 638904102 78 2,700 SH Defined 28 2,700 Navigators Group, Inc. Common Stocks 638904102 15 523 SH Defined 36 523 Navigators Group, Inc. Common Stocks 638904102 38 1,300 SH Defined 41 1,300 Natures Sunshine Prods, Inc. Common Stocks 639027101 53 3,700 SH Defined 30 3,700 Natus Medical, Inc. Common Stocks 639050103 423 51,500 SH Defined 27 51,500 Natuzzi SpA - ADR Common Stocks 63905A101 461 42,900 SH Sole 25 42,900 Nautilus Group, Inc. Common Stocks 63910B102 3,483 178,500 SH Defined 17 178,500 Nautilus Group, Inc. Common Stocks 63910B102 8,513 436,344 SH Sole 25 436,344 Nautilus Group, Inc. Common Stocks 63910B102 2,730 139,904 SH Defined 48 139,904 Navarre Corp. Common Stocks 639208107 643 34,700 SH Defined 27 34,700 Navistar International Corp. Common Stocks 63934E108 242 6,250 SH Defined 5 6,250 Navistar International Corp. Common Stocks 63934E108 657 11,800 SH Defined 15 11,800 Navistar International Corp. Common Stocks 63934E108 3,023 78,000 SH Defined 18 78,000 Navistar International Corp. Common Stocks 63934E108 10,384 267,900 SH Sole 25 267,900 Navistar International Corp. Common Stocks 63934E108 987 19,000 SH Defined 51 19,000 Navigant Consulting, Inc. Common Stocks 63935N107 184 8,600 SH Sole 25 8,600 Navigant Consulting, Inc. Common Stocks 63935N107 217 10,100 SH Defined 28 10,100 Navigant International, Inc. Common Stocks 63935R108 2,664 149,750 SH Sole 25 149,750 Navigant International, Inc. Common Stocks 63935R108 25 1,400 SH Defined 41 1,400 NDCHealth Corp. Common Stocks 639480102 2,420 104,300 SH Sole 25 104,300 NDCHealth Corp. Common Stocks 639480102 1,457 62,800 SH Defined 58 62,800 NeighborCare, Inc. Common Stocks 64015Y104 2,206 70,400 SH Sole 25 70,400 NeighborCare, Inc. Common Stocks 64015Y104 1,764 56,300 SH Defined 58 56,300 Neiman-Marcus Group, Inc. Class A Common Stocks 640204202 440 7,900 SH Defined 36 7,900 Neiman-Marcus Group, Inc. Class A Common Stocks 640204202 239 4,300 SH Defined 46 4,300 Neiman-Marcus Group, Inc. Class A Common Stocks 640204202 429 7,700 SH Defined 54 7,700 Thomas Nelson, Inc. Common Stocks 640376109 732 32,200 SH Sole 25 32,200 Thomas Nelson, Inc. Common Stocks 640376109 346 15,200 SH Defined 28 15,200 Thomas Nelson, Inc. Common Stocks 640376109 89 3,900 SH Defined 30 3,900 Thomas Nelson, Inc. Common Stocks 640376109 157 6,900 SH Defined 41 6,900 Neoforma, Inc. Common Stocks 640475505 74 6,100 SH Sole 25 6,100 Neoforma, Inc. Common Stocks 640475505 317 20,260 SH Defined 27 20,260 Neoforma, Inc. Common Stocks 640475505 15 1,200 SH Defined 41 1,200 Netbank, Inc. Common Stocks 640933107 160 14,600 SH Defined 28 14,600 NetFlix, Inc. Common Stocks 64110L106 4,803 133,592 SH Sole 25 133,592 NetFlix, Inc. Common Stocks 64110L106 839 23,340 SH Defined 45 23,340 Netgear, Inc. Common Stocks 64111Q104 193 13,400 SH Defined 60 13,400 NetIQ Corp. Common Stocks 64115P102 1,717 130,100 SH Defined 17 130,100 NetIQ Corp. Common Stocks 64115P102 2,614 198,000 SH Sole 25 198,000 Network Appliance, Inc. Common Stocks 64120L104 568 26,362 SH Defined 12 26,362 Network Appliance, Inc. Common Stocks 64120L104 49 2,258 SH Defined 13 2,258 Network Appliance, Inc. Common Stocks 64120L104 1,098 50,990 SH Sole 25 50,990 Network Appliance, Inc. Common Stocks 64120L104 1,848 85,850 SH Defined 56 85,850 Neurocrine Biosciences, Inc. Common Stocks 64125C109 702 13,543 SH Sole 25 13,543 Neurocrine Biosciences, Inc. Common Stocks 64125C109 1,079 20,814 SH Defined 48 20,814 Neurocrine Biosciences, Inc. Common Stocks 64125C109 675 13,010 SH Defined 59 13,010 New Century Financial Corp. Common Stocks 64352D101 10,609 226,600 SH Sole 25 226,600 New Century Financial Corp. Common Stocks 64352D101 164 3,500 SH Defined 28 3,500 New Century Financial Corp. Common Stocks 64352D101 6,586 140,670 SH Defined 30 140,670 New Jersey Resources Corp. Common Stocks 646025106 2,491 59,900 SH Sole 25 59,900 New Jersey Resources Corp. Common Stocks 646025106 597 14,350 SH Defined 36 14,350 New Jersey Resources Corp. Common Stocks 646025106 133 3,200 SH Defined 41 3,200 New Plan Excel Realty Trust Common Stocks 648053106 3,404 145,700 SH Sole 25 145,700 New Plan Excel Realty Trust Common Stocks 648053106 1,121 48,000 SH Defined 30 48,000 New Plan Excel Realty Trust Common Stocks 648053106 1,168 50,000 SH Defined 36 50,000 New York Community Bancorp, Inc. Common Stocks 649445103 334 17,010 SH Defined 28 17,010 New York Community Bancorp, Inc. Common Stocks 649445103 152 7,733 SH Defined 36 7,733 New York Times Co. Class A Common Stocks 650111107 211 4,730 SH Defined 43 4,730 Newcastle Investment Corp. Common Stocks 65105M108 1,429 47,700 SH Sole 25 47,700 Newcastle Investment Corp. Common Stocks 65105M108 1,191 39,750 SH Defined 30 39,750 Newcastle Investment Corp. Common Stocks 65105M108 431 14,400 SH Defined 41 14,400
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Newell Rubbermaid, Inc. Common Stocks 651229106 5,853 249,050 SH Sole 25 249,050 Newell Rubbermaid, Inc. Common Stocks 651229106 57 2,416 SH Defined 39 2,416 Newell Rubbermaid, Inc. Common Stocks 651229106 595 18,900 SH Defined 51 18,900 Newfield Exploration Co. Common Stocks 651290108 376 6,748 SH Defined 13 6,748 Newfield Exploration Co. Common Stocks 651290108 1,299 23,300 SH Sole 25 23,300 Newfield Exploration Co. Common Stocks 651290108 307 5,500 SH Defined 28 5,500 Newfield Exploration Co. Common Stocks 651290108 619 11,100 SH Defined 30 11,100 Newmont Mining Corp. Common Stocks 651639106 138 3,572 SH Defined 13 3,572 Newmont Mining Corp. Common Stocks 651639106 5,233 135,000 SH Sole 25 135,000 Newmont Mining Corp. Common Stocks 651639106 3,082 75,400 SH Defined 36 75,400 Newmont Mining Corp. Common Stocks 651639106 91 2,347 SH Defined 39 2,347 Newport Corp. Common Stocks 651824104 1,691 104,600 SH Defined 17 104,600 Newport Corp. Common Stocks 651824104 2,534 156,700 SH Sole 25 156,700 Nextel Communications, Inc. Class A Common Stocks 65332V103 27 1,000 SH Defined 5 1,000 Nextel Communications, Inc. Class A Common Stocks 65332V103 4,386 157,050 SH Defined 7 157,050 Nextel Communications, Inc. Class A Common Stocks 65332V103 26,541 995,550 SH Sole 25 995,550 Nextel Communications, Inc. Class A Common Stocks 65332V103 14,079 528,100 SH Defined 26 528,100 Nextel Communications, Inc. Class A Common Stocks 65332V103 459 17,200 SH Defined 35 17,200 Nextel Communications, Inc. Class A Common Stocks 65332V103 821 30,800 SH Defined 36 30,800 Nextel Communications, Inc. Class A Common Stocks 65332V103 341 9,550 SH Defined 51 9,550 Nextel Partners, Inc. Class A Common Stocks 65333F107 4,363 274,050 SH Defined 17 274,050 Nextel Partners, Inc. Class A Common Stocks 65333F107 10,227 642,410 SH Sole 25 642,410 Nextel Partners, Inc. Class A Common Stocks 65333F107 1,848 116,100 SH Defined 26 116,100 Nextel Partners, Inc. Class A Common Stocks 65333F107 710 44,570 SH Defined 45 44,570 Nice Systems, Ltd. - ADR Common Stocks 653656108 319 13,300 SH Sole 25 13,300 Nice Systems, Ltd. - ADR Common Stocks 653656108 573 22,100 SH Defined 55 22,100 Nicor, Inc. Common Stocks 654086107 46 1,340 SH Defined 12 1,340 Nicor, Inc. Common Stocks 654086107 137 4,033 SH Defined 13 4,033 Nicor, Inc. Common Stocks 654086107 62 1,812 SH Sole 25 1,812 Nike, Inc. Class B Common Stocks 654106103 23,124 305,269 SH Sole 25 305,269 Nike, Inc. Class B Common Stocks 654106103 970 12,800 SH Defined 35 12,800 Nike, Inc. Class B Common Stocks 654106103 2,954 39,000 SH Defined 36 39,000 Nike, Inc. Class B Common Stocks 654106103 73 961 SH Defined 39 961 Nike, Inc. Class B Common Stocks 654106103 9,671 127,670 SH Defined 40 127,670 Nike, Inc. Class B Common Stocks 654106103 13,950 167,075 SH Defined 59 167,075 NiSource, Inc. Common Stocks 65473P105 837 40,600 SH Sole 25 40,600 NiSource, Inc. Common Stocks 65473P105 280 11,300 SH Defined 36 11,300 Nokia OYJ - ADR Common Stocks 654902204 2,426 166,882 SH Sole 25 166,882 Nokia OYJ - ADR Common Stocks 654902204 4,517 267,084 SH Defined 57 267,084 Noble International, Ltd. Common Stocks 655053106 1,688 68,150 SH Sole 25 68,150 Nordson Corp. Common Stocks 655663102 577 13,300 SH Defined 28 13,300 Nordson Corp. Common Stocks 655663102 13 300 SH Defined 41 300 Nordstrom, Inc. Common Stocks 655664100 648 10,600 SH Defined 4 10,600 Nordstrom, Inc. Common Stocks 655664100 533 12,500 SH Defined 5 12,500 Nordstrom, Inc. Common Stocks 655664100 810 19,000 SH Sole 25 19,000 Norfolk Southern Corp. Common Stocks 655844108 2,189 57,500 SH Defined 4 57,500 Norfolk Southern Corp. Common Stocks 655844108 1,925 72,600 SH Defined 5 72,600 Norfolk Southern Corp. Common Stocks 655844108 2,567 96,800 SH Defined 7 96,800 Norfolk Southern Corp. Common Stocks 655844108 2,271 85,640 SH Defined 13 85,640 Norfolk Southern Corp. Common Stocks 655844108 8,802 331,900 SH Sole 25 331,900 Norfolk Southern Corp. Common Stocks 655844108 135 5,100 SH Defined 35 5,100 Norfolk Southern Corp. Common Stocks 655844108 255 9,600 SH Defined 36 9,600 Norsk Hydro ASA - ADR Common Stocks 656531605 - - SH Defined 15 Nortel Networks Corp. Common Stocks 656568102 547 76,400 SH Defined 4 76,400 Nortel Networks Corp. Common Stocks 656568102 393 78,800 SH Defined 5 78,800 Nortel Networks Corp. Common Stocks 656568102 220 44,000 SH Defined 14 44,000 Nortel Networks Corp. Common Stocks 656568102 73 10,200 SH Defined 23 10,200 Nortel Networks Corp. Common Stocks 656568102 1,031 206,700 SH Sole 25 206,700 Nortel Networks Corp. Common Stocks 656568102 68 13,672 SH Defined 39 13,672 Nortel Networks Corp. Common Stocks 656568102 137 27,400 SH Defined 43 27,400 North American Scientific, Inc. Common Stocks 65715D100 427 50,820 SH Sole 25 50,820 North American Scientific, Inc. Common Stocks 65715D100 647 77,070 SH Defined 48 77,070 North Fork BanCorp., Inc. Common Stocks 659424105 1,807 47,500 SH Defined 19 47,500 North Fork BanCorp., Inc. Common Stocks 659424105 3,105 81,600 SH Sole 25 81,600 North Fork BanCorp., Inc. Common Stocks 659424105 1,149 30,200 SH Defined 26 30,200 North Fork BanCorp., Inc. Common Stocks 659424105 145 3,800 SH Defined 35 3,800 Northeast Utilities Common Stocks 664397106 964 34,500 SH Defined 4 34,500 Northeast Utilities Common Stocks 664397106 1,293 66,400 SH Defined 5 66,400 Northeast Utilities Common Stocks 664397106 1,448 74,353 SH Defined 13 74,353 Northeast Utilities Common Stocks 664397106 15,656 804,100 SH Sole 25 804,100 Northeast Utilities Common Stocks 664397106 1,894 97,300 SH Defined 26 97,300 Northeast Utilities Common Stocks 664397106 8,197 420,983 SH Defined 30 420,983 Northeast Utilities Common Stocks 664397106 249 12,800 SH Defined 36 12,800 Northeast Utilities Common Stocks 664397106 18 900 SH Defined 41 900 Northern Trust Corp. Common Stocks 665859104 3,509 83,000 SH Sole 25 83,000 Northern Trust Corp. Common Stocks 665859104 5,876 136,800 SH Defined 36 136,800 Northgate Expl, Ltd. Common Stocks 666416102 727 469,200 SH Sole 25 469,200 Northrop Grumman Corp. Common Stocks 666807102 1,866 24,200 SH Defined 4 24,200 Northrop Grumman Corp. Common Stocks 666807102 113 2,100 SH Defined 5 2,100 Northrop Grumman Corp. Common Stocks 666807102 3,467 60,400 SH Defined 7 60,400 Northrop Grumman Corp. Common Stocks 666807102 1,045 19,458 SH Defined 13 19,458 Northrop Grumman Corp. Common Stocks 666807102 524 9,754 SH Defined 14 9,754 Northrop Grumman Corp. Common Stocks 666807102 925 12,000 SH Defined 15 12,000 Northrop Grumman Corp. Common Stocks 666807102 23,131 430,738 SH Sole 25 430,738 Northrop Grumman Corp. Common Stocks 666807102 473 8,800 SH Defined 35 8,800 Northrop Grumman Corp. Common Stocks 666807102 15,412 270,000 SH Defined 36 270,000 Northrop Grumman Corp. Common Stocks 666807102 14,783 264,920 SH Defined 43 264,920 Northwest Natural Gas Co. Common Stocks 667655104 439 14,400 SH Sole 25 14,400 Northwest Natural Gas Co. Common Stocks 667655104 336 11,000 SH Defined 36 11,000 Novatel Wireless, Inc. Common Stocks 66987M604 4,787 180,645 SH Sole 25 180,645 Novatel Wireless, Inc. Common Stocks 66987M604 3,112 117,450 SH Defined 48 117,450 Novartis AG - ADR Common Stocks 66987V109 4,580 102,930 SH Sole 25 102,930 Novartis AG - ADR Common Stocks 66987V109 132 2,967 SH Defined 39 2,967 Novartis AG - ADR Common Stocks 66987V109 4,662 97,700 SH Defined 43 97,700 Novastar Financial, Inc. Common Stocks 669947400 23 600 SH Defined 28 600 Novell, Inc. Common Stocks 670006105 1,090 90,500 SH Defined 4 90,500 Novellus Systems, Inc. Common Stocks 670008101 307 6,800 SH Defined 15 6,800 Novellus Systems, Inc. Common Stocks 670008101 3,120 99,230 SH Sole 25 99,230 Novellus Systems, Inc. Common Stocks 670008101 189 6,000 SH Defined 35 6,000 Novellus Systems, Inc. Common Stocks 670008101 5,635 172,410 SH Defined 43 172,410 Noven Pharmaceuticals, Inc. Common Stocks 670009109 489 22,200 SH Defined 30 22,200 Noven Pharmaceuticals, Inc. Common Stocks 670009109 24 1,100 SH Defined 36 1,100 Nu Skin Enterprises, Inc. Common Stocks 67018T105 5,802 229,150 SH Sole 25 229,150 Nu Skin Enterprises, Inc. Common Stocks 67018T105 2,528 99,850 SH Defined 30 99,850 Nu Skin Enterprises, Inc. Common Stocks 67018T105 756 29,850 SH Defined 59 29,850 NSTAR Common Stocks 67019E107 1,118 23,340 SH Defined 13 23,340 NSTAR Common Stocks 67019E107 3,879 81,010 SH Sole 25 81,010 NSTAR Common Stocks 67019E107 397 8,300 SH Defined 26 8,300 NSTAR Common Stocks 67019E107 335 7,000 SH Defined 28 7,000 NSTAR Common Stocks 67019E107 2,916 60,900 SH Defined 36 60,900 NSTAR Common Stocks 67019E107 81 1,700 SH Defined 41 1,700 NSTAR Common Stocks 67019E107 2,587 51,940 SH Defined 43 51,940 Nucor Corp. Common Stocks 670346105 823 8,000 SH Defined 7 8,000 Nucor Corp. Common Stocks 670346105 1,509 19,659 SH Defined 13 19,659 Nutraceutical International Corp. Common Stocks 67060Y101 286 13,400 SH Defined 30 13,400 Nvidia Corp. Common Stocks 67066G104 5,607 273,500 SH Sole 25 273,500 Nvidia Corp. Common Stocks 67066G104 4,892 230,070 SH Defined 59 230,070 O'Charleys, Inc. Common Stocks 670823103 1,353 78,700 SH Sole 25 78,700 OGE Energy Corp. Common Stocks 670837103 720 28,285 SH Defined 13 28,285 OGE Energy Corp. Common Stocks 670837103 1,465 57,500 SH Sole 25 57,500 OGE Energy Corp. Common Stocks 670837103 1,673 65,700 SH Defined 36 65,700 OM Group, Inc. Common Stocks 670872100 3,882 117,600 SH Sole 25 117,600 OM Group, Inc. Common Stocks 670872100 1,260 38,170 SH Defined 30 38,170 OM Group, Inc. Common Stocks 670872100 198 6,000 SH Defined 41 6,000 Nuveen Investments, Inc. Class A Common Stocks 67090F106 1,981 73,900 SH Sole 25 73,900 Nuveen Investments, Inc. Class A Common Stocks 67090F106 2,303 85,933 SH Defined 30 85,933 Nuveen Investments, Inc. Class A Common Stocks 67090F106 270 9,100 SH Defined 36 9,100 OSI Pharmaceuticals, Inc. Common Stocks 671040103 508 7,210 SH Defined 59 7,210 Occidental Petroleum Corp. Common Stocks 674599105 4,211 60,600 SH Defined 4 60,600 Occidental Petroleum Corp. Common Stocks 674599105 3,006 62,100 SH Defined 5 62,100 Occidental Petroleum Corp. Common Stocks 674599105 17,625 364,087 SH Defined 12 364,087
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Occidental Petroleum Corp. Common Stocks 674599105 6,440 133,028 SH Defined 13 133,028 Occidental Petroleum Corp. Common Stocks 674599105 56,800 1,173,305 SH Sole 25 1,173,305 Occidental Petroleum Corp. Common Stocks 674599105 7,506 148,250 SH Defined 32 148,250 Occidental Petroleum Corp. Common Stocks 674599105 3,302 68,210 SH Defined 43 68,210 Occidental Petroleum Corp. Common Stocks 674599105 11,342 222,500 SH Defined 53 222,500 Oceaneering International, Inc. Common Stocks 675232102 914 26,695 SH Sole 25 26,695 Oceaneering International, Inc. Common Stocks 675232102 501 14,625 SH Defined 45 14,625 OceanFirst Financial Corp. Common Stocks 675234108 291 12,136 SH Sole 25 12,136 OceanFirst Financial Corp. Common Stocks 675234108 292 12,203 SH Defined 36 12,203 Octel Corp. Common Stocks 675727101 793 30,111 SH Sole 25 30,111 Octel Corp. Common Stocks 675727101 195 7,400 SH Defined 30 7,400 Octel Corp. Common Stocks 675727101 242 9,200 SH Defined 36 9,200 Octel Corp. Common Stocks 675727101 173 6,578 SH Defined 41 6,578 Ocular Sciences, Inc. Common Stocks 675744106 3 81 SH Sole 25 81 Ocular Sciences, Inc. Common Stocks 675744106 657 17,300 SH Defined 28 17,300 Odyssey Re Holdings Corp. Common Stocks 67612W108 376 15,665 SH Defined 13 15,665 Odyssey Re Holdings Corp. Common Stocks 67612W108 2,911 121,300 SH Sole 25 121,300 Odyssey Re Holdings Corp. Common Stocks 67612W108 60 2,500 SH Defined 28 2,500 Odyssey Re Holdings Corp. Common Stocks 67612W108 300 12,500 SH Defined 36 12,500 Odyssey Re Holdings Corp. Common Stocks 67612W108 84 3,500 SH Defined 41 3,500 Office Depot, Inc. Common Stocks 676220106 1,604 62,400 SH Defined 4 62,400 Office Depot, Inc. Common Stocks 676220106 1,488 83,100 SH Defined 5 83,100 Office Depot, Inc. Common Stocks 676220106 2,509 140,100 SH Sole 25 140,100 Offshore Logistics, Inc. Common Stocks 676255102 866 30,800 SH Defined 19 30,800 Offshore Logistics, Inc. Common Stocks 676255102 1,684 59,900 SH Sole 25 59,900 Ohio Casualty Corp. Common Stocks 677240103 614 30,500 SH Sole 25 30,500 Ohio Casualty Corp. Common Stocks 677240103 1,425 70,800 SH Defined 36 70,800 Ohio Casualty Corp. Common Stocks 677240103 342 17,000 SH Defined 39 17,000 Oil States International, Inc. Common Stocks 678026105 565 36,900 SH Sole 25 36,900 Oil States International, Inc. Common Stocks 678026105 87 5,700 SH Defined 36 5,700 Old Dominion Freight Line Common Stocks 679580100 226 7,650 SH Defined 28 7,650 Old Dominion Freight Line Common Stocks 679580100 321 10,900 SH Defined 46 10,900 Old Dominion Freight Line Common Stocks 679580100 597 20,250 SH Defined 54 20,250 Old Republic International Corp. Common Stocks 680223104 3,878 163,500 SH Sole 25 163,500 Old Republic International Corp. Common Stocks 680223104 508 21,400 SH Defined 28 21,400 Old Republic International Corp. Common Stocks 680223104 3,009 122,650 SH Defined 36 122,650 Omnicare, Inc. Common Stocks 681904108 10,831 253,000 SH Sole 25 253,000 Omnicare, Inc. Common Stocks 681904108 1,053 24,600 SH Defined 28 24,600 Omnicare, Inc. Common Stocks 681904108 3,155 73,700 SH Defined 58 73,700 Omnicare, Inc. Common Stocks 681904108 5,793 130,240 SH Defined 59 130,240 Omnicom Group Common Stocks 681919106 19,739 260,100 SH Sole 25 260,100 Omnicom Group Common Stocks 681919106 18,636 241,200 SH Defined 44 241,200 Omnicom Group Common Stocks 681919106 17,359 212,101 SH Defined 59 212,101 Omnicom Group Common Stocks 681919106 1,506 14,800 SH Defined 60 14,800 Omega Healthcare Investors, Inc. Common Stocks 681936100 2,596 258,600 SH Defined 1 258,600 Omega Healthcare Investors, Inc. Common Stocks 681936100 490 48,800 SH Sole 25 48,800 Omega Healthcare Investors, Inc. Common Stocks 681936100 453 45,150 SH Defined 30 45,150 Omega Healthcare Investors, Inc. Common Stocks 681936100 42 4,200 SH Defined 36 4,200 Omega Healthcare Investors, Inc. Common Stocks 681936100 124 12,400 SH Defined 41 12,400 Omnivision Technologies, Inc. Common Stocks 682128103 1,962 123,030 SH Sole 25 123,030 Omnivision Technologies, Inc. Common Stocks 682128103 112 7,000 SH Defined 28 7,000 Omnivision Technologies, Inc. Common Stocks 682128103 735 46,100 SH Defined 46,100 Omnivision Technologies, Inc. Common Stocks 682128103 752 47,120 SH Defined 45 47,120 Omnivision Technologies, Inc. Common Stocks 682128103 311 19,500 SH Defined 53 19,500 Omnicell, Inc. Common Stocks 68213N109 73 4,970 SH Defined 28 4,970 ON Semiconductor Corp. Common Stocks 682189105 4,400 876,450 SH Sole 25 876,450 ON Semiconductor Corp. Common Stocks 682189105 137 27,200 SH Defined 28 27,200 ON Semiconductor Corp. Common Stocks 682189105 188 37,400 SH Defined 46 37,400 ON Semiconductor Corp. Common Stocks 682189105 158 23,500 SH Defined 51 23,500 ON Semiconductor Corp. Common Stocks 682189105 341 68,000 SH Defined 54 68,000 ON Semiconductor Corp. Common Stocks 682189105 343 50,900 SH Defined 60 50,900 Oneok, Inc. Common Stocks 682680103 1,802 81,963 SH Defined 13 81,963 Oneok, Inc. Common Stocks 682680103 2,911 132,400 SH Sole 25 132,400 Oneok, Inc. Common Stocks 682680103 1,746 79,400 SH Defined 26 79,400 Oneok, Inc. Common Stocks 682680103 154 7,000 SH Defined 28 7,000 Oneok, Inc. Common Stocks 682680103 249 11,335 SH Defined 54 11,335 Onyx Software Corp. Common Stocks 683402200 395 73,900 SH Defined 27 73,900 Vimpel-Communications - ADR Common Stocks 68370R109 251 2,600 SH Defined 2,600 Vimpel-Communications - ADR Common Stocks 68370R109 1,119 11,600 SH Sole 25 11,600 Vimpel-Communications - ADR Common Stocks 68370R109 1,787 17,100 SH Defined 55 17,100 Open Text Corp. Common Stocks 683715106 165 3,600 SH Defined 23 3,600 Open Solutions, Inc. Common Stocks 68371P102 1,083 43,340 SH Sole 25 43,340 Open Solutions, Inc. Common Stocks 68371P102 130 5,200 SH Defined 28 5,200 Open Solutions, Inc. Common Stocks 68371P102 1,642 65,720 SH Defined 48 65,720 Oracle Corp. Common Stocks 68389X105 4,100 239,400 SH Defined 3 239,400 Oracle Corp. Common Stocks 68389X105 594 50,500 SH Defined 4 50,500 Oracle Corp. Common Stocks 68389X105 3,562 298,600 SH Defined 6 298,600 Oracle Corp. Common Stocks 68389X105 5,755 482,400 SH Defined 7 482,400 Oracle Corp. Common Stocks 68389X105 225 18,900 SH Defined 18,900 Oracle Corp. Common Stocks 68389X105 21,053 1,764,700 SH Sole 25 1,764,700 Oracle Corp. Common Stocks 68389X105 372 31,200 SH Defined 35 31,200 Oracle Corp. Common Stocks 68389X105 1,668 139,800 SH Defined 36 139,800 Oracle Corp. Common Stocks 68389X105 332 27,800 SH Defined 27,800 Oracle Corp. Common Stocks 68389X105 12,740 1,017,200 SH Defined 53 1,017,200 Option Care, Inc. Common Stocks 683948103 107 7,000 SH Sole 25 7,000 Option Care, Inc. Common Stocks 683948103 171 11,200 SH Defined 36 11,200 Option Care, Inc. Common Stocks 683948103 194 12,700 SH Defined 39 12,700 Option Care, Inc. Common Stocks 683948103 20 1,300 SH Defined 41 1,300 Orbital Sciences Corp. Common Stocks 685564106 1,791 129,700 SH Defined 18 129,700 Orbital Sciences Corp. Common Stocks 685564106 1,445 104,600 SH Sole 25 104,600 Orbital Sciences Corp. Common Stocks 685564106 543 39,300 SH Defined 28 39,300 Orbital Sciences Corp. Common Stocks 685564106 599 43,410 SH Defined 30 43,410 Orbital Sciences Corp. Common Stocks 685564106 62 4,500 SH Defined 41 4,500 Gold Spot US Dollars Per Troy Ounce 2003 Warrants Common Stocks 68556Y100 1,207 55,840 SH Sole 25 55,840 Gold Spot US Dollars Per Troy Ounce 2003 Warrants Common Stocks 68556Y100 638 29,500 SH Defined 30 29,500 Oregon Steel Mills, Inc. Common Stocks 686079104 656 44,500 SH Sole 25 44,500 Oregon Steel Mills, Inc. Common Stocks 686079104 1,017 53,500 SH Defined 27 53,500 Oregon Steel Mills, Inc. Common Stocks 686079104 840 57,000 SH Defined 30 57,000 O'Reilly Automotive, Inc. Common Stocks 686091109 2,057 45,510 SH Sole 25 45,510 O'Reilly Automotive, Inc. Common Stocks 686091109 68 1,500 SH Defined 28 1,500 O'Reilly Automotive, Inc. Common Stocks 686091109 3,113 68,878 SH Defined 48 68,878 Orleans Homebuilders, Inc. Common Stocks 686588104 1,952 101,300 SH Sole 25 101,300 Orleans Homebuilders, Inc. Common Stocks 686588104 351 18,200 SH Defined 36 18,200 Orthodontic Centers Of America Common Stocks 68750P103 1,491 182,050 SH Sole 25 182,050 Oshkosh Truck Corp. Common Stocks 688239201 831 14,500 SH Sole 25 14,500 Oshkosh Truck Corp. Common Stocks 688239201 384 6,700 SH Defined 28 6,700 Oshkosh Truck Corp. Common Stocks 688239201 418 7,300 SH Defined 36 7,300 Oshkosh Truck Corp. Common Stocks 688239201 378 6,600 SH Defined 46 6,600 Oshkosh Truck Corp. Common Stocks 688239201 699 12,200 SH Defined 54 12,200 Oshkosh Truck Corp. Common Stocks 688239201 511 8,910 SH Defined 59 8,910 Outback Steakhouse, Inc. Common Stocks 689899102 1,013 24,500 SH Defined 19 24,500 Outback Steakhouse, Inc. Common Stocks 689899102 1,398 33,792 SH Sole 25 33,792 Outback Steakhouse, Inc. Common Stocks 689899102 211 5,100 SH Defined 28 5,100 Overnite Corp. Common Stocks 690322102 2,646 90,015 SH Sole 25 90,015 Overnite Corp. Common Stocks 690322102 753 25,600 SH Defined 28 25,600 Overnite Corp. Common Stocks 690322102 558 18,500 SH Defined 36 18,500 Overnite Corp. Common Stocks 690322102 35 1,200 SH Defined 41 1,200 Overnite Corp. Common Stocks 690322102 1,684 57,270 SH Defined 48 57,270 Overseas Shipholding Group Common Stocks 690368105 11,222 254,300 SH Sole 25 254,300 Overseas Shipholding Group Common Stocks 690368105 300 6,800 SH Defined 28 6,800 Overseas Shipholding Group Common Stocks 690368105 2,560 58,010 SH Defined 30 58,010 Overseas Shipholding Group Common Stocks 690368105 728 16,500 SH Defined 36 16,500 Overseas Shipholding Group Common Stocks 690368105 1,169 26,500 SH Defined 41 26,500 Owens & Minor, Inc. Common Stocks 690732102 611 23,600 SH Sole 25 23,600 Owens & Minor, Inc. Common Stocks 690732102 343 13,260 SH Defined 30 13,260 Oxford Health Plans, Inc. Common Stocks 691471106 1,201 15,200 SH Defined 4 15,200 Oxford Health Plans, Inc. Common Stocks 691471106 925 16,800 SH Defined 5 16,800 Oxford Health Plans, Inc. Common Stocks 691471106 142 2,581 SH Defined 12 2,581 Oxford Health Plans, Inc. Common Stocks 691471106 12 221 SH Defined 13 221 Oxford Health Plans, Inc. Common Stocks 691471106 1,841 33,456 SH Sole 25 33,456 Oxford Industries, Inc. Common Stocks 691497309 1,603 36,800 SH Sole 25 36,800
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Oxford Industries, Inc. Common Stocks 691497309 871 20,000 SH Defined 30 20,000 PC Mall, Inc. Common Stocks 69323K100 596 24,500 SH Defined 27 24,500 PC-Tel, Inc. Common Stocks 69325Q105 59 5,000 SH Sole 25 5,000 PDI, Inc. Common Stocks 69329V100 431 14,200 SH Sole 25 14,200 PDI, Inc. Common Stocks 69329V100 189 6,227 SH Defined 28 6,227 PDI, Inc. Common Stocks 69329V100 176 5,800 SH Defined 41 5,800 PG&E Corp. Common Stocks 69331C108 465 11,600 SH Defined 4 11,600 PG&E Corp. Common Stocks 69331C108 542 19,400 SH Defined 5 19,400 PG&E Corp. Common Stocks 69331C108 318 11,378 SH Defined 13 11,378 PG&E Corp. Common Stocks 69331C108 6,171 220,850 SH Sole 25 220,850 PG&E Corp. Common Stocks 69331C108 1,489 53,300 SH Defined 35 53,300 PG&E Corp. Common Stocks 69331C108 712 19,000 SH Defined 51 19,000 PFF Bancorp, Inc. Common Stocks 69331W104 3,085 82,840 SH Sole 25 82,840 PFF Bancorp, Inc. Common Stocks 69331W104 2,288 61,448 SH Defined 30 61,448 PFF Bancorp, Inc. Common Stocks 69331W104 352 9,440 SH Defined 36 9,440 PFF Bancorp, Inc. Common Stocks 69331W104 214 5,740 SH Defined 41 5,740 PF Chang's China Bistro, Inc. Common Stocks 69333Y108 3,950 95,992 SH Sole 25 95,992 PF Chang's China Bistro, Inc. Common Stocks 69333Y108 974 23,660 SH Defined 45 23,660 Pico Holdings, Inc. Common Stocks 693366205 444 17,990 SH Defined 27 17,990 PMC - Sierra, Inc. Common Stocks 69344F106 2,466 119,700 SH Defined 3 119,700 PMC - Sierra, Inc. Common Stocks 69344F106 361 25,300 SH Defined 4 25,300 PMC - Sierra, Inc. Common Stocks 69344F106 5,802 404,300 SH Defined 6 404,300 PMC - Sierra, Inc. Common Stocks 69344F106 303 14,700 SH Defined 15 14,700 PMC - Sierra, Inc. Common Stocks 69344F106 2,289 159,500 SH Defined 17 159,500 PMC - Sierra, Inc. Common Stocks 69344F106 7,881 549,200 SH Sole 25 549,200 PMC - Sierra, Inc. Common Stocks 69344F106 1,124 58,400 SH Defined 52 58,400 PMC - Sierra, Inc. Common Stocks 69344F106 699 48,680 SH Defined 59 48,680 PMI Group, Inc. (The) Common Stocks 69344M101 6,789 156,000 SH Sole 25 156,000 PMI Group, Inc. (The) Common Stocks 69344M101 248 5,700 SH Defined 28 5,700 PMI Group, Inc. (The) Common Stocks 69344M101 484 8,300 SH Defined 51 8,300 PMI Group, Inc. (The) Common Stocks 69344M101 3,830 84,300 SH Defined 53 84,300 PMI Group, Inc. (The) Common Stocks 69344M101 251 4,300 SH Defined 60 4,300 PNC Financial Services Group, Inc. Common Stocks 693475105 1,745 22,900 SH Defined 4 22,900 PNC Financial Services Group, Inc. Common Stocks 693475105 653 12,300 SH Defined 5 12,300 PNC Financial Services Group, Inc. Common Stocks 693475105 858 12,050 SH Defined 7 12,050 PNC Financial Services Group, Inc. Common Stocks 693475105 3,022 56,941 SH Defined 13 56,941 PNC Financial Services Group, Inc. Common Stocks 693475105 13,783 259,670 SH Sole 25 259,670 PNC Financial Services Group, Inc. Common Stocks 693475105 812 15,300 SH Defined 26 15,300 PNC Financial Services Group, Inc. Common Stocks 693475105 16 300 SH Defined 35 300 PNC Financial Services Group, Inc. Common Stocks 693475105 350 6,600 SH Defined 36 6,600 PNC Financial Services Group, Inc. Common Stocks 693475105 1,072 20,200 SH Defined 37 20,200 PNC Financial Services Group, Inc. Common Stocks 693475105 13,366 241,810 SH Defined 43 241,810 POSCO - ADR Common Stocks 693483109 3,106 92,675 SH Sole 25 92,675 POSCO - ADR Common Stocks 693483109 476 14,200 SH Defined 29 14,200 POSCO - ADR Common Stocks 693483109 5,008 128,900 SH Defined 57 128,900 PNM Resources, Inc. Common Stocks 69349H107 1,203 57,899 SH Defined 36 57,899 PNM Resources, Inc. Common Stocks 69349H107 100 4,800 SH Defined 41 4,800 PPG Industries, Inc. Common Stocks 693506107 906 10,100 SH Defined 4 10,100 PPG Industries, Inc. Common Stocks 693506107 1,200 19,200 SH Defined 5 19,200 PPG Industries, Inc. Common Stocks 693506107 4,061 64,985 SH Defined 13 64,985 PPG Industries, Inc. Common Stocks 693506107 10,389 166,250 SH Sole 25 166,250 PPG Industries, Inc. Common Stocks 693506107 775 12,400 SH Defined 37 12,400 PPG Industries, Inc. Common Stocks 693506107 16,575 255,540 SH Defined 43 255,540 PPL Corp. Common Stocks 69351T106 2,346 35,600 SH Defined 4 35,600 PPL Corp. Common Stocks 69351T106 1,749 38,100 SH Defined 5 38,100 PPL Corp. Common Stocks 69351T106 38 838 SH Defined 13 838 PPL Corp. Common Stocks 69351T106 6,480 141,180 SH Sole 25 141,180 PPL Corp. Common Stocks 69351T106 32 700 SH Defined 35 700 PPL Corp. Common Stocks 69351T106 5,056 106,150 SH Defined 43 106,150 PS Business Parks, Inc. Common Stocks 69360J107 5,593 139,000 SH Defined 1 139,000 PS Business Parks, Inc. Common Stocks 69360J107 85 2,100 SH Sole 25 2,100 PS Business Parks, Inc. Common Stocks 69360J107 125 3,100 SH Defined 30 3,100 PS Business Parks, Inc. Common Stocks 69360J107 813 20,200 SH Defined 36 20,200 PSS World Medical, Inc. Common Stocks 69366A100 741 66,200 SH Sole 25 66,200 PSS World Medical, Inc. Common Stocks 69366A100 80 7,100 SH Defined 28 7,100 PSS World Medical, Inc. Common Stocks 69366A100 27 2,400 SH Defined 36 2,400 PSS World Medical, Inc. Common Stocks 69366A100 507 45,276 SH Defined 54 45,276 PTEK Holdings, Inc. Common Stocks 69366M104 5,087 441,235 SH Sole 25 441,235 PTEK Holdings, Inc. Common Stocks 69366M104 508 44,100 SH Defined 28 44,100 PTEK Holdings, Inc. Common Stocks 69366M104 233 20,200 SH Defined 46 20,200 PTEK Holdings, Inc. Common Stocks 69366M104 2,930 254,096 SH Defined 48 254,096 PTEK Holdings, Inc. Common Stocks 69366M104 423 36,700 SH Defined 54 36,700 PTEK Holdings, Inc. Common Stocks 69366M104 2,524 218,900 SH Defined 58 218,900 Paccar, Inc. Common Stocks 693718108 1,657 19,900 SH Defined 4 19,900 Paccar, Inc. Common Stocks 693718108 26 450 SH Defined 5 450 Paccar, Inc. Common Stocks 693718108 2,002 34,520 SH Defined 13 34,520 Paccar, Inc. Common Stocks 693718108 655 11,300 SH Sole 25 11,300 Paccar, Inc. Common Stocks 693718108 139 2,400 SH Defined 36 2,400 Pacer International, Inc. Common Stocks 69373H106 1,935 104,600 SH Defined 17 104,600 Pacer International, Inc. Common Stocks 69373H106 6,949 375,600 SH Sole 25 375,600 Pacer International, Inc. Common Stocks 69373H106 289 15,600 SH Defined 28 15,600 Pacer International, Inc. Common Stocks 69373H106 1,624 87,800 SH Defined 58 87,800 Pacer International, Inc. Common Stocks 69373H106 136 5,500 SH Defined 60 5,500 Pacific Capital Bancorp Common Stocks 69404P101 4 133 SH Sole 25 133 Pacific Capital Bancorp Common Stocks 69404P101 420 14,932 SH Defined 36 14,932 Pacific Capital Bancorp Common Stocks 69404P101 161 5,732 SH Defined 41 5,732 Pacific Sunwear Of California Common Stocks 694873100 233 11,925 SH Defined 13 11,925 Pacific Sunwear Of California Common Stocks 694873100 1,461 74,652 SH Sole 25 74,652 Pacific Sunwear Of California Common Stocks 694873100 2,667 131,898 SH Defined 36 131,898 Pacificare Health Systems Common Stocks 695112102 10,241 264,900 SH Sole 25 264,900 Pacificare Health Systems Common Stocks 695112102 2,651 68,570 SH Defined 30 68,570 Pacificare Health Systems Common Stocks 695112102 5,899 149,800 SH Defined 36 149,800 Pacificare Health Systems Common Stocks 695112102 2,650 68,557 SH Defined 54 68,557 Pacificare Health Systems Common Stocks 695112102 1,031 26,680 SH Defined 59 26,680 Pacificare Health Systems Common Stocks 695112102 218 4,200 SH Defined 60 4,200 Packeteer, Inc. Common Stocks 695210104 1,583 98,000 SH Defined 17 98,000 Packeteer, Inc. Common Stocks 695210104 3,942 244,096 SH Sole 25 244,096 Pactiv Corp. Common Stocks 695257105 3,634 145,700 SH Sole 25 145,700 Pactiv Corp. Common Stocks 695257105 90 3,600 SH Defined 28 3,600 Pactiv Corp. Common Stocks 695257105 2,871 115,100 SH Defined 58 115,100 Pain Therapeutics, Inc. Common Stocks 69562K100 858 106,480 SH Sole 25 106,480 Pain Therapeutics, Inc. Common Stocks 69562K100 1,295 160,695 SH Defined 48 160,695 Pall Corp. Common Stocks 696429307 3,541 135,200 SH Defined 18 135,200 Pall Corp. Common Stocks 696429307 2,857 109,100 SH Sole 25 109,100 Palomar Medical Technologies, Inc. Common Stocks 697529303 660 30,500 SH Defined 27 30,500 PanAmSat Corp. Common Stocks 697933109 137 5,893 SH Defined 12 5,893 PanAmSat Corp. Common Stocks 697933109 113 4,856 SH Defined 13 4,856 PanAmSat Corp. Common Stocks 697933109 1,140 49,092 SH Sole 25 49,092 PanAmSat Corp. Common Stocks 697933109 388 16,700 SH Defined 41 16,700 Pan Pacific Retail Properties, Inc. Common Stocks 69806L104 4,117 81,500 SH Defined 1 81,500 Pan Pacific Retail Properties, Inc. Common Stocks 69806L104 878 17,370 SH Defined 13 17,370 Pan Pacific Retail Properties, Inc. Common Stocks 69806L104 606 12,000 SH Sole 25 12,000 Pan Pacific Retail Properties, Inc. Common Stocks 69806L104 6,032 119,400 SH Defined 33 119,400 Pan Pacific Retail Properties, Inc. Common Stocks 69806L104 505 10,000 SH Defined 36 10,000 Pan Pacific Retail Properties, Inc. Common Stocks 69806L104 17,207 340,600 SH Defined 49 340,600 Pantry, Inc. (The) Common Stocks 698657103 754 34,600 SH Sole 25 34,600 Pantry, Inc. (The) Common Stocks 698657103 214 9,800 SH Defined 41 9,800 Papa John's International, Inc. Common Stocks 698813102 529 17,900 SH Sole 25 17,900 Papa John's International, Inc. Common Stocks 698813102 1,067 36,110 SH Defined 30 36,110 Parametric Technology Corp. Common Stocks 699173100 169 33,770 SH Defined 12 33,770 Parametric Technology Corp. Common Stocks 699173100 655 131,075 SH Defined 13 131,075 Parametric Technology Corp. Common Stocks 699173100 225 44,923 SH Sole 25 44,923 Parexel International Corp. Common Stocks 699462107 1,505 76,000 SH Defined 18 76,000 Parexel International Corp. Common Stocks 699462107 1,447 73,100 SH Sole 25 73,100 Park Electrochemical Corp. Common Stocks 700416209 235 9,300 SH Sole 25 9,300 Park Electrochemical Corp. Common Stocks 700416209 429 17,000 SH Defined 36 17,000 Park National Corp. Common Stocks 700658107 421 3,300 SH Sole 25 3,300 Park National Corp. Common Stocks 700658107 77 600 SH Defined 41 600 Park-Ohio Holdings Corp. Common Stocks 700666100 107 9,100 SH Sole 25 9,100 Park-Ohio Holdings Corp. Common Stocks 700666100 238 20,147 SH Defined 54 20,147 Parker Hannifin Corp. Common Stocks 701094104 367 4,300 SH Defined 4 4,300
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Parker Hannifin Corp. Common Stocks 701094104 761 12,800 SH Defined 5 12,800 Parker Hannifin Corp. Common Stocks 701094104 2,654 44,633 SH Defined 13 44,633 Parker Hannifin Corp. Common Stocks 701094104 565 9,500 SH Sole 25 9,500 Parker Hannifin Corp. Common Stocks 701094104 61 1,032 SH Defined 39 1,032 Parker Hannifin Corp. Common Stocks 701094104 161 2,700 SH Defined 53 2,700 Parkvale Financial Corp. Common Stocks 701492100 94 3,568 SH Defined 46 3,568 Parkvale Financial Corp. Common Stocks 701492100 180 6,832 SH Defined 54 6,832 Parkway Properties, Inc. Common Stocks 70159Q104 760 17,100 SH Sole 25 17,100 Parkway Properties, Inc. Common Stocks 70159Q104 142 3,200 SH Defined 41 3,200 Partner Communications - ADR Common Stocks 70211M109 649 82,740 SH Sole 25 82,740 Partner Communications - ADR Common Stocks 70211M109 1,160 136,690 SH Defined 55 136,690 Patina Oil & Gas Corp. Common Stocks 703224105 9,094 304,448 SH Sole 25 304,448 Patina Oil & Gas Corp. Common Stocks 703224105 665 22,250 SH Defined 28 22,250 Patina Oil & Gas Corp. Common Stocks 703224105 4,413 147,734 SH Defined 30 147,734 Patina Oil & Gas Corp. Common Stocks 703224105 1,664 55,700 SH Defined 55,700 Patina Oil & Gas Corp. Common Stocks 703224105 699 23,400 SH Defined 53 23,400 Patina Oil & Gas Corp. Common Stocks 703224105 2,972 99,500 SH Defined 58 99,500 Pathmark Stores, Inc. Common Stocks 70322A101 2,250 295,300 SH Defined 18 295,300 Pathmark Stores, Inc. Common Stocks 70322A101 1,843 241,901 SH Sole 25 241,901 Pathmark Stores, Inc. Common Stocks 70322A101 161 21,100 SH Defined 36 21,100 Patterson Dental Co. Common Stocks 703412106 5,267 68,861 SH Sole 25 68,861 Patterson-UTI Energy, Inc. Common Stocks 703481101 1,731 51,800 SH Defined 17 51,800 Patterson-UTI Energy, Inc. Common Stocks 703481101 7,396 221,383 SH Sole 25 221,383 Patterson-UTI Energy, Inc. Common Stocks 703481101 2,532 75,800 SH Defined 58 75,800 Paxar Corp. Common Stocks 704227107 4,047 207,320 SH Sole 25 207,320 Paxar Corp. Common Stocks 704227107 433 22,200 SH Defined 30 22,200 Paxar Corp. Common Stocks 704227107 2,835 145,255 SH Defined 48 145,255 Paychex, Inc. Common Stocks 704326107 25,673 757,750 SH Sole 25 757,750 Paychex, Inc. Common Stocks 704326107 12,938 369,903 SH Defined 36 369,903 Paychex, Inc. Common Stocks 704326107 16,263 471,500 SH Defined 44 471,500 Paychex, Inc. Common Stocks 704326107 15,690 432,539 SH Defined 59 432,539 Paychex, Inc. Common Stocks 704326107 1,313 28,900 SH Defined 60 28,900 Payless Shoesource, Inc. Common Stocks 704379106 1,269 85,090 SH Defined 30 85,090 Peabody Energy Corp. Common Stocks 704549104 487 8,700 SH Defined 28 8,700 Peabody Energy Corp. Common Stocks 704549104 638 11,400 SH Defined 59 11,400 PEC Solutions, Inc. New Common Stocks 705107100 862 72,250 SH Sole 25 72,250 Pediatrix Medical Group, Inc. Common Stocks 705324101 9,667 138,400 SH Sole 25 138,400 Pediatrix Medical Group, Inc. Common Stocks 705324101 182 2,600 SH Defined 28 2,600 Pediatrix Medical Group, Inc. Common Stocks 705324101 2,808 40,200 SH Defined 40,200 Pediatrix Medical Group, Inc. Common Stocks 705324101 1,055 15,100 SH Defined 53 15,100 Pediatrix Medical Group, Inc. Common Stocks 705324101 5,909 84,600 SH Defined 58 84,600 Norske Skogindustrier ASA Common Stocks 706552106 29 12,400 SH Sole 25 12,400 Norske Skogindustrier ASA Common Stocks 706552106 83 35,700 SH Defined 36 35,700 Penford Corp. Common Stocks 707051108 95 5,400 SH Defined 39 5,400 Penn-America Group, Inc. Class C Common Stocks 707247102 64 4,600 SH Sole 25 4,600 Penn-America Group, Inc. Class C Common Stocks 707247102 202 14,400 SH Defined 28 14,400 Penn-America Group, Inc. Class C Common Stocks 707247102 1 100 SH Defined 41 100 Penn Engineering & Manufacturing Corp. Common Stocks 707389300 64 3,000 SH Sole 25 3,000 Penn Virginia Corp. Common Stocks 707882106 657 18,200 SH Defined 28 18,200 JC Penney Co., Inc. Holding Co. Common Stocks 708160106 3,366 62,100 SH Defined 3 62,100 JC Penney Co., Inc. Holding Co. Common Stocks 708160106 495 13,100 SH Defined 4 13,100 JC Penney Co., Inc. Holding Co. Common Stocks 708160106 7,911 209,500 SH Defined 6 209,500 JC Penney Co., Inc. Holding Co. Common Stocks 708160106 16,964 449,250 SH Sole 25 449,250 JC Penney Co., Inc. Holding Co. Common Stocks 708160106 861 22,800 SH Defined 34 22,800 JC Penney Co., Inc. Holding Co. Common Stocks 708160106 1,137 22,450 SH Defined 51 22,450 JC Penney Co., Inc. Holding Co. Common Stocks 708160106 1,529 30,200 SH Defined 52 30,200 Pennsylvania Real Estate Investment Trust Common Stocks 709102107 784 22,900 SH Sole 25 22,900 Pennsylvania Real Estate Investment Trust Common Stocks 709102107 202 5,900 SH Defined 41 5,900 Pennsylvania Real Estate Investment Trust Common Stocks 709102107 11,387 332,468 SH Defined 49 332,468 Pentair, Inc. Common Stocks 709631105 609 18,100 SH Sole 25 18,100 Pentair, Inc. Common Stocks 709631105 861 25,600 SH Defined 28 25,600 Pentair, Inc. Common Stocks 709631105 891 26,500 SH Defined 59 26,500 People's Bank/Bridgeport CT Common Stocks 710198102 1,726 55,400 SH Sole 25 55,400 People's Bank/Bridgeport CT Common Stocks 710198102 2,408 77,300 SH Defined 36 77,300 Peoplesoft, Inc. Common Stocks 712713106 444 23,996 SH Defined 12 23,996 Peoplesoft, Inc. Common Stocks 712713106 502 27,162 SH Defined 13 27,162 Peoplesoft, Inc. Common Stocks 712713106 150 8,100 SH Defined 14 8,100 Peoplesoft, Inc. Common Stocks 712713106 648 24,400 SH Defined 15 24,400 Peoplesoft, Inc. Common Stocks 712713106 832 44,963 SH Sole 25 44,963 PEP Boys-Manny Moe & Jack Common Stocks 713278109 4,388 173,100 SH Sole 25 173,100 PEP Boys-Manny Moe & Jack Common Stocks 713278109 99 3,900 SH Defined 28 3,900 PEP Boys-Manny Moe & Jack Common Stocks 713278109 2,117 83,500 SH Defined 30 83,500 PEP Boys-Manny Moe & Jack Common Stocks 713278109 401 15,836 SH Defined 54 15,836 PEP Boys-Manny Moe & Jack Common Stocks 713278109 602 23,760 SH Defined 59 23,760 Pepco Holdings, Inc. Common Stocks 713291102 892 34,000 SH Defined 4 34,000 Pepco Holdings, Inc. Common Stocks 713291102 845 46,200 SH Defined 5 46,200 Pepco Holdings, Inc. Common Stocks 713291102 801 43,826 SH Defined 13 43,826 Pepco Holdings, Inc. Common Stocks 713291102 2,274 124,400 SH Sole 25 124,400 Pepco Holdings, Inc. Common Stocks 713291102 1,944 95,000 SH Defined 36 95,000 Pepsi Bottling Group, Inc. Common Stocks 713409100 10,373 339,655 SH Defined 12 339,655 Pepsi Bottling Group, Inc. Common Stocks 713409100 2,872 94,047 SH Defined 13 94,047 Pepsi Bottling Group, Inc. Common Stocks 713409100 2,578 84,400 SH Defined 19 84,400 Pepsi Bottling Group, Inc. Common Stocks 713409100 21,419 701,328 SH Sole 25 701,328 Pepsi Bottling Group, Inc. Common Stocks 713409100 3,427 112,200 SH Defined 26 112,200 Pepsi Bottling Group, Inc. Common Stocks 713409100 706 16,100 SH Defined 36 16,100 PepsiAmericas, Inc. Common Stocks 71343P200 53 2,500 SH Defined 5 2,500 PepsiAmericas, Inc. Common Stocks 71343P200 3,935 185,266 SH Defined 12 185,266 PepsiAmericas, Inc. Common Stocks 71343P200 1,948 91,718 SH Defined 13 91,718 PepsiAmericas, Inc. Common Stocks 71343P200 1,950 91,800 SH Defined 18 91,800 PepsiAmericas, Inc. Common Stocks 71343P200 9,167 431,574 SH Sole 25 431,574 PepsiAmericas, Inc. Common Stocks 71343P200 200 9,400 SH Defined 28 9,400 PepsiAmericas, Inc. Common Stocks 71343P200 1,032 48,600 SH Defined 30 48,600 PepsiCo, Inc. Common Stocks 713448108 7,518 97,200 SH Defined 3 97,200 PepsiCo, Inc. Common Stocks 713448108 1,101 20,500 SH Defined 4 20,500 PepsiCo, Inc. Common Stocks 713448108 1,239 23,000 SH Defined 5 23,000 PepsiCo, Inc. Common Stocks 713448108 13,793 256,000 SH Defined 6 256,000 PepsiCo, Inc. Common Stocks 713448108 916 17,000 SH Defined 7 17,000 PepsiCo, Inc. Common Stocks 713448108 843 10,900 SH Defined 15 10,900 PepsiCo, Inc. Common Stocks 713448108 447 8,300 SH Defined 8,300 PepsiCo, Inc. Common Stocks 713448108 68,215 1,266,046 SH Sole 25 1,266,046 PepsiCo, Inc. Common Stocks 713448108 555 10,300 SH Defined 35 10,300 PepsiCo, Inc. Common Stocks 713448108 6,471 105,800 SH Defined 36 105,800 PepsiCo, Inc. Common Stocks 713448108 140 2,590 SH Defined 39 2,590 PepsiCo, Inc. Common Stocks 713448108 10,195 189,213 SH Defined 40 189,213 PepsiCo, Inc. Common Stocks 713448108 2,739 49,310 SH Defined 43 49,310 PepsiCo, Inc. Common Stocks 713448108 25,479 464,500 SH Defined 44 464,500 PepsiCo, Inc. Common Stocks 713448108 668 12,400 SH Defined 12,400 PepsiCo, Inc. Common Stocks 713448108 2,673 37,000 SH Defined 52 37,000 PepsiCo, Inc. Common Stocks 713448108 11,771 208,100 SH Defined 53 208,100 PepsiCo, Inc. Common Stocks 713448108 30,662 513,332 SH Defined 59 513,332 PepsiCo, Inc. Common Stocks 713448108 2,059 28,500 SH Defined 60 28,500 Perini Corp. Common Stocks 713839108 1,112 104,255 SH Sole 25 104,255 Perini Corp. Common Stocks 713839108 217 20,300 SH Defined 36 20,300 Perini Corp. Common Stocks 713839108 1,558 146,010 SH Defined 48 146,010 PerkinElmer, Inc. Common Stocks 714046109 7,673 382,900 SH Sole 25 382,900 PerkinElmer, Inc. Common Stocks 714046109 92 4,600 SH Defined 28 4,600 PerkinElmer, Inc. Common Stocks 714046109 1,144 57,100 SH Defined 36 57,100 PerkinElmer, Inc. Common Stocks 714046109 40 2,000 SH Defined 41 2,000 PerkinElmer, Inc. Common Stocks 714046109 7,830 372,200 SH Defined 53 372,200 PerkinElmer, Inc. Common Stocks 714046109 510 25,450 SH Defined 59 25,450 Perrigo Co. Common Stocks 714290103 992 52,300 SH Sole 25 52,300 Perrigo Co. Common Stocks 714290103 216 11,400 SH Defined 28 11,400 Perrigo Co. Common Stocks 714290103 481 25,342 SH Defined 30 25,342 Perrigo Co. Common Stocks 714290103 765 40,327 SH Defined 36 40,327 Perrigo Co. Common Stocks 714290103 148 7,800 SH Defined 41 7,800 Petco Animal Supplies, Inc. Common Stocks 716016209 453 14,072 SH Defined 13 14,072 Petco Animal Supplies, Inc. Common Stocks 716016209 1,176 36,500 SH Sole 25 36,500 Petco Animal Supplies, Inc. Common Stocks 716016209 200 6,200 SH Defined 28 6,200 Petco Animal Supplies, Inc. Common Stocks 716016209 1,715 53,240 SH Defined 30 53,240 Petco Animal Supplies, Inc. Common Stocks 716016209 315 7,300 SH Defined 60 7,300 Petrobras Energia Participaciones SA - ADR Common Stocks 71646M102 - - SH Defined 8
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- PetroKazakhstan, Inc. Class A Common Stocks 71649P102 871 32,000 SH Sole 25 32,000 PetroKazakhstan, Inc. Class A Common Stocks 71649P102 1,676 57,100 SH Defined 55 57,100 Petroleo Brasileiro SA - ADR Preferred Stocks 71654V101 473 14,000 SH Defined 10 14,000 Petroleo Brasileiro SA - ADR Preferred Stocks 71654V101 1,634 65,800 SH Sole 25 65,800 Petroleo Brasileiro SA - ADR Preferred Stocks 71654V101 3,167 117,500 SH Defined 55 117,500 Petroleo Brasileiro SA - ADR Common Stocks 71654V408 611 21,760 SH Defined 21,760 Petroleo Brasileiro SA - ADR Common Stocks 71654V408 3,383 120,520 SH Sole 25 120,520 Petroleo Brasileiro SA - ADR Common Stocks 71654V408 222 7,200 SH Defined 55 7,200 Petroleo Brasileiro SA - ADR Common Stocks 71654V408 5,032 156,082 SH Defined 57 156,082 Petroleum Development Corp. Common Stocks 716578109 3,071 112,000 SH Sole 25 112,000 Petroleum Development Corp. Common Stocks 716578109 2,922 106,550 SH Defined 30 106,550 Petroquest Energy, Inc. Common Stocks 716748108 219 51,195 SH Sole 25 51,195 Petroquest Energy, Inc. Common Stocks 716748108 549 128,600 SH Defined 36 128,600 Petsmart, Inc. Common Stocks 716768106 694 21,400 SH Defined 28 21,400 Petsmart, Inc. Common Stocks 716768106 853 26,280 SH Defined 59 26,280 Pfizer, Inc. Common Stocks 717081103 12,839 260,900 SH Defined 3 260,900 Pfizer, Inc. Common Stocks 717081103 2,457 66,600 SH Defined 4 66,600 Pfizer, Inc. Common Stocks 717081103 65 1,900 SH Defined 5 1,900 Pfizer, Inc. Common Stocks 717081103 30,362 885,700 SH Defined 6 885,700 Pfizer, Inc. Common Stocks 717081103 5,591 163,100 SH Defined 7 163,100 Pfizer, Inc. Common Stocks 717081103 18,151 529,495 SH Defined 12 529,495 Pfizer, Inc. Common Stocks 717081103 1,555 45,354 SH Defined 13 45,354 Pfizer, Inc. Common Stocks 717081103 447 13,050 SH Defined 14 13,050 Pfizer, Inc. Common Stocks 717081103 846 17,200 SH Defined 15 17,200 Pfizer, Inc. Common Stocks 717081103 - 1 SH Defined 1 Pfizer, Inc. Common Stocks 717081103 1,313 38,300 SH Defined 38,300 Pfizer, Inc. Common Stocks 717081103 208,580 6,084,601 SH Sole 25 6,084,601 Pfizer, Inc. Common Stocks 717081103 5,957 173,781 SH Defined 26 173,781 Pfizer, Inc. Common Stocks 717081103 10,177 283,850 SH Defined 32 283,850 Pfizer, Inc. Common Stocks 717081103 1,207 35,200 SH Defined 34 35,200 Pfizer, Inc. Common Stocks 717081103 3,413 99,550 SH Defined 35 99,550 Pfizer, Inc. Common Stocks 717081103 67,377 1,885,825 SH Defined 36 1,885,825 Pfizer, Inc. Common Stocks 717081103 1,925 56,150 SH Defined 37 56,150 Pfizer, Inc. Common Stocks 717081103 2,838 82,800 SH Defined 38 82,800 Pfizer, Inc. Common Stocks 717081103 48 1,386 SH Defined 39 1,386 Pfizer, Inc. Common Stocks 717081103 9,527 267,750 SH Defined 43 267,750 Pfizer, Inc. Common Stocks 717081103 23,149 663,280 SH Defined 44 663,280 Pfizer, Inc. Common Stocks 717081103 1,937 56,500 SH Defined 56,500 Pfizer, Inc. Common Stocks 717081103 5,883 128,000 SH Defined 52 128,000 Pfizer, Inc. Common Stocks 717081103 20,328 565,100 SH Defined 53 565,100 Pfizer, Inc. Common Stocks 717081103 5,029 146,713 SH Defined 54 146,713 Pfizer, Inc. Common Stocks 717081103 66,452 1,791,657 SH Defined 59 1,791,657 Pfizer, Inc. Common Stocks 717081103 1,871 40,700 SH Defined 60 40,700 Pharmion Corp. Common Stocks 71715B409 113 2,300 SH Sole 25 2,300 Phelps Dodge Corp. Common Stocks 717265102 6,236 78,200 SH Defined 7 78,200 Phelps Dodge Corp. Common Stocks 717265102 1,260 16,255 SH Defined 13 16,255 Phelps Dodge Corp. Common Stocks 717265102 9,541 123,100 SH Sole 25 123,100 Phelps Dodge Corp. Common Stocks 717265102 341 4,400 SH Defined 26 4,400 Phelps Dodge Corp. Common Stocks 717265102 3,191 41,166 SH Defined 54 41,166 Phelps Dodge Corp. Common Stocks 717265102 1,003 12,940 SH Defined 59 12,940 Philadelphia Consolidated Holding Co. Common Stocks 717528103 2,818 46,906 SH Sole 25 46,906 Philadelphia Consolidated Holding Co. Common Stocks 717528103 204 3,400 SH Defined 28 3,400 Philadelphia Consolidated Holding Co. Common Stocks 717528103 186 3,100 SH Defined 41 3,100 Philadelphia Consolidated Holding Co. Common Stocks 717528103 3,022 50,310 SH Defined 48 50,310 Phoenix Cos., Inc. (The) Common Stocks 71902E109 33 2,700 SH Defined 30 2,700 Photon Dynamics, Inc. Common Stocks 719364101 2,967 84,600 SH Defined 17 84,600 Photon Dynamics, Inc. Common Stocks 719364101 5,390 153,700 SH Sole 25 153,700 Photon Dynamics, Inc. Common Stocks 719364101 113 2,400 SH Defined 60 2,400 Photronics, Inc. Common Stocks 719405102 6,565 346,600 SH Sole 25 346,600 Photronics, Inc. Common Stocks 719405102 640 33,800 SH Defined 41 33,800 Photronics, Inc. Common Stocks 719405102 193 10,200 SH Defined 46 10,200 Photronics, Inc. Common Stocks 719405102 379 20,000 SH Defined 54 20,000 Photronics, Inc. Common Stocks 719405102 3,085 162,900 SH Defined 58 162,900 Pier 1 Imports, Inc. Common Stocks 720279108 52 2,949 SH Defined 13 2,949 Pier 1 Imports, Inc. Common Stocks 720279108 1,603 90,600 SH Defined 18 90,600 Pier 1 Imports, Inc. Common Stocks 720279108 1,585 89,600 SH Sole 25 89,600 Pilgrim's Pride Corp. Common Stocks 721467108 420 14,527 SH Defined 12 14,527 Pilgrim's Pride Corp. Common Stocks 721467108 432 14,933 SH Defined 13 14,933 Pilgrim's Pride Corp. Common Stocks 721467108 3,880 134,065 SH Sole 25 134,065 Pilgrim's Pride Corp. Common Stocks 721467108 2,532 87,480 SH Defined 30 87,480 Pilgrim's Pride Corp. Common Stocks 721467108 1,881 64,000 SH Defined 36 64,000 Pilgrim's Pride Corp. Common Stocks 721467108 20 700 SH Defined 41 700 Pinnacle Airlines Corp. Common Stocks 723443107 92 8,100 SH Defined 28 8,100 Pinnacle Airlines Corp. Common Stocks 723443107 270 23,900 SH Defined 39 23,900 Pinnacle Entertainment, Inc. Common Stocks 723456109 110 8,700 SH Defined 28 8,700 Pinnacle West Capital Corp. Common Stocks 723484101 336 5,800 SH Defined 4 5,800 Pinnacle West Capital Corp. Common Stocks 723484101 372 9,200 SH Defined 5 9,200 Pinnacle West Capital Corp. Common Stocks 723484101 1,026 25,400 SH Sole 25 25,400 Pinnacle West Capital Corp. Common Stocks 723484101 901 22,300 SH Defined 35 22,300 Pinnacle West Capital Corp. Common Stocks 723484101 3,283 79,200 SH Defined 36 79,200 Pioneer Natural Resources Co. Common Stocks 723787107 347 9,900 SH Defined 28 9,900 Piper Jaffray Cos. Common Stocks 724078100 35 765 SH Defined 35 765 Pitney Bowes, Inc. Common Stocks 724479100 692 10,900 SH Defined 4 10,900 Pitney Bowes, Inc. Common Stocks 724479100 898 20,300 SH Defined 5 20,300 Pitney Bowes, Inc. Common Stocks 724479100 2,332 52,700 SH Sole 25 52,700 Pixar Common Stocks 725811103 1,147 16,500 SH Defined 56 16,500 Pixelworks, Inc. Common Stocks 72581M107 2,827 184,500 SH Sole 25 184,500 Pixelworks, Inc. Common Stocks 72581M107 340 22,200 SH Defined 30 22,200 Pixelworks, Inc. Common Stocks 72581M107 2,520 164,500 SH Defined 164,500 Pixelworks, Inc. Common Stocks 72581M107 1,063 69,400 SH Defined 53 69,400 Placer Dome, Inc. Common Stocks 725906101 193 8,100 SH Defined 23 8,100 Plains Exploration & Production Co. Common Stocks 726505100 742 40,415 SH Sole 25 40,415 Plains Exploration & Production Co. Common Stocks 726505100 662 36,091 SH Defined 28 36,091 Plains Exploration & Production Co. Common Stocks 726505100 673 36,652 SH Defined 36,652 Plains Exploration & Production Co. Common Stocks 726505100 282 15,353 SH Defined 53 15,353 Planar Systems, Inc. Common Stocks 726900103 475 35,500 SH Sole 25 35,500 Planar Systems, Inc. Common Stocks 726900103 59 4,400 SH Defined 41 4,400 Plantronics, Inc. Common Stocks 727493108 9,864 234,300 SH Sole 25 234,300 Plantronics, Inc. Common Stocks 727493108 4,025 95,600 SH Defined 30 95,600 Plantronics, Inc. Common Stocks 727493108 2,017 47,900 SH Defined 58 47,900 Playtex Products, Inc. Common Stocks 72813P100 425 54,400 SH Sole 25 54,400 Playtex Products, Inc. Common Stocks 72813P100 808 103,300 SH Defined 36 103,300 Plexus Corp. Common Stocks 729132100 269 19,900 SH Sole 25 19,900 Plexus Corp. Common Stocks 729132100 489 36,200 SH Defined 36 36,200 Plum Creek Timber Co., Inc. (REIT) Common Stocks 729251108 7,559 232,000 SH Defined 1 232,000 Plum Creek Timber Co., Inc. (REIT) Common Stocks 729251108 8,464 259,800 SH Defined 33 259,800 Pogo Producing Co. Common Stocks 730448107 2,855 57,788 SH Defined 12 57,788 Pogo Producing Co. Common Stocks 730448107 4,275 86,530 SH Defined 13 86,530 Pogo Producing Co. Common Stocks 730448107 6,220 125,912 SH Sole 25 125,912 Pogo Producing Co. Common Stocks 730448107 1,793 36,300 SH Defined 26 36,300 Polaris Industries, Inc. Common Stocks 731068102 2,729 56,861 SH Sole 25 56,861 Polaris Industries, Inc. Common Stocks 731068102 1,920 40,000 SH Defined 30 40,000 Polo Ralph Lauren Corp. Common Stocks 731572103 2,322 67,400 SH Defined 18 67,400 Polo Ralph Lauren Corp. Common Stocks 731572103 6,949 201,700 SH Sole 25 201,700 Polo Ralph Lauren Corp. Common Stocks 731572103 496 14,400 SH Defined 28 14,400 Polo Ralph Lauren Corp. Common Stocks 731572103 3,679 106,800 SH Defined 36 106,800 Polycom, Inc. Common Stocks 73172K104 477 21,299 SH Defined 12 21,299 Polycom, Inc. Common Stocks 73172K104 456 20,349 SH Defined 13 20,349 Polycom, Inc. Common Stocks 73172K104 15,607 696,410 SH Sole 25 696,410 Polycom, Inc. Common Stocks 73172K104 1,840 82,100 SH Defined 26 82,100 Polycom, Inc. Common Stocks 73172K104 3,061 134,600 SH Defined 36 134,600 Polycom, Inc. Common Stocks 73172K104 4,990 214,780 SH Defined 59 214,780 PolyMedica Corp. Common Stocks 731738100 3,776 121,653 SH Sole 25 121,653 PolyOne Corp. Common Stocks 73179P106 120 16,100 SH Sole 25 16,100 PolyOne Corp. Common Stocks 73179P106 227 30,500 SH Defined 36 30,500 Pomeroy IT Solutions, Inc. Common Stocks 731822102 138 11,600 SH Sole 25 11,600 Pomeroy IT Solutions, Inc. Common Stocks 731822102 201 16,900 SH Defined 36 16,900 Popular, Inc. Common Stocks 733174106 335 7,838 SH Defined 13 7,838 Popular, Inc. Common Stocks 733174106 1,672 39,100 SH Sole 25 39,100 Popular, Inc. Common Stocks 733174106 1,266 29,600 SH Defined 26 29,600 Popular, Inc. Common Stocks 733174106 1,078 25,200 SH Defined 28 25,200
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Popular, Inc. Common Stocks 733174106 30 700 SH Defined 36 700 Possis Medical, Inc. Common Stocks 737407106 2,551 74,693 SH Sole 25 74,693 Possis Medical, Inc. Common Stocks 737407106 3,883 113,699 SH Defined 48 113,699 Potash Corp. of Saskatchewan Common Stocks 73755L107 181 1,300 SH Defined 23 1,300 Potash Corp. of Saskatchewan Common Stocks 73755L107 50 515 SH Defined 39 515 Potlatch Corp. Common Stocks 737628107 87 2,100 SH Defined 41 2,100 Power Integrations, Inc. Common Stocks 739276103 1,312 52,692 SH Sole 25 52,692 Power-One, Inc. Common Stocks 739308104 1,594 145,150 SH Sole 25 145,150 Power-One, Inc. Common Stocks 739308104 495 45,110 SH Defined 59 45,110 Powerwave Technologies, Inc. Common Stocks 739363109 1,384 179,800 SH Sole 25 179,800 Praecis Pharmaceuticals, Inc. Common Stocks 739421105 100 26,300 SH Sole 25 26,300 Praecis Pharmaceuticals, Inc. Common Stocks 739421105 174 45,900 SH Defined 36 45,900 Praxair, Inc. Common Stocks 74005P104 10,295 257,960 SH Sole 25 257,960 Praxair, Inc. Common Stocks 74005P104 475 11,900 SH Defined 34 11,900 Praxair, Inc. Common Stocks 74005P104 9,222 207,300 SH Defined 36 207,300 Praxair, Inc. Common Stocks 74005P104 77 1,924 SH Defined 39 1,924 Praxair, Inc. Common Stocks 74005P104 3,815 92,240 SH Defined 43 92,240 Pre-Paid Legal Services, Inc. Common Stocks 740065107 2,650 111,200 SH Sole 25 111,200 Pre-Paid Legal Services, Inc. Common Stocks 740065107 2,541 106,643 SH Defined 30 106,643 Precision Castparts Corp. Common Stocks 740189105 2,461 45,000 SH Defined 19 45,000 Precision Castparts Corp. Common Stocks 740189105 372 6,800 SH Defined 28 6,800 Premcor, Inc. Common Stocks 74045Q104 2,006 53,505 SH Defined 12 53,505 Premcor, Inc. Common Stocks 74045Q104 1,345 35,864 SH Defined 13 35,864 Premcor, Inc. Common Stocks 74045Q104 8,221 219,223 SH Sole 25 219,223 Premcor, Inc. Common Stocks 74045Q104 686 13,650 SH Defined 51 13,650 Prentiss Properties Trust Common Stocks 740706106 8,417 251,100 SH Defined 1 251,100 Prentiss Properties Trust Common Stocks 740706106 2,283 68,100 SH Sole 25 68,100 Prentiss Properties Trust Common Stocks 740706106 3,339 99,200 SH Defined 36 99,200 T Rowe Price Group, Inc. Common Stocks 74144T108 2,714 53,850 SH Sole 25 53,850 T Rowe Price Group, Inc. Common Stocks 74144T108 2,982 57,540 SH Defined 59 57,540 Pride International, Inc. Common Stocks 74153Q102 2 100 SH Defined 35 100 Pride International, Inc. Common Stocks 74153Q102 313 18,300 SH Defined 39 18,300 Prime Medical Services, Inc. Common Stocks 74156D108 608 59,400 SH Defined 27 59,400 Prime Hospitality Corp. Common Stocks 741917108 504 47,500 SH Sole 25 47,500 Prime Hospitality Corp. Common Stocks 741917108 326 30,700 SH Defined 30 30,700 Primus Telecommunications GP Common Stocks 741929103 1,722 339,000 SH Sole 25 339,000 Primus Telecommunications GP Common Stocks 741929103 1,362 268,100 SH Defined 58 268,100 Principal Financial Group Common Stocks 74251V102 2,730 78,500 SH Defined 7 78,500 Principal Financial Group Common Stocks 74251V102 41 1,182 SH Defined 13 1,182 Principal Financial Group Common Stocks 74251V102 5,537 159,200 SH Sole 25 159,200 Principal Financial Group Common Stocks 74251V102 1,061 30,500 SH Defined 36 30,500 ProAssurance Corp. Common Stocks 74267C106 834 24,455 SH Sole 25 24,455 Procter & Gamble Co. Common Stocks 742718109 7,565 96,800 SH Defined 3 96,800 Procter & Gamble Co. Common Stocks 742718109 1,119 20,400 SH Defined 4 20,400 Procter & Gamble Co. Common Stocks 742718109 65 1,200 SH Defined 5 1,200 Procter & Gamble Co. Common Stocks 742718109 10,790 198,200 SH Defined 6 198,200 Procter & Gamble Co. Common Stocks 742718109 8,789 159,100 SH Defined 7 159,100 Procter & Gamble Co. Common Stocks 742718109 686 12,600 SH Defined 12,600 Procter & Gamble Co. Common Stocks 742718109 108,965 2,001,564 SH Sole 25 2,001,564 Procter & Gamble Co. Common Stocks 742718109 8,983 165,000 SH Defined 26 165,000 Procter & Gamble Co. Common Stocks 742718109 3,451 63,400 SH Defined 35 63,400 Procter & Gamble Co. Common Stocks 742718109 43,384 748,600 SH Defined 36 748,600 Procter & Gamble Co. Common Stocks 742718109 13,674 251,182 SH Defined 40 251,182 Procter & Gamble Co. Common Stocks 742718109 462 8,480 SH Defined 43 8,480 Procter & Gamble Co. Common Stocks 742718109 37,520 677,000 SH Defined 44 677,000 Procter & Gamble Co. Common Stocks 742718109 1,002 18,400 SH Defined 18,400 Procter & Gamble Co. Common Stocks 742718109 2,073 28,400 SH Defined 52 28,400 Procter & Gamble Co. Common Stocks 742718109 36,806 607,022 SH Defined 59 607,022 Procter & Gamble Co. Common Stocks 742718109 3,022 41,400 SH Defined 60 41,400 PrivateBancorp, Inc. Common Stocks 742962103 143 5,200 SH Defined 28 5,200 Progress Energy, Inc. Common Stocks 743263105 234 3,700 SH Defined 4 3,700 Progress Energy, Inc. Common Stocks 743263105 639 14,500 SH Defined 5 14,500 Progress Energy, Inc. Common Stocks 743263105 47 1,071 SH Defined 39 1,071 Progressive Corp. (The) Common Stocks 743315103 7,783 89,200 SH Defined 7 89,200 Progressive Corp. (The) Common Stocks 743315103 20,063 235,200 SH Sole 25 235,200 Progressive Corp. (The) Common Stocks 743315103 4,819 56,500 SH Defined 26 56,500 Progressive Corp. (The) Common Stocks 743315103 9,240 101,200 SH Defined 36 101,200 Progressive Corp. (The) Common Stocks 743315103 3,285 38,510 SH Defined 56 38,510 Prologis Common Stocks 743410102 15,884 482,500 SH Defined 1 482,500 Prologis Common Stocks 743410102 29,875 907,500 SH Defined 33 907,500 Prologis Common Stocks 743410102 194 5,900 SH Defined 35 5,900 Prologis Common Stocks 743410102 33,381 1,014,000 SH Defined 49 1,014,000 Prosperity Bancshares, Inc. Common Stocks 743606105 287 11,800 SH Sole 25 11,800 Prosperity Bancshares, Inc. Common Stocks 743606105 61 2,500 SH Defined 41 2,500 Protective Life Corp. Common Stocks 743674103 7,529 194,700 SH Sole 25 194,700 Protective Life Corp. Common Stocks 743674103 1,017 26,300 SH Defined 26 26,300 Protective Life Corp. Common Stocks 743674103 271 7,000 SH Defined 28 7,000 Protective Life Corp. Common Stocks 743674103 954 24,680 SH Defined 30 24,680 Protective Life Corp. Common Stocks 743674103 2,738 70,800 SH Defined 36 70,800 Protective Life Corp. Common Stocks 743674103 170 4,400 SH Defined 41 4,400 Protein Design Labs, Inc. Common Stocks 74369L103 2,912 152,200 SH Sole 25 152,200 Protein Design Labs, Inc. Common Stocks 74369L103 2,320 121,300 SH Defined 58 121,300 Provident Bancorp, Inc. Common Stocks 74383A109 34 3,000 SH Defined 30 3,000 Provident Bankshares Corp. Common Stocks 743859100 272 9,415 SH Sole 25 9,415 Provident Bankshares Corp. Common Stocks 743859100 94 3,255 SH Defined 28 3,255 Provident Bankshares Corp. Common Stocks 743859100 585 20,274 SH Defined 36 20,274 Provident Financial Group, Inc. Common Stocks 743866105 308 7,800 SH Defined 46 7,800 Provident Financial Group, Inc. Common Stocks 743866105 335 8,500 SH Defined 54 8,500 Province Healthcare Co. Common Stocks 743977100 6,049 352,700 SH Sole 25 352,700 Province Healthcare Co. Common Stocks 743977100 3,057 175,900 SH Defined 36 175,900 Province Healthcare Co. Common Stocks 743977100 2,958 172,500 SH Defined 58 172,500 Providian Financial Corp. Common Stocks 74406A102 3,637 247,900 SH Defined 17 247,900 Providian Financial Corp. Common Stocks 74406A102 5,451 371,600 SH Sole 25 371,600 Providian Financial Corp. Common Stocks 74406A102 5,713 389,409 SH Defined 54 389,409 Providian Financial Corp. Common Stocks 74406A102 468 23,800 SH Defined 60 23,800 Psychiatric Solutions, Inc. Common Stocks 74439H108 788 31,600 SH Sole 25 31,600 Public Service Enterprise Group, Inc. Common Stocks 744573106 32,949 823,100 SH Sole 25 823,100 Public Service Enterprise Group, Inc. Common Stocks 744573106 13,990 334,150 SH Defined 32 334,150 Public Storage, Inc. Common Stocks 74460D109 9,961 216,500 SH Defined 1 216,500 Public Storage, Inc. Common Stocks 74460D109 5,517 119,900 SH Defined 33 119,900 Puget Energy, Inc. Common Stocks 745310102 278 12,700 SH Defined 5 12,700 Puget Energy, Inc. Common Stocks 745310102 414 18,900 SH Sole 25 18,900 Puget Energy, Inc. Common Stocks 745310102 164 7,500 SH Defined 41 7,500 Pulitzer, Inc. Common Stocks 745769109 2,517 51,480 SH Defined 19 51,480 Pulitzer, Inc. Common Stocks 745769109 4,778 97,700 SH Sole 25 97,700 Pulitzer, Inc. Common Stocks 745769109 2,322 47,488 SH Defined 30 47,488 Pulitzer, Inc. Common Stocks 745769109 494 10,100 SH Defined 36 10,100 Pulte Homes, Inc. Common Stocks 745867101 530 7,100 SH Defined 4 7,100 Pulte Homes, Inc. Common Stocks 745867101 31 600 SH Defined 5 600 Pulte Homes, Inc. Common Stocks 745867101 11,446 219,989 SH Sole 25 219,989 Pulte Homes, Inc. Common Stocks 745867101 104 2,000 SH Defined 28 2,000 Pulte Homes, Inc. Common Stocks 745867101 10 200 SH Defined 35 200 Pulte Homes, Inc. Common Stocks 745867101 7,845 147,300 SH Defined 36 147,300 QLT, Inc. Common Stocks 746927102 6,257 312,538 SH Sole 25 312,538 QLT, Inc. Common Stocks 746927102 1,946 97,200 SH Defined 58 97,200 QAD, Inc. Common Stocks 74727D108 67 6,270 SH Defined 30 6,270 Qualcomm, Inc. Common Stocks 747525103 5,525 75,700 SH Defined 7 75,700 Qualcomm, Inc. Common Stocks 747525103 2,137 20,400 SH Defined 15 20,400 Qualcomm, Inc. Common Stocks 747525103 71,158 975,038 SH Sole 25 975,038 Qualcomm, Inc. Common Stocks 747525103 7,875 107,900 SH Defined 26 107,900 Qualcomm, Inc. Common Stocks 747525103 744 10,200 SH Defined 35 10,200 Qualcomm, Inc. Common Stocks 747525103 2,912 39,900 SH Defined 36 39,900 Qualcomm, Inc. Common Stocks 747525103 22,269 305,134 SH Defined 40 305,134 Qualcomm, Inc. Common Stocks 747525103 41,831 563,300 SH Defined 44 563,300 Qualcomm, Inc. Common Stocks 747525103 1,788 24,500 SH Defined 56 24,500 Qualcomm, Inc. Common Stocks 747525103 19,684 243,538 SH Defined 59 243,538 Qualcomm, Inc. Common Stocks 747525103 3,239 33,100 SH Defined 60 33,100 Quality Systems, Inc. Common Stocks 747582104 334 6,800 SH Defined 28 6,800 Quanex Corp. Common Stocks 747620102 112 2,300 SH Defined 28 2,300 Quanex Corp. Common Stocks 747620102 370 7,600 SH Defined 46 7,600 Quanex Corp. Common Stocks 747620102 692 14,200 SH Defined 54 14,200
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Quanta Services, Inc. Common Stocks 74762E102 2,691 432,600 SH Defined 18 432,600 Quanta Services, Inc. Common Stocks 74762E102 2,181 350,600 SH Sole 25 350,600 Quantum Fuel Systems Technologies Worldwide, Inc. Common Stocks 74765E109 22 3,600 SH Defined 28 3,600 Quantum Corp. Common Stocks 747906204 2,785 898,300 SH Defined 18 898,300 Quantum Corp. Common Stocks 747906204 2,216 714,900 SH Sole 25 714,900 Quest Diagnostics Common Stocks 74834L100 2,532 29,800 SH Defined 7 29,800 Quest Diagnostics Common Stocks 74834L100 15,646 184,184 SH Sole 25 184,184 Quest Diagnostics Common Stocks 74834L100 8,757 95,900 SH Defined 36 95,900 Quest Diagnostics Common Stocks 74834L100 5,063 59,597 SH Defined 40 59,597 Quest Software, Inc. Common Stocks 74834T103 2,837 219,900 SH Defined 17 219,900 Quest Software, Inc. Common Stocks 74834T103 4,888 378,900 SH Sole 25 378,900 Quest Software, Inc. Common Stocks 74834T103 435 33,700 SH Defined 58 33,700 Questar Corp. Common Stocks 748356102 2,315 59,900 SH Sole 25 59,900 Questar Corp. Common Stocks 748356102 406 10,500 SH Defined 41 10,500 Questar Corp. Common Stocks 748356102 3,069 79,429 SH Defined 54 79,429 Questar Corp. Common Stocks 748356102 357 6,900 SH Defined 60 6,900 Quicksilver Resources, Inc. Common Stocks 74837R104 1,730 25,800 SH Sole 25 25,800 Quicksilver Resources, Inc. Common Stocks 74837R104 1,184 17,650 SH Defined 45 17,650 Quiksilver, Inc. Common Stocks 74838C106 1,171 49,170 SH Sole 25 49,170 Quiksilver, Inc. Common Stocks 74838C106 1,519 63,810 SH Defined 48 63,810 Quilmes Industrial SA - ADR Common Stocks 74838Y207 335 19,915 SH Sole 25 19,915 Quilmes Industrial SA - ADR Common Stocks 74838Y207 406 24,110 SH Defined 29 24,110 Quilmes Industrial SA - ADR Common Stocks 74838Y207 245 13,300 SH Defined 55 13,300 Quinton Cardiology Systems, Inc. Common Stocks 748773108 527 52,055 SH Sole 25 52,055 Quinton Cardiology Systems, Inc. Common Stocks 748773108 800 78,935 SH Defined 48 78,935 Qwest Communications International Common Stocks 749121109 463 129,100 SH Defined 5 129,100 Qwest Communications International Common Stocks 749121109 1,199 334,064 SH Defined 13 334,064 Qwest Communications International Common Stocks 749121109 846 235,700 SH Sole 25 235,700 Qwest Communications International Common Stocks 749121109 785 214,200 SH Defined 36 214,200 Qwest Communications International Common Stocks 749121109 30 8,312 SH Defined 39 8,312 R&G Financial Corp. Class B Common Stocks 749136107 579 17,500 SH Sole 25 17,500 R&G Financial Corp. Class B Common Stocks 749136107 258 7,800 SH Defined 28 7,800 R&G Financial Corp. Class B Common Stocks 749136107 487 14,725 SH Defined 30 14,725 R&G Financial Corp. Class B Common Stocks 749136107 886 26,050 SH Defined 36 26,050 R&G Financial Corp. Class B Common Stocks 749136107 435 13,150 SH Defined 41 13,150 RC2 Corp. Common Stocks 749388104 753 21,200 SH Sole 25 21,200 RC2 Corp. Common Stocks 749388104 312 8,800 SH Defined 28 8,800 RC2 Corp. Common Stocks 749388104 220 6,200 SH Defined 36 6,200 RC2 Corp. Common Stocks 749388104 4 100 SH Defined 41 100 RH Donnelley Corp. Common Stocks 74955W307 1,968 45,000 SH Sole 25 45,000 RH Donnelley Corp. Common Stocks 74955W307 555 12,700 SH Defined 41 12,700 RLI Corp. Common Stocks 749607107 292 8,000 SH Sole 25 8,000 RLI Corp. Common Stocks 749607107 343 9,400 SH Defined 36 9,400 RPC, Inc. Common Stocks 749660106 216 13,700 SH Sole 25 13,700 RPC, Inc. Common Stocks 749660106 27 1,700 SH Defined 41 1,700 RPM International, Inc. Common Stocks 749685103 371 24,400 SH Defined 14 24,400 RPM International, Inc. Common Stocks 749685103 7,061 464,565 SH Sole 25 464,565 RPM International, Inc. Common Stocks 749685103 222 14,600 SH Defined 28 14,600 RPM International, Inc. Common Stocks 749685103 1,900 125,000 SH Defined 36 125,000 RPM International, Inc. Common Stocks 749685103 857 56,400 SH Defined 41 56,400 RSA Security, Inc. Common Stocks 749719100 800 39,100 SH Sole 25 39,100 RSA Security, Inc. Common Stocks 749719100 102 5,000 SH Defined 28 5,000 RTI International Metals, Inc. Common Stocks 74973W107 1,219 76,450 SH Sole 25 76,450 Radian Group, Inc. Common Stocks 750236101 122 1,900 SH Defined 7 1,900 Radian Group, Inc. Common Stocks 750236101 393 8,200 SH Defined 14 8,200 Radian Group, Inc. Common Stocks 750236101 1,964 41,000 SH Defined 19 41,000 Radian Group, Inc. Common Stocks 750236101 9,221 192,502 SH Sole 25 192,502 Radian Group, Inc. Common Stocks 750236101 373 7,780 SH Defined 28 7,780 Radian Group, Inc. Common Stocks 750236101 200 3,500 SH Defined 36 3,500 Radian Group, Inc. Common Stocks 750236101 5,812 116,700 SH Defined 53 116,700 Radian Group, Inc. Common Stocks 750236101 2,419 50,500 SH Defined 58 50,500 Radio One, Inc. Class D Common Stocks 75040P405 2,874 179,500 SH Defined 17 179,500 Radio One, Inc. Class D Common Stocks 75040P405 6,936 433,200 SH Sole 25 433,200 Radio One, Inc. Class D Common Stocks 75040P405 2,062 128,800 SH Defined 58 128,800 RadioShack Corp. Common Stocks 750438103 4,095 143,035 SH Defined 12 143,035 RadioShack Corp. Common Stocks 750438103 973 33,994 SH Defined 13 33,994 RadioShack Corp. Common Stocks 750438103 7,574 264,559 SH Sole 25 264,559 RadioShack Corp. Common Stocks 750438103 2,405 84,000 SH Defined 36 84,000 RadiSystem Corp. Common Stocks 750459109 1,490 80,237 SH Sole 25 80,237 RadiSystem Corp. Common Stocks 750459109 212 11,400 SH Defined 46 11,400 RadiSystem Corp. Common Stocks 750459109 2,260 121,706 SH Defined 48 121,706 RadiSystem Corp. Common Stocks 750459109 390 21,000 SH Defined 54 21,000 Radyne Co.mstream Corp. Common Stocks 750611402 552 53,500 SH Defined 27 53,500 RailAmerica, Inc. Common Stocks 750753105 299 20,500 SH Defined 28 20,500 Ralcorp Holdings, Inc. Common Stocks 751028101 1,376 39,100 SH Sole 25 39,100 Range Resources Corp. Common Stocks 75281A109 1,057 72,415 SH Sole 25 72,415 Range Resources Corp. Common Stocks 75281A109 231 15,800 SH Defined 28 15,800 Range Resources Corp. Common Stocks 75281A109 579 39,660 SH Defined 45 39,660 Rare Hospitality International, Inc. Common Stocks 753820109 222 8,900 SH Sole 25 8,900 Raymond James Financial, Inc. Common Stocks 754730109 5,041 190,600 SH Sole 25 190,600 Raymond James Financial, Inc. Common Stocks 754730109 321 12,150 SH Defined 28 12,150 Raymond James Financial, Inc. Common Stocks 754730109 2,309 87,300 SH Defined 36 87,300 Rayonier, Inc. Common Stocks 754907103 1,492 33,576 SH Defined 13 33,576 Rayonier, Inc. Common Stocks 754907103 14 316 SH Defined 36 316 Rayovac Corp. Common Stocks 755081106 978 34,800 SH Sole 25 34,800 Rayovac Corp. Common Stocks 755081106 244 8,700 SH Defined 28 8,700 Rayovac Corp. Common Stocks 755081106 194 6,900 SH Defined 41 6,900 Raytheon Co. Common Stocks 755111507 2,991 83,614 SH Defined 13 83,614 Raytheon Co. Common Stocks 755111507 415 11,600 SH Sole 25 11,600 Raytheon Co. Common Stocks 755111507 472 13,200 SH Defined 35 13,200 Reader's Digest Association, Inc. (The) Common Stocks 755267101 563 35,200 SH Defined 5 35,200 Reader's Digest Association, Inc. (The) Common Stocks 755267101 721 45,100 SH Sole 25 45,100 Reader's Digest Association, Inc. (The) Common Stocks 755267101 381 23,803 SH Defined 54 23,803 Realty Income Corp. Common Stocks 756109104 1,440 34,500 SH Defined 1 34,500 Reckson Associates Realty Corp. Common Stocks 75621K106 665 24,200 SH Defined 18 24,200 Red Hat, Inc. Common Stocks 756577102 5,784 251,800 SH Sole 25 251,800 Red Hat, Inc. Common Stocks 756577102 515 22,400 SH Defined 28 22,400 Red Hat, Inc. Common Stocks 756577102 5,131 215,440 SH Defined 59 215,440 Red Robin Gourmet Burgers, Inc. Common Stocks 75689M101 115 4,200 SH Sole 25 4,200 Red Robin Gourmet Burgers, Inc. Common Stocks 75689M101 170 6,200 SH Defined 28 6,200 Redwood Trust, Inc. Common Stocks 758075402 2,728 49,000 SH Sole 25 49,000 Redwood Trust, Inc. Common Stocks 758075402 370 6,650 SH Defined 30 6,650 Redwood Trust, Inc. Common Stocks 758075402 5,334 94,600 SH Defined 36 94,600 Reebok International, Ltd. Common Stocks 758110100 249 6,928 SH Defined 13 6,928 Reebok International, Ltd. Common Stocks 758110100 6,397 177,800 SH Sole 25 177,800 Reebok International, Ltd. Common Stocks 758110100 7,853 207,900 SH Defined 53 207,900 Reed Elsevier PLC - ADR Common Stocks 758205108 5,175 131,510 SH Sole 25 131,510 Reed Elsevier PLC - ADR Common Stocks 758205108 5,276 125,210 SH Defined 43 125,210 Regal Entertainment Group Class A Common Stocks 758766109 8,078 446,300 SH Sole 25 446,300 Regal Entertainment Group Class A Common Stocks 758766109 105 5,800 SH Defined 28 5,800 Regal Entertainment Group Class A Common Stocks 758766109 443 24,500 SH Defined 30 24,500 Regal Entertainment Group Class A Common Stocks 758766109 552 30,500 SH Defined 41 30,500 Regal Entertainment Group Class A Common Stocks 758766109 3,828 211,500 SH Defined 58 211,500 Regency Centers Corp. Common Stocks 758849103 11,283 263,000 SH Defined 1 263,000 Regency Centers Corp. Common Stocks 758849103 2,360 55,000 SH Sole 25 55,000 Regency Centers Corp. Common Stocks 758849103 754 17,580 SH Defined 30 17,580 Regency Centers Corp. Common Stocks 758849103 6,551 152,700 SH Defined 33 152,700 Regency Centers Corp. Common Stocks 758849103 13,835 322,500 SH Defined 49 322,500 Regent Communications, Inc. Common Stocks 758865109 314 50,700 SH Defined 39 50,700 Regis Corp. Common Stocks 758932107 5,593 125,440 SH Defined 12 125,440 Regis Corp. Common Stocks 758932107 823 18,451 SH Defined 13 18,451 Regis Corp. Common Stocks 758932107 9,013 202,132 SH Sole 25 202,132 Regis Corp. Common Stocks 758932107 375 8,400 SH Defined 28 8,400 Regis Corp. Common Stocks 758932107 679 15,220 SH Defined 30 15,220 Regis Corp. Common Stocks 758932107 187 4,200 SH Defined 36 4,200 Regions Financial Corp. Common Stocks 758940100 462 8,800 SH Defined 4 8,800 Regions Financial Corp. Common Stocks 758940100 1,235 33,800 SH Defined 5 33,800 Regions Financial Corp. Common Stocks 758940100 574 15,709 SH Defined 13 15,709 Regions Financial Corp. Common Stocks 758940100 5,358 146,600 SH Sole 25 146,600 Regions Financial Corp. Common Stocks 758940100 2,955 78,300 SH Defined 36 78,300 Regions Financial Corp. Common Stocks 758940100 490 13,400 SH Defined 37 13,400
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Reinsurance Group Of America Common Stocks 759351109 106 2,604 SH Defined 12 2,604 Reinsurance Group Of America Common Stocks 759351109 100 2,470 SH Defined 13 2,470 Reinsurance Group Of America Common Stocks 759351109 141 3,473 SH Sole 25 3,473 Reinsurance Group Of America Common Stocks 759351109 366 9,000 SH Defined 28 9,000 Reliance Steel & Aluminum Co. Common Stocks 759509102 4,262 105,700 SH Sole 25 105,700 Reliance Steel & Aluminum Co. Common Stocks 759509102 3,308 82,040 SH Defined 30 82,040 Reliance Steel & Aluminum Co. Common Stocks 759509102 3,035 74,800 SH Defined 36 74,800 Reliance Steel & Aluminum Co. Common Stocks 759509102 161 4,000 SH Defined 41 4,000 Reliant Energy, Inc. Common Stocks 75952B105 88 8,151 SH Defined 13 8,151 Reliant Energy, Inc. Common Stocks 75952B105 848 78,300 SH Defined 14 78,300 Reliant Energy, Inc. Common Stocks 75952B105 11,450 1,057,250 SH Sole 25 1,057,250 Reliant Energy, Inc. Common Stocks 75952B105 1,215 83,650 SH Defined 51 83,650 Reliant Energy, Inc. Common Stocks 75952B105 425 39,220 SH Defined 59 39,220 Remec, Inc. Common Stocks 759543101 1,560 246,900 SH Sole 25 246,900 Remec, Inc. Common Stocks 759543101 1,101 174,200 SH Defined 58 174,200 Remington Oil & Gas Corp. Common Stocks 759594302 165 7,000 SH Sole 25 7,000 Remington Oil & Gas Corp. Common Stocks 759594302 380 16,095 SH Defined 54 16,095 Renal Care Group, Inc. Common Stocks 759930100 2,607 78,700 SH Sole 25 78,700 Renal Care Group, Inc. Common Stocks 759930100 224 6,750 SH Defined 28 6,750 Renal Care Group, Inc. Common Stocks 759930100 3,446 104,000 SH Defined 30 104,000 Renal Care Group, Inc. Common Stocks 759930100 63 1,900 SH Defined 36 1,900 Rent-A-Center, Inc. Common Stocks 76009N100 3,309 110,574 SH Defined 12 110,574 Rent-A-Center, Inc. Common Stocks 76009N100 284 9,484 SH Defined 13 9,484 Rent-A-Center, Inc. Common Stocks 76009N100 15,010 501,490 SH Sole 25 501,490 Rent-A-Center, Inc. Common Stocks 76009N100 1,384 46,250 SH Defined 26 46,250 Rent-A-Center, Inc. Common Stocks 76009N100 703 23,500 SH Defined 28 23,500 Rent-A-Center, Inc. Common Stocks 76009N100 895 29,900 SH Defined 36 29,900 Rent-A-Center, Inc. Common Stocks 76009N100 422 14,100 SH Defined 41 14,100 Rent-A-Center, Inc. Common Stocks 76009N100 4,026 134,500 SH Defined 58 134,500 Rent-Way, Inc. Common Stocks 76009U104 95 10,600 SH Sole 25 10,600 Rent-Way, Inc. Common Stocks 76009U104 579 49,900 SH Defined 27 49,900 Rent-Way, Inc. Common Stocks 76009U104 308 34,200 SH Defined 36 34,200 Repsol YPF SA - ADR Common Stocks 76026T205 5,212 238,406 SH Sole 25 238,406 Repsol YPF SA - ADR Common Stocks 76026T205 8,917 353,192 SH Defined 57 353,192 Republic Bancorp, Inc. Class A Common Stocks 760281204 2,017 99,879 SH Defined 19 99,879 Republic Bancorp, Inc. Common Stocks 760282103 3,069 220,783 SH Sole 25 220,783 Republic Bancorp, Inc. Common Stocks 760282103 51 3,700 SH Defined 36 3,700 Republic Bancorp, Inc. Common Stocks 760282103 364 19,522 SH Defined 60 19,522 Republic First Bancorp, Inc. Common Stocks 760416107 434 26,000 SH Defined 27 26,000 Republic Services, Inc. Common Stocks 760759100 2,072 71,600 SH Defined 17 71,600 Republic Services, Inc. Common Stocks 760759100 5,018 173,400 SH Sole 25 173,400 Republic Services, Inc. Common Stocks 760759100 521 18,000 SH Defined 28 18,000 Republic Services, Inc. Common Stocks 760759100 75 2,600 SH Defined 36 2,600 Research In Motion, Ltd. Common Stocks 760975102 206 2,100 SH Defined 23 2,100 Research In Motion, Ltd. Common Stocks 760975102 14,386 210,200 SH Sole 25 210,200 Research In Motion, Ltd. Common Stocks 760975102 21,234 266,700 SH Defined 42 266,700 Resmed, Inc. Common Stocks 761152107 5,287 103,740 SH Sole 25 103,740 Respironics, Inc. Common Stocks 761230101 3,503 59,621 SH Defined 12 59,621 Respironics, Inc. Common Stocks 761230101 648 11,024 SH Defined 13 11,024 Respironics, Inc. Common Stocks 761230101 16,148 274,853 SH Sole 25 274,853 Respironics, Inc. Common Stocks 761230101 3,071 52,270 SH Defined 30 52,270 Respironics, Inc. Common Stocks 761230101 47 800 SH Defined 36 800 Respironics, Inc. Common Stocks 761230101 6,040 102,800 SH Defined 58 102,800 Respironics, Inc. Common Stocks 761230101 95 1,200 SH Defined 60 1,200 Retek, Inc. Common Stocks 76128Q109 48 7,897 SH Defined 13 7,897 Retek, Inc. Common Stocks 76128Q109 586 95,412 SH Sole 25 95,412 Retail Ventures, Inc. Common Stocks 76128Y102 112 14,500 SH Sole 25 14,500 Retail Ventures, Inc. Common Stocks 76128Y102 181 23,400 SH Defined 36 23,400 Reynolds & Reynolds Co. (The) Class A Common Stocks 761695105 796 34,400 SH Sole 25 34,400 Reynolds & Reynolds Co. (The) Class A Common Stocks 761695105 261 11,300 SH Defined 30 11,300 Reynolds & Reynolds Co. (The) Class A Common Stocks 761695105 95 4,100 SH Defined 36 4,100 RJ Reynolds Tobacco Holdings, Inc. Common Stocks 76182K105 1,989 20,500 SH Defined 4 20,500 RJ Reynolds Tobacco Holdings, Inc. Common Stocks 76182K105 1,565 23,150 SH Defined 5 23,150 RJ Reynolds Tobacco Holdings, Inc. Common Stocks 76182K105 1,911 28,268 SH Defined 13 28,268 RJ Reynolds Tobacco Holdings, Inc. Common Stocks 76182K105 2,663 39,400 SH Sole 25 39,400 Rite Aid Corp. Common Stocks 767754104 379 72,700 SH Defined 36 72,700 Robert Half International, Inc. Common Stocks 770323103 74 2,500 SH Defined 36 2,500 Rockwell Automation, Inc. Common Stocks 773903109 2,125 56,658 SH Defined 13 56,658 Rockwell Automation, Inc. Common Stocks 773903109 2,993 79,800 SH Sole 25 79,800 Rockwell Automation, Inc. Common Stocks 773903109 2,108 56,200 SH Defined 26 56,200 Rockwell Automation, Inc. Common Stocks 773903109 368 8,900 SH Defined 36 8,900 Rockwell Automation, Inc. Common Stocks 773903109 1,629 43,416 SH Defined 54 43,416 Rockwell Automation, Inc. Common Stocks 773903109 443 11,820 SH Defined 59 11,820 Rockwell Automation, Inc. Common Stocks 773903109 91 1,800 SH Defined 60 1,800 Rockwell Collins, Inc. Common Stocks 774341101 4,159 124,817 SH Defined 12 124,817 Rockwell Collins, Inc. Common Stocks 774341101 1,422 42,675 SH Defined 13 42,675 Rockwell Collins, Inc. Common Stocks 774341101 5,567 167,064 SH Sole 25 167,064 Rocky Shoes & Boots, Inc. Common Stocks 774830103 1,104 46,500 SH Sole 25 46,500 Rofin-Sinar Technologies, Inc. Common Stocks 775043102 1,196 47,100 SH Sole 25 47,100 Rofin-Sinar Technologies, Inc. Common Stocks 775043102 220 8,660 SH Defined 30 8,660 Rofin-Sinar Technologies, Inc. Common Stocks 775043102 211 8,300 SH Defined 46 8,300 Rofin-Sinar Technologies, Inc. Common Stocks 775043102 381 15,000 SH Defined 54 15,000 Rofin-Sinar Technologies, Inc. Common Stocks 775043102 214 6,300 SH Defined 60 6,300 Rogers Corp. Common Stocks 775133101 769 11,000 SH Defined 28 11,000 Rogers Corp. Common Stocks 775133101 391 5,600 SH Defined 30 5,600 Rogers Corp. Common Stocks 775133101 391 5,600 SH Defined 46 5,600 Rogers Corp. Common Stocks 775133101 734 10,500 SH Defined 54 10,500 Rohm & Haas Co. Common Stocks 775371107 424 7,100 SH Defined 4 7,100 Rohm & Haas Co. Common Stocks 775371107 29 700 SH Defined 5 700 Rohm & Haas Co. Common Stocks 775371107 42 1,012 SH Defined 13 1,012 Rohm & Haas Co. Common Stocks 775371107 1,064 25,600 SH Sole 25 25,600 Rohm & Haas Co. Common Stocks 775371107 74 1,785 SH Defined 39 1,785 Rollins, Inc. Common Stocks 775711104 522 22,700 SH Sole 25 22,700 Ross Stores, Inc. Common Stocks 778296103 2,047 76,500 SH Defined 19 76,500 Ross Stores, Inc. Common Stocks 778296103 1,616 60,400 SH Sole 25 60,400 Ross Stores, Inc. Common Stocks 778296103 417 15,600 SH Defined 28 15,600 Rostelecom - ADR Common Stocks 778529107 106 8,200 SH Defined 8 8,200 Rostelecom - ADR Common Stocks 778529107 116 8,955 SH Sole 25 8,955 Rouse Co. (The) Common Stocks 779273101 14,654 308,500 SH Defined 1 308,500 Rouse Co. (The) Common Stocks 779273101 9,928 209,000 SH Defined 33 209,000 Rouse Co. (The) Common Stocks 779273101 204 4,300 SH Defined 35 4,300 Rouse Co. (The) Common Stocks 779273101 17,266 363,500 SH Defined 49 363,500 Rowan Cos., Inc. Common Stocks 779382100 2,105 86,500 SH Defined 19 86,500 Rowan Cos., Inc. Common Stocks 779382100 1,946 80,000 SH Sole 25 80,000 Rowan Cos., Inc. Common Stocks 779382100 260 10,700 SH Defined 35 10,700 Royal Dutch Petroleum Co. Common Stocks 780257804 911 13,000 SH Defined 15 13,000 Royal Dutch Petroleum Co. Common Stocks 780257804 646 12,500 SH Defined 16 12,500 Royal Dutch Petroleum Co. Common Stocks 780257804 806 15,600 SH Sole 25 15,600 Ruby Tuesday, Inc. Common Stocks 781182100 1,296 47,200 SH Sole 25 47,200 Ruby Tuesday, Inc. Common Stocks 781182100 349 12,700 SH Defined 28 12,700 Ruby Tuesday, Inc. Common Stocks 781182100 511 18,610 SH Defined 59 18,610 Ruddick Corp. Common Stocks 781258108 750 33,400 SH Sole 25 33,400 Ruddick Corp. Common Stocks 781258108 112 5,000 SH Defined 28 5,000 Ruddick Corp. Common Stocks 781258108 369 16,440 SH Defined 30 16,440 Ruddick Corp. Common Stocks 781258108 231 10,300 SH Defined 36 10,300 Rudolph Technologies, Inc. Common Stocks 781270103 960 52,770 SH Sole 25 52,770 Rudolph Technologies, Inc. Common Stocks 781270103 526 28,890 SH Defined 45 28,890 Russell Corp. Common Stocks 782352108 483 26,900 SH Sole 25 26,900 Russell Corp. Common Stocks 782352108 632 35,200 SH Defined 36 35,200 Ryanair Holdings PLC - ADR Common Stocks 783513104 168 3,814 SH Defined 10 3,814 Ryanair Holdings PLC - ADR Common Stocks 783513104 386 8,200 SH Defined 15 8,200 Ryder System, Inc. Common Stocks 783549108 1,253 31,264 SH Defined 12 31,264 Ryder System, Inc. Common Stocks 783549108 2,277 56,816 SH Defined 13 56,816 Ryder System, Inc. Common Stocks 783549108 4,119 102,800 SH Defined 18 102,800 Ryder System, Inc. Common Stocks 783549108 13,855 345,773 SH Sole 25 345,773 Ryder System, Inc. Common Stocks 783549108 2,152 53,710 SH Defined 30 53,710 Ryder System, Inc. Common Stocks 783549108 1,366 34,100 SH Defined 41 34,100 Ryerson Tull, Inc. Common Stocks 78375P107 434 27,300 SH Sole 25 27,300 Ryerson Tull, Inc. Common Stocks 78375P107 145 9,100 SH Defined 30 9,100 Ryerson Tull, Inc. Common Stocks 78375P107 700 44,100 SH Defined 36 44,100 Ryland Group, Inc. Common Stocks 783764103 535 5,100 SH Defined 7 5,100
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Ryland Group, Inc. Common Stocks 783764103 461 5,900 SH Sole 25 5,900 Ryland Group, Inc. Common Stocks 783764103 360 4,600 SH Defined 39 4,600 S&T Bancorp, Inc. Common Stocks 783859101 35 1,100 SH Defined 36 1,100 SBC Communications, Inc. Common Stocks 78387G103 6,329 181,800 SH Defined 4 181,800 SBC Communications, Inc. Common Stocks 78387G103 3,990 164,547 SH Defined 5 164,547 SBC Communications, Inc. Common Stocks 78387G103 3,322 137,000 SH Defined 7 137,000 SBC Communications, Inc. Common Stocks 78387G103 6,383 263,203 SH Defined 13 263,203 SBC Communications, Inc. Common Stocks 78387G103 803 33,100 SH Defined 14 33,100 SBC Communications, Inc. Common Stocks 78387G103 390 16,100 SH Defined 16,100 SBC Communications, Inc. Common Stocks 78387G103 20,217 833,691 SH Sole 25 833,691 SBC Communications, Inc. Common Stocks 78387G103 640 26,400 SH Defined 26 26,400 SBC Communications, Inc. Common Stocks 78387G103 582 24,000 SH Defined 35 24,000 SBC Communications, Inc. Common Stocks 78387G103 90 3,725 SH Defined 39 3,725 SBC Communications, Inc. Common Stocks 78387G103 10,421 413,350 SH Defined 43 413,350 SBC Communications, Inc. Common Stocks 78387G103 575 23,700 SH Defined 23,700 SBS Technologies, Inc. Common Stocks 78387P103 185 11,500 SH Sole 25 11,500 SBS Technologies, Inc. Common Stocks 78387P103 32 2,000 SH Defined 41 2,000 SCP Pool Corp. Common Stocks 784028102 13,968 310,400 SH Sole 25 310,400 SCP Pool Corp. Common Stocks 784028102 1,927 41,900 SH Defined 36 41,900 SCP Pool Corp. Common Stocks 784028102 9,416 209,250 SH Defined 58 209,250 SFBC International, Inc. Common Stocks 784121105 1,886 60,200 SH Sole 25 60,200 SFBC International, Inc. Common Stocks 784121105 878 21,750 SH Defined 27 21,750 SFBC International, Inc. Common Stocks 784121105 2,347 74,900 SH Defined 74,900 SFBC International, Inc. Common Stocks 784121105 990 31,600 SH Defined 53 31,600 SK Telecom Co., Ltd. - ADR Common Stocks 78440P108 197 9,400 SH Sole 25 9,400 SK Telecom Co., Ltd. - ADR Common Stocks 78440P108 239 11,400 SH Defined 29 11,400 SL Green Realty Corp. Common Stocks 78440X101 417 8,900 SH Sole 25 8,900 SL Green Realty Corp. Common Stocks 78440X101 16,464 351,800 SH Defined 33 351,800 SL Green Realty Corp. Common Stocks 78440X101 1,385 29,600 SH Defined 36 29,600 SLM Corp. Common Stocks 78442P106 1,725 29,700 SH Defined 15 29,700 SLM Corp. Common Stocks 78442P106 36,247 896,095 SH Sole 25 896,095 SLM Corp. Common Stocks 78442P106 9,016 222,900 SH Defined 26 222,900 SLM Corp. Common Stocks 78442P106 1,367 33,800 SH Defined 34 33,800 SLM Corp. Common Stocks 78442P106 20,585 508,891 SH Defined 40 508,891 SPX Corp. Common Stocks 784635104 316 6,800 SH Defined 28 6,800 SPX Corp. Common Stocks 784635104 46 1,000 SH Defined 35 1,000 SRS Labs, Inc. Common Stocks 78464M106 644 117,400 SH Sole 25 117,400 SRA International, Inc. Class A Common Stocks 78464R105 3,357 79,324 SH Sole 25 79,324 SRA International, Inc. Class A Common Stocks 78464R105 102 2,400 SH Defined 28 2,400 SM&A Common Stocks 78465D105 531 61,400 SH Defined 39 61,400 Saba Software, Inc. Common Stocks 784932600 413 85,400 SH Defined 27 85,400 S.Y. Bancorp, Inc. Common Stocks 785060104 77 3,300 SH Sole 25 3,300 S.Y. Bancorp, Inc. Common Stocks 785060104 19 800 SH Defined 41 800 Sabre Holdings Corp. Class A Common Stocks 785905100 1,729 62,400 SH Defined 17 62,400 Sabre Holdings Corp. Class A Common Stocks 785905100 2,608 94,100 SH Sole 25 94,100 Sabre Holdings Corp. Class A Common Stocks 785905100 2,239 80,804 SH Defined 36 80,804 Safeco Corp. Common Stocks 786429100 3,511 79,798 SH Defined 54 79,798 Safety Insurance Group, Inc. Common Stocks 78648T100 60 2,800 SH Defined 28 2,800 Safety Insurance Group, Inc. Common Stocks 78648T100 9 400 SH Defined 41 400 Safeway, Inc. Common Stocks 786514208 2,659 73,100 SH Defined 4 73,100 Safeway, Inc. Common Stocks 786514208 2,298 90,700 SH Defined 5 90,700 Safeway, Inc. Common Stocks 786514208 3,973 156,800 SH Sole 25 156,800 St. Joe Co. (The) Common Stocks 790148100 5,082 128,000 SH Sole 25 128,000 St. Joe Co. (The) Common Stocks 790148100 628 11,800 SH Defined 51 11,800 St Jude Medical, Inc. Common Stocks 790849103 2,313 21,300 SH Defined 3 21,300 St Jude Medical, Inc. Common Stocks 790849103 338 4,500 SH Defined 4 4,500 St Jude Medical, Inc. Common Stocks 790849103 5,454 72,100 SH Defined 6 72,100 St Jude Medical, Inc. Common Stocks 790849103 14,520 191,932 SH Sole 25 191,932 St Jude Medical, Inc. Common Stocks 790849103 346 4,200 SH Defined 36 4,200 St Jude Medical, Inc. Common Stocks 790849103 3,237 42,788 SH Defined 40 42,788 St Jude Medical, Inc. Common Stocks 790849103 1,055 10,400 SH Defined 52 10,400 St Jude Medical, Inc. Common Stocks 790849103 14,580 174,821 SH Defined 59 174,821 St Mary Land & Exploration Co. Common Stocks 792228108 574 16,100 SH Sole 25 16,100 St Paul Travelers Cos., Inc. (The) Common Stocks 792860108 4,732 81,306 SH Defined 4 81,306 St Paul Travelers Cos., Inc. (The) Common Stocks 792860108 3,042 75,035 SH Defined 5 75,035 St Paul Travelers Cos., Inc. (The) Common Stocks 792860108 3,138 75,600 SH Defined 7 75,600 St Paul Travelers Cos., Inc. (The) Common Stocks 792860108 - 1 SH Defined 13 1 St Paul Travelers Cos., Inc. (The) Common Stocks 792860108 217 5,355 SH Defined 14 5,355 St Paul Travelers Cos., Inc. (The) Common Stocks 792860108 45,744 1,128,368 SH Sole 25 1,128,368 St Paul Travelers Cos., Inc. (The) Common Stocks 792860108 13,662 322,218 SH Defined 32 322,218 St Paul Travelers Cos., Inc. (The) Common Stocks 792860108 634 15,650 SH Defined 35 15,650 St Paul Travelers Cos., Inc. (The) Common Stocks 792860108 2,770 47,600 SH Defined 36 47,600 St Paul Travelers Cos., Inc. (The) Common Stocks 792860108 57 1,395 SH Defined 39 1,395 St Paul Travelers Cos., Inc. (The) Common Stocks 792860108 14,303 339,437 SH Defined 43 339,437 Saks, Inc. Common Stocks 79377W108 10,158 677,200 SH Sole 25 677,200 Saks, Inc. Common Stocks 79377W108 7,039 469,275 SH Defined 30 469,275 Saks, Inc. Common Stocks 79377W108 2,171 144,700 SH Defined 36 144,700 Salix Pharmaceuticals, Ltd. Common Stocks 795435106 8,159 247,629 SH Sole 25 247,629 Salix Pharmaceuticals, Ltd. Common Stocks 795435106 402 12,200 SH Defined 28 12,200 Salix Pharmaceuticals, Ltd. Common Stocks 795435106 4,789 145,345 SH Defined 145,345 Salix Pharmaceuticals, Ltd. Common Stocks 795435106 1,116 33,880 SH Defined 45 33,880 Salix Pharmaceuticals, Ltd. Common Stocks 795435106 1,952 59,231 SH Defined 53 59,231 Salix Pharmaceuticals, Ltd. Common Stocks 795435106 1,736 52,700 SH Defined 58 52,700 Sanderson Farms, Inc. Common Stocks 800013104 5,169 96,400 SH Sole 25 96,400 Sanderson Farms, Inc. Common Stocks 800013104 1,991 37,130 SH Defined 30 37,130 Sanderson Farms, Inc. Common Stocks 800013104 3,610 67,324 SH Defined 36 67,324 Sanderson Farms, Inc. Common Stocks 800013104 381 7,100 SH Defined 41 7,100 Sandisk Corp. Common Stocks 80004C101 11,661 537,600 SH Sole 25 537,600 Sandisk Corp. Common Stocks 80004C101 9,008 415,300 SH Defined 26 415,300 Sandisk Corp. Common Stocks 80004C101 375 17,300 SH Defined 28 17,300 Sandy Spring Bancorp, Inc. Common Stocks 800363103 1,022 29,400 SH Sole 25 29,400 Sandy Spring Bancorp, Inc. Common Stocks 800363103 205 4,400 SH Defined 60 4,400 John B. Sanfilippo & SON Common Stocks 800422107 411 15,400 SH Sole 25 15,400 John B. Sanfilippo & SON Common Stocks 800422107 275 10,290 SH Defined 30 10,290 Sanmina-SCI Corp. Common Stocks 800907107 766 58,600 SH Defined 4 58,600 Sanmina-SCI Corp. Common Stocks 800907107 794 87,200 SH Defined 5 87,200 Sanmina-SCI Corp. Common Stocks 800907107 3,973 436,612 SH Defined 12 436,612 Sanmina-SCI Corp. Common Stocks 800907107 512 56,212 SH Defined 13 56,212 Sanmina-SCI Corp. Common Stocks 800907107 28,546 3,136,978 SH Sole 25 3,136,978 Sanmina-SCI Corp. Common Stocks 800907107 8,558 904,400 SH Defined 36 904,400 Sanmina-SCI Corp. Common Stocks 800907107 182 20,000 SH Defined 41 20,000 Sanmina-SCI Corp. Common Stocks 800907107 961 78,750 SH Defined 51 78,750 Sanmina-SCI Corp. Common Stocks 800907107 5,925 627,950 SH Defined 59 627,950 Santander BanCorp Common Stocks 802809103 609 19,100 SH Defined 27 19,100 SAP AG - ADR Common Stocks 803054204 42 1,000 SH Defined 16 1,000 SAP AG - ADR Common Stocks 803054204 5,590 133,700 SH Sole 25 133,700 SAP AG - ADR Common Stocks 803054204 6,665 134,558 SH Defined 59 134,558 Sara Lee Corp. Common Stocks 803111103 1,043 31,600 SH Defined 4 31,600 Sara Lee Corp. Common Stocks 803111103 2,110 91,800 SH Defined 5 91,800 Sara Lee Corp. Common Stocks 803111103 2,451 106,600 SH Defined 7 106,600 Sara Lee Corp. Common Stocks 803111103 1,527 66,402 SH Defined 13 66,402 Sara Lee Corp. Common Stocks 803111103 582 25,300 SH Defined 14 25,300 Sara Lee Corp. Common Stocks 803111103 27,196 1,182,957 SH Sole 25 1,182,957 Sara Lee Corp. Common Stocks 803111103 10,235 445,200 SH Defined 26 445,200 Sara Lee Corp. Common Stocks 803111103 6,899 288,730 SH Defined 43 288,730 Saul Centers, Inc. Common Stocks 804395101 468 11,300 SH Defined 27 11,300 SCANA Corp. Common Stocks 80589M102 364 10,000 SH Defined 28 10,000 Scansource, Inc. Common Stocks 806037107 2,377 40,000 SH Sole 25 40,000 Scansource, Inc. Common Stocks 806037107 2,959 49,800 SH Defined 49,800 Scansource, Inc. Common Stocks 806037107 1,236 20,800 SH Defined 53 20,800 Henry Schein, Inc. Common Stocks 806407102 818 12,952 SH Sole 25 12,952 Henry Schein, Inc. Common Stocks 806407102 82 1,300 SH Defined 28 1,300 Henry Schein, Inc. Common Stocks 806407102 1,240 19,643 SH Defined 48 19,643 Henry Schein, Inc. Common Stocks 806407102 1,106 17,510 SH Defined 59 17,510 Schering-Plough Corp. Common Stocks 806605101 1,674 63,100 SH Defined 4 63,100 Schering-Plough Corp. Common Stocks 806605101 31 1,700 SH Defined 5 1,700 Schering-Plough Corp. Common Stocks 806605101 5,912 319,900 SH Sole 25 319,900 Schering-Plough Corp. Common Stocks 806605101 7,876 421,100 SH Defined 36 421,100 Schering-Plough Corp. Common Stocks 806605101 103 5,586 SH Defined 39 5,586 Schlumberger, Ltd. Common Stocks 806857108 203 3,200 SH Defined 14 3,200 Schlumberger, Ltd. Common Stocks 806857108 1,550 17,000 SH Defined 15 17,000
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Schlumberger, Ltd. Common Stocks 806857108 24,104 379,526 SH Sole 25 379,526 Schlumberger, Ltd. Common Stocks 806857108 104 1,639 SH Defined 39 1,639 Schlumberger, Ltd. Common Stocks 806857108 6,077 92,095 SH Defined 43 92,095 Schlumberger, Ltd. Common Stocks 806857108 17,528 265,700 SH Defined 44 265,700 Schlumberger, Ltd. Common Stocks 806857108 2,972 34,900 SH Defined 60 34,900 Schnitzer Steel Industries, Inc. Class A Common Stocks 806882106 2,735 80,550 SH Sole 25 80,550 Schnitzer Steel Industries, Inc. Class A Common Stocks 806882106 1,015 29,900 SH Defined 30 29,900 Scholastic Corp. Common Stocks 807066105 1,599 53,400 SH Defined 18 53,400 Scholastic Corp. Common Stocks 807066105 1,276 42,600 SH Sole 25 42,600 Schulman A, Inc. Common Stocks 808194104 2,396 111,482 SH Sole 25 111,482 Schulman A, Inc. Common Stocks 808194104 271 12,600 SH Defined 36 12,600 Schulman A, Inc. Common Stocks 808194104 335 15,600 SH Defined 46 15,600 Schulman A, Inc. Common Stocks 808194104 608 28,300 SH Defined 54 28,300 Schulman A, Inc. Common Stocks 808194104 352 12,200 SH Defined 60 12,200 Charles Schwab Corp. (The) Common Stocks 808513105 1,110 115,475 SH Defined 56 115,475 Schweitzer-Mauduit International, Inc. Common Stocks 808541106 165 5,400 SH Defined 36 5,400 Schweitzer-Mauduit International, Inc. Common Stocks 808541106 18 600 SH Defined 41 600 Scientific-Atlanta, Inc. Common Stocks 808655104 3,047 88,328 SH Defined 12 88,328 Scientific-Atlanta, Inc. Common Stocks 808655104 917 26,569 SH Defined 13 26,569 Scientific-Atlanta, Inc. Common Stocks 808655104 4,079 118,243 SH Sole 25 118,243 Scientific-Atlanta, Inc. Common Stocks 808655104 2,048 59,374 SH Defined 54 59,374 Scientific Games Corp. Class A Common Stocks 80874P109 2,599 135,800 SH Defined 17 135,800 Scientific Games Corp. Class A Common Stocks 80874P109 5,269 275,300 SH Sole 25 275,300 Scientific Games Corp. Class A Common Stocks 80874P109 367 19,200 SH Defined 28 19,200 Scientific Games Corp. Class A Common Stocks 80874P109 1,730 90,400 SH Defined 90,400 Scientific Games Corp. Class A Common Stocks 80874P109 729 38,100 SH Defined 53 38,100 EW Scripps Co. Class A Common Stocks 811054204 494 4,700 SH Defined 35 4,700 SCS Transportation, Inc. Common Stocks 81111T102 1,316 49,855 SH Sole 25 49,855 SCS Transportation, Inc. Common Stocks 81111T102 99 3,750 SH Defined 30 3,750 SCS Transportation, Inc. Common Stocks 81111T102 288 10,900 SH Defined 36 10,900 SCS Transportation, Inc. Common Stocks 81111T102 29 1,100 SH Defined 41 1,100 SCS Transportation, Inc. Common Stocks 81111T102 1,155 43,755 SH Defined 48 43,755 Seachange International, Inc. Common Stocks 811699107 1,015 60,155 SH Sole 25 60,155 Seachange International, Inc. Common Stocks 811699107 583 34,560 SH Defined 30 34,560 Seachange International, Inc. Common Stocks 811699107 1,540 91,225 SH Defined 48 91,225 Seacoast Banking Corp. of Florida Common Stocks 811707306 1,857 88,701 SH Sole 25 88,701 Sealed Air Corp. Common Stocks 81211K100 4,794 90,000 SH Sole 25 90,000 Sealed Air Corp. Common Stocks 81211K100 3,846 72,200 SH Defined 58 72,200 Sears Roebuck and Co. Common Stocks 812387108 2,260 41,700 SH Defined 4 41,700 Sears Roebuck and Co. Common Stocks 812387108 1,960 51,900 SH Defined 5 51,900 Sears Roebuck and Co. Common Stocks 812387108 3,055 80,900 SH Sole 25 80,900 Sears Roebuck and Co. Common Stocks 812387108 98 2,600 SH Defined 36 2,600 Sears Roebuck and Co. Common Stocks 812387108 - - SH Defined 43 Seebeyond Technology Corp. Common Stocks 815704101 382 78,500 SH Defined 27 78,500 Select Comfort Corp. Common Stocks 81616X103 1,056 37,170 SH Sole 25 37,170 Select Comfort Corp. Common Stocks 81616X103 578 20,365 SH Defined 45 20,365 Select Medical Corp. Common Stocks 816196109 6,391 476,200 SH Sole 25 476,200 Select Medical Corp. Common Stocks 816196109 436 32,500 SH Defined 28 32,500 Select Medical Corp. Common Stocks 816196109 2,412 179,750 SH Defined 30 179,750 Select Medical Corp. Common Stocks 816196109 2,566 186,600 SH Defined 36 186,600 Selectica, Inc. Common Stocks 816288104 372 60,900 SH Defined 27 60,900 Selective Insurance Group Common Stocks 816300107 2,957 74,140 SH Sole 25 74,140 Selective Insurance Group Common Stocks 816300107 108 2,700 SH Defined 28 2,700 Selective Insurance Group Common Stocks 816300107 167 4,200 SH Defined 36 4,200 Selective Insurance Group Common Stocks 816300107 339 8,500 SH Defined 41 8,500 Selective Insurance Group Common Stocks 816300107 375 9,400 SH Defined 46 9,400 Selective Insurance Group Common Stocks 816300107 734 18,400 SH Defined 54 18,400 Semtech Corp. Common Stocks 816850101 6,070 257,880 SH Sole 25 257,880 Semtech Corp. Common Stocks 816850101 1,242 52,779 SH Defined 48 52,779 Semtech Corp. Common Stocks 816850101 2,333 99,100 SH Defined 58 99,100 Sempra Energy Common Stocks 816851109 860 17,400 SH Defined 4 17,400 Sempra Energy Common Stocks 816851109 186 5,400 SH Defined 5 5,400 Sempra Energy Common Stocks 816851109 769 16,650 SH Defined 7 16,650 Sempra Energy Common Stocks 816851109 2,725 79,144 SH Defined 13 79,144 Sempra Energy Common Stocks 816851109 5,285 153,500 SH Sole 25 153,500 Sempra Energy Common Stocks 816851109 5,850 169,900 SH Defined 36 169,900 Senior Housing Properties Trust Common Stocks 81721M109 5,796 345,200 SH Sole 25 345,200 Senior Housing Properties Trust Common Stocks 81721M109 2,411 143,590 SH Defined 30 143,590 Senior Housing Properties Trust Common Stocks 81721M109 829 49,400 SH Defined 36 49,400 Senior Housing Properties Trust Common Stocks 81721M109 663 39,500 SH Defined 41 39,500 Senior Housing Properties Trust Common Stocks 81721M109 9,852 586,800 SH Defined 49 586,800 Sensient Technologies Corp. Common Stocks 81725T100 118 5,500 SH Sole 25 5,500 Sensient Technologies Corp. Common Stocks 81725T100 248 11,551 SH Defined 54 11,551 Sepracor, Inc. Common Stocks 817315104 3,470 65,600 SH Sole 25 65,600 Sepracor, Inc. Common Stocks 817315104 762 14,400 SH Defined 35 14,400 Sepracor, Inc. Common Stocks 817315104 2,777 52,500 SH Defined 58 52,500 Sepracor, Inc. Common Stocks 817315104 815 15,410 SH Defined 59 15,410 Serena Software, Inc. Common Stocks 817492101 2,493 130,600 SH Sole 25 130,600 Serena Software, Inc. Common Stocks 817492101 2,043 107,000 SH Defined 58 107,000 Serologicals Corp. Common Stocks 817523103 1,139 57,000 SH Sole 25 57,000 Serologicals Corp. Common Stocks 817523103 1,415 70,800 SH Defined 70,800 Serologicals Corp. Common Stocks 817523103 594 29,700 SH Defined 53 29,700 Service Corp. International Common Stocks 817565104 3,005 407,800 SH Sole 25 407,800 Service Corp. International Common Stocks 817565104 671 91,100 SH Defined 30 91,100 Service Corp. International Common Stocks 817565104 1,864 252,900 SH Defined 36 252,900 Service Corp. International Common Stocks 817565104 247 33,564 SH Defined 54 33,564 Service Corp. International Common Stocks 817565104 433 43,800 SH Defined 60 43,800 7-Eleven, Inc. Class C Common Stocks 817826209 219 12,264 SH Defined 13 12,264 7-Eleven, Inc. Class C Common Stocks 817826209 32 1,800 SH Sole 25 1,800 7-Eleven, Inc. Class C Common Stocks 817826209 230 12,900 SH Defined 28 12,900 7-Eleven, Inc. Class C Common Stocks 817826209 189 10,600 SH Defined 41 10,600 7-Eleven, Inc. Class C Common Stocks 817826209 187 7,800 SH Defined 60 7,800 Sharper Image Corp. Common Stocks 820013100 3,414 108,745 SH Sole 25 108,745 Sharper Image Corp. Common Stocks 820013100 1,092 34,800 SH Defined 45 34,800 Shaw Group, Inc. (The) Common Stocks 820280105 770 76,000 SH Defined 19 76,000 Sherwin-Williams Co. (The) Common Stocks 824348106 1,211 20,300 SH Defined 4 20,300 Sherwin-Williams Co. (The) Common Stocks 824348106 1,039 25,000 SH Defined 5 25,000 Sherwin-Williams Co. (The) Common Stocks 824348106 487 11,711 SH Defined 12 11,711 Sherwin-Williams Co. (The) Common Stocks 824348106 605 14,562 SH Defined 13 14,562 Sherwin-Williams Co. (The) Common Stocks 824348106 8,122 195,478 SH Sole 25 195,478 Sherwin-Williams Co. (The) Common Stocks 824348106 4,957 119,300 SH Defined 26 119,300 ShopKo Stores, Inc. Common Stocks 824911101 4,340 306,900 SH Sole 25 306,900 ShopKo Stores, Inc. Common Stocks 824911101 3,658 258,697 SH Defined 30 258,697 ShopKo Stores, Inc. Common Stocks 824911101 7 500 SH Defined 41 500 Shuffle Master, Inc. Common Stocks 825549108 1,580 43,507 SH Sole 25 43,507 Shuffle Master, Inc. Common Stocks 825549108 552 15,200 SH Defined 28 15,200 Shuffle Master, Inc. Common Stocks 825549108 770 21,197 SH Defined 45 21,197 Shurgard Storage Centers, Inc. Class A Common Stocks 82567D104 5,311 142,000 SH Defined 1 142,000 Shurgard Storage Centers, Inc. Class A Common Stocks 82567D104 1,316 35,200 SH Sole 25 35,200 Shurgard Storage Centers, Inc. Class A Common Stocks 82567D104 4,944 132,200 SH Defined 33 132,200 Siebel Systems, Inc. Common Stocks 826170102 49 4,554 SH Defined 13 4,554 Siebel Systems, Inc. Common Stocks 826170102 11,371 1,064,700 SH Sole 25 1,064,700 Siebel Systems, Inc. Common Stocks 826170102 2,474 227,900 SH Defined 36 227,900 Siebel Systems, Inc. Common Stocks 826170102 12,248 1,092,400 SH Defined 53 1,092,400 Siebel Systems, Inc. Common Stocks 826170102 975 91,330 SH Defined 59 91,330 Sierra Health Services Common Stocks 826322109 1,944 43,500 SH Sole 25 43,500 Sierra Health Services Common Stocks 826322109 2,213 49,500 SH Defined 49,500 Sierra Health Services Common Stocks 826322109 934 20,900 SH Defined 53 20,900 Sierra Pacific Resources Common Stocks 826428104 1,336 173,300 SH Sole 25 173,300 Sierra Pacific Resources Common Stocks 826428104 1,007 130,560 SH Defined 30 130,560 Sierra Pacific Resources Common Stocks 826428104 337 43,694 SH Defined 54 43,694 Sierra Wireless Common Stocks 826516106 2,059 55,600 SH Sole 25 55,600 Sigma-Aldrich Corp. Common Stocks 826552101 1,710 28,684 SH Defined 13 28,684 Sigma-Aldrich Corp. Common Stocks 826552101 7,451 125,000 SH Sole 25 125,000 Sigma-Aldrich Corp. Common Stocks 826552101 5,705 95,700 SH Defined 26 95,700 Sigmatel, Inc. Common Stocks 82661W107 875 30,100 SH Sole 25 30,100 Sigmatel, Inc. Common Stocks 82661W107 1,093 37,600 SH Defined 37,600 Sigmatel, Inc. Common Stocks 82661W107 459 15,800 SH Defined 53 15,800 Silicon Laboratories, Inc. Common Stocks 826919102 7,794 168,165 SH Sole 25 168,165 Silicon Laboratories, Inc. Common Stocks 826919102 413 8,900 SH Defined 28 8,900 Silicon Laboratories, Inc. Common Stocks 826919102 1,322 28,525 SH Defined 45 28,525
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Silicon Laboratories, Inc. Common Stocks 826919102 4,931 102,630 SH Defined 59 102,630 Silgan Holdings, Inc. Common Stocks 827048109 1,145 28,400 SH Sole 25 28,400 Silgan Holdings, Inc. Common Stocks 827048109 96 2,370 SH Defined 30 2,370 Silgan Holdings, Inc. Common Stocks 827048109 722 17,900 SH Defined 36 17,900 Silgan Holdings, Inc. Common Stocks 827048109 210 5,200 SH Defined 41 5,200 Silicon Storage Technology, Inc. Common Stocks 827057100 228 22,100 SH Sole 25 22,100 Silicon Storage Technology, Inc. Common Stocks 827057100 400 38,800 SH Defined 28 38,800 Silicon Storage Technology, Inc. Common Stocks 827057100 35 3,400 SH Defined 41 3,400 Silicon Valley Bancshares Common Stocks 827064106 8,846 223,100 SH Sole 25 223,100 Silicon Valley Bancshares Common Stocks 827064106 7,452 187,956 SH Defined 30 187,956 Siliconix, Inc. Common Stocks 827079203 5 100 SH Defined 41 100 Simon Property Group, Inc. Common Stocks 828806109 22,136 430,500 SH Defined 1 430,500 Simon Property Group, Inc. Common Stocks 828806109 1,977 38,446 SH Defined 13 38,446 Simon Property Group, Inc. Common Stocks 828806109 319 6,200 SH Sole 25 6,200 Simon Property Group, Inc. Common Stocks 828806109 30,076 584,900 SH Defined 33 584,900 Simon Property Group, Inc. Common Stocks 828806109 41,146 800,200 SH Defined 49 800,200 Simpson Manufacturing Co., Inc. Common Stocks 829073105 34 600 SH Defined 36 600 Sirva, Inc. Common Stocks 82967Y104 2,308 100,335 SH Sole 25 100,335 Sirva, Inc. Common Stocks 82967Y104 3,500 152,178 SH Defined 48 152,178 Six Flags, Inc. Common Stocks 83001P109 2,173 299,350 SH Sole 25 299,350 Six Flags, Inc. Common Stocks 83001P109 205 28,180 SH Defined 54 28,180 Skechers U.S.A., Inc. Class A Common Stocks 830566105 637 38,000 SH Defined 27 38,000 Skechers U.S.A., Inc. Class A Common Stocks 830566105 526 40,460 SH Defined 30 40,460 Skechers U.S.A., Inc. Class A Common Stocks 830566105 16 1,200 SH Defined 36 1,200 Sky Financial Group, Inc. Common Stocks 83080P103 247 10,000 SH Defined 28 10,000 Skywest, Inc. Common Stocks 830879102 5,049 290,000 SH Sole 25 290,000 Skywest, Inc. Common Stocks 830879102 216 12,400 SH Defined 28 12,400 Skywest, Inc. Common Stocks 830879102 310 17,820 SH Defined 30 17,820 Skywest, Inc. Common Stocks 830879102 4,706 266,700 SH Defined 36 266,700 Skywest, Inc. Common Stocks 830879102 413 23,700 SH Defined 41 23,700 Skyworks Solutions, Inc. Common Stocks 83088M102 3,047 349,000 SH Sole 25 349,000 Skyworks Solutions, Inc. Common Stocks 83088M102 2,305 264,000 SH Defined 58 264,000 SkillSoft PLC - ADR Common Stocks 830928107 147 19,300 SH Defined 17 19,300 SkillSoft PLC - ADR Common Stocks 830928107 496 65,200 SH Sole 25 65,200 Smart & Final, Inc. Common Stocks 831683107 35 2,900 SH Defined 30 2,900 AO Smith Corp. Common Stocks 831865209 823 25,900 SH Sole 25 25,900 AO Smith Corp. Common Stocks 831865209 522 16,419 SH Defined 54 16,419 Smith International, Inc. Common Stocks 832110100 3,585 64,300 SH Sole 25 64,300 Smith International, Inc. Common Stocks 832110100 2,860 51,300 SH Defined 58 51,300 Smith International, Inc. Common Stocks 832110100 1,010 18,120 SH Defined 59 18,120 Smithfield Foods, Inc. Common Stocks 832248108 157 5,330 SH Defined 12 5,330 Smithfield Foods, Inc. Common Stocks 832248108 746 25,379 SH Defined 13 25,379 Smithfield Foods, Inc. Common Stocks 832248108 5,249 178,540 SH Sole 25 178,540 Smithfield Foods, Inc. Common Stocks 832248108 623 15,800 SH Defined 51 15,800 Smurfit-Stone Container Corp. Common Stocks 832727101 1,140 39,800 SH Defined 4 39,800 Smurfit-Stone Container Corp. Common Stocks 832727101 1,740 87,200 SH Defined 5 87,200 Smurfit-Stone Container Corp. Common Stocks 832727101 3,116 156,200 SH Defined 17 156,200 Smurfit-Stone Container Corp. Common Stocks 832727101 9,902 496,350 SH Sole 25 496,350 Smurfit-Stone Container Corp. Common Stocks 832727101 654 32,800 SH Defined 28 32,800 Smurfit-Stone Container Corp. Common Stocks 832727101 5,013 241,800 SH Defined 43 241,800 Snap-On, Inc. Class C Common Stocks 833034101 2,795 83,300 SH Sole 25 83,300 Snap-On, Inc. Class C Common Stocks 833034101 4,070 120,900 SH Defined 36 120,900 Sola International, Inc. Common Stocks 834092108 1,308 75,900 SH Sole 25 75,900 Sola International, Inc. Common Stocks 834092108 86 5,000 SH Defined 28 5,000 Sola International, Inc. Common Stocks 834092108 324 18,800 SH Defined 41 18,800 Solectron Corp. Common Stocks 834182107 2,111 227,300 SH Defined 4 227,300 Solectron Corp. Common Stocks 834182107 1,398 216,100 SH Defined 5 216,100 Solectron Corp. Common Stocks 834182107 2,068 319,600 SH Sole 25 319,600 Solectron Corp. Common Stocks 834182107 69 10,636 SH Defined 39 10,636 Sonic Automotive, Inc. Common Stocks 83545G102 4,160 187,800 SH Sole 25 187,800 Sonic Automotive, Inc. Common Stocks 83545G102 117 5,300 SH Defined 28 5,300 Sonic Automotive, Inc. Common Stocks 83545G102 1,487 67,150 SH Defined 30 67,150 Sonic Automotive, Inc. Common Stocks 83545G102 86 3,900 SH Defined 41 3,900 Sonic Solutions, Inc. Common Stocks 835460106 3,384 159,260 SH Sole 25 159,260 Sonic Solutions, Inc. Common Stocks 835460106 2,786 131,100 SH Defined 131,100 SonicWALL, Inc. Common Stocks 835470105 523 60,800 SH Sole 25 60,800 SonicWALL, Inc. Common Stocks 835470105 263 30,600 SH Defined 28 30,600 SonicWALL, Inc. Common Stocks 835470105 937 109,000 SH Defined 36 109,000 Sonoco Products Co. Common Stocks 835495102 242 6,600 SH Defined 4 6,600 Sonoco Products Co. Common Stocks 835495102 347 13,600 SH Defined 5 13,600 Sonoco Products Co. Common Stocks 835495102 663 26,000 SH Sole 25 26,000 Sonoco Products Co. Common Stocks 835495102 273 10,700 SH Defined 36 10,700 SonoSite, Inc. Common Stocks 83568G104 1,095 45,785 SH Sole 25 45,785 SonoSite, Inc. Common Stocks 83568G104 832 34,785 SH Defined 48 34,785 Sotheby's Holdings Class A Common Stocks 835898107 5 330 SH Defined 330 Sotheby's Holdings Class A Common Stocks 835898107 2 103 SH Sole 25 103 Source Interlink Cos., Inc. Common Stocks 836151209 116 10,400 SH Sole 25 10,400 Source Interlink Cos., Inc. Common Stocks 836151209 77 6,960 SH Defined 28 6,960 Source Interlink Cos., Inc. Common Stocks 836151209 256 23,004 SH Defined 54 23,004 Sourcecorp Common Stocks 836167106 636 23,100 SH Sole 25 23,100 Sourcecorp Common Stocks 836167106 187 6,800 SH Defined 28 6,800 Sourcecorp Common Stocks 836167106 135 4,900 SH Defined 30 4,900 Sourcecorp Common Stocks 836167106 413 15,000 SH Defined 36 15,000 Sourcecorp Common Stocks 836167106 74 2,700 SH Defined 41 2,700 Sourcecorp Common Stocks 836167106 327 11,900 SH Defined 46 11,900 Sourcecorp Common Stocks 836167106 605 22,000 SH Defined 54 22,000 South Financial Group, Inc. (The) Common Stocks 837841105 2,505 88,400 SH Sole 25 88,400 South Jersey Industries, Inc. Common Stocks 838518108 920 20,900 SH Sole 25 20,900 South Jersey Industries, Inc. Common Stocks 838518108 251 5,700 SH Defined 28 5,700 South Jersey Industries, Inc. Common Stocks 838518108 409 9,300 SH Defined 36 9,300 South Jersey Industries, Inc. Common Stocks 838518108 154 3,500 SH Defined 41 3,500 Southern Co. (The) Common Stocks 842587107 1,365 46,824 SH Defined 13 46,824 Southern Co. (The) Common Stocks 842587107 437 15,000 SH Sole 25 15,000 Southern Co. (The) Common Stocks 842587107 19 652 SH Defined 39 652 Southern Peru Copper Corp. Common Stocks 843611104 244 4,400 SH Defined 7 4,400 Southern Peru Copper Corp. Common Stocks 843611104 355 8,599 SH Defined 13 8,599 Southern Peru Copper Corp. Common Stocks 843611104 165 4,000 SH Defined 28 4,000 Southern Peru Copper Corp. Common Stocks 843611104 1,680 40,640 SH Defined 30 40,640 Southern Union Co. Common Stocks 844030106 706 33,500 SH Sole 25 33,500 Southern Union Co. Common Stocks 844030106 798 37,850 SH Defined 30 37,850 SouthTrust Corp. Common Stocks 844730101 4,563 117,570 SH Sole 25 117,570 SouthTrust Corp. Common Stocks 844730101 1,432 36,900 SH Defined 26 36,900 SouthTrust Corp. Common Stocks 844730101 485 12,500 SH Defined 35 12,500 SouthTrust Corp. Common Stocks 844730101 4,937 122,380 SH Defined 43 122,380 Southwest Airlines Co. Common Stocks 844741108 4,396 182,600 SH Defined 3 182,600 Southwest Airlines Co. Common Stocks 844741108 647 38,500 SH Defined 4 38,500 Southwest Airlines Co. Common Stocks 844741108 10,310 614,800 SH Defined 6 614,800 Southwest Airlines Co. Common Stocks 844741108 1,137 67,799 SH Defined 13 67,799 Southwest Airlines Co. Common Stocks 844741108 22,324 1,331,200 SH Sole 25 1,331,200 Southwest Airlines Co. Common Stocks 844741108 721 43,000 SH Defined 36 43,000 Southwest Airlines Co. Common Stocks 844741108 1,999 88,900 SH Defined 52 88,900 Southwest Airlines Co. Common Stocks 844741108 20,653 1,112,846 SH Defined 59 1,112,846 Southwest Bancorp, Inc. Common Stocks 844767103 2,135 117,000 SH Defined 19 117,000 Southwest Bancorp, Inc. Common Stocks 844767103 2,018 110,600 SH Sole 25 110,600 Southwest Gas Corp. Common Stocks 844895102 2,046 84,800 SH Sole 25 84,800 Southwest Gas Corp. Common Stocks 844895102 1,002 41,510 SH Defined 30 41,510 Southwest Gas Corp. Common Stocks 844895102 135 5,600 SH Defined 36 5,600 Southwest Gas Corp. Common Stocks 844895102 145 6,000 SH Defined 41 6,000 Southwestern Energy Co. Common Stocks 845467109 335 11,700 SH Defined 28 11,700 Sovereign Bancorp, Inc. Common Stocks 845905108 1,963 88,824 SH Defined 19 88,824 Sovereign Bancorp, Inc. Common Stocks 845905108 12,369 559,700 SH Sole 25 559,700 Sovereign Bancorp, Inc. Common Stocks 845905108 727 32,900 SH Defined 28 32,900 Sovereign Bancorp, Inc. Common Stocks 845905108 13,164 567,400 SH Defined 53 567,400 Sovereign Bancorp, Inc. Common Stocks 845905108 4,495 203,373 SH Defined 54 203,373 Sovereign Bancorp, Inc. Common Stocks 845905108 430 14,500 SH Defined 60 14,500 Sovran Self Storage, Inc. Common Stocks 84610H108 1,886 49,400 SH Defined 19 49,400 Sovran Self Storage, Inc. Common Stocks 84610H108 1,718 45,000 SH Sole 25 45,000 Sovran Self Storage, Inc. Common Stocks 84610H108 336 8,800 SH Defined 36 8,800 Spartech Corp. Common Stocks 847220209 342 13,200 SH Defined 46 13,200 Spartech Corp. Common Stocks 847220209 623 24,000 SH Defined 54 24,000 Spatialight, Inc. Common Stocks 847248101 898 148,511 SH Sole 25 148,511
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Spatialight, Inc. Common Stocks 847248101 1,120 185,132 SH Defined 185,132 Spatialight, Inc. Common Stocks 847248101 468 77,319 SH Defined 53 77,319 Spectrasite, Inc. Common Stocks 84761M104 4,361 100,900 SH Sole 25 100,900 Spectrasite, Inc. Common Stocks 84761M104 3,462 80,100 SH Defined 58 80,100 Speedway Motorsports, Inc. Common Stocks 847788106 4,752 142,100 SH Defined 17 142,100 Speedway Motorsports, Inc. Common Stocks 847788106 7,440 222,500 SH Sole 25 222,500 Speedway Motorsports, Inc. Common Stocks 847788106 732 21,900 SH Defined 36 21,900 Spherion Corp. Common Stocks 848420105 577 56,900 SH Sole 25 56,900 Spherion Corp. Common Stocks 848420105 53 5,200 SH Defined 30 5,200 Spherion Corp. Common Stocks 848420105 767 75,600 SH Defined 36 75,600 Spinnaker Exploration Co. Common Stocks 84855W109 1,398 35,500 SH Sole 25 35,500 Sports Authority, Inc. (The) Common Stocks 84917U109 2,807 78,200 SH Sole 25 78,200 Sports Authority, Inc. (The) Common Stocks 84917U109 467 12,996 SH Defined 28 12,996 Sports Authority, Inc. (The) Common Stocks 84917U109 390 10,852 SH Defined 54 10,852 Sprint Corp.-FON Group Common Stocks 852061100 2,414 95,550 SH Defined 4 95,550 Sprint Corp.-FON Group Common Stocks 852061100 1,345 76,400 SH Defined 5 76,400 Sprint Corp.-FON Group Common Stocks 852061100 3,291 186,989 SH Defined 13 186,989 Sprint Corp.-FON Group Common Stocks 852061100 3,354 132,750 SH Defined 15 132,750 Sprint Corp.-FON Group Common Stocks 852061100 11,821 671,670 SH Sole 25 671,670 Sprint Corp.-FON Group Common Stocks 852061100 872 49,550 SH Defined 34 49,550 Sprint Corp.-FON Group Common Stocks 852061100 136 7,700 SH Defined 35 7,700 Sprint Corp.-FON Group Common Stocks 852061100 15,835 865,975 SH Defined 43 865,975 Sprint Corp.-FON Group Common Stocks 852061100 4,005 227,579 SH Defined 54 227,579 SS&C Technologies, Inc. Common Stocks 85227Q100 580 31,010 SH Defined 30 31,010 Stage Stores, Inc. Common Stocks 85254C305 1,100 29,200 SH Defined 19 29,200 Stage Stores, Inc. Common Stocks 85254C305 8,815 234,070 SH Sole 25 234,070 Stage Stores, Inc. Common Stocks 85254C305 245 6,500 SH Defined 28 6,500 Stage Stores, Inc. Common Stocks 85254C305 3,868 102,700 SH Defined 30 102,700 Stage Stores, Inc. Common Stocks 85254C305 166 4,400 SH Defined 41 4,400 Stage Stores, Inc. Common Stocks 85254C305 2,060 54,712 SH Defined 48 54,712 Stancorp Financial Group, Inc. Common Stocks 852891100 190 2,831 SH Defined 12 2,831 Stancorp Financial Group, Inc. Common Stocks 852891100 16 240 SH Defined 13 240 Stancorp Financial Group, Inc. Common Stocks 852891100 4,855 72,463 SH Sole 25 72,463 Stancorp Financial Group, Inc. Common Stocks 852891100 2,915 43,500 SH Defined 36 43,500 Standard Commercial Corp. Common Stocks 853258101 94 5,200 SH Sole 25 5,200 Standard Commercial Corp. Common Stocks 853258101 123 6,800 SH Defined 36 6,800 Standard MicroSystems Corp. Common Stocks 853626109 30 1,300 SH Defined 30 1,300 Standard-Pacific Corp. Common Stocks 85375C101 7,580 153,761 SH Sole 25 153,761 Standard-Pacific Corp. Common Stocks 85375C101 508 10,300 SH Defined 28 10,300 Standard-Pacific Corp. Common Stocks 85375C101 8,037 161,700 SH Defined 36 161,700 Standard-Pacific Corp. Common Stocks 85375C101 1,144 23,210 SH Defined 48 23,210 Standard Register Co. (The) Common Stocks 853887107 500 42,000 SH Sole 25 42,000 Stanley Works (The) Common Stocks 854616109 380 5,800 SH Defined 4 5,800 Stanley Works (The) Common Stocks 854616109 383 8,400 SH Defined 5 8,400 Stanley Works (The) Common Stocks 854616109 1,156 25,366 SH Defined 13 25,366 Stanley Works (The) Common Stocks 854616109 2,759 60,537 SH Sole 25 60,537 Stanley Works (The) Common Stocks 854616109 629 13,800 SH Defined 41 13,800 Staples, Inc. Common Stocks 855030102 3,316 78,800 SH Defined 3 78,800 Staples, Inc. Common Stocks 855030102 488 16,600 SH Defined 4 16,600 Staples, Inc. Common Stocks 855030102 7,823 266,900 SH Defined 6 266,900 Staples, Inc. Common Stocks 855030102 12,463 425,200 SH Sole 25 425,200 Staples, Inc. Common Stocks 855030102 11,697 361,700 SH Defined 36 361,700 Staples, Inc. Common Stocks 855030102 1,517 38,600 SH Defined 52 38,600 Starbucks Corp. Common Stocks 855244109 5,575 128,220 SH Sole 25 128,220 Starbucks Corp. Common Stocks 855244109 2,569 59,083 SH Defined 40 59,083 Starbucks Corp. Common Stocks 855244109 1,288 29,625 SH Defined 56 29,625 Starbucks Corp. Common Stocks 855244109 11,167 232,515 SH Defined 59 232,515 State Auto Financial Corp. Common Stocks 855707105 172 5,600 SH Sole 25 5,600 State Auto Financial Corp. Common Stocks 855707105 77 2,500 SH Defined 28 2,500 State Auto Financial Corp. Common Stocks 855707105 6 200 SH Defined 41 200 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 4,821 107,500 SH Defined 1 107,500 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 4,275 66,400 SH Defined 3 66,400 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 1,837 32,900 SH Defined 4 32,900 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 135 3,000 SH Defined 5 3,000 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 9,253 206,300 SH Defined 6 206,300 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 26,251 585,300 SH Sole 25 585,300 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 8,589 191,500 SH Defined 33 191,500 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 148 3,300 SH Defined 35 3,300 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 5,855 115,300 SH Defined 36 115,300 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 20,614 459,615 SH Defined 49 459,615 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 1,404 23,350 SH Defined 51 23,350 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 1,942 32,300 SH Defined 52 32,300 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 1,163 25,920 SH Defined 59 25,920 State Street Corp. Common Stocks 857477103 2,055 41,900 SH Sole 25 41,900 State Street Corp. Common Stocks 857477103 4,504 74,900 SH Defined 36 74,900 State Street Corp. Common Stocks 857477103 114 2,320 SH Defined 43 2,320 Station Casinos, Inc. Common Stocks 857689103 460 9,500 SH Sole 25 9,500 Station Casinos, Inc. Common Stocks 857689103 1,215 25,100 SH Defined 28 25,100 Station Casinos, Inc. Common Stocks 857689103 310 6,400 SH Defined 36 6,400 Station Casinos, Inc. Common Stocks 857689103 244 5,047 SH Defined 54 5,047 Station Casinos, Inc. Common Stocks 857689103 1,011 20,890 SH Defined 59 20,890 Steak N Shake Co. (The) Common Stocks 857873103 441 24,200 SH Sole 25 24,200 Steak N Shake Co. (The) Common Stocks 857873103 219 12,000 SH Defined 28 12,000 Steak N Shake Co. (The) Common Stocks 857873103 619 34,000 SH Defined 36 34,000 Steel Dynamics, Inc. Common Stocks 858119100 1,540 53,800 SH Sole 25 53,800 Steel Dynamics, Inc. Common Stocks 858119100 352 12,300 SH Defined 30 12,300 Steel Dynamics, Inc. Common Stocks 858119100 123 4,300 SH Defined 41 4,300 Steelcase, Inc. Class A Common Stocks 858155203 482 34,400 SH Sole 25 34,400 Steelcase, Inc. Class A Common Stocks 858155203 862 60,400 SH Defined 36 60,400 Stein Mart, Inc. Common Stocks 858375108 223 13,745 SH Sole 25 13,745 Stein Mart, Inc. Common Stocks 858375108 47 2,900 SH Defined 30 2,900 Stein Mart, Inc. Common Stocks 858375108 566 34,800 SH Defined 36 34,800 Steinway Musical Instruments Common Stocks 858495104 49 1,400 SH Sole 25 1,400 Steinway Musical Instruments Common Stocks 858495104 200 5,700 SH Defined 36 5,700 Stellent, Inc. Common Stocks 85856W105 1,146 134,200 SH Sole 25 134,200 Stellent, Inc. Common Stocks 85856W105 16 1,900 SH Defined 28 1,900 Stellent, Inc. Common Stocks 85856W105 1,745 204,350 SH Defined 48 204,350 Stericycle, Inc. Common Stocks 858912108 5,966 115,300 SH Sole 25 115,300 Stericycle, Inc. Common Stocks 858912108 4,760 92,000 SH Defined 58 92,000 Steris Corp. Common Stocks 859152100 1,239 54,900 SH Sole 25 54,900 Steris Corp. Common Stocks 859152100 1,223 54,200 SH Defined 36 54,200 Sterling Bancorp Common Stocks 859158107 292 10,560 SH Sole 25 10,560 Sterling Bancorp Common Stocks 859158107 30 1,100 SH Defined 30 1,100 Sterling Bancorp Common Stocks 859158107 450 16,280 SH Defined 36 16,280 Sterling Financial Corp. Common Stocks 859317109 31 1,200 SH Sole 25 1,200 Sterling Financial Corp. Common Stocks 859317109 174 6,700 SH Defined 36 6,700 Sterling Financial Corp. Common Stocks 859319105 1,859 58,337 SH Sole 25 58,337 Sterling Financial Corp. Common Stocks 859319105 221 6,930 SH Defined 28 6,930 Sterling Financial Corp. Common Stocks 859319105 158 4,950 SH Defined 41 4,950 Sterling Financial Corp. Common Stocks 859319105 1,717 53,866 SH Defined 48 53,866 Stewart & Stevenson Services Common Stocks 860342104 1,555 86,750 SH Sole 25 86,750 Stewart Enterprises, Inc. Class A Common Stocks 860370105 357 43,800 SH Defined 46 43,800 Stewart Enterprises, Inc. Class A Common Stocks 860370105 688 84,500 SH Defined 54 84,500 Stewart Information Services Corp. Common Stocks 860372101 1,020 30,200 SH Sole 25 30,200 Stewart Information Services Corp. Common Stocks 860372101 2,044 60,540 SH Defined 30 60,540 Stewart Information Services Corp. Common Stocks 860372101 1,445 42,800 SH Defined 36 42,800 STMicroelectronics NV Common Stocks 861012102 401 13,600 SH Defined 15 13,600 STMicroelectronics NV Common Stocks 861012102 2 100 SH Defined 16 100 Stone Energy Corp. Common Stocks 861642106 132 2,900 SH Sole 25 2,900 Stone Energy Corp. Common Stocks 861642106 356 7,800 SH Defined 28 7,800 Stone Energy Corp. Common Stocks 861642106 324 7,100 SH Defined 46 7,100 Stone Energy Corp. Common Stocks 861642106 603 13,200 SH Defined 54 13,200 Stoneridge, Inc. Common Stocks 86183P102 415 24,400 SH Sole 25 24,400 Stoneridge, Inc. Common Stocks 86183P102 231 13,600 SH Defined 36 13,600 Stoneridge, Inc. Common Stocks 86183P102 43 2,500 SH Defined 41 2,500 Storage Technology Corp. Common Stocks 862111200 1,519 52,368 SH Defined 12 52,368 Storage Technology Corp. Common Stocks 862111200 1,385 47,759 SH Defined 13 47,759 Storage Technology Corp. Common Stocks 862111200 17,375 599,125 SH Sole 25 599,125 Storage Technology Corp. Common Stocks 862111200 3,019 104,100 SH Defined 26 104,100 Storage Technology Corp. Common Stocks 862111200 2,755 95,000 SH Defined 30 95,000 Storage Technology Corp. Common Stocks 862111200 676 23,300 SH Defined 41 23,300
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- StrataSystem, Inc. Common Stocks 862685104 646 26,090 SH Sole 25 26,090 StrataSystem, Inc. Common Stocks 862685104 173 7,000 SH Defined 39 7,000 StrataSystem, Inc. Common Stocks 862685104 980 39,570 SH Defined 48 39,570 Strategic Diagnostics, Inc. Common Stocks 862700101 154 28,500 SH Defined 27 28,500 Strattec Security Corp. Common Stocks 863111100 588 8,600 SH Sole 25 8,600 Strayer Education, Inc. Common Stocks 863236105 759 6,800 SH Sole 25 6,800 Strayer Education, Inc. Common Stocks 863236105 390 3,500 SH Defined 28 3,500 Strayer Education, Inc. Common Stocks 863236105 1,500 13,000 SH Defined 36 13,000 Stryker Corp. Common Stocks 863667101 7,656 139,200 SH Defined 7 139,200 Stryker Corp. Common Stocks 863667101 21,384 388,800 SH Sole 25 388,800 Stryker Corp. Common Stocks 863667101 589 10,700 SH Defined 26 10,700 Stryker Corp. Common Stocks 863667101 66 1,200 SH Defined 35 1,200 Stryker Corp. Common Stocks 863667101 13,931 244,900 SH Defined 36 244,900 Stryker Corp. Common Stocks 863667101 2,244 40,800 SH Defined 50 40,800 Summit Properties, Inc. Common Stocks 866239106 2,231 87,000 SH Defined 1 87,000 Summit Properties, Inc. Common Stocks 866239106 682 26,600 SH Sole 25 26,600 Summit Properties, Inc. Common Stocks 866239106 2,282 89,000 SH Defined 33 89,000 Summit Properties, Inc. Common Stocks 866239106 867 33,800 SH Defined 36 33,800 Summit Properties, Inc. Common Stocks 866239106 5,482 213,800 SH Defined 49 213,800 Sun Communities, Inc. Common Stocks 866674104 2,843 75,500 SH Defined 1 75,500 Sun MicroSystems, Inc. Common Stocks 866810104 3,260 751,050 SH Defined 12 751,050 Sun MicroSystems, Inc. Common Stocks 866810104 2,850 656,648 SH Defined 13 656,648 Sun MicroSystems, Inc. Common Stocks 866810104 335 53,700 SH Defined 15 53,700 Sun MicroSystems, Inc. Common Stocks 866810104 4,365 1,005,713 SH Sole 25 1,005,713 Sungard Data Systems, Inc. Common Stocks 867363103 258 6,900 SH Defined 4 6,900 Sungard Data Systems, Inc. Common Stocks 867363103 2,680 103,092 SH Defined 12 103,092 Sungard Data Systems, Inc. Common Stocks 867363103 1,258 48,388 SH Defined 13 48,388 Sungard Data Systems, Inc. Common Stocks 867363103 4,390 168,841 SH Sole 25 168,841 Sungard Data Systems, Inc. Common Stocks 867363103 330 12,700 SH Defined 35 12,700 Sunoco, Inc. Common Stocks 86764P109 320 3,750 SH Defined 7 3,750 Sunoco, Inc. Common Stocks 86764P109 5,700 89,600 SH Sole 25 89,600 Sunoco, Inc. Common Stocks 86764P109 1,132 17,800 SH Defined 41 17,800 Sunrise Assisted Living, Inc. Common Stocks 86768K106 164 4,200 SH Sole 25 4,200 Sunrise Assisted Living, Inc. Common Stocks 86768K106 361 9,232 SH Defined 54 9,232 SunTrust Banks, Inc. Common Stocks 867914103 4,049 43,400 SH Defined 4 43,400 SunTrust Banks, Inc. Common Stocks 867914103 2,725 41,925 SH Defined 5 41,925 SunTrust Banks, Inc. Common Stocks 867914103 1,524 23,457 SH Defined 13 23,457 SunTrust Banks, Inc. Common Stocks 867914103 26,649 410,050 SH Sole 25 410,050 SunTrust Banks, Inc. Common Stocks 867914103 858 13,200 SH Defined 35 13,200 SunTrust Banks, Inc. Common Stocks 867914103 23,382 346,130 SH Defined 43 346,130 SunTrust Banks, Inc. Common Stocks 867914103 11,756 172,300 SH Defined 53 172,300 Superior Energy Services Common Stocks 868157108 1,560 155,200 SH Defined 17 155,200 Superior Energy Services Common Stocks 868157108 3,513 349,600 SH Sole 25 349,600 Supervalu, Inc. Common Stocks 868536103 580 13,200 SH Defined 4 13,200 Supervalu, Inc. Common Stocks 868536103 1,215 39,700 SH Defined 5 39,700 Supervalu, Inc. Common Stocks 868536103 330 8,050 SH Defined 7 8,050 Supervalu, Inc. Common Stocks 868536103 8,179 267,193 SH Defined 12 267,193 Supervalu, Inc. Common Stocks 868536103 3,685 120,371 SH Defined 13 120,371 Supervalu, Inc. Common Stocks 868536103 19,041 622,056 SH Sole 25 622,056 Supervalu, Inc. Common Stocks 868536103 337 11,000 SH Defined 36 11,000 Supervalu, Inc. Common Stocks 868536103 1,283 41,900 SH Defined 41 41,900 SurModics, Inc. Common Stocks 868873100 269 10,900 SH Defined 39 10,900 Susquehanna Bancshares, Inc. Common Stocks 869099101 400 15,900 SH Defined 36 15,900 Swift Energy Co. Common Stocks 870738101 2,441 110,633 SH Sole 25 110,633 Swift Energy Co. Common Stocks 870738101 141 6,400 SH Defined 28 6,400 Swift Energy Co. Common Stocks 870738101 1,940 87,963 SH Defined 87,963 Swift Energy Co. Common Stocks 870738101 1,152 52,200 SH Defined 36 52,200 Swift Energy Co. Common Stocks 870738101 831 37,688 SH Defined 53 37,688 Swift Transportation Co., Inc. Common Stocks 870756103 315 17,554 SH Defined 12 17,554 Swift Transportation Co., Inc. Common Stocks 870756103 335 18,637 SH Defined 13 18,637 Swift Transportation Co., Inc. Common Stocks 870756103 2,308 128,572 SH Sole 25 128,572 Swift Transportation Co., Inc. Common Stocks 870756103 243 10,100 SH Defined 51 10,100 Sybase, Inc. Common Stocks 871130100 713 39,600 SH Sole 25 39,600 Sybase, Inc. Common Stocks 871130100 790 43,900 SH Defined 30 43,900 Sybase, Inc. Common Stocks 871130100 572 31,800 SH Defined 36 31,800 Sybron Dental Specialties, Inc. Common Stocks 871142105 2,106 70,563 SH Defined 18 70,563 Sybron Dental Specialties, Inc. Common Stocks 871142105 5,612 188,000 SH Sole 25 188,000 Sybron Dental Specialties, Inc. Common Stocks 871142105 125 4,200 SH Defined 28 4,200 Sybron Dental Specialties, Inc. Common Stocks 871142105 1,985 66,500 SH Defined 36 66,500 Sybron Dental Specialties, Inc. Common Stocks 871142105 690 23,100 SH Defined 41 23,100 SYKES Enterprises, Inc. Common Stocks 871237103 1,734 229,300 SH Sole 25 229,300 SYKES Enterprises, Inc. Common Stocks 871237103 217 28,700 SH Defined 36 28,700 Sylvan Learning Systems, Inc. Common Stocks 871399101 1,067 27,900 SH Defined 53 27,900 Symantec Corp. Common Stocks 871503108 225 5,135 SH Defined 12 5,135 Symantec Corp. Common Stocks 871503108 19 437 SH Defined 13 437 Symantec Corp. Common Stocks 871503108 1,182 26,991 SH Sole 25 26,991 Symantec Corp. Common Stocks 871503108 53 1,200 SH Defined 43 1,200 Symbion, Inc. Common Stocks 871507109 1,434 82,105 SH Sole 25 82,105 Symbion, Inc. Common Stocks 871507109 2,170 124,301 SH Defined 48 124,301 Symbol Technologies, Inc. Common Stocks 871508107 243 16,519 SH Defined 12 16,519 Symbol Technologies, Inc. Common Stocks 871508107 411 27,880 SH Defined 13 27,880 Symbol Technologies, Inc. Common Stocks 871508107 2,565 174,000 SH Defined 17 174,000 Symbol Technologies, Inc. Common Stocks 871508107 4,308 292,283 SH Sole 25 292,283 Symbol Technologies, Inc. Common Stocks 871508107 238 16,155 SH Defined 54 16,155 Symmetricom, Inc. Common Stocks 871543104 3,965 445,474 SH Sole 25 445,474 Symmetricom, Inc. Common Stocks 871543104 783 88,028 SH Defined 88,028 Symmetricom, Inc. Common Stocks 871543104 2,906 326,511 SH Defined 48 326,511 Symmetricom, Inc. Common Stocks 871543104 327 36,709 SH Defined 53 36,709 Symyx Technologies Common Stocks 87155S108 596 24,730 SH Defined 30 24,730 Synaptics, Inc. Common Stocks 87157D109 291 15,200 SH Sole 25 15,200 Synaptics, Inc. Common Stocks 87157D109 360 18,800 SH Defined 18,800 SynopSystem, Inc. Common Stocks 871607107 6,142 216,042 SH Defined 12 216,042 SynopSystem, Inc. Common Stocks 871607107 911 32,034 SH Defined 13 32,034 SynopSystem, Inc. Common Stocks 871607107 8,214 288,936 SH Sole 25 288,936 Syngenta AG - ADR Common Stocks 87160A100 4,412 262,790 SH Sole 25 262,790 Syngenta AG - ADR Common Stocks 87160A100 4,489 249,370 SH Defined 43 249,370 Synovus Financial Corp. Common Stocks 87161C105 1,377 54,400 SH Defined 38 54,400 SYNNEX Corp. Common Stocks 87162W100 578 36,800 SH Sole 25 36,800 SYNNEX Corp. Common Stocks 87162W100 717 45,700 SH Defined 45,700 SYNNEX Corp. Common Stocks 87162W100 303 19,300 SH Defined 53 19,300 SYNNEX Corp. Common Stocks 87162W100 147 7,000 SH Defined 60 7,000 Sypris Solutions, Inc. Common Stocks 871655106 21 1,100 SH Defined 41 1,100 Systemco Corp. Common Stocks 871829107 1,395 38,900 SH Defined 7 38,900 Systemco Corp. Common Stocks 871829107 11,668 325,279 SH Sole 25 325,279 Systemco Corp. Common Stocks 871829107 316 8,800 SH Defined 35 8,800 Systemco Corp. Common Stocks 871829107 18,961 471,855 SH Defined 59 471,855 TBC Corp. Common Stocks 872180104 62 2,600 SH Defined 36 2,600 TCF Financial Corp. Common Stocks 872275102 2,380 41,000 SH Sole 25 41,000 TCF Financial Corp. Common Stocks 872275102 1,869 32,200 SH Defined 58 32,200 TECO Energy, Inc. Common Stocks 872375100 3,050 254,400 SH Sole 25 254,400 TECO Energy, Inc. Common Stocks 872375100 421 35,100 SH Defined 30 35,100 TEPPCO Partners L.P. Common Stocks 872384102 2,266 59,500 SH Defined 19 59,500 TEPPCO Partners L.P. Common Stocks 872384102 2,239 58,800 SH Sole 25 58,800 Tessco Technologies, Inc. Common Stocks 872386107 68 3,900 SH Sole 25 3,900 Tessco Technologies, Inc. Common Stocks 872386107 154 8,874 SH Defined 54 8,874 TJX Cos., Inc. Common Stocks 872540109 2,898 120,060 SH Sole 25 120,060 TJX Cos., Inc. Common Stocks 872540109 5,381 214,660 SH Defined 43 214,660 TLC Vision Corp. Common Stocks 872549100 511 43,900 SH Sole 25 43,900 TLC Vision Corp. Common Stocks 872549100 636 54,600 SH Defined 54,600 TLC Vision Corp. Common Stocks 872549100 265 22,800 SH Defined 53 22,800 TTM Technologies, Inc. Common Stocks 87305R109 585 49,400 SH Sole 25 49,400 TTM Technologies, Inc. Common Stocks 87305R109 65 5,500 SH Defined 28 5,500 TTM Technologies, Inc. Common Stocks 87305R109 246 20,800 SH Defined 41 20,800 TXU Corp. Common Stocks 873168108 1,058 18,200 SH Defined 4 18,200 TXU Corp. Common Stocks 873168108 85 2,100 SH Defined 5 2,100 TXU Corp. Common Stocks 873168108 7,381 176,400 SH Defined 7 176,400 TXU Corp. Common Stocks 873168108 341 8,416 SH Defined 13 8,416 TXU Corp. Common Stocks 873168108 19,406 479,040 SH Sole 25 479,040 TXU Corp. Common Stocks 873168108 194 4,800 SH Defined 35 4,800 TXU Corp. Common Stocks 873168108 11,814 261,700 SH Defined 36 261,700 TXU Corp. Common Stocks 873168108 10,037 238,390 SH Defined 43 238,390
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Taiwan Semiconductor Manufacturing Co., Ltd. - ADR Common Stocks 874039100 2,324 214,793 SH Defined 15 214,793 Taiwan Semiconductor Manufacturing Co., Ltd. - ADR Common Stocks 874039100 2,334 280,848 SH Defined 16 280,848 Taiwan Semiconductor Manufacturing Co., Ltd. - ADR Common Stocks 874039100 3,571 429,675 SH Sole 25 429,675 Taiwan Semiconductor Manufacturing Co., Ltd. - ADR Common Stocks 874039100 1,912 171,569 SH Defined 55 171,569 Take-Two Interactive Software, Inc. Common Stocks 874054109 1,774 57,901 SH Sole 25 57,901 Take-Two Interactive Software, Inc. Common Stocks 874054109 506 16,500 SH Defined 39 16,500 Talbots, Inc. Common Stocks 874161102 265 6,757 SH Defined 13 6,757 Talbots, Inc. Common Stocks 874161102 748 19,095 SH Sole 25 19,095 Talbots, Inc. Common Stocks 874161102 1,134 28,954 SH Defined 48 28,954 Talbots, Inc. Common Stocks 874161102 372 9,500 SH Defined 59 9,500 Talisman Energy, Inc. Common Stocks 87425E103 2,138 98,355 SH Defined 19 98,355 Tanger Factory Outlet Centers Common Stocks 875465106 70 1,800 SH Defined 41 1,800 Target Corp. Common Stocks 87612E106 2,579 42,300 SH Defined 4 42,300 Target Corp. Common Stocks 87612E106 4,124 97,100 SH Defined 6 97,100 Target Corp. Common Stocks 87612E106 35,685 840,241 SH Sole 25 840,241 Target Corp. Common Stocks 87612E106 6,659 149,950 SH Defined 32 149,950 Target Corp. Common Stocks 87612E106 973 22,900 SH Defined 35 22,900 Target Corp. Common Stocks 87612E106 24,369 540,500 SH Defined 36 540,500 Target Corp. Common Stocks 87612E106 59 1,384 SH Defined 39 1,384 Target Corp. Common Stocks 87612E106 284 6,690 SH Defined 43 6,690 Target Corp. Common Stocks 87612E106 769 13,500 SH Defined 52 13,500 Target Corp. Common Stocks 87612E106 4,305 98,858 SH Defined 59 98,858 Taubman Centers, Inc. Common Stocks 876664103 6,089 266,000 SH Defined 1 266,000 Tech Data Corp. Common Stocks 878237106 899 16,000 SH Defined 4 16,000 Tech Data Corp. Common Stocks 878237106 1,166 29,800 SH Defined 5 29,800 Tech Data Corp. Common Stocks 878237106 5,967 152,500 SH Sole 25 152,500 Tech Data Corp. Common Stocks 878237106 4,493 114,830 SH Defined 30 114,830 Tech Data Corp. Common Stocks 878237106 82 2,100 SH Defined 41 2,100 Technical Olympic USA, Inc. Common Stocks 878483106 271 12,150 SH Defined 28 12,150 Tecumseh Products Co. Class A Common Stocks 878895200 537 13,031 SH Defined 13 13,031 Tecumseh Products Co. Class A Common Stocks 878895200 1,466 35,600 SH Defined 18 35,600 Tecumseh Products Co. Class A Common Stocks 878895200 1,705 41,400 SH Sole 25 41,400 Tecumseh Products Co. Class A Common Stocks 878895200 299 7,270 SH Defined 30 7,270 Tekelec Common Stocks 879101103 53 2,900 SH Defined 28 2,900 Tekelec Common Stocks 879101103 205 11,300 SH Defined 46 11,300 Tekelec Common Stocks 879101103 372 20,500 SH Defined 54 20,500 Tektronix, Inc. Common Stocks 879131100 859 25,239 SH Defined 13 25,239 Tektronix, Inc. Common Stocks 879131100 5,328 156,600 SH Sole 25 156,600 Tektronix, Inc. Common Stocks 879131100 3,133 92,100 SH Defined 26 92,100 Tektronix, Inc. Common Stocks 879131100 3,388 99,600 SH Defined 36 99,600 Tektronix, Inc. Common Stocks 879131100 565 16,620 SH Defined 59 16,620 Tele Centro Oeste Celular Participacoes SA - ADR Preferred Stocks 87923P105 - - SH Defined 55 Tele Norte Leste Participacoes SA - ADR Preferred Stocks 879246106 - - SH Defined 10 Tele Norte Leste Participacoes SA - ADR Preferred Stocks 879246106 420 33,000 SH Sole 25 33,000 Tele Norte Leste Participacoes SA - ADR Preferred Stocks 879246106 752 54,500 SH Defined 55 54,500 Telecomunicacoes Brasileiras SA - ADR Preferred Stocks 879287308 837 28,729 SH Defined 28,729 Telecomunicacoes Brasileiras SA - ADR Preferred Stocks 879287308 3,422 117,389 SH Sole 25 117,389 Telecomunicacoes Brasileiras SA - ADR Preferred Stocks 879287308 - - SH Defined 55 Telecomunicacoes Brasileiras SA - ADR Preferred Stocks 879287308 5,108 151,305 SH Defined 57 151,305 Teledyne Technologies, Inc. Common Stocks 879360105 2,941 146,900 SH Defined 18 146,900 Teledyne Technologies, Inc. Common Stocks 879360105 2,577 128,700 SH Sole 25 128,700 Teleflex, Inc. Common Stocks 879369106 316 6,300 SH Sole 25 6,300 Telefonos de Mexico SA de CV - ADR Common Stocks 879403780 1,097 25,000 SH Defined 15 25,000 Telefonos de Mexico SA de CV - ADR Common Stocks 879403780 865 26,000 SH Defined 16 26,000 Telefonos de Mexico SA de CV - ADR Common Stocks 879403780 998 30,000 SH Defined 30,000 Telefonos de Mexico SA de CV - ADR Common Stocks 879403780 584 17,560 SH Defined 17,560 Telefonos de Mexico SA de CV - ADR Common Stocks 879403780 7,330 220,323 SH Sole 25 220,323 Telefonos de Mexico SA de CV - ADR Common Stocks 879403780 1,241 37,300 SH Defined 29 37,300 Telefonos de Mexico SA de CV - ADR Common Stocks 879403780 1,252 34,808 SH Defined 55 34,808 Telefonos de Mexico SA de CV - ADR Common Stocks 879403780 5,400 139,628 SH Defined 57 139,628 Telephone & Data Systems, Inc. Common Stocks 879433100 372 3,900 SH Defined 7 3,900 Telephone & Data Systems, Inc. Common Stocks 879433100 1,566 22,000 SH Defined 18 22,000 Telephone & Data Systems, Inc. Common Stocks 879433100 5,290 74,300 SH Sole 25 74,300 Telephone & Data Systems, Inc. Common Stocks 879433100 487 5,100 SH Defined 51 5,100 Telemig Celular Participacoes SA - ADR Preferred Stocks 87944E105 118 4,000 SH Sole 25 4,000 Telemig Celular Participacoes SA - ADR Preferred Stocks 87944E105 226 7,100 SH Defined 55 7,100 Telesp Celular Participacoes SA - ADR Preferred Stocks 87952L108 42 5,300 SH Defined 5,300 Telesp Celular Participacoes SA - ADR Preferred Stocks 87952L108 577 73,200 SH Sole 25 73,200 Telesp Celular Participacoes SA - ADR Preferred Stocks 87952L108 1,059 124,300 SH Defined 55 124,300 Telik, Inc. Common Stocks 87959M109 485 20,300 SH Sole 25 20,300 Telik, Inc. Common Stocks 87959M109 606 25,400 SH Defined 25,400 Telik, Inc. Common Stocks 87959M109 253 10,600 SH Defined 53 10,600 Tellabs, Inc. Common Stocks 879664100 760 60,600 SH Defined 4 60,600 Tellabs, Inc. Common Stocks 879664100 348 39,800 SH Defined 5 39,800 Tellabs, Inc. Common Stocks 879664100 1,295 148,163 SH Defined 13 148,163 Tellabs, Inc. Common Stocks 879664100 310 35,500 SH Sole 25 35,500 Tellabs, Inc. Common Stocks 879664100 98 11,200 SH Defined 35 11,200 Tellabs, Inc. Common Stocks 879664100 1,779 203,570 SH Defined 54 203,570 Telular Corp. Common Stocks 87970T208 631 87,700 SH Sole 25 87,700 TELUS Corp. Common Stocks 87971M202 2,566 170,700 SH Sole 25 170,700 TELUS Corp. Common Stocks 87971M202 1,411 93,900 SH Defined 58 93,900 Temple-Inland, Inc. Common Stocks 879868107 1,034 10,400 SH Defined 4 10,400 Temple-Inland, Inc. Common Stocks 879868107 907 13,100 SH Defined 5 13,100 Temple-Inland, Inc. Common Stocks 879868107 2,091 30,200 SH Sole 25 30,200 Temple-Inland, Inc. Common Stocks 879868107 402 5,800 SH Defined 35 5,800 TeleTech Holdings, Inc. Common Stocks 879939106 1,495 170,521 SH Sole 25 170,521 TeleTech Holdings, Inc. Common Stocks 879939106 879 100,210 SH Defined 30 100,210 TeleTech Holdings, Inc. Common Stocks 879939106 732 83,500 SH Defined 36 83,500 Tenaris SA - ADR Common Stocks 88031M109 367 11,200 SH Sole 25 11,200 Tenaris SA - ADR Common Stocks 88031M109 648 18,200 SH Defined 55 18,200 Tenet Healthcare Corp. Common Stocks 88033G100 1,242 64,500 SH Defined 4 64,500 Tenet Healthcare Corp. Common Stocks 88033G100 369 27,500 SH Defined 5 27,500 Tenet Healthcare Corp. Common Stocks 88033G100 385 28,700 SH Defined 14 28,700 Tenet Healthcare Corp. Common Stocks 88033G100 791 41,100 SH Defined 15 41,100 Tenet Healthcare Corp. Common Stocks 88033G100 7,936 591,790 SH Sole 25 591,790 Tenet Healthcare Corp. Common Stocks 88033G100 759 42,200 SH Defined 51 42,200 Tennant Co. Common Stocks 880345103 352 8,500 SH Defined 30 8,500 Tenneco Automotive, Inc. Common Stocks 880349105 992 75,000 SH Sole 25 75,000 Tenneco Automotive, Inc. Common Stocks 880349105 1,552 117,300 SH Defined 36 117,300 Teradyne, Inc. Common Stocks 880770102 418 18,405 SH Defined 13 18,405 Teradyne, Inc. Common Stocks 880770102 802 24,600 SH Defined 15 24,600 Teradyne, Inc. Common Stocks 880770102 2,593 114,250 SH Sole 25 114,250 Teradyne, Inc. Common Stocks 880770102 28 1,241 SH Defined 39 1,241 Teradyne, Inc. Common Stocks 880770102 285 9,350 SH Defined 51 9,350 Teradyne, Inc. Common Stocks 880770102 3,426 150,910 SH Defined 54 150,910 Teradyne, Inc. Common Stocks 880770102 484 15,900 SH Defined 60 15,900 Terex Corp. Common Stocks 880779103 4,055 118,800 SH Sole 25 118,800 Terex Corp. Common Stocks 880779103 451 13,200 SH Defined 28 13,200 Terex Corp. Common Stocks 880779103 235 6,900 SH Defined 46 6,900 Terex Corp. Common Stocks 880779103 427 12,500 SH Defined 54 12,500 Tesoro Petroleum Corp. Common Stocks 881609101 10,496 380,300 SH Sole 25 380,300 Tesoro Petroleum Corp. Common Stocks 881609101 640 23,200 SH Defined 28 23,200 Tesoro Petroleum Corp. Common Stocks 881609101 8,534 309,190 SH Defined 30 309,190 Tesoro Petroleum Corp. Common Stocks 881609101 44 1,600 SH Defined 36 1,600 Tesoro Petroleum Corp. Common Stocks 881609101 141 5,100 SH Defined 41 5,100 Teva Pharmaceutical Industries, Ltd. - ADR Common Stocks 881624209 1,999 29,700 SH Defined 6 29,700 Teva Pharmaceutical Industries, Ltd. - ADR Common Stocks 881624209 386 4,000 SH Defined 15 4,000 Teva Pharmaceutical Industries, Ltd. - ADR Common Stocks 881624209 1,346 20,000 SH Defined 20,000 Teva Pharmaceutical Industries, Ltd. - ADR Common Stocks 881624209 12,741 189,350 SH Sole 25 189,350 Teva Pharmaceutical Industries, Ltd. - ADR Common Stocks 881624209 567 6,300 SH Defined 52 6,300 Teva Pharmaceutical Industries, Ltd. - ADR Common Stocks 881624209 2,273 31,200 SH Defined 55 31,200 Teva Pharmaceutical Industries, Ltd. - ADR Common Stocks 881624209 6,801 92,314 SH Defined 59 92,314 Tetra Tech, Inc. Common Stocks 88162G103 1,993 122,149 SH Sole 25 122,149 Tetra Tech, Inc. Common Stocks 88162G103 1,601 98,075 SH Defined 58 98,075 Texas Genco Holdings, Inc. Common Stocks 882443104 60 1,341 SH Defined 13 1,341 Texas Genco Holdings, Inc. Common Stocks 882443104 325 7,200 SH Defined 30 7,200 Texas Industries, Inc. Common Stocks 882491103 2,059 50,000 SH Defined 19 50,000 Texas Industries, Inc. Common Stocks 882491103 2,776 67,425 SH Sole 25 67,425 Texas Industries, Inc. Common Stocks 882491103 1,877 45,600 SH Defined 36 45,600 Texas Instruments, Inc. Common Stocks 882508104 2,128 61,300 SH Defined 3 61,300 Texas Instruments, Inc. Common Stocks 882508104 310 12,900 SH Defined 4 12,900
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Texas Instruments, Inc. Common Stocks 882508104 5,000 206,800 SH Defined 6 206,800 Texas Instruments, Inc. Common Stocks 882508104 2,981 123,300 SH Defined 7 123,300 Texas Instruments, Inc. Common Stocks 882508104 20,151 833,387 SH Defined 12 833,387 Texas Instruments, Inc. Common Stocks 882508104 4,720 195,201 SH Defined 13 195,201 Texas Instruments, Inc. Common Stocks 882508104 51,114 2,113,910 SH Sole 25 2,113,910 Texas Instruments, Inc. Common Stocks 882508104 22,139 852,600 SH Defined 36 852,600 Texas Instruments, Inc. Common Stocks 882508104 1,022 42,250 SH Defined 40 42,250 Texas Instruments, Inc. Common Stocks 882508104 131 5,400 SH Defined 43 5,400 Texas Instruments, Inc. Common Stocks 882508104 966 29,800 SH Defined 52 29,800 Texas Regional Bancshares, Inc. Class A Common Stocks 882673106 583 12,688 SH Sole 25 12,688 Texas Regional Bancshares, Inc. Class A Common Stocks 882673106 295 6,430 SH Defined 36 6,430 Textron, Inc. Common Stocks 883203101 2,036 23,900 SH Defined 4 23,900 Textron, Inc. Common Stocks 883203101 1,798 30,300 SH Defined 5 30,300 Textron, Inc. Common Stocks 883203101 1,353 22,800 SH Defined 7 22,800 Textron, Inc. Common Stocks 883203101 2,116 35,650 SH Defined 19 35,650 Textron, Inc. Common Stocks 883203101 10,113 170,400 SH Sole 25 170,400 Textron, Inc. Common Stocks 883203101 4,475 75,400 SH Defined 26 75,400 Textron, Inc. Common Stocks 883203101 1,430 24,100 SH Defined 37 24,100 Theragenics Corp. Common Stocks 883375107 236 51,000 SH Defined 39 51,000 Thermo Electron Corp. Common Stocks 883556102 77 2,500 SH Defined 36 2,500 Thomas & Betts Corp. Common Stocks 884315102 414 10,600 SH Defined 4 10,600 Thomas Industries, Inc. Common Stocks 884425109 222 6,700 SH Sole 25 6,700 Thomas Industries, Inc. Common Stocks 884425109 86 2,600 SH Defined 28 2,600 Thomas Industries, Inc. Common Stocks 884425109 309 9,300 SH Defined 36 9,300 Thomson Corp. (The) Common Stocks 884903105 163 3,400 SH Defined 15 3,400 Thomson Corp. (The) Common Stocks 884903105 2,502 74,780 SH Sole 25 74,780 Thor Industries, Inc. Common Stocks 885160101 281 8,400 SH Defined 28 8,400 Thoratec Corp. Common Stocks 885175307 1,523 141,900 SH Defined 17 141,900 Thoratec Corp. Common Stocks 885175307 2,365 220,400 SH Sole 25 220,400 Thornburg Mortgage, Inc. Common Stocks 885218107 4,013 148,900 SH Sole 25 148,900 Thornburg Mortgage, Inc. Common Stocks 885218107 833 30,900 SH Defined 41 30,900 3Com Corp. Common Stocks 885535104 1,761 281,700 SH Defined 6 281,700 3Com Corp. Common Stocks 885535104 3,520 563,197 SH Defined 12 563,197 3Com Corp. Common Stocks 885535104 1,520 243,247 SH Defined 13 243,247 3Com Corp. Common Stocks 885535104 1,916 306,500 SH Defined 17 306,500 3Com Corp. Common Stocks 885535104 13,456 2,153,037 SH Sole 25 2,153,037 3Com Corp. Common Stocks 885535104 3,734 597,500 SH Defined 36 597,500 3Com Corp. Common Stocks 885535104 505 60,300 SH Defined 52 60,300 3Com Corp. Common Stocks 885535104 484 77,400 SH Defined 58 77,400 Three-Five Systems, Inc. Common Stocks 88554L108 353 53,700 SH Defined 27 53,700 3M Co. Common Stocks 88579Y101 2,571 19,900 SH Defined 3 19,900 3M Co. Common Stocks 88579Y101 377 4,200 SH Defined 4 4,200 3M Co. Common Stocks 88579Y101 6,040 67,100 SH Defined 6 67,100 3M Co. Common Stocks 88579Y101 22,889 254,292 SH Defined 12 254,292 3M Co. Common Stocks 88579Y101 5,870 65,213 SH Defined 13 65,213 3M Co. Common Stocks 88579Y101 333 3,700 SH Defined 3,700 3M Co. Common Stocks 88579Y101 77,800 864,352 SH Sole 25 864,352 3M Co. Common Stocks 88579Y101 144 1,600 SH Defined 35 1,600 3M Co. Common Stocks 88579Y101 27,027 294,300 SH Defined 36 294,300 3M Co. Common Stocks 88579Y101 23,415 255,500 SH Defined 44 255,500 3M Co. Common Stocks 88579Y101 513 5,700 SH Defined 5,700 3M Co. Common Stocks 88579Y101 1,171 9,700 SH Defined 52 9,700 3M Co. Common Stocks 88579Y101 11,945 126,400 SH Defined 53 126,400 3M Co. Common Stocks 88579Y101 1,626 18,061 SH Defined 54 18,061 3M Co. Common Stocks 88579Y101 1,895 15,700 SH Defined 60 15,700 TIBCO Software, Inc. Common Stocks 88632Q103 3,241 383,500 SH Defined 18 383,500 TIBCO Software, Inc. Common Stocks 88632Q103 2,772 328,100 SH Sole 25 328,100 Tidewater, Inc. Common Stocks 886423102 326 10,950 SH Defined 14 10,950 Tidewater, Inc. Common Stocks 886423102 620 20,809 SH Sole 25 20,809 TierOne Corp. Common Stocks 88650R108 84 3,900 SH Sole 25 3,900 TierOne Corp. Common Stocks 88650R108 34 1,600 SH Defined 36 1,600 Tiffany & Co. Common Stocks 886547108 22,647 614,566 SH Sole 25 614,566 Tiffany & Co. Common Stocks 886547108 10,520 285,480 SH Defined 40 285,480 Tiffany & Co. Common Stocks 886547108 1,061 28,800 SH Defined 50 28,800 Tiffany & Co. Common Stocks 886547108 8,886 229,700 SH Defined 53 229,700 Tiffany & Co. Common Stocks 886547108 1,400 38,000 SH Defined 58 38,000 Timberland Co. Class A Common Stocks 887100105 602 6,950 SH Defined 7 6,950 Timberland Co. Class A Common Stocks 887100105 41 636 SH Defined 12 636 Timberland Co. Class A Common Stocks 887100105 6 94 SH Defined 13 94 Timberland Co. Class A Common Stocks 887100105 55 847 SH Sole 25 847 Time Warner, Inc. Common Stocks 887317105 2,292 90,800 SH Defined 3 90,800 Time Warner, Inc. Common Stocks 887317105 7,881 318,250 SH Defined 4 318,250 Time Warner, Inc. Common Stocks 887317105 4,766 271,100 SH Defined 5 271,100 Time Warner, Inc. Common Stocks 887317105 1,762 100,200 SH Defined 6 100,200 Time Warner, Inc. Common Stocks 887317105 6,042 336,250 SH Defined 7 336,250 Time Warner, Inc. Common Stocks 887317105 2,659 151,223 SH Defined 12 151,223 Time Warner, Inc. Common Stocks 887317105 11,049 628,499 SH Defined 13 628,499 Time Warner, Inc. Common Stocks 887317105 494 28,100 SH Defined 14 28,100 Time Warner, Inc. Common Stocks 887317105 2,233 88,500 SH Defined 15 88,500 Time Warner, Inc. Common Stocks 887317105 369 21,000 SH Defined 21,000 Time Warner, Inc. Common Stocks 887317105 73,201 4,163,864 SH Sole 25 4,163,864 Time Warner, Inc. Common Stocks 887317105 8,076 459,400 SH Defined 26 459,400 Time Warner, Inc. Common Stocks 887317105 5,777 314,200 SH Defined 32 314,200 Time Warner, Inc. Common Stocks 887317105 161 9,175 SH Defined 35 9,175 Time Warner, Inc. Common Stocks 887317105 4,784 266,500 SH Defined 36 266,500 Time Warner, Inc. Common Stocks 887317105 20 1,124 SH Defined 39 1,124 Time Warner, Inc. Common Stocks 887317105 8,782 480,410 SH Defined 43 480,410 Time Warner, Inc. Common Stocks 887317105 545 31,000 SH Defined 31,000 Time Warner, Inc. Common Stocks 887317105 3,792 199,500 SH Defined 53 199,500 Time Warner, Inc. Common Stocks 887317105 20,358 1,054,212 SH Defined 59 1,054,212 Time Warner Telecom, Inc. Class A Common Stocks 887319101 383 91,520 SH Defined 30 91,520 Timken Co. Common Stocks 887389104 48 1,800 SH Defined 28 1,800 Titan Corp. Common Stocks 888266103 51 3,900 SH Sole 25 3,900 Titan Corp. Common Stocks 888266103 114 8,800 SH Defined 54 8,800 Titanium Metals Corp. Common Stocks 888339207 37 400 SH Defined 30 400 Toll Brothers, Inc. Common Stocks 889478103 2,628 62,100 SH Defined 19 62,100 Toll Brothers, Inc. Common Stocks 889478103 2,103 49,700 SH Sole 25 49,700 Toll Brothers, Inc. Common Stocks 889478103 529 12,500 SH Defined 28 12,500 Tootsie Roll Industries, Inc. Common Stocks 890516107 888 27,310 SH Sole 25 27,310 Tootsie Roll Industries, Inc. Common Stocks 890516107 607 18,663 SH Defined 58 18,663 Topps Co./The Common Stocks 890786106 652 67,250 SH Sole 25 67,250 Topps Co./The Common Stocks 890786106 223 22,977 SH Defined 54 22,977 Torchmark Corp. Common Stocks 891027104 965 12,500 SH Defined 4 12,500 Torchmark Corp. Common Stocks 891027104 802 14,900 SH Defined 5 14,900 Torchmark Corp. Common Stocks 891027104 2,776 51,600 SH Sole 25 51,600 Torchmark Corp. Common Stocks 891027104 516 9,600 SH Defined 35 9,600 Toro Co. Common Stocks 891092108 5,620 80,200 SH Sole 25 80,200 Toro Co. Common Stocks 891092108 189 2,700 SH Defined 28 2,700 Toro Co. Common Stocks 891092108 6,037 85,300 SH Defined 36 85,300 Toro Co. Common Stocks 891092108 357 5,100 SH Defined 46 5,100 Toro Co. Common Stocks 891092108 701 10,000 SH Defined 54 10,000 Total SA - ADR Common Stocks 89151E109 6,342 66,012 SH Sole 25 66,012 Total SA - ADR Common Stocks 89151E109 9,572 87,977 SH Defined 57 87,977 Total System Services, Inc. Common Stocks 891906109 114 5,222 SH Defined 12 5,222 Total System Services, Inc. Common Stocks 891906109 258 11,768 SH Defined 13 11,768 Total System Services, Inc. Common Stocks 891906109 154 7,026 SH Sole 25 7,026 Toyota Motor Corp. - ADR Common Stocks 892331307 477 5,850 SH Defined 14 5,850 Toyota Motor Corp. - ADR Common Stocks 892331307 914 11,200 SH Sole 25 11,200 TradeStation Group, Inc. Common Stocks 89267P105 636 88,500 SH Sole 25 88,500 TradeStation Group, Inc. Common Stocks 89267P105 518 72,090 SH Defined 30 72,090 Trammell Crow Co. Common Stocks 89288R106 193 13,700 SH Sole 25 13,700 Trammell Crow Co. Common Stocks 89288R106 113 8,000 SH Defined 28 8,000 Trammell Crow Co. Common Stocks 89288R106 116 8,200 SH Defined 36 8,200 Transact Technologies, Inc. Common Stocks 892918103 952 30,109 SH Sole 25 30,109 Transact Technologies, Inc. Common Stocks 892918103 1,176 37,178 SH Defined 37,178 Transact Technologies, Inc. Common Stocks 892918103 520 16,436 SH Defined 53 16,436 Trans World Entertainment Common Stocks 89336Q100 486 48,500 SH Sole 25 48,500 Trans World Entertainment Common Stocks 89336Q100 56 5,600 SH Defined 30 5,600 Trans World Entertainment Common Stocks 89336Q100 252 25,100 SH Defined 36 25,100 Trans World Entertainment Common Stocks 89336Q100 42 4,200 SH Defined 41 4,200 Transaction Systems Architects, Inc. Class A Common Stocks 893416107 207 9,600 SH Sole 25 9,600
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Transaction Systems Architects, Inc. Class A Common Stocks 893416107 235 10,900 SH Defined 28 10,900 Transaction Systems Architects, Inc. Class A Common Stocks 893416107 647 30,030 SH Defined 30 30,030 Transatlantic Holdings, Inc. Common Stocks 893521104 121 1,500 SH Defined 28 1,500 Tredegar Corp. Common Stocks 894650100 45 2,800 SH Defined 36 2,800 Tredegar Corp. Common Stocks 894650100 344 21,300 SH Defined 46 21,300 Tredegar Corp. Common Stocks 894650100 642 39,800 SH Defined 54 39,800 Triad Hospitals, Inc. Common Stocks 89579K109 3,358 90,200 SH Sole 25 90,200 Triad Hospitals, Inc. Common Stocks 89579K109 5,752 150,900 SH Defined 36 150,900 Triad Hospitals, Inc. Common Stocks 89579K109 3,133 84,144 SH Defined 54 84,144 Trident MicroSystems, Inc. Common Stocks 895919108 2,696 240,537 SH Sole 25 240,537 Trident MicroSystems, Inc. Common Stocks 895919108 1,041 92,900 SH Defined 45 92,900 Trident MicroSystems, Inc. Common Stocks 895919108 1,015 90,505 SH Defined 48 90,505 Triad Guaranty, Inc. Common Stocks 895925105 3,532 60,680 SH Sole 25 60,680 Triad Guaranty, Inc. Common Stocks 895925105 367 4,700 SH Defined 60 4,700 Tribune Co. Common Stocks 896047107 530 8,100 SH Defined 4 8,100 Tribune Co. Common Stocks 896047107 11,138 244,570 SH Sole 25 244,570 Tribune Co. Common Stocks 896047107 838 18,400 SH Defined 35 18,400 Tribune Co. Common Stocks 896047107 5,164 113,400 SH Defined 36 113,400 Tribune Co. Common Stocks 896047107 93 2,033 SH Defined 39 2,033 Tribune Co. Common Stocks 896047107 13,673 289,540 SH Defined 43 289,540 Trico Bancshares Common Stocks 896095106 125 6,600 SH Sole 25 6,600 Trico Bancshares Common Stocks 896095106 23 1,200 SH Defined 41 1,200 Trinity Industries, Inc. Common Stocks 896522109 2,330 73,300 SH Defined 17 73,300 Trinity Industries, Inc. Common Stocks 896522109 4,476 140,800 SH Sole 25 140,800 Trinity Industries, Inc. Common Stocks 896522109 331 10,400 SH Defined 28 10,400 Triquint Semiconductor, Inc. Common Stocks 89674K103 176 32,200 SH Sole 25 32,200 Triquint Semiconductor, Inc. Common Stocks 89674K103 510 93,400 SH Defined 36 93,400 Triumph Group, Inc. Common Stocks 896818101 619 19,400 SH Sole 25 19,400 Triumph Group, Inc. Common Stocks 896818101 45 1,400 SH Defined 36 1,400 Trizec Properties, Inc. Common Stocks 89687P107 2,563 157,600 SH Sole 25 157,600 Trizec Properties, Inc. Common Stocks 89687P107 494 30,390 SH Defined 30 30,390 Trizec Properties, Inc. Common Stocks 89687P107 572 35,200 SH Defined 41 35,200 TriPath Imaging, Inc. Common Stocks 896942109 102 10,800 SH Defined 39 10,800 Trustmark Corp. Common Stocks 898402102 127 4,400 SH Defined 36 4,400 Tuesday Morning Corp. Common Stocks 899035505 26 900 SH Defined 36 900 Tupperware Corp. Common Stocks 899896104 860 44,282 SH Defined 13 44,282 Tupperware Corp. Common Stocks 899896104 1,465 75,400 SH Sole 25 75,400 Turkcell Iletisim Hizmet AS - ADR Common Stocks 900111204 107 3,200 SH Defined 55 3,200 TV Azteca SA de CV - ADR Common Stocks 901145102 165 19,100 SH Defined 19,100 TV Azteca SA de CV - ADR Common Stocks 901145102 104 12,000 SH Sole 25 12,000 Tyco International, Ltd. Common Stocks 902124106 5,975 125,600 SH Defined 4 125,600 Tyco International, Ltd. Common Stocks 902124106 335 10,100 SH Defined 5 10,100 Tyco International, Ltd. Common Stocks 902124106 754 22,750 SH Defined 14 22,750 Tyco International, Ltd. Common Stocks 902124106 59,720 1,802,042 SH Sole 25 1,802,042 Tyco International, Ltd. Common Stocks 902124106 5,485 158,250 SH Defined 32 158,250 Tyco International, Ltd. Common Stocks 902124106 2,303 69,500 SH Defined 34 69,500 Tyco International, Ltd. Common Stocks 902124106 2,765 83,434 SH Defined 35 83,434 Tyco International, Ltd. Common Stocks 902124106 2,322 48,800 SH Defined 36 48,800 Tyco International, Ltd. Common Stocks 902124106 1,160 35,000 SH Defined 37 35,000 Tyco International, Ltd. Common Stocks 902124106 147 4,429 SH Defined 39 4,429 Tyco International, Ltd. Common Stocks 902124106 9,034 272,598 SH Defined 40 272,598 Tyco International, Ltd. Common Stocks 902124106 162 4,900 SH Defined 43 4,900 Tyco International, Ltd. Common Stocks 902124106 2,019 45,450 SH Defined 51 45,450 Tyco International, Ltd. Common Stocks 902124106 11,529 331,400 SH Defined 53 331,400 Tyco International, Ltd. Common Stocks 902124106 3,275 98,833 SH Defined 54 98,833 Tyco International, Ltd. Common Stocks 902124106 12,842 345,128 SH Defined 59 345,128 Tyler Technologies, Inc. Common Stocks 902252105 39 4,100 SH Defined 28 4,100 Tyson Foods, Inc. Class A Common Stocks 902494103 7,048 327,250 SH Defined 7 327,250 Tyson Foods, Inc. Class A Common Stocks 902494103 12,288 586,549 SH Defined 12 586,549 Tyson Foods, Inc. Class A Common Stocks 902494103 3,035 144,889 SH Defined 13 144,889 Tyson Foods, Inc. Class A Common Stocks 902494103 1,217 58,100 SH Defined 18 58,100 Tyson Foods, Inc. Class A Common Stocks 902494103 29,603 1,413,018 SH Sole 25 1,413,018 Tyson Foods, Inc. Class A Common Stocks 902494103 3,666 175,000 SH Defined 26 175,000 Tyson Foods, Inc. Class A Common Stocks 902494103 635 30,300 SH Defined 28 30,300 Tyson Foods, Inc. Class A Common Stocks 902494103 98 4,700 SH Defined 36 4,700 Tyson Foods, Inc. Class A Common Stocks 902494103 5 230 SH Defined 43 230 UCBH Holdings, Inc. Common Stocks 90262T308 3,964 100,305 SH Sole 25 100,305 UCBH Holdings, Inc. Common Stocks 90262T308 835 21,126 SH Defined 40 21,126 UCBH Holdings, Inc. Common Stocks 90262T308 2,458 62,200 SH Defined 58 62,200 UCBH Holdings, Inc. Common Stocks 90262T308 686 17,370 SH Defined 59 17,370 UGI Corp. Common Stocks 902681105 53 1,647 SH Defined 12 1,647 UGI Corp. Common Stocks 902681105 5 142 SH Defined 13 142 UGI Corp. Common Stocks 902681105 4,671 145,518 SH Sole 25 145,518 UGI Corp. Common Stocks 902681105 3,123 97,300 SH Defined 36 97,300 UGI Corp. Common Stocks 902681105 595 18,550 SH Defined 41 18,550 UGI Corp. Common Stocks 902681105 350 10,900 SH Defined 46 10,900 UGI Corp. Common Stocks 902681105 648 20,200 SH Defined 54 20,200 UICI Common Stocks 902737105 2,517 105,700 SH Sole 25 105,700 UICI Common Stocks 902737105 959 39,600 SH Defined 36 39,600 UICI Common Stocks 902737105 276 11,600 SH Defined 41 11,600 UMB Financial Corp. Common Stocks 902788108 847 16,400 SH Sole 25 16,400 UMB Financial Corp. Common Stocks 902788108 912 17,677 SH Defined 30 17,677 UMB Financial Corp. Common Stocks 902788108 267 5,180 SH Defined 36 5,180 UST, Inc. Common Stocks 902911106 858 16,600 SH Defined 4 16,600 UST, Inc. Common Stocks 902911106 1,465 40,700 SH Defined 5 40,700 UST, Inc. Common Stocks 902911106 1,215 33,756 SH Defined 13 33,756 UST, Inc. Common Stocks 902911106 2,498 69,400 SH Sole 25 69,400 US Bancorp Common Stocks 902973304 3,439 86,918 SH Defined 4 86,918 US Bancorp Common Stocks 902973304 2,148 77,953 SH Defined 5 77,953 US Bancorp Common Stocks 902973304 9,186 320,700 SH Defined 7 320,700 US Bancorp Common Stocks 902973304 1,777 64,471 SH Defined 12 64,471 US Bancorp Common Stocks 902973304 8,131 295,041 SH Defined 13 295,041 US Bancorp Common Stocks 902973304 378 13,700 SH Defined 14 13,700 US Bancorp Common Stocks 902973304 259 9,400 SH Defined 9,400 US Bancorp Common Stocks 902973304 21,578 782,956 SH Sole 25 782,956 US Bancorp Common Stocks 902973304 1,717 62,300 SH Defined 34 62,300 US Bancorp Common Stocks 902973304 1,220 44,270 SH Defined 35 44,270 US Bancorp Common Stocks 902973304 3,985 141,400 SH Defined 36 141,400 US Bancorp Common Stocks 902973304 46 1,658 SH Defined 39 1,658 US Bancorp Common Stocks 902973304 380 13,800 SH Defined 13,800 URS Corp. Common Stocks 903236107 1,474 53,800 SH Sole 25 53,800 URS Corp. Common Stocks 903236107 852 31,100 SH Defined 36 31,100 URS Corp. Common Stocks 903236107 246 6,700 SH Defined 60 6,700 Tele2 AB Class A - ADR Common Stocks 90328M107 5,591 179,900 SH Sole 25 179,900 Tele2 AB Class A - ADR Common Stocks 90328M107 298 9,600 SH Defined 28 9,600 Tele2 AB Class A - ADR Common Stocks 90328M107 3,418 109,990 SH Defined 30 109,990 USG Corp. Common Stocks 903293405 7,297 415,100 SH Sole 25 415,100 USG Corp. Common Stocks 903293405 232 13,200 SH Defined 28 13,200 USG Corp. Common Stocks 903293405 4,304 244,813 SH Defined 30 244,813 USEC, Inc. Common Stocks 90333E108 681 77,700 SH Sole 25 77,700 USEC, Inc. Common Stocks 90333E108 975 111,178 SH Defined 30 111,178 USI Holdings Corp. Common Stocks 90333H101 273 17,300 SH Defined 28 17,300 USI Holdings Corp. Common Stocks 90333H101 207 13,100 SH Defined 39 13,100 US Physical Therapy, Inc. Common Stocks 90337L108 85 6,200 SH Sole 25 6,200 US Physical Therapy, Inc. Common Stocks 90337L108 185 13,458 SH Defined 54 13,458 U.S. Xpress Enterprises, Inc. Class A Common Stocks 90338N103 71 4,500 SH Sole 25 4,500 Ubiquitel, Inc. Common Stocks 903474302 422 77,600 SH Defined 27 77,600 Ulticom, Inc. Common Stocks 903844108 42 3,595 SH Defined 36 3,595 Ultimate Software Group, Inc. Common Stocks 90385D107 100 9,900 SH Sole 25 9,900 Ultimate Software Group, Inc. Common Stocks 90385D107 121 12,000 SH Defined 12,000 Ultimate Software Group, Inc. Common Stocks 90385D107 52 5,100 SH Defined 53 5,100 Ultra Petroleum Corp. Common Stocks 903914109 1,542 41,315 SH Sole 25 41,315 Ultra Petroleum Corp. Common Stocks 903914109 845 22,625 SH Defined 45 22,625 Uniao de Bancos Brasileiros SA - GDR Preferred Stocks 90458E107 2,556 118,800 SH Defined 5 118,800 Uniao de Bancos Brasileiros SA - GDR Preferred Stocks 90458E107 660 33,400 SH Defined 33,400 Uniao de Bancos Brasileiros SA - GDR Preferred Stocks 90458E107 1,591 80,500 SH Sole 25 80,500 Unifi, Inc. Common Stocks 904677101 412 140,700 SH Defined 18 140,700 Unifi, Inc. Common Stocks 904677101 334 113,900 SH Sole 25 113,900 Unifirst Corp. Common Stocks 904708104 544 18,700 SH Sole 25 18,700 Unifirst Corp. Common Stocks 904708104 73 2,500 SH Defined 30 2,500 Unifirst Corp. Common Stocks 904708104 233 8,000 SH Defined 36 8,000
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Unifirst Corp. Common Stocks 904708104 52 1,800 SH Defined 41 1,800 Unilever NV Common Stocks 904784709 1,131 11,500 SH Defined 4 11,500 Unilever NV Common Stocks 904784709 767 11,200 SH Defined 5 11,200 Unilever NV Common Stocks 904784709 1,911 27,900 SH Sole 25 27,900 Union Pacific Corp. Common Stocks 907818108 247 2,900 SH Defined 4 2,900 Union Pacific Corp. Common Stocks 907818108 71 1,200 SH Defined 5 1,200 Union Pacific Corp. Common Stocks 907818108 4,318 72,640 SH Sole 25 72,640 Union Pacific Corp. Common Stocks 907818108 113 1,900 SH Defined 35 1,900 Union Pacific Corp. Common Stocks 907818108 - - SH Defined 36 Union Pacific Corp. Common Stocks 907818108 76 1,271 SH Defined 39 1,271 Union Pacific Corp. Common Stocks 907818108 7,767 125,670 SH Defined 43 125,670 Union Planters Corp. Common Stocks 908068109 802 26,900 SH Defined 5 26,900 Union Planters Corp. Common Stocks 908068109 2,330 78,152 SH Sole 25 78,152 UnionBanCal Corp. Common Stocks 908906100 6,195 106,700 SH Defined 7 106,700 UnionBanCal Corp. Common Stocks 908906100 1,063 18,841 SH Defined 13 18,841 UnionBanCal Corp. Common Stocks 908906100 6,779 120,200 SH Sole 25 120,200 UnionBanCal Corp. Common Stocks 908906100 248 4,400 SH Defined 28 4,400 UnionBanCal Corp. Common Stocks 908906100 491 8,700 SH Defined 36 8,700 UniSystem Corp. Common Stocks 909214108 2,279 164,191 SH Defined 12 164,191 UniSystem Corp. Common Stocks 909214108 1,974 142,203 SH Defined 13 142,203 UniSystem Corp. Common Stocks 909214108 3,169 228,300 SH Defined 18 228,300 UniSystem Corp. Common Stocks 909214108 5,486 395,245 SH Sole 25 395,245 Unit Corp. Common Stocks 909218109 3,511 111,652 SH Sole 25 111,652 Unit Corp. Common Stocks 909218109 2,586 82,234 SH Defined 48 82,234 United Auto Group, Inc. Common Stocks 909440109 4,950 161,500 SH Sole 25 161,500 United Auto Group, Inc. Common Stocks 909440109 89 2,900 SH Defined 28 2,900 United Auto Group, Inc. Common Stocks 909440109 3,210 103,400 SH Defined 36 103,400 United Auto Group, Inc. Common Stocks 909440109 202 6,600 SH Defined 41 6,600 United Community Financial Corp. Common Stocks 909839102 1 100 SH Defined 41 100 United Community Banks, Inc. Common Stocks 90984P105 73 2,900 SH Sole 25 2,900 United Community Banks, Inc. Common Stocks 90984P105 33 1,300 SH Defined 36 1,300 United Bankshares, Inc. Common Stocks 909907107 166 5,100 SH Sole 25 5,100 United Bankshares, Inc. Common Stocks 909907107 215 6,600 SH Defined 36 6,600 United Defense Industries, Inc. Common Stocks 91018B104 365 10,442 SH Defined 13 10,442 United Defense Industries, Inc. Common Stocks 91018B104 4,816 137,600 SH Sole 25 137,600 United Defense Industries, Inc. Common Stocks 91018B104 4,298 115,800 SH Defined 36 115,800 United Defense Industries, Inc. Common Stocks 91018B104 286 6,100 SH Defined 60 6,100 United Dominion Realty Trust, Inc. Common Stocks 910197102 2,403 121,500 SH Defined 1 121,500 United Dominion Realty Trust, Inc. Common Stocks 910197102 8,108 409,900 SH Defined 33 409,900 United Fire & Casualty Co. Common Stocks 910331107 2,842 49,215 SH Sole 25 49,215 United Fire & Casualty Co. Common Stocks 910331107 110 1,900 SH Defined 36 1,900 United Fire & Casualty Co. Common Stocks 910331107 29 500 SH Defined 41 500 United Industrial Corp. Common Stocks 910671106 1,231 52,700 SH Defined 18 52,700 United Industrial Corp. Common Stocks 910671106 897 38,400 SH Sole 25 38,400 United Microelectronics Corp. - ADR Common Stocks 910873207 2,786 646,356 SH Sole 25 646,356 United Microelectronics Corp. - ADR Common Stocks 910873207 4,903 983,359 SH Defined 57 983,359 United Natural Foods, Inc. Common Stocks 911163103 1,519 52,551 SH Sole 25 52,551 United Natural Foods, Inc. Common Stocks 911163103 98 3,400 SH Defined 28 3,400 United Natural Foods, Inc. Common Stocks 911163103 202 5,896 SH Defined 36 5,896 United Online, Inc. Common Stocks 911268100 5,282 299,944 SH Sole 25 299,944 United Online, Inc. Common Stocks 911268100 1,066 60,549 SH Defined 45 60,549 United Online, Inc. Common Stocks 911268100 349 14,800 SH Defined 60 14,800 United PanAm Financial Corp. Common Stocks 911301109 155 9,100 SH Defined 28 9,100 United Parcel Service, Inc. Class B Common Stocks 911312106 2,396 22,200 SH Defined 3 22,200 United Parcel Service, Inc. Class B Common Stocks 911312106 352 4,700 SH Defined 4 4,700 United Parcel Service, Inc. Class B Common Stocks 911312106 5,653 75,200 SH Defined 6 75,200 United Parcel Service, Inc. Class B Common Stocks 911312106 55,799 742,300 SH Sole 25 742,300 United Parcel Service, Inc. Class B Common Stocks 911312106 12,396 164,900 SH Defined 26 164,900 United Parcel Service, Inc. Class B Common Stocks 911312106 646 8,600 SH Defined 35 8,600 United Parcel Service, Inc. Class B Common Stocks 911312106 18,556 235,600 SH Defined 36 235,600 United Parcel Service, Inc. Class B Common Stocks 911312106 41 546 SH Defined 39 546 United Parcel Service, Inc. Class B Common Stocks 911312106 230 3,060 SH Defined 43 3,060 United Parcel Service, Inc. Class B Common Stocks 911312106 32,526 425,100 SH Defined 44 425,100 United Parcel Service, Inc. Class B Common Stocks 911312106 1,088 10,800 SH Defined 52 10,800 United Parcel Service, Inc. Class B Common Stocks 911312106 2,610 25,900 SH Defined 60 25,900 United Rentals, Inc. Common Stocks 911363109 3,758 210,050 SH Sole 25 210,050 United Rentals, Inc. Common Stocks 911363109 140 7,800 SH Defined 28 7,800 United Rentals, Inc. Common Stocks 911363109 1,620 90,580 SH Defined 30 90,580 United Rentals, Inc. Common Stocks 911363109 487 27,200 SH Defined 41 27,200 US Cellular Corp. Common Stocks 911684108 413 8,000 SH Defined 7 8,000 US Cellular Corp. Common Stocks 911684108 2,217 57,500 SH Sole 25 57,500 US Cellular Corp. Common Stocks 911684108 3,678 95,410 SH Defined 30 95,410 United States Steel Corp. Common Stocks 912909108 1,719 34,100 SH Defined 4 34,100 United States Steel Corp. Common Stocks 912909108 1,531 43,600 SH Defined 5 43,600 United States Steel Corp. Common Stocks 912909108 7,263 206,800 SH Sole 25 206,800 United States Steel Corp. Common Stocks 912909108 1,510 43,000 SH Defined 35 43,000 United States Steel Corp. Common Stocks 912909108 955 27,200 SH Defined 41 27,200 United Stationers, Inc. Common Stocks 913004107 3,603 90,700 SH Sole 25 90,700 United Stationers, Inc. Common Stocks 913004107 151 3,800 SH Defined 28 3,800 United Stationers, Inc. Common Stocks 913004107 3,077 77,470 SH Defined 30 77,470 United Surgical Partners International, Inc. Common Stocks 913016309 2,163 54,795 SH Sole 25 54,795 United Surgical Partners International, Inc. Common Stocks 913016309 3,100 78,549 SH Defined 48 78,549 United Technologies Corp. Common Stocks 913017109 396 4,325 SH Defined 5 4,325 United Technologies Corp. Common Stocks 913017109 446 4,879 SH Defined 13 4,879 United Technologies Corp. Common Stocks 913017109 378 4,130 SH Defined 14 4,130 United Technologies Corp. Common Stocks 913017109 1,392 10,600 SH Defined 15 10,600 United Technologies Corp. Common Stocks 913017109 15,951 174,361 SH Sole 25 174,361 United Technologies Corp. Common Stocks 913017109 348 3,800 SH Defined 26 3,800 United Technologies Corp. Common Stocks 913017109 1,473 16,100 SH Defined 34 16,100 United Technologies Corp. Common Stocks 913017109 1,949 21,300 SH Defined 35 21,300 United Technologies Corp. Common Stocks 913017109 4,323 46,400 SH Defined 36 46,400 United Technologies Corp. Common Stocks 913017109 385 4,210 SH Defined 43 4,210 United Technologies Corp. Common Stocks 913017109 2,761 30,182 SH Defined 54 30,182 United Therapeutics Corp. Common Stocks 91307C102 1,714 66,818 SH Sole 25 66,818 United Therapeutics Corp. Common Stocks 91307C102 2,603 101,499 SH Defined 48 101,499 UnitedGlobalCom, Inc. Class A Common Stocks 913247508 474 65,280 SH Defined 14 65,280 UnitedGlobalCom, Inc. Class A Common Stocks 913247508 2,417 332,854 SH Sole 25 332,854 UnitedGlobalCom, Inc. Class A Common Stocks 913247508 1,139 156,900 SH Defined 26 156,900 UnitedGlobalCom, Inc. Class A Common Stocks 913247508 302 41,600 SH Defined 46 41,600 UnitedGlobalCom, Inc. Class A Common Stocks 913247508 548 75,500 SH Defined 54 75,500 UnitedHealth Group, Inc. Common Stocks 91324P102 3,723 59,800 SH Defined 7 59,800 UnitedHealth Group, Inc. Common Stocks 91324P102 19,539 313,878 SH Defined 12 313,878 UnitedHealth Group, Inc. Common Stocks 91324P102 4,636 74,470 SH Defined 13 74,470 UnitedHealth Group, Inc. Common Stocks 91324P102 75,621 1,214,795 SH Sole 25 1,214,795 UnitedHealth Group, Inc. Common Stocks 91324P102 1,133 18,200 SH Defined 34 18,200 UnitedHealth Group, Inc. Common Stocks 91324P102 26,040 390,900 SH Defined 36 390,900 UnitedHealth Group, Inc. Common Stocks 91324P102 24,299 390,345 SH Defined 40 390,345 Universal American Financial Corp. Common Stocks 913377107 61 5,600 SH Sole 25 5,600 Universal American Financial Corp. Common Stocks 913377107 110 10,000 SH Defined 28 10,000 Universal American Financial Corp. Common Stocks 913377107 83 7,600 SH Defined 41 7,600 Universal Compression Holdings, Inc. Common Stocks 913431102 3,533 115,150 SH Sole 25 115,150 Universal Compression Holdings, Inc. Common Stocks 913431102 2,326 75,811 SH Defined 30 75,811 Universal Compression Holdings, Inc. Common Stocks 913431102 301 9,800 SH Defined 36 9,800 Universal Corp. Common Stocks 913456109 1,472 28,900 SH Sole 25 28,900 Universal Corp. Common Stocks 913456109 1,946 38,200 SH Defined 36 38,200 Universal Electronics, Inc. Common Stocks 913483103 1,227 70,000 SH Sole 25 70,000 Universal Electronics, Inc. Common Stocks 913483103 293 16,700 SH Defined 39 16,700 Universal Forest Products, Inc. Common Stocks 913543104 181 5,600 SH Sole 25 5,600 Universal Forest Products, Inc. Common Stocks 913543104 113 3,500 SH Defined 28 3,500 Universal Health Realty Income Trust Common Stocks 91359E105 324 11,300 SH Sole 25 11,300 Universal Health Realty Income Trust Common Stocks 91359E105 379 13,200 SH Defined 36 13,200 Universal Health Services, Inc. Class B Common Stocks 913903100 2,421 52,759 SH Defined 13 52,759 Universal Health Services, Inc. Class B Common Stocks 913903100 2,868 62,500 SH Sole 25 62,500 Universal Health Services, Inc. Class B Common Stocks 913903100 739 16,100 SH Defined 26 16,100 Universal Health Services, Inc. Class B Common Stocks 913903100 3,148 68,600 SH Defined 36 68,600 Universal Technical Institute, Inc. Common Stocks 913915104 2,855 71,437 SH Sole 25 71,437 Universal Technical Institute, Inc. Common Stocks 913915104 272 6,800 SH Defined 28 6,800 Univision Communications, Inc. Class A Common Stocks 914906102 291 9,100 SH Sole 25 9,100 Unocal Corp. Common Stocks 915289102 8,208 215,990 SH Sole 25 215,990 Unocal Corp. Common Stocks 915289102 11 300 SH Defined 35 300 Unocal Corp. Common Stocks 915289102 15,628 396,950 SH Defined 43 396,950
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- UNOVA, Inc. Common Stocks 91529B106 1,731 85,475 SH Sole 25 85,475 UNOVA, Inc. Common Stocks 91529B106 1,828 90,265 SH Defined 30 90,265 UNOVA, Inc. Common Stocks 91529B106 881 43,500 SH Defined 36 43,500 Urban Outfitters, Inc. Common Stocks 917047102 2,401 39,425 SH Sole 25 39,425 Urban Outfitters, Inc. Common Stocks 917047102 1,315 21,595 SH Defined 45 21,595 Urstadt Biddle Properties, Inc. Class A Common Stocks 917286205 564 38,100 SH Defined 1 38,100 Urstadt Biddle Properties, Inc. Class A Common Stocks 917286205 412 27,800 SH Sole 25 27,800 Urstadt Biddle Properties, Inc. Class A Common Stocks 917286205 89 6,000 SH Defined 41 6,000 USF Corp. Common Stocks 91729Q101 67 1,900 SH Defined 28 1,900 Utstarcom, Inc. Common Stocks 918076100 726 24,000 SH Defined 18 24,000 Utstarcom, Inc. Common Stocks 918076100 1,519 50,200 SH Defined 50,200 Utstarcom, Inc. Common Stocks 918076100 1,573 52,000 SH Sole 25 52,000 VCA Antech, Inc. Common Stocks 918194101 9,163 204,449 SH Sole 25 204,449 VCA Antech, Inc. Common Stocks 918194101 2,260 50,420 SH Defined 48 50,420 VCA Antech, Inc. Common Stocks 918194101 6,113 136,400 SH Defined 58 136,400 VF Corp. Common Stocks 918204108 1,405 20,100 SH Defined 4 20,100 VF Corp. Common Stocks 918204108 1,500 30,800 SH Defined 5 30,800 VF Corp. Common Stocks 918204108 2,177 44,700 SH Sole 25 44,700 Vyyo, Inc. Common Stocks 918458209 706 109,185 SH Sole 25 109,185 Vyyo, Inc. Common Stocks 918458209 350 54,064 SH Defined 48 54,064 Vail Resorts, Inc. Common Stocks 91879Q109 521 27,200 SH Sole 25 27,200 Vail Resorts, Inc. Common Stocks 91879Q109 736 38,400 SH Defined 36 38,400 Valassis Communications, Inc. Common Stocks 918866104 1,493 49,000 SH Defined 18 49,000 Valassis Communications, Inc. Common Stocks 918866104 1,130 37,100 SH Sole 25 37,100 Valero Energy Corp. Common Stocks 91913Y100 942 8,900 SH Defined 4 8,900 Valero Energy Corp. Common Stocks 91913Y100 642 8,700 SH Defined 5 8,700 Valero Energy Corp. Common Stocks 91913Y100 280 3,800 SH Defined 7 3,800 Valero Energy Corp. Common Stocks 91913Y100 13,688 185,572 SH Defined 12 185,572 Valero Energy Corp. Common Stocks 91913Y100 3,241 43,942 SH Defined 13 43,942 Valero Energy Corp. Common Stocks 91913Y100 18,638 252,687 SH Sole 25 252,687 Valero Energy Corp. Common Stocks 91913Y100 1,276 17,300 SH Defined 28 17,300 Valero Energy Corp. Common Stocks 91913Y100 140 1,900 SH Defined 35 1,900 Valley National Bancorp Common Stocks 919794107 35 1,400 SH Defined 36 1,400 Valspar Corp. Common Stocks 920355104 424 8,400 SH Defined 28 8,400 Valueclick, Inc. Common Stocks 92046N102 1,488 124,200 SH Sole 25 124,200 Valueclick, Inc. Common Stocks 92046N102 387 32,300 SH Defined 28 32,300 Valueclick, Inc. Common Stocks 92046N102 1,852 154,600 SH Defined 154,600 Valueclick, Inc. Common Stocks 92046N102 776 64,800 SH Defined 53 64,800 Varco International, Inc. Common Stocks 922122106 198 9,049 SH Defined 13 9,049 Varian, Inc. Common Stocks 922206107 22 521 SH Defined 13 521 Varian Semiconductor Equipment Associates, Inc. Common Stocks 922207105 1,207 31,300 SH Defined 17 31,300 Varian Semiconductor Equipment Associates, Inc. Common Stocks 922207105 3,006 77,945 SH Sole 25 77,945 Varian Semiconductor Equipment Associates, Inc. Common Stocks 922207105 535 13,885 SH Defined 45 13,885 Varian Semiconductor Equipment Associates, Inc. Common Stocks 922207105 166 4,300 SH Defined 46 4,300 Varian Semiconductor Equipment Associates, Inc. Common Stocks 922207105 297 7,700 SH Defined 54 7,700 Varian Medical Systems, Inc. Common Stocks 92220P105 7,334 92,428 SH Defined 12 92,428 Varian Medical Systems, Inc. Common Stocks 92220P105 627 7,907 SH Defined 13 7,907 Varian Medical Systems, Inc. Common Stocks 92220P105 9,823 123,789 SH Sole 25 123,789 Varian Medical Systems, Inc. Common Stocks 92220P105 974 12,280 SH Defined 59 12,280 Vectren Corp. Common Stocks 92240G101 251 10,000 SH Defined 28 10,000 Ventas, Inc. Common Stocks 92276F100 27 1,153 SH Defined 12 1,153 Ventas, Inc. Common Stocks 92276F100 444 19,007 SH Defined 13 19,007 Ventas, Inc. Common Stocks 92276F100 36 1,532 SH Sole 25 1,532 Ventas, Inc. Common Stocks 92276F100 7,045 301,700 SH Defined 33 301,700 Ventas, Inc. Common Stocks 92276F100 7,554 323,500 SH Defined 49 323,500 Ventana Medical Systems Common Stocks 92276H106 1,611 33,900 SH Defined 17 33,900 Ventana Medical Systems Common Stocks 92276H106 3,850 81,000 SH Sole 25 81,000 Ventana Medical Systems Common Stocks 92276H106 1,787 37,600 SH Defined 37,600 Ventana Medical Systems Common Stocks 92276H106 737 15,500 SH Defined 53 15,500 Ventiv Health, Inc. Common Stocks 922793104 1,218 78,700 SH Sole 25 78,700 Ventiv Health, Inc. Common Stocks 922793104 820 41,100 SH Defined 27 41,100 Ventiv Health, Inc. Common Stocks 922793104 224 14,500 SH Defined 28 14,500 Veritas Software Corp. Common Stocks 923436109 505 12,700 SH Defined 4 12,700 Veritas Software Corp. Common Stocks 923436109 2,152 77,700 SH Sole 25 77,700 Veritas Software Corp. Common Stocks 923436109 3,968 139,500 SH Defined 36 139,500 Veritas Software Corp. Common Stocks 923436109 130 4,700 SH Defined 43 4,700 VeriSign, Inc. Common Stocks 92343E102 2,668 93,400 SH Defined 3 93,400 VeriSign, Inc. Common Stocks 92343E102 6,276 315,400 SH Defined 6 315,400 VeriSign, Inc. Common Stocks 92343E102 164 8,240 SH Defined 12 8,240 VeriSign, Inc. Common Stocks 92343E102 307 15,411 SH Defined 13 15,411 VeriSign, Inc. Common Stocks 92343E102 2,933 147,400 SH Defined 17 147,400 VeriSign, Inc. Common Stocks 92343E102 10,764 540,920 SH Sole 25 540,920 VeriSign, Inc. Common Stocks 92343E102 1,217 45,600 SH Defined 52 45,600 VeriSign, Inc. Common Stocks 92343E102 837 42,050 SH Defined 59 42,050 Veritas DGC, Inc. Common Stocks 92343P107 16,258 702,300 SH Sole 25 702,300 Veritas DGC, Inc. Common Stocks 92343P107 7,983 344,849 SH Defined 30 344,849 Veritas DGC, Inc. Common Stocks 92343P107 1,155 49,900 SH Defined 36 49,900 Veritas DGC, Inc. Common Stocks 92343P107 1,037 44,800 SH Defined 41 44,800 Verizon Communications, Inc. Common Stocks 92343V104 2,203 42,400 SH Defined 3 42,400 Verizon Communications, Inc. Common Stocks 92343V104 8,161 159,838 SH Defined 4 159,838 Verizon Communications, Inc. Common Stocks 92343V104 4,888 135,077 SH Defined 5 135,077 Verizon Communications, Inc. Common Stocks 92343V104 5,215 144,100 SH Defined 6 144,100 Verizon Communications, Inc. Common Stocks 92343V104 9,252 240,950 SH Defined 7 240,950 Verizon Communications, Inc. Common Stocks 92343V104 19,841 548,245 SH Defined 12 548,245 Verizon Communications, Inc. Common Stocks 92343V104 16,275 449,707 SH Defined 13 449,707 Verizon Communications, Inc. Common Stocks 92343V104 509 9,800 SH Defined 15 9,800 Verizon Communications, Inc. Common Stocks 92343V104 481 13,300 SH Defined 13,300 Verizon Communications, Inc. Common Stocks 92343V104 86,577 2,392,290 SH Sole 25 2,392,290 Verizon Communications, Inc. Common Stocks 92343V104 2,784 76,918 SH Defined 35 76,918 Verizon Communications, Inc. Common Stocks 92343V104 32,472 827,476 SH Defined 36 827,476 Verizon Communications, Inc. Common Stocks 92343V104 172 4,748 SH Defined 39 4,748 Verizon Communications, Inc. Common Stocks 92343V104 22,841 607,320 SH Defined 43 607,320 Verizon Communications, Inc. Common Stocks 92343V104 713 19,700 SH Defined 19,700 Verizon Communications, Inc. Common Stocks 92343V104 1,009 20,800 SH Defined 52 20,800 Verizon Communications, Inc. Common Stocks 92343V104 6,543 180,809 SH Defined 54 180,809 Verint Systems, Inc. Common Stocks 92343X100 386 11,270 SH Defined 30 11,270 Vertex Pharmaceuticals, Inc. Common Stocks 92532F100 31 2,900 SH Defined 36 2,900 Viacom, Inc. Class B Common Stocks 925524308 2,701 52,668 SH Defined 4 52,668 Viacom, Inc. Class B Common Stocks 925524308 20,992 587,690 SH Defined 12 587,690 Viacom, Inc. Class B Common Stocks 925524308 8,294 232,190 SH Defined 13 232,190 Viacom, Inc. Class B Common Stocks 925524308 264 7,400 SH Defined 7,400 Viacom, Inc. Class B Common Stocks 925524308 80,690 2,258,962 SH Sole 25 2,258,962 Viacom, Inc. Class B Common Stocks 925524308 8,367 234,229 SH Defined 26 234,229 Viacom, Inc. Class B Common Stocks 925524308 1,911 53,500 SH Defined 35 53,500 Viacom, Inc. Class B Common Stocks 925524308 26,683 695,900 SH Defined 36 695,900 Viacom, Inc. Class B Common Stocks 925524308 511 14,300 SH Defined 37 14,300 Viacom, Inc. Class B Common Stocks 925524308 72 2,005 SH Defined 39 2,005 Viacom, Inc. Class B Common Stocks 925524308 21,115 570,899 SH Defined 43 570,899 Viacom, Inc. Class B Common Stocks 925524308 393 11,000 SH Defined 11,000 Viacom, Inc. Class B Common Stocks 925524308 13,485 359,400 SH Defined 53 359,400 Viacom, Inc. Class B Common Stocks 925524308 3,237 90,611 SH Defined 54 90,611 Viad Corp. Common Stocks 92552R109 35 1,300 SH Defined 5 1,300 Viasat, Inc. Common Stocks 92552V100 1,954 78,315 SH Sole 25 78,315 Viasat, Inc. Common Stocks 92552V100 1,406 56,363 SH Defined 56,363 Viasat, Inc. Common Stocks 92552V100 587 23,523 SH Defined 53 23,523 Vicuron Pharmaceuticals, Inc. Common Stocks 926471103 210 16,680 SH Defined 30 16,680 Vintage Petroleum, Inc. Common Stocks 927460105 916 54,000 SH Defined 19 54,000 Vintage Petroleum, Inc. Common Stocks 927460105 1,672 98,500 SH Sole 25 98,500 Vishay Intertechnology, Inc. Common Stocks 928298108 307 11,500 SH Defined 4 11,500 Vishay Intertechnology, Inc. Common Stocks 928298108 28 1,500 SH Defined 5 1,500 Vishay Intertechnology, Inc. Common Stocks 928298108 294 11,800 SH Defined 7 11,800 Vishay Intertechnology, Inc. Common Stocks 928298108 16,228 873,400 SH Sole 25 873,400 Vishay Intertechnology, Inc. Common Stocks 928298108 318 17,100 SH Defined 28 17,100 Vishay Intertechnology, Inc. Common Stocks 928298108 6,042 325,200 SH Defined 30 325,200 Vishay Intertechnology, Inc. Common Stocks 928298108 6,993 365,900 SH Defined 36 365,900 Vishay Intertechnology, Inc. Common Stocks 928298108 920 49,500 SH Defined 41 49,500 Vishay Intertechnology, Inc. Common Stocks 928298108 2,088 112,372 SH Defined 54 112,372 Visteon Corp. Common Stocks 92839U107 2,024 173,400 SH Defined 18 173,400 Visteon Corp. Common Stocks 92839U107 9,420 807,200 SH Sole 25 807,200 Visteon Corp. Common Stocks 92839U107 1,315 112,650 SH Defined 30 112,650 Visteon Corp. Common Stocks 92839U107 79 6,800 SH Defined 41 6,800
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Visteon Corp. Common Stocks 92839U107 685 43,750 SH Defined 51 43,750 VistaCare, Inc. Class A Common Stocks 92839Y109 160 8,600 SH Defined 39 8,600 Visx, Inc. Common Stocks 92844S105 284 10,628 SH Defined 12 10,628 Visx, Inc. Common Stocks 92844S105 24 904 SH Defined 13 904 Visx, Inc. Common Stocks 92844S105 377 14,127 SH Sole 25 14,127 Vital Signs, Inc. Common Stocks 928469105 41 1,400 SH Sole 25 1,400 Vitran Corp., Inc. Class A Common Stocks 92850E107 123 7,500 SH Defined 39 7,500 Vivendi Universal SA - ADR Common Stocks 92851S204 1,317 47,200 SH Sole 25 47,200 Vivendi Universal SA - ADR Common Stocks 92851S204 1,816 65,100 SH Defined 34 65,100 Vodafone Group PLC - ADR Common Stocks 92857W100 5,469 247,451 SH Sole 25 247,451 Vodafone Group PLC - ADR Common Stocks 92857W100 5,764 243,841 SH Defined 43 243,841 Vornado Realty Trust Common Stocks 929042109 10,937 191,500 SH Defined 1 191,500 Vornado Realty Trust Common Stocks 929042109 583 10,200 SH Defined 28 10,200 Vornado Realty Trust Common Stocks 929042109 19,206 336,300 SH Defined 33 336,300 Votorantim Celulose e Papel SA - ADR Common Stocks 92906P106 483 15,200 SH Sole 25 15,200 Votorantim Celulose e Papel SA - ADR Common Stocks 92906P106 904 26,300 SH Defined 55 26,300 Vulcan Materials Co. Common Stocks 929160109 1,304 19,100 SH Defined 4 19,100 Vulcan Materials Co. Common Stocks 929160109 1,194 25,100 SH Defined 5 25,100 Vulcan Materials Co. Common Stocks 929160109 491 10,322 SH Defined 12 10,322 Vulcan Materials Co. Common Stocks 929160109 3,530 74,230 SH Defined 13 74,230 Vulcan Materials Co. Common Stocks 929160109 2,635 55,425 SH Sole 25 55,425 WD-40 Co. Common Stocks 929236107 30 1,000 SH Defined 28 1,000 WFS Financial, Inc. Common Stocks 92923B106 2,065 41,700 SH Sole 25 41,700 WFS Financial, Inc. Common Stocks 92923B106 208 4,200 SH Defined 28 4,200 WFS Financial, Inc. Common Stocks 92923B106 1,130 22,830 SH Defined 45 22,830 WCI Communities, Inc. Common Stocks 92923C104 98 4,400 SH Sole 25 4,400 WCI Communities, Inc. Common Stocks 92923C104 480 21,500 SH Defined 28 21,500 WGL Holdings, Inc. Common Stocks 92924F106 1,290 44,900 SH Sole 25 44,900 WGL Holdings, Inc. Common Stocks 92924F106 1,726 60,100 SH Defined 36 60,100 W Holding Co., Inc. Common Stocks 929251106 183 10,654 SH Defined 13 10,654 W Holding Co., Inc. Common Stocks 929251106 2,016 117,400 SH Sole 25 117,400 W Holding Co., Inc. Common Stocks 929251106 1,396 81,300 SH Defined 36 81,300 W Holding Co., Inc. Common Stocks 929251106 511 29,766 SH Defined 54 29,766 W-H Energy Services, Inc. Common Stocks 92925E108 402 20,500 SH Sole 25 20,500 W-H Energy Services, Inc. Common Stocks 92925E108 421 21,500 SH Defined 36 21,500 WPP Group PLC - ADR Common Stocks 929309300 513 10,007 SH Sole 25 10,007 WPP Group PLC - ADR Common Stocks 929309300 693 13,519 SH Defined 34 13,519 WPS Resources Corp. Common Stocks 92931B106 399 8,600 SH Defined 36 8,600 WSFS Financial Corp. Common Stocks 929328102 399 8,200 SH Sole 25 8,200 WSFS Financial Corp. Common Stocks 929328102 518 10,650 SH Defined 30 10,650 WSFS Financial Corp. Common Stocks 929328102 618 12,700 SH Defined 36 12,700 WSFS Financial Corp. Common Stocks 929328102 29 600 SH Defined 41 600 Wabash National Corp. Common Stocks 929566107 1,730 62,800 SH Defined 17 62,800 Wabash National Corp. Common Stocks 929566107 7,138 259,100 SH Sole 25 259,100 Wabash National Corp. Common Stocks 929566107 251 9,100 SH Defined 28 9,100 Wabash National Corp. Common Stocks 929566107 344 12,500 SH Defined 39 12,500 Wabash National Corp. Common Stocks 929566107 351 12,737 SH Defined 54 12,737 Wabtec Corp. Common Stocks 929740108 2,982 165,300 SH Defined 18 165,300 Wabtec Corp. Common Stocks 929740108 2,659 147,400 SH Sole 25 147,400 Wabtec Corp. Common Stocks 929740108 506 28,058 SH Defined 54 28,058 Wachovia Corp. Common Stocks 929903102 4,379 68,548 SH Defined 4 68,548 Wachovia Corp. Common Stocks 929903102 2,234 50,200 SH Defined 5 50,200 Wachovia Corp. Common Stocks 929903102 11,151 242,200 SH Defined 7 242,200 Wachovia Corp. Common Stocks 929903102 11,964 268,850 SH Defined 12 268,850 Wachovia Corp. Common Stocks 929903102 11,596 260,594 SH Defined 13 260,594 Wachovia Corp. Common Stocks 929903102 258 5,800 SH Defined 14 5,800 Wachovia Corp. Common Stocks 929903102 276 6,200 SH Defined 6,200 Wachovia Corp. Common Stocks 929903102 48,474 1,089,313 SH Sole 25 1,089,313 Wachovia Corp. Common Stocks 929903102 6,390 143,600 SH Defined 26 143,600 Wachovia Corp. Common Stocks 929903102 1,175 26,400 SH Defined 35 26,400 Wachovia Corp. Common Stocks 929903102 8,967 196,700 SH Defined 36 196,700 Wachovia Corp. Common Stocks 929903102 86 1,931 SH Defined 39 1,931 Wachovia Corp. Common Stocks 929903102 405 9,100 SH Defined 9,100 Wachovia Corp. Common Stocks 929903102 2,861 64,300 SH Defined 54 64,300 Waddell & Reed Financial, Inc. Class A Common Stocks 930059100 268 12,100 SH Defined 5 12,100 Waddell & Reed Financial, Inc. Class A Common Stocks 930059100 995 45,000 SH Sole 25 45,000 Wal-Mart Stores, Inc. Common Stocks 931142103 7,930 104,700 SH Defined 3 104,700 Wal-Mart Stores, Inc. Common Stocks 931142103 1,159 22,300 SH Defined 4 22,300 Wal-Mart Stores, Inc. Common Stocks 931142103 9,222 174,800 SH Defined 6 174,800 Wal-Mart Stores, Inc. Common Stocks 931142103 4,532 85,900 SH Defined 7 85,900 Wal-Mart Stores, Inc. Common Stocks 931142103 686 13,000 SH Defined 13,000 Wal-Mart Stores, Inc. Common Stocks 931142103 60,714 1,150,753 SH Sole 25 1,150,753 Wal-Mart Stores, Inc. Common Stocks 931142103 5,042 95,559 SH Defined 26 95,559 Wal-Mart Stores, Inc. Common Stocks 931142103 2,485 47,100 SH Defined 35 47,100 Wal-Mart Stores, Inc. Common Stocks 931142103 30,431 540,600 SH Defined 36 540,600 Wal-Mart Stores, Inc. Common Stocks 931142103 1,741 33,000 SH Defined 38 33,000 Wal-Mart Stores, Inc. Common Stocks 931142103 7,069 133,979 SH Defined 40 133,979 Wal-Mart Stores, Inc. Common Stocks 931142103 997 18,900 SH Defined 18,900 Wal-Mart Stores, Inc. Common Stocks 931142103 1,546 29,300 SH Defined 50 29,300 Wal-Mart Stores, Inc. Common Stocks 931142103 1,790 25,300 SH Defined 52 25,300 Wal-Mart Stores, Inc. Common Stocks 931142103 15,072 272,100 SH Defined 53 272,100 Wal-Mart Stores, Inc. Common Stocks 931142103 802 15,200 SH Defined 56 15,200 Walgreen Co. Common Stocks 931422109 11,870 327,816 SH Sole 25 327,816 Walgreen Co. Common Stocks 931422109 1,561 43,100 SH Defined 50 43,100 Walgreen Co. Common Stocks 931422109 782 21,600 SH Defined 56 21,600 Walgreen Co. Common Stocks 931422109 18,908 466,431 SH Defined 59 466,431 Walter Industries, Inc. Common Stocks 93317Q105 227 16,700 SH Defined 28 16,700 Warnaco Group, Inc. (The) Common Stocks 934390402 404 19,000 SH Defined 28 19,000 Washington Federal, Inc. Common Stocks 938824109 288 12,009 SH Defined 36 12,009 Washington Group International, Inc. Common Stocks 938862208 3,625 101,000 SH Sole 25 101,000 Washington Group International, Inc. Common Stocks 938862208 165 4,600 SH Defined 28 4,600 Washington Group International, Inc. Common Stocks 938862208 1,923 53,570 SH Defined 30 53,570 Washington Group International, Inc. Common Stocks 938862208 1,096 30,544 SH Defined 36 30,544 Washington Mutual, Inc. Common Stocks 939322103 6,275 113,129 SH Defined 4 113,129 Washington Mutual, Inc. Common Stocks 939322103 4,935 127,715 SH Defined 5 127,715 Washington Mutual, Inc. Common Stocks 939322103 7,185 182,800 SH Defined 7 182,800 Washington Mutual, Inc. Common Stocks 939322103 2,088 54,045 SH Defined 13 54,045 Washington Mutual, Inc. Common Stocks 939322103 174 4,500 SH Defined 4,500 Washington Mutual, Inc. Common Stocks 939322103 25,585 662,128 SH Sole 25 662,128 Washington Mutual, Inc. Common Stocks 939322103 7,106 183,900 SH Defined 26 183,900 Washington Mutual, Inc. Common Stocks 939322103 8 200 SH Defined 35 200 Washington Mutual, Inc. Common Stocks 939322103 255 6,600 SH Defined 6,600 Washington Post Class B Common Stocks 939640108 2,297 2,470 SH Defined 19 2,470 Washington Post Class B Common Stocks 939640108 2,046 2,200 SH Sole 25 2,200 Washington Real Estate Investment Trust Common Stocks 939653101 244 8,300 SH Defined 46 8,300 Washington Real Estate Investment Trust Common Stocks 939653101 447 15,200 SH Defined 54 15,200 Waste Connections, Inc. Common Stocks 941053100 912 30,750 SH Sole 25 30,750 Waste Connections, Inc. Common Stocks 941053100 436 14,700 SH Defined 30 14,700 Waste Management, Inc. Common Stocks 94106L109 788 17,900 SH Defined 4 17,900 Waste Management, Inc. Common Stocks 94106L109 1,545 50,400 SH Defined 7 50,400 Waste Management, Inc. Common Stocks 94106L109 824 26,874 SH Defined 13 26,874 Waste Management, Inc. Common Stocks 94106L109 53,066 1,731,370 SH Sole 25 1,731,370 Waste Management, Inc. Common Stocks 94106L109 10,639 347,100 SH Defined 26 347,100 Waste Management, Inc. Common Stocks 94106L109 14,531 453,300 SH Defined 32 453,300 Waste Management, Inc. Common Stocks 94106L109 94 3,075 SH Defined 39 3,075 Waste Management, Inc. Common Stocks 94106L109 10,612 310,920 SH Defined 59 310,920 WatchGuard Technologies Common Stocks 941105108 1,417 196,280 SH Sole 25 196,280 WatchGuard Technologies Common Stocks 941105108 2,142 296,732 SH Defined 48 296,732 Watsco, Inc. Common Stocks 942622200 3,228 115,000 SH Sole 25 115,000 Watsco, Inc. Common Stocks 942622200 2,862 101,972 SH Defined 30 101,972 Watsco, Inc. Common Stocks 942622200 194 6,900 SH Defined 39 6,900 Watson Pharmaceuticals, Inc. Common Stocks 942683103 5,057 188,000 SH Sole 25 188,000 Watson Pharmaceuticals, Inc. Common Stocks 942683103 65 2,400 SH Defined 35 2,400 Watson Pharmaceuticals, Inc. Common Stocks 942683103 4,725 170,000 SH Defined 36 170,000 Watson Wyatt & Co. Holdings Common Stocks 942712100 280 10,500 SH Sole 25 10,500 Watson Wyatt & Co. Holdings Common Stocks 942712100 261 9,800 SH Defined 36 9,800 Watts Water Technologies, Inc. Class A Common Stocks 942749102 2,307 85,600 SH Defined 19 85,600 Watts Water Technologies, Inc. Class A Common Stocks 942749102 2,258 83,800 SH Sole 25 83,800 Watts Water Technologies, Inc. Class A Common Stocks 942749102 291 10,800 SH Defined 28 10,800 Wausau-Mosinee Paper Corp. Common Stocks 943315101 261 15,100 SH Defined 36 15,100 Wavecom SA - ADR Common Stocks 943531103 859 115,000 SH Defined 18 115,000
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Wavecom SA - ADR Common Stocks 943531103 894 119,700 SH Sole 25 119,700 WebEx Communications, Inc. Common Stocks 94767L109 5,119 235,227 SH Sole 25 235,227 WebEx Communications, Inc. Common Stocks 94767L109 1,199 55,110 SH Defined 30 55,110 Websense, Inc. Common Stocks 947684106 1,969 52,900 SH Sole 25 52,900 Websense, Inc. Common Stocks 947684106 413 11,100 SH Defined 30 11,100 Websense, Inc. Common Stocks 947684106 2,431 65,300 SH Defined 65,300 Websense, Inc. Common Stocks 947684106 462 12,400 SH Defined 39 12,400 Websense, Inc. Common Stocks 947684106 1,031 27,700 SH Defined 53 27,700 webMethods, Inc. Common Stocks 94768C108 624 56,500 SH Defined 27 56,500 Webster Financial Corp. Common Stocks 947890109 2,240 47,640 SH Defined 19 47,640 Webster Financial Corp. Common Stocks 947890109 3,625 77,100 SH Sole 25 77,100 Webster Financial Corp. Common Stocks 947890109 310 6,600 SH Defined 28 6,600 Webster Financial Corp. Common Stocks 947890109 320 6,800 SH Defined 36 6,800 Weight Watchers International, Inc. Common Stocks 948626106 2,110 53,900 SH Sole 25 53,900 Weight Watchers International, Inc. Common Stocks 948626106 1,675 42,800 SH Defined 58 42,800 Weingarten Realty Investors Common Stocks 948741103 1,598 51,100 SH Sole 25 51,100 Weingarten Realty Investors Common Stocks 948741103 2,909 93,000 SH Defined 36 93,000 WellChoice, Inc. Common Stocks 949475107 1,987 48,000 SH Sole 25 48,000 WellChoice, Inc. Common Stocks 949475107 37 900 SH Defined 30 900 WellChoice, Inc. Common Stocks 949475107 2,952 71,300 SH Defined 36 71,300 WellPoint Health Networks Common Stocks 94973H108 538 4,802 SH Defined 12 4,802 WellPoint Health Networks Common Stocks 94973H108 171 1,524 SH Defined 13 1,524 WellPoint Health Networks Common Stocks 94973H108 498 3,100 SH Defined 15 3,100 WellPoint Health Networks Common Stocks 94973H108 1,061 9,476 SH Sole 25 9,476 WellPoint Health Networks Common Stocks 94973H108 22 200 SH Defined 35 200 WellPoint Health Networks Common Stocks 94973H108 56 500 SH Defined 36 500 Wells Fargo & Co. Common Stocks 949746101 5,989 72,900 SH Defined 4 72,900 Wells Fargo & Co. Common Stocks 949746101 2,112 36,900 SH Defined 5 36,900 Wells Fargo & Co. Common Stocks 949746101 1,450 18,900 SH Defined 7 18,900 Wells Fargo & Co. Common Stocks 949746101 1,203 21,017 SH Defined 12 21,017 Wells Fargo & Co. Common Stocks 949746101 13,776 240,712 SH Defined 13 240,712 Wells Fargo & Co. Common Stocks 949746101 2,029 24,700 SH Defined 15 24,700 Wells Fargo & Co. Common Stocks 949746101 464 8,100 SH Defined 8,100 Wells Fargo & Co. Common Stocks 949746101 52,764 921,969 SH Sole 25 921,969 Wells Fargo & Co. Common Stocks 949746101 19,681 343,900 SH Defined 26 343,900 Wells Fargo & Co. Common Stocks 949746101 824 14,400 SH Defined 34 14,400 Wells Fargo & Co. Common Stocks 949746101 23,562 377,400 SH Defined 36 377,400 Wells Fargo & Co. Common Stocks 949746101 83 1,443 SH Defined 39 1,443 Wells Fargo & Co. Common Stocks 949746101 407 7,110 SH Defined 43 7,110 Wells Fargo & Co. Common Stocks 949746101 687 12,000 SH Defined 12,000 Wendy's International, Inc. Common Stocks 950590109 865 17,300 SH Defined 4 17,300 Wendy's International, Inc. Common Stocks 950590109 31 900 SH Defined 5 900 Wendy's International, Inc. Common Stocks 950590109 4,571 131,200 SH Sole 25 131,200 Wendy's International, Inc. Common Stocks 950590109 2,867 82,300 SH Defined 26 82,300 Wendy's International, Inc. Common Stocks 950590109 108 3,100 SH Defined 35 3,100 Wendy's International, Inc. Common Stocks 950590109 1,383 39,700 SH Defined 36 39,700 Werner Enterprises, Inc. Common Stocks 950755108 228 10,808 SH Defined 13 10,808 Werner Enterprises, Inc. Common Stocks 950755108 4,369 207,050 SH Sole 25 207,050 Werner Enterprises, Inc. Common Stocks 950755108 508 17,950 SH Defined 51 17,950 WesBanco, Inc. Common Stocks 950810101 64 2,200 SH Sole 25 2,200 WesBanco, Inc. Common Stocks 950810101 119 4,100 SH Defined 36 4,100 Wesco Financial Corp. Common Stocks 950817106 3,062 8,458 SH Defined 19 8,458 Wesco Financial Corp. Common Stocks 950817106 2,690 7,430 SH Sole 25 7,430 WESCO International, Inc. Common Stocks 95082P105 355 19,300 SH Defined 28 19,300 West Coast Bancorp Common Stocks 952145100 124 5,800 SH Sole 25 5,800 West Corp. Common Stocks 952355105 7,221 276,133 SH Sole 25 276,133 West Corp. Common Stocks 952355105 130 4,371 SH Defined 36 4,371 West Corp. Common Stocks 952355105 133 5,100 SH Defined 41 5,100 West Corp. Common Stocks 952355105 3,012 115,200 SH Defined 58 115,200 West Pharmaceutical Services, Inc. Common Stocks 955306105 914 21,600 SH Sole 25 21,600 West Pharmaceutical Services, Inc. Common Stocks 955306105 241 5,700 SH Defined 36 5,700 West Pharmaceutical Services, Inc. Common Stocks 955306105 190 4,500 SH Defined 41 4,500 Westamerica BanCorp. Common Stocks 957090103 965 18,400 SH Defined 36 18,400 Westar Energy, Inc. Common Stocks 95709T100 1,031 51,800 SH Sole 25 51,800 Westar Energy, Inc. Common Stocks 95709T100 151 7,600 SH Defined 28 7,600 Westcorp, Inc. Common Stocks 957907108 2,045 45,000 SH Sole 25 45,000 Westcorp, Inc. Common Stocks 957907108 86 1,900 SH Defined 28 1,900 Westcorp, Inc. Common Stocks 957907108 700 15,400 SH Defined 41 15,400 Western Digital Corp. Common Stocks 958102105 1,623 187,400 SH Defined 19 187,400 Western Digital Corp. Common Stocks 958102105 2,382 275,048 SH Sole 25 275,048 Western Digital Corp. Common Stocks 958102105 326 37,600 SH Defined 39 37,600 Western Wireless Corp. Class A Common Stocks 95988E204 2,095 72,456 SH Defined 54 72,456 Western Wireless Corp. Class A Common Stocks 95988E204 905 31,300 SH Defined 59 31,300 Western Wireless Corp. Class A Common Stocks 95988E204 442 11,400 SH Defined 60 11,400 Westmoreland Coal Co. Common Stocks 960878106 499 19,900 SH Defined 27 19,900 Westwood One, Inc. Common Stocks 961815107 1,863 78,286 SH Sole 25 78,286 Weyerhaeuser Co. Common Stocks 962166104 816 9,000 SH Defined 4 9,000 Weyerhaeuser Co. Common Stocks 962166104 69 1,100 SH Defined 5 1,100 Weyerhaeuser Co. Common Stocks 962166104 2,224 35,239 SH Defined 13 35,239 Whirlpool Corp. Common Stocks 963320106 611 6,200 SH Defined 4 6,200 Whirlpool Corp. Common Stocks 963320106 974 14,200 SH Defined 5 14,200 Whirlpool Corp. Common Stocks 963320106 9,826 143,229 SH Defined 12 143,229 Whirlpool Corp. Common Stocks 963320106 2,971 43,313 SH Defined 13 43,313 Whirlpool Corp. Common Stocks 963320106 14,377 209,579 SH Sole 25 209,579 Whiting Petroleum Corp. Common Stocks 966387102 1,031 41,000 SH Defined 19 41,000 Whiting Petroleum Corp. Common Stocks 966387102 1,688 67,100 SH Sole 25 67,100 Whiting Petroleum Corp. Common Stocks 966387102 1,164 46,300 SH Defined 28 46,300 Whitney Holding Corp. Common Stocks 966612103 3,757 84,100 SH Sole 25 84,100 Whitney Holding Corp. Common Stocks 966612103 1,241 27,786 SH Defined 30 27,786 Whitney Holding Corp. Common Stocks 966612103 826 18,500 SH Defined 36 18,500 Whole Foods Market, Inc. Common Stocks 966837106 775 8,120 SH Defined 59 8,120 Wild Oats Markets, Inc. Common Stocks 96808B107 500 35,550 SH Sole 25 35,550 Williams Cos., Inc. Common Stocks 969457100 934 78,500 SH Defined 14 78,500 Williams Cos., Inc. Common Stocks 969457100 1,660 139,472 SH Sole 25 139,472 Clayton Williams Energy, Inc. Common Stocks 969490101 76 3,200 SH Sole 25 3,200 Clayton Williams Energy, Inc. Common Stocks 969490101 194 8,100 SH Defined 28 8,100 Clayton Williams Energy, Inc. Common Stocks 969490101 36 1,500 SH Defined 41 1,500 Williams-Sonoma, Inc. Common Stocks 969904101 763 23,160 SH Defined 59 23,160 Wilshire State Bank Common Stocks 97200A101 257 10,500 SH Sole 25 10,500 Wilshire State Bank Common Stocks 97200A101 7 300 SH Defined 41 300 Wilsons The Leather Experts, Inc. Common Stocks 972463103 38 7,600 SH Defined 27 7,600 Winn-Dixie Stores, Inc. Common Stocks 974280109 353 49,046 SH Defined 13 49,046 Winn-Dixie Stores, Inc. Common Stocks 974280109 2,164 300,600 SH Sole 25 300,600 Winnebago Industries Common Stocks 974637100 116 3,100 SH Sole 25 3,100 Winnebago Industries Common Stocks 974637100 209 5,600 SH Defined 28 5,600 Winnebago Industries Common Stocks 974637100 284 7,610 SH Defined 54 7,610 Winston Hotels, Inc. Common Stocks 97563a102 498 48,100 SH Sole 25 48,100 Winston Hotels, Inc. Common Stocks 97563a102 30 2,900 SH Defined 36 2,900 Winston Hotels, Inc. Common Stocks 97563a102 115 11,100 SH Defined 41 11,100 Wintrust Financial Corp. Common Stocks 97650W108 177 3,500 SH Defined 28 3,500 Wisconsin Energy Corp. Common Stocks 976657106 101 3,100 SH Defined 5 3,100 Wisconsin Energy Corp. Common Stocks 976657106 532 16,300 SH Defined 28 16,300 Witness Systems, Inc. Common Stocks 977424100 799 51,000 SH Defined 27 51,000 Wolverine Tube, Inc. Common Stocks 978093102 590 42,000 SH Defined 27 42,000 Wolverine World Wide, Inc. Common Stocks 978097103 215 8,200 SH Defined 36 8,200 Woodward Governor Co. Common Stocks 980745103 58 800 SH Defined 30 800 World Acceptance Corp. Common Stocks 981419104 207 11,300 SH Defined 28 11,300 World Acceptance Corp. Common Stocks 981419104 151 8,230 SH Defined 30 8,230 World Fuel Services Corp. Common Stocks 981475106 600 13,300 SH Sole 25 13,300 World Fuel Services Corp. Common Stocks 981475106 104 2,300 SH Defined 30 2,300 World Wrestling Federation Entertainment, Inc. Common Stocks 98156Q108 595 46,700 SH Sole 25 46,700 Wright Medical Group, Inc. Common Stocks 98235T107 167 4,700 SH Sole 25 4,700 Wright Medical Group, Inc. Common Stocks 98235T107 345 9,700 SH Defined 28 9,700 WM Wrigley Jr Co. Common Stocks 982526105 198 3,134 SH Defined 12 3,134 WM Wrigley Jr Co. Common Stocks 982526105 1,708 27,096 SH Defined 13 27,096 WM Wrigley Jr Co. Common Stocks 982526105 7,465 118,398 SH Sole 25 118,398 WM Wrigley Jr Co. Common Stocks 982526105 10,550 152,200 SH Defined 36 152,200 Wyeth Common Stocks 983024100 851 16,400 SH Defined 4 16,400 Wyeth Common Stocks 983024100 492 13,600 SH Defined 5 13,600 Wyeth Common Stocks 983024100 20,374 563,429 SH Defined 12 563,429 Wyeth Common Stocks 983024100 7,253 200,586 SH Defined 13 200,586
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Wyeth Common Stocks 983024100 235 6,500 SH Defined 6,500 Wyeth Common Stocks 983024100 33,642 930,375 SH Sole 25 930,375 Wyeth Common Stocks 983024100 1,334 36,900 SH Defined 35 36,900 Wyeth Common Stocks 983024100 1,157 32,000 SH Defined 36 32,000 Wyeth Common Stocks 983024100 152 4,191 SH Defined 39 4,191 Wyeth Common Stocks 983024100 7,942 212,420 SH Defined 43 212,420 Wyeth Common Stocks 983024100 344 9,500 SH Defined 9,500 Wynn Resorts, Ltd. Common Stocks 983134107 1,336 24,100 SH Defined 3 24,100 Wynn Resorts, Ltd. Common Stocks 983134107 200 5,100 SH Defined 4 5,100 Wynn Resorts, Ltd. Common Stocks 983134107 2,886 74,700 SH Defined 6 74,700 Wynn Resorts, Ltd. Common Stocks 983134107 4,006 103,693 SH Sole 25 103,693 Wynn Resorts, Ltd. Common Stocks 983134107 170 4,400 SH Defined 28 4,400 Wynn Resorts, Ltd. Common Stocks 983134107 4,161 107,703 SH Defined 40 107,703 Wynn Resorts, Ltd. Common Stocks 983134107 606 11,700 SH Defined 52 11,700 Wynn Resorts, Ltd. Common Stocks 983134107 546 14,130 SH Defined 59 14,130 XM Satellite Radio Holdings, Inc. Class A Common Stocks 983759101 1,516 38,700 SH Defined 3 38,700 XM Satellite Radio Holdings, Inc. Class A Common Stocks 983759101 220 8,200 SH Defined 4 8,200 XM Satellite Radio Holdings, Inc. Class A Common Stocks 983759101 3,550 130,100 SH Defined 6 130,100 XM Satellite Radio Holdings, Inc. Class A Common Stocks 983759101 3,187 116,800 SH Sole 25 116,800 XM Satellite Radio Holdings, Inc. Class A Common Stocks 983759101 688 18,800 SH Defined 52 18,800 XM Satellite Radio Holdings, Inc. Class A Common Stocks 983759101 1,326 48,585 SH Defined 56 48,585 X-Rite, Inc. Common Stocks 983857103 167 11,500 SH Defined 39 11,500 XTO Energy, Inc. Common Stocks 98385X106 4,021 134,980 SH Defined 19 134,980 XTO Energy, Inc. Common Stocks 98385X106 13,788 462,856 SH Sole 25 462,856 XTO Energy, Inc. Common Stocks 98385X106 587 19,700 SH Defined 28 19,700 XTO Energy, Inc. Common Stocks 98385X106 12,009 384,000 SH Defined 53 384,000 XTO Energy, Inc. Common Stocks 98385X106 1,071 35,949 SH Defined 59 35,949 Xcel Energy, Inc. Common Stocks 98389B100 379 15,800 SH Defined 4 15,800 Xcel Energy, Inc. Common Stocks 98389B100 824 49,300 SH Defined 5 49,300 Xcel Energy, Inc. Common Stocks 98389B100 1,716 102,700 SH Sole 25 102,700 Xcel Energy, Inc. Common Stocks 98389B100 289 17,300 SH Defined 35 17,300 Xcel Energy, Inc. Common Stocks 98389B100 1,155 61,600 SH Defined 36 61,600 Xilinx, Inc. Common Stocks 983919101 521 10,900 SH Defined 15 10,900 Xilinx, Inc. Common Stocks 983919101 14,137 424,410 SH Sole 25 424,410 Xilinx, Inc. Common Stocks 983919101 3,981 119,500 SH Defined 26 119,500 Xilinx, Inc. Common Stocks 983919101 1,466 44,000 SH Defined 35 44,000 Xilinx, Inc. Common Stocks 983919101 613 18,400 SH Defined 36 18,400 Xilinx, Inc. Common Stocks 983919101 1,279 38,400 SH Defined 56 38,400 Xilinx, Inc. Common Stocks 983919101 11,647 319,174 SH Defined 59 319,174 Xerox Corp. Common Stocks 984121103 568 27,300 SH Defined 4 27,300 Xerox Corp. Common Stocks 984121103 1,189 82,000 SH Sole 25 82,000 Xerox Corp. Common Stocks 984121103 257 17,700 SH Defined 26 17,700 Xerox Corp. Common Stocks 984121103 1,131 78,000 SH Defined 34 78,000 Xerox Corp. Common Stocks 984121103 117 8,084 SH Defined 39 8,084 Yahoo!, Inc. Common Stocks 984332106 3,948 75,700 SH Defined 3 75,700 Yahoo!, Inc. Common Stocks 984332106 569 16,000 SH Defined 4 16,000 Yahoo!, Inc. Common Stocks 984332106 8,559 235,600 SH Defined 6 235,600 Yahoo!, Inc. Common Stocks 984332106 6,234 171,600 SH Defined 7 171,600 Yahoo!, Inc. Common Stocks 984332106 33,667 926,700 SH Sole 25 926,700 Yahoo!, Inc. Common Stocks 984332106 13,081 336,400 SH Defined 36 336,400 Yahoo!, Inc. Common Stocks 984332106 145 4,000 SH Defined 43 4,000 Yahoo!, Inc. Common Stocks 984332106 1,802 37,000 SH Defined 52 37,000 Yahoo!, Inc. Common Stocks 984332106 2,935 80,800 SH Defined 56 80,800 Yahoo!, Inc. Common Stocks 984332106 10,869 272,941 SH Defined 59 272,941 Yankee Candle Co., Inc. Common Stocks 984757104 155 5,300 SH Defined 28 5,300 Yankee Candle Co., Inc. Common Stocks 984757104 64 2,200 SH Defined 36 2,200 Yellow Roadway Corp. Common Stocks 985577105 1,830 45,900 SH Sole 25 45,900 York International Corp. Common Stocks 986670107 6,464 157,400 SH Sole 25 157,400 York International Corp. Common Stocks 986670107 600 14,600 SH Defined 28 14,600 York International Corp. Common Stocks 986670107 1,068 26,000 SH Defined 41 26,000 Yum! Brands, Inc. Common Stocks 988498101 6,981 183,100 SH Defined 7 183,100 Yum! Brands, Inc. Common Stocks 988498101 10,768 289,315 SH Sole 25 289,315 Yum! Brands, Inc. Common Stocks 988498101 1,001 26,900 SH Defined 34 26,900 Yum! Brands, Inc. Common Stocks 988498101 342 9,200 SH Defined 35 9,200 Yum! Brands, Inc. Common Stocks 988498101 5,570 135,100 SH Defined 36 135,100 Zale Corp. Common Stocks 988858106 3,402 124,800 SH Sole 25 124,800 Zale Corp. Common Stocks 988858106 2,072 76,000 SH Defined 30 76,000 Zale Corp. Common Stocks 988858106 436 16,000 SH Defined 41 16,000 Zarlink Semiconductor, Inc. Common Stocks 989139100 83 19,100 SH Sole 25 19,100 Zarlink Semiconductor, Inc. Common Stocks 989139100 189 43,700 SH Defined 54 43,700 Zebra Technologies Corp. Class A Common Stocks 989207105 5,668 65,154 SH Sole 25 65,154 Zebra Technologies Corp. Class A Common Stocks 989207105 1,064 12,230 SH Defined 59 12,230 Zenith National Insurance Corp. Common Stocks 989390109 2,926 60,200 SH Sole 25 60,200 Zenith National Insurance Corp. Common Stocks 989390109 781 16,070 SH Defined 30 16,070 Zenith National Insurance Corp. Common Stocks 989390109 83 1,700 SH Defined 36 1,700 Zenith National Insurance Corp. Common Stocks 989390109 501 10,300 SH Defined 41 10,300 Zilog, Inc. Common Stocks 989524301 366 24,900 SH Defined 60 24,900 Zimmer Holdings, Inc. Common Stocks 98956P102 2,355 18,600 SH Defined 3 18,600 Zimmer Holdings, Inc. Common Stocks 98956P102 340 3,900 SH Defined 4 3,900 Zimmer Holdings, Inc. Common Stocks 98956P102 5,521 62,600 SH Defined 6 62,600 Zimmer Holdings, Inc. Common Stocks 98956P102 33,011 374,277 SH Sole 25 374,277 Zimmer Holdings, Inc. Common Stocks 98956P102 71 800 SH Defined 36 800 Zimmer Holdings, Inc. Common Stocks 98956P102 18,779 212,916 SH Defined 40 212,916 Zimmer Holdings, Inc. Common Stocks 98956P102 1,076 9,100 SH Defined 52 9,100 Zimmer Holdings, Inc. Common Stocks 98956P102 17,370 179,253 SH Defined 59 179,253 Zions BanCorp. Common Stocks 989701107 1,874 30,500 SH Defined 19 30,500 Zions BanCorp. Common Stocks 989701107 4,326 70,400 SH Sole 25 70,400 Zions BanCorp. Common Stocks 989701107 2,790 45,400 SH Defined 26 45,400 Zoran Corp. Common Stocks 98975F101 4,685 255,315 SH Sole 25 255,315 Zoran Corp. Common Stocks 98975F101 1,345 73,280 SH Defined 48 73,280 Zoran Corp. Common Stocks 98975F101 3,090 168,400 SH Defined 58 168,400 Zymogenetics, Inc. Common Stocks 98985T109 887 46,700 SH Sole 25 46,700 Zymogenetics, Inc. Common Stocks 98985T109 1,102 58,000 SH Defined 58,000 Zymogenetics, Inc. Common Stocks 98985T109 466 24,500 SH Defined 53 24,500 ACE, Ltd. Common Stocks G0070K103 2,124 35,000 SH Defined 4 35,000 ACE, Ltd. Common Stocks G0070K103 700 16,550 SH Defined 5 16,550 ACE, Ltd. Common Stocks G0070K103 241 5,697 SH Defined 13 5,697 ACE, Ltd. Common Stocks G0070K103 1,958 46,300 SH Sole 25 46,300 ACE, Ltd. Common Stocks G0070K103 1,142 27,000 SH Defined 34 27,000 Amdocs, Ltd. Common Stocks G02602103 646 27,567 SH Defined 12 27,567 Amdocs, Ltd. Common Stocks G02602103 55 2,350 SH Defined 13 2,350 Amdocs, Ltd. Common Stocks G02602103 267 11,400 SH Defined 14 11,400 Amdocs, Ltd. Common Stocks G02602103 1,367 58,338 SH Sole 25 58,338 Amdocs, Ltd. Common Stocks G02602103 35 1,500 SH Defined 43 1,500 Aspen Insurance Holdings, Ltd. Common Stocks G05384105 2,381 102,500 SH Defined 19 102,500 Aspen Insurance Holdings, Ltd. Common Stocks G05384105 1,870 80,500 SH Sole 25 80,500 Axis Capital Holdings, Ltd. Common Stocks G0692U109 218 7,800 SH Defined 14 7,800 Axis Capital Holdings, Ltd. Common Stocks G0692U109 448 15,995 SH Sole 25 15,995 Accenture, Ltd. Class A Common Stocks G1150G111 13,637 496,246 SH Defined 12 496,246 Accenture, Ltd. Class A Common Stocks G1150G111 1,168 42,514 SH Defined 13 42,514 Accenture, Ltd. Class A Common Stocks G1150G111 21,119 768,522 SH Sole 25 768,522 Accenture, Ltd. Class A Common Stocks G1150G111 2,909 100,890 SH Defined 43 100,890 Bunge, Ltd. Common Stocks G16962105 7,204 185,000 SH Sole 25 185,000 Bunge, Ltd. Common Stocks G16962105 8,963 219,200 SH Defined 53 219,200 Cooper Industries, Ltd. Class A Common Stocks G24182100 1,450 17,000 SH Defined 4 17,000 Cooper Industries, Ltd. Class A Common Stocks G24182100 808 13,600 SH Defined 5 13,600 Cooper Industries, Ltd. Class A Common Stocks G24182100 3,458 58,200 SH Sole 25 58,200 Cooper Industries, Ltd. Class A Common Stocks G24182100 3,892 63,040 SH Defined 43 63,040 Credicorp, Ltd. Common Stocks G2519Y108 282 21,700 SH Defined 8 21,700 Credicorp, Ltd. Common Stocks G2519Y108 237 18,200 SH Sole 25 18,200 Endurance Specialty Holdings, Ltd. Common Stocks G30397106 212 6,100 SH Defined 14 6,100 Endurance Specialty Holdings, Ltd. Common Stocks G30397106 342 9,829 SH Sole 25 9,829 GlobalSantaFe Corp. Common Stocks G3930E101 1,210 45,670 SH Sole 25 45,670 GlobalSantaFe Corp. Common Stocks G3930E101 37 1,409 SH Defined 39 1,409 GlobalSantaFe Corp. Common Stocks G3930E101 2,230 80,960 SH Defined 43 80,960 Helen of Troy, Ltd. Common Stocks G4388N106 1,235 33,500 SH Defined 19 33,500 Helen of Troy, Ltd. Common Stocks G4388N106 3,908 106,000 SH Sole 25 106,000 Helen of Troy, Ltd. Common Stocks G4388N106 1,836 49,800 SH Defined 49,800 Ingersoll-Rand Co. Class A Common Stocks G4776G101 1,030 10,500 SH Defined 4 10,500 Ingersoll-Rand Co. Class A Common Stocks G4776G101 68 1,000 SH Defined 5 1,000 Ingersoll-Rand Co. Class A Common Stocks G4776G101 598 6,100 SH Defined 15 6,100
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn SH/ Investment Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount PRN Discretion Managers Sole Shared None -------------- -------------- ----- --------- ------ --- ---------- -------- ---- ------ ---- Ingersoll-Rand Co. Class A Common Stocks G4776G101 799 11,700 SH Defined 35 11,700 IPC Holdings, Ltd. Common Stocks G4933P101 2,319 62,800 SH Defined 19 62,800 IPC Holdings, Ltd. Common Stocks G4933P101 3,069 83,100 SH Sole 25 83,100 Montpelier Re Holdings, Ltd. Common Stocks G62185106 1,852 53,000 SH Defined 19 53,000 Montpelier Re Holdings, Ltd. Common Stocks G62185106 1,665 47,632 SH Sole 25 47,632 Nabors Industries, Ltd. Common Stocks G6359F103 1,895 41,900 SH Defined 17 41,900 Nabors Industries, Ltd. Common Stocks G6359F103 2,804 62,000 SH Sole 25 62,000 Noble Corp. Common Stocks G65422100 4,686 123,670 SH Sole 25 123,670 Noble Corp. Common Stocks G65422100 9,751 248,550 SH Defined 43 248,550 Nordic American Tanker Shipping Common Stocks G65773106 919 27,900 SH Sole 25 27,900 Nordic American Tanker Shipping Common Stocks G65773106 1,146 34,800 SH Defined 34,800 Orient-Express Hotels, Ltd. Class A Common Stocks G67743107 1,730 102,100 SH Defined 19 102,100 Orient-Express Hotels, Ltd. Class A Common Stocks G67743107 1,567 92,500 SH Sole 25 92,500 PartnerRe, Ltd. Common Stocks G6852T105 40 700 SH Defined 5 700 Platinum Underwriters Holdings, Ltd. Common Stocks G7127P100 295 9,700 SH Defined 14 9,700 Platinum Underwriters Holdings, Ltd. Common Stocks G7127P100 1,923 63,194 SH Sole 25 63,194 PXRE Group, Ltd. Common Stocks G73018106 286 11,300 SH Defined 46 11,300 PXRE Group, Ltd. Common Stocks G73018106 536 21,200 SH Defined 54 21,200 RenaissanceRe Holdings, Ltd. Common Stocks G7496G103 418 5,400 SH Defined 4 5,400 RenaissanceRe Holdings, Ltd. Common Stocks G7496G103 2,950 54,675 SH Defined 19 54,675 RenaissanceRe Holdings, Ltd. Common Stocks G7496G103 2,536 47,000 SH Sole 25 47,000 Seagate Technology Common Stocks G7945J104 497 24,000 SH Defined 15 24,000 UTI Worldwide, Inc. Common Stocks G87210103 5,556 105,450 SH Sole 25 105,450 Tommy Hilfiger Corp. Common Stocks G8915Z102 2,215 146,300 SH Sole 25 146,300 Transocean, Inc. Common Stocks G90078109 985 23,700 SH Defined 4 23,700 Transocean, Inc. Common Stocks G90078109 403 9,700 SH Defined 15 9,700 Transocean, Inc. Common Stocks G90078109 417 14,400 SH Sole 25 14,400 Transocean, Inc. Common Stocks G90078109 700 24,200 SH Defined 34 24,200 Transocean, Inc. Common Stocks G90078109 3,560 122,996 SH Defined 54 122,996 Golar LNG, Ltd. Common Stocks G9456A100 792 50,562 SH Sole 25 50,562 Weatherford International, Ltd. Common Stocks G95089101 426 6,600 SH Defined 15 6,600 XL Capital, Ltd. Class A Common Stocks G98255105 2,719 25,100 SH Defined 4 25,100 XL Capital, Ltd. Class A Common Stocks G98255105 732 9,700 SH Defined 5 9,700 XL Capital, Ltd. Class A Common Stocks G98255105 845 7,800 SH Defined 15 7,800 XL Capital, Ltd. Class A Common Stocks G98255105 10,730 142,200 SH Sole 25 142,200 XL Capital, Ltd. Class A Common Stocks G98255105 2,351 21,700 SH Defined 36 21,700 XL Capital, Ltd. Class A Common Stocks G98255105 11,749 148,300 SH Defined 53 148,300 Aladdin Knowledge Systems Common Stocks M0392N101 1,329 80,800 SH Sole 25 80,800 Aladdin Knowledge Systems Common Stocks M0392N101 1,670 101,500 SH Defined 101,500 Check Point Software Technologies Common Stocks M22465104 138 5,100 SH Defined 8 5,100 Check Point Software Technologies Common Stocks M22465104 1,452 53,800 SH Defined 9 53,800 Check Point Software Technologies Common Stocks M22465104 3,854 142,808 SH Sole 25 142,808 Check Point Software Technologies Common Stocks M22465104 934 34,600 SH Defined 29 34,600 Check Point Software Technologies Common Stocks M22465104 1,351 46,300 SH Defined 55 46,300 Given Imaging, Ltd. Common Stocks M52020100 2,094 59,126 SH Sole 25 59,126 Given Imaging, Ltd. Common Stocks M52020100 2,618 73,939 SH Defined 73,939 Lipman Electronic Engineering, Ltd. Common Stocks M6772H101 366 7,100 SH Sole 25 7,100 Lipman Electronic Engineering, Ltd. Common Stocks M6772H101 665 11,900 SH Defined 55 11,900 M-Systems Flash Disk Pioneers Common Stocks M7061C100 228 15,300 SH Sole 25 15,300 M-Systems Flash Disk Pioneers Common Stocks M7061C100 283 19,000 SH Defined 19,000 Orbotech, Ltd. Common Stocks M75253100 1,530 75,170 SH Sole 25 75,170 Orbotech, Ltd. Common Stocks M75253100 267 13,135 SH Defined 29 13,135 Orbotech, Ltd. Common Stocks M75253100 770 35,100 SH Defined 55 35,100 RADWARE, Ltd. Common Stocks M81873107 958 56,200 SH Defined 18 56,200 RADWARE, Ltd. Common Stocks M81873107 2,128 124,807 SH Sole 25 124,807 RADWARE, Ltd. Common Stocks M81873107 1,236 72,503 SH Defined 48 72,503 RADWARE, Ltd. Common Stocks M81873107 603 32,800 SH Defined 55 32,800 ASML Holding NV Common Stocks N07059111 2 100 SH Defined 15 100 CNH Global NV Common Stocks N20935206 2,955 143,180 SH Defined 18 143,180 CNH Global NV Common Stocks N20935206 2,232 108,120 SH Sole 25 108,120 Orthofix International NV Common Stocks N6748L102 3,030 70,900 SH Sole 25 70,900 Orthofix International NV Common Stocks N6748L102 1,846 43,200 SH Defined 58 43,200 Royal Caribbean Cruises, Ltd. Common Stocks V7780T103 7,557 174,076 SH Sole 25 174,076 Royal Caribbean Cruises, Ltd. Common Stocks V7780T103 6,905 159,054 SH Defined 40 159,054 ASE Test, Ltd. Common Stocks Y02516105 194 26,300 SH Defined 46 26,300 Flextronics International, Ltd. Common Stocks Y2573F102 2,951 128,900 SH Defined 4 128,900 Flextronics International, Ltd. Common Stocks Y2573F102 4,185 251,900 SH Defined 5 251,900 Flextronics International, Ltd. Common Stocks Y2573F102 3,791 237,700 SH Sole 25 237,700 Flextronics International, Ltd. Common Stocks Y2573F102 5,089 263,800 SH Defined 42 263,800 General Maritime Corp. Common Stocks Y2692M103 3,457 126,000 SH Defined 19 126,000 General Maritime Corp. Common Stocks Y2692M103 27 1,000 SH Defined 36 1,000 OMI Corp. Common Stocks Y6476W104 3,039 255,400 SH Defined 19 255,400 OMI Corp. Common Stocks Y6476W104 2,588 217,500 SH Sole 25 217,500 Teekay Shipping Corp. Common Stocks Y8564W103 3,073 82,200 SH Defined 19 82,200 Teekay Shipping Corp. Common Stocks Y8564W103 2,587 69,200 SH Sole 25 69,200 Total Market Value Amount ($000) 29,372,289 Total Row Count 7,671
-----END PRIVACY-ENHANCED MESSAGE-----