COMPANY SYMBOL PERIOD Z_SCORE ----------------------------------------------------------------- A E S CORP AES 2000-12-31 = 1.03511988363625 A E S CORP AES 2001-12-31 = 0.787143730720012 AFLAC INC AFL 2000-12-31 = 0.813006139355675 AFLAC INC AFL 2001-12-31 = 0.92367118486638 AFLAC INC AFL 2002-09-30 = 0.785751733015577 AFLAC INC AFL 2002-12-31 = 0.772743750113482 AFLAC INC AFL 2003-03-31 = 0.845513593841865 AFLAC INC AFL 2003-06-30 = 0.859321210749961 AFLAC INC AFL 2003-09-30 = 0.751554940185606 ALLEGHENY ENERGY INC AYE 2000-12-31 = 0.79828638106479 ALLSTATE CORP ALL 2000-12-31 = 1.05655539709581 ALLSTATE CORP ALL 2001-12-31 = 0.913171305875837 ALLSTATE CORP ALL 2002-09-30 = 0.811879047054122 ALLSTATE CORP ALL 2002-12-31 = 0.754708678213048 ALLSTATE CORP ALL 2003-03-31 = 0.852629183545968 ALLSTATE CORP ALL 2003-06-30 = 0.89419654792809 ALLSTATE CORP ALL 2003-09-30 = 0.859963989806928 AMBAC FINANCIAL GRP INC ABK 2002-09-30 = 1.04506379220203 AMBAC FINANCIAL GRP INC ABK 2002-12-31 = 1.06102761865083 AMBAC FINANCIAL GRP INC ABK 2003-03-31 = 0.981438483623854 AMBAC FINANCIAL GRP INC ABK 2003-06-30 = 1.06730350221766 AMBAC FINANCIAL GRP INC ABK 2003-09-30 = 1.04775855035236 AMEREN CORP AEE 2003-06-30 = 1.00540616928238 American International Gr AIG 2000-12-31 = 0.703608169178297 AMERICAN STANDARD COS INC ASD 2000-12-31 = 0.858549869052986 AMERICAN STANDARD COS INC ASD 2002-12-31 = 0.950571517016752 AMERICAN STANDARD COS INC ASD 2003-03-31 = 1.06623161062832 ANADARKO PETROLEUM CORP APC 2002-06-30 = 0.913502545993625 ANADARKO PETROLEUM CORP APC 2002-12-31 = 0.966668068917328 ANADARKO PETROLEUM CORP APC 2003-06-30 = 1.00002122849717 AON CORP AOC 2000-12-31 = 0.955825158038616 AON CORP AOC 2001-12-31 = 0.774208382102838 AON CORP AOC 2002-12-31 = 0.701450469649302 AON CORP AOC 2003-09-30 = 0.727425344636376 AUTOZONE INC NEVADA AZO 2002-11-23 = 0.773796960088359 AUTOZONE INC NEVADA AZO 2003-02-15 = 0.744317729884293 AVAYA INC AV 2003-06-30 = 0.900736 AVAYA INC AV 2003-12-31 = 0.768184289785032 BALL CORP BLL 2002-12-31 = 0.940705758636288 BOEING CO BA 2002-12-31 = 0.832830886865971 BOEING CO BA 2003-03-31 = 0.799102955083862 BURLINGTON NORTHERN SANTA BNI 2002-12-31 = 0.960085014301189 BURLINGTON NORTHERN SANTA BNI 2003-03-31 = 0.992361509272544 BURLINGTON NORTHERN SANTA BNI 2003-06-30 = 1.00400895896657 BURLINGTON NORTHERN SANTA BNI 2003-09-30 = 0.988964643617615 CALPINE CORPORATION CPN 2001-12-31 = 0.969974889394854 CALPINE CORPORATION CPN 2003-09-30 = 0.797912942899815 CAMPBELL SOUP CO CPB 2002-10-27 = 0.740222642036177 CAPITAL ONE FNCL CORP COF 2000-12-31 = 0.814802577753126 CAPITAL ONE FNCL CORP COF 2001-12-31 = 0.755579101477522 CENDANT CORP CD 2003-03-31 = 0.727339289883859 CHUBB CORP CB 2001-12-31 = 1.01686840093342 CHUBB CORP CB 2002-09-30 = 0.830233633397618 CHUBB CORP CB 2002-12-31 = 0.945864998525297 CHUBB CORP CB 2003-03-31 = 0.973753039084641 CHUBB CORP CB 2003-06-30 = 0.993990541197684 CHUBB CORP CB 2003-09-30 = 1.00836942631396 CIENA Corporation CIEN 2001-10-31 = 0.798849560026069 CINERGY CORP CIN 2002-09-30 = 0.741505748734679 CITIGROUP INC C 2000-12-31 = 0.726708968124971 Citizens Communications C CZN 2002-12-31 = 0.728312684443978 COMPUTER ASSC INTL INC CA 2002-03-31 = 1.02029898728801 COMPUTER ASSC INTL INC CA 2002-12-31 = 0.707858752617128 CONOCOPHILLIPS COP 2002-12-31 = 0.844693579996658 CONOCOPHILLIPS COP 2003-03-31 = 0.983045273699458 CONOCOPHILLIPS COP 2003-06-30 = 0.917920132944499 CONOCOPHILLIPS COP 2003-09-30 = 1.01647098493495 Constellation Energy Grou CEG 2003-03-31 = 1.05984171333771 Constellation Energy Grou CEG 2003-06-30 = 1.00030076766892 Countrywide Financial Cor CFC 2001-02-28 = 1.05833333163669 Countrywide Financial Cor CFC 2001-12-31 = 0.761409316002523 C S X CORP CSX 2000-12-29 = 1.00035280360854 C S X CORP CSX 2001-12-28 = 1.06102575117023 C S X CORP CSX 2003-06-27 = 1.02573156988032 C S X CORP CSX 2003-09-26 = 0.930435212781631 DELPHI CORP DPH 2001-12-31 = 0.855009318984493 DELPHI CORP DPH 2002-12-31 = 0.980446174738512 DELPHI CORP DPH 2003-03-31 = 1.05246856600551 DELPHI CORP DPH 2003-06-30 = 0.95411535666038 DELPHI CORP DPH 2003-12-31 = 0.916220099164402 DELUXE CORP DLX 2002-12-31 = 0.805915762077664 Devon Energy Corporation DVN 2003-03-31 = 0.860407944933465 Devon Energy Corporation DVN 2003-06-30 = 0.816243178629209 Devon Energy Corporation DVN 2003-09-30 = 1.05615126862533 DOW JONES & CO INC DJ 2000-12-31 = 0.900766678304951 DOW JONES & CO INC DJ 2003-03-31 = 0.90752737725368 DTE Energy Co DTE 2001-12-31 = 0.768417174426058 DTE Energy Co DTE 2002-09-30 = 0.713964054992544 DTE Energy Co DTE 2003-03-31 = 0.732576656126976 DTE Energy Co DTE 2003-09-30 = 0.715837548139513 DUKE ENERGY CORP DUK 2000-12-31 = 0.862684284462406 DUKE ENERGY CORP DUK 2002-12-31 = 0.712770011280995 DUKE ENERGY CORP DUK 2003-03-31 = 0.749378987071853 DUKE ENERGY CORP DUK 2003-06-30 = 0.830851042807853 DUKE ENERGY CORP DUK 2003-09-30 = 0.908095785448551 Dynegy Inc DYN 2000-12-31 = 0.859895455603172 Dynegy Inc DYN 2001-12-31 = 0.731816289104957 EDISON INTERNATIONAL INC EIX 2001-12-31 = 0.867795688874957 EL PASO CORP EP 2002-03-31 = 0.76826563916193 EL PASO CORP EP 2002-09-30 = 1.02794563837693 ENGELHARD CORP EC 2002-09-30 = 0.857326835837611 ENTERGY CORP HLDG CO ETR 2002-09-30 = 1.05337219366088 ENTERGY CORP HLDG CO ETR 2002-12-31 = 0.966311231516497 Equity Office Properties EOP 2002-09-30 = 0.872647047774458 Equity Office Properties EOP 2002-12-31 = 0.864502857479221 Equity Office Properties EOP 2003-03-31 = 0.830451652823836 Equity Office Properties EOP 2003-06-30 = 0.760878602598998 Equity Office Properties EOP 2003-09-30 = 0.723231941557149 EQUITY RESIDENTIAL EQR 2002-09-30 = 0.779555783261596 EQUITY RESIDENTIAL EQR 2002-12-31 = 0.762439637676979 EQUITY RESIDENTIAL EQR 2003-03-31 = 0.734078671381074 EQUITY RESIDENTIAL EQR 2003-06-30 = 0.74831986960011 EQUITY RESIDENTIAL EQR 2003-09-30 = 0.759320448956346 EXELON CORP EXC 2001-12-31 = 0.984272480274867 FIRST DATA CORP FDC 2002-12-31 = 0.976019772443586 FIRST DATA CORP FDC 2003-03-31 = 1.00041197136948 FIRST DATA CORP FDC 2003-06-30 = 1.0088809696549 FIRSTENERGY CORP FE 2000-12-31 = 0.784726177921593 F P L GROUP INC FPL 2001-12-31 = 0.988492322535883 F P L GROUP INC FPL 2002-09-30 = 0.831931615738772 F P L GROUP INC FPL 2003-09-30 = 0.854665788158689 FREEPORT MCMORAN C&G-CL B FCX 2000-12-31 = 0.991100854234838 FREEPORT MCMORAN C&G-CL B FCX 2001-12-31 = 1.06994712661849 GENERAL ELECTRIC CO GE 2000-12-31 = 1.00464750683742 GENERAL MILLS INCORPORATE GIS 2002-11-24 = 0.874763412046771 GENERAL MILLS INCORPORATE GIS 2003-02-23 = 0.943269981794088 GENERAL MILLS INCORPORATE GIS 2003-05-25 = 0.932826530395196 GENERAL MILLS INCORPORATE GIS 2003-08-24 = 1.04631408168939 Georgia-Pacific Corp GP 2000-12-30 = 0.963860793930309 Georgia-Pacific Corp GP 2003-03-29 = 0.715076875743445 HARRAHS ENTERTAINMENT INC HET 2002-09-30 = 0.739144460463865 HARRAHS ENTERTAINMENT INC HET 2003-03-31 = 0.720365825289254 HARRAHS ENTERTAINMENT INC HET 2003-06-30 = 0.752838771248481 HARRAHS ENTERTAINMENT INC HET 2003-09-30 = 0.805719357691191 HUMANA INC HUM 2000-12-31 = 0.838668184350738 INGERSOLL-RAND CO LTD IR 2003-03-31 = 1.01062706391956 INGERSOLL-RAND CO LTD IR 2003-06-30 = 1.04946693400518 ITT Industries Inc ITT 2000-12-31 = 0.986069555766534 KEYSPAN CORP KSE 2001-12-31 = 0.724943522630579 KEYSPAN CORP KSE 2003-03-31 = 0.925164745506263 KEYSPAN CORP KSE 2003-06-30 = 0.780799096347904 KIMBERLY CLARK CORP KMB 2003-03-31 = 0.96789610835454 KIMBERLY CLARK CORP KMB 2003-06-30 = 1.06005689663336 KROGER CO KR 2002-11-09 = 0.749261244377811 KROGER CO KR 2003-02-01 = 0.998936607035353 KROGER CO KR 2003-08-16 = 0.995074021782043 KROGER CO KR 2003-11-08 = 0.954881994700553 MARRIOTT INTL INC NEW MAR 2003-01-03 = 0.991390228903021 MARRIOTT INTL INC NEW MAR 2003-09-12 = 1.02269592653461 MBNA Corporation KRB 2000-12-31 = 0.991772023859406 MBNA Corporation KRB 2001-12-31 = 1.05409763350567 MBNA Corporation KRB 2002-09-30 = 0.71159201114121 MBNA Corporation KRB 2002-12-31 = 0.752088055451873 MBNA Corporation KRB 2003-03-31 = 0.732218554065011 MBNA Corporation KRB 2003-06-30 = 0.754527236030346 MBNA Corporation KRB 2003-09-30 = 0.798062326835747 MELLON FINANCIAL CORP MEL 2001-12-31 = 0.812769648677838 MELLON FINANCIAL CORP MEL 2003-09-30 = 0.770545984080433 NICOR INC GAS 2001-12-31 = 0.871694425131646 OMNICOM GROUP INC OMC 2003-06-30 = 0.77973626911756 OMNICOM GROUP INC OMC 2003-09-30 = 0.786640755677994 PACCAR Inc. PCAR 2003-06-30 = 0.768435559003379 PACCAR Inc. PCAR 2003-09-30 = 1.00738252113695 PEOPLES ENERGY CORP PGL 2001-09-30 = 0.753505147192158 PEOPLES ENERGY CORP PGL 2003-06-30 = 0.81480967675547 PEOPLES ENERGY CORP PGL 2003-09-30 = 0.819291667361093 PEOPLES ENERGY CORP PGL 2003-12-31 = 1.00631568727185 PEPSI BOTTLING GROUP PBG 2002-12-28 = 0.99648343645022 PEPSI BOTTLING GROUP PBG 2003-09-06 = 1.01959320128314 P G & E CORP HLDG CO PCG 2002-06-30 = 0.948070684849426 PINNACLE WEST CAP CORP PNW 2002-09-30 = 0.806016744700642 PINNACLE WEST CAP CORP PNW 2002-12-31 = 0.718593875980325 PINNACLE WEST CAP CORP PNW 2003-06-30 = 0.886916412640363 PINNACLE WEST CAP CORP PNW 2003-09-30 = 0.815139055224161 PITNEY BOWES INC PBI 2002-12-31 = 0.999220833026208 PPL CORPORATION PPL 2003-06-30 = 0.731478034650881 PPL CORPORATION PPL 2003-09-30 = 0.801070040125727 PROGRESS ENERGY INC PGN 2002-12-31 = 0.926970058774086 PROGRESS ENERGY INC PGN 2003-03-31 = 0.799469277090999 PROGRESS ENERGY INC PGN 2003-09-30 = 0.973449381503157 PROLOGIS TRUST PLD 2001-12-31 = 0.962792939976353 PROLOGIS TRUST PLD 2002-09-30 = 0.776610717813063 PROLOGIS TRUST PLD 2002-12-31 = 0.825213788301002 PROLOGIS TRUST PLD 2003-03-31 = 0.737062498560399 PROLOGIS TRUST PLD 2003-06-30 = 0.764734282434477 PROVIDIAN FINANCIAL CORP PVN 2000-12-31 = 0.925202563138578 PROVIDIAN FINANCIAL CORP PVN 2003-09-30 = 0.734648841355757 QUEST DIAGNOSTICS INC DGX 2000-12-31 = 0.788273662102292 QWEST COMM INTL INC Q 2000-12-31 = 1.05161078116573 RYDER SYSTEM INC R 2001-12-31 = 1.00848279530714 RYDER SYSTEM INC R 2003-09-30 = 1.01067968978029 SARA LEE CORP SLE 2003-03-29 = 0.978629902937401 S B C COMMUNICATIONS INC SBC 2002-09-30 = 1.06671903908183 SEMPRA ENERGY SRE 2001-12-31 = 0.70517066345622 SOLECTRON CORP SLR 2002-08-31 = 0.814018623723388 SOUTHERN CO SO 2002-09-30 = 0.875015825433242 SOUTHERN CO SO 2003-06-30 = 0.860314068451449 SOUTHERN CO SO 2003-09-30 = 1.06319954000099 ST PAUL COS INC SPC 2000-12-31 = 0.861628948421892 TECO ENERGY INC TE 2002-09-30 = 1.02505395766115 TECO ENERGY INC TE 2003-03-31 = 1.00583399647958 TORCHMARK CORP TMK 2002-09-30 = 1.00669686157891 TORCHMARK CORP TMK 2002-12-31 = 1.01701584374638 TORCHMARK CORP TMK 2003-03-31 = 0.95958023936537 TORCHMARK CORP TMK 2003-06-30 = 0.985486670808581 TORCHMARK CORP TMK 2003-09-30 = 1.00619436795963 TRANSOCEAN INC RIG 2003-03-31 = 0.946065948879632 UNITEDHEALTH GROUP INC UNH 2001-12-31 = 0.985997049679935 UNITEDHEALTH GROUP INC UNH 2003-09-30 = 0.776441131818336 United States Steel Corp X 2001-12-31 = 0.76531112192988 UnumProvident Corp UNM 2000-12-31 = 0.715037368159736 UnumProvident Corp UNM 2001-12-31 = 0.70439123113241 VERIZON COMMUNICATIONS VZ 2000-12-31 = 0.956013161276955 VISTEON CORP VC 2002-12-31 = 1.03257005764954 VISTEON CORP VC 2003-03-31 = 1.06403941951695 VISTEON CORP VC 2003-06-30 = 0.819884496741308 WASTE MANAGEMENT INC WMI 2001-12-31 = 0.835332336038699 WASTE MANAGEMENT INC WMI 2003-03-31 = 0.706884886327682 WASTE MANAGEMENT INC WMI 2003-06-30 = 0.87563842928829 WASTE MANAGEMENT INC WMI 2003-09-30 = 0.829982082272724 WEYERHAEUSER CO WY 2002-09-29 = 1.02162105907131 WEYERHAEUSER CO WY 2002-12-29 = 1.0396920156336 WEYERHAEUSER CO WY 2003-03-30 = 1.02126556831031 WHIRLPOOL CORP WHR 2002-12-31 = 1.03080274299478 Williams Companies Inc WMB 2003-09-30 = 0.792375103083484 XCEL ENERGY INC XEL 2000-12-31 = 0.723627041490618 XEROX CORP XRX 2001-12-31 = 0.988066635082173 XEROX CORP XRX 2003-03-31 = 1.02977315355782