COMPANY SYMBOL PERIOD Z_SCORE ----------------------------------------------------------------- ACE LTD ACE 2000-12-31 = 0.498484715106368 ACE LTD ACE 2001-12-31 = 0.381902305007389 ACE LTD ACE 2002-09-30 = 0.239722042814292 ACE LTD ACE 2002-12-31 = 0.200892710868344 ACE LTD ACE 2003-03-31 = 0.251179703670558 ACE LTD ACE 2003-06-30 = 0.300293387988555 ACE LTD ACE 2003-09-30 = 0.306164615626143 ADVANCED MICRO DVCS INC AMD 2002-12-29 = 0.505744176289557 ADVANCED MICRO DVCS INC AMD 2003-03-30 = 0.731611136393186 ADVANCED MICRO DVCS INC AMD 2003-06-29 = 0.703864148342414 ADVANCED MICRO DVCS INC AMD 2003-09-28 = 0.701141718666452 A E S CORP AES 2000-12-31 = 0.681601665487591 A E S CORP AES 2001-12-31 = 0.659351894470669 A E S CORP AES 2002-09-30 = 0.113149309064911 A E S CORP AES 2002-12-31 = -0.259609569943886 A E S CORP AES 2003-03-31 = -0.0659125419022365 A E S CORP AES 2003-06-30 = -0.0711442527628235 A E S CORP AES 2003-09-30 = 0.00379396327223628 AETNA INC AET 2002-12-31 = 0.724297153067453 AETNA INC AET 2003-03-31 = 0.773677881524811 AETNA INC AET 2003-06-30 = 0.766919018805744 AETNA INC AET 2003-09-30 = 0.766307784226898 AFLAC INC AFL 2000-12-31 = 0.640572619259784 AFLAC INC AFL 2001-12-31 = 0.685423493457719 AFLAC INC AFL 2002-09-30 = 0.427918129621379 AFLAC INC AFL 2002-12-31 = 0.41784985564781 AFLAC INC AFL 2003-03-31 = 0.455091536305948 AFLAC INC AFL 2003-06-30 = 0.459606146891319 AFLAC INC AFL 2003-09-30 = 0.40820713687985 Agilent Technologies Inc A 2003-07-31 = 0.527509947772281 Agilent Technologies Inc A 2003-10-31 = 0.68945803286324 ALCOA INC AA 2002-12-31 = 0.877934463086749 ALLEGHENY ENERGY INC AYE 2001-09-30 = 0.658333643923131 ALLEGHENY ENERGY INC AYE 2001-12-31 = 0.385077298543709 ALLEGHENY ENERGY INC AYE 2002-03-31 = 0.407490267372357 ALLEGHENY ENERGY INC AYE 2002-06-30 = 0.373305936350392 ALLEGHENY ENERGY INC AYE 2002-12-31 = -0.224870036983803 ALLEGHENY ENERGY INC AYE 2003-03-31 = -0.297903898504068 ALLEGHENY ENERGY INC AYE 2003-06-30 = -0.492801807180121 ALLEGHENY ENERGY INC AYE 2003-09-30 = -0.346757718732317 ALLIED WASTE INDUSTRIES I AW 2000-12-31 = 0.639401607145836 ALLIED WASTE INDUSTRIES I AW 2001-12-31 = 0.610641977584553 ALLIED WASTE INDUSTRIES I AW 2002-09-30 = 0.14775731658713 ALLIED WASTE INDUSTRIES I AW 2002-12-31 = 0.154738291489233 ALLIED WASTE INDUSTRIES I AW 2003-03-31 = 0.134059892318947 ALLIED WASTE INDUSTRIES I AW 2003-06-30 = 0.163376086872823 ALLIED WASTE INDUSTRIES I AW 2003-09-30 = 0.175958717359395 ALLSTATE CORP ALL 2000-12-31 = 0.771913611059229 ALLSTATE CORP ALL 2001-12-31 = 0.687654420198211 ALLSTATE CORP ALL 2002-09-30 = 0.435692024322975 ALLSTATE CORP ALL 2002-12-31 = 0.415820851297695 ALLSTATE CORP ALL 2003-03-31 = 0.460242722207456 ALLSTATE CORP ALL 2003-06-30 = 0.47784703781949 ALLSTATE CORP ALL 2003-09-30 = 0.461662020675825 AMBAC FINANCIAL GRP INC ABK 2000-12-31 = 0.718772433486748 AMBAC FINANCIAL GRP INC ABK 2001-12-31 = 0.689888716664643 AMBAC FINANCIAL GRP INC ABK 2002-09-30 = 0.517733495010401 AMBAC FINANCIAL GRP INC ABK 2002-12-31 = 0.532947130949196 AMBAC FINANCIAL GRP INC ABK 2003-03-31 = 0.488774996182737 AMBAC FINANCIAL GRP INC ABK 2003-06-30 = 0.533072992543018 AMBAC FINANCIAL GRP INC ABK 2003-09-30 = 0.522559829846091 AMERADA HESS CORP AHC 2002-12-31 = 0.823526168061372 AMEREN CORP AEE 2002-09-30 = 0.861495766838542 AMEREN CORP AEE 2002-12-31 = 0.611605369570792 AMEREN CORP AEE 2003-03-31 = 0.596506392349884 AMEREN CORP AEE 2003-06-30 = 0.601035714605591 AMEREN CORP AEE 2003-09-30 = 0.707000319091248 AMERICAN ELEC PWR CO INC AEP 2000-12-31 = 0.376128974350925 AMERICAN ELEC PWR CO INC AEP 2002-06-30 = 0.411757789268412 AMERICAN ELEC PWR CO INC AEP 2002-12-31 = 0.149711133038086 AMERICAN ELEC PWR CO INC AEP 2003-03-31 = 0.410298863574967 AMERICAN ELEC PWR CO INC AEP 2003-06-30 = 0.41296920129903 AMERICAN ELEC PWR CO INC AEP 2003-09-30 = 0.452337250935994 AMERICAN EXPRESS CO AXP 2000-12-31 = 0.368217760060618 AMERICAN EXPRESS CO AXP 2001-12-31 = 0.330116600930384 AMERICAN EXPRESS CO AXP 2002-09-30 = 0.211810822282507 AMERICAN EXPRESS CO AXP 2002-12-31 = 0.195341677764801 AMERICAN EXPRESS CO AXP 2003-03-31 = 0.202359464671443 AMERICAN EXPRESS CO AXP 2003-06-30 = 0.203873038434569 AMERICAN EXPRESS CO AXP 2003-09-30 = 0.201123218975816 American International Gr AIG 2000-12-31 = 0.472612728253633 American International Gr AIG 2001-12-31 = 0.371833792696607 American International Gr AIG 2002-09-30 = 0.26253386268564 American International Gr AIG 2002-12-31 = 0.230099690986109 American International Gr AIG 2003-03-31 = 0.246488464993875 American International Gr AIG 2003-06-30 = 0.251135055011437 American International Gr AIG 2003-09-30 = 0.245764108631219 AMERICAN STANDARD COS INC ASD 2002-12-31 = 0.678192944541364 AMERICAN STANDARD COS INC ASD 2003-03-31 = 0.687527711336149 AMERICAN STANDARD COS INC ASD 2003-06-30 = 0.825135749691791 AMERICAN STANDARD COS INC ASD 2003-09-30 = 0.839553412176363 AMSOUTH BANCORP ASO 2000-12-31 = 0.324123404543152 AMSOUTH BANCORP ASO 2001-12-31 = 0.336024458109205 AMSOUTH BANCORP ASO 2002-09-30 = 0.198066989256848 AMSOUTH BANCORP ASO 2002-12-31 = 0.194327629167338 AMSOUTH BANCORP ASO 2003-03-31 = 0.189479670546326 AMSOUTH BANCORP ASO 2003-06-30 = 0.184264307714554 AMSOUTH BANCORP ASO 2003-09-30 = 0.184304093136476 ANADARKO PETROLEUM CORP APC 2001-12-31 = 0.865974824200543 ANADARKO PETROLEUM CORP APC 2002-06-30 = 0.634592234526685 ANADARKO PETROLEUM CORP APC 2002-12-31 = 0.630519553504209 ANADARKO PETROLEUM CORP APC 2003-03-31 = 0.683824569524814 ANADARKO PETROLEUM CORP APC 2003-06-30 = 0.657649713607783 ANADARKO PETROLEUM CORP APC 2003-09-30 = 0.725350363928327 AON CORP AOC 2000-12-31 = 0.785147456397266 AON CORP AOC 2001-12-31 = 0.709556987329189 AON CORP AOC 2002-09-30 = 0.417468483371814 AON CORP AOC 2002-12-31 = 0.42702728570516 AON CORP AOC 2003-03-31 = 0.413799571145134 AON CORP AOC 2003-06-30 = 0.405328669020576 AON CORP AOC 2003-09-30 = 0.437919240920465 Apartment Investment and AIV 2000-12-31 = 0.523919512907201 Apartment Investment and AIV 2001-12-31 = 0.542388215606595 Apartment Investment and AIV 2002-09-30 = 0.260507678540172 Apartment Investment and AIV 2002-12-31 = 0.22627134106539 Apartment Investment and AIV 2003-03-31 = 0.217526290867449 Apartment Investment and AIV 2003-06-30 = 0.207537996623523 Apartment Investment and AIV 2003-09-30 = 0.182949084161995 AT & T Corp. T 2000-12-31 = 0.669414962885177 AT & T Corp. T 2001-12-31 = 0.581221233947411 AT & T Corp. T 2002-09-30 = 0.202517550008538 AT & T Corp. T 2003-03-31 = 0.0145802633773938 AT & T Corp. T 2003-06-30 = 0.049180677855379 AT & T Corp. T 2003-09-30 = 0.0475679889311694 AT&T Wireless Services In AWE 2002-09-30 = 0.649097346687792 AT&T Wireless Services In AWE 2002-12-31 = 0.703067219822095 AT&T Wireless Services In AWE 2003-03-31 = 0.770476911305226 AT&T Wireless Services In AWE 2003-06-30 = 0.783821518495214 AT&T Wireless Services In AWE 2003-09-30 = 0.788302759220686 AUTOMATIC DATA PROCESSING ADP 2003-12-31 = 0.748213475773999 AUTOZONE INC NEVADA AZO 2002-11-23 = 0.691034353597332 AUTOZONE INC NEVADA AZO 2003-02-15 = 0.634005869830374 AUTOZONE INC NEVADA AZO 2003-05-10 = 0.680221410176057 AUTOZONE INC NEVADA AZO 2003-11-22 = 0.594347786824712 AVAYA INC AV 2002-09-30 = -0.00241724403387222 AVAYA INC AV 2002-12-31 = 0.0930350109377237 AVAYA INC AV 2003-03-31 = 0.072732365417617 AVAYA INC AV 2003-06-30 = 0.180234666666667 AVAYA INC AV 2003-09-30 = 0.355716650895596 AVAYA INC AV 2003-12-31 = 0.184001292006607 BALL CORP BLL 2002-12-31 = 0.588002195471134 BALL CORP BLL 2003-03-30 = 0.701941016308109 BALL CORP BLL 2003-06-29 = 0.809536125201419 BALL CORP BLL 2003-09-28 = 0.84192881859658 BANK OF AMERICA CORP BAC 2000-12-31 = 0.355441683362442 BANK OF AMERICA CORP BAC 2001-12-31 = 0.334218628876293 BANK OF AMERICA CORP BAC 2002-12-31 = 0.192047240186043 BANK OF AMERICA CORP BAC 2003-03-31 = 0.191667068392548 BANK OF AMERICA CORP BAC 2003-06-30 = 0.175678220510021 BANK OF AMERICA CORP BAC 2003-09-30 = 0.184995521816566 Bank of New York Co BK 2000-12-31 = 0.335253597952144 Bank of New York Co BK 2001-12-31 = 0.319476503075877 Bank of New York Co BK 2002-09-30 = 0.161004500929754 Bank of New York Co BK 2002-12-31 = 0.16952196412359 Bank of New York Co BK 2003-03-31 = 0.181090834908623 Bank of New York Co BK 2003-06-30 = 0.156895848136382 Bank of New York Co BK 2003-09-30 = 0.165276858846199 BANK ONE CORP ONE 2000-12-31 = 0.237127035621822 BANK ONE CORP ONE 2001-12-31 = 0.287943699005773 BANK ONE CORP ONE 2002-09-30 = 0.15822091668433 BANK ONE CORP ONE 2002-12-31 = 0.192978037240977 BANK ONE CORP ONE 2003-03-31 = 0.161480452615485 BANK ONE CORP ONE 2003-06-30 = 0.146614122590043 BANK ONE CORP ONE 2003-09-30 = 0.177636009831529 BAXTER INTERNATIONAL INC BAX 2002-12-31 = 0.760430344910975 BAXTER INTERNATIONAL INC BAX 2003-03-31 = 0.788366472394358 BAXTER INTERNATIONAL INC BAX 2003-06-30 = 0.738683733583997 BAXTER INTERNATIONAL INC BAX 2003-09-30 = 0.890127168976508 BB&T CORPORATION BBT 2000-12-31 = 0.292584435689931 BB&T CORPORATION BBT 2001-12-31 = 0.308968282630181 BB&T CORPORATION BBT 2002-09-30 = 0.1764309992777 BB&T CORPORATION BBT 2002-12-31 = 0.174518824313664 BB&T CORPORATION BBT 2003-03-31 = 0.179605807439276 BB&T CORPORATION BBT 2003-06-30 = 0.180565420035476 BB&T CORPORATION BBT 2003-09-30 = 0.167833082047717 BEAR STEARNS COS INC BSC 2000-11-30 = 0.216347562568083 BEAR STEARNS COS INC BSC 2001-11-30 = 0.172838386339927 BEAR STEARNS COS INC BSC 2002-11-30 = 0.0711086414056482 BEAR STEARNS COS INC BSC 2003-02-28 = 0.0730229569635134 BEAR STEARNS COS INC BSC 2003-05-31 = 0.0714803431539193 BEAR STEARNS COS INC BSC 2003-08-31 = 0.0735936337438614 BLACK & DECKER CORP BDK 2002-09-29 = 0.811658409791677 BLACK & DECKER CORP BDK 2002-12-31 = 0.868501311332521 BLACK & DECKER CORP BDK 2003-03-30 = 0.809131763576798 H&R BLOCK INC HRB 2002-10-31 = 0.907557815394316 BOEING CO BA 2002-12-31 = 0.742047760392787 BOEING CO BA 2003-03-31 = 0.6572682048817 BOEING CO BA 2003-06-30 = 0.623158758226327 BOEING CO BA 2003-09-30 = 0.651367406953416 Broadcom Corporation BRCM 2002-12-31 = -3.76868326689628 Broadcom Corporation BRCM 2003-03-31 = -1.65800241339519 Broadcom Corporation BRCM 2003-06-30 = -4.99678650354323 Broadcom Corporation BRCM 2003-09-30 = -2.97511587544245 BURLINGTON NORTHERN SANTA BNI 2002-12-31 = 0.655532781431371 BURLINGTON NORTHERN SANTA BNI 2003-03-31 = 0.652982110445667 BURLINGTON NORTHERN SANTA BNI 2003-06-30 = 0.664626132877977 BURLINGTON NORTHERN SANTA BNI 2003-09-30 = 0.669185806315963 BURLINGTON RESOURCES INC BR 2002-09-30 = 0.630869355600389 BURLINGTON RESOURCES INC BR 2002-12-31 = 0.737498782512944 BURLINGTON RESOURCES INC BR 2003-03-31 = 0.835600319272246 BURLINGTON RESOURCES INC BR 2003-06-30 = 0.845314296351625 BURLINGTON RESOURCES INC BR 2003-09-30 = 0.908637329043833 CALPINE CORPORATION CPN 2000-12-31 = 0.744630438247415 CALPINE CORPORATION CPN 2001-12-31 = 0.758576656557146 CALPINE CORPORATION CPN 2002-09-30 = 0.355651542643396 CALPINE CORPORATION CPN 2002-12-31 = 0.219809983059617 CALPINE CORPORATION CPN 2003-03-31 = 0.212625847214497 CALPINE CORPORATION CPN 2003-06-30 = 0.283944644115804 CALPINE CORPORATION CPN 2003-09-30 = 0.419837825060633 CAPITAL ONE FNCL CORP COF 2000-12-31 = 0.678554486026433 CAPITAL ONE FNCL CORP COF 2001-12-31 = 0.62223627142709 CAPITAL ONE FNCL CORP COF 2002-12-31 = 0.309160531886912 CAPITAL ONE FNCL CORP COF 2003-03-31 = 0.330232111489415 CAPITAL ONE FNCL CORP COF 2003-06-30 = 0.323260439751918 CAPITAL ONE FNCL CORP COF 2003-09-30 = 0.316941376648334 CATERPILLAR INC CAT 2002-09-30 = 0.835756035594858 CATERPILLAR INC CAT 2002-12-31 = 0.798295769274814 CATERPILLAR INC CAT 2003-03-31 = 0.788826088952938 CATERPILLAR INC CAT 2003-06-30 = 0.852875193449162 CATERPILLAR INC CAT 2003-09-30 = 0.834771805601773 CENDANT CORP CD 2001-12-31 = 0.5934589997801 CENDANT CORP CD 2002-09-30 = 0.491726088834056 CENDANT CORP CD 2002-12-31 = 0.43308422967563 CENDANT CORP CD 2003-03-31 = 0.504481987877339 CENDANT CORP CD 2003-06-30 = 0.510230950641069 CENDANT CORP CD 2003-09-30 = 0.48773061050832 CENTERPOINT ENERGY INC CNP 2002-09-30 = 0.219000537367804 CENTERPOINT ENERGY INC CNP 2002-12-31 = 0.0524791137389981 CENTERPOINT ENERGY INC CNP 2003-03-31 = 0.174279499226515 CENTERPOINT ENERGY INC CNP 2003-06-30 = 0.120756710220067 CENTERPOINT ENERGY INC CNP 2003-09-30 = 0.182108048690224 CENTURYTEL INC CTL 2002-09-30 = 0.897351404372265 CHARLES SCHWAB CORP SCH 2000-12-31 = 0.431048553592658 CHARLES SCHWAB CORP SCH 2001-12-31 = 0.282987786546723 CHARLES SCHWAB CORP SCH 2002-09-30 = 0.21831992046096 CHARLES SCHWAB CORP SCH 2002-12-31 = 0.188387962204618 CHARLES SCHWAB CORP SCH 2003-03-31 = 0.200626899618706 CHARLES SCHWAB CORP SCH 2003-06-30 = 0.208806761532937 CHARLES SCHWAB CORP SCH 2003-09-30 = 0.205812222101935 CHARTER ONE FINANCIAL INC CF 2000-12-31 = 0.282644441004673 CHARTER ONE FINANCIAL INC CF 2001-12-31 = 0.263010514109071 CHARTER ONE FINANCIAL INC CF 2002-09-30 = 0.120664085551368 CHARTER ONE FINANCIAL INC CF 2002-12-31 = 0.118663531030033 CHARTER ONE FINANCIAL INC CF 2003-03-31 = 0.119180905573582 CHARTER ONE FINANCIAL INC CF 2003-06-30 = 0.125599491915931 CHARTER ONE FINANCIAL INC CF 2003-09-30 = 0.126015061066595 CHUBB CORP CB 2001-12-31 = 0.738869494265405 CHUBB CORP CB 2002-09-30 = 0.463124171561909 CHUBB CORP CB 2002-12-31 = 0.515882834658701 CHUBB CORP CB 2003-03-31 = 0.531931160781341 CHUBB CORP CB 2003-06-30 = 0.545695104226617 CHUBB CORP CB 2003-09-30 = 0.555990590640243 CIENA Corporation CIEN 2001-10-31 = -0.0647647268798957 CIENA Corporation CIEN 2002-10-31 = -1.09910772825316 CIENA Corporation CIEN 2003-01-31 = -0.571054771483696 CIENA Corporation CIEN 2003-04-30 = -0.648351400057262 CIENA Corporation CIEN 2003-07-31 = -0.609776021184613 CIENA Corporation CIEN 2003-10-31 = -0.906423320787709 CIGNA CORP CI 2000-12-31 = 0.434351390997677 CIGNA CORP CI 2001-12-31 = 0.452355378642054 CIGNA CORP CI 2002-12-31 = 0.23259395706036 CIGNA CORP CI 2003-03-31 = 0.253055697009581 CIGNA CORP CI 2003-06-30 = 0.149721638184163 CIGNA CORP CI 2003-09-30 = 0.2506780272526 CINERGY CORP CIN 2002-09-30 = 0.68657890292995 CINERGY CORP CIN 2002-12-31 = 0.623544913359722 CINERGY CORP CIN 2003-03-31 = 0.505102030559835 CINERGY CORP CIN 2003-06-30 = 0.462670160229532 CINERGY CORP CIN 2003-09-30 = 0.454342485387966 CITIGROUP INC C 2000-12-31 = 0.473188141583781 CITIGROUP INC C 2001-12-31 = 0.418081613909359 CITIGROUP INC C 2002-12-31 = 0.202219447418391 CITIGROUP INC C 2003-03-31 = 0.205558727625956 CITIGROUP INC C 2003-06-30 = 0.204788327120085 CITIGROUP INC C 2003-09-30 = 0.205644253895415 Citizens Communications C CZN 2001-12-31 = 0.682630265426613 CLEAR CHANNEL COMM INC CCU 2002-09-30 = -0.175056323372358 CLEAR CHANNEL COMM INC CCU 2002-12-31 = -0.119056144218398 CLEAR CHANNEL COMM INC CCU 2003-03-31 = -0.141997203683892 CLEAR CHANNEL COMM INC CCU 2003-06-30 = -0.0336796165680972 CLEAR CHANNEL COMM INC CCU 2003-09-30 = 0.159943521122625 C M S ENERGY CORP CMS 2000-12-31 = 0.729377356703026 C M S ENERGY CORP CMS 2001-12-31 = 0.532726577174957 C M S ENERGY CORP CMS 2002-09-30 = 0.13988393403958 C M S ENERGY CORP CMS 2002-12-31 = -0.160942952300115 C M S ENERGY CORP CMS 2003-03-31 = 0.0774842936464247 C M S ENERGY CORP CMS 2003-06-30 = 0.127974223191101 C M S ENERGY CORP CMS 2003-09-30 = 0.138947390366158 COCA COLA ENTERPRISES INC CCE 2001-12-31 = 0.749863379083953 COCA COLA ENTERPRISES INC CCE 2002-12-31 = 0.308719697985104 COCA COLA ENTERPRISES INC CCE 2003-03-28 = 0.2755080272429 COCA COLA ENTERPRISES INC CCE 2003-06-27 = 0.372934709802623 COCA COLA ENTERPRISES INC CCE 2003-09-26 = 0.398702660674621 Comcast Corporation CMCSA 2001-12-31 = 0.860210459983954 Comcast Corporation CMCSA 2002-12-31 = 0.287565501688441 Comcast Corporation CMCSA 2003-03-31 = 0.346468759323267 Comcast Corporation CMCSA 2003-06-30 = 0.363462101893133 Comcast Corporation CMCSA 2003-09-30 = 0.406871082270581 COMERICA INC CMA 2000-12-31 = 0.410497383337326 COMERICA INC CMA 2001-12-31 = 0.33915413590336 COMERICA INC CMA 2002-09-30 = 0.177667899499657 COMERICA INC CMA 2002-12-31 = 0.196113216304589 COMERICA INC CMA 2003-03-31 = 0.185894783425138 COMERICA INC CMA 2003-06-30 = 0.178536432649058 COMERICA INC CMA 2003-09-30 = 0.191107401096024 COMPUTER ASSC INTL INC CA 2002-03-31 = 0.63152837833111 COMPUTER ASSC INTL INC CA 2002-12-31 = 0.47113535458912 COMPUTER ASSC INTL INC CA 2003-03-31 = 0.760537244548622 COMPUTER ASSC INTL INC CA 2003-06-30 = 0.641319993831692 COMPUTER ASSC INTL INC CA 2003-09-30 = 0.584959101465917 COMPUTER ASSC INTL INC CA 2003-12-31 = 0.660365851675898 CONAGRA FOODS INC CAG 2003-05-25 = 0.871645504685847 CONOCOPHILLIPS COP 2002-12-31 = 0.770313197032814 CONOCOPHILLIPS COP 2003-06-30 = 0.877252832934714 CONSOLIDATED EDISON INC ED 2002-09-30 = 0.858143158262079 CONSOLIDATED EDISON INC ED 2002-12-31 = 0.87671903760241 CONSOLIDATED EDISON INC ED 2003-03-31 = 0.819054470453142 CONSOLIDATED EDISON INC ED 2003-06-30 = 0.788383474905919 Constellation Energy Grou CEG 2001-12-31 = 0.616800185593572 Constellation Energy Grou CEG 2002-09-30 = 0.637181981049947 Constellation Energy Grou CEG 2002-12-31 = 0.633049942695554 Constellation Energy Grou CEG 2003-03-31 = 0.612617608189438 Constellation Energy Grou CEG 2003-06-30 = 0.587156355445925 Constellation Energy Grou CEG 2003-09-30 = 0.680577041407523 ADOLPH COORS CO RKY 2002-12-29 = 0.578005445161805 ADOLPH COORS CO RKY 2003-03-30 = 0.754905631989859 CORNING INC GLW 2001-12-31 = -0.808157330246511 CORNING INC GLW 2002-12-31 = -0.395038993549203 CORNING INC GLW 2003-03-31 = -0.0743582536793924 CORNING INC GLW 2003-06-30 = 0.0205674888005737 CORNING INC GLW 2003-09-30 = 0.138437094679629 Countrywide Financial Cor CFC 2001-02-28 = 0.690917327723692 Countrywide Financial Cor CFC 2001-12-31 = 0.512647575617262 Countrywide Financial Cor CFC 2002-06-30 = 0.350937749592701 Countrywide Financial Cor CFC 2002-09-30 = 0.196852768278356 Countrywide Financial Cor CFC 2002-12-31 = 0.40049181688988 Countrywide Financial Cor CFC 2003-03-31 = 0.201352002339247 Countrywide Financial Cor CFC 2003-06-30 = 0.194147973492955 Countrywide Financial Cor CFC 2003-09-30 = 0.255344149183386 C S X CORP CSX 2002-12-27 = 0.684450310898295 C S X CORP CSX 2003-03-28 = 0.670868165662548 C S X CORP CSX 2003-06-27 = 0.66580454812605 C S X CORP CSX 2003-09-26 = 0.590849973891623 DANA CORP DCN 2002-12-31 = 0.781465009139874 DANA CORP DCN 2003-03-31 = 0.556756451098695 DANA CORP DCN 2003-06-30 = 0.618376813955112 DANA CORP DCN 2003-09-30 = 0.608864822261217 DEERE & CO DE 2003-01-31 = 0.550069357071681 DEERE & CO DE 2003-07-31 = 0.654249426272119 DEERE & CO DE 2003-10-31 = 0.589788077050409 DELPHI CORP DPH 2002-12-31 = 0.652801106743458 DELPHI CORP DPH 2003-03-31 = 0.683286948362691 DELPHI CORP DPH 2003-06-30 = 0.656375793646554 DELPHI CORP DPH 2003-09-30 = 0.477350893157784 DELPHI CORP DPH 2003-12-31 = 0.609162086625462 DELUXE CORP DLX 2002-09-30 = 0.453340598499314 DELUXE CORP DLX 2002-12-31 = 0.902933599160318 DELUXE CORP DLX 2003-03-31 = 0.153659378071844 DELUXE CORP DLX 2003-06-30 = -0.396837337105337 DELUXE CORP DLX 2003-09-30 = -0.591028087767289 Devon Energy Corporation DVN 2001-12-31 = 0.503150065494241 Devon Energy Corporation DVN 2002-09-30 = 0.330873313875168 Devon Energy Corporation DVN 2002-12-31 = 0.352054136518891 Devon Energy Corporation DVN 2003-03-31 = 0.527008568937268 Devon Energy Corporation DVN 2003-06-30 = 0.545831345858591 Devon Energy Corporation DVN 2003-09-30 = 0.623368561028426 DOMINION RESOURCES INC VA D 2000-12-31 = 0.675722401335231 DOMINION RESOURCES INC VA D 2001-12-31 = 0.65289866098449 DOMINION RESOURCES INC VA D 2002-09-30 = 0.320051886413638 DOMINION RESOURCES INC VA D 2002-12-31 = 0.378824699358813 DOMINION RESOURCES INC VA D 2003-03-31 = 0.39543997320056 DOMINION RESOURCES INC VA D 2003-06-30 = 0.379025375760469 DOMINION RESOURCES INC VA D 2003-09-30 = 0.334715312497427 DOW CHEMICAL CO DOW 2002-12-31 = 0.653660530073848 DOW CHEMICAL CO DOW 2003-03-31 = 0.775365661114945 DOW CHEMICAL CO DOW 2003-06-30 = 0.814544377662661 DOW CHEMICAL CO DOW 2003-09-30 = 0.817377203069906 DOW JONES & CO INC DJ 2002-09-30 = 0.854392599716704 DOW JONES & CO INC DJ 2002-12-31 = 0.899196543785977 DTE Energy Co DTE 2001-12-31 = 0.826145291980869 DTE Energy Co DTE 2002-09-30 = 0.425992547620432 DTE Energy Co DTE 2002-12-31 = 0.455103428690315 DTE Energy Co DTE 2003-03-31 = 0.489186403873447 DTE Energy Co DTE 2003-06-30 = 0.422906151775164 DTE Energy Co DTE 2003-09-30 = 0.467999666352595 DUPONT E I DE NEMOURS CO DD 2003-09-30 = 0.820382558079718 DUKE ENERGY CORP DUK 2002-06-30 = 0.570855537726185 DUKE ENERGY CORP DUK 2002-12-31 = 0.433516189424149 DUKE ENERGY CORP DUK 2003-03-31 = 0.480570561533802 DUKE ENERGY CORP DUK 2003-06-30 = 0.475562571288981 DUKE ENERGY CORP DUK 2003-09-30 = 0.503727334557255 Dynegy Inc DYN 2002-06-30 = 0.287568058502242 Dynegy Inc DYN 2002-12-31 = 0.0976502546422497 Dynegy Inc DYN 2003-03-31 = 0.179848970665717 Dynegy Inc DYN 2003-06-30 = -0.0893048217502325 Dynegy Inc DYN 2003-09-30 = 0.179832212769421 EASTMAN CHEMICAL CO EMN 2002-12-31 = 0.838358904804091 EASTMAN CHEMICAL CO EMN 2003-03-31 = 0.829985198313113 EASTMAN CHEMICAL CO EMN 2003-06-30 = 0.868589050441542 EASTMAN CHEMICAL CO EMN 2003-09-30 = 0.508892325330177 EATON CORP ETN 2002-09-30 = 0.736254328722908 EATON CORP ETN 2003-03-31 = 0.712779855766567 EATON CORP ETN 2003-06-30 = 0.838791544129528 EATON CORP ETN 2003-09-30 = 0.853128145498035 EDISON INTERNATIONAL INC EIX 2000-12-31 = 0.0805007217108276 EDISON INTERNATIONAL INC EIX 2001-12-31 = 0.863849049603177 EDISON INTERNATIONAL INC EIX 2002-09-30 = 0.415920760908775 EDISON INTERNATIONAL INC EIX 2002-12-31 = 0.268255896037059 EDISON INTERNATIONAL INC EIX 2003-03-31 = 0.281335814612041 EDISON INTERNATIONAL INC EIX 2003-06-30 = 0.293433751638284 EDISON INTERNATIONAL INC EIX 2003-09-30 = 0.414160290024133 EL PASO CORP EP 2002-03-31 = 0.623824543653095 EL PASO CORP EP 2002-09-30 = 0.440183783397285 EL PASO CORP EP 2002-12-31 = 0.199860068503029 EL PASO CORP EP 2003-03-31 = 0.341163423831538 EL PASO CORP EP 2003-09-30 = 0.262749303997237 ENGELHARD CORP EC 2002-09-30 = 0.690771561856269 ENGELHARD CORP EC 2003-03-31 = 0.758959148393498 ENTERGY CORP HLDG CO ETR 2002-09-30 = 0.631666877308805 ENTERGY CORP HLDG CO ETR 2002-12-31 = 0.546682788201608 ENTERGY CORP HLDG CO ETR 2003-03-31 = 0.638095331287076 ENTERGY CORP HLDG CO ETR 2003-06-30 = 0.644274512592041 ENTERGY CORP HLDG CO ETR 2003-09-30 = 0.715176908494879 Equity Office Properties EOP 2000-12-31 = 0.73350947278497 Equity Office Properties EOP 2001-12-31 = 0.736568321388506 Equity Office Properties EOP 2002-09-30 = 0.531761810941177 Equity Office Properties EOP 2002-12-31 = 0.528141358120932 Equity Office Properties EOP 2003-03-31 = 0.509006095030864 Equity Office Properties EOP 2003-06-30 = 0.470087086477634 Equity Office Properties EOP 2003-09-30 = 0.449597541735101 EQUITY RESIDENTIAL EQR 2000-12-31 = 0.843995585225315 EQUITY RESIDENTIAL EQR 2001-12-31 = 0.833063252761217 EQUITY RESIDENTIAL EQR 2002-09-30 = 0.500079639734704 EQUITY RESIDENTIAL EQR 2002-12-31 = 0.489317347216641 EQUITY RESIDENTIAL EQR 2003-03-31 = 0.473382183579096 EQUITY RESIDENTIAL EQR 2003-06-30 = 0.480493055710059 EQUITY RESIDENTIAL EQR 2003-09-30 = 0.485649790179986 EXELON CORP EXC 2002-12-31 = 0.350139124934462 EXELON CORP EXC 2003-03-31 = 0.329990204468792 EXELON CORP EXC 2003-06-30 = 0.337076363839582 EXELON CORP EXC 2003-09-30 = 0.307513620773919 FEDERAL NATL MORTGAGE FNM 2002-12-31 = 0.288864973672489 FEDERAL NATL MORTGAGE FNM 2003-03-31 = 0.118073240165891 FEDERAL NATL MORTGAGE FNM 2003-06-30 = 0.111142547380302 FEDERAL NATL MORTGAGE FNM 2003-09-30 = 0.110172877149841 FEDERATED DEPARTMENT STOR FD 2002-11-02 = 0.844571023145725 FEDERATED DEPARTMENT STOR FD 2003-11-01 = 0.90315245394252 Fifth Third Bancorp FITB 2000-12-31 = 0.401454671161243 Fifth Third Bancorp FITB 2001-12-31 = 0.368774848014206 Fifth Third Bancorp FITB 2002-09-30 = 0.226126504798569 Fifth Third Bancorp FITB 2002-12-31 = 0.223578173508327 Fifth Third Bancorp FITB 2003-03-31 = 0.219465756775752 Fifth Third Bancorp FITB 2003-06-30 = 0.21429362428939 Fifth Third Bancorp FITB 2003-09-30 = 0.216004758581783 FIRST DATA CORP FDC 2001-12-31 = 0.873516715225369 FIRST DATA CORP FDC 2002-12-31 = 0.531051770575053 FIRST DATA CORP FDC 2003-03-31 = 0.540165738446384 FIRST DATA CORP FDC 2003-06-30 = 0.543547021773807 FIRST DATA CORP FDC 2003-09-30 = 0.584908746427526 FIRST TENNESSEE NATL CORP FTN 2000-12-31 = 0.373498730954481 FIRST TENNESSEE NATL CORP FTN 2001-12-31 = 0.3575404709184 FIRST TENNESSEE NATL CORP FTN 2002-09-30 = 0.18445293500604 FIRST TENNESSEE NATL CORP FTN 2002-12-31 = 0.187989375995038 FIRST TENNESSEE NATL CORP FTN 2003-03-31 = 0.190598065257047 FIRST TENNESSEE NATL CORP FTN 2003-06-30 = 0.171779049191636 FIRSTENERGY CORP FE 2001-12-31 = 0.512024151762431 FIRSTENERGY CORP FE 2002-09-30 = 0.353002104971452 FIRSTENERGY CORP FE 2002-12-31 = 0.243770988805364 FIRSTENERGY CORP FE 2003-03-31 = 0.288686862433808 FIRSTENERGY CORP FE 2003-06-30 = 0.262417329016116 FIRSTENERGY CORP FE 2003-09-30 = 0.418064893677015 Fiserv, Inc. FISV 2000-12-31 = 0.555423375590433 Fiserv, Inc. FISV 2001-12-31 = 0.772469233216933 Fiserv, Inc. FISV 2002-12-31 = 0.35996038667298 Fiserv, Inc. FISV 2003-03-31 = 0.37413036208739 Fiserv, Inc. FISV 2003-06-30 = 0.148253047561284 Fiserv, Inc. FISV 2003-09-30 = 0.706646579558252 FLEETBOSTON FIN CORP FBF 2000-12-31 = 0.448945099033181 FLEETBOSTON FIN CORP FBF 2001-12-31 = 0.322005927744399 FLEETBOSTON FIN CORP FBF 2002-09-30 = 0.20537280865576 FLEETBOSTON FIN CORP FBF 2002-12-31 = 0.19401761631994 FLEETBOSTON FIN CORP FBF 2003-03-31 = 0.192381417211015 FLEETBOSTON FIN CORP FBF 2003-06-30 = 0.197619574547794 FLEETBOSTON FIN CORP FBF 2003-09-30 = 0.204018835453447 FORD MOTOR COMPANY F 2001-12-31 = 0.70806372808366 FORD MOTOR COMPANY F 2002-09-30 = 0.280220832753879 FORD MOTOR COMPANY F 2002-12-31 = 0.276211606011635 FORD MOTOR COMPANY F 2003-03-31 = 0.236530554933174 FORD MOTOR COMPANY F 2003-06-30 = 0.250584899899513 FORD MOTOR COMPANY F 2003-09-30 = 0.21982442095873 F P L GROUP INC FPL 2002-09-30 = 0.657856346317716 F P L GROUP INC FPL 2002-12-31 = 0.556808403371272 F P L GROUP INC FPL 2003-03-31 = 0.490764499087292 F P L GROUP INC FPL 2003-06-30 = 0.540211522171491 F P L GROUP INC FPL 2003-09-30 = 0.602593983613183 FREEPORT MCMORAN C&G-CL B FCX 2002-09-30 = 0.340926032066899 FREEPORT MCMORAN C&G-CL B FCX 2002-12-31 = 0.386916727800058 FREEPORT MCMORAN C&G-CL B FCX 2003-03-31 = 0.496760770237799 FREEPORT MCMORAN C&G-CL B FCX 2003-06-30 = 0.52963995092083 FREEPORT MCMORAN C&G-CL B FCX 2003-09-30 = 0.565765497362498 GENERAL ELECTRIC CO GE 2000-12-31 = 0.787544938412739 GENERAL ELECTRIC CO GE 2001-12-31 = 0.399554282071534 GENERAL ELECTRIC CO GE 2002-12-31 = 0.125057222180809 GENERAL ELECTRIC CO GE 2003-03-31 = 0.155548329539803 GENERAL ELECTRIC CO GE 2003-06-30 = 0.270326037381405 GENERAL ELECTRIC CO GE 2003-09-30 = 0.160663783543975 GENERAL MILLS INCORPORATE GIS 2002-05-26 = 0.907137484810509 GENERAL MILLS INCORPORATE GIS 2002-11-24 = 0.587745739501781 GENERAL MILLS INCORPORATE GIS 2003-02-23 = 0.608189231519444 GENERAL MILLS INCORPORATE GIS 2003-05-25 = 0.616892652799637 GENERAL MILLS INCORPORATE GIS 2003-08-24 = 0.646566165116238 GENERAL MILLS INCORPORATE GIS 2003-11-23 = 0.749195568875701 GENERAL MOTORS CORP GM 2000-12-31 = 0.839536264096311 GENERAL MOTORS CORP GM 2001-12-31 = 0.661205397741787 GENERAL MOTORS CORP GM 2002-09-30 = 0.157863356573737 GENERAL MOTORS CORP GM 2002-12-31 = 0.161075083429808 GENERAL MOTORS CORP GM 2003-03-31 = 0.153668669339842 GENERAL MOTORS CORP GM 2003-06-30 = 0.195604631696502 GENERAL MOTORS CORP GM 2003-09-30 = 0.262859791229075 Georgia-Pacific Corp GP 2002-09-28 = 0.5460551060879 Georgia-Pacific Corp GP 2002-12-28 = 0.398605435127166 Georgia-Pacific Corp GP 2003-03-29 = 0.457855353199842 Georgia-Pacific Corp GP 2003-06-28 = 0.483791888129925 Georgia-Pacific Corp GP 2003-09-27 = 0.517743807781003 Georgia-Pacific Corp GP 2004-01-03 = 0.526582474863241 GOLDEN WEST FNCL CORP GDW 2000-12-31 = 0.321525449958458 GOLDEN WEST FNCL CORP GDW 2001-12-31 = 0.355002807829528 GOLDEN WEST FNCL CORP GDW 2002-09-30 = 0.1817231489735 GOLDEN WEST FNCL CORP GDW 2002-12-31 = 0.18495009384216 GOLDEN WEST FNCL CORP GDW 2003-03-31 = 0.181935214468807 GOLDEN WEST FNCL CORP GDW 2003-06-30 = 0.183638477129113 GOLDEN WEST FNCL CORP GDW 2003-09-30 = 0.180717605187531 GOLDMAN SACHS GROUP INC GS 2000-11-24 = 0.409023412258 GOLDMAN SACHS GROUP INC GS 2001-11-30 = 0.361099151274955 GOLDMAN SACHS GROUP INC GS 2002-11-29 = 0.103231317387284 GOLDMAN SACHS GROUP INC GS 2003-02-28 = 0.104987010527736 GOLDMAN SACHS GROUP INC GS 2003-05-30 = 0.100090703159837 GOLDMAN SACHS GROUP INC GS 2003-08-29 = 0.10365479126836 GOODYEAR TIRE & RUBBER CO GT 2002-09-30 = 0.908335277741327 GOODYEAR TIRE & RUBBER CO GT 2002-12-31 = 0.621558422782126 GOODYEAR TIRE & RUBBER CO GT 2003-03-31 = 0.62128556963906 GOODYEAR TIRE & RUBBER CO GT 2003-06-30 = 0.712435041260659 GOODYEAR TIRE & RUBBER CO GT 2003-09-30 = 0.672528955668864 HARRAHS ENTERTAINMENT INC HET 2002-09-30 = 0.599088212019413 HARRAHS ENTERTAINMENT INC HET 2002-12-31 = 0.397887944111758 HARRAHS ENTERTAINMENT INC HET 2003-03-31 = 0.540627632072322 HARRAHS ENTERTAINMENT INC HET 2003-06-30 = 0.555332318214806 HARRAHS ENTERTAINMENT INC HET 2003-09-30 = 0.686583726554282 Hartford Financial Servic HIG 2000-12-31 = 0.18769122146681 Hartford Financial Servic HIG 2001-12-31 = 0.169655463982176 Hartford Financial Servic HIG 2002-12-31 = 0.121258669345059 Hartford Financial Servic HIG 2003-03-31 = 0.0559457124379085 Hartford Financial Servic HIG 2003-06-30 = 0.107135061215319 Hartford Financial Servic HIG 2003-09-30 = 0.104734026685471 HILTON HOTELS CORP HLT 2001-12-31 = 0.44504511084874 HILTON HOTELS CORP HLT 2002-12-31 = 0.216638389676488 HONEYWELL INTERNATIONAL HON 2002-12-31 = 0.864338250979818 Huntington Bancshares Incorporated HBAN 2000-12-31 = 0.243479221596703 Huntington Bancshares Incorporated HBAN 2001-12-31 = 0.19559996569862 Huntington Bancshares Incorporated HBAN 2002-09-30 = 0.108624939379408 Huntington Bancshares Incorporated HBAN 2002-12-31 = 0.114107759009519 Huntington Bancshares Incorporated HBAN 2003-03-31 = 0.107136166402949 Huntington Bancshares Incorporated HBAN 2003-06-30 = 0.109226320815073 Huntington Bancshares Incorporated HBAN 2003-09-30 = 0.101906780109212 INGERSOLL-RAND CO LTD IR 2002-09-30 = 0.567533638144702 INGERSOLL-RAND CO LTD IR 2003-03-31 = 0.669140181951364 INGERSOLL-RAND CO LTD IR 2003-06-30 = 0.727685535849192 INGERSOLL-RAND CO LTD IR 2003-09-30 = 0.773775522450923 INTERNATIONAL PAPER CO IP 2002-09-30 = 0.741288930925274 INTERNATIONAL PAPER CO IP 2002-12-31 = 0.603563114878162 INTERNATIONAL PAPER CO IP 2003-03-31 = 0.652347711857557 INTERNATIONAL PAPER CO IP 2003-06-30 = 0.629242118340334 INTERNATIONAL PAPER CO IP 2003-09-30 = 0.627594973682996 INTERPUBLIC GRP OF COS IPG 2001-12-31 = 0.683795518665748 INTERPUBLIC GRP OF COS IPG 2002-09-30 = 0.329464614528099 INTERPUBLIC GRP OF COS IPG 2002-12-31 = 0.324622789198134 INTERPUBLIC GRP OF COS IPG 2003-03-31 = 0.381674497173581 INTERPUBLIC GRP OF COS IPG 2003-06-30 = 0.375424497585026 INTERPUBLIC GRP OF COS IPG 2003-09-30 = 0.180963771939871 ITT Industries Inc ITT 2003-09-30 = 0.893450919418054 JP MORGAN CHASE AND CO JPM 2000-12-31 = 0.292753932592544 JP MORGAN CHASE AND CO JPM 2001-12-31 = 0.242825719062113 JP MORGAN CHASE AND CO JPM 2002-09-30 = 0.112505948737701 JP MORGAN CHASE AND CO JPM 2002-12-31 = 0.103431913989838 JP MORGAN CHASE AND CO JPM 2003-03-31 = 0.118733786778346 JP MORGAN CHASE AND CO JPM 2003-06-30 = 0.117348456487807 JP MORGAN CHASE AND CO JPM 2003-09-30 = 0.11716781376787 JEFFERSON PILOT CORPORATI JP 2000-12-31 = 0.449259884782513 JEFFERSON PILOT CORPORATI JP 2001-12-31 = 0.418863029245979 JEFFERSON PILOT CORPORATI JP 2002-09-30 = 0.20489865203099 JEFFERSON PILOT CORPORATI JP 2002-12-31 = 0.242821070370413 JEFFERSON PILOT CORPORATI JP 2003-03-31 = 0.253088411801015 JEFFERSON PILOT CORPORATI JP 2003-06-30 = 0.262206834536086 JEFFERSON PILOT CORPORATI JP 2003-09-30 = 0.257640313260255 JOHN HANCOCK FINANCIAL SV JHF 2000-12-31 = 0.184617741718567 JOHN HANCOCK FINANCIAL SV JHF 2001-12-31 = 0.188650907555961 JOHN HANCOCK FINANCIAL SV JHF 2002-09-30 = 0.0928997205471704 JOHN HANCOCK FINANCIAL SV JHF 2002-12-31 = 0.0882177698253568 JOHN HANCOCK FINANCIAL SV JHF 2003-03-31 = 0.103083422019715 JOHN HANCOCK FINANCIAL SV JHF 2003-06-30 = 0.111341188534492 JOHN HANCOCK FINANCIAL SV JHF 2003-09-30 = 0.107972277335682 JOHNSON CONTROLS INC JCI 2002-12-31 = 0.743980415153474 JOHNSON CONTROLS INC JCI 2003-03-31 = 0.767629129012823 JOHNSON CONTROLS INC JCI 2003-06-30 = 0.767956618230409 JOHNSON CONTROLS INC JCI 2003-12-31 = 0.828399309915023 KELLOGG CO K 2002-09-28 = 0.532516567085966 KELLOGG CO K 2002-12-28 = 0.487217267691 KELLOGG CO K 2003-03-29 = 0.448272962686238 KELLOGG CO K 2003-06-28 = 0.585326039345564 KELLOGG CO K 2003-09-27 = 0.639858571844854 KEYCORP KEY 2000-12-31 = 0.372992627785839 KEYCORP KEY 2001-12-31 = 0.306009269040078 KEYCORP KEY 2002-09-30 = 0.197538568806352 KEYCORP KEY 2002-12-31 = 0.196430944291174 KEYCORP KEY 2003-03-31 = 0.191760643109223 KEYCORP KEY 2003-06-30 = 0.197555192756447 KEYCORP KEY 2003-09-30 = 0.199772776657502 KEYSPAN CORP KSE 2000-12-31 = 0.844923573160936 KEYSPAN CORP KSE 2002-12-31 = 0.472392114630689 KEYSPAN CORP KSE 2003-03-31 = 0.632777727159089 KEYSPAN CORP KSE 2003-06-30 = 0.465894424676809 KEYSPAN CORP KSE 2003-09-30 = 0.415975384140716 KIMBERLY CLARK CORP KMB 2002-09-30 = 0.771922578535396 KIMBERLY CLARK CORP KMB 2003-03-31 = 0.716503978697328 KIMBERLY CLARK CORP KMB 2003-06-30 = 0.750941947027639 KIMBERLY CLARK CORP KMB 2003-09-30 = 0.761308402259405 KINDER MORGAN INC KMI 2000-12-31 = 0.574420023890305 KINDER MORGAN INC KMI 2001-12-31 = 0.463645112645992 KINDER MORGAN INC KMI 2002-12-31 = 0.255135815702755 KINDER MORGAN INC KMI 2003-03-31 = 0.35296390512361 KINDER MORGAN INC KMI 2003-06-30 = 0.368910784258359 KINDER MORGAN INC KMI 2003-09-30 = 0.382691967455088 KNIGHT RIDDER INC KRI 2002-09-29 = 0.782575584460578 KNIGHT RIDDER INC KRI 2002-12-29 = 0.846462687580948 KNIGHT RIDDER INC KRI 2003-03-30 = 0.779670109858785 KNIGHT RIDDER INC KRI 2003-06-29 = 0.816444285193318 KNIGHT RIDDER INC KRI 2003-09-28 = 0.770015627376264 Lehman Brothers Holding I LEH 2000-11-30 = 0.116563400369654 Lehman Brothers Holding I LEH 2001-11-30 = 0.369584210640941 Lehman Brothers Holding I LEH 2002-11-30 = 0.10337811310727 Lehman Brothers Holding I LEH 2003-02-28 = 0.101983185676016 Lehman Brothers Holding I LEH 2003-05-31 = 0.094068049578604 Lehman Brothers Holding I LEH 2003-08-31 = 0.101724314698324 LINCOLN NATIONAL CORP LNC 2000-12-31 = 0.186834554485955 LINCOLN NATIONAL CORP LNC 2001-12-31 = 0.187527616464758 LINCOLN NATIONAL CORP LNC 2002-12-31 = 0.110848622342047 LINCOLN NATIONAL CORP LNC 2003-03-31 = 0.113050321064867 LINCOLN NATIONAL CORP LNC 2003-06-30 = 0.118205836416162 LINCOLN NATIONAL CORP LNC 2003-09-30 = 0.111436285908694 LOEWS CORP LTR 2000-12-31 = 0.644966497377866 LOEWS CORP LTR 2001-12-31 = 0.827890369669814 LOEWS CORP LTR 2002-12-31 = -0.640354240483136 L S I LOGIC CORP LSI 2001-12-31 = 0.601957267595244 L S I LOGIC CORP LSI 2003-03-30 = 0.710329918684244 L S I LOGIC CORP LSI 2003-06-29 = 0.619000009106431 L S I LOGIC CORP LSI 2003-09-28 = 0.792490034243235 LUCENT TECHNOLOGIES INC LU 2001-09-30 = -1.17193917043653 LUCENT TECHNOLOGIES INC LU 2002-09-30 = -2.07190145127087 LUCENT TECHNOLOGIES INC LU 2002-12-31 = -1.78021703342477 LUCENT TECHNOLOGIES INC LU 2003-03-31 = -1.9265035288238 LUCENT TECHNOLOGIES INC LU 2003-06-30 = -1.72878881930662 LUCENT TECHNOLOGIES INC LU 2003-09-30 = -1.75129377390679 LUCENT TECHNOLOGIES INC LU 2003-12-31 = -1.78457358235283 MARRIOTT INTL INC NEW MAR 2003-01-03 = 0.759973194584616 MARRIOTT INTL INC NEW MAR 2003-03-28 = 0.895052438955309 MARSHALL & ILSLEY CORP MI 2000-12-31 = 0.373522403365874 MARSHALL & ILSLEY CORP MI 2001-12-31 = 0.376250387848738 MARSHALL & ILSLEY CORP MI 2002-09-30 = 0.229561597856571 MARSHALL & ILSLEY CORP MI 2002-12-31 = 0.221964913126274 MARSHALL & ILSLEY CORP MI 2003-03-31 = 0.224749433931337 MARSHALL & ILSLEY CORP MI 2003-06-30 = 0.22639634595174 MARSHALL & ILSLEY CORP MI 2003-09-30 = 0.231155701356061 MAY DEPT STORES CO MAY 2002-11-02 = 0.725142150649759 MAY DEPT STORES CO MAY 2003-05-03 = 0.776255666352988 MAY DEPT STORES CO MAY 2003-08-02 = 0.759030158329748 MAY DEPT STORES CO MAY 2003-11-01 = 0.787502564352159 M B I A INC MBI 2000-12-31 = 0.264646236968887 M B I A INC MBI 2001-12-31 = 0.243820061684577 M B I A INC MBI 2002-12-31 = 0.225677485052444 MBNA Corporation KRB 2000-12-31 = 0.685468920355902 MBNA Corporation KRB 2001-12-31 = 0.732650513834435 MBNA Corporation KRB 2002-09-30 = 0.391696870649541 MBNA Corporation KRB 2002-12-31 = 0.414471788268222 MBNA Corporation KRB 2003-03-31 = 0.400668833798621 MBNA Corporation KRB 2003-06-30 = 0.410448513585156 MBNA Corporation KRB 2003-09-30 = 0.433216998934641 MEADWESTVACO CORP MWV 2001-12-31 = 0.792504036394825 MEADWESTVACO CORP MWV 2002-09-30 = 0.725649551870005 MEADWESTVACO CORP MWV 2002-12-31 = 0.735050633358235 MEADWESTVACO CORP MWV 2003-03-31 = 0.653782923308017 MEADWESTVACO CORP MWV 2003-06-30 = 0.647885455989542 MEADWESTVACO CORP MWV 2003-09-30 = 0.696365107463287 MELLON FINANCIAL CORP MEL 2000-12-31 = 0.426412444023969 MELLON FINANCIAL CORP MEL 2001-12-31 = 0.506508774797447 MELLON FINANCIAL CORP MEL 2002-09-30 = 0.348230439014421 MELLON FINANCIAL CORP MEL 2002-12-31 = 0.349370173679381 MELLON FINANCIAL CORP MEL 2003-03-31 = 0.346606237369628 MELLON FINANCIAL CORP MEL 2003-06-30 = 0.328230633282648 MELLON FINANCIAL CORP MEL 2003-09-30 = 0.387630206023341 MEREDITH CORP MDP 2002-12-31 = 0.873918646225652 Merrill Lynch and Co Inc MER 2000-12-29 = 0.385775009517648 Merrill Lynch and Co Inc MER 2001-12-28 = 0.319069464203711 Merrill Lynch and Co Inc MER 2002-12-27 = 0.249954246729259 Merrill Lynch and Co Inc MER 2003-03-28 = 0.127460304545869 Merrill Lynch and Co Inc MER 2003-05-08 = 0.126838260023689 Merrill Lynch and Co Inc MER 2003-06-27 = 0.127851900443708 Merrill Lynch and Co Inc MER 2003-09-26 = 0.129087952899234 METLIFE INC MET 2000-12-31 = 0.227136854164107 METLIFE INC MET 2001-12-31 = 0.182433547092296 METLIFE INC MET 2002-09-30 = 0.0693339177389907 METLIFE INC MET 2002-12-31 = 0.123464036801641 METLIFE INC MET 2003-03-31 = 0.0981637037867772 METLIFE INC MET 2003-06-30 = 0.0964841562151499 METLIFE INC MET 2003-09-30 = 0.106978552441167 Monster Worldwide Inc. MNST 2002-09-30 = 0.478066256905786 Monster Worldwide Inc. MNST 2002-12-31 = 0.212387481455286 Monster Worldwide Inc. MNST 2003-03-31 = -0.575478117204629 Monster Worldwide Inc. MNST 2003-06-30 = -0.311503146875698 Monster Worldwide Inc. MNST 2003-09-30 = -0.21409862935931 NATIONAL CITY CORPORATION NCC 2000-12-31 = 0.340519712045473 NATIONAL CITY CORPORATION NCC 2001-12-31 = 0.287598125174089 NATIONAL CITY CORPORATION NCC 2002-09-30 = 0.148866140229261 NATIONAL CITY CORPORATION NCC 2002-12-31 = 0.142035067310949 NATIONAL CITY CORPORATION NCC 2003-03-31 = 0.154213056861028 NATIONAL CITY CORPORATION NCC 2003-06-30 = 0.161378039171155 NATIONAL CITY CORPORATION NCC 2003-09-30 = 0.151392553894724 NATIONAL CITY CORPORATION NCC 2003-12-31 = 0.178751851295969 NAVISTAR INTL CORP NAV 2002-10-31 = -0.079151861554926 NAVISTAR INTL CORP NAV 2003-01-31 = 0.0286407295331758 NAVISTAR INTL CORP NAV 2003-04-30 = 0.149754174862596 NAVISTAR INTL CORP NAV 2003-07-31 = 0.164927934129689 NAVISTAR INTL CORP NAV 2003-10-31 = 0.210827481251787 N C R CORP NCR 2003-03-31 = 0.854025221611769 N C R CORP NCR 2003-06-30 = 0.883502852943585 Nextel Communications, Inc. NXTL 2000-12-31 = 0.180193674172755 Nextel Communications, Inc. NXTL 2001-12-31 = -0.465207833573995 Nextel Communications, Inc. NXTL 2002-12-31 = 0.0670827522159252 Nextel Communications, Inc. NXTL 2003-03-31 = -0.124596844763888 Nextel Communications, Inc. NXTL 2003-06-30 = -0.0625808013184886 Nextel Communications, Inc. NXTL 2003-09-30 = 0.0353858539304968 NICOR INC GAS 2002-12-31 = 0.659003818064904 NICOR INC GAS 2003-03-31 = 0.827369551423241 NICOR INC GAS 2003-06-30 = 0.650877327857999 NICOR INC GAS 2003-09-30 = 0.473464704365379 NISOURCE INC NI 2000-12-31 = 0.472013155512526 NISOURCE INC NI 2001-12-31 = 0.796183448888881 NISOURCE INC NI 2002-09-30 = 0.0875851949274949 NISOURCE INC NI 2002-12-31 = 0.294532950817176 NISOURCE INC NI 2003-03-31 = 0.351143888599008 NISOURCE INC NI 2003-06-30 = 0.147926885229968 NISOURCE INC NI 2003-09-30 = 0.223099693436214 NORFOLK SOUTHERN CORP NSC 2002-12-31 = 0.786335335478838 NORFOLK SOUTHERN CORP NSC 2003-03-31 = 0.76143966438932 NORFOLK SOUTHERN CORP NSC 2003-06-30 = 0.791423440281683 NORFOLK SOUTHERN CORP NSC 2003-09-30 = 0.814392740065563 NORTH FORK BANCORP INC NFB 2000-12-31 = 0.380362477677733 NORTH FORK BANCORP INC NFB 2001-12-31 = 0.366605423558649 NORTH FORK BANCORP INC NFB 2002-09-30 = 0.206120204523391 NORTH FORK BANCORP INC NFB 2002-12-31 = 0.199367966489741 NORTH FORK BANCORP INC NFB 2003-03-31 = 0.193521729907885 NORTH FORK BANCORP INC NFB 2003-06-30 = 0.194689100476908 NORTH FORK BANCORP INC NFB 2003-09-30 = 0.209022545509491 Northern Trust Corporation NTRS 2000-12-31 = 0.426031801596998 Northern Trust Corporation NTRS 2001-12-31 = 0.366724995894527 Northern Trust Corporation NTRS 2002-12-31 = 0.182692804418809 Northern Trust Corporation NTRS 2003-03-31 = 0.199382406569874 Northern Trust Corporation NTRS 2003-06-30 = 0.183676135012005 Northern Trust Corporation NTRS 2003-09-30 = 0.182967614812739 OCCIDENTAL PETROLEUM CORP OXY 2002-12-31 = 0.873032844389135 OMNICOM GROUP INC OMC 2002-09-30 = 0.552700511926604 OMNICOM GROUP INC OMC 2002-12-31 = 0.566366884784678 OMNICOM GROUP INC OMC 2003-03-31 = 0.595350769457707 OMNICOM GROUP INC OMC 2003-06-30 = 0.644963655417183 OMNICOM GROUP INC OMC 2003-09-30 = 0.629874147774309 PACCAR Inc. PCAR 2002-12-31 = 0.733313399677891 PACCAR Inc. PCAR 2003-03-31 = 0.752013755572483 PACCAR Inc. PCAR 2003-06-30 = 0.798451598517577 PACCAR Inc. PCAR 2003-09-30 = 0.857751594560711 PACTIV CORPORATION PTV 2002-12-31 = 0.901897547889684 PACTIV CORPORATION PTV 2003-03-31 = 0.897289539623127 Parametric Technology Corporation PMTC 2000-09-30 = 0.55348334677246 Parametric Technology Corporation PMTC 2001-09-30 = 0.117984272190876 Parametric Technology Corporation PMTC 2002-09-30 = -1.79657068735615 Parametric Technology Corporation PMTC 2002-12-28 = -1.91813887002091 Parametric Technology Corporation PMTC 2003-03-29 = -1.98772357938872 Parametric Technology Corporation PMTC 2003-06-28 = -2.40655315884436 Parametric Technology Corporation PMTC 2003-09-30 = -2.8027065916774 Parametric Technology Corporation PMTC 2004-01-03 = -2.96201323874777 Paychex, Inc. PAYX 2003-05-31 = 0.884589918744099 PEOPLES ENERGY CORP PGL 2002-09-30 = 0.456367786868951 PEOPLES ENERGY CORP PGL 2002-12-31 = 0.564869745339625 PEOPLES ENERGY CORP PGL 2003-03-31 = 0.797831692726371 PEOPLES ENERGY CORP PGL 2003-06-30 = 0.629788148037202 PEOPLES ENERGY CORP PGL 2003-09-30 = 0.572341556669539 PEOPLES ENERGY CORP PGL 2003-12-31 = 0.704918922665831 PEPSI BOTTLING GROUP PBG 2002-12-28 = 0.662645680507564 PEPSI BOTTLING GROUP PBG 2003-03-22 = 0.436422269953065 PEPSI BOTTLING GROUP PBG 2003-06-14 = 0.567772038266457 PEPSI BOTTLING GROUP PBG 2003-09-06 = 0.705639145021482 P G & E CORP HLDG CO PCG 2000-12-31 = 0.0745906295816685 P G & E CORP HLDG CO PCG 2002-06-30 = 0.436903694547386 P G & E CORP HLDG CO PCG 2002-12-31 = -0.127480856353216 P G & E CORP HLDG CO PCG 2003-03-31 = 0.0203174434664263 P G & E CORP HLDG CO PCG 2003-06-30 = 0.142330663603077 P G & E CORP HLDG CO PCG 2003-09-30 = 0.496285966166589 PHELPS DODGE CORP PD 2002-12-31 = 0.784996431190223 PHELPS DODGE CORP PD 2003-03-31 = 0.900418027721273 PHELPS DODGE CORP PD 2003-06-30 = 0.902208796119796 PINNACLE WEST CAP CORP PNW 2002-09-30 = 0.569347031233159 PINNACLE WEST CAP CORP PNW 2002-12-31 = 0.501343148607862 PINNACLE WEST CAP CORP PNW 2003-03-31 = 0.457400269956841 PINNACLE WEST CAP CORP PNW 2003-06-30 = 0.545930677143535 PINNACLE WEST CAP CORP PNW 2003-09-30 = 0.580987608798648 PITNEY BOWES INC PBI 2002-09-30 = 0.815457199012439 PITNEY BOWES INC PBI 2002-12-31 = 0.728004521356059 PITNEY BOWES INC PBI 2003-03-31 = -0.337784611123782 PLUM CREEK TIMBER CO PCL 2002-12-31 = 0.837459518578089 PLUM CREEK TIMBER CO PCL 2003-03-31 = 0.784323470303573 PLUM CREEK TIMBER CO PCL 2003-06-30 = 0.820488484001677 PLUM CREEK TIMBER CO PCL 2003-09-30 = 0.773126568742245 PMC - Sierra, Inc. PMCS 2001-12-31 = -2.49880855805666 PMC - Sierra, Inc. PMCS 2002-12-31 = -0.714318382921664 PMC - Sierra, Inc. PMCS 2003-03-30 = -0.644522011535619 PMC - Sierra, Inc. PMCS 2003-06-29 = -0.518298721336189 PMC - Sierra, Inc. PMCS 2003-09-28 = -0.622077283563407 PNC Financial Services Gr PNC 2000-12-31 = 0.437680949388157 PNC Financial Services Gr PNC 2001-12-31 = 0.34234663116526 PNC Financial Services Gr PNC 2002-09-30 = 0.260975719528933 PNC Financial Services Gr PNC 2002-12-31 = 0.270029627367352 PNC Financial Services Gr PNC 2003-03-31 = 0.259770149245404 PNC Financial Services Gr PNC 2003-06-30 = 0.260811169236584 PNC Financial Services Gr PNC 2003-09-30 = 0.258046152271645 PPL CORPORATION PPL 2002-09-30 = 0.360529085839661 PPL CORPORATION PPL 2002-12-31 = 0.287320689252442 PPL CORPORATION PPL 2003-03-31 = 0.358159537194557 PPL CORPORATION PPL 2003-06-30 = 0.4154720135195 PPL CORPORATION PPL 2003-09-30 = 0.449041403624355 PRINCIPAL FINANCIAL GROUP PFG 2000-12-31 = 0.292716368181566 PRINCIPAL FINANCIAL GROUP PFG 2001-12-31 = 0.171046013920954 PRINCIPAL FINANCIAL GROUP PFG 2002-12-31 = 0.0754298509089371 PRINCIPAL FINANCIAL GROUP PFG 2003-03-31 = 0.0838218432801379 PRINCIPAL FINANCIAL GROUP PFG 2003-06-30 = 0.0889168614553816 PRINCIPAL FINANCIAL GROUP PFG 2003-09-30 = 0.0853303356942225 PROGRESS ENERGY INC PGN 2000-12-31 = 0.540837063346087 PROGRESS ENERGY INC PGN 2002-09-30 = 0.487724326095288 PROGRESS ENERGY INC PGN 2002-12-31 = 0.540444323233941 PROGRESS ENERGY INC PGN 2003-03-31 = 0.513700711783598 PROGRESS ENERGY INC PGN 2003-06-30 = 0.461351746302097 PROGRESS ENERGY INC PGN 2003-09-30 = 0.596019487518104 PROGRESSIVE CORP PGR 2002-09-30 = 0.784273744386361 PROGRESSIVE CORP PGR 2002-12-31 = 0.777546737485379 PROGRESSIVE CORP PGR 2003-03-31 = 0.838527678750093 PROGRESSIVE CORP PGR 2003-06-30 = 0.847836467434646 PROGRESSIVE CORP PGR 2003-09-30 = 0.850796844219641 PROLOGIS TRUST PLD 2000-12-31 = 0.799599210205115 PROLOGIS TRUST PLD 2001-12-31 = 0.664047218947627 PROLOGIS TRUST PLD 2002-09-30 = 0.507687509564967 PROLOGIS TRUST PLD 2002-12-31 = 0.537382159666819 PROLOGIS TRUST PLD 2003-03-31 = 0.486786985183197 PROLOGIS TRUST PLD 2003-06-30 = 0.502350542101128 PROLOGIS TRUST PLD 2003-09-30 = 0.397613923024044 PROVIDIAN FINANCIAL CORP PVN 2000-12-31 = 0.768856703473038 PROVIDIAN FINANCIAL CORP PVN 2001-12-31 = 0.525686514665107 PROVIDIAN FINANCIAL CORP PVN 2002-09-30 = 0.318855816823815 PROVIDIAN FINANCIAL CORP PVN 2002-12-31 = 0.318333254430758 PROVIDIAN FINANCIAL CORP PVN 2003-03-31 = 0.322158689028749 PROVIDIAN FINANCIAL CORP PVN 2003-06-30 = 0.340536487153967 PROVIDIAN FINANCIAL CORP PVN 2003-09-30 = 0.389428444426826 PRUDENTIAL FINANCIAL INC PRU 2000-12-31 = 0.280987062945679 PRUDENTIAL FINANCIAL INC PRU 2001-12-31 = 0.134478220090711 PRUDENTIAL FINANCIAL INC PRU 2002-09-30 = 0.0747174433648326 PRUDENTIAL FINANCIAL INC PRU 2002-12-31 = 0.067017883452627 PRUDENTIAL FINANCIAL INC PRU 2003-03-31 = 0.0792143265251026 PRUDENTIAL FINANCIAL INC PRU 2003-06-30 = 0.0731848759112214 PRUDENTIAL FINANCIAL INC PRU 2003-09-30 = 0.0621912111186509 Public Service Enterprise PEG 2000-12-31 = 0.715715743707131 Public Service Enterprise PEG 2001-12-31 = 0.770483255350009 Public Service Enterprise PEG 2002-12-31 = 0.33559996200831 Public Service Enterprise PEG 2003-03-31 = 0.42341994669713 Public Service Enterprise PEG 2003-06-30 = 0.344656329212113 Public Service Enterprise PEG 2003-09-30 = 0.405313093532561 QWEST COMM INTL INC Q 2001-06-30 = 0.394404343876792 QWEST COMM INTL INC Q 2001-09-30 = 0.552907879212082 QWEST COMM INTL INC Q 2001-12-31 = 0.486793689601924 QWEST COMM INTL INC Q 2002-03-31 = 0.4639982232768 QWEST COMM INTL INC Q 2002-12-31 = -3.78295791049412 QWEST COMM INTL INC Q 2003-03-31 = -2.08533815766236 QWEST COMM INTL INC Q 2003-06-30 = -2.01407777137333 QWEST COMM INTL INC Q 2003-09-30 = -1.82459602863691 REGIONS FINANCIAL CORP RF 2000-12-31 = 0.305929459546718 REGIONS FINANCIAL CORP RF 2001-12-31 = 0.314759169126323 REGIONS FINANCIAL CORP RF 2002-09-30 = 0.183388726016923 REGIONS FINANCIAL CORP RF 2002-12-31 = 0.185138378536481 REGIONS FINANCIAL CORP RF 2003-03-31 = 0.185316851835617 REGIONS FINANCIAL CORP RF 2003-06-30 = 0.186325453956474 REGIONS FINANCIAL CORP RF 2003-09-30 = 0.191175252460589 RJ REYNOLDS TOBACCO HLDGS RJR 2002-09-30 = 0.892019345344254 RJ REYNOLDS TOBACCO HLDGS RJR 2002-12-31 = 0.736570882533615 RJ REYNOLDS TOBACCO HLDGS RJR 2003-03-31 = 0.800338886936636 RJ REYNOLDS TOBACCO HLDGS RJR 2003-06-30 = 0.893095523545648 RJ REYNOLDS TOBACCO HLDGS RJR 2003-09-30 = -1.03140819565358 Rohm and Haas Co ROH 2002-09-30 = 0.784671199558989 Rohm and Haas Co ROH 2002-12-31 = 0.68035994929225 Rohm and Haas Co ROH 2003-03-31 = 0.792048939505731 Rohm and Haas Co ROH 2003-06-30 = 0.744622486252056 Rohm and Haas Co ROH 2003-09-30 = 0.768344743887953 RYDER SYSTEM INC R 2002-09-30 = 0.759768552181366 RYDER SYSTEM INC R 2002-12-31 = 0.759199213552842 RYDER SYSTEM INC R 2003-03-31 = 0.736255899793715 RYDER SYSTEM INC R 2003-06-30 = 0.755787461974576 RYDER SYSTEM INC R 2003-09-30 = 0.70759681379568 SAFECO Corporation SAFC 2000-12-31 = 0.538405560336626 SAFECO Corporation SAFC 2001-12-31 = 0.250396666532137 SAFECO Corporation SAFC 2002-12-31 = 0.233722891245254 SAFECO Corporation SAFC 2003-03-31 = 0.239413962790911 SAFECO Corporation SAFC 2003-06-30 = 0.323347047040132 SAFECO Corporation SAFC 2003-09-30 = 0.289755429708017 Sanmina-SCI Corporation SANM 2002-09-28 = -0.341865055384491 Sanmina-SCI Corporation SANM 2002-12-28 = 0.81792875003725 Sanmina-SCI Corporation SANM 2003-03-29 = 0.782306571157796 Sanmina-SCI Corporation SANM 2003-06-28 = 0.810202354475821 Sanmina-SCI Corporation SANM 2003-09-27 = 0.736015782793827 SARA LEE CORP SLE 2002-12-28 = 0.90207718239236 SARA LEE CORP SLE 2003-03-29 = 0.837062645021622 SARA LEE CORP SLE 2003-06-28 = 0.903742573814997 SARA LEE CORP SLE 2003-09-27 = 0.875623682306914 S B C COMMUNICATIONS INC SBC 2002-09-30 = 0.783871990730187 S B C COMMUNICATIONS INC SBC 2002-12-31 = 0.882088759874318 S B C COMMUNICATIONS INC SBC 2003-09-30 = 0.900735667453311 SCHLUMBERGER LTD SLB 2002-12-31 = 0.368551879435698 SCHLUMBERGER LTD SLB 2003-06-30 = 0.89059244327741 SEALED AIR CORP NEW SEE 2002-12-31 = -0.131680187170099 SEALED AIR CORP NEW SEE 2003-03-31 = 0.550229813971816 SEALED AIR CORP NEW SEE 2003-06-30 = 0.636297122885511 SEALED AIR CORP NEW SEE 2003-09-30 = 0.607249281096504 SEARS ROEBUCK & CO S 2003-09-27 = 0.839942379746514 SEMPRA ENERGY SRE 2000-12-31 = 0.801110591564434 SEMPRA ENERGY SRE 2002-09-30 = 0.366728910855962 SEMPRA ENERGY SRE 2002-12-31 = 0.377266620204205 SEMPRA ENERGY SRE 2003-03-31 = 0.37905924846409 SEMPRA ENERGY SRE 2003-06-30 = 0.392840666863407 SEMPRA ENERGY SRE 2003-09-30 = 0.422828369188765 SIMON PROPERTY GROUP INC SPG 2000-12-31 = 0.47580073259617 SIMON PROPERTY GROUP INC SPG 2001-12-31 = 0.447454321457624 SIMON PROPERTY GROUP INC SPG 2002-09-30 = 0.186024530146863 SIMON PROPERTY GROUP INC SPG 2002-12-31 = 0.200057439282285 SIMON PROPERTY GROUP INC SPG 2003-03-31 = 0.170926843406841 SIMON PROPERTY GROUP INC SPG 2003-06-30 = 0.175534878245281 SIMON PROPERTY GROUP INC SPG 2003-09-30 = 0.13965415240885 SLM CORP SLM 2000-12-31 = 0.403350821072918 SLM CORP SLM 2001-12-31 = 0.340844176218332 SLM CORP SLM 2002-09-30 = 0.106675114256379 SLM CORP SLM 2002-12-31 = 0.160067939977253 SLM CORP SLM 2003-03-31 = 0.18116392867277 SLM CORP SLM 2003-06-30 = 0.171734686691313 SOLECTRON CORP SLR 2002-08-31 = 0.102418201338006 SOLECTRON CORP SLR 2003-02-28 = 0.863738950465239 SOLECTRON CORP SLR 2003-05-31 = -1.15717330836048 SOUTHERN CO SO 2002-09-30 = 0.628192405539064 SOUTHERN CO SO 2002-12-31 = 0.508258030859362 SOUTHERN CO SO 2003-03-31 = 0.518160369123369 SOUTHERN CO SO 2003-06-30 = 0.584254436872315 SOUTHERN CO SO 2003-09-30 = 0.662792766328022 SouthTrust Corporation SOTR 2000-12-31 = 0.306520117421512 SouthTrust Corporation SOTR 2001-12-31 = 0.297032711225424 SouthTrust Corporation SOTR 2002-12-31 = 0.18092064767946 SouthTrust Corporation SOTR 2003-03-31 = 0.178296328954677 SouthTrust Corporation SOTR 2003-06-30 = 0.179745105296567 SouthTrust Corporation SOTR 2003-09-30 = 0.180324529585928 Sprint Corp FON 2000-12-31 = 0.854168119403295 Sprint Corp FON 2001-12-31 = 0.570761428111696 Sprint Corp FON 2002-09-30 = 0.395447144153144 Sprint Corp FON 2002-12-31 = 0.356021147463984 Sprint Corp FON 2003-03-31 = 0.504599453255345 Sprint Corp FON 2003-06-30 = 0.491615325715371 Sprint Corp FON 2003-09-30 = 0.434531143236809 ST PAUL COS INC SPC 2000-12-31 = 0.62429637849132 ST PAUL COS INC SPC 2001-12-31 = 0.312672664352134 ST PAUL COS INC SPC 2002-12-31 = 0.284284100196788 ST PAUL COS INC SPC 2003-03-31 = 0.291554781105176 ST PAUL COS INC SPC 2003-06-30 = 0.314638236800935 ST PAUL COS INC SPC 2003-09-30 = 0.316245639235726 Starwood Hotels and Resor HOT 2000-12-31 = 0.738291231752245 Starwood Hotels and Resor HOT 2001-12-31 = 0.588214819663646 Starwood Hotels and Resor HOT 2002-09-30 = 0.292008861114579 Starwood Hotels and Resor HOT 2002-12-31 = 0.257195855631803 Starwood Hotels and Resor HOT 2003-03-31 = 0.180463115731451 Starwood Hotels and Resor HOT 2003-06-30 = 0.415734521965646 Starwood Hotels and Resor HOT 2003-09-30 = 0.449559161761379 Sun Microsystems, Inc. SUNW 2002-12-29 = 0.537075778485862 SUNTRUST BANKS INC STI 2000-12-31 = 0.321873734782808 SUNTRUST BANKS INC STI 2001-12-31 = 0.306977157366666 SUNTRUST BANKS INC STI 2002-09-30 = 0.163597060639008 SUNTRUST BANKS INC STI 2002-12-31 = 0.15722428681143 SUNTRUST BANKS INC STI 2003-03-31 = 0.155648961093051 SUNTRUST BANKS INC STI 2003-06-30 = 0.159870427767307 SUNTRUST BANKS INC STI 2003-09-30 = 0.15455632621375 SYNOVUS FINANCIAL CORP SNV 2000-12-31 = 0.403770478537336 SYNOVUS FINANCIAL CORP SNV 2001-12-31 = 0.408003271631911 SYNOVUS FINANCIAL CORP SNV 2002-09-30 = 0.231760785039345 SYNOVUS FINANCIAL CORP SNV 2002-12-31 = 0.236321678457702 SYNOVUS FINANCIAL CORP SNV 2003-03-31 = 0.222067668034974 SYNOVUS FINANCIAL CORP SNV 2003-06-30 = 0.222069641236944 SYNOVUS FINANCIAL CORP SNV 2003-09-30 = 0.227783824912423 TARGET CORP TGT 2002-11-02 = 0.865476514915924 TARGET CORP TGT 2003-11-01 = 0.889934278609325 TECO ENERGY INC TE 2000-12-31 = 0.659772771591359 TECO ENERGY INC TE 2002-09-30 = 0.595760751611812 TECO ENERGY INC TE 2002-12-31 = 0.724974251170253 TECO ENERGY INC TE 2003-03-31 = 0.557842401533169 TECO ENERGY INC TE 2003-06-30 = 0.352950853050968 TECO ENERGY INC TE 2003-09-30 = 0.281239362578829 TEMPLE INLAND INC TIN 2000-12-30 = -0.290411826395483 TEMPLE INLAND INC TIN 2001-12-29 = -0.310363616367157 TEMPLE INLAND INC TIN 2002-09-28 = -0.520628891385482 TEMPLE INLAND INC TIN 2002-12-28 = -0.542594429815804 TEMPLE INLAND INC TIN 2003-03-29 = -0.555923241871244 TEMPLE INLAND INC TIN 2003-06-28 = 0.257813286348704 TEMPLE INLAND INC TIN 2003-09-27 = -0.495514451613346 TORCHMARK CORP TMK 2000-12-31 = 0.711983067149839 TORCHMARK CORP TMK 2001-12-31 = 0.761130174510503 TORCHMARK CORP TMK 2002-09-30 = 0.540637836491885 TORCHMARK CORP TMK 2002-12-31 = 0.543056756330691 TORCHMARK CORP TMK 2003-03-31 = 0.518562214377665 TORCHMARK CORP TMK 2003-06-30 = 0.531595455289258 TORCHMARK CORP TMK 2003-09-30 = 0.540863160935287 TOYS R US INC TOY 2002-11-02 = 0.717867746864747 TOYS R US INC TOY 2003-05-03 = 0.781611744136436 TOYS R US INC TOY 2003-08-02 = 0.799099321564143 TOYS R US INC TOY 2003-11-01 = 0.724727347458066 TRANSOCEAN INC RIG 2002-12-31 = -0.222899550152559 TRANSOCEAN INC RIG 2003-03-31 = 0.561254827389682 TRANSOCEAN INC RIG 2003-06-30 = 0.652336948108731 TRANSOCEAN INC RIG 2003-09-30 = 0.688702119702294 TXU CORP TXU 2000-12-31 = 0.731396879943522 TXU CORP TXU 2002-03-31 = 0.388651784668717 TXU CORP TXU 2002-06-30 = 0.397002635815577 TXU CORP TXU 2002-12-31 = 0.407533073744556 TXU CORP TXU 2003-03-31 = 0.133946357382995 TXU CORP TXU 2003-06-30 = 0.118053516545195 TXU CORP TXU 2003-09-30 = 0.209220826871513 TYCO INTL LTD TYC 2001-09-30 = 0.722477517747749 TYCO INTL LTD TYC 2002-09-30 = 0.474512664561168 TYCO INTL LTD TYC 2002-12-31 = 0.563587919294999 TYCO INTL LTD TYC 2003-03-31 = 0.672533479576629 TYCO INTL LTD TYC 2003-06-30 = 0.752226766298864 TYCO INTL LTD TYC 2003-09-30 = 0.773743770819427 US BANCORP USB 2000-12-31 = 0.430532237111511 US BANCORP USB 2001-12-31 = 0.343183014945218 US BANCORP USB 2002-09-30 = 0.228710799192696 US BANCORP USB 2002-12-31 = 0.225839726300302 US BANCORP USB 2003-03-31 = 0.229382669427771 US BANCORP USB 2003-06-30 = 0.221860201775764 US BANCORP USB 2003-09-30 = 0.232529836660237 UNION PACIFIC CORP UNP 2002-09-30 = 0.76757493794426 UNION PACIFIC CORP UNP 2002-12-31 = 0.779548773194614 UNION PACIFIC CORP UNP 2003-03-31 = 0.755671452172857 UNION PACIFIC CORP UNP 2003-06-30 = 0.791207531684368 UNION PACIFIC CORP UNP 2003-09-30 = 0.76645412294121 UNION PLANTERS CORP UPC 2000-12-31 = 0.3050561282381 UNION PLANTERS CORP UPC 2001-12-31 = 0.329078337537878 UNION PLANTERS CORP UPC 2002-12-31 = 0.174378232486954 UNION PLANTERS CORP UPC 2003-03-31 = 0.170967095426419 UNION PLANTERS CORP UPC 2003-06-30 = 0.168139390513048 UNION PLANTERS CORP UPC 2003-09-30 = 0.180497769058505 UNISYS CORP UIS 2002-09-30 = 0.468386501697277 UNISYS CORP UIS 2003-03-31 = 0.298062377210484 UNISYS CORP UIS 2003-06-30 = 0.342120311689221 UNISYS CORP UIS 2003-09-30 = 0.375717058340589 United States Steel Corp X 2002-09-30 = 0.702216918650104 United States Steel Corp X 2002-12-31 = 0.617630138328366 United States Steel Corp X 2003-03-31 = 0.612270244260008 United States Steel Corp X 2003-06-30 = 0.624925731541065 United States Steel Corp X 2003-09-30 = 0.247002061525043 UNIVISION COMM INC UVN 2002-09-30 = 0.804753800710175 UNIVISION COMM INC UVN 2002-12-31 = 0.871318130090875 UNIVISION COMM INC UVN 2003-03-31 = 0.830308465327586 UNOCAL CORP UCL 2002-09-30 = 0.805057617228277 UNOCAL CORP UCL 2002-12-31 = 0.866488419056598 UNOCAL CORP UCL 2003-06-30 = 0.895916972533097 UnumProvident Corp UNM 2000-12-31 = 0.573262438885989 UnumProvident Corp UNM 2001-12-31 = 0.556750519178409 UnumProvident Corp UNM 2002-09-30 = 0.333499097332152 UnumProvident Corp UNM 2002-12-31 = 0.361756504859906 UnumProvident Corp UNM 2003-03-31 = 0.271077015847942 UnumProvident Corp UNM 2003-06-30 = 0.313972569034207 UnumProvident Corp UNM 2003-09-30 = 0.321041270998103 UST INC UST 2002-12-31 = -0.543450118999484 VERIZON COMMUNICATIONS VZ 2001-12-31 = 0.632734540190663 VERIZON COMMUNICATIONS VZ 2002-09-30 = 0.382802987842432 VERIZON COMMUNICATIONS VZ 2002-12-31 = 0.340405715446553 VERIZON COMMUNICATIONS VZ 2003-03-31 = 0.382282080237489 VERIZON COMMUNICATIONS VZ 2003-06-30 = 0.324851777751784 VERIZON COMMUNICATIONS VZ 2003-09-30 = 0.363725704247685 VISTEON CORP VC 2002-12-31 = 0.715373067857543 VISTEON CORP VC 2003-03-31 = 0.72446588293673 VISTEON CORP VC 2003-06-30 = 0.604118128952775 VISTEON CORP VC 2003-09-30 = 0.485702805320825 VULCAN MATERIALS CO VMC 2003-03-31 = 0.894293412221039 WACHOVIA CORP WB 2000-12-31 = 0.237971310363193 WACHOVIA CORP WB 2001-12-31 = 0.207925010890132 WACHOVIA CORP WB 2002-09-30 = 0.126779761612627 WACHOVIA CORP WB 2002-12-31 = 0.125643492538859 WACHOVIA CORP WB 2003-03-31 = 0.128423437939748 WACHOVIA CORP WB 2003-06-30 = 0.124432563603065 WACHOVIA CORP WB 2003-09-30 = 0.121138459743331 WASHINGTON MUTUAL INC WM 2001-12-31 = 0.302579993788813 WASHINGTON MUTUAL INC WM 2002-09-30 = 0.1736956690539 WASHINGTON MUTUAL INC WM 2002-12-31 = 0.182322659823826 WASHINGTON MUTUAL INC WM 2003-03-31 = 0.170632252059207 WASHINGTON MUTUAL INC WM 2003-06-30 = 0.17275812442506 WASHINGTON MUTUAL INC WM 2003-09-30 = 0.167576888297277 WASTE MANAGEMENT INC WMI 2002-12-31 = 0.541783087946786 WASTE MANAGEMENT INC WMI 2003-03-31 = 0.521486511809661 WASTE MANAGEMENT INC WMI 2003-06-30 = 0.576995843609175 WASTE MANAGEMENT INC WMI 2003-09-30 = 0.591739418062227 WELLS FARGO & CO WFC 2000-12-31 = 0.367163873529487 WELLS FARGO & CO WFC 2001-12-31 = 0.315887766004454 WELLS FARGO & CO WFC 2002-12-31 = 0.182450474897237 WELLS FARGO & CO WFC 2003-03-31 = 0.176283358781848 WELLS FARGO & CO WFC 2003-06-30 = 0.183792967210902 WELLS FARGO & CO WFC 2003-09-30 = 0.177020503038526 WEYERHAEUSER CO WY 2002-09-29 = 0.602004879735238 WEYERHAEUSER CO WY 2002-12-29 = 0.607975254548145 WEYERHAEUSER CO WY 2003-03-30 = 0.579212070337981 WEYERHAEUSER CO WY 2003-06-29 = 0.63913049399575 WEYERHAEUSER CO WY 2003-09-28 = 0.660849872681172 Williams Companies Inc WMB 2000-12-31 = 0.609189515274898 Williams Companies Inc WMB 2001-12-31 = 0.568811108301364 Williams Companies Inc WMB 2002-09-30 = 0.146577538871608 Williams Companies Inc WMB 2002-12-31 = 0.34386990843336 Williams Companies Inc WMB 2003-03-31 = 0.191246204028899 Williams Companies Inc WMB 2003-06-30 = 0.312978114759069 Williams Companies Inc WMB 2003-09-30 = 0.358662180879145 WYETH WYE 2000-12-31 = 0.517056142813649 WYETH WYE 2002-09-30 = 0.901915962135948 WYETH WYE 2003-09-30 = 0.691921331694298 XCEL ENERGY INC XEL 2002-09-30 = -0.478275299876056 XCEL ENERGY INC XEL 2002-12-31 = -0.111967757516969 XCEL ENERGY INC XEL 2003-03-31 = -0.0700964416211032 XCEL ENERGY INC XEL 2003-06-30 = 0.145133402409271 XCEL ENERGY INC XEL 2003-09-30 = 0.421444674687164 XEROX CORP XRX 2002-12-31 = 0.451266649706723 XEROX CORP XRX 2003-03-31 = 0.407009848703279 XEROX CORP XRX 2003-06-30 = 0.548757254589768 XEROX CORP XRX 2003-09-30 = 0.515576443248906 XL CAPITAL LTD XL 2000-12-31 = 0.811310511586922 XL CAPITAL LTD XL 2001-12-31 = 0.321658721617584 XL CAPITAL LTD XL 2002-09-30 = 0.307264600920941 XL CAPITAL LTD XL 2002-12-31 = 0.306322279315672 XL CAPITAL LTD XL 2003-03-31 = 0.309859391325025 XL CAPITAL LTD XL 2003-06-30 = 0.328605213859002 Yum! Brands Inc YUM 2002-12-28 = 0.484766562630046 Yum! Brands Inc YUM 2003-03-22 = 0.377284808112447 Yum! Brands Inc YUM 2003-06-14 = 0.440565323172997 Yum! Brands Inc YUM 2003-09-06 = 0.540824368819625 Zions Bancorporation ZION 2000-12-31 = 0.279706854900053 Zions Bancorporation ZION 2001-12-31 = 0.295278437990841 Zions Bancorporation ZION 2002-09-30 = 0.159192320248932 Zions Bancorporation ZION 2002-12-31 = 0.164467055340932 Zions Bancorporation ZION 2003-03-31 = 0.164338509375061 Zions Bancorporation ZION 2003-06-30 = 0.167867365128577 Zions Bancorporation ZION 2003-09-30 = 0.171798201806405