-----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, GU3EzaSa5vmKXKfNiCvpJirJrD1Ko0vjXephNc+7pcACt6c5tBsSlWlmfRhnNgN7 6TyXJnvePSVooD0/5WpE2w== 0000898430-01-503179.txt : 20031209 0000898430-01-503179.hdr.sgml : 20031209 20011029204144 ACCESSION NUMBER: 0000898430-01-503179 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20011030 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: 01769482 BUSINESS ADDRESS: STREET 1: 909 A STREET CITY: TACOMA STATE: WA ZIP: 98402 BUSINESS PHONE: 2065729500 MAIL ADDRESS: STREET 1: 909 A STREET CITY: TACOMA STATE: WA ZIP: 98402 13F-HR 1 d13fhr.txt FORM 13F-HR FOR THE QUARTER ENDING 9/30/2001 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quart September 30, 2001 ------------------ Check here if Amendment [ ]; Amendment Number: ------------------ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holding sentries Institutional Investment Manager Filing this Report: Name: Frank Russell Company ---------------------------------------------------------------------- Address: 909 A Street Tacoma, WA 98402 ---------------------------------------------------------------------- Form 13F File Number: 28-1190 --------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mary Beth Rhoden -------------------------------------------------------- Title: Assistant Secretary and Staff Counsel -------------------------------------------------------- Phone: (253) 596-5381 -------------------------------------------------------- /s/ Mary Beth Rodden Tacoma, WA October 23, 2001 - -------------------- ----------------- ------------------ [Signature] [City, State] [Date] 1. Frank Russell Company is a subsidiary of The Northwestern Mutual Life Insurance Company ("NML"). By virtue of the control relationship NML may be deemed to have `shared defined' investment discretion with respect to the securities reported herein. 2. This report is filed by Frank Russell Company as: A. The corporate parent which, on the applicable reporting date, wholly owned Frank Russell Trust Company ("FRTC"), a non-depository trust company organized and existing under the laws of the State of Washington. FRTC serves as trustee or "investment manager" (as defined in ERISA) for employee benefit plans, or endowments and foundations. In addition, FRTC serves as trustee and investment manager for twenty-nine investment funds of the commingled employee benefit fund trust. B. The corporate parent of Frank Russell Investment Management Company ("FRIMCo"), the "investment advisor" (as defined in the Investment Company Act of 1940) for Frank Russell Investment Company ("FRIC"), and Russell Insurance Funds ("RIF"). FRIC and RIF are both diversified open-end investment companies and are registered under the Investment Company Act of 1940. FRIC consists of thirty-one separate Funds and RIF consists of five separate Funds. C. The corporate parent of (a) Frank Russell Investments (Ireland) Ltd., manager of (i) Frank Russell Investment Company plc, consisting of eleven funds, (ii) Frank Russell Qualifying Investor Fund plc, consisting of one fund, (iii) Frank Russell Institutional Funds plc, consisting of four funds; (iv) Frank Russell Investment Company II plc, consisting of three funds, and (v) Frank Russell Investment Company III plc, consisting of one fund; (b) Frank Russell Investments (Cayman) Limited which provides services to Frank Russell Investment Company LLC, consisting of one fund; (c) Frank Russell Investments (Cayman) Limited, consisting of one fund, which is deemed to control, by virtue of its 50% ownership stake, SG/Russell Asset Management Limited, a joint venture, which currently manages Multi-Style, Multi-Manager Funds plc, consisting of ten funds; and (d) Frank Russell Company Limited, which manages Multi-Style, Multi-Manager Funds plc directly (each fund listed in this section, a "European Fund"). D. The corporate parent of Frank Russell Canada Limited (FRCL), the manager of sixteen mutual fund trusts and one unit trust (together, the "Canada Funds") created under the laws of Ontario pursuant to trust indentures. E. The indirect corporate parent of Frank Russell Investments (Japan), Ltd. ("FRIJ"), the manager of multiple collective investment vehicles currently consisting of five master investment trusts created under the laws of Japan pursuant to trust deeds, known as "mother funds," which invest in portfolio securities, as well as several additional investment trusts, known as "baby funds," each of which invests in one or more of the mother funds as well as, in some cases, other securities for hedging or other purposes, (together, the "Japan Funds"). F. The indirect corporate parent of Russell Investment Management Limited ("RIM"), the manager of 15 unit trusts (together, the "Australia Funds") created under the laws of New South Wales, Australia pursuant to the respective constitutions or deed of the Australia Funds. 3. FRTC uses the investment advisory services of one or more advisors for each of its collective investment funds. The authority conferred upon the advisors by their agreements with FRTC is to recommend purchases and sales of securities within guidelines as established by FRTC and to arrange for the execution of transactions approved by FRTC (except for those funds where assets are invested in group trusts, those investments are not reportable on Form 13F). FRTC has retained and exercises the exclusive authority to make investment decisions, and may purchase or sell portfolio securities without the approval of the advisors. FRTC is solely responsible for voting the portfolio securities. Accordingly: Item 6 "Investment Discretion" is reported as "(b) shared" (with Frank Russell Company) and Item 8 "Voting Authority" is reported as "(a) Sole" with respect to securities owned by FRTC. 4. FRIC and RIF use discretionary, unaffiliated "money managers" who have full authority to determine which securities will be bought or sold by FRIC and RIF for applicable portions of FRIC's and RIF's portfolios assigned to the money managers. However, FRIMCo has the authority to give specific orders to purchase or sell securities, or to over-ride a money manager's decisions. FRIC's and RIF's money managers are authorized to vote portfolio securities. However, officers of FRIMCo, who are also officers of FRIC and RIF, may vote portfolio securities in lieu of money managers when FRIMCo officers deem it in the best interest of FRIC's or RIF's shareholders. When appropriate, FRIMCo will consult with FRIC's and RIF's Board of Trustees concerning the voting of portfolio securities. Accordingly: Item 6 "Investment Discretion" is reported as "(b) Shared," FRC (as reporting Institutional Investment Manager) with FRIMCo and as "(c) Shared-Other" by FRIMCo (with the money manager): and, Item 8 "Voting Authority" is reported as "(b) Shared," FRIC's and RIF's money managers with FRC, FRIMCo, and with FRIC's and RIF's Board of Trustees. 5. The European Funds use unaffiliated "money managers" who each have complete discretion to purchase and sell securities for its segment of a European Fund's portfolio. Money Managers may be hired or replaced at any time by the applicable European Fund's manager or its agent, subject to any applicable regulatory approvals. The applicable European Fund's manager may directly manage any of a European Fund's portfolio investments. Accordingly: Item 6 "Investment Discretion" is reported as "(b) shared," FRC (as reporting Institutional Investment Manager) with the applicable European Fund's manager and as "(c) Shared-Other" by applicable European Fund's manager (with the money manager); and Item 8 "Voting Authority" is reported as "(b) Shared" by FRIC's and RIF's money managers with applicable European Funds' managers. 6. The Canada Funds use unaffiliated "money managers" who each have complete discretion to purchase and sell securities for its segment of a Canada Fund's portfolio. Money Managers may be hired or replaced at any time by FRCL. FRCL may manage the cash and cash equivalents of any Canada Fund and may also, at its sole discretion, directly manage any of a Canada Fund's portfolio investments. Accordingly: Item 6 "Investment Discretion" is reported as "(b) shared," FRC (as reporting Institutional Investment Manager) with FRCL and as "(c) Shared-Other" by FRCL (with the money manager); and Item 8 "Voting Authority" is reported as "(b) Shared" by FRIC's and RIF's money managers with FRCL. 7. The Japan Funds use unaffiliated "money managers" who each have complete discretion to purchase and sell securities for its segment of a Japan Fund's portfolio. Money managers may be hired or replaced at any time by FRIJ. FRIJ may manage the cash and cash equivalents of any Japan Fund and may also, at its sole discretion, directly manage any of a Japan Fund's portfolio investments. Accordingly: Item 6 "Investment Discretion" is reported as "(b) shared," FRC (as reporting Institutional Investment Manager) with FRIJ and as "(c) Shared-Other" by FRIJ (with the money manager); and Item 8 "Voting Authority" is reported as "(b) Shared" between the Japan Fund's money managers and FRIJ. 8. The Australia funds use unaffiliated "money managers" who each have complete discretion to purchase and sell securities for its segment of an Australia Fund's portfolio. Money managers may be hired or replaced at any time by RIM. RIM may manage the cash and cash equivalents of any Australia Fund and may also, at its sole discretion, directly manage any of a Australia Fund's portfolio investments. Accordingly, Item 6 "Investment Discretion" is reported as "(b) shared," FRC (as reporting institutional Investment Manager) with RIM and as "(c) Shared-Other" by RIM (with the money manager); and Item 8 "Voting Authority" is reported as "(b) shared" between the Australia Fund's money manager and RIM. Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 60 ------------------------------ Form 13F Information Table Entry Total: 8,264 ------------------------------ Form 13F Information Table Value Total: $ 18,125,802 ------------------------------ List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.]
No. Form 13F File Number Name - ------ ---------------------- -------------------------------------------------------- 1 N/A Alliance Capital Management L.P. 2 28-02405 Cohen & Steers Capital Management 3 28-01488 Delphi Management, Inc. 4 N/A Emerging Markets (Master) 5 28-03706 Equinox Capital Management, LLC 6 #N/A Equity I (Master) 7 #N/A Equity II (Master) 8 #N/A Equity Q (Master) 9 28-01439 Franklin Portfolio Associates, LLC 10 28-06418 Genesis Asset Managers Limited 11 28-03059 Jacobs Levy Equity Management, Inc. 12 28-01482 J.P. Morgan Investment. Management, Inc. 13 28-03877 Fiduciary Trust Company International, Inc. 14 N/A MFS Institutional Advisors, Inc. 15 28-02701 Pacific Investment Management Company (PIMCO) 16 N/A Quantitative Equity (Master) 17 28-01054 Fidelity Management Trust Company 18 #N/A Special Growth (Master) 19 28-04303 Standish, Ayer, & Wood, Inc. 20 28-03426 Suffolk Capital Management, Inc. 21 28-04395 Ballie, Gifford Overseas Limited 22 28-00096 Capital Group, Inc. (Capital Guardian Trust Company) 23 28-04323 Sirach Capital Management, Inc. 24 28-04051 Marvin & Palmer Associates, Inc. 25 28-04886 GlobeFlex Capital, L.P. 26 28-03946 Barclays Global Advisors, N.A. 27 28-06538 AEW Capital Management, L.P. 28 28-04372 Westpeak Investment Advisors, L.P. 29 N/A The Boston Company Asset Management, Inc. 30 #N/A Sanford C. Bernstein & Co., LLC a Subsidiary of Alliance Capital Management L.P. 31 N/A Peachtree Asset Management 32 28-02762 FRIMCo 33 N/A Mastholm Asset Management, LLC 34 N/A Guardian Capital, Inc. 35 28-01096 Frank Russell Trust Company 36 28-01515 Geewax, Terker 37 N/A Foreign & Colonial Emergin Markets Limited 38 28-04189 Nicholas Applegate Capital Management 39 N/A Schroder Capital Management International Fund 40 28-06677 TCW London International Limited 41 N/A Schroder Investment Management (Singapore) Limited 42 28-03946 Barclays Global Investors 43 28-096 Capital International Limited 44 28-06748 Marsico Capital Management, LLC 45 28-06588 Lazard Asset Management 46 N/A Alliance Capital Management Australia Limited 47 28-07312 Security Capital Global Capital Management Group Inc. 48 28-01202 Strong Capital Management, Inc 49 28-02924 Turner Investment Partners, Inc 50 28-05519 CapitalWorks Investment Partners, LLC 51 28-04207 Driehaus Capital Management, Inc 52 28-05015 Systematic Financial Management, L.P. 53 28-00663 David J. Greene and Company, LLC 54 28-02293 TimesSquare Capital Management, Inc. 55 N/A Laketon Investment Management Ltd. 56 28-03152 Cypress Capital Management, Inc. 57 28-04007 Fuller & Thaler 58 28-06008 Iridian Asset Management 59 N/A Boston Company 60 28-03299 Fidelity Management and Research Company
FORM 13F INFORMATION TABLE
Item 1. Item 2. Item 3. Item 4. Item 5. Item 6. Item 7. Item 8. ------- ------- ------- ------- ------- ------- ------- ------- Value Shares/Prn Investment Discretion Other Voting Authority Name of Issuer Title of Class CUSIP (x$1,000) Amount SH/PRN Sole Defined Other Managers Sole Shared None -------------- -------------- ----- --------- ------ ------ ---- ------- ----- -------- ---- ------ ---- AAR Corp. Common Stocks 000361105 156 19,500 SH x 35 19,500 18 2,200 SH x x 36 2,200 ADC Telecommunications, Inc. Common Stocks 000886101 18 5,037 SH x 35 5,037 ABM Industries, Inc. Common Stocks 000957100 31 1,200 SH x x 36 1,200 AFLAC, Inc. Common Stocks 001055102 284 5,200 SH x x 1 5,200 1,149 37,160 SH x x 26 37,160 472 16,800 SH x x 28 16,800 3,351 124,110 SH x 35 124,110 AGCO Corp. Common Stocks 001084102 57 4,000 SH x x 28 4,000 2,665 294,450 SH x 35 294,450 0 1,800 SH x x 42 1,800 919 101,500 SH x x 53 101,500 AGL Resources, Inc. Common Stocks 001204106 3,187 149,900 SH x x 5 149,900 1,899 93,800 SH x x 11 93,800 424 16,720 SH x x 14 16,720 299 10,800 SH x x 28 10,800 6,225 311,700 SH x 35 311,700 AES Corp. Common Stocks 00130H105 35 2,714 SH x 35 2,714 60 4,676 SH x x 36 4,676 AK Steel Holding Corp. Common Stocks 001547108 916 108,400 SH x x 3 108,400 258 30,600 SH x x 28 30,600 392 46,424 SH x 35 46,424 AMB Property Corp. Common Stocks 00163T109 10,464 427,100 SH x x 2 427,100 209 7,450 SH x x 26 7,450 8,389 342,400 SH x x 27 342,400 214 8,718 SH x 35 8,718 Amli Residential Properties Trust Common Stocks 001735109 0 200 SH x x 42 200 AMR Corp. Common Stocks 001765106 396 18,100 SH x x 26 18,100 509 26,609 SH x 35 26,609 AOL Time Warner, Inc. Common Stocks 00184A105 25,162 607,955 SH x x 1 607,955 12,674 382,904 SH x x 9 382,904 14,087 403,400 SH x x 11 403,400 24,760 762,975 SH x x 12 762,975 6,829 206,300 SH x x 20 206,300 15,967 481,811 SH x x 26 481,811 7,688 128,600 SH x x 28 128,600 258 7,800 SH x x 30 7,800 2,347 70,900 SH x x 31 70,900 102,627 3,100,512 SH x 35 3,100,512 215 6,500 SH x x 44 6,500 5,185 77,300 SH x x 46 77,300 2,772 72,700 SH x x 48 72,700 21,046 499,750 SH x x 49 499,750 ATI Technologies, Inc. Common Stocks 001941103 1,006 128,347 SH x 35 128,347 287 36,668 SH x x 51 36,668
312 39,800 SH x x 54 39,800 AT&T Corp. Common Stocks 001957109 3,516 89,900 SH x x 1 89,900 11,592 576,000 SH x x 5 576,000 3,424 177,400 SH x x 11 177,400 2,692 140,919 SH x x 12 140,919 1,578 64,440 SH x x 14 64,440 2,357 122,100 SH x x 20 122,100 7,636 345,446 SH x x 26 345,446 234 12,150 SH x x 28 12,150 2,945 152,600 SH x x 30 152,600 40,375 2,091,959 SH x 35 2,091,959 1,188 54,200 SH x x 48 54,200 1,336 69,200 SH x x 58 69,200 AVX Corp. Common Stocks 002444107 2,172 133,500 SH x x 3 133,500 537 29,530 SH x x 26 29,530 2,938 180,561 SH x 35 180,561 70 4,300 SH x x 36 4,300 32 1,991 SH x x 42 1,991 AXT, Inc. Common Stocks 00246W103 296 27,900 SH x x 28 27,900 439 41,400 SH x 35 41,400 19 1,800 SH x x 36 1,800 Aaron Rents, Inc. Common Stocks 002535201 95 6,100 SH x x 11 6,100 208 13,400 SH x x 28 13,400 534 34,480 SH x 35 34,480 25 1,600 SH x x 36 1,600 50 3,141 SH x x 42 3,141 Abaxis, Inc. Common Stocks 002567105 46 10,500 SH x x 57 10,500 Abbott Laboratories Common Stocks 002824100 7,290 134,750 SH x x 5 134,750 4,407 85,000 SH x x 9 85,000 10,615 193,000 SH x x 11 193,000 6,979 136,700 SH x x 12 136,700 1,035 15,740 SH x x 14 15,740 1,334 22,470 SH x x 26 22,470 5,059 74,960 SH x x 28 74,960 2,774 53,500 SH x x 30 53,500 52,396 1,010,538 SH x 35 1,010,538 4,886 82,900 SH x x 48 82,900 10,065 147,750 SH x x 49 147,750 Abercrombie & Fitch Co. Class A Common Stocks 002896207 193 11,400 SH x x 5 11,400 2,182 123,700 SH x x 12 123,700 1,240 65,750 SH x x 20 65,750 1,329 75,529 SH x 35 75,529 136 7,710 SH x x 36 7,710 88 5,000 SH x x 52 5,000 Abgenix, Inc. Common Stocks 00339B107 173 7,600 SH x x 28 7,600 2,262 99,644 SH x 35 99,644 1,780 78,400 SH x x 50 78,400 Accredo Health, Inc. Common Stocks 00437V104 2,257 62,000 SH x x 23 62,000 6,786 186,440 SH x 35 186,440 149 4,100 SH x x 36 4,100
1,376 37,800 SH x x 50 37,800 Aceto Corp. Common Stocks 004446100 1,585 163,400 SH x 35 163,400 Ackerley Communications, Inc. Common Stocks 004527107 427 38,800 SH x x 28 38,800 562 52,500 SH x 35 52,500 Activision, Inc. Common Stocks 004930202 719 25,200 SH x x 11 25,200 67 2,600 SH x x 13 2,600 29 1,100 SH x x 28 1,100 1,739 63,900 SH x 35 63,900 57 2,100 SH x x 57 2,100 Action Performance Companies, Inc. Common Stocks 004933107 169 9,270 SH x x 36 9,270 67 3,700 SH x x 57 3,700 Actel Corp. Common Stocks 004934105 154 8,690 SH x 35 8,690 36 2,021 SH x x 42 2,021 Acterna Corp. Common Stocks 00503U105 4 1,177 SH x 35 1,177 Actrade Financial Technologies, Ltd. Common Stocks 00507P102 29 1,600 SH x x 28 1,600 64 3,500 SH x x 36 3,500 Actuate Corp. Common Stocks 00508B102 72 16,700 SH x x 13 16,700 1,998 476,960 SH x 35 476,960 33 7,830 SH x x 36 7,830 634 151,400 SH x x 54 151,400 Acxiom Corp. Common Stocks 005125109 1,500 159,600 SH x x 11 159,600 14 1,800 SH x x 28 1,800 1,426 151,705 SH x 35 151,705 10 1,100 SH x x 36 1,100 Adaptec, Inc. Common Stocks 00651F108 23 2,530 SH x x 26 2,530 582 69,500 SH x x 28 69,500 1,750 222,629 SH x 35 222,629 118 15,039 SH x x 42 15,039 66 8,400 SH x x 52 8,400 Adelphia Communications Corp. Class A Common Stocks 006848105 726 29,300 SH x x 12 29,300 85 3,270 SH x x 26 3,270 188 8,480 SH x 35 8,480 Adminstaff, Inc. Common Stocks 007094105 1,778 68,380 SH x 35 68,380 42 1,600 SH x x 36 1,600 Adobe Systems, Inc. Common Stocks 00724F101 13 500 SH x x 12 500 37 1,547 SH x 35 1,547 Advanced Digital Information Common Stocks 007525108 1,927 176,845 SH x x 20 176,845 267 25,700 SH x x 28 25,700 1,010 97,988 SH x 35 97,988 44 4,300 SH x x 36 4,300 Advanced Marketing Services, Inc. Common Stocks 00753T105 28 1,800 SH x x 36 1,800 Advanced Fibre Communications Common Stocks 00754A105 15 1,000 SH x x 28 1,000 99 6,772 SH x 35 6,772 Advanced Semiconductor Engineering, Inc. - ADR Common Stocks 00756M404 181 78,872 SH x 35 78,872 237 90,557 SH x x 39 90,557 Advo Systems, Inc. Common Stocks 007585102 428 12,600 SH x x 28 12,600 891 26,200 SH x 35 26,200 61 1,800 SH x x 36 1,800 Aeroflex, Inc. Common Stocks 007768104 2,644 229,525 SH x x 20 229,525 819 74,486 SH x 35 74,486
Advanced Micro Devices, Inc. Common Stocks 007903107 1,147 140,700 SH x x 9 140,700 1,227 143,100 SH x x 11 143,100 89 10,910 SH x x 26 10,910 114 8,900 SH x x 28 8,900 780 95,700 SH x x 31 95,700 3,342 410,088 SH x 35 410,088 AdvancePCS Common Stocks 00790K109 1,493 20,800 SH x x 23 20,800 4,328 60,292 SH x 35 60,292 299 4,165 SH x x 36 4,165 Advanta Corp. Class A Common Stocks 007942105 262 25,800 SH x x 28 25,800 123 13,100 SH x 35 13,100 Advanced Energy Industries, Inc. Common Stocks 007973100 45 2,500 SH x x 13 2,500 1,531 87,327 SH x x 20 87,327 1,268 76,219 SH x 35 76,219 389 23,400 SH x x 54 23,400 Advent Software, Inc. Common Stocks 007974108 49 1,300 SH x x 28 1,300 4,749 126,143 SH x 35 126,143 210 5,580 SH x x 36 5,580 1,683 44,700 SH x x 50 44,700 Aetna, Inc. Common Stocks 00817Y108 454 15,700 SH x x 11 15,700 128 2,800 SH x x 28 2,800 1,979 68,500 SH x x 30 68,500 4,618 159,847 SH x 35 159,847 Affiliated Computer Services, Inc. Class A Common Stocks 008190100 3,974 46,500 SH x x 11 46,500 112 1,300 SH x x 13 1,300 1,970 24,200 SH x x 23 24,200 1,299 14,800 SH x x 25 14,800 1,613 17,700 SH x x 28 17,700 9,099 111,771 SH x 35 111,771 391 4,800 SH x x 36 4,800 1,026 12,600 SH x x 54 12,600 Affiliated Managers Group, Inc. Common Stocks 008252108 3,034 53,400 SH x x 11 53,400 1,142 20,100 SH x x 23 20,100 4,101 72,190 SH x 35 72,190 140 2,460 SH x x 36 2,460 18 329 SH x x 42 329 Affymetrix, Inc. Common Stocks 00826T108 67 4,300 SH x x 13 4,300 1,241 77,297 SH x 35 77,297 636 39,600 SH x x 54 39,600 Agere Systems, Inc. Common Stocks 00845V100 16 3,837 SH x 35 3,837 144 34,900 SH x x 36 34,900 Agilent Technologies, Inc. Common Stocks 00846U101 2,908 141,368 SH x x 26 141,368 80 4,100 SH x x 30 4,100 1,983 101,452 SH x 35 101,452 Agile Software Corp. Common Stocks 00846X105 25 2,700 SH x x 36 2,700 Air Products & Chemicals, Inc. Common Stocks 009158106 813 10,400 SH x x 1 10,400 7,108 178,300 SH x x 5 178,300 1,007 20,450 SH x x 14 20,450 1,863 48,300 SH x x 20 48,300 1,242 28,100 SH x x 26 28,100
367 9,500 SH x x 28 9,500 1,127 29,200 SH x x 30 29,200 25,354 657,184 SH x 35 657,184 2,363 53,900 SH x x 48 53,900 Airborne, Inc. Common Stocks 009269101 1,133 118,600 SH x x 11 118,600 1,120 108,800 SH x x 25 108,800 520 52,320 SH x x 26 52,320 2,840 297,340 SH x 35 297,340 23 2,750 SH x x 42 2,750 Airgas, Inc. Common Stocks 009363102 717 54,000 SH x x 11 54,000 525 35,400 SH x x 26 35,400 25 2,300 SH x x 28 2,300 1,989 149,880 SH x 35 149,880 78 5,900 SH x x 36 5,900 127 11,541 SH x x 42 11,541 AirGate PCS, Inc. Common Stocks 009367103 1,236 25,800 SH x x 25 25,800 2,354 53,000 SH x 35 53,000 959 21,600 SH x x 50 21,600 AirTran Holdings, Inc. Common Stocks 00949P108 22 3,300 SH x x 28 3,300 107 25,340 SH x 35 25,340 25 6,000 SH x x 36 6,000 Akamai Technologies, Inc. Common Stocks 00971T101 66 22,700 SH x x 12 22,700 AKZO Nobel - ADR Common Stocks 010199305 4,080 90,300 SH x x 5 90,300 842 16,670 SH x x 14 16,670 8,372 205,900 SH x 35 205,900 Alabama National BanCorporation Common Stocks 010317105 20 600 SH x x 36 600 Albany International Corp. Class A Common Stocks 012348108 531 35,500 SH x x 11 35,500 66 2,800 SH x x 28 2,800 181 12,130 SH x 35 12,130 19 1,300 SH x x 36 1,300 16 1,011 SH x x 42 1,011 Albany Molecular Research, Inc. Common Stocks 012423109 112 4,500 SH x x 28 4,500 104 4,200 SH x 35 4,200 71 2,860 SH x x 36 2,860 Albemarle Corp. Common Stocks 012653101 588 31,100 SH x x 11 31,100 455 21,120 SH x x 26 21,120 107 3,600 SH x x 28 3,600 1,555 82,300 SH x 35 82,300 137 7,921 SH x x 42 7,921 Alberto-Culver Co. Class B Common Stocks 013068101 1,847 44,544 SH x x 20 44,544 1,260 32,400 SH x x 23 32,400 1,645 31,500 SH x x 28 31,500 3,407 87,613 SH x 35 87,613 Albertson's, Inc. Common Stocks 013104104 0 49 SH x x 5 49 1,600 50,200 SH x x 9 50,200 2,176 65,403 SH x x 26 65,403 440 13,800 SH x x 28 13,800 2,941 92,247 SH x 35 92,247 Alcan Aluminum, Ltd. Common Stocks 013716105 188 3,100 SH x x 1 3,100 249 8,300 SH x x 12 8,300
60 2,000 SH x x 17 2,000 27 900 SH x x 28 900 126 4,210 SH x 35 4,210 Alcoa, Inc. Common Stocks 013817101 729 11,600 SH x x 1 11,600 12,108 379,790 SH x x 5 379,790 13,640 446,856 SH x x 12 446,856 1,549 39,330 SH x x 14 39,330 3,817 123,100 SH x x 20 123,100 3,083 86,798 SH x x 26 86,798 214 6,900 SH x x 28 6,900 329 10,600 SH x x 30 10,600 37,279 1,202,158 SH x 35 1,202,158 4,679 118,840 SH x x 49 118,840 291 9,400 SH x x 52 9,400 Aldila, Inc. Common Stocks 014384101 5 4,300 SH x x 57 4,300 Alexander & Baldwin, Inc. Common Stocks 014482103 197 8,410 SH x 35 8,410 42 1,951 SH x x 42 1,951 Alexandria Real Estate Equities, Inc. Common Stocks 015271109 584 14,800 SH x x 11 14,800 667 16,900 SH x 35 16,900 Alexion Pharmaceuticals, Inc. Common Stocks 015351109 39 2,300 SH x x 36 2,300 Alfa Corp. Common Stocks 015385107 139 4,000 SH x x 28 4,000 60 2,730 SH x 35 2,730 97 4,400 SH x x 36 4,400 14 661 SH x x 42 661 Alkermes, Inc. Common Stocks 01642T108 172 8,900 SH x x 13 8,900 2,628 134,195 SH x 35 134,195 114 5,800 SH x x 36 5,800 1,521 77,700 SH x x 54 77,700 Alleghany Corp. Common Stocks 017175100 6 29 SH x 35 29 40 200 SH x x 36 200 Allegheny Energy, Inc. Common Stocks 017361106 476 6,400 SH x x 1 6,400 1,479 37,100 SH x x 26 37,100 825 22,480 SH x x 30 22,480 2,884 78,584 SH x 35 78,584 22 600 SH x x 36 600 4 100 SH x x 42 100 Allegheny Technologies, Inc. Common Stocks 01741R102 6 444 SH x 35 444 Allegiance Telecom, Inc. Common Stocks 01747T102 16 5,248 SH x 35 5,248 6 751 SH x x 42 751 Allen Telecom, Inc. Common Stocks 018091108 723 83,100 SH x 35 83,100 1,302 149,600 SH x x 53 149,600 Allergan, Inc. Common Stocks 018490102 5,628 80,500 SH x x 11 80,500 501 4,900 SH x x 28 4,900 4,091 61,705 SH x 35 61,705 ALLETE Common Stocks 018522102 303 11,800 SH x x 11 11,800 14 560 SH x 35 560 249 9,700 SH x x 36 9,700 Alliance Data Systems Corp. New Common Stocks 018581108 125 11,000 SH x x 13 11,000 3,226 198,500 SH x 35 198,500 1,737 106,900 SH x x 54 106,900
Alliance Gaming Corp. Common Stocks 01859P609 185 13,000 SH x x 57 13,000 Alliance Semiconductor Corp. Common Stocks 01877H100 194 27,010 SH x 35 27,010 40 5,542 SH x x 42 5,542 Alliant Energy Corp. Common Stocks 018802108 1,549 49,500 SH x x 11 49,500 164 3,900 SH x x 28 3,900 438 14,000 SH x x 30 14,000 3,290 105,124 SH x 35 105,124 Alliant Techsystems, Inc. Common Stocks 018804104 8,365 97,725 SH x x 11 97,725 1,249 13,550 SH x x 25 13,550 466 3,450 SH x x 28 3,450 8,560 100,000 SH x 35 100,000 123 1,440 SH x x 36 1,440 Allied Capital Corp. Common Stocks 01903Q108 154 6,770 SH x x 26 6,770 85 2,700 SH x x 28 2,700 110 4,825 SH x 35 4,825 241 10,600 SH x x 36 10,600 11 521 SH x x 42 521 Allied Waste Industries, Inc. Common Stocks 019589308 294 21,500 SH x x 28 21,500 440 34,495 SH x 35 34,495 42 3,300 SH x x 36 3,300 Allmerica Financial Corp. Common Stocks 019754100 82 1,590 SH x x 26 1,590 114 2,552 SH x 35 2,552 Allstate Corp. Common Stocks 020002101 386 5,100 SH x x 1 5,100 7,747 204,500 SH x x 5 204,500 1,005 26,900 SH x x 9 26,900 6,651 168,300 SH x x 11 168,300 919 26,300 SH x x 12 26,300 1,146 24,100 SH x x 14 24,100 3,812 89,480 SH x x 26 89,480 1,021 22,200 SH x x 28 22,200 1,221 32,700 SH x x 30 32,700 21,808 583,889 SH x 35 583,889 Alltel Corp. Common Stocks 020039103 117 1,000 SH x x 1 1,000 2,915 50,300 SH x x 9 50,300 5,411 88,709 SH x x 26 88,709 4,411 76,115 SH x 35 76,115 Alpha Industries, Inc. Common Stocks 020753109 120 4,700 SH x x 13 4,700 1,617 77,475 SH x x 20 77,475 4,059 209,533 SH x 35 209,533 506 26,100 SH x x 50 26,100 908 46,900 SH x x 54 46,900 Alpharma, Inc. Class A Common Stocks 020813101 714 24,800 SH x 35 24,800 1,166 40,500 SH x x 53 40,500 Alstom - ADR Common Stocks 021244108 1,091 61,700 SH x x 5 61,700 223 11,360 SH x x 14 11,360 2,305 145,400 SH x 35 145,400 Altera Corp. Common Stocks 021441100 99 6,300 SH x x 1 6,300 1,604 94,400 SH x x 12 94,400 1,468 89,645 SH x 35 89,645 735 39,500 SH x x 48 39,500
Amazon.com, Inc. Common Stocks 023135106 1,580 259,750 SH x x 26 259,750 657 110,046 SH x 35 110,046 AMBAC Financial Group, Inc. Common Stocks 023139108 8,073 150,750 SH x x 12 150,750 741 11,810 SH x x 26 11,810 104 1,200 SH x x 28 1,200 437 7,995 SH x x 30 7,995 3,429 62,668 SH x 35 62,668 Ambanc Holding Co., Inc. Common Stocks 023161102 27 1,300 SH x 35 1,300 Ambassadors International, Inc. Common Stocks 023178106 127 7,600 SH x x 28 7,600 389 23,300 SH x 35 23,300 3 200 SH x x 36 200 8 491 SH x x 42 491 AMCOL International Corp. Common Stocks 02341W103 51 9,100 SH x x 11 9,100 65 11,500 SH x 35 11,500 Amerada Hess Corp. Common Stocks 023551104 1,119 8,700 SH x x 1 8,700 2,983 43,630 SH x x 26 43,630 292 4,600 SH x x 28 4,600 1,092 17,200 SH x x 30 17,200 4,495 70,794 SH x 35 70,794 Ameren Corp. Common Stocks 023608102 926 11,900 SH x x 1 11,900 947 24,200 SH x x 12 24,200 586 13,330 SH x x 26 13,330 1,272 33,130 SH x x 30 33,130 4,315 112,375 SH x 35 112,375 America Movil SA de CV - ADR Common Stocks 02364W105 942 68,000 SH x x 10 68,000 903 38,600 SH x x 22 38,600 553 33,900 SH x x 30 33,900 7,932 534,884 SH x 35 534,884 954 64,360 SH x x 37 64,360 1,874 113,700 SH x x 38 113,700 998 57,764 SH x x 39 57,764 1,335 90,000 SH x x 43 90,000 1,278 86,210 SH x x 51 86,210 American Axle & Manufacturing Holdings, Inc. Common Stocks 024061103 323 25,300 SH x x 11 25,300 851 66,000 SH x x 28 66,000 1,723 135,100 SH x 35 135,100 American Capital Strategies, Ltd. Common Stocks 024937104 849 31,000 SH x x 11 31,000 1,849 67,500 SH x x 23 67,500 64 2,500 SH x x 28 2,500 2,767 101,030 SH x 35 101,030 66 2,400 SH x x 36 2,400 102 3,981 SH x x 42 3,981 American Electric Power Co., Inc. Common Stocks 025537101 2,348 26,800 SH x x 1 26,800 320 7,400 SH x x 11 7,400 1,099 23,000 SH x x 26 23,000 4,164 74,200 SH x x 28 74,200 1,989 46,000 SH x x 30 46,000 8,291 191,795 SH x 35 191,795 American Eagle Outfitters, Inc. Common Stocks 02553E106 110 3,500 SH x x 11 3,500 1,830 86,251 SH x x 20 86,251
605 28,200 SH x x 25 28,200 141 7,110 SH x x 26 7,110 42 2,100 SH x x 28 2,100 2,721 136,744 SH x 35 136,744 106 5,325 SH x x 36 5,325 American Express Co. Common Stocks 025816109 192 7,000 SH x x 5 7,000 2,298 80,800 SH x x 12 80,800 572 19,700 SH x x 20 19,700 2,819 84,710 SH x x 26 84,710 947 31,200 SH x x 28 31,200 683 23,500 SH x x 30 23,500 1,691 58,200 SH x x 31 58,200 14,525 499,841 SH x 35 499,841 108 3,700 SH x x 52 3,700 American Financial Group, Inc. Common Stocks 025932104 613 27,600 SH x x 11 27,600 323 12,730 SH x x 26 12,730 2,685 120,940 SH x 35 120,940 138 6,200 SH x x 36 6,200 25 1,231 SH x x 42 1,231 American Financial Holdings, Inc. Common Stocks 026075101 22 900 SH x x 11 900 10 400 SH x 35 400 66 2,700 SH x x 36 2,700 American Greetings Corp. Class A Common Stocks 026375105 117 5,600 SH x x 28 5,600 692 52,250 SH x 35 52,250 American Home Products Corp. Common Stocks 026609107 171 2,300 SH x x 1 2,300 8,690 142,380 SH x x 5 142,380 7,767 124,200 SH x x 11 124,200 13,110 226,400 SH x x 12 226,400 1,129 15,170 SH x x 14 15,170 1,020 11,100 SH x x 28 11,100 1,293 22,200 SH x x 30 22,200 34,531 592,804 SH x 35 592,804 165 1,400 SH x x 46 1,400 3,931 59,400 SH x x 48 59,400 10,220 133,740 SH x x 49 133,740 American International Group, Inc. Common Stocks 026874107 16,871 158,698 SH x x 1 158,698 1,310 18,268 SH x x 5 18,268 15,140 194,101 SH x x 9 194,101 4,904 59,547 SH x x 11 59,547 22,551 293,608 SH x x 12 293,608 4,274 54,800 SH x x 20 54,800 29,118 358,505 SH x x 26 358,505 15,985 160,688 SH x x 28 160,688 2,679 34,346 SH x x 30 34,346 95,367 1,222,648 SH x 35 1,222,648 242 3,100 SH x x 40 3,100 2,845 18,000 SH x x 46 18,000 7,761 87,600 SH x x 48 87,600 12,524 138,590 SH x x 49 138,590 296 3,800 SH x x 52 3,800
American Italian Pasta Co. Class A Common Stocks 027070101 601 13,900 SH x x 11 13,900 907 20,970 SH x 35 20,970 17 431 SH x x 42 431 American Management Systems, Inc. Common Stocks 027352103 44 3,700 SH x x 36 3,700 American Medical Systems Holdings, Inc. New Common Stocks 02744M108 78 4,110 SH x x 36 4,110 American National Insurance Co. Common Stocks 028591105 170 2,100 SH x x 11 2,100 48 600 SH x x 28 600 151 1,863 SH x 35 1,863 89 1,100 SH x x 36 1,100 American Power Conversion Corp. Common Stocks 029066107 107 5,800 SH x x 28 5,800 12 1,020 SH x 35 1,020 American Standard Cos., Inc. Common Stocks 029712106 3,086 56,100 SH x x 20 56,100 1,148 18,220 SH x x 26 18,220 121 1,400 SH x x 28 1,400 864 15,700 SH x x 30 15,700 13,144 238,985 SH x 35 238,985 506 9,200 SH x x 36 9,200 86 1,511 SH x x 42 1,511 American States Water Co. Common Stocks 029899101 59 1,600 SH x x 11 1,600 0 200 SH x x 42 200 American Tower Corp. Class A Common Stocks 029912201 1,092 82,800 SH x x 12 82,800 180 12,924 SH x 35 12,924 210 15,100 SH x x 36 15,100 American Water Works, Inc. Common Stocks 030411102 19 474 SH x 35 474 517 13,100 SH x x 36 13,100 American Woodmark Corp. Common Stocks 030506109 6 200 SH x x 36 200 AmeriCredit Corp. Common Stocks 03060R101 2,427 72,700 SH x x 11 72,700 1,820 58,500 SH x x 12 58,500 1,988 59,482 SH x x 20 59,482 1,113 35,200 SH x x 23 35,200 953 29,200 SH x x 26 29,200 726 20,000 SH x x 28 20,000 4,668 147,643 SH x 35 147,643 300 9,490 SH x x 36 9,490 1 40 SH x x 42 40 Ameron, Inc. Common Stocks 030710107 32 500 SH x x 11 500 148 2,300 SH x 35 2,300 3 50 SH x x 42 50 AmeriPath, Inc. Common Stocks 03071D109 0 1,100 SH x x 42 1,100 Ameritrade Holding Corp. Class A Common Stocks 03072H109 3 692 SH x 35 692 AMETEK, Inc. Common Stocks 031100100 594 22,600 SH x x 23 22,600 1,111 39,200 SH x x 25 39,200 1,698 64,600 SH x 35 64,600 135 5,130 SH x x 36 5,130 Amgen, Inc. Common Stocks 031162100 9,598 163,200 SH x x 12 163,200 65 1,100 SH x x 28 1,100 24,962 424,736 SH x 35 424,736 394 6,700 SH x x 40 6,700 4,604 69,100 SH x x 48 69,100 14,751 191,650 SH x x 49 191,650
Amkor Technology, Inc. Common Stocks 031652100 149 12,326 SH x x 26 12,326 379 36,049 SH x 35 36,049 45 3,941 SH x x 42 3,941 Amphenol Corp. Class A Common Stocks 032095101 63 1,550 SH x x 26 1,550 35 1,000 SH x x 28 1,000 198 5,692 SH x 35 5,692 132 3,800 SH x x 36 3,800 0 700 SH x x 42 700 AmSouth Bancorp Common Stocks 032165102 337 9,200 SH x x 1 9,200 2 100 SH x x 12 100 3,652 192,240 SH x x 26 192,240 188 6,600 SH x x 28 6,600 940 52,000 SH x x 30 52,000 4,920 272,290 SH x 35 272,290 Amtran, Inc. Common Stocks 03234G106 44 5,120 SH x 35 5,120 10 1,201 SH x x 42 1,201 Anadarko Petroleum Corp. Common Stocks 032511107 14 300 SH x x 9 300 2,242 46,700 SH x x 12 46,700 83 1,319 SH x x 28 1,319 2,179 45,317 SH x 35 45,317 902 16,500 SH x x 48 16,500 ANADIGICS, Inc. Common Stocks 032515108 24 2,000 SH x x 36 2,000 Analog Devices, Inc. Common Stocks 032654105 2,084 57,100 SH x x 5 57,100 451 10,800 SH x x 14 10,800 2,264 67,320 SH x x 26 67,320 7,966 243,598 SH x 35 243,598 1,516 40,800 SH x x 48 40,800 Anaren Microwave, Inc. Common Stocks 032744104 2,231 125,851 SH x x 20 125,851 1,077 65,887 SH x 35 65,887 Anchor Gaming Common Stocks 033037102 50 1,200 SH x x 36 1,200 Andover Bancorp, Inc. Common Stocks 034258103 26 500 SH x x 36 500 Andrew Corp. Common Stocks 034425108 480 23,080 SH x x 26 23,080 25 1,500 SH x x 28 1,500 807 44,410 SH x 35 44,410 27 1,761 SH x x 42 1,761 Andrx Group Common Stocks 034553107 27 409 SH x 35 409 357 5,500 SH x x 36 5,500 Anheuser-Busch Cos., Inc. Common Stocks 035229103 1,596 34,600 SH x x 1 34,600 526 12,700 SH x x 5 12,700 1,311 31,300 SH x x 11 31,300 6,734 150,450 SH x x 26 150,450 3,680 79,000 SH x x 28 79,000 796 19,000 SH x x 30 19,000 2,785 66,500 SH x x 31 66,500 27,940 667,134 SH x 35 667,134 2,886 68,910 SH x x 44 68,910 857 10,100 SH x x 46 10,100 1,834 38,300 SH x x 48 38,300 1,859 21,910 SH x x 49 21,910 302 7,200 SH x x 52 7,200
Anixter International, Inc. Common Stocks 035290105 419 16,900 SH x x 11 16,900 414 15,600 SH x x 28 15,600 852 34,400 SH x 35 34,400 34 1,360 SH x x 36 1,360 Annaly Mortgage Management, Inc. Common Stocks 035710409 441 30,500 SH x x 11 30,500 437 30,700 SH x x 28 30,700 1,041 72,040 SH x 35 72,040 37 2,941 SH x x 42 2,941 AnnTaylor Stores Corp. Common Stocks 036115103 796 36,300 SH x 35 36,300 171 7,800 SH x x 52 7,800 ANSYS, Inc. Common Stocks 03662Q105 77 4,300 SH x x 57 4,300 Anthracite Capital, Inc. Common Stocks 037023108 59 5,700 SH x x 11 5,700 274 26,300 SH x x 28 26,300 488 46,900 SH x 35 46,900 AON Corp. Common Stocks 037389103 740 15,380 SH x x 26 15,380 1,578 37,562 SH x 35 37,562 2,898 69,000 SH x x 58 69,000 Apache Corp. Common Stocks 037411105 4,817 106,200 SH x x 5 106,200 604 11,040 SH x x 14 11,040 1,655 33,950 SH x x 26 33,950 34 500 SH x x 28 500 7,725 179,658 SH x 35 179,658 202 4,700 SH x x 52 4,700 Apartment Investment & Management Co. Class A Common Stocks 03748R101 3,232 71,400 SH x x 2 71,400 261 5,700 SH x x 12 5,700 4,499 94,320 SH x x 26 94,320 10,229 226,015 SH x x 27 226,015 5,662 125,105 SH x 35 125,105 602 13,162 SH x x 42 13,162 18,584 410,600 SH x x 47 410,600 Apogee Enterprises, Inc. Common Stocks 037598109 351 27,200 SH x x 11 27,200 654 50,700 SH x 35 50,700 79 6,100 SH x x 52 6,100 Apollo Group, Inc. Class A Common Stocks 037604105 3,707 83,800 SH x x 11 83,800 1,013 24,100 SH x x 23 24,100 3,918 92,045 SH x x 26 92,045 411 6,200 SH x x 28 6,200 8,823 209,913 SH x 35 209,913 443 10,550 SH x x 36 10,550 Apollo Group, Inc. - University of Phoenix Online Common Stocks 037604204 1 36 SH x 35 36 Apogent Technologies, Inc. Common Stocks 03760A101 686 28,685 SH x 35 28,685 318 13,300 SH x x 36 13,300 84 3,500 SH x x 53 3,500 Apple Computer, Inc. Common Stocks 037833100 101 6,500 SH x x 11 6,500 0 2,300 SH x x 12 2,300 431 24,280 SH x x 26 24,280 1,799 116,000 SH x x 31 116,000 5,528 356,420 SH x 35 356,420 Applebee's International, Inc. Common Stocks 037899101 13 450 SH x x 11 450 1,123 35,300 SH x x 25 35,300
283 9,900 SH x x 28 9,900 4,367 148,050 SH x 35 148,050 112 3,800 SH x x 36 3,800 1,569 53,200 SH x x 50 53,200 Applied Innovation, Inc. Common Stocks 037916103 183 23,000 SH x x 28 23,000 285 35,800 SH x 35 35,800 36 4,490 SH x x 36 4,490 22 2,800 SH x x 52 2,800 Apria Healthcare Group, Inc. Common Stocks 037933108 1,618 57,390 SH x x 26 57,390 145 5,600 SH x x 28 5,600 1,933 74,630 SH x 35 74,630 123 4,740 SH x x 36 4,740 63 2,511 SH x x 42 2,511 Applera Corp. - Applied Biosystems Group Common Stocks 038020103 1,362 55,800 SH x x 12 55,800 218 8,915 SH x 35 8,915 Applera Corp. - Celera Genomics Group Common Stocks 038020202 2,552 105,900 SH x x 11 105,900 30 800 SH x x 28 800 3,011 124,918 SH x 35 124,918 258 10,700 SH x x 53 10,700 Applica, Inc. Common Stocks 03815A106 1,362 148,371 SH x x 20 148,371 56 4,200 SH x x 28 4,200 1,945 230,120 SH x 35 230,120 Applied Films Corp. Common Stocks 038197109 2,221 124,157 SH x x 20 124,157 2,079 124,149 SH x 35 124,149 255 15,200 SH x x 52 15,200 Applied Industrial Technology, Inc. Common Stocks 03820C105 80 3,000 SH x x 28 3,000 416 24,610 SH x 35 24,610 91 5,281 SH x x 42 5,281 Applied Materials, Inc. Common Stocks 038222105 675 22,250 SH x x 1 22,250 3,894 129,700 SH x x 11 129,700 6,300 219,900 SH x x 12 219,900 804 17,600 SH x x 28 17,600 1,621 57,000 SH x x 31 57,000 14,849 522,106 SH x 35 522,106 257 9,050 SH x x 40 9,050 98 1,700 SH x x 46 1,700 1,354 41,900 SH x x 48 41,900 6,450 173,460 SH x x 49 173,460 Applied Micro Circuits Corp. Common Stocks 03822W109 33 3,800 SH x x 12 3,800 353 50,500 SH x x 31 50,500 1,605 229,670 SH x 35 229,670 0 1 SH x x 54 1 AptarGroup, Inc. Common Stocks 038336103 1,072 33,700 SH x x 11 33,700 166 5,400 SH x x 13 5,400 4,452 140,000 SH x 35 140,000 130 4,100 SH x x 36 4,100 1,749 55,000 SH x x 54 55,000 Aquila, Inc. New Common Stocks 03840J106 247 12,300 SH x x 5 12,300 2 93 SH x 35 93 135 6,200 SH x x 52 6,200
Aracruz Celulose SA - ADR Preferred Stocks 038496204 440 29,650 SH x 35 29,650 338 20,500 SH x x 38 20,500 174 10,100 SH x x 39 10,100 Arbitron, Inc. Common Stocks 03875Q108 125 4,500 SH x x 13 4,500 2,020 77,200 SH x 35 77,200 997 38,100 SH x x 54 38,100 Arch Chemicals, Inc. Common Stocks 03937R102 116 5,100 SH x 35 5,100 22 1,141 SH x x 42 1,141 Arch Coal, Inc. Common Stocks 039380100 381 24,400 SH x x 11 24,400 2,598 166,554 SH x 35 166,554 140 8,968 SH x x 42 8,968 989 63,400 SH x x 50 63,400 179 11,500 SH x x 52 11,500 Archer-Daniels-Midland Co. Common Stocks 039483102 1,530 59,971 SH x x 1 59,971 7,262 539,595 SH x x 5 539,595 4,240 336,779 SH x x 9 336,779 1,004 62,707 SH x x 14 62,707 1,013 70,234 SH x x 26 70,234 1,740 138,174 SH x x 30 138,174 16,083 1,277,450 SH x 35 1,277,450 Archstone Communities Trust Common Stocks 039581103 12,473 477,900 SH x x 2 477,900 6,657 255,074 SH x x 27 255,074 72 1,737 SH x x 28 1,737 21 787 SH x 35 787 0 1,600 SH x x 42 1,600 11,296 432,800 SH x x 47 432,800 Arctic Cat, Inc. Common Stocks 039670104 0 700 SH x x 42 700 Arden Group, Inc. Class A Common Stocks 039762109 92 2,000 SH x x 28 2,000 45 1,000 SH x 35 1,000 9 200 SH x x 42 200 Arden Realty Group, Inc. Common Stocks 039793104 11,614 454,200 SH x x 2 454,200 13 500 SH x x 12 500 3,532 138,150 SH x x 27 138,150 10 386 SH x 35 386 10,778 421,500 SH x x 47 421,500 Area Bancshares Corp. Common Stocks 039872106 14 800 SH x x 36 800 Argosy Gaming Co. Common Stocks 040228108 2,327 86,900 SH x x 11 86,900 870 33,200 SH x x 23 33,200 2,870 101,500 SH x x 25 101,500 125 3,200 SH x x 28 3,200 6,966 265,870 SH x 35 265,870 267 11,262 SH x x 42 11,262 Ariba, Inc. Common Stocks 04033V104 51 27,500 SH x x 31 27,500 302 162,543 SH x 35 162,543 Arkansas Best Corp. Common Stocks 040790107 58 2,800 SH x x 11 2,800 254 12,400 SH x x 28 12,400 1,791 86,500 SH x 35 86,500 988 47,700 SH x x 50 47,700 Armor Holdings, Inc. Common Stocks 042260109 117 5,900 SH x x 11 5,900 20 1,000 SH x x 36 1,000
Arnold Industries, Inc. Common Stocks 042595108 969 46,825 SH x 35 46,825 ArQule, Inc. Common Stocks 04269E107 73 7,000 SH x x 28 7,000 111 10,600 SH x 35 10,600 Arrow Electronics, Inc. Common Stocks 042735100 2,169 104,000 SH x x 3 104,000 1,667 79,900 SH x x 9 79,900 1,610 72,900 SH x x 11 72,900 679 31,400 SH x x 28 31,400 5,293 253,734 SH x 35 253,734 273 13,100 SH x x 36 13,100 Arrow International, Inc. Common Stocks 042764100 30 800 SH x x 36 800 0 300 SH x x 42 300 Artesyn Technologies, Inc. Common Stocks 043127109 11 2,100 SH x x 36 2,100 ArthroCare Corp. Common Stocks 043136100 1,642 83,800 SH x 35 83,800 ArvinMeritor, Inc. Common Stocks 043353101 1,146 80,200 SH x x 11 80,200 391 23,865 SH x x 26 23,865 1,117 76,800 SH x x 28 76,800 4,181 292,585 SH x 35 292,585 119 8,300 SH x x 36 8,300 193 14,499 SH x x 42 14,499 Ashanti Goldfields, Ltd. - ADR Common Stocks 043743202 515 147,178 SH x x 10 147,178 789 225,368 SH x 35 225,368 Ashland, Inc. Common Stocks 044204105 1,117 14,300 SH x x 1 14,300 1,079 27,980 SH x x 11 27,980 1,135 27,300 SH x x 25 27,300 798 18,070 SH x x 26 18,070 3,696 80,500 SH x x 28 80,500 1,345 34,900 SH x x 30 34,900 9,610 249,276 SH x 35 249,276 171 4,700 SH x x 42 4,700 Asia Pulp & Paper Co, Ltd. - ADR Common Stocks 04516V100 3 79,000 SH x x 30 79,000 4 89,000 SH x 35 89,000 Asiainfo Holdings Inc. Co Common Stocks 04518A104 302 23,600 SH x x 28 23,600 737 62,000 SH x 35 62,000 1 110 SH x x 42 110 Aspen Technology, Inc. Common Stocks 045327103 1,197 113,716 SH x x 20 113,716 454 45,396 SH x 35 45,396 32 3,200 SH x x 36 3,200 Associated Banc-Corp. Common Stocks 045487105 1,576 46,510 SH x x 11 46,510 266 6,850 SH x x 26 6,850 740 18,680 SH x x 28 18,680 3,682 108,644 SH x 35 108,644 230 7,561 SH x x 42 7,561 At Home Corp. Series A Common Stocks 045919107 0 1,493 SH x 35 1,493 Astoria Financial Corp. Common Stocks 046265104 1,630 27,500 SH x x 11 27,500 76 1,120 SH x x 26 1,120 748 11,900 SH x x 28 11,900 3,241 54,687 SH x 35 54,687 290 4,900 SH x x 36 4,900 492 8,300 SH x x 52 8,300 AstraZeneca Group PLC - ADR Common Stocks 046353108 4,103 44,066 SH x x 22 44,066
Asyst Technologies, Inc. Common Stocks 04648X107 20 2,200 SH x x 36 2,200 Atlantic Coast Airlines, Inc. Common Stocks 048396105 217 16,300 SH x x 11 16,300 40 1,900 SH x x 28 1,900 293 22,000 SH x 35 22,000 65 4,850 SH x x 36 4,850 Atmel Corp. Common Stocks 049513104 1,272 186,636 SH x x 26 186,636 1,570 235,000 SH x x 31 235,000 4,302 644,071 SH x 35 644,071 249 37,300 SH x x 36 37,300 0 1,800 SH x x 42 1,800 Atmos Energy Corp. Common Stocks 049560105 102 3,000 SH x x 28 3,000 95 4,400 SH x x 36 4,400 Atwood Oceanics, Inc. Common Stocks 050095108 29 1,100 SH x x 36 1,100 Audiovox Corp. Class A Common Stocks 050757103 85 9,320 SH x 35 9,320 Autodesk, Inc. Common Stocks 052769106 721 11,100 SH x x 1 11,100 545 17,000 SH x x 23 17,000 1,625 47,000 SH x x 25 47,000 1,303 40,390 SH x x 26 40,390 550 16,500 SH x x 28 16,500 96 3,000 SH x x 30 3,000 2,616 81,600 SH x x 31 81,600 12,193 380,332 SH x 35 380,332 85 2,701 SH x x 42 2,701 Autoliv, Inc. Common Stocks 052800109 212 13,500 SH x x 11 13,500 99 4,000 SH x x 28 4,000 1,289 81,900 SH x x 30 81,900 4,191 266,233 SH x 35 266,233 87 6,231 SH x x 42 6,231 Automatic Data Processing, Inc. Common Stocks 053015103 173 3,900 SH x x 1 3,900 4,644 94,100 SH x x 11 94,100 4,436 95,100 SH x x 12 95,100 3,559 53,200 SH x x 28 53,200 325 6,900 SH x x 30 6,900 5,321 113,114 SH x 35 113,114 AutoNation, Inc. Common Stocks 05329W102 3,737 425,100 SH x x 9 425,100 1,402 151,800 SH x x 11 151,800 301 29,940 SH x x 26 29,940 148 10,700 SH x x 28 10,700 410 46,600 SH x x 30 46,600 3,942 448,417 SH x 35 448,417 333 37,900 SH x x 36 37,900 AutoZone, Inc. Common Stocks 053332102 588 5,600 SH x x 1 5,600 3,967 76,500 SH x x 3 76,500 10,211 193,290 SH x x 26 193,290 824 13,900 SH x x 28 13,900 83 1,600 SH x x 30 1,600 12,130 233,904 SH x 35 233,904 52 1,000 SH x x 36 1,000 506 11,672 SH x x 42 11,672 Avalonbay Communities, Inc. Common Stocks 053484101 12,386 259,400 SH x x 2 259,400
10,811 226,400 SH x x 27 226,400 371 4,926 SH x x 28 4,926 17 349 SH x 35 349 320 6,700 SH x x 36 6,700 11,460 240,000 SH x x 47 240,000 Avant! Corp. Common Stocks 053487104 93 31,200 SH x x 28 31,200 230 77,700 SH x 35 77,700 9 3,100 SH x x 36 3,100 0 5,200 SH x x 42 5,200 Avanex Corp. New Common Stocks 05348W109 184 60,900 SH x x 28 60,900 301 101,700 SH x 35 101,700 Avaya, Inc. Common Stocks 053499109 970 96,820 SH x x 26 96,820 395 39,913 SH x 35 39,913 Avery Dennison Corp. Common Stocks 053611109 29 609 SH x 35 609 Aviall, Inc. Common Stocks 05366B102 147 23,900 SH x x 11 23,900 106 17,200 SH x 35 17,200 Avid Technology, Inc. Common Stocks 05367P100 51 4,400 SH x x 28 4,400 327 44,906 SH x 35 44,906 76 9,481 SH x x 42 9,481 Avigen, Inc. Common Stocks 053690103 16 1,200 SH x x 36 1,200 Aviron Common Stocks 053762100 5 183 SH x 35 183 Avista Corp. Common Stocks 05379B107 1,342 98,700 SH x x 11 98,700 502 36,800 SH x x 28 36,800 2,217 163,000 SH x 35 163,000 76 5,600 SH x x 36 5,600 Avnet, Inc. Common Stocks 053807103 2,183 120,000 SH x x 3 120,000 243 13,800 SH x x 5 13,800 3,636 199,900 SH x x 9 199,900 3,574 190,600 SH x x 11 190,600 106 5,070 SH x x 26 5,070 312 12,500 SH x x 28 12,500 417 22,900 SH x x 30 22,900 7,555 415,318 SH x 35 415,318 216 11,900 SH x x 36 11,900 132 7,420 SH x x 42 7,420 138 7,600 SH x x 52 7,600 Avon Products, Inc. Common Stocks 054303102 684 14,100 SH x x 28 14,100 865 18,700 SH x x 30 18,700 740 16,000 SH x x 31 16,000 13,370 289,082 SH x 35 289,082 2,934 55,800 SH x x 48 55,800 Axcelis Technologies, Inc. Common Stocks 054540109 1,532 162,100 SH x x 9 162,100 559 59,200 SH x x 23 59,200 167 17,500 SH x x 28 17,500 1,215 128,525 SH x 35 128,525 78 8,230 SH x x 36 8,230 Axsys Technologies, Inc. Common Stocks 054615109 199 14,176 SH x x 20 14,176 464 52,234 SH x 35 52,234 Aztar Corp. Common Stocks 054802103 910 69,600 SH x x 11 69,600 123 7,300 SH x x 28 7,300
1,322 101,080 SH x 35 101,080 58 5,451 SH x x 42 5,451 BB&T Corp. Common Stocks 054937107 3,361 84,300 SH x x 11 84,300 3,149 77,590 SH x x 26 77,590 312 6,298 SH x x 28 6,298 157 4,300 SH x x 30 4,300 4,878 133,825 SH x 35 133,825 28 813 SH x x 42 813 BCE, Inc. Common Stocks 05534B109 252 11,430 SH x 35 11,430 BEI Technologies, Inc. Common Stocks 05538P104 594 37,000 SH x 35 37,000 193 12,000 SH x x 52 12,000 BISYS Group, Inc. Common Stocks 055472104 401 8,000 SH x x 13 8,000 67 1,300 SH x x 28 1,300 2,550 48,100 SH x x 31 48,100 18,979 357,951 SH x 35 357,951 308 5,800 SH x x 36 5,800 2,280 43,000 SH x x 50 43,000 3,961 74,700 SH x x 54 74,700 BJ Services Co. Common Stocks 055482103 51 3,100 SH x x 13 3,100 1,415 78,070 SH x x 26 78,070 28 1,000 SH x x 28 1,000 2,589 145,508 SH x 35 145,508 1,096 61,600 SH x x 53 61,600 664 37,300 SH x x 54 37,300 BKF Capital Group, Inc. Common Stocks 05548g102 35 1,400 SH x x 28 1,400 BJ's Wholesale Club, Inc. Common Stocks 05548J106 309 6,800 SH x x 5 6,800 5,396 107,900 SH x x 11 107,900 1,443 30,300 SH x x 23 30,300 1,280 22,500 SH x x 28 22,500 6,495 136,424 SH x 35 136,424 339 7,120 SH x x 36 7,120 0 2,300 SH x x 42 2,300 171 3,600 SH x x 52 3,600 BOK Financial Corp. Common Stocks 05561Q201 488 16,200 SH x x 28 16,200 885 29,300 SH x 35 29,300 25 824 SH x x 36 824 BRE Properties, Inc. Common Stocks 05564E106 59 1,242 SH x x 28 1,242 144 4,800 SH x x 36 4,800 0 600 SH x x 42 600 BSB Bancorp, Inc. Common Stocks 055652101 21 890 SH x 35 890 3 150 SH x x 42 150 BMC Software, Inc. Common Stocks 055921100 2,742 213,050 SH x x 26 213,050 1,346 106,000 SH x x 31 106,000 4,401 346,564 SH x 35 346,564 Baker Hughes, Inc. Common Stocks 057224107 188 6,500 SH x x 11 6,500 373 12,900 SH x x 12 12,900 201 4,400 SH x x 28 4,400 279 9,625 SH x 35 9,625 Ball Corp. Common Stocks 058498106 340 2,800 SH x x 1 2,800 57 600 SH x x 28 600
1,168 19,500 SH x 35 19,500 252 4,200 SH x x 52 4,200 Bally Total Fitness Holding Corp. Common Stocks 05873K108 991 45,200 SH x x 25 45,200 1,020 50,200 SH x 35 50,200 BancFirst Ohio Corp. Common Stocks 059450106 53 2,420 SH x 35 2,420 12 581 SH x x 42 581 Banco Bilbao Vizcaya International - ADR Preferred Stoc 059456103 252 10,000 SH x x 15 10,000 BancFirst Corp. Common Stocks 05945F103 103 2,200 SH x x 28 2,200 113 3,300 SH x 35 3,300 Banco de A. Edwards Series A - ADR Common Stocks 059504100 85 5,509 SH x 35 5,509 178 9,944 SH x x 39 9,944 Banco Santander Chile Series A - ADR Common Stocks 05965F108 59 3,300 SH x 35 3,300 50 2,800 SH x x 37 2,800 Banco Santiago - ADR Common Stocks 05965L105 79 4,000 SH x 35 4,000 194 8,400 SH x x 39 8,400 BancorpSouth, Inc. Common Stocks 059692103 18 1,160 SH x 35 1,160 117 7,600 SH x x 36 7,600 3 200 SH x x 42 200 BancWest Corp. Common Stocks 059790105 130 3,250 SH x x 26 3,250 1,421 40,695 SH x 35 40,695 405 11,600 SH x x 36 11,600 Bandag, Inc. Common Stocks 059815100 14 500 SH x x 11 500 118 3,300 SH x x 28 3,300 183 6,700 SH x 35 6,700 27 1,000 SH x x 36 1,000 0 300 SH x x 42 300 Bank of America Corp. Common Stocks 060505104 6,793 57,400 SH x x 1 57,400 5,198 79,700 SH x x 5 79,700 11,592 198,500 SH x x 9 198,500 6,227 98,658 SH x x 11 98,658 1,361 23,300 SH x x 12 23,300 1,118 14,980 SH x x 14 14,980 4,800 82,200 SH x x 20 82,200 34,233 556,482 SH x x 26 556,482 9,642 114,100 SH x x 28 114,100 6,640 113,700 SH x x 30 113,700 2,546 43,600 SH x x 31 43,600 79,565 1,362,415 SH x 35 1,362,415 1,291 22,100 SH x x 58 22,100 Bank of Granite Corp. Common Stocks 062401104 16 700 SH x x 36 700 Bank of New York Co., Inc. Common Stocks 064057102 938 26,800 SH x x 11 26,800 1,801 44,890 SH x x 26 44,890 273 4,400 SH x x 28 4,400 2,603 74,380 SH x 35 74,380 Bank One Corp. Common Stocks 06423A103 3,176 49,800 SH x x 1 49,800 16,676 538,300 SH x x 12 538,300 4,144 114,970 SH x x 26 114,970 3,125 99,300 SH x x 30 99,300 17,469 555,109 SH x 35 555,109 1,735 48,500 SH x x 48 48,500
Bank United Corp. - CPR Common Stocks 065416117 1 3,300 SH x x 36 3,300 Banknorth Group, Inc. Common Stocks 06646R107 3,277 146,800 SH x x 3 146,800 462 20,680 SH x x 11 20,680 18 800 SH x x 12 800 377 16,900 SH x x 28 16,900 4,568 204,655 SH x 35 204,655 BankUnited Financial Corp. Common Stocks 06652B103 9 600 SH x x 11 600 334 22,800 SH x x 28 22,800 380 25,900 SH x 35 25,900 Banta Corp. Common Stocks 066821109 3,141 112,700 SH x x 3 112,700 1,083 37,150 SH x x 26 37,150 62 1,400 SH x x 28 1,400 4,741 170,100 SH x 35 170,100 78 2,800 SH x x 36 2,800 123 4,751 SH x x 42 4,751 Bard (C.R.), Inc. Common Stocks 067383109 817 15,900 SH x x 12 15,900 147 2,460 SH x x 26 2,460 551 10,709 SH x 35 10,709 73 1,621 SH x x 42 1,621 Barnes & Noble, Inc. Common Stocks 067774109 231 5,700 SH x x 28 5,700 730 20,210 SH x 35 20,210 264 7,300 SH x x 36 7,300 Barnes Group, Inc. Common Stocks 067806109 70 3,300 SH x x 28 3,300 183 8,600 SH x 35 8,600 26 1,200 SH x x 36 1,200 Barrick Gold Corp. Common Stocks 067901108 254 12,770 SH x x 26 12,770 277 15,940 SH x 35 15,940 Barr Laboratories, Inc. Common Stocks 068306109 1,780 20,900 SH x x 25 20,900 3,055 38,640 SH x x 26 38,640 649 8,300 SH x x 28 8,300 3,645 46,105 SH x 35 46,105 BARRA, Inc. Common Stocks 068313105 136 3,250 SH x x 28 3,250 183 4,350 SH x 35 4,350 59 1,400 SH x x 36 1,400 Bausch & Lomb, Inc. Common Stocks 071707103 2,114 74,700 SH x x 11 74,700 3,353 118,473 SH x 35 118,473 866 30,600 SH x x 53 30,600 Baxter International, Inc. Common Stocks 071813109 3,367 56,300 SH x x 1 56,300 5,004 90,900 SH x x 9 90,900 9,037 166,500 SH x x 12 166,500 4,784 86,900 SH x x 20 86,900 1,746 30,800 SH x x 28 30,800 57,703 1,048,201 SH x 35 1,048,201 6,289 114,248 SH x x 44 114,248 1,673 15,000 SH x x 46 15,000 6,315 100,900 SH x x 48 100,900 10,015 138,550 SH x x 49 138,550 Bay View Capital Corp. Common Stocks 07262L101 13 1,900 SH x x 36 1,900 BBV Banco BHIF - ADR Common Stocks 073297103 579 41,300 SH x x 30 41,300 504 39,800 SH x 35 39,800
BBVA Banco Frances SA - ADR Common Stocks 07329M100 250 25,600 SH x x 30 25,600 BE Aerospace, Inc. Common Stocks 073302101 1,466 192,900 SH x 35 192,900 112 14,780 SH x x 36 14,780 11 1,500 SH x x 57 1,500 BEA Systems, Inc. Common Stocks 073325102 1,188 123,900 SH x x 9 123,900 237 24,200 SH x 12 24,200 322 33,601 SH x 35 33,601 271 28,300 SH x x 36 28,300 Bear Stearns Cos., Inc. (The) Common Stocks 073902108 3,567 71,333 SH x x 3 71,333 449 9,400 SH x x 5 9,400 1,572 31,412 SH x x 11 31,412 659 11,560 SH x x 26 11,560 4,763 95,245 SH x 35 95,245 260 5,200 SH x x 52 5,200 Beazer Homes USA, Inc. Common Stocks 07556Q105 1,954 40,200 SH x x 11 40,200 1,944 40,000 SH x 35 40,000 Bebe Stores, Inc. Common Stocks 075571109 574 38,100 SH x x 23 38,100 574 38,100 SH x 35 38,100 9 610 SH x x 36 610 Beckman Coulter, Inc. Common Stocks 075811109 761 17,200 SH x x 23 17,200 140 2,000 SH x x 28 2,000 1,377 31,116 SH x 35 31,116 256 5,790 SH x x 36 5,790 Becton, Dickinson & Co. Common Stocks 075887109 457 6,100 SH x x 1 6,100 4,179 106,700 SH x x 11 106,700 6,893 187,900 SH x x 12 187,900 2,993 80,900 SH x x 20 80,900 2,562 63,040 SH x x 26 63,040 432 7,400 SH x x 28 7,400 725 19,600 SH x x 30 19,600 13,936 376,652 SH x 35 376,652 Bed Bath & Beyond, Inc. Common Stocks 075896100 1,171 39,500 SH x x 11 39,500 690 27,100 SH x x 12 27,100 3,925 154,205 SH x 35 154,205 1,959 67,700 SH x 48 67,700 Bedford Property Investors, x Inc. Common Stocks 076446301 561 27,700 SH x x 11 27,700 808 39,910 SH x 35 39,910 55 2,651 SH x x 42 2,651 Belden, Inc. Common Stocks 077459105 134 7,140 SH x 35 7,140 49 2,600 SH x x 36 2,600 28 1,651 SH x x 42 1,651 Bell Microproducts, Inc. Common Stocks 078137106 98 12,700 SH x x 11 12,700 414 53,900 SH x 35 53,900 BellSouth Corp. Common Stocks 079860102 2,989 35,500 SH x x 1 35,500 5,629 135,100 SH x x 12 135,100 18,921 427,581 SH x x 26 427,581 4,279 73,000 SH x x 28 73,000 3,208 77,200 SH x x 30 77,200 27,934 672,296 SH x 35 672,296 1,742 36,900 SH x x 48 36,900
Belo (A.H.) Corp. Series A Common Stocks 080555105 79 4,900 SH x x 28 4,900 434 27,088 SH x 35 27,088 0 1,500 SH x x 42 1,500 Bemis Co., Inc. Common Stocks 081437105 232 5,100 SH x x 26 5,100 455 10,100 SH x x 28 10,100 886 22,229 SH x 35 22,229 90 2,471 SH x x 42 2,471 Berkley (W.R.) Corp. Common Stocks 084423102 12 240 SH x 35 240 86 1,800 SH x x 36 1,800 Berkshire Bancorp, Inc. Common Stocks 084597103 16 570 SH x 35 570 Berry Petroleum Co. Class A Common Stocks 085789105 67 4,340 SH x 35 4,340 26 1,700 SH x 36 1,700 15 941 SH x 42 941 Best Buy Co. Common Stocks 086516101 3,400 74,800 SH x x 1 74,800 7,832 169,350 SH x x 26 169,350 149 2,300 SH x x 28 2,300 23,327 513,256 SH x 35 513,256 4,019 77,800 SH x x 48 77,800 4,864 81,410 SH x x 49 81,410 Beverly Enterprises, Inc. Common Stocks 087851309 47 2,900 SH x x 28 2,900 3,896 382,000 SH x 35 382,000 159 15,600 SH x x 36 15,600 BHP, Ltd. - ADR Common Stocks 088606108 493 36,345 SH x x 22 36,345 1,195 138,981 SH x 35 138,981 Big Lots, Inc. Common Stocks 089302103 119 14,332 SH x 35 14,332 Bio-Rad Laboratories, Inc. Class A Common Stocks 090572207 247 4,900 SH x x 28 4,900 614 13,060 SH x 35 13,060 61 1,411 SH x x 42 1,411 Bio-Technology General Corp. Common Stocks 090578105 202 28,100 SH x x 28 28,100 314 42,000 SH x 35 42,000 46 6,200 SH x x 36 6,200 Biogen, Inc. Common Stocks 090597105 449 8,070 SH x x 26 8,070 580 10,432 SH x 35 10,432 306 5,500 SH x x 40 5,500 2,079 37,400 SH x x 58 37,400 Biomet, Inc. Common Stocks 090613100 1,136 38,850 SH x x 23 38,850 97 2,100 SH x x 28 2,100 8,854 302,711 SH x 35 302,711 4,478 134,750 SH x x 48 134,750 BioMarin Pharmaceutical, Inc. Common Stocks 09061G101 16 1,600 SH x x 36 1,600 Biosite Diagnostics, Inc. Common Stocks 090945106 112 4,630 SH x 35 4,630 22 1,031 SH x x 42 1,031 Black & Decker Corp. Common Stocks 091797100 398 6,300 SH x x 1 6,300 63 2,000 SH x x 12 2,000 1,604 51,400 SH x x 20 51,400 952 30,500 SH x x 30 30,500 5,819 186,501 SH x 35 186,501 Black Box Corp. Common Stocks 091826107 33 800 SH x x 28 800 97 2,300 SH x x 36 2,300 Black Hills Corp. Common Stocks 092113109 67 2,200 SH x x 11 2,200
112 3,900 SH x x 13 3,900 2,184 71,570 SH x 35 71,570 58 1,900 SH x x 36 1,900 1,120 36,700 SH x x 54 36,700 BlackRock, Inc. New Common Stocks 09247X101 125 2,900 SH x x 28 2,900 3 77 SH x 35 77 Block (H&R), Inc. Common Stocks 093671105 96 2,480 SH x x 26 2,480 338 8,200 SH x x 28 8,200 816 21,156 SH x 35 21,156 4 100 SH x x 36 100 Blockbuster Entertainment Corp. Common Stocks 093679108 611 27,900 SH x x 11 27,900 1,429 65,400 SH x x 28 65,400 3,001 137,036 SH x 35 137,036 46 2,100 SH x x 36 2,100 Blyth Industries, Inc. Common Stocks 09643P108 91 4,600 SH x x 36 4,600 Bob Evans Farms, Inc. Common Stocks 096761101 38 2,100 SH x x 11 2,100 62 3,600 SH x x 28 3,600 14 800 SH x 35 800 72 4,000 SH x x 36 4,000 Boca Resorts, Inc. Class A Common Stocks 09688T106 49 3,100 SH x x 28 3,100 Boeing Co. (The) Common Stocks 097023105 1,317 19,400 SH x x 1 19,400 4,643 138,600 SH x x 9 138,600 5,422 153,700 SH x x 11 153,700 3,590 111,900 SH x x 12 111,900 9,123 261,970 SH x x 26 261,970 1,291 23,100 SH x x 28 23,100 355 10,600 SH x x 30 10,600 658 19,650 SH x x 31 19,650 17,641 526,584 SH x 35 526,584 1,301 38,846 SH x x 44 38,846 1,518 45,300 SH x x 58 45,300 Boise Cascade Corp. Common Stocks 097383103 1,064 17,800 SH x x 1 17,800 618 18,290 SH x x 26 18,290 303 8,900 SH x x 28 8,900 168 5,700 SH x x 30 5,700 2,655 90,013 SH x 35 90,013 151 5,271 SH x x 42 5,271 Bon-Ton Stores, Inc. (The) Common Stocks 09776J101 26 12,000 SH x x 57 12,000 Borders Group, Inc. Common Stocks 099709107 431 20,900 SH x x 28 20,900 530 27,691 SH x 35 27,691 163 8,500 SH x x 36 8,500 Borg-Warner Automotive, Inc. Common Stocks 099724106 1,330 33,000 SH x x 11 33,000 1,975 46,166 SH x x 20 46,166 3,707 91,979 SH x 35 91,979 85 2,100 SH x x 36 2,100 0 2,100 SH x x 42 2,100 1,451 36,000 SH x x 50 36,000 Borland Software Corp. Common Stocks 099849101 302 36,000 SH x x 28 36,000 266 32,800 SH x 35 32,800 Boron, LePore & Associates, Inc. Common Stocks 10001P102 168 17,300 SH x x 28 17,300
419 44,100 SH x 35 44,100 Boston Communications Group, Inc. Common Stocks 100582105 315 27,400 SH x x 28 27,400 739 66,000 SH x 35 66,000 54 4,800 SH x x 36 4,800 21 1,521 SH x x 42 1,521 Boston Private Financial Holdings, Inc. Common Stocks 101119105 38 2,000 SH x x 28 2,000 125 6,390 SH x x 36 6,390 Boston Properties, Inc. Common Stocks 101121101 16,560 434,300 SH x x 2 434,300 1,315 34,500 SH x x 3 34,500 11,567 303,350 SH x x 27 303,350 77 1,280 SH x x 28 1,280 3,085 80,911 SH x 35 80,911 10,772 282,500 SH x x 47 282,500 Boston Scientific Corp. Common Stocks 101137107 933 46,900 SH x x 12 46,900 10,548 500,570 SH x x 26 500,570 5,691 277,591 SH x 35 277,591 2,409 117,500 SH x x 58 117,500 BostonFed Bancorp, Inc. Common Stocks 101178101 32 1,400 SH x 35 1,400 3 160 SH x x 42 160 Bowater, Inc. Common Stocks 102183100 329 6,600 SH x x 28 6,600 368 8,349 SH x 35 8,349 Bowne & Co., Inc. Common Stocks 103043105 53 5,200 SH x 35 5,200 11 1,081 SH x x 42 1,081 Boyd Gaming Corp. Common Stocks 103304101 90 20,300 SH x x 11 20,300 165 37,100 SH x 35 37,100 The Boyds Collection, Ltd. New Common Stocks 103354106 227 27,600 SH x x 28 27,600 383 46,400 SH x 35 46,400 Boykin Lodging Co. Common Stocks 103430104 177 22,100 SH x x 11 22,100 344 37,729 SH x x 28 37,729 744 93,058 SH x 35 93,058 49 6,131 SH x x 42 6,131 Brady Corp. Class A Common Stocks 104674106 274 9,200 SH x x 11 9,200 215 7,200 SH x 35 7,200 51 1,700 SH x x 36 1,700 Brandywine Realty Trust Common Stocks 105368203 47 2,200 SH x x 11 2,200 1,081 47,000 SH x x 25 47,000 1,758 82,400 SH x 35 82,400 0 1,000 SH x x 42 1,000 Brasil Telecom Participacoes SA - ADR Common Stocks 105530109 536 19,700 SH x x 10 19,700 206 4,800 SH x x 30 4,800 759 27,900 SH x 35 27,900 334 10,500 SH x x 39 10,500 Briggs & Stratton Corp. Common Stocks 109043109 169 5,400 SH x x 28 5,400 281 9,000 SH x 35 9,000 Brinker International, Inc. Common Stocks 109641100 1,930 75,280 SH x x 26 75,280 730 27,950 SH x x 28 27,950 3,046 128,944 SH x 35 128,944 172 7,300 SH x x 36 7,300 199 8,847 SH x x 42 8,847 Bristol-Myers Squibb Co. Common Stocks 110122108 7,251 130,500 SH x x 9 130,500
12,308 209,230 SH x x 11 209,230 1,135 20,500 SH x x 12 20,500 12,032 208,250 SH x x 26 208,250 7,722 103,200 SH x x 28 103,200 1,728 31,100 SH x x 30 31,100 37,029 666,475 SH x 35 666,475 5,130 81,300 SH x x 48 81,300 Broadcom Corp. Class A Common Stocks 111320107 7 300 SH x x 12 300 5,600 275,867 SH x 35 275,867 4,805 184,860 SH x x 49 184,860 BroadVision, Inc. Common Stocks 111412102 1 1,348 SH x 35 1,348 BroadWing, Inc. Common Stocks 111620100 528 34,900 SH x x 5 34,900 165 10,700 SH x x 13 10,700 1,155 71,800 SH x x 28 71,800 3,357 208,774 SH x 35 208,774 317 19,700 SH x x 52 19,700 1,563 97,200 SH x x 54 97,200 Brocade Communications Systems, Inc. Common Stocks 111621108 56 2,900 SH x x 12 2,900 19 1,350 SH x 35 1,350 276 19,700 SH x x 36 19,700 Brookfield Properties Corp. Common Stocks 112900105 9,151 501,400 SH x x 2 501,400 2,491 136,500 SH x x 27 136,500 Brookline Bancorp, Inc. Common Stocks 113739106 149 9,900 SH x x 11 9,900 207 13,800 SH x 35 13,800 11 721 SH x x 42 721 Brooks Automation, Inc. Common Stocks 11434A100 91 3,300 SH x x 13 3,300 1,747 61,468 SH x x 20 61,468 2,561 96,320 SH x 35 96,320 39 1,450 SH x x 36 1,450 960 36,100 SH x x 54 36,100 Brown & Brown, Inc. Common Stocks 115236101 242 4,640 SH x x 36 4,640 Brown-Forman Corp. Class B Common Stocks 115637209 120 1,200 SH x x 28 1,200 17 272 SH x 35 272 Brown Shoe Co., Inc. Common Stocks 115736100 346 30,500 SH x x 11 30,500 684 60,400 SH x x 28 60,400 1,214 106,920 SH x 35 106,920 14 1,281 SH x x 42 1,281 Bruker Daltonics, Inc. New Common Stocks 116795105 87 5,270 SH x x 36 5,270 Brunswick Corp. Common Stocks 117043109 1,336 81,100 SH x x 11 81,100 277 14,680 SH x x 26 14,680 1,794 108,932 SH x 35 108,932 Brush Engineered Materials, Inc. Common Stocks 117421107 144 9,700 SH x x 28 9,700 281 20,400 SH x 35 20,400 18 1,300 SH x x 36 1,300 Buca, Inc. Common Stocks 117769109 1,451 129,300 SH x 35 129,300 137 12,200 SH x x 52 12,200 Buckeye Technologies, Inc. Common Stocks 118255108 98 10,000 SH x x 28 10,000 171 17,290 SH x 35 17,290 14 1,400 SH x x 36 1,400 9 931 SH x x 42 931
Buckle, Inc. (The) Common Stocks 118440106 10 600 SH x x 36 600 Building Materials Holding Corp. Common Stocks 120113105 1,598 113,800 SH x 35 113,800 Burlington Coat Factory Warehouse Corp. Common Stocks 121579106 272 19,300 SH x x 11 19,300 40 1,800 SH x x 28 1,800 110 7,800 SH x 35 7,800 18 1,300 SH x x 36 1,300 Burlington Northern Santa Fe Corp. Common Stocks 12189T104 1,090 20,100 SH x x 1 20,100 99 3,700 SH x x 11 3,700 5,614 214,400 SH x x 12 214,400 6,321 220,840 SH x x 26 220,840 1,482 55,390 SH x x 30 55,390 9,560 357,384 SH x 35 357,384 Burlington Resources, Inc. Common Stocks 122014103 47 1,368 SH x 35 1,368 C&D Technologies, Inc. Common Stocks 124661109 74 4,000 SH x x 28 4,000 1,030 55,990 SH x 35 55,990 52 2,800 SH x x 36 2,800 186 10,912 SH x x 42 10,912 CBL & Associates Properties, Inc. Common Stocks 124830100 3,360 123,300 SH x x 2 123,300 679 24,900 SH x x 11 24,900 1,188 40,400 SH x x 25 40,400 3,190 117,070 SH x 35 117,070 90 3,418 SH x x 42 3,418 270 9,900 SH x x 52 9,900 CBRL Group, Inc. Common Stocks 12489V106 1,509 68,700 SH x x 11 68,700 221 7,900 SH x x 28 7,900 2,065 94,000 SH x 35 94,000 145 6,600 SH x x 36 6,600 CDI Corp. Common Stocks 125071100 115 7,170 SH x 35 7,170 CDW Computer Centers, Inc. Common Stocks 125129106 8 226 SH x 35 226 CEC Entertainment, Inc. Common Stocks 125137109 69 1,450 SH x x 28 1,450 85 2,500 SH x 35 2,500 89 2,600 SH x x 36 2,600 CH Energy Group, Inc. Common Stocks 12541M102 581 14,300 SH x x 11 14,300 1,091 24,900 SH x x 25 24,900 1,847 45,500 SH x 35 45,500 77 1,900 SH x x 36 1,900 C.H. Robinson Worldwide, Inc. Common Stocks 12541W100 2,483 86,400 SH x x 12 86,400 2,011 69,430 SH x 35 69,430 211 7,300 SH x x 36 7,300 CIGNA Corp. Common Stocks 125509109 924 5,500 SH x x 1 5,500 2,951 36,010 SH x x 5 36,010 10,372 125,200 SH x x 12 125,200 5,889 67,870 SH x x 26 67,870 697 8,400 SH x x 30 8,400 6,928 83,515 SH x 35 83,515 224 2,700 SH x x 52 2,700 2,712 32,700 SH x x 58 32,700 Cleco Corp. Common Stocks 12561W105 499 24,200 SH x x 11 24,200 91 2,800 SH x x 28 2,800 503 24,400 SH x 35 24,400
107 5,200 SH x x 36 5,200 CMGI, Inc. Common Stocks 125750109 2 1,654 SH x 35 1,654 CMS Energy Corp. Common Stocks 125896100 1,256 31,000 SH x x 1 31,000 182 9,100 SH x x 11 9,100 3,684 183,100 SH x x 12 183,100 101 3,200 SH x x 28 3,200 1,278 63,900 SH x x 30 63,900 3,038 151,875 SH x 35 151,875 CPI Corp. Common Stocks 125902106 223 15,520 SH x 35 15,520 46 2,801 SH x x 42 2,801 CSS Industries, Inc. Common Stocks 125906107 22 880 SH x 35 880 3 140 SH x x 42 140 CNA Financial Corp. Common Stocks 126117100 1,036 38,300 SH x x 9 38,300 538 17,120 SH x x 11 17,120 399 12,890 SH x x 26 12,890 774 28,621 SH x 35 28,621 73 2,700 SH x x 36 2,700 CNA Surety Corp. Common Stocks 12612L108 1,365 101,500 SH x x 3 101,500 CNF Transportation, Inc. Common Stocks 12612W104 7 322 SH x 35 322 144 6,300 SH x x 36 6,300 CNET Networks, Inc. Common Stocks 12613R104 7 1,571 SH x 35 1,571 34 7,900 SH x x 36 7,900 CSG Systems International, Inc. Common Stocks 126349109 816 19,900 SH x x 23 19,900 888 20,100 SH x x 25 20,100 234 5,710 SH x x 26 5,710 588 14,300 SH x x 28 14,300 3,633 88,600 SH x 35 88,600 209 5,100 SH x x 36 5,100 CSX Corp. Common Stocks 126408103 161 5,100 SH x x 11 5,100 129 3,560 SH x x 26 3,560 28 900 SH x x 30 900 597 18,943 SH x 35 18,943 CTS Corp. Common Stocks 126501105 190 12,890 SH x 35 12,890 41 2,881 SH x x 42 2,881 CUNO, Inc. Common Stocks 126583103 28 1,000 SH x x 36 1,000 CVS Corp. Common Stocks 126650100 1,374 41,400 SH x x 9 41,400 435 13,101 SH x 35 13,101 CV Therapeutics, Inc. Common Stocks 126667104 97 2,400 SH x x 13 2,400 1,663 42,800 SH x 35 42,800 859 22,100 SH x x 54 22,100 Cablevision NY Group Class A Common Stocks 12686C109 2,837 69,300 SH x x 20 69,300 64 1,440 SH x x 26 1,440 6,618 161,661 SH x 35 161,661 246 6,000 SH x x 36 6,000 Cablevision Systems Corp. (Rainbow Media Group) Common Stocks 12686C844 66 2,855 SH x x 26 2,855 582 28,900 SH x x 28 28,900 988 48,809 SH x 35 48,809 38 1,900 SH x x 36 1,900 Cable Design Technologies Corp. Common Stocks 126924109 44 3,700 SH x x 36 3,700 Cabot Corp. Common Stocks 127055101 80 2,000 SH x x 28 2,000
491 12,300 SH x x 30 12,300 2,679 67,137 SH x 35 67,137 339 8,500 SH x x 36 8,500 Cabot Industrial Trust Common Stocks 127072106 2,042 99,600 SH x x 27 99,600 62 3,000 SH x 35 3,000 82 4,000 SH x x 36 4,000 15 721 SH x x 42 721 10,596 516,900 SH x x 47 516,900 Cabot Oil & Gas Corp. Common Stocks 127097103 41 1,300 SH x x 28 1,300 18 900 SH x 36 900 Cabot Microelectronics Corp. New Common Stocks 12709P103 140 2,900 SH x x 28 2,900 901 18,659 SH x 35 18,659 87 1,800 SH x x 36 1,800 CACI International, Inc. Class A Common Stocks 127190304 1,705 31,200 SH x x 11 31,200 1,493 25,300 SH x x 25 25,300 1,240 22,700 SH x x 28 22,700 4,761 87,100 SH x 35 87,100 61 1,120 SH x x 36 1,120 Cadence Design Systems, Inc. Common Stocks 127387108 105 4,000 SH x x 28 4,000 26 1,587 SH x 35 1,587 383 23,000 SH x x 36 23,000 Calgon Carbon Corp. Common Stocks 129603106 3,710 487,550 SH x 35 487,550 20 2,600 SH x x 36 2,600 2,495 327,900 SH x x 53 327,900 California First National Bancorp Common Stocks 130222102 37 3,300 SH x 35 3,300 California Water Service Group Common Stocks 130788102 27 1,000 SH x x 36 1,000 Caliper Technologies Corp. Common Stocks 130876105 57 5,800 SH x x 13 5,800 976 105,500 SH x 35 105,500 491 53,100 SH x x 54 53,100 Callaway Golf Co. Common Stocks 131193104 31 2,443 SH x 35 2,443 91 7,100 SH x x 36 7,100 4 271 SH x x 42 271 Calpine Corp. Common Stocks 131347106 4,322 189,500 SH x x 20 189,500 15,663 686,667 SH x 35 686,667 1,775 68,500 SH x x 48 68,500 708 15,470 SH x x 49 15,470 Cambrex Corp. Common Stocks 132011107 1,819 50,096 SH x x 20 50,096 45 1,300 SH x x 28 1,300 1,395 41,616 SH x 35 41,616 52 1,560 SH x x 36 1,560 159 4,551 SH x x 42 4,551 Camden Property Trust Common Stocks 133131102 976 26,300 SH x x 11 26,300 6,857 184,829 SH x x 27 184,829 76 1,300 SH x x 28 1,300 1,818 48,992 SH x 35 48,992 119 3,200 SH x x 36 3,200 40 1,091 SH x x 42 1,091 Caminus Corp. Common Stocks 133766105 511 34,800 SH x x 23 34,800 587 40,000 SH x 35 40,000 Campbell Soup Co. Common Stocks 134429109 1,475 45,960 SH x x 26 45,960
27 600 SH x x 28 600 1,897 67,742 SH x 35 67,742 Canadian National Railway Co. Common Stocks 136375102 1,930 45,625 SH x x 5 45,625 328 7,225 SH x x 14 7,225 3,972 104,400 SH x 35 104,400 Canadian National Railway Co. (conv.) Common Stocks 136375409 69 800 SH x x 14 800 Capital Automotive Common Stocks 139733109 541 30,700 SH x x 11 30,700 937 53,200 SH x x 27 53,200 535 27,269 SH x x 28 27,269 889 50,461 SH x 35 50,461 9 521 SH x x 42 521 Capital One Financial Corp. Common Stocks 14040H105 8,776 195,500 SH x x 12 195,500 230 4,600 SH x x 28 4,600 2,150 46,700 SH x x 31 46,700 7,862 170,811 SH x 35 170,811 Capitol Federal Financial Common Stocks 14057C106 196 6,500 SH x x 28 6,500 Capstone Turbine Corp. New Common Stocks 14067D102 3 420 SH x 35 420 Cardinal Health, Inc. Common Stocks 14149Y108 7,357 94,100 SH x x 1 94,100 4,217 57,022 SH x x 9 57,022 8,602 110,599 SH x x 11 110,599 3,983 54,400 SH x x 12 54,400 3,039 41,100 SH x x 20 41,100 2,053 19,300 SH x x 28 19,300 38,687 523,149 SH x 35 523,149 2,443 16,300 SH x x 46 16,300 3,427 40,800 SH x x 48 40,800 7,830 81,070 SH x x 49 81,070 Career Education Corp. Common Stocks 141665109 1,446 24,900 SH x x 11 24,900 99 2,100 SH x x 13 2,100 329 5,000 SH x x 28 5,000 3,922 71,300 SH x 35 71,300 1,205 21,900 SH x x 54 21,900 Caremark Rx, Inc. Common Stocks 141705103 1,323 74,400 SH x x 11 74,400 2,716 162,800 SH x x 23 162,800 178 7,800 SH x x 28 7,800 6,070 363,916 SH x 35 363,916 487 29,200 SH x x 36 29,200 3,163 189,600 SH x x 50 189,600 Carnival Corp. Common Stocks 143658102 1,026 23,000 SH x x 1 23,000 298 13,010 SH x x 26 13,010 171 7,760 SH x 35 7,760 Carriage Services, Inc. Class A Common Stocks 143905107 77 11,600 SH x x 57 11,600 Carpenter Technology Corp. Common Stocks 144285103 171 7,700 SH x x 11 7,700 22 1,000 SH x x 28 1,000 352 15,800 SH x 35 15,800 47 2,100 SH x x 36 2,100 CarrAmerica Realty Corp. Common Stocks 144418100 4,359 145,500 SH x x 2 145,500 4,629 154,500 SH x x 27 154,500 100 2,105 SH x x 28 2,105 10 331 SH x 35 331
Carreker Corp. Common Stocks 144433109 144 19,300 SH x x 28 19,300 216 28,500 SH x 35 28,500 Cascade Natural Gas Corp. Common Stocks 147339105 179 8,300 SH x x 11 8,300 133 3,900 SH x x 28 3,900 2,195 101,600 SH x 35 101,600 15 700 SH x x 36 700 13 631 SH x x 42 631 443 20,500 SH x x 52 20,500 Casella Waste Systems, Inc. Class A Common Stocks 147448104 64 5,780 SH x 35 5,780 12 1,081 SH x x 42 1,081 Casey's General Stores, Inc. Common Stocks 147528103 2,182 183,550 SH x 35 183,550 61 5,100 SH x x 36 5,100 Catalina Marketing Corp. Common Stocks 148867104 2,022 68,026 SH x x 20 68,026 17 600 SH x x 28 600 848 30,281 SH x 35 30,281 129 4,600 SH x x 36 4,600 Catalytica Energy Systems, Inc. New Common Stocks 148884109 2 313 SH x x 36 313 Catapult Communications Corp. Common Stocks 149016107 38 2,730 SH x x 36 2,730 Catellus Development Corp. Common Stocks 149111106 1,237 64,770 SH x x 26 64,770 1,580 90,388 SH x 35 90,388 271 15,500 SH x x 36 15,500 45 2,730 SH x x 42 2,730 Caterpillar, Inc. Common Stocks 149123101 536 5,900 SH x x 1 5,900 2,591 55,790 SH x x 5 55,790 351 6,170 SH x x 14 6,170 1,420 31,700 SH x x 20 31,700 7,263 153,700 SH x x 26 153,700 945 20,400 SH x x 28 20,400 354 7,900 SH x x 30 7,900 1,586 35,400 SH x x 31 35,400 26,232 585,546 SH x 35 585,546 2,739 53,800 SH x x 48 53,800 Cathay Bancorp, Inc. Common Stocks 149150104 136 1,600 SH x x 28 1,600 Cato Corp. Class A Common Stocks 149205106 159 8,600 SH x x 28 8,600 352 23,500 SH x 35 23,500 Cell Genesys, Inc. Common Stocks 150921104 213 13,300 SH x x 28 13,300 232 14,500 SH x 35 14,500 59 3,700 SH x x 36 3,700 CellStar Corp. Common Stocks 150925105 35 30,200 SH x x 57 30,200 Celestica, Inc. Common Stocks 15101Q108 2,162 79,200 SH x x 20 79,200 1,455 53,300 SH x x 31 53,300 19,451 712,480 SH x 35 712,480 5,803 175,170 SH x x 49 175,170 Celgene Corp. Common Stocks 151020104 40 1,600 SH x x 28 1,600 2,148 81,254 SH x 35 81,254 1,789 67,700 SH x x 50 67,700 Cemex SA de CV - ADR Common Stocks 151290889 349 17,000 SH x x 4 17,000 433 21,000 SH x x 32 21,000 1,608 78,310 SH x 35 78,310 720 35,067 SH x x 37 35,067
1,039 43,460 SH x x 39 43,460 Cendant Corp. Common Stocks 151313103 389 15,000 SH x x 1 15,000 404 35,300 SH x x 5 35,300 849 66,300 SH x x 9 66,300 2,172 169,700 SH x x 11 169,700 5,933 471,000 SH x x 12 471,000 2,306 169,230 SH x x 26 169,230 657 32,700 SH x x 28 32,700 189 14,800 SH x x 30 14,800 5,130 400,763 SH x 35 400,763 247 19,300 SH x x 52 19,300 Centennial Cellular Corp. Class A Common Stocks 15133V208 41 4,190 SH x x 26 4,190 164 18,400 SH x x 28 18,400 285 31,690 SH x 35 31,690 CenterPoint Properties Corp. Common Stocks 151895109 105 2,200 SH x x 36 2,200 0 400 SH x x 42 400 Centex Corp. Common Stocks 152312104 349 5,100 SH x x 1 5,100 2,724 76,700 SH x x 11 76,700 1,000 27,520 SH x x 26 27,520 1,156 24,800 SH x x 28 24,800 132 3,900 SH x x 30 3,900 4,338 128,617 SH x 35 128,617 118 4,041 SH x x 42 4,041 Centex Construction Products, Inc. Common Stocks 15231R109 0 1,630 SH x x 42 1,630 Centra Software, Inc. New Common Stocks 15234X103 67 7,800 SH x x 28 7,800 76 8,900 SH x 35 8,900 Central Coast Bancorp Common Stocks 153145107 73 3,700 SH x x 28 3,700 Central Garden & Pet Co. Common Stocks 153527106 51 3,900 SH x x 28 3,900 50 6,000 SH x 35 6,000 CenturyTel, Inc. Common Stocks 156700106 241 6,300 SH x x 26 6,300 105 3,300 SH x x 28 3,300 719 21,453 SH x 35 21,453 Cephalon, Inc. Common Stocks 156708109 2,669 53,500 SH x x 31 53,500 7,063 141,600 SH x 35 141,600 200 4,000 SH x x 36 4,000 Ceridian Corp. New Common Stocks 156779100 743 49,300 SH x x 28 49,300 798 55,049 SH x 35 55,049 165 11,400 SH x x 36 11,400 Cerner Corp. Common Stocks 156782104 4,948 97,600 SH x x 11 97,600 1,465 27,900 SH x x 28 27,900 6,200 125,259 SH x 35 125,259 120 2,420 SH x x 36 2,420 Championship Auto Racing Teams, Inc. Common Stocks 158711101 13 900 SH x x 36 900 Charles River Laboratories International, Inc. Common Stocks 159864107 3,190 88,400 SH x x 11 88,400 144 5,000 SH x x 13 5,000 156 2,800 SH x x 28 2,800 7,675 217,000 SH x 35 217,000 1,337 37,800 SH x x 50 37,800 1,627 46,000 SH x x 54 46,000 Charter One Financial, Inc. Common Stocks 160903100 970 16,968 SH x x 1 16,968
1,553 55,036 SH x x 20 55,036 514 15,879 SH x x 26 15,879 679 24,045 SH x x 28 24,045 790 27,994 SH x x 30 27,994 6,809 241,284 SH x 35 241,284 Charter Municipal Mortgage Acceptance Co. Common Stocks 160908109 310 19,400 SH x x 11 19,400 280 11,100 SH x x 28 11,100 599 37,500 SH x 35 37,500 Charlotte Russe Holding, Inc. Common Stocks 161048103 21 1,600 SH x x 36 1,600 Charming Shoppes, Inc. Common Stocks 161133103 34 7,000 SH x x 11 7,000 2,795 569,150 SH x 35 569,150 53 10,800 SH x x 36 10,800 Charter Communications Holdings, Inc. Class A Common Stocks 16117M107 2,292 185,100 SH x x 3 185,100 94 5,700 SH x x 12 5,700 534 29,700 SH x x 28 29,700 2,454 198,203 SH x 35 198,203 Chateau Communities, Inc. Common Stocks 161726104 2,044 69,400 SH x x 27 69,400 44 1,500 SH x 35 1,500 7 251 SH x x 42 251 CheckFree Corp. Common Stocks 162813109 258 15,200 SH x x 28 15,200 289 17,049 SH x 35 17,049 81 4,800 SH x x 36 4,800 Checkpoint Systems, Inc. Common Stocks 162825103 232 21,300 SH x x 28 21,300 350 32,000 SH x 35 32,000 30 2,700 SH x x 36 2,700 Cheesecake Factory, Inc. (The) Common Stocks 163072101 316 11,250 SH x x 11 11,250 68 1,800 SH x x 28 1,800 2,105 87,895 SH x 35 87,895 135 5,645 SH x x 36 5,645 Chelsea Property Group, Inc. Common Stocks 163421100 1,000 22,000 SH x x 11 22,000 3,727 82,000 SH x x 27 82,000 1,886 41,500 SH x 35 41,500 Chemed Corp. Common Stocks 163596109 605 21,000 SH x x 11 21,000 32 700 SH x x 28 700 562 19,500 SH x 35 19,500 17 600 SH x x 36 600 ChemFirst, Inc. Common Stocks 16361A106 279 12,200 SH x x 28 12,200 319 15,800 SH x 35 15,800 24 1,200 SH x x 36 1,200 Chemical Financial Corp. Common Stocks 163731102 22 800 SH x x 36 800 Chesapeake Corp. Common Stocks 165159104 160 6,200 SH x x 11 6,200 379 14,660 SH x 35 14,660 28 1,100 SH x x 36 1,100 5 201 SH x x 42 201 Chesapeake Energy Corp. Common Stocks 165167107 64 11,400 SH x x 36 11,400 Chevron Corp. Common Stocks 166751107 5,583 43,100 SH x x 1 43,100 526 6,300 SH x x 5 6,300 24,714 292,100 SH x x 12 292,100 6,321 65,120 SH x x 26 65,120 4,735 45,500 SH x x 28 45,500
3,329 39,280 SH x x 30 39,280 30,638 361,505 SH x 35 361,505 2,084 21,700 SH x x 48 21,700 4,375 41,870 SH x x 49 41,870 297 3,500 SH x x 52 3,500 170 2,000 SH x x 58 2,000 Chicos FAS, Inc. Common Stocks 168615102 739 30,100 SH x x 11 30,100 883 37,500 SH x x 23 37,500 1,026 40,400 SH x x 25 40,400 225 8,050 SH x x 28 8,050 3,763 159,770 SH x 35 159,770 42 1,800 SH x x 36 1,800 Children's Place Retail Stores, Inc. (The) Common Stocks 168905107 1,750 92,421 SH x x 20 92,421 631 35,171 SH x 35 35,171 China Mobile, Ltd. - ADR Common Stocks 16941M109 217 13,500 SH x 35 13,500 272 15,200 SH x x 39 15,200 China Unicom, Ltd. - ADR Common Stocks 16945R104 1,095 101,400 SH x 35 101,400 1,133 93,500 SH x x 38 93,500 Choice Hotels International, Inc. Common Stocks 169905106 149 9,000 SH x x 11 9,000 295 17,900 SH x 35 17,900 113 6,820 SH x x 36 6,820 Chiron Corp. Common Stocks 170040109 2,614 58,920 SH x x 26 58,920 723 16,300 SH x 35 16,300 Chittenden Corp. Common Stocks 170228100 73 2,875 SH x x 36 2,875 ChoicePoint, Inc. New Common Stocks 170388102 332 9,000 SH x x 13 9,000 5,741 137,862 SH x 35 137,862 3,550 85,250 SH x x 54 85,250 Christopher & Banks Corp. Common Stocks 171046105 18 600 SH x x 28 600 2,451 81,400 SH x 35 81,400 203 6,730 SH x x 36 6,730 2,174 72,200 SH x x 50 72,200 Chubb Corp. (The) Common Stocks 171232101 2,855 40,110 SH x x 5 40,110 421 4,620 SH x x 14 4,620 172 2,100 SH x x 26 2,100 343 4,800 SH x x 30 4,800 5,955 83,390 SH x 35 83,390 2,278 31,900 SH x x 58 31,900 Church and Dwight Co., Inc. Common Stocks 171340102 796 30,800 SH x x 23 30,800 814 31,500 SH x 35 31,500 134 5,170 SH x x 36 5,170 CIENA Corp. Common Stocks 171779101 6 600 SH x x 9 600 1,980 187,300 SH x x 12 187,300 21 2,000 SH x x 28 2,000 271 26,370 SH x 35 26,370 CIMA Labs, Inc. Common Stocks 171796105 3,972 65,380 SH x 35 65,380 346 5,700 SH x x 36 5,700 Cincinnati Financial Corp. Common Stocks 172062101 815 17,090 SH x x 26 17,090 1,093 26,268 SH x 35 26,268 Cinergy Corp. Common Stocks 172474108 1,045 16,700 SH x x 1 16,700 2,522 81,700 SH x x 9 81,700
4,353 140,900 SH x x 12 140,900 207 6,700 SH x x 28 6,700 1,276 41,320 SH x x 30 41,320 4,079 132,139 SH x 35 132,139 Circuit City Stores - Circuit City Group Common Stocks 172737108 399 36,000 SH x x 5 36,000 2,183 181,900 SH x x 9 181,900 175 15,800 SH x x 12 15,800 1,589 126,970 SH x x 26 126,970 140 7,400 SH x x 28 7,400 2,353 196,120 SH x 35 196,120 130 12,742 SH x x 42 12,742 234 19,500 SH x x 52 19,500 Circuit City Stores, Inc. - CarMax Group Common Stocks 172737306 1,315 116,900 SH x x 11 116,900 246 22,000 SH x x 28 22,000 1,787 158,800 SH x 35 158,800 10 961 SH x x 42 961 CIRCOR International, Inc. Common Stocks 17273K109 179 11,800 SH x x 28 11,800 213 14,200 SH x 35 14,200 Cirrus Logic, Inc. Common Stocks 172755100 371 49,400 SH x x 28 49,400 410 55,300 SH x x 31 55,300 1,947 262,335 SH x 35 262,335 40 5,400 SH x x 36 5,400 263 35,400 SH x x 50 35,400 Cisco Systems, Inc. Common Stocks 17275R102 5,576 425,310 SH x x 1 425,310 3,287 269,900 SH x x 9 269,900 2,313 186,300 SH x x 11 186,300 16,047 1,304,000 SH x x 12 1,304,000 3,090 253,700 SH x x 20 253,700 4,451 213,100 SH x x 28 213,100 1,655 135,900 SH x x 31 135,900 57,995 4,761,500 SH x 35 4,761,500 133 10,900 SH x x 40 10,900 1,609 65,200 SH x x 46 65,200 6,723 485,600 SH x x 48 485,600 26,180 1,636,310 SH x x 49 1,636,310 Cintas Corp. Common Stocks 172908105 28 692 SH x 35 692 Citigroup, Inc. Common Stocks 172967101 32,772 659,155 SH x x 1 659,155 13,320 320,400 SH x x 5 320,400 12,911 318,802 SH x x 9 318,802 15,962 375,164 SH x x 11 375,164 42,140 1,059,630 SH x x 12 1,059,630 1,735 33,710 SH x x 14 33,710 4,192 103,499 SH x x 20 103,499 54,510 1,263,681 SH x x 26 1,263,681 14,280 282,232 SH x x 28 282,232 9,978 246,372 SH x x 30 246,372 181,501 4,481,504 SH x 35 4,481,504 8,198 202,410 SH x x 44 202,410 6,270 76,400 SH x x 46 76,400 1,002 17,400 SH x x 48 17,400
10,633 200,440 SH x x 49 200,440 498 12,300 SH x x 52 12,300 2,361 58,300 SH x x 58 58,300 Citizens Banking Corp. Common Stocks 174420109 32 1,000 SH x x 11 1,000 Citizens Communications Co. Common Stocks 17453B101 102 8,100 SH x x 28 8,100 208 22,078 SH x 35 22,078 Citrix Systems, Inc. Common Stocks 177376100 312 15,700 SH x x 11 15,700 590 27,100 SH x x 12 27,100 149 7,521 SH x 35 7,521 City Holding Company Common Stocks 177835105 74 4,700 SH x x 28 4,700 City National Corp. Common Stocks 178566105 124 3,000 SH x x 13 3,000 163 2,400 SH x x 28 2,400 2,701 62,601 SH x 35 62,601 1,381 32,000 SH x x 54 32,000 Claire's Stores, Inc. Common Stocks 179584107 1,838 145,300 SH x x 3 145,300 2,000 158,100 SH x 35 158,100 39 3,100 SH x x 36 3,100 Clarent Corp. Common Stocks 180461105 9 1,600 SH x x 36 1,600 Clark/Bardes Holdings, Inc. Common Stocks 180668105 6 260 SH x x 36 260 Clayton Homes, Inc. Common Stocks 184190106 8 654 SH x 35 654 146 12,000 SH x x 36 12,000 Clear Channel Communications, Inc. Common Stocks 184502102 918 19,282 SH x x 1 19,282 3,486 87,700 SH x x 11 87,700 1,267 27,844 SH x x 26 27,844 477 7,600 SH x x 28 7,600 123 3,100 SH x x 30 3,100 13,120 330,073 SH x 35 330,073 1,174 29,529 SH x x 44 29,529 6,813 134,710 SH x x 49 134,710 Cleveland-Cliffs, Inc. Common Stocks 185896107 88 6,100 SH x x 11 6,100 ClickAction, Inc. Common Stocks 18681E107 1 3,000 SH x x 57 3,000 Clorox Co. (The) Common Stocks 189054109 854 20,090 SH x x 26 20,090 1,334 36,050 SH x 35 36,050 1,321 35,700 SH x x 58 35,700 Closure Medical Corp. Common Stocks 189093107 13 700 SH x x 36 700 Coach, Inc. New Common Stocks 189754104 2,101 74,334 SH x x 20 74,334 829 31,269 SH x 35 31,269 90 3,400 SH x x 36 3,400 Coast Federal Litigation Contigent Common Stocks 19034Q110 0 300 SH x 35 300 Coastal Bancorp, Inc. Common Stocks 19041P105 1,190 33,700 SH x 35 33,700 258 7,300 SH x x 52 7,300 Cobalt Corp. Common Stocks 19074W100 476 93,400 SH x 35 93,400 104 20,400 SH x x 52 20,400 Coca-Cola Bottling Co. Consolidated Common Stocks 191098102 2,390 63,300 SH x x 3 63,300 2,571 68,115 SH x 35 68,115 Coca-Cola Co. (The) Common Stocks 191216100 1,462 29,700 SH x x 11 29,700 13,202 280,800 SH x x 12 280,800 75 1,390 SH x x 26 1,390 2,799 56,400 SH x x 28 56,400 351 7,500 SH x x 30 7,500
12,068 257,595 SH x 35 257,595 3,029 56,900 SH x x 48 56,900 2,475 26,070 SH x x 49 26,070 Coca-Cola Enterprises, Inc. Common Stocks 191219104 22 1,410 SH x 35 1,410 Coca-Cola Femsa SA - ADR Common Stocks 191241108 1,047 55,400 SH x x 10 55,400 1,240 62,800 SH x 35 62,800 168 8,500 SH x x 37 8,500 456 20,200 SH x x 38 20,200 306 13,300 SH x x 39 13,300 Cognex Corp. Common Stocks 192422103 72 3,690 SH x x 36 3,690 Cognizant Technology Solutions Corp. Common Stocks 192446102 35 1,570 SH x x 36 1,570 Coherent, Inc. Common Stocks 192479103 1,979 65,156 SH x x 20 65,156 216 7,600 SH x x 28 7,600 1,031 36,287 SH x 35 36,287 108 3,800 SH x x 36 3,800 Cohu, Inc. Common Stocks 192576106 1,518 101,500 SH x x 3 101,500 13 900 SH x x 11 900 1,705 114,000 SH x 35 114,000 Coinstar, Inc. Common Stocks 19259P300 30 1,500 SH x x 36 1,500 Coldwater Creek, Inc. Common Stocks 193068103 146 8,000 SH x x 11 8,000 Kenneth Cole Productions, Inc. Class A Common Stocks 193294105 10 800 SH x x 36 800 Colgate-Palmolive Co. Common Stocks 194162103 4,468 72,000 SH x x 1 72,000 643 7,000 SH x x 11 7,000 175 3,000 SH x x 12 3,000 8,145 134,100 SH x x 26 134,100 2,621 35,800 SH x x 28 35,800 8,110 139,226 SH x 35 139,226 1,570 13,300 SH x x 46 13,300 Colonial BancGroup, Inc. Common Stocks 195493309 2,545 198,800 SH x x 3 198,800 202 15,800 SH x x 11 15,800 115 7,880 SH x x 26 7,880 3,358 262,310 SH x 35 262,310 148 11,600 SH x x 36 11,600 15 1,181 SH x x 42 1,181 Colonial Properties Trust Common Stocks 195872106 0 1,000 SH x x 42 1,000 Columbia Banking System, Inc. Common Stocks 197236102 39 2,860 SH x x 57 2,860 Columbia Sportswear Co. Common Stocks 198516106 1 59 SH x 35 59 17 750 SH x x 36 750 Comcast Corp. Special Class A Common Stocks 200300200 11,248 269,000 SH x x 1 269,000 3,411 95,100 SH x x 3 95,100 7,904 210,900 SH x x 5 210,900 1,722 48,000 SH x x 9 48,000 1,908 53,600 SH x x 12 53,600 1,029 22,840 SH x x 14 22,840 5,873 149,080 SH x x 26 149,080 1,933 53,900 SH x x 30 53,900 36,658 1,021,955 SH x 35 1,021,955 1,711 47,694 SH x x 44 47,694 2,006 27,600 SH x x 46 27,600 1,146 28,200 SH x x 48 28,200
1,772 49,400 SH x x 58 49,400 Comdisco, Inc. Common Stocks 200336105 69 117,500 SH x 35 117,500 119 202,200 SH x x 53 202,200 Comerica, Inc. Common Stocks 200340107 1,330 24,000 SH x x 9 24,000 1,915 30,180 SH x x 26 30,180 92 1,058 SH x x 28 1,058 33 600 SH x x 30 600 2,819 50,876 SH x 35 50,876 Commerce Bancorp, Inc. Common Stocks 200519106 3,118 45,852 SH x x 11 45,852 466 6,900 SH x x 28 6,900 672 9,889 SH x 35 9,889 88 1,300 SH x x 36 1,300 Commerce Bancshares, Inc. Common Stocks 200525103 166 4,410 SH x x 11 4,410 91 2,105 SH x x 26 2,105 249 4,200 SH x x 28 4,200 766 20,349 SH x 35 20,349 308 8,200 SH x x 36 8,200 137 3,731 SH x x 42 3,731 Commerce Group, Inc. Common Stocks 200641108 912 24,000 SH x x 3 24,000 931 24,500 SH x x 11 24,500 969 25,500 SH x 35 25,500 80 2,100 SH x x 36 2,100 35 991 SH x x 42 991 Commerce One, Inc. Common Stocks 200693109 261 106,100 SH x x 31 106,100 680 276,300 SH x 35 276,300 Commercial Federal Corp. Common Stocks 201647104 428 17,800 SH x x 28 17,800 677 27,900 SH x 35 27,900 114 4,700 SH x x 36 4,700 Commercial Metals Co. Common Stocks 201723103 33 1,300 SH x x 28 1,300 211 7,590 SH x 35 7,590 44 1,751 SH x x 42 1,751 Commercial Net Lease Realty Common Stocks 202218103 356 26,900 SH x x 11 26,900 27 2,300 SH x x 28 2,300 367 27,700 SH x 35 27,700 30 2,300 SH x x 36 2,300 Commonwealth Telephone Enterprises, Inc. Common Stocks 203349105 803 21,700 SH x x 28 21,700 1,684 45,820 SH x 35 45,820 123 3,360 SH x x 36 3,360 11 281 SH x x 42 281 CommScope, Inc. Common Stocks 203372107 11 600 SH x x 36 600 Community Bank System, Inc. Common Stocks 203607106 1,480 53,800 SH x x 3 53,800 Community Health Care New Common Stocks 203668108 8 253 SH x 35 253 161 5,410 SH x x 36 5,410 Community First Bankshares, Inc. Common Stocks 203902101 115 4,800 SH x x 36 4,800 Community First Banking Co. Common Stocks 203913108 28 800 SH x 35 800 Companhia Brasileira de Distribuicao Grupo Pao de Acucar Preferred Stocks 20440T201 927 69,440 SH x x 10 69,440 743 59,450 SH x 35 59,450 106 8,450 SH x x 37 8,450 267 18,350 SH x x 39 18,350 Companhia Siderurgica Nacional - ADR Common Stocks 20440W105 48 4,800 SH x 35 4,800
73 6,300 SH x x 39 6,300 Companhia Vale Do Rio Doce - ADR Preferred Stocks 204412100 702 35,300 SH x 35 35,300 Companhia Paranaense de Energia - Copel Class B - ADR Preferred Stocks 20441B407 76 13,000 SH x 35 13,000 105 15,500 SH x x 39 15,500 Companhia de Bebidas das Americas - ADR Preferred Stocks 20441W203 967 60,300 SH x x 10 60,300 981 61,300 SH x 35 61,300 149 9,300 SH x x 39 9,300 Companhia Anonima Nacional Telefonos de Venezuela - ADR Common Stocks 204421101 335 15,200 SH x x 10 15,200 547 23,750 SH x 35 23,750 459 19,900 SH x x 37 19,900 Compania Cervecerias Unidas SA - ADR Common Stocks 204429104 836 44,000 SH x x 30 44,000 981 57,400 SH x 35 57,400 231 11,600 SH x x 39 11,600 Compania de Minas Buenaventura Series B - ADR Common Stocks 204448104 736 34,000 SH x x 10 34,000 779 36,000 SH x 35 36,000 105 4,850 SH x x 37 4,850 423 16,600 SH x x 39 16,600 Compania de Telecomunicaciones de Chile SA - ADR Common Stocks 204449300 748 75,889 SH x 35 75,889 171 17,369 SH x x 37 17,369 657 57,200 SH x x 39 57,200 COMPAQ Computer Corp. Common Stocks 204493100 845 50,200 SH x x 1 50,200 810 103,220 SH x x 5 103,220 506 60,900 SH x x 9 60,900 2,527 287,700 SH x x 11 287,700 3,494 424,900 SH x x 12 424,900 5,007 570,112 SH x x 26 570,112 563 39,800 SH x x 28 39,800 591 71,100 SH x x 30 71,100 7,218 868,640 SH x 35 868,640 Compass Bancshares, Inc. Common Stocks 20449H109 47 2,000 SH x x 12 2,000 335 11,290 SH x x 26 11,290 1,023 39,298 SH x 35 39,298 424 16,300 SH x x 36 16,300 69 2,971 SH x x 42 2,971 Computer Associates International, Inc. Common Stocks 204912109 715 13,700 SH x x 1 13,700 1,912 74,300 SH x x 9 74,300 911 30,300 SH x x 11 30,300 361 14,500 SH x x 12 14,500 5,174 193,660 SH x x 26 193,660 4,519 140,200 SH x x 28 140,200 103 4,000 SH x x 30 4,000 5,775 224,349 SH x 35 224,349 Computer Sciences Corp. Common Stocks 205363104 381 10,020 SH x x 26 10,020 40 1,200 SH x x 30 1,200 522 15,731 SH x 35 15,731 Compuware Corp. Common Stocks 205638109 510 30,200 SH x x 1 30,200 1,784 207,800 SH x x 26 207,800 82 9,800 SH x x 28 9,800 38 4,600 SH x x 30 4,600 1,076 129,151 SH x 35 129,151
8 941 SH x x 42 941 Comstock Resources, Inc. Common Stocks 205768203 95 15,500 SH x x 28 15,500 140 23,600 SH x 35 23,600 Comverse Technology, Inc. Common Stocks 205862402 903 44,100 SH x x 9 44,100 86 3,300 SH x x 12 3,300 251 12,244 SH x 35 12,244 ConAgra, Inc. Common Stocks 205887102 2,152 95,849 SH x x 9 95,849 276 7,800 SH x x 28 7,800 265 11,800 SH x x 30 11,800 636 28,344 SH x 35 28,344 Concord EFS, Inc. Common Stocks 206197105 11,828 241,644 SH x 35 241,644 2,269 40,800 SH x x 48 40,800 7,355 113,100 SH x x 49 113,100 Concurrent Computer Corp. Common Stocks 206710204 56 6,700 SH x x 13 6,700 1,913 197,769 SH x x 20 197,769 1,858 204,645 SH x 35 204,645 562 61,900 SH x x 54 61,900 Conectiv, Inc. Common Stocks 206829103 143 6,100 SH x x 11 6,100 968 41,202 SH x 35 41,202 275 11,700 SH x x 36 11,700 148 6,631 SH x x 42 6,631 Conestoga Enterprises, Inc. Common Stocks 207015108 130 5,700 SH x x 28 5,700 Conexant Systems, Inc. Common Stocks 207142100 13 1,625 SH x 35 1,625 Conmed Corp. Common Stocks 207410101 313 17,700 SH x x 11 17,700 572 32,340 SH x 35 32,340 40 2,250 SH x x 36 2,250 59 3,546 SH x x 42 3,546 Conoco, Inc. Class A Common Stocks 208251306 222 8,600 SH x x 12 8,600 33 1,300 SH x 35 1,300 Conoco, Inc. Class B Common Stocks 208251405 1,515 29,500 SH x x 1 29,500 7,881 306,800 SH x x 12 306,800 3,834 151,300 SH x x 20 151,300 4,213 153,056 SH x x 26 153,056 1,486 58,638 SH x x 30 58,638 20,449 806,969 SH x 35 806,969 Conseco, Inc. Common Stocks 208464107 2,279 294,100 SH x x 11 294,100 50 6,020 SH x x 26 6,020 131 12,200 SH x x 28 12,200 1,748 240,811 SH x 35 240,811 CONSOL Energy, Inc. Common Stocks 20854P109 1,211 53,500 SH x x 11 53,500 74 3,470 SH x x 26 3,470 497 21,000 SH x x 28 21,000 1,654 77,196 SH x 35 77,196 56 2,600 SH x x 36 2,600 Consolidated Edison, Inc. Common Stocks 209115104 2,096 25,400 SH x x 1 25,400 2,158 53,001 SH x x 9 53,001 466 9,970 SH x x 26 9,970 1,926 47,300 SH x x 30 47,300 6,324 155,305 SH x 35 155,305 Consolidated Graphics, Inc. Common Stocks 209341106 17 1,000 SH x x 11 1,000
196 11,500 SH x 35 11,500 Constellation Brands, Inc. Class A Common Stocks 21036P108 467 11,200 SH x x 11 11,200 903 20,800 SH x x 28 20,800 5,825 139,818 SH x 35 139,818 115 2,760 SH x x 36 2,760 496 11,900 SH x x 50 11,900 1,504 36,100 SH x x 54 36,100 Constellation Energy Group Common Stocks 210371100 549 11,200 SH x x 1 11,200 1,813 74,900 SH x x 20 74,900 327 11,810 SH x x 26 11,810 622 25,700 SH x x 30 25,700 7,047 291,211 SH x 35 291,211 Continental Airlines, Inc. Class B Common Stocks 210795308 1,412 95,000 SH x x 1 95,000 330 21,400 SH x x 26 21,400 172 10,900 SH x x 28 10,900 4,046 269,709 SH x 35 269,709 28 1,991 SH x x 42 1,991 Convergys Corp. Common Stocks 212485106 31 1,105 SH x 35 1,105 Cooper Cameron Corp. Common Stocks 216640102 1,902 57,300 SH x x 12 57,300 103 3,000 SH x x 13 3,000 26 500 SH x x 28 500 1,879 57,279 SH x 35 57,279 817 24,900 SH x x 54 24,900 Cooper Companies, Inc. Common Stocks 216648402 1,651 35,200 SH x x 11 35,200 67 900 SH x x 28 900 1,604 34,200 SH x 35 34,200 115 2,450 SH x x 36 2,450 Cooper Industries, Inc. Common Stocks 216669101 689 8,200 SH x x 1 8,200 1,132 27,800 SH x x 12 27,800 468 9,860 SH x x 26 9,860 118 1,800 SH x x 28 1,800 696 16,787 SH x 35 16,787 Cooper Tire & Rubber Co. Common Stocks 216831107 1,245 87,400 SH x x 11 87,400 16 770 SH x x 26 770 557 37,200 SH x x 28 37,200 1,804 126,720 SH x 35 126,720 11 791 SH x x 42 791 Coors (Adolph) Co. Class B Common Stocks 217016104 3,020 67,100 SH x x 11 67,100 130 2,500 SH x x 26 2,500 7,379 163,982 SH x 35 163,982 CoorsTek, Inc. Common Stocks 217020106 1,980 74,134 SH x x 20 74,134 2,235 89,430 SH x 35 89,430 2,591 103,700 SH x x 53 103,700 Copart, Inc. Common Stocks 217204106 426 15,200 SH x x 11 15,200 560 20,000 SH x 35 20,000 Cor Therapeutics, Inc. Common Stocks 217753102 346 15,300 SH x x 28 15,300 445 19,671 SH x 35 19,671 165 7,270 SH x x 36 7,270 Corinthian Colleges, Inc. New Common Stocks 218868107 64 2,400 SH x x 13 2,400 3,419 101,435 SH x 35 101,435
796 23,600 SH x x 54 23,600 Corn Products International, Inc. Common Stocks 219023108 254 8,850 SH x 35 8,850 61 1,991 SH x x 42 1,991 Cornerstone Realty Income Trust, Inc. Common Stocks 21922V102 57 3,400 SH x x 28 3,400 Corning, Inc. Common Stocks 219350105 906 50,700 SH x x 1 50,700 10 1,100 SH x x 9 1,100 615 69,200 SH x x 12 69,200 6,351 699,710 SH x x 26 699,710 544 61,700 SH x x 30 61,700 3,126 354,464 SH x 35 354,464 Corporate Executive Board Co.,(The) Common Stocks 21988R102 195 7,500 SH x x 13 7,500 261 10,000 SH x x 28 10,000 6,563 251,640 SH x 35 251,640 107 4,120 SH x x 36 4,120 1,823 69,900 SH x x 54 69,900 Corrections Corporation of America Common Stocks 22025Y407 116 5,600 SH x x 28 5,600 43 3,300 SH x 35 3,300 11 861 SH x x 42 861 CORUS Bankshares, Inc. Common Stocks 220873103 651 13,800 SH x x 28 13,800 1,179 26,240 SH x 35 26,240 2 50 SH x x 42 50 CorVel Corp. Common Stocks 221006109 32 1,230 SH x x 36 1,230 Corvis Corp. New Common Stocks 221009103 2 1,626 SH x 35 1,626 Cost Plus, Inc. Common Stocks 221485105 48 2,600 SH x x 36 2,600 Costco Wholesale Corp. Common Stocks 22160K105 360 5,000 SH x x 1 5,000 21 600 SH x x 12 600 467 11,470 SH x x 26 11,470 366 10,300 SH x x 28 10,300 100 2,800 SH x x 30 2,800 20,181 567,516 SH x 35 567,516 7,275 204,595 SH x x 44 204,595 Countrywide Credit Industries, Inc. Common Stocks 222372104 605 6,800 SH x x 1 6,800 319 7,500 SH x x 5 7,500 3,347 76,200 SH x x 9 76,200 2,951 61,670 SH x x 11 61,670 6,771 156,100 SH x x 12 156,100 565 12,190 SH x x 26 12,190 2,095 38,200 SH x x 28 38,200 870 19,800 SH x x 30 19,800 6,262 142,542 SH x 35 142,542 14 310 SH x x 36 310 185 4,200 SH x x 52 4,200 Covance, Inc. Common Stocks 222816100 2,112 117,900 SH x 35 117,900 168 9,370 SH x x 36 9,370 1,576 88,000 SH x x 50 88,000 553 30,900 SH x x 53 30,900 Covanta Energy Corp. Common Stocks 22281N103 15 1,250 SH x x 36 1,250 Covansys Corp. Common Stocks 22281W103 17 2,000 SH x x 36 2,000 Coventry Health Care, Inc. Common Stocks 22862104 130 3,500 SH x x 28 3,500 142 6,000 SH x 35 6,000
111 4,700 SH x x 36 4,700 0 2,200 SH x x 42 2,200 Cox Communications, Inc. Class A Common Stocks 224044107 6,040 138,800 SH x x 5 138,800 5,131 122,900 SH x x 9 122,900 792 14,750 SH x x 14 14,750 1,070 23,050 SH x x 26 23,050 100 2,400 SH x x 28 2,400 10,160 243,348 SH x 35 243,348 Cox Radio, Inc. Class A Common Stocks 224051102 1,903 88,521 SH x x 20 88,521 767 38,026 SH x 35 38,026 Crane Co. Common Stocks 224399105 240 5,400 SH x x 1 5,400 501 19,970 SH x x 26 19,970 682 31,097 SH x 35 31,097 11 491 SH x x 42 491 Credence Systems Corp. Common Stocks 225302108 8 700 SH x x 28 700 65 5,400 SH x 35 5,400 46 3,800 SH x x 36 3,800 Cree, Inc. Common Stocks 225447101 1,745 110,686 SH x x 20 110,686 32 2,100 SH x x 28 2,100 794 53,725 SH x 35 53,725 86 5,800 SH x x 36 5,800 Creo Products, Inc. Common Stocks 225606102 1,348 71,000 SH x x 56 71,000 Crescent Real Estate Equities, Co. Common Stocks 225756105 110 5,500 SH x x 12 5,500 307 12,460 SH x x 26 12,460 2,512 117,100 SH x x 27 117,100 771 33,345 SH x x 28 33,345 1,813 84,528 SH x 35 84,528 130 6,511 SH x x 42 6,511 Crestline Capital Corp. Common Stocks 226153104 45 1,600 SH x x 28 1,600 180 6,370 SH x 35 6,370 22 851 SH x x 42 851 Cross (A.T.) Co. Class A Common Stocks 227478104 51 9,600 SH x x 57 9,600 Crossmann Communities, Inc. Common Stocks 22764E109 113 4,300 SH x x 11 4,300 187 7,100 SH x 35 7,100 13 500 SH x x 36 500 Crown American Realty Trust Common Stocks 228186102 65 5,800 SH x x 28 5,800 24 3,420 SH x 35 3,420 4 631 SH x x 42 631 Crown Castle International Corp. Common Stocks 228227104 125 8,800 SH x x 11 8,800 189 20,966 SH x 35 20,966 Crown Cork & Seal Co., Inc. Common Stocks 228255105 565 246,900 SH x x 11 246,900 174 70,670 SH x x 26 70,670 898 392,070 SH x 35 392,070 16 6,691 SH x x 42 6,691 Cubic Corp. Common Stocks 229669106 82 1,500 SH x x 28 1,500 105 3,050 SH x 35 3,050 15 481 SH x x 42 481 Cullen Frost Bankers, Inc. Common Stocks 229899109 741 27,500 SH x x 11 27,500 106 3,400 SH x x 13 3,400 461 16,200 SH x x 28 16,200
1,623 60,208 SH x 35 60,208 127 4,700 SH x x 36 4,700 98 3,161 SH x x 42 3,161 191 7,100 SH x x 52 7,100 Cummins Engine Co., Inc. Common Stocks 231021106 916 13,700 SH x x 1 13,700 300 9,100 SH x x 11 9,100 1,351 38,000 SH x x 25 38,000 47 900 SH x x 28 900 627 19,000 SH x x 30 19,000 4,238 128,421 SH x 35 128,421 0 5,000 SH x x 42 5,000 Cumulus Media, Inc. Class A Common Stocks 231082108 15 1,900 SH x x 28 1,900 CuraGen Corp. Common Stocks 23126R101 5 270 SH x 35 270 Curtiss-Wright Corp. Common Stocks 231561101 59 800 SH x x 28 800 Cymer, Inc. Common Stocks 232572107 1,910 107,214 SH x x 20 107,214 733 43,757 SH x 35 43,757 Cypress Semiconductor Corp. Common Stocks 232806109 26 1,100 SH x x 28 1,100 12 775 SH x 35 775 Cytec Industries, Inc. Common Stocks 232820100 173 6,800 SH x x 28 6,800 947 40,900 SH x 35 40,900 83 3,600 SH x x 36 3,600 1,039 44,900 SH x x 53 44,900 D & K Healthcare Resources, Inc. Common Stocks 232861104 57 1,200 SH x x 57 1,200 Cytyc Corp. Common Stocks 232946103 2,005 69,975 SH x x 20 69,975 299 11,400 SH x x 28 11,400 3,786 141,223 SH x 35 141,223 386 14,400 SH x x 36 14,400 DPL, Inc. Common Stocks 233293109 161 4,200 SH x x 28 4,200 321 13,200 SH x x 30 13,200 1,531 62,940 SH x 35 62,940 236 9,700 SH x x 36 9,700 DQE, Inc. Common Stocks 23329J104 714 37,100 SH x x 11 37,100 1,004 52,200 SH x 35 52,200 144 7,500 SH x x 36 7,500 DRS Technologies, Inc. Common Stocks 23330X100 626 18,000 SH x x 11 18,000 3,030 87,200 SH x 35 87,200 97 2,800 SH x x 36 2,800 1,494 43,000 SH x x 50 43,000 104 3,000 SH x x 52 3,000 D.R. Horton, Inc. Common Stocks 23331A109 1,917 91,900 SH x x 3 91,900 1,053 50,500 SH x x 9 50,500 3,590 165,860 SH x x 11 165,860 281 8,940 SH x x 28 8,940 8,191 392,671 SH x 35 392,671 167 8,021 SH x x 36 8,021 DST Systems, Inc. Common Stocks 233326107 2,180 50,400 SH x x 9 50,400 211 5,200 SH x x 13 5,200 784 16,020 SH x x 26 16,020 82 1,200 SH x x 28 1,200 4,862 112,425 SH x 35 112,425
234 5,400 SH x x 36 5,400 1,730 40,000 SH x x 54 40,000 DSP Group, Inc. Common Stocks 23332B106 928 46,500 SH x 35 46,500 200 10,000 SH x x 52 10,000 DTE Energy Co. Common Stocks 233331107 3,628 84,200 SH x x 12 84,200 1,940 41,850 SH x x 26 41,850 68 1,000 SH x x 28 1,000 2,253 52,329 SH x 35 52,329 DVI, Inc. Common Stocks 233343102 178 10,500 SH x x 11 10,500 270 15,900 SH x 35 15,900 12 700 SH x x 36 700 Daisytek International Corp. Common Stocks 234053106 210 18,500 SH x x 11 18,500 514 45,300 SH x 35 45,300 Daktronics, Inc. Common Stocks 234264109 56 6,400 SH x x 36 6,400 Dal-Tile International, Inc. Common Stocks 23426R108 1,213 78,800 SH x x 11 78,800 1,253 81,400 SH x 35 81,400 130 8,470 SH x x 36 8,470 Dana Corp. Common Stocks 235811106 2,838 181,900 SH x x 11 181,900 99 5,300 SH x x 28 5,300 365 23,400 SH x x 30 23,400 5,438 348,604 SH x 35 348,604 Danaher Corp. Common Stocks 235851102 717 7,500 SH x x 1 7,500 5,140 103,100 SH x x 5 103,100 1,802 38,200 SH x x 9 38,200 1,207 26,000 SH x x 12 26,000 686 11,420 SH x x 14 11,420 378 7,000 SH x x 26 7,000 359 7,600 SH x x 30 7,600 7,538 159,776 SH x 35 159,776 Darden Restaurants, Inc. Common Stocks 237194105 2,475 94,300 SH x x 9 94,300 570 21,700 SH x x 23 21,700 8,000 294,570 SH x x 26 294,570 2,260 81,900 SH x x 28 81,900 10,384 395,580 SH x 35 395,580 392 15,832 SH x x 42 15,832 DataMirror Corp. Common Stocks 237926100 1,385 221,600 SH x x 34 221,600 Datascope Corp. Common Stocks 238113104 527 13,600 SH x x 11 13,600 23 600 SH x x 28 600 473 12,200 SH x 35 12,200 60 1,540 SH x x 36 1,540 DaVita, Inc. Common Stocks 23918K108 73 3,600 SH x x 11 3,600 1,267 58,390 SH x x 26 58,390 104 3,600 SH x x 28 3,600 6,903 339,215 SH x 35 339,215 201 9,900 SH x x 36 9,900 2,236 109,900 SH x x 54 109,900 Deere & Co. Common Stocks 244199105 12,017 307,700 SH x x 5 307,700 1,645 34,500 SH x x 14 34,500 1,324 35,200 SH x x 20 35,200 546 12,678 SH x x 26 12,678
20,091 534,197 SH x 35 534,197 786 20,900 SH x x 58 20,900 Del Monte Foods Co. Common Stocks 24522P103 343 44,100 SH x x 28 44,100 467 60,600 SH x 35 60,600 Dell Computer Corp. Common Stocks 247025109 1,921 101,790 SH x x 1 101,790 5,007 272,500 SH x x 12 272,500 1,323 71,400 SH x x 20 71,400 10,949 587,370 SH x x 26 587,370 269 9,300 SH x x 28 9,300 27,330 1,474,918 SH x 35 1,474,918 367 19,800 SH x x 40 19,800 360 9,600 SH x x 46 9,600 3,510 167,300 SH x x 48 167,300 9,659 405,300 SH x x 49 405,300 Delphi Automotive Systems Corp. Common Stocks 247126105 229 9,600 SH x x 1 9,600 4,862 405,700 SH x x 5 405,700 249 21,300 SH x x 12 21,300 611 40,650 SH x x 14 40,650 485 41,300 SH x x 30 41,300 5,800 493,609 SH x 35 493,609 203 17,300 SH x x 52 17,300 Delphi Financial Group, Inc. Common Stocks 247131105 426 12,600 SH x 35 12,600 34 1,000 SH x x 36 1,000 Delta Air Lines, Inc. Common Stocks 247361108 870 33,000 SH x x 1 33,000 1,256 49,700 SH x x 12 49,700 757 25,070 SH x x 26 25,070 3,260 123,728 SH x 35 123,728 Deltic Timber Corp. Common Stocks 247850100 24 950 SH x 35 950 4 150 SH x x 42 150 Deluxe Corp. Common Stocks 248019101 745 20,000 SH x x 25 20,000 619 16,750 SH x x 26 16,750 747 18,400 SH x x 28 18,400 2,259 65,402 SH x 35 65,402 109 3,421 SH x x 42 3,421 Dendrite International, Inc. Common Stocks 248239105 21 2,700 SH x x 36 2,700 DENTSPLY International, Inc. Common Stocks 249030107 1,658 36,100 SH x x 23 36,100 422 8,630 SH x x 26 8,630 65 900 SH x x 28 900 271 5,900 SH x x 30 5,900 2,353 51,227 SH x 35 51,227 64 1,400 SH x x 36 1,400 25 571 SH x x 42 571 Developers Diversified Realty Corp. Common Stocks 251591103 2,267 126,300 SH x x 2 126,300 1,714 95,500 SH x x 27 95,500 128 4,515 SH x x 28 4,515 365 20,320 SH x 35 20,320 115 6,400 SH x x 36 6,400 75 4,521 SH x x 42 4,521 Devon Energy Corp. Common Stocks 25179M103 1,703 49,500 SH x x 3 49,500 5,456 144,800 SH x x 5 144,800
730 16,710 SH x x 14 16,710 38 700 SH x x 28 700 7,100 206,385 SH x 35 206,385 209 6,086 SH x x 44 6,086 DeVry, Inc. Common Stocks 251893103 18 500 SH x x 11 500 110 3,600 SH x x 13 3,600 85 1,500 SH x x 28 1,500 2,463 68,617 SH x 35 68,617 266 7,400 SH x x 36 7,400 1,203 33,500 SH x x 54 33,500 Diageo PLC - ADR Common Stocks 25243Q205 2,388 51,600 SH x x 5 51,600 354 6,500 SH x x 14 6,500 5,229 126,000 SH x 35 126,000 Diagnostic Products Corp. Common Stocks 252450101 367 8,700 SH x x 11 8,700 686 16,400 SH x x 28 16,400 621 14,700 SH x 35 14,700 142 3,360 SH x x 36 3,360 30 751 SH x x 42 751 Dial Corp. Common Stocks 25247D101 973 58,800 SH x x 11 58,800 2,792 168,700 SH x x 31 168,700 8,297 501,300 SH x 35 501,300 116 7,000 SH x x 36 7,000 Diamond Offshore Drilling, Inc. Common Stocks 25271C102 531 21,100 SH x x 12 21,100 159 6,313 SH x 35 6,313 257 10,200 SH x x 36 10,200 DiamondCluster International, Inc. Class A Common Stocks 25278P106 971 98,600 SH x 35 98,600 490 49,700 SH x x 54 49,700 DIANON Systems, Inc. Common Stocks 252826102 1,094 21,800 SH x x 23 21,800 1,099 21,900 SH x 35 21,900 Diebold, Inc. Common Stocks 253651103 1,052 25,600 SH x x 25 25,600 2,249 57,790 SH x x 26 57,790 186 3,100 SH x x 28 3,100 2,295 60,240 SH x 35 60,240 358 9,400 SH x x 36 9,400 51 1,500 SH x x 42 1,500 Digi International, Inc. Common Stocks 253798102 9 1,800 SH x x 57 1,800 Digital Lightwave, Inc. Common Stocks 253855100 820 78,944 SH x x 20 78,944 284 28,965 SH x 35 28,965 Digital Insight Corp. New Common Stocks 25385P106 24 2,080 SH x x 36 2,080 DigitalThink, Inc. Common Stocks 25388M100 205 26,200 SH x x 28 26,200 325 42,100 SH x 35 42,100 Digital Generation Systems, Inc. Common Stocks 253921100 7 5,000 SH x x 57 5,000 Dime Community Bancorp, Inc. Common Stocks 253922108 296 11,700 SH x x 11 11,700 234 5,850 SH x x 28 5,850 2,033 80,300 SH x 35 80,300 34 1,350 SH x x 36 1,350 71 2,986 SH x x 42 2,986 211 8,350 SH x x 52 8,350 Dillard's, Inc. Class A Common Stocks 254067101 81 3,900 SH x x 28 3,900 373 28,290 SH x 35 28,290
84 6,351 SH x x 42 6,351 Dime Bancorp, Inc. Common Stocks 25429Q102 1,408 35,800 SH x x 23 35,800 169 3,760 SH x x 26 3,760 1,667 42,400 SH x 35 42,400 354 9,000 SH x 36 9,000 Dime Bancorp, Inc. 2001 Litigation Tracking Warrants Common Stocks 25429Q110 60 239,900 SH x 35 239,900 2 9,000 SH x x 36 9,000 98 391,500 SH x x 53 391,500 Dimon, Inc. Common Stocks 254394109 395 68,700 SH x x 11 68,700 331 57,500 SH x 35 57,500 Dionex Corp. Common Stocks 254546104 61 2,400 SH x x 36 2,400 Discount Auto Parts, Inc. Common Stocks 254642101 236 17,200 SH x x 28 17,200 454 32,900 SH x 35 32,900 Disney (Walt) Co. Common Stocks 254687106 2,095 61,900 SH x x 1 61,900 5,568 294,100 SH x x 5 294,100 871 46,800 SH x x 9 46,800 550 21,600 SH x x 14 21,600 17,936 921,020 SH x x 26 921,020 1,512 72,300 SH x x 28 72,300 1,630 87,540 SH x x 30 87,540 34,958 1,877,441 SH x 35 1,877,441 3,733 200,506 SH x x 44 200,506 209 11,200 SH x 52 11,200 Distribucion y Servicio D&S x SA - ADR Common Stocks 254753106 871 73,400 SH x x 10 73,400 807 72,050 SH x 35 72,050 142 12,700 SH x x 37 12,700 461 35,300 SH x x 39 35,300 Direct Focus, Inc. Common Stocks 254931108 57 2,850 SH x x 57 2,850 Diversa Corp. New Common Stocks 255064107 90 7,500 SH x x 28 7,500 Dobson Communications Corp. Common Stocks 256069105 59 5,900 SH x x 13 5,900 1,104 106,700 SH x 35 106,700 568 54,900 SH x 54 54,900 Dr. Reddy's Laboratories, x Ltd. - ADR Common Stocks 256135203 307 13,800 SH x 35 13,800 487 19,000 SH x x 39 19,000 Documentum, Inc. Common Stocks 256159104 29 3,500 SH x x 36 3,500 Dole Food Co., Inc. Common Stocks 256605106 890 41,600 SH x x 11 41,600 233 10,900 SH x 35 10,900 124 5,800 SH x x 36 5,800 Dollar General Corp. Common Stocks 256669102 20 1,683 SH x 35 1,683 Dollar Thrifty Automotive Group, Inc. Common Stocks 256743105 316 31,800 SH x x 28 31,800 561 56,340 SH x 35 56,340 Dollar Tree Stores, Inc. Common Stocks 256747106 1,824 91,037 SH x x 20 91,037 758 40,411 SH x 35 40,411 Dominion Resources, Inc. Common Stocks 25746U109 3,203 50,900 SH x x 5 50,900 348 4,590 SH x x 14 4,590 4,063 63,700 SH x x 26 63,700 278 4,100 SH x x 28 4,100 6,950 117,103 SH x 35 117,103 Donaldson Co., Inc. Common Stocks 257651109 989 34,300 SH x x 11 34,300 50 1,100 SH x x 28 1,100
948 32,900 SH x 35 32,900 142 4,920 SH x x 36 4,920 Donnelley (R.R.) & Sons Co. Common Stocks 257867101 576 10,500 SH x x 1 10,500 5,240 183,120 SH x x 26 183,120 102 2,400 SH x x 28 2,400 771 28,500 SH x x 30 28,500 7,255 268,225 SH x 35 268,225 288 11,162 SH x x 42 11,162 Doral Financial Corp. Common Stocks 25811P100 749 19,300 SH x x 23 19,300 329 7,300 SH x x 28 7,300 3,100 79,900 SH x 35 79,900 63 2,001 SH x x 42 2,001 287 7,400 SH x x 52 7,400 DoubleClick, Inc. Common Stocks 258609304 4 742 SH x 35 742 Dover Corp. Common Stocks 260003108 542 18,000 SH x x 3 18,000 1,445 48,000 SH x x 9 48,000 702 20,420 SH x x 26 20,420 1,292 42,904 SH x 35 42,904 Dow Chemical Co. Common Stocks 260543103 2,768 41,700 SH x x 1 41,700 1,240 37,936 SH x x 12 37,936 363 9,683 SH x x 26 9,683 1,004 24,400 SH x x 28 24,400 2,506 76,510 SH x x 30 76,510 7,068 215,759 SH x 35 215,759 1,861 56,800 SH x x 58 56,800 Dow Jones & Co., Inc. Common Stocks 260561105 2,794 61,500 SH x x 3 61,500 2,673 58,833 SH x 35 58,833 Downey Financial Corp. Common Stocks 261018105 1,454 32,955 SH x x 11 32,955 1,334 30,225 SH x 35 30,225 97 2,200 SH x x 36 2,200 14 331 SH x x 42 331 Dress Barn, Inc. Common Stocks 261570105 397 17,800 SH x x 11 17,800 106 3,500 SH x x 28 3,500 768 34,459 SH x 35 34,459 12 601 SH x x 42 601 Dreyers Grand Ice Cream, Inc. Common Stocks 261878102 35 1,200 SH x x 36 1,200 DSET Corp. Common Stocks 262504103 0 700 SH x x 28 700 E.I. du Pont de Nemours & Co. Common Stocks 263534109 1,163 15,300 SH x x 1 15,300 4,822 112,960 SH x x 26 112,960 1,665 44,369 SH x x 30 44,369 9,635 256,797 SH x 35 256,797 Duane Reade, Inc. Common Stocks 263578106 2,259 75,300 SH x 35 75,300 39 1,300 SH x x 36 1,300 1,656 55,200 SH x x 50 55,200 Duke Energy Corp. Common Stocks 264399106 291 3,800 SH x x 1 3,800 639 17,600 SH x x 5 17,600 2,067 54,600 SH x x 9 54,600 387 8,920 SH x x 26 8,920 5,392 105,600 SH x x 28 105,600 246 6,500 SH x x 30 6,500
5,570 147,173 SH x 35 147,173 356 9,400 SH x x 52 9,400 Duke-Weeks Realty Corp. Common Stocks 264411505 1,537 64,900 SH x x 3 64,900 1,173 49,500 SH x x 11 49,500 1,113 41,030 SH x x 26 41,030 4,528 191,155 SH x x 27 191,155 104 2,772 SH x x 28 2,772 2,470 104,263 SH x 35 104,263 185 7,967 SH x x 42 7,967 New Dun & Bradstreet Corp. (The) Common Stocks 26483E100 1,189 39,400 SH x x 25 39,400 147 4,550 SH x x 26 4,550 1,627 58,097 SH x 35 58,097 202 7,200 SH x x 36 7,200 48 1,720 SH x x 42 1,720 Dura Automotive Systems, Inc. Common Stocks 265903104 124 17,200 SH x x 11 17,200 214 28,400 SH x x 28 28,400 424 58,934 SH x 35 58,934 26 3,379 SH x x 42 3,379 DuPont Photomasks, Inc. Common Stocks 26613X101 14 500 SH x x 36 500 Dycom Industries, Inc. Common Stocks 267475101 658 52,600 SH x x 25 52,600 88 7,620 SH x x 26 7,620 564 47,850 SH x x 28 47,850 1,169 100,780 SH x 35 100,780 23 2,000 SH x x 36 2,000 1 110 SH x x 42 110 Dynegy, Inc. Class A Common Stocks 26816Q101 1,425 33,600 SH x x 1 33,600 461 13,300 SH x x 9 13,300 3,491 94,000 SH x x 11 94,000 3,033 87,700 SH x x 12 87,700 1,240 32,200 SH x x 28 32,200 6,691 193,116 SH x 35 193,116 EGL, Inc. Common Stocks 268484102 10 1,100 SH x x 36 1,100 EMC Corp. Common Stocks 268648102 529 43,900 SH x x 1 43,900 1,019 86,748 SH x x 9 86,748 2,073 174,000 SH x x 12 174,000 926 78,840 SH x x 26 78,840 792 39,700 SH x x 28 39,700 508 43,200 SH x x 31 43,200 9,398 799,834 SH x 35 799,834 5,062 331,500 SH x x 49 331,500 ENSCO International, Inc. Common Stocks 26874Q100 23 1,000 SH x x 28 1,000 12 832 SH x 35 832 EOG Resources, Inc. Common Stocks 26875P101 1,904 65,800 SH x x 3 65,800 2,019 69,800 SH x x 20 69,800 64 1,400 SH x x 28 1,400 7,967 275,378 SH x 35 275,378 E.piphany, Inc. Common Stocks 26881V100 119 27,900 SH x 35 27,900 28 6,700 SH x x 36 6,700 207 48,700 SH x x 53 48,700 EPIQ Systems, Inc. Common Stocks 26882D109 72 2,820 SH x x 36 2,820
ESS Technology, Inc. Common Stocks 269151106 0 1,100 SH x x 42 1,100 E*TRADE Group, Inc. Common Stocks 269246104 1,118 184,800 SH x x 11 184,800 1,907 322,300 SH x x 12 322,300 340 56,212 SH x 35 56,212 146 24,100 SH x x 36 24,100 EarthLink, Inc. Common Stocks 270321102 94 6,200 SH x x 11 6,200 221 13,710 SH x x 26 13,710 302 18,429 SH x x 28 18,429 2,662 174,788 SH x x 31 174,788 8,790 577,121 SH x 35 577,121 16 1,173 SH x x 42 1,173 1,602 105,200 SH x x 50 105,200 East West Bancorp, Inc. Common Stocks 27579R104 206 8,800 SH x x 11 8,800 48 1,300 SH x x 28 1,300 37 1,600 SH x 35 1,600 10 421 SH x x 42 421 EastGroup Properties, Inc. Common Stocks 277276101 261 11,900 SH x x 11 11,900 93 2,700 SH x x 28 2,700 323 14,730 SH x 35 14,730 3 160 SH x x 42 160 Eastman Chemical Co. Common Stocks 277432100 2,718 70,350 SH x x 26 70,350 105 2,900 SH x x 28 2,900 545 15,000 SH x x 30 15,000 5,299 145,973 SH x 35 145,973 169 5,431 SH x x 42 5,431 Eastman Kodak Co. Common Stocks 277461109 638 19,600 SH x x 9 19,600 1,292 39,700 SH x x 12 39,700 889 23,860 SH x x 26 23,860 2,949 90,663 SH x 35 90,663 Eaton Corp. Common Stocks 278058102 2,303 39,100 SH x x 12 39,100 180 2,640 SH x x 26 2,640 568 9,596 SH x 35 9,596 Eaton Vance Corp. Common Stocks 278265103 809 24,300 SH x x 11 24,300 64 1,300 SH x x 28 1,300 514 16,397 SH x 35 16,397 225 7,180 SH x x 36 7,180 eBay, Inc. Common Stocks 278642103 1,531 33,500 SH x x 1 33,500 1,707 35,800 SH x x 11 35,800 650 14,300 SH x x 12 14,300 159 2,200 SH x x 28 2,200 10,612 231,952 SH x 35 231,952 627 13,700 SH x x 36 13,700 4,947 81,850 SH x x 49 81,850 EchoStar Communications Corp. Class A Common Stocks 278762109 105 3,990 SH x x 26 3,990 105 4,500 SH x x 28 4,500 195 8,373 SH x 35 8,373 Eclipsys Corp. Common Stocks 278856109 1,415 106,400 SH x 35 106,400 65 4,900 SH x x 36 4,900 1,287 96,800 SH x x 50 96,800 Ecolab, Inc. Common Stocks 278865100 2,148 54,900 SH x x 11 54,900
276 6,660 SH x x 26 6,660 776 21,360 SH x 35 21,360 Edison International Common Stocks 281020107 3,779 294,000 SH x x 12 294,000 473 31,280 SH x x 26 31,280 81 3,900 SH x x 28 3,900 1,142 86,794 SH x 35 86,794 Edison Schools, Inc. Common Stocks 281033100 1,590 102,705 SH x x 20 102,705 52 2,200 SH x x 28 2,200 251 16,616 SH x 35 16,616 EDO Corp. Common Stocks 281347104 128 4,440 SH x x 36 4,440 Education Management Corp. Common Stocks 28139T101 532 16,200 SH x x 11 16,200 69 2,700 SH x x 13 2,700 152 4,200 SH x x 28 4,200 4,566 150,400 SH x 35 150,400 1,961 64,600 SH x x 50 64,600 1,072 35,300 SH x x 54 35,300 J.D. Edwards & Co. Common Stocks 281667105 60 8,400 SH x x 28 8,400 36 5,000 SH x x 36 5,000 Edwards (A.G.), Inc. Common Stocks 281760108 453 12,900 SH x x 11 12,900 1,688 48,090 SH x x 20 48,090 647 16,100 SH x x 26 16,100 1,357 38,637 SH x 35 38,637 176 5,000 SH x x 36 5,000 77 2,451 SH x x 42 2,451 Edwards Lifesciences Corp. Common Stocks 28176E108 2,103 93,900 SH x x 11 93,900 1,106 45,800 SH x x 25 45,800 5,076 226,600 SH x 35 226,600 53 2,421 SH x x 42 2,421 338 15,100 SH x x 52 15,100 eFunds Corp. Common Stocks 28224R101 25 1,800 SH x x 28 1,800 61 3,677 SH x 35 3,677 12 891 SH x x 42 891 El Paso Corp. Common Stocks 28336L109 8,664 205,200 SH x x 12 205,200 2,668 64,200 SH x x 20 64,200 158 3,800 SH x x 30 3,800 14,088 339,071 SH x 35 339,071 1,774 42,700 SH x x 58 42,700 El Paso Electric Co. Common Stocks 283677854 601 45,700 SH x x 11 45,700 1,007 73,000 SH x x 28 73,000 1,695 128,900 SH x 35 128,900 Elan Corp. PLC - ADR Common Stocks 284131208 2,224 45,900 SH x x 20 45,900 7,813 114,900 SH x x 24 114,900 5,528 114,100 SH x x 33 114,100 21,221 438,000 SH x 35 438,000 1,560 20,400 SH x x 45 20,400 3,030 55,200 SH x x 48 55,200 Elcor Chemical Corp. Common Stocks 284443108 45 2,100 SH x x 57 2,100 Electro Rent Corp. Common Stocks 285218103 28 2,200 SH x x 28 2,200 351 27,800 SH x 35 27,800 Electro Scientific Industries, Inc. Common Stocks 285229100 596 25,200 SH x x 25 25,200
817 37,200 SH x 35 37,200 Electroglas, Inc. Common Stocks 285324109 803 64,500 SH x x 3 64,500 Electronic Arts, Inc. Common Stocks 285512109 5,791 126,793 SH x 35 126,793 3,389 65,300 SH x x 48 65,300 Electronic Data Systems Corp. Common Stocks 285661104 12,744 194,780 SH x x 1 194,780 2,652 46,052 SH x x 9 46,052 7,067 116,500 SH x x 11 116,500 3,542 61,600 SH x x 12 61,600 3,271 56,800 SH x x 20 56,800 7,642 95,900 SH x x 28 95,900 887 15,400 SH x x 30 15,400 26,843 466,183 SH x 35 466,183 4,282 36,700 SH x x 46 36,700 1,808 27,700 SH x x 48 27,700 1,917 33,300 SH x x 58 33,300 Electronics for Imaging, Inc. Common Stocks 286082102 1,045 64,200 SH x x 11 64,200 412 25,300 SH x x 23 25,300 87 4,663 SH x x 26 4,663 1,247 74,000 SH x x 28 74,000 2,443 150,040 SH x 35 150,040 55 3,400 SH x x 36 3,400 Embraer Aircraft Corp. - ADR Common Stocks 29081M102 2,403 188,445 SH x 35 188,445 59 4,660 SH x x 37 4,660 149 10,050 SH x x 39 10,050 864 67,754 SH x x 44 67,754 Embratel Participacoes SA - ADR Preferred Stocks 29081N100 83 29,580 SH x 35 29,580 119 36,471 SH x x 39 36,471 Embotelladora Andina SA Series A - ADR Common Stocks 29081P204 235 22,100 SH x x 10 22,100 446 43,300 SH x 35 43,300 43 4,200 SH x x 37 4,200 312 26,100 SH x x 39 26,100 Embotelladora Andina SA Series B - ADR Common Stocks 29081P303 831 98,400 SH x x 10 98,400 399 47,500 SH x 35 47,500 EMCOR Group, Inc. Common Stocks 29084Q100 1,365 42,800 SH x x 11 42,800 909 26,400 SH x x 25 26,400 175 4,400 SH x x 28 4,400 3,911 122,600 SH x 35 122,600 249 7,800 SH x x 52 7,800 Emerson Electric Co. Common Stocks 291011104 1,243 23,070 SH x x 26 23,070 410 8,300 SH x x 28 8,300 532 11,300 SH x x 30 11,300 4,208 89,409 SH x 35 89,409 Emisphere Technologies, Inc. Common Stocks 291345106 25 1,300 SH x x 36 1,300 Emmis Communications Corp. Class A Common Stocks 291525103 1,228 79,629 SH x x 20 79,629 1,168 81,007 SH x 35 81,007 35 2,400 SH x x 36 2,400 590 40,900 SH x x 50 40,900 Empire District Electric Co. Common Stocks 291641108 27 1,300 SH x x 36 1,300 Empresa Nacional de Electricidad SA - ADR Common Stocks 29244T101 540 62,360 SH x 35 62,360 38 4,343 SH x x 37 4,343
260 27,000 SH x x 38 27,000 367 36,500 SH x x 39 36,500 Emulex Corp. Common Stocks 292475209 36 3,600 SH x x 28 3,600 57 6,004 SH x 35 6,004 63 6,600 SH x x 36 6,600 Encad, Inc. Common Stocks 292503109 5 3,800 SH x x 57 3,800 Encompass Services Corp. Common Stocks 29255U104 53 13,900 SH x 35 13,900 7 1,841 SH x x 42 1,841 Encore Acquisition Co. New Common Stocks 29255W100 92 6,100 SH x 35 6,100 16 1,320 SH x x 42 1,320 Encore Wire Corp. Common Stocks 292562105 109 8,400 SH x x 57 8,400 Endo Pharmaceuticals Holdings, Inc. Common Stocks 29264F205 72 6,600 SH x x 36 6,600 Endocare, Inc. Common Stocks 29264P104 2,169 115,975 SH x x 20 115,975 854 48,633 SH x 35 48,633 Energy Conversion Devices, Inc. Common Stocks 292659109 101 6,400 SH x x 28 6,400 Energen Corp. Common Stocks 29265N108 626 25,800 SH x x 25 25,800 199 7,300 SH x x 28 7,300 1,259 55,970 SH x 35 55,970 99 4,161 SH x x 42 4,161 Energy East Corp. Common Stocks 29266M109 70 2,200 SH x x 28 2,200 910 45,262 SH x 35 45,262 310 15,400 SH x x 36 15,400 Energizer Holdings, Inc. Common Stocks 29266R108 479 25,258 SH x x 26 25,258 34 1,300 SH x x 28 1,300 1,248 75,108 SH x 35 75,108 122 8,021 SH x x 42 8,021 Enersis SA - ADR Common Stocks 29274F104 231 18,870 SH x 35 18,870 108 8,820 SH x x 37 8,820 122 8,552 SH x x 39 8,552 Engelhard Corp. Common Stocks 292845104 1,622 70,200 SH x x 11 70,200 1,997 84,800 SH x x 28 84,800 5,378 232,816 SH x 35 232,816 Engineered Support Systems, Inc. Common Stocks 292866100 970 20,600 SH x 35 20,600 16 341 SH x x 42 341 801 17,000 SH x x 50 17,000 Enron Corp. Common Stocks 293561106 7,204 263,500 SH x x 1 263,500 2,120 76,000 SH x x 11 76,000 3 100 SH x x 12 100 651 20,880 SH x x 26 20,880 1,590 53,600 SH x x 28 53,600 30 1,100 SH x x 30 1,100 1,258 46,200 SH x x 31 46,200 25,051 919,994 SH x 35 919,994 63 2,300 SH x x 40 2,300 Entegris, Inc. New Common Stocks 29362U104 210 26,600 SH x x 28 26,600 329 41,700 SH x 35 41,700 Entercom Communications Corp. Common Stocks 293639100 26 800 SH x x 28 800 7 203 SH x 35 203 102 3,000 SH x x 36 3,000 Entergy Corp. Common Stocks 29364G103 2,370 66,640 SH x x 11 66,640
8,084 226,200 SH x x 12 226,200 1,188 29,180 SH x x 26 29,180 874 22,600 SH x x 28 22,600 4,510 126,832 SH x 35 126,832 Entertainment Properties Trust Common Stocks 29380T105 380 22,500 SH x x 11 22,500 1,736 100,200 SH x x 28 100,200 2,123 125,600 SH x 35 125,600 0 2,300 SH x x 42 2,300 Entravision Communications Corp. Class A New Common Stocks 29382R107 2 213 SH x 35 213 Enzon, Inc. Common Stocks 293904108 455 9,000 SH x x 28 9,000 627 12,288 SH x 35 12,288 Enzo Biochem, Inc. Common Stocks 294100102 51 2,980 SH x x 36 2,980 Epicor Software Corp. Common Stocks 29426L108 10 11,200 SH x x 57 11,200 Equifax, Inc. Common Stocks 294429105 19 862 SH x 35 862 13 600 SH x x 36 600 Equitable Resources, Inc. Common Stocks 294549100 687 20,600 SH x x 28 20,600 832 27,736 SH x 35 27,736 171 5,700 SH x x 36 5,700 66 2,391 SH x x 42 2,391 Equity Inns, Inc. Common Stocks 294703103 410 57,000 SH x x 11 57,000 75 6,600 SH x x 28 6,600 505 70,170 SH x 35 70,170 34 5,321 SH x x 42 5,321 Equity Office Properties Trust Common Stocks 294741103 27,433 857,284 SH x x 2 857,284 3,511 109,705 SH x x 3 109,705 5,795 174,300 SH x x 5 174,300 208 6,900 SH x x 12 6,900 725 17,870 SH x x 14 17,870 3,081 86,978 SH x x 26 86,978 27,629 863,411 SH x x 27 863,411 287 5,688 SH x x 28 5,688 13,380 418,137 SH x 35 418,137 925 28,900 SH x x 36 28,900 20,737 648,018 SH x x 47 648,018 326 10,200 SH x x 52 10,200 Equity Office Properties Trust Preferred Stoc 294741509 1,651 34,500 SH x x 19 34,500 Equity One, Inc. Common Stocks 294752100 100 9,100 SH x x 28 9,100 Equity Residential Properties Trust Common Stocks 29476L107 12,468 213,500 SH x x 2 213,500 6,995 113,300 SH x x 5 113,300 930 12,570 SH x x 14 12,570 262 3,940 SH x x 26 3,940 12,649 216,588 SH x x 27 216,588 8,885 152,139 SH x 35 152,139 619 10,600 SH x x 36 10,600 10,226 175,100 SH x x 47 175,100 Telefonaktiebolaget LM Ericsson Series B - ADR Common Stocks 294821400 403 67,700 SH x x 22 67,700 135 38,800 SH x 35 38,800 Erie Indemnity Co. Class A Common Stocks 29530P102 165 4,166 SH x 35 4,166 324 8,200 SH x x 36 8,200 34 940 SH x x 42 940
ESCO Technologies, Inc. Common Stocks 296315104 223 7,000 SH x x 28 7,000 401 16,100 SH x 35 16,100 eSpeed, Inc. Class A New Common Stocks 296643109 36 10,500 SH x x 28 10,500 33 9,700 SH x 35 9,700 Essex Property Trust, Inc. Common Stocks 297178105 4,183 85,200 SH x x 2 85,200 0 700 SH x x 42 700 11,146 227,000 SH x x 47 227,000 Esterline Corp. Common Stocks 297425100 379 23,900 SH x x 11 23,900 221 14,800 SH x x 28 14,800 949 59,900 SH x 35 59,900 26 2,231 SH x x 42 2,231 Ethan Allen Interiors, Inc. Common Stocks 297602104 2,059 70,610 SH x x 20 70,610 753 27,391 SH x 35 27,391 83 3,000 SH x x 36 3,000 Evergreen Resources, Inc. Common Stocks 299900308 79 2,200 SH x x 13 2,200 1,348 39,700 SH x 35 39,700 67 1,960 SH x x 36 1,960 693 20,400 SH x x 54 20,400 Excel Technology, Inc. Common Stocks 30067T103 1,849 109,984 SH x x 20 109,984 798 50,740 SH x 35 50,740 16 1,000 SH x x 36 1,000 Exelon Corp. Common Stocks 30161N101 7,416 146,200 SH x x 5 146,200 855 15,180 SH x x 14 15,180 1,738 35,533 SH x x 26 35,533 893 14,900 SH x x 28 14,900 9,771 219,083 SH x 35 219,083 143 3,200 SH x x 52 3,200 Exodus Communications, Inc. Common Stocks 302088109 0 2,699 SH x 35 2,699 Expedia, Inc. Class A New Common Stocks 302125109 1 41 SH x 35 41 Expeditors International of Washington, Inc. Common Stocks 302130109 85 1,580 SH x x 26 1,580 126 2,200 SH x x 28 2,200 1,516 32,010 SH x 35 32,010 237 5,000 SH x x 36 5,000 Express Scripts, Inc. Class A Common Stocks 302182100 2,279 38,400 SH x x 11 38,400 2,381 42,900 SH x x 23 42,900 578 9,000 SH x x 28 9,000 9,925 178,829 SH x 35 178,829 578 10,410 SH x x 36 10,410 1,565 28,200 SH x x 54 28,200 Extended Stay America, Inc. Common Stocks 30224P101 1,299 85,700 SH x x 11 85,700 48 2,100 SH x x 28 2,100 2,182 150,798 SH x 35 150,798 124 8,600 SH x x 36 8,600 Extreme Networks, Inc. Common Stocks 30226D106 21 2,300 SH x x 28 2,300 4 596 SH x 35 596 70 10,130 SH x x 36 10,130 Exult Inc Common Stocks 302284104 6 475 SH x 35 475 111 9,500 SH x x 36 9,500 Exxon Mobil Corp. Common Stocks 30231G102 13,916 174,300 SH x x 1 174,300 22,286 543,550 SH x x 5 543,550
20,040 508,630 SH x x 9 508,630 11,441 276,080 SH x x 11 276,080 34,188 874,904 SH x x 12 874,904 2,955 59,270 SH x x 14 59,270 47,587 1,099,906 SH x x 26 1,099,906 20,685 426,300 SH x x 28 426,300 13,451 341,400 SH x x 30 341,400 142,953 3,628,250 SH x 35 3,628,250 359 9,100 SH x x 52 9,100 F&M Bancorp Common Stocks 302367107 41 1,000 SH x x 28 1,000 FBL Financial Group, Inc. Class A Common Stocks 30239F106 36 2,134 SH x x 11 2,134 FEI Co. Common Stocks 30241L109 1,608 69,134 SH x x 20 69,134 968 44,500 SH x x 23 44,500 1,136 52,230 SH x x 26 52,230 1,936 89,021 SH x 35 89,021 42 1,910 SH x x 36 1,910 FLIR Systems, Inc. Common Stocks 302445101 55 1,350 SH x x 36 1,350 152 3,700 SH x x 57 3,700 FMC Corp. Common Stocks 302491303 46 600 SH x x 28 600 8 172 SH x 35 172 F.N.B. Corp. Common Stocks 302520101 165 6,320 SH x 35 6,320 41 1,575 SH x x 36 1,575 14 572 SH x x 42 572 FPL Group, Inc. Common Stocks 302571104 3,625 62,500 SH x x 5 62,500 367 6,800 SH x x 12 6,800 509 7,490 SH x x 14 7,490 2,083 34,440 SH x x 26 34,440 7,203 134,507 SH x 35 134,507 FSI International, Inc. Common Stocks 302633102 188 18,900 SH x x 11 18,900 610 61,200 SH x 35 61,200 108 10,800 SH x x 52 10,800 F.Y.I., Inc. Common Stocks 302712104 103 3,000 SH x x 13 3,000 375 10,100 SH x x 28 10,100 3,358 89,500 SH x 35 89,500 34 900 SH x x 36 900 131 3,500 SH x x 52 3,500 1,092 29,100 SH x x 54 29,100 FTI Consulting, Inc. Common Stocks 302941109 56 1,900 SH x x 28 1,900 1,743 59,300 SH x 35 59,300 154 5,240 SH x x 36 5,240 206 7,000 SH x x 52 7,000 Factory 2-U Stores, Inc. Common Stocks 303072102 14 1,000 SH x x 36 1,000 FactSet Research Systems, Inc. Common Stocks 303075105 813 33,500 SH x 35 33,500 76 3,120 SH x x 36 3,120 175 7,200 SH x x 52 7,200 Fair, Isaac and Co., Inc. Common Stocks 303250104 120 2,500 SH x x 13 2,500 246 5,200 SH x x 28 5,200 2,775 58,750 SH x 35 58,750 71 1,500 SH x x 36 1,500 1,141 24,150 SH x x 54 24,150
Fairchild Semiconductor Corp. Class A Common Stocks 303726103 1,722 107,300 SH x x 9 107,300 748 43,200 SH x x 25 43,200 1,655 103,115 SH x 35 103,115 717 44,700 SH x x 53 44,700 Family Dollar Stores, Inc. Common Stocks 307000109 3,644 124,800 SH x x 11 124,800 2,716 98,674 SH x 35 98,674 399 14,500 SH x x 36 14,500 Fastenal Co. Common Stocks 311900104 5,368 94,207 SH x 35 94,207 2,991 46,200 SH x x 48 46,200 Federal Home LN Mtg Corp. Common Stocks 313400301 18,675 250,460 SH x x 1 250,460 7,652 112,700 SH x x 5 112,700 9,490 145,996 SH x x 9 145,996 9,041 132,500 SH x x 11 132,500 9,600 149,200 SH x x 12 149,200 977 11,740 SH x x 14 11,740 2,327 35,800 SH x x 20 35,800 7,887 117,760 SH x x 26 117,760 5,728 70,900 SH x x 28 70,900 2,464 37,900 SH x x 30 37,900 2,529 38,900 SH x x 31 38,900 66,419 1,021,835 SH x 35 1,021,835 4,149 31,500 SH x x 46 31,500 3,287 44,500 SH x x 48 44,500 280 4,300 SH x x 52 4,300 1,014 15,600 SH x x 58 15,600 Federal National Mortgage Association Common Stocks 313586109 6,243 66,100 SH x x 1 66,100 7,263 86,300 SH x x 5 86,300 6,389 79,800 SH x x 9 79,800 5,836 72,900 SH x x 11 72,900 16,796 211,100 SH x x 12 211,100 923 8,990 SH x x 14 8,990 1,145 14,300 SH x x 20 14,300 16,000 186,320 SH x x 26 186,320 9,025 89,400 SH x x 28 89,400 4,283 53,500 SH x x 30 53,500 77,526 968,354 SH x 35 968,354 6,331 79,082 SH x x 44 79,082 1,833 11,300 SH x x 46 11,300 3,531 38,900 SH x x 48 38,900 6,590 57,960 SH x x 49 57,960 256 3,200 SH x x 52 3,200 897 11,200 SH x x 58 11,200 Federal Realty Investment Trust Common Stocks 313747206 4,085 185,700 SH x x 27 185,700 18 800 SH x x 36 800 0 1,000 SH x x 42 1,000 5,232 237,800 SH x x 47 237,800 Federal Signal Corp. Common Stocks 313855108 97 5,500 SH x x 36 5,500 Federated Department Stores, Inc. Common Stocks 31410H101 674 11,800 SH x x 1 11,800 2,422 85,900 SH x x 3 85,900 3,148 106,100 SH x x 11 106,100
5,554 198,700 SH x x 12 198,700 3,931 139,400 SH x x 20 139,400 4,692 158,970 SH x x 26 158,970 263 5,900 SH x x 28 5,900 823 29,200 SH x x 30 29,200 22,217 787,822 SH x 35 787,822 Federated Investors, Inc. Class B Common Stocks 314211103 1,579 50,400 SH x x 11 50,400 579 17,070 SH x x 26 17,070 185 4,700 SH x x 28 4,700 1,827 61,723 SH x 35 61,723 FedEx Corp. Common Stocks 31428X106 2,775 75,500 SH x x 3 75,500 232 6,300 SH x x 20 6,300 1,389 33,000 SH x x 26 33,000 5,471 148,867 SH x 35 148,867 0 1 SH x x 36 1 593 16,137 SH x x 44 16,137 FelCor Lodging Trust, Inc. Common Stocks 31430F101 307 22,800 SH x x 2 22,800 316 20,550 SH x x 26 20,550 42 1,991 SH x x 28 1,991 1,028 76,440 SH x 35 76,440 22 1,600 SH x x 36 1,600 F5 Networks, Inc. Common Stocks 315616102 1,062 114,400 SH x 35 114,400 940 101,300 SH x x 50 101,300 Fidelity National Financial, Inc. Common Stocks 316326107 550 20,460 SH x x 11 20,460 1,300 44,770 SH x x 25 44,770 70 2,290 SH x x 26 2,290 2,300 64,587 SH x x 28 64,587 4,393 163,372 SH x 35 163,372 189 7,040 SH x x 36 7,040 172 6,825 SH x x 42 6,825 Fifth Third Bancorp Common Stocks 316773100 2,444 34,709 SH x x 26 34,709 154 2,500 SH x x 28 2,500 8,023 130,505 SH x 35 130,505 2,849 40,800 SH x x 48 40,800 Financial Federal Corp. Common Stocks 317492106 24 970 SH x x 36 970 Financial Institutions, Inc. Common Stocks 317585404 94 4,000 SH x x 28 4,000 286 12,200 SH x 35 12,200 Finisar Corp. Common Stocks 31787A101 6 1,500 SH x x 28 1,500 44 11,202 SH x 35 11,202 Finish Line (The), Inc. Class A Common Stocks 317923100 197 18,200 SH x x 11 18,200 175 16,100 SH x 35 16,100 68 6,300 SH x x 57 6,300 FINOVA Group, Inc. Common Stocks 317928109 79 70,200 SH x 35 70,200 139 123,800 SH x x 53 123,800 First American Financial Corp. Common Stocks 318522307 2,967 146,500 SH x x 11 146,500 1,075 49,200 SH x x 25 49,200 96 3,000 SH x x 28 3,000 5,170 255,320 SH x 35 255,320 117 5,800 SH x x 36 5,800 112 5,881 SH x x 42 5,881
1,991 98,300 SH x x 53 98,300 First Bancorp. Common Stocks 318672102 380 14,800 SH x x 28 14,800 504 19,500 SH x 35 19,500 35 1,340 SH x x 36 1,340 First Banks America, Inc. Common Stocks 31928N103 15 500 SH x x 28 500 First Busey Corp. Common Stocks 319383105 16 800 SH x x 36 800 First Citizens BancShares, Inc. Common Stocks 31946M103 280 3,300 SH x x 28 3,300 736 8,850 SH x 35 8,850 30 329 SH x x 42 329 First Commonwealth Financial Corp. Common Stocks 319829107 97 7,800 SH x x 11 7,800 67 5,400 SH x 35 5,400 14 1,321 SH x x 42 1,321 First Federal Capital Corp. Common Stocks 319960100 16 1,100 SH x x 36 1,100 First Data Corp. Common Stocks 319963104 5,379 75,200 SH x x 1 75,200 4,294 73,700 SH x x 9 73,700 1,554 25,980 SH x x 26 25,980 2,951 37,200 SH x x 28 37,200 1,323 22,700 SH x x 30 22,700 13,328 228,765 SH x 35 228,765 1,676 14,200 SH x x 46 14,200 2,883 43,300 SH x x 48 43,300 First Financial Bancorp Common Stocks 320209109 31 1,995 SH x x 36 1,995 First Financial Holdings, Inc. Common Stocks 320239106 23 1,000 SH x x 36 1,000 First Horizon Pharmaceutical Corp. New Common Stocks 32051K106 62 2,385 SH x x 36 2,385 First Industrial Realty Trust, Inc. Common Stocks 32054K103 2,178 72,600 SH x x 11 72,600 851 26,300 SH x x 25 26,300 270 5,700 SH x x 28 5,700 3,653 121,750 SH x 35 121,750 120 4,000 SH x x 36 4,000 37 1,231 SH x x 42 1,231 First Indiana Corp. Common Stocks 32054R108 98 3,000 SH x x 28 3,000 12 600 SH x x 36 600 First Merchants Corp. Common Stocks 320817109 17 735 SH x x 36 735 First Midwest Bancorp, Inc. Common Stocks 320867104 80 1,500 SH x x 28 1,500 111 3,300 SH x x 36 3,300 First Health Group Corp. Common Stocks 320960107 5,939 196,440 SH x x 26 196,440 365 11,400 SH x x 28 11,400 10,234 348,334 SH x 35 348,334 436 14,840 SH x x 36 14,840 2,462 83,800 SH x x 50 83,800 1,663 56,600 SH x x 54 56,600 First Niagara Financial Group, Inc. Common Stocks 33582U100 246 15,600 SH x x 28 15,600 287 18,100 SH x 35 18,100 First Republic Bank Common Stocks 336158100 28 1,200 SH x x 11 1,200 129 5,600 SH x x 28 5,600 555 24,200 SH x 35 24,200 First Sentinel Bancorp, Inc. Common Stocks 33640T103 52 2,800 SH x x 28 2,800 28 2,400 SH x x 36 2,400 1st Source Corp. Common Stocks 336901103 18 840 SH x x 36 840 First Tennessee National Corp. Common Stocks 337162101 1,145 28,700 SH x x 25 28,700
549 12,970 SH x x 26 12,970 2,822 50,000 SH x x 28 50,000 3,663 99,010 SH x 35 99,010 400 10,800 SH x x 36 10,800 300 8,872 SH x x 42 8,872 First Union Corp. Common Stocks 337358105 446 14,400 SH x x 5 14,400 2,082 74,200 SH x x 12 74,200 First Virginia Banks, Inc. Common Stocks 337477103 605 13,200 SH x x 28 13,200 281 6,141 SH x 35 6,141 Fiserv, Inc. Common Stocks 337738108 3,108 90,875 SH x x 26 90,875 4,874 142,507 SH x 35 142,507 2,475 63,800 SH x x 48 63,800 FirstFed Financial Corp. Common Stocks 337907109 801 30,800 SH x x 11 30,800 489 17,600 SH x x 28 17,600 1,696 65,240 SH x 35 65,240 114 4,621 SH x x 42 4,621 FirstMerit Corp. Common Stocks 337915102 42 1,800 SH x x 11 1,800 63 2,340 SH x x 26 2,340 756 32,229 SH x 35 32,229 137 6,201 SH x x 42 6,201 Flagstar Bancorp, Inc. Common Stocks 337930101 434 18,800 SH x x 11 18,800 131 5,685 SH x 35 5,685 26 1,311 SH x x 42 1,311 FirstEnergy Corp. Common Stocks 337932107 1,209 16,600 SH x x 1 16,600 1,205 30,000 SH x x 5 30,000 257 5,600 SH x x 14 5,600 17,060 458,280 SH x x 26 458,280 155 4,300 SH x x 30 4,300 11,709 325,710 SH x 35 325,710 Fisher Scientific International, Inc. Common Stocks 338032204 385 15,600 SH x x 28 15,600 836 32,900 SH x 35 32,900 FleetBoston Financial Corp. Common Stocks 339030108 2,256 30,300 SH x x 1 30,300 10,958 287,820 SH x x 5 287,820 9 238 SH x x 8 238 2,261 61,525 SH x x 9 61,525 7,516 195,900 SH x x 11 195,900 1,447 30,870 SH x x 14 30,870 10 280 SH x x 16 280 4,798 130,561 SH x x 20 130,561 6,968 172,400 SH x x 26 172,400 551 9,500 SH x x 28 9,500 1,881 51,197 SH x x 30 51,197 47,034 1,279,850 SH x 35 1,279,850 287 7,800 SH x x 52 7,800 Fleetwood Enterprises, Inc. Common Stocks 339099103 402 36,000 SH x x 11 36,000 380 34,000 SH x 35 34,000 Fleming Cos., Inc. Common Stocks 339130106 325 8,700 SH x x 28 8,700 201 6,800 SH x 35 6,800 Flexsteel Industries, Inc. Common Stocks 339382103 17 1,600 SH x 35 1,600 Florida East Coast Industries, Inc. Class B Common Stocks 340632207 0 1 SH x x 28 1
Fluor Corp. Common Stocks 343412102 55 900 SH x x 28 900 19 484 SH x 35 484 Flow International Corp. Common Stocks 343468104 1,145 118,250 SH x 35 118,250 Flowers Foods, Inc. Common Stocks 343498101 518 14,300 SH x x 28 14,300 247 6,800 SH x 35 6,800 96 2,640 SH x x 36 2,640 Flowserve Corp. Common Stocks 34354P105 47 1,500 SH x x 28 1,500 93 4,700 SH x x 36 4,700 Foamex International, Inc. Common Stocks 344123104 30 4,800 SH x x 57 4,800 Fomento Economico Mexicano SA de CV Series B - ADR Common Stocks 344419106 2,044 72,650 SH x x 10 72,650 1,552 54,500 SH x 35 54,500 194 6,800 SH x x 37 6,800 128 2,840 SH x x 39 2,840 Footstar, Inc. Common Stocks 344912100 1,342 38,800 SH x 35 38,800 14 400 SH x x 36 400 2,266 65,500 SH x x 53 65,500 Ford Motor Co. Common Stocks 345370860 517 14,695 SH x x 1 14,695 16,964 931,062 SH x x 26 931,062 486 17,096 SH x x 28 17,096 965 55,600 SH x x 30 55,600 13,078 753,761 SH x 35 753,761 Forest City Enterprises, Inc. Class A Common Stocks 345550107 43 900 SH x x 36 900 Forest Labs, Inc. Common Stocks 345838106 5,475 75,900 SH x x 9 75,900 4,776 62,500 SH x x 11 62,500 4,909 69,200 SH x x 12 69,200 476 4,400 SH x x 28 4,400 18,710 259,357 SH x 35 259,357 2,222 27,100 SH x x 48 27,100 7,916 84,230 SH x x 49 84,230 Forest Oil Corp. Common Stocks 346091705 136 4,790 SH x x 26 4,790 54 2,300 SH x x 28 2,300 1,117 45,036 SH x 35 45,036 25 1,000 SH x x 36 1,000 206 8,300 SH x x 52 8,300 Forrester Research, Inc. Common Stocks 346563109 2,206 132,800 SH x 35 132,800 17 1,000 SH x x 36 1,000 120 7,200 SH x x 52 7,200 51 3,100 SH x x 54 3,100 Fortune Brands, Inc. Common Stocks 349631101 1,188 17,500 SH x x 1 17,500 1,082 32,300 SH x x 30 32,300 3,210 95,810 SH x 35 95,810 Fossil, Inc. Common Stocks 349882100 17 1,100 SH x x 36 1,100 Foundry Networks, Inc. Common Stocks 35063R100 3 573 SH x 35 573 42 6,900 SH x x 36 6,900 4Kids Entertainment, Inc. Common Stocks 350865101 332 16,900 SH x x 28 16,900 691 34,700 SH x 35 34,700 Four Seasons Hotels, Inc. Common Stocks 35100E104 10,117 270,003 SH x 35 270,003 3,826 102,107 SH x x 44 102,107 Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 208 11,300 SH x x 12 11,300 197 9,010 SH x x 26 9,010
355 18,563 SH x 35 18,563 164 8,600 SH x x 36 8,600 Franklin Covey Co. Common Stocks 353469109 20 6,400 SH x x 57 6,400 Franklin Resources, Inc. Common Stocks 354613101 372 5,300 SH x x 1 5,300 149 4,300 SH x x 11 4,300 3,665 105,700 SH x x 20 105,700 409 10,300 SH x x 26 10,300 288 8,300 SH x x 28 8,300 139 4,000 SH x x 30 4,000 13,313 383,999 SH x 35 383,999 1,096 31,600 SH x x 58 31,600 Fred's, Inc. Class A Common Stocks 356108100 429 16,375 SH x x 11 16,375 1,258 48,030 SH x 35 48,030 Freemarkets, Inc. Common Stocks 356602102 12 1,100 SH x x 9 1,100 269 21,700 SH x x 28 21,700 448 42,300 SH x 35 42,300 Freeport-McMoRan Copper & Gold, Inc. Class B Common Stocks 35671D857 956 80,700 SH x x 25 80,700 152 12,050 SH x x 26 12,050 389 35,000 SH x x 28 35,000 2,096 190,759 SH x 35 190,759 76 6,411 SH x x 42 6,411 Fremont General Corp. Common Stocks 357288109 67 12,360 SH x 35 12,360 Fresenius Medical Care AG - ADR Common Stocks 358029106 1,826 71,601 SH x 35 71,601 Fresh Brands, Inc. Common Stocks 35803U108 2,215 145,250 SH x x 3 145,250 2,751 180,400 SH x 35 180,400 Friedman's, Inc. Class A Common Stocks 358438109 14 2,000 SH x x 28 2,000 97 13,800 SH x 35 13,800 Frontier Airlines, Inc. Common Stocks 359065109 13 1,600 SH x x 36 1,600 Frontier Oil Corp. Common Stocks 35914P105 38 2,200 SH x x 36 2,200 FrontLine Capital Group Common Stocks 35921N101 27 304,400 SH x x 2 304,400 FuelCell Energy, Inc. Common Stocks 35952H106 1,816 122,600 SH x 35 122,600 1,616 109,100 SH x x 50 109,100 Fuller (H.B.) Co. Common Stocks 359694106 68 1,290 SH x x 26 1,290 146 3,190 SH x 35 3,190 64 1,400 SH x x 36 1,400 13 330 SH x x 42 330 Fulton Financial Corp. Common Stocks 360271100 9 420 SH x x 11 420 281 10,964 SH x x 26 10,964 538 24,055 SH x 35 24,055 168 7,500 SH x x 36 7,500 36 1,667 SH x x 42 1,667 Furniture Brands International, Inc. Common Stocks 360921100 86 4,400 SH x x 36 4,400 0 3,200 SH x x 42 3,200 G & K Services, Inc. Class A Common Stocks 361268105 50 1,900 SH x x 36 1,900 GATX Corp. Common Stocks 361448103 238 7,300 SH x x 12 7,300 1,087 32,308 SH x 35 32,308 1,880 55,900 SH x x 53 55,900 GBC Bancorp Common Stocks 361475106 116 3,730 SH x 35 3,730 24 861 SH x x 42 861 GPU, Inc. Common Stocks 36225X100 89 1,400 SH x x 28 1,400
29 728 SH x 35 728 GSI Lumonics, Inc. Common Stocks 36229U102 306 28,495 SH x x 20 28,495 584 85,818 SH x 35 85,818 Gables Residential Trust Common Stocks 362418105 19 610 SH x 35 610 3 100 SH x x 42 100 Gadzooks, Inc. Common Stocks 362553109 41 3,000 SH x x 57 3,000 Galileo International, Inc. Common Stocks 363547100 2,293 107,400 SH x x 26 107,400 2,471 119,018 SH x 35 119,018 230 14,272 SH x x 42 14,272 Gallagher (Arthur J.) & Co. Common Stocks 363576109 1,200 32,900 SH x x 11 32,900 53 1,000 SH x x 28 1,000 2,369 69,992 SH x 35 69,992 322 9,500 SH x x 36 9,500 55 1,701 SH x x 42 1,701 291 8,600 SH x x 52 8,600 Gannett Co., Inc. Common Stocks 364730101 780 6,400 SH x x 1 6,400 6,641 106,500 SH x x 5 106,500 6,930 117,200 SH x x 12 117,200 900 11,860 SH x x 14 11,860 2,304 33,729 SH x x 26 33,729 998 16,600 SH x x 30 16,600 14,222 236,597 SH x 35 236,597 Gap, Inc. (The) Common Stocks 364760108 651 54,500 SH x x 20 54,500 49 4,100 SH x x 28 4,100 2,071 173,317 SH x 35 173,317 Garan, Inc. Common Stocks 364802108 45 1,300 SH x 35 1,300 10 301 SH x x 42 301 Gateway, Inc. Common Stocks 367626108 6 1,164 SH x 35 1,164 Gaylord Entertainment Co. Common Stocks 367905106 1,230 61,200 SH x 35 61,200 Gemstar-TV Guide International, Inc. Common Stocks 36866W106 3,309 167,900 SH x x 12 167,900 35 1,760 SH x x 26 1,760 582 29,516 SH x 35 29,516 GenCorp, Inc. Common Stocks 368682100 566 49,900 SH x x 11 49,900 786 69,300 SH x x 23 69,300 41 3,600 SH x x 28 3,600 1,269 111,900 SH x 35 111,900 28 2,500 SH x x 36 2,500 Gene Logic, Inc. Common Stocks 368689105 39 2,950 SH x x 36 2,950 Genencor International, Inc. Common Stocks 368709101 156 15,800 SH x 35 15,800 43 4,400 SH x x 36 4,400 273 27,700 SH x x 53 27,700 Genentech, Inc. Common Stocks 368710406 2,702 61,403 SH x 35 61,403 911 20,700 SH x x 36 20,700 409 9,300 SH x x 40 9,300 1,662 33,200 SH x x 48 33,200 General Cable Corp. Common Stocks 369300108 459 46,500 SH x x 28 46,500 601 61,000 SH x 35 61,000 General Communication, Inc. Class A Common Stocks 369385109 192 15,900 SH x x 11 15,900 668 57,200 SH x x 28 57,200 1,210 99,990 SH x 35 99,990
3 291 SH x x 42 291 General Dynamics Corp. Common Stocks 369550108 877 4,900 SH x x 1 4,900 4,372 49,500 SH x x 3 49,500 188 2,100 SH x x 5 2,100 2,136 24,189 SH x x 9 24,189 16 200 SH x x 12 200 1,935 19,120 SH x x 26 19,120 3,999 38,300 SH x x 28 38,300 115 1,300 SH x x 30 1,300 35,181 398,340 SH x 35 398,340 8,702 98,530 SH x x 44 98,530 97 1,100 SH x x 52 1,100 1,254 14,200 SH x x 58 14,200 General Electric Co. Common Stocks 369604103 14,938 355,900 SH x x 1 355,900 17,235 463,300 SH x x 9 463,300 27,307 699,190 SH x x 11 699,190 43,985 1,182,400 SH x x 12 1,182,400 5,740 154,300 SH x x 20 154,300 42,738 1,140,846 SH x x 26 1,140,846 21,984 459,300 SH x x 28 459,300 204,703 5,502,782 SH x 35 5,502,782 190 5,100 SH x x 40 5,100 6,962 187,155 SH x x 44 187,155 7,606 100,900 SH x x 46 100,900 17,155 405,800 SH x x 48 405,800 33,619 708,250 SH x x 49 708,250 316 8,500 SH x x 52 8,500 General Growth Properties, Inc. Common Stocks 370021107 9,635 277,100 SH x x 2 277,100 146 4,400 SH x x 12 4,400 380 9,530 SH x x 26 9,530 5,063 145,600 SH x x 27 145,600 491 14,109 SH x 35 14,109 13 380 SH x x 42 380 General Mills, Inc. Common Stocks 370334104 7,473 156,200 SH x x 11 156,200 37 800 SH x x 12 800 1,688 30,500 SH x x 28 30,500 86 1,900 SH x x 30 1,900 7,588 166,765 SH x 35 166,765 1,318 14,300 SH x x 49 14,300 General Motors Corp. Common Stocks 370442105 617 7,100 SH x x 1 7,100 136 3,300 SH x x 5 3,300 5,142 113,800 SH x x 11 113,800 11,283 265,700 SH x x 12 265,700 5,513 117,890 SH x x 26 117,890 3,806 56,400 SH x x 28 56,400 634 14,785 SH x x 30 14,785 2,033 47,400 SH x x 31 47,400 17,171 400,251 SH x 35 400,251 73 1,700 SH x x 52 1,700 General Motors Corp. Class H Common Stocks 370442832 1,812 135,900 SH x x 9 135,900
250 16,349 SH x x 26 16,349 907 68,074 SH x 35 68,074 997 74,800 SH x x 36 74,800 Genesco, Inc. Common Stocks 371532102 168 8,000 SH x x 11 8,000 694 39,600 SH x x 25 39,600 317 18,200 SH x x 28 18,200 1,173 72,200 SH x 35 72,200 44 2,700 SH x x 36 2,700 Gentex Corp. Common Stocks 371901109 363 15,200 SH x x 11 15,200 90 4,200 SH x x 13 4,200 83 2,200 SH x x 28 2,200 2,135 89,353 SH x 35 89,353 8 340 SH x x 36 340 1,032 43,200 SH x x 54 43,200 Genesis Microchip, Inc. Common Stocks 371933102 563 20,000 SH x x 23 20,000 6,133 217,935 SH x 35 217,935 2,307 82,000 SH x x 50 82,000 874 31,050 SH x x 51 31,050 146 5,200 SH x x 52 5,200 Genlyte Group, Inc. (The) Common Stocks 372302109 641 22,100 SH x x 28 22,100 1,194 41,180 SH x 35 41,180 26 900 SH x x 36 900 49 1,957 SH x x 42 1,957 Genome Therapeutics Corp. Common Stocks 372430108 486 77,800 SH x x 25 77,800 499 86,000 SH x 35 86,000 Genuine Parts Co. Common Stocks 372460105 484 7,500 SH x x 1 7,500 1,131 35,500 SH x x 9 35,500 25 500 SH x x 28 500 1,017 31,920 SH x x 30 31,920 4,706 147,707 SH x 35 147,707 Gentiva Health Services, Inc. Common Stocks 37247A102 47 2,600 SH x 35 2,600 11 601 SH x x 42 601 Genuity, Inc. Common Stocks 37248E103 556 328,600 SH x x 25 328,600 1,663 1,059,400 SH x 35 1,059,400 1,502 956,500 SH x x 53 956,500 Genzyme Corp. Common Stocks 372917104 604 13,300 SH x x 11 13,300 4,466 98,322 SH x 35 98,322 783 17,232 SH x x 36 17,232 0 1,000 SH x x 42 1,000 2,451 47,500 SH x x 48 47,500 Georgia Gulf Corp. Common Stocks 373200203 278 17,500 SH x x 28 17,500 616 38,340 SH x 35 38,340 14 900 SH x x 36 900 35 2,421 SH x x 42 2,421 Georgia-Pacific Group Common Stocks 373298108 1,733 29,700 SH x x 1 29,700 1,408 48,900 SH x x 3 48,900 2,484 87,300 SH x x 12 87,300 2,726 89,430 SH x x 26 89,430 1,275 41,300 SH x x 28 41,300 1,606 55,800 SH x x 30 55,800
9,125 316,953 SH x 35 316,953 Georgia-Pacific Corp. (Timber Group) Common Stocks 373298702 427 11,140 SH x x 26 11,140 199 5,500 SH x x 28 5,500 904 24,956 SH x 35 24,956 48 1,451 SH x x 42 1,451 Gerber Scientific, Inc. Common Stocks 373730100 58 5,500 SH x 35 5,500 11 1,331 SH x x 42 1,331 Getty Images, Inc. Common Stocks 374276103 73 7,000 SH x x 13 7,000 1,693 144,620 SH x x 20 144,620 2,123 192,513 SH x 35 192,513 188 17,000 SH x x 53 17,000 719 65,200 SH x x 54 65,200 Gilead Sciences, Inc. Common Stocks 375558103 37 651 SH x 35 651 Gillette Co. (The) Common Stocks 375766102 9,575 305,300 SH x x 5 305,300 3,529 120,500 SH x x 12 120,500 1,313 34,570 SH x x 14 34,570 28 600 SH x x 28 600 12,553 421,227 SH x 35 421,227 P.H. Glatfelter Co. Common Stocks 377316104 23 1,500 SH x x 11 1,500 678 41,200 SH x x 28 41,200 2,183 142,600 SH x 35 142,600 31 2,000 SH x x 36 2,000 11 861 SH x x 42 861 302 19,700 SH x x 52 19,700 Glenborough Realty Trust, Inc. Common Stocks 37803P105 1,697 84,900 SH x x 25 84,900 157 6,971 SH x x 28 6,971 1,955 105,450 SH x 35 105,450 18 991 SH x x 42 991 Glimcher Realty Trust Common Stocks 379302102 82 3,200 SH x x 28 3,200 21 1,300 SH x 35 1,300 4 271 SH x x 42 271 Global Industries, Inc. Common Stocks 379336100 2 390 SH x 35 390 Global Imaging Systems, Inc. Common Stocks 37934A100 70 3,700 SH x x 28 3,700 Global Marine, Inc. Common Stocks 379352404 2,034 145,265 SH x x 3 145,265 2,908 211,500 SH x x 12 211,500 2,436 173,997 SH x 35 173,997 321 22,900 SH x x 36 22,900 Global Payments, Inc. Common Stocks 37940X102 920 31,300 SH x x 11 31,300 103 4,400 SH x x 13 4,400 2,984 101,500 SH x 35 101,500 112 3,800 SH x x 36 3,800 1,250 42,500 SH x x 54 42,500 Global Power Equipment Group Common Stocks 37941P108 1 40 SH x 35 40 GlobeSpan, Inc. Common Stocks 379571102 528 58,400 SH x 35 58,400 467 51,700 SH x x 50 51,700 Golden State Bancorp, Inc. Common Stocks 381197102 1,213 40,600 SH x x 12 40,600 748 24,600 SH x x 23 24,600 1,088 33,200 SH x x 25 33,200 622 17,880 SH x x 26 17,880 1,175 32,600 SH x x 28 32,600
4,058 133,477 SH x 35 133,477 48 1,671 SH x x 42 1,671 Golden State Vintners, Inc. Class B Common Stocks 38121K208 20 3,700 SH x x 57 3,700 Golden West Financial Corp. Common Stocks 381317106 1,107 9,400 SH x x 1 9,400 471 8,100 SH x x 5 8,100 3,400 59,500 SH x x 12 59,500 1,162 17,460 SH x x 26 17,460 990 16,400 SH x x 28 16,400 1,440 24,790 SH x x 30 24,790 7,329 126,142 SH x 35 126,142 279 4,800 SH x x 52 4,800 Goldman Sachs Group, Inc. Common Stocks 38141G104 5,247 71,900 SH x x 1 71,900 1,491 20,900 SH x x 9 20,900 3,789 53,100 SH x x 11 53,100 6,136 87,500 SH x x 12 87,500 2,355 33,000 SH x x 20 33,000 1,586 19,400 SH x x 26 19,400 540 4,800 SH x x 28 4,800 34,420 482,409 SH x 35 482,409 1,106 15,500 SH x x 36 15,500 882 6,100 SH x x 46 6,100 8,300 88,900 SH x x 49 88,900 B.F. Goodrich Co. Common Stocks 382388106 1,145 29,000 SH x x 1 29,000 1,427 74,600 SH x x 12 74,600 527 25,100 SH x x 25 25,100 241 10,810 SH x x 26 10,810 34 1,100 SH x x 28 1,100 1,137 58,360 SH x x 30 58,360 3,755 192,784 SH x 35 192,784 0 1,500 SH x x 42 1,500 Goodyear Tire & Rubber Co. Common Stocks 382550101 1,031 27,600 SH x x 1 27,600 1,578 79,400 SH x x 11 79,400 0 100 SH x x 12 100 265 9,100 SH x x 28 9,100 1,257 68,200 SH x x 30 68,200 4,237 229,894 SH x 35 229,894 GoTo.com, Inc. Common Stocks 38348T107 25 2,000 SH x x 36 2,000 Graco, Inc. Common Stocks 384109104 69 2,300 SH x x 36 2,300 Grainger (W.W.), Inc. Common Stocks 384802104 543 6,900 SH x x 1 6,900 12 300 SH x x 5 300 2,444 62,900 SH x x 9 62,900 2,449 62,900 SH x x 12 62,900 1,740 40,110 SH x x 26 40,110 25 400 SH x x 28 400 3,498 90,047 SH x 35 90,047 106 2,691 SH x x 42 2,691 Grant Prideco, Inc. Common Stocks 38821G101 4 607 SH x 35 607 Gray Communications Systems, Inc. Common Stocks 389190109 106 7,000 SH x x 28 7,000 158 10,400 SH x 35 10,400 Great Atlantic & Pacific Tea Co., Inc. Common Stocks 390064103 650 45,400 SH x x 11 45,400
1,200 83,870 SH x 35 83,870 19 1,300 SH x x 36 1,300 114 7,962 SH x x 42 7,962 Great Lakes Chemical Corp. Common Stocks 390568103 6 253 SH x 35 253 Great Lakes, Inc. Common Stocks 390752103 142 8,700 SH x x 11 8,700 106 6,500 SH x 35 6,500 10 601 SH x x 42 601 Greater Bay Bancorp Common Stocks 391648102 91 3,900 SH x x 36 3,900 Greenpoint Financial Corp. Common Stocks 395384100 6,361 182,900 SH x x 12 182,900 876 23,100 SH x x 25 23,100 1,592 42,620 SH x x 26 42,620 960 26,300 SH x x 28 26,300 4,090 116,516 SH x 35 116,516 372 10,600 SH x x 36 10,600 17 521 SH x x 42 521 Greif Bros. Corp. Class A Common Stocks 397624107 654 27,000 SH x x 28 27,000 873 38,100 SH x 35 38,100 Grey Global Group, Inc. Common Stocks 39787M108 3,504 6,336 SH x x 3 6,336 4,196 7,588 SH x 35 7,588 Grey Wolf, Inc. Common Stocks 397888108 131 72,850 SH x 35 72,850 Griffon Corp. Common Stocks 398433102 263 21,562 SH x 35 21,562 30 2,420 SH x x 36 2,420 43 4,700 SH x x 42 4,700 31 2,530 SH x x 57 2,530 Group 1 Automotive, Inc. Common Stocks 398905109 927 34,900 SH x x 11 34,900 315 12,000 SH x x 28 12,000 1,763 66,390 SH x 35 66,390 96 4,281 SH x x 42 4,281 Grupo Industrial Durango SA - ADR Common Stocks 40048E109 95 17,250 SH x x 30 17,250 124 22,500 SH x 35 22,500 Grupo Television SA de CV - GDR Common Stocks 40049J206 241 8,600 SH x x 10 8,600 1,728 60,220 SH x 35 60,220 660 22,995 SH x x 37 22,995 772 23,100 SH x x 39 23,100 Grupo Iusacell SA de CV - ADR New Common Stocks 40050B100 125 55,500 SH x x 10 55,500 115 51,027 SH x 35 51,027 16 7,037 SH x x 37 7,037 GTECH Holdings Corp. Common Stocks 400518106 2,405 65,400 SH x x 26 65,400 2,418 70,010 SH x 35 70,010 137 3,980 SH x x 36 3,980 108 3,551 SH x x 42 3,551 Grupo Aeroportuario del Sureste SA de CV - ADR Common Stocks 40051E202 191 20,300 SH x 35 20,300 57 6,100 SH x x 37 6,100 162 14,800 SH x x 39 14,800 Guidant Corp. Common Stocks 401698105 8,256 205,300 SH x x 5 205,300 3,347 88,600 SH x x 12 88,600 1,086 22,200 SH x x 14 22,200 14,458 375,529 SH x 35 375,529 2,393 54,700 SH x x 48 54,700 Guilford Pharmaceuticals, Inc. Common Stocks 401829106 0 400 SH x x 42 400
Guitar Center, Inc. Common Stocks 402040109 149 12,500 SH x x 28 12,500 154 12,900 SH x 35 12,900 Gulf Indonesia Resources, Ltd. Common Stocks 402284103 986 113,401 SH x x 10 113,401 489 56,201 SH x 35 56,201 GulfMark Offshore, Inc. Common Stocks 402629109 7 300 SH x x 28 300 826 34,400 SH x 35 34,400 39 1,620 SH x x 36 1,620 178 7,400 SH x x 52 7,400 H&CB - ADR Common Stocks 404008203 205 19,913 SH x 35 19,913 218 19,103 SH x x 39 19,103 HCA-The Healthcare Co. Common Stocks 404119109 4,536 91,800 SH x x 5 91,800 214 4,820 SH x x 11 4,820 2,659 60,000 SH x x 12 60,000 816 13,500 SH x x 14 13,500 3,212 60,900 SH x x 28 60,900 1,467 33,100 SH x x 30 33,100 25,239 569,591 SH x 35 569,591 7,978 136,750 SH x x 49 136,750 1,068 24,100 SH x x 58 24,100 HCC Insurance Holdings, Inc. Common Stocks 404132102 31 1,179 SH x 35 1,179 126 4,800 SH x x 36 4,800 4 150 SH x x 42 150 HNC Software, Inc. Common Stocks 40425P107 790 39,200 SH x x 25 39,200 180 9,700 SH x x 28 9,700 941 50,300 SH x 35 50,300 85 4,550 SH x x 36 4,550 HRPT Properties Trust Common Stocks 40426W101 1,596 196,100 SH x x 11 196,100 627 69,200 SH x x 28 69,200 2,472 303,700 SH x 35 303,700 Haemonetics Corp. Common Stocks 405024100 0 300 SH x x 42 300 Hain Celestial Group, Inc. Common Stocks 405217100 47 2,500 SH x x 13 2,500 961 52,200 SH x 35 52,200 495 26,900 SH x x 54 26,900 Halliburton Co. Common Stocks 406216101 6,387 272,300 SH x x 5 272,300 715 25,800 SH x x 11 25,800 273 12,100 SH x x 12 12,100 780 27,430 SH x x 14 27,430 132 3,700 SH x x 28 3,700 7,448 330,309 SH x 35 330,309 Hancock Holding Co. Common Stocks 410120109 28 700 SH x x 36 700 John Hancock Financial Services, Inc. Common Stocks 41014S106 1,542 38,600 SH x x 11 38,600 915 21,580 SH x x 26 21,580 227 3,600 SH x x 28 3,600 467 11,700 SH x x 30 11,700 4,746 118,802 SH x 35 118,802 2,602 57,400 SH x x 48 57,400 Handleman Co. Common Stocks 410252100 280 20,300 SH x x 28 20,300 782 55,850 SH x 35 55,850 27 1,900 SH x x 36 1,900 18 1,461 SH x x 42 1,461
Hanover Compressor Co. Common Stocks 410768105 95 4,600 SH x x 13 4,600 55 1,600 SH x x 28 1,600 4,594 212,270 SH x 35 212,270 181 8,380 SH x x 36 8,380 1,766 81,600 SH x x 50 81,600 933 43,100 SH x x 54 43,100 Harbor Florida Bancshares, Inc. Common Stocks 411901101 316 17,700 SH x x 11 17,700 566 31,700 SH x 35 31,700 53 3,081 SH x x 42 3,081 Harland (John H.) Co. Common Stocks 412693103 274 12,500 SH x x 11 12,500 315 14,400 SH x x 28 14,400 3,000 137,000 SH x 35 137,000 105 5,331 SH x x 42 5,331 Harley-Davidson, Inc. Common Stocks 412822108 3,381 82,900 SH x x 1 82,900 1,600 39,500 SH x x 11 39,500 1,195 25,400 SH x x 28 25,400 8,703 214,893 SH x 35 214,893 1,609 19,600 SH x x 46 19,600 3,515 76,500 SH x x 48 76,500 Harleysville Group, Inc. Common Stocks 412824104 331 13,800 SH x x 11 13,800 106 2,800 SH x x 28 2,800 300 12,500 SH x 35 12,500 Harman International Industries, Inc. Common Stocks 413086109 734 21,900 SH x x 23 21,900 730 21,800 SH x 35 21,800 23 700 SH x x 36 700 0 2,800 SH x x 42 2,800 Harmonic Lightwaves, Inc. Common Stocks 413160102 492 56,400 SH x x 25 56,400 502 62,000 SH x 35 62,000 Harmony Gold Mining Co., Ltd. Common Stocks 413216300 509 95,801 SH x 35 95,801 488 82,701 SH x x 38 82,701 Harrah's Entertainment, Inc. Common Stocks 413619107 565 18,250 SH x x 26 18,250 136 3,200 SH x x 28 3,200 35 1,300 SH x x 30 1,300 735 27,220 SH x 35 27,220 Harris Corp. Common Stocks 413875105 991 28,900 SH x x 25 28,900 251 5,000 SH x x 28 5,000 325 10,200 SH x x 30 10,200 3,077 96,700 SH x x 31 96,700 12,973 407,685 SH x 35 407,685 29 900 SH x x 36 900 3,678 115,600 SH x x 53 115,600 Harsco Corp. Common Stocks 415864107 305 9,600 SH x x 26 9,600 1,203 43,340 SH x 35 43,340 136 4,900 SH x x 36 4,900 185 6,554 SH x x 42 6,554 Harte Hanks Communications Common Stocks 416196103 2,402 111,000 SH x x 3 111,000 2,662 123,001 SH x 35 123,001 113 5,200 SH x x 36 5,200 Hartford Financial Services Group, Inc. (The) Common Stocks 416515104 655 5,500 SH x x 1 5,500 2,547 42,500 SH x x 5 42,500
5,999 105,600 SH x x 12 105,600 355 4,710 SH x x 14 4,710 1,210 20,600 SH x x 20 20,600 1,528 22,710 SH x x 26 22,710 332 4,100 SH x x 28 4,100 441 7,500 SH x x 30 7,500 10,847 184,657 SH x 35 184,657 2,602 44,300 SH x x 58 44,300 Hasbro, Inc. Common Stocks 418056107 1,884 136,500 SH x x 12 136,500 1,444 95,700 SH x x 25 95,700 1,651 117,961 SH x 35 117,961 Hawaiian Electric Industries, Inc. Common Stocks 419870100 2,317 59,400 SH x x 11 59,400 1,938 49,700 SH x 35 49,700 148 3,800 SH x x 36 3,800 Health Care Property Investors, Inc. Common Stocks 421915109 10,016 260,500 SH x x 2 260,500 13 348 SH x 35 348 HEALTHSOUTH Corp. Common Stocks 421924101 837 25,400 SH x x 1 25,400 930 49,960 SH x x 26 49,960 254 9,900 SH x x 28 9,900 333 20,500 SH x x 30 20,500 3,798 233,569 SH x 35 233,569 34 2,100 SH x x 36 2,100 3,109 191,200 SH x x 53 191,200 Health Management Associates Class A Common Stocks 421933102 176 8,500 SH x x 1 8,500 567 27,300 SH x 30 27,300 33 1,572 SH x 35 1,572 621 29,900 SH x x 36 29,900 Healthcare Realty Trust, Inc. Common Stocks 421946104 385 15,100 SH x x 11 15,100 242 9,500 SH x 35 9,500 115 4,500 SH x x 36 4,500 0 1,170 SH x x 42 1,170 Health Care, Inc. Common Stocks 42217K106 529 21,000 SH x x 11 21,000 80 3,360 SH x x 28 3,360 728 28,900 SH x 35 28,900 66 2,600 SH x x 36 2,600 11 461 SH x x 42 461 HealthExtras, Inc. New Common Stocks 422211102 3 580 SH x x 36 580 Health Net, Inc. Common Stocks 42222G108 4,704 238,590 SH x x 11 238,590 825 37,500 SH x x 26 37,500 514 23,500 SH x x 28 23,500 7,589 394,839 SH x 35 394,839 169 8,800 SH x x 36 8,800 1,764 91,800 SH x x 53 91,800 Hearst-Argyle Television, Inc. Common Stocks 422317107 1,771 101,200 SH x x 3 101,200 275 15,700 SH x x 28 15,700 2,459 140,534 SH x 35 140,534 25 1,400 SH x x 36 1,400 Heartland Express, Inc. Common Stocks 422347104 182 7,900 SH x x 11 7,900 54 1,500 SH x x 28 1,500 14 625 SH x x 36 625
Heidrick & Struggles International, Inc. Common Stocks 422819102 30 2,100 SH x x 36 2,100 Heinz (H.J.) Co. Common Stocks 423074103 1,783 42,200 SH x x 12 42,200 462 10,970 SH x x 30 10,970 2,033 48,228 SH x 35 48,228 Helix Technology Corp. Common Stocks 423319102 26 1,600 SH x x 36 1,600 Hellenic Telecommunication Organization SA - ADR Common Stocks 423325307 5,155 603,990 SH x x 29 603,990 366 46,000 SH x x 30 46,000 4,367 549,332 SH x 35 549,332 2,209 137,100 SH x x 59 137,100 Heller Financial, Inc. Class A Common Stocks 423328103 201 3,800 SH x x 12 3,800 16 305 SH x 35 305 Helmerich & Payne, Inc. Common Stocks 423452101 131 4,360 SH x x 26 4,360 37 900 SH x x 28 900 324 12,398 SH x 35 12,398 110 4,200 SH x x 36 4,200 35 1,361 SH x x 42 1,361 Jack Henry & Associates, Inc. Common Stocks 426281101 280 9,800 SH x x 11 9,800 157 7,300 SH x x 13 7,300 388 17,100 SH x x 28 17,100 4,442 195,771 SH x 35 195,771 174 7,660 SH x x 36 7,660 1,661 73,200 SH x x 54 73,200 Herbalife International, Inc. Class A Common Stocks 426908208 302 30,034 SH x x 28 30,034 471 46,666 SH x 35 46,666 Hercules, Inc. Common Stocks 427056106 588 71,300 SH x x 30 71,300 2,147 260,202 SH x 35 260,202 Hershey Foods Corp. Common Stocks 427866108 565 8,300 SH x x 28 8,300 5,529 84,585 SH x 35 84,585 2,013 27,100 SH x x 48 27,100 Hewlett-Packard Co. Common Stocks 428236103 2,059 63,100 SH x x 1 63,100 1,347 92,900 SH x x 5 92,900 515 32,000 SH x x 9 32,000 2,506 157,400 SH x x 12 157,400 1,354 84,100 SH x x 20 84,100 2,685 145,576 SH x x 26 145,576 1,590 78,100 SH x x 28 78,100 480 29,800 SH x x 30 29,800 10,438 648,348 SH x 35 648,348 Hexcel Corp. Common Stocks 428291108 72 13,900 SH x x 28 13,900 402 100,450 SH x 35 100,450 6 1,400 SH x x 36 1,400 25 6,300 SH x x 53 6,300 hi/fn, inc. Common Stocks 428358105 26 1,700 SH x x 28 1,700 Hibbett Sporting Goods, Inc. Common Stocks 428565105 27 1,100 SH x x 28 1,100 35 1,500 SH x x 36 1,500 Hibernia Corp. Class A Common Stocks 428656102 477 29,200 SH x x 11 29,200 732 46,100 SH x x 12 46,100 1,419 80,500 SH x x 25 80,500 537 28,660 SH x x 26 28,660 1,471 86,100 SH x x 28 86,100
7,928 484,881 SH x 35 484,881 342 20,900 SH x x 36 20,900 257 17,103 SH x x 42 17,103 Hickory Tech Corp. Common Stocks 429060106 142 8,700 SH x x 28 8,700 341 20,900 SH x 35 20,900 Highwoods Properties, Inc. Common Stocks 431284108 57 2,290 SH x 35 2,290 121 4,900 SH x x 36 4,900 14 571 SH x x 42 571 8,650 349,500 SH x x 47 349,500 Hillenbrand Industries, Inc. Common Stocks 431573104 490 9,300 SH x x 5 9,300 146 2,700 SH x x 11 2,700 503 7,800 SH x x 28 7,800 544 10,085 SH x 35 10,085 286 5,300 SH x x 52 5,300 Hilton Hotels Corp. Common Stocks 432848109 291 18,300 SH x x 1 18,300 1,067 138,500 SH x x 12 138,500 93 7,500 SH x x 28 7,500 251 32,000 SH x x 30 32,000 785 99,962 SH x 35 99,962 Hispanic Broadcasting Corp. Common Stocks 43357B104 9 574 SH x 35 574 Hollinger International, Inc. Class A Common Stocks 435569108 53 3,200 SH x x 28 3,200 247 23,513 SH x 35 23,513 432 41,100 SH x x 53 41,100 Holly Corp. Common Stocks 435758305 214 12,000 SH x x 28 12,000 287 15,860 SH x 35 15,860 12 741 SH x x 42 741 Home Depot, Inc. (The) Common Stocks 437076102 9,525 243,480 SH x x 1 243,480 4,284 111,661 SH x x 9 111,661 11,101 275,225 SH x x 11 275,225 20,121 540,200 SH x x 12 540,200 6,631 172,600 SH x x 26 172,600 8,649 165,000 SH x x 28 165,000 80,125 2,088,207 SH x 35 2,088,207 372 9,700 SH x x 40 9,700 7,205 187,768 SH x x 44 187,768 3,514 45,200 SH x x 46 45,200 7,604 174,200 SH x x 48 174,200 19,269 391,210 SH x x 49 391,210 Home Properties of New York, Inc. Common Stocks 437306103 54 1,700 SH x x 36 1,700 0 700 SH x x 42 700 Homeseekers.com, Inc. Common Stocks 437605108 22 87,300 SH x x 57 87,300 Homestake Mining Co. Common Stocks 437614100 15 1,650 SH x 35 1,650 HomeStore.com, Inc. Common Stocks 437852106 426 46,400 SH x x 28 46,400 359 46,893 SH x 35 46,893 34 4,500 SH x x 36 4,500 1 110 SH x x 42 110 HON Industries, Inc. Common Stocks 438092108 203 9,234 SH x 35 9,234 68 3,100 SH x x 36 3,100 43 1,991 SH x x 42 1,991 Honeywell International, Inc. Common Stocks 438516106 1,188 22,200 SH x x 1 22,200
3,870 136,110 SH x x 26 136,110 336 12,720 SH x x 28 12,720 322 12,200 SH x x 30 12,200 4,532 171,658 SH x 35 171,658 987 37,400 SH x x 58 37,400 Horace Mann Educators Corp. Common Stocks 440327104 86 4,900 SH x x 36 4,900 Hormel Foods Corp. Common Stocks 440452100 1,635 69,200 SH x x 11 69,200 1,370 51,020 SH x x 26 51,020 2,699 114,264 SH x 35 114,264 246 10,400 SH x x 36 10,400 96 4,191 SH x x 42 4,191 Hospitality Properties Trust Common Stocks 44106M102 1,450 60,200 SH x x 11 60,200 82 3,700 SH x x 12 3,700 4,674 194,100 SH x x 27 194,100 255 9,195 SH x x 28 9,195 1,823 75,709 SH x 35 75,709 4 200 SH x x 42 200 Host Marriott Corp. Common Stocks 44107P104 1,004 142,400 SH x x 2 142,400 1,158 164,200 SH x x 11 164,200 87 7,808 SH x x 28 7,808 1,233 174,899 SH x 35 174,899 16 2,431 SH x x 42 2,431 Hot Topic, Inc. Common Stocks 441339108 1,222 48,700 SH x 35 48,700 58 2,330 SH x x 36 2,330 964 38,400 SH x x 50 38,400 Hotel Reservations Network, Inc. Class A Common Stocks 441451101 29 1,300 SH x x 28 1,300 999 43,927 SH x 35 43,927 Household International, Inc. Common Stocks 441815107 6,690 100,100 SH x x 1 100,100 3,011 54,500 SH x x 12 54,500 2,602 40,300 SH x x 26 40,300 1,056 18,100 SH x x 28 18,100 1,291 22,900 SH x x 30 22,900 9,709 172,205 SH x 35 172,205 2,605 22,800 SH x x 46 22,800 1,562 27,700 SH x x 58 27,700 Houston Exploration Co. (The) Common Stocks 442120101 28 1,110 SH x x 36 1,110 Hovnanian Enterprises, Inc. Class A Common Stocks 442487203 5 400 SH x x 36 400 Hubbell, Inc. Class B Common Stocks 443510201 977 33,500 SH x x 11 33,500 306 10,500 SH x x 30 10,500 3,877 132,966 SH x 35 132,966 Hudson City Bancorp, Inc. Common Stocks 443683107 156 6,513 SH x 35 6,513 32 1,411 SH x x 42 1,411 Hudson United Bancorp Common Stocks 444165104 169 6,100 SH x x 36 6,100 Hughes Supply, Inc. Common Stocks 444482103 424 19,000 SH x x 11 19,000 1,567 65,200 SH x x 25 65,200 296 12,300 SH x x 28 12,300 2,321 104,100 SH x 35 104,100 Humana, Inc. Common Stocks 444859102 1,080 44,200 SH x x 1 44,200 4,687 388,670 SH x x 11 388,670 583 44,700 SH x x 28 44,700
135 11,200 SH x x 30 11,200 4,776 396,048 SH x 35 396,048 Human Genome Sciences, Inc. Common Stocks 444903108 5,047 162,100 SH x x 12 162,100 626 20,262 SH x 35 20,262 Hunt (JB) Transportation Services, Inc. Common Stocks 445658107 21 1,600 SH x x 11 1,600 139 9,080 SH x x 26 9,080 616 46,140 SH x 35 46,140 43 3,071 SH x x 42 3,071 Huntington Bancshares, Inc. Common Stocks 446150104 330 16,460 SH x x 26 16,460 447 25,800 SH x x 30 25,800 2,631 151,979 SH x 35 151,979 103 6,041 SH x x 42 6,041 Hutchinson Technology, Inc. Common Stocks 448407106 580 32,600 SH x 35 32,600 23 1,300 SH x x 36 1,300 126 7,100 SH x x 52 7,100 Hydril Co. New Common Stocks 448774109 25 1,790 SH x x 36 1,790 ICN Pharmaceuticals, Inc. Common Stocks 448924100 13 497 SH x 35 497 IDT Corp. Common Stocks 448947101 121 10,500 SH x x 11 10,500 163 14,200 SH x 35 14,200 23 2,000 SH x x 36 2,000 Hyperion Solutions Corp. Common Stocks 44914M104 541 40,500 SH x 35 40,500 35 2,600 SH x x 36 2,600 912 68,300 SH x x 53 68,300 IBP, Inc. Common Stocks 449223106 145 5,548 SH x x 26 5,548 130 6,000 SH x x 28 6,000 556 23,521 SH x x 30 23,521 2,560 108,225 SH x 35 108,225 24 1,178 SH x x 42 1,178 ICICI Bank, Ltd. - ADR Common Stocks 44926P202 186 35,500 SH x x 30 35,500 149 30,000 SH x 35 30,000 ICOS Corp. Common Stocks 449295104 428 8,700 SH x x 23 8,700 8,101 163,371 SH x x 26 163,371 219 4,500 SH x x 28 4,500 3,449 70,084 SH x 35 70,084 231 4,700 SH x x 36 4,700 ICT Group, Inc. Common Stocks 44929Y101 10 1,100 SH x x 28 1,100 ICU Medical, Inc. Common Stocks 44930G107 18 440 SH x x 36 440 IDEC Pharmaceuticals Corp. Common Stocks 449370105 2,176 41,000 SH x x 11 41,000 172 2,200 SH x x 28 2,200 1,595 32,186 SH x 35 32,186 1,316 13,100 SH x x 49 13,100 IDX Systems Corp. Common Stocks 449491109 36 2,200 SH x x 28 2,200 IHOP Corp. Common Stocks 449623107 105 4,020 SH x x 11 4,020 252 9,600 SH x x 28 9,600 537 20,500 SH x 35 20,500 39 1,500 SH x x 36 1,500 IMC Global, Inc. Common Stocks 449669100 357 39,700 SH x 35 39,700 0 8,800 SH x x 42 8,800 590 65,600 SH x x 53 65,600 IMS Health, Inc. Common Stocks 449934108 4,758 180,000 SH x x 11 180,000
8,762 343,130 SH x x 26 343,130 695 20,700 SH x x 28 20,700 7,736 308,804 SH x 35 308,804 IRT Property Co. Common Stocks 450058102 294 27,200 SH x x 11 27,200 140 13,000 SH x 35 13,000 25 2,300 SH x x 36 2,300 5 461 SH x x 42 461 iStar Financial, Inc. Common Stocks 45031U101 97 2,500 SH x x 28 2,500 13 546 SH x 35 546 279 11,300 SH x x 36 11,300 ITLA Cap Corp. Common Stocks 450565106 47 2,300 SH x 35 2,300 11 571 SH x x 42 571 ITT Educational Services, Inc. Common Stocks 45068B109 35 1,100 SH x x 36 1,100 Ixia New Common Stocks 45071R109 53 8,400 SH x x 36 8,400 ITT Industries, Inc. Common Stocks 450911102 1,290 29,100 SH x x 12 29,100 842 18,800 SH x x 23 18,800 1,510 29,440 SH x x 26 29,440 177 2,500 SH x x 28 2,500 45 1,000 SH x x 30 1,000 4,547 101,499 SH x 35 101,499 216 5,021 SH x x 42 5,021 ICON plc Common Stocks 45103T107 115 3,700 SH x x 13 3,700 2,473 74,500 SH x 35 74,500 1,282 38,600 SH x x 54 38,600 ICICI Bank, Ltd. - ADR Common Stocks 45104G104 57 20,000 SH x 35 20,000 105 31,400 SH x x 39 31,400 Idacorp, Inc. Common Stocks 451107106 2,736 76,500 SH x x 11 76,500 192 3,400 SH x x 28 3,400 4,829 135,047 SH x 35 135,047 125 3,500 SH x x 36 3,500 526 14,700 SH x x 52 14,700 IDEXX Laboratories, Inc. Common Stocks 45168D104 464 20,100 SH x x 28 20,100 846 36,200 SH x 35 36,200 91 3,900 SH x x 36 3,900 Ikon Office Solutions, Inc. Common Stocks 451713101 85 11,000 SH x x 11 11,000 852 110,300 SH x 35 110,300 12 1,691 SH x x 42 1,691 171 22,200 SH x x 52 22,200 Illinois Tool Works, Inc. Common Stocks 452308109 434 7,010 SH x x 26 7,010 629 11,633 SH x 35 11,633 1,661 30,700 SH x x 48 30,700 Illuminet Holdings, Inc. Common Stocks 452334105 2,326 60,700 SH x x 23 60,700 1,574 41,900 SH x x 28 41,900 5,358 139,810 SH x 35 139,810 303 7,920 SH x x 36 7,920 96 2,921 SH x x 42 2,921 Imation Corp. Common Stocks 45245A107 171 7,580 SH x x 26 7,580 59 1,800 SH x x 28 1,800 913 43,670 SH x 35 43,670 137 7,391 SH x x 42 7,391
Imclone Systems, Inc. Common Stocks 45245W109 34 600 SH x x 28 600 24 419 SH x 35 419 Immunex Corp. Common Stocks 452528102 36 1,948 SH x 35 1,948 Impath, Inc. Common Stocks 45255G101 96 2,770 SH x x 36 2,770 Inco, Ltd. Common Stocks 453258402 553 22,000 SH x x 22 22,000 Incyte Pharmaceuticals, Inc. Common Stocks 45337C102 31 2,600 SH x x 28 2,600 105 7,700 SH x 35 7,700 Independence Community Bank Corp. Common Stocks 453414104 813 37,400 SH x x 11 37,400 733 29,600 SH x x 28 29,600 1,649 75,900 SH x 35 75,900 117 5,400 SH x x 36 5,400 Independent Bank Corp. Common Stocks 453836108 24 1,500 SH x x 28 1,500 Independent Bank Corp. Common Stocks 453838104 7 260 SH x x 36 260 Indus International, Inc. Common Stocks 45578L100 49 5,200 SH x x 28 5,200 Industrie Natuzzi SPA - ADR Common Stocks 456478106 311 28,400 SH x 35 28,400 IndyMac Bancorp, Inc. Common Stocks 456607100 1,662 61,300 SH x x 11 61,300 347 12,800 SH x x 12 12,800 514 17,500 SH x x 28 17,500 7,761 286,260 SH x 35 286,260 198 7,300 SH x x 36 7,300 2,134 78,700 SH x x 50 78,700 209 7,700 SH x x 52 7,700 Infineon Technologies AG - ADR Common Stocks 45662N103 323 14,600 SH x x 22 14,600 432 34,900 SH x 35 34,900 InFocus Corp. Common Stocks 45665B106 334 24,300 SH x x 28 24,300 559 42,800 SH x 35 42,800 Informatica Corp. Common Stocks 45666Q102 60 12,400 SH x x 13 12,400 896 226,815 SH x 35 226,815 24 6,000 SH x x 36 6,000 480 121,400 SH x x 54 121,400 Infonet Services Corp. Class B Common Stocks 45666T106 16 7,329 SH x 35 7,329 2 1,041 SH x x 42 1,041 InforMax, Inc. Common Stocks 45677N205 29 8,500 SH x x 13 8,500 490 155,000 SH x 35 155,000 246 78,000 SH x x 54 78,000 Infosys Technologies, Ltd. - ADR Common Stocks 456788108 680 20,100 SH x 35 20,100 773 20,600 SH x x 38 20,600 infoUSA, Inc. Common Stocks 456818301 66 16,300 SH x x 57 16,300 ING Groep NV - ADR Common Stocks 456837103 184 6,900 SH x x 33 6,900 200 7,500 SH x 35 7,500 Ingersoll-Rand Co. Common Stocks 456866102 1,164 34,450 SH x x 3 34,450 973 29,400 SH x x 12 29,400 230 6,800 SH x x 20 6,800 3,408 100,818 SH x 35 100,818 Information Resources, Inc. Common Stocks 456905108 47 7,453 SH x 35 7,453 11 1,741 SH x x 42 1,741 Ingles Markets, Inc. Common Stocks 457030104 380 31,800 SH x x 28 31,800 689 57,400 SH x 35 57,400 Ingram Micro, Inc. Class A Common Stocks 457153104 330 25,600 SH x x 11 25,600 296 21,680 SH x x 26 21,680
512 37,800 SH x x 28 37,800 2,611 202,414 SH x 35 202,414 101 7,800 SH x x 36 7,800 Inhale Therapeutic Systems, Inc. Common Stocks 457191104 64 5,700 SH x x 13 5,700 1,414 106,316 SH x 35 106,316 60 4,510 SH x x 36 4,510 722 54,300 SH x x 54 54,300 Inktomi Corp. Common Stocks 457277101 47 17,100 SH x 35 17,100 116 42,500 SH x x 53 42,500 Input/Output, Inc. Common Stocks 457652105 26 3,200 SH x x 11 3,200 413 43,800 SH x x 28 43,800 1,944 237,610 SH x 35 237,610 102 12,109 SH x x 42 12,109 Insignia Financial Group, Inc. Common Stocks 45767A105 45 2,700 SH x x 28 2,700 Insight Communications Co., Inc. Class A Common Stocks 45768V108 66 3,120 SH x x 26 3,120 714 36,600 SH x x 28 36,600 1,991 108,194 SH x 35 108,194 28 1,500 SH x x 36 1,500 116 5,818 SH x x 42 5,818 206 11,200 SH x x 52 11,200 Inrange Technologies Common Stocks 45769V206 0 70 SH x 35 70 Innkeepers USA Trust Common Stocks 4576J0104 418 46,400 SH x x 11 46,400 129 14,311 SH x x 28 14,311 1,651 183,487 SH x 35 183,487 13 1,601 SH x x 42 1,601 280 31,100 SH x x 52 31,100 Instinet Group Inc. Common Stocks 457750107 754 76,700 SH x x 12 76,700 33 3,324 SH x 35 3,324 Integra LifeSciences Holdings Common Stocks 457985208 1,143 41,400 SH x x 23 41,400 1,168 42,300 SH x 35 42,300 57 2,070 SH x x 36 2,070 Integrated Device Technology, Inc. Common Stocks 458118106 14 690 SH x 35 690 Integrated Electrical Services, Inc. Common Stocks 45811E103 165 30,000 SH x x 11 30,000 41 4,700 SH x x 28 4,700 151 27,400 SH x 35 27,400 Integrated Silicon Solution, Inc. Common Stocks 45812P107 125 11,100 SH x x 28 11,100 423 49,300 SH x 35 49,300 92 10,700 SH x x 52 10,700 Intel Corp. Common Stocks 458140100 1,357 66,400 SH x x 1 66,400 4,879 238,700 SH x x 9 238,700 13,726 639,200 SH x x 11 639,200 20,938 1,022,500 SH x x 12 1,022,500 3,035 148,500 SH x x 20 148,500 11,658 569,540 SH x x 26 569,540 8,028 234,500 SH x x 28 234,500 66,170 3,237,396 SH x 35 3,237,396 200 9,800 SH x x 40 9,800 5,053 217,800 SH x x 48 217,800 24,615 935,490 SH x x 49 935,490 Integra Bank, Corp. Common Stocks 45814P105 28 1,200 SH x x 36 1,200
Inter-Tel, Inc. Common Stocks 458372109 889 77,600 SH x x 23 77,600 908 79,200 SH x 35 79,200 17 1,500 SH x x 36 1,500 Interactive Intelligence, Inc. Common Stocks 45839M103 59 12,100 SH x x 28 12,100 179 35,700 SH x 35 35,700 Interface, Inc. Common Stocks 458665106 45 6,700 SH x x 28 6,700 1,543 358,850 SH x 35 358,850 15 3,600 SH x x 36 3,600 InterDigital Communications Corp. Common Stocks 45866A105 158 21,500 SH x x 28 21,500 162 22,100 SH x 35 22,100 Intergraph Corp. Common Stocks 458683109 66 7,400 SH x 35 7,400 17 1,771 SH x x 42 1,771 Interlogix, Inc. Common Stocks 458763109 46 1,200 SH x x 28 1,200 48 1,990 SH x 35 1,990 Intermagnetics General Corp. Common Stocks 458771102 337 14,473 SH x 35 14,473 212 9,126 SH x x 36 9,126 60 3,140 SH x x 42 3,140 InterMune, Inc. Common Stocks 45884X103 932 24,370 SH x 35 24,370 320 8,368 SH x x 44 8,368 International Bancshares Corp. Common Stocks 459044103 48 1,250 SH x 35 1,250 10 281 SH x x 42 281 International Business Machines Corp. Common Stocks 459200101 504 5,600 SH x x 1 5,600 8,925 90,760 SH x x 5 90,760 2,871 31,100 SH x x 9 31,100 15,873 163,220 SH x x 11 163,220 28,006 302,800 SH x x 12 302,800 1,131 9,480 SH x x 14 9,480 4,698 50,900 SH x x 20 50,900 5,672 55,785 SH x x 26 55,785 10,407 88,750 SH x x 28 88,750 3,074 33,300 SH x x 30 33,300 81,207 879,814 SH x 35 879,814 4,211 45,624 SH x x 44 45,624 2,303 22,000 SH x x 48 22,000 83 900 SH x x 52 900 1,606 17,400 SH x x 58 17,400 International Flavors & Fragrances, Inc. Common Stocks 459506101 433 15,900 SH x x 5 15,900 816 25,730 SH x x 26 25,730 79 2,900 SH x x 28 2,900 2,997 108,226 SH x 35 108,226 376 13,932 SH x x 42 13,932 241 8,700 SH x x 52 8,700 International Game Technology Common Stocks 459902102 230 5,400 SH x x 11 5,400 302 4,500 SH x x 28 4,500 168 3,946 SH x 35 3,946 319 7,500 SH x x 36 7,500 International Multifoods Corp. Common Stocks 460043102 25 1,300 SH x x 36 1,300 International Paper Co. Common Stocks 460146103 1,982 28,100 SH x x 1 28,100 960 24,700 SH x x 5 24,700 204 4,600 SH x x 14 4,600
507 12,724 SH x x 26 12,724 219 6,300 SH x x 28 6,300 1,295 37,200 SH x x 30 37,200 3,626 104,203 SH x 35 104,203 International Rectifier Corp. Common Stocks 460254105 931 34,200 SH x x 9 34,200 1,906 70,000 SH x x 20 70,000 758 25,800 SH x x 25 25,800 49 1,800 SH x x 28 1,800 8,188 300,713 SH x 35 300,713 142 5,200 SH x x 36 5,200 161 5,900 SH x x 52 5,900 International Speedway Corp. Class A Common Stocks 460335201 7 203 SH x 35 203 73 2,100 SH x x 36 2,100 International Specialty Products, Inc. Common Stocks 460337108 317 33,000 SH x x 28 33,000 409 46,300 SH x 35 46,300 Internet Security Systems, Inc. Common Stocks 46060X107 2 232 SH x 35 232 13 1,400 SH x x 36 1,400 Interpool, Inc. Common Stocks 46062R108 269 15,100 SH x x 28 15,100 270 18,500 SH x 35 18,500 13 900 SH x x 36 900 9 611 SH x x 42 611 Interpublic Group Cos., Inc. (The) Common Stocks 460690100 2,465 120,815 SH x x 3 120,815 32 1,500 SH x x 12 1,500 2,642 129,524 SH x 35 129,524 Intersil Holding Corp. New Common Stocks 46069S109 67 2,900 SH x x 13 2,900 1,615 57,838 SH x 35 57,838 331 11,870 SH x x 36 11,870 821 29,400 SH x x 54 29,400 Interstate Bakeries Corp. Common Stocks 46072H108 2,260 84,880 SH x x 26 84,880 3,298 129,330 SH x 35 129,330 61 2,400 SH x x 36 2,400 137 5,491 SH x x 42 5,491 268 10,500 SH x x 52 10,500 InterTAN, Inc. Common Stocks 461120107 0 1,700 SH x x 42 1,700 InterVoice, Inc. Common Stocks 461142101 67 6,500 SH x x 28 6,500 Interwoven, Inc. Common Stocks 46114T102 38 6,900 SH x x 13 6,900 34 7,100 SH x x 28 7,100 436 112,985 SH x 35 112,985 29 7,400 SH x x 36 7,400 183 47,300 SH x x 54 47,300 Intimate Brands, Inc. Class A Common Stocks 461156101 5 516 SH x 35 516 Intuit, Inc. Common Stocks 461202103 2,710 75,700 SH x x 31 75,700 7,760 216,756 SH x 35 216,756 Invacare Corp. Common Stocks 461203101 1,393 34,400 SH x x 11 34,400 53 1,300 SH x x 28 1,300 1,855 45,800 SH x 35 45,800 146 3,600 SH x x 36 3,600 Inverness Medical Technology, Inc. Common Stocks 461268104 432 11,700 SH x x 36 11,700 Investment Technology Group Common Stocks 46145F105 67 1,010 SH x x 26 1,010 8,304 149,652 SH x 35 149,652
189 3,400 SH x x 36 3,400 1,842 33,200 SH x x 50 33,200 3,279 59,100 SH x x 54 59,100 Invitrogen Corp. Common Stocks 46185R100 1,302 19,800 SH x x 23 19,800 1,511 21,300 SH x x 25 21,300 608 9,300 SH x x 28 9,300 3,641 55,366 SH x 35 55,366 392 5,960 SH x x 36 5,960 Investors Financial Services Corp. Common Stocks 461915100 392 6,800 SH x x 11 6,800 300 6,000 SH x x 13 6,000 772 13,400 SH x x 23 13,400 455 8,000 SH x x 28 8,000 11,713 203,217 SH x 35 203,217 150 2,600 SH x x 36 2,600 1,049 18,200 SH x x 50 18,200 3,412 59,200 SH x x 54 59,200 Iomega Corp. Common Stocks 462030107 24 20,000 SH x x 11 20,000 23 19,000 SH x 35 19,000 Ionics, Inc. Common Stocks 462218108 22 1,000 SH x x 36 1,000 Iron Mountain, Inc. Common Stocks 462846106 112 2,700 SH x x 11 2,700 186 4,476 SH x 35 4,476 Irwin Financial Corp. Common Stocks 464119106 66 2,000 SH x x 28 2,000 17 820 SH x 35 820 2 140 SH x x 42 140 Isis Pharmaceuticals Common Stocks 464330109 66 3,900 SH x x 36 3,900 Isle of Capri Casinos, Inc. Common Stocks 464592104 14 2,000 SH x 35 2,000 2 321 SH x x 42 321 Itron, Inc. Common Stocks 465741106 565 24,400 SH x x 23 24,400 544 23,400 SH x 35 23,400 106 4,600 SH x x 36 4,600 170 7,400 SH x x 57 7,400 i2 Technologies, Inc. Common Stocks 465754109 6 1,753 SH x 35 1,753 64 18,500 SH x x 36 18,500 IVAX Corp. Common Stocks 465823102 8 375 SH x x 6 375 1,462 65,961 SH x x 9 65,961 2,460 110,974 SH x x 20 110,974 291 7,750 SH x x 28 7,750 2,179 98,274 SH x x 31 98,274 12,100 545,772 SH x 35 545,772 341 15,375 SH x x 36 15,375 Ivex Packaging Corp. Common Stocks 465855104 375 22,000 SH x x 11 22,000 1,057 62,000 SH x x 23 62,000 115 7,000 SH x x 28 7,000 1,899 111,400 SH x 35 111,400 42 2,881 SH x x 42 2,881 JDN Realty Corp. Common Stocks 465917102 472 44,500 SH x x 11 44,500 502 47,400 SH x 35 47,400 0 950 SH x x 42 950 JDS Uniphase Corp. Common Stocks 46612J101 339 53,600 SH x x 1 53,600 554 76,620 SH x x 26 76,620
28 4,500 SH x x 30 4,500 257 40,600 SH x x 31 40,600 2,346 371,232 SH x 35 371,232 JDA Software Group, Inc. Common Stocks 46612K108 799 60,800 SH x x 23 60,800 18 1,500 SH x x 28 1,500 799 60,800 SH x 35 60,800 14 1,100 SH x x 36 1,100 JLG Industries, Inc. Common Stocks 466210101 174 18,950 SH x 35 18,950 41 4,321 SH x x 42 4,321 J.P. Realty, Inc. Common Stocks 46624A106 302 13,500 SH x x 11 13,500 67 1,900 SH x x 28 1,900 184 8,250 SH x 35 8,250 38 1,851 SH x x 42 1,851 J.P. Morgan Chase & Co. Common Stocks 46625H100 2,526 36,500 SH x x 1 36,500 2,719 79,622 SH x x 9 79,622 5,260 143,100 SH x x 11 143,100 2,519 73,750 SH x x 20 73,750 14,906 405,443 SH x x 26 405,443 652 12,100 SH x x 28 12,100 2,870 84,035 SH x x 30 84,035 33,428 978,849 SH x 35 978,849 925 27,100 SH x x 58 27,100 Jabil Circuit, Inc. Common Stocks 466313103 17 942 SH x 35 942 Jack in the Box, Inc. Common Stocks 466367109 109 3,900 SH x x 36 3,900 Jacob's Engineering Group, Inc. Common Stocks 469814107 9 145 SH x 35 145 168 2,700 SH x x 36 2,700 JAKKS Pacific, Inc. Common Stocks 47012E106 101 7,482 SH x x 28 7,482 192 14,200 SH x 35 14,200 58 4,300 SH x x 57 4,300 Jefferies Group, Inc. Common Stocks 472319102 1,106 33,500 SH x x 11 33,500 164 5,900 SH x x 13 5,900 4,297 130,200 SH x 35 130,200 1,812 54,900 SH x x 54 54,900 Jefferson-Pilot Corp. Common Stocks 475070108 243 2,700 SH x x 1 2,700 6,890 152,000 SH x x 5 152,000 62 1,400 SH x x 12 1,400 939 16,610 SH x x 14 16,610 1,736 34,080 SH x x 26 34,080 10,744 241,546 SH x 35 241,546 John Nuveen & Co., Inc. Class A Common Stocks 478035108 206 3,900 SH x x 28 3,900 920 20,795 SH x 35 20,795 60 1,350 SH x x 36 1,350 Johnson & Johnson Common Stocks 478160104 2,742 45,700 SH x x 1 45,700 365 6,700 SH x x 5 6,700 16,504 297,900 SH x x 9 297,900 10,076 173,200 SH x x 11 173,200 15,626 284,606 SH x x 12 284,606 3,158 57,000 SH x x 20 57,000 29,470 521,100 SH x x 26 521,100 16,662 221,906 SH x x 28 221,906
1,745 31,500 SH x x 30 31,500 110,625 1,996,849 SH x 35 1,996,849 6,326 114,182 SH x x 44 114,182 1,257 11,200 SH x x 46 11,200 14,078 223,600 SH x x 48 223,600 22,351 307,900 SH x x 49 307,900 205 3,700 SH x x 52 3,700 Johnson Controls, Inc. Common Stocks 478366107 317 2,400 SH x x 1 2,400 2,466 37,800 SH x x 3 37,800 1,761 27,000 SH x x 9 27,000 7,311 113,800 SH x x 12 113,800 1,635 21,880 SH x x 26 21,880 404 5,900 SH x x 28 5,900 196 3,000 SH x x 30 3,000 7,498 114,934 SH x 35 114,934 Jones Apparel Group, Inc. Common Stocks 480074103 1,471 57,700 SH x x 9 57,700 3,826 149,800 SH x x 12 149,800 58 1,990 SH x x 26 1,990 72 1,800 SH x x 28 1,800 793 31,128 SH x 35 31,128 252 9,900 SH x x 36 9,900 Jones Lang Lasalle, Inc. Common Stocks 48020Q107 29 2,100 SH x x 36 2,100 Juniper Networks, Inc. Common Stocks 48203R104 584 56,600 SH x x 1 56,600 7 700 SH x x 9 700 81 7,400 SH x x 12 7,400 307 31,600 SH x x 31 31,600 1,757 181,183 SH x 35 181,183 162 16,700 SH x x 36 16,700 40 4,100 SH x x 40 4,100 85 4,300 SH x x 46 4,300 KCS Energy, Inc. Common Stocks 482434206 29 7,900 SH x x 28 7,900 91 25,700 SH x 35 25,700 KLA Tencor Corporation Common Stocks 482480100 142 4,500 SH x x 5 4,500 673 21,300 SH x x 9 21,300 1,333 40,300 SH x x 11 40,300 813 25,730 SH x x 26 25,730 632 11,500 SH x x 28 11,500 5,985 189,526 SH x 35 189,526 2,775 77,600 SH x x 48 77,600 KMart Corp. Common Stocks 482584109 1,263 165,600 SH x x 11 165,600 40 3,600 SH x x 28 3,600 1,059 151,434 SH x 35 151,434 KPMG Consulting, Inc. New Common Stocks 48265R109 8 759 SH x 35 759 K-Swiss, Inc. Class A Common Stocks 482686102 39 1,600 SH x x 11 1,600 355 14,450 SH x 35 14,450 59 2,400 SH x x 57 2,400 K2, Inc. Common Stocks 482732104 732 122,470 SH x 35 122,470 6 991 SH x x 42 991 Kaman Corp. Class A Common Stocks 483548103 175 13,200 SH x x 11 13,200 67 3,200 SH x x 28 3,200
216 16,300 SH x 35 16,300 Kansas City Life Insurance Co. Common Stocks 484836101 72 1,300 SH x x 28 1,300 Kansas City Power & Light Co. Common Stocks 485134100 2,064 79,100 SH x x 11 79,100 136 3,300 SH x x 28 3,300 710 27,213 SH x 35 27,213 Kansas City Southern Industries, Inc. Common Stocks 485170302 863 71,900 SH x x 11 71,900 216 18,200 SH x x 28 18,200 2,030 169,200 SH x 35 169,200 78 6,500 SH x x 36 6,500 Kaydon Corp. Common Stocks 486587108 77 3,700 SH x x 36 3,700 Keane, Inc. Common Stocks 486665102 243 15,570 SH x x 26 15,570 744 54,500 SH x 35 54,500 44 3,200 SH x x 36 3,200 119 8,651 SH x x 42 8,651 KB HOME Common Stocks 48666K109 4,691 160,130 SH x x 11 160,130 960 28,300 SH x x 28 28,300 6,233 219,390 SH x 35 219,390 Keithley Instruments, Inc. Common Stocks 487584104 156 10,900 SH x x 28 10,900 333 23,200 SH x 35 23,200 Kellogg Co. Common Stocks 487836108 2,920 90,000 SH x x 5 90,000 533 13,900 SH x x 14 13,900 424 12,280 SH x x 26 12,280 36 1,200 SH x x 28 1,200 5,624 187,458 SH x 35 187,458 Kellwood Co. Common Stocks 488044108 31 1,700 SH x x 36 1,700 Kelly Services, Inc. Class A Common Stocks 488152208 165 8,160 SH x 35 8,160 36 1,771 SH x x 42 1,771 KEMET Corp. Common Stocks 488360108 2,243 136,300 SH x x 3 136,300 1,470 89,300 SH x x 9 89,300 2,297 135,480 SH x x 26 135,480 5,505 334,441 SH x 35 334,441 156 10,422 SH x x 42 10,422 153 9,300 SH x x 52 9,300 Kendle International, Inc. Common Stocks 48880L107 44 1,400 SH x x 28 1,400 20 1,010 SH x x 36 1,010 67 3,400 SH x x 57 3,400 Kennametal, Inc. Common Stocks 489170100 973 28,300 SH x x 25 28,300 1,133 32,350 SH x x 26 32,350 403 11,800 SH x x 28 11,800 3,644 114,170 SH x 35 114,170 112 3,500 SH x x 36 3,500 209 6,891 SH x x 42 6,891 Kerr-McGee Corp. Common Stocks 492386107 2,397 46,185 SH x x 9 46,185 8,619 160,660 SH x x 26 160,660 171 3,300 SH x x 30 3,300 5,204 100,250 SH x 35 100,250 31 605 SH x x 36 605 Key Energy Group, Inc. Common Stocks 492914106 1,525 227,668 SH x x 20 227,668 517 81,344 SH x 35 81,344 85 13,300 SH x x 36 13,300
Key Production, Inc. Common Stocks 493138101 255 22,000 SH x x 28 22,000 330 28,600 SH x 35 28,600 KeyCorp Common Stocks 493267108 763 15,600 SH x x 1 15,600 89 3,700 SH x x 12 3,700 2,340 84,633 SH x x 26 84,633 84 2,200 SH x x 28 2,200 881 36,500 SH x x 30 36,500 5,069 210,000 SH x 35 210,000 Keynote Systems, Inc. Common Stocks 493308100 214 28,200 SH x 35 28,200 366 48,200 SH x x 53 48,200 KeySpan Corp. Common Stocks 49337W100 1,231 32,770 SH x x 26 32,770 2,080 62,587 SH x 35 62,587 132 4,131 SH x x 42 4,131 Keystone Property Trust Common Stocks 493596100 939 68,600 SH x x 25 68,600 959 75,500 SH x 35 75,500 Kimball International, Inc. Class B Common Stocks 494274103 126 9,600 SH x 35 9,600 32 2,400 SH x x 36 2,400 28 2,231 SH x x 42 2,231 Kilroy Realty Corp. Common Stocks 49427F108 5,699 228,400 SH x x 2 228,400 4,835 193,800 SH x x 27 193,800 0 910 SH x x 42 910 Kimberly-Clark Corp. Common Stocks 494368103 8,824 143,600 SH x x 12 143,600 2,759 38,850 SH x x 26 38,850 386 6,000 SH x x 28 6,000 818 13,200 SH x x 30 13,200 13,046 210,419 SH x 35 210,419 2,791 39,700 SH x x 48 39,700 2,430 39,200 SH x x 58 39,200 Kimco Realty Corp. Common Stocks 49446R109 172 3,800 SH x x 12 3,800 6,404 131,900 SH x x 27 131,900 142 1,851 SH x x 28 1,851 19 397 SH x 35 397 0 2,500 SH x x 42 2,500 Kinder Morgan, Inc. Common Stocks 49455P101 116 1,500 SH x x 28 1,500 616 12,509 SH x 35 12,509 527 10,700 SH x x 50 10,700 King Pharmaceuticals, Inc. Common Stocks 495582108 1,394 31,733 SH x x 11 31,733 194 2,933 SH x x 28 2,933 14,183 338,104 SH x 35 338,104 3,338 70,035 SH x x 48 70,035 6,356 113,060 SH x x 49 113,060 Kirby Corp. Common Stocks 497266106 349 15,500 SH x x 11 15,500 57 1,600 SH x x 28 1,600 342 15,200 SH x 35 15,200 52 2,300 SH x x 36 2,300 Knight-Ridder, Inc. Common Stocks 499040103 39 700 SH x x 30 700 27 475 SH x 35 475 Knight Trading Group, Inc. Common Stocks 499063105 4 556 SH x 35 556 26 3,400 SH x x 36 3,400 Knight Transportation, Inc. Common Stocks 499064103 29 1,500 SH x x 36 1,500
Koger Equity, Inc. Common Stocks 500228101 465 26,900 SH x x 11 26,900 370 21,380 SH x 35 21,380 18 1,061 SH x x 42 1,061 Kohl's Corp. Common Stocks 500255104 21,608 437,800 SH x x 1 437,800 6,931 144,400 SH x x 9 144,400 3,763 78,400 SH x x 11 78,400 4,181 87,100 SH x x 12 87,100 1,714 21,700 SH x x 28 21,700 2,150 44,800 SH x x 31 44,800 56,892 1,185,253 SH x 35 1,185,253 5,330 54,800 SH x x 46 54,800 6,082 111,500 SH x x 48 111,500 7,326 118,350 SH x x 49 118,350 Koninklijke (Royal) Philips Electronics Common Stocks 500472303 73 2,400 SH x x 22 2,400 3,414 165,670 SH x x 29 165,670 2,981 154,450 SH x 35 154,450 1,519 38,850 SH x x 59 38,850 Kopin Corp. Common Stocks 500600101 64 6,100 SH x x 36 6,100 Korea Electric Power Corp. - ADR Common Stocks 500631106 207 23,374 SH x x 10 23,374 100 7,148 SH x x 30 7,148 Korea Telecom Corp. - ADR Common Stocks 50063P103 287 15,550 SH x x 10 15,550 308 16,840 SH x x 30 16,840 1,536 84,000 SH x x 33 84,000 3,606 197,148 SH x 35 197,148 204 11,139 SH x x 37 11,139 1,039 51,100 SH x x 38 51,100 948 44,500 SH x x 39 44,500 1,029 55,030 SH x x 41 55,030 Kos Pharmaceuticals, Inc. Common Stocks 500648100 22 800 SH x x 36 800 Kraft Foods, Inc. Common Stocks 50075N104 382 11,400 SH x x 5 11,400 4,109 121,700 SH x x 12 121,700 8,325 242,210 SH x 35 242,210 7,776 167,810 SH x x 49 167,810 165 4,800 SH x x 52 4,800 Kramont Realty Trust Common Stocks 50075Q107 76 4,800 SH x x 28 4,800 Krispy Kreme Doughnuts, Inc. New Common Stocks 501014104 1,039 35,093 SH x 35 35,093 Kroger Co. Common Stocks 501044101 559 22,900 SH x x 5 22,900 1,907 77,400 SH x x 11 77,400 985 40,000 SH x x 12 40,000 1,565 35,600 SH x x 28 35,600 663 26,900 SH x x 30 26,900 9,331 378,710 SH x 35 378,710 5,716 181,430 SH x x 49 181,430 313 12,700 SH x x 52 12,700 1,183 48,000 SH x x 58 48,000 Kronos, Inc. Common Stocks 501052104 328 8,000 SH x x 28 8,000 509 12,400 SH x 35 12,400 41 1,000 SH x x 36 1,000 Kulicke & Soffa Industries, Inc.Common Stocks 501242101 1,453 133,300 SH x x 3 133,300 3,153 289,300 SH x 35 289,300
27 2,500 SH x x 36 2,500 601 55,100 SH x x 50 55,100 120 11,000 SH x x 52 11,000 LNR Property Corp. Common Stocks 501940100 2,965 99,000 SH x x 3 99,000 1,619 53,300 SH x x 11 53,300 132 2,800 SH x x 28 2,800 5,140 171,610 SH x 35 171,610 67 2,501 SH x x 42 2,501 LSI Logic Corp. Common Stocks 502161102 934 79,500 SH x x 3 79,500 154 14,300 SH x x 5 14,300 351 26,040 SH x x 26 26,040 1,601 136,233 SH x 35 136,233 90 7,700 SH x x 52 7,700 LTX Corp. Common Stocks 502392103 602 44,200 SH x 35 44,200 131 9,600 SH x x 52 9,600 L-3 Communications Holdings, Common Stocks 502424104 1,644 18,800 SH x x 23 18,800 Inc. 1,263 13,400 SH x x 25 13,400 1,086 11,900 SH x x 28 11,900 8,210 93,883 SH x 35 93,883 213 2,440 SH x x 36 2,440 1,284 14,684 SH x x 44 14,684 La-Z-Boy Inc. Common Stocks 505336107 109 6,900 SH x x 36 6,900 Laboratory Corp. of America Holdings Common Stocks 50540R409 1,392 15,600 SH x x 11 15,600 938 11,600 SH x x 23 11,600 10,578 130,832 SH x 35 130,832 5,097 55,700 SH x x 48 55,700 LaBranche & Co., Inc. Common Stocks 505447102 181 8,171 SH x 35 8,171 87 3,900 SH x x 36 3,900 36 1,838 SH x x 42 1,838 Laclede Gas Co. Common Stocks 505588103 34 1,400 SH x x 36 1,400 Lafarge Corp. Common Stocks 505862102 851 22,240 SH x x 26 22,240 1,345 40,283 SH x 35 40,283 57 1,771 SH x x 42 1,771 Lam Research Corp. Common Stocks 512807108 522 30,800 SH x x 3 30,800 1,258 74,200 SH x x 9 74,200 892 48,800 SH x x 25 48,800 1,278 61,700 SH x x 28 61,700 2,556 150,814 SH x 35 150,814 Lamar Advertising Co. Class A Common Stocks 512815101 697 23,000 SH x x 11 23,000 156 5,400 SH x x 13 5,400 1,776 54,956 SH x x 20 54,956 127 2,800 SH x x 28 2,800 4,882 161,007 SH x 35 161,007 164 5,400 SH x x 36 5,400 1,728 57,000 SH x x 54 57,000 Lancaster Colony Corp. Common Stocks 513847103 112 3,550 SH x x 26 3,550 164 5,860 SH x 35 5,860 98 3,500 SH x x 36 3,500 Lance, Inc. Common Stocks 514606102 26 2,300 SH x x 28 2,300 28 2,100 SH x x 36 2,100
LandAmerica Financial Group, Inc. Common Stocks 514936103 1,962 59,000 SH x x 11 59,000 1,137 31,700 SH x x 25 31,700 149 3,200 SH x x 28 3,200 3,375 101,500 SH x 35 101,500 23 700 SH x x 36 700 31 981 SH x x 42 981 Land's End, Inc. Common Stocks 515086106 90 3,100 SH x 35 3,100 Landry's Seafood Restaurants, Inc. Common Stocks 51508L103 571 38,600 SH x x 11 38,600 410 26,200 SH x x 28 26,200 977 66,000 SH x 35 66,000 24 1,590 SH x x 36 1,590 Landstar Systems, Inc. Common Stocks 515098101 960 13,900 SH x x 25 13,900 2,189 34,200 SH x 35 34,200 262 4,100 SH x x 52 4,100 Lantronix, Inc. New Common Stocks 516548104 1,310 214,700 SH x 35 214,700 1,212 198,700 SH x x 50 198,700 LaSalle Hotel Properties Common Stocks 517942108 103 11,100 SH x x 11 11,100 197 19,900 SH x x 28 19,900 285 30,800 SH x 35 30,800 19 2,071 SH x x 42 2,071 Lattice Semiconductor Corp. Common Stocks 518415104 392 23,700 SH x x 12 23,700 36 2,200 SH x x 28 2,200 172 10,936 SH x 35 10,936 129 8,200 SH x x 36 8,200 Estee Lauder Cos., Class A Common Stocks 518439104 4,131 123,900 SH x x 12 123,900 388 11,700 SH x x 30 11,700 395 11,927 SH x 35 11,927 302 9,100 SH x x 36 9,100 Lear Corp. Common Stocks 521865105 1,781 65,900 SH x x 11 65,900 184 7,500 SH x x 12 7,500 2,870 106,200 SH x x 20 106,200 429 15,400 SH x x 28 15,400 181 6,700 SH x x 30 6,700 13,026 482,088 SH x 35 482,088 141 5,200 SH x x 36 5,200 28 1,151 SH x x 42 1,151 Learning Tree International, Inc. Common Stocks 522015106 18 900 SH x x 36 900 LeCroy Corp. Common Stocks 52324W109 136 7,000 SH x x 28 7,000 159 8,200 SH x 35 8,200 Lee Enterprises, Inc. Common Stocks 523768109 2,876 90,800 SH x x 3 90,800 3,205 101,200 SH x 35 101,200 Legato Systems, Inc. Common Stocks 524651106 37 6,700 SH x x 36 6,700 Leggett & Platt, Inc. Common Stocks 524660107 454 11,500 SH x x 1 11,500 330 16,900 SH x x 30 16,900 355 18,209 SH x 35 18,209 Legg Mason, Inc. Common Stocks 524901105 684 17,200 SH x x 11 17,200 225 6,100 SH x x 12 6,100 214 5,800 SH x x 13 5,800 75 1,200 SH x x 28 1,200 4,157 104,561 SH x 35 104,561
2,171 54,600 SH x x 54 54,600 Lehman Brothers Holdings, Inc. Common Stocks 524908100 841 7,300 SH x x 1 7,300 563 10,300 SH x x 5 10,300 23 400 SH x x 9 400 2,798 46,060 SH x x 11 46,060 4,651 76,590 SH x x 26 76,590 363 4,600 SH x x 28 4,600 773 13,600 SH x x 30 13,600 2,410 42,400 SH x x 31 42,400 34,445 605,885 SH x 35 605,885 6,919 121,703 SH x x 44 121,703 335 5,900 SH x x 52 5,900 Leitch Technology Corp. Common Stocks 52543H107 179 32,500 SH x x 30 32,500 Lennar Corp. Common Stocks 526057104 2,699 74,900 SH x x 3 74,900 5,288 142,100 SH x x 11 142,100 1,061 27,300 SH x x 25 27,300 83 1,980 SH x x 26 1,980 1,074 25,500 SH x x 28 25,500 9,727 269,884 SH x 35 269,884 227 6,300 SH x x 36 6,300 92 2,761 SH x x 42 2,761 Lennox International, Inc. Common Stocks 526107107 253 25,400 SH x x 28 25,400 480 51,600 SH x 35 51,600 30 3,200 SH x x 36 3,200 23 2,711 SH x x 42 2,711 Leucadia National Corp. Common Stocks 527288104 200 4,500 SH x x 28 4,500 1,364 43,733 SH x 35 43,733 125 4,000 SH x x 36 4,000 Level 3 Communications, Inc. Common Stocks 52729N100 383 101,200 SH x x 12 101,200 304 75,340 SH x x 26 75,340 383 101,431 SH x 35 101,431 Lexicon Genetics, Inc. New Common Stocks 528872104 204 26,800 SH x x 11 26,800 Lexington Corporate Properties Trust Common Stocks 529043101 182 12,400 SH x x 11 12,400 189 12,900 SH x 35 12,900 Lexmark International Group, Inc. Class A Common Stocks 529771107 188 4,200 SH x x 5 4,200 140 3,130 SH x x 26 3,130 1,861 25,400 SH x x 28 25,400 71 1,583 SH x 35 1,583 107 2,400 SH x x 52 2,400 Libbey, Inc. Common Stocks 529898108 16 500 SH x x 36 500 Liberate Technologies, Inc. Common Stocks 530129105 670 67,300 SH x x 23 67,300 780 78,270 SH x 35 78,270 Liberty Corp. Common Stocks 530370105 1,487 37,000 SH x x 28 37,000 2,166 54,500 SH x 35 54,500 15 371 SH x x 42 371 Liberty Financial Cos., Inc. Common Stocks 530512102 2 75 SH x 35 75 Liberty Property Trust Common Stocks 531172104 703 24,500 SH x x 2 24,500 136 4,800 SH x x 12 4,800 8,180 285,100 SH x x 27 285,100 565 19,697 SH x 35 19,697
66 2,330 SH x x 42 2,330 10,776 375,600 SH x x 47 375,600 LifePoint Hospitals, Inc. Common Stocks 53219L109 49 700 SH x x 28 700 3,538 80,400 SH x 35 80,400 2,438 55,400 SH x x 50 55,400 189 4,300 SH x x 52 4,300 Ligand Pharmaceuticals, Inc. Class B Common Stocks 53220K207 49 5,300 SH x x 36 5,300 Lightbridge, Inc. Common Stocks 532226107 123 12,000 SH x x 28 12,000 97 9,500 SH x 35 9,500 Lilly (Eli) & Co. Common Stocks 532457108 7,567 90,600 SH x x 5 90,600 16,636 208,600 SH x x 12 208,600 1,052 10,260 SH x x 14 10,260 2,147 26,600 SH x x 20 26,600 10,290 126,440 SH x x 26 126,440 4,426 45,000 SH x x 28 45,000 36,907 457,333 SH x 35 457,333 6,093 66,600 SH x x 48 66,600 Limited, Inc. (The) Common Stocks 532716107 420 38,540 SH x x 26 38,540 550 57,922 SH x 35 57,922 Lincare Holdings, Inc. Common Stocks 532791100 301 11,800 SH x x 13 11,800 1,028 38,700 SH x x 23 38,700 112 4,200 SH x x 28 4,200 7,847 295,343 SH x 35 295,343 260 9,800 SH x x 36 9,800 3,340 125,700 SH x x 54 125,700 Lincoln Electric Holdings, Inc. Common Stocks 533900106 200 9,100 SH x 35 9,100 95 4,300 SH x x 36 4,300 Lincoln National Corp. Common Stocks 534187109 340 3,600 SH x x 1 3,600 496 11,000 SH x x 5 11,000 995 22,100 SH x x 12 22,100 1,021 21,900 SH x x 20 21,900 1,057 19,800 SH x x 26 19,800 42 900 SH x x 28 900 396 8,500 SH x x 30 8,500 9,420 202,025 SH x 35 202,025 1,777 33,600 SH x x 48 33,600 298 6,400 SH x x 52 6,400 1,767 37,900 SH x x 58 37,900 Linear Technology Corp. Common Stocks 535678106 4,512 130,400 SH x x 11 130,400 4,072 123,600 SH x x 12 123,600 4,638 137,840 SH x x 26 137,840 1,867 32,100 SH x x 28 32,100 1,683 51,300 SH x x 31 51,300 10,712 326,572 SH x 35 326,572 Liqui-Box Corp. Common Stocks 536314107 22 530 SH x 35 530 4 90 SH x x 42 90 Lithia Motors, Inc., Class A Common Stocks 536797103 285 19,000 SH x x 28 19,000 293 21,100 SH x 35 21,100 Liz Claiborne, Inc. Common Stocks 539320101 283 3,700 SH x x 1 3,700 441 11,700 SH x x 23 11,700
36 830 SH x x 26 830 402 9,400 SH x x 28 9,400 147 3,900 SH x x 30 3,900 1,554 41,209 SH x 35 41,209 Local Financial Corp. Common Stocks 539553107 30 2,300 SH x x 28 2,300 57 4,300 SH x 35 4,300 11 861 SH x x 42 861 Lockheed Martin Corp. Common Stocks 539830109 2,101 23,700 SH x x 1 23,700 4,433 95,600 SH x x 11 95,600 1,954 45,000 SH x x 12 45,000 1,625 32,400 SH x x 26 32,400 2,131 44,200 SH x x 28 44,200 2,034 46,500 SH x x 30 46,500 34,663 792,302 SH x 35 792,302 4,682 107,012 SH x x 44 107,012 2,346 47,200 SH x x 48 47,200 1,299 29,700 SH x x 58 29,700 Lodgenet Entertainment Corp. Common Stocks 540211109 211 19,184 SH x 35 19,184 19 1,930 SH x x 42 1,930 Loews Corp. Common Stocks 540424108 14 300 SH x x 9 300 579 12,500 SH x x 11 12,500 2,285 43,970 SH x x 26 43,970 310 6,700 SH x x 28 6,700 3,515 75,955 SH x 35 75,955 Lone Star Steakhouse & Saloon Common Stocks 542307103 315 29,200 SH x x 11 29,200 193 14,500 SH x x 28 14,500 831 76,950 SH x 35 76,950 22 2,000 SH x x 36 2,000 31 2,884 SH x x 42 2,884 Lone Star Technologies, Inc. Common Stocks 542312103 372 30,000 SH x 35 30,000 31 2,480 SH x x 36 2,480 81 6,500 SH x x 52 6,500 Longs Drug Stores, Inc. Common Stocks 543162101 714 26,260 SH x 35 26,260 25 991 SH x x 42 991 900 33,100 SH x x 53 33,100 Longview Fibre Co. Common Stocks 543213102 89 7,790 SH x x 26 7,790 135 13,340 SH x 35 13,340 Louis Dreyfus Natural Gas Corp. Common Stocks 546011107 358 9,200 SH x x 3 9,200 113 2,540 SH x x 26 2,540 149 3,834 SH x 35 3,834 113 2,910 SH x x 36 2,910 Louisiana Pacific Corp. Common Stocks 546347105 1,021 77,500 SH x x 1 77,500 1,993 306,600 SH x x 11 306,600 47 4,600 SH x x 28 4,600 2,659 409,010 SH x 35 409,010 3 441 SH x x 42 441 Lowe's Companies., Inc. Common Stocks 548661107 326 10,300 SH x x 1 10,300 2,852 90,100 SH x x 9 90,100 6,798 204,600 SH x x 11 204,600 4,200 132,700 SH x x 20 132,700
2,773 69,780 SH x x 28 69,780 31,293 988,705 SH x 35 988,705 5,858 162,900 SH x x 48 162,900 Lubrizol Corp. Common Stocks 549271104 1,988 62,900 SH x x 11 62,900 1,441 42,300 SH x x 25 42,300 1,091 32,860 SH x x 26 32,860 952 29,200 SH x x 28 29,200 5,275 166,944 SH x 35 166,944 130 4,100 SH x x 36 4,100 58 1,981 SH x x 42 1,981 Luby's Cafeterias, Inc. Common Stocks 549282101 88 12,240 SH x 35 12,240 20 2,841 SH x x 42 2,841 Lucent Technologies, Inc. Common Stocks 549463107 562 48,400 SH x x 1 48,400 3,888 662,800 SH x x 11 662,800 2,623 457,500 SH x x 12 457,500 735 112,100 SH x x 26 112,100 507 56,100 SH x x 28 56,100 101 17,600 SH x x 30 17,600 3,457 603,247 SH x 35 603,247 Lufkin Industries, Inc. Common Stocks 549764108 88 3,100 SH x x 28 3,100 Luxottica Group SPA - ADR Common Stocks 55068R202 2,099 150,000 SH x 35 150,000 Lynch Interactive Corp. Common Stocks 551146103 129 2,600 SH x x 28 2,600 134 2,700 SH x 35 2,700 Lyondell Petrochemical Co. Common Stocks 552078107 274 22,000 SH x x 28 22,000 462 40,310 SH x 35 40,310 80 7,000 SH x x 36 7,000 M&T Bank Corp. Common Stocks 55261F104 1,184 16,000 SH x x 28 16,000 437 5,909 SH x 35 5,909 555 7,500 SH x x 36 7,500 MAF Bancorp, Inc. Common Stocks 55261R108 1,083 37,800 SH x x 3 37,800 169 5,900 SH x x 11 5,900 625 21,800 SH x x 23 21,800 95 2,100 SH x x 28 2,100 3,846 134,200 SH x 35 134,200 40 1,561 SH x x 42 1,561 MBIA, Inc. Common Stocks 55262C100 775 7,650 SH x x 1 7,650 7,537 153,900 SH x x 12 153,900 355 6,165 SH x x 26 6,165 961 19,215 SH x x 30 19,215 4,828 96,554 SH x 35 96,554 MBNA Corp. Common Stocks 55262L100 25,581 796,300 SH x x 1 796,300 1,459 48,181 SH x x 9 48,181 6,323 197,200 SH x x 11 197,200 1,139 32,830 SH x x 26 32,830 2,656 50,200 SH x x 28 50,200 221 7,300 SH x x 30 7,300 2,996 98,900 SH x x 31 98,900 50,343 1,662,043 SH x 35 1,662,043 6,488 105,700 SH x x 46 105,700 MB Financial, Inc. Common Stocks 55263D107 15 600 SH x x 28 600
M.D.C. Holdings, Inc. Common Stocks 552676108 3,210 114,010 SH x x 11 114,010 804 26,880 SH x x 25 26,880 488 14,910 SH x x 28 14,910 4,074 146,980 SH x 35 146,980 MDU Resources Group, Inc. Common Stocks 552690109 360 15,400 SH x x 11 15,400 790 31,300 SH x x 25 31,300 53 2,000 SH x x 26 2,000 89 2,400 SH x x 28 2,400 885 37,874 SH x 35 37,874 192 8,200 SH x x 36 8,200 MGIC Investment Corp. Common Stocks 552848103 402 6,400 SH x x 5 6,400 1,070 14,310 SH x x 26 14,310 489 7,200 SH x x 28 7,200 4,658 71,287 SH x 35 71,287 1,152 15,500 SH x x 48 15,500 242 3,700 SH x x 52 3,700 MGM Grand, Inc. Common Stocks 552953101 406 15,760 SH x x 26 15,760 252 11,200 SH x x 28 11,200 709 31,542 SH x 35 31,542 153 6,800 SH x x 36 6,800 M/I Schottenstein Homes, Inc. Common Stocks 55305B101 215 6,360 SH x 35 6,360 42 1,371 SH x x 42 1,371 MKS Instruments, Inc. Common Stocks 55306N104 1,758 93,348 SH x x 20 93,348 628 35,360 SH x 35 35,360 MSC Industrial Direct Co., Inc. Class A Common Stocks 553530106 57 3,600 SH x x 36 3,600 MSC. Software Corp. Common Stocks 553531104 27 1,800 SH x x 28 1,800 341 21,170 SH x 35 21,170 101 6,280 SH x x 36 6,280 50 3,541 SH x x 42 3,541 MTS Systems Corp. Common Stocks 553777103 94 6,700 SH x x 28 6,700 71 6,200 SH x 35 6,200 14 1,251 SH x x 42 1,251 MacDermid, Inc. Common Stocks 554273102 23 1,800 SH x x 36 1,800 Macerich Co. (The) Common Stocks 554382101 2,303 104,200 SH x x 27 104,200 95 4,300 SH x 35 4,300 75 3,400 SH x x 36 3,400 22 991 SH x x 42 991 Mack-Cali Realty Corp. Common Stocks 554489104 4,411 142,300 SH x x 2 142,300 440 14,200 SH x x 11 14,200 167 4,690 SH x x 26 4,690 3,365 108,563 SH x 35 108,563 11,340 365,800 SH x x 47 365,800 298 9,600 SH x x 52 9,600 Macrochem Corp. Common Stocks 555903103 62 25,900 SH x 28 25,900 142 57,800 SH x 35 57,800 Macrovision Corp. Common Stocks 555904101 11 400 SH x x 28 400 62 2,173 SH x 35 2,173 Macromedia, Inc. Common Stocks 556100105 63 5,200 SH x x 36 5,200 Macronix International Co., Ltd. - ADR Common Stocks 556103109 287 56,638 SH x 35 56,638 206 40,583 SH x x 37 40,583
Steven Madden, Ltd. Common Stocks 556269108 90 8,900 SH x x 28 8,900 97 9,600 SH x 35 9,600 Madison Gas & Electric Co. Common Stocks 557497104 30 1,200 SH x x 36 1,200 Magellan Health Services, Inc. Common Stocks 559079108 195 17,100 SH x x 28 17,100 268 23,400 SH x 35 23,400 Magna Entertainment Corp. Common Stocks 559211107 13 2,100 SH x x 57 2,100 Magna International, Inc. Class A Common Stocks 559222401 86 1,630 SH x x 17 1,630 98 1,860 SH x 35 1,860 16 310 SH x x 60 310 MagneTek, Inc. Common Stocks 559424106 1,544 168,200 SH x 35 168,200 Magnum Hunter Resources, Inc. Common Stocks 55972F203 39 4,100 SH x x 36 4,100 Magyar Tavkozlesi Rt - ADR Common Stocks 559776109 1,048 82,100 SH x x 10 82,100 1,176 87,066 SH x 35 87,066 141 10,442 SH x x 37 10,442 83 5,500 SH x x 38 5,500 572 36,340 SH x x 39 36,340 Mandalay Resort Group Common Stocks 562567107 49 2,640 SH x x 26 2,640 82 3,200 SH x x 28 3,200 1,501 92,497 SH x 35 92,497 118 7,300 SH x x 36 7,300 316 19,500 SH x x 53 19,500 Manhattan Associates, Inc. Common Stocks 562750109 66 3,900 SH x 35 3,900 Manitowoc Co., Inc. Common Stocks 563571108 51 2,100 SH x x 36 2,100 Manor Care, Inc. Common Stocks 564055101 3,116 110,900 SH x x 11 110,900 939 33,400 SH x x 23 33,400 331 10,800 SH x x 28 10,800 6,631 235,965 SH x 35 235,965 Manpower, Inc. Common Stocks 56418H100 181 6,883 SH x 35 6,883 Manugistics Group, Inc. Common Stocks 565011103 5 800 SH x x 28 800 2 331 SH x 35 331 29 4,900 SH x x 36 4,900 Markel Corp. Common Stocks 570535104 382 2,300 SH x x 13 2,300 7,906 40,546 SH x 35 40,546 98 500 SH x x 36 500 4,076 20,900 SH x x 54 20,900 Marsh & McLennan Cos., Inc. Common Stocks 571748102 515 5,500 SH x x 5 5,500 3,007 31,100 SH x x 11 31,100 3,737 40,100 SH x x 12 40,100 964 8,700 SH x x 26 8,700 427 2,800 SH x x 28 2,800 3,169 32,772 SH x 35 32,772 367 3,800 SH x x 52 3,800 2,021 20,900 SH x x 58 20,900 Marshall & Ilsley Corp. Common Stocks 571834100 374 7,100 SH x x 12 7,100 314 4,840 SH x x 26 4,840 34 600 SH x x 30 600 580 10,225 SH x 35 10,225 385 6,800 SH x x 36 6,800 Marriott International, Inc. Class A Common Stocks 571903202 1,766 55,300 SH x x 12 55,300 16 300 SH x x 28 300
277 8,295 SH x 35 8,295 Martek Biosciences Corp. Common Stocks 572901106 36 2,000 SH x x 36 2,000 Martha Stewart Living Omnimedia, Inc. Class A New Common Stocks 573083102 13 900 SH x x 36 900 Martin Marietta Materials, Inc. Common Stocks 573284106 78 2,100 SH x x 13 2,100 1,484 37,952 SH x 35 37,952 235 6,000 SH x x 36 6,000 755 19,300 SH x x 54 19,300 Masco Corp. Common Stocks 574599106 344 8,300 SH x x 1 8,300 1,517 74,200 SH x x 20 74,200 313 13,420 SH x x 26 13,420 23 700 SH x x 28 700 329 16,100 SH x x 30 16,100 6,412 313,708 SH x 35 313,708 Massey Energy Co. Common Stocks 576206106 850 53,800 SH x x 25 53,800 988 66,860 SH x x 26 66,860 1,925 131,397 SH x 35 131,397 460 31,400 SH x x 50 31,400 MasTec, Inc. Common Stocks 576323109 10 1,900 SH x x 36 1,900 MatrixOne, Inc. Common Stocks 57685P304 75 11,700 SH x x 13 11,700 87 15,700 SH x x 28 15,700 1,232 226,400 SH x 35 226,400 571 104,900 SH x x 54 104,900 Mattel, Inc. Common Stocks 577081102 5,135 328,500 SH x x 12 328,500 2,005 121,220 SH x x 26 121,220 467 29,800 SH x x 28 29,800 229 14,600 SH x x 30 14,600 6,277 400,846 SH x 35 400,846 1,988 111,700 SH x x 48 111,700 Mathews International Corp. Class A Common Stocks 577128101 70 3,180 SH x x 36 3,180 Maxtor Corp. Common Stocks 577729205 660 184,814 SH x 35 184,814 54 15,244 SH x x 36 15,244 1,160 325,000 SH x x 53 325,000 Maxim Integrated Products, Inc. Common Stocks 57772K101 2,026 58,000 SH x x 12 58,000 7,294 206,617 SH x x 26 206,617 3,315 94,891 SH x 35 94,891 384 11,000 SH x x 40 11,000 93 2,649 SH x x 42 2,649 Maxwell Shoe Company, Inc. Class A Common Stocks 577766108 939 67,100 SH x 35 67,100 203 14,500 SH x x 52 14,500 May Department Stores Co. Common Stocks 577778103 1,364 23,200 SH x x 1 23,200 2,438 84,000 SH x x 3 84,000 3,938 135,700 SH x x 9 135,700 128 4,400 SH x x 11 4,400 4,260 147,500 SH x x 12 147,500 6,859 226,030 SH x x 26 226,030 601 20,000 SH x x 28 20,000 1,747 60,210 SH x x 30 60,210 12,727 438,566 SH x 35 438,566 Maverick Tube Corp. Common Stocks 577914104 249 27,400 SH x x 28 27,400 449 49,600 SH x 35 49,600
34 3,800 SH x x 36 3,800 MAXIMUS, Inc. Common Stocks 577933104 82 2,300 SH x x 13 2,300 1,867 47,000 SH x 35 47,000 40 1,000 SH x x 36 1,000 973 24,500 SH x x 54 24,500 Maytag Corp. Common Stocks 578592107 253 10,252 SH x 35 10,252 McClatchy Co. (The) Class A Common Stocks 579489105 3,657 87,075 SH x x 3 87,075 3,933 93,643 SH x 35 93,643 88 2,100 SH x x 36 2,100 McCormick & Co., Inc. Common Stocks 579780206 298 6,500 SH x x 5 6,500 1,791 39,100 SH x x 9 39,100 844 12,300 SH x x 28 12,300 999 21,808 SH x 35 21,808 497 10,860 SH x x 36 10,860 133 2,900 SH x x 52 2,900 McDATA Corp. Class A New Common Stocks 580031201 1 161 SH x 35 161 McDermott International, Inc. Common Stocks 580037109 1,762 213,600 SH x 35 213,600 McDonald's Corp. Common Stocks 580135101 1,622 29,500 SH x x 1 29,500 311 11,500 SH x x 5 11,500 3,385 124,500 SH x x 12 124,500 1,866 60,040 SH x x 26 60,040 39 900 SH x x 28 900 953 35,100 SH x x 30 35,100 8,257 304,252 SH x 35 304,252 2,138 69,300 SH x x 48 69,300 168 6,200 SH x x 52 6,200 McGraw-Hill, Inc. Common Stocks 580645109 3,527 60,600 SH x x 3 60,600 447 7,500 SH x x 28 7,500 4,491 77,166 SH x 35 77,166 McKesson HBOC, Inc. Common Stocks 58155Q103 689 9,000 SH x x 1 9,000 2,185 51,875 SH x x 11 51,875 137 2,300 SH x x 28 2,300 676 17,900 SH x x 30 17,900 6,612 174,969 SH x 35 174,969 2,650 61,700 SH x x 48 61,700 McLeodUSA, Inc. Common Stocks 582266102 3 3,564 SH x 35 3,564 Mead Corp. Common Stocks 582834107 628 11,200 SH x x 1 11,200 216 7,800 SH x x 28 7,800 86 3,100 SH x x 30 3,100 185 6,674 SH x 35 6,674 65 2,481 SH x x 42 2,481 Measurement Specialties, Inc. Common Stocks 583421102 35 3,400 SH x x 28 3,400 17 1,700 SH x x 36 1,700 Medarex, Inc. Common Stocks 583916101 417 27,800 SH x x 28 27,800 588 38,938 SH x 35 38,938 Media General, Inc. Class A Common Stocks 584404107 95 2,200 SH x x 36 2,200 Mediacom Communications Corp. Class A Common Stocks 58446K105 1,705 122,312 SH x x 20 122,312 209 14,500 SH x x 28 14,500 989 75,886 SH x 35 75,886 30 1,911 SH x x 42 1,911
Medicis Pharmaceutical Corp. Class A. Common Stocks 584690309 143 3,200 SH x x 13 3,200 829 16,800 SH x x 28 16,800 5,213 104,304 SH x 35 104,304 160 3,200 SH x x 36 3,200 1,050 21,000 SH x x 50 21,000 1,534 30,700 SH x x 54 30,700 MedImmune, Inc. Common Stocks 584699102 2,107 59,131 SH x x 20 59,131 308 8,650 SH x x 26 8,650 9,393 263,625 SH x 35 263,625 1,863 46,100 SH x x 48 46,100 Medquist, Inc. Common Stocks 584949101 40 1,600 SH x x 36 1,600 Medtronic, Inc. Common Stocks 585055106 2,919 63,540 SH x x 1 63,540 4,815 110,700 SH x x 11 110,700 1,719 32,000 SH x x 28 32,000 8,236 189,333 SH x 35 189,333 1,296 14,700 SH x x 46 14,700 Mellon Financial Corp. Common Stocks 58551A108 6,418 188,200 SH x x 5 188,200 921 22,290 SH x x 14 22,290 2,305 71,300 SH x x 20 71,300 1,513 40,850 SH x x 26 40,850 17,783 550,044 SH x 35 550,044 1,762 54,500 SH x x 58 54,500 MemberWorks, Inc. Common Stocks 586002107 105 5,100 SH x x 28 5,100 Men's Wearhouse, Inc. (The) Common Stocks 587118100 1,839 101,700 SH x x 3 101,700 43 2,400 SH x x 36 2,400 Mentor Graphics Corp. Common Stocks 587200106 745 50,100 SH x x 25 50,100 686 49,500 SH x x 28 49,500 1,680 121,912 SH x 35 121,912 Mercantile Bankshares Corp. Common Stocks 587405101 913 22,996 SH x 35 22,996 184 4,991 SH x x 42 4,991 Merck & Co., Inc. Common Stocks 589331107 576 8,700 SH x x 5 8,700 9,491 142,500 SH x x 9 142,500 9,738 142,190 SH x x 11 142,190 10,368 155,600 SH x x 12 155,600 4,016 60,300 SH x x 20 60,300 27,835 401,294 SH x x 26 401,294 12,933 150,300 SH x x 28 150,300 1,492 22,400 SH x x 30 22,400 55,481 833,048 SH x 35 833,048 326 4,900 SH x x 52 4,900 Mercury Air Group, Inc. Common Stocks 589354109 32 6,200 SH x x 57 6,200 Mercury Computer Systems, Inc. Common Stocks 589378108 144 2,900 SH x x 11 2,900 176 4,700 SH x x 28 4,700 270 7,200 SH x 35 7,200 Mercury General Corp. Common Stocks 589400100 6 162 SH x 35 162 123 3,100 SH x x 36 3,100 Mercury Interactive Corp. Common Stocks 589405109 8 429 SH x 35 429 Meredith Corp. Common Stocks 589433101 673 20,955 SH x 35 20,955 1,247 38,800 SH x x 53 38,800 MeriStar Hospitality Corp. Common Stocks 58984Y103 39 2,321 SH x x 28 2,321
246 23,350 SH x 35 23,350 59 5,141 SH x x 42 5,141 Merit Medical Systems, Inc. Common Stocks 589889104 1,406 74,025 SH x 35 74,025 303 15,925 SH x x 52 15,925 Merix Corp. Common Stocks 590049102 202 14,390 SH x 35 14,390 32 2,391 SH x x 42 2,391 Merrill Lynch & Co., Inc. Common Stocks 590188108 6,506 148,010 SH x x 1 148,010 5,028 121,100 SH x x 5 121,100 1,697 41,800 SH x x 9 41,800 3,262 74,000 SH x x 11 74,000 696 13,500 SH x x 14 13,500 4,087 88,310 SH x x 26 88,310 313 7,700 SH x x 28 7,700 767 18,900 SH x x 30 18,900 2,607 64,200 SH x x 31 64,200 27,518 677,775 SH x 35 677,775 1,711 20,800 SH x x 46 20,800 Mesa Airlines, Inc. Common Stocks 590479101 144 44,126 SH x x 11 44,126 119 36,500 SH x 35 36,500 Mesaba Holdings, Inc. Common Stocks 59066B102 78 13,230 SH x 35 13,230 34 5,991 SH x x 42 5,991 Mestek, Inc. Common Stocks 590829107 19 800 SH x x 28 800 MetaSolv, Inc. Common Stocks 59139P104 16 2,700 SH x x 36 2,700 Methode Electronics, Inc. Class A Common Stocks 591520200 23 3,000 SH x x 11 3,000 46 6,130 SH x 35 6,130 21 2,800 SH x x 36 2,800 8 1,091 SH x x 42 1,091 MetLife, Inc. Common Stocks 59156R108 2,167 36,000 SH x x 1 36,000 1,488 50,100 SH x x 11 50,100 168 6,300 SH x x 12 6,300 640 18,850 SH x x 26 18,850 1,107 30,900 SH x x 28 30,900 722 24,300 SH x x 30 24,300 535 18,000 SH x x 31 18,000 4,261 143,464 SH x 35 143,464 Metris Companies, Inc. Common Stocks 591598107 2,065 76,389 SH x x 20 76,389 100 4,300 SH x x 28 4,300 4,606 186,108 SH x 35 186,108 176 7,100 SH x x 36 7,100 287 11,600 SH x x 52 11,600 Metro-Goldwyn-Mayer, Inc. Common Stocks 591610100 134 6,840 SH x x 26 6,840 332 19,566 SH x 35 19,566 Metro One Telecommunications, Inc. Common Stocks 59163F105 274 11,200 SH x x 28 11,200 341 14,700 SH x 35 14,700 Metromedia Fiber Network, Inc. Class A Common Stocks 591689104 1 2,770 SH x 35 2,770 Mettler-Toledo International, Inc. Common Stocks 592688105 765 18,700 SH x x 28 18,700 885 21,004 SH x 35 21,004 147 3,500 SH x x 36 3,500 Michaels Stores, Inc. Common Stocks 594087108 1,009 27,600 SH x x 23 27,600 448 11,500 SH x x 28 11,500
4,032 110,350 SH x 35 110,350 Micrel, Inc. Common Stocks 594793101 28 1,400 SH x x 28 1,400 9 441 SH x 35 441 MICROS Systems, Inc. Common Stocks 594901100 25 1,400 SH x x 36 1,400 44 2,500 SH x x 57 2,500 Microsoft Corp. Common Stocks 594918104 18,411 335,170 SH x x 1 335,170 2,139 39,200 SH x x 5 39,200 6,332 123,752 SH x x 9 123,752 24,014 446,520 SH x x 11 446,520 40,659 795,500 SH x x 12 795,500 300 4,600 SH x x 14 4,600 7,358 143,800 SH x x 20 143,800 12,370 241,740 SH x x 26 241,740 11,319 131,700 SH x x 28 131,700 99,881 1,951,938 SH x 35 1,951,938 394 7,700 SH x x 40 7,700 4,884 95,445 SH x x 44 95,445 6,076 58,600 SH x x 46 58,600 9,448 162,500 SH x x 48 162,500 Microchip Technology, Inc. Common Stocks 595017104 2,012 71,037 SH x x 20 71,037 2,481 92,590 SH x x 26 92,590 1,511 56,374 SH x 35 56,374 330 12,300 SH x x 36 12,300 MicroFinancial, Inc. Common Stocks 595072109 216 15,900 SH x 28 15,900 100 7,300 SH x 35 7,300 Micromuse, Inc. Common Stocks 595094103 185 32,100 SH x x 26 32,100 82 14,500 SH x x 28 14,500 197 34,662 SH x 35 34,662 13 2,300 SH x x 36 2,300 Micron Technology, Inc. Common Stocks 595112103 768 31,700 SH x x 1 31,700 682 36,200 SH x x 11 36,200 1,059 54,900 SH x x 12 54,900 1,276 64,910 SH x x 26 64,910 149 5,000 SH x x 28 5,000 30 1,600 SH x x 30 1,600 1,139 60,500 SH x x 31 60,500 17,786 944,560 SH x 35 944,560 10,818 450,990 SH x x 49 450,990 Microsemi Corp. Common Stocks 595137100 1,876 67,546 SH x x 20 67,546 364 13,400 SH x x 28 13,400 3,224 123,749 SH x 35 123,749 47 1,800 SH x x 36 1,800 42 1,622 SH x x 42 1,622 Microtune, Inc. New Common Stocks 59514P109 909 74,000 SH x x 25 74,000 1,624 142,460 SH x 35 142,460 Mid-America Apartment Communities, Inc. Common Stocks 59522J103 294 11,300 SH x x 11 11,300 1,724 61,500 SH x x 25 61,500 167 4,068 SH x x 28 4,068 2,083 80,100 SH x x 35 80,100 Mid Atlantic Medical Services, Inc. Common Stocks 59523C107 618 27,300 SH x x 25 27,300
507 22,000 SH x x 28 22,000 1,740 82,844 SH x 35 82,844 67 3,200 SH x x 36 3,200 111 5,921 SH x x 42 5,921 Midas, Inc. Common Stocks 595626102 56 3,600 SH x x 28 3,600 S&P Mid-Cap 400 Depository Receipts Common Stocks 595635103 48 600 SH x x 36 600 Midland Co. Common Stocks 597486109 32 800 SH x 35 800 4 110 SH x x 42 110 Midway Games, Inc. Common Stocks 598148104 51 4,200 SH x 35 4,200 12 1,061 SH x x 42 1,061 Midwest Banc Holdings, Inc. Common Stocks 598251106 88 2,600 SH x x 28 2,600 Milacron, Inc. Common Stocks 598709103 1,363 113,950 SH x 35 113,950 Millennium Pharmaceuticals, Inc. Common Stocks 599902103 34 1,900 SH x x 12 1,900 261 14,680 SH x x 26 14,680 95 5,326 SH x 35 5,326 Herman Miller, Inc. Common Stocks 600544100 15 761 SH x 35 761 146 7,500 SH x x 36 7,500 Millipore Corp. Common Stocks 601073109 77 1,500 SH x x 13 1,500 2,279 43,050 SH x 35 43,050 58 1,100 SH x x 36 1,100 535 10,100 SH x x 53 10,100 879 16,600 SH x x 54 16,600 Minerals Technologies, Inc. Common Stocks 603158106 65 1,520 SH x x 26 1,520 216 5,730 SH x 35 5,730 30 861 SH x x 42 861 Minnesota Mining & Manufacturing Co. Common Stocks 604059105 558 2,800 SH x x 1 2,800 7,162 70,200 SH x x 5 70,200 996 7,930 SH x x 14 7,930 7,345 69,280 SH x x 26 69,280 578 5,700 SH x x 28 5,700 1,791 18,200 SH x x 30 18,200 22,335 226,994 SH x 35 226,994 1,428 12,800 SH x x 48 12,800 1,137 5,700 SH x x 49 5,700 Mirant Corp. New Common Stocks 604675108 1,644 69,616 SH x x 26 69,616 232 9,820 SH x x 28 9,820 26 1,200 SH x x 30 1,200 1,714 78,265 SH x 35 78,265 85 3,900 SH x x 52 3,900 Mission West Properties, Inc. Common Stocks 605203108 40 3,300 SH x x 36 3,300 Mississippi Valley Bancshares, Inc. Common Stocks 605720101 152 3,000 SH x x 28 3,000 Mitchell Energy & Development Corp. Class A Common Stocks 606592202 439 7,640 SH x x 26 7,640 520 10,369 SH x 35 10,369 148 2,960 SH x x 36 2,960 Mobile Telesystems - ADR Common Stocks 607409109 412 17,000 SH x x 10 17,000 994 40,500 SH x 35 40,500 550 20,200 SH x x 38 20,200 404 14,338 SH x x 39 14,338 Mobile Mini, Inc. Common Stocks 60740F105 50 2,000 SH x x 13 2,000 1,083 41,700 SH x 35 41,700
556 21,400 SH x x 54 21,400 Modine Manufacturing Co. Common Stocks 607828100 136 3,500 SH x x 28 3,500 Modis Professional Services, Inc. Common Stocks 607830106 27 6,700 SH x x 11 6,700 726 181,400 SH x 35 181,400 962 240,600 SH x x 53 240,600 Mohawk Industries, Inc. Common Stocks 608190104 1,399 35,300 SH x x 25 35,300 1,432 38,963 SH x 35 38,963 Molex, Inc. Common Stocks 608554101 26 932 SH x 35 932 Robert Mondavi Corp. Class A Common Stocks 609200100 100 2,800 SH x x 11 2,800 325 5,794 SH x x 20 5,794 274 7,700 SH x x 28 7,700 1,587 44,586 SH x 35 44,586 Monsanto Co. New Common Stocks 61166W101 104 3,100 SH x x 1 3,100 1,759 48,510 SH x x 26 48,510 1,447 42,900 SH x 35 42,900 MONY Group, Inc. (The) Common Stocks 615337102 1,749 52,800 SH x x 11 52,800 82 2,471 SH x 35 2,471 192 5,800 SH x x 36 5,800 Moody's Corp. Common Stocks 615369105 2,389 61,400 SH x x 11 61,400 222 3,800 SH x x 28 3,800 6,492 175,467 SH x 35 175,467 2,483 67,100 SH x x 54 67,100 Moog, Inc. Common Stocks 615394202 146 6,450 SH x x 11 6,450 244 10,800 SH x x 28 10,800 535 23,700 SH x 35 23,700 20 900 SH x x 36 900 Morgan Stanley Dean Witter & Co. Common Stocks 617446448 4,186 73,600 SH x x 1 73,600 4,821 104,700 SH x x 5 104,700 954 20,578 SH x x 9 20,578 7,757 159,200 SH x x 11 159,200 700 11,800 SH x x 14 11,800 17,504 358,514 SH x x 26 358,514 695 9,500 SH x x 28 9,500 1,251 27,000 SH x x 30 27,000 1,919 41,400 SH x x 31 41,400 38,648 833,840 SH x 35 833,840 582 6,200 SH x x 46 6,200 1,406 26,700 SH x x 48 26,700 1,516 32,700 SH x x 58 32,700 Motorola, Inc. Common Stocks 620076109 297 9,400 SH x x 1 9,400 282 18,200 SH x x 5 18,200 515 33,032 SH x x 9 33,032 312 20,000 SH x x 11 20,000 9,365 607,500 SH x x 12 607,500 1,392 89,200 SH x x 20 89,200 2,247 125,740 SH x x 26 125,740 448 28,700 SH x x 30 28,700 9,551 612,252 SH x 35 612,252 153 9,800 SH x x 52 9,800 Movado Group, Inc. Common Stocks 624580106 1,324 85,400 SH x 35 85,400
287 18,500 SH x x 52 18,500 Movie Gallery, Inc. Common Stocks 624581104 428 21,000 SH x x 28 21,000 1,080 52,080 SH x 35 52,080 31 1,695 SH x x 42 1,695 Mueller Industries, Inc. Common Stocks 624756102 83 2,900 SH x 35 2,900 138 4,800 SH x x 36 4,800 Murphy Oil Corp. Common Stocks 626717102 137 1,200 SH x x 28 1,200 3,031 41,884 SH x 35 41,884 275 3,800 SH x x 36 3,800 1,817 22,100 SH x x 48 22,100 Myers Industries, Inc. Common Stocks 628464109 32 2,673 SH x 35 2,673 17 1,430 SH x x 36 1,430 Mylan Laboratories, Inc. Common Stocks 628530107 178 4,700 SH x x 28 4,700 27 827 SH x 35 827 690 21,160 SH x x 36 21,160 Myriad Genetics, Inc. Common Stocks 62855J104 149 4,900 SH x x 28 4,900 170 5,554 SH x 35 5,554 NBTY, Inc. Common Stocks 628782104 3 200 SH x x 11 200 480 37,300 SH x x 28 37,300 1,276 96,950 SH x 35 96,950 96 8,612 SH x x 42 8,612 NCH Corp. Common Stocks 628850109 118 3,000 SH x x 28 3,000 380 9,700 SH x 35 9,700 NCI Building Systems, Inc. Common Stocks 628852105 16 1,400 SH x x 36 1,400 NCO Group, Inc. Common Stocks 628858102 25 1,800 SH x x 36 1,800 NCR Corp. Common Stocks 62886E108 7,456 248,100 SH x x 12 248,100 737 24,867 SH x 35 24,867 NL Industries, Inc. Common Stocks 629156407 124 8,300 SH x x 11 8,300 715 45,900 SH x x 28 45,900 1,198 79,940 SH x 35 79,940 30 1,931 SH x x 42 1,931 NRG Energy, Inc. Common Stocks 629377102 734 42,000 SH x x 25 42,000 758 46,778 SH x 35 46,778 NTL, Inc. Common Stocks 629407107 140 39,200 SH x x 26 39,200 178 57,528 SH x 35 57,528 NUI Corp. Common Stocks 629431107 20 1,000 SH x x 36 1,000 NVR, Inc. Common Stocks 62944T105 1,615 10,800 SH x x 11 10,800 852 5,600 SH x x 25 5,600 222 1,000 SH x x 28 1,000 3,229 22,980 SH x 35 22,980 70 500 SH x x 36 500 144 1,081 SH x x 42 1,081 Nabors Industries, Inc. Common Stocks 629568106 1,451 69,207 SH x x 3 69,207 793 37,800 SH x x 9 37,800 151 7,180 SH x x 26 7,180 834 21,900 SH x x 28 21,900 1,835 87,491 SH x 35 87,491 NACCO Industries, Inc. Class A Common Stocks 629579103 97 1,100 SH x x 28 1,100 278 4,990 SH x 35 4,990 54 1,121 SH x x 42 1,121
Nanometrics, Inc. Common Stocks 630077105 375 21,200 SH x 35 21,200 81 4,600 SH x x 52 4,600 Nara Bancorp, Inc. Common Stocks 63080P105 24 1,296 SH x 35 1,296 Nash Finch Co. Common Stocks 631158102 38 1,100 SH x x 11 1,100 62 1,820 SH x 35 1,820 14 431 SH x x 42 431 National City Corp. Common Stocks 635405103 1,954 32,200 SH x x 1 32,200 2,624 87,600 SH x x 9 87,600 4,144 124,180 SH x x 26 124,180 1,480 49,400 SH x x 30 49,400 8,594 286,931 SH x 35 286,931 National Commerce Financial Corp Common Stocks 63545P104 467 15,660 SH x x 26 15,660 188 5,300 SH x x 28 5,300 723 27,718 SH x 35 27,718 410 15,700 SH x x 36 15,700 National Data Corp. Common Stocks 635621105 228 6,320 SH x x 36 6,320 National Fuel Gas Co. Common Stocks 636180101 7,426 304,000 SH x x 5 304,000 995 34,080 SH x x 14 34,080 153 4,200 SH x x 28 4,200 9,146 397,144 SH x 35 397,144 198 8,600 SH x x 36 8,600 28 1,262 SH x x 42 1,262 National Golf Properties, Inc. Common Stocks 63623G109 204 12,700 SH x x 11 12,700 405 25,210 SH x 35 25,210 44 2,601 SH x x 42 2,601 National Health Investors, Inc. Common Stocks 63633D104 1,645 117,200 SH x x 28 117,200 2,108 156,720 SH x 35 156,720 47 4,117 SH x x 42 4,117 National Instruments Corp. Common Stocks 636518102 106 4,000 SH x x 13 4,000 1,890 72,204 SH x 35 72,204 73 2,800 SH x x 36 2,800 958 36,600 SH x x 54 36,600 National-Oilwell, Inc. Common Stocks 637071101 30 1,300 SH x x 28 1,300 1,844 127,190 SH x 35 127,190 394 27,200 SH x x 53 27,200 National Penn Bancshares, Inc. Common Stocks 637138108 112 3,335 SH x x 28 3,335 24 1,000 SH x x 36 1,000 National Semiconductor Corp. Common Stocks 637640103 450 21,800 SH x x 5 21,800 117 4,650 SH x x 26 4,650 1,892 85,796 SH x 35 85,796 1,064 42,600 SH x x 48 42,600 260 11,800 SH x x 52 11,800 National Service Industries, Inc. Common Stocks 637657107 1,255 30,000 SH x x 1 30,000 142 6,900 SH x x 30 6,900 31 1,500 SH x 35 1,500 National Western Life Insurance Co. Class A Common Stocks 638522102 84 600 SH x x 28 600 Nationwide Financial Services, Inc. Class A Common Stocks 638612101 1,119 27,900 SH x x 25 27,900 1,144 30,778 SH x 35 30,778 Nationwide Health Properties, Inc. Common Stocks 638620104 8,890 452,400 SH x x 2 452,400 78 2,500 SH x x 28 2,500
90 4,600 SH x x 36 4,600 0 1,300 SH x x 42 1,300 Nature's Sunshine Products, Inc.Common Stocks 639027101 57 5,600 SH x x 28 5,600 Navistar International Corp. Common Stocks 63934E108 243 8,600 SH x x 28 8,600 2,662 94,240 SH x 35 94,240 127 4,500 SH x x 52 4,500 2,543 90,000 SH x x 53 90,000 Neiman Marcus Group, Inc. (The) Class A Common Stocks 640204202 1,677 68,600 SH x x 11 68,600 109 3,400 SH x x 28 3,400 382 15,630 SH x 35 15,630 108 4,400 SH x x 36 4,400 Neose Technologies, Inc. Common Stocks 640522108 35 900 SH x x 36 900 Network Associates, Inc. Common Stocks 640938106 12 913 SH x 35 913 Netegrity, Inc. Common Stocks 64110P107 48 5,550 SH x x 28 5,550 679 79,200 SH x 35 79,200 460 53,700 SH x x 50 53,700 NetIQ Corp. Common Stocks 64115P102 814 35,760 SH x 35 35,760 83 3,624 SH x x 36 3,624 NetRatings, Inc. New Common Stocks 64116M108 60 3,700 SH x x 28 3,700 Network Appliance, Inc. Common Stocks 64120L104 417 61,040 SH x x 26 61,040 141 20,696 SH x 35 20,696 92 13,600 SH x x 40 13,600 Neuberger Berman, Inc. Common Stocks 641234109 1,810 51,900 SH x x 11 51,900 83 1,500 SH x x 28 1,500 2,067 59,270 SH x 35 59,270 108 3,100 SH x x 36 3,100 Neurogen Corp. Common Stocks 64124E106 46 2,800 SH x x 28 2,800 92 5,600 SH x 35 5,600 New England Business Service, Inc. Common Stocks 643872104 21 1,200 SH x 35 1,200 3 180 SH x x 42 180 New Jersey Resources Corp. Common Stocks 646025106 279 6,300 SH x x 11 6,300 380 8,600 SH x 35 8,600 75 1,700 SH x x 36 1,700 New Plan Excel Realty Trust Common Stocks 648053106 1,722 100,700 SH x x 11 100,700 1,889 110,480 SH x 35 110,480 New York Community Bancorp, Inc. Common Stocks 649445103 2,249 96,900 SH x x 11 96,900 60 1,650 SH x x 28 1,650 2,836 122,182 SH x 35 122,182 86 3,723 SH x x 36 3,723 147 4,711 SH x x 42 4,711 New York Times Co. Class A Common Stocks 650111107 75 2,000 SH x x 12 2,000 1,007 25,800 SH x x 20 25,800 407 9,090 SH x x 26 9,090 652 16,700 SH x x 30 16,700 5,220 133,754 SH x 35 133,754 Newell Rubbermaid, Inc. Common Stocks 651229106 1,470 56,530 SH x x 26 56,530 1,899 83,640 SH x 35 83,640 Newfield Exploration Co. Common Stocks 651290108 120 4,096 SH x 35 4,096 117 4,000 SH x x 36 4,000 Newmont Mining Corp. Common Stocks 651639106 29 1,244 SH x 35 1,244
0 2,200 SH x x 42 2,200 Newpark Resources, Inc. Common Stocks 651718504 64 9,500 SH x x 36 9,500 Newport Corp. Common Stocks 651824104 65 4,600 SH x x 36 4,600 Newport News Shipbuilding, Inc. Common Stocks 652228107 121 1,800 SH x x 36 1,800 News Corp., Ltd. - ADR Common Stocks 652487703 8 200 SH x x 22 200 News Corp., Ltd. - ADR Preferred Stoc 652487802 1,823 85,626 SH x x 3 85,626 2,567 120,555 SH x 35 120,555 NextCard, Inc. Common Stocks 65332K107 10 1,500 SH x x 36 1,500 Nextel Communications, Inc. Class A Common Stocks 65332V103 2,719 311,600 SH x x 12 311,600 362 41,899 SH x 35 41,899 Nextel Partners, Inc. Common Stocks 65333F107 221 30,300 SH x x 28 30,300 382 56,758 SH x 35 56,758 27 3,281 SH x x 42 3,281 Niagara Mohawk Holdings, Inc. Common Stocks 653520106 15 908 SH x 35 908 Nice Systems, Ltd. - ADR Common Stocks 653656108 61 4,730 SH x 35 4,730 87 5,730 SH x x 39 5,730 NICOR, Inc. Common Stocks 654086107 4,886 117,700 SH x x 5 117,700 1,008 26,000 SH x x 11 26,000 662 13,500 SH x x 14 13,500 251 4,100 SH x x 28 4,100 8,123 209,634 SH x 35 209,634 NIKE, Inc. Class B Common Stocks 654106103 228 2,400 SH x x 1 2,400 428 8,500 SH x x 28 8,500 1,018 21,754 SH x 35 21,754 99 Cents Only Stores Common Stocks 65440K106 1,074 31,700 SH x x 11 31,700 97 1,900 SH x x 28 1,900 3,477 107,470 SH x 35 107,470 NiSource, Inc. Common Stocks 65473P105 553 11,700 SH x x 1 11,700 3,564 137,000 SH x x 5 137,000 768 25,960 SH x x 14 25,960 173 4,700 SH x x 28 4,700 350 15,000 SH x x 30 15,000 7,082 303,829 SH x 35 303,829 Noble Affiliates, Inc. Common Stocks 654894104 252 7,110 SH x x 26 7,110 98 2,000 SH x x 28 2,000 570 18,391 SH x 35 18,391 Nokia Corp. - ADR Common Stocks 654902204 4,727 278,300 SH x x 1 278,300 1,164 39,000 SH x x 22 39,000 11,819 755,200 SH x 35 755,200 872 27,500 SH x x 46 27,500 1,108 62,500 SH x x 48 62,500 161 10,300 SH x x 52 10,300 Noble Drilling Corp. Common Stocks 655042109 417 11,000 SH x x 5 11,000 275 8,400 SH x x 14 8,400 2,055 84,580 SH x x 26 84,580 34 900 SH x x 28 900 768 31,984 SH x 35 31,984 Nordson Corp. Common Stocks 655663102 66 1,900 SH x x 28 1,900 46 2,100 SH x x 36 2,100 Nordstrom, Inc. Common Stocks 655664100 10 666 SH x 35 666
Norfolk Southern Corp. Common Stocks 655844108 1,218 37,300 SH x x 1 37,300 478 31,600 SH x x 5 31,600 152 9,400 SH x x 11 9,400 349 23,600 SH x x 12 23,600 458 24,810 SH x x 26 24,810 1,940 87,100 SH x x 28 87,100 1,327 82,300 SH x x 30 82,300 2,458 152,500 SH x x 31 152,500 10,246 635,601 SH x 35 635,601 260 16,100 SH x x 52 16,100 Norsk Hydro AS - ADR Common Stocks 656531605 569 8,283 SH x x 22 8,283 Nortek, Inc. Common Stocks 656559101 56 2,500 SH x x 28 2,500 464 21,520 SH x 35 21,520 15 700 SH x x 36 700 8 341 SH x x 42 341 Nortel Networks Corp. Common Stocks 656568102 369 65,710 SH x x 17 65,710 1,379 121,300 SH x x 22 121,300 975 161,898 SH x x 26 161,898 2,610 465,226 SH x 35 465,226 945 168,500 SH x x 43 168,500 69 12,280 SH x x 60 12,280 North Fork Bancorp, Inc. Common Stocks 659424105 3,123 105,000 SH x x 3 105,000 732 21,200 SH x x 28 21,200 3,853 129,564 SH x 35 129,564 407 13,700 SH x x 36 13,700 North Pittsburgh Systems, Inc. Common Stocks 661562108 251 17,900 SH x x 28 17,900 367 24,900 SH x 35 24,900 Northeast Utilities Common Stocks 664397106 459 24,500 SH x x 30 24,500 795 42,440 SH x 35 42,440 Northern Trust Corp. Common Stocks 665859104 232 3,871 SH x x 26 3,871 902 9,600 SH x x 28 9,600 407 7,761 SH x 35 7,761 Northrop Grumman Corp. Common Stocks 666807102 287 1,800 SH x x 11 1,800 1,469 13,600 SH x x 26 13,600 202 2,000 SH x x 30 2,000 2,477 24,523 SH x 35 24,523 Northwest Airlines Corp. Class A Common Stocks 667280101 1,456 127,600 SH x x 1 127,600 18 1,000 SH x x 28 1,000 4,679 410,111 SH x 35 410,111 Northwest Bancorp, Inc. Common Stocks 667328108 101 6,400 SH x x 28 6,400 10 1,000 SH x x 36 1,000 Northwest Natural Gas Co. Common Stocks 667655104 662 28,320 SH x 35 28,320 63 2,700 SH x x 36 2,700 73 3,161 SH x x 42 3,161 Northwestern Corp. Common Stocks 668074107 295 13,400 SH x x 11 13,400 145 6,600 SH x x 28 6,600 506 23,000 SH x 35 23,000 40 1,800 SH x x 36 1,800 Novartis AG - ADR Common Stocks 66987V109 4,100 94,300 SH x x 5 94,300 883 17,770 SH x x 14 17,770
8,232 211,500 SH x 35 211,500 Novell, Inc. Common Stocks 670006105 157 42,900 SH x 35 42,900 19 5,621 SH x x 42 5,621 Novellus Systems, Inc. Common Stocks 670008101 868 30,400 SH x x 20 30,400 3,028 106,028 SH x 35 106,028 Noven Pharmaceuticals, Inc. Common Stocks 670009109 46 2,550 SH x x 36 2,550 Novoste Corp. Common Stocks 67010C100 249 38,900 SH x x 25 38,900 254 42,800 SH x 35 42,800 9 1,500 SH x x 36 1,500 NSTAR Common Stocks 67019E107 7,585 167,900 SH x x 5 167,900 1,000 18,720 SH x x 14 18,720 260 5,420 SH x x 26 5,420 73 1,100 SH x x 28 1,100 9,146 218,270 SH x 35 218,270 293 7,000 SH x x 36 7,000 N2H2, Inc. Common Stocks 67019F104 2 5,500 SH x x 7 5,500 1 2,500 SH x x 18 2,500 NTELOS, Inc. Common Stocks 67019U101 20 1,500 SH x x 28 1,500 Nucor Corp. Common Stocks 670346105 2,160 54,400 SH x x 3 54,400 3,052 73,920 SH x x 26 73,920 32 800 SH x x 28 800 4,508 113,543 SH x 35 113,543 Nuevo Energy Co. Common Stocks 670509108 136 9,770 SH x 35 9,770 32 2,111 SH x x 42 2,111 Numerical Technologies, Inc. New Common Stocks 67053T101 20 1,200 SH x x 11 1,200 800 48,200 SH x x 23 48,200 42 1,600 SH x x 28 1,600 798 48,100 SH x 35 48,100 NVIDIA Corp. Common Stocks 67066G104 805 27,800 SH x x 11 27,800 69 1,600 SH x x 28 1,600 2,709 98,600 SH x x 31 98,600 8,013 291,684 SH x 35 291,684 O'Charleys, Inc. Common Stocks 670823103 15 900 SH x 35 900 OGE Energy Corp. Common Stocks 670837103 522 23,846 SH x 35 23,846 201 9,200 SH x x 36 9,200 107 4,961 SH x x 42 4,961 OM Group Common Stocks 670872100 1,282 23,300 SH x x 11 23,300 9 158 SH x 35 158 138 2,500 SH x x 36 2,500 OSI Pharmaceuticals, Inc. Common Stocks 671040103 1,122 34,536 SH x 35 34,536 995 30,600 SH x x 50 30,600 Oakley, Inc. Common Stocks 673662102 53 2,700 SH x x 28 2,700 2 190 SH x 35 190 19 1,500 SH x x 36 1,500 Occidental Petroleum Corp. Common Stocks 674599105 1,075 21,800 SH x x 1 21,800 1,578 61,600 SH x x 5 61,600 4,023 165,300 SH x x 9 165,300 3,493 134,200 SH x x 11 134,200 188 6,030 SH x x 14 6,030 16,811 666,500 SH x x 26 666,500
4,409 122,000 SH x x 28 122,000 1,473 60,500 SH x x 30 60,500 18,724 769,261 SH x 35 769,261 Ocean Energy, Inc. Common Stocks 67481E106 100 3,900 SH x x 28 3,900 151 9,240 SH x 35 9,240 67 4,100 SH x x 36 4,100 31 1,851 SH x x 42 1,851 Oceaneering International, Inc. Common Stocks 675232102 26 1,600 SH x x 28 1,600 OceanFirst Financial Corp. Common Stocks 675234108 259 10,300 SH x x 11 10,300 510 20,300 SH x 35 20,300 Octel Corp. Common Stocks 675727101 66 3,600 SH x x 28 3,600 427 23,410 SH x 35 23,410 57 3,121 SH x x 42 3,121 Ocular Sciences, Inc. Common Stocks 675744106 383 18,900 SH x x 11 18,900 190 9,400 SH x x 28 9,400 871 43,000 SH x 35 43,000 48 2,350 SH x x 36 2,350 9 471 SH x x 42 471 Ocwen Financial Corp. Common Stocks 675746101 94 13,100 SH x x 11 13,100 71 9,900 SH x 35 9,900 Office Depot, Inc. Common Stocks 676220106 1,893 68,700 SH x x 1 68,700 3,831 281,700 SH x x 11 281,700 441 30,800 SH x x 28 30,800 1,098 80,700 SH x x 30 80,700 9,545 701,841 SH x 35 701,841 19 1,581 SH x x 42 1,581 OfficeMax, Inc. Common Stocks 67622M108 169 55,400 SH x x 11 55,400 88 29,000 SH x 35 29,000 Offshore Logistics, Inc. Common Stocks 676255102 829 43,200 SH x x 3 43,200 984 51,300 SH x x 11 51,300 1,020 49,300 SH x x 25 49,300 386 18,600 SH x x 28 18,600 4,166 217,100 SH x 35 217,100 Ohio Casualty Corp. Common Stocks 677240103 778 59,900 SH x x 11 59,900 478 36,800 SH x 35 36,800 88 6,800 SH x x 36 6,800 Old National Bancorp Common Stocks 680033107 71 2,380 SH x x 26 2,380 99 3,795 SH x 35 3,795 Old Republic International Corp. Common Stocks 680223104 1,038 39,600 SH x x 9 39,600 3,077 117,400 SH x x 11 117,400 1,015 35,900 SH x x 25 35,900 2,069 71,420 SH x x 26 71,420 2,834 91,300 SH x x 28 91,300 1,062 40,500 SH x x 30 40,500 12,120 462,430 SH x 35 462,430 330 12,600 SH x x 36 12,600 269 11,712 SH x x 42 11,712 Olin Corp. Common Stocks 680665205 153 10,430 SH x x 26 10,430 99 6,800 SH x x 28 6,800 699 47,570 SH x 35 47,570
142 10,042 SH x x 42 10,042 Omnicare, Inc. Common Stocks 681904108 2,556 117,100 SH x x 11 117,100 220 10,800 SH x x 12 10,800 155 7,600 SH x x 13 7,600 338 15,600 SH x x 28 15,600 6,941 317,957 SH x 35 317,957 361 16,540 SH x x 36 16,540 1,585 72,600 SH x x 54 72,600 Omnicom Group, Inc. Common Stocks 681919106 4,255 61,170 SH x x 11 61,170 634 9,535 SH x x 28 9,535 2,570 39,600 SH x x 31 39,600 8,913 137,342 SH x 35 137,342 On Assignment, Inc. Common Stocks 682159108 17 1,100 SH x x 13 1,100 386 24,000 SH x 35 24,000 43 2,700 SH x x 36 2,700 199 12,400 SH x x 54 12,400 ONEOK, Inc. Common Stocks 682680103 1,163 70,200 SH x x 11 70,200 154 7,700 SH x x 28 7,700 1,216 73,400 SH x 35 73,400 10 671 SH x x 42 671 ONI Systems Corp. New Common Stocks 68273F103 3 687 SH x 35 687 20 5,000 SH x x 36 5,000 Vimpel-Communications - ADR Common Stocks 68370R109 592 36,800 SH x x 10 36,800 607 36,950 SH x 35 36,950 186 10,200 SH x x 38 10,200 144 7,110 SH x x 39 7,110 Open Text Corp. Common Stocks 683715106 1,671 77,650 SH x 35 77,650 Openwave Systems, Inc. Common Stocks 683718100 13 1,028 SH x 35 1,028 64 5,000 SH x x 36 5,000 Optimal Robotics Corp. New Common Stocks 68388R208 2,407 98,264 SH 35 98,264 1,076 43,900 SH x x 50 43,900 864 35,250 SH x x 51 35,250 Oracle Corp. Common Stocks 68389X105 2,415 171,900 SH x x 5 171,900 2,925 232,540 SH x x 9 232,540 6,593 532,000 SH x x 12 532,000 522 32,500 SH x x 14 32,500 3,909 310,700 SH x x 20 310,700 11,559 908,910 SH x x 26 908,910 1,691 78,600 SH x x 28 78,600 1,482 117,800 SH x x 31 117,800 26,553 2,110,757 SH x 35 2,110,757 Orbital Sciences Corp. Class A Common Stocks 685564106 192 105,600 SH x 35 105,600 344 188,900 SH x x 53 188,900 Orchid Biosciences, Inc. New Common Stocks 68571P100 33 15,000 SH x x 11 15,000 26 12,100 SH x 35 12,100 O'Reilly Automotive, Inc. Common Stocks 686091109 249 9,000 SH x x 28 9,000 1,375 47,990 SH x 35 47,990 225 7,850 SH x x 36 7,850 Oriental Financial Group, Inc. Common Stocks 68618W100 39 1,920 SH x 35 1,920 7 361 SH x x 42 361
Orion Power Holdings, Inc. New Common Stocks 686286105 5 213 SH x 35 213 64 2,500 SH x x 36 2,500 OrthoLogic Corp. Common Stocks 68750J107 72 20,700 SH x x 57 20,700 Orthodontic Centers of America, Inc. Common Stocks 68750P103 6 248 SH x 35 248 155 6,300 SH x x 36 6,300 Oshkosh Truck Corp. Class B Common Stocks 688239201 677 18,700 SH x x 11 18,700 641 17,700 SH x 35 17,700 22 600 SH x x 36 600 Otter Tail Power Co. Common Stocks 689648103 99 3,500 SH x x 36 3,500 Outback Steakhouse, Inc. Common Stocks 689899102 607 23,700 SH x x 3 23,700 1,983 77,413 SH x 35 77,413 197 7,700 SH x x 36 7,700 Overseas Shipholding Group, Inc. Common Stocks 690368105 662 30,100 SH x x 11 30,100 118 3,400 SH x x 28 3,400 403 18,300 SH x 35 18,300 55 2,500 SH x x 36 2,500 Owens & Minor, Inc., Holding Co. Common Stocks 690732102 991 48,800 SH x x 11 48,800 1,188 58,500 SH x 35 58,500 Owens-Illinois, Inc. Common Stocks 690768403 53 11,620 SH x x 26 11,620 176 43,610 SH x 35 43,610 18 3,831 SH x x 42 3,831 Oxford Health Plans, Inc. Common Stocks 691471106 2,286 80,500 SH x x 9 80,500 2,016 65,800 SH x x 25 65,800 5,598 189,040 SH x x 26 189,040 866 31,000 SH x x 28 31,000 8,032 282,822 SH x 35 282,822 253 8,900 SH x x 36 8,900 179 6,801 SH x x 42 6,801 PG&E Corp. Common Stocks 69331C108 585 19,000 SH x x 1 19,000 4,826 315,700 SH x x 12 315,700 1,204 73,260 SH x x 26 73,260 606 39,900 SH x x 30 39,900 3,086 203,017 SH x 35 203,017 PFF Bancorp, Inc. Common Stocks 69331W104 176 6,400 SH x x 11 6,400 732 26,600 SH x x 28 26,600 1,224 44,500 SH x 35 44,500 P.F. Chang's China Bistro, Inc. Common Stocks 69333Y108 2,817 78,420 SH x 35 78,420 22 600 SH x x 36 600 PMA Capital Corp. Class A Common Stocks 693419202 33 1,850 SH x 35 1,850 22 1,200 SH x x 36 1,200 9 511 SH x x 42 511 PMC - Sierra, Inc. Common Stocks 69344F106 11 1,080 SH x 35 1,080 PMI Group, Inc. (The) Common Stocks 69344M101 3,090 48,540 SH x x 26 48,540 216 3,500 SH x x 28 3,500 636 10,200 SH x x 30 10,200 2,492 39,938 SH x 35 39,938 262 4,200 SH x x 36 4,200 140 2,481 SH x x 42 2,481 PNC Bank Corp. Common Stocks 693475105 847 7,300 SH x x 1 7,300 5,912 98,500 SH x x 5 98,500
2,101 36,700 SH x x 12 36,700 806 11,070 SH x x 14 11,070 6,348 104,535 SH x x 26 104,535 1,208 21,100 SH x x 30 21,100 15,864 277,092 SH x 35 277,092 1,586 27,700 SH x x 58 27,700 PPG Industries, Inc. Common Stocks 693506107 1,380 28,200 SH x x 5 28,200 7,936 175,000 SH x x 12 175,000 226 3,900 SH x x 14 3,900 903 17,220 SH x x 26 17,220 555 11,500 SH x x 28 11,500 238 5,200 SH x x 30 5,200 8,675 189,624 SH x 35 189,624 2,188 42,100 SH x x 48 42,100 197 4,300 SH x x 52 4,300 PPL Corp. Common Stocks 69351T106 851 26,100 SH x x 9 26,100 1,573 46,200 SH x x 12 46,200 622 17,700 SH x x 25 17,700 2,650 74,830 SH x x 26 74,830 513 15,500 SH x x 28 15,500 4,019 123,282 SH x 35 123,282 18 560 SH x x 36 560 PRI Automation, Inc. Common Stocks 69357H106 264 26,300 SH x x 28 26,300 353 35,200 SH x 35 35,200 15 1,500 SH x x 36 1,500 PS Business Parks, Inc. Common Stocks 69360J107 258 9,300 SH x x 11 9,300 1,241 44,800 SH x x 27 44,800 270 9,740 SH x 35 9,740 20 701 SH x x 42 701 PSS World Medical, Inc. Common Stocks 69366A100 647 67,800 SH x x 11 67,800 578 60,600 SH x 35 60,600 102 10,700 SH x x 57 10,700 PACCAR, Inc. Common Stocks 693718108 155 2,000 SH x x 28 2,000 25 500 SH x x 30 500 2,316 47,200 SH x x 31 47,200 6,230 126,970 SH x 35 126,970 Pacific Capital Bancorp Common Stocks 69404P101 67 2,300 SH x x 36 2,300 Pacific Century Financial Corp. Common Stocks 694058108 2,559 109,500 SH x x 11 109,500 3,137 134,240 SH x 35 134,240 201 8,600 SH x x 36 8,600 86 3,981 SH x x 42 3,981 Pacific Gulf Properties, Inc. Common Stocks 694396102 0 700 SH x x 42 700 Pacific Northwest Bancorp Common Stocks 69466M103 18 900 SH x x 36 900 Pacific Sunwear of California, Inc. Common Stocks 694873100 2,789 202,800 SH x 35 202,800 47 3,400 SH x x 36 3,400 PacifiCare Health Systems, Inc. Common Stocks 695112102 385 29,700 SH x x 28 29,700 631 50,110 SH x 35 50,110 13 1,000 SH x x 36 1,000 Packaging Corp. of America Common Stocks 695156109 460 28,750 SH x x 26 28,750 102 4,200 SH x x 28 4,200
1,476 95,523 SH x 35 95,523 23 1,520 SH x x 42 1,520 243 15,700 SH x x 52 15,700 Pactiv Corp. Common Stocks 695257105 2,753 190,000 SH x x 11 190,000 1,018 64,900 SH x x 28 64,900 6,891 475,595 SH x 35 475,595 98 7,151 SH x x 42 7,151 Pall Corp. Common Stocks 696429307 129 5,800 SH x x 26 5,800 129 4,200 SH x x 28 4,200 186 9,561 SH x 35 9,561 Palm Harbor Homes, Inc. Common Stocks 696639103 28 1,500 SH x x 36 1,500 Palm, Inc. Common Stocks 696642107 5 3,604 SH x 35 3,604 PanAmSat Corp. Common Stocks 697933109 96 3,620 SH x x 26 3,620 138 5,902 SH x 35 5,902 Pan Pacific Retail Properties, Inc. Common Stocks 69806L104 300 11,400 SH x x 11 11,400 3,626 137,600 SH x x 27 137,600 146 3,500 SH x x 28 3,500 145 5,484 SH x 35 5,484 11 441 SH x x 42 441 2,061 78,200 SH x x 47 78,200 Panera Bread Co. Common Stocks 69840W108 882 25,200 SH x 35 25,200 117 3,340 SH x x 36 3,340 Papa Johns International, Inc. Common Stocks 698813102 1,136 43,600 SH x x 11 43,600 573 22,000 SH x x 23 22,000 1,403 54,100 SH x 35 54,100 31 1,200 SH x x 36 1,200 Parametric Technology Corp. Common Stocks 699173100 41 8,100 SH x x 28 8,100 152 29,342 SH x 35 29,342 Parexel International Corp. Common Stocks 699462107 158 13,800 SH x x 28 13,800 486 42,900 SH x 35 42,900 18 1,600 SH x x 36 1,600 497 43,800 SH x x 53 43,800 Park Electrochemical Corp. Common Stocks 700416209 63 2,900 SH x x 11 2,900 108 3,600 SH x x 28 3,600 121 5,550 SH x 35 5,550 Park National Corp. Common Stocks 700658107 126 1,300 SH x x 36 1,300 Park Place Entertainment Corp. Common Stocks 700690100 2,190 298,800 SH x x 11 298,800 491 58,500 SH x x 26 58,500 39 3,400 SH x x 28 3,400 51 7,000 SH x x 30 7,000 2,917 398,002 SH x 35 398,002 229 31,300 SH x x 36 31,300 38 5,981 SH x x 42 5,981 Parker Drilling Co. Common Stocks 701081101 635 206,100 SH x x 11 206,100 552 179,300 SH x 35 179,300 Parker-Hannifin Corp. Common Stocks 701094104 632 9,100 SH x x 1 9,100 26 768 SH x 35 768 Parkway Properties, Inc. Common Stocks 70159Q104 192 5,900 SH x x 11 5,900 0 400 SH x x 42 400 Patina Oil & Gas Corp. Common Stocks 703224105 150 6,500 SH x x 28 6,500
246 10,700 SH x 35 10,700 Pathmark Stores, Inc. Common Stocks 70322A101 1,050 44,100 SH x 35 44,100 1,416 59,500 SH x x 53 59,500 Patterson Dental Co. Common Stocks 703412106 328 8,900 SH x x 28 8,900 599 16,257 SH x 35 16,257 189 5,130 SH x x 36 5,130 Patterson-UTI Energy, Inc. Common Stocks 703481101 64 4,510 SH x x 26 4,510 2,155 174,358 SH x 35 174,358 1,614 130,600 SH x x 50 130,600 Paxar Corp. Common Stocks 704227107 37 2,900 SH x x 36 2,900 Paxson Communications Corp. Common Stocks 704231109 10 1,400 SH x x 36 1,400 Paychex, Inc. Common Stocks 704326107 4,234 125,950 SH x x 11 125,950 274 9,000 SH x x 12 9,000 22 700 SH x x 28 700 3,784 120,102 SH x 35 120,102 290 9,200 SH x x 40 9,200 Payless ShoeSource, Inc. Common Stocks 704379106 2,082 38,000 SH x x 11 38,000 2,614 46,220 SH x x 26 46,220 163 2,600 SH x x 28 2,600 4,881 89,067 SH x 35 89,067 148 2,700 SH x x 36 2,700 176 3,351 SH x x 42 3,351 Peabody Energy Corp. New Common Stocks 704549104 3 106 SH x 35 106 PEC Solutions, Inc. New Common Stocks 705107100 44 2,700 SH x x 28 2,700 138 8,100 SH x 35 8,100 Pediatrix Medical Group Common Stocks 705324101 2,015 49,400 SH x x 23 49,400 2,060 50,500 SH x 35 50,500 50 1,220 SH x x 36 1,220 Pegasus Communications Corp. Class A Common Stocks 705904100 19 1,780 SH x x 26 1,780 Pegasus Systems, Inc. Common Stocks 705906105 30 3,600 SH x 35 3,600 6 601 SH x x 42 601 Pemstar, Inc. New Common Stocks 706552106 2,069 168,344 SH x x 20 168,344 813 65,400 SH x x 25 65,400 1,723 149,852 SH x 35 149,852 Penn Engineering & Manufacturing Corp. Common Stocks 707389300 17 1,200 SH x x 36 1,200 Penn Virginia Corp. Common Stocks 707882106 305 10,100 SH x x 28 10,100 403 14,300 SH x 35 14,300 21 750 SH x x 36 750 JC Penney & Co., Inc. Common Stocks 708160106 2,518 109,200 SH x x 11 109,200 3,520 154,230 SH x x 26 154,230 214 6,200 SH x x 28 6,200 3,778 172,531 SH x 35 172,531 Pennzoil-Quaker State Co. Common Stocks 709323109 1,959 175,226 SH x 35 175,226 15 1,391 SH x x 42 1,391 Pentair, Inc. Common Stocks 709631105 741 21,040 SH x x 26 21,040 1,136 36,930 SH x 35 36,930 178 5,800 SH x x 36 5,800 Penton Media, Inc. Common Stocks 709668107 497 140,078 SH x x 3 140,078 48 8,700 SH x x 13 8,700 1,095 308,400 SH x 35 308,400
282 79,500 SH x x 54 79,500 People's Bank Common Stocks 710198102 155 7,000 SH x x 11 7,000 72 3,243 SH x 35 3,243 Peoples Energy Corp. Common Stocks 711030106 2,374 59,700 SH x x 11 59,700 2,635 66,280 SH x 35 66,280 47 1,241 SH x x 42 1,241 PeopleSoft, Inc. Common Stocks 712713106 117 6,500 SH x x 1 6,500 999 55,400 SH x x 9 55,400 998 52,400 SH x x 11 52,400 306 12,900 SH x x 28 12,900 1,056 58,513 SH x 35 58,513 Pep Boys - Manny, Moe & Jack Common Stocks 713278109 1,991 180,200 SH x x 11 180,200 59 3,400 SH x x 28 3,400 1,914 173,200 SH x 35 173,200 88 8,000 SH x x 57 8,000 Pepsi Bottling Group, Inc. (The) Common Stocks 713409100 3,492 75,800 SH x x 3 75,800 1,156 25,100 SH x x 9 25,100 1,584 31,200 SH x x 11 31,200 1,122 22,070 SH x x 26 22,070 2,092 28,200 SH x x 28 28,200 281 6,100 SH x x 30 6,100 5,455 118,409 SH x 35 118,409 Pepsi-Gemex SA - GDR Common Stocks 713435105 337 64,200 SH x 35 64,200 388 66,500 SH x x 38 66,500 PepsiAmericas, Inc. Common Stocks 71343P200 3,319 222,000 SH x x 3 222,000 90 6,000 SH x x 11 6,000 25 1,700 SH x x 28 1,700 4,064 271,808 SH x 35 271,808 338 22,600 SH x x 36 22,600 1,247 83,400 SH x x 53 83,400 PepsiCo, Inc. Common Stocks 713448108 8,621 166,620 SH x x 5 166,620 10,985 226,500 SH x x 9 226,500 8,270 170,370 SH x x 12 170,370 1,071 17,300 SH x x 14 17,300 25,984 517,613 SH x x 26 517,613 8,572 141,960 SH x x 28 141,960 878 18,110 SH x x 30 18,110 75,758 1,562,027 SH x 35 1,562,027 6,835 140,926 SH x x 44 140,926 4,122 75,000 SH x x 48 75,000 14,412 222,090 SH x x 49 222,090 Peregrine Systems, Inc. Common Stocks 71366Q101 39 3,100 SH x x 11 3,100 2,332 174,100 SH x x 12 174,100 508 40,200 SH x x 23 40,200 841 66,624 SH x 35 66,624 21 1,632 SH x x 36 1,632 Performance Food Group Co. Common Stocks 713755106 699 24,500 SH x x 11 24,500 2,023 70,900 SH x x 23 70,900 97 3,400 SH x x 28 3,400 2,416 84,700 SH x 35 84,700
153 5,370 SH x x 36 5,370 Performance Technologies, Inc. Common Stocks 71376K102 33 4,000 SH x x 36 4,000 PerkinElmer, Inc. Common Stocks 714046109 632 23,100 SH x x 28 23,100 1,008 38,407 SH x 35 38,407 Perot Systems Corp. Class A Common Stocks 714265105 263 16,600 SH x x 28 16,600 2,639 163,400 SH x 35 163,400 87 5,400 SH x x 36 5,400 1,827 113,100 SH x x 50 113,100 Perrigo Co. Common Stocks 714290103 806 50,300 SH x x 11 50,300 2,463 160,600 SH x x 26 160,600 425 26,200 SH x x 28 26,200 2,973 196,210 SH x 35 196,210 135 8,900 SH x x 36 8,900 181 12,742 SH x x 42 12,742 Perusahaan Persero Telekom - ADR Common Stocks 715684106 182 32,616 SH x x 30 32,616 113 12,860 SH x x 39 12,860 Petroleo Brasileiro Petrobras SA - ADR Common Stocks 71654V101 2,881 149,985 SH x 35 149,985 1,071 50,000 SH x x 38 50,000 2,150 98,542 SH x x 39 98,542 Petroleo Brasileiro SA Petrobras - ADR Common Stocks 71654V408 440 22,300 SH x 35 22,300 381 19,310 SH x x 37 19,310 Pfizer, Inc. Common Stocks 717081103 25,162 605,922 SH x x 1 605,922 850 19,000 SH x x 5 19,000 18,466 460,500 SH x x 9 460,500 23,565 559,325 SH x x 11 559,325 42,324 1,072,400 SH x x 12 1,072,400 184 3,600 SH x x 14 3,600 5,578 139,100 SH x x 20 139,100 37,341 920,495 SH x x 26 920,495 18,948 356,950 SH x x 28 356,950 2,615 65,200 SH x x 31 65,200 166,982 4,164,139 SH x 35 4,164,139 297 7,400 SH x x 40 7,400 7,435 91,500 SH x x 46 91,500 9,261 203,200 SH x x 48 203,200 39,868 759,276 SH x x 49 759,276 Pharmaceutical Product Development, Inc. Common Stocks 717124101 114 4,400 SH x x 13 4,400 1,853 59,352 SH x x 20 59,352 410 14,200 SH x x 28 14,200 3,820 130,435 SH x 35 130,435 0 800 SH x x 42 800 1,368 46,700 SH x x 54 46,700 Pharmaceutical Resources, Inc. Common Stocks 717125108 48 1,500 SH x x 13 1,500 2,102 58,800 SH x 35 58,800 1,083 30,300 SH x x 54 30,300 Pharmacopeia, Inc. Common Stocks 71713B104 285 22,000 SH x 35 22,000 22 1,700 SH x x 36 1,700 495 38,200 SH x x 53 38,200 Pharmacia Corp. Common Stocks 71713U102 9,166 211,670 SH x x 1 211,670 8,702 214,544 SH x x 9 214,544
13,483 334,800 SH x x 12 334,800 1,643 36,615 SH x x 26 36,615 605 9,366 SH x x 28 9,366 470 11,600 SH x x 30 11,600 2,807 69,208 SH x x 31 69,208 18,000 443,777 SH x 35 443,777 3,444 41,900 SH x x 46 41,900 Phelps Dodge Corp. Common Stocks 717265102 61 1,400 SH x x 28 1,400 13 482 SH x 35 482 Philadelphia Consolidated Holding Corp. Common Stocks 717528103 21 600 SH x x 36 600 Philip Morris Cos., Inc. Common Stocks 718154107 3,704 47,600 SH x x 1 47,600 4,833 89,400 SH x x 5 89,400 5,714 118,320 SH x x 9 118,320 10,483 215,400 SH x x 11 215,400 29,872 618,600 SH x x 12 618,600 849 12,900 SH x x 14 12,900 8,895 166,200 SH x x 26 166,200 5,099 89,800 SH x x 28 89,800 4,407 91,260 SH x x 30 91,260 59,838 1,239,142 SH x 35 1,239,142 2,632 26,900 SH x x 46 26,900 3,474 63,100 SH x x 48 63,100 212 4,400 SH x x 52 4,400 Philippine Long Distance Telephone Co. - ADR Common Stocks 718252604 264 27,967 SH x 35 27,967 208 19,800 SH x x 38 19,800 120 11,060 SH x x 39 11,060 Philips International Realty Corp. Common Stocks 718333107 302 104,300 SH x x 27 104,300 Phillips Petroleum Co. Common Stocks 718507106 2,457 22,480 SH x x 1 22,480 750 13,900 SH x x 9 13,900 5,106 89,700 SH x x 11 89,700 2,642 43,896 SH x x 26 43,896 2,731 34,400 SH x x 28 34,400 1,966 36,440 SH x x 30 36,440 13,616 252,427 SH x 35 252,427 1,365 22,300 SH x x 48 22,300 1,839 34,100 SH x x 58 34,100 Phillips-Van Heusen Corp. Common Stocks 718592108 453 45,800 SH x x 11 45,800 114 8,500 SH x x 28 8,500 1,661 167,800 SH x 35 167,800 16 1,600 SH x x 36 1,600 254 25,700 SH x x 52 25,700 Phoenix Technologies, Ltd. Common Stocks 719153108 20 2,000 SH x x 36 2,000 Photon Dynamics, Inc. Common Stocks 719364101 1,914 77,070 SH x x 20 77,070 706 30,500 SH x x 23 30,500 1,438 62,110 SH x 35 62,110 Photronics, Inc. Common Stocks 719405102 92 4,700 SH x x 13 4,700 599 32,200 SH x x 28 32,200 2,355 127,650 SH x 35 127,650 841 45,600 SH x x 54 45,600 Piedmont Natural Gas Co., Inc. Common Stocks 720186105 86 2,760 SH x 35 2,760
103 3,300 SH x x 36 3,300 19 631 SH x x 42 631 Pier 1 Imports, Inc. Common Stocks 720279108 912 109,900 SH x x 11 109,900 1,900 215,653 SH x x 20 215,653 244 29,400 SH x x 28 29,400 3,598 433,552 SH x 35 433,552 88 10,600 SH x x 36 10,600 53 6,311 SH x x 42 6,311 Pilgrim's Pride Corp. Common Stocks 721467108 48 3,500 SH x 35 3,500 17 1,200 SH x x 36 1,200 8 681 SH x x 42 681 Pinnacle Systems, Inc. Common Stocks 723481107 10 3,300 SH x x 36 3,300 Pinnacle West Capital Corp. Common Stocks 723484101 5,558 128,700 SH x x 5 128,700 3,421 85,500 SH x x 12 85,500 733 14,540 SH x x 14 14,540 3,979 95,180 SH x x 26 95,180 157 2,500 SH x x 28 2,500 11,340 285,638 SH x 35 285,638 367 8,842 SH x x 42 8,842 Pioneer Natural Resources Co. Common Stocks 723787107 42 2,600 SH x x 26 2,600 76 3,400 SH x x 28 3,400 264 18,570 SH x 35 18,570 115 8,100 SH x x 36 8,100 51 3,231 SH x x 42 3,231 Pioneer-Standard Electronics, Inc. Common Stocks 723877106 120 13,300 SH x x 11 13,300 342 36,400 SH x x 28 36,400 556 61,600 SH x 35 61,600 23 2,600 SH x x 36 2,600 Pitney Bowes, Inc. Common Stocks 724479100 2,317 52,960 SH x x 26 52,960 2,839 63,000 SH x x 28 63,000 4,722 123,623 SH x 35 123,623 Pittston Brink's Group Common Stocks 725701106 2,127 117,528 SH x 35 117,528 110 6,100 SH x x 36 6,100 116 6,562 SH x x 42 6,562 2,228 123,100 SH x x 53 123,100 Pixar, Inc. Common Stocks 725811103 171 3,700 SH x x 26 3,700 16 400 SH x x 28 400 209 5,180 SH x 35 5,180 73 1,800 SH x x 36 1,800 210 5,200 SH x x 40 5,200 Pixelworks, Inc. New Common Stocks 72581M107 106 8,600 SH x x 28 8,600 701 55,600 SH x 35 55,600 1,110 88,100 SH x x 50 88,100 Pivotal Corp. Common Stocks 72581R106 51 7,700 SH x x 34 7,700 Placer Dome, Inc. Common Stocks 725906101 112 7,680 SH x x 26 7,680 142 11,100 SH x 35 11,100 Plains Resources, Inc. Common Stocks 726540503 56 2,150 SH x x 36 2,150 Planar Systems, Inc. Common Stocks 726900103 905 45,000 SH x x 23 45,000 1,261 62,700 SH x 35 62,700 78 3,900 SH x x 52 3,900
Plantronics, Inc. Common Stocks 727493108 82 4,800 SH x x 36 4,800 PLATO Learning, Inc. Common Stocks 72764Y100 2,093 81,293 SH x x 20 81,293 902 37,359 SH x 35 37,359 88 3,630 SH x x 36 3,630 Playboy Enterprises, Inc. Class B Common Stocks 728117300 19 1,500 SH x x 36 1,500 Playtex Products, Inc. Common Stocks 72813P100 1,024 100,900 SH x 35 100,900 1,968 193,900 SH x x 53 193,900 Plexus Corp. Common Stocks 729132100 347 14,700 SH x x 23 14,700 307 13,000 SH x 35 13,000 Plug Power, Inc. Common Stocks 72919P103 1 100 SH x 35 100 Plum Creek Timber Co., Inc. Common Stocks 729251108 2,532 94,800 SH x x 3 94,800 42 1,000 SH x x 28 1,000 2,758 103,272 SH x 35 103,272 Pogo Producing Co. Common Stocks 730448107 82 3,500 SH x x 28 3,500 8 351 SH x 35 351 Pohang Iron & Steel Co., Ltd. - ADR Common Stocks 730450103 471 30,000 SH x 35 30,000 546 29,000 SH x x 39 29,000 Polaris Industries, Inc. Common Stocks 731068102 2,180 56,800 SH x x 11 56,800 2,103 54,800 SH x 35 54,800 104 2,700 SH x x 36 2,700 Polo Ralph Lauren Corp. Class A Common Stocks 731572103 441 23,500 SH x x 11 23,500 806 43,000 SH x x 23 43,000 474 23,200 SH x x 28 23,200 1,625 86,643 SH x 35 86,643 109 5,800 SH x x 36 5,800 Polycom, Inc. Common Stocks 73172K104 1,772 72,700 SH x x 31 72,700 6,765 277,608 SH x 35 277,608 127 5,200 SH x x 36 5,200 PolyMedica Corp. Common Stocks 731738100 17 1,100 SH x x 36 1,100 Polymer Group, Inc. Common Stocks 731745105 0 700 SH x x 42 700 PolyOne Corp. Common Stocks 73179P106 700 82,200 SH x x 28 82,200 2,205 282,750 SH x 35 282,750 Pope & Talbot, Inc. Common Stocks 732827100 186 14,500 SH x x 28 14,500 158 12,328 SH x 35 12,328 Popular, Inc. Common Stocks 733174106 1,054 31,300 SH x x 25 31,300 188 5,340 SH x x 26 5,340 230 5,700 SH x x 28 5,700 1,966 63,018 SH x 35 63,018 343 11,000 SH x x 36 11,000 116 4,091 SH x x 42 4,091 Port Financial Corp. New Common Stocks 734119100 29 1,200 SH x x 28 1,200 160 6,700 SH x 35 6,700 Portugal Telecom SA - ADR Common Stocks 737273102 213 18,768 SH x x 22 18,768 Possis Medical, Inc. Common Stocks 737407106 82 7,000 SH x x 57 7,000 Post Properties, Inc. Common Stocks 737464107 717 19,346 SH x x 27 19,346 10,555 284,650 SH x x 47 284,650 Potlatch Corp. Common Stocks 737628107 648 24,000 SH x x 11 24,000 254 9,400 SH x 35 9,400 Potomac Electric Power Co. Common Stocks 737679100 348 15,900 SH x x 12 15,900 1,001 39,880 SH x x 26 39,880
1,493 67,983 SH x 35 67,983 329 15,000 SH x x 36 15,000 51 2,351 SH x x 42 2,351 Power Integrations, Inc. Common Stocks 739276103 90 5,300 SH x x 13 5,300 1,091 59,900 SH x x 23 59,900 2,817 154,600 SH x 35 154,600 35 1,900 SH x x 36 1,900 909 49,900 SH x x 54 49,900 Power-One, Inc. Common Stocks 739308104 2 386 SH x 35 386 Powerwave Technologies, Inc. Common Stocks 739363109 2,553 214,200 SH x 35 214,200 51 4,300 SH x x 36 4,300 1,970 165,300 SH x x 50 165,300 PRAECIS Pharmaceuticals, Inc. Common Stocks 739421105 28 7,500 SH x x 13 7,500 7 1,800 SH x 35 1,800 1 281 SH x x 42 281 Praxair, Inc. Common Stocks 74005P104 783 9,200 SH x x 1 9,200 2,994 68,200 SH x x 5 68,200 4,596 110,900 SH x x 12 110,900 427 7,970 SH x x 14 7,970 4,418 105,200 SH x x 20 105,200 1,709 36,370 SH x x 26 36,370 88 2,100 SH x x 28 2,100 684 16,290 SH x x 30 16,290 21,160 503,809 SH x 35 503,809 Pre-paid Legal Services, Inc. Common Stocks 740065107 121 7,200 SH x x 13 7,200 472 27,400 SH x x 28 27,400 2,843 164,900 SH x 35 164,900 26 1,500 SH x x 36 1,500 1,124 65,200 SH x x 54 65,200 Precision Castparts Corp. Common Stocks 740189105 3,578 157,800 SH x x 11 157,800 515 21,500 SH x x 25 21,500 175 5,000 SH x x 28 5,000 5,675 255,647 SH x 35 255,647 107 4,800 SH x x 36 4,800 198 8,900 SH x x 52 8,900 Precision Drilling Corp. Common Stocks 74022D100 4,040 191,300 SH x x 33 191,300 4,366 206,700 SH x 35 206,700 Prentiss Properties Trust Common Stocks 740706106 1,106 40,200 SH x x 11 40,200 6,542 237,900 SH x x 27 237,900 1,295 47,100 SH x 35 47,100 45 1,691 SH x x 42 1,691 10,431 379,300 SH x x 47 379,300 Presidential Life Corp. Common Stocks 740884101 155 8,500 SH x x 11 8,500 158 8,700 SH x 35 8,700 27 1,500 SH x x 36 1,500 Presstek, Inc. Common Stocks 741113104 14 2,200 SH x x 36 2,200 T. Rowe Price Group, Inc. Common Stocks 74144T108 640 22,200 SH x x 12 22,200 775 23,100 SH x x 26 23,100 111 3,800 SH x x 28 3,800 1,122 38,290 SH x 35 38,290
Priceline.com, Inc. Common Stocks 741503106 477 120,270 SH x x 26 120,270 372 98,190 SH x 35 98,190 20 8,562 SH x x 42 8,562 PRIMEDIA, Inc. Common Stocks 74157K101 708 301,300 SH x x 3 301,300 3 1,394 SH x 35 1,394 23 9,977 SH x x 36 9,977 Prime Hospitality Corp. Common Stocks 741917108 502 57,000 SH x x 11 57,000 51 3,700 SH x x 28 3,700 475 54,000 SH x 35 54,000 30 3,400 SH x x 36 3,400 Pride International, Inc. Common Stocks 741932107 2 160 SH x x 42 160 Priority Healthcare Corp. Class B Common Stocks 74264T102 170 6,800 SH x x 13 6,800 3,960 165,019 SH x 35 165,019 214 8,900 SH x x 52 8,900 1,596 66,500 SH x x 54 66,500 ProBusiness Services, Inc. Common Stocks 742674104 27 1,800 SH x x 36 1,800 Prize Energy Corp. Common Stocks 74267L106 2,383 136,570 SH x 35 136,570 12 731 SH x x 42 731 Procter & Gamble Co. Common Stocks 742718109 12,734 163,970 SH x x 5 163,970 12,149 166,900 SH x x 9 166,900 19,035 261,500 SH x x 12 261,500 1,626 17,490 SH x x 14 17,490 4,506 61,900 SH x x 20 61,900 23,305 300,080 SH x x 26 300,080 10,286 117,199 SH x x 28 117,199 3,327 45,700 SH x x 30 45,700 85,472 1,174,234 SH x 35 1,174,234 4,169 50,400 SH x x 48 50,400 9,985 96,860 SH x x 49 96,860 160 2,200 SH x x 52 2,200 Professional Detailing, Inc. Common Stocks 74312N107 150 6,300 SH x x 28 6,300 52 2,200 SH x 35 2,200 Profit Recovery Group International, Inc. (The) Common Stocks 743168106 1 100 SH x x 11 100 Progress Energy, Inc. Common Stocks 743263105 1,728 40,200 SH x x 11 40,200 1,818 42,300 SH x x 12 42,300 280 5,690 SH x x 26 5,690 891 16,400 SH x x 28 16,400 4,474 104,065 SH x 35 104,065 Progress Software Corp. Common Stocks 743312100 851 60,800 SH x x 23 60,800 851 60,800 SH x 35 60,800 Progressive Corp. Common Stocks 743315103 434 1,600 SH x x 1 1,600 740 4,820 SH x x 26 4,820 174 1,300 SH x x 30 1,300 1,059 7,909 SH x 35 7,909 1,058 7,900 SH x x 40 7,900 ProLogis Trust Common Stocks 743410102 12,911 611,900 SH x x 2 611,900 170 8,400 SH x x 12 8,400 6,649 315,118 SH x x 27 315,118 17 808 SH x 35 808 ProQuest Co. Common Stocks 74346P102 76 2,700 SH x x 13 2,700
1,596 48,500 SH x 35 48,500 819 24,900 SH x x 54 24,900 Prosperity Bancshares, Inc. Common Stocks 743606105 31 1,400 SH x x 28 1,400 Protective Life Corp. Common Stocks 743674103 1,328 45,800 SH x x 9 45,800 2,358 81,300 SH x x 11 81,300 552 19,700 SH x x 12 19,700 260 7,830 SH x x 26 7,830 843 28,300 SH x x 28 28,300 3,504 120,825 SH x 35 120,825 200 6,900 SH x x 36 6,900 Protein Design Labs, Inc. Common Stocks 74369L103 409 8,700 SH x x 28 8,700 549 11,623 SH x 35 11,623 203 4,300 SH x x 36 4,300 Provident Bankshares Corp. Common Stocks 743859100 440 21,274 SH x x 11 21,274 286 13,840 SH x 35 13,840 67 3,255 SH x x 36 3,255 22 1,058 SH x x 42 1,058 Provident Financial Group, Inc. Common Stocks 743866105 5 188 SH x 35 188 63 2,500 SH x x 36 2,500 Province Healthcare Co. Common Stocks 743977100 1,330 36,200 SH x 35 36,200 158 4,290 SH x x 36 4,290 687 18,700 SH x x 54 18,700 Providian Financial Corp. Common Stocks 74406A102 5,167 255,800 SH x x 12 255,800 129 5,600 SH x x 26 5,600 919 45,588 SH x 35 45,588 48 2,400 SH x x 40 2,400 Public Service Co. of New Mexico Common Stocks 744499104 3,836 150,100 SH x x 11 150,100 1,370 50,400 SH x x 25 50,400 511 19,720 SH x x 26 19,720 1,387 52,800 SH x x 28 52,800 7,545 299,290 SH x 35 299,290 103 4,100 SH x x 36 4,100 172 6,661 SH x x 42 6,661 Public Service Enterprise Group, Inc. Common Stocks 744573106 2,670 57,900 SH x x 5 57,900 353 6,500 SH x x 14 6,500 9,137 206,580 SH x x 26 206,580 413 9,700 SH x x 28 9,700 10,823 254,370 SH x 35 254,370 Public Storage, Inc. Common Stocks 74460D109 9,608 287,656 SH x x 27 287,656 301 9,000 SH x x 28 9,000 213 6,370 SH x 35 6,370 331 9,900 SH x x 36 9,900 44 1,311 SH x x 42 1,311 17,932 536,900 SH x x 47 536,900 Puget Sound Energy, Inc. Common Stocks 745310102 258 7,600 SH x x 28 7,600 149 6,931 SH x 35 6,931 245 11,400 SH x x 36 11,400 7 310 SH x x 42 310 Pulte Corp. Common Stocks 745867101 155 2,500 SH x x 1 2,500 3,808 121,560 SH x x 11 121,560
476 12,200 SH x x 28 12,200 4,060 132,477 SH x 35 132,477 16 520 SH x x 36 520 Pure Resources, Inc. Common Stocks 74622E102 164 10,300 SH x x 28 10,300 153 9,600 SH x 35 9,600 QLT PhotoTherapeutics, Inc. Common Stocks 746927102 25 1,620 SH x x 17 1,620 33 2,140 SH x 35 2,140 QLogic Corp. Common Stocks 747277101 11 570 SH x 35 570 Quaker Chemical Corp. Common Stocks 747316107 16 900 SH x 35 900 3 150 SH x x 42 150 QUALCOMM, Inc. Common Stocks 747525103 458 6,100 SH x x 11 6,100 5,783 122,600 SH x x 12 122,600 4,421 93,000 SH x x 20 93,000 6,689 139,680 SH x x 26 139,680 1,268 16,200 SH x x 28 16,200 50,178 1,055,490 SH x 35 1,055,490 361 7,600 SH x x 40 7,600 3,929 82,654 SH x x 44 82,654 3,422 63,420 SH x x 48 63,420 15,734 255,880 SH x x 49 255,880 Quanex Corp. Common Stocks 747620102 51 1,400 SH x x 28 1,400 118 5,100 SH x 35 5,100 26 1,141 SH x x 42 1,141 Quanta Services, Inc. Common Stocks 74762E102 2 107 SH x 35 107 46 3,200 SH x x 36 3,200 Quantum Corp. - DLT & Storage Systems Common Stocks 747906204 2,560 313,700 SH x x 9 313,700 83 7,900 SH x x 28 7,900 2,021 247,671 SH x 35 247,671 111 13,600 SH x x 36 13,600 2,284 279,900 SH x x 53 279,900 Quest Diagnostics, Inc. Common Stocks 74834L100 102 1,900 SH x x 13 1,900 12,503 202,641 SH x 35 202,641 2,547 41,276 SH x x 44 41,276 1,548 22,000 SH x x 48 22,000 1,314 21,300 SH x x 54 21,300 Quest Software, Inc. Common Stocks 74834T103 142 12,300 SH x x 28 12,300 169 14,613 SH x 35 14,613 80 6,870 SH x x 36 6,870 Questar Corp. Common Stocks 748356102 226 9,780 SH x x 26 9,780 303 11,000 SH x x 28 11,000 1,632 80,875 SH x 35 80,875 169 8,642 SH x x 42 8,642 Quicksilver Resources, Inc. Common Stocks 74837R104 6 450 SH x x 36 450 Quicksilver, Inc. Common Stocks 74838C106 1,291 97,750 SH x x 20 97,750 542 43,883 SH x 35 43,883 19 1,500 SH x x 36 1,500 Quilmes Industrial SA - ADR Common Stocks 74838Y207 310 26,950 SH x x 10 26,950 41 2,250 SH x x 30 2,250 340 29,600 SH x 35 29,600 173 12,925 SH x x 39 12,925
Quinenco SA Common Stocks 748718103 916 145,700 SH x x 10 145,700 336 42,800 SH x x 30 42,800 150 25,000 SH x 35 25,000 Quintiles Transnational Corp. Common Stocks 748767100 1,412 89,700 SH x x 25 89,700 724 47,300 SH x x 28 47,300 1,726 118,188 SH x 35 118,188 Quixote Corp. Common Stocks 749056107 76 3,600 SH x 35 3,600 32 1,500 SH x x 36 1,500 Qwest Communications International, Inc. Common Stocks 749121109 623 18,400 SH x x 1 18,400 1,521 91,100 SH x x 9 91,100 4,336 245,600 SH x x 11 245,600 7,623 447,788 SH x x 12 447,788 1,043 54,541 SH x x 26 54,541 2,944 127,100 SH x x 28 127,100 165 9,900 SH x x 30 9,900 8,031 480,910 SH x 35 480,910 R&G Financial Corp. Common Stocks 749136107 144 8,400 SH x x 11 8,400 507 29,500 SH x x 28 29,500 803 46,700 SH x 35 46,700 RCN Corp. Common Stocks 749361101 20 6,150 SH x 35 6,150 RFS Hotel Investors, Inc. Common Stocks 74955J108 423 40,900 SH x x 11 40,900 172 16,700 SH x x 28 16,700 567 54,830 SH x 35 54,830 22 2,241 SH x x 42 2,241 R.H. Donnelley Corp. Common Stocks 74955W307 1,878 71,900 SH x x 11 71,900 1,102 42,200 SH x x 23 42,200 1,028 39,400 SH x x 28 39,400 5,057 193,600 SH x 35 193,600 RGS Energy Group, Inc. Common Stocks 74956K104 1,172 30,290 SH x 35 30,290 159 4,100 SH x x 36 4,100 RLI Corp. Common Stocks 749607107 180 4,400 SH x x 11 4,400 185 4,500 SH x 35 4,500 21 500 SH x x 36 500 RPC, Inc. Common Stocks 749660106 24 1,900 SH x 35 1,900 6 531 SH x x 42 531 RPM, Inc. Common Stocks 749685103 110 11,600 SH x x 11 11,600 1,023 108,300 SH x 35 108,300 77 8,200 SH x x 36 8,200 RSA Security, Inc. Common Stocks 749719100 1,700 126,300 SH x x 9 126,300 110 8,150 SH x x 11 8,150 8 600 SH x x 28 600 526 39,095 SH x 35 39,095 83 6,150 SH x x 36 6,150 RTI International Metals Common Stocks 74973W107 129 15,500 SH x x 28 15,500 2,001 239,700 SH x 35 239,700 54 6,500 SH x x 57 6,500 RF Micro Devices, Inc. Common Stocks 749941100 1,676 94,106 SH x x 20 94,106 798 48,091 SH x 35 48,091 174 10,500 SH x x 36 10,500 Racing Champions Corp. Common Stocks 750069106 38 8,300 SH x x 57 8,300
Radian Group, Inc. Common Stocks 750236101 266 8,100 SH x x 13 8,100 929 22,400 SH x x 25 22,400 183 4,140 SH x x 26 4,140 643 15,096 SH x x 28 15,096 10,768 279,678 SH x 35 279,678 450 11,680 SH x x 36 11,680 2,864 74,400 SH x x 54 74,400 Radio One, Inc. Common Stocks 75040P108 612 49,700 SH x x 28 49,700 1,366 118,100 SH x 35 118,100 Radio One, Inc. Common Stocks 75040P405 45 4,500 SH x x 13 4,500 63 6,300 SH x x 28 6,300 959 83,122 SH x 35 83,122 457 39,600 SH x x 54 39,600 RadioShack Corp. Common Stocks 750438103 28 1,137 SH x 35 1,137 RailAmerica, Inc. Common Stocks 750753105 434 35,385 SH x x 28 35,385 579 46,300 SH x 35 46,300 Ralcorp Holdings, Inc. Common Stocks 751028101 621 31,900 SH x x 11 31,900 71 3,700 SH x x 28 3,700 239 12,300 SH x 35 12,300 41 2,100 SH x x 36 2,100 Ralston-Purina Group Common Stocks 751277302 749 20,590 SH x x 26 20,590 830 25,304 SH x 35 25,304 RARE Hospitality International, Inc. Common Stocks 753820109 54 2,200 SH x x 28 2,200 41 2,650 SH x x 36 2,650 Rational Software Corp. Common Stocks 75409P202 11 1,298 SH x 35 1,298 137 15,800 SH x x 36 15,800 Rawlings Sporting Goods Co., Inc. Common Stocks 754459105 19 5,800 SH x x 57 5,800 Raymond James Financial, Inc. Common Stocks 754730109 2,590 95,400 SH x x 11 95,400 2,302 79,526 SH x x 20 79,526 99 2,300 SH x x 28 2,300 4,782 176,121 SH x 35 176,121 128 4,700 SH x x 36 4,700 250 9,200 SH x x 52 9,200 Rayonier, Inc. Common Stocks 754907103 1,518 36,250 SH x x 26 36,250 64 1,000 SH x x 28 1,000 1,703 42,080 SH x 35 42,080 97 2,400 SH x x 36 2,400 178 4,751 SH x x 42 4,751 Raytheon Co. Common Stocks 755111507 2,176 30,900 SH x x 1 30,900 4,282 117,100 SH x x 11 117,100 568 14,280 SH x x 26 14,280 1,529 33,300 SH x x 28 33,300 2,043 58,800 SH x x 30 58,800 2,120 61,000 SH x x 31 61,000 21,248 611,462 SH x 35 611,462 2,757 70,100 SH x x 48 70,100 Reader's Digest Association, Inc. Class A Common Stocks 755267101 12 660 SH x 35 660 RealNetworks, Inc. Common Stocks 75605L104 3 606 SH x 35 606 36 7,500 SH x x 36 7,500 Realty Income Corp. Common Stocks 756109104 342 11,800 SH x x 11 11,800
104 3,600 SH x 35 3,600 0 900 SH x x 42 900 Reckson Associates Realty Corp. Common Stocks 75621K106 9,706 401,900 SH x x 2 401,900 435 18,000 SH x x 11 18,000 5,137 212,700 SH x x 27 212,700 174 7,200 SH x x 36 7,200 Redback Networks, Inc. Common Stocks 757209101 1 799 SH x 35 799 Redwood Trust, Inc. Common Stocks 758075402 91 2,900 SH x x 28 2,900 Reebok International, Ltd. Common Stocks 758110100 499 11,900 SH x x 1 11,900 733 32,800 SH x x 25 32,800 1 40 SH x x 26 40 177 6,800 SH x x 28 6,800 25 1,200 SH x x 30 1,200 1,508 72,837 SH x 35 72,837 166 8,000 SH x x 52 8,000 Regency Centers Corp. Common Stocks 758849103 2,441 94,800 SH x x 27 94,800 23 900 SH x 35 900 46 1,800 SH x x 36 1,800 Regeneration Technologies, Inc. New Common Stocks 75886N100 79 6,800 SH x x 36 6,800 Regis Corp. Common Stocks 758932107 272 13,000 SH x x 11 13,000 524 25,000 SH x x 23 25,000 3,390 161,750 SH x 35 161,750 31 1,500 SH x x 36 1,500 Regions Financial Corp. Common Stocks 758940100 327 5,600 SH x x 1 5,600 868 26,240 SH x x 26 26,240 182 4,000 SH x x 28 4,000 127 4,400 SH x x 30 4,400 1,144 39,645 SH x 35 39,645 RehabCare Group, Inc. Common Stocks 759148109 61 1,400 SH x x 36 1,400 Register.com, Inc. Common Stocks 75914G101 1,155 116,400 SH x x 23 116,400 903 84,400 SH x x 25 84,400 541 51,100 SH x x 28 51,100 3,083 310,800 SH x 35 310,800 3 321 SH x x 42 321 54 5,400 SH x x 57 5,400 Reinsurance Group Of America Common Stocks 759351109 82 2,130 SH x x 26 2,130 126 3,701 SH x 35 3,701 61 1,800 SH x x 36 1,800 8 281 SH x x 42 281 Reliance Steel & Aluminum Co. Common Stocks 759509102 31 1,300 SH x x 36 1,300 0 1,915 SH x x 42 1,915 Reliant Resources, Inc. New Common Stocks 75952B105 6 386 SH x 35 386 Reliant Energy, Inc. Common Stocks 75952J108 747 14,000 SH x x 1 14,000 1,329 44,080 SH x x 26 44,080 1,749 37,300 SH x x 28 37,300 719 27,300 SH x x 30 27,300 3,415 129,757 SH x 35 129,757 REMEC, Inc. Common Stocks 759543101 20 2,500 SH x x 36 2,500 Remington Oil & Gas Corp. Common Stocks 759594302 99 7,500 SH x x 28 7,500 126 9,600 SH x 35 9,600
Renaissance Learning, Inc. Common Stocks 75968L105 40 1,400 SH x x 13 1,400 23 700 SH x x 36 700 Renal Care Group, Inc. Common Stocks 759930100 163 5,200 SH x x 13 5,200 81 2,600 SH x x 28 2,600 7,326 238,100 SH x 35 238,100 202 6,570 SH x x 36 6,570 3,588 116,600 SH x x 50 116,600 1,495 48,600 SH x x 54 48,600 Rent-A-Center, Inc. Common Stocks 76009N100 227 9,000 SH x x 28 9,000 1,679 72,200 SH x 35 72,200 19 800 SH x x 36 800 695 29,900 SH x x 54 29,900 Repsol SA - ADR Common Stocks 76026T205 6,626 426,205 SH x x 29 426,205 5,515 378,806 SH x 35 378,806 3,031 102,737 SH x x 59 102,737 Republic Bancorp, Inc. Common Stocks 760281204 395 29,800 SH x 35 29,800 82 6,200 SH x x 52 6,200 Republic Bancorp, Inc. Common Stocks 760282103 145 10,164 SH x x 11 10,164 1,672 116,869 SH x 35 116,869 80 5,600 SH x x 36 5,600 57 4,415 SH x x 42 4,415 255 17,800 SH x x 52 17,800 Republic First Bancorp, Inc. Common Stocks 760416107 22 4,500 SH x x 57 4,500 Republic Services, Inc. Common Stocks 760759100 534 28,790 SH x x 26 28,790 56 2,200 SH x x 28 2,200 1,154 71,243 SH x 35 71,243 181 11,200 SH x x 36 11,200 100 6,141 SH x x 42 6,141 ResMed, Inc. Common Stocks 761152107 1,489 29,310 SH x 35 29,310 1,306 25,700 SH x x 50 25,700 Resources Connection, Inc. New Common Stocks 76122Q105 42 2,100 SH x x 13 2,100 1,219 62,200 SH x x 25 62,200 1,620 89,100 SH x 35 89,100 195 10,700 SH x x 54 10,700 Respironics, Inc. Common Stocks 761230101 134 3,900 SH x x 28 3,900 3,136 88,200 SH x 35 88,200 161 4,520 SH x x 36 4,520 35 1,171 SH x x 42 1,171 2,407 67,700 SH x x 50 67,700 Retek, Inc. Common Stocks 76128Q109 269 21,000 SH x x 28 21,000 2,663 211,028 SH x 35 211,028 87 6,900 SH x x 36 6,900 464 36,800 SH x x 50 36,800 Revlon, Inc. Class A Common Stocks 761525500 111 21,100 SH x x 11 21,100 19 3,600 SH x 35 3,600 Reynolds & Reynolds Co. Class A Common Stocks 761695105 182 8,000 SH x x 28 8,000 7 317 SH x 35 317 231 9,900 SH x x 36 9,900 R.J. Reynolds Tobacco Holdings, Inc. Common Stocks 76182K105 2,391 39,700 SH x x 11 39,700 2,830 49,240 SH x x 26 49,240
298 3,300 SH x x 28 3,300 1,760 30,800 SH x x 30 30,800 2,875 50,323 SH x 35 50,323 Riggs National Corp. Common Stocks 766570105 22 1,400 SH x x 36 1,400 Right Management Consultants, Inc. Common Stocks 766573109 66 2,120 SH x x 36 2,120 Rightchoice Managed Care, Inc. Common Stocks 76657T102 1,496 29,900 SH x x 11 29,900 359 6,600 SH x x 28 6,600 3,408 68,100 SH x 35 68,100 300 6,000 SH x x 52 6,000 Ritchie Brothers Auctioneers, Inc. Common Stocks 767744105 2,486 63,400 SH x x 34 63,400 Rite Aid Corp. Common Stocks 767754104 484 62,700 SH x x 11 62,700 68 5,600 SH x x 28 5,600 632 81,805 SH x 35 81,805 Riverstone Networks, Inc. New Common Stocks 769320102 359 63,500 SH x x 25 63,500 16 1,898 SH x x 28 1,898 11 2,103 SH x x 30 2,103 1,481 282,126 SH x 35 282,126 41 7,760 SH x x 36 7,760 12 1,460 SH x x 42 1,460 725 138,000 SH x x 50 138,000 Roanoke Electrical Steel Corp. Common Stocks 769841107 129 9,500 SH x x 28 9,500 183 15,400 SH x 35 15,400 Robbins & Myers, Inc. Common Stocks 770196103 860 34,900 SH x x 23 34,900 54 1,400 SH x x 28 1,400 860 34,900 SH x 35 34,900 Robert Half International, Inc. Common Stocks 770323103 19 932 SH x 35 932 Rock-Tenn Co. Class A Common Stocks 772739207 22 1,960 SH x 35 1,960 3 331 SH x x 42 331 Rockwell International Corp. Common Stocks 773903109 2,731 177,600 SH x x 5 177,600 2,827 192,600 SH x x 9 192,600 39 2,800 SH x x 12 2,800 373 19,910 SH x x 14 19,910 1,482 89,660 SH x x 26 89,660 5,882 400,685 SH x 35 400,685 Rockwell Collins Common Stocks 774341101 876 61,700 SH x x 9 61,700 596 36,620 SH x x 26 36,620 26 1,800 SH x x 28 1,800 1,027 72,305 SH x 35 72,305 Rogers Corp. Common Stocks 775133101 34 1,200 SH x x 36 1,200 Rohm & Haas Co. Common Stocks 775371107 3,450 109,600 SH x x 5 109,600 1,726 53,100 SH x x 12 53,100 392 9,380 SH x x 14 9,380 7,797 237,996 SH x 35 237,996 2,484 66,800 SH x x 48 66,800 Roper Industries, Inc. Common Stocks 776696106 1,436 39,900 SH x x 11 39,900 1,213 33,700 SH x 35 33,700 119 3,300 SH x x 36 3,300 Roslyn Bancorp, Inc. Common Stocks 778162107 2,024 109,350 SH x x 11 109,350 148 6,975 SH x x 26 6,975 114 3,900 SH x x 28 3,900
849 45,844 SH x 35 45,844 166 8,975 SH x x 36 8,975 0 2,500 SH x x 42 2,500 Ross Stores, Inc. Common Stocks 778296103 4,250 145,300 SH x x 3 145,300 565 19,300 SH x x 23 19,300 74 1,600 SH x x 28 1,600 5,576 190,499 SH x 35 190,499 316 10,800 SH x x 36 10,800 0 1,200 SH x x 42 1,200 Rouse Co. (The) Common Stocks 779273101 3,176 131,400 SH x x 2 131,400 99 4,100 SH x x 12 4,100 4,039 167,100 SH x x 27 167,100 409 16,902 SH x 35 16,902 614 25,400 SH x x 47 25,400 Rowan Cos., Inc. Common Stocks 779382100 1,705 137,700 SH x x 3 137,700 754 60,700 SH x x 12 60,700 35 1,800 SH x x 28 1,800 1,728 139,558 SH x 35 139,558 Roxio, Inc. New Common Stocks 780008108 157 10,321 SH x 35 10,321 35 2,259 SH x x 42 2,259 Royal Caribbean Cruises, Ltd. Long-Term Investment 780153AM4 54 200,000 SH x x 19 200,000 Royal Dutch Petroleum Co. Common Stocks 780257804 5,743 56,400 SH x x 1 56,400 1,577 28,200 SH x x 5 28,200 7,347 146,200 SH x x 12 146,200 307 4,950 SH x x 14 4,950 166 3,300 SH x x 26 3,300 1,143 13,512 SH x x 28 13,512 673 13,400 SH x x 30 13,400 4,052 80,630 SH x 35 80,630 Ruby Tuesday, Inc. Common Stocks 781182100 556 33,400 SH x x 11 33,400 229 10,900 SH x x 28 10,900 275 17,500 SH x 35 17,500 82 5,200 SH x x 36 5,200 Ruddick Corp. Common Stocks 781258108 73 4,770 SH x x 26 4,770 32 2,200 SH x x 28 2,200 209 13,630 SH x 35 13,630 38 2,500 SH x x 36 2,500 41 2,781 SH x x 42 2,781 Rudolph Technologies, Inc. Common Stocks 781270103 1,815 69,653 SH x x 20 69,653 74 3,000 SH x x 28 3,000 680 27,570 SH x 35 27,570 17 700 SH x x 36 700 Rural Cellular Corp. Class A Common Stocks 781904107 22 900 SH x x 36 900 Russell Corp. Common Stocks 782352108 433 31,570 SH x 35 31,570 88 5,911 SH x x 42 5,911 Ryanair Holdgs PLC - ADR Common Stocks 783513104 1,344 32,798 SH x 35 32,798 1,030 25,151 SH x x 51 25,151 Ryan's Family Steak Houses, Inc. Common Stocks 783519101 3,453 201,700 SH x x 3 201,700 500 29,200 SH x x 11 29,200 404 24,500 SH x x 28 24,500
4,956 289,500 SH x 35 289,500 51 3,000 SH x x 36 3,000 Ryder System, Inc. Common Stocks 783549108 3,726 186,400 SH x x 11 186,400 381 19,300 SH x x 28 19,300 6,241 312,200 SH x 35 312,200 176 8,800 SH x x 52 8,800 2,101 105,100 SH x x 53 105,100 Ryerson Tull, Inc. Common Stocks 78375P107 261 20,800 SH x x 11 20,800 1,119 82,700 SH x x 25 82,700 42 2,100 SH x x 28 2,100 1,266 100,900 SH x 35 100,900 21 1,700 SH x x 36 1,700 Ryland Group, Inc. (The) Common Stocks 783764103 5,074 104,200 SH x x 11 104,200 1,064 20,700 SH x x 25 20,700 659 11,600 SH x x 28 11,600 8,208 172,110 SH x 35 172,110 136 3,321 SH x x 42 3,321 320 6,700 SH x x 52 6,700 S&T Bancorp, Inc. Common Stocks 783859101 42 1,800 SH x x 36 1,800 SBC Communications, Inc. Common Stocks 78387G103 945 9,900 SH x x 1 9,900 7,104 144,800 SH x x 5 144,800 5,324 111,042 SH x x 11 111,042 18,393 392,066 SH x x 12 392,066 760 12,730 SH x x 14 12,730 27,041 528,799 SH x x 26 528,799 9,461 164,796 SH x x 28 164,796 6,254 132,718 SH x x 30 132,718 65,542 1,390,955 SH x 35 1,390,955 2,253 42,100 SH x x 48 42,100 2,515 26,340 SH x x 49 26,340 419 8,900 SH x x 52 8,900 1,103 23,400 SH x x 58 23,400 SBS Technologies, Inc. Common Stocks 78387P103 265 23,700 SH x x 28 23,700 376 33,700 SH x 35 33,700 SBA Communications Corp. Common Stocks 78388J106 69 5,700 SH x x 13 5,700 1,366 102,300 SH x 35 102,300 690 51,700 SH x x 54 51,700 SCI Systems, Inc. Common Stocks 783890106 70 3,900 SH x x 1 3,900 40 1,400 SH x x 28 1,400 17 932 SH x 35 932 250 13,900 SH x x 36 13,900 SCP Pool Corp. Common Stocks 784028102 235 11,700 SH x x 13 11,700 259 12,225 SH x x 28 12,225 4,829 226,175 SH x 35 226,175 57 2,655 SH x x 36 2,655 2,326 108,950 SH x x 54 108,950 SCPIE Holdings, Inc. Common Stocks 78402P104 5 300 SH x 35 300 SEI Investments Co. Common Stocks 784117103 1,418 44,300 SH x x 11 44,300 238 6,910 SH x x 26 6,910 207 4,100 SH x x 28 4,100
218 6,810 SH x 35 6,810 SK Telecom Co., Ltd. - ADR Common Stocks 78440P108 1,077 52,000 SH x x 24 52,000 3,566 193,400 SH x 35 193,400 609 29,700 SH x x 38 29,700 389 21,700 SH x x 41 21,700 1,537 83,327 SH x x 51 83,327 SL Green Realty Corp. Common Stocks 78440X101 8,391 266,200 SH x x 2 266,200 1,043 33,100 SH x x 11 33,100 886 28,100 SH x 35 28,100 66 2,100 SH x x 36 2,100 SPS Technologies, Inc. Common Stocks 784626103 2,165 71,600 SH x x 3 71,600 362 10,900 SH x x 28 10,900 569 18,800 SH x 35 18,800 45 1,500 SH x x 36 1,500 SPX Corp. Common Stocks 784635104 154 1,400 SH x x 28 1,400 734 8,858 SH x 35 8,858 S1 Corporation Common Stocks 78463B101 37 4,400 SH x 35 4,400 15 1,800 SH x x 36 1,800 10 1,101 SH x x 42 1,101 SRI/Surgical Express, Inc. Common Stocks 78464W104 5 170 SH x x 36 170 Saba Software, Inc. New Common Stocks 784932105 28 14,000 SH x x 28 14,000 26 13,100 SH x 35 13,100 Sabre Holdings Corp. Common Stocks 785905100 3,401 127,200 SH x x 9 127,200 90 3,380 SH x x 26 3,380 416 13,900 SH x x 28 13,900 1,614 60,373 SH x 35 60,373 0 21 SH x x 42 21 SAFECO Corp. Common Stocks 786429100 731 11,900 SH x x 1 11,900 3,309 106,400 SH x x 5 106,400 2,636 86,900 SH x x 11 86,900 474 12,270 SH x x 14 12,270 1,286 42,400 SH x x 30 42,400 10,702 352,844 SH x 35 352,844 Safeguard Scientifics, Inc. Common Stocks 786449108 21 10,600 SH x x 26 10,600 34 18,940 SH x 35 18,940 Safeway, Inc. Common Stocks 786514208 1,593 40,100 SH x x 1 40,100 3,578 83,200 SH x x 5 83,200 13,594 340,200 SH x x 12 340,200 487 9,590 SH x x 14 9,590 44 1,100 SH x x 30 1,100 8,308 209,159 SH x 35 209,159 Saga Communications Class A Common Stocks 786598102 225 13,000 SH x x 28 13,000 514 29,700 SH x 35 29,700 St. Joe Co. (The) Common Stocks 790148100 3,314 128,200 SH x x 3 128,200 3,902 150,966 SH x 35 150,966 67 2,600 SH x x 36 2,600 St. Jude Medical, Inc. Common Stocks 790849103 3,701 51,300 SH x x 11 51,300 1,617 24,400 SH x x 12 24,400 400 3,700 SH x x 28 3,700 3,006 43,918 SH x 35 43,918
12 170 SH x x 36 170 0 2,600 SH x x 42 2,600 1,526 11,000 SH x x 49 11,000 St. Mary Land & Exploration Co. Common Stocks 792228108 78 4,900 SH x x 36 4,900 St. Paul Cos., Inc. Common Stocks 792860108 142 3,900 SH x x 5 3,900 774 16,390 SH x x 26 16,390 169 4,100 SH x x 30 4,100 3,039 73,717 SH x 35 73,717 1,101 26,700 SH x x 58 26,700 Saks, Inc. Common Stocks 79377W108 655 131,000 SH x x 11 131,000 150 26,160 SH x x 26 26,160 48 6,100 SH x x 28 6,100 1,495 299,020 SH x 35 299,020 64 9,352 SH x x 42 9,352 Salem Communications Corp. Class A New Common Stocks 794093104 333 17,000 SH x x 28 17,000 614 31,500 SH x 35 31,500 Salton, Inc. Common Stocks 795757103 1,271 141,741 SH x x 20 141,741 271 31,050 SH x x 28 31,050 720 84,095 SH x 35 84,095 Sanderson Farms, Inc. Common Stocks 800013104 63 2,800 SH x x 28 2,800 Sandisk Corp. Common Stocks 80004C101 10 1,000 SH x x 28 1,000 74 7,458 SH x 35 7,458 51 5,200 SH x x 36 5,200 Sandy Spring Bancorp, Inc. Common Stocks 800363103 288 4,600 SH x x 28 4,600 33 820 SH x x 36 820 Sanmina Corp. Common Stocks 800907107 877 66,300 SH x x 1 66,300 993 73,100 SH x x 9 73,100 1,080 79,500 SH x x 31 79,500 3,356 247,125 SH x 35 247,125 SangStat Medical Corp. Common Stocks 801003104 547 29,700 SH x x 23 29,700 5,551 300,900 SH x 35 300,900 4,440 240,900 SH x x 50 240,900 Sara Lee Corp. Common Stocks 803111103 1,059 43,433 SH x x 26 43,433 880 41,300 SH x x 30 41,300 5,385 252,802 SH x 35 252,802 1,696 70,100 SH x x 48 70,100 SCANA Corp. Common Stocks 80589M102 71 2,800 SH x x 11 2,800 372 11,900 SH x x 28 11,900 1,681 66,239 SH x 35 66,239 ScanSource, Inc. Common Stocks 806037107 793 17,700 SH x x 23 17,700 509 11,300 SH x x 28 11,300 1,339 29,900 SH x 35 29,900 126 2,810 SH x x 36 2,810 Henry Schein, Inc. Common Stocks 806407102 2,424 62,800 SH x x 11 62,800 1,787 46,300 SH x x 23 46,300 690 17,100 SH x x 28 17,100 5,166 133,824 SH x 35 133,824 139 3,600 SH x x 36 3,600 Schering-Plough Corp. Common Stocks 806605101 5,319 137,660 SH x x 1 137,660 4,692 122,300 SH x x 5 122,300
4,938 133,100 SH x x 9 133,100 2,783 75,000 SH x x 11 75,000 24,166 662,500 SH x x 12 662,500 722 15,710 SH x x 14 15,710 1,688 45,500 SH x x 20 45,500 2,172 48,500 SH x x 28 48,500 23,704 638,922 SH x 35 638,922 2,090 27,800 SH x x 46 27,800 3,964 94,200 SH x x 48 94,200 1,640 44,200 SH x x 58 44,200 Schlumberger, Ltd. Common Stocks 806857108 241 2,600 SH x x 1 2,600 6,302 129,600 SH x x 5 129,600 854 14,760 SH x x 14 14,760 23 500 SH x x 30 500 9,972 218,200 SH x 35 218,200 1,435 27,700 SH x x 48 27,700 Scholastic Corp. Common Stocks 807066105 348 8,000 SH x x 11 8,000 116 3,100 SH x x 13 3,100 557 12,800 SH x x 23 12,800 137 2,600 SH x x 28 2,600 3,193 73,400 SH x 35 73,400 148 3,400 SH x x 36 3,400 1,322 30,400 SH x x 54 30,400 School Specialty, Inc. Common Stocks 807863105 336 11,000 SH x x 11 11,000 541 17,700 SH x 35 17,700 24 800 SH x x 36 800 Schuler Homes, Inc. Class A Common Stocks 808188106 65 3,400 SH x x 28 3,400 Schulman (A.), Inc. Common Stocks 808194104 92 5,700 SH x x 28 5,700 93 9,120 SH x 35 9,120 26 2,500 SH x x 36 2,500 22 2,131 SH x x 42 2,131 Schwab (Charles) Corp. Common Stocks 808513105 5,932 542,500 SH x x 12 542,500 296 24,200 SH x x 28 24,200 8,340 725,242 SH x 35 725,242 273 23,700 SH x x 40 23,700 5,777 383,300 SH x x 49 383,300 Schweitzer-Mauduit International, Inc. Common Stocks 808541106 772 32,100 SH x x 28 32,100 1,097 46,230 SH x 35 46,230 26 1,100 SH x x 36 1,100 8 431 SH x x 42 431 Scientific-Atlanta, Inc. Common Stocks 808655104 644 36,700 SH x x 9 36,700 183 10,404 SH x 35 10,404 Scitex Corp., Ltd. Common Stocks 809090103 493 116,500 SH x x 30 116,500 381 98,000 SH x 35 98,000 Scotts Co. (The) Class A Common Stocks 810186106 56 1,650 SH x x 36 1,650 Scripps (E.W.) Co. Class A Common Stocks 811054204 77 800 SH x x 28 800 13 214 SH x 35 214 195 3,200 SH x x 36 3,200 0 1,800 SH x x 42 1,800 Seacoast Banking Corp. of Florida Common Stocks 811707108 595 14,100 SH x 35 14,100
127 3,000 SH x x 52 3,000 Seacor Holdings, Inc. Common Stocks 811904101 346 9,700 SH x x 11 9,700 125 3,500 SH x x 28 3,500 182 5,100 SH x 35 5,100 54 1,500 SH x x 36 1,500 Sealed Air Corp. Common Stocks 81211K100 164 4,900 SH x x 13 4,900 3,166 86,771 SH x 35 86,771 1,627 44,600 SH x x 54 44,600 Sears Roebuck & Co. Common Stocks 812387108 1,060 15,100 SH x x 1 15,100 9,079 251,800 SH x x 5 251,800 3,661 105,700 SH x x 9 105,700 2,466 63,330 SH x x 11 63,330 1,255 28,430 SH x x 14 28,430 8,015 225,213 SH x x 26 225,213 384 7,400 SH x x 28 7,400 1,607 46,400 SH x x 30 46,400 23,014 664,368 SH x 35 664,368 Secure Computing Corp. Common Stocks 813705100 1,727 165,892 SH x x 20 165,892 717 73,624 SH x 35 73,624 18 1,800 SH x x 36 1,800 Security Capital Group, Inc. Class B Common Stocks 81413P204 1,622 86,700 SH x x 11 86,700 79 4,200 SH x x 28 4,200 1,651 88,224 SH x 35 88,224 Seitel, Inc. Common Stocks 816074306 563 56,000 SH x x 11 56,000 272 27,100 SH x x 28 27,100 794 79,000 SH x 35 79,000 Selective Insurance Group, Inc. Common Stocks 816300107 63 2,700 SH x x 36 2,700 Semtech Corp. Common Stocks 816850101 1,819 60,102 SH x x 20 60,102 1,243 43,800 SH x x 23 43,800 37 1,300 SH x x 28 1,300 2,883 101,599 SH x 35 101,599 182 6,400 SH x x 36 6,400 Sempra Energy Common Stocks 816851109 261 5,200 SH x x 1 5,200 4,472 180,700 SH x x 9 180,700 2,705 97,380 SH x x 26 97,380 2,103 65,400 SH x x 28 65,400 7,823 316,084 SH x 35 316,084 378 15,252 SH x x 42 15,252 Senior Housing Properties Trust Common Stocks 81721M109 222 16,500 SH x x 11 16,500 472 35,300 SH x x 28 35,300 683 50,800 SH x 35 50,800 4 331 SH x x 42 331 Sensient Technologies Corp. Common Stocks 81725T100 119 6,400 SH x x 36 6,400 Sepracor, Inc. Common Stocks 817315104 19 539 SH x 35 539 Sequenom, Inc. Common Stocks 817337108 43 3,900 SH x x 28 3,900 SERENA Software, Inc. Common Stocks 817492101 12 1,000 SH x x 28 1,000 72 6,200 SH x 35 6,200 15 1,300 SH x x 36 1,300 Serologicals Corp. Common Stocks 817523103 253 14,300 SH x x 28 14,300 375 20,700 SH x 35 20,700
Service Corp. International Common Stocks 817565104 1,234 205,000 SH x x 11 205,000 1,181 196,113 SH x 35 196,113 ServiceMaster Co. Common Stocks 81760N109 21 1,917 SH x 35 1,917 0 1,000 SH x x 42 1,000 7-Eleven, Inc. Common Stocks 817826209 251 26,100 SH x x 28 26,100 400 41,500 SH x 35 41,500 Shaw Group, Inc. (The) Common Stocks 820280105 495 17,700 SH x x 28 17,700 487 17,276 SH x 35 17,276 148 5,260 SH x x 36 5,260 Sherwin-Williams Co. Common Stocks 824348106 333 7,400 SH x x 1 7,400 1,611 63,290 SH x x 26 63,290 133 3,800 SH x x 28 3,800 1,007 45,300 SH x x 30 45,300 4,760 214,228 SH x 35 214,228 91 4,281 SH x x 42 4,281 ShopKo Stores, Inc. Common Stocks 824911101 100 12,100 SH x 35 12,100 20 2,761 SH x x 42 2,761 Shurgard Storage Centers, Inc. Class A Common Stocks 82567D104 39 1,300 SH x x 11 1,300 2,604 86,400 SH x x 27 86,400 1,593 52,850 SH x 35 52,850 0 900 SH x x 42 900 2,438 80,900 SH x x 47 80,900 SICOR, Inc. Common Stocks 825846108 510 24,700 SH x x 11 24,700 1,941 96,683 SH x x 20 96,683 105 4,100 SH x x 28 4,100 912 48,269 SH x 35 48,269 94 5,000 SH x x 36 5,000 Siebel Systems, Inc. Common Stocks 826170102 118 9,100 SH x x 1 9,100 1,144 85,700 SH x x 12 85,700 670 51,500 SH x x 31 51,500 1,887 145,069 SH x 35 145,069 181 13,900 SH x x 40 13,900 Sierra Health Services, Inc. Common Stocks 826322109 95 11,400 SH x x 57 11,400 Sierra Pacific Resources Common Stocks 826428104 967 59,400 SH x x 25 59,400 986 65,300 SH x 35 65,300 154 10,200 SH x x 36 10,200 SIFCO Industries Common Stocks 826546103 669 145,400 SH x x 3 145,400 Sigma Aldrich Corp. Common Stocks 826552101 501 10,300 SH x x 28 10,300 145 3,200 SH x x 30 3,200 703 15,562 SH x 35 15,562 Silicon Laboratories, Inc. Common Stocks 826919102 395 28,500 SH x x 28 28,500 607 44,000 SH x 35 44,000 Silgan Holdings, Inc. Common Stocks 827048109 462 25,200 SH x x 28 25,200 502 27,420 SH x 35 27,420 12 631 SH x x 42 631 Silicon Storage Technology, Inc. Common Stocks 827057100 710 153,300 SH x x 9 153,300 184 39,800 SH x 35 39,800 Silicon Valley Bancshares Common Stocks 827064106 87 4,300 SH x x 36 4,300 0 3,900 SH x x 42 3,900 Siliconware Precision Industries Co. - ADR Common Stocks 827084864 369 152,926 SH x 35 152,926
534 189,752 SH x x 39 189,752 Simon Property Group, Inc. Common Stocks 828806109 8,439 313,600 SH x x 2 313,600 185 7,100 SH x x 12 7,100 1,876 61,240 SH x x 26 61,240 8,282 307,750 SH x x 27 307,750 2,309 85,794 SH x 35 85,794 309 11,500 SH x x 36 11,500 7,381 274,300 SH x x 47 274,300 Simplex Solutions, Inc. New Common Stocks 828854109 683 45,160 SH x 35 45,160 Sinclair Broadcast Group, Inc. Class A Common Stocks 829226109 49 6,100 SH x 35 6,100 10 1,131 SH x x 42 1,131 Sirius Satellite Radio, Inc. Common Stocks 82966U103 1,219 339,500 SH x 35 339,500 1,117 311,200 SH x x 50 311,200 Six Flags, Inc. Common Stocks 83001P109 878 71,800 SH x x 11 71,800 2,204 180,181 SH x 35 180,181 92 7,500 SH x x 36 7,500 788 64,400 SH x x 54 64,400 Skechers U.S.A., Inc. Class A Common Stocks 830566105 35 2,600 SH x x 28 2,600 134 11,500 SH x 35 11,500 Sky Financial Group, Inc. Common Stocks 83080P103 11 554 SH x 35 554 199 10,000 SH x x 36 10,000 Skyline Corp. Common Stocks 830830105 56 2,100 SH x 35 2,100 11 481 SH x x 42 481 Skywest, Inc. Common Stocks 830879102 1,496 89,500 SH x x 11 89,500 1,116 66,725 SH x 35 66,725 0 700 SH x x 42 700 SmartForce PLC - ADR Common Stocks 83170A206 78 3,900 SH x x 13 3,900 3,828 234,015 SH x 35 234,015 1,523 93,100 SH x x 50 93,100 251 15,339 SH x x 51 15,339 607 37,100 SH x x 54 37,100 Smith (A.O.) Corp. Common Stocks 831865209 11 600 SH x x 25 600 Smith International, Inc. Common Stocks 832110100 67 1,800 SH x x 13 1,800 34 600 SH x x 28 600 6,368 174,948 SH x 35 174,948 186 5,100 SH x x 36 5,100 2,011 55,242 SH x x 44 55,242 648 17,800 SH x x 54 17,800 Smith (Charles E.) Residential Realty, Inc. Common Stocks 832197107 3,816 74,100 SH x x 2 74,100 7,594 147,450 SH x x 27 147,450 4,578 88,900 SH x x 47 88,900 Smithfield Foods, Inc. Common Stocks 832248108 408 19,400 SH x x 11 19,400 1,507 66,400 SH x x 25 66,400 1,969 90,400 SH x x 28 90,400 7,452 354,004 SH x 35 354,004 232 11,000 SH x x 36 11,000 44 2,051 SH x x 42 2,051 J.M. Smucker Co., (The) Common Stocks 832696306 5,779 215,500 SH x x 5 215,500 773 23,720 SH x x 14 23,720 127 3,600 SH x x 28 3,600
7,179 279,900 SH x 35 279,900 Smurfit-Stone Container Corp. Common Stocks 832727101 320 24,800 SH x x 12 24,800 95 6,380 SH x x 26 6,380 778 59,800 SH x x 28 59,800 1,326 100,200 SH x x 30 100,200 4,341 328,146 SH x 35 328,146 226 17,100 SH x x 36 17,100 Snap-On Tools Corp. Common Stocks 833034101 9 384 SH x 35 384 Sola International, Inc. Common Stocks 834092108 346 22,800 SH x x 11 22,800 752 49,590 SH x 35 49,590 21 1,751 SH x x 42 1,751 Solectron Corp. Common Stocks 834182107 444 38,700 SH x x 1 38,700 2,520 216,268 SH x x 9 216,268 709 60,860 SH x 35 60,860 Solutia, Inc. Common Stocks 834376105 166 13,386 SH x 35 13,386 Somera Communications, Inc. New Common Stocks 834458101 12 2,800 SH x x 36 2,800 Sonic Corp. Common Stocks 835451105 188 6,200 SH x x 28 6,200 382 12,600 SH x 35 12,600 133 4,380 SH x x 36 4,380 Sonic Automotive, Inc. Common Stocks 83545G102 1,171 86,100 SH x x 11 86,100 367 27,400 SH x x 28 27,400 1,469 108,000 SH x 35 108,000 5 400 SH x x 36 400 SonicWALL, Inc. Common Stocks 835470105 77 5,100 SH x x 13 5,100 1,094 92,100 SH x 35 92,100 30 2,500 SH x x 36 2,500 563 47,400 SH x x 54 47,400 Sonoco Products Co. Common Stocks 835495102 1,526 61,100 SH x x 26 61,100 1,851 78,754 SH x 35 78,754 303 12,900 SH x x 36 12,900 147 6,781 SH x x 42 6,781 SonoSite, Inc. Common Stocks 83568G104 1,102 54,000 SH x 35 54,000 Sony Corp. - ADR Common Stocks 835699307 315 5,500 SH x x 22 5,500 53 1,600 SH x x 43 1,600 Sotheby's Holdings Co., Inc. Class A Common Stocks 835898107 23 1,900 SH x x 36 1,900 Sonus Networks, Inc. Common Stocks 835916107 3 1,009 SH x 35 1,009 33 11,000 SH x x 36 11,000 South Financial Group, Inc. (The) Common Stocks 837841105 67 4,200 SH x x 36 4,200 South Jersey Industries, Inc. Common Stocks 838518108 135 4,400 SH x x 11 4,400 169 5,500 SH x 35 5,500 25 800 SH x x 36 800 0 300 SH x x 42 300 Southern Co. Common Stocks 842587107 2,483 51,100 SH x x 1 51,100 1,046 38,079 SH x x 26 38,079 1,421 59,268 SH x 35 59,268 Southern Energy Homes, Inc. Common Stocks 842814105 55 29,000 SH x x 57 29,000 Southern Peru Copper Corp. Common Stocks 843611104 18 1,800 SH x x 28 1,800 34 3,650 SH x 35 3,650 34 3,600 SH x x 37 3,600 SouthTrust Corp. Common Stocks 844730101 3,635 137,900 SH x x 5 137,900
1,923 75,500 SH x x 9 75,500 547 13,600 SH x x 11 13,600 545 16,890 SH x x 14 16,890 9,575 366,758 SH x x 26 366,758 148 5,800 SH x x 28 5,800 102 4,000 SH x x 30 4,000 2,804 110,100 SH x x 31 110,100 19,670 772,272 SH x 35 772,272 Southwest Airlines Co. Common Stocks 844741108 544 18,100 SH x x 1 18,100 13 900 SH x x 9 900 695 48,700 SH x x 12 48,700 1,504 92,715 SH x x 26 92,715 49 3,300 SH x x 30 3,300 11,590 781,008 SH x 35 781,008 165 11,100 SH x x 40 11,100 3,740 252,046 SH x x 44 252,046 Southwest Bancorporation of Texas, Inc. Common Stocks 84476R109 550 18,500 SH x x 11 18,500 637 20,600 SH x x 28 20,600 1,250 42,000 SH x 35 42,000 27 900 SH x x 36 900 Southwest Gas Corp. Common Stocks 844895102 68 3,200 SH x x 36 3,200 0 200 SH x x 42 200 Southwest Securities Group, Inc. Common Stocks 845224104 853 49,664 SH x x 11 49,664 389 22,660 SH x 35 22,660 19 1,100 SH x x 36 1,100 Sovereign Bancorp, Inc. Common Stocks 845905108 1,672 176,024 SH x x 3 176,024 3,015 317,400 SH x x 11 317,400 977 97,200 SH x x 28 97,200 8,764 922,477 SH x 35 922,477 285 30,000 SH x x 36 30,000 167 17,600 SH x x 52 17,600 Sovran Self Storage, Inc. Common Stocks 84610H108 2,487 90,100 SH x x 3 90,100 124 3,900 SH x x 28 3,900 2,815 102,000 SH x 35 102,000 41 1,571 SH x x 42 1,571 SpaceLabs, Inc. Common Stocks 846247104 894 73,300 SH x 35 73,300 1,515 124,200 SH x x 53 124,200 Spartan Stores, Inc. Common Stocks 846822104 54 4,400 SH x 35 4,400 13 1,031 SH x x 42 1,031 Specialty Laboratories, Inc. New Common Stocks 84749R100 87 3,150 SH x x 36 3,150 Spectralink Corp. Common Stocks 847580107 1,628 100,848 SH x x 20 100,848 738 48,600 SH x x 23 48,600 1,684 110,910 SH x 35 110,910 Spinnaker Exploration Co. New Common Stocks 84855W109 131 3,690 SH x x 36 3,690 Sprint Corp. (Fon Group) Common Stocks 852061100 14,854 602,000 SH x x 5 602,000 6,886 286,800 SH x x 9 286,800 1,999 65,500 SH x x 14 65,500 1,832 76,300 SH x x 20 76,300 11,764 466,610 SH x x 26 466,610 128 4,300 SH x x 28 4,300
33,322 1,387,820 SH x 35 1,387,820 194 8,100 SH x x 52 8,100 132 5,500 SH x x 58 5,500 Sprint Corp. (PCS Group) Common Stocks 852061506 6,859 251,700 SH x x 1 251,700 2,127 80,900 SH x x 9 80,900 12,438 478,800 SH x x 12 478,800 1,965 42,600 SH x x 28 42,600 24,918 947,797 SH x 35 947,797 1,550 29,100 SH x x 46 29,100 5,246 175,600 SH x x 48 175,600 7,211 196,150 SH x x 49 196,150 Stancorp Financial Group, Inc. Common Stocks 852891100 2,173 44,900 SH x x 11 44,900 2,113 41,013 SH x x 20 41,013 126 2,600 SH x x 28 2,600 4,041 83,499 SH x 35 83,499 136 2,800 SH x x 36 2,800 182 4,421 SH x x 42 4,421 Standard Commercial Corp. Common Stocks 853258101 20 1,200 SH x x 11 1,200 1,015 61,700 SH x 35 61,700 219 13,300 SH x x 52 13,300 Standard Microsystems Corp. Common Stocks 853626109 305 32,200 SH x x 28 32,200 591 63,000 SH x 35 63,000 Standard Pacific Corp. Common Stocks 85375C101 1,502 77,000 SH x x 11 77,000 298 14,400 SH x x 28 14,400 1,832 93,900 SH x 35 93,900 Standard Register Co. Common Stocks 853887107 44 3,000 SH x x 28 3,000 152 10,500 SH x 35 10,500 Stanley Furniture Co., Inc. Common Stocks 854305208 34 1,400 SH x x 36 1,400 Stanley Works, (The) Common Stocks 854616109 526 7,100 SH x x 1 7,100 542 13,900 SH x x 28 13,900 468 12,800 SH x x 30 12,800 1,001 27,397 SH x 35 27,397 Staples, Inc. Common Stocks 855030102 138 9,050 SH x x 26 9,050 233 17,504 SH x 35 17,504 Starbucks Corp. Common Stocks 855244109 397 24,200 SH x x 11 24,200 252 14,830 SH x x 26 14,830 103 4,400 SH x x 28 4,400 4,103 274,615 SH x 35 274,615 Starrett (L.S.) Co. Class A Common Stocks 855668109 1,109 54,100 SH x x 3 54,100 1,650 80,500 SH x 35 80,500 State Auto Financial Corp. Common Stocks 855707105 13 1,000 SH x x 36 1,000 Starwood Hotels & Resorts Worldwide, Inc. Class B Common Stocks 85590A203 303 6,800 SH x x 1 6,800 1,549 70,400 SH x x 9 70,400 2,145 101,200 SH x x 12 101,200 623 24,730 SH x x 26 24,730 2,506 113,900 SH x x 27 113,900 189 8,600 SH x x 30 8,600 1,500 68,204 SH x 35 68,204 State Street Corp. Common Stocks 857477103 152 2,910 SH x x 26 2,910 296 6,508 SH x 35 6,508
Staten Island Bancorp, Inc. Common Stocks 857550107 1,097 44,500 SH x x 11 44,500 22 900 SH x x 28 900 924 37,500 SH x 35 37,500 84 3,400 SH x x 36 3,400 0 2,000 SH x x 42 2,000 Steak n Shake Co. (The) Common Stocks 857873103 17 1,700 SH x x 36 1,700 Steelcase, Inc. Class A Common Stocks 858155203 505 40,200 SH x x 11 40,200 121 6,100 SH x x 28 6,100 487 38,762 SH x 35 38,762 118 9,400 SH x x 36 9,400 Stepan Co. Common Stocks 858586100 77 4,240 SH x 35 4,240 20 981 SH x x 42 981 Sterling Bancshares, Inc. Common Stocks 858907108 28 2,100 SH x x 11 2,100 539 40,800 SH x x 28 40,800 375 28,350 SH x 35 28,350 35 2,610 SH x x 36 2,610 Stericycle, Inc. Common Stocks 858912108 213 5,600 SH x x 13 5,600 27 700 SH x x 28 700 4,201 100,800 SH x 35 100,800 54 1,300 SH x x 36 1,300 2,201 52,800 SH x x 54 52,800 Steris Corp. Common Stocks 859152100 2,077 100,490 SH x x 26 100,490 4,549 231,380 SH x 35 231,380 185 9,400 SH x x 36 9,400 320 18,830 SH x x 42 18,830 Sterling Bancorp Common Stocks 859158107 265 9,200 SH x x 11 9,200 184 6,400 SH x 35 6,400 Stewart & Stevenson Services, Inc. Common Stocks 860342104 289 12,000 SH x x 11 12,000 556 23,100 SH x x 23 23,100 59 2,160 SH x x 26 2,160 46 1,200 SH x x 28 1,200 2,449 101,700 SH x 35 101,700 181 8,071 SH x x 42 8,071 Stewart Information Services Corp. Common Stocks 860372101 98 5,000 SH x x 11 5,000 218 11,200 SH x 35 11,200 Stilwell Financial, Inc. Common Stocks 860831106 3,895 197,100 SH x x 12 197,100 531 23,830 SH x x 26 23,830 1,140 58,443 SH x 35 58,443 287 14,700 SH x x 40 14,700 STMicroelectronics (Regd) Common Stocks 861012102 653 18,400 SH x x 22 18,400 133 6,200 SH x 35 6,200 Stone Energy Corp. Common Stocks 861642106 68 2,100 SH x x 36 2,100 Stoneridge, Inc. Common Stocks 86183P102 146 20,900 SH x x 28 20,900 459 65,597 SH x 35 65,597 33 3,781 SH x x 42 3,781 Storage USA, Inc. Common Stocks 861907103 123 1,961 SH x x 28 1,961 34 870 SH x 35 870 5 140 SH x x 42 140 Storage Technology Corp. Common Stocks 862111200 830 66,100 SH x x 11 66,100 2,813 218,860 SH x x 26 218,860
1,991 154,100 SH x x 28 154,100 6,732 536,415 SH x 35 536,415 171 13,600 SH x x 36 13,600 320 23,993 SH x x 42 23,993 132 10,500 SH x x 52 10,500 StorageNetworks, Inc. New Common Stocks 86211E103 1 324 SH x 35 324 Stratos Lightwave, Inc. New Common Stocks 863100103 15 4,231 SH x x 36 4,231 Stride Rite Corp. Common Stocks 863314100 71 11,400 SH x x 11 11,400 148 23,600 SH x 35 23,600 19 3,000 SH x x 36 3,000 Stryker Corp. Common Stocks 863667101 4,835 86,600 SH x x 11 86,600 476 5,700 SH x x 28 5,700 3,683 69,630 SH x 35 69,630 Student Loan Corp. (The) Common Stocks 863902102 78 700 SH x x 28 700 85 1,200 SH x 35 1,200 19 271 SH x x 42 271 Sturm, Ruger & Co., Inc. Common Stocks 864159108 16 1,500 SH x x 36 1,500 Suiza Foods Corp. Common Stocks 865077101 1,654 26,200 SH x x 23 26,200 2,235 32,800 SH x x 25 32,800 997 14,800 SH x x 28 14,800 9,067 143,600 SH x 35 143,600 215 3,400 SH x x 36 3,400 2,987 47,300 SH x x 50 47,300 Summit Properties, Inc. Common Stocks 866239106 3,683 140,300 SH x x 27 140,300 58 2,200 SH x x 36 2,200 0 700 SH x x 42 700 Sun Communities, Inc. Common Stocks 866674104 4,849 132,300 SH x x 27 132,300 Sun Microsystems, Inc. Common Stocks 866810104 2,137 236,800 SH x x 1 236,800 4,256 476,800 SH x x 5 476,800 996 120,400 SH x x 9 120,400 5,788 697,000 SH x x 12 697,000 569 53,850 SH x x 14 53,850 4,489 542,810 SH x x 26 542,810 1,743 120,200 SH x x 28 120,200 944 114,200 SH x x 31 114,200 11,202 1,354,587 SH x 35 1,354,587 447 26,700 SH x x 46 26,700 SunGard Data Systems Common Stocks 867363103 84 3,400 SH x x 13 3,400 3,948 168,954 SH x 35 168,954 587 25,100 SH x x 36 25,100 1,466 55,200 SH x x 48 55,200 746 31,900 SH x x 54 31,900 Sunoco, Inc. Common Stocks 86764P109 613 8,500 SH x x 1 8,500 5,288 148,530 SH x x 11 148,530 1,670 43,500 SH x x 25 43,500 159 3,870 SH x x 26 3,870 1,475 39,000 SH x x 28 39,000 530 14,900 SH x x 30 14,900 12,700 356,738 SH x 35 356,738 124 3,711 SH x x 42 3,711
Sunrise Assisted Living, Inc. Common Stocks 86768K106 1,148 41,100 SH x x 25 41,100 65 1,600 SH x x 28 1,600 1,137 44,000 SH x 35 44,000 44 1,700 SH x x 36 1,700 Sunrise Telecom, Inc. New Common Stocks 86769Y105 51 10,200 SH x x 36 10,200 SunTrust Banks, Inc. Common Stocks 867914103 607 4,500 SH x x 1 4,500 7,959 119,500 SH x x 9 119,500 19 300 SH x x 12 300 2,068 27,580 SH x x 26 27,580 962 8,900 SH x x 28 8,900 866 13,000 SH x x 30 13,000 6,638 99,665 SH x 35 99,665 SuperGen, Inc. New Common Stocks 868059106 16 2,200 SH x x 36 2,200 Superior Energy Services, Inc. Common Stocks 868157108 45 6,400 SH x x 28 6,400 1,600 271,200 SH x 35 271,200 37 6,310 SH x x 36 6,310 Superior Industries International, Inc. Common Stocks 868168105 94 1,800 SH x x 28 1,800 SuperValu, Inc. Common Stocks 868536103 5,840 283,200 SH x x 11 283,200 9,500 447,510 SH x x 26 447,510 355 16,700 SH x x 28 16,700 716 35,400 SH x x 30 35,400 16,097 795,715 SH x 35 795,715 537 27,134 SH x x 42 27,134 SurModics, Inc. Common Stocks 868873100 2,129 53,300 SH x 35 53,300 Susquehanna Bancshares, Inc. Common Stocks 869099101 109 4,900 SH x 35 4,900 100 4,500 SH x x 36 4,500 Swift Energy Co. Common Stocks 870738101 65 3,130 SH x x 36 3,130 Swift Transportation Co., Inc. Common Stocks 870756103 102 5,760 SH x x 36 5,760 Sybase, Inc. Common Stocks 871130100 1,516 163,000 SH x x 9 163,000 405 40,400 SH x x 25 40,400 434 44,470 SH x x 26 44,470 80 6,300 SH x x 28 6,300 1,643 176,717 SH x 35 176,717 71 7,600 SH x x 36 7,600 98 9,812 SH x x 42 9,812 Sybron Dental Specialties, Inc. Common Stocks 871142105 337 18,133 SH x 35 18,133 560 30,131 SH x x 53 30,131 Sycamore Networks, Inc. Common Stocks 871206108 59 14,580 SH x x 26 14,580 63 18,113 SH x 35 18,113 Sykes Enterprises, Inc. Common Stocks 871237103 106 18,990 SH x x 26 18,990 265 44,900 SH x x 28 44,900 512 91,790 SH x 35 91,790 24 3,781 SH x x 42 3,781 Sylvan Learning Systems, Inc. Common Stocks 871399101 2,782 119,300 SH x x 11 119,300 411 16,300 SH x x 28 16,300 3,229 141,000 SH x 35 141,000 Symantec Corp. Common Stocks 871503108 506 14,600 SH x x 23 14,600 2,416 68,840 SH x x 26 68,840 1,599 46,110 SH x 35 46,110 265 7,650 SH x x 36 7,650
59 1,621 SH x x 42 1,621 Symbol Technologies, Inc. Common Stocks 871508107 15 1,429 SH x 35 1,429 Symmetricom, Inc. Common Stocks 871543104 312 56,700 SH x x 28 56,700 370 68,000 SH x 35 68,000 Syncor International Corp. Common Stocks 87157J106 669 21,100 SH x x 28 21,100 1,229 38,600 SH x 35 38,600 Synopsys, Inc. Common Stocks 871607107 83 2,200 SH x x 13 2,200 602 15,000 SH x x 23 15,000 1,177 27,200 SH x x 25 27,200 2,943 72,960 SH x x 26 72,960 1,297 31,800 SH x x 28 31,800 6,035 150,462 SH x 35 150,462 237 5,900 SH x x 36 5,900 28 741 SH x x 42 741 786 19,600 SH x x 54 19,600 Syngenta AG - ADR Common Stocks 87160A100 3,001 270,800 SH x x 5 270,800 614 49,690 SH x x 14 49,690 6,180 619,900 SH x 35 619,900 Synplicity, Inc. New Common Stocks 87160Y108 35 6,300 SH x x 28 6,300 80 14,300 SH x 35 14,300 17 3,000 SH x x 36 3,000 Synovus Financial Corp. Common Stocks 87161C105 295 10,700 SH x x 28 10,700 168 6,088 SH x 35 6,088 SYSCO Corp. Common Stocks 871829107 7,067 261,690 SH x x 11 261,690 4,832 183,940 SH x x 26 183,940 4,335 129,100 SH x x 28 129,100 11,157 436,852 SH x 35 436,852 Systems & Computer Technology Corp. Common Stocks 871873105 0 900 SH x x 28 900 1,508 167,550 SH x 35 167,550 7 631 SH x x 42 631 TBC Corp. Common Stocks 872180104 36 4,000 SH x x 28 4,000 TCF Financial Corp. Common Stocks 872275102 79 1,900 SH x x 13 1,900 1,321 26,600 SH x x 25 26,600 559 10,600 SH x x 26 10,600 2,207 46,400 SH x x 28 46,400 5,470 118,754 SH x 35 118,754 127 3,075 SH x x 42 3,075 792 17,200 SH x x 54 17,200 TD Waterhouse Group, Inc. Common Stocks 872362108 1,078 176,500 SH x x 12 176,500 314 48,490 SH x x 26 48,490 262 42,594 SH x 35 42,594 TECO Energy, Inc. Common Stocks 872375100 2,103 77,600 SH x x 9 77,600 214 5,000 SH x x 28 5,000 567 20,905 SH x 35 20,905 264 9,740 SH x x 36 9,740 TEPPCO Partners L.P. Common Stocks 872384102 3,437 107,400 SH x 35 107,400 THQ, Inc. Common Stocks 872443403 360 8,400 SH x x 28 8,400 2,428 56,280 SH x 35 56,280 479 11,100 SH x x 50 11,100 TJX Cos., Inc. Common Stocks 872540109 8,762 269,400 SH x x 12 269,400
5 90 SH x x 26 90 341 9,900 SH x x 28 9,900 724 22,000 SH x x 30 22,000 3,271 99,424 SH x 35 99,424 TRC Companies, Inc. Common Stocks 872625108 817 22,600 SH x 35 22,600 51 1,410 SH x x 36 1,410 173 4,800 SH x x 52 4,800 TRW, Inc. Common Stocks 872649108 2,740 87,600 SH x x 11 87,600 177 5,220 SH x x 26 5,220 268 5,700 SH x x 28 5,700 2,162 72,509 SH x 35 72,509 TMP Worldwide, Inc. Common Stocks 872941109 643 22,650 SH x x 26 22,650 188 6,613 SH x 35 6,613 TXU Corp. Common Stocks 873168108 3,555 76,743 SH x x 9 76,743 4,598 93,260 SH x x 11 93,260 5,043 99,350 SH x x 26 99,350 672 11,800 SH x x 28 11,800 343 7,410 SH x x 30 7,410 10,122 218,524 SH x 35 218,524 Taiwan Semiconductor Manufacturing Co., Ltd. - ADR Common Stocks 874039100 1,460 97,518 SH x x 22 97,518 6,309 664,834 SH x 35 664,834 524 34,980 SH x x 38 34,980 60 4,000 SH x x 39 4,000 1,355 142,740 SH x x 43 142,740 791 83,349 SH x x 51 83,349 Take-Two Interactive Software, Inc. Common Stocks 874054109 16 2,200 SH x x 28 2,200 52 7,400 SH x 35 7,400 Talbots, Inc. Common Stocks 874161102 716 29,600 SH x x 25 29,600 559 17,800 SH x x 28 17,800 976 43,472 SH x 35 43,472 Talisman Energy, Inc. Common Stocks 87425E103 2,554 75,085 SH x x 3 75,085 TALX Corp. Common Stocks 874918105 93 4,367 SH x x 36 4,367 Tanger Factory Outlet Centers, Inc. Common Stocks 875465106 33 1,580 SH x 35 1,580 5 251 SH x x 42 251 Target Corp. Common Stocks 87612E106 3,535 101,400 SH x x 1 101,400 2,124 66,900 SH x x 11 66,900 7,468 235,200 SH x x 12 235,200 2,375 74,800 SH x x 20 74,800 1,243 34,180 SH x x 26 34,180 819 24,800 SH x x 28 24,800 445 14,000 SH x x 30 14,000 22,546 710,119 SH x 35 710,119 1,357 21,100 SH x x 46 21,100 1,964 54,400 SH x x 48 54,400 187 5,900 SH x x 52 5,900 Taubman Centers, Inc. Common Stocks 876664103 637 50,990 SH x 35 50,990 132 11,252 SH x x 42 11,252 10,861 868,900 SH x x 47 868,900 Tech Data Corp. Common Stocks 878237106 3,131 82,600 SH x x 9 82,600 1,240 31,100 SH x x 11 31,100
1,156 30,500 SH x x 23 30,500 1,012 25,600 SH x x 28 25,600 5,676 149,750 SH x 35 149,750 212 5,600 SH x x 36 5,600 Techne Corp. Common Stocks 878377100 1,277 43,400 SH x 35 43,400 134 4,560 SH x x 36 4,560 Technitrol, Inc. Common Stocks 878555101 243 10,900 SH x 35 10,900 51 2,300 SH x x 36 2,300 55 2,461 SH x x 42 2,461 Tecumseh Products Co. Common Stocks 878895200 67 1,290 SH x x 26 1,290 Class A 82 1,800 SH x 35 1,800 Tekelec, Inc. Common Stocks 879101103 4 340 SH x 35 340 66 5,000 SH x x 36 5,000 Tektronix, Inc. Common Stocks 879131100 64 3,180 SH x x 26 3,180 634 34,200 SH x x 28 34,200 1,132 64,700 SH x x 31 64,700 5,428 310,363 SH x 35 310,363 44 2,570 SH x x 42 2,570 Tele Celular Sul Participacoes SA - ADR Preferred Stocks 879238103 79 7,600 SH x 35 7,600 109 9,050 SH x x 39 9,050 Tele Norte Leste Participacoes SA - ADR Preferred Stocks 879246106 525 57,997 SH x 35 57,997 803 76,325 SH x x 39 76,325 Telecom Argentina SA Class B - ADR Common Stocks 879273209 304 35,000 SH x x 30 35,000 391 45,000 SH x 35 45,000 TeleCorp PCS, Inc. Class A Common Stocks 879300101 74 6,700 SH x x 11 6,700 296 23,260 SH x x 26 23,260 534 46,500 SH x x 28 46,500 1,563 141,416 SH x 35 141,416 54 4,621 SH x x 42 4,621 Teledyne Technologies, Inc. Common Stocks 879360105 1,640 102,800 SH x 35 102,800 2,696 169,000 SH x x 53 169,000 Teleflex, Inc. Common Stocks 879369106 628 16,800 SH x x 11 16,800 356 9,515 SH x 35 9,515 105 2,800 SH x x 36 2,800 79 2,091 SH x x 42 2,091 Telefonica de Espana SA Common Stocks 879382208 916 15,879 SH x x 22 15,879 - ADR 652 19,200 SH x 35 19,200 Telefonos de Mexico SA SeriesL - ADR Common Stocks 879403780 672 20,800 SH x x 4 20,800 1,561 50,300 SH x x 10 50,300 1,712 33,600 SH x x 22 33,600 2,395 64,700 SH x x 24 64,700 1,205 33,900 SH x x 30 33,900 763 26,000 SH x x 32 26,000 16,454 509,584 SH x 35 509,584 1,826 56,560 SH x x 37 56,560 2,427 67,700 SH x x 38 67,700 3,214 85,464 SH x x 39 85,464 2,257 69,900 SH x x 43 69,900 1,169 36,200 SH x x 51 36,200 223 6,900 SH x x 52 6,900
Telephone & Data Systems, Inc. Common Stocks 879433100 1,018 9,530 SH x x 26 9,530 3,083 32,689 SH x 35 32,689 377 4,000 SH x x 36 4,000 48 531 SH x x 42 531 1,792 19,000 SH x x 53 19,000 Telesp Celular Participacoes Preferred SA - ADR Stocks 87952L108 72 13,650 SH x 35 13,650 97 15,500 SH x x 39 15,500 Tellabs, Inc. Common Stocks 879664100 26 2,606 SH x 35 2,606 Tellium, Inc. Common Stocks 87967E107 0 60 SH x 35 60 TELUS Corp. Common Stocks 87971M202 811 23,300 SH x x 55 23,300 Temple-Inland, Inc. Common Stocks 879868107 350 7,600 SH x x 5 7,600 4,455 93,800 SH x x 9 93,800 861 17,700 SH x x 28 17,700 408 8,600 SH x x 30 8,600 4,157 87,534 SH x 35 87,534 199 4,200 SH x x 52 4,200 TeleTech Holdings, Inc. Common Stocks 879939106 17 2,200 SH x x 36 2,200 Tenet Healthcare Corp. Common Stocks 88033G100 4,493 64,000 SH x x 1 64,000 942 15,700 SH x x 5 15,700 7,977 126,890 SH x x 11 126,890 8,276 140,300 SH x x 12 140,300 1,535 18,400 SH x x 28 18,400 1,020 17,100 SH x x 30 17,100 44,743 750,092 SH x 35 750,092 9,148 153,356 SH x x 44 153,356 1,547 12,800 SH x x 46 12,800 4,510 66,300 SH x x 48 66,300 2,231 37,400 SH x x 50 37,400 513 8,600 SH x x 52 8,600 Teradyne, Inc. Common Stocks 880770102 758 38,864 SH x x 3 38,864 236 12,400 SH x x 5 12,400 59 2,800 SH x x 12 2,800 608 31,189 SH x 35 31,189 90 4,600 SH x x 52 4,600 Terex Corp. Common Stocks 880779103 2,222 124,750 SH x 35 124,750 Tesoro Petroleum Corp. Common Stocks 881609101 1,092 91,800 SH x x 11 91,800 752 63,200 SH x x 28 63,200 2,556 214,770 SH x 35 214,770 50 4,200 SH x x 36 4,200 48 4,711 SH x x 42 4,711 Teva Pharmaceutical Industries Common Stocks 881624209 219 2,300 SH x x 21 2,300 Ltd. - ADR 5,420 89,662 SH x 35 89,662 710 11,748 SH x x 37 11,748 822 12,100 SH x x 38 12,100 1,099 15,510 SH x x 39 15,510 2,853 47,200 SH x x 50 47,200 819 13,548 SH x x 51 13,548 TETRA Technologies, Inc. Common Stocks 88162F105 594 34,100 SH x x 11 34,100 1,415 81,250 SH x 35 81,250 70 4,030 SH x x 36 4,030
77 4,281 SH x x 42 4,281 105 6,000 SH x x 52 6,000 68 3,900 SH x x 57 3,900 Tetra Technologies, Inc. Common Stocks 88162G103 203 9,200 SH x x 13 9,200 3,742 169,300 SH x 35 169,300 1,872 84,700 SH x x 54 84,700 Texaco, Inc. Common Stocks 881694103 2,839 25,000 SH x x 1 25,000 378 6,000 SH x x 5 6,000 7,271 112,200 SH x x 12 112,200 7,093 100,906 SH x x 26 100,906 632 4,800 SH x x 28 4,800 2,503 38,500 SH x x 30 38,500 11,540 177,533 SH x 35 177,533 234 3,600 SH x x 52 3,600 1,235 19,000 SH x x 58 19,000 Texas Industries, Inc. Common Stocks 882491103 2,200 71,200 SH x x 3 71,200 62 2,000 SH x x 36 2,000 0 1,600 SH x x 42 1,600 Texas Instruments, Inc. Common Stocks 882508104 1,228 28,400 SH x x 1 28,400 3,301 122,300 SH x x 5 122,300 1,202 48,100 SH x x 9 48,100 4,319 176,400 SH x x 12 176,400 630 19,800 SH x x 14 19,800 300 12,000 SH x x 20 12,000 939 22,600 SH x x 28 22,600 217 8,700 SH x x 30 8,700 23,127 925,816 SH x 35 925,816 3,080 108,500 SH x x 48 108,500 9,268 287,320 SH x x 49 287,320 Texas Regional Bancshares, Inc. Class A Common Stocks 882673106 310 9,130 SH x x 28 9,130 383 11,220 SH x 35 11,220 38 1,100 SH x x 36 1,100 Textron, Inc. Common Stocks 883203101 2,289 68,100 SH x x 3 68,100 1,217 36,200 SH x x 20 36,200 6,209 184,731 SH x 35 184,731 Therma-Wave, Inc. Common Stocks 88343A108 1,952 181,059 SH x x 20 181,059 490 47,700 SH x x 23 47,700 147 12,900 SH x x 28 12,900 1,298 126,360 SH x 35 126,360 Thermo Electron Corp. Common Stocks 883556102 177 6,200 SH x x 28 6,200 20 1,131 SH x 35 1,131 Thomas & Betts Corp. Common Stocks 884315102 99 3,600 SH x x 28 3,600 87 5,000 SH x x 30 5,000 Thor Industries, Inc. Common Stocks 885160101 111 4,000 SH x x 28 4,000 Thoratec Laboratories Corp. Common Stocks 885175307 19 1,169 SH x x 36 1,169 Thornburg Mortgage Asset Corp. Common Stocks 885218107 403 24,300 SH x x 28 24,300 630 38,000 SH x 35 38,000 3Com Corp. Common Stocks 885535104 386 102,800 SH x x 11 102,800 215 54,740 SH x x 26 54,740 569 151,831 SH x 35 151,831
3D Systems Corp. Common Stocks 88554D205 51 3,300 SH x x 36 3,300 Three-Five Systems, Inc. Common Stocks 88554L108 595 37,300 SH x 35 37,300 129 8,100 SH x x 52 8,100 30 1,900 SH x x 57 1,900 3TEC Energy Corp. Common Stocks 88575R308 77 5,370 SH x 35 5,370 3 240 SH x x 36 240 16 1,271 SH x x 42 1,271 TIBCO Software, Inc. Common Stocks 88632Q103 3 376 SH x 35 376 Ticketmaster Class B Common Stocks 88633P203 827 74,100 SH x x 25 74,100 456 43,470 SH x x 26 43,470 303 27,200 SH x x 28 27,200 1,310 126,529 SH x 35 126,529 56 5,141 SH x x 42 5,141 Tidewater, Inc. Common Stocks 886423102 1,441 54,000 SH x x 3 54,000 386 15,200 SH x x 5 15,200 869 30,200 SH x x 25 30,200 2,116 78,060 SH x x 26 78,060 618 16,600 SH x x 28 16,600 4,051 151,787 SH x 35 151,787 145 5,450 SH x x 36 5,450 232 8,700 SH x x 52 8,700 Tiffany & Co. Common Stocks 886547108 95 4,500 SH x x 13 4,500 24 700 SH x x 28 700 13,101 605,110 SH x 35 605,110 4,601 212,535 SH x x 44 212,535 764 35,300 SH x x 54 35,300 Timberland Co. Class A Common Stocks 887100105 43 1,000 SH x x 28 1,000 3 127 SH x 35 127 60 2,200 SH x x 36 2,200 Time Warner Telecom, Inc. Class A Common Stocks 887319101 2 342 SH x 35 342 Timken Co. Common Stocks 887389104 23 1,460 SH x x 26 1,460 71 3,300 SH x x 28 3,300 256 18,650 SH x 35 18,650 46 3,681 SH x x 42 3,681 Titan Corp. Common Stocks 888266103 148 7,550 SH x x 36 7,550 Titan Pharmaceuticals, Inc. Common Stocks 888314101 13 2,100 SH x x 36 2,100 Titanium Metals Corp. Common Stocks 888339108 35 7,000 SH x x 28 7,000 511 159,800 SH x 35 159,800 Toll Brothers, Inc. Common Stocks 889478103 2,252 75,900 SH x x 3 75,900 5,193 171,200 SH x x 11 171,200 828 25,900 SH x x 25 25,900 381 8,600 SH x x 28 8,600 7,685 259,000 SH x 35 259,000 71 2,400 SH x x 36 2,400 Too, Inc. Common Stocks 890333107 621 29,600 SH x x 23 29,600 617 29,400 SH x 35 29,400 Tootsie Roll Industries, Inc. Common Stocks 890516107 279 7,644 SH x x 13 7,644 3,714 97,072 SH x 35 97,072 2,311 60,392 SH x x 54 60,392 Topps Co., Inc. Common Stocks 890786106 30 3,100 SH x x 36 3,100
Torchmark Corp. Common Stocks 891027104 1,581 20,000 SH x x 1 20,000 3,444 90,200 SH x x 12 90,200 458 10,240 SH x x 26 10,240 98 1,600 SH x x 28 1,600 827 21,200 SH x x 30 21,200 3,113 79,822 SH x 35 79,822 Toro Co. Common Stocks 891092108 1,107 26,300 SH x x 11 26,300 66 1,000 SH x x 28 1,000 1,689 40,110 SH x 35 40,110 124 3,001 SH x x 42 3,001 TotalFinaElf SA - ADR Common Stocks 89151E109 6,890 95,469 SH x x 29 95,469 5,864 86,812 SH x 35 86,812 3,190 23,308 SH x x 59 23,308 Tower Automotive, Inc. Common Stocks 891707101 28 3,900 SH x x 11 3,900 201 28,100 SH x x 28 28,100 285 39,800 SH x 35 39,800 Total Systems Services, Inc. Common Stocks 891906109 7 276 SH x 35 276 99 4,000 SH x x 36 4,000 Toys "R" Us, Inc. Common Stocks 892335100 87 3,200 SH x x 28 3,200 295 17,100 SH x x 30 17,100 536 31,121 SH x 35 31,121 Trammell Crow Co. Common Stocks 89288R106 19 1,900 SH x x 36 1,900 Trans World Entertainment Corp. Common Stocks 89336Q100 53 6,800 SH x 35 6,800 Transaction Systems Architects, Inc. Class A Common Stocks 893416107 11 1,800 SH x x 36 1,800 Transatlantic Holdings, Inc. Common Stocks 893521104 13 156 SH x 35 156 127 1,500 SH x x 36 1,500 Transmeta Corp. Common Stocks 89376R109 1 619 SH x 35 619 Tavelocity.com, Inc. New Common Stocks 893953109 1 41 SH x 35 41 TranSwitch Corp. Common Stocks 894065101 33 7,800 SH x x 28 7,800 15 5,000 SH x x 36 5,000 Trendwest Resorts, Inc. Common Stocks 894917103 47 1,200 SH x x 28 1,200 Triad Hospitals, Inc. Common Stocks 89579K109 2,082 58,800 SH x x 11 58,800 202 6,000 SH x x 13 6,000 1,395 39,400 SH x x 23 39,400 279 5,000 SH x x 28 5,000 8,973 253,481 SH x 35 253,481 158 4,475 SH x x 36 4,475 1,232 34,800 SH x x 50 34,800 1,929 54,500 SH x x 54 54,500 Triangle Pharmaceuticals, Inc. Common Stocks 89589H104 90 28,100 SH x 35 28,100 7 2,751 SH x x 42 2,751 Triad Guaranty, Inc. Common Stocks 895925105 598 17,100 SH x x 23 17,100 61 1,100 SH x x 28 1,100 1,506 43,100 SH x 35 43,100 52 1,490 SH x x 36 1,490 9 291 SH x x 42 291 185 5,300 SH x x 52 5,300 Triarc Companies, Inc. Class A Common Stocks 895927101 73 2,000 SH x x 28 2,000 Tricon Global Restaurants, Inc. Common Stocks 895953107 36 916 SH x 35 916 Tribune Co. Common Stocks 896047107 2,347 69,100 SH x x 5 69,100
316 7,870 SH x x 14 7,870 742 20,640 SH x x 26 20,640 3,792 120,771 SH x 35 120,771 Trico Marine Services, Inc. Common Stocks 896106101 22 2,400 SH x x 28 2,400 Trigon Healthcare, Inc. Common Stocks 89618L100 1,533 23,400 SH x x 11 23,400 1,611 24,600 SH x x 23 24,600 965 13,700 SH x x 25 13,700 6 60 SH x x 26 60 824 11,300 SH x x 28 11,300 544 8,300 SH x x 30 8,300 7,105 108,470 SH x 35 108,470 0 1,800 SH x x 42 1,800 Trimble Navigation, Ltd. Common Stocks 896239100 23 1,500 SH x x 36 1,500 Trimeris, Inc. Common Stocks 896263100 60 1,700 SH x x 36 1,700 Trinity Industries, Inc. Common Stocks 896522109 73 3,369 SH x 35 3,369 91 4,200 SH x x 36 4,200 11 521 SH x x 42 521 TriQuint Semiconductor, Inc. Common Stocks 89674K103 1,945 113,604 SH x x 20 113,604 43 2,400 SH x x 28 2,400 949 59,331 SH x 35 59,331 Triton PCS Holdings, Inc. Class A Common Stocks 89677M106 55 1,600 SH x x 28 1,600 10 257 SH x 35 257 258 6,800 SH x x 36 6,800 Triumph Group, Inc. Common Stocks 896818101 68 2,900 SH x x 36 2,900 The TriZetto Group, Inc., (The) New Common Stocks 896882107 16 1,800 SH x x 36 1,800 Trizec Hahn Corp. Common Stocks 896938107 3,575 198,500 SH x x 47 198,500 Tropical Sportswear International Corp. Common Stocks 89708P102 48 2,830 SH x 35 2,830 Troy Financial Corp. Common Stocks 897329108 86 4,300 SH x x 28 4,300 Trust Company of New Jersey Common Stocks 898304100 115 2,900 SH x x 28 2,900 TrustCo Bank Corp. NY Common Stocks 898349105 110 8,040 SH x x 36 8,040 Trustmark Corp. Common Stocks 898402102 107 4,800 SH x x 11 4,800 416 18,585 SH x 35 18,585 150 6,700 SH x x 36 6,700 85 4,071 SH x x 42 4,071 Tubos de Acero de Mexico SA - ADR Common Stocks 898592506 597 66,300 SH x 35 66,300 122 13,600 SH x x 37 13,600 431 43,150 SH x x 38 43,150 319 30,500 SH x x 39 30,500 Tucker Anthony Sutro Corp. Common Stocks 898647102 59 2,470 SH x 35 2,470 Tuesday Morning Corp. Common Stocks 899035505 16 1,700 SH x x 28 1,700 Tupperware Corp. Common Stocks 899896104 0 6,700 SH x x 42 6,700 Turkcell Iletisim Hizmetleri AS - ADR Common Stocks 900111105 85 110,562 SH x x 10 110,562 80 103,748 SH x 35 103,748 TV Azteca SA de CV - ADR Common Stocks 901145102 183 47,500 SH x 35 47,500 151 39,100 SH x x 37 39,100 21st Century Insurance Group Common Stocks 90130N103 4 245 SH x 35 245 II-VI, Inc. Common Stocks 902104108 2,076 150,068 SH x x 20 150,068 748 57,413 SH x 35 57,413 Tyco International, Ltd. Common Stocks 902124106 10,434 186,996 SH x x 1 186,996 29,623 657,982 SH x x 12 657,982
6,315 138,800 SH x x 20 138,800 12,347 269,565 SH x x 26 269,565 5,896 71,800 SH x x 28 71,800 118 2,600 SH x x 30 2,600 1,879 41,300 SH x x 31 41,300 60,688 1,333,800 SH x 35 1,333,800 2,878 63,246 SH x x 44 63,246 5,145 55,800 SH x x 46 55,800 5,046 97,600 SH x x 48 97,600 1,793 19,450 SH x x 49 19,450 2,120 46,600 SH x x 58 46,600 Tyson Foods, Inc. Class A Common Stocks 902494103 100 10,000 SH x x 11 10,000 706 45,300 SH x x 28 45,300 213 21,300 SH x x 30 21,300 742 74,009 SH x 35 74,009 162 16,200 SH x x 36 16,200 UAL Corp. Common Stocks 902549500 2,317 126,900 SH x x 1 126,900 7,214 395,091 SH x 35 395,091 117 6,400 SH x x 36 6,400 UCAR International, Inc. Common Stocks 90262K109 33 3,700 SH x x 36 3,700 UCBH Holdings, Inc. Common Stocks 90262T308 1,369 43,500 SH x x 25 43,500 1,657 56,770 SH x 35 56,770 23 851 SH x x 42 851 UGI Corp. Common Stocks 902681105 970 35,800 SH x x 11 35,800 1,233 45,510 SH x 35 45,510 87 3,200 SH x x 36 3,200 13 491 SH x x 42 491 UICI Common Stocks 902737105 21 1,700 SH x x 28 1,700 218 16,010 SH x 35 16,010 35 2,600 SH x x 36 2,600 42 3,491 SH x x 42 3,491 UIL Holdings Corp. Common Stocks 902748102 784 16,440 SH x 35 16,440 76 1,600 SH x x 36 1,600 103 2,191 SH x x 42 2,191 UMB Financial Corp. Common Stocks 902788108 142 3,410 SH x x 11 3,410 346 8,330 SH x 35 8,330 38 1,001 SH x x 42 1,001 USX-Marathon Group Common Stocks 902905827 1,767 32,600 SH x x 1 32,600 2,615 97,768 SH x x 9 97,768 2,830 99,100 SH x x 11 99,100 4,852 181,400 SH x x 20 181,400 14,230 513,520 SH x x 26 513,520 1,569 35,900 SH x x 28 35,900 1,883 70,400 SH x x 30 70,400 26,151 977,595 SH x 35 977,595 U.S.B. Holding Co., Inc. Common Stocks 902910108 89 3,780 SH x x 28 3,780 UST, Inc. Common Stocks 902911106 6,346 184,523 SH x x 26 184,523 2,503 45,000 SH x x 28 45,000 8,187 246,602 SH x 35 246,602 2 50 SH x x 36 50
289 9,532 SH x x 42 9,532 U.S. Bancorp Common Stocks 902973304 2,755 61,306 SH x x 1 61,306 8,896 401,100 SH x x 9 401,100 5,642 248,600 SH x x 11 248,600 15,559 717,171 SH x x 12 717,171 9,302 383,960 SH x x 26 383,960 682 19,500 SH x x 28 19,500 3,137 141,453 SH x x 30 141,453 22,291 1,005,025 SH x 35 1,005,025 USA Networks, Inc. Common Stocks 902984103 4,152 230,900 SH x x 20 230,900 217 10,550 SH x x 26 10,550 488 14,700 SH x x 28 14,700 10,810 601,214 SH x 35 601,214 74 4,100 SH x x 36 4,100 URS Corp. Common Stocks 903236107 168 7,314 SH x 35 7,314 21 900 SH x x 36 900 33 1,651 SH x x 42 1,651 USEC, Inc. Common Stocks 90333E108 304 46,900 SH x x 28 46,900 559 87,000 SH x 35 87,000 16 2,421 SH x x 42 2,421 USX-U.S. Steel Group Common Stocks 90337T101 1,622 116,000 SH x x 11 116,000 1,048 69,500 SH x x 25 69,500 2,837 202,951 SH x 35 202,951 US Unwired, Inc. New Common Stocks 90338R104 1,222 121,000 SH x x 23 121,000 109 8,600 SH x x 28 8,600 1,227 121,500 SH x 35 121,500 US Oncology, Inc. Common Stocks 90338W103 24 3,200 SH x x 11 3,200 51 6,900 SH x x 28 6,900 326 43,700 SH x 35 43,700 83 11,200 SH x x 36 11,200 Ulticom, Inc. New Common Stocks 903844108 12 1,600 SH x x 28 1,600 USA Education, Inc. Common Stocks 90390U102 265 3,200 SH x x 28 3,200 27,288 329,129 SH x 35 329,129 8,465 102,098 SH x x 44 102,098 3,130 33,300 SH x x 48 33,300 1,940 23,400 SH x x 58 23,400 Ultramar Diamond Shamrock Corp. Common Stocks 904000106 5,436 113,400 SH x x 9 113,400 2,522 49,050 SH x x 26 49,050 671 14,000 SH x x 30 14,000 4,854 101,260 SH x 35 101,260 427 8,900 SH x x 36 8,900 193 4,101 SH x x 42 4,101 Ultrapar Participacoes SA - ADR Common Stocks 90400P101 51 9,650 SH x 35 9,650 112 17,000 SH x x 39 17,000 Ultratech Stepper, Inc. Common Stocks 904034105 430 33,300 SH x x 25 33,300 30 1,600 SH x x 28 1,600 473 39,550 SH x 35 39,550 13 1,100 SH x x 36 1,100 8 601 SH x x 42 601 Umpqua Holdings Corp. Common Stocks 904214103 19 1,560 SH x 35 1,560
3 250 SH x x 42 250 Unifi, Inc. Common Stocks 904677101 34 4,200 SH x x 36 4,200 Unifirst Corp. Common Stocks 904708104 61 2,300 SH x x 28 2,300 Unilever Common Stocks 904784709 4,134 76,525 SH x x 12 76,525 76 1,410 SH x x 26 1,410 2,198 21,700 SH x x 28 21,700 2,878 53,274 SH x 35 53,274 804 14,892 SH x x 44 14,892 Union Pacific Corp. Common Stocks 907818108 1,559 16,400 SH x x 1 16,400 70 1,500 SH x x 11 1,500 959 17,850 SH x x 26 17,850 1,634 34,840 SH x x 30 34,840 5,557 118,478 SH x 35 118,478 Union Planters Corp. Common Stocks 908068109 2,582 60,177 SH x x 3 60,177 180 4,200 SH x x 12 4,200 943 19,590 SH x x 26 19,590 2,838 40,600 SH x x 28 40,600 373 8,700 SH x x 30 8,700 4,752 110,780 SH x 35 110,780 UnionBanCal Corp. Common Stocks 908906100 0 3 SH x x 9 3 2,837 79,340 SH x x 26 79,340 863 25,500 SH x x 30 25,500 3,858 114,004 SH x 35 114,004 244 7,200 SH x x 36 7,200 UniSource Energy Corp. Common Stocks 909205106 668 44,215 SH x x 25 44,215 89 4,900 SH x x 28 4,900 1,005 71,790 SH x 35 71,790 42 3,000 SH x x 36 3,000 42 3,000 SH x x 52 3,000 Unisys Corp. Common Stocks 909214108 1,090 62,100 SH x x 1 62,100 137 15,800 SH x x 11 15,800 376 38,850 SH x x 26 38,850 97 7,100 SH x x 28 7,100 1,115 128,800 SH x x 30 128,800 3,753 433,316 SH x 35 433,316 1,390 160,500 SH x x 53 160,500 Unit Corp. Common Stocks 909218109 457 47,700 SH x x 25 47,700 55 6,700 SH x x 28 6,700 598 67,360 SH x 35 67,360 17 1,900 SH x x 36 1,900 7 821 SH x x 42 821 United Auto Group, Inc. Common Stocks 909440109 23 1,400 SH x x 11 1,400 730 43,600 SH x x 28 43,600 837 50,300 SH x 35 50,300 60 3,600 SH x x 57 3,600 United Community Financial Corp. Common Stocks 909839102 18 2,500 SH x x 36 2,500 United Bankshares, Inc. Common Stocks 909907107 97 3,600 SH x x 36 3,600 United Dominion Realty Trust, Inc. Common Stocks 910197102 41 2,900 SH x x 11 2,900 151 6,700 SH x x 28 6,700 1,668 116,800 SH x 35 116,800
131 9,200 SH x x 36 9,200 108 7,631 SH x x 42 7,631 United Fire & Casualty Co. Common Stocks 910331107 2,836 110,461 SH x 35 110,461 United Microelectronics Corp. - ADR Common Stocks 910873207 2,753 517,475 SH x 35 517,475 2,117 356,845 SH x x 38 356,845 340 47,200 SH x x 39 47,200 United National Bancorp Common Stocks 910909100 46 1,800 SH x x 36 1,800 United Natural Foods, Inc. Common Stocks 911163103 538 29,600 SH x x 11 29,600 184 10,100 SH x 35 10,100 United Parcel Service, Inc. Class B Common Stocks 911312106 77 1,472 SH x 35 1,472 United Rentals, Inc. Common Stocks 911363109 4 237 SH x 35 237 United States Cellular Corp. Common Stocks 911684108 2,708 54,700 SH x x 3 54,700 83 1,670 SH x x 26 1,670 2,654 53,620 SH x 35 53,620 35 700 SH x x 36 700 USAirways Group, Inc. Common Stocks 911905107 2 466 SH x 35 466 US Industries, Inc. Common Stocks 912080108 305 132,520 SH x 35 132,520 8 3,221 SH x x 42 3,221 454 197,500 SH x x 53 197,500 United Stationers, Inc. Common Stocks 913004107 990 30,700 SH x x 25 30,700 220 7,500 SH x x 28 7,500 2,772 92,800 SH x 35 92,800 75 2,500 SH x x 36 2,500 1,123 37,600 SH x x 50 37,600 United Technologies Corp. Common Stocks 913017109 1,887 30,000 SH x x 1 30,000 308 6,800 SH x x 5 6,800 3,790 81,500 SH x x 9 81,500 8,193 179,500 SH x x 12 179,500 1,389 26,080 SH x x 26 26,080 3,330 59,200 SH x x 28 59,200 884 19,000 SH x x 30 19,000 11,981 257,646 SH x 35 257,646 177 3,800 SH x x 52 3,800 UnitedHealth Group, Inc. Common Stocks 91324P102 14,024 195,000 SH x x 1 195,000 4,713 70,872 SH x x 9 70,872 6,939 99,200 SH x x 11 99,200 8,061 115,650 SH x x 26 115,650 1,451 14,800 SH x x 28 14,800 1,476 22,200 SH x x 30 22,200 71,074 1,068,789 SH x 35 1,068,789 8,069 121,334 SH x x 44 121,334 4,757 35,300 SH x x 46 35,300 3,082 40,800 SH x x 48 40,800 Unitrin, Inc. Common Stocks 913275103 264 6,900 SH x x 11 6,900 13 332 SH x 35 332 0 800 SH x x 42 800 Universal Corp. Common Stocks 913456109 1,238 37,100 SH x x 11 37,100 878 24,400 SH x x 25 24,400 1,939 58,100 SH x 35 58,100 80 2,400 SH x x 36 2,400
0 600 SH x x 42 600 Universal Electronics, Inc. Common Stocks 913483103 1,253 83,100 SH x 35 83,100 270 17,900 SH x x 52 17,900 Universal Forest Products, Inc. Common Stocks 913543104 565 28,500 SH x x 28 28,500 1,064 55,960 SH x 35 55,960 19 1,000 SH x x 36 1,000 6 411 SH x x 42 411 Universal Health Services, Inc. Class B Common Stocks 913903100 1,871 38,000 SH x x 11 38,000 704 14,500 SH x x 28 14,500 2,635 53,993 SH x 35 53,993 143 2,940 SH x x 36 2,940 Univision Communications, Inc. Class A Common Stocks 914906102 11 360 SH x x 26 360 79 3,464 SH x 35 3,464 Unocal Corp. Common Stocks 915289102 2,665 82,000 SH x x 3 82,000 6,937 201,500 SH x x 5 201,500 811 19,590 SH x x 14 19,590 215 6,600 SH x x 28 6,600 202 6,200 SH x x 30 6,200 10,386 319,571 SH x 35 319,571 UNOVA, Inc. Common Stocks 91529B106 123 27,700 SH x x 11 27,700 534 120,000 SH x 35 120,000 963 216,500 SH x x 53 216,500 UnumProvident Corp. Common Stocks 91529Y106 2,660 96,000 SH x x 11 96,000 1,207 42,640 SH x x 26 42,640 40 1,600 SH x x 30 1,600 4,234 167,694 SH x 35 167,694 USFreightways Corp. Common Stocks 916906100 0 1,800 SH x x 42 1,800 Urban Outfitters, Inc. Common Stocks 917047102 53 4,300 SH x x 28 4,300 3 270 SH x x 36 270 Urologix, Inc. Common Stocks 917273104 1,054 77,500 SH x 35 77,500 UtiliCorp United, Inc. Common Stocks 918005109 1,104 39,420 SH x x 11 39,420 535 17,700 SH x x 25 17,700 1,772 57,900 SH x x 28 57,900 3,698 132,041 SH x 35 132,041 347 12,400 SH x x 36 12,400 UTStarcom, Inc. Common Stocks 918076100 5,114 314,700 SH x x 9 314,700 2,209 127,301 SH x x 20 127,301 1,274 78,400 SH x x 23 78,400 790 45,100 SH x x 25 45,100 514 27,650 SH x x 26 27,650 2,607 141,400 SH x x 28 141,400 9,529 586,406 SH x 35 586,406 135 9,011 SH x x 42 9,011 2,389 147,000 SH x x 50 147,000 V.F. Corp. Common Stocks 918204108 249 4,200 SH x x 1 4,200 665 19,830 SH x x 26 19,830 65 1,400 SH x x 28 1,400 1,112 38,000 SH x x 30 38,000 3,224 110,162 SH x 35 110,162 13 421 SH x x 42 421
Vail Resorts, Inc. Common Stocks 91879Q109 22 1,600 SH x x 36 1,600 Valassis Communications, Inc. Common Stocks 918866104 72 2,300 SH x x 13 2,300 453 14,200 SH x x 28 14,200 2,339 73,296 SH x 35 73,296 153 4,800 SH x x 36 4,800 772 24,200 SH x x 54 24,200 Valero Energy Corp. Common Stocks 91913Y100 440 13,000 SH x x 5 13,000 1,309 37,300 SH x x 9 37,300 7,010 193,000 SH x x 11 193,000 1,540 40,700 SH x x 25 40,700 1,172 24,700 SH x x 28 24,700 10,106 287,918 SH x 35 287,918 460 13,100 SH x x 52 13,100 Valley National Bancorp Common Stocks 919794107 123 4,125 SH x x 28 4,125 14 482 SH x 35 482 Valmont Industries, Inc. Common Stocks 920253101 53 2,400 SH x x 28 2,400 31 2,200 SH x x 36 2,200 Valspar Corp. Common Stocks 920355104 12 357 SH x 35 357 16 490 SH x x 36 490 Value City Department Stores, Inc. Common Stocks 920387107 20 3,600 SH x x 28 3,600 Valuevision International, Inc. Class A Common Stocks 92047K107 1,691 122,885 SH x x 20 122,885 611 47,352 SH x 35 47,352 41 3,200 SH x x 36 3,200 Vans, Inc. Common Stocks 921930103 268 23,300 SH x x 11 23,300 293 25,500 SH x 35 25,500 6 500 SH x x 36 500 Varco International, Inc. Common Stocks 922122106 271 22,433 SH x x 11 22,433 128 10,000 SH x x 28 10,000 1,625 134,551 SH x 35 134,551 150 12,400 SH x x 50 12,400 498 41,200 SH x x 54 41,200 Varian, Inc. Common Stocks 922206107 171 6,710 SH x x 36 6,710 Varian Semiconductor Equipment Associates, Inc. Common Stocks 922207105 1,579 61,100 SH x x 3 61,100 1,579 61,100 SH x 35 61,100 Varian Medical Systems, Inc. Common Stocks 92220P105 1,270 19,800 SH x x 11 19,800 1,578 24,600 SH x x 23 24,600 93 1,260 SH x x 26 1,260 883 12,200 SH x x 28 12,200 5,213 81,268 SH x 35 81,268 218 3,400 SH x x 36 3,400 VaxGen, Inc. Common Stocks 922390208 36 1,800 SH x x 28 1,800 Vectren Corp. Common Stocks 92240G101 9 399 SH x 35 399 141 6,300 SH x x 36 6,300 Veeco Instruments, Inc. Common Stocks 922417100 2,253 79,817 SH x x 20 79,817 632 24,200 SH x x 28 24,200 1,752 66,099 SH x 35 66,099 Ventiv Health, Inc. Common Stocks 922793104 23 4,300 SH x x 28 4,300 96 23,700 SH x 35 23,700 Venator Group, Inc. Common Stocks 922944103 2,428 159,200 SH x x 11 159,200 286 16,340 SH x x 26 16,340
733 40,100 SH x x 28 40,100 2,903 190,379 SH x 35 190,379 172 11,300 SH x x 36 11,300 1,110 72,800 SH x x 50 72,800 Veritas Software Corp. Common Stocks 923436109 1,848 91,400 SH x x 1 91,400 692 37,507 SH x x 9 37,507 1,345 70,222 SH x x 12 70,222 3,078 166,932 SH x 35 166,932 415 11,100 SH x x 46 11,100 610 29,100 SH x x 48 29,100 Verity, Inc. Common Stocks 92343C106 81 8,000 SH x 35 8,000 21 2,100 SH x x 36 2,100 VeriSign, Inc. Common Stocks 92343E102 1,839 43,900 SH x x 9 43,900 326 6,500 SH x x 11 6,500 903 22,300 SH x x 12 22,300 12,654 302,010 SH x 35 302,010 788 18,800 SH x x 36 18,800 1,552 32,600 SH x x 48 32,600 7,648 139,170 SH x x 49 139,170 Veritas DGC, Inc. Common Stocks 92343P107 30 2,700 SH x x 36 2,700 Verizon Communications, Inc. Common Stocks 92343V104 8,397 76,588 SH x x 1 76,588 6,776 112,000 SH x x 5 112,000 13,289 245,592 SH x x 9 245,592 9,352 166,426 SH x x 11 166,426 22,931 423,794 SH x x 12 423,794 1,429 20,800 SH x x 14 20,800 5,043 93,200 SH x x 20 93,200 36,976 639,418 SH x x 26 639,418 12,633 190,016 SH x x 28 190,016 6,465 119,477 SH x x 30 119,477 102,216 1,889,040 SH x 35 1,889,040 1,261 23,300 SH x x 44 23,300 547 10,100 SH x x 52 10,100 952 17,600 SH x x 58 17,600 Vertex Pharmaceuticals, Inc. Common Stocks 92532F100 1,643 83,600 SH x x 12 83,600 455 24,200 SH x x 28 24,200 767 42,495 SH x 35 42,495 116 6,439 SH x x 36 6,439 0 600 SH x x 42 600 Vesta Insurance Group, Inc. Common Stocks 925391104 376 28,710 SH x 35 28,710 43 4,131 SH x x 42 4,131 Viacom, Inc. Class A Common Stocks 925524100 135 3,430 SH x x 26 3,430 207 5,930 SH x 35 5,930 Viacom, Inc. Class B Common Stocks 925524308 11,945 317,906 SH x x 1 317,906 9,318 264,958 SH x x 5 264,958 5,707 165,429 SH x x 9 165,429 11,992 353,700 SH x x 12 353,700 1,094 23,241 SH x x 14 23,241 3,623 105,000 SH x x 20 105,000 2,520 63,793 SH x x 26 63,793
272 7,878 SH x x 30 7,878 43,386 1,257,552 SH x 35 1,257,552 2,111 30,200 SH x x 46 30,200 980 28,400 SH x x 58 28,400 Viad Corp. Common Stocks 92552R109 683 35,600 SH x x 11 35,600 918 44,400 SH x x 25 44,400 2,281 109,430 SH x x 26 109,430 494 25,800 SH x x 28 25,800 4,423 230,604 SH x 35 230,604 184 9,600 SH x x 36 9,600 116 6,100 SH x x 42 6,100 ViaSat, Inc. Common Stocks 92552V100 1,347 75,500 SH x 35 75,500 25 1,400 SH x x 36 1,400 1,190 66,700 SH x x 50 66,700 Vicor Corp. Common Stocks 925815102 25 1,800 SH x x 36 1,800 Videsh Sanchar Nigam, Ltd. - ADR Common Stocks 92659G600 412 43,501 SH x x 10 43,501 358 37,775 SH x 35 37,775 88 8,100 SH x x 39 8,100 Vignette Corp. Common Stocks 926734104 6 1,583 SH x 35 1,583 Vintage Petroleum, Inc. Common Stocks 927460105 2,740 172,900 SH x x 3 172,900 1,623 96,312 SH x x 20 96,312 3,613 227,961 SH x 35 227,961 92 5,800 SH x x 36 5,800 11 631 SH x x 42 631 Virage, Inc. New Common Stocks 92763Q106 13 6,800 SH x x 57 6,800 Virata Corp. Common Stocks 927646109 1,974 197,800 SH x 35 197,800 1,747 175,100 SH x x 50 175,100 Vishay Intertechnology, Inc. Common Stocks 928298108 355 19,700 SH x x 5 19,700 1,146 62,300 SH x x 9 62,300 2,583 140,400 SH x x 11 140,400 105 3,600 SH x x 28 3,600 3,613 196,377 SH x 35 196,377 59 3,351 SH x x 42 3,351 201 10,900 SH x x 52 10,900 Visteon Corp. Common Stocks 92839U107 3,547 271,500 SH x x 11 271,500 188 16,100 SH x x 12 16,100 315 21,601 SH x x 26 21,601 164 8,800 SH x x 28 8,800 218 17,100 SH x x 30 17,100 5,179 406,176 SH x 35 406,176 151 12,972 SH x x 42 12,972 VISX, Inc. Common Stocks 92844S105 435 30,060 SH x x 26 30,060 932 70,450 SH x 35 70,450 987 74,600 SH x x 53 74,600 Vitesse Semiconductor Corp. Common Stocks 928497106 16 1,800 SH x x 12 1,800 398 51,300 SH x x 31 51,300 1,104 142,467 SH x 35 142,467 Vodafone Group PLC - ADR Common Stocks 92857W100 1,796 81,800 SH x x 1 81,800 8,883 404,500 SH x 35 404,500 2,023 81,100 SH x x 48 81,100
Vornado Realty Trust Common Stocks 929042109 19,755 497,600 SH x x 2 497,600 155 4,000 SH x x 12 4,000 9,885 249,000 SH x x 27 249,000 18 461 SH x 35 461 274 6,900 SH x x 36 6,900 Votorantim Celulose e Papel SA - ADR Common Stocks 92906P106 52 4,000 SH x 35 4,000 52 4,000 SH x x 39 4,000 Vulcan Materials Co. Common Stocks 929160109 950 19,270 SH x x 26 19,270 1,232 28,511 SH x 35 28,511 WD-40 Co. Common Stocks 929236107 18 900 SH x x 36 900 WFS Financial, Inc. Common Stocks 92923B106 48 2,700 SH x 35 2,700 15 855 SH x x 36 855 10 631 SH x x 42 631 WGL Holdings, Inc. Common Stocks 92924F106 2,670 88,900 SH x x 5 88,900 578 16,810 SH x x 14 16,810 5,383 200,200 SH x 35 200,200 113 4,200 SH x x 36 4,200 W-H Energy Services, Inc. New Common Stocks 92925E108 239 17,000 SH x x 11 17,000 125 8,900 SH x 35 8,900 WMS Industries, Inc. Common Stocks 929297109 175 10,000 SH x x 11 10,000 571 30,300 SH x x 25 30,300 41 1,500 SH x x 28 1,500 1,244 71,100 SH x 35 71,100 WPS Resources Corp. Common Stocks 92931B106 757 22,000 SH x x 11 22,000 43 800 SH x x 28 800 351 10,200 SH x 35 10,200 107 3,100 SH x x 36 3,100 WSFS Financial Corp. Common Stocks 929328102 47 1,800 SH x x 28 1,800 Wabtec Corp. Common Stocks 929740108 392 36,000 SH x x 11 36,000 191 17,500 SH x x 28 17,500 2,038 186,947 SH x 35 186,947 19 1,700 SH x x 36 1,700 1,501 137,700 SH x x 53 137,700 Wackenhut Corp. Common Stocks 929794105 86 3,630 SH x 35 3,630 Wackenhut Corrections Corp. Common Stocks 929798106 38 2,800 SH x x 36 2,800 Waddell & Reed Financial, Inc. Class A Common Stocks 930059100 12 455 SH x 35 455 Wal-Mart Stores, Inc. Common Stocks 931142103 2,967 56,040 SH x x 1 56,040 1,429 28,859 SH x x 9 28,859 14,677 276,020 SH x x 11 276,020 19,047 387,600 SH x x 12 387,600 5,272 106,500 SH x x 20 106,500 5,888 118,950 SH x x 26 118,950 9,733 161,300 SH x x 28 161,300 97,489 1,969,465 SH x 35 1,969,465 347 7,000 SH x x 40 7,000 6,983 141,075 SH x x 44 141,075 1,525 15,200 SH x x 46 15,200 5,816 102,700 SH x x 48 102,700 18,735 274,310 SH x x 49 274,310 Walgreen Co. Common Stocks 931422109 12,523 351,800 SH x x 1 351,800
2,389 65,100 SH x x 11 65,100 1,793 45,800 SH x x 28 45,800 31,856 925,230 SH x 35 925,230 3,195 45,800 SH x x 46 45,800 3,708 94,800 SH x x 48 94,800 8,140 180,240 SH x x 49 180,240 Wallace Computer Services, Inc. Common Stocks 932270101 564 32,300 SH x x 26 32,300 53 3,500 SH x x 28 3,500 1,547 97,305 SH x 35 97,305 70 4,400 SH x x 36 4,400 134 9,301 SH x x 42 9,301 Walter Industries, Inc. Common Stocks 93317Q105 71 5,000 SH x x 28 5,000 79 8,800 SH x 35 8,800 21 2,300 SH x x 36 2,300 20 2,151 SH x x 42 2,151 Washington Federal, Inc. Common Stocks 938824109 247 9,850 SH x x 11 9,850 200 6,950 SH x x 26 6,950 251 10,015 SH x 35 10,015 Washington Mutual, Inc. Common Stocks 939322103 3,380 43,350 SH x x 1 43,350 557 14,600 SH x x 5 14,600 8,485 220,500 SH x x 9 220,500 3,192 82,950 SH x x 11 82,950 7,060 186,772 SH x x 12 186,772 7,680 184,618 SH x x 26 184,618 6,167 122,650 SH x x 28 122,650 3,627 94,265 SH x x 30 94,265 42,617 1,107,500 SH x 35 1,107,500 5,414 140,685 SH x x 44 140,685 2,965 67,800 SH x x 48 67,800 331 8,600 SH x x 52 8,600 Washington Post Co (The), Class B Common Stocks 939640108 3,743 7,200 SH x x 3 7,200 4,021 7,736 SH x 35 7,736 Waste Connections, Inc. Common Stocks 941053100 485 18,100 SH x x 28 18,100 1,820 67,400 SH x 35 67,400 68 2,500 SH x x 36 2,500 1,061 39,300 SH x x 50 39,300 Waste Management, Inc. Common Stocks 94106L109 1,219 22,500 SH x x 1 22,500 2,134 79,800 SH x x 11 79,800 2,238 83,600 SH x x 12 83,600 2,081 67,930 SH x x 26 67,930 764 24,700 SH x x 28 24,700 1,179 44,100 SH x x 30 44,100 13,875 518,904 SH x 35 518,904 3,700 121,800 SH x x 48 121,800 1,104 41,300 SH x x 58 41,300 Water Pik Technologies, Inc. Common Stocks 94113U100 10 1,200 SH x x 57 1,200 Waters Corp. Common Stocks 941848103 31 869 SH x 35 869 415 11,600 SH x x 36 11,600 Watsco, Inc. Common Stocks 942622200 145 9,300 SH x x 28 9,300 313 23,900 SH x 35 23,900
17 1,300 SH x x 36 1,300 Watson Pharmaceuticals, Inc. Common Stocks 942683103 1,818 19,500 SH x x 1 19,500 170 3,100 SH x x 30 3,100 129 2,350 SH x 35 2,350 Watson Wyatt & Co. Holdings Common Stocks 942712100 269 16,900 SH x x 11 16,900 170 8,700 SH x x 13 8,700 756 44,100 SH x x 25 44,100 3,558 223,800 SH x 35 223,800 1,285 80,800 SH x x 54 80,800 Watts Industries, Inc. Class A Common Stocks 942749102 17 1,300 SH x x 36 1,300 Wausau-Mosinee Paper Corp. Common Stocks 943315101 29 2,500 SH x x 11 2,500 85 7,300 SH x x 36 7,300 Weatherford International, Inc. Common Stocks 947074100 171 6,700 SH x x 28 6,700 18 721 SH x 35 721 301 11,800 SH x x 36 11,800 Websense, Inc. Common Stocks 947684106 24 1,400 SH x x 28 1,400 WebMD Corp. Common Stocks 94769M105 1,163 272,900 SH x x 11 272,900 124 25,180 SH x x 26 25,180 1,551 364,110 SH x 35 364,110 Webster Financial Corp. Common Stocks 947890109 3,181 96,500 SH x x 3 96,500 125 3,800 SH x x 11 3,800 3,488 105,830 SH x 35 105,830 148 4,500 SH x x 36 4,500 0 900 SH x x 42 900 Weingarten Realty Investors Common Stocks 948741103 875 18,000 SH x x 11 18,000 885 18,200 SH x 35 18,200 0 1,300 SH x x 42 1,300 Weis Markets, Inc. Common Stocks 948849104 3 108 SH x 35 108 Wellman, Inc. Common Stocks 949702104 35 1,900 SH x x 28 1,900 1,056 91,400 SH x 35 91,400 30 2,600 SH x x 36 2,600 Wellpoint Health Networks, Inc. Common Stocks 94973H108 327 3,000 SH x x 11 3,000 143 1,400 SH x x 12 1,400 595 4,760 SH x x 26 4,760 87 800 SH x x 28 800 6,811 62,399 SH x 35 62,399 3,529 28,400 SH x x 48 28,400 Wells Fargo & Co. Common Stocks 949746101 3,837 42,600 SH x x 1 42,600 481 11,000 SH x x 5 11,000 8,774 172,323 SH x x 26 172,323 3,000 67,500 SH x x 30 67,500 20,022 450,442 SH x 35 450,442 1,365 27,000 SH x x 48 27,000 271 6,100 SH x x 52 6,100 Wendy's International, Inc. Common Stocks 950590109 1,161 40,400 SH x x 25 40,400 744 24,260 SH x x 26 24,260 1,912 59,065 SH x x 28 59,065 3,857 144,723 SH x 35 144,723 Werner Enterprises, Inc. Common Stocks 950755108 1,137 67,980 SH x 35 67,980 40 2,400 SH x x 36 2,400
4 200 SH x x 42 200 1,714 102,500 SH x x 50 102,500 WesBanco, Inc. Common Stocks 950810101 28 1,300 SH x x 36 1,300 Wesco Financial Corp. Common Stocks 950817106 1,384 4,772 SH x 35 4,772 West Coast Bancorp Common Stocks 952145100 81 3,800 SH x x 28 3,800 West Corp. Common Stocks 952355105 117 5,300 SH x x 13 5,300 56 2,490 SH x x 26 2,490 986 43,100 SH x x 28 43,100 2,537 128,124 SH x 35 128,124 12 600 SH x x 36 600 17 761 SH x x 42 761 885 44,700 SH x x 54 44,700 West Pharmaceutical Services, Inc. Common Stocks 955306105 96 3,900 SH x x 11 3,900 40 1,700 SH x x 28 1,700 217 8,830 SH x 35 8,830 6 251 SH x x 42 251 Westaim Corp. Common Stocks 956909105 2,362 443,200 SH x x 34 443,200 Westamerica Bancorporation Common Stocks 957090103 145 4,020 SH x x 36 4,020 Westcorp, Inc. Common Stocks 957907108 117 6,830 SH x 35 6,830 14 821 SH x x 42 821 Western Resources, Inc. Common Stocks 959425109 3,025 182,800 SH x x 11 182,800 195 10,370 SH x x 26 10,370 1,192 72,000 SH x x 30 72,000 6,049 365,475 SH x 35 365,475 151 9,100 SH x x 36 9,100 49 2,951 SH x x 42 2,951 Western Wireless Corp. Class A Common Stocks 95988E204 14 400 SH x x 28 400 15 431 SH x 35 431 Westvaco Corp. Common Stocks 961548104 792 26,900 SH x x 26 26,900 458 17,900 SH x x 28 17,900 884 34,400 SH x x 30 34,400 2,066 80,384 SH x 35 80,384 78 3,191 SH x x 42 3,191 Westwood One, Inc. Common Stocks 961815107 270 10,490 SH x x 26 10,490 388 17,455 SH x 35 17,455 156 7,000 SH x x 36 7,000 Wet Seal, Inc. Class A (The) Common Stocks 961840105 201 10,900 SH x x 11 10,900 811 44,025 SH x 35 44,025 20 1,326 SH x x 42 1,326 Weyerhaeuser Co. Common Stocks 962166104 2,136 43,849 SH x x 9 43,849 117 2,400 SH x x 12 2,400 1,295 23,200 SH x x 26 23,200 49 1,000 SH x x 28 1,000 2,484 51,002 SH x 35 51,002 1,179 24,200 SH x x 58 24,200 Whirlpool Corp. Common Stocks 963320106 336 3,000 SH x x 1 3,000 5,020 86,290 SH x x 26 86,290 166 3,000 SH x x 30 3,000 3,278 59,232 SH x 35 59,232 Whitney Holding Corp. Common Stocks 966612103 61 900 SH x x 28 900
1,264 29,400 SH x 35 29,400 112 2,600 SH x x 36 2,600 275 6,400 SH x x 52 6,400 Whole Foods Market, Inc. Common Stocks 966837106 430 13,700 SH x x 28 13,700 896 28,517 SH x 35 28,517 170 5,400 SH x x 36 5,400 Wiley (John) & Sons, Inc. Class A Common Stocks 968223206 1,658 79,400 SH x 35 79,400 94 4,500 SH x x 36 4,500 Willamette Industries, Inc. Common Stocks 969133107 255 2,800 SH x x 1 2,800 1,477 29,730 SH x x 26 29,730 67 1,500 SH x x 30 1,500 2,016 44,803 SH x 35 44,803 3 61 SH x x 42 61 Williams Communications Group, Inc. New Common Stocks 969455104 1 575 SH x x 30 575 3 2,957 SH x 35 2,957 Williams Cos. (The) Common Stocks 969457100 319 12,500 SH x x 5 12,500 520 19,300 SH x x 12 19,300 2,164 69,250 SH x x 26 69,250 2,050 75,100 SH x x 31 75,100 10,874 398,310 SH x 35 398,310 117 4,299 SH x x 36 4,299 197 7,200 SH x x 52 7,200 1,728 63,300 SH x x 58 63,300 Williams-Sonoma, Inc. Common Stocks 969904101 1,753 69,140 SH x x 20 69,140 276 11,600 SH x x 28 11,600 1,205 50,604 SH x 35 50,604 117 4,910 SH x x 36 4,910 19 811 SH x x 42 811 Wilmington Trust Corp. Common Stocks 971807102 2,924 53,100 SH x x 12 53,100 84 1,515 SH x 35 1,515 Wilsons The Leather Experts, Inc. Common Stocks 972463103 32 3,500 SH x x 28 3,500 61 6,700 SH x 35 6,700 Wind River Systems, Inc. Common Stocks 973149107 4 372 SH x 35 372 66 6,300 SH x x 36 6,300 Winn-Dixie Stores, Inc. Common Stocks 974280109 741 64,700 SH x x 11 64,700 235 19,700 SH x x 28 19,700 396 34,600 SH x x 30 34,600 1,771 154,689 SH x 35 154,689 111 5,731 SH x x 42 5,731 Winnebago Industries, Inc. Common Stocks 974637100 779 36,300 SH x x 11 36,300 1,263 58,900 SH x 35 58,900 Winston Hotels, Inc. Common Stocks 97563a102 36 4,900 SH x x 28 4,900 Wintrust Financial Corp. Common Stocks 97650W108 47 1,500 SH x x 36 1,500 Wisconsin Energy Corp. Common Stocks 976657106 1,287 57,200 SH x x 11 57,200 3,128 138,900 SH x x 12 138,900 1,010 44,900 SH x x 30 44,900 3,535 157,126 SH x 35 157,126 367 16,300 SH x x 36 16,300 Wolverine Tube, Inc. Common Stocks 978093102 99 9,800 SH x x 28 9,800 272 26,900 SH x 35 26,900
Wolverine World Wide, Inc. Common Stocks 978097103 55 4,100 SH x x 11 4,100 45 2,100 SH x x 28 2,100 495 36,810 SH x 35 36,810 65 4,800 SH x x 36 4,800 12 951 SH x x 42 951 Woodward Governor Co. Common Stocks 980745103 223 4,200 SH x x 28 4,200 238 4,910 SH x 35 4,910 10 220 SH x x 42 220 World Wrestling Federation Entertainment, Inc. Common Stocks 98156Q108 379 27,200 SH x x 28 27,200 908 68,800 SH x 35 68,800 WorldCom, Inc. - WorldCom Group Common Stocks 98157D106 795 26,100 SH x x 1 26,100 5,166 343,464 SH x x 9 343,464 5,700 361,600 SH x x 11 361,600 5,169 343,685 SH x x 12 343,685 8,057 481,958 SH x x 26 481,958 939 40,200 SH x x 28 40,200 516 34,300 SH x x 30 34,300 18,280 1,215,457 SH x 35 1,215,457 1,091 63,800 SH x x 48 63,800 43 2,881 SH x x 54 2,881 WorldCom, Inc. - MCI Group Common Stocks 98157D304 2,588 170,803 SH x x 12 170,803 0 9 SH x x 13 9 645 42,364 SH x 35 42,364 67 4,501 SH x x 42 4,501 2 115 SH x x 54 115 Worthington Industries, Inc. Common Stocks 981811102 62 4,800 SH x x 26 4,800 18 1,700 SH x x 28 1,700 332 29,480 SH x 35 29,480 53 5,111 SH x x 42 5,111 Wrigley (Wm.), Jr. Co. Common Stocks 982526105 385 7,100 SH x x 28 7,100 53 1,038 SH x 35 1,038 XM Satellite Radio, Inc. Class A New Common Stocks 983759101 294 56,200 SH x x 11 56,200 147 28,100 SH x 35 28,100 X-Rite, Inc. Common Stocks 983857103 26 3,300 SH x 35 3,300 5 601 SH x x 42 601 XTO Energy, Inc. Common Stocks 98385X106 2,755 197,481 SH x x 3 197,481 822 58,949 SH x x 11 58,949 411 29,450 SH x x 23 29,450 814 54,125 SH x x 25 54,125 442 31,700 SH x x 28 31,700 5,571 399,358 SH x 35 399,358 211 15,140 SH x x 36 15,140 Xcare Net, Inc. Common Stocks 98388Y101 967 77,700 SH x 35 77,700 886 71,200 SH x x 50 71,200 Xcel Energy, Inc. Common Stocks 98389B100 1,466 25,700 SH x x 1 25,700 654 23,700 SH x x 12 23,700 2,224 79,000 SH x x 20 79,000 678 21,035 SH x x 26 21,035 1,705 54,800 SH x x 28 54,800 1,318 46,830 SH x x 30 46,830
10,539 374,404 SH x 35 374,404 0 4,495 SH x x 42 4,495 Xilinx, Inc. Common Stocks 983919101 3,339 136,900 SH x x 12 136,900 1,625 69,067 SH x 35 69,067 214 9,100 SH x x 40 9,100 736 27,700 SH x x 48 27,700 Xerox Corp. Common Stocks 984121103 2,749 336,100 SH x x 11 336,100 158 21,500 SH x x 12 21,500 733 82,610 SH x x 26 82,610 1,423 111,400 SH x x 28 111,400 2,997 386,658 SH x 35 386,658 XTRA Corp. Common Stocks 984138107 52 951 SH x x 42 951 Yahoo!, Inc. Common Stocks 984332106 19 2,171 SH x 35 2,171 Yankee Candle Co., Inc. (The) Common Stocks 984757104 21 1,200 SH x x 36 1,200 Xicor, Inc. Common Stocks 984903104 259 33,000 SH x x 28 33,000 939 118,100 SH x 35 118,100 Yellow Corp. Common Stocks 985509108 109 4,100 SH x x 28 4,100 1,264 62,140 SH x 35 62,140 182 9,222 SH x x 42 9,222 York International Corp. Common Stocks 986670107 1,205 39,000 SH x x 25 39,000 759 25,600 SH x x 28 25,600 1,993 69,600 SH x 35 69,600 135 4,700 SH x x 36 4,700 Young Broadcasting Corp. Class A Common Stocks 987434107 138 9,200 SH x x 28 9,200 271 18,700 SH x 35 18,700 15 1,000 SH x x 36 1,000 6 321 SH x x 42 321 Zale Corp. Common Stocks 988858106 2,034 72,429 SH x x 20 72,429 53 2,000 SH x x 28 2,000 841 31,744 SH x 35 31,744 Zebra Technologies Corp. Class A Common Stocks 989207105 101 2,700 SH x x 36 2,700 Zions Bancorp Common Stocks 989701107 314 5,500 SH x x 28 5,500 34 633 SH x 35 633 Zoran Corp. Common Stocks 98975F101 2,494 95,570 SH x x 20 95,570 1,156 47,736 SH x 35 47,736 29 1,200 SH x x 36 1,200 Zygo Corp. Common Stocks 989855101 127 12,400 SH x x 28 12,400 170 16,500 SH x 35 16,500 Zoll Medical Corp. Common Stocks 989922109 36 1,000 SH x x 36 1,000 Amdocs, Ltd. Common Stocks G02602103 1,730 64,800 SH x x 1 64,800 6,083 228,266 SH x 35 228,266 1,074 40,294 SH x x 44 40,294 Arch Capital Group, Ltd. Common Stocks G0450A105 69 2,600 SH x x 28 2,600 Credicorp, Ltd. Common Stocks G2519Y108 115 13,900 SH x 35 13,900 101 12,150 SH x x 37 12,150 Everest Re Group, Ltd. Common Stocks G3223R108 2,025 31,300 SH x 35 31,300 Global Crossing, Ltd. Common Stocks G3921A100 225 100,635 SH x x 12 100,635 34 18,800 SH x 35 18,800 IPC Holdings, Ltd. Common Stocks G4933P101 3,256 142,800 SH x x 3 142,800 Loral Space & Communications, Ltd. Common Stocks G56462107 775 596,350 SH x 35 596,350
560 430,700 SH x x 53 430,700 Orient-Express Hotel Ltd. New Common Stocks G67743107 167 11,900 SH x x 3 11,900 02Micro International, Ltd. New Common Stocks G6797E106 1,327 100,917 SH x 35 100,917 948 72,087 SH x x 51 72,087 RenaissanceRe Holdings, Ltd. Common Stocks G7496G103 5,459 61,400 SH x x 3 61,400 506 3,606 SH x x 20 3,606 525 5,900 SH x x 23 5,900 8,797 98,946 SH x 35 98,946 320 3,600 SH x x 52 3,600 Santa Fe International Corp. Common Stocks G7805C108 2,063 97,100 SH x x 3 97,100 84 4,000 SH x x 13 4,000 3,948 185,800 SH x 35 185,800 854 40,200 SH x x 54 40,200 Scottish Annuity & Life Holdings, Ltd. Common Stocks G7885T104 91 6,000 SH x x 57 6,000 Tommy Hilfiger Corp. Common Stocks G8915Z102 1,027 114,800 SH x 35 114,800 222 24,800 SH x x 52 24,800 Transocean Sedco Forex, Inc. Common Stocks G90078109 351 13,300 SH x x 20 13,300 2,025 76,700 SH x 35 76,700 Willis Group Holdings, Ltd. New Common Stocks G96655108 1,660 70,950 SH x 35 70,950 1,201 51,357 SH x x 51 51,357 XL Capital, Ltd. Class A Common Stocks G98255105 3,839 48,600 SH x x 3 48,600 5,088 64,400 SH x 35 64,400 Millicom International Cellular SA Common Stocks L6388F102 270 25,500 SH x x 10 25,500 273 25,800 SH x 35 25,800 A C L N Limited Common Stocks M01764105 581 14,800 SH x 35 14,800 518 13,200 SH x x 50 13,200 Check Point Software Technologies, Ltd. Common Stocks M22465104 341 15,500 SH x 35 15,500 383 15,700 SH x x 38 15,700 Elbit Systems, Ltd. Common Stocks M3760D101 223 13,600 SH x 35 13,600 253 13,900 SH x x 38 13,900 Precise Software Solutions, Ltd. Common Stocks M41450103 46 4,500 SH x x 13 4,500 1,042 94,300 SH x 35 94,300 530 48,000 SH x x 54 48,000 Metalink, Ltd. Common Stocks M69897102 245 102,000 SH x 35 102,000 216 89,800 SH x x 50 89,800 Orbotech, Ltd. Common Stocks M75253100 569 30,175 SH x x 10 30,175 226 7,606 SH x x 20 7,606 1,231 65,321 SH x 35 65,321 191 8,680 SH x x 39 8,680 RADWARE, Ltd. Common Stocks M81873107 152 17,400 SH x 35 17,400 189 19,400 SH x x 38 19,400 Taro Pharmaceutical Industries, Ltd. Common Stocks M8737E108 2,068 58,830 SH x 35 58,830 335 8,600 SH x x 38 8,600 1,284 36,510 SH x x 51 36,510 ASM International N.V. Common Stocks N07045102 211 11,637 SH x x 20 11,637 2,243 195,004 SH x 35 195,004 887 77,100 SH x x 54 77,100 ASM Lithography Holding Common Stocks N07059111 566 32,000 SH x x 22 32,000 1,538 137,200 SH x 35 137,200 CNH Global N.V. Common Stocks N20935107 309 53,500 SH x 35 53,500
612 106,000 SH x x 53 106,000 QIAGEN NV Common Stocks N72482107 160 10,800 SH x 35 10,800 83 5,600 SH x x 54 5,600 Banco Latinoamericano de Exportaciones Class E Common Stocks P16994132 1,365 48,100 SH x x 10 48,100 Panamerican Beverages, Inc. Class A Common Stocks P74823108 941 55,200 SH x x 10 55,200 1,053 55,300 SH x x 30 55,300 1,297 76,950 SH x 35 76,950 Steiner Leisure, Ltd. Common Stocks P8744Y102 2,057 120,464 SH x x 20 120,464 817 51,058 SH x 35 51,058 Royal Caribbean Cruises, Ltd. Common Stocks V7780T103 1,659 147,137 SH x x 20 147,137 511 47,637 SH x 35 47,637 ASE Test, Ltd. Common Stocks Y02516105 167 21,700 SH x 35 21,700 186 21,800 SH x x 38 21,800 Creative Technology, Ltd. Common Stocks Y1775U107 1,160 226,827 SH x x 29 226,827 931 193,860 SH x 35 193,860 524 53,900 SH x x 59 53,900 Flextronics International, Ltd. Common Stocks Y2573F102 5,841 353,150 SH x 35 353,150 2,478 149,810 SH x x 49 149,810 OMI Corp. Common Stocks Y6476W104 59 13,900 SH x x 57 13,900 Rows: 8,264 Market Value 18,125,802
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