-----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, UVJM0oZQts/+oyHZys28ZqmaShLuN0mGOzKIH4zsuP8f+MgYX8LDD50NPO2tgQcI ToLuRzXSGdPBmMNZrrQKVg== 0001032210-01-500506.txt : 20010511 0001032210-01-500506.hdr.sgml : 20010511 ACCESSION NUMBER: 0001032210-01-500506 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010331 FILED AS OF DATE: 20010510 FILER: COMPANY DATA: COMPANY CONFORMED NAME: RUSSELL FRANK CO/ CENTRAL INDEX KEY: 0000721204 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 91175091 STATE OF INCORPORATION: WA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-01190 FILM NUMBER: 1628312 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 ENDED 03/31/2001 UNITES STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2001 ------------------- Check here if Amendment [ ]; Amendment Number: ------------------- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Frank Russell Company ----------------------------------------------------------------- Address: 909 A Street Tacoma, WA 98402 ----------------------------------------------------------------- Form 13F File Number: 28-1190 ----------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Mary Beth Rhoden ----------------------------------------------------------------- Title: Assistant Secretary and Staff Counsel ----------------------------------------------------------------- Phone: (253) 596-5381 ----------------------------------------------------------------- /s/ Mary Beth Rhoden Tacoma, WA May 4, 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-eight 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 ten funds, (ii) Frank Russell Qualifying Investor Fund plc, consisting of one fund, and (iii) Frank Russell Institutional Funds plc, consisting of four funds; (iv) Frank Russell Investment Company II plc, consisting of two funds; (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 fourteen 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 Frank Russell Investments (Japan), Ltd. ("FRIJ"), the manager of four collective investment vehicles consisting of five master securities investment trusts created under the laws of Japan pursuant to trust deeds, known as "mother funds," which invest in portfolio securities. FRIJ is also the manager of several additional securities 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 14 unit trusts under an umbrella trust (together, the "Australia Funds") created under the laws of New South Wales, Australia pursuant to a Trust Constitution. 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 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: 55 ------------------ Form 13F Information Table Entry Total: 7,965 Form 13F Information Table Value Total: $ 19,277,874 ------------------ 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 28-03706 Equinox Capital Management, LLC 5 #N/A Equity I (Master) 6 #N/A Equity II (Master) 7 #N/A Equity Q (Master) 8 28-01439 Franklin Portfolio Associates, LLC 9 28-06418 Genesis Asset Managers Limited 10 28-03059 Jacobs Levy Equity Management, Inc. 11 28-01482 J.P. Morgan Investment. Management, Inc. 12 28-03877 Fiduciary Trust Company International, Inc. 13 #N/A MFS Institutional Advisors, Inc. 14 28-02701 Pacific Investment Management Company (PIMCO) 15 N/A Quantitative Equity (Master) 16 28-01054 Fidelity Management Trust Company 17 #N/A Special Growth (Master) 18 28-04303 Standish, Ayer, & Wood, Inc. 19 28-03426 Suffolk Capital Management, Inc. 20 28-00096 Capital Group, Inc. (Capital Guardian Trust Company) 21 28-04323 Sirach Capital Management, Inc. 22 28-04051 Marvin & Palmer Associates, Inc. 23 28-04886 GlobeFlex Capital, L.P. 24 28-03946 Barclays Global Advisors, N.A. 25 28-06538 AEW Capital Management, L.P. 26 28-04372 Westpeak Investment Advisors, L.P. 27 N/A The Boston Company Asset Management, Inc. 28 #N/A Sanford C. Bernstein & Co., LLC a Subsidiary of Alliance Capital Management L.P. 29 N/A Peachtree Asset Management 30 N/A Mastholm Asset Management, LLC 31 N/A Guardian Capital, Inc. 32 28-01096 Frank Russell Trust Company 33 28-01515 Geewax, Terker 34 N/A Foreign & Colonial Emergin Markets Limited 35 28-04189 Nicholas Applegate Capital Management 36 N/A Schroder Capital Management International Fund 37 #N/A Fidelity Investment Management (Hong Kong) Ltd. 38 #N/A TCW London International Limited 39 N/A Schroder Investment Management (Singapore) Limited 40 28-03946 Barclays Global Investors 41 28-096 Capital International Limited 42 28-06748 Marsico Capital Management, LLC 43 N/A Alliance Capital Management Australia Limited 44 28-07312 Security Capital Global Capital Management Group Inc. 45 28-01202 Strong Capital Management, Inc 46 28-02924 Turner Investment Partners, Inc 47 28-05519 CapitalWorks Investment Partners, LLC 48 28-04207 Driehaus Capital Management, Inc 49 28-05015 Systematic Financial Management, L.P. 50 28-00663 David J. Greene and Company, LLC 51 2802293 TimesSquare Capital Management, Inc. 52 N/A Laketon Investment Management Ltd. 53 28-03152 Cypress Capital Management, Inc. 54 28-04007 Fuller & Thaler 55 28-06008 Iridian Asset Management
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 249 19,500 SH x 32 19,500 28 2,200 SH x x 33 2,200 ABC Rail Products Corp. Common Stocks 000752105 408 135,850 SH x 32 135,850 ADC Telecommunications, Inc. Common Stocks 000886101 815 95,900 SH x x 8 95,900 91 13,600 SH x x 11 13,600 8 800 SH x x 24 800 300 35,288 SH x 32 35,288 ABM Industries, Inc. Common Stocks 000957100 138 4,400 SH x x 10 4,400 688 20,700 SH x x 23 20,700 581 18,600 SH x 32 18,600 38 1,200 SH x x 33 1,200 ACT Manufacturing, Inc. Common Stocks 000973107 12 1,100 SH x x 33 1,100 AFLAC, Inc. Common Stocks 001055102 1,601 50,800 SH x x 24 50,800 482 16,800 SH x x 26 16,800 4,862 176,536 SH x 32 176,536 AGCO Corp. Common Stocks 001084102 155 16,100 SH x x 26 16,100 2,031 211,550 SH x 32 211,550 806 84,000 SH x x 50 84,000 AGL Resources, Inc. Common Stocks 001204106 3,257 137,500 SH x x 4 137,500 1,514 69,100 SH x x 10 69,100 373 12,800 SH x x 13 12,800 735 30,400 SH x x 26 30,400 7,053 321,900 SH x 32 321,900 AES Corp. Common Stocks 00130H105 265 5,300 SH x x 28 5,300 11,520 230,592 SH x 32 230,592 234 4,676 SH x x 33 4,676 32 600 SH x x 43 600 6,311 109,870 SH x x 46 109,870 AK Steel Holding Corp. Common Stocks 001547108 1,029 102,400 SH x x 3 102,400 38 3,290 SH x x 24 3,290 454 45,300 SH x x 26 45,300 514 51,150 SH x 32 51,150 AMB Property Corp. Common Stocks 00163T109 10,241 416,300 SH x x 2 416,300 6,620 269,100 SH x x 25 269,100 25 1,028 SH x 32 1,028 AMR Corp. Common Stocks 001765106 1,679 47,800 SH x x 1 47,800 828 20,600 SH x x 24 20,600 6,315 179,812 SH x 32 179,812 ANC Rental Corp. New Common Stocks 001813104 2 810 SH x 32 810 APA Optics, Inc. Common Stocks 001853100 254 18,281 SH x x 19 18,281 472 53,511 SH x 32 53,511 AT&T Corp. Common Stocks 001957109 1,962 92,093 SH x x 8 92,093 1,162 54,540 SH x x 10 54,540 6,685 317,419 SH x x 11 317,419
2,741 128,700 SH x x 19 128,700 8,721 357,886 SH x x 24 357,886 643 30,185 SH x x 26 30,185 3,012 141,400 SH x x 28 141,400 26,497 1,243,998 SH x 32 1,243,998 AT&T Corp. - Liberty Media Group Class A Common Stocks 001957208 9,217 634,900 SH x x 1 634,900 3,420 244,300 SH x x 8 244,300 5,787 390,600 SH x x 10 390,600 3,214 238,600 SH x x 11 238,600 7,182 470,460 SH x x 24 470,460 441 20,000 SH x x 26 20,000 1,196 85,400 SH x x 28 85,400 30,118 2,151,252 SH x 32 2,151,252 2,388 170,600 SH x x 33 170,600 1,195 81,300 SH x x 43 81,300 1,229 87,800 SH x x 55 87,800 AT&T Wireless Group New Common Stocks 001957406 16,313 818,900 SH x x 1 818,900 3,905 203,600 SH x x 10 203,600 2,292 118,090 SH x x 24 118,090 580 19,200 SH x x 26 19,200 24,163 1,259,820 SH x 32 1,259,820 1,126 53,600 SH x x 43 53,600 AVX Corp. Common Stocks 002444107 2,270 131,500 SH x x 3 131,500 1,737 96,830 SH x x 24 96,830 3,247 188,108 SH x 32 188,108 24 1,400 SH x x 33 1,400 35 2,200 SH x x 40 2,200 AXT, Inc. Common Stocks 00246W103 527 35,150 SH x 32 35,150 43 2,850 SH x x 33 2,850 Aaron Rents, Inc. Common Stocks 002535201 98 6,100 SH x x 10 6,100 237 14,700 SH x x 26 14,700 923 57,300 SH x 32 57,300 26 1,600 SH x x 33 1,600 30 1,890 SH x x 40 1,890 Abaxis, Inc. Common Stocks 002567105 53 10,500 SH x x 54 10,500 Abbott Laboratories Common Stocks 002824100 4,933 98,300 SH x x 4 98,300 4,610 97,700 SH x x 8 97,700 8,364 165,600 SH x x 10 165,600 13 300 SH x x 11 300 585 9,300 SH x x 13 9,300 7,404 137,080 SH x x 24 137,080 3,777 70,460 SH x x 26 70,460 3,185 67,500 SH x x 28 67,500 68,673 1,455,250 SH x 32 1,455,250 6,268 119,000 SH x x 45 119,000 9,852 181,840 SH x x 46 181,840 Abercrombie & Fitch Co. Class A Common Stocks 002896207 424 12,900 SH x x 4 12,900 1,932 59,300 SH x x 11 59,300 362 7,033 SH x x 19 7,033
1,236 37,800 SH x x 21 37,800 3 100 SH x x 24 100 58 1,800 SH x x 26 1,800 4,567 139,663 SH x 32 139,663 170 5,210 SH x x 33 5,210 Abgenix, Inc. Common Stocks 00339B107 91 3,830 SH x x 24 3,830 27 1,300 SH x x 26 1,300 660 27,880 SH x 32 27,880 616 26,000 SH x x 47 26,000 Accredo Health, Inc. Common Stocks 00437V104 1,996 61,050 SH x 32 61,050 Aceto Corp. Common Stocks 004446100 1,450 163,400 SH x 32 163,400 Activision, Inc. Common Stocks 004930202 963 39,600 SH x 32 39,600 1,033 42,500 SH x x 47 42,500 105 4,300 SH x x 54 4,300 Acterna Corp. Common Stocks 00503U105 264 27,988 SH x x 19 27,988 614 102,403 SH x 32 102,403 Actuate Corp. Common Stocks 00508B102 51 9,700 SH x x 12 9,700 2,939 307,300 SH x 32 307,300 90 9,430 SH x x 33 9,430 1,227 128,300 SH x x 47 128,300 1,178 123,200 SH x x 51 123,200 Acxiom Corp. Common Stocks 005125109 206 9,700 SH x x 26 9,700 335 16,024 SH x 32 16,024 196 9,400 SH x x 33 9,400 Adaptec, Inc. Common Stocks 00651F108 348 35,260 SH x x 24 35,260 11 1,300 SH x x 26 1,300 1,070 123,391 SH x 32 123,391 59 7,757 SH x x 40 7,757 Adelphia Business Solutions, Inc. Common Stocks 006847107 1,794 377,700 SH x 32 377,700 1,925 405,200 SH x x 47 405,200 Adelphia Communications Corp. Common Stocks 006848105 1,377 34,000 SH x x 21 34,000 83 1,820 SH x x 24 1,820 1,669 41,211 SH x 32 41,211 Adept Technology, Inc. Common Stocks 006854103 438 19,862 SH x x 19 19,862 991 70,804 SH x 32 70,804 Adminstaff, Inc. Common Stocks 007094105 59 3,600 SH x x 12 3,600 1,283 70,700 SH x 32 70,700 29 1,600 SH x x 33 1,600 846 46,600 SH x x 51 46,600 Adobe Systems, Inc. Common Stocks 00724F101 19 600 SH x x 11 600 321 10,000 SH x x 26 10,000 118 3,362 SH x 32 3,362 Adtran, Inc. Common Stocks 00738A106 7 290 SH x 32 290 Advanced Digital Information Common Stocks 007525108 424 15,562 SH x x 19 15,562 967 55,862 SH x 32 55,862 113 6,500 SH x x 33 6,500 Advanced Marketing Services, Inc. Common Stocks 00753T105 35 1,500 SH x x 33 1,500 Advanced Fibre Communications Common Stocks 00754A105 14 1,000 SH x x 26 1,000 105 7,360 SH x 32 7,360
94 6,600 SH x x 33 6,600 Advanced Semiconductor Engineering, Inc. - ADR Common Stocks 00756M404 320 70,312 SH x 32 70,312 270 52,600 SH x x 36 52,600 Advantage Learning Systems, Inc. Common Stocks 00757K100 20 700 SH x x 33 700 Advo Systems, Inc. Common Stocks 007585102 2,347 63,600 SH x x 10 63,600 546 14,400 SH x x 26 14,400 3,100 84,000 SH x 32 84,000 39 1,060 SH x x 40 1,060 Aeroflex, Inc. Common Stocks 007768104 320 19,729 SH x x 19 19,729 1,303 126,371 SH x 32 126,371 126 12,200 SH x x 49 12,200 Advanced Micro Devices, Inc. Common Stocks 007903107 1,590 59,900 SH x x 8 59,900 3,291 120,550 SH x x 24 120,550 88 3,300 SH x x 28 3,300 8,793 331,302 SH x 32 331,302 3,952 133,400 SH x x 45 133,400 Advanta Corp. Class A Common Stocks 007942105 3,418 203,300 SH x x 23 203,300 414 24,100 SH x x 26 24,100 3,096 195,800 SH x 32 195,800 Advanced Energy Industries, Inc. Common Stocks 007973100 360 8,873 SH x x 19 8,873 880 34,081 SH x 32 34,081 Advent Software, Inc. Common Stocks 007974108 2,068 46,670 SH x 32 46,670 188 4,240 SH x x 33 4,240 Aether Systems, Inc. Common Stocks 00808V105 4 270 SH x 32 270 31 2,400 SH x x 33 2,400 Aetna, Inc. New Common Stocks 00817Y108 1,243 34,600 SH x x 10 34,600 781 21,900 SH x x 11 21,900 20 490 SH x x 24 490 478 13,300 SH x x 28 13,300 2,984 83,073 SH x 32 83,073 Affiliated Computer Services, Inc. Class A Common Stocks 008190100 72 1,200 SH x x 12 1,200 681 10,100 SH x x 26 10,100 2,296 35,383 SH x 32 35,383 296 4,560 SH x x 33 4,560 1,012 15,600 SH x x 51 15,600 Affiliated Managers Group, Inc. Common Stocks 008252108 2,294 48,800 SH x x 10 48,800 639 12,800 SH x x 23 12,800 81 1,100 SH x x 26 1,100 2,796 59,490 SH x 32 59,490 10 238 SH x x 40 238 Affymetrix, Inc. Common Stocks 00826T108 59 2,400 SH x x 12 2,400 110 4,000 SH x x 26 4,000 1,396 50,180 SH x 32 50,180 56 2,000 SH x x 33 2,000 865 31,100 SH x x 51 31,100 Agilent Technologies, Inc. Common Stocks 00846U101 1,168 38,164 SH x x 11 38,164 2,656 85,538 SH x x 24 85,538 1,101 35,820 SH x 32 35,820 Agile Software Corp. Common Stocks 00846X105 4 350 SH x 32 350
43 3,900 SH x x 33 3,900 Agribrands International, Inc. Common Stocks 00849R105 38 700 SH x x 26 700 124 2,300 SH x 32 2,300 Agrium, Inc. Common Stocks 008916108 961 76,300 SH x 32 76,300 208 16,500 SH x x 49 16,500 Air Products & Chemicals, Inc. Common Stocks 009158106 7,595 183,400 SH x x 4 183,400 3,442 89,600 SH x x 11 89,600 839 16,400 SH x x 13 16,400 2,772 72,200 SH x x 19 72,200 1,571 35,790 SH x x 24 35,790 903 22,700 SH x x 26 22,700 1,140 29,700 SH x x 28 29,700 30,066 782,962 SH x 32 782,962 Airborne Freight Corp. Common Stocks 009266107 44 4,540 SH x x 40 4,540 Airgas, Inc. Common Stocks 009363102 97 12,370 SH x 32 12,370 30 4,000 SH x x 40 4,000 AirTran Holdings, Inc. Common Stocks 00949P108 71 9,100 SH x x 33 9,100 Akamai Technologies, Inc. Common Stocks 00971T101 246 28,700 SH x x 11 28,700 25 2,920 SH x x 24 2,920 10 1,110 SH x 32 1,110 39 4,600 SH x x 33 4,600 AKZO Nobel - ADR Common Stocks 010199305 3,731 80,200 SH x x 4 80,200 659 11,900 SH x x 13 11,900 8,192 198,000 SH x 32 198,000 Alabama National BanCorporation Common Stocks 010317105 18 600 SH x x 33 600 Albany International Corp. Class A Common Stocks 012348108 258 14,000 SH x x 10 14,000 81 2,800 SH x x 26 2,800 420 22,800 SH x 32 22,800 24 1,300 SH x x 33 1,300 Albany Molecular Research, Inc. Common Stocks 012423109 319 9,100 SH x x 10 9,100 103 3,000 SH x x 26 3,000 1,152 32,900 SH x 32 32,900 119 3,390 SH x x 33 3,390 Albemarle Corp. Common Stocks 012653101 698 31,100 SH x x 10 31,100 678 26,460 SH x x 24 26,460 178 5,700 SH x x 26 5,700 2,232 99,410 SH x 32 99,410 142 6,480 SH x x 40 6,480 Alberto-Culver Co. Class B Common Stocks 013068101 330 5,286 SH x x 19 5,286 1,058 26,400 SH x x 26 26,400 44 1,100 SH x x 28 1,100 1,717 43,287 SH x 32 43,287 Alberto-Culver Co. Class A Common Stocks 013068200 1,566 47,000 SH x x 3 47,000 Albertson's, Inc. Common Stocks 013104104 1,931 53,983 SH x x 24 53,983 89 2,800 SH x x 28 2,800 5,257 165,199 SH x 32 165,199 1,463 41,200 SH x x 45 41,200 Alcan Aluminum, Ltd. Common Stocks 013716105 145 4,020 SH x x 16 4,020 5 90 SH x x 24 90
151 4,200 SH x x 28 4,200 190 5,280 SH x 32 5,280 Alcoa, Inc. Common Stocks 013817101 10,944 287,000 SH x x 4 287,000 9,594 268,556 SH x x 11 268,556 1,228 25,600 SH x x 13 25,600 5,615 156,200 SH x x 19 156,200 4,494 109,828 SH x x 24 109,828 40 1,100 SH x x 26 1,100 1,578 43,900 SH x x 28 43,900 42,061 1,169,978 SH x 32 1,169,978 Alexander & Baldwin, Inc. Common Stocks 014482103 147 6,900 SH x 32 6,900 40 1,890 SH x x 40 1,890 Alexandria Real Estate Equities, Inc. Common Stocks 015271109 559 14,800 SH x x 10 14,800 638 16,900 SH x 32 16,900 Alexion Pharmaceuticals, Inc. Common Stocks 015351109 57 3,000 SH x x 12 3,000 1,351 59,200 SH x 32 59,200 64 2,800 SH x x 33 2,800 887 38,900 SH x x 51 38,900 Alfa Corp. Common Stocks 015385107 119 4,000 SH x x 26 4,000 83 4,400 SH x x 33 4,400 Alkermes, Inc. Common Stocks 01642T108 168 8,200 SH x x 12 8,200 18 800 SH x x 26 800 3,565 162,500 SH x 32 162,500 182 8,300 SH x x 33 8,300 2,310 105,300 SH x x 51 105,300 Allegheny Energy, Inc. Common Stocks 017361106 1,179 24,000 SH x x 23 24,000 1,655 32,420 SH x x 24 32,420 872 17,000 SH x x 26 17,000 1,040 22,480 SH x x 28 22,480 8,975 194,005 SH x 32 194,005 516 11,040 SH x x 40 11,040 Allegheny Technologies, Inc. Common Stocks 01741R102 2 100 SH x x 24 100 19 1,103 SH x 32 1,103 Allegiance Telecom, Inc. Common Stocks 01747T102 23 1,526 SH x 32 1,526 Allen Organ Co. Class B Common Stocks 017753104 11 290 SH x 32 290 Allen Telecom, Inc. Common Stocks 018091108 32 1,600 SH x x 26 1,600 1,192 92,400 SH x 32 92,400 1,892 146,700 SH x x 50 146,700 Allergan, Inc. Common Stocks 018490102 3,922 49,800 SH x x 10 49,800 2,480 32,590 SH x x 24 32,590 384 3,400 SH x x 26 3,400 4,570 61,626 SH x 32 61,626 ALLETE Common Stocks 018522102 563 21,800 SH x x 10 21,800 1,449 52,800 SH x x 23 52,800 1,232 47,700 SH x 32 47,700 250 9,700 SH x x 33 9,700 Alliance Gaming Corp. Common Stocks 01859P609 169 8,700 SH x x 54 8,700 Alliance Semiconductor Corp. Common Stocks 01877H100 460 40,100 SH x x 26 40,100 299 25,700 SH x 32 25,700
20 1,700 SH x x 33 1,700 Alliant Energy Corp. Common Stocks 018802108 1,575 49,500 SH x x 10 49,500 214 5,400 SH x x 26 5,400 445 14,000 SH x x 28 14,000 3,328 104,574 SH x 32 104,574 Alliant Techsystems, Inc. Common Stocks 018804104 3,316 37,450 SH x x 10 37,450 759 7,300 SH x x 26 7,300 4,321 48,800 SH x 32 48,800 93 1,050 SH x x 33 1,050 Allied Capital Corp. Common Stocks 01903Q108 90 3,400 SH x x 26 3,400 221 11,000 SH x x 33 11,000 Allied Waste Industries, Inc. Common Stocks 019589308 67 2,700 SH x x 26 2,700 45 2,885 SH x 32 2,885 Allmerica Financial Corp. Common Stocks 019754100 2,195 42,300 SH x x 10 42,300 306 5,210 SH x x 24 5,210 662 12,100 SH x x 26 12,100 3,109 59,914 SH x 32 59,914 10 200 SH x x 40 200 Allstate Corp. Common Stocks 020002101 7,486 165,700 SH x x 4 165,700 570 13,600 SH x x 8 13,600 7,654 172,800 SH x x 10 172,800 10,966 261,900 SH x x 11 261,900 867 15,500 SH x x 13 15,500 4,942 102,970 SH x x 24 102,970 3,176 71,000 SH x x 26 71,000 1,975 47,100 SH x x 28 47,100 34,079 812,565 SH x 32 812,565 Alltel Corp. Common Stocks 020039103 5,867 105,540 SH x x 24 105,540 45 850 SH x x 28 850 4,552 86,769 SH x 32 86,769 Alpha Industries, Inc. Common Stocks 020753109 9 550 SH x 32 550 Alstom - ADR New Common Stocks 021244108 1,719 55,000 SH x x 4 55,000 299 8,090 SH x x 13 8,090 3,870 139,700 SH x 32 139,700 Altera Corp. Common Stocks 021441100 747 33,400 SH x x 1 33,400 2,015 95,200 SH x x 11 95,200 286 13,326 SH x 32 13,326 ALZA Corp. Common Stocks 022615108 717 17,700 SH x x 10 17,700 5,036 124,600 SH x x 11 124,600 255 6,300 SH x x 26 6,300 5,243 129,460 SH x 32 129,460 2,391 52,900 SH x x 45 52,900 Amazon.com, Inc. Common Stocks 023135106 145 14,210 SH x x 24 14,210 53 5,222 SH x 32 5,222 Ambac Financial Group, Inc. Common Stocks 023139108 8,388 132,650 SH x x 11 132,650 1,529 24,100 SH x x 21 24,100 1,066 14,680 SH x x 24 14,680 404 5,700 SH x x 26 5,700 507 7,995 SH x x 28 7,995
6,504 102,537 SH x 32 102,537 Ambanc Holding Co., Inc. Common Stocks 023161102 23 1,300 SH x 32 1,300 Ambassadors International, Inc. Common Stocks 023178106 46 2,600 SH x 32 2,600 AMCOL International Corp. Common Stocks 02341W103 36 9,100 SH x x 10 9,100 106 26,500 SH x 32 26,500 12 2,920 SH x x 40 2,920 Amerada Hess Corp. Common Stocks 023551104 586 7,500 SH x x 10 7,500 3,345 39,760 SH x x 24 39,760 734 9,400 SH x x 26 9,400 1,312 16,800 SH x x 28 16,800 5,739 73,470 SH x 32 73,470 Ameren Corp. Common Stocks 023608102 2,938 71,600 SH x x 11 71,600 722 15,500 SH x x 24 15,500 192 4,000 SH x x 26 4,000 1,488 36,330 SH x x 28 36,330 4,846 118,331 SH x 32 118,331 America West Holding Corp. Class B Common Stocks 023657208 21 2,200 SH x x 26 2,200 360 37,490 SH x 32 37,490 23 2,400 SH x x 33 2,400 34 3,690 SH x x 40 3,690 American Axle & Manufacturing Holdings, Inc. Common Stocks 024061103 44 4,800 SH x x 10 4,800 120 12,900 SH x x 26 12,900 534 57,700 SH x 32 57,700 American Capital Strategies, Ltd. Common Stocks 024937104 789 31,000 SH x x 10 31,000 422 16,600 SH x 32 16,600 17 650 SH x x 33 650 18 690 SH x x 40 690 American Electric Power Co., Inc. Common Stocks 025537101 870 17,510 SH x x 24 17,510 694 14,200 SH x x 26 14,200 1,979 42,100 SH x x 28 42,100 6,836 145,447 SH x 32 145,447 American Eagle Outfitters, Inc. Common Stocks 02553E106 279 9,700 SH x x 10 9,700 366 8,083 SH x x 19 8,083 617 21,450 SH x x 21 21,450 34 750 SH x x 26 750 3,206 111,497 SH x 32 111,497 162 5,625 SH x x 33 5,625 1,703 59,250 SH x x 47 59,250 American Express Co. Common Stocks 025816109 242 6,200 SH x x 4 6,200 6,242 153,200 SH x x 11 153,200 4,729 114,500 SH x x 19 114,500 4,501 95,240 SH x x 24 95,240 1,535 35,900 SH x x 26 35,900 1,920 46,500 SH x x 28 46,500 36,162 875,598 SH x 32 875,598 3,041 66,000 SH x x 45 66,000 American Financial Group, Inc. Common Stocks 025932104 665 27,600 SH x x 10 27,600 2,314 96,028 SH x 32 96,028 149 6,200 SH x x 33 6,200
American General Corp. Common Stocks 026351106 5,913 145,400 SH x x 4 145,400 8,582 225,700 SH x x 11 225,700 652 12,800 SH x x 13 12,800 2,326 53,120 SH x x 24 53,120 181 4,400 SH x x 26 4,400 1,186 31,000 SH x x 28 31,000 16,175 422,880 SH x 32 422,880 2,165 56,600 SH x x 55 56,600 American Home Products Corp. Common Stocks 026609107 7,580 122,100 SH x x 4 122,100 3,202 54,500 SH x x 10 54,500 14,684 252,300 SH x x 11 252,300 905 11,500 SH x x 13 11,500 2,367 35,850 SH x x 24 35,850 280 4,300 SH x x 26 4,300 1,398 23,800 SH x x 28 23,800 40,164 683,649 SH x 32 683,649 4,254 64,900 SH x x 45 64,900 5,990 88,680 SH x x 46 88,680 American Industrial Properties Common Stocks 026791202 7 600 SH x x 40 600 American International Group, Inc. Common Stocks 026874107 7,441 84,700 SH x x 1 84,700 3,340 39,200 SH x x 4 39,200 12,695 157,701 SH x x 8 157,701 4,159 48,647 SH x x 10 48,647 12,664 157,379 SH x x 11 157,379 312 2,900 SH x x 13 2,900 40,776 471,158 SH x x 24 471,158 9,887 115,962 SH x x 26 115,962 6,503 80,787 SH x x 28 80,787 96,651 1,200,634 SH x 32 1,200,634 233 2,900 SH x x 38 2,900 1,325 16,200 SH x x 43 16,200 3,557 39,600 SH x x 45 39,600 American Management Systems, Inc. Common Stocks 027352103 80 4,700 SH x x 12 4,700 1,563 85,330 SH x 32 85,330 77 4,200 SH x x 33 4,200 1,031 56,300 SH x x 51 56,300 American National Insurance Co. Common Stocks 028591105 158 2,300 SH x x 10 2,300 42 610 SH x x 24 610 41 600 SH x x 26 600 286 4,150 SH x 32 4,150 76 1,100 SH x x 33 1,100 American Power Conversion Corp. Common Stocks 029066107 30 2,308 SH x 32 2,308 American Standard Cos., Inc. Common Stocks 029712106 1,898 28,080 SH x x 24 28,080 290 3,900 SH x x 26 3,900 969 16,400 SH x x 28 16,400 6,948 117,628 SH x 32 117,628 543 9,200 SH x x 33 9,200 214 3,770 SH x x 40 3,770 American States Water Co. Common Stocks 029899101 53 1,600 SH x x 10 1,600
American Tower Corp. Class A Common Stocks 029912201 40 2,153 SH x 32 2,153 294 15,900 SH x x 33 15,900 American Water Works, Inc. Common Stocks 030411102 358 11,100 SH x x 10 11,100 665 20,633 SH x 32 20,633 422 13,100 SH x x 33 13,100 AmeriCredit Corp. Common Stocks 03060R101 2,086 60,300 SH x x 10 60,300 1,910 59,100 SH x x 11 59,100 1,894 58,400 SH x x 21 58,400 2,338 67,800 SH x x 23 67,800 1,320 37,000 SH x x 26 37,000 7,021 216,500 SH x 32 216,500 382 11,790 SH x x 33 11,790 Ameron, Inc. Common Stocks 030710107 15 300 SH x 32 300 AmeriSource Health Corp. Class A Common Stocks 03071P102 1,702 32,800 SH x x 10 32,800 1,123 22,900 SH x x 21 22,900 1,245 23,900 SH x x 23 23,900 764 14,500 SH x x 26 14,500 4,670 95,200 SH x 32 95,200 393 8,010 SH x x 33 8,010 Ameritrade Holding Corp. Class A Common Stocks 03072H109 6 1,059 SH x 32 1,059 AmerUs Group Co. Common Stocks 03072M108 231 7,600 SH x x 26 7,600 182 6,000 SH x 32 6,000 AMETEK, Inc. Common Stocks 031100100 511 18,500 SH x x 21 18,500 6 200 SH x x 24 200 585 21,200 SH x 32 21,200 149 5,400 SH x x 33 5,400 Amgen, Inc. Common Stocks 031162100 8,817 148,400 SH x x 11 148,400 4,052 67,320 SH x x 24 67,320 78 1,300 SH x x 26 1,300 25,441 422,700 SH x 32 422,700 391 6,500 SH x x 38 6,500 3,284 54,562 SH x x 42 54,562 2,516 37,500 SH x x 45 37,500 4,955 71,580 SH x x 46 71,580 Amkor Technology, Inc. Common Stocks 031652100 25 1,560 SH x 32 1,560 Amphenol Corp. Class A Common Stocks 032095101 336 10,700 SH x x 26 10,700 352 11,180 SH x 32 11,180 183 5,800 SH x x 33 5,800 Amplicon, Inc. Common Stocks 032101107 20 3,300 SH x 32 3,300 AmSouth Bancorp Common Stocks 032165102 2,839 170,400 SH x x 11 170,400 3,303 186,970 SH x x 24 186,970 874 52,000 SH x x 28 52,000 4,808 286,043 SH x 32 286,043 Amylin Pharmaceutical, Inc. Common Stocks 032346108 58 5,800 SH x 32 5,800 19 2,140 SH x x 40 2,140 Anadarko Petroleum Corp. Common Stocks 032511107 4,223 67,274 SH x x 8 67,274 3,952 59,400 SH x x 10 59,400 4,630 74,900 SH x x 11 74,900 957 13,342 SH x x 24 13,342
150 1,519 SH x x 26 1,519 1,566 24,949 SH x x 28 24,949 8,718 138,864 SH x 32 138,864 ANADIGICS, Inc. Common Stocks 032515108 27 2,000 SH x x 33 2,000 Analog Devices, Inc. Common Stocks 032654105 287 8,500 SH x x 11 8,500 200 5,400 SH x x 26 5,400 10,535 290,702 SH x 32 290,702 814 20,100 SH x x 45 20,100 4,816 116,180 SH x x 46 116,180 Analogic Corp. Common Stocks 032657207 63 1,400 SH x x 26 1,400 130 2,900 SH x 32 2,900 Analysts International Corp. Common Stocks 032681108 42 8,000 SH x 32 8,000 6 1,540 SH x x 40 1,540 Anaren Microwave, Inc. Common Stocks 032744104 211 10,668 SH x x 19 10,668 550 43,800 SH x x 21 43,800 956 76,103 SH x 32 76,103 Anchor Gaming Common Stocks 033037102 571 9,400 SH x x 26 9,400 698 11,400 SH x 32 11,400 74 1,200 SH x x 33 1,200 Andover Bancorp, Inc. Common Stocks 034258103 122 3,600 SH x x 10 3,600 7 200 SH x 32 200 17 500 SH x x 33 500 Andrew Corp. Common Stocks 034425108 50 2,800 SH x x 26 2,800 108 7,540 SH x 32 7,540 Andrx Group Common Stocks 034553107 82 1,700 SH x x 26 1,700 175 3,566 SH x 32 3,566 290 5,920 SH x x 33 5,920 Anheuser-Busch Cos., Inc. Common Stocks 035229103 441 9,700 SH x x 4 9,700 7,047 144,600 SH x x 10 144,600 8,735 176,220 SH x x 24 176,220 3,430 69,500 SH x x 26 69,500 974 21,200 SH x x 28 21,200 41,031 893,332 SH x 32 893,332 6,310 137,392 SH x x 42 137,392 Anixter International, Inc. Common Stocks 035290105 3,480 144,400 SH x x 10 144,400 1,466 57,200 SH x x 23 57,200 87 2,300 SH x x 26 2,300 4,473 185,600 SH x 32 185,600 35 1,460 SH x x 33 1,460 ANSYS, Inc. Common Stocks 03662Q105 54 4,300 SH x x 54 4,300 ANTEC Corp. Common Stocks 03664P105 628 86,260 SH x 32 86,260 995 136,600 SH x x 50 136,600 AON Corp. Common Stocks 037389103 41 1,200 SH x x 11 1,200 1,254 30,950 SH x x 24 30,950 249 7,000 SH x x 28 7,000 2,784 78,429 SH x 32 78,429 1,086 30,600 SH x x 55 30,600 Apache Corp. Common Stocks 037411105 2,354 39,800 SH x x 4 39,800 979 17,000 SH x x 8 17,000
2,567 41,800 SH x x 10 41,800 253 3,300 SH x x 13 3,300 6,621 111,370 SH x x 24 111,370 511 7,500 SH x x 26 7,500 599 10,400 SH x x 28 10,400 9,301 161,450 SH x 32 161,450 Apartment Investment & Management Co. Class A Common Stocks 03748R101 5,690 128,000 SH x x 2 128,000 182 4,200 SH x x 11 4,200 3,783 79,770 SH x x 24 79,770 10,438 234,815 SH x x 25 234,815 6,122 137,728 SH x 32 137,728 466 10,730 SH x x 40 10,730 13,828 311,100 SH x x 44 311,100 Apollo Group, Inc. Class A Common Stocks 037604105 3,437 99,250 SH x x 10 99,250 1,605 48,900 SH x x 21 48,900 692 19,850 SH x x 23 19,850 2,233 65,745 SH x x 24 65,745 294 5,700 SH x x 26 5,700 6,401 195,070 SH x 32 195,070 523 15,950 SH x x 33 15,950 Apogent Technologies, Inc. Common Stocks 03760A101 779 38,464 SH x 32 38,464 338 16,700 SH x x 33 16,700 965 47,700 SH x x 50 47,700 Apple Computer, Inc. Common Stocks 037833100 422 16,800 SH x x 24 16,800 826 37,404 SH x 32 37,404 Applebee's International, Inc. Common Stocks 037899101 11 300 SH x x 10 300 314 8,800 SH x x 26 8,800 3,533 99,000 SH x 32 99,000 107 3,000 SH x x 33 3,000 3,287 92,100 SH x x 47 92,100 Apria Healthcare Group, Inc. Common Stocks 037933108 184 7,600 SH x x 26 7,600 189 7,800 SH x 32 7,800 Applera Corp. - Applied Biosystems Group Common Stocks 038020103 1,890 68,100 SH x x 11 68,100 240 8,300 SH x x 26 8,300 825 29,714 SH x 32 29,714 Applera Corp. - Celera Genomics Group Common Stocks 038020202 182 5,900 SH x x 26 5,900 322 10,450 SH x 32 10,450 Applica, Inc. Common Stocks 03815A106 163 16,716 SH x x 19 16,716 1,354 218,329 SH x 32 218,329 Applied Films Corp. Common Stocks 038197109 394 21,646 SH x x 19 21,646 840 72,649 SH x 32 72,649 Applied Industrial Technology, Inc. Common Stocks 03820C105 335 18,800 SH x x 26 18,800 724 44,120 SH x 32 44,120 75 4,720 SH x x 40 4,720 Applied Materials, Inc. Common Stocks 038222105 237 5,200 SH x x 1 5,200 7,402 172,100 SH x x 11 172,100 439 10,100 SH x x 19 10,100 469 11,000 SH x x 26 11,000 157 3,600 SH x x 28 3,600
21,341 490,606 SH x 32 490,606 257 5,900 SH x x 38 5,900 3,840 79,100 SH x x 45 79,100 6,750 135,000 SH x x 46 135,000 Applied Micro Circuits Corp. Common Stocks 03822W109 40 3,200 SH x x 11 3,200 937 56,800 SH x x 29 56,800 4,055 245,767 SH x 32 245,767 0 1 SH x x 51 1 AptarGroup, Inc. Common Stocks 038336103 180 6,100 SH x x 12 6,100 3,556 116,700 SH x 32 116,700 126 4,150 SH x x 33 4,150 2,346 77,000 SH x x 51 77,000 Aracruz Celulose SA - ADR Preferred Stocks 038496204 573 43,400 SH x 32 43,400 251 17,400 SH x x 35 17,400 513 32,900 SH x x 36 32,900 Arch Chemicals, Inc. Common Stocks 03937R102 268 12,600 SH x x 26 12,600 347 16,300 SH x 32 16,300 Arch Coal, Inc. Common Stocks 039380100 1,983 66,156 SH x 32 66,156 109 3,826 SH x x 40 3,826 258 8,600 SH x x 49 8,600 Archer-Daniels-Midland Co. Common Stocks 039483102 1,833 133,000 SH x x 4 133,000 3,971 301,952 SH x x 8 301,952 154 8,800 SH x x 13 8,800 1,139 75,815 SH x x 24 75,815 331 22,660 SH x x 26 22,660 1,300 98,894 SH x x 28 98,894 7,447 566,315 SH x 32 566,315 Archstone Communities Trust Common Stocks 039581103 7,596 308,800 SH x x 2 308,800 172 7,000 SH x x 10 7,000 7,623 309,874 SH x x 25 309,874 146 4,937 SH x x 26 4,937 1,854 75,346 SH x 32 75,346 Arctic Cat, Inc. Common Stocks 039670104 13 950 SH x 32 950 Arden Group, Inc. Class A Common Stocks 039762109 41 1,000 SH x 32 1,000 Arden Realty Group, Inc. Common Stocks 039793104 8,822 373,800 SH x x 2 373,800 4,405 186,650 SH x x 25 186,650 109 4,031 SH x x 26 4,031 35 1,500 SH x 32 1,500 9,678 410,100 SH x x 44 410,100 Area Bancshares Corp. Common Stocks 039872106 81 5,100 SH x x 26 5,100 13 800 SH x x 33 800 AremisSoft, Corp. Common Stocks 040026106 542 42,000 SH x x 26 42,000 481 37,000 SH x 32 37,000 44 3,400 SH x x 33 3,400 Argosy Gaming Co. Common Stocks 040228108 3,395 122,500 SH x x 23 122,500 23 900 SH x x 26 900 2,905 111,300 SH x 32 111,300 Arguss Communications, Inc. Common Stocks 040282105 37 4,000 SH x x 26 4,000 Ariba, Inc. Common Stocks 04033V104 833 105,400 SH x x 8 105,400
96 12,090 SH x x 24 12,090 142 10,400 SH x x 26 10,400 246 31,100 SH x x 29 31,100 1,548 195,850 SH x 32 195,850 79 10,000 SH x x 33 10,000 Arkansas Best Corp. Common Stocks 040790107 90 5,700 SH x x 10 5,700 489 31,200 SH x x 26 31,200 1,528 97,000 SH x 32 97,000 180 11,400 SH x x 49 11,400 Armor Holdings, Inc. Common Stocks 042260109 215 12,200 SH x x 10 12,200 294 16,700 SH x 32 16,700 37 2,100 SH x x 33 2,100 Arnold Industries, Inc. Common Stocks 042595108 480 23,000 SH x x 26 23,000 2,606 136,725 SH x 32 136,725 20 1,110 SH x x 40 1,110 Arrow Electronics, Inc. Common Stocks 042735100 2,260 100,000 SH x x 3 100,000 2,323 102,800 SH x x 8 102,800 1,744 72,900 SH x x 10 72,900 1,241 50,800 SH x x 26 50,800 5,653 250,140 SH x 32 250,140 296 13,100 SH x x 33 13,100 Arrow International, Inc. Common Stocks 042764100 30 800 SH x x 33 800 Art Technology Group, Inc. Common Stocks 04289L107 46 3,830 SH x x 24 3,830 148 13,600 SH x x 26 13,600 345 28,750 SH x 32 28,750 67 5,600 SH x x 33 5,600 Artesyn Technologies, Inc. Common Stocks 043127109 23 2,100 SH x x 33 2,100 ArvinMeritor, Inc. Common Stocks 043353101 1,313 91,450 SH x x 24 91,450 79 4,000 SH x x 26 4,000 1,907 138,900 SH x 32 138,900 114 8,300 SH x x 33 8,300 129 9,837 SH x x 40 9,837 Ashanti Goldfields, Ltd. - ADR Common Stocks 043743202 299 147,178 SH x x 9 147,178 508 250,368 SH x 32 250,368 Ashland, Inc. Common Stocks 044204105 887 23,100 SH x x 8 23,100 1,601 41,680 SH x x 10 41,680 1,372 33,600 SH x x 23 33,600 2,405 61,700 SH x x 26 61,700 250 6,500 SH x x 28 6,500 6,432 167,490 SH x 32 167,490 Asia Pulp & Paper Co, Ltd. - ADR Common Stocks 04516V100 11 79,000 SH x x 28 79,000 12 89,000 SH x 32 89,000 Asiainfo Holdings Inc Com Common Stocks 04518A104 0 30 SH x 32 30 Aspect Communications Corp. Common Stocks 04523Q102 3 680 SH x 32 680 12 2,800 SH x x 33 2,800 Aspen Technology, Inc. Common Stocks 045327103 342 9,090 SH x x 19 9,090 174 7,400 SH x x 26 7,400 1,468 61,507 SH x 32 61,507 125 5,250 SH x x 33 5,250
492 20,600 SH x x 47 20,600 Associated Banc-Corp. Common Stocks 045487105 77 2,310 SH x x 10 2,310 550 15,180 SH x x 26 15,180 1,808 54,361 SH x 32 54,361 135 4,160 SH x x 40 4,160 At Home Corp. Series A Common Stocks 045919107 109 22,710 SH x x 24 22,710 114 25,369 SH x 32 25,369 Astoria Financial Corp. Common Stocks 046265104 3,762 70,400 SH x x 10 70,400 697 12,300 SH x x 26 12,300 7,426 138,970 SH x 32 138,970 262 4,900 SH x x 33 4,900 72 1,350 SH x x 40 1,350 444 8,300 SH x x 49 8,300 AstraZeneca Group PLC - ADR Common Stocks 046353108 327 4,300 SH x x 20 4,300 1,766 36,600 SH x 32 36,600 1,293 26,800 SH x x 48 26,800 Asyst Technologies, Inc. Common Stocks 04648X107 29 2,200 SH x x 33 2,200 Atlas Air, Inc. Common Stocks 049164106 111 2,800 SH x x 26 2,800 66 2,330 SH x x 33 2,330 Atmel Corp. Common Stocks 049513104 1,632 163,920 SH x x 24 163,920 74 4,800 SH x x 26 4,800 2,596 264,600 SH x x 29 264,600 6,471 659,426 SH x 32 659,426 293 29,900 SH x x 33 29,900 Atmos Energy Corp. Common Stocks 049560105 112 3,000 SH x x 26 3,000 129 5,410 SH x x 33 5,410 Atwood Oceanics, Inc. Common Stocks 050095108 31 760 SH x x 33 760 Audiovox Corp. Class A Common Stocks 050757103 172 22,400 SH x 32 22,400 37 4,800 SH x x 49 4,800 Aurora Biosciences Corp. Common Stocks 051920106 56 3,150 SH x x 33 3,150 Autodesk, Inc. Common Stocks 052769106 1,888 58,100 SH x x 23 58,100 871 28,220 SH x x 24 28,220 1,512 49,200 SH x x 26 49,200 55 1,800 SH x x 28 1,800 2,815 92,100 SH x x 29 92,100 11,457 374,880 SH x 32 374,880 28 900 SH x x 33 900 49 1,940 SH x x 40 1,940 Autoliv, Inc. Common Stocks 052800109 1,464 93,600 SH x x 28 93,600 4,475 286,142 SH x 32 286,142 59 4,030 SH x x 40 4,030 Automatic Data Processing, Inc. Common Stocks 053015103 4,627 80,500 SH x x 10 80,500 4,843 89,500 SH x x 11 89,500 1,992 32,900 SH x x 26 32,900 609 11,200 SH x x 28 11,200 17,139 315,174 SH x 32 315,174 3,529 64,894 SH x x 42 64,894 AutoNation, Inc. Common Stocks 05329W102 2,795 310,600 SH x x 10 310,600 72 5,100 SH x x 26 5,100
419 46,600 SH x x 28 46,600 3,480 386,665 SH x 32 386,665 341 37,900 SH x x 33 37,900 AutoZone, Inc. Common Stocks 053332102 3,119 111,300 SH x x 3 111,300 7,893 269,590 SH x x 24 269,590 243 6,500 SH x x 26 6,500 45 1,600 SH x x 28 1,600 11,332 404,411 SH x 32 404,411 478 17,370 SH x x 40 17,370 Avalonbay Communities, Inc. Common Stocks 053484101 13,940 304,300 SH x x 2 304,300 9,466 206,630 SH x x 25 206,630 390 5,690 SH x x 26 5,690 245 5,349 SH x 32 5,349 307 6,700 SH x x 33 6,700 9,977 217,800 SH x x 44 217,800 Avant! Corp. Common Stocks 053487104 767 44,500 SH x x 26 44,500 692 40,100 SH x 32 40,100 99 5,760 SH x x 33 5,760 Avanex Corp. New Common Stocks 05348W109 1 110 SH x 32 110 Avaya, Inc. Common Stocks 053499109 336 26,399 SH x x 11 26,399 0 1 SH x x 19 1 1,196 90,560 SH x x 24 90,560 360 27,700 SH x x 28 27,700 2,541 195,460 SH x 32 195,460 Avery Dennison Corp. Common Stocks 053611109 72 1,110 SH x x 24 1,110 134 2,581 SH x 32 2,581 Avid Technology, Inc. Common Stocks 05367P100 46 2,200 SH x x 26 2,200 632 47,236 SH x 32 47,236 73 6,119 SH x x 40 6,119 54 4,000 SH x x 54 4,000 Avigen, Inc. Common Stocks 053690103 15 1,200 SH x x 33 1,200 Avista Corp. Common Stocks 05379B107 1,739 98,700 SH x x 10 98,700 340 19,300 SH x x 26 19,300 2,754 156,300 SH x 32 156,300 99 5,600 SH x x 33 5,600 Avnet, Inc. Common Stocks 053807103 2,380 116,100 SH x x 3 116,100 2,798 136,500 SH x x 8 136,500 2,202 107,400 SH x x 10 107,400 181 7,000 SH x x 26 7,000 6,669 325,330 SH x 32 325,330 244 11,900 SH x x 33 11,900 Avocent Corp. Common Stocks 053893103 98 5,100 SH x x 12 5,100 12 545 SH x x 26 545 1,538 70,500 SH x 32 70,500 100 4,600 SH x x 33 4,600 1,014 46,500 SH x x 51 46,500 Avon Products, Inc. Common Stocks 054303102 1,227 30,000 SH x x 26 30,000 716 17,900 SH x x 28 17,900 2,943 73,600 SH x x 29 73,600
10,426 260,713 SH x 32 260,713 AXA - ADR Common Stocks 054536107 0 1 SH x x 24 1 0 1 SH x 32 1 Aware, Inc. Common Stocks 05453N100 13 1,300 SH x x 33 1,300 Axcelis Technologies, Inc. New Common Stocks 054540109 0 0 SH x x 11 15 1,311 SH x 32 1,311 Axsys Technologies, Inc. Common Stocks 054615109 442 14,575 SH x x 19 14,575 1,013 52,615 SH x 32 52,615 Aztar Corp. Common Stocks 054802103 802 75,600 SH x x 10 75,600 385 34,100 SH x x 26 34,100 1,468 138,400 SH x 32 138,400 41 3,860 SH x x 40 3,860 BB&T Corp. Common Stocks 054937107 3,446 87,730 SH x x 24 87,730 151 4,300 SH x x 28 4,300 5,161 146,746 SH x 32 146,746 BEI Technologies, Inc. Common Stocks 05538P104 1,208 76,100 SH x 32 76,100 260 16,400 SH x x 49 16,400 BHC Communications, Inc. Class A Common Stocks 055448104 64 530 SH x x 24 530 13 108 SH x 32 108 BISYS Group, Inc. Common Stocks 055472104 441 9,100 SH x x 12 9,100 61 1,200 SH x x 26 1,200 13,622 254,914 SH x 32 254,914 354 6,620 SH x x 33 6,620 1,796 33,600 SH x x 47 33,600 6,215 116,300 SH x x 51 116,300 BJ Services Co. Common Stocks 055482103 153 2,300 SH x x 12 2,300 658 8,660 SH x x 24 8,660 750 10,300 SH x x 26 10,300 8,497 119,340 SH x 32 119,340 2,115 26,600 SH x x 45 26,600 2,115 29,700 SH x x 51 29,700 BJ's Wholesale Club, Inc. Common Stocks 05548J106 249 5,200 SH x x 21 5,200 236 3,700 SH x x 26 3,700 1,201 25,104 SH x 32 25,104 72 1,500 SH x x 33 1,500 BOK Financial Corp. Common Stocks 05561Q201 34 1,400 SH x x 26 1,400 201 8,200 SH x 32 8,200 20 800 SH x x 33 800 BRE Properties, Inc. Common Stocks 05564E106 57 1,242 SH x x 26 1,242 118 4,059 SH x 32 4,059 139 4,800 SH x x 33 4,800 BMC Software, Inc. Common Stocks 055921100 1,702 78,530 SH x x 24 78,530 103 4,800 SH x x 26 4,800 2,563 119,200 SH x x 29 119,200 6,548 304,560 SH x 32 304,560 Bacou USA, Inc. Common Stocks 056439102 234 9,200 SH x x 26 9,200 150 5,900 SH x 32 5,900 12 460 SH x x 33 460 9 360 SH x x 40 360
Baker Hughes, Inc. Common Stocks 057224107 574 15,900 SH x x 11 15,900 3,296 83,780 SH x x 24 83,780 251 4,400 SH x x 26 4,400 29 800 SH x x 28 800 9,373 258,132 SH x 32 258,132 3,209 79,200 SH x x 45 79,200 1,017 28,000 SH x x 55 28,000 Ball Corp. Common Stocks 058498106 1,142 23,400 SH x x 23 23,400 43 600 SH x x 26 600 963 21,000 SH x 32 21,000 Banco Bilbao Vizcaya International - ADR Preferred Stocks 059456103 260 10,000 SH x x 14 10,000 BancFirst Corp. Common Stocks 05945F103 118 2,200 SH x x 26 2,200 130 3,300 SH x 32 3,300 Banco de A. Edwards Series A - ADR Common Stocks 059504100 127 8,209 SH x 32 8,209 220 12,644 SH x x 36 12,644 Banco Santander Chile Series A - ADR Common Stocks 05965F108 53 3,300 SH x 32 3,300 45 2,800 SH x x 34 2,800 Banco Santiago - ADR Common Stocks 05965L105 85 3,400 SH x x 36 3,400 BancorpSouth, Inc. Common Stocks 059692103 60 2,600 SH x x 26 2,600 15 1,030 SH x x 40 1,030 BancWest Corp. Common Stocks 059790105 581 24,200 SH x x 10 24,200 672 28,000 SH x x 21 28,000 110 4,030 SH x x 24 4,030 1,411 54,900 SH x x 26 54,900 3,207 133,640 SH x 32 133,640 278 11,600 SH x x 33 11,600 Bandag, Inc. Common Stocks 059815100 116 3,700 SH x x 24 3,700 123 3,100 SH x x 26 3,100 323 12,060 SH x 32 12,060 27 1,000 SH x x 33 1,000 Bank of America Corp. Common Stocks 060505104 2,731 44,200 SH x x 4 44,200 10,323 188,546 SH x x 8 188,546 6,153 104,458 SH x x 10 104,458 4,610 84,200 SH x x 11 84,200 481 6,600 SH x x 13 6,600 5,683 103,800 SH x x 19 103,800 29,840 513,532 SH x x 24 513,532 334 6,100 SH x x 26 6,100 5,634 102,900 SH x x 28 102,900 68,141 1,244,593 SH x 32 1,244,593 1,007 18,400 SH x x 55 18,400 Bank of Granite Corp. Common Stocks 062401104 194 9,200 SH x x 26 9,200 199 9,400 SH x 32 9,400 23 1,100 SH x x 33 1,100 Bank of New York Co., Inc. Common Stocks 064057102 1,723 35,000 SH x x 8 35,000 4,458 87,500 SH x x 10 87,500 4,532 80,420 SH x x 24 80,420 5,264 100,400 SH x x 26 100,400 1,448 29,400 SH x x 28 29,400
22,270 452,273 SH x 32 452,273 2,134 38,800 SH x x 45 38,800 Bank One Corp. Common Stocks 06423A103 13,857 385,100 SH x x 11 385,100 5,602 135,470 SH x x 24 135,470 3,839 106,100 SH x x 28 106,100 18,495 511,206 SH x 32 511,206 Banknorth Group, Inc. Common Stocks 06646R107 3,260 164,000 SH x x 3 164,000 411 20,680 SH x x 10 20,680 18 900 SH x x 11 900 4,204 211,541 SH x 32 211,541 Banta Corp. Common Stocks 066821109 3,104 128,000 SH x x 3 128,000 947 37,030 SH x x 24 37,030 93 3,000 SH x x 26 3,000 4,534 186,960 SH x 32 186,960 68 2,800 SH x x 33 2,800 98 4,030 SH x x 40 4,030 Bard (C.R.), Inc. Common Stocks 067383109 2,633 58,000 SH x x 3 58,000 3,387 74,600 SH x x 10 74,600 4,516 100,500 SH x x 11 100,500 97 1,810 SH x x 24 1,810 152 2,700 SH x x 26 2,700 4,464 98,320 SH x 32 98,320 58 1,370 SH x x 40 1,370 Barnes & Noble, Inc. Common Stocks 067774109 64 1,700 SH x x 26 1,700 112 4,700 SH x 32 4,700 110 4,600 SH x x 33 4,600 Barnes Group, Inc. Common Stocks 067806109 100 5,300 SH x x 26 5,300 163 8,600 SH x 32 8,600 23 1,200 SH x x 33 1,200 19 1,030 SH x x 40 1,030 Barrick Gold Corp. Common Stocks 067901108 280 17,250 SH x x 24 17,250 2,618 183,235 SH x 32 183,235 1,608 112,520 SH x x 48 112,520 Barr Laboratories, Inc. Common Stocks 068306109 595 10,400 SH x x 10 10,400 305 5,400 SH x x 26 5,400 549 9,600 SH x 32 9,600 BARRA, Inc. Common Stocks 068313105 841 14,800 SH x x 10 14,800 3,867 67,450 SH x x 23 67,450 224 3,150 SH x x 26 3,150 3,810 70,550 SH x 32 70,550 130 2,410 SH x x 33 2,410 Barrett Resources Corp. Common Stocks 068480201 3,621 60,300 SH x 32 60,300 431 7,180 SH x x 33 7,180 949 15,800 SH x x 47 15,800 1,814 30,200 SH x x 51 30,200 Bausch & Lomb, Inc. Common Stocks 071707103 7 120 SH x x 24 120 23 500 SH x x 28 500 507 11,099 SH x 32 11,099 753 16,500 SH x x 50 16,500
Baxter International, Inc. Common Stocks 071813109 1,506 16,000 SH x x 8 16,000 1,408 15,000 SH x x 11 15,000 5,583 59,300 SH x x 19 59,300 529 4,880 SH x x 24 4,880 1,455 15,000 SH x x 26 15,000 1,516 16,100 SH x x 28 16,100 54,955 583,757 SH x 32 583,757 3,896 41,384 SH x x 42 41,384 5,549 52,800 SH x x 45 52,800 6,084 56,320 SH x x 46 56,320 Bay View Capital Corp. Common Stocks 07262L101 194 40,900 SH x x 10 40,900 296 62,400 SH x 32 62,400 9 1,900 SH x x 33 1,900 17 4,200 SH x x 40 4,200 BBV Banco BHIF - ADR Common Stocks 073297103 682 40,100 SH x x 28 40,100 619 39,800 SH x 32 39,800 BE Aerospace, Inc. Common Stocks 073302101 29 1,600 SH x x 54 1,600 BEA Systems, Inc. Common Stocks 073325102 86 3,500 SH x x 1 3,500 1,478 50,300 SH x x 8 50,300 1,355 43,600 SH x x 10 43,600 1,892 69,000 SH x x 11 69,000 134 3,200 SH x x 26 3,200 4,578 155,832 SH x 32 155,832 358 12,200 SH x x 33 12,200 200 5,200 SH x x 43 5,200 1,728 52,700 SH x x 45 52,700 Bear Stearns Companies, Inc. (The) Common Stocks 073902108 3,263 71,333 SH x x 3 71,333 176 3,800 SH x x 4 3,800 1,437 31,412 SH x x 10 31,412 111 2,600 SH x x 11 2,600 299 5,710 SH x x 24 5,710 4,089 89,392 SH x 32 89,392 Bebe Stores, Inc. Common Stocks 075571109 16 710 SH x x 33 710 Beckman Coulter, Inc. Common Stocks 075811109 866 21,000 SH x x 26 21,000 586 15,000 SH x x 28 15,000 2,775 70,980 SH x 32 70,980 Becton, Dickinson & Co. Common Stocks 075887109 1,261 35,700 SH x x 10 35,700 3,374 96,100 SH x x 11 96,100 2,677 75,800 SH x x 19 75,800 2,161 53,450 SH x x 24 53,450 352 8,600 SH x x 26 8,600 692 19,600 SH x x 28 19,600 15,284 432,720 SH x 32 432,720 872 24,700 SH x x 55 24,700 Bed Bath & Beyond, Inc. Common Stocks 075896100 5,094 207,398 SH x 32 207,398 2,758 100,800 SH x x 45 100,800 Bedford Property Investors, Inc. Common Stocks 076446301 520 27,700 SH x x 10 27,700 238 12,688 SH x x 26 12,688 1,978 105,430 SH x 32 105,430
30 1,600 SH x x 40 1,600 Bel Fuse, Inc. Class A Common Stocks 077347201 417 18,000 SH x 32 18,000 104 4,500 SH x x 49 4,500 Belco Oil & Gas Corp. Common Stocks 077410108 37 4,200 SH x x 54 4,200 Belden, Inc. Common Stocks 077459105 118 4,400 SH x x 26 4,400 166 8,300 SH x 32 8,300 55 2,730 SH x x 33 2,730 14 770 SH x x 40 770 BellSouth Corp. Common Stocks 079860102 420 10,300 SH x x 4 10,300 982 23,988 SH x x 8 23,988 7,082 173,400 SH x x 11 173,400 1,162 28,400 SH x x 19 28,400 28,460 657,731 SH x x 24 657,731 5,564 133,100 SH x x 26 133,100 3,159 77,200 SH x x 28 77,200 40,055 978,871 SH x 32 978,871 Belo (A.H.) Corp. Class A Common Stocks 080555105 1,466 89,200 SH x x 26 89,200 1,589 96,449 SH x 32 96,449 214 13,000 SH x x 33 13,000 Bemis Co., Inc. Common Stocks 081437105 378 10,100 SH x x 26 10,100 154 4,663 SH x 32 4,663 Bergen Brunswig Corp. Class A Common Stocks 083739102 5,364 317,100 SH x x 10 317,100 1,372 77,700 SH x x 23 77,700 1,923 114,700 SH x x 26 114,700 8,687 523,300 SH x 32 523,300 327 19,700 SH x x 33 19,700 325 19,600 SH x x 49 19,600 Berkley (W.R.) Corp. Common Stocks 084423102 203 4,500 SH x 32 4,500 41 929 SH x x 40 929 Berkshire Bancorp, Inc. Common Stocks 084597103 17 570 SH x 32 570 Berry Petroleum Co. Class A Common Stocks 085789105 22 1,700 SH x x 33 1,700 Best Buy Co. Common Stocks 086516101 5,524 151,290 SH x x 24 151,290 47 1,300 SH x x 26 1,300 9,492 263,967 SH x 32 263,967 4,346 108,300 SH x x 45 108,300 Beverly Enterprises, Inc. New Common Stocks 087851309 3,608 451,000 SH x 32 451,000 102 12,800 SH x x 33 12,800 BHP, Ltd. - ADR Common Stocks 088606108 817 26,900 SH x x 20 26,900 1,298 67,300 SH x 32 67,300 BindView Development Corp. Common Stocks 090327107 24 8,900 SH x x 12 8,900 483 156,200 SH x 32 156,200 318 102,700 SH x x 51 102,700 Bio-Rad Laboratories, Inc. Class A Common Stocks 090572207 171 4,400 SH x x 26 4,400 362 10,060 SH x 32 10,060 27 770 SH x x 40 770 Bio-Technology General Corp. Common Stocks 090578105 39 6,200 SH x x 33 6,200 Biogen, Inc. Common Stocks 090597105 462 7,300 SH x x 21 7,300 491 7,700 SH x x 24 7,700 1,198 18,924 SH x 32 18,924
336 5,300 SH x x 38 5,300 2,355 37,200 SH x x 55 37,200 Biomet, Inc. Common Stocks 090613100 1,375 34,900 SH x x 21 34,900 87 1,400 SH x x 26 1,400 4,555 115,631 SH x 32 115,631 1,671 38,000 SH x x 45 38,000 BioMarin Pharmaceutical, Inc. Common Stocks 09061G101 12 1,600 SH x x 33 1,600 Biopure Corp. New Common Stocks 09065H105 8 580 SH x x 33 580 BioSource International, Inc. Common Stocks 09066H104 224 22,047 SH x x 19 22,047 450 69,576 SH x 32 69,576 Biovail Corp. Common Stocks 09067J109 966 26,724 SH x 32 26,724 706 19,532 SH x x 48 19,532 Biosite Diagnostics, Inc. Common Stocks 090945106 160 4,270 SH x 32 4,270 38 1,130 SH x x 40 1,130 Black & Decker Corp. Common Stocks 091797100 69 1,900 SH x x 11 1,900 1,889 51,400 SH x x 19 51,400 64 1,100 SH x x 26 1,100 176 4,800 SH x x 28 4,800 5,446 148,180 SH x 32 148,180 Black Box Corp. Common Stocks 091826107 26 600 SH x x 26 600 102 2,300 SH x x 33 2,300 Black Hills Corp. Common Stocks 092113109 101 2,200 SH x x 10 2,200 82 1,800 SH x x 33 1,800 BlackRock, Inc. New Common Stocks 09247X101 1,015 28,200 SH x x 10 28,200 1,084 30,100 SH x 32 30,100 Block (H&R), Inc. Common Stocks 093671105 35 700 SH x x 28 700 135 2,702 SH x 32 2,702 Blockbuster Entertainment Corp. Common Stocks 093679108 100 6,700 SH x x 10 6,700 7 460 SH x 32 460 31 2,100 SH x x 33 2,100 Blyth Industries, Inc. Common Stocks 09643P108 110 4,780 SH x x 33 4,780 Bob Evans Farms, Inc. Common Stocks 096761101 71 4,000 SH x x 33 4,000 Boca Resorts, Inc. Class A Common Stocks 09688T106 57 3,100 SH x x 26 3,100 Boeing Co. (The) Common Stocks 097023105 5,697 95,000 SH x x 4 95,000 7,738 138,900 SH x x 8 138,900 7,548 127,400 SH x x 10 127,400 5,207 93,800 SH x x 11 93,800 676 9,100 SH x x 13 9,100 15,429 257,460 SH x x 24 257,460 3,895 63,200 SH x x 26 63,200 3,060 54,920 SH x x 28 54,920 3,404 61,100 SH x x 29 61,100 75,972 1,363,705 SH x 32 1,363,705 6,715 120,538 SH x x 42 120,538 3,289 52,900 SH x x 45 52,900 1,961 35,200 SH x x 55 35,200 Boise Cascade Corp. Common Stocks 097383103 3 100 SH x x 24 100 24 800 SH x x 26 800 24 760 SH x 32 760
Bon-Ton Stores, Inc. (The) Common Stocks 09776J101 36 12,000 SH x x 54 12,000 Borders Group, Inc. Common Stocks 099709107 146 8,700 SH x x 33 8,700 Borg-Warner Automotive, Inc. Common Stocks 099724106 218 3,449 SH x x 19 3,449 482 12,034 SH x 32 12,034 104 2,600 SH x x 33 2,600 Boston Properties, Inc. Common Stocks 101121101 11,181 290,800 SH x x 2 290,800 11,045 287,250 SH x x 25 287,250 109 2,105 SH x x 26 2,105 3,107 80,810 SH x 32 80,810 17,802 463,000 SH x x 44 463,000 Boston Scientific Corp. Common Stocks 101137107 1,355 67,600 SH x x 11 67,600 10,899 526,770 SH x x 24 526,770 52 2,600 SH x x 28 2,600 5,259 260,586 SH x 32 260,586 1,840 91,200 SH x x 55 91,200 BostonFed Bancorp, Inc. Common Stocks 101178101 32 1,400 SH x 32 1,400 Bowater, Inc. Common Stocks 102183100 574 10,580 SH x x 24 10,580 1,257 25,500 SH x x 26 25,500 2,548 53,750 SH x 32 53,750 112 2,540 SH x x 40 2,540 Bowne & Co., Inc. Common Stocks 103043105 659 59,800 SH x x 26 59,800 840 76,000 SH x 32 76,000 Boykin Lodging Co. Common Stocks 103430104 245 22,100 SH x x 10 22,100 153 13,809 SH x x 26 13,809 536 48,268 SH x 32 48,268 14 1,290 SH x x 40 1,290 Brady Corp. Class A Common Stocks 104674106 81 2,400 SH x x 33 2,400 Brandywine Realty Trust Common Stocks 105368203 1,225 57,900 SH x x 23 57,900 1,037 52,100 SH x 32 52,100 Brasil Telecom Participacoes SA - ADR Common Stocks 105530109 771 19,700 SH x x 9 19,700 296 4,800 SH x x 28 4,800 1,511 38,600 SH x 32 38,600 426 9,900 SH x x 35 9,900 481 10,500 SH x x 36 10,500 Briggs & Stratton Corp. Common Stocks 109043109 207 5,400 SH x x 26 5,400 69 1,800 SH x x 28 1,800 345 9,000 SH x 32 9,000 Brinker International, Inc.Common Stocks 109641100 818 27,550 SH x x 23 27,550 3,847 130,340 SH x x 24 130,340 619 19,250 SH x x 26 19,250 5,251 188,150 SH x 32 188,150 173 6,535 SH x x 40 6,535 Bristol-Myers Squibb Co. Common Stocks 110122108 2,697 45,400 SH x x 8 45,400 12,019 190,830 SH x x 10 190,830 6,111 103,800 SH x x 11 103,800 21,377 342,200 SH x x 24 342,200 6,452 99,500 SH x x 26 99,500 2,299 38,700 SH x x 28 38,700 41,615 700,588 SH x 32 700,588
Broadcom Corp. Class A Common Stocks 111320107 1,638 58,600 SH x x 11 58,600 123 2,500 SH x x 26 2,500 231 8,002 SH x 32 8,002 BroadVision, Inc. Common Stocks 111412102 70 13,060 SH x x 24 13,060 132 24,700 SH x x 28 24,700 26 4,840 SH x 32 4,840 BroadWing, Inc. Common Stocks 111620100 433 22,100 SH x x 4 22,100 1,246 67,500 SH x x 11 67,500 251 15,300 SH x x 12 15,300 5,619 293,420 SH x 32 293,420 3,830 200,000 SH x x 51 200,000 Brocade Communications Systems, Inc. Common Stocks 111621108 538 24,400 SH x x 10 24,400 58 3,300 SH x x 11 3,300 66 2,000 SH x x 26 2,000 511 24,464 SH x 32 24,464 462 22,100 SH x x 33 22,100 Brookfield Properties Corp. Common Stocks 112900105 8,916 535,500 SH x x 2 535,500 2,657 159,600 SH x x 25 159,600 10,283 617,600 SH x x 44 617,600 Brookline Bancorp, Inc. Common Stocks 113739106 131 9,900 SH x x 10 9,900 62 4,700 SH x x 26 4,700 183 13,800 SH x 32 13,800 Brooks Automation, Inc. Common Stocks 11434A100 353 5,637 SH x x 19 5,637 801 20,159 SH x 32 20,159 Brown & Brown, Inc. Common Stocks 115236101 140 4,100 SH x x 33 4,100 Brown-Forman Corp. Class B Common Stocks 115637209 195 2,000 SH x x 26 2,000 39 626 SH x 32 626 Brown (Tom), Inc. Common Stocks 115660201 2,904 88,000 SH x 32 88,000 132 4,000 SH x x 33 4,000 3,112 94,300 SH x x 47 94,300 Brown Shoe Co., Inc. Common Stocks 115736100 1,469 78,000 SH x x 26 78,000 2,305 122,300 SH x 32 122,300 14 750 SH x x 40 750 Brunswick Corp. Common Stocks 117043109 1,444 69,200 SH x x 23 69,200 1,590 75,770 SH x x 24 75,770 785 37,600 SH x x 26 37,600 4,610 234,865 SH x 32 234,865 125 6,600 SH x x 40 6,600 Brush Engineered Materials, Inc. Common Stocks 117421107 197 9,700 SH x x 26 9,700 380 20,400 SH x 32 20,400 24 1,300 SH x x 33 1,300 Buca, Inc. Common Stocks 117769109 1,499 80,500 SH x 32 80,500 26 1,400 SH x x 33 1,400 BSQUARE Corp. New Common Stocks 11776U102 143 12,900 SH x 32 12,900 24 2,140 SH x x 33 2,140 Buckeye Technologies, Inc. Common Stocks 118255108 170 13,100 SH x x 26 13,100 199 17,290 SH x 32 17,290 16 1,400 SH x x 33 1,400 10 940 SH x x 40 940
Buckle, Inc. (The) Common Stocks 118440106 11 600 SH x x 33 600 Building Materials Holding Corp. Common Stocks 120113105 1,367 139,800 SH x 32 139,800 Burlington Coat Factory Warehouse Corp. Common Stocks 121579106 56 1,800 SH x x 26 1,800 26 1,300 SH x x 33 1,300 Burlington Northern Santa Fe Corp. Common Stocks 12189T104 6,648 219,500 SH x x 11 219,500 7,593 231,820 SH x x 24 231,820 1,683 55,390 SH x x 28 55,390 11,888 391,297 SH x 32 391,297 Burlington Resources, Inc. Common Stocks 122014103 1,422 27,750 SH x x 24 27,750 1,302 29,100 SH x x 28 29,100 5,598 125,092 SH x 32 125,092 Burnham Pacific Properties, Inc. Common Stocks 12232C108 296 61,800 SH x x 10 61,800 217 45,400 SH x 32 45,400 Business Objects SA - ADR Common Stocks 12328X107 1,541 49,900 SH x 32 49,900 1,014 32,850 SH x x 51 32,850 C&D Technologies, Inc. Common Stocks 124661109 2,086 71,000 SH x x 10 71,000 1,094 37,300 SH x x 23 37,300 210 6,300 SH x x 26 6,300 3,111 112,700 SH x 32 112,700 116 4,200 SH x x 33 4,200 52 2,110 SH x x 40 2,110 CBL & Associates Properties, Inc. Common Stocks 124830100 2,093 78,700 SH x x 2 78,700 726 27,300 SH x x 10 27,300 2,292 86,170 SH x 32 86,170 78 2,927 SH x x 40 2,927 263 9,900 SH x x 49 9,900 CB Richard Ellis Services Common Stocks 12489L108 27 1,800 SH x 32 1,800 23 1,500 SH x x 33 1,500 CBRL Group, Inc. Common Stocks 12489V106 1,339 73,600 SH x x 10 73,600 106 3,700 SH x x 26 3,700 1,340 73,700 SH x 32 73,700 120 6,600 SH x x 33 6,600 C-COR Electronics, Inc. Common Stocks 125010108 13 1,900 SH x x 33 1,900 C-Cube Microsystems, Inc. New Common Stocks 12501N108 41 3,300 SH x x 33 3,300 CDI Corp. Common Stocks 125071100 30 2,300 SH x x 26 2,300 83 6,400 SH x 32 6,400 CDW Computer Centers, Inc. Common Stocks 125129106 207 6,400 SH x x 26 6,400 21 678 SH x 32 678 CEC Entertainment, Inc. Common Stocks 125137109 1,872 42,200 SH x x 21 42,200 90 1,450 SH x x 26 1,450 2,480 55,925 SH x 32 55,925 177 4,000 SH x x 33 4,000 CH Energy Group, Inc. Common Stocks 12541M102 633 14,300 SH x x 10 14,300 1,440 30,600 SH x x 23 30,600 221 3,500 SH x x 26 3,500 2,173 49,100 SH x 32 49,100 84 1,900 SH x x 33 1,900 C.H. Robinson Worldwide, Inc. Common Stocks 12541W100 2,332 86,000 SH x x 11 86,000 2,111 77,100 SH x 32 77,100
96 3,500 SH x x 33 3,500 CIGNA Corp. Common Stocks 125509109 7,183 63,000 SH x x 4 63,000 6,280 58,700 SH x x 11 58,700 760 5,300 SH x x 13 5,300 3,302 27,120 SH x x 24 27,120 4,056 37,100 SH x x 26 37,100 1,771 16,500 SH x x 28 16,500 3,543 33,000 SH x x 29 33,000 40,758 379,641 SH x 32 379,641 4,666 37,870 SH x x 46 37,870 2,856 26,600 SH x x 55 26,600 CIT Group, Inc. Common Stocks 125577106 1,579 55,500 SH x x 1 55,500 7,227 251,100 SH x x 11 251,100 559 16,970 SH x x 24 16,970 4,755 164,661 SH x 32 164,661 Cleco Corp. Common Stocks 12561W105 550 12,100 SH x x 10 12,100 146 2,400 SH x x 26 2,400 554 12,200 SH x 32 12,200 118 2,600 SH x x 33 2,600 CMGI, Inc. Common Stocks 125750109 43 17,000 SH x x 24 17,000 11 4,266 SH x 32 4,266 CMS Energy Corp. Common Stocks 125896100 269 9,100 SH x x 10 9,100 2,356 79,600 SH x x 11 79,600 1,104 37,300 SH x x 21 37,300 317 10,700 SH x x 28 10,700 1,738 58,747 SH x 32 58,747 CNA Financial Corp. Common Stocks 126117100 1,033 29,500 SH x x 8 29,500 1,190 31,240 SH x x 10 31,240 33 600 SH x x 26 600 1,135 32,423 SH x 32 32,423 95 2,700 SH x x 33 2,700 CNF Transportation, Inc. Common Stocks 12612W104 4 90 SH x x 24 90 20 700 SH x x 26 700 95 3,300 SH x 32 3,300 182 6,300 SH x x 33 6,300 CNET Networks, Inc. Common Stocks 12613R104 33 2,920 SH x x 24 2,920 60 4,400 SH x x 26 4,400 141 12,560 SH x 32 12,560 88 7,900 SH x x 33 7,900 3 340 SH x x 40 340 CSG Systems International, Inc. Common Stocks 126349109 503 12,220 SH x x 24 12,220 59 1,500 SH x x 26 1,500 1,947 47,278 SH x 32 47,278 210 5,100 SH x x 33 5,100 CSX Corp. Common Stocks 126408103 30 900 SH x x 28 900 109 3,247 SH x 32 3,247 CT Communications, Inc. Common Stocks 126426402 52 4,100 SH x x 26 4,100 88 6,900 SH x 32 6,900 CTS Corp. Common Stocks 126501105 339 10,368 SH x x 19 10,368
817 39,392 SH x 32 39,392 CUNO, Inc. Common Stocks 126583103 139 4,800 SH x x 26 4,800 116 4,000 SH x 32 4,000 37 1,280 SH x x 33 1,280 CVS Corp. Common Stocks 126650100 1,228 21,000 SH x x 8 21,000 77 1,120 SH x x 24 1,120 76 1,300 SH x x 26 1,300 708 12,100 SH x x 28 12,100 20,954 358,253 SH x 32 358,253 5,006 76,700 SH x x 45 76,700 5,473 81,390 SH x x 46 81,390 Cablevision Systems Corp. Class A Common Stocks 12686C109 818 10,160 SH x x 24 10,160 197 2,800 SH x x 26 2,800 1,316 18,698 SH x 32 18,698 267 3,800 SH x x 33 3,800 Cabletron Systems, Inc. Common Stocks 126920107 265 21,000 SH x x 11 21,000 357 24,150 SH x x 24 24,150 237 18,400 SH x x 26 18,400 602 46,656 SH x 32 46,656 22 1,970 SH x x 40 1,970 Cable Design Technologies Corp. Common Stocks 126924109 76 3,600 SH x x 26 3,600 56 4,200 SH x x 33 4,200 7 650 SH x x 40 650 CacheFlow, Inc. New Common Stocks 126946102 4 970 SH x x 24 970 3 640 SH x 32 640 Cabot Corp. Common Stocks 127055101 1,414 44,900 SH x x 8 44,900 283 7,900 SH x x 24 7,900 496 13,900 SH x x 26 13,900 101 3,200 SH x x 28 3,200 3,753 119,135 SH x 32 119,135 268 8,500 SH x x 33 8,500 74 2,347 SH x x 40 2,347 Cabot Industrial Trust Common Stocks 127072106 1,490 76,800 SH x x 25 76,800 17 900 SH x x 26 900 136 7,009 SH x 32 7,009 13 690 SH x x 40 690 7,626 393,100 SH x x 44 393,100 Cabot Oil & Gas Corp. Common Stocks 127097103 55 1,300 SH x x 26 1,300 50 1,850 SH x x 33 1,850 Cabot Microelectronics Corp. New Common Stocks 12709P103 62 897 SH x x 26 897 32 720 SH x x 33 720 CACI International, Inc. Class A Common Stocks 127190304 710 26,300 SH x x 26 26,300 986 36,500 SH x 32 36,500 23 850 SH x x 33 850 Cadence Design Systems, Inc. Common Stocks 127387108 2,482 130,980 SH x x 24 130,980 737 37,600 SH x x 26 37,600 5,992 324,067 SH x 32 324,067 425 23,000 SH x x 33 23,000 69 4,120 SH x x 40 4,120
1,957 94,800 SH x x 45 94,800 Calgon Carbon Corp. Common Stocks 129603106 3,921 524,250 SH x 32 524,250 19 2,600 SH x x 33 2,600 2,424 324,000 SH x x 50 324,000 California Water Service Group Common Stocks 130788102 29 1,000 SH x x 33 1,000 Caliper Technologies Corp. Common Stocks 130876105 62 4,100 SH x x 12 4,100 1,295 80,300 SH x 32 80,300 888 55,100 SH x x 51 55,100 Callaway Golf Co. Common Stocks 131193104 2,375 105,400 SH x x 24 105,400 287 12,900 SH x x 26 12,900 1,124 50,600 SH x 32 50,600 164 7,400 SH x x 33 7,400 Calpine Corp. Common Stocks 131347106 1,740 31,600 SH x x 8 31,600 7,556 128,260 SH x x 10 128,260 381 4,400 SH x x 26 4,400 36,438 661,671 SH x 32 661,671 3,683 66,881 SH x x 42 66,881 7,315 119,000 SH x x 45 119,000 3,464 54,770 SH x x 46 54,770 Cambrex Corp. Common Stocks 132011107 470 7,186 SH x x 19 7,186 1,384 33,316 SH x 32 33,316 100 2,460 SH x x 40 2,460 Camden Property Trust Common Stocks 133131102 6,897 207,429 SH x x 25 207,429 68 1,300 SH x x 26 1,300 159 4,792 SH x 32 4,792 34 1,030 SH x x 40 1,030 Campbell Soup Co. Common Stocks 134429109 440 14,900 SH x x 4 14,900 1,860 54,380 SH x x 24 54,380 28 600 SH x x 26 600 170 5,700 SH x x 28 5,700 2,751 92,103 SH x 32 92,103 Canadian Pacific, Ltd. New Common Stocks 135923100 13 350 SH x x 16 350 19 510 SH x 32 510 Canadian Imperial Bank of Commerce Common Stocks 136069101 270 5,700 SH x x 22 5,700 209 4,400 SH x x 28 4,400 Canadian National Railway Co. Common Stocks 136375102 1,717 40,525 SH x x 4 40,525 236 4,900 SH x x 13 4,900 3,778 100,300 SH x 32 100,300 Canadian National Railway Co. (conv.) Common Stocks 136375409 68 800 SH x x 13 800 Capital Automotive Common Stocks 139733109 491 30,700 SH x x 10 30,700 411 22,700 SH x x 26 22,700 807 50,461 SH x 32 50,461 Capital One Financial Corp. Common Stocks 14040H105 297 3,400 SH x x 10 3,400 10,097 182,700 SH x x 11 182,700 84 1,340 SH x x 24 1,340 61 700 SH x x 26 700 2,930 52,800 SH x x 29 52,800 9,052 163,103 SH x 32 163,103 Capitol Federal Financial Common Stocks 14057C106 397 24,900 SH x x 10 24,900
567 31,900 SH x x 26 31,900 806 50,600 SH x 32 50,600 Capstead Mortgage Corp. Common Stocks 14067E407 309 19,200 SH x x 26 19,200 202 15,120 SH x 32 15,120 Caraustar Industries, Inc. Common Stocks 140909102 18 2,200 SH x x 33 2,200 Cardinal Health, Inc. Common Stocks 14149Y108 4,974 51,415 SH x x 8 51,415 5,140 49,800 SH x x 10 49,800 455 4,900 SH x x 11 4,900 4,034 41,700 SH x x 19 41,700 10 101 SH x x 24 101 1,489 12,900 SH x x 26 12,900 40,178 415,281 SH x 32 415,281 6,286 58,200 SH x x 45 58,200 4,842 43,610 SH x x 46 43,610 Career Education Corp. Common Stocks 141665109 2,697 52,700 SH x x 10 52,700 635 12,300 SH x x 26 12,300 3,688 73,400 SH x 32 73,400 Caremark Rx, Inc. Common Stocks 141705103 1,167 84,600 SH x x 10 84,600 168 13,400 SH x x 12 13,400 2,189 167,900 SH x x 21 167,900 132 7,100 SH x x 26 7,100 10,174 780,200 SH x 32 780,200 567 43,450 SH x x 33 43,450 3,985 305,600 SH x x 47 305,600 2,041 156,500 SH x x 51 156,500 Carnival Corp. Common Stocks 143658102 5 140 SH x x 24 140 30 700 SH x x 26 700 155 5,600 SH x x 28 5,600 3,000 108,410 SH x 32 108,410 1,654 53,700 SH x x 45 53,700 Carpenter Technology Corp. Common Stocks 144285103 609 21,800 SH x x 26 21,800 785 28,000 SH x 32 28,000 59 2,100 SH x x 33 2,100 6 210 SH x x 40 210 CarrAmerica Realty Corp. Common Stocks 144418100 5,880 206,100 SH x x 25 206,100 117 2,905 SH x x 26 2,905 124 4,331 SH x 32 4,331 Carreker Corp. Common Stocks 144433109 36 2,000 SH x x 26 2,000 118 6,200 SH x 32 6,200 Carter-Wallace, Inc. Common Stocks 146285101 988 38,800 SH x x 26 38,800 1,221 49,000 SH x 32 49,000 Cascade Natural Gas Corp. Common Stocks 147339105 193 9,500 SH x x 10 9,500 489 21,800 SH x x 26 21,800 2,721 133,700 SH x 32 133,700 14 700 SH x x 33 700 5 260 SH x x 40 260 417 20,500 SH x x 49 20,500 Casella Waste Systems, Inc. Class A Common Stocks 147448104 52 5,780 SH x 32 5,780 Casey's General Stores, Inc. Common Stocks 147528103 41 2,200 SH x x 26 2,200
2,646 221,650 SH x 32 221,650 68 5,700 SH x x 33 5,700 18 1,540 SH x x 40 1,540 Casino Data Systems Common Stocks 147583108 582 66,250 SH x 32 66,250 Catalina Marketing Corp. Common Stocks 148867104 399 7,786 SH x x 19 7,786 143 3,830 SH x x 24 3,830 32 1,000 SH x x 26 1,000 1,168 35,863 SH x 32 35,863 150 4,600 SH x x 33 4,600 Catalytica Energy Systems, Inc. New Common Stocks 148884109 7 313 SH x x 33 313 Catellus Development Corp. Common Stocks 149111106 200 11,050 SH x x 24 11,050 289 18,380 SH x 32 18,380 238 15,100 SH x x 33 15,100 Caterpillar, Inc. Common Stocks 149123101 3,595 76,200 SH x x 4 76,200 1,669 37,600 SH x x 8 37,600 355 8,000 SH x x 11 8,000 426 7,200 SH x x 13 7,200 1,704 33,540 SH x x 24 33,540 204 4,600 SH x x 26 4,600 351 7,900 SH x x 28 7,900 9,755 219,813 SH x 32 219,813 Cathay Bancorp, Inc. Common Stocks 149150104 1,392 26,900 SH x x 23 26,900 390 7,100 SH x x 26 7,100 1,629 33,500 SH x 32 33,500 Cato Corp. Class A Common Stocks 149205106 273 18,100 SH x x 10 18,100 148 8,400 SH x x 26 8,400 178 11,800 SH x 32 11,800 CellStar Corp. Common Stocks 150925105 44 30,200 SH x x 54 30,200 Celestica, Inc. Common Stocks 15101Q108 1,663 60,300 SH x x 29 60,300 10,442 378,600 SH x 32 378,600 2,165 78,490 SH x x 46 78,490 Celgene Corp. Common Stocks 151020104 36 1,600 SH x x 26 1,600 132 5,290 SH x 32 5,290 Cemex SA de CV 2000 Warrants Common Stocks 151290871 3 1,631 SH x 32 1,631 4 2,149 SH x x 36 2,149 Cemex SA de CV - ADR Common Stocks 151290889 473 21,981 SH x 32 21,981 227 10,569 SH x x 34 10,569 675 27,445 SH x x 36 27,445 Cendant Corp. Common Stocks 151313103 5,449 376,000 SH x x 11 376,000 2,268 140,220 SH x x 24 140,220 290 19,900 SH x x 28 19,900 4,844 332,013 SH x 32 332,013 Centennial Cellular Corp. Class A Common Stocks 15133V208 67 5,600 SH x x 24 5,600 100 9,370 SH x 32 9,370 7 700 SH x x 33 700 CenterPoint Properties Corp. Common Stocks 151895109 140 3,000 SH x 32 3,000 103 2,200 SH x x 33 2,200 Centex Corp. Common Stocks 152312104 7,519 176,500 SH x x 10 176,500 2,085 45,270 SH x x 24 45,270
2,400 53,700 SH x x 26 53,700 162 3,900 SH x x 28 3,900 13,555 325,440 SH x 32 325,440 315 8,010 SH x x 40 8,010 1,308 31,400 SH x x 47 31,400 Centex Construction Products, Inc. Common Stocks 15231R109 20 700 SH x x 26 700 123 4,360 SH x 32 4,360 Central Garden & Pet Co. Common Stocks 153527106 52 3,900 SH x x 26 3,900 92 10,800 SH x 32 10,800 Central Securities Corp. Common Stocks 155123102 1,367 51,300 SH x 32 51,300 Centura Banks, Inc. Common Stocks 15640T100 30 600 SH x 32 600 148 3,000 SH x x 33 3,000 Century Aluminum Co. Common Stocks 156431108 278 17,400 SH x x 26 17,400 285 17,800 SH x 32 17,800 CenturyTel, Inc. Common Stocks 156700106 363 11,110 SH x x 24 11,110 202 5,700 SH x x 26 5,700 1,122 39,023 SH x 32 39,023 25 920 SH x x 40 920 Cephalon, Inc. Common Stocks 156708109 793 16,500 SH x x 21 16,500 87 1,600 SH x x 26 1,600 2,889 60,100 SH x x 29 60,100 7,371 153,370 SH x 32 153,370 Ceridian Corp. Common Stocks 15677T106 263 13,900 SH x x 26 13,900 128 6,900 SH x x 28 6,900 402 21,755 SH x 32 21,755 43 2,300 SH x x 33 2,300 Cerner Corp. Common Stocks 156782104 3,331 94,900 SH x x 10 94,900 750 20,500 SH x x 26 20,500 3,696 107,900 SH x 32 107,900 100 2,920 SH x x 33 2,920 Championship Auto Racing Teams, Inc. Common Stocks 158711101 15 900 SH x x 33 900 Charles River Laboratories International, Inc. Common Stocks 159864107 203 8,600 SH x x 12 8,600 4,121 166,500 SH x 32 166,500 2,708 109,400 SH x x 51 109,400 Charter One Financial, Inc. Common Stocks 160903100 160 5,900 SH x x 11 5,900 2,488 87,915 SH x x 19 87,915 38 1,220 SH x x 24 1,220 593 20,960 SH x x 28 20,960 7,914 279,644 SH x 32 279,644 Charter Municipal Mortgage Acceptance Co. Common Stocks 160908109 97 6,400 SH x x 26 6,400 262 17,200 SH x 32 17,200 Charming Shoppes, Inc. Common Stocks 161133103 3,108 599,150 SH x 32 599,150 56 10,800 SH x x 33 10,800 Charter Communications Holdings, Inc. Common Stocks 16117M107 4,516 199,600 SH x x 3 199,600 1,588 70,200 SH x x 21 70,200 1,357 57,700 SH x x 26 57,700 8,992 397,450 SH x 32 397,450 2,253 99,600 SH x x 47 99,600 Chase Manhattan Corp. Common Stocks 16161A108 2,467 59,300 SH x x 1 59,300
1,136 27,300 SH x x 4 27,300 Chateau Communities, Inc. Common Stocks 161726104 45 1,500 SH x 32 1,500 5 170 SH x x 40 170 Cheap Tickets, Inc. Common Stocks 162672109 442 43,100 SH x x 26 43,100 542 52,900 SH x 32 52,900 CheckFree Corp. Common Stocks 162813109 12 400 SH x x 26 400 25 842 SH x 32 842 233 7,900 SH x x 33 7,900 Checkpoint Systems, Inc. Common Stocks 162825103 26 2,700 SH x x 33 2,700 Cheesecake Factory, Inc. (The) Common Stocks 163072101 324 7,500 SH x x 10 7,500 70 1,200 SH x x 26 1,200 458 12,450 SH x 32 12,450 167 4,530 SH x x 33 4,530 Chelsea GCA Realty, Inc. Common Stocks 163262108 124 2,990 SH x x 40 2,990 Chemed Corp. Common Stocks 163596109 730 21,000 SH x x 10 21,000 38 700 SH x x 26 700 865 24,900 SH x 32 24,900 21 600 SH x x 33 600 ChemFirst, Inc. Common Stocks 16361A106 205 7,700 SH x 32 7,700 32 1,200 SH x x 33 1,200 Chemical Financial Corp. Common Stocks 163731102 18 800 SH x x 33 800 Chesapeake Corp. Common Stocks 165159104 373 16,100 SH x 32 16,100 25 1,100 SH x x 33 1,100 14 600 SH x x 40 600 Chesapeake Energy Corp. Common Stocks 165167107 160 18,130 SH x x 33 18,130 Chevron Corp. Common Stocks 166751107 1,212 12,400 SH x x 1 12,400 458 5,300 SH x x 4 5,300 1,607 18,300 SH x x 8 18,300 27,018 308,600 SH x x 11 308,600 10,702 110,540 SH x x 24 110,540 4,968 56,300 SH x x 26 56,300 3,449 39,280 SH x x 28 39,280 27,047 308,054 SH x 32 308,054 257 3,000 SH x x 43 3,000 Chicos Fas, Inc. Common Stocks 168615102 538 16,400 SH x x 21 16,400 614 18,700 SH x 32 18,700 68 2,070 SH x x 33 2,070 Children's Place Retail Stores, Inc. (The) Common Stocks 168905107 340 9,011 SH x x 19 9,011 934 38,923 SH x 32 38,923 China Mobile, Ltd. - ADR Common Stocks 16941M109 121 5,500 SH x 32 5,500 114 5,200 SH x x 36 5,200 China Unicom, Ltd. - ADR Common Stocks 16945R104 685 63,400 SH x 32 63,400 828 69,300 SH x x 35 69,300 Choice Hotels International, Inc. Common Stocks 169905106 123 9,000 SH x x 33 9,000 Chiron Corp. Common Stocks 170040109 183 3,670 SH x x 24 3,670 340 7,757 SH x 32 7,757 Chittenden Corp. Common Stocks 170228100 93 2,970 SH x x 33 2,970 ChoicePoint, Inc. New Common Stocks 170388102 228 7,000 SH x x 12 7,000 4,614 136,515 SH x 32 136,515
3,017 89,250 SH x x 51 89,250 Chris Craft Industries, Inc. Common Stocks 170520100 145 2,294 SH x 32 2,294 22 352 SH x x 40 352 Chubb Corp. (The) Common Stocks 171232101 1,094 15,100 SH x x 19 15,100 442 4,900 SH x x 26 4,900 1,150 15,870 SH x x 28 15,870 6,889 95,101 SH x 32 95,101 2,695 37,200 SH x x 55 37,200 Church and Dwight Co., Inc. Common Stocks 171340102 132 6,070 SH x x 33 6,070 CIENA Corp. Common Stocks 171779101 831 20,000 SH x x 1 20,000 1,086 26,000 SH x x 8 26,000 1,905 43,400 SH x x 10 43,400 4,903 120,900 SH x x 11 120,900 422 10,100 SH x x 21 10,100 205 3,600 SH x x 26 3,600 10,718 256,708 SH x 32 256,708 956 22,900 SH x x 33 22,900 620 13,300 SH x x 45 13,300 2,780 57,950 SH x x 46 57,950 CIMA Labs, Inc. Common Stocks 171796105 3,231 52,000 SH x 32 52,000 Cincinnati Financial Corp. Common Stocks 172062101 740 17,050 SH x x 24 17,050 1,562 41,164 SH x 32 41,164 Cinergy Corp. Common Stocks 172474108 2,399 71,500 SH x x 8 71,500 4,605 137,200 SH x x 11 137,200 88 2,370 SH x x 24 2,370 628 17,700 SH x x 26 17,700 1,386 41,320 SH x x 28 41,320 4,257 126,892 SH x 32 126,892 Circuit City Stores - Circuit City Group Common Stocks 172737108 1,169 110,300 SH x x 8 110,300 91 7,520 SH x x 24 7,520 395 37,260 SH x 32 37,260 Cirrus Logic, Inc. Common Stocks 172755100 931 61,400 SH x x 10 61,400 466 31,200 SH x x 21 31,200 26 1,100 SH x x 26 1,100 928 62,100 SH x x 29 62,100 6,220 416,400 SH x 32 416,400 123 8,220 SH x x 33 8,220 1,911 127,900 SH x x 47 127,900 Cisco Systems, Inc. Common Stocks 17275R102 15,320 945,370 SH x x 1 945,370 5,389 340,800 SH x x 8 340,800 1,807 107,368 SH x x 10 107,368 18,056 1,161,800 SH x x 11 1,161,800 2,633 166,500 SH x x 19 166,500 2,068 130,795 SH x x 24 130,795 2,170 102,100 SH x x 26 102,100 1,243 78,600 SH x x 29 78,600 44,134 2,791,108 SH x 32 2,791,108 155 9,800 SH x x 38 9,800 2,250 95,000 SH x x 43 95,000
3,740 211,900 SH x x 45 211,900 Citadel Communications Corp. Common Stocks 172853202 60 2,400 SH x x 33 2,400 Cintas Corp. Common Stocks 172908105 67 1,704 SH x 32 1,704 Citigroup, Inc. Common Stocks 172967101 29,033 607,003 SH x x 1 607,003 849 19,000 SH x x 4 19,000 15,289 339,902 SH x x 8 339,902 19,818 417,064 SH x x 10 417,064 44,377 990,505 SH x x 11 990,505 5,285 117,499 SH x x 19 117,499 60,016 1,238,661 SH x x 24 1,238,661 19,152 397,731 SH x x 26 397,731 11,638 258,747 SH x x 28 258,747 201,796 4,486,348 SH x 32 4,486,348 6,188 137,582 SH x x 42 137,582 4,249 86,400 SH x x 43 86,400 1,601 24,300 SH x x 45 24,300 2,672 59,400 SH x x 55 59,400 Citizens Banking Corp. Common Stocks 174420109 27 1,000 SH x x 10 1,000 133 5,000 SH x x 33 5,000 Citizens Communications Co. Common Stocks 17453B101 137 8,100 SH x x 26 8,100 305 24,095 SH x 32 24,095 Citrix Systems, Inc. Common Stocks 177376100 3,669 178,300 SH x x 11 178,300 418 19,796 SH x 32 19,796 CityBank Common Stocks 17770A109 10 500 SH x x 33 500 City National Corp. Common Stocks 178566105 192 5,000 SH x x 10 5,000 167 4,500 SH x x 12 4,500 1,522 38,300 SH x x 26 38,300 4,332 112,782 SH x 32 112,782 192 5,000 SH x x 33 5,000 7 190 SH x x 40 190 2,247 58,500 SH x x 51 58,500 Claire's Stores, Inc. Common Stocks 179584107 2,506 141,600 SH x x 3 141,600 2,637 149,000 SH x 32 149,000 55 3,100 SH x x 33 3,100 Clarent Corp. Common Stocks 180461105 1,427 118,900 SH x 32 118,900 19 1,600 SH x x 33 1,600 1,530 127,500 SH x x 47 127,500 Clayton Homes, Inc. Common Stocks 184190106 34 2,550 SH x x 24 2,550 145 12,000 SH x x 33 12,000 Clear Channel Communications, Inc. Common Stocks 184502102 185 3,382 SH x x 1 3,382 182 3,500 SH x x 11 3,500 1,928 31,014 SH x x 24 31,014 555 10,200 SH x x 28 10,200 38,732 711,335 SH x 32 711,335 2,348 43,113 SH x x 42 43,113 3,821 63,000 SH x x 45 63,000 7,784 124,440 SH x x 46 124,440 Cleveland-Cliffs, Inc. Common Stocks 185896107 89 3,400 SH x x 26 3,400 ClickAction, Inc. Common Stocks 18681E107 11 3,000 SH x x 54 3,000
Clorox Co. (The) Common Stocks 189054109 409 11,310 SH x x 24 11,310 99 2,700 SH x x 26 2,700 25 800 SH x x 28 800 665 21,148 SH x 32 21,148 135 4,300 SH x x 55 4,300 Closure Medical Corp. Common Stocks 189093107 12 700 SH x x 33 700 Coachmen Industries, Inc. Common Stocks 189873102 1,019 113,800 SH x 32 113,800 Coast Federal Litigation Contigent Common Stocks 19034Q110 0 300 SH x 32 300 Coastal Bancorp, Inc. Common Stocks 19041P105 799 29,800 SH x 32 29,800 174 6,500 SH x x 49 6,500 Coca-Cola Bottling Co. Consolidated Common Stocks 191098102 2,394 59,200 SH x x 3 59,200 2,114 52,280 SH x 32 52,280 Coca-Cola Co. (The) Common Stocks 191216100 874 18,900 SH x x 10 18,900 13,431 297,800 SH x x 11 297,800 1,704 33,057 SH x x 24 33,057 3,898 82,700 SH x x 26 82,700 583 12,900 SH x x 28 12,900 17,328 383,701 SH x 32 383,701 Coca-Cola Enterprises, Inc. Common Stocks 191219104 22 1,190 SH x x 24 1,190 25 1,400 SH x x 28 1,400 3,028 170,306 SH x 32 170,306 523 29,394 SH x x 42 29,394 Coca-Cola Femsa SA - ADR Common Stocks 191241108 1,104 57,900 SH x x 9 57,900 1,555 81,200 SH x 32 81,200 1,245 58,150 SH x x 35 58,150 Coflexip - ADR Common Stocks 192384105 555 8,500 SH x x 30 8,500 653 10,000 SH x 32 10,000 Cognex Corp. Common Stocks 192422103 14 550 SH x 32 550 84 3,400 SH x x 33 3,400 Cognizant Technology Solutions Corp. Common Stocks 192446102 43 1,420 SH x x 33 1,420 Coherent, Inc. Common Stocks 192479103 416 7,438 SH x x 19 7,438 13 400 SH x x 26 400 1,486 41,854 SH x 32 41,854 160 4,500 SH x x 33 4,500 121 3,400 SH x x 49 3,400 Cohu, Inc. Common Stocks 192576106 1,787 114,800 SH x x 3 114,800 1,816 116,700 SH x 32 116,700 Coinstar, Inc. Common Stocks 19259P300 25 1,500 SH x x 33 1,500 Coldwater Creek, Inc. Common Stocks 193068103 11 500 SH x x 33 500 Kenneth Cole Productions, Inc. Class A Common Stocks 193294105 117 4,700 SH x x 26 4,700 125 5,000 SH x 32 5,000 20 800 SH x x 33 800 Colgate-Palmolive Co. Common Stocks 194162103 5,537 93,300 SH x x 1 93,300 4,510 77,600 SH x x 10 77,600 1,502 23,920 SH x x 24 23,920 2,803 46,500 SH x x 26 46,500 193 3,500 SH x x 28 3,500 4,382 79,300 SH x x 29 79,300 21,948 397,180 SH x 32 397,180
951 16,100 SH x x 43 16,100 Colonial BancGroup, Inc. Common Stocks 195493309 2,829 217,600 SH x x 3 217,600 218 14,610 SH x x 24 14,610 3,215 247,280 SH x 32 247,280 151 11,600 SH x x 33 11,600 Columbia Banking System, Inc. Common Stocks 197236102 29 2,600 SH x x 54 2,600 Columbia Sportswear Co. Common Stocks 198516106 591 13,000 SH x x 10 13,000 1,283 28,200 SH x x 21 28,200 2,875 63,200 SH x 32 63,200 45 980 SH x x 33 980 196 4,300 SH x x 49 4,300 Columbus McKinnon Corp. Common Stocks 199333105 137 17,500 SH x x 26 17,500 129 16,500 SH x 32 16,500 Comcast Corp. Special Class A Common Stocks 200300200 8,035 181,900 SH x x 1 181,900 4,374 104,300 SH x x 3 104,300 5,243 117,400 SH x x 4 117,400 9,588 230,300 SH x x 11 230,300 563 10,200 SH x x 13 10,200 4,605 109,800 SH x x 19 109,800 7,177 153,890 SH x x 24 153,890 2,223 53,000 SH x x 28 53,000 189 4,500 SH x x 29 4,500 60,680 1,446,914 SH x 32 1,446,914 775 17,900 SH x x 43 17,900 5,520 118,200 SH x x 45 118,200 Comdisco, Inc. Common Stocks 200336105 182 22,700 SH x x 10 22,700 120 13,110 SH x x 24 13,110 904 96,700 SH x x 26 96,700 936 116,970 SH x 32 116,970 99 12,400 SH x x 33 12,400 448 56,000 SH x x 50 56,000 Comerica, Inc. Common Stocks 200340107 308 5,000 SH x x 3 5,000 528 8,800 SH x x 4 8,800 1,285 20,900 SH x x 8 20,900 7,545 117,490 SH x x 24 117,490 1,698 26,658 SH x x 26 26,658 37 600 SH x x 28 600 6,056 98,476 SH x 32 98,476 113 1,840 SH x x 33 1,840 38 636 SH x x 40 636 Commerce Bancorp, Inc. Common Stocks 200519106 357 5,952 SH x x 10 5,952 72 1,200 SH x x 26 1,200 311 5,179 SH x 32 5,179 78 1,300 SH x x 33 1,300 Commerce Bancshares, Inc. Common Stocks 200525103 386 10,364 SH x x 10 10,364 105 2,500 SH x x 24 2,500 865 20,435 SH x x 26 20,435 1,287 34,546 SH x 32 34,546
194 5,200 SH x x 33 5,200 114 3,110 SH x x 40 3,110 Commerce Group, Inc. Common Stocks 200641108 784 24,500 SH x x 10 24,500 131 2,600 SH x x 26 2,600 678 21,200 SH x 32 21,200 67 2,100 SH x x 33 2,100 Commerce One, Inc. Common Stocks 200693109 107 11,490 SH x x 24 11,490 1,119 119,900 SH x x 29 119,900 2,767 296,540 SH x 32 296,540 62 6,680 SH x x 33 6,680 Commercial Metals Co. Common Stocks 201723103 390 15,550 SH x 32 15,550 15 610 SH x x 40 610 Commercial Net Lease Realty Common Stocks 202218103 27 2,300 SH x x 33 2,300 9 770 SH x x 40 770 Commonwealth Bancorp, Inc. Common Stocks 20268X102 299 18,100 SH x x 26 18,100 375 22,700 SH x 32 22,700 Commonwealth Telephone Enterprises, Inc. Common Stocks 203349105 28 800 SH x x 33 800 CommScope, Inc. Common Stocks 203372107 11 660 SH x 32 660 10 600 SH x x 33 600 Community Bank System, Inc. Common Stocks 203607106 1,504 53,600 SH x x 3 53,600 Community First Bankshares, Inc. Common Stocks 203902101 97 4,800 SH x x 33 4,800 Community First Banking Co. Common Stocks 203913108 18 800 SH x 32 800 Companhia Brasileira de Distribuicao Grupo Pao de Acucar - ADR Preferred Stocks 20440T201 1,605 52,100 SH x x 9 52,100 1,888 60,700 SH x 32 60,700 320 10,300 SH x x 34 10,300 849 23,500 SH x x 36 23,500 Companhia Vale Do Rio Doce - ADR Preferred Stocks 204412100 1,014 41,200 SH x 32 41,200 117 4,400 SH x x 35 4,400 Companhia Paranaense de Energia - Copel Class B - ADR Preferred Stocks 20441B407 311 37,500 SH x 32 37,500 406 42,100 SH x x 36 42,100 Companhia de Bebidas das Americas - ADR Preferred Stocks 20441W203 520 22,500 SH x x 9 22,500 990 42,400 SH x 32 42,400 315 13,500 SH x x 36 13,500 Companhia Anonima Nacional Telefonos de Venezuela - ADR Common Stocks 204421101 450 23,500 SH x x 9 23,500 413 21,250 SH x 32 21,250 336 17,300 SH x x 34 17,300 Compania Cervecerias Unidas SA - ADR Common Stocks 204429104 1,276 44,000 SH x x 28 44,000 1,628 62,370 SH x 32 62,370 94 3,600 SH x x 34 3,600 352 11,600 SH x x 36 11,600 Compania de Minas Buenaventura Series B - ADR Common Stocks 204448104 504 34,000 SH x x 9 34,000 1,287 86,900 SH x 32 86,900 102 6,900 SH x x 34 6,900 289 16,600 SH x x 36 16,600 Compania de Telecomunicaciones de Chile SA - ADR Common Stocks 204449300 1,055 79,889 SH x 32 79,889 229 17,369 SH x x 34 17,369 1,028 67,100 SH x x 36 67,100 COMPAQ Computer Corp. Common Stocks 204493100 4,721 249,000 SH x x 4 249,000 1,077 59,200 SH x x 8 59,200 3,853 195,400 SH x x 10 195,400
6,711 374,200 SH x x 11 374,200 554 22,700 SH x x 13 22,700 3,275 158,362 SH x x 24 158,362 763 32,900 SH x x 26 32,900 122 6,700 SH x x 28 6,700 20,531 1,128,102 SH x 32 1,128,102 75 3,700 SH x x 43 3,700 2,112 103,700 SH x x 45 103,700 1,179 64,800 SH x x 55 64,800 Compass Bancshares, Inc. Common Stocks 20449H109 35 1,700 SH x x 11 1,700 340 13,910 SH x x 24 13,910 92 4,300 SH x x 26 4,300 2,618 122,467 SH x 32 122,467 348 16,300 SH x x 33 16,300 52 2,510 SH x x 40 2,510 Complete Business Solutions, Inc. Common Stocks 20452F107 19 2,000 SH x x 33 2,000 Computer Associates International, Inc. Common Stocks 204912109 7 190 SH x x 24 190 451 16,000 SH x x 26 16,000 109 4,000 SH x x 28 4,000 980 36,023 SH x 32 36,023 Computer Network Technology Corp. Common Stocks 204925101 14 1,300 SH x 32 1,300 Computer Sciences Corp. Common Stocks 205363104 243 7,100 SH x x 4 7,100 30 700 SH x x 13 700 1,491 46,100 SH x x 19 46,100 264 7,110 SH x x 24 7,110 4,967 153,541 SH x 32 153,541 Compuware Corp. Common Stocks 205638109 65 6,900 SH x x 26 6,900 228 23,406 SH x 32 23,406 50 5,100 SH x x 33 5,100 Comverse Technology, Inc. Common Stocks 205862402 1,413 24,000 SH x x 8 24,000 1,696 27,300 SH x x 10 27,300 161 3,300 SH x x 11 3,300 130 1,400 SH x x 26 1,400 7,902 134,190 SH x 32 134,190 3,477 52,900 SH x x 45 52,900 ConAgra, Inc. Common Stocks 205887102 2,733 149,849 SH x x 8 149,849 430 17,300 SH x x 10 17,300 625 29,800 SH x x 26 29,800 835 45,770 SH x x 28 45,770 2,662 145,965 SH x 32 145,965 Concord EFS, Inc. Common Stocks 206197105 2,123 52,500 SH x x 21 52,500 385 9,530 SH x x 24 9,530 2,804 69,330 SH x 32 69,330 780 19,300 SH x x 33 19,300 Conectiv, Inc. Common Stocks 206829103 1,079 49,400 SH x x 10 49,400 297 13,600 SH x x 26 13,600 2,506 114,710 SH x 32 114,710 256 11,700 SH x x 33 11,700 111 5,150 SH x x 40 5,150
Conexant Systems, Inc. Common Stocks 207142100 30 3,362 SH x 32 3,362 Conmed Corp. Common Stocks 207410101 226 11,800 SH x x 10 11,800 394 20,560 SH x 32 20,560 29 1,500 SH x x 33 1,500 22 1,103 SH x x 40 1,103 Conoco, Inc. Class A Common Stocks 208251306 190 6,800 SH x x 11 6,800 31 1,100 SH x 32 1,100 Conoco, Inc. Class B Common Stocks 208251405 1,215 43,000 SH x x 8 43,000 4,274 151,300 SH x x 19 151,300 4,514 146,796 SH x x 24 146,796 227 5,100 SH x x 26 5,100 1,657 58,638 SH x x 28 58,638 22,231 786,923 SH x 32 786,923 Conseco, Inc. Common Stocks 208464107 10,716 645,900 SH x x 10 645,900 516 28,320 SH x x 24 28,320 316 15,100 SH x x 26 15,100 10,700 664,576 SH x 32 664,576 CONSOL Energy, Inc. Common Stocks 20854P109 279 8,100 SH x x 26 8,100 276 8,000 SH x 32 8,000 149 4,310 SH x x 33 4,310 Consolidated Edison, Inc. Common Stocks 209115104 2,081 56,101 SH x x 8 56,101 118 3,100 SH x x 11 3,100 367 8,680 SH x x 24 8,680 1,755 47,300 SH x x 28 47,300 5,942 160,163 SH x 32 160,163 Consolidated Stores Corp. Common Stocks 210149100 17 1,671 SH x 32 1,671 Constellation Brands, Inc. Class A Common Stocks 21036P108 1,987 27,700 SH x x 10 27,700 980 12,800 SH x x 26 12,800 5,604 78,100 SH x 32 78,100 135 1,880 SH x x 33 1,880 2,339 32,600 SH x x 47 32,600 1,535 21,400 SH x x 51 21,400 Constellation Energy Group Common Stocks 210371100 2,421 54,900 SH x x 19 54,900 399 7,850 SH x x 24 7,850 1,239 28,100 SH x x 28 28,100 10,633 241,109 SH x 32 241,109 Continental Airlines, Inc. Class B Common Stocks 210795308 3,560 86,100 SH x x 1 86,100 2,078 48,900 SH x x 26 48,900 10,541 254,618 SH x 32 254,618 Convergys Corp. Common Stocks 212485106 1,560 39,300 SH x x 10 39,300 114 2,000 SH x x 26 2,000 1,033 28,634 SH x 32 28,634 Cooper Cameron Corp. Common Stocks 216640102 2,552 46,000 SH x x 4 46,000 962 18,300 SH x x 11 18,300 122 2,600 SH x x 12 2,600 296 4,100 SH x x 13 4,100 42 500 SH x x 26 500 6,564 121,555 SH x 32 121,555 1,760 32,600 SH x x 51 32,600
Cooper Companies, Inc. Common Stocks 216648402 1,217 25,700 SH x x 10 25,700 89 1,200 SH x x 26 1,200 994 21,000 SH x 32 21,000 114 2,400 SH x x 33 2,400 Cooper Industries, Inc. Common Stocks 216669101 3,461 104,600 SH x x 11 104,600 95 1,800 SH x x 26 1,800 399 11,937 SH x 32 11,937 Cooper Tire & Rubber Co. Common Stocks 216831107 660 56,000 SH x x 26 56,000 1,201 105,800 SH x 32 105,800 Coors (Adolph) Co. Class B Common Stocks 217016104 5,332 79,300 SH x x 10 79,300 872 11,690 SH x x 24 11,690 1,528 21,700 SH x x 26 21,700 13,837 211,446 SH x 32 211,446 129 1,970 SH x x 40 1,970 1,992 30,447 SH x x 42 30,447 CoorsTek, Inc. Common Stocks 217020106 421 9,694 SH x x 19 9,694 2,884 104,624 SH x 32 104,624 3,550 128,800 SH x x 50 128,800 Copart, Inc. Common Stocks 217204106 404 19,700 SH x x 26 19,700 410 20,000 SH x 32 20,000 Copper Mountain Networks, Inc. Common Stocks 217510106 3 848 SH x 32 848 Cor Therapeutics, Inc. Common Stocks 217753102 15 670 SH x 32 670 115 5,100 SH x x 33 5,100 Corinthian Colleges, Inc. New Common Stocks 218868107 451 11,200 SH x x 26 11,200 2,701 67,100 SH x 32 67,100 934 23,200 SH x x 51 23,200 Corn Products International, Inc. Common Stocks 219023108 204 7,960 SH x 32 7,960 43 1,730 SH x x 40 1,730 Cornerstone Realty Income Trust, Inc. Common Stocks 21922V102 123 9,700 SH x x 26 9,700 104 9,800 SH x 32 9,800 10 940 SH x x 40 940 Corning, Inc. Common Stocks 219350105 4,821 229,700 SH x x 1 229,700 354 17,700 SH x x 4 17,700 950 45,900 SH x x 8 45,900 2,909 132,800 SH x x 10 132,800 4,019 197,000 SH x x 11 197,000 838 40,500 SH x x 19 40,500 2,288 109,590 SH x x 24 109,590 586 24,200 SH x x 26 24,200 16,918 817,700 SH x 32 817,700 355 13,100 SH x x 43 13,100 Corporate Executive Board Co., (The) Common Stocks 21988R102 5 200 SH x x 12 200 118 3,900 SH x x 26 3,900 6,786 224,800 SH x 32 224,800 2,780 92,100 SH x x 51 92,100 CORUS Bankshares, Inc. Common Stocks 220873103 814 15,100 SH x x 26 15,100 1,321 25,900 SH x 32 25,900 18 340 SH x x 40 340 Corus Entertainment, Inc. Class B Common Stocks 220874101 0 1 SH x 32 1
CorVel Corp. Common Stocks 221006109 48 1,350 SH x x 33 1,350 Costco Wholesale Corp. Common Stocks 22160K105 122 3,100 SH x x 11 3,100 590 13,230 SH x x 24 13,230 110 2,800 SH x x 28 2,800 29,096 741,291 SH x 32 741,291 7,168 182,619 SH x x 42 182,619 3,325 76,000 SH x x 45 76,000 CoStar Group, Inc. Common Stocks 22160N109 11 600 SH x x 33 600 Countrywide Credit Industries, Inc. Common Stocks 222372104 2,829 51,870 SH x x 10 51,870 4,077 83,300 SH x x 11 83,300 490 9,100 SH x x 26 9,100 207 4,200 SH x x 28 4,200 2,326 47,138 SH x 32 47,138 Cousins Properties, Inc. Common Stocks 222795106 794 31,750 SH x x 10 31,750 668 26,700 SH x 32 26,700 Covad Communications Group, Inc. Common Stocks 222814204 108 80,300 SH x x 10 80,300 151 112,134 SH x 32 112,134 3 2,660 SH x x 40 2,660 Covance, Inc. Common Stocks 222816100 1,115 86,800 SH x 32 86,800 99 7,700 SH x x 33 7,700 1,934 150,500 SH x x 50 150,500 Coventry Health Care, Inc. Common Stocks 222862104 60 2,300 SH x x 26 2,300 Cox Communications, Inc. Class A Common Stocks 224044107 137 3,200 SH x x 1 3,200 2,534 53,600 SH x x 4 53,600 2,536 57,000 SH x x 8 57,000 285 4,800 SH x x 13 4,800 1,258 25,380 SH x x 24 25,380 5,776 129,831 SH x 32 129,831 681 15,300 SH x x 33 15,300 66 1,600 SH x x 43 1,600 Cox Radio, Inc. Class A Common Stocks 224051102 838 39,900 SH x x 8 39,900 412 12,472 SH x x 19 12,472 1,081 50,000 SH x x 26 50,000 1,965 93,549 SH x 32 93,549 Crane Co. Common Stocks 224399105 496 16,770 SH x x 24 16,770 812 31,162 SH x 32 31,162 13 530 SH x x 40 530 Credence Systems Corp. Common Stocks 225302108 14 700 SH x x 26 700 126 6,130 SH x 32 6,130 78 3,800 SH x x 33 3,800 Credit Acceptance Corp. Common Stocks 225310101 9 1,660 SH x x 40 1,660 Cree, Inc. Common Stocks 225447101 108 7,300 SH x x 26 7,300 200 13,380 SH x 32 13,380 138 9,240 SH x x 33 9,240 Creo Products, Inc. Common Stocks 225606102 132 4,400 SH x x 28 4,400 2,046 71,000 SH x x 53 71,000 Crescent Real Estate Equities, Inc. Common Stocks 225756105 2,665 117,400 SH x x 2 117,400 7 300 SH x x 11 300 930 35,790 SH x x 24 35,790
3,328 146,600 SH x x 25 146,600 815 33,345 SH x x 26 33,345 2,818 124,154 SH x 32 124,154 110 4,890 SH x x 40 4,890 Crestline Capital Corp. Common Stocks 226153104 377 13,900 SH x x 10 13,900 53 2,000 SH x x 26 2,000 649 23,900 SH x 32 23,900 Critical Path, Inc. Common Stocks 22674V100 9 4,250 SH x x 24 4,250 16 7,674 SH x 32 7,674 Crompton Corp. Common Stocks 227116100 31 2,800 SH x x 33 2,800 Cross (A.T.) Co. Class A Common Stocks 227478104 71 9,600 SH x x 54 9,600 Cross Timbers Oil Co. Common Stocks 227573102 4,123 166,587 SH x x 3 166,587 3,024 119,700 SH x x 10 119,700 416 16,800 SH x x 21 16,800 1,597 60,700 SH x x 23 60,700 105 2,700 SH x x 26 2,700 9,124 368,650 SH x 32 368,650 218 8,800 SH x x 33 8,800 Crossmann Communities, Inc. Common Stocks 22764E109 34 1,300 SH x x 26 1,300 235 9,000 SH x 32 9,000 13 500 SH x x 33 500 Crown Castle International Corp. Common Stocks 228227104 1,375 87,800 SH x x 10 87,800 91 3,900 SH x x 26 3,900 1,129 76,253 SH x 32 76,253 129 8,700 SH x x 33 8,700 Crown Cork & Seal Co., Inc. Common Stocks 228255105 352 80,530 SH x x 24 80,530 8 1,900 SH x x 26 1,900 602 148,622 SH x 32 148,622 38 10,190 SH x x 40 10,190 Cubic Corp. Common Stocks 229669106 338 12,400 SH x x 26 12,400 471 18,460 SH x 32 18,460 25 950 SH x x 40 950 Cullen Frost Bankers, Inc. Common Stocks 229899109 942 27,500 SH x x 10 27,500 92 2,700 SH x x 12 2,700 563 15,800 SH x x 26 15,800 4,307 125,760 SH x 32 125,760 161 4,700 SH x x 33 4,700 128 3,750 SH x x 40 3,750 1,144 33,400 SH x x 51 33,400 Cummins Engine Co., Inc. Common Stocks 231021106 472 12,600 SH x x 26 12,600 56 1,500 SH x x 28 1,500 728 19,400 SH x 32 19,400 Curtiss-Wright Corp. Common Stocks 231561101 76 1,100 SH x x 26 1,100 CyberOptics Corp. Common Stocks 232517102 23 2,200 SH x 32 2,200 Cymer, Inc. Common Stocks 232572107 371 10,907 SH x x 19 10,907 849 39,268 SH x 32 39,268 93 4,300 SH x x 33 4,300 Cypress Semiconductor Corp. Common Stocks 232806109 4 200 SH x x 24 200 174 8,900 SH x x 26 8,900
34 1,940 SH x 32 1,940 Cytec Industries, Inc. Common Stocks 232820100 306 8,900 SH x x 26 8,900 1,447 45,200 SH x 32 45,200 829 25,900 SH x x 50 25,900 Cytyc Corp. Common Stocks 232946103 916 55,500 SH x x 8 55,500 448 17,259 SH x x 19 17,259 391 23,700 SH x x 26 23,700 3,060 185,428 SH x 32 185,428 287 17,400 SH x x 33 17,400 DMC Stratex Networks, Inc. Common Stocks 23322L106 562 67,700 SH x 32 67,700 657 79,100 SH x x 47 79,100 DPL, Inc. Common Stocks 233293109 363 10,500 SH x x 26 10,500 596 21,200 SH x x 28 21,200 3,408 121,290 SH x 32 121,290 DQE, Inc. Common Stocks 23329J104 2,848 97,700 SH x x 10 97,700 61 2,100 SH x x 26 2,100 2,849 97,745 SH x 32 97,745 219 7,500 SH x x 33 7,500 D.R. Horton, Inc. Common Stocks 23331A109 5,328 245,738 SH x x 10 245,738 727 29,909 SH x x 26 29,909 5,627 266,075 SH x 32 266,075 176 8,298 SH x x 33 8,298 DST Systems, Inc. Common Stocks 233326107 2,458 51,000 SH x x 8 51,000 256 6,000 SH x x 12 6,000 2,217 43,590 SH x x 24 43,590 1,661 31,400 SH x x 26 31,400 8,909 184,874 SH x 32 184,874 125 2,600 SH x x 33 2,600 40 930 SH x x 40 930 3,537 73,400 SH x x 51 73,400 DTE Energy Co. Common Stocks 233331107 6,389 159,900 SH x x 11 159,900 5,416 133,000 SH x x 24 133,000 2,649 66,546 SH x 32 66,546 DVI, Inc. Common Stocks 233343102 162 10,500 SH x x 10 10,500 245 15,900 SH x 32 15,900 11 700 SH x x 33 700 Dallas Semiconductor Corp. Common Stocks 235204104 61 1,980 SH x x 24 1,980 30 1,200 SH x x 26 1,200 719 27,643 SH x 32 27,643 74 3,160 SH x x 40 3,160 Dana Corp. Common Stocks 235811106 267 15,600 SH x x 26 15,600 1,804 105,023 SH x 32 105,023 Danaher Corp. Common Stocks 235851102 1,877 34,400 SH x x 8 34,400 846 13,590 SH x x 24 13,590 65 1,200 SH x x 26 1,200 1,676 30,713 SH x 32 30,713 Darden Restaurants, Inc. Common Stocks 237194105 2,019 85,000 SH x x 8 85,000 841 35,400 SH x x 21 35,400 8,857 359,690 SH x x 24 359,690
869 32,200 SH x x 26 32,200 9,630 405,493 SH x 32 405,493 364 15,520 SH x x 40 15,520 Datascope Corp. Common Stocks 238113104 492 13,600 SH x x 10 13,600 441 12,200 SH x 32 12,200 11 300 SH x x 33 300 DaVita, Inc. Common Stocks 23918K108 69 2,600 SH x x 26 2,600 3,652 215,048 SH x 32 215,048 185 10,900 SH x x 33 10,900 1,635 96,300 SH x x 51 96,300 Dean Foods Co. Common Stocks 242361103 33 1,000 SH x x 26 1,000 91 2,700 SH x 32 2,700 Deere & Co. Common Stocks 244199105 9,218 238,400 SH x x 4 238,400 1,081 22,300 SH x x 13 22,300 1,228 29,710 SH x x 24 29,710 463 11,100 SH x x 26 11,100 15,870 436,708 SH x 32 436,708 Del Monte Foods Co. Common Stocks 24522P103 28 3,500 SH x x 33 3,500 Delhaize America, Inc. Common Stocks 246688204 44 2,200 SH x x 28 2,200 40 1,980 SH x 32 1,980 Dell Computer Corp. Common Stocks 247025109 339 12,600 SH x x 1 12,600 1,423 55,400 SH x x 8 55,400 5,209 204,700 SH x x 11 204,700 13,640 527,040 SH x x 24 527,040 688 29,700 SH x x 26 29,700 41,982 1,634,332 SH x 32 1,634,332 452 17,600 SH x x 38 17,600 4,903 171,000 SH x x 45 171,000 16,883 561,660 SH x x 46 561,660 Delphi Automotive Systems Corp. Common Stocks 247126105 1,710 120,700 SH x x 8 120,700 4,442 315,300 SH x x 11 315,300 38 2,180 SH x x 24 2,180 818 57,733 SH x 32 57,733 Delphi Financial Group, Inc. Common Stocks 247131105 163 5,500 SH x x 26 5,500 642 21,700 SH x 32 21,700 30 1,000 SH x x 33 1,000 19 690 SH x x 40 690 Delta and Pine Land Co. Common Stocks 247357106 12 500 SH x x 33 500 Delta Air Lines, Inc. Common Stocks 247361108 1,307 33,100 SH x x 1 33,100 4,049 95,730 SH x x 24 95,730 218 5,300 SH x x 26 5,300 8,136 205,967 SH x 32 205,967 Deluxe Corp. Common Stocks 248019101 1,555 61,800 SH x x 23 61,800 209 5,600 SH x x 26 5,600 1,734 73,256 SH x 32 73,256 37 1,610 SH x x 40 1,610 Dendrite International, Inc. Common Stocks 248239105 71 5,040 SH x x 33 5,040 DENTSPLY International, Inc. Common Stocks 249030107 1,194 32,700 SH x x 21 32,700 296 7,110 SH x x 24 7,110
133 2,500 SH x x 26 2,500 540 14,800 SH x x 28 14,800 2,858 78,288 SH x 32 78,288 16 440 SH x x 40 440 Descartes Systems Group, Inc. (The) Common Stocks 249906108 322 24,200 SH x 32 24,200 349 26,200 SH x x 47 26,200 Developers Diversified Realty Corp. Common Stocks 251591103 58 2,515 SH x x 26 2,515 299 20,320 SH x 32 20,320 94 6,400 SH x x 33 6,400 25 1,710 SH x x 40 1,710 Devon Energy Corp. Common Stocks 25179M103 2,351 40,400 SH x x 3 40,400 6,923 113,800 SH x x 4 113,800 498 8,600 SH x x 11 8,600 839 10,800 SH x x 13 10,800 9 134 SH x x 24 134 452 7,400 SH x x 26 7,400 256 4,400 SH x x 28 4,400 16,334 280,659 SH x 32 280,659 1,584 24,400 SH x x 45 24,400 DeVry, Inc. Common Stocks 251893103 171 6,000 SH x x 12 6,000 71 1,500 SH x x 26 1,500 3,623 120,565 SH x 32 120,565 276 9,190 SH x x 33 9,190 2,296 76,400 SH x x 51 76,400 Diageo PLC - ADR Common Stocks 25243Q205 3,471 76,000 SH x x 4 76,000 604 11,200 SH x x 13 11,200 7,843 193,900 SH x 32 193,900 Diagnostic Products Corp. Common Stocks 252450101 605 11,600 SH x x 10 11,600 334 6,400 SH x x 26 6,400 548 10,500 SH x 32 10,500 31 600 SH x x 33 600 Dial Corp. Common Stocks 25247D101 88 7,000 SH x x 33 7,000 Diametrics Medical, Inc. Common Stocks 252532106 14 3,400 SH x x 33 3,400 Diamond Offshore Drilling, Inc. Common Stocks 25271C102 29 800 SH x x 11 800 93 1,500 SH x x 26 1,500 175 4,451 SH x 32 4,451 295 7,500 SH x x 33 7,500 Diamond Technology Partners, Inc. Common Stocks 252762109 18 2,200 SH x x 12 2,200 Diebold, Inc. Common Stocks 253651103 1,305 46,000 SH x x 26 46,000 1,166 42,468 SH x 32 42,468 258 9,400 SH x x 33 9,400 Digex, Inc. Common Stocks 253756100 33 3,300 SH x x 12 3,300 895 64,200 SH x 32 64,200 21 1,500 SH x x 33 1,500 587 42,100 SH x x 51 42,100 Digi International, Inc. Common Stocks 253798102 10 1,800 SH x x 54 1,800 Digital Lightwave, Inc. Common Stocks 253855100 299 10,790 SH x x 19 10,790 683 38,743 SH x 32 38,743 32 1,800 SH x x 33 1,800
Digital Insight Corp. New Common Stocks 25385P106 31 2,720 SH x x 33 2,720 Digital Generation Systems, Inc. Common Stocks 253921100 8 6,800 SH x x 54 6,800 Dime Community Bancorp, Inc. Common Stocks 253922108 213 7,800 SH x x 10 7,800 504 18,500 SH x x 26 18,500 1,173 43,060 SH x 32 43,060 25 900 SH x x 33 900 16 600 SH x x 40 600 Dillard's, Inc. Class A Common Stocks 254067101 47 2,200 SH x x 26 2,200 728 33,200 SH x 32 33,200 105 4,980 SH x x 40 4,980 Dime Bancorp, Inc. Common Stocks 25429Q102 614 18,800 SH x x 11 18,800 1,736 53,000 SH x x 21 53,000 3 100 SH x x 24 100 529 14,100 SH x x 26 14,100 2,409 73,550 SH x 32 73,550 295 9,000 SH x x 33 9,000 21 640 SH x x 40 640 Dionex Corp. Common Stocks 254546104 75 2,400 SH x x 33 2,400 Disney (Walt) Co. Common Stocks 254687106 5,613 186,000 SH x x 4 186,000 7,568 264,600 SH x x 8 264,600 634 16,600 SH x x 13 16,600 25,443 843,090 SH x x 24 843,090 4,498 152,300 SH x x 26 152,300 2,893 101,140 SH x x 28 101,140 42,323 1,479,841 SH x 32 1,479,841 Distribucion y Servicio D&S SA - ADR Common Stocks 254753106 1,318 103,800 SH x x 9 103,800 949 72,450 SH x 32 72,450 68 5,200 SH x x 34 5,200 437 28,900 SH x x 36 28,900 Direct Focus, Inc. Common Stocks 254931108 70 2,800 SH x x 54 2,800 Ditech Communications Corp. Common Stocks 25500M103 5 460 SH x 32 460 18 1,600 SH x x 33 1,600 Dobson Communications Corp. Common Stocks 256069105 149 9,600 SH x x 12 9,600 3,098 187,040 SH x 32 187,040 2,034 122,800 SH x x 51 122,800 Documentum, Inc. Common Stocks 256159104 61 5,550 SH x x 33 5,550 Dole Food Co., Inc. Common Stocks 256605106 669 41,600 SH x x 10 41,600 786 48,900 SH x 32 48,900 93 5,800 SH x x 33 5,800 Dollar General Corp. Common Stocks 256669102 54 2,656 SH x 32 2,656 Dollar Thrifty Automotive Group, Inc. Common Stocks 256743105 1,314 63,800 SH x x 10 63,800 585 26,900 SH x x 26 26,900 3,724 180,780 SH x 32 180,780 Dollar Tree Stores, Inc. Common Stocks 256747106 432 14,256 SH x x 19 14,256 1,054 54,683 SH x 32 54,683 187 9,700 SH x x 33 9,700 Dominion Resources, Inc. Common Stocks 25746U109 5,132 72,700 SH x x 4 72,700 825 12,800 SH x x 11 12,800 586 6,800 SH x x 13 6,800
4,249 61,200 SH x x 24 61,200 230 3,400 SH x x 26 3,400 1,070 16,600 SH x x 28 16,600 16,446 255,097 SH x 32 255,097 Donaldson Co., Inc. Common Stocks 257651109 46 1,100 SH x x 26 1,100 139 5,220 SH x x 33 5,220 Doncasters PLC - ADR Common Stocks 257692103 1,207 64,200 SH x 32 64,200 261 13,900 SH x x 49 13,900 Donnelley (R.R.) & Sons Co. Common Stocks 257867101 6,589 238,660 SH x x 24 238,660 99 2,400 SH x x 26 2,400 747 28,500 SH x x 28 28,500 8,298 316,478 SH x 32 316,478 258 10,180 SH x x 40 10,180 Doral Financial Corp. Common Stocks 25811P100 555 18,500 SH x x 10 18,500 747 24,900 SH x x 21 24,900 158 3,900 SH x x 26 3,900 2,802 93,400 SH x 32 93,400 42 1,460 SH x x 40 1,460 222 7,400 SH x x 49 7,400 DoubleClick, Inc. Common Stocks 258609304 75 6,450 SH x x 24 6,450 31 2,692 SH x 32 2,692 Dover Corp. Common Stocks 260003108 3,835 107,000 SH x x 8 107,000 362 10,300 SH x x 11 10,300 507 13,700 SH x x 26 13,700 154 4,300 SH x x 28 4,300 1,635 45,609 SH x 32 45,609 Dow Chemical Co. Common Stocks 260543103 3,305 104,836 SH x x 11 104,836 49 1,281 SH x x 24 1,281 311 9,600 SH x x 26 9,600 2,361 74,787 SH x x 28 74,787 6,681 211,623 SH x 32 211,623 1,206 38,200 SH x x 55 38,200 Dow Jones & Co., Inc. Common Stocks 260561105 8 100 SH x x 24 100 29 551 SH x 32 551 Downey Financial Corp. Common Stocks 261018105 1,493 32,955 SH x x 10 32,955 1,128 23,400 SH x x 23 23,400 1,069 21,500 SH x x 26 21,500 3,723 82,195 SH x 32 82,195 100 2,200 SH x x 33 2,200 65 1,460 SH x x 40 1,460 Dress Barn, Inc. Common Stocks 261570105 417 17,800 SH x x 10 17,800 250 9,400 SH x x 26 9,400 808 34,459 SH x 32 34,459 Dreyers Grand Ice Cream, Inc. Common Stocks 261878102 59 2,280 SH x x 33 2,280 Drugstore.com, Inc. Common Stocks 262241102 55 58,800 SH x x 10 58,800 13 13,500 SH x 32 13,500 E.I. du Pont de Nemours & Co. Common Stocks 263534109 229 5,500 SH x x 4 5,500 163 4,000 SH x x 11 4,000 5,459 117,200 SH x x 24 117,200 2,140 52,569 SH x x 28 52,569 13,253 325,638 SH x 32 325,638
Duane Reade, Inc. Common Stocks 263578106 94 2,700 SH x x 33 2,700 Duke Energy Corp. Common Stocks 264399106 647 15,600 SH x x 4 15,600 2,885 67,500 SH x x 8 67,500 2,109 47,400 SH x x 26 47,400 513 12,000 SH x x 28 12,000 8,823 206,428 SH x 32 206,428 Duke-Weeks Realty Corp. Common Stocks 264411505 1,470 63,500 SH x x 3 63,500 1,146 49,500 SH x x 10 49,500 1,260 47,410 SH x x 24 47,410 5,946 256,855 SH x x 25 256,855 472 18,811 SH x x 26 18,811 4,468 193,006 SH x 32 193,006 160 6,926 SH x x 40 6,926 New Dun & Bradstreet Corp. (The) Common Stocks 26483E100 35 1,320 SH x x 24 1,320 29 1,240 SH x 32 1,240 87 3,700 SH x x 33 3,700 Dura Automotive Systems, Inc. Common Stocks 265903104 135 16,300 SH x x 26 16,300 332 39,374 SH x 32 39,374 11 1,528 SH x x 40 1,528 DuPont Photomasks, Inc. Common Stocks 26613X101 312 7,100 SH x x 21 7,100 1,395 31,800 SH x 32 31,800 31 700 SH x x 33 700 689 15,700 SH x x 51 15,700 Dycom Industries, Inc. Common Stocks 267475101 626 47,550 SH x x 26 47,550 524 40,590 SH x 32 40,590 53 4,100 SH x x 33 4,100 Dynegy, Inc. Class A Common Stocks 26816Q101 172 3,500 SH x x 4 3,500 2,438 47,800 SH x x 8 47,800 5,938 109,700 SH x x 10 109,700 2,922 57,400 SH x x 11 57,400 606 8,200 SH x x 26 8,200 11,078 217,174 SH x 32 217,174 3,001 52,700 SH x x 45 52,700 ECI Telecom, Ltd. Common Stocks 268258100 80 10,462 SH x 32 10,462 31 4,023 SH x x 34 4,023 39 4,300 SH x x 36 4,300 EEX Corp. Common Stocks 26842V207 227 61,400 SH x x 10 61,400 136 36,800 SH x 32 36,800 EGL, Inc. Common Stocks 268484102 27 1,100 SH x x 33 1,100 EMC Corp. Common Stocks 268648102 8,876 301,300 SH x x 1 301,300 2,689 91,448 SH x x 8 91,448 8,401 270,540 SH x x 10 270,540 9,384 326,300 SH x x 11 326,300 1,790 60,900 SH x x 19 60,900 4,237 144,120 SH x x 24 144,120 2,150 54,900 SH x x 26 54,900 1,429 48,600 SH x x 29 48,600
38,147 1,297,509 SH x 32 1,297,509 1,666 41,900 SH x x 43 41,900 2,593 79,020 SH x x 45 79,020 ENSCO International, Inc. Common Stocks 26874Q100 1,132 29,860 SH x x 24 29,860 811 21,800 SH x x 26 21,800 410 11,700 SH x x 29 11,700 3,225 92,134 SH x 32 92,134 EOG Resources, Inc. Common Stocks 26875P101 3,505 85,000 SH x x 3 85,000 1,477 34,100 SH x x 10 34,100 1,043 23,800 SH x x 23 23,800 22 430 SH x x 24 430 854 18,600 SH x x 26 18,600 1,142 27,700 SH x x 28 27,700 9,787 237,370 SH x 32 237,370 128 3,110 SH x x 33 3,110 E.piphany, Inc. Common Stocks 26881V100 51 4,390 SH x x 24 4,390 67 7,100 SH x x 26 7,100 287 24,550 SH x 32 24,550 78 6,700 SH x x 33 6,700 E*TRADE Group, Inc. Common Stocks 269246104 1,943 286,100 SH x x 11 286,100 157 21,690 SH x x 24 21,690 203 29,037 SH x 32 29,037 142 20,400 SH x x 33 20,400 EarthLink, Inc. Common Stocks 270321102 2,459 202,788 SH x x 29 202,788 4,882 402,671 SH x 32 402,671 East West Bancorp, Inc. Common Stocks 27579R104 169 8,800 SH x x 10 8,800 583 29,600 SH x x 26 29,600 899 46,700 SH x 32 46,700 EastGroup Properties, Inc. Common Stocks 277276101 280 11,900 SH x x 10 11,900 556 22,100 SH x x 26 22,100 914 38,830 SH x 32 38,830 4 170 SH x x 40 170 Eastman Chemical Co. Common Stocks 277432100 4,703 90,270 SH x x 24 90,270 2,087 40,700 SH x x 26 40,700 8,007 162,677 SH x 32 162,677 434 8,990 SH x x 40 8,990 Eastman Kodak Co. Common Stocks 277461109 1,472 36,900 SH x x 8 36,900 4,865 122,700 SH x x 11 122,700 1,573 34,530 SH x x 24 34,530 475 11,900 SH x x 28 11,900 4,996 125,233 SH x 32 125,233 Eaton Corp. Common Stocks 278058102 2,794 41,000 SH x x 11 41,000 45 580 SH x x 24 580 413 6,030 SH x 32 6,030 Eaton Vance Corp. Common Stocks 278265103 1,320 40,000 SH x x 23 40,000 64 1,300 SH x x 26 1,300 1,105 35,600 SH x 32 35,600 257 8,280 SH x x 33 8,280 eBay, Inc. Common Stocks 278642103 528 14,600 SH x x 1 14,600
1,233 35,800 SH x x 11 35,800 325 8,970 SH x x 24 8,970 11,499 317,758 SH x 32 317,758 286 7,900 SH x x 33 7,900 5,190 124,980 SH x x 46 124,980 Echelon Corp. Common Stocks 27874N105 4 290 SH x 32 290 27 1,800 SH x x 33 1,800 EchoStar Communications Corp. Class A Common Stocks 278762109 156 5,010 SH x x 24 5,010 152 5,800 SH x x 26 5,800 280 10,102 SH x 32 10,102 Ecolab, Inc. Common Stocks 278865100 2,507 54,900 SH x x 10 54,900 870 20,500 SH x x 21 20,500 405 8,390 SH x x 24 8,390 40 600 SH x x 26 600 2,144 50,546 SH x 32 50,546 Edison International Common Stocks 281020107 561 38,760 SH x x 24 38,760 650 47,700 SH x x 26 47,700 961 76,055 SH x 32 76,055 Edison Schools, Inc. Common Stocks 281033100 1,061 52,400 SH x x 10 52,400 2,633 130,000 SH x 32 130,000 Education Management Corp. Common Stocks 28139T101 572 16,200 SH x x 10 16,200 359 10,200 SH x x 26 10,200 620 19,000 SH x 32 19,000 J.D. Edwards & Co. Common Stocks 281667105 76 7,800 SH x x 33 7,800 Edwards (A.G.), Inc. Common Stocks 281760108 533 14,400 SH x x 10 14,400 1,143 31,600 SH x x 11 31,600 886 22,500 SH x x 23 22,500 798 18,950 SH x x 24 18,950 843 19,900 SH x x 26 19,900 8,161 220,557 SH x 32 220,557 363 9,800 SH x x 33 9,800 111 3,350 SH x x 40 3,350 Edwards Lifesciences Corp. Common Stocks 28176E108 476 24,300 SH x 32 24,300 61 3,320 SH x x 40 3,320 749 38,200 SH x x 50 38,200 Efficient Networks, Inc. Common Stocks 282056100 22 920 SH x x 24 920 1,330 56,610 SH x 32 56,610 eFunds Corp. Common Stocks 28224R101 1,301 67,586 SH x 32 67,586 1,892 98,300 SH x x 50 98,300 El Paso Electric Co. Common Stocks 283677854 1,053 72,100 SH x x 10 72,100 488 30,200 SH x x 26 30,200 1,167 79,900 SH x 32 79,900 Elan Corp. PLC - ADR Common Stocks 284131208 4,055 77,600 SH x x 19 77,600 5,404 91,400 SH x x 22 91,400 3,574 68,400 SH x x 30 68,400 19,542 374,000 SH x 32 374,000 Elantec Semiconductor, Inc. Common Stocks 284155108 37 1,500 SH x x 26 1,500 808 30,400 SH x 32 30,400 Electro Rent Corp. Common Stocks 285218103 53 3,900 SH x x 26 3,900
386 27,800 SH x 32 27,800 12 940 SH x x 40 940 Electro Scientific Industries, Inc. Common Stocks 285229100 8 300 SH x x 26 300 118 4,200 SH x 32 4,200 Electroglas, Inc. Common Stocks 285324109 1,064 64,500 SH x x 3 64,500 Electronic Arts, Inc. Common Stocks 285512109 474 8,744 SH x 32 8,744 92 1,700 SH x x 33 1,700 Electronic Data Systems Corp. Common Stocks 285661104 2,250 36,800 SH x x 1 36,800 1,869 33,452 SH x x 8 33,452 911 16,300 SH x x 11 16,300 3,452 61,800 SH x x 19 61,800 12,435 213,690 SH x x 24 213,690 833 14,400 SH x x 26 14,400 732 13,100 SH x x 28 13,100 28,591 511,842 SH x 32 511,842 332 5,200 SH x x 43 5,200 6,384 102,400 SH x x 45 102,400 2,447 43,800 SH x x 55 43,800 Electronics for Imaging, Inc. Common Stocks 286082102 17 687 SH x 32 687 84 3,400 SH x x 33 3,400 Embarcadero Technologies, Inc. New Common Stocks 290787100 25 2,200 SH x x 12 2,200 884 53,200 SH x 32 53,200 589 35,400 SH x x 51 35,400 Embraer Aircraft Corp. - ADR Common Stocks 29081M102 436 11,500 SH x 32 11,500 322 8,500 SH x x 48 8,500 Embratel Participacoes SA - ADR Preferred Stocks 29081N100 811 87,169 SH x 32 87,169 131 14,034 SH x x 34 14,034 311 29,800 SH x x 35 29,800 630 59,021 SH x x 36 59,021 Embotelladora Andina SA Series A - ADR Common Stocks 29081P204 291 22,100 SH x x 9 22,100 762 56,900 SH x 32 56,900 56 4,200 SH x x 34 4,200 606 38,800 SH x x 36 38,800 Embotelladora Andina SA Series B - ADR Common Stocks 29081P303 958 98,400 SH x x 9 98,400 544 55,500 SH x 32 55,500 EMCOR Group, Inc. Common Stocks 29084Q100 469 15,300 SH x x 10 15,300 318 9,300 SH x x 26 9,300 873 28,500 SH x 32 28,500 Emerson Electric Co. Common Stocks 291011104 1,530 24,700 SH x x 8 24,700 2,522 41,000 SH x x 11 41,000 3,687 59,500 SH x x 19 59,500 3,340 47,100 SH x x 24 47,100 1,014 15,800 SH x x 26 15,800 1,425 23,000 SH x x 28 23,000 21,372 344,929 SH x 32 344,929 Emisphere Technologies, Inc. Common Stocks 291345106 19 1,300 SH x x 33 1,300 Emmis Broadcasting Corp. Class A Common Stocks 291525103 109 4,600 SH x x 12 4,600 404 10,149 SH x x 19 10,149 9 400 SH x x 26 400
3,192 126,086 SH x 32 126,086 111 4,400 SH x x 33 4,400 1,488 58,800 SH x x 51 58,800 Empire District Electric Co. Common Stocks 291641108 24 1,300 SH x x 33 1,300 Empresa Nacional de Electricidad SA - ADR Common Stocks 29244T101 453 39,360 SH x 32 39,360 50 4,343 SH x x 34 4,343 345 27,000 SH x x 35 27,000 214 14,900 SH x x 36 14,900 Emulex Corp. Common Stocks 292475209 320 15,500 SH x x 10 15,500 27 1,260 SH x x 24 1,260 33 2,000 SH x x 26 2,000 230 12,220 SH x 32 12,220 199 10,600 SH x x 33 10,600 Encad, Inc. Common Stocks 292503109 7 3,800 SH x x 54 3,800 Encore Wire Corp. Common Stocks 292562105 66 8,400 SH x x 54 8,400 Endocare, Inc. Common Stocks 29264P104 273 23,816 SH x x 19 23,816 592 81,340 SH x 32 81,340 Energen Corp. Common Stocks 29265N108 1,525 43,200 SH x x 10 43,200 344 8,000 SH x x 26 8,000 2,388 67,640 SH x 32 67,640 94 2,790 SH x x 40 2,790 Energy East Corp. Common Stocks 29266M109 19 990 SH x x 24 990 594 32,000 SH x x 26 32,000 1,303 75,080 SH x 32 75,080 208 12,000 SH x x 33 12,000 10 541 SH x x 40 541 Energizer Holdings, Inc. Common Stocks 29266R108 1,430 52,664 SH x x 24 52,664 2,457 97,700 SH x x 26 97,700 3,728 149,133 SH x 32 149,133 147 6,000 SH x x 40 6,000 Enersis SA - ADR Common Stocks 29274F104 396 23,670 SH x 32 23,670 148 8,820 SH x x 34 8,820 166 8,552 SH x x 36 8,552 Engage, Inc. Common Stocks 292827102 0 660 SH x 32 660 Engelhard Corp. Common Stocks 292845104 1,859 69,600 SH x x 26 69,600 8,098 313,163 SH x 32 313,163 938 32,500 SH x x 45 32,500 Enron Corp. Common Stocks 293561106 5,834 100,900 SH x x 1 100,900 1,106 17,200 SH x x 10 17,200 76 1,300 SH x x 11 1,300 1,156 19,900 SH x x 19 19,900 2,039 31,200 SH x x 26 31,200 227 3,900 SH x x 28 3,900 3,021 52,000 SH x x 29 52,000 34,151 587,802 SH x 32 587,802 122 2,100 SH x x 38 2,100 Entercom Communications Corp. Common Stocks 293639100 30 800 SH x x 26 800 15 390 SH x 32 390 118 3,000 SH x x 33 3,000
Entergy Corp. Common Stocks 29364G103 3,011 74,640 SH x x 10 74,640 10,576 277,100 SH x x 11 277,100 847 22,300 SH x x 21 22,300 747 17,290 SH x x 24 17,290 775 20,400 SH x x 26 20,400 6,612 174,008 SH x 32 174,008 Entertainment Properties Trust Common Stocks 29380T105 320 22,500 SH x x 10 22,500 888 62,400 SH x x 26 62,400 1,310 92,000 SH x 32 92,000 Entrust Technologies, Inc. Common Stocks 293848107 5 550 SH x 32 550 27 3,200 SH x x 33 3,200 Enzon, Inc. Common Stocks 293904108 651 13,700 SH x x 21 13,700 109 2,300 SH x x 26 2,300 879 18,500 SH x 32 18,500 Enzo Biochem, Inc. Common Stocks 294100102 63 3,780 SH x x 33 3,780 Epicor Software Corp. Common Stocks 29426L108 20 16,300 SH x x 54 16,300 Equifax, Inc. Common Stocks 294429105 15 500 SH x x 26 500 66 2,100 SH x 32 2,100 228 7,300 SH x x 33 7,300 Equitable Resources, Inc. Common Stocks 294549100 1,290 17,600 SH x x 23 17,600 893 11,200 SH x x 26 11,200 2,543 36,860 SH x 32 36,860 169 2,390 SH x x 40 2,390 Equity Inns, Inc. Common Stocks 294703103 265 33,900 SH x x 10 33,900 237 30,330 SH x 32 30,330 5 690 SH x x 40 690 Equity Office Properties Trust Common Stocks 294741103 21,988 785,300 SH x x 2 785,300 1,935 69,100 SH x x 3 69,100 3,511 116,400 SH x x 4 116,400 518 18,400 SH x x 11 18,400 378 10,100 SH x x 13 10,100 2,084 65,837 SH x x 24 65,837 16,020 572,135 SH x x 25 572,135 12,031 429,663 SH x 32 429,663 692 24,700 SH x x 33 24,700 229 8,171 SH x x 42 8,171 14,734 526,200 SH x x 44 526,200 Equity Office Properties Preferred Trust Series B Stocks 294741509 2,450 55,800 SH x x 18 55,800 Equity Residential Properties Trust Common Stocks 29476L107 11,525 221,500 SH x x 2 221,500 4,800 85,500 SH x x 4 85,500 129 2,500 SH x x 11 2,500 557 8,000 SH x x 13 8,000 284 4,830 SH x x 24 4,830 10,759 206,788 SH x x 25 206,788 7,727 148,502 SH x 32 148,502 552 10,600 SH x x 33 10,600 6,629 127,400 SH x x 44 127,400 Telefonaktiebolaget LM Ericsson Class B - ADR Common Stocks 294821400 752 86,600 SH x x 20 86,600 217 38,800 SH x 32 38,800
Erie Indemnity Co. Class A Common Stocks 29530P102 50 1,580 SH x x 24 1,580 159 4,000 SH x x 26 4,000 44 1,531 SH x 32 1,531 235 8,200 SH x x 33 8,200 6 210 SH x x 40 210 ESCO Technologies, Inc. Common Stocks 296315104 476 16,700 SH x x 26 16,700 402 16,100 SH x 32 16,100 eSpeed, Inc. Class A New Common Stocks 296643109 37 1,790 SH x x 33 1,790 Essex Property Trust, Inc. Common Stocks 297178105 4,147 86,300 SH x x 2 86,300 35 746 SH x x 26 746 235 4,882 SH x 32 4,882 9,855 205,100 SH x x 44 205,100 Esterline Corp. Common Stocks 297425100 520 23,900 SH x x 10 23,900 299 13,700 SH x x 26 13,700 1,303 59,900 SH x 32 59,900 40 1,800 SH x x 40 1,800 Ethan Allen Interiors, Inc. Common Stocks 297602104 383 7,200 SH x x 19 7,200 864 25,590 SH x 32 25,590 101 3,000 SH x x 33 3,000 Evergreen Resources, Inc. Common Stocks 299900308 33 860 SH x x 33 860 Exar Corp. Common Stocks 300645108 55 2,800 SH x x 26 2,800 481 24,500 SH x 32 24,500 80 4,100 SH x x 49 4,100 Excel Technology, Inc. Common Stocks 30067T103 362 13,054 SH x x 19 13,054 930 52,740 SH x 32 52,740 27 1,420 SH x x 33 1,420 Exelon Corp. Common Stocks 30161N101 8,141 113,700 SH x x 4 113,700 854 9,800 SH x x 13 9,800 2,846 39,323 SH x x 24 39,323 1,101 16,800 SH x x 26 16,800 1,368 20,850 SH x x 28 20,850 18,019 274,677 SH x 32 274,677 Exfo Electro-Optical Engineering, Inc. Common Stocks 302043104 180 4,696 SH x x 19 4,696 410 16,848 SH x 32 16,848 Exodus Communications, Inc. Common Stocks 302088109 322 29,920 SH x x 24 29,920 128 11,890 SH x 32 11,890 333 31,000 SH x x 33 31,000 Expedia, Inc. Class A New Common Stocks 302125109 169 8,200 SH x x 26 8,200 Expeditors International of Washington, Inc. Common Stocks 302130109 1,162 22,580 SH x x 24 22,580 489 9,700 SH x x 26 9,700 4,606 91,328 SH x 32 91,328 361 7,160 SH x x 33 7,160 123 2,580 SH x x 40 2,580 Express Scripts, Inc. Class A Common Stocks 302182100 3,625 40,500 SH x x 10 40,500 1,621 18,700 SH x x 21 18,700 342 3,200 SH x x 26 3,200 7,496 86,481 SH x 32 86,481 390 4,500 SH x x 33 4,500 Extended Stay America, Inc. Common Stocks 30224P101 1,985 132,300 SH x x 10 132,300
50 2,100 SH x x 26 2,100 3,185 212,300 SH x 32 212,300 137 9,100 SH x x 33 9,100 218 14,500 SH x x 49 14,500 Extreme Networks, Inc. Common Stocks 30226D106 18 1,300 SH x x 26 1,300 1,063 69,860 SH x 32 69,860 78 5,100 SH x x 33 5,100 Exxon Mobil Corp. Common Stocks 30231G102 18,752 218,100 SH x x 4 218,100 11,738 144,915 SH x x 8 144,915 15,790 185,540 SH x x 10 185,540 49,997 620,702 SH x x 11 620,702 2,050 19,000 SH x x 13 19,000 53,936 606,048 SH x x 24 606,048 19,790 235,400 SH x x 26 235,400 14,287 176,386 SH x x 28 176,386 169,093 2,087,569 SH x 32 2,087,569 F&M Bancorp Common Stocks 302367107 236 8,200 SH x x 26 8,200 247 9,200 SH x 32 9,200 13 500 SH x x 33 500 F&M National Corp. Common Stocks 302374103 84 2,200 SH x x 26 2,200 118 3,106 SH x 32 3,106 10 260 SH x x 40 260 FBL Financial Group, Inc. Class A Common Stocks 30239F106 33 2,134 SH x x 10 2,134 FEI Co. Common Stocks 30241L109 441 12,710 SH x x 19 12,710 1,016 46,032 SH x 32 46,032 53 2,410 SH x x 33 2,410 FMC Corp. Common Stocks 302491303 1,967 25,100 SH x x 23 25,100 2,720 35,600 SH x x 26 35,600 81 1,100 SH x x 28 1,100 2,890 39,244 SH x 32 39,244 F.N.B. Corp. Common Stocks 302520101 55 2,305 SH x 32 2,305 36 1,500 SH x x 33 1,500 11 450 SH x x 40 450 FPL Group, Inc. Common Stocks 302571104 3,393 51,000 SH x x 4 51,000 1,515 24,700 SH x x 11 24,700 399 4,900 SH x x 13 4,900 2,778 40,050 SH x x 24 40,050 48 500 SH x x 26 500 9,166 149,523 SH x 32 149,523 F.Y.I., Inc. Common Stocks 302712104 782 23,400 SH x x 10 23,400 387 11,600 SH x x 26 11,600 1,147 34,300 SH x 32 34,300 59 1,750 SH x x 33 1,750 Factory 2-U Stores, Inc. Common Stocks 303072102 52 1,900 SH x x 33 1,900 FactSet Research Systems, Inc. Common Stocks 303075105 110 3,630 SH x x 33 3,630 Fair, Isaac and Co., Inc. Common Stocks 303250104 135 2,400 SH x x 12 2,400 2,680 45,800 SH x 32 45,800 103 1,760 SH x x 33 1,760 1,767 30,200 SH x x 51 30,200
Fairchild Semiconductor Corp. Class A Common Stocks 303726103 521 39,140 SH x 32 39,140 811 60,900 SH x x 50 60,900 Fairfield Communities, Inc. Common Stocks 304231301 997 62,400 SH x 32 62,400 35 2,200 SH x x 33 2,200 150 9,400 SH x x 40 9,400 Family Dollar Stores, Inc. Common Stocks 307000109 289 11,260 SH x 32 11,260 406 15,800 SH x x 33 15,800 Farmer Brothers Co. Common Stocks 307675108 72 300 SH x 32 300 Fastenal Co. Common Stocks 311900104 22 397 SH x 32 397 153 2,800 SH x x 33 2,800 Freddie Mac Common Stocks 313400301 10,953 161,000 SH x x 1 161,000 8,171 116,900 SH x x 4 116,900 5,134 79,196 SH x x 8 79,196 6,152 94,800 SH x x 11 94,800 884 10,300 SH x x 13 10,300 4,285 66,100 SH x x 19 66,100 11,046 158,580 SH x x 24 158,580 1,482 22,000 SH x x 26 22,000 2,639 40,700 SH x x 28 40,700 65,529 1,010,783 SH x 32 1,010,783 1,554 23,600 SH x x 43 23,600 4,680 64,500 SH x x 45 64,500 1,686 26,000 SH x x 55 26,000 Federal National Mortgage Association Common Stocks 313586109 5,167 57,600 SH x x 1 57,600 7,213 83,800 SH x x 4 83,800 4,434 55,700 SH x x 8 55,700 16,297 204,200 SH x x 11 204,200 760 7,200 SH x x 13 7,200 4,975 62,500 SH x x 19 62,500 20,142 233,420 SH x x 24 233,420 5,419 66,800 SH x x 26 66,800 4,760 59,800 SH x x 28 59,800 81,901 1,028,904 SH x 32 1,028,904 1,395 17,500 SH x x 43 17,500 2,283 25,700 SH x x 45 25,700 4,210 45,990 SH x x 46 45,990 1,186 14,900 SH x x 55 14,900 Federal Realty Investment Trust Common Stocks 313747206 3,554 181,700 SH x x 25 181,700 16 800 SH x x 33 800 Federal Signal Corp. Common Stocks 313855108 107 5,500 SH x x 33 5,500 Federated Department Stores, Inc. Common Stocks 31410H101 3,569 85,900 SH x x 3 85,900 1,317 31,700 SH x x 8 31,700 7,404 179,600 SH x x 11 179,600 3,723 89,600 SH x x 19 89,600 4,071 91,150 SH x x 24 91,150 154 3,700 SH x x 26 3,700 1,213 29,200 SH x x 28 29,200 23,374 562,552 SH x 32 562,552 Federated Investors, Inc. Class B Common Stocks 314211103 1,512 50,400 SH x x 10 50,400
1,284 42,600 SH x x 23 42,600 89 2,000 SH x x 26 2,000 2,172 76,624 SH x 32 76,624 125 4,400 SH x x 33 4,400 FedEx Corp. Common Stocks 31428X106 2,772 66,500 SH x x 3 66,500 1,221 29,300 SH x x 8 29,300 250 6,100 SH x x 11 6,100 2,109 44,210 SH x x 24 44,210 579 13,900 SH x x 28 13,900 13,554 325,187 SH x 32 325,187 1 29 SH x x 33 29 2,031 48,737 SH x x 42 48,737 FelCor Lodging Trust, Inc. Common Stocks 31430F101 1,981 84,600 SH x x 10 84,600 608 23,210 SH x x 24 23,210 444 17,694 SH x x 26 17,694 4,155 181,057 SH x 32 181,057 Fidelity National Financial, Inc. Common Stocks 316326107 313 11,700 SH x x 10 11,700 937 35,000 SH x x 21 35,000 1,438 50,500 SH x x 23 50,500 428 14,770 SH x x 26 14,770 4,582 171,170 SH x 32 171,170 171 6,400 SH x x 33 6,400 25 930 SH x x 40 930 281 10,500 SH x x 49 10,500 Fifth Third Bancorp Common Stocks 316773100 4,029 70,630 SH x x 24 70,630 48 900 SH x x 28 900 3,509 65,662 SH x 32 65,662 FileNet Corp. Common Stocks 316869106 963 57,700 SH x x 23 57,700 648 41,500 SH x x 26 41,500 1,475 94,000 SH x 32 94,000 58 3,700 SH x x 33 3,700 Financial Federal Corp. Common Stocks 317492106 22 900 SH x x 33 900 Finisar Corp. Common Stocks 31787A101 36 3,800 SH x x 26 3,800 81 8,490 SH x 32 8,490 FINOVA Group, Inc. Common Stocks 317928109 363 201,600 SH x x 10 201,600 23 11,770 SH x x 24 11,770 603 335,000 SH x 32 335,000 109 60,500 SH x x 50 60,500 First American Financial Corp. Common Stocks 318522307 2,764 106,300 SH x x 10 106,300 123 3,000 SH x x 26 3,000 2,482 95,450 SH x 32 95,450 151 5,800 SH x x 33 5,800 79 3,130 SH x x 40 3,130 First Bancorp. Common Stocks 318672102 362 14,100 SH x x 26 14,100 505 19,500 SH x 32 19,500 42 1,640 SH x x 33 1,640 6 260 SH x x 40 260 First Busey Corp. Common Stocks 319383105 16 800 SH x x 33 800 First Citizens BancShares, Inc. Common Stocks 31946M103 314 3,100 SH x x 26 3,100
907 8,850 SH x 32 8,850 First Commonwealth Financial Corp. Common Stocks 319829107 89 7,800 SH x x 10 7,800 62 5,400 SH x 32 5,400 First Federal Capital Corp. Common Stocks 319960100 189 13,500 SH x x 26 13,500 167 11,900 SH x 32 11,900 15 1,100 SH x x 33 1,100 First Data Corp. Common Stocks 319963104 1,491 22,000 SH x x 1 22,000 3,935 65,900 SH x x 8 65,900 3,234 47,320 SH x x 24 47,320 2,251 36,300 SH x x 26 36,300 1,535 25,700 SH x x 28 25,700 22,531 377,345 SH x 32 377,345 346 5,600 SH x x 43 5,600 5,050 75,400 SH x x 45 75,400 1,690 28,300 SH x x 55 28,300 First Financial Bancorp Common Stocks 320209109 39 2,625 SH x x 33 2,625 First Financial Bankshares, Inc. Common Stocks 32020R109 47 900 SH x x 26 900 209 6,300 SH x 32 6,300 First Financial Holdings, Inc. Common Stocks 320239106 20 1,000 SH x x 33 1,000 First Industrial Realty Trust, Inc. Common Stocks 32054K103 2,800 88,500 SH x x 2 88,500 2,213 65,000 SH x 4 65,000 1,946 61,500 SH x x 10 61,500 262 6,200 SH x x 13 6,200 1,094 32,500 SH x x 23 32,500 376 8,100 SH x x 26 8,100 7,217 228,100 SH x 32 228,100 127 4,000 SH x x 33 4,000 27 860 SH x x 40 860 First Indiana Corp. Common Stocks 32054R108 124 3,000 SH x x 26 3,000 110 4,200 SH x 32 4,200 16 600 SH x x 33 600 First Merchants Corp. Common Stocks 320817109 16 700 SH x x 33 700 First Midwest Bancorp, Inc. Common Stocks 320867104 66 1,500 SH x x 26 1,500 28 1,000 SH x x 33 1,000 First Health Group Corp. Common Stocks 320960107 2,885 63,270 SH x x 24 63,270 435 9,400 SH x x 26 9,400 8,123 185,140 SH x 32 185,140 377 8,600 SH x x 33 8,600 1,079 24,600 SH x x 47 24,600 3,010 68,600 SH x x 51 68,600 First Niagara Financial Group, Inc. Common Stocks 33582U100 175 15,600 SH x x 26 15,600 202 18,100 SH x 32 18,100 First Sentinel Bancorp, Inc. Common Stocks 33640T103 27 2,400 SH x x 33 2,400 1st Source Corp. Common Stocks 336901103 15 800 SH x x 33 800 First Tennessee National Corp. Common Stocks 337162101 1,169 35,600 SH x x 23 35,600 518 14,720 SH x x 24 14,720 340 11,000 SH x x 26 11,000 3,353 108,515 SH x 32 108,515 334 10,800 SH x x 33 10,800
120 3,890 SH x x 40 3,890 First Union Corp. Common Stocks 337358105 227 7,000 SH x x 4 7,000 1,426 43,200 SH x x 10 43,200 2,837 86,100 SH x x 11 86,100 4,916 130,830 SH x x 24 130,830 457 8,800 SH x x 26 8,800 1,313 39,800 SH x x 28 39,800 11,199 339,365 SH x 32 339,365 1,112 33,700 SH x x 55 33,700 First Virginia Banks, Inc. Common Stocks 337477103 27 622 SH x 32 622 247 5,700 SH x x 33 5,700 Fiserv, Inc. Common Stocks 337738108 113 1,600 SH x x 26 1,600 76 1,690 SH x 32 1,690 604 13,500 SH x x 33 13,500 FirstFed Financial Corp. Common Stocks 337907109 862 30,800 SH x x 10 30,800 909 31,200 SH x x 26 31,200 2,150 76,780 SH x 32 76,780 105 3,720 SH x x 40 3,720 FirstMerit Corp. Common Stocks 337915102 47 1,800 SH x x 10 1,800 721 27,736 SH x 32 27,736 239 9,200 SH x x 33 9,200 115 4,560 SH x x 40 4,560 FirstEnergy Corp. Common Stocks 337932107 377 13,500 SH x x 10 13,500 8,522 282,400 SH x x 24 282,400 1,226 43,900 SH x x 28 43,900 11,264 403,424 SH x 32 403,424 Fisher Scientific International, Inc. Common Stocks 338032204 50 900 SH x x 26 900 FleetBoston Financial Corp. Common Stocks 339030108 5,150 128,100 SH x x 4 128,100 9 238 SH x x 7 238 2,428 64,311 SH x x 8 64,311 7,610 191,900 SH x x 10 191,900 519 10,300 SH x x 13 10,300 11 280 SH x x 15 280 4,929 130,561 SH x x 19 130,561 7,996 191,480 SH x x 24 191,480 3,415 82,000 SH x x 26 82,000 2,991 79,223 SH x x 28 79,223 44,451 1,177,521 SH x 32 1,177,521 1,148 30,400 SH x x 55 30,400 Fleetwood Enterprises, Inc. Common Stocks 339099103 123 13,600 SH x x 26 13,600 117 12,900 SH x 32 12,900 Fleming Cos., Inc. Common Stocks 339130106 384 12,800 SH x x 26 12,800 313 12,300 SH x 32 12,300 Flexsteel Industries, Inc. Common Stocks 339382103 18 1,600 SH x 32 1,600 Florida East Coast Industries, Inc. Common Stocks 340632108 15 450 SH x 32 450 Florida East Coast Industries, Inc. Class B Common Stocks 340632207 0 1 SH x x 26 1 Fluor Corp. New Common Stocks 343412102 250 4,920 SH x x 24 4,920 271 6,100 SH x x 26 6,100 3,983 89,510 SH x 32 89,510
1,818 36,600 SH x x 45 36,600 Flow International Corp. Common Stocks 343468104 1,495 142,350 SH x 32 142,350 Flowserve Corp. Common Stocks 34354P105 288 11,300 SH x x 24 11,300 53 1,500 SH x x 26 1,500 410 18,280 SH x 32 18,280 105 4,700 SH x x 33 4,700 Foamex International, Inc. Common Stocks 344123104 25 4,800 SH x x 54 4,800 Focal Communications Corp. Common Stocks 344155106 1 130 SH x 32 130 Fomento Economico Mexicano SA de CV Series B - ADR Common Stocks 344419106 2,479 69,750 SH x x 9 69,750 1,942 54,700 SH x 32 54,700 284 8,000 SH x x 34 8,000 159 2,840 SH x x 36 2,840 Footstar, Inc. Common Stocks 344912100 638 15,900 SH x x 10 15,900 165 4,100 SH x x 26 4,100 2,152 53,600 SH x 32 53,600 16 400 SH x x 33 400 2,622 65,300 SH x x 50 65,300 Ford Motor Co. Common Stocks 345370860 621 22,100 SH x x 11 22,100 16,128 535,482 SH x x 24 535,482 477 17,096 SH x x 26 17,096 2,626 93,392 SH x x 28 93,392 20,453 727,352 SH x 32 727,352 Forest Labs, Inc. Common Stocks 345838106 3,780 63,800 SH x x 8 63,800 3,920 62,500 SH x x 10 62,500 2,640 45,000 SH x x 11 45,000 23 390 SH x x 24 390 390 4,400 SH x x 26 4,400 17,413 293,936 SH x 32 293,936 2,982 50,342 SH x x 42 50,342 1,846 28,000 SH x x 45 28,000 Forest Oil Corp. Common Stocks 346091705 45 1,505 SH x x 33 1,505 Forrester Research, Inc. Common Stocks 346563109 44 1,830 SH x x 33 1,830 Fortune Brands, Inc. Common Stocks 349631101 1,111 32,300 SH x x 28 32,300 3,338 97,041 SH x 32 97,041 Fossil, Inc. Common Stocks 349882100 19 1,100 SH x x 33 1,100 Foster Wheeler Corp. Common Stocks 350244109 50 2,800 SH x x 33 2,800 Foundry Networks, Inc. New Common Stocks 35063R100 7 970 SH x 32 970 52 6,900 SH x x 33 6,900 Four Seasons Hotels, Inc. Common Stocks 35100E104 11,537 233,116 SH x 32 233,116 3,684 74,441 SH x x 42 74,441 Fox Entertainment Group, Inc. Class A Common Stocks 35138T107 937 48,100 SH x x 11 48,100 228 11,615 SH x 32 11,615 169 8,600 SH x x 33 8,600 Franchise Finance Corp. of America Common Stocks 351807102 621 21,940 SH x x 24 21,940 2,579 103,500 SH x x 25 103,500 84 2,133 SH x x 26 2,133 1,767 70,920 SH x 32 70,920 177 7,100 SH x x 33 7,100 150 5,980 SH x x 40 5,980
Franklin Resources, Inc. Common Stocks 354613101 4,369 111,700 SH x x 19 111,700 480 10,800 SH x x 24 10,800 325 8,300 SH x x 26 8,300 618 15,800 SH x x 28 15,800 21,255 543,473 SH x 32 543,473 3,365 77,100 SH x x 45 77,100 Freemarkets, Inc. Common Stocks 356602102 1,379 144,670 SH x 32 144,670 5 500 SH x x 33 500 1,479 155,200 SH x x 47 155,200 Freeport-McMoRan Copper & Gold, Inc. Class A Common Stocks 35671D105 11 800 SH x x 24 800 Freeport-McMoRan Copper & Gold, Inc. Class B Common Stocks 35671D857 17 1,300 SH x x 26 1,300 2,403 184,100 SH x 32 184,100 2,435 186,600 SH x x 47 186,600 Fremont General Corp. Common Stocks 357288109 118 30,500 SH x 32 30,500 Fresenius Medical Care AG - ADR Common Stocks 358029106 1,627 71,601 SH x 32 71,601 Fritz Companies, Inc. Common Stocks 358846103 10 900 SH x x 33 900 Frontier Airlines, Inc. Common Stocks 359065109 698 53,850 SH x x 23 53,850 589 48,300 SH x 32 48,300 14 1,150 SH x x 33 1,150 Frontier Financial Corp. Common Stocks 35907K105 40 1,700 SH x x 26 1,700 12 500 SH x x 33 500 Frontier Oil Corp. Common Stocks 35914P105 17 2,200 SH x x 33 2,200 Frontline Capital Group Common Stocks 35921N101 3,435 337,200 SH x x 2 337,200 21 2,100 SH x x 33 2,100 Fuller (H.B.) Co. Common Stocks 359694106 25 600 SH x 32 600 38 900 SH x x 33 900 6 149 SH x x 40 149 Fulton Financial Corp. Common Stocks 360271100 8 400 SH x x 10 400 203 8,750 SH x x 24 8,750 435 21,435 SH x 32 21,435 78 3,830 SH x x 33 3,830 18 895 SH x x 40 895 Furniture Brands International, Inc. Common Stocks 360921100 60 1,600 SH x x 26 1,600 126 5,300 SH x x 33 5,300 G & K Services, Inc. Class A Common Stocks 361268105 38 1,900 SH x x 33 1,900 GATX Corp. Common Stocks 361448103 21 500 SH x x 11 500 1,539 36,248 SH x 32 36,248 2,357 55,500 SH x x 50 55,500 GBC Bancorp Common Stocks 361475106 262 9,200 SH x x 10 9,200 1,195 39,400 SH x x 23 39,400 703 23,400 SH x x 26 23,400 2,334 81,900 SH x 32 81,900 18 630 SH x x 33 630 30 1,110 SH x x 40 1,110 GPU, Inc. Common Stocks 36225X100 312 9,700 SH x x 11 9,700 72 1,400 SH x x 26 1,400 696 21,430 SH x x 28 21,430 1,841 56,650 SH x 32 56,650 GSI Lumonics, Inc. New Common Stocks 36229U102 335 27,895 SH x x 19 27,895
956 125,318 SH x 32 125,318 Gabelli Asset Management, Inc. Common Stocks 36239Y102 258 7,700 SH x x 10 7,700 119 3,600 SH x x 26 3,600 Gables Residential Trust Common Stocks 362418105 1,509 52,000 SH x x 3 52,000 17 600 SH x x 40 600 Gadzooks, Inc. Common Stocks 362553109 70 3,200 SH x x 54 3,200 Galileo International, Inc. Common Stocks 363547100 5,979 265,060 SH x x 24 265,060 647 29,300 SH x x 26 29,300 9,776 446,412 SH x 32 446,412 237 11,680 SH x x 40 11,680 1,844 84,200 SH x x 47 84,200 3,868 176,600 SH x x 50 176,600 Gallagher (Arthur J.) & Co. Common Stocks 363576109 1,781 60,700 SH x x 4 60,700 1,128 38,200 SH x x 10 38,200 86 3,300 SH x x 12 3,300 241 6,400 SH x x 13 6,400 44 1,000 SH x x 26 1,000 8,394 303,030 SH x 32 303,030 174 6,280 SH x x 33 6,280 45 1,710 SH x x 40 1,710 316 11,400 SH x x 49 11,400 1,102 39,800 SH x x 51 39,800 Gannett Co., Inc. Common Stocks 364730101 5,343 82,800 SH x x 4 82,800 2,794 46,800 SH x x 11 46,800 605 7,600 SH x x 13 7,600 2,551 37,370 SH x x 24 37,370 991 16,600 SH x x 28 16,600 14,401 241,144 SH x 32 241,144 Gap, Inc. (The) Common Stocks 364760108 81 3,400 SH x x 11 3,400 222 8,600 SH x x 26 8,600 224 9,446 SH x 32 9,446 Garan, Inc. Common Stocks 364802108 33 1,300 SH x 32 1,300 Gateway, Inc. Common Stocks 367626108 45 2,668 SH x 32 2,668 Gaylord Entertainment Co. Common Stocks 367905106 2,038 76,600 SH x 32 76,600 Gemstar-TV Guide International, Inc. Common Stocks 36866W106 4,744 165,000 SH x x 11 165,000 47 1,650 SH x x 24 1,650 547 19,010 SH x 32 19,010 18 400 SH x x 46 400 GenCorp, Inc. Common Stocks 368682100 724 68,200 SH x x 10 68,200 529 49,800 SH x 32 49,800 27 2,500 SH x x 33 2,500 Gene Logic, Inc. Common Stocks 368689105 63 3,750 SH x x 33 3,750 Genentech, Inc. Common Stocks 368710406 898 17,490 SH x x 24 17,490 21,678 429,275 SH x 32 429,275 394 7,800 SH x x 38 7,800 7,026 139,123 SH x x 42 139,123 General Cable Corp. Common Stocks 369300108 602 55,800 SH x x 26 55,800 662 61,000 SH x 32 61,000 General Dynamics Corp. Common Stocks 369550108 3,325 53,000 SH x x 3 53,000
322 5,200 SH x x 4 5,200 2,584 41,189 SH x x 8 41,189 1,633 22,730 SH x x 24 22,730 1,499 22,900 SH x x 26 22,900 56 900 SH x x 28 900 27,506 438,406 SH x 32 438,406 6,345 101,130 SH x x 42 101,130 985 15,700 SH x x 55 15,700 General Electric Co. Common Stocks 369604103 5,775 128,900 SH x x 1 128,900 14,165 338,400 SH x x 8 338,400 31,968 723,390 SH x x 10 723,390 51,856 1,238,800 SH x x 11 1,238,800 8,142 194,500 SH x x 19 194,500 45,649 1,076,276 SH x x 24 1,076,276 20,780 459,800 SH x x 26 459,800 1,473 35,200 SH x x 28 35,200 238,542 5,698,577 SH x 32 5,698,577 188 4,500 SH x x 38 4,500 7,245 173,087 SH x x 42 173,087 19,714 422,000 SH x x 45 422,000 30,085 626,280 SH x x 46 626,280 General Growth Properties, Inc. Common Stocks 370021107 11,673 334,000 SH x x 2 334,000 136 3,900 SH x x 11 3,900 116 2,900 SH x x 24 2,900 5,236 149,800 SH x x 25 149,800 197 5,626 SH x 32 5,626 10,314 295,100 SH x x 44 295,100 General Mills, Inc. Common Stocks 370334104 2,873 62,000 SH x x 4 62,000 136 3,200 SH x x 11 3,200 333 5,800 SH x x 13 5,800 225 4,600 SH x x 26 4,600 129 3,000 SH x x 28 3,000 5,313 123,538 SH x 32 123,538 General Motors Corp. Common Stocks 370442105 427 8,200 SH x x 4 8,200 6,296 115,400 SH x x 10 115,400 5,552 107,400 SH x x 11 107,400 3,002 50,560 SH x x 24 50,560 1,170 18,900 SH x x 26 18,900 445 8,585 SH x x 28 8,585 11,615 224,002 SH x 32 224,002 General Motors Corp. Class H Common Stocks 370442832 2,373 121,700 SH x x 8 121,700 254 13,900 SH x x 11 13,900 484 22,011 SH x x 24 22,011 1,550 79,473 SH x 32 79,473 985 50,500 SH x x 33 50,500 1,125 57,700 SH x x 55 57,700 Genesco, Inc. Common Stocks 371532102 1,430 49,100 SH x x 23 49,100 692 24,100 SH x x 26 24,100 1,978 72,200 SH x 32 72,200
90 3,300 SH x x 33 3,300 Gentex Corp. Common Stocks 371901109 71 3,100 SH x x 12 3,100 1,517 65,618 SH x 32 65,618 9 400 SH x x 33 400 981 42,400 SH x x 51 42,400 Genlyte Group, Inc. (The) Common Stocks 372302109 334 12,100 SH x x 26 12,100 615 22,300 SH x 32 22,300 25 900 SH x x 33 900 34 1,216 SH x x 40 1,216 GenRad, Inc. Common Stocks 372447102 250 31,200 SH x 32 31,200 16 2,000 SH x x 33 2,000 375 46,900 SH x x 50 46,900 GenTek, Inc. Common Stocks 37245X104 338 26,000 SH x 32 26,000 10 800 SH x x 33 800 Genuine Parts Co. Common Stocks 372460105 405 15,620 SH x x 28 15,620 4,573 176,499 SH x 32 176,499 Gentiva Health Services, Inc. New Common Stocks 37247A102 50 2,600 SH x 32 2,600 Genuity, Inc. Common Stocks 37248E103 966 448,000 SH x 32 448,000 1,533 711,000 SH x x 50 711,000 Genzyme Corp. Common Stocks 372917104 1,328 14,700 SH x x 8 14,700 524 5,800 SH x x 10 5,800 834 8,290 SH x x 24 8,290 7,404 81,962 SH x 32 81,962 268 2,966 SH x x 33 2,966 3,456 34,300 SH x x 45 34,300 0 1 SH x x 51 1 Georgia Gulf Corp. Common Stocks 373200203 443 25,500 SH x x 26 25,500 822 47,200 SH x 32 47,200 16 900 SH x x 33 900 Georgia-Pacific Group Common Stocks 373298108 1,438 48,900 SH x x 3 48,900 2,175 70,140 SH x x 24 70,140 44 1,500 SH x x 26 1,500 0 1 SH x x 28 1 4,778 162,519 SH x 32 162,519 Georgia-Pacific Corp. (Timber Group) Common Stocks 373298702 367 11,970 SH x x 24 11,970 158 5,500 SH x x 26 5,500 776 27,036 SH x 32 27,036 27 940 SH x x 40 940 Gerber Scientific, Inc. Common Stocks 373730100 37 5,500 SH x 32 5,500 6 940 SH x x 40 940 Getty Images, Inc. Common Stocks 374276103 310 12,227 SH x x 19 12,227 599 37,150 SH x 32 37,150 Gilead Sciences, Inc. Common Stocks 375558103 995 30,600 SH x x 10 30,600 321 8,720 SH x x 24 8,720 134 3,400 SH x x 26 3,400 3,751 115,400 SH x 32 115,400 36 1,226 SH x x 40 1,226 Gillette Co. (The) Common Stocks 375766102 686 22,000 SH x x 4 22,000 8,726 279,900 SH x x 11 279,900
37 1,200 SH x x 13 1,200 285 8,100 SH x x 24 8,100 571 17,400 SH x x 26 17,400 2,867 91,993 SH x 32 91,993 P.H. Glatfelter Co. Common Stocks 377316104 386 30,300 SH x x 26 30,300 552 43,300 SH x 32 43,300 25 2,000 SH x x 33 2,000 20 1,540 SH x x 40 1,540 Glenborough Realty Trust, Inc. Common Stocks 37803P105 211 10,671 SH x x 26 10,671 223 12,800 SH x 32 12,800 Glimcher Realty Trust Common Stocks 379302102 20 1,300 SH x 32 1,300 9 600 SH x x 40 600 Global Industries, Inc. Common Stocks 379336100 1,582 108,650 SH x x 21 108,650 1,826 125,360 SH x 32 125,360 Global Marine, Inc. Common Stocks 379352404 3,427 133,865 SH x x 3 133,865 2,106 79,200 SH x x 4 79,200 3,480 137,900 SH x x 11 137,900 218 6,400 SH x x 13 6,400 247 7,600 SH x x 26 7,600 8,068 315,153 SH x 32 315,153 484 18,900 SH x x 33 18,900 Global TeleSystems Group, Inc. Common Stocks 37936U104 2 3,100 SH x 32 3,100 GlobeSpan, Inc. Common Stocks 379571102 11 500 SH x 32 500 79 3,600 SH x x 33 3,600 Golden State Bancorp, Inc. Common Stocks 381197102 1,913 68,600 SH x x 8 68,600 1,018 36,500 SH x x 10 36,500 830 29,600 SH x x 11 29,600 162 5,700 SH x x 12 5,700 1,098 39,400 SH x x 21 39,400 1,215 41,000 SH x x 23 41,000 1,159 39,500 SH x x 26 39,500 8,531 306,006 SH x 32 306,006 82 2,890 SH x x 40 2,890 1,966 70,500 SH x x 51 70,500 Golden State Vintners, Inc. Class B Common Stocks 38121K208 53 6,900 SH x x 54 6,900 Golden West Financial Corp. Common Stocks 381317106 465 7,400 SH x x 4 7,400 1,363 21,000 SH x x 8 21,000 1,511 20,350 SH x x 24 20,350 5,068 81,800 SH x x 26 81,800 1,609 24,790 SH x x 28 24,790 8,700 134,049 SH x 32 134,049 Goldman Sachs Group, Inc. Common Stocks 38141G104 2,017 23,700 SH x x 8 23,700 2,425 28,500 SH x x 10 28,500 6,304 74,700 SH x x 11 74,700 3,378 39,700 SH x x 19 39,700 2,205 22,640 SH x x 24 22,640 264 3,100 SH x x 28 3,100 41,192 484,043 SH x 32 484,043 1,225 14,400 SH x x 33 14,400
5,024 59,038 SH x x 42 59,038 750 7,900 SH x x 45 7,900 4,539 46,470 SH x x 46 46,470 B.F. Goodrich Co. Common Stocks 382388106 1,907 49,900 SH x x 11 49,900 1,264 31,000 SH x x 23 31,000 704 17,500 SH x x 26 17,500 1,184 30,860 SH x x 28 30,860 5,671 147,806 SH x 32 147,806 Goodyear Tire & Rubber Co. Common Stocks 382550101 57 2,400 SH x x 10 2,400 487 19,300 SH x x 26 19,300 1,627 68,200 SH x x 28 68,200 4,700 197,081 SH x 32 197,081 GoTo.com, Inc. Common Stocks 38348T107 16 2,000 SH x x 33 2,000 Graco, Inc. Common Stocks 384109104 24 900 SH x x 26 900 39 1,410 SH x x 33 1,410 Grainger (W.W.), Inc. Common Stocks 384802104 3,280 90,800 SH x x 4 90,800 1,973 59,000 SH x x 11 59,000 374 8,300 SH x x 13 8,300 5,227 154,418 SH x 32 154,418 Granite Construction, Inc. Common Stocks 387328107 21 580 SH x x 24 580 24 700 SH x 32 700 Grant Prideco, Inc. Common Stocks 38821G101 28 1,626 SH x 32 1,626 Great Atlantic & Pacific Tea Co., Inc. Common Stocks 390064103 142 15,500 SH x x 10 15,500 60 6,600 SH x 32 6,600 12 1,300 SH x x 33 1,300 Great Lakes, Inc. Common Stocks 390752103 147 8,700 SH x x 10 8,700 110 6,500 SH x 32 6,500 Great Plains Software, Inc. Common Stocks 39119E105 80 1,300 SH x x 33 1,300 Greater Bay Bancorp Common Stocks 391648102 920 34,400 SH x x 10 34,400 1,081 40,400 SH x x 23 40,400 807 31,000 SH x x 26 31,000 2,910 115,550 SH x 32 115,550 149 5,920 SH x x 33 5,920 Greenpoint Financial Corp. Common Stocks 395384100 3,837 117,700 SH x x 10 117,700 5,915 182,300 SH x x 11 182,300 995 28,700 SH x x 23 28,700 520 14,030 SH x x 24 14,030 859 25,500 SH x x 26 25,500 7,810 239,579 SH x 32 239,579 310 9,500 SH x x 33 9,500 Greif Bros. Corp. Class A Common Stocks 397624107 649 22,000 SH x x 26 22,000 638 22,700 SH x 32 22,700 Grey Global Group, Inc. Common Stocks 39787M108 4,430 6,836 SH x x 3 6,836 131 200 SH x x 26 200 5,435 8,388 SH x 32 8,388 Grey Wolf, Inc. Common Stocks 397888108 118 18,100 SH x x 10 18,100 1,147 176,500 SH x 32 176,500 Griffon Corp. Common Stocks 398433102 51 6,500 SH x 32 6,500 17 2,200 SH x x 33 2,200
7 940 SH x x 40 940 18 2,300 SH x x 54 2,300 Group 1 Automotive, Inc. Common Stocks 398905109 60 4,800 SH x 32 4,800 7 600 SH x x 40 600 Grupo Industrial Durango SA - ADR Common Stocks 40048E109 106 17,250 SH x x 28 17,250 139 22,500 SH x 32 22,500 Grupo Television SA de CV - GDR Common Stocks 40049J206 283 8,600 SH x x 9 8,600 2,259 67,620 SH x 32 67,620 618 18,495 SH x x 34 18,495 21 400 SH x x 35 400 1,269 32,700 SH x x 36 32,700 Grupo Iusacell SA de CV - ADR New Common Stocks 40050B100 447 55,500 SH x x 9 55,500 498 61,900 SH x 32 61,900 72 9,000 SH x x 34 9,000 GTECH Holdings Corp. Common Stocks 400518106 2,275 78,160 SH x x 24 78,160 30 1,100 SH x x 26 1,100 2,859 104,930 SH x 32 104,930 112 4,110 SH x x 33 4,110 133 4,940 SH x x 40 4,940 Grupo Aeroportuario del Sureste SA de CV - ADR Common Stocks 40051E202 161 8,300 SH x 32 8,300 161 8,300 SH x x 34 8,300 Guidant Corp. Common Stocks 401698105 2,182 49,200 SH x x 11 49,200 488 10,843 SH x 32 10,843 Guitar Center, Inc. Common Stocks 402040109 220 12,500 SH x x 26 12,500 227 12,900 SH x 32 12,900 Gulf Indonesia Resources, Ltd. Common Stocks 402284103 1,004 113,401 SH x x 9 113,401 555 62,501 SH x 32 62,501 GulfMark Offshore, Inc. Common Stocks 402629109 1,195 36,900 SH x 32 36,900 214 6,600 SH x x 49 6,600 H&CB - ADR Common Stocks 404008203 170 21,950 SH x 32 21,950 216 24,146 SH x x 36 24,146 HCA-The Healthcare Co. Common Stocks 404119109 4,150 91,300 SH x x 4 91,300 1,351 33,541 SH x x 8 33,541 194 4,820 SH x x 10 4,820 4,124 102,400 SH x x 11 102,400 730 13,600 SH x x 13 13,600 2,616 60,900 SH x x 26 60,900 1,881 46,700 SH x x 28 46,700 4,104 101,900 SH x x 29 101,900 39,397 978,319 SH x 32 978,319 6,055 130,860 SH x x 46 130,860 1,977 49,100 SH x x 55 49,100 HCC Insurance Holdings, Inc. Common Stocks 404132102 22 850 SH x 32 850 127 4,800 SH x x 33 4,800 7 290 SH x x 40 290 HNC Software, Inc. Common Stocks 40425P107 97 5,550 SH x x 33 5,550 HRPT Properties Trust Common Stocks 40426W101 1,624 196,100 SH x x 10 196,100 1,735 209,600 SH x 32 209,600 HS Resources, Inc. Common Stocks 404297103 531 11,800 SH x x 10 11,800
1,530 32,000 SH x x 23 32,000 443 9,900 SH x x 26 9,900 2,549 56,650 SH x 32 56,650 122 2,720 SH x x 33 2,720 Hain Celestial Group, Inc. Common Stocks 405217100 158 5,800 SH x x 12 5,800 2,668 92,000 SH x 32 92,000 1,537 53,000 SH x x 51 53,000 Halliburton Co. Common Stocks 406216101 7,556 199,200 SH x x 4 199,200 849 17,300 SH x x 13 17,300 580 13,840 SH x x 24 13,840 214 3,700 SH x x 26 3,700 12,712 345,906 SH x 32 345,906 1,007 27,400 SH x x 55 27,400 Hamilton Bancorp, Inc. Common Stocks 407013101 155 20,100 SH x x 26 20,100 Hancock Fabrics, Inc. Common Stocks 409900107 69 9,200 SH x x 54 9,200 Hancock Holding Co. Common Stocks 410120109 123 1,800 SH x x 26 1,800 265 6,100 SH x 32 6,100 30 700 SH x x 33 700 John Hancock Financial Services, Inc. Common Stocks 41014S106 4,521 110,800 SH x x 4 110,800 548 10,700 SH x x 13 10,700 446 10,200 SH x x 24 10,200 369 8,000 SH x x 26 8,000 450 11,700 SH x x 28 11,700 7,673 199,570 SH x 32 199,570 Handleman Co. Common Stocks 410252100 92 9,200 SH x 32 9,200 19 1,900 SH x x 33 1,900 Hanover Compressor Co. Common Stocks 410768105 1,439 45,400 SH x x 10 45,400 107 3,500 SH x x 12 3,500 80 1,600 SH x x 26 1,600 5,854 184,680 SH x 32 184,680 2,618 82,600 SH x x 47 82,600 1,427 45,000 SH x x 51 45,000 Harcourt General, Inc. Common Stocks 41163G101 590 10,600 SH x x 28 10,600 1,431 25,705 SH x 32 25,705 Harbor Florida Bancshares, Inc. Common Stocks 411901101 283 17,700 SH x x 10 17,700 507 31,700 SH x 32 31,700 24 1,460 SH x x 40 1,460 Harland (John H.) Co. Common Stocks 412693103 484 25,900 SH x x 10 25,900 269 14,400 SH x x 26 14,400 3,747 200,400 SH x 32 200,400 48 2,660 SH x x 40 2,660 Harley-Davidson, Inc. Common Stocks 412822108 2,473 59,900 SH x x 1 59,900 1,719 45,300 SH x x 8 45,300 3,063 80,700 SH x x 10 80,700 1,565 41,900 SH x x 11 41,900 1,004 22,500 SH x x 26 22,500 4,253 112,072 SH x 32 112,072 347 8,000 SH x x 43 8,000 Harleysville Group, Inc. Common Stocks 412824104 306 13,800 SH x x 10 13,800
98 2,800 SH x x 26 2,800 277 12,500 SH x 32 12,500 Harman International Industries, Inc. Common Stocks 413086109 56 1,400 SH x x 26 1,400 25 980 SH x x 33 980 Harmonic Lightwaves, Inc. Common Stocks 413160102 4 680 SH x 32 680 22 3,900 SH x x 33 3,900 Harrah's Entertainment, Inc. Common Stocks 413619107 1,194 35,560 SH x x 24 35,560 55 1,900 SH x x 26 1,900 338 11,500 SH x x 28 11,500 4,541 154,290 SH x 32 154,290 131 4,590 SH x x 40 4,590 Harris Corp. Common Stocks 413875105 934 35,500 SH x x 23 35,500 2,293 89,700 SH x x 26 89,700 4,508 182,156 SH x 32 182,156 40 1,600 SH x x 33 1,600 14 660 SH x x 40 660 3,601 145,500 SH x x 50 145,500 Harsco Corp. Common Stocks 415864107 324 11,470 SH x x 24 11,470 1,271 51,850 SH x 32 51,850 120 4,900 SH x x 33 4,900 155 6,433 SH x x 40 6,433 Harte Hanks Communications Common Stocks 416196103 2,511 111,000 SH x x 3 111,000 2,779 122,854 SH x 32 122,854 118 5,200 SH x x 33 5,200 Hartford Financial Services Group, Inc. (The) Common Stocks 416515104 7,203 114,200 SH x x 4 114,200 1,494 25,500 SH x x 11 25,500 847 10,800 SH x x 13 10,800 1,793 26,530 SH x x 24 26,530 392 5,100 SH x x 26 5,100 1,074 18,200 SH x x 28 18,200 16,971 287,636 SH x 32 287,636 3,227 54,700 SH x x 55 54,700 Hasbro, Inc. Common Stocks 418056107 885 68,700 SH x x 11 68,700 252 17,140 SH x x 24 17,140 898 69,635 SH x 32 69,635 58 4,630 SH x x 40 4,630 Haverty Furniture Co., Inc. Common Stocks 419596101 230 16,800 SH x x 26 16,800 186 13,600 SH x 32 13,600 Hawaiian Electric Industries, Inc. Common Stocks 419870100 2,195 59,400 SH x x 10 59,400 159 4,300 SH x x 26 4,300 2,173 58,800 SH x 32 58,800 140 3,800 SH x x 33 3,800 Health Care Property Investors, Inc. Common Stocks 421915109 12,815 377,800 SH x x 2 377,800 214 6,300 SH x x 33 6,300 HEALTHSOUTH Corp. Common Stocks 421924101 4,981 386,400 SH x x 10 386,400 968 68,270 SH x x 24 68,270 254 13,700 SH x x 26 13,700 264 20,500 SH x x 28 20,500 9,180 712,158 SH x 32 712,158
135 11,150 SH x x 40 11,150 2,187 169,700 SH x x 50 169,700 Health Management Associates Class A Common Stocks 421933102 145 7,900 SH x x 26 7,900 292 18,802 SH x 32 18,802 600 38,600 SH x x 33 38,600 Healthcare Realty Trust, Inc. Common Stocks 421946104 364 15,100 SH x x 10 15,100 229 9,500 SH x 32 9,500 108 4,500 SH x x 33 4,500 Health Care REIT, Inc. Common Stocks 42217K106 437 21,000 SH x x 10 21,000 53 2,460 SH x x 26 2,460 601 28,900 SH x 32 28,900 83 3,980 SH x x 33 3,980 Health Net, Inc. Common Stocks 42222G108 4,384 206,590 SH x x 10 206,590 369 15,610 SH x x 24 15,610 542 23,100 SH x x 26 23,100 6,750 327,490 SH x 32 327,490 31 1,490 SH x x 33 1,490 1,847 89,600 SH x x 50 89,600 Hearst-Argyle Television, Inc. Common Stocks 422317107 2,048 99,400 SH x x 3 99,400 2,297 111,507 SH x 32 111,507 41 2,000 SH x x 33 2,000 Heartland Express, Inc. Common Stocks 422347104 48 1,200 SH x x 26 1,200 17 660 SH x x 33 660 Heidrick & Struggles International, Inc. Common Stocks 422819102 101 3,500 SH x x 33 3,500 Heinz (H.J.) Co. Common Stocks 423074103 3,607 90,100 SH x x 11 90,100 533 13,250 SH x x 28 13,250 2,611 64,947 SH x 32 64,947 Helix Technology Corp. Common Stocks 423319102 77 3,260 SH x x 33 3,260 Hellenic Telecommunication Organization SA - ADR Common Stocks 423325307 3,427 519,290 SH x x 27 519,290 385 53,800 SH x x 28 53,800 3,499 530,182 SH x 32 530,182 Heller Financial, Inc. Class A Common Stocks 423328103 3,368 95,810 SH x x 10 95,810 116 3,200 SH x x 26 3,200 3,589 102,117 SH x 32 102,117 16 430 SH x x 40 430 Helmerich & Payne, Inc. Common Stocks 423452101 4,148 89,600 SH x x 10 89,600 820 15,640 SH x x 24 15,640 373 6,800 SH x x 26 6,800 597 12,900 SH x x 28 12,900 8,933 192,940 SH x 32 192,940 83 1,800 SH x x 33 1,800 205 4,740 SH x x 40 4,740 Jack Henry & Associates, Inc. Common Stocks 426281101 429 15,600 SH x x 10 15,600 106 5,500 SH x x 12 5,500 627 26,800 SH x x 26 26,800 4,585 193,580 SH x 32 193,580 214 9,040 SH x x 33 9,040 2,243 94,700 SH x x 51 94,700 Hercules, Inc. Common Stocks 427056106 21 1,600 SH x 32 1,600
Hershey Foods Corp. Common Stocks 427866108 599 8,300 SH x x 26 8,300 6,979 100,680 SH x 32 100,680 2,635 34,000 SH x x 45 34,000 Hewlett-Packard Co. Common Stocks 428236103 2,086 66,700 SH x x 8 66,700 2,091 67,300 SH x x 11 67,300 4,071 113,746 SH x x 24 113,746 2,892 91,500 SH x x 26 91,500 2,029 64,900 SH x x 28 64,900 15,500 495,686 SH x 32 495,686 15 486 SH x x 33 486 Hexcel Corp. Common Stocks 428291108 60 3,800 SH x x 26 3,800 14 1,400 SH x x 33 1,400 Hibernia Corp. Class A Common Stocks 428656102 235 16,800 SH x x 10 16,800 634 45,600 SH x x 11 45,600 508 31,990 SH x x 24 31,990 1,213 82,400 SH x x 26 82,400 5,384 385,373 SH x 32 385,373 292 20,900 SH x x 33 20,900 162 11,760 SH x x 40 11,760 Hickory Tech Corp. Common Stocks 429060106 271 18,200 SH x x 26 18,200 238 16,000 SH x 32 16,000 Highwoods Properties, Inc. Common Stocks 431284108 1,156 44,100 SH x x 23 44,100 1,030 41,800 SH x x 25 41,800 20 800 SH x x 26 800 1,035 41,990 SH x 32 41,990 15 630 SH x x 40 630 Hillenbrand Industries, Inc. Common Stocks 431573104 243 5,100 SH x x 4 5,100 995 20,600 SH x x 8 20,600 130 2,700 SH x x 10 2,700 447 7,700 SH x x 26 7,700 48 1,000 SH x x 28 1,000 676 13,992 SH x 32 13,992 Hilton Hotels Corp. Common Stocks 432848109 2,055 198,000 SH x x 11 198,000 507 44,300 SH x x 26 44,300 334 32,000 SH x x 28 32,000 1,352 129,365 SH x 32 129,365 Hispanic Broadcasting Corp. Common Stocks 43357B104 25 1,322 SH x 32 1,322 145 7,600 SH x x 33 7,600 Hollinger International, Inc. Class A Common Stocks 435569108 140 7,300 SH x x 26 7,300 153 10,700 SH x 32 10,700 Hollywood Entertainment Corp. Common Stocks 436141105 149 67,900 SH x 32 67,900 20 9,770 SH x x 40 9,770 Home Depot, Inc. (The) Common Stocks 437076102 8,548 179,300 SH x x 1 179,300 2,929 67,961 SH x x 8 67,961 16,695 388,000 SH x x 11 388,000 8,180 186,980 SH x x 24 186,980 3,553 79,900 SH x x 26 79,900 74,401 1,726,239 SH x 32 1,726,239 353 8,200 SH x x 38 8,200
6,888 159,816 SH x x 42 159,816 1,335 31,400 SH x x 43 31,400 6,358 132,200 SH x x 45 132,200 14,635 295,580 SH x x 46 295,580 Homeseekers.com, Inc. Common Stocks 437605108 14 87,300 SH x x 54 87,300 Homestake Mining Co. Common Stocks 437614100 20 3,866 SH x 32 3,866 HomeStore.com, Inc. Common Stocks 437852106 95 4,000 SH x x 10 4,000 43 1,800 SH x x 24 1,800 38 1,580 SH x 32 1,580 107 4,500 SH x x 33 4,500 HON Industries, Inc. Common Stocks 438092108 71 3,100 SH x x 33 3,100 Honeywell International, Inc. Common Stocks 438516106 20,700 481,700 SH x x 1 481,700 7,192 179,100 SH x x 11 179,100 6,431 145,170 SH x x 24 145,170 519 12,720 SH x x 26 12,720 1,338 32,800 SH x x 28 32,800 37,479 918,605 SH x 32 918,605 2,933 62,800 SH x x 43 62,800 Horace Mann Educators Corp. Common Stocks 440327104 87 4,900 SH x x 33 4,900 Horizon Offshore, Inc. Common Stocks 44043J105 510 20,600 SH x x 21 20,600 582 23,500 SH x 32 23,500 Hormel Foods Corp. Common Stocks 440452100 1,718 88,200 SH x x 10 88,200 2,756 141,464 SH x 32 141,464 179 9,200 SH x x 33 9,200 Hospitality Properties Trust Common Stocks 44106M102 1,589 60,200 SH x x 10 60,200 5,636 213,500 SH x x 25 213,500 265 8,395 SH x x 26 8,395 1,989 75,329 SH x 32 75,329 156 5,900 SH x x 33 5,900 9 330 SH x x 40 330 Host Marriott Corp. Common Stocks 44107P104 7,525 644,300 SH x x 2 644,300 1,441 123,400 SH x x 8 123,400 1,918 164,200 SH x x 10 164,200 144 7,808 SH x x 26 7,808 2,337 200,092 SH x 32 200,092 14 1,180 SH x x 40 1,180 Hot Topic, Inc. Common Stocks 441339108 28 1,000 SH x x 26 1,000 3,074 109,800 SH x 32 109,800 79 2,830 SH x x 33 2,830 3,091 110,400 SH x x 47 110,400 Hotel Reservations Network, Inc. Class A Common Stocks 441451101 33 1,300 SH x x 26 1,300 852 33,100 SH x 32 33,100 Houghton Mifflin Co. Common Stocks 441560109 16 300 SH x x 24 300 51 1,100 SH x x 33 1,100 Household International, Inc. Common Stocks 441815107 4,391 66,300 SH x x 1 66,300 4,734 80,000 SH x x 11 80,000 5,423 80,750 SH x x 24 80,750 1,091 17,900 SH x x 26 17,900 1,357 22,900 SH x x 28 22,900
17,604 297,168 SH x 32 297,168 765 13,200 SH x x 43 13,200 2,473 37,500 SH x x 45 37,500 2,476 41,800 SH x x 55 41,800 Houston Exploration Co. (The) Common Stocks 442120101 39 1,310 SH x x 33 1,310 Huaneng Power International, Inc. Series N - ADR Common Stocks 443304100 106 5,000 SH x 32 5,000 118 5,000 SH x x 36 5,000 Hubbell, Inc. Class B Common Stocks 443510201 571 24,500 SH x x 3 24,500 781 33,500 SH x x 10 33,500 245 10,500 SH x x 28 10,500 3,110 133,481 SH x 32 133,481 Hudson City Bancorp, Inc. Common Stocks 443683107 15 760 SH x 32 760 Hudson United Bancorp Common Stocks 444165104 138 6,100 SH x x 33 6,100 Hughes Supply, Inc. Common Stocks 444482103 294 20,100 SH x x 10 20,100 195 13,400 SH x x 26 13,400 649 44,400 SH x 32 44,400 Humana, Inc. Common Stocks 444859102 470 44,870 SH x x 10 44,870 228 19,150 SH x x 24 19,150 109 6,600 SH x x 26 6,600 73 7,000 SH x x 28 7,000 500 47,750 SH x 32 47,750 31 3,000 SH x x 33 3,000 32 3,300 SH x x 40 3,300 Human Genome Sciences, Inc. Common Stocks 444903108 36 800 SH x x 1 800 4,395 97,800 SH x x 11 97,800 408 8,870 SH x x 24 8,870 495 10,770 SH x 32 10,770 33 600 SH x x 43 600 Hunt (JB) Transportation Services, Inc. Common Stocks 445658107 355 20,000 SH x x 24 20,000 642 41,070 SH x 32 41,070 22 1,400 SH x x 33 1,400 18 1,200 SH x x 40 1,200 Huntington Bancshares, Inc. Common Stocks 446150104 88 6,159 SH x 32 6,159 Hutchinson Technology, Inc. Common Stocks 448407106 19 1,300 SH x x 33 1,300 ICN Pharmaceuticals, Inc. Common Stocks 448924100 47 1,900 SH x x 26 1,900 186 7,310 SH x 32 7,310 IDT Corp. Common Stocks 448947101 41 2,000 SH x x 33 2,000 Hyperion Solutions Corp. Common Stocks 44914M104 726 45,000 SH x 32 45,000 42 2,600 SH x x 33 2,600 1,087 67,400 SH x x 50 67,400 IBP, Inc. Common Stocks 449223106 296 16,540 SH x x 24 16,540 486 29,635 SH x 32 29,635 30 1,970 SH x x 40 1,970 ICICI, Ltd. - ADR Common Stocks 44926P202 441 35,500 SH x x 28 35,500 353 30,000 SH x 32 30,000 ICOS Corp. Common Stocks 449295104 347 7,300 SH x x 21 7,300 891 18,540 SH x x 24 18,540 51 1,100 SH x x 26 1,100 816 17,188 SH x 32 17,188
337 7,100 SH x x 33 7,100 IDEC Pharmaceuticals Corp. Common Stocks 449370105 351 8,770 SH x x 24 8,770 91 2,400 SH x x 26 2,400 360 8,990 SH x 32 8,990 380 9,500 SH x x 33 9,500 IDX Systems Corp. Common Stocks 449491109 39 2,150 SH x x 33 2,150 IHOP Corp. Common Stocks 449623107 80 4,020 SH x x 10 4,020 20 1,000 SH x x 26 1,000 30 1,500 SH x x 33 1,500 IMC Global, Inc. Common Stocks 449669100 42 2,960 SH x x 24 2,960 611 49,683 SH x 32 49,683 825 67,100 SH x x 50 67,100 IMS Health, Inc. Common Stocks 449934108 1,016 36,510 SH x x 24 36,510 1,411 56,686 SH x 32 56,686 IRT Property Co. Common Stocks 450058102 250 27,200 SH x x 10 27,200 120 13,000 SH x 32 13,000 21 2,300 SH x x 33 2,300 7 770 SH x x 40 770 iStar Financial, Inc. Common Stocks 45031U101 937 40,600 SH x x 10 40,600 524 21,300 SH x x 26 21,300 1,726 74,816 SH x 32 74,816 261 11,300 SH x x 33 11,300 ITLA Cap Corp. Common Stocks 450565106 46 2,300 SH x 32 2,300 ITT Educational Services, Inc. Common Stocks 45068B109 30 1,100 SH x x 33 1,100 ITXC Corp. New Common Stocks 45069F109 727 127,100 SH x 32 127,100 937 163,900 SH x x 47 163,900 ITT Industries, Inc. Common Stocks 450911102 1,124 29,100 SH x x 11 29,100 996 25,700 SH x x 21 25,700 1,674 38,290 SH x x 24 38,290 1,348 33,000 SH x x 26 33,000 81 2,100 SH x x 28 2,100 6,686 172,551 SH x 32 172,551 315 8,250 SH x x 40 8,250 ICICI Bank, Ltd. - ADR Common Stocks 45104G104 194 27,000 SH x 32 27,000 299 34,400 SH x x 36 34,400 Idacorp, Inc. Common Stocks 451107106 2,923 76,500 SH x x 10 76,500 778 18,400 SH x x 26 18,400 4,707 123,200 SH x 32 123,200 367 9,600 SH x x 49 9,600 IDEX Corp. Common Stocks 45167R104 41 900 SH x x 26 900 IDEXX Laboratories, Inc. Common Stocks 45168D104 23 1,100 SH x x 26 1,100 70 3,200 SH x 32 3,200 140 6,400 SH x x 33 6,400 Identix, Inc. Common Stocks 451906101 18 2,090 SH x x 33 2,090 Illinois Tool Works, Inc. Common Stocks 452308109 388 6,000 SH x x 24 6,000 773 13,608 SH x 32 13,608 Illumina, Inc. Common Stocks 452327109 8 1,300 SH x x 12 1,300 170 24,100 SH x 32 24,100 111 15,700 SH x x 51 15,700
Illuminet Holdings, Inc. Common Stocks 452334105 96 5,000 SH x x 26 5,000 1,711 83,220 SH x 32 83,220 65 3,160 SH x x 33 3,160 29 1,650 SH x x 40 1,650 255 12,400 SH x x 49 12,400 Imation Corp. Common Stocks 45245A107 72 3,190 SH x x 24 3,190 223 9,920 SH x 32 9,920 35 1,620 SH x x 40 1,620 Imclone Systems, Inc. Common Stocks 45245W109 20 600 SH x x 26 600 31 940 SH x 32 940 Immunex Corp. Common Stocks 452528102 408 28,180 SH x x 24 28,180 166 11,608 SH x 32 11,608 355 24,800 SH x x 33 24,800 Impath, Inc. Common Stocks 45255G101 1,094 23,600 SH x 32 23,600 39 850 SH x x 33 850 1,169 25,200 SH x x 47 25,200 Immunomedics, Inc. Common Stocks 452907108 1,090 106,500 SH x x 23 106,500 921 95,700 SH x 32 95,700 Inco, Ltd. Common Stocks 453258402 28 1,910 SH x x 24 1,910 25 1,700 SH x 32 1,700 Incyte Pharmaceuticals, Inc. Common Stocks 45337C102 33 2,300 SH x x 26 2,300 130 8,470 SH x 32 8,470 Independence Community Bank Corp. Common Stocks 453414104 652 37,400 SH x x 10 37,400 284 12,400 SH x x 26 12,400 703 40,300 SH x 32 40,300 Industrie Natuzzi SPA - ADR Common Stocks 456478106 361 28,400 SH x 32 28,400 IndyMac Mortgage Holdings, Inc. Common Stocks 456607100 2,771 96,400 SH x x 10 96,400 365 12,700 SH x x 11 12,700 513 16,400 SH x x 26 16,400 7,510 261,320 SH x 32 261,320 210 7,300 SH x x 33 7,300 3,225 112,200 SH x x 47 112,200 Infineon Technologies AG - ADR Common Stocks 45662N103 1,173 23,600 SH x x 20 23,600 1,703 45,000 SH x 32 45,000 Inet Technologies, Inc. Common Stocks 45662V105 1 130 SH x 32 130 InFocus Corp. Common Stocks 45665B106 46 2,800 SH x x 33 2,800 Informatica Corp. Common Stocks 45666Q102 124 9,280 SH x x 33 9,280 21 1,600 SH x x 51 1,600 Infonet Services Corp. Class B Common Stocks 45666T106 75 11,300 SH x x 24 11,300 14 2,050 SH x 32 2,050 24 3,600 SH x x 33 3,600 Informix Corp. Common Stocks 456779107 385 73,300 SH x x 10 73,300 616 117,360 SH x 32 117,360 129 24,500 SH x x 49 24,500 Informax, Inc. Common Stocks 45677N205 23 5,700 SH x x 12 5,700 464 103,000 SH x 32 103,000 306 67,900 SH x x 51 67,900 Infosys Technologies, Ltd. - ADR Common Stocks 456788108 229 3,500 SH x 32 3,500 384 5,000 SH x x 36 5,000
InfoSpace.com, Inc. Common Stocks 45678T102 22 9,727 SH x x 24 9,727 9 3,992 SH x 32 3,992 infoUSA, Inc. Common Stocks 456818301 71 16,300 SH x x 54 16,300 Ingersoll-Rand Co. Common Stocks 456866102 1,211 30,500 SH x x 3 30,500 4,274 108,200 SH x x 11 108,200 2,907 73,200 SH x x 19 73,200 294 7,400 SH x x 26 7,400 11,548 290,818 SH x 32 290,818 Information Resources, Inc. Common Stocks 456905108 1 153 SH x 32 153 Ingram Micro, Inc. Class A Common Stocks 457153104 346 25,600 SH x x 10 25,600 973 67,800 SH x x 23 67,800 1,708 125,000 SH x x 26 125,000 4,118 305,011 SH x 32 305,011 116 8,600 SH x x 33 8,600 Inhale Therapeutic Systems, Inc. Common Stocks 457191104 118 5,510 SH x x 33 5,510 Inktomi Corp. Common Stocks 457277101 37 5,610 SH x x 24 5,610 15 2,312 SH x 32 2,312 Input/Output, Inc. Common Stocks 457652105 1,510 161,510 SH x 32 161,510 45 5,127 SH x x 40 5,127 Insituform Technologies, Inc. Class A Common Stocks 457667103 183 5,600 SH x x 26 5,600 300 9,200 SH x 32 9,200 Insignia Financial Group, Inc. Common Stocks 45767A105 50 2,700 SH x x 26 2,700 Insight Communications Co., Inc. Common Stocks 45768V108 731 26,100 SH x x 26 26,100 3,729 140,700 SH x 32 140,700 82 3,100 SH x x 33 3,100 90 3,607 SH x x 40 3,607 2,388 90,100 SH x x 47 90,100 140 5,300 SH x x 49 5,300 Innkeepers USA Trust Common Stocks 4576J0104 586 52,300 SH x x 10 52,300 359 32,093 SH x x 26 32,093 2,248 200,687 SH x 32 200,687 17 1,630 SH x x 40 1,630 299 26,700 SH x x 49 26,700 Integrated Device Technology, Inc. Common Stocks 458118106 403 13,600 SH x x 21 13,600 624 19,800 SH x x 23 19,800 2,781 93,280 SH x x 24 93,280 2,043 69,000 SH x 32 69,000 49 1,740 SH x x 40 1,740 21 700 SH x x 54 700 Integrated Circuit Systems, Inc. New Common Stocks 45811K208 24 1,500 SH x x 33 1,500 Integrated Silicon Solution, Inc. Common Stocks 45812P107 441 33,900 SH x x 3 33,900 105 8,600 SH x x 26 8,600 1,001 77,000 SH x 32 77,000 139 10,700 SH x x 49 10,700 Intel Corp. Common Stocks 458140100 1,222 43,600 SH x x 4 43,600 7,817 297,100 SH x x 8 297,100 4,538 163,100 SH x x 10 163,100 24,695 945,000 SH x x 11 945,000 144 4,100 SH x x 13 4,100
4,047 153,800 SH x x 19 153,800 11,992 455,760 SH x x 24 455,760 2,507 81,300 SH x x 26 81,300 71,354 2,711,782 SH x 32 2,711,782 221 8,400 SH x x 38 8,400 3,774 128,500 SH x x 45 128,500 23,396 759,740 SH x x 46 759,740 Integra Bank, Corp. Common Stocks 45814P105 25 1,200 SH x x 33 1,200 Inter-Tel, Inc. Common Stocks 458372109 15 1,500 SH x x 33 1,500 Interactive Intelligence, Inc. Common Stocks 45839M103 174 12,300 SH x x 26 12,300 292 20,300 SH x 32 20,300 5 330 SH x x 33 330 Interface, Inc. Common Stocks 458665106 203 25,700 SH x x 26 25,700 2,666 387,750 SH x 32 387,750 25 3,600 SH x x 33 3,600 Intergraph Corp. Common Stocks 458683109 450 46,500 SH x x 26 46,500 517 53,400 SH x 32 53,400 15 1,800 SH x x 40 1,800 Internap Network Services Corp. Common Stocks 45885A102 3 1,370 SH x 32 1,370 International Bancshares Corp. Common Stocks 459044103 38 1,000 SH x 32 1,000 International Business Machines Corp. Common Stocks 459200101 5,968 59,000 SH x x 4 59,000 3,482 36,200 SH x x 8 36,200 16,188 159,620 SH x x 10 159,620 21,971 230,400 SH x x 11 230,400 717 5,500 SH x x 13 5,500 5,521 57,400 SH x x 19 57,400 16,090 160,145 SH x x 24 160,145 9,325 88,950 SH x x 26 88,950 1,606 16,700 SH x x 28 16,700 110,766 1,151,648 SH x 32 1,151,648 5,508 51,300 SH x x 45 51,300 18,597 164,550 SH x x 46 164,550 856 8,900 SH x x 55 8,900 International Flavors & Fragrances, Inc. Common Stocks 459506101 1,635 74,100 SH x x 8 74,100 2,540 107,230 SH x x 24 107,230 52 2,400 SH x x 26 2,400 4,383 198,668 SH x 32 198,668 261 12,260 SH x x 40 12,260 International Game Technology Common Stocks 459902102 3,751 74,500 SH x x 10 74,500 374 7,480 SH x x 11 7,480 3,047 56,900 SH x x 23 56,900 979 16,600 SH x x 26 16,600 1,012 20,100 SH x x 28 20,100 8,146 161,784 SH x 32 161,784 478 9,500 SH x x 33 9,500 International Multifoods Corp. Common Stocks 460043102 25 1,300 SH x x 33 1,300 International Paper Co. Common Stocks 460146103 954 23,164 SH x x 24 23,164 32 900 SH x x 26 900 1,378 38,200 SH x x 28 38,200
5,296 146,784 SH x 32 146,784 1,342 37,200 SH x x 55 37,200 International Rectifier Corp. Common Stocks 460254105 1,976 48,800 SH x x 8 48,800 826 19,300 SH x x 10 19,300 2,677 66,100 SH x x 19 66,100 1,377 32,000 SH x x 23 32,000 765 18,200 SH x x 26 18,200 12,047 297,450 SH x 32 297,450 211 5,200 SH x x 33 5,200 International Speedway Corp. Class A Common Stocks 460335201 14 389 SH x 32 389 78 2,100 SH x x 33 2,100 Internet Capital Group, Inc. Common Stocks 46059C106 64 26,500 SH x x 24 26,500 69 31,700 SH x 32 31,700 Internet Security Systems, Inc. Common Stocks 46060X107 55 2,000 SH x x 11 2,000 14 500 SH x x 26 500 1,529 55,870 SH x 32 55,870 71 2,600 SH x x 33 2,600 952 34,800 SH x x 51 34,800 Interpool, Inc. Common Stocks 46062R108 135 6,500 SH x x 26 6,500 178 12,200 SH x 32 12,200 13 900 SH x x 33 900 Interpublic Group Cos., Inc. (The) Common Stocks 460690100 392 11,500 SH x x 1 11,500 3,198 93,100 SH x x 3 93,100 433 12,600 SH x x 10 12,600 361 10,100 SH x x 26 10,100 4,062 118,258 SH x 32 118,258 Intersil Holding Corp. New Common Stocks 46069S109 5 290 SH x 32 290 Interstate Bakeries Corp. Common Stocks 46072H108 1,239 77,120 SH x x 24 77,120 1,213 79,390 SH x 32 79,390 37 2,400 SH x x 33 2,400 29 1,970 SH x x 40 1,970 IntraNet Solutions, Inc. Common Stocks 460939309 503 19,800 SH x x 10 19,800 268 7,102 SH x x 19 7,102 560 23,400 SH x x 21 23,400 45 1,200 SH x x 26 1,200 2,860 119,473 SH x 32 119,473 Intertrust Technologies Corp. Common Stocks 46113Q109 716 159,000 SH x 32 159,000 774 172,100 SH x x 47 172,100 Interwoven, Inc. Common Stocks 46114T102 44 5,400 SH x x 26 5,400 837 83,200 SH x 32 83,200 110 10,890 SH x x 33 10,890 708 70,400 SH x x 47 70,400 Intimate Brands, Inc. Class A Common Stocks 461156101 19 1,268 SH x 32 1,268 Intuit, Inc. Common Stocks 461202103 848 29,150 SH x x 24 29,150 2,370 85,400 SH x x 29 85,400 6,953 250,564 SH x 32 250,564 Invacare Corp. Common Stocks 461203101 142 3,600 SH x x 33 3,600 Investment Technology Group Common Stocks 46145F105 4,127 80,600 SH x 32 80,600 83 1,620 SH x x 33 1,620
2,724 53,200 SH x x 51 53,200 Invitrogen Corp. Common Stocks 46185R100 148 2,900 SH x x 12 2,900 1,371 25,000 SH x x 21 25,000 1,534 26,300 SH x x 23 26,300 331 6,100 SH x x 26 6,100 6,582 120,000 SH x 32 120,000 17 340 SH x x 40 340 2,029 37,000 SH x x 51 37,000 Investors Financial Services Corp. Common Stocks 461915100 1,013 16,300 SH x x 10 16,300 277 5,100 SH x x 12 5,100 1,067 18,200 SH x x 21 18,200 150 1,900 SH x x 26 1,900 10,330 176,200 SH x 32 176,200 240 4,090 SH x x 33 4,090 3,699 63,100 SH x x 51 63,100 Ionics, Inc. Common Stocks 462218108 26 1,000 SH x x 33 1,000 Iron Mountain, Inc. Common Stocks 462846106 21 560 SH x 32 560 Irwin Financial Corp. Common Stocks 464119106 66 2,000 SH x x 26 2,000 17 800 SH x x 33 800 iShares S&P MidCap 400 / BARRA Growth Index Fund Common Stocks 464287606 729 7,200 SH x x 33 7,200 iShares Russell 2000 Growth Index Fund Common Stocks 464287648 318 5,800 SH x x 33 5,800 Isis Pharmaceuticals Common Stocks 464330109 144 15,600 SH x x 10 15,600 47 3,200 SH x x 26 3,200 323 34,900 SH x 32 34,900 54 5,860 SH x x 33 5,860 Itron, Inc. Common Stocks 465741106 88 7,400 SH x x 54 7,400 i2 Technologies, Inc. Common Stocks 465754109 871 56,600 SH x x 10 56,600 802 56,700 SH x x 11 56,700 78 3,400 SH x x 26 3,400 879 60,632 SH x 32 60,632 268 18,500 SH x x 33 18,500 19 1,300 SH x x 45 1,300 IVAX Corp. Common Stocks 465823102 9 300 SH x x 5 300 1,249 39,650 SH x x 8 39,650 1,548 49,150 SH x x 10 49,150 221 6,200 SH x x 26 6,200 2,807 89,100 SH x x 29 89,100 5,737 182,125 SH x 32 182,125 Ivex Packaging Corp. Common Stocks 465855104 179 13,000 SH x 32 13,000 20 1,460 SH x x 40 1,460 JDN Realty Corp. Common Stocks 465917102 503 44,500 SH x x 10 44,500 536 47,400 SH x 32 47,400 JDS Uniphase Corp. Common Stocks 46612J101 3,603 182,520 SH x x 1 182,520 808 43,840 SH x x 8 43,840 3,005 163,000 SH x x 11 163,000 83 4,500 SH x x 28 4,500 841 45,600 SH x x 29 45,600 17,384 942,853 SH x 32 942,853 161 8,740 SH x x 33 8,740
210 11,400 SH x x 38 11,400 251 13,619 SH x x 45 13,619 3,554 167,780 SH x x 46 167,780 JDA Software Group, Inc. Common Stocks 46612K108 75 6,600 SH x 32 6,600 13 1,100 SH x x 33 1,100 JLG Industries, Inc. Common Stocks 466210101 601 46,200 SH x x 10 46,200 280 21,500 SH x x 26 21,500 1,327 102,080 SH x 32 102,080 42 3,200 SH x x 33 3,200 82 6,440 SH x x 40 6,440 JNI Corp. New Common Stocks 46622G105 5 600 SH x x 33 600 J.P. Realty, Inc. Common Stocks 46624A106 8 430 SH x x 40 430 Jabil Circuit, Inc. Common Stocks 466313103 38 1,742 SH x 32 1,742 236 10,900 SH x x 33 10,900 Jack in the Box, Inc. Common Stocks 466367109 3,028 101,100 SH x x 10 101,100 57 1,200 SH x x 26 1,200 3,145 105,000 SH x 32 105,000 171 5,700 SH x x 33 5,700 Jacob's Engineering Group, Inc. Common Stocks 469814107 157 2,700 SH x x 33 2,700 Jefferies Group, Inc. Common Stocks 472319102 966 33,500 SH x x 10 33,500 181 6,800 SH x x 12 6,800 4,209 145,900 SH x 32 145,900 2,247 77,900 SH x x 51 77,900 Jefferson-Pilot Corp. Common Stocks 475070108 6,060 83,600 SH x x 4 83,600 652 7,200 SH x x 13 7,200 2,056 26,470 SH x x 24 26,470 550 7,700 SH x x 26 7,700 312 4,600 SH x x 28 4,600 13,902 204,766 SH x 32 204,766 John Nuveen & Co., Inc. Class A Common Stocks 478035108 145 2,700 SH x x 26 2,700 632 11,700 SH x 32 11,700 59 1,100 SH x x 33 1,100 Johnson & Johnson Common Stocks 478160104 2,380 25,700 SH x x 4 25,700 11,940 136,500 SH x x 8 136,500 8,770 95,100 SH x x 10 95,100 14,962 171,500 SH x x 11 171,500 199 1,700 SH x x 13 1,700 3,543 40,500 SH x x 19 40,500 40,338 432,650 SH x x 24 432,650 7,079 75,360 SH x x 26 75,360 4,890 55,900 SH x x 28 55,900 89,431 1,022,414 SH x 32 1,022,414 4,929 50,500 SH x x 45 50,500 Johnson Controls, Inc. Common Stocks 478366107 3,067 49,100 SH x x 3 49,100 1,480 23,700 SH x x 8 23,700 6,901 110,400 SH x x 11 110,400 2,116 29,590 SH x x 24 29,590 349 5,300 SH x x 26 5,300 187 3,000 SH x x 28 3,000
8,086 129,452 SH x 32 129,452 Jones Apparel Group, Inc. Common Stocks 480074103 5,820 155,300 SH x x 11 155,300 668 16,700 SH x x 26 16,700 1,053 27,870 SH x 32 27,870 374 9,900 SH x x 33 9,900 Jones Lang Lasalle, Inc. Common Stocks 48020Q107 119 5,900 SH x x 26 5,900 49 3,820 SH x x 33 3,820 Juniper Networks, Inc. Common Stocks 48203R104 3,299 86,400 SH x x 1 86,400 1,272 33,500 SH x x 8 33,500 1,778 44,200 SH x x 10 44,200 1,723 47,600 SH x x 11 47,600 1,642 42,670 SH x x 24 42,670 193 3,600 SH x x 26 3,600 1,348 35,500 SH x x 29 35,500 19,426 511,750 SH x 32 511,750 634 16,700 SH x x 33 16,700 80 2,100 SH x x 38 2,100 3,355 79,200 SH x x 45 79,200 155 4,090 SH x x 46 4,090 KLA Tencor Corporation Common Stocks 482480100 2,240 56,900 SH x x 3 56,900 308 7,400 SH x x 4 7,400 60 1,700 SH x x 11 1,700 1,166 29,600 SH x x 21 29,600 8,726 221,618 SH x 32 221,618 2,844 64,600 SH x x 45 64,600 KMart Corp. Common Stocks 482584109 1,697 165,600 SH x x 10 165,600 53 3,600 SH x x 26 3,600 1,461 155,425 SH x 32 155,425 K-Swiss, Inc. Class A Common Stocks 482686102 200 7,800 SH x x 26 7,800 K2, Inc. Common Stocks 482732104 1,097 125,400 SH x 32 125,400 Kaman Corp. Class A Common Stocks 483548103 216 13,200 SH x x 10 13,200 589 34,200 SH x x 26 34,200 840 51,300 SH x 32 51,300 Kana Communications, Inc. Common Stocks 483600102 10 5,250 SH x x 24 5,250 4 1,860 SH x 32 1,860 Kansas City Life Insurance Co. Common Stocks 484836101 345 8,900 SH x x 26 8,900 383 10,700 SH x 32 10,700 Kansas City Power & Light Co. Common Stocks 485134100 1,946 79,100 SH x x 10 79,100 128 3,300 SH x x 26 3,300 659 26,800 SH x 32 26,800 197 8,000 SH x x 33 8,000 Kansas City Southern Industries, Inc. Common Stocks 485170302 413 29,100 SH x x 10 29,100 67 3,000 SH x x 26 3,000 378 26,626 SH x 32 26,626 92 6,500 SH x x 33 6,500 Kaufman & Broad Home Corp. Common Stocks 486168107 39 1,300 SH x x 26 1,300 Kaydon Corp. Common Stocks 486587108 118 4,700 SH x x 12 4,700 2,447 90,700 SH x 32 90,700 100 3,700 SH x x 33 3,700
1,762 65,300 SH x x 51 65,300 Keane, Inc. Common Stocks 486665102 197 13,210 SH x x 24 13,210 788 60,594 SH x 32 60,594 42 3,200 SH x x 33 3,200 85 7,120 SH x x 40 7,120 Kellogg Co. Common Stocks 487836108 530 19,600 SH x x 11 19,600 111 4,100 SH x 32 4,100 Kellwood Co. Common Stocks 488044108 35 1,700 SH x x 33 1,700 Kelly Services, Inc. Class A Common Stocks 488152208 6 190 SH x x 24 190 210 8,920 SH x 32 8,920 31 1,300 SH x x 33 1,300 15 690 SH x x 40 690 KEMET Corp. Common Stocks 488360108 2,194 129,500 SH x x 3 129,500 1,269 74,900 SH x x 8 74,900 1,090 60,500 SH x x 23 60,500 3,405 197,320 SH x x 24 197,320 68 4,000 SH x x 26 4,000 5,899 348,220 SH x 32 348,220 144 8,580 SH x x 40 8,580 Kennametal, Inc. Common Stocks 489170100 786 25,010 SH x x 24 25,010 229 8,400 SH x x 26 8,400 2,194 79,790 SH x 32 79,790 96 3,500 SH x x 33 3,500 114 4,280 SH x x 40 4,280 Kent Electronics Corp. Common Stocks 490553104 841 43,900 SH x x 23 43,900 724 40,200 SH x 32 40,200 Kerr-McGee Corp. Common Stocks 492386107 3,702 57,200 SH x x 1 57,200 2,744 42,285 SH x x 8 42,285 655 10,100 SH x x 21 10,100 9,612 142,480 SH x x 24 142,480 356 5,500 SH x x 26 5,500 1,227 18,900 SH x x 28 18,900 25,610 394,605 SH x 32 394,605 2,887 39,900 SH x x 45 39,900 Key Energy Group, Inc. Common Stocks 492914106 351 20,828 SH x x 19 20,828 524 49,000 SH x x 21 49,000 1,280 119,644 SH x 32 119,644 165 15,400 SH x x 33 15,400 Key Production, Inc. Common Stocks 493138101 166 8,000 SH x x 10 8,000 232 11,200 SH x x 26 11,200 477 23,000 SH x 32 23,000 20 950 SH x x 33 950 KeyCorp Common Stocks 493267108 2,502 89,000 SH x x 10 89,000 4,361 169,700 SH x x 11 169,700 2,982 101,090 SH x x 24 101,090 425 16,470 SH x x 28 16,470 8,377 324,685 SH x 32 324,685 Keynote Systems, Inc. Common Stocks 493308100 13 1,200 SH x x 33 1,200 KeySpan Corp. Common Stocks 49337W100 3,191 83,700 SH x x 8 83,700
2,239 52,360 SH x x 24 52,360 221 5,800 SH x x 26 5,800 4,513 118,354 SH x 32 118,354 137 3,500 SH x x 40 3,500 Kimball International, Inc. Class B Common Stocks 494274103 215 16,000 SH x x 26 16,000 129 9,600 SH x 32 9,600 32 2,400 SH x x 33 2,400 31 2,360 SH x x 40 2,360 Kilroy Realty Corp. Common Stocks 49427F108 4,448 165,900 SH x x 2 165,900 2,168 75,200 SH x x 4 75,200 262 7,300 SH x x 13 7,300 4,796 178,900 SH x x 25 178,900 3,276 122,200 SH x 32 122,200 Kimberly-Clark Corp. Common Stocks 494368103 613 9,200 SH x x 4 9,200 3 43 SH x x 8 43 4,525 67,000 SH x x 11 67,000 6,670 87,220 SH x x 24 87,220 524 7,500 SH x x 26 7,500 1,248 18,400 SH x x 28 18,400 22,303 328,814 SH x 32 328,814 4,005 52,900 SH x x 45 52,900 2,516 37,100 SH x x 55 37,100 Kimco Realty Corp. Common Stocks 49446R109 6,390 148,600 SH x x 2 148,600 130 3,100 SH x x 11 3,100 4,859 113,000 SH x x 25 113,000 125 1,851 SH x x 26 1,851 29 675 SH x 32 675 Kinder Morgan, Inc. Common Stocks 49455P101 1,517 26,500 SH x x 26 26,500 4,736 89,027 SH x 32 89,027 2,937 55,200 SH x x 47 55,200 King Pharmaceuticals, Inc. Common Stocks 495582108 848 20,800 SH x x 21 20,800 118 2,999 SH x x 26 2,999 9,786 240,144 SH x 32 240,144 4,789 105,300 SH x x 45 105,300 Kirby Corp. Common Stocks 497266106 50 1,600 SH x x 26 1,600 46 2,300 SH x x 33 2,300 Knight-Ridder, Inc. Common Stocks 499040103 262 4,900 SH x x 11 4,900 38 700 SH x x 28 700 81 1,510 SH x 32 1,510 Knight Trading Group, Inc. Common Stocks 499063105 18 1,248 SH x 32 1,248 Knight Transportation, Inc. Common Stocks 499064103 32 1,300 SH x x 33 1,300 Koger Equity, Inc. Common Stocks 500228101 53 3,800 SH x 32 3,800 9 600 SH x x 40 600 Kohl's Corp. Common Stocks 500255104 20,018 317,600 SH x x 1 317,600 3,233 52,400 SH x x 8 52,400 7,528 114,800 SH x x 10 114,800 1,385 18,300 SH x x 26 18,300 59,513 964,712 SH x 32 964,712 1,523 23,100 SH x x 43 23,100
8,739 126,800 SH x x 45 126,800 Koninklijke (Royal) Philips Electronics Common Stocks 500472303 151 3,600 SH x x 20 3,600 240 9,000 SH x 32 9,000 Kopin Corp. Common Stocks 500600101 5 920 SH x 32 920 35 6,100 SH x x 33 6,100 Korea Electric Power Corp. - ADR Common Stocks 500631106 185 23,374 SH x x 9 23,374 91 7,148 SH x x 28 7,148 Korea Telecom Corp. - ADR Common Stocks 50063P103 91 4,050 SH x x 9 4,050 15 400 SH x x 20 400 391 16,840 SH x x 28 16,840 619 26,648 SH x 32 26,648 259 11,139 SH x x 34 11,139 182 8,500 SH x x 37 8,500 Kos Pharmaceuticals, Inc. Common Stocks 500648100 14 800 SH x x 33 800 Krispy Kreme Doughnuts, Inc. New Common Stocks 501014104 1,678 46,600 SH x x 10 46,600 2,657 73,800 SH x 32 73,800 Kroger Co. Common Stocks 501044101 6,406 234,300 SH x x 4 234,300 4,493 175,200 SH x x 11 175,200 697 20,200 SH x x 13 20,200 992 33,580 SH x x 24 33,580 772 31,100 SH x x 26 31,100 897 34,800 SH x x 28 34,800 19,500 756,097 SH x 32 756,097 3,391 118,000 SH x x 45 118,000 Kronos, Inc. Common Stocks 501052104 31 1,000 SH x x 33 1,000 Kulicke & Soffa Industries, Inc. Common Stocks 501242101 1,808 133,300 SH x x 3 133,300 2,402 177,100 SH x 32 177,100 34 2,500 SH x x 33 2,500 137 10,100 SH x x 49 10,100 LNR Property Corp. Common Stocks 501940100 2,991 105,500 SH x x 3 105,500 706 24,900 SH x x 10 24,900 85 1,900 SH x x 26 1,900 4,078 143,830 SH x 32 143,830 LSI Logic Corp. Common Stocks 502161102 1,219 77,500 SH x x 3 77,500 20 1,400 SH x x 11 1,400 342 21,660 SH x x 24 21,660 1,508 95,844 SH x 32 95,844 LTX Corp. Common Stocks 502392103 1,009 54,000 SH x x 3 54,000 706 37,800 SH x 32 37,800 151 8,100 SH x x 49 8,100 L-3 Communications Holdings, Inc. Common Stocks 502424104 1,058 13,400 SH x x 8 13,400 1,650 20,900 SH x x 21 20,900 1,392 16,600 SH x x 23 16,600 265 2,600 SH x x 26 2,600 3,478 44,051 SH x 32 44,051 La-Z-Boy Inc. Common Stocks 505336107 123 6,900 SH x x 33 6,900 Laboratorio Chile SA - ADR Common Stocks 50540H104 551 27,000 SH x x 9 27,000 Laboratory Corp. of America Holdings Common Stocks 50540R409 1,479 11,500 SH x x 10 11,500 577 4,800 SH x x 21 4,800
1,115 8,700 SH x x 23 8,700 114 600 SH x x 26 600 2,982 24,800 SH x 32 24,800 LaBranche & Co., Inc. Common Stocks 505447102 1,483 46,100 SH x x 10 46,100 1,502 46,692 SH x 32 46,692 61 1,890 SH x x 33 1,890 42 1,407 SH x x 40 1,407 Laclede Gas Co. Common Stocks 505588103 33 1,400 SH x x 33 1,400 Ladish Co., Inc. Common Stocks 505754200 1,365 121,300 SH x 32 121,300 248 22,000 SH x x 49 22,000 Lafarge Corp. Common Stocks 505862102 271 7,880 SH x x 24 7,880 409 13,470 SH x 32 13,470 Lam Research Corp. Common Stocks 512807108 2,551 107,400 SH x x 3 107,400 66 2,900 SH x x 26 2,900 4,712 198,410 SH x 32 198,410 2,579 108,600 SH x x 47 108,600 Lamar Advertising Co. Class A Common Stocks 512815101 209 5,900 SH x x 12 5,900 468 8,086 SH x x 19 8,086 15 400 SH x x 26 400 5,125 139,444 SH x 32 139,444 191 5,200 SH x x 33 5,200 2,745 74,700 SH x x 51 74,700 Lancaster Colony Corp. Common Stocks 513847103 146 4,430 SH x x 24 4,430 213 7,320 SH x 32 7,320 102 3,500 SH x x 33 3,500 Lance, Inc. Common Stocks 514606102 24 2,100 SH x x 33 2,100 LandAmerica Financial Group, Inc. Common Stocks 514936103 2,049 57,600 SH x x 10 57,600 1,320 36,600 SH x x 26 36,600 3,953 111,100 SH x 32 111,100 25 700 SH x x 33 700 11 340 SH x x 40 340 Land's End, Inc. Common Stocks 515086106 15 500 SH x x 24 500 Landry's Seafood Restaurants, Inc. Common Stocks 51508L103 287 25,300 SH x x 10 25,300 313 25,800 SH x x 26 25,800 607 53,500 SH x 32 53,500 19 1,690 SH x x 33 1,690 Landstar Systems, Inc. Common Stocks 515098101 1,239 17,200 SH x x 23 17,200 60 900 SH x x 26 900 1,850 27,300 SH x 32 27,300 41 600 SH x x 33 600 169 2,500 SH x x 49 2,500 Large Scale Biology Corp. New Common Stocks 517053104 322 67,800 SH x 32 67,800 348 73,200 SH x x 47 73,200 LaSalle Hotel Properties Common Stocks 517942108 180 11,100 SH x x 10 11,100 345 19,900 SH x x 26 19,900 499 30,800 SH x 32 30,800 16 1,030 SH x x 40 1,030 Lattice Semiconductor Corp.Common Stocks 518415104 705 39,700 SH x x 11 39,700 37 2,100 SH x x 26 2,100
204 11,200 SH x 32 11,200 149 8,200 SH x x 33 8,200 Estee Lauder Cos., Class A Common Stocks 518439104 4,221 116,100 SH x x 11 116,100 384 10,549 SH x 32 10,549 277 7,600 SH x x 33 7,600 Lear Corp. Common Stocks 521865105 125 4,400 SH x x 11 4,400 2,912 99,400 SH x x 19 99,400 198 5,930 SH x x 24 5,930 543 17,700 SH x x 26 17,700 13,049 445,350 SH x 32 445,350 57 2,000 SH x x 40 2,000 147 5,000 SH x x 49 5,000 Learning Tree International, Inc. Common Stocks 522015106 564 25,600 SH x x 23 25,600 479 23,100 SH x 32 23,100 31 1,500 SH x x 33 1,500 Lee Enterprises, Inc. Common Stocks 523768109 2,902 95,300 SH x x 3 95,300 3,082 101,200 SH x 32 101,200 Legato Systems, Inc. Common Stocks 524651106 81 6,700 SH x x 33 6,700 Leggett & Platt, Inc. Common Stocks 524660107 325 16,900 SH x x 28 16,900 382 19,880 SH x 32 19,880 Legg Mason, Inc. Common Stocks 524901105 724 17,200 SH x x 10 17,200 172 4,300 SH x x 12 4,300 446 9,900 SH x x 26 9,900 3,890 92,392 SH x 32 92,392 2,307 54,800 SH x x 51 54,800 Lehman Brothers Holdings, Inc. Common Stocks 524908100 550 8,700 SH x x 4 8,700 1,417 22,600 SH x x 8 22,600 4,073 59,420 SH x x 10 59,420 5,283 79,190 SH x x 24 79,190 1,186 17,000 SH x x 26 17,000 1,624 25,900 SH x x 28 25,900 2,985 47,600 SH x x 29 47,600 42,846 683,353 SH x 32 683,353 5,880 93,787 SH x x 42 93,787 1,106 15,800 SH x x 45 15,800 Leitch Technology Corp. Common Stocks 52543H107 769 45,300 SH x x 28 45,300 Lennar Corp. Common Stocks 526057104 3,316 83,200 SH x x 3 83,200 7,840 192,100 SH x x 10 192,100 371 9,300 SH x x 21 9,300 1,428 33,700 SH x x 23 33,700 2,158 49,800 SH x x 26 49,800 13,764 345,300 SH x 32 345,300 251 6,300 SH x x 33 6,300 Lennox International, Inc. Common Stocks 526107107 285 25,400 SH x x 26 25,400 531 51,600 SH x 32 51,600 33 3,200 SH x x 33 3,200 16 1,540 SH x x 40 1,540 Leucadia National Corp. Common Stocks 527288104 241 5,600 SH x x 26 5,600 1,399 43,500 SH x 32 43,500
129 4,000 SH x x 33 4,000 Level 3 Communications, Inc. Common Stocks 52729N100 1,937 111,500 SH x x 11 111,500 1,135 62,520 SH x x 24 62,520 1,024 58,914 SH x 32 58,914 233 13,400 SH x x 33 13,400 Lexington Corporate Properties Trust Common Stocks 529043101 8 600 SH x x 40 600 Lexmark International Group, Inc. Class A Common Stocks 529771107 1,144 24,690 SH x x 24 24,690 367 8,058 SH x 32 8,058 Libbey, Inc. Common Stocks 529898108 176 5,900 SH x 32 5,900 15 500 SH x x 33 500 Liberate Technologies, Inc. New Common Stocks 530129105 26 3,100 SH x x 24 3,100 10 1,220 SH x 32 1,220 Liberty Corp. Common Stocks 530370105 387 11,400 SH x x 10 11,400 1,534 44,700 SH x x 26 44,700 2,257 66,400 SH x 32 66,400 Liberty Digital, Inc. Class A Common Stocks 530436104 2 314 SH x 32 314 Liberty Financial Companies., Inc. Common Stocks 530512102 42 1,000 SH x x 26 1,000 Liberty Property Trust Common Stocks 531172104 8 300 SH x x 11 300 32 1,080 SH x x 24 1,080 6,324 223,926 SH x x 25 223,926 85 3,000 SH x x 26 3,000 280 9,910 SH x 32 9,910 10,539 373,200 SH x x 44 373,200 LifePoint Hospitals, Inc. Common Stocks 53219L109 904 25,300 SH x x 21 25,300 1,101 30,800 SH x 32 30,800 Ligand Pharmaceuticals, Inc. Class B Common Stocks 53220K207 70 7,200 SH x x 33 7,200 Lightbridge, Inc. Common Stocks 532226107 13 1,100 SH x x 33 1,100 33 2,900 SH x x 54 2,900 LightPath Technologies, Inc. Class A Common Stocks 532257102 253 12,483 SH x x 19 12,483 533 41,425 SH x 32 41,425 Lilly (Eli) & Co. Common Stocks 532457108 1,237 14,300 SH x x 4 14,300 2,564 33,450 SH x x 8 33,450 9,235 114,100 SH x x 10 114,100 9,212 120,500 SH x x 11 120,500 157 1,300 SH x x 13 1,300 759 9,900 SH x x 19 9,900 6,454 83,070 SH x x 24 83,070 4,559 53,400 SH x x 26 53,400 24,081 314,649 SH x 32 314,649 Limited, Inc. (The) Common Stocks 532716107 362 23,100 SH x x 11 23,100 123 6,890 SH x x 24 6,890 595 36,700 SH x x 26 36,700 607 38,600 SH x x 28 38,600 2,825 179,712 SH x 32 179,712 Lincare Holdings, Inc. Common Stocks 532791100 445 8,400 SH x x 12 8,400 106 1,600 SH x x 26 1,600 8,915 168,400 SH x 32 168,400 357 6,750 SH x x 33 6,750 5,659 106,900 SH x x 51 106,900
Lincoln Electric Holdings, Inc. Common Stocks 533900106 69 3,190 SH x 32 3,190 92 4,300 SH x x 33 4,300 Lincoln National Corp. Common Stocks 534187109 262 6,300 SH x x 4 6,300 2,849 67,500 SH x x 11 67,500 1,177 24,190 SH x x 24 24,190 38 900 SH x x 26 900 399 9,400 SH x x 28 9,400 3,301 77,735 SH x 32 77,735 Linear Technology Corp. Common Stocks 535678106 5,803 134,200 SH x x 10 134,200 4,304 106,500 SH x x 11 106,500 4,783 116,090 SH x x 24 116,090 1,255 26,600 SH x x 26 26,600 2,378 57,900 SH x x 29 57,900 12,086 294,336 SH x 32 294,336 Linens 'N Things, Inc. Common Stocks 535679104 56 1,300 SH x x 26 1,300 Littlefuse, Inc. Common Stocks 537008104 10 400 SH x x 33 400 Litton Industries, Inc. Common Stocks 538021106 578 6,340 SH x x 24 6,340 1,471 18,318 SH x 32 18,318 Liz Claiborne, Inc. Common Stocks 539320101 988 21,000 SH x x 21 21,000 713 13,250 SH x x 24 13,250 931 18,400 SH x x 26 18,400 447 9,500 SH x x 28 9,500 4,218 89,641 SH x 32 89,641 Local Financial Corp. Common Stocks 539553107 55 4,300 SH x 32 4,300 Lockheed Martin Corp. Common Stocks 539830109 3,611 95,600 SH x x 10 95,600 1,667 40,850 SH x x 24 40,850 1,193 29,500 SH x x 26 29,500 1,658 46,500 SH x x 28 46,500 18,548 520,267 SH x 32 520,267 3,559 89,500 SH x x 45 89,500 1,754 49,200 SH x x 55 49,200 Lodgenet Entertainment Corp. Common Stocks 540211109 176 12,004 SH x 32 12,004 30 2,149 SH x x 40 2,149 Loews Corp. Common Stocks 540424108 2,719 39,080 SH x x 10 39,080 3,401 50,820 SH x x 24 50,820 4,618 68,100 SH x x 26 68,100 10,169 171,160 SH x 32 171,160 Lone Star Steakhouse & Saloon Common Stocks 542307103 257 24,400 SH x x 26 24,400 223 24,000 SH x 32 24,000 19 2,000 SH x x 33 2,000 8 860 SH x x 40 860 Lone Star Technologies, Inc. Common Stocks 542312103 368 8,600 SH x x 21 8,600 1,654 38,700 SH x 32 38,700 50 1,180 SH x x 33 1,180 265 6,200 SH x x 49 6,200 Longview Fibre Co. Common Stocks 543213102 144 9,790 SH x x 24 9,790 238 18,300 SH x x 26 18,300 557 42,880 SH x 32 42,880 29 2,400 SH x x 40 2,400
Louis Dreyfus Natural Gas Corp. Common Stocks 546011107 2,838 76,700 SH x x 3 76,700 537 14,500 SH x x 21 14,500 614 16,600 SH x 32 16,600 126 3,410 SH x x 33 3,410 Louisiana Pacific Corp. Common Stocks 546347105 201 18,360 SH x x 24 18,360 28 3,000 SH x x 26 3,000 1,554 161,690 SH x 32 161,690 14 1,540 SH x x 40 1,540 Lowe's Cos., Inc. Common Stocks 548661107 1,169 20,000 SH x x 8 20,000 868 14,900 SH x x 11 14,900 5,512 94,300 SH x x 19 94,300 1,748 26,130 SH x x 24 26,130 481 7,940 SH x x 26 7,940 140 2,400 SH x x 28 2,400 32,672 558,972 SH x 32 558,972 6,771 103,800 SH x x 45 103,800 Lubrizol Corp. Common Stocks 549271104 227 7,500 SH x x 10 7,500 608 20,060 SH x x 24 20,060 21 700 SH x x 26 700 385 12,690 SH x 32 12,690 42 1,420 SH x x 40 1,420 Luby's Cafeterias, Inc. Common Stocks 549282101 131 17,200 SH x 32 17,200 22 3,100 SH x x 40 3,100 Lucent Technologies, Inc. Common Stocks 549463107 526 38,400 SH x x 26 38,400 175 17,600 SH x x 28 17,600 1,147 115,013 SH x 32 115,013 Luxottica Group SPA - ADR Common Stocks 55068R202 1,010 66,600 SH x x 30 66,600 3,589 236,600 SH x 32 236,600 Lyondell Petrochemical Co. Common Stocks 552078107 1,195 81,300 SH x x 26 81,300 1,211 84,283 SH x 32 84,283 101 7,000 SH x x 33 7,000 M & T Bank Corp. Common Stocks 55261F104 1,950 27,900 SH x x 8 27,900 1,363 19,100 SH x x 26 19,100 916 13,100 SH x 32 13,100 524 7,500 SH x x 33 7,500 MAF Bancorp, Inc. Common Stocks 55261R108 1,309 47,800 SH x x 3 47,800 162 5,900 SH x x 10 5,900 223 7,000 SH x x 26 7,000 3,748 136,900 SH x 32 136,900 18 690 SH x x 40 690 MBIA, Inc. Common Stocks 55262C100 7,251 90,000 SH x x 11 90,000 398 4,290 SH x x 24 4,290 1,034 12,810 SH x x 28 12,810 5,169 64,064 SH x 32 64,064 MBNA Corp. Common Stocks 55262L100 24,316 698,600 SH x x 1 698,600 1,380 41,681 SH x x 8 41,681 6,920 197,600 SH x x 10 197,600 2,253 68,700 SH x x 11 68,700 1,452 38,320 SH x x 24 38,320
1,687 44,400 SH x x 26 44,400 218 6,600 SH x x 28 6,600 3,694 111,600 SH x x 29 111,600 50,714 1,532,147 SH x 32 1,532,147 2,916 88,700 SH x x 43 88,700 M.D.C. Holdings, Inc. Common Stocks 552676108 1,846 46,910 SH x x 10 46,910 1,911 45,650 SH x x 23 45,650 643 14,720 SH x x 26 14,720 4,540 115,370 SH x 32 115,370 MCN Energy Group, Inc. Common Stocks 55267J100 485 17,320 SH x x 24 17,320 824 31,925 SH x 32 31,925 310 12,000 SH x x 33 12,000 45 1,720 SH x x 40 1,720 MDU Resources Group, Inc. Common Stocks 552690109 550 15,400 SH x x 10 15,400 1,474 38,800 SH x x 23 38,800 135 2,400 SH x x 26 2,400 2,702 75,650 SH x 32 75,650 304 8,500 SH x x 33 8,500 264 7,400 SH x x 49 7,400 MEMC Electronic Materials, Inc. Common Stocks 552715104 28 2,600 SH x x 26 2,600 4 600 SH x x 33 600 MGIC Investment Corp. Common Stocks 552848103 329 5,000 SH x x 4 5,000 1,350 17,190 SH x x 24 17,190 635 9,000 SH x x 26 9,000 1,581 23,100 SH x x 28 23,100 14,711 215,010 SH x 32 215,010 4,445 58,200 SH x x 45 58,200 MGM Grand, Inc. Common Stocks 552953101 37 1,280 SH x x 24 1,280 554 22,100 SH x x 26 22,100 628 25,018 SH x 32 25,018 188 7,500 SH x x 33 7,500 MKS Instruments, Inc. Common Stocks 55306N104 392 13,325 SH x x 19 13,325 895 47,821 SH x 32 47,821 MSC Industrial Direct Co., Inc. Class A Common Stocks 553530106 322 18,800 SH x x 26 18,800 284 17,730 SH x 32 17,730 46 2,900 SH x x 33 2,900 M.S. Carriers, Inc. Common Stocks 553533100 34 1,125 SH x 32 1,125 25 800 SH x x 33 800 MacDermid, Inc. Common Stocks 554273102 33 1,800 SH x x 33 1,800 Macerich Co. (The) Common Stocks 554382101 193 8,800 SH x x 2 8,800 2,250 102,500 SH x x 25 102,500 94 4,300 SH x 32 4,300 75 3,400 SH x x 33 3,400 22 1,030 SH x x 40 1,030 Mack-Cali Realty Corp. Common Stocks 554489104 7,911 293,000 SH x x 2 293,000 383 14,200 SH x x 10 14,200 2,776 102,820 SH x 32 102,820 10,282 380,800 SH x x 44 380,800 259 9,600 SH x x 49 9,600
Macrovision Corp. Common Stocks 555904101 1,024 23,500 SH x x 21 23,500 29 700 SH x x 26 700 3,870 88,840 SH x 32 88,840 Macromedia, Inc. Common Stocks 556100105 53 3,330 SH x x 24 3,330 320 10,900 SH x x 26 10,900 23 1,442 SH x 32 1,442 84 5,200 SH x x 33 5,200 Macronix International Co., Ltd. - ADR Common Stocks 556103109 641 40,079 SH x 32 40,079 504 31,499 SH x x 34 31,499 Steven Madden, Ltd. Common Stocks 556269108 276 18,800 SH x x 26 18,800 267 18,200 SH x 32 18,200 Madison Gas & Electric Co. Common Stocks 557497104 28 1,200 SH x x 33 1,200 Magna International, Inc. Class A Common Stocks 559222401 929 13,900 SH x x 20 13,900 MagneTek, Inc. Common Stocks 559424106 1,868 198,100 SH x 32 198,100 Magyar Tavkozlesi Rt - ADR Common Stocks 559776109 511 36,100 SH x x 9 36,100 1,070 73,366 SH x 32 73,366 152 10,442 SH x x 34 10,442 617 36,340 SH x x 36 36,340 Mandalay Resort Group Common Stocks 562567107 139 5,100 SH x x 26 5,100 1,986 99,449 SH x 32 99,449 146 7,300 SH x x 33 7,300 399 20,000 SH x x 50 20,000 Manhattan Associates, Inc. Common Stocks 562750109 61 3,900 SH x 32 3,900 Manitowoc Co., Inc. Common Stocks 563571108 52 2,100 SH x x 33 2,100 Manor Care, Inc. Common Stocks 564055101 2,607 127,800 SH x x 2 127,800 3,437 168,500 SH x 32 168,500 32 1,550 SH x x 33 1,550 Manpower, Inc. Common Stocks 56418H100 644 19,400 SH x x 26 19,400 502 17,440 SH x 32 17,440 Manugistics Group, Inc. Common Stocks 565011103 361 19,700 SH x x 21 19,700 30 1,700 SH x x 26 1,700 1,079 58,900 SH x 32 58,900 7 400 SH x x 33 400 540 29,500 SH x x 47 29,500 MapInfo Corp. Common Stocks 565105103 33 1,900 SH x x 12 1,900 192 6,857 SH x x 19 6,857 740 41,669 SH x 32 41,669 234 13,200 SH x x 51 13,200 MarchFirst, Inc. Common Stocks 566244109 1 6,470 SH x x 24 6,470 0 3,003 SH x 32 3,003 Marine Drilling Co, Inc. Common Stocks 568240204 69 2,600 SH x x 26 2,600 3,175 119,140 SH x 32 119,140 222 8,320 SH x x 33 8,320 9 350 SH x x 40 350 2,367 88,800 SH x x 47 88,800 Markel Corp. Common Stocks 570535104 422 2,300 SH x x 12 2,300 8,658 46,300 SH x 32 46,300 94 500 SH x x 33 500 5,666 30,300 SH x x 51 30,300
Marsh & McLennan Cos., Inc. Common Stocks 571748102 252 2,700 SH x x 4 2,700 2,955 31,100 SH x x 10 31,100 2,061 18,990 SH x x 24 18,990 1,568 14,195 SH x x 26 14,195 1,264 13,300 SH x x 28 13,300 10,735 112,968 SH x 32 112,968 Marshall & Ilsley Corp. Common Stocks 571834100 81 1,360 SH x x 24 1,360 143 2,700 SH x x 28 2,700 194 3,681 SH x 32 3,681 Marriott International, Inc. Class A Common Stocks 571903202 5,142 125,400 SH x x 11 125,400 1,111 26,000 SH x x 26 26,000 33 800 SH x x 28 800 5,569 135,229 SH x 32 135,229 543 9,000 SH x x 45 9,000 Martek Biosciences Corp. Common Stocks 572901106 31 2,000 SH x x 33 2,000 Martha Stewart Living Omnimedia, Inc. Class A New Common Stocks 573083102 23 1,300 SH x x 33 1,300 Martin Marietta Materials, Inc. Common Stocks 573284106 116 2,800 SH x x 12 2,800 2,277 53,331 SH x 32 53,331 256 6,000 SH x x 33 6,000 1,473 34,500 SH x x 51 34,500 Masco Corp. Common Stocks 574599106 390 14,110 SH x x 24 14,110 389 16,100 SH x x 28 16,100 3,781 156,611 SH x 32 156,611 1,400 58,000 SH x x 55 58,000 Massey Energy Co. Common Stocks 576206106 27 1,140 SH x 32 1,140 MasTec, Inc. Common Stocks 576323109 59 3,790 SH x x 24 3,790 128 9,500 SH x 32 9,500 26 1,900 SH x x 33 1,900 MatrixOne, Inc. Common Stocks 57685P304 99 8,200 SH x x 12 8,200 4,006 234,800 SH x 32 234,800 1,404 82,300 SH x x 47 82,300 1,797 105,300 SH x x 51 105,300 Mattel, Inc. Common Stocks 577081102 1,002 49,250 SH x x 24 49,250 310 17,500 SH x x 28 17,500 2,477 139,651 SH x 32 139,651 Mathews International Corp. Class A Common Stocks 577128101 32 990 SH x x 33 990 Mattson Technology, Inc. Common Stocks 577223100 18 1,200 SH x x 33 1,200 Maxtor Corp. Common Stocks 577729205 30 4,300 SH x x 33 4,300 Maxim Integrated Products, Inc. Common Stocks 57772K101 5,502 125,400 SH x x 10 125,400 2,709 66,300 SH x x 11 66,300 8,149 194,850 SH x x 24 194,850 596 10,000 SH x x 26 10,000 6,746 162,212 SH x 32 162,212 424 10,200 SH x x 38 10,200 Maxwell Shoe Company, Inc. Class A Common Stocks 577766108 957 61,500 SH x 32 61,500 207 13,300 SH x x 49 13,300 May Department Stores Co. Common Stocks 577778103 4,357 122,800 SH x x 8 122,800 5,390 152,800 SH x x 11 152,800 8,194 218,260 SH x x 24 218,260
2,966 80,300 SH x x 26 80,300 1,139 32,110 SH x x 28 32,110 13,822 389,570 SH x 32 389,570 Maverick Tube Corp. Common Stocks 577914104 1,714 83,200 SH x 32 83,200 119 5,800 SH x x 33 5,800 1,838 89,200 SH x x 47 89,200 MAXIMUS, Inc. Common Stocks 577933104 67 2,400 SH x x 12 2,400 1,362 46,000 SH x 32 46,000 30 1,000 SH x x 33 1,000 903 30,500 SH x x 51 30,500 Maytag Corp. Common Stocks 578592107 46 900 SH x x 26 900 37 1,159 SH x 32 1,159 McClatchy Co. (The) Class A Common Stocks 579489105 3,801 94,075 SH x x 3 94,075 101 2,100 SH x x 26 2,100 3,899 96,500 SH x 32 96,500 85 2,100 SH x x 33 2,100 McCormick & Co., Inc. Common Stocks 579780206 319 7,700 SH x x 4 7,700 1,874 39,000 SH x x 24 39,000 588 12,800 SH x x 26 12,800 3,682 87,693 SH x 32 87,693 466 11,100 SH x x 33 11,100 85 2,050 SH x x 40 2,050 McDATA Corp. New Common Stocks 580031102 1,512 66,700 SH x 32 66,700 1,623 71,600 SH x x 47 71,600 McDermott International, Inc. Common Stocks 580037109 2,844 224,800 SH x 32 224,800 McDonald's Corp. Common Stocks 580135101 2,276 73,200 SH x x 10 73,200 4,495 170,100 SH x x 11 170,100 2,163 71,190 SH x x 24 71,190 838 24,400 SH x x 26 24,400 1,224 46,100 SH x x 28 46,100 8,622 324,749 SH x 32 324,749 2,005 75,500 SH x x 55 75,500 McGraw-Hill, Inc. Common Stocks 580645109 3,961 66,400 SH x x 3 66,400 678 10,900 SH x x 26 10,900 5,393 90,417 SH x 32 90,417 McKesson HBOC, Inc. Common Stocks 58155Q103 1,397 46,300 SH x x 10 46,300 746 27,900 SH x x 21 27,900 97 2,300 SH x x 26 2,300 503 18,800 SH x x 28 18,800 2,644 98,837 SH x 32 98,837 McLeodUSA, Inc. Common Stocks 582266102 54 6,248 SH x 32 6,248 16 1,800 SH x x 33 1,800 43 5,000 SH x x 45 5,000 Mead Corp. Common Stocks 582834107 196 7,800 SH x x 26 7,800 68 2,700 SH x x 28 2,700 34 1,373 SH x 32 1,373 Measurement Specialties, Inc. Common Stocks 583421102 86 4,500 SH x x 54 4,500 Medarex, Inc. Common Stocks 583916101 25 1,700 SH x x 26 1,700 81 4,880 SH x 32 4,880
Media General, Inc. Class A Common Stocks 584404107 32 700 SH x x 26 700 92 2,000 SH x 32 2,000 101 2,200 SH x x 33 2,200 Mediacom Communications Corp. Common Stocks 58446K105 200 10,200 SH x x 26 10,200 Medical Assurance, Inc. Common Stocks 58449U100 58 4,740 SH x x 10 4,740 59 4,800 SH x 32 4,800 14 1,100 SH x x 33 1,100 Medicines Co. (The) Common Stocks 584688105 44 4,100 SH x x 12 4,100 1,198 107,700 SH x 32 107,700 811 72,900 SH x x 51 72,900 Medicis Pharmaceutical Corp. Class A. Common Stocks 584690309 352 7,900 SH x x 26 7,900 1,784 39,800 SH x 32 39,800 229 5,100 SH x x 33 5,100 1,215 27,100 SH x x 47 27,100 MedImmune, Inc. Common Stocks 584699102 1,494 41,631 SH x x 19 41,631 101 2,820 SH x x 24 2,820 4,673 130,260 SH x 32 130,260 Medquist, Inc. Common Stocks 584949101 84 4,000 SH x x 12 4,000 1,503 69,300 SH x 32 69,300 35 1,600 SH x x 33 1,600 998 46,000 SH x x 51 46,000 Medtronic, Inc. Common Stocks 585055106 5,625 116,000 SH x x 1 116,000 7,431 153,400 SH x x 10 153,400 206 4,500 SH x x 11 4,500 2,461 46,700 SH x x 26 46,700 30,317 662,806 SH x 32 662,806 942 18,400 SH x x 43 18,400 1,261 24,700 SH x x 45 24,700 7,120 135,490 SH x x 46 135,490 Mellon Financial Corp. Common Stocks 58551A108 1,585 37,600 SH x x 4 37,600 140 2,600 SH x x 13 2,600 3,695 91,200 SH x x 19 91,200 2,252 48,570 SH x x 24 48,570 223 3,500 SH x x 26 3,500 956 23,600 SH x x 28 23,600 18,637 459,954 SH x 32 459,954 1,880 46,400 SH x x 55 46,400 Men's Wearhouse, Inc. (The) Common Stocks 587118100 1,620 73,000 SH x x 10 73,000 950 44,000 SH x 32 44,000 89 4,110 SH x x 33 4,110 Mentor Graphics Corp. Common Stocks 587200106 441 20,800 SH x x 10 20,800 202 9,810 SH x x 24 9,810 899 42,200 SH x x 26 42,200 1,086 52,670 SH x 32 52,670 Mercantile Bankshares Corp. Common Stocks 587405101 692 18,700 SH x x 10 18,700 949 24,300 SH x x 26 24,300 2,732 73,850 SH x 32 73,850 278 7,500 SH x x 33 7,500 185 5,090 SH x x 40 5,090
Merck & Co., Inc. Common Stocks 589331107 571 7,700 SH x x 4 7,700 11,127 146,600 SH x x 8 146,600 16,939 211,490 SH x x 10 211,490 30,795 408,200 SH x x 11 408,200 5,131 67,600 SH x x 19 67,600 31,972 399,934 SH x x 24 399,934 13,454 164,900 SH x x 26 164,900 3,841 50,600 SH x x 28 50,600 113,025 1,489,137 SH x 32 1,489,137 6,732 88,702 SH x x 42 88,702 2,683 30,300 SH x x 45 30,300 Mercury Air Group, Inc. Common Stocks 589354109 51 8,300 SH x x 54 8,300 Mercury Computer Systems, Inc. Common Stocks 589378108 192 4,600 SH x x 10 4,600 Mercury General Corp. Common Stocks 589400100 101 3,100 SH x x 33 3,100 Mercury Interactive Corp. Common Stocks 589405109 58 1,700 SH x x 12 1,700 1,189 28,400 SH x x 21 28,400 367 8,770 SH x x 24 8,770 5,408 129,150 SH x 32 129,150 38 900 SH x x 45 900 909 21,700 SH x x 51 21,700 Meredith Corp. Common Stocks 589433101 803 23,000 SH x 32 23,000 1,375 39,400 SH x x 50 39,400 Meridian Resource Corp., (The) Common Stocks 58977Q109 12 1,700 SH x x 33 1,700 MeriStar Hospitality Corp. Common Stocks 58984Y103 3,042 152,100 SH x x 2 152,100 1,806 90,300 SH x x 10 90,300 163 6,830 SH x x 26 6,830 1,844 92,200 SH x 32 92,200 76 3,880 SH x x 40 3,880 Merrill Lynch & Co., Inc. Common Stocks 590188108 1,722 29,600 SH x x 1 29,600 4,803 86,700 SH x x 8 86,700 7,372 125,200 SH x x 10 125,200 2,805 51,200 SH x x 11 51,200 7,245 116,520 SH x x 24 116,520 5,805 97,400 SH x x 26 97,400 2,820 50,900 SH x x 28 50,900 4,188 75,600 SH x x 29 75,600 60,536 1,092,710 SH x 32 1,092,710 5,919 106,839 SH x x 42 106,839 413 6,900 SH x x 43 6,900 1,758 28,700 SH x x 45 28,700 Mesaba Holdings, Inc. Common Stocks 59066B102 16 1,400 SH x 32 1,400 9 800 SH x x 33 800 11 1,030 SH x x 40 1,030 Metals USA, Inc. Common Stocks 591324108 30 11,200 SH x 32 11,200 Methode Electronics, Inc. Class A Common Stocks 591520200 50 2,800 SH x x 33 2,800 MetLife, Inc. Common Stocks 59156R108 3,708 121,200 SH x x 26 121,200 90 3,000 SH x x 28 3,000 2,801 93,200 SH x 32 93,200 Metris Companies, Inc. Common Stocks 591598107 461 14,109 SH x x 19 14,109
45 2,150 SH x x 26 2,150 1,923 92,545 SH x 32 92,545 121 5,800 SH x x 33 5,800 160 7,700 SH x x 49 7,700 Metro-Goldwyn-Mayer, Inc. Common Stocks 591610100 32 1,880 SH x x 24 1,880 622 36,282 SH x 32 36,282 Metromedia Fiber Network, Inc. Class A Common Stocks 591689104 10 3,100 SH x x 11 3,100 450 80,180 SH x x 24 80,180 226 41,198 SH x 32 41,198 165 30,200 SH x x 33 30,200 Mettler-Toledo International, Inc. Common Stocks 592688105 1,271 29,100 SH x x 10 29,100 510 12,400 SH x x 21 12,400 409 9,300 SH x x 26 9,300 1,836 44,600 SH x 32 44,600 Michael Foods, Inc. Common Stocks 594079105 39 1,300 SH x 32 1,300 30 1,000 SH x x 33 1,000 Michaels Stores, Inc. Common Stocks 594087108 76 1,800 SH x x 26 1,800 2,259 75,450 SH x 32 75,450 Micrel, Inc. Common Stocks 594793101 82 3,300 SH x x 12 3,300 37 1,400 SH x x 26 1,400 3,357 120,150 SH x 32 120,150 1,148 41,100 SH x x 51 41,100 MICROS Systems, Inc. Common Stocks 594901100 28 1,400 SH x x 33 1,400 Microsoft Corp. Common Stocks 594918104 8,443 140,300 SH x x 1 140,300 7,380 126,200 SH x x 4 126,200 8,047 147,152 SH x x 8 147,152 13,929 245,120 SH x x 10 245,120 31,630 579,900 SH x x 11 579,900 870 11,900 SH x x 13 11,900 6,896 126,100 SH x x 19 126,100 4,761 87,050 SH x x 24 87,050 5,118 83,500 SH x x 26 83,500 135,095 2,470,312 SH x 32 2,470,312 394 7,200 SH x x 38 7,200 1,136 20,764 SH x x 42 20,764 708 12,000 SH x x 43 12,000 12,879 211,000 SH x x 45 211,000 35,415 562,560 SH x x 46 562,560 Microchip Technology, Inc. Common Stocks 595017104 3,374 131,370 SH x x 24 131,370 1,166 46,053 SH x 32 46,053 Micromuse, Inc. Common Stocks 595094103 242 6,400 SH x x 10 6,400 1,117 29,060 SH x x 24 29,060 347 9,400 SH x x 26 9,400 5,079 134,390 SH x 32 134,390 2,224 52,700 SH x x 45 52,700 Micron Technology, Inc. Common Stocks 595112103 529 11,700 SH x x 1 11,700 812 19,900 SH x x 11 19,900 505 10,700 SH x x 26 10,700 137 3,300 SH x x 28 3,300
3,243 78,100 SH x x 29 78,100 35,344 851,042 SH x 32 851,042 120 3,500 SH x x 43 3,500 6,114 131,900 SH x x 45 131,900 8,658 180,770 SH x x 46 180,770 Microsemi Corp. Common Stocks 595137100 1,039 37,100 SH x x 10 37,100 449 10,180 SH x x 19 10,180 173 5,600 SH x x 26 5,600 2,564 91,572 SH x 32 91,572 25 900 SH x x 33 900 23 890 SH x x 40 890 Mid-America Apartment Communities, Inc. Common Stocks 59522J103 254 11,300 SH x x 10 11,300 144 4,068 SH x x 26 4,068 283 12,600 SH x 32 12,600 14 600 SH x x 40 600 Mid Atlantic Medical Services, Inc. Common Stocks 59523C107 1,271 58,900 SH x x 23 58,900 534 23,300 SH x x 26 23,300 2,369 116,700 SH x 32 116,700 28 1,400 SH x x 33 1,400 117 5,660 SH x x 40 5,660 Mid-State Bancshares Common Stocks 595440108 229 15,000 SH x 32 15,000 S&P Mid-Cap 400 Depository Receipts Common Stocks 595635103 525 6,220 SH x x 33 6,220 Midcoast Energy Resources, Inc. Common Stocks 59563W104 21 800 SH x x 33 800 MidAmerica Bancorp Common Stocks 595915109 14 618 SH x x 26 618 187 8,137 SH x 32 8,137 Midland Co. Common Stocks 597486109 25 800 SH x 32 800 Midwest Banc Holdings, Inc. Common Stocks 598251106 63 2,600 SH x x 26 2,600 Milacron, Inc. Common Stocks 598709103 596 32,100 SH x x 26 32,100 2,985 164,800 SH x 32 164,800 Millennium Pharmaceuticals, Inc. Common Stocks 599902103 43 1,800 SH x x 11 1,800 420 13,800 SH x x 24 13,800 158 5,200 SH x 32 5,200 Millennium Chemicals, Inc. Common Stocks 599903101 98 3,800 SH x x 26 3,800 Herman Miller, Inc. Common Stocks 600544100 110 4,800 SH x x 12 4,800 251 9,900 SH x x 26 9,900 2,619 113,269 SH x 32 113,269 173 7,500 SH x x 33 7,500 51 2,230 SH x x 40 2,230 1,415 61,200 SH x x 51 61,200 Millipore Corp. Common Stocks 601073109 49 1,100 SH x x 26 1,100 1,250 27,020 SH x 32 27,020 2,211 47,800 SH x x 50 47,800 Mills Corp. Common Stocks 601148109 25 1,200 SH x x 33 1,200 Minerals Technologies, Inc. Common Stocks 603158106 186 5,400 SH x x 12 5,400 1,950 55,800 SH x 32 55,800 2,352 67,300 SH x x 51 67,300 MiniMed, Inc. Common Stocks 60365K108 25 900 SH x x 26 900 862 29,660 SH x 32 29,660 145 5,000 SH x x 33 5,000
Minnesota Mining & Manufacturing Co. Common Stocks 604059105 21,843 200,230 SH x x 24 200,230 1,096 10,200 SH x x 26 10,200 2,639 25,400 SH x x 28 25,400 27,773 267,308 SH x 32 267,308 1,673 14,500 SH x x 45 14,500 Mitchell Energy & Development Corp. Class A Common Stocks 606592202 788 15,000 SH x x 10 15,000 91 1,100 SH x x 26 1,100 187 3,560 SH x x 33 3,560 Mitel Corp. NPV Common Stocks 606711109 145 11,500 SH x x 20 11,500 811 64,300 SH x x 28 64,300 Mobile Telesystems - ADR Common Stocks 607409109 424 17,000 SH x x 9 17,000 1,396 53,710 SH x 32 53,710 261 10,020 SH x x 34 10,020 582 20,200 SH x x 35 20,200 428 14,338 SH x x 36 14,338 Modine Manufacturing Co. Common Stocks 607828100 142 3,500 SH x x 26 3,500 Modis Professional Services, Inc. Common Stocks 607830106 696 151,200 SH x 32 151,200 1,099 238,900 SH x x 50 238,900 Molex, Inc. Common Stocks 608554101 25 634 SH x x 24 634 101 2,857 SH x 32 2,857 Monaco Coach Corp. Common Stocks 60886R103 29 1,600 SH x x 10 1,600 111 6,200 SH x 32 6,200 Robert Mondavi Corp. Class A Common Stocks 609200100 125 2,800 SH x x 10 2,800 694 9,844 SH x x 19 9,844 1,395 31,136 SH x 32 31,136 Monsanto Co. New Common Stocks 61166W101 2,559 72,500 SH x 32 72,500 1,292 32,800 SH x x 45 32,800 Montana Power Co. Common Stocks 612085100 324 21,900 SH x x 26 21,900 307 21,772 SH x 32 21,772 MONY Group, Inc. (The) Common Stocks 615337102 2,278 68,600 SH x x 10 68,600 784 21,500 SH x x 26 21,500 3,670 110,530 SH x 32 110,530 129 3,900 SH x x 33 3,900 209 6,300 SH x x 49 6,300 Moody's Corp. Common Stocks 615369105 16 380 SH x x 24 380 933 33,870 SH x x 28 33,870 6,396 232,070 SH x 32 232,070 2,456 89,100 SH x x 51 89,100 Moog, Inc. Common Stocks 615394202 368 10,400 SH x x 26 10,400 454 12,800 SH x 32 12,800 21 600 SH x x 33 600 Morgan Stanley Dean Witter & Co. Common Stocks 617446448 1,914 33,900 SH x x 4 33,900 898 16,778 SH x x 8 16,778 8,277 146,500 SH x x 10 146,500 235 3,300 SH x x 13 3,300 19,722 346,404 SH x x 24 346,404 1,433 19,800 SH x x 26 19,800 2,215 41,400 SH x x 28 41,400 2,493 46,600 SH x x 29 46,600
43,019 804,089 SH x 32 804,089 352 5,400 SH x x 43 5,400 3,069 51,400 SH x x 45 51,400 2,220 41,500 SH x x 55 41,500 Morrison Management Specialists, Inc. Common Stocks 618459101 56 1,400 SH x x 33 1,400 Motorola, Inc. Common Stocks 620076109 4,203 277,800 SH x x 4 277,800 1,041 73,032 SH x x 8 73,032 2,308 162,700 SH x x 11 162,700 469 24,700 SH x x 13 24,700 240 14,560 SH x x 24 14,560 270 17,500 SH x x 26 17,500 27 1,900 SH x x 28 1,900 7,262 509,250 SH x 32 509,250 1,149 80,600 SH x x 55 80,600 Movado Group, Inc. Common Stocks 624580106 1,190 85,400 SH x 32 85,400 258 18,500 SH x x 49 18,500 Mueller Industries, Inc. Common Stocks 624756102 87 2,900 SH x 32 2,900 144 4,800 SH x x 33 4,800 Multex.com, Inc. Common Stocks 625367107 22 1,400 SH x x 33 1,400 Murphy Oil Corp. Common Stocks 626717102 657 9,300 SH x x 23 9,300 1,573 20,670 SH x x 24 20,670 220 2,100 SH x x 26 2,100 3,863 58,013 SH x 32 58,013 233 3,500 SH x x 33 3,500 186 2,750 SH x x 40 2,750 Myers Industries, Inc. Common Stocks 628464109 18 1,300 SH x x 33 1,300 Mylan Laboratories, Inc. Common Stocks 628530107 130 4,400 SH x x 26 4,400 365 14,110 SH x 32 14,110 385 14,900 SH x x 33 14,900 Myriad Genetics, Inc. Common Stocks 62855J104 29 800 SH x x 26 800 NBC Internet, Inc. Class A New Common Stocks 62873D105 17 11,700 SH x 32 11,700 NBT Bancorp, Inc. Common Stocks 628778102 14 810 SH x x 33 810 NCH Corp. Common Stocks 628850109 169 3,500 SH x x 26 3,500 576 12,100 SH x 32 12,100 NCI Building Systems, Inc. Common Stocks 628852105 179 10,600 SH x x 26 10,600 247 14,610 SH x 32 14,610 24 1,400 SH x x 33 1,400 NCO Group, Inc. Common Stocks 628858102 46 1,800 SH x x 33 1,800 NCR Corp. Common Stocks 62886E108 7,418 192,100 SH x x 11 192,100 1,714 43,200 SH x x 26 43,200 343 8,800 SH x x 28 8,800 3,072 78,698 SH x 32 78,698 NL Industries, Inc. Common Stocks 629156407 139 8,300 SH x x 10 8,300 198 11,900 SH x x 26 11,900 381 22,700 SH x 32 22,700 10 600 SH x x 33 600 7 430 SH x x 40 430 NRG Energy, Inc. Common Stocks 629377102 2,740 70,800 SH x x 23 70,800 9,282 255,010 SH x 32 255,010
19 570 SH x x 40 570 3,765 92,700 SH x x 45 92,700 NTL, Inc. Common Stocks 629407107 916 31,890 SH x x 24 31,890 1,451 57,704 SH x 32 57,704 556 22,100 SH x x 33 22,100 NVR, Inc. Common Stocks 62944T105 4,872 29,200 SH x x 10 29,200 3,375 19,500 SH x x 23 19,500 7,715 47,330 SH x 32 47,330 114 700 SH x x 33 700 70 430 SH x x 40 430 Nabors Industries, Inc. Common Stocks 629568106 3,681 71,007 SH x x 3 71,007 928 17,900 SH x x 8 17,900 1,900 34,700 SH x x 10 34,700 138 2,900 SH x x 12 2,900 616 11,750 SH x x 24 11,750 163 2,000 SH x x 26 2,000 78 1,500 SH x x 28 1,500 14,522 280,139 SH x 32 280,139 4,268 74,300 SH x x 45 74,300 1,664 32,100 SH x x 51 32,100 NACCO Industries, Inc. Class A Common Stocks 629579103 809 13,000 SH x x 26 13,000 1,792 28,780 SH x 32 28,780 43 690 SH x x 40 690 National City Corp. Common Stocks 635405103 4,194 140,280 SH x x 24 140,280 1,281 47,900 SH x x 28 47,900 8,230 307,662 SH x 32 307,662 National Commerce Bancorp Common Stocks 635449101 645 26,000 SH x x 11 26,000 262 9,280 SH x x 24 9,280 78 2,000 SH x x 26 2,000 2,215 89,279 SH x 32 89,279 390 15,700 SH x x 33 15,700 302 12,170 SH x x 40 12,170 National Data Corp. Common Stocks 635621105 325 13,900 SH x x 26 13,900 269 11,500 SH x 32 11,500 100 4,300 SH x x 33 4,300 National Fuel Gas Co. Common Stocks 636180101 6,615 113,600 SH x x 4 113,600 755 10,600 SH x x 13 10,600 391 6,200 SH x x 26 6,200 10,075 188,030 SH x 32 188,030 27 500 SH x x 40 500 National Golf Properties, Inc. Common Stocks 63623G109 4 170 SH x x 40 170 National Health Investors, Inc. Common Stocks 63633D104 1,160 100,100 SH x x 26 100,100 1,507 129,620 SH x 32 129,620 25 2,426 SH x x 40 2,426 National Instruments Corp. Common Stocks 636518102 67 2,300 SH x x 12 2,300 590 18,075 SH x x 21 18,075 25 800 SH x x 26 800 2,180 66,815 SH x 32 66,815 134 4,100 SH x x 33 4,100
943 28,900 SH x x 51 28,900 National-Oilwell, Inc. Common Stocks 637071101 405 11,700 SH x x 21 11,700 71 1,300 SH x x 26 1,300 6,448 186,207 SH x 32 186,207 11 340 SH x x 40 340 2,781 80,300 SH x x 47 80,300 National Penn Bancshares, Inc. Common Stocks 637138108 115 3,335 SH x x 26 3,335 283 11,760 SH x 32 11,760 27 1,120 SH x x 33 1,120 4 180 SH x x 40 180 National Semiconductor Corp. Common Stocks 637640103 69 2,563 SH x 32 2,563 National Service Industries, Inc. Common Stocks 637657107 513 22,000 SH x x 26 22,000 26 1,100 SH x x 28 1,100 694 29,600 SH x 32 29,600 National Western Life Insurance Co. Class A Common Stocks 638522102 374 4,000 SH x x 26 4,000 549 6,200 SH x 32 6,200 Nationwide Financial Services, Inc. Class A Common Stocks 638612101 1,870 46,300 SH x x 23 46,300 28 690 SH x x 24 690 525 13,900 SH x x 26 13,900 2,276 59,918 SH x 32 59,918 12 340 SH x x 40 340 Nationwide Health Properties, Inc. Common Stocks 638620104 8,463 507,100 SH x x 2 507,100 66 2,500 SH x x 26 2,500 Nautica Enterprises, Inc. Common Stocks 639089101 1,652 92,100 SH x 32 92,100 Navistar International Corp. Common Stocks 63934E108 463 20,400 SH x x 26 20,400 1,796 78,752 SH x 32 78,752 2,038 89,400 SH x x 50 89,400 NaviSite, Inc. Common Stocks 63935M109 0 260 SH x 32 260 Neiman Marcus Group, Inc. (The) Class A Common Stocks 640204202 1,216 37,300 SH x x 10 37,300 276 7,410 SH x x 24 7,410 504 13,400 SH x x 26 13,400 1,752 53,740 SH x 32 53,740 143 4,400 SH x x 33 4,400 110 3,430 SH x x 40 3,430 Neose Technologies, Inc. Common Stocks 640522108 22 900 SH x x 33 900 Net.B@nk, Inc. Common Stocks 640933107 4 460 SH x x 33 460 Network Associates, Inc. Common Stocks 640938106 16 1,954 SH x 32 1,954 Net2Phone, Inc. Common Stocks 64108N106 15 1,590 SH x x 33 1,590 Netegrity, Inc. Common Stocks 64110P107 176 7,450 SH x x 26 7,450 717 29,100 SH x 32 29,100 404 16,400 SH x x 47 16,400 NetIQ Corp. Common Stocks 64115P102 59 3,400 SH x x 26 3,400 210 11,100 SH x 32 11,100 57 3,000 SH x x 33 3,000 NetRatings, Inc. New Common Stocks 64116M108 66 3,700 SH x x 26 3,700 Network Appliance, Inc. Common Stocks 64120L104 1,051 59,000 SH x x 10 59,000 945 59,900 SH x x 11 59,900 1,562 92,010 SH x x 24 92,010 1,615 96,088 SH x 32 96,088
203 12,100 SH x x 38 12,100 Neuberger Berman, Inc. Common Stocks 641234109 117 1,200 SH x x 26 1,200 35 570 SH x 32 570 Neurogen Corp. Common Stocks 64124E106 66 2,800 SH x x 26 2,800 132 5,600 SH x 32 5,600 New Century Financial Corp. Common Stocks 64352D101 235 24,100 SH x x 26 24,100 316 32,400 SH x 32 32,400 New England Business Service, Inc. Common Stocks 643872104 22 1,200 SH x 32 1,200 6 340 SH x x 40 340 New Focus, Inc. New Common Stocks 644383101 43 3,060 SH x x 24 3,060 1,076 86,020 SH x 32 86,020 1,081 86,400 SH x x 47 86,400 New Jersey Resources Corp. Common Stocks 646025106 259 6,300 SH x x 10 6,300 354 8,600 SH x 32 8,600 70 1,700 SH x x 33 1,700 7 170 SH x x 40 170 New Plan Excel Realty Trust Common Stocks 648053106 1,611 100,700 SH x x 10 100,700 1,758 109,900 SH x 32 109,900 New York Community Bancorp, Inc. Common Stocks 649445103 44 1,500 SH x x 10 1,500 681 23,475 SH x 32 23,475 50 1,725 SH x x 33 1,725 80 2,700 SH x x 40 2,700 New York Times Co. Class A Common Stocks 650111107 1,244 30,400 SH x x 11 30,400 2,442 59,600 SH x x 19 59,600 894 19,020 SH x x 24 19,020 504 12,300 SH x x 26 12,300 803 19,600 SH x x 28 19,600 8,280 202,105 SH x 32 202,105 307 7,486 SH x x 42 7,486 Newell Rubbermaid, Inc. Common Stocks 651229106 534 17,660 SH x x 24 17,660 220 8,300 SH x x 28 8,300 1,596 60,229 SH x 32 60,229 Newfield Exploration Co. Common Stocks 651290108 52 1,500 SH x x 26 1,500 154 4,420 SH x 32 4,420 196 5,620 SH x x 33 5,620 Newmont Mining Corp. Common Stocks 651639106 92 4,600 SH x x 26 4,600 176 10,925 SH x 32 10,925 Newpark Resources, Inc. New Common Stocks 651718504 105 11,700 SH x x 33 11,700 Newport Corp. Common Stocks 651824104 123 4,300 SH x x 26 4,300 1,505 51,440 SH x 32 51,440 135 4,600 SH x x 33 4,600 1,369 46,800 SH x x 47 46,800 Newport News Shipbuilding, Inc. Common Stocks 652228107 4,914 98,600 SH x x 10 98,600 200 2,600 SH x x 26 2,600 4,963 101,500 SH x 32 101,500 112 2,300 SH x x 33 2,300 78 1,600 SH x x 49 1,600 News Corp., Ltd. - ADR Common Stocks 652487703 10 200 SH x x 20 200 NextCard, Inc. Common Stocks 65332K107 15 1,500 SH x x 33 1,500
Nextel Communications, Inc. Class A Common Stocks 65332V103 3,481 245,500 SH x x 11 245,500 2 90 SH x x 24 90 350 24,348 SH x 32 24,348 Nextel Partners, Inc. Common Stocks 65333F107 7 540 SH x 32 540 Next Level Communications, Inc. New Common Stocks 65333U104 2 330 SH x 32 330 6 1,200 SH x x 33 1,200 Niagara Mohawk Holdings, Inc. Common Stocks 653520106 40 2,339 SH x 32 2,339 Nice Systems, Ltd. - ADR Common Stocks 653656108 65 6,530 SH x 32 6,530 16 1,600 SH x x 34 1,600 67 5,730 SH x x 36 5,730 NICOR, Inc. Common Stocks 654086107 3,680 91,700 SH x x 4 91,700 2,758 74,000 SH x x 10 74,000 431 8,700 SH x x 13 8,700 1,035 26,100 SH x x 23 26,100 516 10,600 SH x x 26 10,600 9,072 243,410 SH x 32 243,410 NIKE, Inc. Class B Common Stocks 654106103 410 10,100 SH x x 11 10,100 370 8,500 SH x x 26 8,500 130 3,200 SH x x 28 3,200 5,133 126,593 SH x 32 126,593 1,436 35,415 SH x x 42 35,415 99 Cents Only Stores Common Stocks 65440K106 1,622 70,200 SH x 32 70,200 NiSource, Inc. Common Stocks 65473P105 4,123 117,800 SH x x 4 117,800 949 30,500 SH x x 11 30,500 698 16,800 SH x x 13 16,800 0 7 SH x x 24 7 1,062 32,000 SH x x 26 32,000 517 16,600 SH x x 28 16,600 10,315 331,446 SH x 32 331,446 Noble Affiliates, Inc. Common Stocks 654894104 38 890 SH x x 24 890 131 2,000 SH x x 26 2,000 351 8,410 SH x 32 8,410 54 1,430 SH x x 40 1,430 Nokia Corp. - ADR Common Stocks 654902204 5,350 203,100 SH x x 1 203,100 2,966 123,600 SH x x 19 123,600 555 14,700 SH x x 20 14,700 2,664 111,000 SH x x 29 111,000 37,909 1,579,525 SH x 32 1,579,525 713 26,600 SH x x 45 26,600 3,100 129,180 SH x x 46 129,180 1,080 45,000 SH x x 48 45,000 Noble Drilling Corp. Common Stocks 655042109 763 10,500 SH x x 4 10,500 455 7,400 SH x x 13 7,400 4,431 92,840 SH x x 24 92,840 1,266 26,500 SH x x 26 26,500 3,247 70,352 SH x 32 70,352 Nordson Corp. Common Stocks 655663102 78 1,900 SH x x 26 1,900 65 2,500 SH x x 33 2,500 Nordstrom, Inc. Common Stocks 655664100 41 2,500 SH x x 28 2,500
26 1,567 SH x 32 1,567 Norfolk Southern Corp. Common Stocks 655844108 896 53,500 SH x x 28 53,500 932 55,700 SH x 32 55,700 Norsk Hydro AS - ADR Common Stocks 656531605 252 3,883 SH x x 20 3,883 4 100 SH x 32 100 Nortek, Inc. Common Stocks 656559101 76 2,800 SH x x 26 2,800 610 22,300 SH x 32 22,300 19 700 SH x x 33 700 Nortel Inversora SA - ADR Common Stocks 656567401 30 2,500 SH x 32 2,500 38 2,000 SH x x 36 2,000 Nortel Networks Corp. Common Stocks 656568102 2,206 157,000 SH x x 11 157,000 328 23,860 SH x x 16 23,860 160 11,400 SH x x 19 11,400 7,262 507,908 SH x x 24 507,908 103 7,300 SH x x 26 7,300 171 12,200 SH x x 28 12,200 3,762 268,456 SH x 32 268,456 North Fork Bancorp, Inc. Common Stocks 659424105 3,290 126,800 SH x x 3 126,800 49 1,670 SH x x 24 1,670 285 11,000 SH x x 26 11,000 3,832 147,653 SH x 32 147,653 356 13,700 SH x x 33 13,700 15 580 SH x x 40 580 Northeast Utilities Common Stocks 664397106 226 11,390 SH x x 24 11,390 753 43,300 SH x x 28 43,300 2,467 141,950 SH x 32 141,950 Northern Trust Corp. Common Stocks 665859104 335 4,720 SH x x 24 4,720 1,795 27,700 SH x x 26 27,700 4,897 78,350 SH x 32 78,350 2,171 31,000 SH x x 45 31,000 Northrop Grumman Corp. Common Stocks 666807102 1,218 14,000 SH x x 21 14,000 2,838 31,450 SH x x 24 31,450 805 8,300 SH x x 26 8,300 400 4,600 SH x x 28 4,600 3,914 44,993 SH x 32 44,993 Northwest Airlines Corp. Class A Common Stocks 667280101 2,941 130,000 SH x x 1 130,000 391 16,900 SH x x 26 16,900 9,726 429,899 SH x 32 429,899 27 1,200 SH x x 33 1,200 Northwest Bancorp, Inc. Common Stocks 667328108 99 6,400 SH x x 26 6,400 10 1,000 SH x x 33 1,000 Northwest Natural Gas Co. Common Stocks 667655104 58 2,400 SH x x 10 2,400 739 30,800 SH x 32 30,800 65 2,700 SH x x 33 2,700 47 1,970 SH x x 40 1,970 Northwestern Corp. Common Stocks 668074107 382 15,600 SH x x 10 15,600 176 7,200 SH x 32 7,200 44 1,800 SH x x 33 1,800 NOVA Corp. / Georgia Common Stocks 669784100 86 4,647 SH x 32 4,647
131 7,100 SH x x 33 7,100 Novartis AG - ADR Common Stocks 66987V109 5,441 122,400 SH x x 4 122,400 949 18,100 SH x x 13 18,100 12,436 316,200 SH x 32 316,200 Nuance Communications, Inc. New Common Stocks 669967101 1,436 143,000 SH x 32 143,000 1,539 153,300 SH x x 47 153,300 Novell, Inc. Common Stocks 670006105 29 6,000 SH x x 26 6,000 359 71,818 SH x 32 71,818 41 9,090 SH x x 40 9,090 Novellus Systems, Inc. Common Stocks 670008101 1,168 28,800 SH x x 21 28,800 6,437 158,683 SH x 32 158,683 2,867 63,400 SH x x 45 63,400 Novoste Corp. Common Stocks 67010C100 1,347 76,700 SH x 32 76,700 41 2,320 SH x x 33 2,320 NSTAR Common Stocks 67019E107 5,693 135,800 SH x x 4 135,800 671 13,100 SH x x 13 13,100 336 8,100 SH x x 26 8,100 8,662 226,158 SH x 32 226,158 268 7,000 SH x x 33 7,000 N2H2, Inc. Common Stocks 67019F104 2 5,500 SH x x 6 5,500 1 2,500 SH x x 17 2,500 Nucor Corp. Common Stocks 670346105 3,250 81,100 SH x x 3 81,100 2,406 56,840 SH x x 24 56,840 48 1,200 SH x x 26 1,200 9,279 231,558 SH x 32 231,558 254 6,550 SH x x 40 6,550 1,318 29,500 SH x x 45 29,500 Nuevo Energy Co. Common Stocks 670509108 23 1,300 SH x x 33 1,300 NVIDIA Corp. Common Stocks 67066G104 1,448 22,300 SH x x 8 22,300 951 13,900 SH x x 10 13,900 1,182 18,200 SH x x 21 18,200 640 9,400 SH x x 26 9,400 3,636 56,000 SH x x 29 56,000 11,628 179,110 SH x 32 179,110 156 2,400 SH x x 33 2,400 O'Charleys, Inc. Common Stocks 670823103 36 1,720 SH x x 33 1,720 OGE Energy Corp. Common Stocks 670837103 1,193 51,900 SH x x 10 51,900 76 3,140 SH x x 24 3,140 62 2,700 SH x x 26 2,700 1,905 82,860 SH x 32 82,860 212 9,200 SH x x 33 9,200 108 4,640 SH x x 40 4,640 OM Group Common Stocks 670872100 1,512 28,400 SH x x 10 28,400 64 1,200 SH x x 26 1,200 1,475 27,700 SH x 32 27,700 165 3,100 SH x x 33 3,100 OSI Pharmaceuticals, Inc. Common Stocks 671040103 456 11,500 SH x 32 11,500 491 12,400 SH x x 47 12,400 Oakley, Inc. Common Stocks 673662102 1,443 81,200 SH x x 10 81,200
76 2,700 SH x x 26 2,700 3,170 178,400 SH x 32 178,400 52 2,940 SH x x 33 2,940 1,885 106,100 SH x x 47 106,100 Occidental Petroleum Corp. Common Stocks 674599105 2,990 112,200 SH x x 4 112,200 3,935 159,000 SH x x 8 159,000 3,716 140,900 SH x x 10 140,900 340 10,300 SH x x 13 10,300 9,762 377,900 SH x x 24 377,900 1,302 51,100 SH x x 26 51,100 1,497 60,500 SH x x 28 60,500 18,061 729,741 SH x 32 729,741 Ocean Energy, Inc. Common Stocks 67481E106 505 26,560 SH x x 24 26,560 547 29,000 SH x x 26 29,000 1,128 68,129 SH x 32 68,129 17 1,090 SH x x 40 1,090 OceanFirst Financial Corp. Common Stocks 675234108 239 10,300 SH x x 10 10,300 363 14,600 SH x x 26 14,600 760 32,700 SH x 32 32,700 Octel Corp. Common Stocks 675727101 46 3,900 SH x x 26 3,900 104 9,000 SH x 32 9,000 Ocular Sciences, Inc. Common Stocks 675744106 30 1,700 SH x 32 1,700 25 1,400 SH x x 33 1,400 Ocwen Financial Corp. Common Stocks 675746101 111 13,100 SH x x 10 13,100 84 9,900 SH x 32 9,900 Office Depot, Inc. Common Stocks 676220106 224 22,347 SH x x 24 22,347 431 49,300 SH x x 28 49,300 3,536 404,119 SH x 32 404,119 13 1,550 SH x x 40 1,550 Offshore Logistics, Inc. Common Stocks 676255102 1,072 43,200 SH x x 3 43,200 1,609 61,000 SH x x 23 61,000 499 18,600 SH x x 26 18,600 4,077 164,300 SH x 32 164,300 Ohio Casualty Corp. Common Stocks 677240103 563 59,900 SH x x 10 59,900 346 36,800 SH x 32 36,800 64 6,800 SH x x 33 6,800 Old Dominion Freight Lines, Inc. Common Stocks 679580100 17 1,690 SH x 32 1,690 Old Kent Financial Corp. Common Stocks 679833103 477 11,015 SH x x 24 11,015 777 20,436 SH x 32 20,436 Old National Bancorp Common Stocks 680033107 19 882 SH x 32 882 Old Republic International Corp. Common Stocks 680223104 3,399 119,700 SH x x 10 119,700 1,346 44,600 SH x x 23 44,600 307 9,480 SH x x 24 9,480 1,993 65,700 SH x x 26 65,700 1,440 50,700 SH x x 28 50,700 11,405 401,585 SH x 32 401,585 358 12,600 SH x x 33 12,600 320 11,120 SH x x 40 11,120 Olin Corp. Common Stocks 680665205 1,223 56,400 SH x x 23 56,400
552 26,300 SH x x 26 26,300 2,638 129,370 SH x 32 129,370 48 2,420 SH x x 40 2,420 175 8,600 SH x x 49 8,600 Omnicare, Inc. Common Stocks 681904108 2,342 109,200 SH x x 10 109,200 54 2,700 SH x x 11 2,700 161 8,000 SH x x 12 8,000 287 13,400 SH x x 26 13,400 7,614 354,950 SH x 32 354,950 302 14,100 SH x x 33 14,100 2,370 110,500 SH x x 51 110,500 Omnicom Group, Inc. Common Stocks 681919106 207 2,500 SH x x 1 2,500 2,706 30,700 SH x x 4 30,700 5,348 60,170 SH x x 10 60,170 300 2,700 SH x x 13 2,700 1,014 11,835 SH x x 26 11,835 3,696 44,600 SH x x 29 44,600 15,866 191,436 SH x 32 191,436 1,086 13,101 SH x x 42 13,101 1-800 Contacts, Inc. Common Stocks 681977104 71 3,100 SH x x 54 3,100 Omega Financial Corp. Common Stocks 682092101 174 6,400 SH x 32 6,400 On Assignment, Inc. Common Stocks 682159108 86 4,200 SH x x 12 4,200 1,693 81,100 SH x 32 81,100 96 4,600 SH x x 33 4,600 1,125 53,900 SH x x 51 53,900 On Command Corp. Common Stocks 682160106 4 600 SH x x 40 600 ON Semiconductor Corp. Common Stocks 682189105 2 460 SH x 32 460 14 3,090 SH x x 40 3,090 Oneida, Ltd. Common Stocks 682505102 10 600 SH x x 33 600 ONEOK, Inc. Common Stocks 682680103 1,435 35,100 SH x x 10 35,100 770 17,100 SH x x 26 17,100 65 1,600 SH x x 28 1,600 2,834 69,300 SH x 32 69,300 ONYX Software Corp. Common Stocks 683402101 28 3,480 SH x x 33 3,480 Vimpel-Communications - ADR Common Stocks 68370R109 497 36,800 SH x x 9 36,800 319 23,300 SH x 32 23,300 Open Text Corp. Common Stocks 683715106 235 12,000 SH x x 30 12,000 912 46,650 SH x 32 46,650 Openwave Systems, Inc. Common Stocks 683718100 358 17,000 SH x x 10 17,000 167 8,400 SH x x 11 8,400 114 5,743 SH x x 24 5,743 67 2,744 SH x x 26 2,744 479 24,131 SH x 32 24,131 159 8,000 SH x x 33 8,000 OPNET Technologies, Inc. New Common Stocks 683757108 47 3,000 SH x x 54 3,000 Optimal Robotics Corp. New Common Stocks 68388R208 37 1,500 SH x x 12 1,500 1,806 69,300 SH x 32 69,300 878 33,700 SH x x 47 33,700 652 25,000 SH x x 51 25,000
Oracle Corp. Common Stocks 68389X105 77 5,300 SH x x 1 5,300 4,213 281,240 SH x x 8 281,240 2,364 157,800 SH x x 10 157,800 9,650 652,500 SH x x 11 652,500 1,609 107,400 SH x x 19 107,400 8,242 548,360 SH x x 24 548,360 1,396 78,600 SH x x 26 78,600 1,986 132,600 SH x x 29 132,600 12,869 859,095 SH x 32 859,095 505 26,600 SH x x 43 26,600 Orbital Sciences Corp. Class A Common Stocks 685564106 578 96,300 SH x 32 96,300 1,036 172,600 SH x x 50 172,600 Organogenesis, Inc. Common Stocks 685906109 52 6,320 SH x x 33 6,320 O'Reilly Automotive, Inc. Common Stocks 686091109 90 4,500 SH x x 33 4,500 OrthoLogic Corp. Common Stocks 68750J107 67 20,700 SH x x 54 20,700 Orthodontic Centers of America, Inc. Common Stocks 68750P103 175 8,600 SH x x 26 8,600 117 5,700 SH x 32 5,700 139 6,760 SH x x 33 6,760 Oshkosh Truck Corp. Class B Common Stocks 688239201 24 680 SH x x 33 680 Otter Tail Power Co. Common Stocks 689648103 63 2,200 SH x x 33 2,200 Outback Steakhouse, Inc. Common Stocks 689899102 2,654 104,251 SH x 32 104,251 196 7,700 SH x x 33 7,700 Overseas Shipholding Group, Inc. Common Stocks 690368105 147 3,400 SH x x 26 3,400 Owens & Minor, Inc., Holding Co. Common Stocks 690732102 807 48,800 SH x x 10 48,800 428 25,900 SH x x 26 25,900 1,392 84,200 SH x 32 84,200 Owens-Illinois, Inc. Common Stocks 690768403 143 14,730 SH x x 24 14,730 14 1,900 SH x x 26 1,900 397 46,709 SH x 32 46,709 Oxford Health Plans, Inc. Common Stocks 691471106 1,442 53,900 SH x x 8 53,900 693 24,600 SH x x 10 24,600 375 14,000 SH x x 21 14,000 2,828 99,400 SH x x 23 99,400 703 25,800 SH x x 26 25,800 3,058 114,300 SH x x 29 114,300 12,526 468,274 SH x 32 468,274 356 13,300 SH x x 33 13,300 Oxford Industries, Inc. Common Stocks 691497309 49 2,700 SH x x 26 2,700 136 7,500 SH x 32 7,500 PG&E Corp. Common Stocks 69331C108 848 62,380 SH x x 10 62,380 1,044 77,120 SH x x 24 77,120 1,207 91,500 SH x x 26 91,500 664 53,300 SH x x 28 53,300 3,170 254,617 SH x 32 254,617 PFF Bancorp, Inc. Common Stocks 69331W104 147 6,400 SH x x 10 6,400 610 26,600 SH x x 26 26,600 1,021 44,500 SH x 32 44,500 P.F. Chang's China Bistro, Inc. Common Stocks 69333Y108 2,209 63,100 SH x 32 63,100 39 1,100 SH x x 33 1,100
PMA Capital Corp. Class A Common Stocks 693419202 32 1,850 SH x 32 1,850 21 1,200 SH x x 33 1,200 PMC - Sierra, Inc. Common Stocks 69344F106 1,455 60,400 SH x x 11 60,400 186 7,334 SH x 32 7,334 211 8,300 SH x x 33 8,300 PMI Group, Inc. (The) Common Stocks 69344M101 1,146 16,600 SH x x 23 16,600 3,029 45,730 SH x x 24 45,730 1,536 22,350 SH x x 26 22,350 4,996 76,880 SH x 32 76,880 195 3,000 SH x x 33 3,000 218 3,430 SH x x 40 3,430 PNC Bank Corp. Common Stocks 693475105 7,233 99,000 SH x x 4 99,000 4,833 71,400 SH x x 11 71,400 808 9,000 SH x x 13 9,000 9,906 138,825 SH x x 24 138,825 1,612 23,800 SH x x 28 23,800 22,800 336,527 SH x 32 336,527 2,575 38,000 SH x x 55 38,000 PPG Industries, Inc. Common Stocks 693506107 6,144 133,400 SH x x 11 133,400 545 10,390 SH x x 24 10,390 240 5,200 SH x x 28 5,200 2,330 50,558 SH x 32 50,558 PPL Corp. Common Stocks 69351T106 3,558 73,120 SH x x 24 73,120 3,124 67,000 SH x x 26 67,000 8,904 202,547 SH x 32 202,547 178 3,850 SH x x 40 3,850 PRI Automation, Inc. Common Stocks 69357H106 26 1,500 SH x x 33 1,500 PS Business Parks, Inc. Common Stocks 69360J107 114 4,200 SH x x 10 4,200 182 6,700 SH x 32 6,700 21 770 SH x x 40 770 PACCAR, Inc. Common Stocks 693718108 9 200 SH x x 11 200 270 4,900 SH x x 26 4,900 410 9,148 SH x 32 9,148 Pacific Capital Bancorp Common Stocks 69404P101 110 3,820 SH x x 33 3,820 Pacific Century Financial Corp. Common Stocks 694058108 2,668 140,400 SH x x 10 140,400 3,212 169,060 SH x 32 169,060 163 8,600 SH x x 33 8,600 59 2,940 SH x x 40 2,940 Pacific Gulf Properties, Inc. Common Stocks 694396102 829 146,700 SH x x 25 146,700 69 12,200 SH x 32 12,200 Pacific Northwest Bancorp Common Stocks 69466M103 17 900 SH x x 33 900 Pacific Sunwear of California, Inc. Common Stocks 694873100 1,664 60,500 SH x 32 60,500 149 5,400 SH x x 33 5,400 PacifiCare Health Systems, Inc. Common Stocks 695112102 4,700 184,300 SH x x 10 184,300 174 6,140 SH x x 24 6,140 674 25,300 SH x x 26 25,300 6,001 241,245 SH x 32 241,245 47 1,900 SH x x 33 1,900 12 470 SH x x 40 470
149 6,000 SH x x 49 6,000 Packaging Corp. of America New Common Stocks 695156109 87 4,200 SH x x 26 4,200 Packard BioScience Co. Common Stocks 695172205 112 9,631 SH x x 19 9,631 New 355 47,881 SH x 32 47,881 Packeteer, Inc. Common Stocks 695210104 8 2,700 SH x x 33 2,700 Pactiv Corp. Common Stocks 695257105 181 9,500 SH x x 26 9,500 3,248 268,210 SH x 32 268,210 83 6,860 SH x x 40 6,860 Pall Corp. Common Stocks 696429307 100 3,950 SH x x 24 3,950 890 38,200 SH x x 26 38,200 633 28,856 SH x 32 28,856 Palm Harbor Homes, Inc. Common Stocks 696639103 23 1,500 SH x x 33 1,500 Palm, Inc. Common Stocks 696642107 0 1 SH x x 19 1 5 441 SH x x 24 441 89 10,618 SH x 32 10,618 PanAmSat Corp. Common Stocks 697933109 202 4,520 SH x x 24 4,520 295 7,518 SH x 32 7,518 Pan Pacific Retail Properties, Inc. Common Stocks 69806L104 137 6,200 SH x x 10 6,200 2,614 118,000 SH x x 25 118,000 122 3,500 SH x x 26 3,500 121 5,484 SH x 32 5,484 4,330 195,500 SH x x 44 195,500 Papa Johns International, Inc. Common Stocks 698813102 29 1,200 SH x x 33 1,200 Parametric Technology Corp. Common Stocks 699173100 593 67,400 SH x x 11 67,400 45 5,200 SH x x 26 5,200 188 20,789 SH x 32 20,789 87 9,600 SH x x 33 9,600 Parexel International Corp. Common Stocks 699462107 236 19,000 SH x 32 19,000 20 1,600 SH x x 33 1,600 558 44,900 SH x x 50 44,900 Park Electrochemical Common Stocks 700416209 1,103 48,800 SH x x 10 48,800 Corp. 85 2,400 SH x x 26 2,400 1,181 52,250 SH x 32 52,250 Park Place Entertainment Corp. Common Stocks 700690100 3,063 298,800 SH x x 10 298,800 197 16,860 SH x x 24 16,860 117 9,500 SH x x 26 9,500 336 32,800 SH x x 28 32,800 5,270 514,167 SH x 32 514,167 321 31,300 SH x x 33 31,300 20 2,000 SH x x 40 2,000 Parker Drilling Co. Common Stocks 701081101 1,319 206,100 SH x x 10 206,100 2,029 317,100 SH x 32 317,100 191 29,800 SH x x 49 29,800 Parker-Hannifin Corp. Common Stocks 701094104 765 19,300 SH x x 11 19,300 444 9,760 SH x x 24 9,760 187 4,700 SH x x 26 4,700 36 900 SH x x 28 900 759 19,114 SH x 32 19,114 Parkway Properties, Inc. Common Stocks 70159Q104 169 5,900 SH x x 10 5,900
195 6,800 SH x 32 6,800 Partner Communications Co., Ltd. - ADR Common Stocks 70211M109 111 25,800 SH x 32 25,800 149 29,700 SH x x 36 29,700 Pathmark Stores, Inc. Common Stocks 70322A101 843 49,000 SH x 32 49,000 1,324 77,000 SH x x 50 77,000 Patterson Dental Co. Common Stocks 703412106 101 3,400 SH x x 12 3,400 36 1,200 SH x x 26 1,200 2,256 73,360 SH x 32 73,360 59 1,930 SH x x 33 1,930 1,350 43,900 SH x x 51 43,900 Patterson Energy, Inc. Common Stocks 703414102 433 12,900 SH x x 10 12,900 503 15,900 SH x x 21 15,900 321 9,700 SH x x 26 9,700 1,366 43,200 SH x 32 43,200 Paxar Corp. Common Stocks 704227107 36 2,900 SH x x 33 2,900 Paxson Communications Corp. Common Stocks 704231109 25 2,600 SH x x 33 2,600 Paychex, Inc. Common Stocks 704326107 5,166 131,050 SH x x 10 131,050 263 7,400 SH x x 11 7,400 78 2,200 SH x x 12 2,200 410 7,900 SH x x 26 7,900 6,162 166,250 SH x 32 166,250 315 8,500 SH x x 38 8,500 1,064 28,700 SH x x 51 28,700 Payless ShoeSource, Inc. Common Stocks 704379106 3,797 61,000 SH x x 10 61,000 2,932 45,360 SH x x 24 45,360 218 3,100 SH x x 26 3,100 5,383 86,470 SH x 32 86,470 168 2,700 SH x x 33 2,700 90 1,460 SH x x 40 1,460 Pegasus Communications Corp. Class A Common Stocks 705904100 10 440 SH x 32 440 Pemstar, Inc. New Common Stocks 706552106 498 34,698 SH x x 19 34,698 1,126 123,386 SH x 32 123,386 Penn Engineering & Manufacturing Corp. Common Stocks 707389300 1,603 39,000 SH x x 23 39,000 552 12,800 SH x x 26 12,800 1,828 47,300 SH x 32 47,300 23 600 SH x x 33 600 Penn National Gaming, Inc. Common Stocks 707569109 154 12,300 SH x x 26 12,300 158 12,600 SH x 32 12,600 Penn Treaty American Corp. Common Stocks 707874103 126 13,000 SH x x 26 13,000 169 16,600 SH x 32 16,600 Penn Virginia Corp. Common Stocks 707882106 76 1,300 SH x x 26 1,300 35 950 SH x x 33 950 JC Penney & Co., Inc. Common Stocks 708160106 61 3,835 SH x 32 3,835 Pennzoil-Quaker State Co. Common Stocks 709323109 2,496 178,306 SH x 32 178,306 Pentair, Inc. Common Stocks 709631105 127 5,000 SH x x 26 5,000 144 5,662 SH x 32 5,662 148 5,800 SH x x 33 5,800 Penton Media, Inc. Common Stocks 709668107 1,519 104,378 SH x x 3 104,378 624 42,900 SH x x 10 42,900
164 11,800 SH x x 12 11,800 32 1,400 SH x x 26 1,400 5,573 383,000 SH x 32 383,000 9 600 SH x x 33 600 2,168 149,000 SH x x 51 149,000 People's Bank Common Stocks 710198102 180 7,000 SH x x 10 7,000 157 6,100 SH x 32 6,100 Peoples Energy Corp. Common Stocks 711030106 1,174 30,200 SH x x 10 30,200 113 2,900 SH x x 26 2,900 1,654 42,540 SH x 32 42,540 30 760 SH x x 40 760 PeopleSoft, Inc. Common Stocks 712713106 1,235 52,700 SH x x 8 52,700 908 37,300 SH x x 26 37,300 1,212 51,705 SH x 32 51,705 192 8,200 SH x x 33 8,200 Pep Boys - Manny, Moe & Jack Common Stocks 713278109 49 8,000 SH x x 54 8,000 Pepsi Bottling Group, Inc. (The) Common Stocks 713409100 3,121 82,100 SH x x 3 82,100 1,220 32,100 SH x x 8 32,100 8,621 220,500 SH x x 10 220,500 2,967 73,400 SH x x 23 73,400 898 21,030 SH x x 24 21,030 2,855 71,300 SH x x 26 71,300 388 10,200 SH x x 28 10,200 25,132 661,182 SH x 32 661,182 88 2,410 SH x x 40 2,410 1,398 36,772 SH x x 42 36,772 PepsiCo, Inc. Common Stocks 713448108 4,346 92,000 SH x x 4 92,000 5,982 136,100 SH x x 8 136,100 269 6,200 SH x x 11 6,200 497 8,500 SH x x 13 8,500 2,958 67,300 SH x x 19 67,300 24,543 527,520 SH x x 24 527,520 5,073 112,900 SH x x 26 112,900 2,057 46,800 SH x x 28 46,800 64,526 1,468,163 SH x 32 1,468,163 2,570 52,400 SH x x 45 52,400 5,909 117,000 SH x x 46 117,000 Peregrine Systems, Inc. Common Stocks 71366Q101 3,002 160,300 SH x x 11 160,300 1,131 58,000 SH x x 21 58,000 41 2,500 SH x x 26 2,500 1,659 85,070 SH x 32 85,070 Performance Food Group Co. Common Stocks 713755106 1,066 20,300 SH x x 10 20,300 1,124 21,400 SH x x 21 21,400 89 1,700 SH x x 26 1,700 2,342 44,600 SH x 32 44,600 71 1,360 SH x x 33 1,360 Pericom Semiconductor Corp. Common Stocks 713831105 15 1,200 SH x x 26 1,200 103 8,000 SH x 32 8,000 PerkinElmer, Inc. Common Stocks 714046109 824 14,800 SH x x 26 14,800
168 3,200 SH x x 28 3,200 1,247 23,770 SH x 32 23,770 Perot Systems Corp. Class A Common Stocks 714265105 59 5,400 SH x x 33 5,400 Perrigo Co. Common Stocks 714290103 386 39,100 SH x x 10 39,100 335 31,590 SH x x 24 31,590 996 100,890 SH x 32 100,890 61 6,200 SH x x 33 6,200 50 4,900 SH x x 40 4,900 PT Indosat (Persero) Tbk - ADR Common Stocks 715680104 244 32,000 SH x 32 32,000 Perusahaan Persero Telekom - ADR Common Stocks 715684106 152 32,616 SH x x 28 32,616 94 12,860 SH x x 36 12,860 Petroleo Brasileiro SA Petrobras - ADR Common Stocks 71654V408 2,444 102,700 SH x 32 102,700 460 19,310 SH x x 34 19,310 2,038 77,100 SH x x 35 77,100 915 34,100 SH x x 36 34,100 Pfizer, Inc. Common Stocks 717081103 27,438 635,350 SH x x 1 635,350 13,849 338,200 SH x x 8 338,200 18,309 435,325 SH x x 10 435,325 39,007 959,500 SH x x 11 959,500 5,033 122,900 SH x x 19 122,900 29,723 723,105 SH x x 24 723,105 14,600 334,750 SH x x 26 334,750 3,030 74,000 SH x x 29 74,000 192,250 4,694,751 SH x 32 4,694,751 295 7,200 SH x x 38 7,200 4,207 102,736 SH x x 42 102,736 4,253 94,500 SH x x 43 94,500 13,377 292,700 SH x x 45 292,700 27,659 587,906 SH x x 46 587,906 Pharmaceutical Product Development, Inc. Common Stocks 717124101 1,007 23,900 SH x x 10 23,900 168 2,538 SH x x 19 2,538 263 6,300 SH x x 26 6,300 2,405 57,102 SH x 32 57,102 169 4,000 SH x x 49 4,000 Pharmacopeia, Inc. Common Stocks 71713B104 63 3,500 SH x x 33 3,500 Pharmacia Corp. Common Stocks 71713U102 20,653 387,200 SH x x 1 387,200 3,992 74,800 SH x x 4 74,800 4,374 86,844 SH x x 8 86,844 12,252 244,400 SH x x 11 244,400 421 6,300 SH x x 13 6,300 2,453 42,555 SH x x 24 42,555 926 18,237 SH x x 26 18,237 1,269 25,200 SH x x 28 25,200 3,954 78,508 SH x x 29 78,508 64,445 1,279,429 SH x 32 1,279,429 2,730 52,800 SH x x 43 52,800 5,948 105,800 SH x x 45 105,800 Phelps Dodge Corp. Common Stocks 717265102 807 19,000 SH x x 26 19,000 759 18,891 SH x 32 18,891
Philadelphia Consolidated Holding Corp. Common Stocks 717528103 11 400 SH x x 33 400 Philip Morris Cos., Inc. Common Stocks 718154107 1,956 30,200 SH x x 1 30,200 4,112 76,800 SH x x 4 76,800 6,037 127,220 SH x x 8 127,220 12,200 243,400 SH x x 10 243,400 29,879 629,700 SH x x 11 629,700 721 11,400 SH x x 13 11,400 15,775 299,040 SH x x 24 299,040 6,688 129,700 SH x x 26 129,700 6,220 131,090 SH x x 28 131,090 75,459 1,590,275 SH x 32 1,590,275 3,364 63,200 SH x x 45 63,200 Philippine Long Distance Telephone Co. - ADR Common Stocks 718252604 401 27,967 SH x 32 27,967 83 5,800 SH x x 34 5,800 315 19,800 SH x x 35 19,800 182 11,060 SH x x 36 11,060 Philips International Realty Corp. Common Stocks 718333107 419 102,300 SH x x 25 102,300 Phillips Petroleum Co. Common Stocks 718507106 941 17,100 SH x x 8 17,100 4,984 85,600 SH x x 10 85,600 6,667 110,870 SH x x 24 110,870 1,644 28,400 SH x x 26 28,400 1,874 34,040 SH x x 28 34,040 15,413 279,988 SH x 32 279,988 2,075 37,700 SH x x 55 37,700 Phillips-Van Heusen Corp. Common Stocks 718592108 537 35,600 SH x x 10 35,600 173 8,500 SH x x 26 8,500 1,727 114,500 SH x 32 114,500 24 1,600 SH x x 33 1,600 211 14,000 SH x x 49 14,000 Phoenix Technologies, Ltd. Common Stocks 719153108 28 2,000 SH x x 33 2,000 PhotoMedex, Inc. Common Stocks 719358103 36 7,000 SH x x 54 7,000 Photronics, Inc. Common Stocks 719405102 186 7,550 SH x 32 7,550 104 4,200 SH x x 33 4,200 Pier 1 Imports, Inc. Common Stocks 720279108 3,115 239,600 SH x x 10 239,600 379 18,547 SH x x 19 18,547 867 62,700 SH x x 26 62,700 5,423 417,148 SH x 32 417,148 138 10,600 SH x x 33 10,600 76 5,920 SH x x 40 5,920 Pilgrim's Pride Corp. Common Stocks 721467108 34 3,500 SH x 32 3,500 12 1,200 SH x x 33 1,200 Pinnacle Holdings, Inc. Common Stocks 72346N101 49 5,500 SH x x 10 5,500 5 520 SH x 32 520 Pinnacle Systems, Inc. Common Stocks 723481107 25 3,000 SH x x 33 3,000 Pinnacle West Capital Corp. Common Stocks 723484101 5,045 100,400 SH x x 4 100,400 569 12,400 SH x x 10 12,400 3,928 85,100 SH x x 11 85,100 576 9,400 SH x x 13 9,400 2,458 47,660 SH x x 24 47,660
1,404 28,200 SH x x 26 28,200 17,584 383,336 SH x 32 383,336 326 6,860 SH x x 40 6,860 Pioneer Natural Resources Co. Common Stocks 723787107 2,454 156,300 SH x x 10 156,300 10 500 SH x x 24 500 84 3,400 SH x x 26 3,400 2,498 159,130 SH x 32 159,130 65 4,570 SH x x 40 4,570 Pioneer-Standard Electronics, Inc. Common Stocks 723877106 642 52,400 SH x x 10 52,400 465 36,400 SH x x 26 36,400 1,068 87,200 SH x 32 87,200 32 2,600 SH x x 33 2,600 Pitney Bowes, Inc. Common Stocks 724479100 1,441 36,200 SH x x 24 36,200 80 2,300 SH x x 28 2,300 2,210 63,609 SH x 32 63,609 Pitt-Des Moines, Inc. Common Stocks 724508106 29 1,000 SH x x 26 1,000 Pittston Brink's Group Common Stocks 725701106 470 19,050 SH x x 24 19,050 4,206 193,828 SH x 32 193,828 132 6,100 SH x x 33 6,100 118 5,612 SH x x 40 5,612 4,201 193,600 SH x x 50 193,600 Pixar, Inc. Common Stocks 725811103 3 100 SH x x 24 100 40 1,300 SH x x 26 1,300 7 213 SH x 32 213 28 900 SH x x 33 900 117 3,800 SH x x 38 3,800 Pixelworks, Inc. New Common Stocks 72581M107 420 42,000 SH x x 21 42,000 495 49,500 SH x 32 49,500 Pivotal Corp. New Common Stocks 72581R106 716 40,000 SH x x 31 40,000 811 71,300 SH x 32 71,300 876 77,000 SH x x 47 77,000 Placer Dome, Inc. Common Stocks 725906101 193 19,600 SH x x 24 19,600 299 34,540 SH x 32 34,540 Plains Resources, Inc. Common Stocks 726540503 56 2,650 SH x x 33 2,650 Plantronics, Inc. Common Stocks 727493108 141 7,920 SH x x 33 7,920 PLATO Learning, Inc. Common Stocks 72764Y100 573 18,294 SH x x 19 18,294 1,407 70,685 SH x 32 70,685 Playboy Enterprises, Inc. Class B Common Stocks 728117300 16 1,500 SH x x 33 1,500 Playtex Products, Inc. Common Stocks 72813P100 1,031 112,200 SH x 32 112,200 1,798 195,600 SH x x 50 195,600 Plexus Corp. Common Stocks 729132100 684 25,200 SH x x 10 25,200 56 1,400 SH x x 26 1,400 456 17,800 SH x 32 17,800 Plug Power, Inc. Common Stocks 72919P103 1 100 SH x 32 100 11 800 SH x x 33 800 Plum Creek Timber Co., Inc. Common Stocks 729251108 2,294 94,800 SH x x 3 94,800 38 1,000 SH x x 26 1,000 2,485 102,690 SH x 32 102,690 Pogo Producing Co. Common Stocks 730448107 1,190 37,900 SH x x 23 37,900
43 1,500 SH x x 26 1,500 1,006 34,100 SH x 32 34,100 199 6,730 SH x x 33 6,730 Pohang Iron & Steel Co., Ltd. - ADR Common Stocks 730450103 1,241 69,117 SH x 32 69,117 624 29,000 SH x x 36 29,000 461 25,685 SH x x 48 25,685 Polaris Industries, Inc. Common Stocks 731068102 1,365 30,200 SH x x 10 30,200 1,315 29,100 SH x 32 29,100 185 4,100 SH x x 33 4,100 Polo Ralph Lauren Corp. Class A Common Stocks 731572103 1,034 37,600 SH x x 21 37,600 462 16,100 SH x x 26 16,100 1,724 62,700 SH x 32 62,700 160 5,800 SH x x 33 5,800 Polycom, Inc. Common Stocks 73172K104 10 800 SH x x 26 800 1,419 114,700 SH x x 29 114,700 3,636 293,780 SH x 32 293,780 97 7,800 SH x x 33 7,800 PolyMedica Corp. Common Stocks 731738100 9 400 SH x x 26 400 64 2,800 SH x 32 2,800 43 1,900 SH x x 33 1,900 PolyOne Corp. Common Stocks 73179P106 1,708 187,650 SH x 32 187,650 Pomeroy Computer Resources, Inc. Common Stocks 731822102 110 7,800 SH x x 26 7,800 111 7,900 SH x 32 7,900 Pope & Talbot, Inc. Common Stocks 732827100 180 14,500 SH x x 26 14,500 291 23,428 SH x 32 23,428 39 3,220 SH x x 40 3,220 Popular, Inc. Common Stocks 733174106 222 6,690 SH x x 24 6,690 217 5,700 SH x x 26 5,700 944 32,047 SH x 32 32,047 324 11,000 SH x x 33 11,000 65 2,260 SH x x 40 2,260 Portal Software, Inc. Common Stocks 736126103 56 6,610 SH x x 24 6,610 20 2,386 SH x 32 2,386 76 9,000 SH x x 33 9,000 Portugal Telecom SA - ADR Common Stocks 737273102 380 28,100 SH x x 20 28,100 Post Properties, Inc. Common Stocks 737464107 870 24,846 SH x x 25 24,846 21 597 SH x 32 597 6,487 185,350 SH x x 44 185,350 Potash Corporation of Saskatchewan, Inc. Common Stocks 73755L107 91 1,570 SH x x 16 1,570 120 2,070 SH x 32 2,070 Potomac Electric Power Co. Common Stocks 737679100 26 1,100 SH x x 26 1,100 39 1,670 SH x 32 1,670 351 15,000 SH x x 33 15,000 Power Integrations, Inc. Common Stocks 739276103 33 1,900 SH x x 33 1,900 Power-One, Inc. Common Stocks 739308104 19 1,400 SH x x 26 1,400 77 5,320 SH x 32 5,320 Powerwave Technologies, Inc. Common Stocks 739363109 682 50,080 SH x 32 50,080 59 4,300 SH x x 33 4,300 Powertel, Inc. Common Stocks 73936C109 20 363 SH x 32 363
161 2,922 SH x x 33 2,922 POZEN, Inc. New Common Stocks 73941U102 319 39,900 SH x 32 39,900 338 42,200 SH x x 47 42,200 PRAECIS Pharmaceuticals, Inc. Common Stocks 739421105 108 6,300 SH x x 12 6,300 2,464 123,600 SH x 32 123,600 3 170 SH x x 40 170 1,601 80,300 SH x x 51 80,300 Praxair, Inc. Common Stocks 74005P104 4,123 92,500 SH x x 11 92,500 5,345 119,700 SH x x 19 119,700 1,679 33,260 SH x x 24 33,260 94 2,100 SH x x 26 2,100 727 16,290 SH x x 28 16,290 20,153 451,361 SH x 32 451,361 Pre-paid Legal Services, Inc. Common Stocks 740065107 60 5,700 SH x x 12 5,700 412 39,800 SH x x 26 39,800 1,532 147,900 SH x 32 147,900 24 2,300 SH x x 33 2,300 753 72,700 SH x x 51 72,700 Precision Castparts Corp. Common Stocks 740189105 5,097 150,900 SH x x 10 150,900 931 26,500 SH x x 23 26,500 770 21,300 SH x x 26 21,300 7,099 214,800 SH x 32 214,800 30 900 SH x x 33 900 50 1,500 SH x x 49 1,500 Precision Drilling Corp. Common Stocks 74022D100 3,503 98,200 SH x x 30 98,200 4,559 127,800 SH x 32 127,800 Prentiss Properties Trust Common Stocks 740706106 991 40,200 SH x x 10 40,200 5,921 240,200 SH x x 25 240,200 1,161 47,100 SH x 32 47,100 27 1,110 SH x x 40 1,110 9,549 387,400 SH x x 44 387,400 Presidential Life Corp. Common Stocks 740884101 167 10,100 SH x x 10 10,100 158 9,600 SH x 32 9,600 25 1,500 SH x x 33 1,500 Presstek, Inc. Common Stocks 741113104 24 2,200 SH x x 33 2,200 Priceline.com, Inc. Common Stocks 741503106 5 1,900 SH x x 24 1,900 3 1,357 SH x 32 1,357 PRIMEDIA, Inc. Common Stocks 74157K101 20 3,147 SH x 32 3,147 42 6,677 SH x x 33 6,677 Prime Hospitality Corp. Common Stocks 741917108 616 57,000 SH x x 10 57,000 63 3,700 SH x x 26 3,700 583 54,000 SH x 32 54,000 37 3,400 SH x x 33 3,400 Pride International, Inc. Common Stocks 741932107 1,606 67,600 SH x x 10 67,600 630 26,500 SH x x 21 26,500 57 1,900 SH x x 26 1,900 2,287 96,260 SH x 32 96,260 17 700 SH x x 33 700 Priority Healthcare Corp. Class B Common Stocks 74264T102 17,195 455,502 SH x 32 455,502
5,484 145,266 SH x x 42 145,266 ProBusiness Services, Inc. Common Stocks 742674104 22 1,000 SH x x 33 1,000 Prize Energy Corp. Common Stocks 74267L106 2,723 133,500 SH x 32 133,500 Procter & Gamble Co. Common Stocks 742718109 7,269 108,300 SH x x 4 108,300 3,969 63,400 SH x x 8 63,400 15,926 255,200 SH x x 11 255,200 850 10,200 SH x x 13 10,200 419 6,700 SH x x 19 6,700 20,652 304,810 SH x x 24 304,810 1,847 27,899 SH x x 26 27,899 2,861 45,700 SH x x 28 45,700 46,316 739,873 SH x 32 739,873 Professionals Group, Inc. Common Stocks 742954100 118 4,900 SH x 32 4,900 Professional Detailing, Inc. Common Stocks 74312N107 389 6,300 SH x x 26 6,300 1,000 16,200 SH x 32 16,200 185 3,000 SH x x 49 3,000 Profit Recovery Group International, Inc. (The) Common Stocks 743168106 16 2,500 SH x x 33 2,500 Progress Energy, Inc. Common Stocks 743263105 1,938 45,000 SH x x 11 45,000 252 4,990 SH x x 24 4,990 410 9,300 SH x x 26 9,300 1,849 42,920 SH x 32 42,920 Progressive Corp. Common Stocks 743315103 562 5,090 SH x x 24 5,090 39 400 SH x x 28 400 906 9,337 SH x 32 9,337 767 7,900 SH x x 38 7,900 ProLogis Trust Common Stocks 743410102 12,369 616,000 SH x x 2 616,000 83 4,100 SH x x 11 4,100 6,536 325,518 SH x x 25 325,518 29 1,433 SH x 32 1,433 ProsoftTraining.com Common Stocks 743477101 147 18,635 SH x 32 18,635 30 3,800 SH x x 33 3,800 Protective Life Corp. Common Stocks 743674103 1,086 35,400 SH x x 8 35,400 2,546 83,000 SH x x 10 83,000 2,207 71,955 SH x 32 71,955 212 6,900 SH x x 33 6,900 Protein Design Labs, Inc. Common Stocks 74369L103 130 2,920 SH x x 24 2,920 268 6,200 SH x x 26 6,200 454 10,200 SH x 32 10,200 289 6,500 SH x x 33 6,500 Provident Bankshares Corp. Common Stocks 743859100 421 18,833 SH x x 10 18,833 295 13,182 SH x 32 13,182 69 3,100 SH x x 33 3,100 15 695 SH x x 40 695 Provident Financial Group, Inc. Common Stocks 743866105 17 600 SH x x 26 600 70 2,500 SH x x 33 2,500 Province Healthcare Co. Common Stocks 743977100 1,187 39,000 SH x x 21 39,000 1,364 44,800 SH x 32 44,800 Providian Financial Corp. Common Stocks 74406A102 3,992 81,394 SH x x 8 81,394 3,006 57,900 SH x x 10 57,900
13,260 272,800 SH x x 11 272,800 108 1,890 SH x x 24 1,890 764 13,100 SH x x 26 13,100 5,872 119,724 SH x 32 119,724 387 7,900 SH x x 38 7,900 2,109 43,000 SH x x 55 43,000 Proxicom, Inc. Common Stocks 744282104 2 590 SH x 32 590 PSINet, Inc. Common Stocks 74437C101 2 8,200 SH x x 24 8,200 1 3,610 SH x 32 3,610 Public Service Co. of New Mexico Common Stocks 744499104 4,449 151,300 SH x x 10 151,300 2,514 81,500 SH x x 23 81,500 1,477 48,800 SH x x 26 48,800 8,516 293,570 SH x 32 293,570 119 4,100 SH x x 33 4,100 139 4,730 SH x x 40 4,730 Public Service Enterprise Group, Inc. Common Stocks 744573106 2,367 50,300 SH x x 4 50,300 277 4,800 SH x x 13 4,800 9,732 214,900 SH x x 24 214,900 665 15,400 SH x x 26 15,400 12,300 284,983 SH x 32 284,983 Public Storage, Inc. Common Stocks 74460D109 8,249 314,256 SH x x 25 314,256 94 3,581 SH x 32 3,581 260 9,900 SH x x 33 9,900 15 580 SH x x 40 580 10,371 395,100 SH x x 44 395,100 Pulte Corp. Common Stocks 745867101 5,602 135,960 SH x x 10 135,960 898 20,500 SH x x 26 20,500 202 5,000 SH x x 28 5,000 6,040 149,470 SH x 32 149,470 QLT PhotoTherapeutics, Inc. Common Stocks 746927102 33 1,620 SH x x 16 1,620 43 2,140 SH x 32 2,140 QLogic Corp. Common Stocks 747277101 42 2,000 SH x x 26 2,000 167 7,400 SH x 32 7,400 Quaker Chemical Corp. Common Stocks 747316107 16 900 SH x 32 900 Quaker Oats Co. (The) Common Stocks 747402105 3,511 33,500 SH x x 4 33,500 6,836 70,100 SH x x 11 70,100 405 3,100 SH x x 13 3,100 1,857 17,780 SH x x 24 17,780 215 2,200 SH x x 26 2,200 1,009 10,300 SH x x 28 10,300 10,453 106,667 SH x 32 106,667 QUALCOMM, Inc. Common Stocks 747525103 1,110 19,604 SH x x 8 19,604 5,095 92,700 SH x x 11 92,700 6,110 107,900 SH x x 19 107,900 4,075 71,900 SH x x 24 71,900 287 5,200 SH x x 26 5,200 47,116 832,074 SH x 32 832,074 379 6,700 SH x x 38 6,700 3,902 61,720 SH x x 45 61,720
11,316 173,460 SH x x 46 173,460 Quanex Corp. Common Stocks 747620102 92 5,100 SH x 32 5,100 27 1,530 SH x x 40 1,530 Quanta Services, Inc. Common Stocks 74762E102 1,000 44,800 SH x x 21 44,800 132 5,190 SH x x 24 5,190 309 13,050 SH x x 26 13,050 2,338 104,750 SH x 32 104,750 54 2,430 SH x x 33 2,430 163 7,300 SH x x 49 7,300 Quantum Corp. - DLT & Storage Systems Common Stocks 747906204 636 54,900 SH x x 11 54,900 471 35,720 SH x x 24 35,720 239 18,300 SH x x 26 18,300 490 42,200 SH x x 28 42,200 4,049 349,088 SH x 32 349,088 33 2,900 SH x x 40 2,900 3,133 270,100 SH x x 50 270,100 Quantum Corp. - Hard Disk Drive ommon Stocks 747906303 1,626 154,000 SH 32 154,000 76 7,200 SH x x 33 7,200 2,840 268,900 SH x x 50 268,900 748203106 262 7,600 SH x x 28 7,600 Quest Diagnostics, Inc. Common Stocks 74834L100 889 10,000 SH x x 10 10,000 121 1,400 SH x x 12 1,400 507 5,700 SH x x 21 5,700 2,145 22,700 SH x x 23 22,700 217 2,100 SH x x 26 2,100 5,672 63,820 SH x 32 63,820 1,537 17,300 SH x x 51 17,300 Quest Software, Inc. Common Stocks 74834T103 4 240 SH x 32 240 57 3,200 SH x x 33 3,200 Questar Corp. Common Stocks 748356102 411 15,000 SH x x 10 15,000 1,448 49,700 SH x x 23 49,700 593 19,030 SH x x 24 19,030 1,307 43,100 SH x x 26 43,100 5,855 213,699 SH x 32 213,699 166 6,060 SH x x 40 6,060 Quicksilver, Inc. Common Stocks 74838C106 350 8,367 SH x x 19 8,367 747 28,117 SH x 32 28,117 77 2,900 SH x x 33 2,900 Quilmes Industrial Quinsa Societe - ADR Preferred Stocs 74838Y108 1,439 155,300 SH x x 9 155,300 66 4,500 SH x x 28 4,500 631 67,600 SH x 32 67,600 280 25,850 SH x x 36 25,850 Quinenco SA Common Stocks 748718103 965 145,700 SH x x 9 145,700 372 42,800 SH x x 28 42,800 166 25,000 SH x 32 25,000 Quintiles Transnational Corp. Common Stocks 748767100 41 2,300 SH x x 26 2,300 137 7,253 SH x 32 7,253 Quorum Health Group, Inc. Common Stocks 749084109 149 9,800 SH x x 33 9,800 Qwest Communications International, Inc. Common Stocks 749121109 4,368 118,100 SH x x 4 118,100
4,928 140,600 SH x x 8 140,600 9,132 246,600 SH x x 10 246,600 12,040 345,988 SH x x 11 345,988 514 11,000 SH x x 13 11,000 2,232 55,922 SH x x 24 55,922 5,588 148,000 SH x x 26 148,000 652 18,600 SH x x 28 18,600 3,242 92,500 SH x x 29 92,500 34,912 996,053 SH x 32 996,053 R&G Financial Corp. Common Stocks 749136107 290 17,600 SH x x 26 17,600 299 18,100 SH x 32 18,100 RCN Corp. Common Stocks 749361101 1,844 305,775 SH x 32 305,775 24 4,000 SH x x 33 4,000 1,937 321,100 SH x x 47 321,100 RFS Hotel Investors, Inc. Common Stocks 74955J108 592 40,900 SH x x 10 40,900 241 16,700 SH x x 26 16,700 794 54,830 SH x 32 54,830 33 2,320 SH x x 40 2,320 R.H. Donnelley Corp. Common Stocks 74955W307 2,085 71,900 SH x x 10 71,900 737 25,400 SH x x 21 25,400 1,714 55,600 SH x x 23 55,600 1,032 36,000 SH x x 26 36,000 5,710 196,900 SH x 32 196,900 RGS Energy Group, Inc. Common Stocks 74956K104 703 17,500 SH x x 26 17,500 1,994 53,900 SH x 32 53,900 152 4,100 SH x x 33 4,100 RLI Corp. Common Stocks 749607107 180 4,400 SH x x 10 4,400 25 600 SH x x 26 600 274 6,700 SH x 32 6,700 20 500 SH x x 33 500 RPC, Inc. Common Stocks 749660106 23 1,900 SH x 32 1,900 RSA Security, Inc. Common Stocks 749719100 879 35,600 SH x x 8 35,600 666 26,900 SH x x 10 26,900 759 28,950 SH x x 23 28,950 93 2,900 SH x x 26 2,900 1,214 49,240 SH x 32 49,240 200 8,100 SH x x 33 8,100 RTI International Metals Common Stocks 74973W107 2,654 197,300 SH x 32 197,300 90 6,700 SH x x 54 6,700 RF Micro Devices, Inc. Common Stocks 749941100 19 1,658 SH x 32 1,658 123 10,500 SH x x 33 10,500 Racing Champions Corp. Common Stocks 750069106 25 8,300 SH x x 54 8,300 Radian Group, Inc. Common Stocks 750236101 4,762 67,700 SH x x 10 67,700 344 5,200 SH x x 12 5,200 2,816 39,100 SH x x 23 39,100 121 1,550 SH x x 24 1,550 1,630 22,948 SH x x 26 22,948 19,606 289,390 SH x 32 289,390 280 4,140 SH x x 33 4,140
271 4,000 SH x x 49 4,000 4,492 66,300 SH x x 51 66,300 Radio One, Inc. Common Stocks 75040P108 16 890 SH x 32 890 RadioShack Corp. Common Stocks 750438103 9 200 SH x x 24 200 369 9,200 SH x x 26 9,200 125 3,397 SH x 32 3,397 RadiSys Corp. Common Stocks 750459109 19 1,100 SH x x 33 1,100 Rambus, Inc. Common Stocks 750917106 7 400 SH x x 11 400 22 1,090 SH x 32 1,090 Ralcorp Holdings, Inc. Common Stocks 751028101 571 31,900 SH x x 10 31,900 23 1,400 SH x x 26 1,400 548 30,600 SH x 32 30,600 38 2,100 SH x x 33 2,100 Ralston-Purina Group Common Stocks 751277302 1,544 43,880 SH x x 24 43,880 2,182 70,061 SH x 32 70,061 RARE Hospitality International, Inc. Common Stocks 753820109 715 28,750 SH x x 10 28,750 480 18,100 SH x x 26 18,100 970 39,000 SH x 32 39,000 19 750 SH x x 33 750 55 2,200 SH x x 54 2,200 Rational Software Corp. Common Stocks 75409P202 944 49,900 SH x x 10 49,900 2,200 130,000 SH x x 11 130,000 81 2,900 SH x x 26 2,900 1,171 65,950 SH x 32 65,950 Rawlings Sporting Goods Co., Inc. Common Stocks 754459105 26 5,800 SH x x 54 5,800 Raymond James Financial, Inc. Common Stocks 754730109 2,652 95,400 SH x x 10 95,400 301 10,900 SH x x 26 10,900 3,903 140,400 SH x 32 140,400 83 3,000 SH x x 33 3,000 172 6,200 SH x x 49 6,200 Rayonier, Inc. Common Stocks 754907103 25 500 SH x x 24 500 65 1,000 SH x x 26 1,000 Raytheon Co. Class B Common Stocks 755111408 3,619 117,100 SH x x 10 117,100 4 90 SH x x 24 90 1,383 41,900 SH x x 26 41,900 1,672 56,900 SH x x 28 56,900 9,094 309,525 SH x 32 309,525 1,510 51,400 SH x x 55 51,400 Read-Rite Corp. Common Stocks 755246105 1,609 194,100 SH x x 21 194,100 2,854 344,300 SH x 32 344,300 219 26,400 SH x x 49 26,400 Reader's Digest Association, Inc. Class A Common Stocks 755267101 190 6,900 SH x x 26 6,900 325 11,822 SH x 32 11,822 132 4,800 SH x x 33 4,800 RealNetworks, Inc. Common Stocks 75605L104 29 4,150 SH x x 24 4,150 13 1,774 SH x 32 1,774 31 4,400 SH x x 33 4,400 Reckson Associates Realty Corp. Common Stocks 75621K106 10,666 478,300 SH x x 2 478,300 1,840 82,500 SH x x 10 82,500
3,352 150,300 SH x x 25 150,300 1,599 71,700 SH x 32 71,700 161 7,200 SH x x 33 7,200 Red Hat, Inc. Common Stocks 756577102 7 1,180 SH x 32 1,180 29 4,800 SH x x 33 4,800 Redback Networks, Inc. Common Stocks 757209101 1,444 115,600 SH x x 11 115,600 105 7,990 SH x x 24 7,990 179 13,716 SH x 32 13,716 92 7,000 SH x x 33 7,000 Reebok International, Ltd. Common Stocks 758110100 1,076 40,700 SH x x 23 40,700 579 21,640 SH x x 24 21,640 508 18,700 SH x x 26 18,700 52 2,100 SH x x 28 2,100 3,992 160,580 SH x 32 160,580 121 5,150 SH x x 40 5,150 298 12,000 SH x x 49 12,000 Regis Corp. Common Stocks 758932107 1,982 135,550 SH x 32 135,550 22 1,500 SH x x 33 1,500 Regions Financial Corp. Common Stocks 758940100 983 30,300 SH x x 24 30,300 40 1,400 SH x x 28 1,400 1,555 54,679 SH x 32 54,679 RehabCare Group, Inc. Common Stocks 759148109 375 9,100 SH x x 26 9,100 1,479 35,900 SH x 32 35,900 95 2,300 SH x x 33 2,300 227 5,500 SH x x 49 5,500 Reinsurance Group Of America Common Stocks 759351109 115 2,650 SH x x 24 2,650 229 5,939 SH x 32 5,939 69 1,800 SH x x 33 1,800 Reliance Steel & Aluminum Co. Common Stocks 759509102 186 6,050 SH x x 26 6,050 152 6,500 SH x 32 6,500 32 1,370 SH x x 33 1,370 Reliant Energy, Inc. Common Stocks 75952J108 97 2,150 SH x x 10 2,150 494 10,700 SH x x 11 10,700 3,181 63,630 SH x x 24 63,630 2,704 61,800 SH x x 26 61,800 1,235 27,300 SH x x 28 27,300 3,711 82,000 SH x x 29 82,000 16,895 373,370 SH x 32 373,370 REMEC, Inc. Common Stocks 759543101 428 42,800 SH x 32 42,800 51 5,090 SH x x 33 5,090 462 46,150 SH x x 47 46,150 Remedy Corp. Common Stocks 759548100 35 1,800 SH x x 33 1,800 Renal Care Group, Inc. Common Stocks 759930100 168 6,400 SH x x 12 6,400 3,484 129,900 SH x 32 129,900 206 7,670 SH x x 33 7,670 2,290 85,400 SH x x 51 85,400 Rent-A-Center, Inc. Common Stocks 76009N100 1,934 42,100 SH x x 10 42,100 484 9,800 SH x x 26 9,800 6,110 133,000 SH x 32 133,000
92 2,000 SH x x 33 2,000 2,352 51,200 SH x x 51 51,200 110 2,400 SH x x 54 2,400 Repsol SA - ADR Common Stocks 76026T205 9,756 516,722 SH x x 27 516,722 6,735 378,806 SH x 32 378,806 Republic Bancorp, Inc. Common Stocks 760282103 125 10,164 SH x x 10 10,164 1,451 117,839 SH x 32 117,839 69 5,600 SH x x 33 5,600 52 4,374 SH x x 40 4,374 219 17,800 SH x x 49 17,800 Republic First Bancorp, Inc. Common Stocks 760416107 24 4,500 SH x x 54 4,500 Republic Services, Inc. Common Stocks 760759100 603 28,240 SH x x 24 28,240 65 2,200 SH x x 26 2,200 1,473 78,542 SH x 32 78,542 21 1,100 SH x x 33 1,100 85 4,750 SH x x 40 4,750 Respironics, Inc. Common Stocks 761230101 1,607 52,700 SH x x 10 52,700 583 19,200 SH x x 26 19,200 2,406 78,900 SH x 32 78,900 124 4,050 SH x x 33 4,050 14 510 SH x x 40 510 Retek, Inc. Common Stocks 76128Q109 29 1,600 SH x x 26 1,600 92 4,900 SH x 32 4,900 103 5,500 SH x x 33 5,500 Revlon, Inc. Class A Common Stocks 761525500 97 21,100 SH x x 10 21,100 17 3,600 SH x 32 3,600 Reynolds & Reynolds Co. Class A Common Stocks 761695105 22 1,130 SH x 32 1,130 191 9,900 SH x x 33 9,900 R.J. Reynolds Tobacco Holdings, Inc. Common Stocks 76182K105 8,164 143,400 SH x x 10 143,400 3,728 62,500 SH x x 23 62,500 5,922 101,240 SH x x 24 101,240 1,978 31,800 SH x x 26 31,800 1,728 30,800 SH x x 28 30,800 17,141 305,542 SH x 32 305,542 258 4,787 SH x x 40 4,787 Richmond County Financial Corp. Common Stocks 764556106 925 31,500 SH x x 10 31,500 306 10,400 SH x x 26 10,400 1,387 47,200 SH x 32 47,200 Riggs National Corp. Common Stocks 766570105 22 1,400 SH x x 33 1,400 Rightchoice Managed Care, Inc. Common Stocks 76657T102 244 6,600 SH x x 26 6,600 4,434 130,600 SH x 32 130,600 302 8,900 SH x x 49 8,900 1,684 49,600 SH x x 51 49,600 Ritchie Brothers Auctioneers, Inc. Common Stocks 767744105 2,178 58,900 SH x x 31 58,900 Rite Aid Corp. Common Stocks 767754104 33 4,996 SH x 32 4,996 Roadway Express, Inc. Common Stocks 769742107 279 12,700 SH x x 10 12,700 61 2,800 SH x x 26 2,800 169 7,690 SH x 32 7,690 5 210 SH x x 40 210
Robert Half International, Inc. Common Stocks 770323103 37 1,450 SH x x 24 1,450 113 5,074 SH x 32 5,074 Rockwell International Corp. Common Stocks 773903109 2,363 65,000 SH x x 8 65,000 1,365 37,500 SH x x 11 37,500 2,536 63,070 SH x x 24 63,070 1,093 26,900 SH x x 26 26,900 4,516 124,240 SH x 32 124,240 Rogers Corp. Common Stocks 775133101 34 970 SH x x 33 970 Rohm & Haas Co. Common Stocks 775371107 6,044 182,400 SH x x 4 182,400 5,626 182,800 SH x x 11 182,800 686 16,700 SH x x 13 16,700 9,144 296,772 SH x 32 296,772 ROHN Industries, Inc. Common Stocks 775381106 1,007 250,700 SH x 32 250,700 219 54,500 SH x x 49 54,500 Roper Industries, Inc. Common Stocks 776696106 175 4,890 SH x x 33 4,890 Roslyn Bancorp, Inc. Common Stocks 778162107 1,640 72,900 SH x x 10 72,900 92 2,600 SH x x 26 2,600 542 24,100 SH x 32 24,100 30 1,350 SH x x 33 1,350 Ross Stores, Inc. Common Stocks 778296103 2,912 155,300 SH x x 3 155,300 22 1,010 SH x x 24 1,010 47 1,600 SH x x 26 1,600 3,237 172,658 SH x 32 172,658 203 10,800 SH x x 33 10,800 Rostelecom - ADR Common Stocks 778529107 15 3,200 SH x 32 3,200 10 2,100 SH x x 36 2,100 Rouse Co. (The) Common Stocks 779273101 6,227 240,800 SH x x 2 240,800 2,441 94,400 SH x x 25 94,400 27 1,041 SH x 32 1,041 Rowan Cos., Inc. Common Stocks 779382100 3,443 125,200 SH x x 3 125,200 148 4,200 SH x x 26 4,200 234 8,500 SH x x 29 8,500 4,555 165,651 SH x 32 165,651 66 2,400 SH x x 33 2,400 Royal Dutch Petroleum Co. Common Stocks 780257804 1,572 25,200 SH x x 4 25,200 13,461 242,800 SH x x 11 242,800 258 3,500 SH x x 13 3,500 1,218 21,970 SH x x 24 21,970 1,341 23,212 SH x x 26 23,212 854 15,400 SH x x 28 15,400 7,320 132,040 SH x 32 132,040 1,754 31,630 SH x x 48 31,630 Ruby Tuesday, Inc. Common Stocks 781182100 3,014 151,700 SH x x 10 151,700 198 6,400 SH x x 26 6,400 2,514 128,200 SH x 32 128,200 184 9,400 SH x x 33 9,400 16 880 SH x x 40 880 Ruddick Corp. Common Stocks 781258108 34 2,500 SH x x 33 2,500 Rudolph Technologies, Inc. New Common Stocks 781270103 330 6,047 SH x x 19 6,047
754 21,748 SH x 32 21,748 31 900 SH x x 33 900 Rural Cellular Corp. Class A Common Stocks 781904107 11 400 SH x x 33 400 Russell Corp. Common Stocks 782352108 469 25,100 SH x x 10 25,100 72 3,790 SH x x 24 3,790 723 38,660 SH x 32 38,660 115 6,370 SH x x 40 6,370 Ryan's Family Steak Houses, Inc. Common Stocks 783519101 2,356 221,700 SH x x 3 221,700 310 29,200 SH x x 10 29,200 129 12,100 SH x x 26 12,100 3,144 295,900 SH x 32 295,900 32 3,000 SH x x 33 3,000 Ryder System, Inc. Common Stocks 783549108 3,353 186,400 SH x x 10 186,400 9 500 SH x x 24 500 203 10,400 SH x x 26 10,400 5,019 279,000 SH x 32 279,000 1,882 104,600 SH x x 50 104,600 Ryerson Tull, Inc. Common Stocks 78375P107 17 1,700 SH x x 33 1,700 Ryland Group, Inc. (The) Common Stocks 783764103 1,179 28,400 SH x x 10 28,400 1,487 33,700 SH x x 23 33,700 412 9,200 SH x x 26 9,200 4,727 113,900 SH x 32 113,900 149 3,830 SH x x 40 3,830 S&T Bancorp, Inc. Common Stocks 783859101 46 1,970 SH x x 33 1,970 SBC Communications, Inc. Common Stocks 78387G103 5,748 122,300 SH x x 4 122,300 11,153 231,842 SH x x 10 231,842 20,933 471,366 SH x x 11 471,366 611 10,600 SH x x 13 10,600 29,337 600,679 SH x x 24 600,679 9,633 198,996 SH x x 26 198,996 7,048 157,918 SH x x 28 157,918 73,766 1,652,842 SH x 32 1,652,842 2,066 46,300 SH x x 55 46,300 SBS Technologies, Inc. Common Stocks 78387P103 92 6,800 SH x x 12 6,800 1,965 132,100 SH x 32 132,100 1,296 87,100 SH x x 51 87,100 SBA Communications Corp. Common Stocks 78388J106 73 4,800 SH x x 12 4,800 1,474 93,200 SH x 32 93,200 968 61,200 SH x x 51 61,200 SCI Systems, Inc. Common Stocks 783890106 3 90 SH x x 24 90 40 2,182 SH x 32 2,182 277 15,200 SH x x 33 15,200 SCM Microsystems, Inc. Common Stocks 784018103 17 1,100 SH x x 33 1,100 SCP Pool Corp. Common Stocks 784028102 114 3,700 SH x x 12 3,700 325 10,050 SH x x 26 10,050 2,832 87,150 SH x 32 87,150 74 2,270 SH x x 33 2,270 1,654 50,900 SH x x 51 50,900 85 2,600 SH x x 54 2,600
SCPIE Holdings, Inc. Common Stocks 78402P104 51 2,500 SH x 32 2,500 SEI Investments Co. Common Stocks 784117103 2,525 76,500 SH x x 10 76,500 248 7,300 SH x x 24 7,300 672 19,200 SH x x 26 19,200 2,657 85,188 SH x 32 85,188 SK Telecom Co., Ltd. - ADR Common Stocks 78440P108 2 100 SH x 32 100 81 5,970 SH x x 39 5,970 SL Green Realty Corp. Common Stocks 78440X101 6,316 230,100 SH x x 2 230,100 909 33,100 SH x x 10 33,100 771 28,100 SH x 32 28,100 7,008 255,300 SH x x 44 255,300 SPS Technologies, Inc. Common Stocks 784626103 3,226 71,600 SH x x 3 71,600 157 2,700 SH x x 26 2,700 153 3,400 SH x 32 3,400 63 1,400 SH x x 33 1,400 SPSS, Inc. Common Stocks 78462K102 425 25,100 SH x x 26 25,100 386 22,800 SH x 32 22,800 SPX Corp. Common Stocks 784635104 323 3,120 SH x x 24 3,120 639 6,600 SH x x 26 6,600 1,358 14,960 SH x 32 14,960 6 70 SH x x 40 70 S1 Corporation Common Stocks 78463B101 38 5,220 SH x 32 5,220 13 1,800 SH x x 33 1,800 Sabre Holdings Corp. Common Stocks 785905100 4,022 84,541 SH x x 24 84,541 350 6,000 SH x x 26 6,000 42 900 SH x x 28 900 5,420 117,389 SH x 32 117,389 37 800 SH x x 33 800 112 2,570 SH x x 40 2,570 2,392 51,800 SH x x 47 51,800 SAFECO Corp. Common Stocks 786429100 4,882 162,000 SH x x 4 162,000 4,600 163,200 SH x x 10 163,200 603 15,900 SH x x 13 15,900 1,579 55,100 SH x x 26 55,100 62 2,200 SH x x 28 2,200 14,186 503,267 SH x 32 503,267 Safeguard Scientifics, Inc. Common Stocks 786449108 20 3,600 SH x x 8 3,600 133 21,760 SH x x 24 21,760 307 54,949 SH x 32 54,949 10 2,490 SH x x 40 2,490 SafeNet, Inc. Common Stocks 78645R107 22 2,600 SH x x 12 2,600 632 51,100 SH x 32 51,100 415 33,500 SH x x 51 33,500 Safeway, Inc. Common Stocks 786514208 491 8,900 SH x x 1 8,900 5,902 99,000 SH x x 4 99,000 6,144 111,300 SH x x 11 111,300 696 9,400 SH x x 13 9,400 475 7,530 SH x x 24 7,530 811 12,200 SH x x 26 12,200
932 16,900 SH x x 28 16,900 25,073 454,630 SH x 32 454,630 3,448 62,521 SH x x 42 62,521 St. Joe Co. (The) Common Stocks 790148100 3,075 134,800 SH x x 3 134,800 231 8,900 SH x x 26 8,900 3,449 151,185 SH x 32 151,185 St. Jude Medical, Inc. Common Stocks 790849103 6,594 119,700 SH x x 10 119,700 1,681 31,700 SH x x 11 31,700 169 2,740 SH x x 24 2,740 1,112 18,300 SH x x 26 18,300 92 1,700 SH x x 28 1,700 6,881 127,777 SH x 32 127,777 25 470 SH x x 33 470 203 2,400 SH x x 45 2,400 St. Mary Land & Exploration Co. Common Stocks 792228108 151 6,500 SH x x 33 6,500 St. Paul Cos., Inc. Common Stocks 792860108 13,089 277,400 SH x x 4 277,400 1,106 25,100 SH x x 8 25,100 2,120 45,610 SH x x 10 45,610 94 2,200 SH x x 11 2,200 1,506 25,700 SH x x 13 25,700 945 18,760 SH x x 24 18,760 690 12,900 SH x x 26 12,900 1,000 22,700 SH x x 28 22,700 28,046 636,688 SH x 32 636,688 Saks, Inc. Common Stocks 79377W108 1,216 93,500 SH x x 10 93,500 312 21,050 SH x x 24 21,050 47 2,300 SH x x 26 2,300 3,292 253,246 SH x 32 253,246 Salton, Inc. Common Stocks 795757103 279 11,681 SH x x 19 11,681 505 33,450 SH x x 26 33,450 1,278 84,095 SH x 32 84,095 Sanchez Computer Associates, Inc. New Common Stocks 799702105 15 2,090 SH x x 33 2,090 30 4,100 SH x x 54 4,100 Sandisk Corp. Common Stocks 80004C101 60 2,500 SH x x 26 2,500 157 7,720 SH x 32 7,720 106 5,200 SH x x 33 5,200 Sandy Spring Bancorp, Inc. Common Stocks 800363103 72 1,500 SH x x 26 1,500 18 600 SH x x 33 600 Sanmina Corp. Common Stocks 800907107 311 15,700 SH x x 1 15,700 1,649 84,300 SH x x 8 84,300 1,516 74,800 SH x x 10 74,800 98 5,300 SH x x 11 5,300 156 5,400 SH x x 26 5,400 1,755 89,700 SH x x 29 89,700 6,184 316,108 SH x 32 316,108 1,124 36,520 SH x x 46 36,520 SangStat Medical Corp. Common Stocks 801003104 2,334 263,000 SH x 32 263,000 2,507 282,500 SH x x 47 282,500 Sapient Corp. Common Stocks 803062108 8 1,046 SH x 32 1,046
Sara Lee Corp. Common Stocks 803111103 1,516 62,370 SH x x 24 62,370 891 41,300 SH x x 28 41,300 5,154 238,815 SH x 32 238,815 Sawtek, Inc. Common Stocks 805468105 391 13,945 SH x x 19 13,945 2 100 SH x x 24 100 897 50,337 SH x 32 50,337 SCANA Corp. Common Stocks 80589M102 195 7,200 SH x x 10 7,200 5 190 SH x x 24 190 606 19,600 SH x x 26 19,600 1,843 67,870 SH x 32 67,870 Henry Schein, Inc. Common Stocks 806407102 114 3,100 SH x x 10 3,100 603 16,400 SH x x 21 16,400 577 14,900 SH x x 26 14,900 1,782 48,500 SH x 32 48,500 143 3,900 SH x x 33 3,900 Schering-Plough Corp. Common Stocks 806605101 7,101 186,600 SH x x 1 186,600 6,119 157,900 SH x x 4 157,900 9,860 271,500 SH x x 11 271,500 681 14,000 SH x x 13 14,000 2,791 76,400 SH x x 19 76,400 8 220 SH x x 24 220 1,976 51,900 SH x x 26 51,900 32,366 886,000 SH x 32 886,000 1,280 31,800 SH x x 43 31,800 3,229 79,200 SH x x 45 79,200 Schlumberger, Ltd. Common Stocks 806857108 3,116 51,900 SH x x 4 51,900 345 4,500 SH x x 13 4,500 1,308 21,300 SH x x 26 21,300 196 3,400 SH x x 28 3,400 20,787 360,827 SH x 32 360,827 2,461 42,726 SH x x 42 42,726 Scholastic Corp. Common Stocks 807066105 765 21,200 SH x x 10 21,200 966 26,800 SH x x 21 26,800 135 3,000 SH x x 26 3,000 3,267 90,600 SH x 32 90,600 101 2,800 SH x x 33 2,800 School Specialty, Inc. Common Stocks 807863105 17 800 SH x x 33 800 Schulman (A.), Inc. Common Stocks 808194104 30 2,500 SH x x 33 2,500 Schultz Sav-o Stores, Inc. Common Stocks 808196109 1,890 154,250 SH x x 3 154,250 2,210 180,400 SH x 32 180,400 Schwab (Charles) Corp. Common Stocks 808513105 2,029 132,400 SH x x 11 132,400 29 1,200 SH x x 26 1,200 342 22,201 SH x 32 22,201 268 17,400 SH x x 38 17,400 Schweitzer-Mauduit International, Inc. Common Stocks 808541106 280 14,800 SH x x 26 14,800 708 40,090 SH x 32 40,090 19 1,100 SH x x 33 1,100 7 430 SH x x 40 430 Scient Corp. Common Stocks 80864H109 2 900 SH x x 24 900
1 618 SH x 32 618 Scientific-Atlanta, Inc. Common Stocks 808655104 347 8,300 SH x x 4 8,300 1,148 27,600 SH x x 8 27,600 107 2,900 SH x x 11 2,900 68 1,630 SH x x 24 1,630 414 8,400 SH x x 26 8,400 54 1,300 SH x x 28 1,300 427 10,260 SH x 32 10,260 Scitex Corp., Ltd. Common Stocks 809090103 461 53,500 SH x x 28 53,500 297 38,000 SH x 32 38,000 Scott Technologies, Inc. Common Stocks 810022301 162 7,300 SH x x 26 7,300 50 2,240 SH x x 33 2,240 Scotts Co. (The) Class A Common Stocks 810186106 74 1,950 SH x x 33 1,950 Scripps (E.W.) Co. Class A Common Stocks 811054204 2,394 41,300 SH x x 3 41,300 1,066 17,100 SH x x 26 17,100 3,114 53,716 SH x 32 53,716 186 3,200 SH x x 33 3,200 Seacor Holdings, Inc. Common Stocks 811904101 339 7,500 SH x x 26 7,500 344 7,600 SH x 32 7,600 Sealed Air Corp. Common Stocks 81211K100 130 4,100 SH x x 12 4,100 2,686 80,580 SH x 32 80,580 1,736 52,100 SH x x 51 52,100 Sears Roebuck & Co. Common Stocks 812387108 5,315 150,700 SH x x 8 150,700 2,749 70,130 SH x x 10 70,130 9,940 273,810 SH x x 24 273,810 3,834 102,200 SH x x 26 102,200 1,400 39,700 SH x x 28 39,700 14,352 406,910 SH x 32 406,910 Secure Computing Corp. Common Stocks 813705100 428 28,242 SH x x 19 28,242 1,078 112,042 SH x 32 112,042 37 3,860 SH x x 33 3,860 Security Capital Group, Inc. Class B Common Stocks 81413P204 1,758 84,700 SH x x 10 84,700 140 4,300 SH x x 26 4,300 2,913 140,400 SH x 32 140,400 9 450 SH x x 40 450 257 12,400 SH x x 49 12,400 Seitel, Inc. Common Stocks 816074306 1,071 57,600 SH x x 10 57,600 1,199 64,460 SH x 32 64,460 40 2,400 SH x x 40 2,400 Selective Insurance Group, Inc. Common Stocks 816300107 63 2,700 SH x x 33 2,700 Semtech Corp. Common Stocks 816850101 230 4,967 SH x x 19 4,967 36 1,300 SH x x 26 1,300 2,747 93,306 SH x 32 93,306 188 6,400 SH x x 33 6,400 Sempra Energy Common Stocks 816851109 2,295 98,600 SH x x 8 98,600 244 10,500 SH x x 10 10,500 1,534 62,000 SH x x 23 62,000 3,409 129,740 SH x x 24 129,740 4,419 180,600 SH x x 26 180,600
10,998 472,412 SH x 32 472,412 429 18,440 SH x x 40 18,440 Semitool, Inc. Common Stocks 816909105 11 1,200 SH x x 33 1,200 Senior Housing Properties Trust Common Stocks 81721M109 308 27,400 SH x x 26 27,400 382 33,900 SH x 32 33,900 Sensient Technologies Corp. Common Stocks 81725T100 121 5,300 SH x x 33 5,300 Sensormatic Electronics Corp. Common Stocks 817265101 108 4,100 SH x x 26 4,100 3,173 167,000 SH x 32 167,000 2,613 137,500 SH x x 47 137,500 561 29,500 SH x x 50 29,500 Sepracor, Inc. Common Stocks 817315104 29 920 SH x 32 920 16 500 SH x x 45 500 SERENA Software, Inc. Common Stocks 817492101 9 1,400 SH x x 12 1,400 256 28,000 SH x 32 28,000 12 1,300 SH x x 33 1,300 169 18,500 SH x x 51 18,500 ServiceMaster Co. Common Stocks 81760N109 50 4,413 SH x 32 4,413 7-Eleven, Inc. Common Stocks 817826209 5 460 SH x 32 460 18 1,800 SH x x 33 1,800 Shaw Group, Inc. (The) Common Stocks 820280105 855 18,300 SH x x 21 18,300 27 600 SH x x 26 600 1,112 23,800 SH x 32 23,800 23 510 SH x x 40 510 Sherwin-Williams Co. Common Stocks 824348106 564 20,100 SH x x 26 20,100 1,154 45,300 SH x x 28 45,300 3,152 123,720 SH x 32 123,720 Shurgard Storage Centers, Inc. Class A Common Stocks 82567D104 2,352 89,100 SH x x 25 89,100 2,323 88,000 SH x 32 88,000 4,789 181,400 SH x x 44 181,400 SICOR, Inc. Common Stocks 825846108 406 18,496 SH x x 19 18,496 1,010 72,462 SH x 32 72,462 111 7,950 SH x x 33 7,950 Siebel Systems, Inc. Common Stocks 826170102 1,297 47,700 SH x x 8 47,700 1,702 59,000 SH x x 10 59,000 1,501 57,100 SH x x 11 57,100 261 6,400 SH x x 26 6,400 1,580 58,100 SH x x 29 58,100 5,954 218,912 SH x 32 218,912 261 9,600 SH x x 38 9,600 30 1,120 SH x x 46 1,120 Sierra Pacific Resources Common Stocks 826428104 151 10,200 SH x x 33 10,200 SIFCO Industries Common Stocks 826546103 669 145,400 SH x x 3 145,400 Sigma Aldrich Corp. Common Stocks 826552101 14 300 SH x x 8 300 2,927 57,010 SH x x 24 57,010 532 11,100 SH x x 26 11,100 153 3,200 SH x x 28 3,200 12,967 270,847 SH x 32 270,847 88 1,798 SH x x 40 1,798 5,381 100,700 SH x x 45 100,700
Silicon Laboratories, Inc. Common Stocks 826919102 1 70 SH x 32 70 Silicon Storage Technology, Inc. Common Stocks 827057100 10 1,200 SH x x 26 1,200 95 10,940 SH x 32 10,940 Silicon Valley Bancshares Common Stocks 827064106 79 3,700 SH x x 12 3,700 1,524 61,000 SH x x 23 61,000 156 5,100 SH x x 26 5,100 3,100 131,900 SH x 32 131,900 72 3,080 SH x x 33 3,080 1,095 46,600 SH x x 51 46,600 Silicon Valley Group, Inc. Common Stocks 827066101 106 3,850 SH x x 33 3,850 Siliconix, Inc. Common Stocks 827079203 4 130 SH x 32 130 Siliconware Precision Industries Co. - ADR Common Stocks 827084864 808 202,060 SH x 32 202,060 1,077 232,122 SH x x 36 232,122 Simon Property Group, Inc. Common Stocks 828806109 10,365 404,900 SH x x 2 404,900 43 1,700 SH x x 11 1,700 857 29,260 SH x x 24 29,260 7,932 309,850 SH x x 25 309,850 1,324 51,738 SH x 32 51,738 294 11,500 SH x x 33 11,500 Simpson Manufacturing Co., Inc. Common Stocks 829073105 128 2,600 SH x 32 2,600 Sinclair Broadcast Group, Inc. Class A Common Stocks 829226109 19 2,600 SH x 32 2,600 Six Flags, Inc. Common Stocks 83001P109 2,055 106,191 SH x 32 106,191 1,337 69,100 SH x x 51 69,100 Skechers U.S.A., Inc. Class A Common Stocks 830566105 724 30,200 SH x x 26 30,200 2,558 106,600 SH x 32 106,600 288 12,000 SH x x 49 12,000 Sky Financial Group, Inc. Common Stocks 83080P103 171 10,000 SH x x 33 10,000 Skyline Corp. Common Stocks 830830105 45 2,100 SH x 32 2,100 Smart & Final, Inc. Common Stocks 831683107 12 1,200 SH x x 40 1,200 SmartForce PLC - ADR Common Stocks 83170A206 61 3,300 SH x x 12 3,300 2,070 93,296 SH x 32 93,296 943 42,500 SH x x 51 42,500 Smith International, Inc. Common Stocks 832110100 170 2,600 SH x x 12 2,600 175 2,190 SH x x 24 2,190 518 7,100 SH x x 26 7,100 13,565 193,227 SH x 32 193,227 479 6,830 SH x x 33 6,830 2,787 39,694 SH x x 42 39,694 2,478 35,300 SH x x 51 35,300 Smith (Charles E.) Residential Realty, Inc. Common Stocks 832197107 5,491 120,700 SH x x 2 120,700 3,535 77,700 SH x x 3 77,700 6,939 152,550 SH x x 25 152,550 36 500 SH x x 26 500 3,553 78,100 SH x 32 78,100 10,595 232,900 SH x x 44 232,900 Smithfield Foods, Inc. Common Stocks 832248108 1,346 41,400 SH x x 10 41,400 1,423 41,200 SH x x 23 41,200 505 14,000 SH x x 26 14,000 4,491 138,190 SH x 32 138,190
26 800 SH x x 33 800 38 1,200 SH x x 40 1,200 J.M. Smucker Co., (The) Common Stocks 832696306 4,763 169,300 SH x x 4 169,300 544 15,600 SH x x 13 15,600 842 30,800 SH x x 26 30,800 7,920 302,300 SH x 32 302,300 Smurfit-Stone Container Corp. Common Stocks 832727101 1,722 130,200 SH x x 11 130,200 120 8,030 SH x x 24 8,030 333 24,985 SH x 32 24,985 228 17,100 SH x x 33 17,100 Snap-On Tools Corp. Common Stocks 833034101 87 3,000 SH x x 28 3,000 Sodexho Marriott Services, Inc. Common Stocks 833793102 64 1,400 SH x x 26 1,400 Solectron Corp. Common Stocks 834182107 742 39,700 SH x x 1 39,700 1,864 98,068 SH x x 8 98,068 1,998 105,100 SH x x 10 105,100 177 10,500 SH x x 11 10,500 372 17,590 SH x x 24 17,590 253 9,100 SH x x 26 9,100 137 7,200 SH x x 28 7,200 3,037 159,757 SH x 32 159,757 193 7,100 SH x x 43 7,100 Solutia, Inc. Common Stocks 834376105 153 12,500 SH x x 26 12,500 248 20,300 SH x 32 20,300 70 5,700 SH x x 33 5,700 Somera Communications, Inc. New Common Stocks 834458101 13 2,800 SH x x 33 2,800 Sonic Corp. Common Stocks 835451105 112 4,450 SH x x 33 4,450 Sonic Automotive, Inc. Common Stocks 83545G102 218 27,900 SH x x 10 27,900 237 30,400 SH x x 26 30,400 548 70,200 SH x 32 70,200 SONICblue, Inc. Common Stocks 83546Q109 1,391 292,900 SH x 32 292,900 1,493 314,300 SH x x 47 314,300 SonicWALL, Inc. New Common Stocks 835470105 41 3,400 SH x x 33 3,400 Sonoco Products Co. Common Stocks 835495102 218 8,890 SH x x 24 8,890 1,006 46,812 SH x 32 46,812 277 12,900 SH x x 33 12,900 87 4,040 SH x x 40 4,040 SonoSite, Inc. Common Stocks 83568G104 772 68,200 SH x 32 68,200 Sony Corp. - ADR Common Stocks 835699307 387 3,400 SH x x 20 3,400 Sotheby's Holdings Co., Inc. Class A Common Stocks 835898107 61 3,300 SH x x 33 3,300 Sonus Networks, Inc. Common Stocks 835916107 3 160 SH x 32 160 South Jersey Industries, Common Stocks 838518108 130 4,400 SH x x 10 4,400 Inc. 18 600 SH x x 26 600 245 8,300 SH x 32 8,300 24 800 SH x x 33 800 Southern Co. Common Stocks 842587107 1,950 48,630 SH x x 24 48,630 933 24,700 SH x x 26 24,700 1,860 53,000 SH x x 28 53,000 9,394 267,698 SH x 32 267,698 Southern Energy Homes, Inc. Common Stocks 842814105 42 29,000 SH x x 54 29,000
Southern Peru Copper Corp. Common Stocks 843611104 211 15,300 SH x x 26 15,300 240 17,400 SH x 32 17,400 101 7,300 SH x x 34 7,300 SouthTrust Corp. Common Stocks 844730101 3,302 67,600 SH x x 4 67,600 1,039 22,700 SH x x 8 22,700 1,268 23,810 SH x x 10 23,810 352 5,800 SH x x 13 5,800 8,343 177,200 SH x x 24 177,200 92 2,000 SH x x 28 2,000 10,471 228,876 SH x 32 228,876 Southwest Airlines Co. Common Stocks 844741108 2,819 158,800 SH x x 8 158,800 7,027 397,100 SH x x 11 397,100 947 46,675 SH x x 24 46,675 1,167 64,950 SH x x 26 64,950 18,232 1,027,130 SH x 32 1,027,130 165 9,300 SH x x 38 9,300 5,379 303,068 SH x x 42 303,068 Southwest Bancorporation of Texas, Inc. Common Stocks 84476R109 580 18,500 SH x 10 18,500 672 20,600 SH x x 26 20,600 1,318 42,000 SH x 32 42,000 28 900 SH x x 33 900 Southwest Securities Group, Inc. Common Stocks 845224104 933 49,920 SH x x 10 49,920 542 28,150 SH x x 26 28,150 1,583 84,720 SH x 32 84,720 19 1,000 SH x x 33 1,000 Southwestern Energy Co. Common Stocks 845467109 119 12,060 SH x 32 12,060 18 1,800 SH x x 33 1,800 26 2,550 SH x x 40 2,550 Sovereign Bancorp, Inc. Common Stocks 845905108 1,512 178,524 SH x x 3 178,524 2,576 304,200 SH x x 10 304,200 101 12,600 SH x x 11 12,600 429 44,400 SH x x 26 44,400 7,183 848,156 SH x 32 848,156 254 30,000 SH x x 33 30,000 278 32,800 SH x x 49 32,800 Sovereign Bancorp, Inc. Convertible PreS845905306 236 4,500 SH x x 3 4,500 115 2,200 SH x 32 2,200 Sovran Self Storage, Inc. Common Stocks 84610H108 2,207 90,100 SH x x 3 90,100 2,499 102,000 SH x 32 102,000 37 1,520 SH x x 40 1,520 SpaceLabs, Inc. Common Stocks 846247104 916 81,400 SH x 32 81,400 1,432 127,300 SH x x 50 127,300 Spectralink Corp. Common Stocks 847580107 482 31,647 SH x x 19 31,647 1,045 107,912 SH x 32 107,912 Spectrasite Holdings, Inc. New Common Stocks 84760T100 24 3,500 SH x x 26 3,500 4 840 SH x 32 840 Spiegel, Inc. Class A Common Stocks 848457107 188 26,800 SH x x 10 26,800 135 19,300 SH x 32 19,300 Spieker Properties, Inc. Common Stocks 848497103 13,060 238,100 SH x x 2 238,100
1,360 24,800 SH x x 3 24,800 61 990 SH x x 24 990 11,461 208,950 SH x x 25 208,950 498 6,324 SH x x 26 6,324 536 9,779 SH x 32 9,779 19 350 SH x x 40 350 9,906 180,600 SH x x 44 180,600 Spinnaker Exploration Co. New Common Stocks 84855W109 65 1,480 SH x x 33 1,480 Springs Industries, Inc. Common Stocks 851783100 38 900 SH x x 26 900 Sprint Corp. (Fon Group) Common Stocks 852061100 7,317 313,700 SH x x 4 313,700 2,777 126,300 SH x x 8 126,300 812 27,700 SH x x 13 27,700 7,086 303,810 SH x x 24 303,810 630 28,000 SH x x 26 28,000 22 1,000 SH x x 28 1,000 17,030 774,427 SH x 32 774,427 Sprint Corp. (PCS Group) Common Stocks 852061506 1,188 62,500 SH x x 8 62,500 5,520 293,900 SH x x 11 293,900 3 90 SH x x 24 90 767 40,370 SH x 32 40,370 Stancorp Financial Group, Inc. Common Stocks 852891100 1,890 44,900 SH x x 10 44,900 384 5,800 SH x x 19 5,800 306 7,300 SH x x 26 7,300 3,685 87,530 SH x 32 87,530 146 3,660 SH x x 40 3,660 Standard Commercial Corp. Common Stocks 853258101 1,684 143,300 SH x 32 143,300 364 31,000 SH x x 49 31,000 Standard Microsystems Corp. Common Stocks 853626109 714 44,600 SH x x 23 44,600 33 1,400 SH x x 26 1,400 601 39,900 SH x 32 39,900 Standard Pacific Corp. Common Stocks 85375C101 1,388 65,800 SH x x 10 65,800 534 24,400 SH x x 26 24,400 1,810 85,800 SH x 32 85,800 Standard Register Co. Common Stocks 853887107 9 570 SH x x 24 570 74 4,600 SH x x 26 4,600 311 19,100 SH x 32 19,100 15 982 SH x x 40 982 Standex International Corp. Common Stocks 854231107 211 9,200 SH x x 26 9,200 255 11,100 SH x 32 11,100 Stanley Works, (The) Common Stocks 854616109 343 9,500 SH x x 26 9,500 755 22,900 SH x x 28 22,900 2,173 65,935 SH x 32 65,935 Staples, Inc. Common Stocks 855030102 97 6,506 SH x 32 6,506 Starbucks Corp. Common Stocks 855244109 565 12,100 SH x x 10 12,100 450 9,320 SH x x 24 9,320 147 2,200 SH x x 26 2,200 1,899 44,742 SH x 32 44,742 Starrett (L.S.) Co. Class A Common Stocks 855668109 947 54,100 SH x x 3 54,100 1,409 80,500 SH x 32 80,500
State Auto Financial Corp. Common Stocks 855707105 128 8,400 SH x x 26 8,400 196 12,900 SH x 32 12,900 15 1,000 SH x x 33 1,000 Starwood Hotels & Resorts Worldwide, Inc. Common Stocks 85590A203 13,322 391,700 SH x x 2 391,700 1,194 35,100 SH x x 8 35,100 4,258 126,000 SH x x 11 126,000 1,177 34,600 SH x x 21 34,600 692 17,870 SH x x 24 17,870 4,809 141,400 SH x x 25 141,400 463 13,600 SH x x 28 13,600 3,246 95,437 SH x 32 95,437 10,036 295,100 SH x x 44 295,100 State Street Corp. Common Stocks 857477103 1,424 13,300 SH x x 10 13,300 552 5,190 SH x x 24 5,190 501 4,100 SH x x 26 4,100 448 4,800 SH x x 28 4,800 4,700 50,320 SH x 32 50,320 Staten Island Bancorp, Inc. Common Stocks 857550107 1,108 44,500 SH x x 10 44,500 934 37,500 SH x 32 37,500 22 900 SH x x 33 900 Steel Dynamics, Inc. Common Stocks 858119100 23 2,100 SH x x 33 2,100 Steelcase, Inc. Class A Common Stocks 858155203 559 46,200 SH x x 10 46,200 971 75,500 SH x x 23 75,500 1,082 86,100 SH x x 26 86,100 2,637 217,966 SH x 32 217,966 114 9,400 SH x x 33 9,400 11 940 SH x x 40 940 Stein Mart, Inc. Common Stocks 858375108 145 13,300 SH x x 26 13,300 149 13,600 SH x 32 13,600 16 1,500 SH x x 33 1,500 65 5,900 SH x x 54 5,900 Stepan Co. Common Stocks 858586100 79 3,300 SH x 32 3,300 10 400 SH x x 33 400 12 510 SH x x 40 510 Sterling Bancshares, Inc. Common Stocks 858907108 25 1,400 SH x x 10 1,400 476 27,200 SH x x 26 27,200 331 18,900 SH x 32 18,900 46 2,640 SH x x 33 2,640 Stericycle, Inc. Common Stocks 858912108 221 5,200 SH x x 12 5,200 4,498 100,800 SH x 32 100,800 94 2,100 SH x x 33 2,100 2,968 66,500 SH x x 51 66,500 Steris Corp. Common Stocks 859152100 665 41,240 SH x x 24 41,240 3,513 249,130 SH x 32 249,130 133 9,400 SH x x 33 9,400 173 14,087 SH x x 40 14,087 STET Hellas Telecommunications SA - ADR Common Stocks 859823106 28 3,070 SH x 32 3,070 29 3,100 SH x x 36 3,100 Stewart & Stevenson Services, Inc. Common Stocks 860342104 68 2,730 SH x x 24 2,730
41 1,200 SH x x 26 1,200 1,395 64,120 SH x 32 64,120 155 7,030 SH x x 40 7,030 Stewart Enterprises, Inc. Class A Common Stocks 860370105 43 8,700 SH x x 10 8,700 Stewart Information Services Corp. Common Stocks 860372101 84 5,000 SH x x 10 5,000 1,194 71,100 SH x 32 71,100 218 13,000 SH x x 49 13,000 Stillwater Mining Co. Common Stocks 86074Q102 1,753 64,800 SH x 32 64,800 176 6,500 SH x x 33 6,500 1,880 69,500 SH x x 47 69,500 Stilwell Financial, Inc. Common Stocks 860831106 435 16,500 SH x x 11 16,500 1,912 71,300 SH x x 19 71,300 5,735 213,844 SH x 32 213,844 341 12,700 SH x x 38 12,700 STMicroelectronics (Regd) Common Stocks 861012102 1,490 27,700 SH x x 20 27,700 536 15,700 SH x 32 15,700 Stone Energy Corp. Common Stocks 861642106 750 15,220 SH x 32 15,220 156 3,158 SH x x 33 3,158 162 3,297 SH x x 49 3,297 Stoneridge, Inc. Common Stocks 86183P102 154 20,900 SH x x 26 20,900 354 48,217 SH x 32 48,217 4 600 SH x x 40 600 Storage USA, Inc. Common Stocks 861907103 101 1,961 SH x x 26 1,961 28 870 SH x 32 870 7 220 SH x x 40 220 Storage Technology Corp. Common Stocks 862111200 1,323 119,250 SH x x 24 119,250 1,075 98,700 SH x x 26 98,700 2,693 247,272 SH x 32 247,272 148 13,600 SH x x 33 13,600 186 17,990 SH x x 40 17,990 Stride Rite Corp. Common Stocks 863314100 23 3,000 SH x x 33 3,000 Structural Dynamics Research Corp. Common Stocks 863555108 1,275 89,750 SH x 32 89,750 7 510 SH x x 40 510 Stryker Corp. Common Stocks 863667101 4,957 90,100 SH x x 10 90,100 271 4,530 SH x x 24 4,530 469 5,700 SH x x 26 5,700 4,077 78,020 SH x 32 78,020 Student Loan Corp. (The) Common Stocks 863902102 77 700 SH x x 26 700 84 1,200 SH x 32 1,200 Sturm, Ruger & Co., Inc. Common Stocks 864159108 15 1,500 SH x x 33 1,500 Suiza Foods Corp. Common Stocks 865077101 1,895 39,400 SH x x 21 39,400 2,081 40,700 SH x x 23 40,700 908 17,900 SH x x 26 17,900 6,112 127,100 SH x 32 127,100 164 3,400 SH x x 33 3,400 1,395 29,000 SH x x 47 29,000 Summit Properties, Inc. Common Stocks 866239106 3,790 154,700 SH x x 25 154,700 54 2,200 SH x x 33 2,200 Sun Communities, Inc. Common Stocks 866674104 3,696 112,000 SH x x 25 112,000
Sun Microsystems, Inc. Common Stocks 866810104 3,977 247,600 SH x x 1 247,600 1,998 130,000 SH x x 8 130,000 10,630 699,500 SH x x 11 699,500 979 63,700 SH x x 19 63,700 9,277 599,720 SH x x 24 599,720 869 47,300 SH x x 26 47,300 1,543 100,400 SH x x 29 100,400 18,275 1,189,020 SH x 32 1,189,020 549 27,600 SH x x 43 27,600 1,761 102,900 SH x x 45 102,900 SunGard Data Systems Common Stocks 867363103 832 16,900 SH x x 8 16,900 138 2,900 SH x x 12 2,900 2,392 46,134 SH x x 24 46,134 754 14,600 SH x x 26 14,600 9,615 195,306 SH x 32 195,306 591 12,000 SH x x 33 12,000 2,669 48,600 SH x x 45 48,600 1,851 37,600 SH x x 51 37,600 Sunoco, Inc. Common Stocks 86764P109 7,061 212,580 SH x x 10 212,580 1,279 37,100 SH x x 23 37,100 75 1,980 SH x x 24 1,980 2,508 72,300 SH x x 26 72,300 600 18,500 SH x x 28 18,500 12,499 385,419 SH x 32 385,419 Sunrise Assisted Living, Inc. Common Stocks 86768K106 50 1,600 SH x x 26 1,600 47 2,400 SH x x 33 2,400 SunTrust Banks, Inc. Common Stocks 867914103 2,277 31,170 SH x x 24 31,170 842 13,000 SH x x 28 13,000 5,638 87,009 SH x 32 87,009 1,458 22,500 SH x x 55 22,500 SuperGen, Inc. New Common Stocks 868059106 23 2,200 SH x x 33 2,200 Superior Energy Services, Inc. Common Stocks 868157108 2,038 187,400 SH x 32 187,400 84 7,710 SH x x 33 7,710 Superior Industries International, Inc. Common Stocks 868168105 153 3,000 SH x x 26 3,000 156 4,500 SH x 32 4,500 Superior TeleCom, Inc. Common Stocks 868365107 136 38,991 SH x 32 38,991 20 5,992 SH x x 40 5,992 SuperValu, Inc. Common Stocks 868536103 4,201 309,700 SH x x 10 309,700 435 28,260 SH x x 24 28,260 578 42,100 SH x x 26 42,100 69 5,200 SH x x 28 5,200 6,507 488,170 SH x 32 488,170 155 11,420 SH x x 40 11,420 SurModics, Inc. Common Stocks 868873100 2,387 66,300 SH x 32 66,300 Susquehanna Bancshares, Inc. Common Stocks 869099101 18 1,000 SH x x 10 1,000 88 4,900 SH x 32 4,900 81 4,500 SH x x 33 4,500 Swift Energy Co. Common Stocks 870738101 123 3,830 SH x x 33 3,830 Swift Transportation Co., Inc. Common Stocks 870756103 2 100 SH x x 24 100
81 4,400 SH x x 33 4,400 Sybase, Inc. Common Stocks 871130100 1,159 74,800 SH x x 8 74,800 822 49,900 SH x x 23 49,900 1,745 109,840 SH x x 24 109,840 1,274 80,400 SH x x 26 80,400 3,649 235,390 SH x 32 235,390 111 8,590 SH x x 40 8,590 Sybron Dental Specialties, Inc. Common Stocks 871142105 434 20,657 SH x 32 20,657 27 1,300 SH x x 33 1,300 649 30,898 SH x x 50 30,898 Sycamore Networks, Inc. Common Stocks 871206108 24 3,200 SH x x 11 3,200 13 1,340 SH x 32 1,340 84 8,400 SH x x 33 8,400 Sylvan Learning Systems, Inc. Common Stocks 871399101 1,277 61,900 SH x x 10 61,900 346 15,100 SH x x 26 15,100 1,244 60,300 SH x 32 60,300 Symantec Corp. Common Stocks 871503108 1,472 35,200 SH x x 21 35,200 3,155 74,090 SH x x 24 74,090 61 1,500 SH x x 26 1,500 3,370 80,587 SH x 32 80,587 475 11,350 SH x x 33 11,350 74 1,890 SH x x 40 1,890 Symbol Technologies, Inc. Common Stocks 871508107 49 1,400 SH x x 26 1,400 73 2,096 SH x 32 2,096 Symmetricom, Inc. Common Stocks 871543104 46 2,400 SH x x 26 2,400 39 3,220 SH x x 33 3,220 SYNAVANT, Inc. Common Stocks 87157A105 6 1,125 SH x x 24 1,125 Syncor International Corp. Common Stocks 87157J106 884 25,800 SH x x 23 25,800 634 19,700 SH x x 26 19,700 1,590 49,300 SH x 32 49,300 Synopsys, Inc. Common Stocks 871607107 363 7,800 SH x x 4 7,800 49 1,100 SH x x 12 1,100 620 13,200 SH x x 21 13,200 1,108 23,070 SH x x 24 23,070 330 6,500 SH x x 26 6,500 3,108 66,219 SH x 32 66,219 418 8,900 SH x x 33 8,900 66 1,490 SH x x 40 1,490 648 13,800 SH x x 51 13,800 Syngenta AG - ADR Common Stocks 87160A100 2,817 240,900 SH x x 4 240,900 492 35,500 SH x x 13 35,500 9 533 SH x x 20 533 6,191 595,300 SH x 32 595,300 Synovus Financial Corp. Common Stocks 87161C105 100 3,715 SH x 32 3,715 SYSCO Corp. Common Stocks 871829107 7,783 278,690 SH x x 10 278,690 6,055 216,450 SH x x 24 216,450 3,791 132,400 SH x x 26 132,400 15,220 574,112 SH x 32 574,112 Systems & Computer Technology Corp. Common Stocks 871873105 1,585 172,550 SH x 32 172,550
TCF Financial Corp. Common Stocks 872275102 605 14,070 SH x x 24 14,070 884 21,800 SH x x 26 21,800 2,483 65,712 SH x 32 65,712 99 2,734 SH x x 40 2,734 TD Waterhouse Group, Inc. Common Stocks 872362108 1,859 175,600 SH x x 11 175,600 404 36,010 SH x x 24 36,010 227 20,980 SH x 32 20,980 18 1,700 SH x x 33 1,700 TECO Energy, Inc. Common Stocks 872375100 637 18,400 SH x x 26 18,400 498 16,630 SH x 32 16,630 285 9,500 SH x x 33 9,500 TEPPCO Partners L.P. Common Stocks 872384102 2,814 107,400 SH x 32 107,400 THQ, Inc. Common Stocks 872443403 969 25,500 SH x x 26 25,500 5,031 132,400 SH x 32 132,400 3,412 89,800 SH x x 47 89,800 TJX Cos., Inc. Common Stocks 872540109 8,339 263,500 SH x x 11 263,500 248 6,700 SH x x 24 6,700 90 2,800 SH x x 26 2,800 704 22,000 SH x x 28 22,000 2,545 79,520 SH x 32 79,520 TRW, Inc. Common Stocks 872649108 1,588 46,700 SH x x 10 46,700 305 5,700 SH x x 26 5,700 1,550 45,589 SH x 32 45,589 TMP Worldwide, Inc. Common Stocks 872941109 932 24,800 SH x x 8 24,800 431 10,200 SH x x 26 10,200 438 11,651 SH x 32 11,651 TXU Corp. Common Stocks 873168108 3,039 73,543 SH x x 8 73,543 4,124 93,860 SH x x 10 93,860 1,545 37,400 SH x x 11 37,400 5,263 116,140 SH x x 24 116,140 326 7,900 SH x x 26 7,900 619 14,970 SH x x 28 14,970 13,202 319,503 SH x 32 319,503 Taiwan Semiconductor Manufacturing Co., Ltd. - ADR Common Stocks 874039100 3,657 119,156 SH x x 20 119,156 10,532 540,098 SH x 32 540,098 1,295 66,398 SH x x 34 66,398 2,840 128,900 SH x x 35 128,900 3,023 155,000 SH x x 41 155,000 1,047 53,712 SH x x 48 53,712 Take-Two Interactive Software, Inc. Common Stocks 874054109 3,273 229,400 SH x 32 229,400 3,506 245,800 SH x x 47 245,800 Talbots, Inc. Common Stocks 874161102 1,652 36,600 SH x x 23 36,600 204 4,230 SH x x 24 4,230 416 8,600 SH x x 26 8,600 2,589 60,950 SH x 32 60,950 30 700 SH x x 33 700 57 1,410 SH x x 40 1,410 Talisman Energy, Inc. Common Stocks 87425E103 3,105 85,485 SH x x 3 85,485 Tanger Factory Outlet Centers, Inc. Common Stocks 875465106 20 940 SH x x 40 940
Tanox, Inc. Common Stocks 87588Q109 3 130 SH x 32 130 Target Corp. Common Stocks 87612E106 1,559 39,300 SH x x 1 39,300 8,302 230,100 SH x x 11 230,100 4,455 111,400 SH x x 24 111,400 988 26,400 SH x x 26 26,400 732 20,300 SH x x 28 20,300 24,393 676,088 SH x 32 676,088 6,367 158,100 SH x x 45 158,100 Targeted Genetics Corp. Common Stocks 87612M108 1 292 SH x 32 292 Taubman Centers, Inc. Common Stocks 876664103 173 14,330 SH x 32 14,330 37 3,100 SH x x 40 3,100 Tech Data Corp. Common Stocks 878237106 1,643 55,700 SH x x 8 55,700 932 30,000 SH x x 10 30,000 3,352 110,600 SH x x 26 110,600 375 12,700 SH x x 28 12,700 4,252 144,150 SH x 32 144,150 165 5,600 SH x x 33 5,600 Techne Corp. Common Stocks 878377100 81 3,110 SH x x 24 3,110 1,622 62,100 SH x 32 62,100 Technitrol, Inc. Common Stocks 878555101 393 15,800 SH x x 10 15,800 1,647 62,200 SH x x 23 62,200 126 5,300 SH x x 26 5,300 1,658 66,600 SH x 32 66,600 94 3,790 SH x x 33 3,790 Tecumseh Products Co. Class A Common Stocks 878895200 212 4,400 SH x x 26 4,400 343 7,100 SH x 32 7,100 Tekelec, Inc. Common Stocks 879101103 11 600 SH x 32 600 90 5,000 SH x x 33 5,000 Tektronix, Inc. Common Stocks 879131100 399 9,293 SH x x 19 9,293 1,006 34,700 SH x x 23 34,700 6 130 SH x x 24 130 679 22,800 SH x x 26 22,800 115 4,200 SH x x 28 4,200 2,844 104,200 SH x x 29 104,200 9,566 350,548 SH x 32 350,548 Tele Centro Oeste Celular Participacoes SA - ADR Preferred Stocks 87923P105 40 4,900 SH x 32 4,900 47 5,300 SH x x 35 5,300 Tele Norte Leste Participacoes SA - ADR Preferred Stocks 879246106 1,723 105,861 SH x 32 105,861 1,029 57,156 SH x x 35 57,156 966 51,125 SH x x 36 51,125 Tele Nordeste Celular Participacoes SA - ADR Preferred Stocks 87924W109 129 4,800 SH x 32 4,800 190 6,200 SH x x 36 6,200 Telecom Argentina SA Class B - ADR Common Stocks 879273209 546 35,000 SH x x 28 35,000 702 45,000 SH x 32 45,000 TeleCorp PCS, Inc. Class A New Common Stocks 879300101 8 558 SH x 32 558 18 1,200 SH x x 33 1,200 Teledyne Technologies, Inc. Common Stocks 879360105 254 18,300 SH x x 26 18,300 1,735 123,900 SH x 32 123,900 2,156 154,000 SH x x 50 154,000
Teleflex, Inc. Common Stocks 879369106 1,454 35,500 SH x x 10 35,500 380 9,290 SH x 32 9,290 66 1,600 SH x x 33 1,600 75 1,800 SH x x 40 1,800 Telefonica de Espana SA - ADR Common Stocks 879382208 1,382 19,696 SH x x 20 19,696 920 19,200 SH x 32 19,200 Telefonos de Mexico SA Series L - ADR Common Stocks 879403780 229 7,300 SH x x 4 7,300 2,092 68,000 SH x x 9 68,000 2,184 44,000 SH x x 20 44,000 865 23,800 SH x x 22 23,800 1,176 33,900 SH x x 28 33,900 13,584 430,684 SH x 32 430,684 1,601 50,760 SH x x 34 50,760 1,589 45,000 SH x x 35 45,000 3,210 87,964 SH x x 36 87,964 1,435 45,500 SH x x 41 45,500 1,290 40,900 SH x x 48 40,900 Telephone & Data Systems, Inc. Common Stocks 879433100 2,029 21,700 SH x x 8 21,700 2,260 22,240 SH x x 24 22,240 4,995 53,421 SH x 32 53,421 374 4,000 SH x x 33 4,000 154 1,710 SH x x 40 1,710 2,646 28,300 SH x x 50 28,300 Telemig Celular Participacoes SA - ADR Preferred Stocks 87944E105 76 1,900 SH x 32 1,900 101 2,300 SH x x 35 2,300 Telesp Celular Participacoes SA - ADR Preferred Stocks 87952L108 455 30,700 SH x 32 30,700 297 16,600 SH x x 36 16,600 Tellabs, Inc. Common Stocks 879664100 2,138 52,900 SH x x 11 52,900 41 1,000 SH x x 26 1,000 2,498 61,400 SH x x 29 61,400 6,770 166,383 SH x 32 166,383 TELUS Corp. Common Stocks 87971M202 811 23,300 SH x x 52 23,300 Temple-Inland, Inc. Common Stocks 879868107 247 5,600 SH x x 26 5,600 331 7,490 SH x 32 7,490 TeleTech Holdings, Inc. Common Stocks 879939106 4 460 SH x 32 460 17 2,200 SH x x 33 2,200 Tenet Healthcare Corp. Common Stocks 88033G100 613 13,900 SH x x 1 13,900 618 14,000 SH x x 4 14,000 2,156 49,000 SH x x 8 49,000 6,697 143,690 SH x x 10 143,690 10,776 244,900 SH x x 11 244,900 1,396 27,710 SH x x 24 27,710 1,534 31,600 SH x x 26 31,600 1,725 39,200 SH x x 28 39,200 4,008 91,100 SH x x 29 91,100 35,487 806,520 SH x 32 806,520 2,596 58,998 SH x x 42 58,998 3,771 85,700 SH x x 47 85,700 Tennant Co. Common Stocks 880345103 237 5,600 SH x 32 5,600
Teradyne, Inc. Common Stocks 880770102 1,388 42,064 SH x x 3 42,064 289 8,400 SH x x 4 8,400 81 2,800 SH x x 11 2,800 2,962 89,762 SH x 32 89,762 1,025 27,900 SH x x 45 27,900 Terayon Communication Systems, Inc. Common Stocks 880775101 2 520 SH x 32 520 Terex Corp. Common Stocks 880779103 210 12,100 SH x x 26 12,100 3,200 184,450 SH x 32 184,450 Terra Networks SA - ADR Common Stocks 88100W103 18 1,935 SH x x 33 1,935 Tesoro Petroleum Corp. Common Stocks 881609101 733 58,900 SH x x 10 58,900 326 26,300 SH x x 26 26,300 1,252 100,600 SH x 32 100,600 52 4,200 SH x x 33 4,200 Teva Pharmaceutical Industries, Ltd. - ADR Common Stocks 881624209 326 6,100 SH x x 9 6,100 776 14,200 SH x x 21 14,200 4,250 77,812 SH x 32 77,812 642 11,748 SH x x 34 11,748 1,119 18,300 SH x x 35 18,300 1,254 19,780 SH x x 36 19,780 432 7,900 SH x x 48 7,900 TETRA Technologies, Inc. Common Stocks 88162F105 87 4,300 SH x x 54 4,300 Tetra Technologies, Inc. Common Stocks 88162G103 194 10,100 SH x x 12 10,100 3,947 194,900 SH x 32 194,900 2,594 128,100 SH x x 51 128,100 Texaco, Inc. Common Stocks 881694103 4,331 65,600 SH x x 1 65,600 679 10,500 SH x x 4 10,500 8,174 123,700 SH x x 11 123,700 7,822 108,126 SH x x 24 108,126 308 4,800 SH x x 26 4,800 2,556 38,500 SH x x 28 38,500 24,380 367,167 SH x 32 367,167 Texas Industries, Inc. Common Stocks 882491103 2,276 78,400 SH x x 3 78,400 239 8,300 SH x x 26 8,300 276 9,500 SH x 32 9,500 27 940 SH x x 33 940 Texas Instruments, Inc. Common Stocks 882508104 28 900 SH x x 1 900 1,425 46,000 SH x x 8 46,000 4,577 150,500 SH x x 11 150,500 679 22,600 SH x x 26 22,600 226 7,300 SH x x 28 7,300 21,234 685,411 SH x 32 685,411 3,651 105,700 SH x x 45 105,700 7,268 204,440 SH x x 46 204,440 Texas Regional Bancshares, Inc. Class A Common Stocks 882673106 316 9,130 SH x x 26 9,130 388 11,220 SH x 32 11,220 43 1,230 SH x x 33 1,230 Textron, Inc. Common Stocks 883203101 3,871 68,100 SH x x 3 68,100 2,848 50,100 SH x x 19 50,100 21,640 380,725 SH x 32 380,725
5,012 79,000 SH x x 45 79,000 Therma-Wave, Inc. New Common Stocks 88343A108 513 25,812 SH x x 19 25,812 1,156 91,600 SH x x 21 91,600 2,443 193,518 SH x 32 193,518 Thermo Electron Corp. Common Stocks 883556102 3 75 SH x x 24 75 1,275 51,300 SH x x 26 51,300 880 39,151 SH x 32 39,151 Thomas & Betts Corp. Common Stocks 884315102 14 830 SH x 32 830 Thor Industries, Inc. Common Stocks 885160101 15 700 SH x x 26 700 Thoratec Laboratories Corp. Common Stocks 885175307 10 1,169 SH x x 33 1,169 Thornburg Mortgage Asset Corp. Common Stocks 885218107 71 5,900 SH x x 26 5,900 245 20,100 SH x 32 20,100 3Com Corp. Common Stocks 885535104 785 137,300 SH x x 8 137,300 659 112,210 SH x x 24 112,210 483 84,512 SH x 32 84,512 194 33,900 SH x x 33 33,900 Three-Five Systems, Inc. Common Stocks 88554L108 23 1,900 SH x x 54 1,900 TIBCO Software, Inc. Common Stocks 88632Q103 15 1,770 SH x 32 1,770 Ticketmaster Online-CitySearch, Inc. Class B Common Stocks 88633P203 21 2,333 SH x 32 2,333 Tidewater, Inc. Common Stocks 886423102 2,441 54,000 SH x x 3 54,000 396 9,000 SH x x 4 9,000 1,506 32,360 SH x x 24 32,360 2,676 57,600 SH x x 26 57,600 334 7,400 SH x x 29 7,400 6,870 152,000 SH x 32 152,000 45 1,000 SH x x 33 1,000 18 440 SH x x 40 440 158 3,500 SH x x 49 3,500 Tiffany & Co. Common Stocks 886547108 51 2,000 SH x x 12 2,000 1,287 44,400 SH x x 23 44,400 77 1,800 SH x x 26 1,800 15,329 562,522 SH x 32 562,522 4,239 155,547 SH x x 42 155,547 981 36,000 SH x x 51 36,000 Timberland Co. Class A Common Stocks 887100105 523 10,300 SH x x 10 10,300 1,899 35,200 SH x x 23 35,200 158 2,600 SH x x 26 2,600 2,093 41,200 SH x 32 41,200 158 3,110 SH x x 33 3,110 Time Warner Telecom, Inc. Class A Common Stocks 887319101 913 23,600 SH x x 10 23,600 50 1,700 SH x x 12 1,700 404 11,100 SH x x 21 11,100 69 1,200 SH x x 26 1,200 2,427 66,720 SH x 32 66,720 182 5,000 SH x x 33 5,000 822 22,600 SH x x 51 22,600 Timken Co. Common Stocks 887389104 484 27,170 SH x x 24 27,170 287 16,500 SH x x 26 16,500 1,233 78,780 SH x 32 78,780
63 4,130 SH x x 40 4,130 Titan Corp. Common Stocks 888266103 22 1,300 SH x x 26 1,300 13 750 SH x 32 750 102 5,700 SH x x 33 5,700 Titan Pharmaceuticals, Inc. Common Stocks 888314101 47 2,100 SH x x 33 2,100 Titanium Metals Corp. Common Stocks 888339108 1,514 168,200 SH x 32 168,200 Toll Brothers, Inc. Common Stocks 889478103 2,899 75,300 SH x x 3 75,300 5,760 146,500 SH x x 10 146,500 1,313 32,100 SH x x 23 32,100 561 11,600 SH x x 26 11,600 9,895 257,000 SH x 32 257,000 92 2,400 SH x x 33 2,400 Tollgrade Communications, Inc. Common Stocks 889542106 742 28,800 SH x 32 28,800 Tootsie Roll Industries, Inc. Common Stocks 890516107 217 4,800 SH x x 12 4,800 24 515 SH x x 26 515 4,582 99,295 SH x 32 99,295 2,935 63,592 SH x x 51 63,592 Topps Co., Inc. Common Stocks 890786106 1,377 127,900 SH x x 23 127,900 1,189 117,400 SH x 32 117,400 59 5,800 SH x x 33 5,800 Torchmark Corp. Common Stocks 891027104 3,441 89,300 SH x x 11 89,300 505 11,410 SH x x 24 11,410 639 14,500 SH x x 26 14,500 315 8,100 SH x x 28 8,100 1,842 47,445 SH x 32 47,445 36 960 SH x x 40 960 Toro Co. Common Stocks 891092108 1,210 26,300 SH x x 10 26,300 1,507 30,800 SH x x 23 30,800 99 1,600 SH x x 26 1,600 3,562 77,430 SH x 32 77,430 69 1,540 SH x x 40 1,540 106 2,300 SH x x 49 2,300 Toronto Dominion Bank (The) Common Stocks 891160509 787 19,200 SH x x 22 19,200 Tosco Corp. Common Stocks 891490302 1,320 28,330 SH x x 24 28,330 321 7,500 SH x x 28 7,500 3,436 80,360 SH x 32 80,360 2,245 52,500 SH x x 47 52,500 TotalFinaElf SA - ADR Common Stocks 89151E109 8,631 117,907 SH x x 27 117,907 5,899 86,812 SH x 32 86,812 Tower Automotive, Inc. Common Stocks 891707101 469 44,200 SH x x 26 44,200 738 68,800 SH x 32 68,800 Total Systems Services, Inc. Common Stocks 891906109 467 16,630 SH x x 24 16,630 687 27,915 SH x 32 27,915 144 5,850 SH x x 33 5,850 Toys "R" Us, Inc. Common Stocks 892335100 362 14,500 SH x x 4 14,500 736 25,650 SH x x 24 25,650 2,272 88,500 SH x x 26 88,500 389 15,500 SH x x 28 15,500 171 6,800 SH x x 29 6,800
3,675 146,433 SH x 32 146,433 43 1,750 SH x x 40 1,750 Trammell Crow Co. Common Stocks 89288R106 23 1,900 SH x x 33 1,900 Trans World Entertainment Corp. Common Stocks 89336Q100 22 2,510 SH x 32 2,510 16 1,800 SH x x 33 1,800 Transaction Systems Architects, Inc. Class A Common Stocks 893416107 13 1,800 SH x x 33 1,800 Transatlantic Holdings, Inc. Common Stocks 893521104 386 3,770 SH x x 10 3,770 1,047 10,217 SH x 32 10,217 TranSwitch Corp. Common Stocks 894065101 26 2,000 SH x x 26 2,000 15 1,160 SH x 32 1,160 66 5,000 SH x x 33 5,000 Trendwest Resorts, Inc. Common Stocks 894917103 41 1,200 SH x x 26 1,200 Triad Hospitals, Inc. Common Stocks 89579K109 1,661 58,800 SH x x 10 58,800 102 2,300 SH x x 26 2,300 1,712 60,600 SH x 32 60,600 Triangle Pharmaceuticals, Inc. Common Stocks 89589H104 162 28,100 SH x 32 28,100 20 3,550 SH x x 40 3,550 Triad Guaranty, Inc. Common Stocks 895925105 57 1,100 SH x x 26 1,100 1,105 33,300 SH x 32 33,300 53 1,590 SH x x 33 1,590 239 7,200 SH x x 49 7,200 Triarc Companies, Inc. Class A Common Stocks 895927101 264 9,600 SH x x 26 9,600 143 5,800 SH x 32 5,800 Tricon Global Restaurants, Inc. Common Stocks 895953107 676 17,700 SH x x 21 17,700 42 990 SH x x 24 990 46 1,200 SH x x 28 1,200 901 23,590 SH x 32 23,590 Tribune Co. Common Stocks 896047107 2,356 53,800 SH x x 4 53,800 284 5,200 SH x x 13 5,200 1,107 23,770 SH x x 24 23,770 37 900 SH x x 26 900 5,273 129,423 SH x 32 129,423 Trico Marine Services, Inc. Common Stocks 896106101 57 2,400 SH x x 26 2,400 Trigon Healthcare, Inc. Common Stocks 89618L100 2,142 41,600 SH x x 10 41,600 152 2,610 SH x x 24 2,610 649 11,300 SH x x 26 11,300 798 15,500 SH x x 28 15,500 5,667 110,039 SH x 32 110,039 Trimble Navigation, Ltd. Common Stocks 896239100 28 1,500 SH x x 33 1,500 Trimeris, Inc. Common Stocks 896263100 84 2,790 SH x x 33 2,790 Trinity Industries, Inc. Common Stocks 896522109 140 7,120 SH x x 24 7,120 18 900 SH x x 26 900 407 20,850 SH x 32 20,850 82 4,200 SH x x 33 4,200 39 2,170 SH x x 40 2,170 TriQuint Semiconductor, Inc. Common Stocks 89674K103 76 6,300 SH x x 12 6,300 125 8,700 SH x x 26 8,700 2,101 141,860 SH x 32 141,860 1,235 83,400 SH x x 51 83,400
Triton PCS Holdings, Inc. Class A Common Stocks 89677M106 18 530 SH x 32 530 207 6,200 SH x x 33 6,200 Triumph Group, Inc. Common Stocks 896818101 106 2,800 SH x 32 2,800 38 1,000 SH x x 33 1,000 The TriZetto Group, Inc., (The) New Common Stocks 896882107 25 1,800 SH x x 33 1,800 True North Communications, Inc. Common Stocks 897844106 489 12,100 SH x x 26 12,100 456 12,080 SH x 32 12,080 TrustCo Bank Corp. NY Common Stocks 898349105 134 10,430 SH x x 33 10,430 Trustmark Corp. Common Stocks 898402102 100 4,800 SH x x 10 4,800 381 18,340 SH x 32 18,340 139 6,700 SH x x 33 6,700 64 3,020 SH x x 40 3,020 Tubos de Acero de Mexico SA - ADR Common Stocks 898592506 443 40,500 SH x 32 40,500 171 15,600 SH x x 34 15,600 316 26,050 SH x x 35 26,050 388 30,500 SH x x 36 30,500 Tucker Anthony Sutro Corp. Common Stocks 898647102 129 6,800 SH x x 10 6,800 293 15,470 SH x 32 15,470 Tupperware Corp. Common Stocks 899896104 1,195 50,070 SH x x 24 50,070 484 20,300 SH x x 26 20,300 490 20,530 SH x 32 20,530 Turkcell Iletisim Hizmetleri AS - ADR Common Stocks 900111105 305 97,600 SH x x 9 97,600 67 13,700 SH x x 28 13,700 286 91,400 SH x 32 91,400 Turnstone Systems, Inc. Common Stocks 900423104 1 130 SH x 32 130 TV Azteca SA de CV - ADR Common Stocks 901145102 758 103,700 SH x x 9 103,700 2,494 337,000 SH x 32 337,000 223 30,100 SH x x 34 30,100 2,170 263,800 SH x x 35 263,800 21st Century Insurance Group Common Stocks 90130N103 7 475 SH x 32 475 II-VI, Inc. Common Stocks 902104108 398 20,021 SH x x 19 20,021 891 70,570 SH x 32 70,570 Tyco International, Ltd. Common Stocks 902124106 9,091 181,000 SH x x 1 181,000 16,829 390,306 SH x x 11 390,306 5,776 133,600 SH x x 19 133,600 8,515 191,518 SH x x 24 191,518 61 1,400 SH x x 26 1,400 621 14,370 SH x x 28 14,370 6,342 146,700 SH x x 29 146,700 47,138 1,090,400 SH x 32 1,090,400 20 483 SH x x 40 483 1,356 28,100 SH x x 45 28,100 1,811 41,900 SH x x 55 41,900 Tyson Foods, Inc. Class A Common Stocks 902494103 4,660 338,370 SH x x 24 338,370 43 3,200 SH x x 26 3,200 3,636 269,939 SH x 32 269,939 218 16,200 SH x x 33 16,200 243 18,510 SH x x 40 18,510 UAL Corp. Common Stocks 902549500 4,148 125,500 SH x x 1 125,500
4,679 139,120 SH x x 10 139,120 5 90 SH x x 24 90 382 11,300 SH x x 26 11,300 17,249 521,911 SH x 32 521,911 212 6,400 SH x x 33 6,400 UCAR International, Inc. Common Stocks 90262K109 43 3,700 SH x x 33 3,700 UCBH Holdings, Inc. Common Stocks 90262T308 1,786 34,500 SH x x 23 34,500 52 1,100 SH x x 26 1,100 1,913 39,300 SH x 32 39,300 UGI Corp. Common Stocks 902681105 877 35,800 SH x x 10 35,800 1,279 52,210 SH x 32 52,210 78 3,200 SH x x 33 3,200 11 440 SH x x 40 440 UICI Common Stocks 902737105 269 30,600 SH x x 26 30,600 481 54,800 SH x 32 54,800 23 2,600 SH x x 33 2,600 18 2,060 SH x x 40 2,060 UIL Holdings Corp. Common Stocks 902748102 1,078 22,700 SH x x 10 22,700 195 3,300 SH x x 26 3,300 2,076 43,700 SH x 32 43,700 76 1,600 SH x x 33 1,600 155 3,170 SH x x 40 3,170 UMB Financial Corp. Common Stocks 902788108 130 3,410 SH x x 10 3,410 293 7,700 SH x 32 7,700 USX-Marathon Group Common Stocks 902905827 7,087 262,968 SH x x 8 262,968 2,850 99,100 SH x x 10 99,100 4,889 181,400 SH x x 19 181,400 7,234 249,990 SH x x 24 249,990 778 25,200 SH x x 26 25,200 757 28,100 SH x x 28 28,100 22,165 822,433 SH x 32 822,433 U.S.B. Holding Co., Inc. Common Stocks 902910108 78 3,780 SH x x 26 3,780 UST Corp. Common Stocks 902911106 1,737 57,800 SH x x 8 57,800 339 9,810 SH x x 24 9,810 192 6,400 SH x x 26 6,400 1,871 62,257 SH x 32 62,257 13 450 SH x x 40 450 USA Networks, Inc. Common Stocks 902984103 1,072 44,800 SH x x 8 44,800 5,946 248,400 SH x x 19 248,400 364 13,260 SH x x 24 13,260 15,066 629,392 SH x 32 629,392 URS Corp. Common Stocks 903236107 257 13,500 SH x x 26 13,500 423 22,274 SH x 32 22,274 17 900 SH x x 33 900 13 690 SH x x 40 690 USG Corp. Common Stocks 903293405 559 36,600 SH x x 10 36,600 38 2,500 SH x x 24 2,500 44 3,100 SH x x 26 3,100 1,448 94,732 SH x 32 94,732
64 5,230 SH x x 40 5,230 USEC, Inc. Common Stocks 90333E108 91 10,600 SH x 32 10,600 USX-U.S. Steel Group Common Stocks 90337T101 1,049 71,400 SH x x 10 71,400 13 800 SH x x 24 800 467 31,900 SH x x 26 31,900 1,600 108,930 SH x 32 108,930 UTI Energy Corp. Common Stocks 903387108 299 9,900 SH x x 10 9,900 441 14,000 SH x x 26 14,000 411 13,600 SH x 32 13,600 US Oncology, Inc. Common Stocks 90338W103 46 5,600 SH x x 33 5,600 USA Education, Inc. Common Stocks 90390U102 2,412 29,690 SH x x 24 29,690 421 5,800 SH x x 26 5,800 17,470 240,474 SH x 32 240,474 4,343 59,784 SH x x 42 59,784 1,497 20,600 SH x x 55 20,600 Ultramar Diamond Shamrock Corp. Common Stocks 904000106 3,538 97,800 SH x x 8 97,800 7,383 198,960 SH x x 10 198,960 8,871 235,210 SH x x 24 235,210 4,570 120,300 SH x x 26 120,300 1,128 31,170 SH x x 28 31,170 25,564 706,592 SH x 32 706,592 322 8,900 SH x x 33 8,900 455 12,440 SH x x 40 12,440 2,153 53,300 SH x x 45 53,300 Ultrapar Participacoes SA - ADR Common Stocks 90400P101 202 23,000 SH x 32 23,000 260 25,500 SH x x 36 25,500 Ultratech Stepper, Inc. Common Stocks 904034105 625 25,400 SH x x 10 25,400 2,009 76,700 SH x x 23 76,700 62 1,600 SH x x 26 1,600 2,028 82,350 SH x 32 82,350 38 1,560 SH x x 33 1,560 5 220 SH x x 40 220 Unifi, Inc. Common Stocks 904677101 30 4,200 SH x x 33 4,200 4 560 SH x x 40 560 Unilever Common Stocks 904784709 1,612 30,625 SH x x 11 30,625 107 2,040 SH x x 24 2,040 845 15,300 SH x x 26 15,300 268 5,100 SH x x 28 5,100 338 6,420 SH x 32 6,420 Union Pacific Corp. Common Stocks 907818108 270 4,800 SH x x 11 4,800 1,003 15,620 SH x x 24 15,620 2,445 43,460 SH x x 28 43,460 7,539 134,023 SH x 32 134,023 Union Planters Corp. Common Stocks 908068109 2,316 60,177 SH x x 3 60,177 143 3,160 SH x x 24 3,160 185 4,800 SH x x 26 4,800 362 9,400 SH x x 28 9,400 3,468 90,102 SH x 32 90,102 UnionBanCal Corp. Common Stocks 908906100 12 404 SH x x 8 404
2,880 94,490 SH x x 24 94,490 55 1,200 SH x x 26 1,200 741 25,500 SH x x 28 25,500 3,616 124,490 SH x 32 124,490 209 7,200 SH x x 33 7,200 UniSource Energy Corp. Common Stocks 909205106 1,201 57,200 SH x x 10 57,200 577 24,700 SH x x 26 24,700 1,924 91,600 SH x 32 91,600 63 3,000 SH x x 33 3,000 Unisys Corp. Common Stocks 909214108 221 15,800 SH x x 10 15,800 55 3,900 SH x x 28 3,900 1,990 142,172 SH x 32 142,172 2,996 214,000 SH x x 50 214,000 Unit Corp. Common Stocks 909218109 765 46,200 SH x x 10 46,200 659 39,800 SH x 32 39,800 53 3,210 SH x x 33 3,210 United Community Financial Corp. Common Stocks 909839102 17 2,500 SH x x 33 2,500 United Bankshares, Inc. Common Stocks 909907107 80 3,600 SH x x 33 3,600 6 260 SH x x 40 260 United Dominion Realty Trust, Inc. Common Stocks 910197102 414 32,600 SH x 32 32,600 47 3,870 SH x x 40 3,870 United Fire & Casualty Co. Common Stocks 910331107 2,251 110,461 SH x 32 110,461 United Microelectronics Corp. - ADR Common Stocks 910873207 3,000 320,500 SH x 32 320,500 1,011 108,000 SH x x 34 108,000 1,647 155,000 SH x x 35 155,000 2,002 184,000 SH x x 36 184,000 239 25,500 SH x x 48 25,500 United National Bancorp Common Stocks 910909100 36 1,800 SH x x 33 1,800 United Natural Foods, Inc. Common Stocks 911163103 456 32,400 SH x x 26 32,400 401 28,500 SH x 32 28,500 8 600 SH x x 33 600 United Parcel Service, Inc. Class B Common Stocks 911312106 88 1,540 SH x 32 1,540 461 8,100 SH x x 33 8,100 United Rentals, Inc. Common Stocks 911363109 16 1,000 SH x x 33 1,000 United States Cellular Corp. Common Stocks 911684108 3,118 49,100 SH x x 3 49,100 2,915 45,900 SH x x 8 45,900 3,919 61,717 SH x 32 61,717 44 700 SH x x 33 700 USAirways Group, Inc. Common Stocks 911905107 32 912 SH x 32 912 US Industries, Inc. Common Stocks 912080108 33 5,110 SH x x 24 5,110 140 24,020 SH x 32 24,020 31 5,620 SH x x 40 5,620 United Stationers, Inc. Common Stocks 913004107 978 37,900 SH x x 23 37,900 378 14,000 SH x x 26 14,000 1,254 51,700 SH x 32 51,700 61 2,500 SH x x 33 2,500 United Technologies Corp. Common Stocks 913017109 8,918 114,000 SH x x 4 114,000 3,797 51,800 SH x x 8 51,800 4,431 57,700 SH x x 10 57,700
1,329 18,200 SH x x 11 18,200 971 9,950 SH x x 13 9,950 6,450 88,000 SH x x 19 88,000 3,949 47,070 SH x x 24 47,070 4,134 54,400 SH x x 26 54,400 1,481 20,200 SH x x 28 20,200 51,412 701,391 SH x 32 701,391 47 600 SH x x 43 600 1,668 20,400 SH x x 45 20,400 United Television, Inc. Common Stocks 913066106 2,440 21,450 SH x x 3 21,450 3,435 30,200 SH x 32 30,200 UnitedGlobalCom, Inc. Class A Common Stocks 913247508 81 5,480 SH x x 24 5,480 134 10,202 SH x 32 10,202 United Health Group, Inc. Common Stocks 91324P102 10,725 174,900 SH x x 1 174,900 4,046 68,272 SH x x 8 68,272 485 5,200 SH x x 10 5,200 7,661 122,380 SH x x 24 122,380 1,825 30,800 SH x x 26 30,800 1,837 31,000 SH x x 28 31,000 51,183 863,706 SH x 32 863,706 557 9,400 SH x x 43 9,400 1,712 25,900 SH x x 45 25,900 3,974 58,430 SH x x 46 58,430 Unitrin, Inc. Common Stocks 913275103 251 6,900 SH x x 10 6,900 157 4,308 SH x 32 4,308 Universal Compression Holdings, Inc. New Common Stocks 913431102 9 270 SH x x 40 270 Universal Corp. Common Stocks 913456109 1,463 37,100 SH x x 10 37,100 357 9,060 SH x x 24 9,060 108 2,800 SH x x 26 2,800 1,517 38,470 SH x 32 38,470 Universal Electronics, Inc. Common Stocks 913483103 840 50,900 SH x 32 50,900 182 11,000 SH x x 49 11,000 Universal Forest Products, Inc. Common Stocks 913543104 15 1,000 SH x x 33 1,000 Universal Health Services, Inc. Class B Common Stocks 913903100 2,660 28,400 SH x x 10 28,400 1,700 18,100 SH x x 23 18,100 867 8,900 SH x x 24 8,900 738 7,800 SH x x 26 7,800 1,669 18,900 SH x x 29 18,900 9,469 107,241 SH x 32 107,241 134 1,520 SH x x 33 1,520 17 200 SH x x 40 200 Univision Communications, Inc. Class A Common Stocks 914906102 67 1,570 SH x x 24 1,570 214 5,614 SH x 32 5,614 530 13,900 SH x x 33 13,900 Unocal Corp. Common Stocks 915289102 2,835 82,000 SH x x 3 82,000 5,064 139,500 SH x x 4 139,500 563 12,200 SH x x 13 12,200 892 22,560 SH x x 24 22,560 553 16,000 SH x x 28 16,000
13,044 377,314 SH x 32 377,314 UNOVA, Inc. Common Stocks 91529B106 304 101,800 SH x 32 101,800 655 219,100 SH x x 50 219,100 UnumProvident Corp. Common Stocks 91529Y106 3,322 104,400 SH x x 10 104,400 1,558 47,300 SH x x 24 47,300 235 5,100 SH x x 26 5,100 47 1,600 SH x x 28 1,600 5,577 190,857 SH x 32 190,857 USFreightways Corp. Common Stocks 916906100 3,021 95,900 SH x x 3 95,900 380 12,100 SH x x 26 12,100 3,415 108,400 SH x 32 108,400 111 3,510 SH x x 33 3,510 Urologix, Inc. Common Stocks 917273104 733 34,100 SH x 32 34,100 USinternetworking, Inc. Common Stocks 917311805 1 460 SH x 32 460 UtiliCorp United, Inc. Common Stocks 918005109 337 10,600 SH x x 4 10,600 4,900 151,420 SH x x 10 151,420 756 22,000 SH x x 23 22,000 2,111 59,300 SH x x 26 59,300 7,040 217,552 SH x 32 217,552 401 12,400 SH x x 33 12,400 UTStarcom, Inc. New Common Stocks 918076100 252 9,626 SH x x 19 9,626 851 51,200 SH x x 21 51,200 3,403 204,712 SH x 32 204,712 1,992 119,800 SH x x 47 119,800 VA Linux Systems, Inc. New Common Stocks 91819B105 0 130 SH x 32 130 V.F. Corp. Common Stocks 918204108 129 3,270 SH x x 24 3,270 121 2,200 SH x x 26 2,200 329 9,400 SH x x 28 9,400 1,003 28,661 SH x 32 28,661 Vail Resorts, Inc. Common Stocks 91879Q109 35 1,750 SH x x 33 1,750 Valassis Communications, Inc. Common Stocks 918866104 19 490 SH x x 24 490 49 1,700 SH x x 26 1,700 149 5,144 SH x 32 5,144 Valero Energy Corp. Common Stocks 91913Y100 1,012 28,500 SH x x 8 28,500 7,620 208,000 SH x x 10 208,000 820 23,100 SH x x 21 23,100 2,699 71,500 SH x x 23 71,500 2,512 66,400 SH x x 26 66,400 16,136 454,530 SH x 32 454,530 2,389 67,300 SH x x 47 67,300 167 4,700 SH x x 49 4,700 Valley National Bancorp Common Stocks 919794107 32 1,169 SH x 32 1,169 Valmont Industries, Inc. Common Stocks 920253101 89 3,900 SH x x 26 3,900 37 2,200 SH x x 33 2,200 Valspar Corp. Common Stocks 920355104 32 1,100 SH x x 33 1,100 Valuevision International, Inc. Class A Common Stocks 92047K107 475 21,671 SH x x 19 21,671 1,087 78,006 SH x 32 78,006 45 3,200 SH x x 33 3,200 Vans, Inc. Common Stocks 921930103 38 1,700 SH x x 33 1,700
Varco International, Inc. Common Stocks 922122106 463 22,433 SH x x 10 22,433 32 1,000 SH x x 26 1,000 3,837 185,832 SH x 32 185,832 3,366 163,000 SH x x 47 163,000 Varian, Inc. Common Stocks 922206107 105 4,100 SH x x 26 4,100 97 3,800 SH x 32 3,800 151 5,900 SH x x 33 5,900 Varian Semiconductor Equipment Associates, Inc. Common Stocks 922207105 1,951 61,100 SH x x 3 61,100 1,951 61,100 SH x 32 61,100 Varian Medical Systems, Inc. Common Stocks 92220P105 2,709 41,800 SH x x 10 41,800 906 14,900 SH x x 21 14,900 951 14,100 SH x x 26 14,100 4,772 78,490 SH x 32 78,490 304 5,000 SH x x 33 5,000 VaxGen, Inc. Common Stocks 922390208 57 1,800 SH x x 26 1,800 Veeco Instruments, Inc. Common Stocks 922417100 436 6,672 SH x x 19 6,672 2,639 63,502 SH x 32 63,502 Ventiv Health, Inc. Common Stocks 922793104 658 42,800 SH x 32 42,800 143 9,300 SH x x 49 9,300 Venator Group, Inc. Common Stocks 922944103 1,455 105,400 SH x x 10 105,400 661 43,500 SH x x 26 43,500 1,802 130,560 SH x 32 130,560 Veritas Software Corp. Common Stocks 923436109 2,266 48,600 SH x x 1 48,600 1,855 40,107 SH x x 8 40,107 227 4,900 SH x x 10 4,900 6,308 140,122 SH x x 11 140,122 9,470 202,169 SH x x 24 202,169 325 5,525 SH x x 26 5,525 0 1 SH x x 28 1 12,576 271,975 SH x 32 271,975 143 2,200 SH x x 43 2,200 2,721 52,700 SH x x 45 52,700 Verity, Inc. Common Stocks 92343C106 69 3,400 SH x x 26 3,400 182 8,000 SH x 32 8,000 89 3,940 SH x x 33 3,940 VeriSign, Inc. Common Stocks 92343E102 1,821 51,400 SH x x 8 51,400 989 26,700 SH x x 10 26,700 265 8,900 SH x x 11 8,900 504 14,235 SH x x 24 14,235 94 1,900 SH x x 26 1,900 1,282 36,167 SH x 32 36,167 560 15,800 SH x x 33 15,800 Veritas DGC, Inc. Common Stocks 92343P107 73 2,600 SH x x 12 2,600 142 4,450 SH x x 33 4,450 Verizon Communications, Inc. Common Stocks 92343V104 7,299 130,900 SH x x 4 130,900 11,028 223,692 SH x x 8 223,692 9,482 182,226 SH x x 10 182,226 13,902 281,994 SH x x 11 281,994 1,301 19,800 SH x x 13 19,800
1,203 24,400 SH x x 19 24,400 35,267 663,638 SH x x 24 663,638 11,183 214,416 SH x x 26 214,416 5,890 119,477 SH x x 28 119,477 90,367 1,832,993 SH x 32 1,832,993 1,252 25,400 SH x x 55 25,400 Vertex Pharmaceuticals, Inc. Common Stocks 92532F100 187 5,200 SH x x 26 5,200 342 9,350 SH x 32 9,350 283 7,730 SH x x 33 7,730 VerticalNet, Inc. Common Stocks 92532L107 3 1,310 SH x x 24 1,310 4 1,760 SH x 32 1,760 Viacom, Inc. Class A Common Stocks 925524100 216 4,300 SH x x 24 4,300 330 7,420 SH x 32 7,420 Viacom, Inc. Class B Common Stocks 925524308 16,221 353,461 SH x x 1 353,461 7,256 157,058 SH x x 4 157,058 4,640 105,529 SH x x 8 105,529 10,700 245,300 SH x x 11 245,300 857 14,641 SH x x 13 14,641 3,447 78,400 SH x x 19 78,400 1,524 30,213 SH x x 24 30,213 643 13,600 SH x x 26 13,600 1,345 30,600 SH x x 28 30,600 49,867 1,134,107 SH x 32 1,134,107 677 15,391 SH x x 33 15,391 1,665 33,500 SH x x 43 33,500 1,196 27,200 SH x x 55 27,200 Viad Corp. Common Stocks 92552R109 848 35,600 SH x x 10 35,600 1,100 46,200 SH x x 26 46,200 2,110 88,530 SH x 32 88,530 229 9,600 SH x x 33 9,600 ViaSat, Inc. Common Stocks 92552V100 21 1,400 SH x x 33 1,400 Vicor Corp. Common Stocks 925815102 60 2,920 SH x x 33 2,920 Videsh Sanchar Nigam, Ltd. - ADR Common Stocks 92659G600 515 43,501 SH x x 9 43,501 201 10,800 SH x x 28 10,800 215 18,150 SH x 32 18,150 57 4,842 SH x x 34 4,842 208 15,225 SH x x 36 15,225 Vignette Corp. Common Stocks 926734104 18 2,828 SH x 32 2,828 Vintage Petroleum, Inc. Common Stocks 927460105 3,519 172,900 SH x x 3 172,900 2,988 144,500 SH x x 10 144,500 312 9,728 SH x x 19 9,728 1,357 62,700 SH x x 23 62,700 92 4,500 SH x x 26 4,500 8,519 418,601 SH x 32 418,601 104 5,100 SH x x 33 5,100 Virage Logic Corp. New Common Stocks 92763R104 49 4,100 SH x x 54 4,100 Virata Corp. Common Stocks 927646109 955 73,140 SH x 32 73,140 980 75,000 SH x x 47 75,000 Virco Manufacturing Corp. Common Stocks 927651109 22 2,100 SH x x 54 2,100
Vishay Intertechnology, Inc. Common Stocks 928298108 1,104 55,500 SH x x 8 55,500 2,639 129,047 SH x x 24 129,047 2,545 127,889 SH x 32 127,889 107 6,000 SH x x 40 6,000 Visteon Corp. Common Stocks 92839U107 724 44,331 SH x x 24 44,331 1,238 82,337 SH x 32 82,337 68 4,630 SH x x 40 4,630 VISX, Inc. Common Stocks 92844S105 137 8,000 SH x 32 8,000 271 15,800 SH x x 50 15,800 Vital Signs, Inc. Common Stocks 928469105 6 200 SH x x 40 200 Vitesse Semiconductor Corp. Common Stocks 928497106 35 1,900 SH x x 11 1,900 1,379 57,900 SH x x 29 57,900 3,626 152,280 SH x 32 152,280 126 5,300 SH x x 33 5,300 Vitria Technology, Inc. Common Stocks 92849Q104 18 4,650 SH x x 24 4,650 5 1,300 SH x 32 1,300 Vodafone Group PLC - ADR Common Stocks 92857W100 3,185 117,300 SH x x 1 117,300 12,071 444,600 SH x 32 444,600 1,434 52,500 SH x x 43 52,500 1,300 47,900 SH x x 48 47,900 VoiceStream Wireless Corp. Common Stocks 928615103 323 3,874 SH x x 11 3,874 1,581 17,117 SH x x 24 17,117 625 6,767 SH x 32 6,767 1,536 16,624 SH x x 33 16,624 Volt Information Sciences, Inc. Common Stocks 928703107 122 6,800 SH x x 26 6,800 103 5,700 SH x 32 5,700 Vornado Realty Trust Common Stocks 929042109 22,082 616,300 SH x x 2 616,300 136 3,800 SH x x 11 3,800 8,571 239,200 SH x x 25 239,200 2,234 62,344 SH x 32 62,344 247 6,900 SH x x 33 6,900 Vulcan Materials Co. Common Stocks 929160109 384 7,070 SH x x 24 7,070 253 5,400 SH x x 28 5,400 1,278 27,290 SH x 32 27,290 WD-40 Co. Common Stocks 929236107 18 900 SH x x 33 900 WFS Financial, Inc. Common Stocks 92923B106 48 2,700 SH x 32 2,700 12 700 SH x x 33 700 WGL Holdings, Inc. Common Stocks 92924F106 1,806 58,100 SH x x 4 58,100 310 8,400 SH x x 13 8,400 3,971 143,600 SH x 32 143,600 WMS Industries, Inc. Common Stocks 929297109 500 27,780 SH x 32 27,780 72 4,260 SH x x 40 4,260 WPS Resources Corp. Common Stocks 92931B106 751 22,000 SH x x 10 22,000 43 800 SH x x 26 800 348 10,200 SH x 32 10,200 106 3,100 SH x x 33 3,100 Wabtec Corp. Common Stocks 929740108 457 36,000 SH x x 10 36,000 1,367 107,657 SH x 32 107,657 32 2,500 SH x x 33 2,500
1,819 143,200 SH x x 50 143,200 Wachovia Corp. Common Stocks 929771103 1,282 18,570 SH x x 24 18,570 2,065 34,274 SH x 32 34,274 Waddell & Reed Financial, Inc. Class A Common Stocks 930059100 3 100 SH x x 24 100 36 1,260 SH x 32 1,260 Wal-Mart Stores, Inc. Common Stocks 931142103 3,732 69,100 SH x x 4 69,100 4,083 80,859 SH x x 8 80,859 10,764 206,020 SH x x 10 206,020 26,061 517,100 SH x x 11 517,100 425 6,300 SH x x 13 6,300 5,378 106,500 SH x x 19 106,500 8,121 158,610 SH x x 24 158,610 10,238 193,500 SH x x 26 193,500 177 3,500 SH x x 28 3,500 109,160 2,161,578 SH x 32 2,161,578 323 6,400 SH x x 38 6,400 7,099 140,569 SH x x 42 140,569 6,464 114,800 SH x x 45 114,800 13,653 235,190 SH x x 46 235,190 Walgreen Co. Common Stocks 931422109 9,843 226,000 SH x x 1 226,000 8,237 191,500 SH x x 10 191,500 1,636 40,200 SH x x 11 40,200 251 5,640 SH x x 24 5,640 2,283 48,300 SH x x 26 48,300 40,726 998,198 SH x 32 998,198 1,316 29,700 SH x x 43 29,700 6,431 141,200 SH x x 45 141,200 5,008 106,660 SH x x 46 106,660 Wallace Computer Services, Inc. Common Stocks 932270101 743 41,780 SH x x 24 41,780 155 9,600 SH x x 26 9,600 2,006 123,465 SH x 32 123,465 72 4,400 SH x x 33 4,400 153 9,929 SH x x 40 9,929 Walter Industries, Inc. Common Stocks 93317Q105 20 2,300 SH x x 33 2,300 Warnaco Group, Inc. Class A Common Stocks 934390105 35 25,000 SH x x 10 25,000 75 54,700 SH x 32 54,700 Washington Federal, Inc. Common Stocks 938824109 242 9,850 SH x x 10 9,850 Washington Group International, Inc. Common Stocks 938862109 29 18,600 SH x x 10 18,600 30 19,100 SH x 32 19,100 Washington Group International, Inc. 2003 warrants Common Stocks 938862117 0 642 SH x x 26 642 0 145 SH x x 29 145 Washington Mutual, Inc. Common Stocks 939322103 462 8,600 SH x x 4 8,600 2,245 41,000 SH x x 8 41,000 8,481 155,815 SH x x 11 155,815 7,699 128,976 SH x x 24 128,976 1,405 25,200 SH x x 26 25,200 2,727 49,810 SH x x 28 49,810 18,862 344,520 SH x 32 344,520 235 4,290 SH x x 33 4,290
41 780 SH x x 40 780 170 3,100 SH x x 45 3,100 Washington Post Co (The), Class B Common Stocks 939640108 4,566 7,900 SH x x 3 7,900 58 100 SH x x 26 100 4,480 7,751 SH x 32 7,751 Washington Real Estate Investment Trust Common Stocks 939653101 560 24,000 SH x x 10 24,000 569 24,400 SH x 32 24,400 Waste Connections, Inc. Common Stocks 941053100 25 880 SH x 32 880 58 2,030 SH x x 33 2,030 23 840 SH x x 40 840 Waste Management, Inc. Common Stocks 94106L109 2,267 80,270 SH x x 24 80,270 1,089 44,100 SH x x 28 44,100 16,235 657,274 SH x 32 657,274 1,458 52,900 SH x x 45 52,900 3,906 138,080 SH x x 46 138,080 1,751 70,900 SH x x 55 70,900 WatchGuard Technologies, Inc. Common Stocks 941105108 7 800 SH x x 33 800 Waters Corp. Common Stocks 941848103 1,535 31,200 SH x x 10 31,200 78 1,900 SH x x 12 1,900 190 2,600 SH x x 26 2,600 3,911 84,194 SH x 32 84,194 539 11,600 SH x x 33 11,600 1,152 24,800 SH x x 51 24,800 Watsco, Inc. Common Stocks 942622200 152 13,100 SH x x 26 13,100 145 12,500 SH x 32 12,500 15 1,300 SH x x 33 1,300 Watson Pharmaceuticals, Inc. Common Stocks 942683103 74 1,398 SH x 32 1,398 Watson Wyatt & Co. Holdings Common Stocks 942712100 161 10,000 SH x x 12 10,000 3,199 198,700 SH x 32 198,700 2,103 130,600 SH x x 51 130,600 Watts Industries, Inc. Class A Common Stocks 942749102 22 1,300 SH x x 33 1,300 Wausau-Mosinee Paper Corp. Common Stocks 943315101 75 5,800 SH x x 33 5,800 Weatherford International, Inc. Common Stocks 947074100 229 4,646 SH x 32 4,646 582 11,800 SH x x 33 11,800 Webb (Del E.) Corp. Common Stocks 947423109 25 800 SH x x 10 800 267 7,500 SH x x 26 7,500 497 16,100 SH x 32 16,100 webMethods, Inc. New Common Stocks 94768C108 21 1,020 SH x x 24 1,020 9 430 SH x 32 430 WebMD Corp. Common Stocks 94769M105 433 77,885 SH x 32 77,885 Webster Financial Corp. Common Stocks 947890109 3,151 107,500 SH x x 3 107,500 111 3,800 SH x x 10 3,800 3,136 107,000 SH x 32 107,000 WebTrends Corp. Common Stocks 94844D104 620 68,900 SH x 32 68,900 17 1,900 SH x x 33 1,900 665 73,900 SH x x 47 73,900 Webvan Group, Inc. New Common Stocks 94845V103 1 3,880 SH x 32 3,880 Weingarten Realty Investors Common Stocks 948741103 761 18,000 SH x x 10 18,000 770 18,200 SH x 32 18,200
Weis Markets, Inc. Common Stocks 948849104 7 201 SH x 32 201 Wellman, Inc. Common Stocks 949702104 58 1,900 SH x x 26 1,900 1,852 96,200 SH x 32 96,200 50 2,600 SH x x 33 2,600 Wellpoint Health Networks, Inc. Common Stocks 94973H108 1,059 11,113 SH x x 8 11,113 1,353 14,200 SH x x 10 14,200 5,084 50,160 SH x x 24 50,160 244 2,100 SH x x 26 2,100 4,500 47,211 SH x 32 47,211 Wells Fargo Co. Common Stocks 949746101 389 8,100 SH x x 4 8,100 5,457 110,300 SH x x 8 110,300 12,078 214,968 SH x x 24 214,968 4,838 97,800 SH x x 28 97,800 36,451 736,827 SH x 32 736,827 3,650 66,100 SH x x 45 66,100 1,415 28,600 SH x x 55 28,600 Wendy's International, Inc. Common Stocks 950590109 1,301 58,300 SH x x 8 58,300 694 27,360 SH x x 24 27,360 1,248 52,165 SH x x 26 52,165 2,920 130,826 SH x 32 130,826 78 3,410 SH x x 40 3,410 Werner Enterprises, Inc. Common Stocks 950755108 41 2,400 SH x x 33 2,400 WesBanco, Inc. Common Stocks 950810101 24 1,300 SH x x 33 1,300 Wesco Financial Corp. Common Stocks 950817106 182 592 SH x 32 592 WESCO International, Inc. Common Stocks 95082P105 22 2,500 SH x x 26 2,500 20 2,170 SH x x 33 2,170 West Pharmaceutical Services, Inc. Common Stocks 955306105 31 1,330 SH x 32 1,330 12 540 SH x x 40 540 Westaim Corp. Common Stocks 956909105 3,322 406,600 SH x x 31 406,600 Westamerica Bancorporation Common Stocks 957090103 203 5,400 SH x x 12 5,400 3,907 103,500 SH x 32 103,500 2,616 69,300 SH x x 51 69,300 Westcorp, Inc. Common Stocks 957907108 24 1,400 SH x x 26 1,400 63 3,600 SH x 32 3,600 7 430 SH x x 40 430 Western Digital Corp. Common Stocks 958102105 19 3,980 SH x 32 3,980 7 1,630 SH x x 40 1,630 Western Resources, Inc. Common Stocks 959425109 4,360 182,800 SH x x 10 182,800 353 13,000 SH x x 24 13,000 4,752 199,250 SH x 32 199,250 217 9,100 SH x x 33 9,100 104 4,300 SH x x 40 4,300 Western Wireless Corp. Class A Common Stocks 95988E204 16 400 SH x x 26 400 115 2,828 SH x 32 2,828 Westfield America, Inc. Common Stocks 959910100 76 4,700 SH x 32 4,700 10 600 SH x x 40 600 Westvaco Corp. Common Stocks 961548104 869 31,450 SH x x 24 31,450 1,286 47,700 SH x x 26 47,700 2,323 95,875 SH x 32 95,875
50 2,070 SH x x 40 2,070 Westwood One, Inc. Common Stocks 961815107 329 12,590 SH x x 24 12,590 54 1,500 SH x x 26 1,500 507 22,010 SH x 32 22,010 161 7,000 SH x x 33 7,000 Wet Seal, Inc. Class A (The) Common Stocks 961840105 764 29,800 SH x 32 29,800 167 6,500 SH x x 49 6,500 Weyerhaeuser Co. Common Stocks 962166104 1,069 21,049 SH x x 8 21,049 1,278 22,000 SH x x 24 22,000 62 1,000 SH x x 26 1,000 2,488 48,980 SH x 32 48,980 1,097 21,600 SH x x 55 21,600 Whirlpool Corp. Common Stocks 963320106 4,050 76,270 SH x x 24 76,270 150 3,000 SH x x 28 3,000 3,207 64,159 SH x 32 64,159 White Elecetronic Designs Corp. Common Stocks 963801105 13 2,400 SH x x 10 2,400 30 3,600 SH x x 26 3,600 Whitney Holding Corp. Common Stocks 966612103 170 4,300 SH x x 10 4,300 398 8,900 SH x x 26 8,900 1,555 39,300 SH x 32 39,300 103 2,600 SH x x 33 2,600 253 6,400 SH x x 49 6,400 Whole Foods Market, Inc. Common Stocks 966837106 152 3,600 SH x 32 3,600 177 4,200 SH x x 33 4,200 Wiley (John) & Sons, Inc. Class A Common Stocks 968223206 1,971 104,300 SH x 32 104,300 16 860 SH x x 33 860 Willamette Industries, Inc. Common Stocks 969133107 1,622 31,880 SH x x 24 31,880 69 1,500 SH x x 28 1,500 3,344 72,695 SH x 32 72,695 144 3,160 SH x x 40 3,160 Williams Communications Group, Inc. New Common Stocks 969455104 154 18,400 SH x x 11 18,400 1,722 191,290 SH x 32 191,290 15 1,700 SH x x 33 1,700 Williams Cos. (The) Common Stocks 969457100 455 11,100 SH x x 4 11,100 927 18,940 SH x x 24 18,940 155 2,300 SH x x 26 2,300 77 1,800 SH x x 28 1,800 3,647 85,100 SH x x 29 85,100 14,715 343,398 SH x 32 343,398 1,903 44,400 SH x x 55 44,400 Williams-Sonoma, Inc. Common Stocks 969904101 407 9,841 SH x x 19 9,841 924 35,214 SH x 32 35,214 16 600 SH x x 33 600 Wilmington Trust Corp. Common Stocks 971807102 1,450 24,600 SH x x 11 24,600 26 390 SH x x 24 390 75 1,269 SH x 32 1,269 Wilsons The Leather Experts, Inc. Common Stocks 972463103 151 7,900 SH x x 26 7,900 128 6,700 SH x 32 6,700 Wind River Systems, Inc. Common Stocks 973149107 21 890 SH x 32 890
223 9,600 SH x x 33 9,600 Winn-Dixie Stores, Inc. Common Stocks 974280109 6,627 223,050 SH x x 24 223,050 363 12,800 SH x x 26 12,800 1,146 40,400 SH x x 28 40,400 10,954 386,111 SH x 32 386,111 476 16,030 SH x x 40 16,030 Winnebago Industries, Inc. Common Stocks 974637100 262 14,800 SH x 32 14,800 WinStar Communications, Inc. Common Stocks 975515107 3 1,310 SH x 32 1,310 Wipro, Ltd. - ADR New Common Stocks 97651M109 64 2,000 SH x 32 2,000 Wireless Facilities, Inc. Common Stocks 97653A103 1 260 SH x 32 260 Wisconsin Energy Corp. Common Stocks 976657106 1,465 67,900 SH x x 10 67,900 3,380 156,800 SH x x 11 156,800 969 44,900 SH x x 28 44,900 5,720 265,043 SH x 32 265,043 352 16,300 SH x x 33 16,300 Wolverine Tube, Inc. Common Stocks 978093102 354 26,500 SH x x 26 26,500 340 26,900 SH x 32 26,900 5 410 SH x x 40 410 Wolverine World Wide, Inc. Common Stocks 978097103 48 2,100 SH x x 26 2,100 70 4,800 SH x x 33 4,800 Woodhead Industries Common Stocks 979438108 47 1,700 SH x x 26 1,700 12 700 SH x x 33 700 15 860 SH x x 40 860 Woodward Governor Co. Common Stocks 980745103 98 1,500 SH x x 26 1,500 252 4,910 SH x 32 4,910 World Wrestling Federation Entertainment, Inc. Common Stocks 98156Q108 656 49,100 SH x x 26 49,100 625 46,800 SH x 32 46,800 WorldCom, Inc. Common Stocks 98157D106 4,213 225,464 SH x x 8 225,464 7,065 360,800 SH x x 10 360,800 6,292 336,685 SH x x 11 336,685 6,833 337,000 SH x x 24 337,000 891 34,600 SH x x 26 34,600 514 27,500 SH x x 28 27,500 22,511 1,204,600 SH x 32 1,204,600 3,977 185,040 SH x x 46 185,040 Worthington Industries, Inc. Common Stocks 981811102 92 9,900 SH x 32 9,900 Wrigley (Wm.), Jr. Co. Common Stocks 982526105 1,244 22,500 SH x x 24 22,500 1,842 38,170 SH x 32 38,170 XO Communications Inc. Common Stocks 983764101 36 5,184 SH x 32 5,184 92 13,200 SH x x 33 13,200 X-Rite, Inc. Common Stocks 983857103 32 3,300 SH x 32 3,300 9 1,030 SH x x 40 1,030 Xcel Energy, Inc. Common Stocks 98389B100 177 5,900 SH x x 11 5,900 1,400 46,500 SH x x 19 46,500 745 21,695 SH x x 24 21,695 1,955 59,200 SH x x 26 59,200 1,410 46,830 SH x x 28 46,830 7,606 252,600 SH x 32 252,600 Xilinx, Inc. Common Stocks 983919101 3,506 101,300 SH x x 11 101,300
28 800 SH x x 26 800 10,305 293,380 SH x 32 293,380 277 7,900 SH x x 38 7,900 2,122 54,100 SH x x 45 54,100 3,975 98,620 SH x x 46 98,620 Xerox Corp. Common Stocks 984121103 1,157 193,100 SH x x 10 193,100 100 20,200 SH x x 11 20,200 43 6,320 SH x x 24 6,320 193 20,500 SH x x 26 20,500 653 109,097 SH x 32 109,097 XTRA Corp. Common Stocks 984138107 181 3,800 SH x x 10 3,800 248 4,400 SH x x 26 4,400 882 18,500 SH x 32 18,500 48 1,000 SH x x 33 1,000 21 430 SH x x 40 430 Yahoo!, Inc. Common Stocks 984332106 300 19,040 SH x x 24 19,040 131 5,500 SH x x 26 5,500 111 7,016 SH x 32 7,016 87 5,500 SH x x 38 5,500 Yankee Candle Co., Inc. (The) Common Stocks 984757104 16 1,200 SH x x 33 1,200 Yellow Corp. Common Stocks 985509108 103 6,000 SH x x 10 6,000 172 8,000 SH x x 26 8,000 2,523 147,300 SH x 32 147,300 96 6,070 SH x x 40 6,070 1,259 73,500 SH x x 47 73,500 York International Corp. Common Stocks 986670107 260 9,400 SH x x 26 9,400 230 8,300 SH x 32 8,300 130 4,700 SH x x 33 4,700 Young Broadcasting Corp. Class A Common Stocks 987434107 41 1,300 SH x 32 1,300 31 1,000 SH x x 33 1,000 Zale Corp. Common Stocks 988858106 383 8,399 SH x x 19 8,399 98 2,900 SH x x 26 2,900 1,086 37,444 SH x 32 37,444 49 1,700 SH x x 33 1,700 Zebra Technologies Corp. Class A Common Stocks 989207105 75 1,955 SH x 32 1,955 103 2,700 SH x x 33 2,700 Zions Bancorp Common Stocks 989701107 65 1,241 SH x 32 1,241 359 6,900 SH x x 33 6,900 Zoran Corp. Common Stocks 98975F101 18 1,200 SH x x 33 1,200 Zygo Corp. Common Stocks 989855101 687 36,300 SH x 32 36,300 34 1,810 SH x x 33 1,810 Zoll Medical Corp. Common Stocks 989922109 35 1,000 SH x x 33 1,000 ACE, Ltd. Common Stocks G0070K103 410 11,900 SH x x 4 11,900 860 23,400 SH x x 21 23,400 1,040 28,300 SH x 32 28,300 48 1,300 SH x x 45 1,300 Amdocs, Ltd. Common Stocks G02602103 1,804 37,800 SH x x 1 37,800 388 8,100 SH x x 21 8,100 7,436 155,250 SH x 32 155,250
611 9,400 SH x x 43 9,400 1,191 22,400 SH x x 45 22,400 APW, Ltd. Common Stocks G04397108 76 8,800 SH x x 26 8,800 139 16,200 SH x 32 16,200 Arch Capital Group, Ltd. Common Stocks G0450A105 65 2,600 SH x x 26 2,600 Credicorp, Ltd. Common Stocks G2519Y108 211 26,000 SH x 32 26,000 172 21,250 SH x x 34 21,250 Everest Re Group, Ltd. Common Stocks G3223R108 2,082 31,300 SH x x 21 31,300 5,187 77,970 SH x 32 77,970 Global Crossing, Ltd. Common Stocks G3921A100 2,667 202,735 SH x x 11 202,735 287 21,300 SH x 32 21,300 IPC Holdings, Ltd. Common Stocks G4933P101 3,244 145,000 SH x x 3 145,000 Loral Space & Communications, Ltd. Common Stocks G56462107 2,008 917,050 SH x 32 917,050 933 426,200 SH x x 50 426,200 Marvell Technology Group, Ltd. New Common Stocks G5876H105 437 36,194 SH x x 21 36,194 469 38,889 SH x 32 38,889 RenaissanceRe Holdings, Ltd. Common Stocks G7496G103 4,537 64,800 SH x x 3 64,800 456 4,142 SH x x 19 4,142 7,021 100,288 SH x 32 100,288 343 4,900 SH x x 49 4,900 Santa Fe International Corp. Common Stocks G7805C108 3,123 96,100 SH x x 3 96,100 131 4,400 SH x x 12 4,400 1,219 37,500 SH x x 21 37,500 7,449 229,200 SH x 32 229,200 1,635 50,300 SH x x 51 50,300 Scottish Annuity & Life Holdings, Ltd. Common Stocks G7885T104 101 7,000 SH x x 54 7,000 Tommy Hilfiger Corp. Common Stocks G8915Z102 4,160 323,700 SH x 32 323,700 3,293 256,300 SH x x 47 256,300 235 18,300 SH x x 49 18,300 Transocean Sedco Forex, Inc. Common Stocks G90078109 669 13,700 SH x x 4 13,700 110 1,900 SH x x 13 1,900 3,602 83,100 SH x x 19 83,100 605 13,950 SH x x 28 13,950 16,111 371,650 SH x 32 371,650 971 22,400 SH x x 51 22,400 TyCom, Ltd. New Common Stocks G9144B106 23 1,700 SH x x 1 1,700 XL Capital, Ltd. Class A Common Stocks G98255105 3,804 50,000 SH x x 3 50,000 4,785 62,900 SH x 32 62,900 UBS AG Common Stocks H8920G155 0 1 SH x x 24 1 0 2 SH x x 28 2 1 7 SH x 32 7 Millicom International Cellular SA Common Stocks L6388F102 504 25,500 SH x x 9 25,500 632 32,000 SH x 32 32,000 AudioCodes, Ltd. Common Stocks M15342104 833 93,900 SH x 32 93,900 550 62,000 SH x x 51 62,000 Check Point Software Technologies, Ltd. Common Stocks M22465104 257 5,400 SH x x 30 5,400 5,607 118,050 SH x 32 118,050 1,979 37,150 SH x x 35 37,150 2,104 39,700 SH x x 45 39,700
Precise Software Solutions, Ltd. Common Stocks M41450103 103 7,700 SH x x 12 7,700 2,240 148,100 SH x 32 148,100 1,473 97,400 SH x x 51 97,400 Metalink, Ltd. New Common Stocks M69897102 666 85,300 SH x 32 85,300 712 91,100 SH x x 47 91,100 Orbotech, Ltd. Common Stocks M75253100 937 30,175 SH x x 9 30,175 361 7,379 SH x x 19 7,379 1,945 62,614 SH x 32 62,614 93 3,003 SH x x 34 3,003 184 5,200 SH x x 36 5,200 RADWARE, Ltd. Common Stocks M81873107 205 18,100 SH x 32 18,100 259 20,800 SH x x 35 20,800 Taro Pharmaceutical Industries, Ltd. Common Stocks M8737E108 499 11,400 SH x 32 11,400 306 6,400 SH x x 35 6,400 ASM International N.V. Common Stocks N07045102 498 17,889 SH x x 19 17,889 1,243 70,285 SH x 32 70,285 ASM Lithography Holding Common Stocks N07059111 1,638 48,000 SH x x 20 48,000 3,355 154,694 SH x 32 154,694 278 12,817 SH x x 48 12,817 Banco Latinoamericano de Exportaciones SA Class E Common Stocks P16994132 1,485 48,100 SH x x 9 48,100 Panamerican Beverages, Inc. Class A Common Stocks P74823108 1,042 58,700 SH x x 9 58,700 1,095 55,300 SH x x 28 55,300 1,481 84,400 SH x 32 84,400 ASE Test, Ltd. Common Stocks Y02516105 268 22,000 SH x 32 22,000 430 29,000 SH x x 36 29,000 Creative Technology, Ltd. Common Stocks Y1775U107 94 6,000 SH x x 20 6,000 2,338 216,467 SH x x 27 216,467 342 31,000 SH x x 28 31,000 1,926 193,860 SH x 32 193,860 Flextronics International, Ltd. Common Stocks Y2573F102 6,690 446,000 SH x 32 446,000 2,432 162,120 SH x x 46 162,120 OMI Corp. Common Stocks Y6476W104 107 16,500 SH x x 54 16,500
Rows: 7,965 MV: 19,277,874 -----END PRIVACY-ENHANCED MESSAGE-----