COMPANY SYMBOL PERIOD Z_SCORE ----------------------------------------------------------------- ACE LTD ACE 2000-12-31 = 0.679883737372413 ACE LTD ACE 2001-12-31 = 0.409244869098858 ACE LTD ACE 2002-09-30 = 0.387549359401956 ACE LTD ACE 2002-12-31 = 0.303515092527794 ACE LTD ACE 2003-03-31 = 0.404358760160095 ACE LTD ACE 2003-06-30 = 0.485199127682023 ACE LTD ACE 2003-09-30 = 0.498758711436113 A E S CORP AES 2002-09-30 = -0.2372737416803 A E S CORP AES 2002-12-31 = -0.926230828406064 A E S CORP AES 2003-03-31 = -0.885356303648516 A E S CORP AES 2003-06-30 = -0.887790105547073 A E S CORP AES 2003-09-30 = -0.490086932841727 ALLEGHENY ENERGY INC AYE 2001-09-30 = 0.225919327638347 ALLEGHENY ENERGY INC AYE 2001-12-31 = -0.241908134420491 ALLEGHENY ENERGY INC AYE 2002-03-31 = -0.240377628141693 ALLEGHENY ENERGY INC AYE 2002-06-30 = -0.137785685984442 ALLEGHENY ENERGY INC AYE 2002-12-31 = -2.8122819834596 ALLEGHENY ENERGY INC AYE 2003-03-31 = -2.57233155024124 ALLEGHENY ENERGY INC AYE 2003-06-30 = -3.0096707535929 ALLEGHENY ENERGY INC AYE 2003-09-30 = -2.71103584338527 ALLIED WASTE INDUSTRIES I AW 2000-12-31 = 0.394273806372083 ALLIED WASTE INDUSTRIES I AW 2001-12-31 = 0.375708980118245 ALLIED WASTE INDUSTRIES I AW 2002-09-30 = -0.0497003732177256 ALLIED WASTE INDUSTRIES I AW 2002-12-31 = -0.00885523054175463 ALLIED WASTE INDUSTRIES I AW 2003-03-31 = -0.0927591637960045 ALLIED WASTE INDUSTRIES I AW 2003-06-30 = -0.0604513542903758 ALLIED WASTE INDUSTRIES I AW 2003-09-30 = -0.00385718493691431 AMERICAN ELEC PWR CO INC AEP 2000-12-31 = -0.127008583952391 AMERICAN ELEC PWR CO INC AEP 2001-12-31 = 0.0438302643649993 AMERICAN ELEC PWR CO INC AEP 2002-06-30 = -0.0194452730572256 AMERICAN ELEC PWR CO INC AEP 2002-12-31 = -0.368814935449951 AMERICAN ELEC PWR CO INC AEP 2003-03-31 = 0.506827786194542 AMERICAN ELEC PWR CO INC AEP 2003-06-30 = 0.567823721832679 AMERICAN ELEC PWR CO INC AEP 2003-09-30 = 0.684938050774953 AMERICAN EXPRESS CO AXP 2000-12-31 = 0.442718002067189 AMERICAN EXPRESS CO AXP 2001-12-31 = 0.374361232303222 AMERICAN EXPRESS CO AXP 2002-09-30 = 0.354463792881667 AMERICAN EXPRESS CO AXP 2002-12-31 = 0.323003812287903 AMERICAN EXPRESS CO AXP 2003-03-31 = 0.337998865939066 AMERICAN EXPRESS CO AXP 2003-06-30 = 0.339749780817522 AMERICAN EXPRESS CO AXP 2003-09-30 = 0.335883697039152 American International Gr AIG 2001-12-31 = 0.547403392790259 American International Gr AIG 2002-09-30 = 0.472557433673686 American International Gr AIG 2002-12-31 = 0.423462751527051 American International Gr AIG 2003-03-31 = 0.454662946092794 American International Gr AIG 2003-06-30 = 0.462603434724638 American International Gr AIG 2003-09-30 = 0.453947009206132 AMSOUTH BANCORP ASO 2000-12-31 = 0.478918245485196 AMSOUTH BANCORP ASO 2001-12-31 = 0.521731830000494 AMSOUTH BANCORP ASO 2002-09-30 = 0.379770625480785 AMSOUTH BANCORP ASO 2002-12-31 = 0.375393856152961 AMSOUTH BANCORP ASO 2003-03-31 = 0.366400465269181 AMSOUTH BANCORP ASO 2003-06-30 = 0.356981484338634 AMSOUTH BANCORP ASO 2003-09-30 = 0.357900109073937 ANADARKO PETROLEUM CORP APC 2001-12-31 = 0.536185624540444 AON CORP AOC 2002-09-30 = 0.684132317635247 AON CORP AOC 2003-03-31 = 0.680842661188921 AON CORP AOC 2003-06-30 = 0.667438571000984 Apartment Investment and AIV 2000-12-31 = 0.676124026467439 Apartment Investment and AIV 2001-12-31 = 0.638290334596676 Apartment Investment and AIV 2002-09-30 = 0.344247641029321 Apartment Investment and AIV 2002-12-31 = 0.280614259351161 Apartment Investment and AIV 2003-03-31 = 0.258831303686166 Apartment Investment and AIV 2003-06-30 = 0.239237028937613 Apartment Investment and AIV 2003-09-30 = 0.1894602855047 AT & T Corp. T 2000-12-31 = 0.124928551257058 AT & T Corp. T 2001-12-31 = 0.38362086604269 AT & T Corp. T 2002-09-30 = 0.0172889040998671 AT & T Corp. T 2003-03-31 = -0.505759453315212 AT & T Corp. T 2003-06-30 = -0.376785363848355 AT & T Corp. T 2003-09-30 = -0.344854768079207 AUTOZONE INC NEVADA AZO 2003-05-10 = 0.678024976964182 AUTOZONE INC NEVADA AZO 2003-11-22 = 0.404522893361722 AVAYA INC AV 2000-09-30 = 0.698167764951714 AVAYA INC AV 2001-09-30 = 0.144709188497278 AVAYA INC AV 2002-09-30 = 0.309150628688735 AVAYA INC AV 2002-12-31 = 0.590165777337738 AVAYA INC AV 2003-03-31 = 0.531232399111866 BANK OF AMERICA CORP BAC 2000-12-31 = 0.55404704774805 BANK OF AMERICA CORP BAC 2001-12-31 = 0.522103893499975 BANK OF AMERICA CORP BAC 2002-12-31 = 0.372531274930258 BANK OF AMERICA CORP BAC 2003-03-31 = 0.372075821504867 BANK OF AMERICA CORP BAC 2003-06-30 = 0.339914498385857 BANK OF AMERICA CORP BAC 2003-09-30 = 0.358939378436871 Bank of New York Co BK 2000-12-31 = 0.49101292134817 Bank of New York Co BK 2001-12-31 = 0.480022171033819 Bank of New York Co BK 2002-09-30 = 0.301397695363411 Bank of New York Co BK 2002-12-31 = 0.3163490516766 Bank of New York Co BK 2003-03-31 = 0.341696070759723 Bank of New York Co BK 2003-06-30 = 0.292832663357981 Bank of New York Co BK 2003-09-30 = 0.307817040562394 BANK ONE CORP ONE 2000-12-31 = 0.288172990021071 BANK ONE CORP ONE 2001-12-31 = 0.404330143218535 BANK ONE CORP ONE 2002-09-30 = 0.284820979277359 BANK ONE CORP ONE 2002-12-31 = 0.356737073223753 BANK ONE CORP ONE 2003-03-31 = 0.297421389164613 BANK ONE CORP ONE 2003-06-30 = 0.268224542725039 BANK ONE CORP ONE 2003-09-30 = 0.33296935293616 BB&T CORPORATION BBT 2000-12-31 = 0.415187251183307 BB&T CORPORATION BBT 2001-12-31 = 0.453847491229243 BB&T CORPORATION BBT 2002-09-30 = 0.320424771614694 BB&T CORPORATION BBT 2002-12-31 = 0.31783119779255 BB&T CORPORATION BBT 2003-03-31 = 0.33083635815711 BB&T CORPORATION BBT 2003-06-30 = 0.333308946091052 BB&T CORPORATION BBT 2003-09-30 = 0.302860067769385 BEAR STEARNS COS INC BSC 2000-11-30 = 0.319869489129566 BEAR STEARNS COS INC BSC 2001-11-30 = 0.25891595686983 BEAR STEARNS COS INC BSC 2002-11-30 = 0.130723872281224 BEAR STEARNS COS INC BSC 2003-02-28 = 0.132347962655506 BEAR STEARNS COS INC BSC 2003-05-31 = 0.130564354790857 BEAR STEARNS COS INC BSC 2003-08-31 = 0.135486407622764 BOEING CO BA 2003-06-30 = 0.625891759830576 BOEING CO BA 2003-09-30 = 0.669926164732826 Broadcom Corporation BRCM 2001-12-31 = 0.367134727280168 Broadcom Corporation BRCM 2002-12-31 = -9.12038708133801 Broadcom Corporation BRCM 2003-03-31 = -4.77867595345787 Broadcom Corporation BRCM 2003-06-30 = -11.8930289852195 Broadcom Corporation BRCM 2003-09-30 = -7.66670717858563 CALPINE CORPORATION CPN 2002-09-30 = 0.584451981121788 CALPINE CORPORATION CPN 2002-12-31 = 0.0358159173852675 CALPINE CORPORATION CPN 2003-03-31 = -0.0431516805831695 CALPINE CORPORATION CPN 2003-06-30 = 0.409014147901851 CAPITAL ONE FNCL CORP COF 2002-12-31 = 0.506521025734521 CAPITAL ONE FNCL CORP COF 2003-03-31 = 0.553864310801599 CAPITAL ONE FNCL CORP COF 2003-06-30 = 0.549345067510092 CAPITAL ONE FNCL CORP COF 2003-09-30 = 0.541403702478716 CENDANT CORP CD 2001-12-31 = 0.665322194881094 CENDANT CORP CD 2002-09-30 = 0.569812750075222 CENDANT CORP CD 2002-12-31 = 0.453809734439247 CENDANT CORP CD 2003-06-30 = 0.629934237792191 CENDANT CORP CD 2003-09-30 = 0.617866438471367 CENTERPOINT ENERGY INC CNP 2002-09-30 = -1.11112891311641 CENTERPOINT ENERGY INC CNP 2002-12-31 = -0.382828300115202 CENTERPOINT ENERGY INC CNP 2003-03-31 = 0.0115186079180966 CENTERPOINT ENERGY INC CNP 2003-06-30 = -0.0844358762231051 CENTERPOINT ENERGY INC CNP 2003-09-30 = 0.049433303577256 CHARLES SCHWAB CORP SCH 2000-12-31 = 0.579628184481173 CHARLES SCHWAB CORP SCH 2001-12-31 = 0.367933808841106 CHARLES SCHWAB CORP SCH 2002-09-30 = 0.394723896688281 CHARLES SCHWAB CORP SCH 2002-12-31 = 0.338570698119509 CHARLES SCHWAB CORP SCH 2003-03-31 = 0.36968349866508 CHARLES SCHWAB CORP SCH 2003-06-30 = 0.382405689647932 CHARLES SCHWAB CORP SCH 2003-09-30 = 0.377485488312756 CHARTER ONE FINANCIAL INC CF 2000-12-31 = 0.41008185302982 CHARTER ONE FINANCIAL INC CF 2001-12-31 = 0.379393525206546 CHARTER ONE FINANCIAL INC CF 2002-09-30 = 0.202526590346529 CHARTER ONE FINANCIAL INC CF 2002-12-31 = 0.200942433390054 CHARTER ONE FINANCIAL INC CF 2003-03-31 = 0.204425277865775 CHARTER ONE FINANCIAL INC CF 2003-06-30 = 0.216190169589813 CHARTER ONE FINANCIAL INC CF 2003-09-30 = 0.221607580093319 CIENA Corporation CIEN 2002-10-31 = -0.849528144954967 CIENA Corporation CIEN 2003-01-31 = -0.0916436964756036 CIENA Corporation CIEN 2003-04-30 = -0.228552212834758 CIENA Corporation CIEN 2003-07-31 = -0.0649172907510691 CIENA Corporation CIEN 2003-10-31 = -0.925121221274357 CIGNA CORP CI 2000-12-31 = 0.490554106381219 CIGNA CORP CI 2001-12-31 = 0.531774660224288 CIGNA CORP CI 2002-12-31 = 0.412923573253606 CIGNA CORP CI 2003-03-31 = 0.442341760875281 CIGNA CORP CI 2003-06-30 = -0.0439415004728158 CIGNA CORP CI 2003-09-30 = 0.441587221951529 CINERGY CORP CIN 2000-12-31 = 0.53213598778045 CINERGY CORP CIN 2001-12-31 = 0.655206031059777 CINERGY CORP CIN 2002-12-31 = 0.598063156163565 CINERGY CORP CIN 2003-03-31 = 0.699356346569272 CINERGY CORP CIN 2003-06-30 = 0.677931041505122 CINERGY CORP CIN 2003-09-30 = 0.509518865100304 CITIGROUP INC C 2001-12-31 = 0.649244141569967 CITIGROUP INC C 2002-12-31 = 0.385128229520613 CITIGROUP INC C 2003-03-31 = 0.393455836808671 CITIGROUP INC C 2003-06-30 = 0.392010905992858 CITIGROUP INC C 2003-09-30 = 0.395709664400471 Citizens Communications C CZN 2001-12-31 = -0.271527363111569 CLEAR CHANNEL COMM INC CCU 2002-09-30 = -1.21073207564574 CLEAR CHANNEL COMM INC CCU 2002-12-31 = -0.96294589129739 CLEAR CHANNEL COMM INC CCU 2003-03-31 = -0.967397178951926 CLEAR CHANNEL COMM INC CCU 2003-06-30 = -0.736821782525947 CLEAR CHANNEL COMM INC CCU 2003-09-30 = -0.259221711452753 C M S ENERGY CORP CMS 2000-12-31 = 0.106087681655694 C M S ENERGY CORP CMS 2001-12-31 = -0.281933407497327 C M S ENERGY CORP CMS 2002-09-30 = -0.147038046319114 C M S ENERGY CORP CMS 2002-12-31 = -0.685969965303498 C M S ENERGY CORP CMS 2003-03-31 = -0.238677757192559 C M S ENERGY CORP CMS 2003-06-30 = 0.429084803080589 C M S ENERGY CORP CMS 2003-09-30 = 0.5254879631952 COCA COLA ENTERPRISES INC CCE 2000-12-31 = 0.447901675803431 COCA COLA ENTERPRISES INC CCE 2001-12-31 = -0.112477692783782 COCA COLA ENTERPRISES INC CCE 2002-12-31 = 0.157350753525214 COCA COLA ENTERPRISES INC CCE 2003-03-28 = 0.144727198721995 COCA COLA ENTERPRISES INC CCE 2003-06-27 = 0.266125785529985 COCA COLA ENTERPRISES INC CCE 2003-09-26 = 0.304311173389114 Comcast Corporation CMCSA 2002-12-31 = 0.122075822199059 Comcast Corporation CMCSA 2003-03-31 = 0.376817729099322 Comcast Corporation CMCSA 2003-06-30 = 0.410587928144067 Comcast Corporation CMCSA 2003-09-30 = 0.602931115216323 COMERICA INC CMA 2000-12-31 = 0.650103179312147 COMERICA INC CMA 2001-12-31 = 0.53197091338441 COMERICA INC CMA 2002-09-30 = 0.336867060627082 COMERICA INC CMA 2002-12-31 = 0.375106160277276 COMERICA INC CMA 2003-03-31 = 0.357914562867479 COMERICA INC CMA 2003-06-30 = 0.344755281051596 COMERICA INC CMA 2003-09-30 = 0.371308469301014 Constellation Energy Grou CEG 2001-12-31 = 0.17441700021638 CORNING INC GLW 2001-12-31 = -2.1956925092024 CORNING INC GLW 2002-12-31 = -0.424763640512283 CORNING INC GLW 2003-03-31 = 0.0947371098939267 CORNING INC GLW 2003-06-30 = 0.146071769491537 CORNING INC GLW 2003-09-30 = 0.359025596288574 Countrywide Financial Cor CFC 2002-06-30 = 0.632116748411726 Countrywide Financial Cor CFC 2002-09-30 = 0.301471218403212 Countrywide Financial Cor CFC 2002-12-31 = 0.614189248896084 Countrywide Financial Cor CFC 2003-03-31 = 0.334341814103121 Countrywide Financial Cor CFC 2003-06-30 = 0.303933976867416 Countrywide Financial Cor CFC 2003-09-30 = 0.44151550441049 DEERE & CO DE 2000-10-31 = 0.595461588809995 DELPHI CORP DPH 2003-09-30 = 0.692976810091437 DELUXE CORP DLX 2001-12-31 = 0.601818722246855 DELUXE CORP DLX 2002-09-30 = -2.6330747922473 DELUXE CORP DLX 2003-03-31 = -2.17007881683264 DELUXE CORP DLX 2003-06-30 = -4.005943278666 DELUXE CORP DLX 2003-09-30 = -4.80568366212444 Devon Energy Corporation DVN 2001-12-31 = 0.543990504481426 Devon Energy Corporation DVN 2002-09-30 = 0.43585401570784 Devon Energy Corporation DVN 2002-12-31 = 0.498704908399585 DOMINION RESOURCES INC VA D 2000-12-31 = 0.452109404735455 DOMINION RESOURCES INC VA D 2001-12-31 = 0.409002869996447 DOMINION RESOURCES INC VA D 2002-09-30 = 0.115932556283862 DOMINION RESOURCES INC VA D 2002-12-31 = 0.39959573383598 DOMINION RESOURCES INC VA D 2003-03-31 = 0.513059075215842 DOMINION RESOURCES INC VA D 2003-06-30 = 0.54790862845828 DOMINION RESOURCES INC VA D 2003-09-30 = 0.416278990148618 DOW JONES & CO INC DJ 2001-12-31 = 0.301763205060531 DOW JONES & CO INC DJ 2002-09-30 = 0.188553335148684 DOW JONES & CO INC DJ 2002-12-31 = 0.14603124766681 DOW JONES & CO INC DJ 2003-06-30 = 0.408157525895945 DOW JONES & CO INC DJ 2003-09-30 = 0.467511025016582 DTE Energy Co DTE 2002-12-31 = 0.645087825241839 DTE Energy Co DTE 2003-06-30 = 0.619155788581265 DUKE ENERGY CORP DUK 2002-06-30 = 0.479823864539047 Dynegy Inc DYN 2002-06-30 = -0.369555940561032 Dynegy Inc DYN 2002-12-31 = 0.2304396181152 Dynegy Inc DYN 2003-03-31 = 0.48958612478501 Dynegy Inc DYN 2003-06-30 = -0.19771772190427 Dynegy Inc DYN 2003-09-30 = 0.241307051488168 EASTMAN CHEMICAL CO EMN 2003-09-30 = 0.663771846423565 EDISON INTERNATIONAL INC EIX 2000-12-31 = -1.11917879398611 EDISON INTERNATIONAL INC EIX 2002-09-30 = 0.632081580756359 EDISON INTERNATIONAL INC EIX 2002-12-31 = 0.282508147352199 EDISON INTERNATIONAL INC EIX 2003-03-31 = 0.311481462519684 EDISON INTERNATIONAL INC EIX 2003-06-30 = 0.31750983258682 EDISON INTERNATIONAL INC EIX 2003-09-30 = 0.515606050745871 EL PASO CORP EP 2000-12-31 = 0.536099882016275 EL PASO CORP EP 2001-12-31 = 0.657320316211189 EL PASO CORP EP 2002-12-31 = 0.413219770278362 EL PASO CORP EP 2003-03-31 = 0.696205268265019 EL PASO CORP EP 2003-09-30 = 0.60044120279374 EXELON CORP EXC 2002-12-31 = 0.287146985365124 EXELON CORP EXC 2003-03-31 = 0.267145397606356 EXELON CORP EXC 2003-06-30 = 0.257455059971849 EXELON CORP EXC 2003-09-30 = 0.206941180008558 Express Scripts, Inc. ESRX 2000-12-31 = 0.671643907331699 FEDERAL NATL MORTGAGE FNM 2002-12-31 = 0.478401421317548 FEDERAL NATL MORTGAGE FNM 2003-03-31 = 0.220923168779245 FEDERAL NATL MORTGAGE FNM 2003-06-30 = 0.207663782792802 FEDERAL NATL MORTGAGE FNM 2003-09-30 = 0.208646610736512 Fifth Third Bancorp FITB 2000-12-31 = 0.637931220904593 Fifth Third Bancorp FITB 2001-12-31 = 0.573446964792468 Fifth Third Bancorp FITB 2002-09-30 = 0.426724849752239 Fifth Third Bancorp FITB 2002-12-31 = 0.424896855157609 Fifth Third Bancorp FITB 2003-03-31 = 0.419200652585198 Fifth Third Bancorp FITB 2003-06-30 = 0.410323498515772 Fifth Third Bancorp FITB 2003-09-30 = 0.414840872858984 FIRST TENNESSEE NATL CORP FTN 2000-12-31 = 0.508407279630215 FIRST TENNESSEE NATL CORP FTN 2001-12-31 = 0.499063014714118 FIRST TENNESSEE NATL CORP FTN 2002-09-30 = 0.329635078625041 FIRST TENNESSEE NATL CORP FTN 2002-12-31 = 0.329924588967592 FIRST TENNESSEE NATL CORP FTN 2003-03-31 = 0.337388454178832 FIRST TENNESSEE NATL CORP FTN 2003-06-30 = 0.302094578913997 FIRSTENERGY CORP FE 2001-12-31 = 0.341892522172254 FIRSTENERGY CORP FE 2002-09-30 = 0.183947742122158 FIRSTENERGY CORP FE 2002-12-31 = -0.037648983700438 FIRSTENERGY CORP FE 2003-03-31 = 0.0796901800945467 FIRSTENERGY CORP FE 2003-06-30 = 0.0693608624437987 FIRSTENERGY CORP FE 2003-09-30 = 0.386915017590936 Fiserv, Inc. FISV 2000-12-31 = -0.455246534359899 Fiserv, Inc. FISV 2001-12-31 = -0.219890010302768 Fiserv, Inc. FISV 2002-12-31 = -0.53228812391961 Fiserv, Inc. FISV 2003-03-31 = -0.586379161964967 Fiserv, Inc. FISV 2003-06-30 = -1.91360702319795 FLEETBOSTON FIN CORP FBF 2000-12-31 = 0.671649277560263 FLEETBOSTON FIN CORP FBF 2001-12-31 = 0.479885546653985 FLEETBOSTON FIN CORP FBF 2002-09-30 = 0.391404947361184 FLEETBOSTON FIN CORP FBF 2002-12-31 = 0.369932226805131 FLEETBOSTON FIN CORP FBF 2003-03-31 = 0.368974173779341 FLEETBOSTON FIN CORP FBF 2003-06-30 = 0.379396953299636 FLEETBOSTON FIN CORP FBF 2003-09-30 = 0.391869365672896 FLUOR CORP FLR 2000-12-31 = 0.326439989445887 FORD MOTOR COMPANY F 2001-12-31 = 0.327098455654344 FORD MOTOR COMPANY F 2002-09-30 = 0.478267430451568 FORD MOTOR COMPANY F 2002-12-31 = 0.46740867834972 FORD MOTOR COMPANY F 2003-03-31 = 0.200095354972625 FORD MOTOR COMPANY F 2003-06-30 = 0.35501912985715 FORD MOTOR COMPANY F 2003-09-30 = 0.271488248201069 F P L GROUP INC FPL 2002-12-31 = 0.488900052034137 F P L GROUP INC FPL 2003-03-31 = 0.377496390928995 F P L GROUP INC FPL 2003-06-30 = 0.590092528344749 FREEPORT MCMORAN C&G-CL B FCX 2002-09-30 = 0.493197134584472 FREEPORT MCMORAN C&G-CL B FCX 2002-12-31 = 0.650549710203237 GENERAL ELECTRIC CO GE 2001-12-31 = -0.772751202662665 GENERAL ELECTRIC CO GE 2002-12-31 = -0.623087699735572 GENERAL ELECTRIC CO GE 2003-03-31 = -0.42666042145487 GENERAL ELECTRIC CO GE 2003-06-30 = 0.184545005815795 GENERAL ELECTRIC CO GE 2003-09-30 = -0.398750012098572 GENERAL MILLS INCORPORATE GIS 2002-05-26 = 0.31961106395648 GENERAL MOTORS CORP GM 2000-12-31 = 0.266699448641656 GENERAL MOTORS CORP GM 2001-12-31 = 0.0274536456474717 GENERAL MOTORS CORP GM 2002-09-30 = -0.0887623881547452 GENERAL MOTORS CORP GM 2002-12-31 = -0.0817863005915472 GENERAL MOTORS CORP GM 2003-03-31 = -0.171834575854809 GENERAL MOTORS CORP GM 2003-06-30 = 0.156021710486683 GENERAL MOTORS CORP GM 2003-09-30 = 0.605814119387704 Georgia-Pacific Corp GP 2001-12-29 = 0.640006469875135 Georgia-Pacific Corp GP 2002-09-28 = 0.677849082034825 Georgia-Pacific Corp GP 2002-12-28 = 0.489984599783069 Georgia-Pacific Corp GP 2003-06-28 = 0.613896346089256 Georgia-Pacific Corp GP 2003-09-27 = 0.600442998147955 Georgia-Pacific Corp GP 2004-01-03 = 0.636899990711553 GOLDEN WEST FNCL CORP GDW 2000-12-31 = 0.525191905896235 GOLDEN WEST FNCL CORP GDW 2001-12-31 = 0.584616725848756 GOLDEN WEST FNCL CORP GDW 2002-09-30 = 0.354863874319085 GOLDEN WEST FNCL CORP GDW 2002-12-31 = 0.363651564548179 GOLDEN WEST FNCL CORP GDW 2003-03-31 = 0.357561192413148 GOLDEN WEST FNCL CORP GDW 2003-06-30 = 0.361838497414255 GOLDEN WEST FNCL CORP GDW 2003-09-30 = 0.356799360930491 GOLDMAN SACHS GROUP INC GS 2000-11-24 = 0.597579313527702 GOLDMAN SACHS GROUP INC GS 2001-11-30 = 0.530655426408268 GOLDMAN SACHS GROUP INC GS 2002-11-29 = 0.18024640942579 GOLDMAN SACHS GROUP INC GS 2003-02-28 = 0.179899277843703 GOLDMAN SACHS GROUP INC GS 2003-05-30 = 0.173649771997674 GOLDMAN SACHS GROUP INC GS 2003-08-29 = 0.181856055165814 HARRAHS ENTERTAINMENT INC HET 2000-12-31 = 0.554638438058977 HARRAHS ENTERTAINMENT INC HET 2002-12-31 = 0.673157674898747 Hartford Financial Servic HIG 2000-12-31 = 0.215568354890799 Hartford Financial Servic HIG 2001-12-31 = 0.179187765353308 Hartford Financial Servic HIG 2002-12-31 = 0.20104122872766 Hartford Financial Servic HIG 2003-03-31 = 0.0702833209207578 Hartford Financial Servic HIG 2003-06-30 = 0.174141907388837 Hartford Financial Servic HIG 2003-09-30 = 0.168153292707664 HILTON HOTELS CORP HLT 2001-12-31 = 0.138745617422069 HILTON HOTELS CORP HLT 2002-12-31 = -0.875376194151318 Huntington Bancshares Incorporated HBAN 2000-12-31 = 0.297091030608592 Huntington Bancshares Incorporated HBAN 2001-12-31 = 0.209322036849308 Huntington Bancshares Incorporated HBAN 2002-09-30 = 0.167931248945892 Huntington Bancshares Incorporated HBAN 2002-12-31 = 0.149315370503663 Huntington Bancshares Incorporated HBAN 2003-03-31 = 0.163524096135503 Huntington Bancshares Incorporated HBAN 2003-06-30 = 0.168500558289963 Huntington Bancshares Incorporated HBAN 2003-09-30 = 0.156952650453256 INGERSOLL-RAND CO LTD IR 2002-09-30 = 0.532385852306075 INTERPUBLIC GRP OF COS IPG 2001-12-31 = 0.170664864758498 INTERPUBLIC GRP OF COS IPG 2002-09-30 = 0.307844221787697 INTERPUBLIC GRP OF COS IPG 2002-12-31 = 0.100463245689695 INTERPUBLIC GRP OF COS IPG 2003-03-31 = 0.608797703771616 INTERPUBLIC GRP OF COS IPG 2003-06-30 = 0.582429580785617 INTERPUBLIC GRP OF COS IPG 2003-09-30 = -0.0102296569453796 JP MORGAN CHASE AND CO JPM 2000-12-31 = 0.429216727804327 JP MORGAN CHASE AND CO JPM 2001-12-31 = 0.347522916299439 JP MORGAN CHASE AND CO JPM 2002-09-30 = 0.203806317216272 JP MORGAN CHASE AND CO JPM 2002-12-31 = 0.185813460183324 JP MORGAN CHASE AND CO JPM 2003-03-31 = 0.2145975965293 JP MORGAN CHASE AND CO JPM 2003-06-30 = 0.213068276768647 JP MORGAN CHASE AND CO JPM 2003-09-30 = 0.216860672958412 JEFFERSON PILOT CORPORATI JP 2000-12-31 = 0.698802250878456 JEFFERSON PILOT CORPORATI JP 2001-12-31 = 0.63802702762549 JEFFERSON PILOT CORPORATI JP 2002-09-30 = 0.191290721016885 JEFFERSON PILOT CORPORATI JP 2002-12-31 = 0.453694591466364 JEFFERSON PILOT CORPORATI JP 2003-03-31 = 0.471499916236909 JEFFERSON PILOT CORPORATI JP 2003-06-30 = 0.487575420883886 JEFFERSON PILOT CORPORATI JP 2003-09-30 = 0.480238865594303 JOHN HANCOCK FINANCIAL SV JHF 2000-12-31 = 0.19170303767474 JOHN HANCOCK FINANCIAL SV JHF 2001-12-31 = 0.176281234404477 JOHN HANCOCK FINANCIAL SV JHF 2002-09-30 = 0.143327322864652 JOHN HANCOCK FINANCIAL SV JHF 2002-12-31 = 0.131931562584645 JOHN HANCOCK FINANCIAL SV JHF 2003-03-31 = 0.158931289076322 JOHN HANCOCK FINANCIAL SV JHF 2003-06-30 = 0.175344641942753 JOHN HANCOCK FINANCIAL SV JHF 2003-09-30 = 0.169850803232638 JOHNSON CONTROLS INC JCI 2002-12-31 = 0.431944475669394 JOHNSON CONTROLS INC JCI 2003-03-31 = 0.463668871183042 JOHNSON CONTROLS INC JCI 2003-06-30 = 0.368476091918409 JOHNSON CONTROLS INC JCI 2003-12-31 = 0.66447420947818 KELLOGG CO K 2002-09-28 = 0.335295948953385 KELLOGG CO K 2002-12-28 = 0.155787846672533 KELLOGG CO K 2003-03-29 = -0.111697909956912 KELLOGG CO K 2003-06-28 = 0.430555283512102 KELLOGG CO K 2003-09-27 = 0.620621048944808 KEYCORP KEY 2000-12-31 = 0.57866035403945 KEYCORP KEY 2001-12-31 = 0.455231990915765 KEYCORP KEY 2002-09-30 = 0.381280362697211 KEYCORP KEY 2002-12-31 = 0.379697586935977 KEYCORP KEY 2003-03-31 = 0.373228367896915 KEYCORP KEY 2003-06-30 = 0.384151026133315 KEYCORP KEY 2003-09-30 = 0.389717147215986 KEYSPAN CORP KSE 2000-12-31 = 0.582629410123238 KEYSPAN CORP KSE 2002-12-31 = 0.635158947935189 KEYSPAN CORP KSE 2003-09-30 = 0.656049054290688 KINDER MORGAN INC KMI 2000-12-31 = 0.0111287281476731 KINDER MORGAN INC KMI 2001-12-31 = 0.373861677012785 KINDER MORGAN INC KMI 2002-12-31 = 0.246676454545471 KINDER MORGAN INC KMI 2003-03-31 = 0.488959812066095 KINDER MORGAN INC KMI 2003-06-30 = 0.587879854578236 KINDER MORGAN INC KMI 2003-09-30 = 0.628734957932247 Lehman Brothers Holding I LEH 2000-11-30 = 0.168796859778259 Lehman Brothers Holding I LEH 2001-11-30 = 0.572277662872219 Lehman Brothers Holding I LEH 2002-11-30 = 0.181193708493312 Lehman Brothers Holding I LEH 2003-02-28 = 0.179788574284484 Lehman Brothers Holding I LEH 2003-05-31 = 0.164554803174051 Lehman Brothers Holding I LEH 2003-08-31 = 0.179396923437556 LINCOLN NATIONAL CORP LNC 2000-12-31 = 0.249172324613077 LINCOLN NATIONAL CORP LNC 2001-12-31 = 0.25537371925405 LINCOLN NATIONAL CORP LNC 2002-12-31 = 0.2114378536389 LINCOLN NATIONAL CORP LNC 2003-03-31 = 0.213402238716882 LINCOLN NATIONAL CORP LNC 2003-06-30 = 0.223477205915784 LINCOLN NATIONAL CORP LNC 2003-09-30 = 0.208150600892255 LOEWS CORP LTR 2000-12-31 = -0.700281157061261 LOEWS CORP LTR 2001-12-31 = -0.267001368588455 LOEWS CORP LTR 2002-12-31 = -3.8699891611574 LUCENT TECHNOLOGIES INC LU 2001-09-30 = -3.1519601178932 LUCENT TECHNOLOGIES INC LU 2002-09-30 = -4.28646114660391 LUCENT TECHNOLOGIES INC LU 2002-12-31 = -3.7176869274468 LUCENT TECHNOLOGIES INC LU 2003-03-31 = -4.20125222422369 LUCENT TECHNOLOGIES INC LU 2003-06-30 = -3.51141329278517 LUCENT TECHNOLOGIES INC LU 2003-09-30 = -3.64069385378186 LUCENT TECHNOLOGIES INC LU 2003-12-31 = -3.93461136364369 MARSHALL & ILSLEY CORP MI 2000-12-31 = 0.567556749162532 MARSHALL & ILSLEY CORP MI 2001-12-31 = 0.582009745020485 MARSHALL & ILSLEY CORP MI 2002-09-30 = 0.440672880491771 MARSHALL & ILSLEY CORP MI 2002-12-31 = 0.425360559661088 MARSHALL & ILSLEY CORP MI 2003-03-31 = 0.432513738344052 MARSHALL & ILSLEY CORP MI 2003-06-30 = 0.436867932704893 MARSHALL & ILSLEY CORP MI 2003-09-30 = 0.44622039250085 M B I A INC MBI 2000-12-31 = 0.385482085178667 M B I A INC MBI 2001-12-31 = 0.364085584190565 M B I A INC MBI 2002-12-31 = 0.339703042062369 MCCORMICK & CO INC MKC 2000-11-30 = 0.11164355647762 MELLON FINANCIAL CORP MEL 2000-12-31 = 0.647937734868965 MELLON FINANCIAL CORP MEL 2002-09-30 = 0.688441564992661 MELLON FINANCIAL CORP MEL 2002-12-31 = 0.690948602978414 MELLON FINANCIAL CORP MEL 2003-03-31 = 0.688725233322441 MELLON FINANCIAL CORP MEL 2003-06-30 = 0.651216403540444 Merrill Lynch and Co Inc MER 2000-12-29 = 0.571566261744293 Merrill Lynch and Co Inc MER 2001-12-28 = 0.470595442295171 Merrill Lynch and Co Inc MER 2002-12-27 = 0.389097182361119 Merrill Lynch and Co Inc MER 2003-03-28 = 0.236215198397875 Merrill Lynch and Co Inc MER 2003-05-08 = 0.235126620484061 Merrill Lynch and Co Inc MER 2003-06-27 = 0.237002671642518 Merrill Lynch and Co Inc MER 2003-09-26 = 0.241786068893119 METLIFE INC MET 2000-12-31 = 0.199819242099141 METLIFE INC MET 2001-12-31 = 0.106844003910517 METLIFE INC MET 2002-09-30 = 0.0744958715657132 METLIFE INC MET 2002-12-31 = 0.180048031560432 METLIFE INC MET 2003-03-31 = 0.134002203342831 METLIFE INC MET 2003-06-30 = 0.130527802841818 METLIFE INC MET 2003-09-30 = 0.154138110378204 Monster Worldwide Inc. MNST 2002-09-30 = 0.44590196839375 Monster Worldwide Inc. MNST 2002-12-31 = -0.142454962190357 Monster Worldwide Inc. MNST 2003-03-31 = -2.347598581739 Monster Worldwide Inc. MNST 2003-06-30 = -1.66919234177617 Monster Worldwide Inc. MNST 2003-09-30 = -1.4398111709865 MOODY S CORP MCO 2002-12-31 = 0.194591357042726 MORGAN STANLEY MWD 2002-12-31 = 0.054716006234232 NATIONAL CITY CORPORATION NCC 2000-12-31 = 0.488835906049943 NATIONAL CITY CORPORATION NCC 2001-12-31 = 0.414865209543397 NATIONAL CITY CORPORATION NCC 2002-09-30 = 0.268573507059032 NATIONAL CITY CORPORATION NCC 2002-12-31 = 0.255231873673171 NATIONAL CITY CORPORATION NCC 2003-03-31 = 0.27724387760625 NATIONAL CITY CORPORATION NCC 2003-06-30 = 0.291076598953095 NATIONAL CITY CORPORATION NCC 2003-09-30 = 0.278204807833185 NATIONAL CITY CORPORATION NCC 2003-12-31 = 0.324463742470576 NAVISTAR INTL CORP NAV 2000-10-31 = 0.59069179292508 NAVISTAR INTL CORP NAV 2001-10-31 = 0.658982277136727 NAVISTAR INTL CORP NAV 2002-10-31 = -0.67854024281402 NAVISTAR INTL CORP NAV 2003-01-31 = -0.427069255513355 NAVISTAR INTL CORP NAV 2003-04-30 = -0.200870285476365 NAVISTAR INTL CORP NAV 2003-07-31 = -0.275196254793821 NAVISTAR INTL CORP NAV 2003-10-31 = -0.209551907809373 Nextel Communications, Inc. NXTL 2000-12-31 = 0.400314685775167 Nextel Communications, Inc. NXTL 2001-12-31 = -1.60139581988575 Nextel Communications, Inc. NXTL 2002-12-31 = 0.104624033469658 Nextel Communications, Inc. NXTL 2003-03-31 = -0.380112011357681 Nextel Communications, Inc. NXTL 2003-06-30 = -0.241617205576148 Nextel Communications, Inc. NXTL 2003-09-30 = -0.103884573718645 NICOR INC GAS 2000-12-31 = 0.369684568742389 NICOR INC GAS 2002-12-31 = 0.326852598010078 NICOR INC GAS 2003-03-31 = 0.475978146458106 NICOR INC GAS 2003-06-30 = 0.500457321590464 NICOR INC GAS 2003-09-30 = 0.42527625289604 NISOURCE INC NI 2000-12-31 = -0.0897811313196323 NISOURCE INC NI 2001-12-31 = -0.0136019561389925 NISOURCE INC NI 2002-09-30 = -0.58297226272091 NISOURCE INC NI 2002-12-31 = -0.219696886460843 NISOURCE INC NI 2003-03-31 = -0.0888629297132767 NISOURCE INC NI 2003-06-30 = -0.413000034299418 NISOURCE INC NI 2003-09-30 = -0.0485875779280324 NORTH FORK BANCORP INC NFB 2000-12-31 = 0.631517436876525 NORTH FORK BANCORP INC NFB 2001-12-31 = 0.620078451014494 NORTH FORK BANCORP INC NFB 2002-09-30 = 0.402292837744774 NORTH FORK BANCORP INC NFB 2002-12-31 = 0.391351496430458 NORTH FORK BANCORP INC NFB 2003-03-31 = 0.381857286758499 NORTH FORK BANCORP INC NFB 2003-06-30 = 0.385032765297435 NORTH FORK BANCORP INC NFB 2003-09-30 = 0.418492286193628 Northern Trust Corporation NTRS 2000-12-31 = 0.681353609893545 Northern Trust Corporation NTRS 2001-12-31 = 0.594089754047128 Northern Trust Corporation NTRS 2002-12-31 = 0.352801568332944 Northern Trust Corporation NTRS 2003-03-31 = 0.386342667657413 Northern Trust Corporation NTRS 2003-06-30 = 0.356055744013324 Northern Trust Corporation NTRS 2003-09-30 = 0.356207672749571 OMNICOM GROUP INC OMC 2000-12-31 = 0.446572751925715 OMNICOM GROUP INC OMC 2001-12-31 = 0.510050379950385 OMNICOM GROUP INC OMC 2002-09-30 = 0.609437899829388 OMNICOM GROUP INC OMC 2002-12-31 = 0.398639410215628 OMNICOM GROUP INC OMC 2003-03-31 = 0.670258697205834 PACCAR Inc. PCAR 2000-12-31 = 0.521074272909779 PACCAR Inc. PCAR 2001-12-31 = 0.599114463504935 PACCAR Inc. PCAR 2002-12-31 = 0.479996179973511 PACCAR Inc. PCAR 2003-03-31 = 0.595733257346258 Parametric Technology Corporation PMTC 2000-09-30 = -0.399930600008144 Parametric Technology Corporation PMTC 2001-09-30 = -2.0245623703391 Parametric Technology Corporation PMTC 2002-09-30 = -3.98383160753857 Parametric Technology Corporation PMTC 2002-12-28 = -4.33241009711886 Parametric Technology Corporation PMTC 2003-03-29 = -4.51250606552922 Parametric Technology Corporation PMTC 2003-06-28 = -5.53675336337273 Parametric Technology Corporation PMTC 2003-09-30 = -6.52824236468643 Parametric Technology Corporation PMTC 2004-01-03 = -6.93800513636534 PEOPLES ENERGY CORP PGL 2000-09-30 = 0.591680252896467 PEOPLES ENERGY CORP PGL 2002-09-30 = 0.190424847200812 PEOPLES ENERGY CORP PGL 2002-12-31 = 0.203900215381368 PEOPLES ENERGY CORP PGL 2003-03-31 = 0.69228908909887 PEPSI BOTTLING GROUP PBG 2003-03-22 = 0.274397875422501 PEPSI BOTTLING GROUP PBG 2003-06-14 = 0.570409439059323 P G & E CORP HLDG CO PCG 2000-12-31 = -2.04895577641309 P G & E CORP HLDG CO PCG 2002-12-31 = -0.397812459563047 P G & E CORP HLDG CO PCG 2003-03-31 = -0.172318060764004 P G & E CORP HLDG CO PCG 2003-06-30 = 0.09984500534155 PINNACLE WEST CAP CORP PNW 2003-03-31 = 0.535688742421425 PITNEY BOWES INC PBI 2003-03-31 = -1.42583253265763 PMC - Sierra, Inc. PMCS 2001-12-31 = -5.17146932509877 PMC - Sierra, Inc. PMCS 2002-12-31 = -0.729096329401303 PMC - Sierra, Inc. PMCS 2003-03-30 = -0.454509766894972 PMC - Sierra, Inc. PMCS 2003-06-29 = 0.229620625361536 PMC - Sierra, Inc. PMCS 2003-09-28 = -0.0216718179550927 PNC Financial Services Gr PNC 2000-12-31 = 0.692354059058276 PNC Financial Services Gr PNC 2001-12-31 = 0.520980490521265 PNC Financial Services Gr PNC 2002-09-30 = 0.508781180084159 PNC Financial Services Gr PNC 2002-12-31 = 0.526553949524456 PNC Financial Services Gr PNC 2003-03-31 = 0.509630441632393 PNC Financial Services Gr PNC 2003-06-30 = 0.511845975648725 PNC Financial Services Gr PNC 2003-09-30 = 0.504958346576092 PPL CORPORATION PPL 2002-09-30 = 0.351962870032169 PPL CORPORATION PPL 2002-12-31 = 0.197678249675619 PPL CORPORATION PPL 2003-03-31 = 0.436589100452162 PRINCIPAL FINANCIAL GROUP PFG 2000-12-31 = 0.40134097514806 PRINCIPAL FINANCIAL GROUP PFG 2001-12-31 = 0.120875821219072 PRINCIPAL FINANCIAL GROUP PFG 2002-12-31 = 0.0942383657658605 PRINCIPAL FINANCIAL GROUP PFG 2003-03-31 = 0.107279729488588 PRINCIPAL FINANCIAL GROUP PFG 2003-06-30 = 0.11913839004945 PRINCIPAL FINANCIAL GROUP PFG 2003-09-30 = 0.118793746931303 PROGRESS ENERGY INC PGN 2000-12-31 = 0.0465549004962643 PROGRESS ENERGY INC PGN 2002-09-30 = 0.627118462475178 PROGRESS ENERGY INC PGN 2003-06-30 = 0.595044738322528 PROLOGIS TRUST PLD 2003-09-30 = 0.576658877443175 PROVIDIAN FINANCIAL CORP PVN 2001-12-31 = 0.5335108842694 PROVIDIAN FINANCIAL CORP PVN 2002-09-30 = 0.57712107683634 PROVIDIAN FINANCIAL CORP PVN 2002-12-31 = 0.597246547076456 PROVIDIAN FINANCIAL CORP PVN 2003-03-31 = 0.590679586293743 PROVIDIAN FINANCIAL CORP PVN 2003-06-30 = 0.636668998065868 PRUDENTIAL FINANCIAL INC PRU 2000-12-31 = 0.390383690241134 PRUDENTIAL FINANCIAL INC PRU 2001-12-31 = 0.0740378458112374 PRUDENTIAL FINANCIAL INC PRU 2002-09-30 = 0.0926591613508804 PRUDENTIAL FINANCIAL INC PRU 2002-12-31 = 0.0776082774526033 PRUDENTIAL FINANCIAL INC PRU 2003-03-31 = 0.102167194779843 PRUDENTIAL FINANCIAL INC PRU 2003-06-30 = 0.0932056316907594 PRUDENTIAL FINANCIAL INC PRU 2003-09-30 = 0.0739942254385276 Public Service Enterprise PEG 2000-12-31 = 0.271402820770033 Public Service Enterprise PEG 2001-12-31 = 0.552993785219408 Public Service Enterprise PEG 2002-12-31 = 0.329983485686092 Public Service Enterprise PEG 2003-03-31 = 0.479686794882651 Public Service Enterprise PEG 2003-06-30 = 0.379533785003397 Public Service Enterprise PEG 2003-09-30 = 0.55301849209006 QWEST COMM INTL INC Q 2001-06-30 = 0.159265526716056 QWEST COMM INTL INC Q 2001-09-30 = 0.607380555689417 QWEST COMM INTL INC Q 2001-12-31 = 0.435685937055735 QWEST COMM INTL INC Q 2002-03-31 = 0.45710694028868 QWEST COMM INTL INC Q 2002-12-31 = -9.4453977609827 QWEST COMM INTL INC Q 2003-03-31 = -5.17328802719294 QWEST COMM INTL INC Q 2003-06-30 = -4.77125326387815 QWEST COMM INTL INC Q 2003-09-30 = -4.09898652066807 REGIONS FINANCIAL CORP RF 2000-12-31 = 0.451233992433972 REGIONS FINANCIAL CORP RF 2001-12-31 = 0.468202376671178 REGIONS FINANCIAL CORP RF 2002-09-30 = 0.34078709534583 REGIONS FINANCIAL CORP RF 2002-12-31 = 0.344634170829116 REGIONS FINANCIAL CORP RF 2003-03-31 = 0.348299348452264 REGIONS FINANCIAL CORP RF 2003-06-30 = 0.350503967956682 REGIONS FINANCIAL CORP RF 2003-09-30 = 0.362714463275455 RJ REYNOLDS TOBACCO HLDGS RJR 2003-09-30 = -2.29839376975847 RYDER SYSTEM INC R 2000-12-31 = 0.683046501706293 SABRE HOLDINGS CORP TSG 2000-12-31 = 0.0266145578692139 SAFECO Corporation SAFC 2000-12-31 = 0.660042315518407 SAFECO Corporation SAFC 2001-12-31 = 0.0512776839189863 SAFECO Corporation SAFC 2002-12-31 = 0.372130667366175 SAFECO Corporation SAFC 2003-03-31 = 0.38586786603731 SAFECO Corporation SAFC 2003-06-30 = 0.571676430351838 SAFECO Corporation SAFC 2003-09-30 = 0.506101539561122 Sanmina-SCI Corporation SANM 2002-09-28 = -0.496771932855169 SCHLUMBERGER LTD SLB 2002-12-31 = 0.61111115737641 SEALED AIR CORP NEW SEE 2002-12-31 = -0.824497698334992 SEALED AIR CORP NEW SEE 2003-03-31 = 0.65443017750935 SEMPRA ENERGY SRE 2000-12-31 = 0.431502688453235 SEMPRA ENERGY SRE 2002-09-30 = 0.497332864131283 SEMPRA ENERGY SRE 2002-12-31 = 0.532276054862342 SEMPRA ENERGY SRE 2003-03-31 = 0.563428805004465 SEMPRA ENERGY SRE 2003-06-30 = 0.544274657105897 SEMPRA ENERGY SRE 2003-09-30 = 0.471245757745345 SIMON PROPERTY GROUP INC SPG 2000-12-31 = 0.607973798486099 SIMON PROPERTY GROUP INC SPG 2001-12-31 = 0.532867993962501 SIMON PROPERTY GROUP INC SPG 2002-09-30 = 0.224633544256101 SIMON PROPERTY GROUP INC SPG 2002-12-31 = 0.244478979694925 SIMON PROPERTY GROUP INC SPG 2003-03-31 = 0.194867996614842 SIMON PROPERTY GROUP INC SPG 2003-06-30 = 0.20000991728012 SIMON PROPERTY GROUP INC SPG 2003-09-30 = 0.129706321476543 SLM CORP SLM 2000-12-31 = 0.661884852989555 SLM CORP SLM 2001-12-31 = 0.551584811775198 SLM CORP SLM 2002-09-30 = 0.203273244731229 SLM CORP SLM 2002-12-31 = 0.30284005756281 SLM CORP SLM 2003-03-31 = 0.340625266125917 SLM CORP SLM 2003-06-30 = 0.329035980864591 SOLECTRON CORP SLR 2003-05-31 = -2.35689692743063 SOUTHERN CO SO 2002-12-31 = 0.600995004112377 SOUTHERN CO SO 2003-03-31 = 0.651079288503965 SouthTrust Corporation SOTR 2000-12-31 = 0.455728683744591 SouthTrust Corporation SOTR 2001-12-31 = 0.45647785848138 SouthTrust Corporation SOTR 2002-12-31 = 0.342218312156773 SouthTrust Corporation SOTR 2003-03-31 = 0.339875131364926 SouthTrust Corporation SOTR 2003-06-30 = 0.34351767383847 SouthTrust Corporation SOTR 2003-09-30 = 0.347427133401703 Sprint Corp FON 2000-12-31 = 0.362030130647746 Sprint Corp FON 2001-12-31 = -0.581670689064746 Sprint Corp FON 2002-09-30 = 0.359052533570308 Sprint Corp FON 2002-12-31 = 0.214783966753161 Sprint Corp FON 2003-03-31 = 0.670950137802014 Sprint Corp FON 2003-06-30 = 0.63791277780138 Sprint Corp FON 2003-09-30 = 0.521780325916187 ST PAUL COS INC SPC 2001-12-31 = 0.165509734835122 ST PAUL COS INC SPC 2002-12-31 = 0.479845496987666 ST PAUL COS INC SPC 2003-03-31 = 0.489569450567152 ST PAUL COS INC SPC 2003-06-30 = 0.536543452464688 ST PAUL COS INC SPC 2003-09-30 = 0.536396694716085 Starwood Hotels and Resor HOT 2000-12-31 = 0.471144924128831 Starwood Hotels and Resor HOT 2001-12-31 = 0.23359650258408 Starwood Hotels and Resor HOT 2002-09-30 = 0.00935694743449056 Starwood Hotels and Resor HOT 2002-12-31 = -0.185985236166655 Starwood Hotels and Resor HOT 2003-03-31 = -0.260023018441965 Starwood Hotels and Resor HOT 2003-06-30 = 0.449646209368463 Starwood Hotels and Resor HOT 2003-09-30 = 0.627176100196507 SUNTRUST BANKS INC STI 2000-12-31 = 0.497650469150962 SUNTRUST BANKS INC STI 2001-12-31 = 0.469140323051474 SUNTRUST BANKS INC STI 2002-09-30 = 0.306816403048044 SUNTRUST BANKS INC STI 2002-12-31 = 0.295463171975828 SUNTRUST BANKS INC STI 2003-03-31 = 0.295325096656106 SUNTRUST BANKS INC STI 2003-06-30 = 0.303330792891374 SUNTRUST BANKS INC STI 2003-09-30 = 0.29487893455056 SYNOVUS FINANCIAL CORP SNV 2000-12-31 = 0.571006790916476 SYNOVUS FINANCIAL CORP SNV 2001-12-31 = 0.590524469382344 SYNOVUS FINANCIAL CORP SNV 2002-09-30 = 0.417755593432185 SYNOVUS FINANCIAL CORP SNV 2002-12-31 = 0.426540421149422 SYNOVUS FINANCIAL CORP SNV 2003-03-31 = 0.402999209527973 SYNOVUS FINANCIAL CORP SNV 2003-06-30 = 0.40285875448227 SYNOVUS FINANCIAL CORP SNV 2003-09-30 = 0.414891767662802 TECO ENERGY INC TE 2000-12-31 = -0.298220180633694 TECO ENERGY INC TE 2001-12-31 = 0.44001666538295 TECO ENERGY INC TE 2003-06-30 = 0.615227570019559 TECO ENERGY INC TE 2003-09-30 = -0.0475764437266464 TEMPLE INLAND INC TIN 2000-12-30 = -3.85792938321668 TEMPLE INLAND INC TIN 2001-12-29 = -3.79680652717626 TEMPLE INLAND INC TIN 2002-09-28 = -3.8071184950821 TEMPLE INLAND INC TIN 2002-12-28 = -3.90278220989824 TEMPLE INLAND INC TIN 2003-03-29 = -3.93906594493874 TEMPLE INLAND INC TIN 2003-06-28 = 0.436132898605594 TEMPLE INLAND INC TIN 2003-09-27 = -3.68866405823569 TRANSOCEAN INC RIG 2002-12-31 = -0.760837136075915 TXU CORP TXU 2000-12-31 = -0.025382699485367 TXU CORP TXU 2001-12-31 = 0.212491226907854 TXU CORP TXU 2002-03-31 = 0.0647140554106246 TXU CORP TXU 2002-06-30 = 0.251711383862882 TXU CORP TXU 2002-12-31 = -0.00713889751625479 TXU CORP TXU 2003-03-31 = 0.0853042885333146 TXU CORP TXU 2003-06-30 = -0.0608629082052983 TXU CORP TXU 2003-09-30 = 0.150503179775643 TYCO INTL LTD TYC 2001-09-30 = 0.0309483355826402 TYCO INTL LTD TYC 2002-09-30 = 0.589770252391203 TYCO INTL LTD TYC 2002-12-31 = 0.610433248812733 US BANCORP USB 2000-12-31 = 0.657268054475235 US BANCORP USB 2001-12-31 = 0.516016302760118 US BANCORP USB 2002-09-30 = 0.431174163922897 US BANCORP USB 2002-12-31 = 0.427358750141161 US BANCORP USB 2003-03-31 = 0.43650241537862 US BANCORP USB 2003-06-30 = 0.422367790831742 US BANCORP USB 2003-09-30 = 0.447677087060331 UNION PLANTERS CORP UPC 2000-12-31 = 0.443730131668709 UNION PLANTERS CORP UPC 2001-12-31 = 0.481122578544566 UNION PLANTERS CORP UPC 2002-12-31 = 0.315599968546276 UNION PLANTERS CORP UPC 2003-03-31 = 0.311039749194972 UNION PLANTERS CORP UPC 2003-06-30 = 0.31228199428012 UNION PLANTERS CORP UPC 2003-09-30 = 0.331806409839073 UNISYS CORP UIS 2000-12-31 = 0.602943567078762 UNISYS CORP UIS 2001-12-31 = -0.00783511710479412 UNISYS CORP UIS 2002-09-30 = 0.129140249879733 UNISYS CORP UIS 2002-12-31 = 0.00169079649686094 UNISYS CORP UIS 2003-03-31 = 0.0348901967507763 UNISYS CORP UIS 2003-06-30 = 0.120432920718028 UNISYS CORP UIS 2003-09-30 = 0.182446282072313 UNITEDHEALTH GROUP INC UNH 2002-09-30 = 0.39189548098053 UNITEDHEALTH GROUP INC UNH 2002-12-31 = 0.260744084381179 UNITEDHEALTH GROUP INC UNH 2003-03-31 = 0.499674069560853 UNITEDHEALTH GROUP INC UNH 2003-06-30 = 0.691201588402493 United States Steel Corp X 2003-09-30 = 0.443043565465601 UnumProvident Corp UNM 2002-09-30 = 0.583661551553015 UnumProvident Corp UNM 2002-12-31 = 0.649173790706638 UnumProvident Corp UNM 2003-03-31 = 0.457005648943484 UnumProvident Corp UNM 2003-06-30 = 0.539550402344166 UnumProvident Corp UNM 2003-09-30 = 0.552787164262854 UST INC UST 2002-12-31 = -0.131763607119914 VERIZON COMMUNICATIONS VZ 2001-12-31 = 0.123099491412293 VERIZON COMMUNICATIONS VZ 2002-09-30 = 0.373893735456999 VERIZON COMMUNICATIONS VZ 2002-12-31 = 0.319569037787553 VERIZON COMMUNICATIONS VZ 2003-03-31 = 0.427612452642071 VERIZON COMMUNICATIONS VZ 2003-06-30 = 0.174594139157923 VERIZON COMMUNICATIONS VZ 2003-09-30 = 0.282097825057354 VISTEON CORP VC 2003-09-30 = 0.642352106235579 WACHOVIA CORP WB 2000-12-31 = 0.290933839246458 WACHOVIA CORP WB 2001-12-31 = 0.273148460208034 WACHOVIA CORP WB 2002-09-30 = 0.213529919170486 WACHOVIA CORP WB 2002-12-31 = 0.211708451143621 WACHOVIA CORP WB 2003-03-31 = 0.219288872535959 WACHOVIA CORP WB 2003-06-30 = 0.212937538620173 WACHOVIA CORP WB 2003-09-30 = 0.207179106671379 WASHINGTON MUTUAL INC WM 2001-12-31 = 0.47490684541439 WASHINGTON MUTUAL INC WM 2002-09-30 = 0.312452055561867 WASHINGTON MUTUAL INC WM 2002-12-31 = 0.313457139913352 WASHINGTON MUTUAL INC WM 2003-03-31 = 0.313447245161813 WASHINGTON MUTUAL INC WM 2003-06-30 = 0.316272835899383 WASHINGTON MUTUAL INC WM 2003-09-30 = 0.315053777754986 WASTE MANAGEMENT INC WMI 2000-12-31 = 0.68192248951644 WASTE MANAGEMENT INC WMI 2002-12-31 = 0.690664848917318 WELLS FARGO & CO WFC 2000-12-31 = 0.541658687011343 WELLS FARGO & CO WFC 2001-12-31 = 0.46092740175015 WELLS FARGO & CO WFC 2002-12-31 = 0.334373024664317 WELLS FARGO & CO WFC 2003-03-31 = 0.325070340427984 WELLS FARGO & CO WFC 2003-06-30 = 0.339525023707014 WELLS FARGO & CO WFC 2003-09-30 = 0.327108116271701 Williams Companies Inc WMB 2000-12-31 = 0.584695366684924 Williams Companies Inc WMB 2001-12-31 = 0.498141017322186 Williams Companies Inc WMB 2002-09-30 = 0.271957787486348 Williams Companies Inc WMB 2002-12-31 = 0.516687168916533 Williams Companies Inc WMB 2003-03-31 = 0.0540564336920438 Williams Companies Inc WMB 2003-06-30 = 0.687786930497823 WYETH WYE 2000-12-31 = -0.173037080079728 XCEL ENERGY INC XEL 2001-12-31 = 0.565667884051422 XCEL ENERGY INC XEL 2002-09-30 = -2.24206650948933 XCEL ENERGY INC XEL 2002-12-31 = -1.73618218084215 XCEL ENERGY INC XEL 2003-03-31 = -1.53087992784056 XCEL ENERGY INC XEL 2003-06-30 = -0.198992070843601 XCEL ENERGY INC XEL 2003-09-30 = 0.643172600791117 XL CAPITAL LTD XL 2001-12-31 = 0.354680560605159 XL CAPITAL LTD XL 2002-09-30 = 0.492334963101209 XL CAPITAL LTD XL 2002-12-31 = 0.505162118036031 XL CAPITAL LTD XL 2003-03-31 = 0.524826543988845 XL CAPITAL LTD XL 2003-06-30 = 0.560839103761278 Yum! Brands Inc YUM 2000-12-30 = -0.521694419229054 Yum! Brands Inc YUM 2001-12-29 = -1.07462830893524 Yum! Brands Inc YUM 2002-12-28 = -0.570435830212235 Yum! Brands Inc YUM 2003-03-22 = -0.391235876160747 Yum! Brands Inc YUM 2003-06-14 = -0.327149390098887 Yum! Brands Inc YUM 2003-09-06 = -0.113673623354339 Zions Bancorporation ZION 2000-12-31 = 0.394746412870679 Zions Bancorporation ZION 2001-12-31 = 0.435396836300897 Zions Bancorporation ZION 2002-09-30 = 0.290832200717458 Zions Bancorporation ZION 2002-12-31 = 0.302883746310239 Zions Bancorporation ZION 2003-03-31 = 0.304941570166383 Zions Bancorporation ZION 2003-06-30 = 0.312719646691109 Zions Bancorporation ZION 2003-09-30 = 0.316080333037524