13F-HR 1 w05771ee13fvhr.txt FORM 13F-HR GARTMORE GLOBAL ASSET MANAGEMENT LTD UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended December 31, 2004 Check here if Amendment [ ]; Amendment Number: ------------- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Gartmore Global Asset Management LTD ------------------------------------------------------- Address: 8 Fenchurch Place London, England EC3M 4PH ------------------------------------------------------- Form 13F File Number: 28-04903 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: /s/ Alan Buddles ------------------------------------------ Title: Vice President ------------------------------------------ Phone: 020-7782-2000 ------------------------------------------ Signature, Place, and Date of Signing: /s/ Alan Buddles London, England 2/14/2005 ------------------ ------------------------- --------------- (Signature) (City, State) (Date) Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) Form 13F Gartmore Summary Page Report Summary: Form 13F Gartmore Information Table Entry 562 Form 13F Gartmore Information Table Value 2,017,902 (thousands)

BORG WARNER INC 099724106 80000 COM STK US$0.01 4112800 10155 Gartmore FREEPORT-MCMORAN COPPER + GOLD INC 35671D857 100000 CLASS'B'COM STK USD0.10 3562000 10155 Gartmore INNOVET 45765P104 250000 COM USD0.001 0 10155 Gartmore KERR-MCGEE CORP 492386107 75000 COM STK USD1 4257000 10155 Gartmore KNIGHTSBRIDGE TANKERS G5299G106 50000 COM STK USD0.01 1494000 10155 Gartmore MAY DEPARTMENT STORES COMPANY 577778103 85000 COM USD0.50 2398700 10155 Gartmore MOTION ANALYSIS 9010027 187955 COMMON 180436.8 10155 Gartmore MOTION ANALYSIS 9032230 999120 SERIES 1 PREFERRED STOCK 959155.2 10155 Gartmore HENRY VENTURE 11 LIMITED(THE FUND) 9032808 4444 ORDINARY VENTURE SHARES 266640 10155 Gartmore SPECTRAGRAPHICS CORPORATION 9034585 241 COM SHS NPV 0 10155 Gartmore SPECTRAGRAPHICS CORPORATION 9034586 1518 SERIES 'D' PREF STOCK 0 10155 Gartmore SPECTRAGRAPHICS CORPORATION 9034587 1181 SERIES 'C' PREF STOCK 0 10155 Gartmore SPECTRAGRAPHICS CORPORATION 9034588 1041 CONV PREF SERIES 'F' STOCK 0 10155 Gartmore NEWCASTLE INVESTMENT CORP 9053890 150000 COM USD0.01 (HOLDING CORP) 337500 10155 Gartmore J P MORGAN CHASE 46625H100 100000 COM USD1 3840000 10155 Gartmore FREDDIE MAC 313400301 35000 COM USD0.21 2509850 10155 Gartmore ORACLE CORPORATION 68389X105 220000 COM USD0.01 2932600 10155 Gartmore UNISYS CORP 909214108 100000 COM STK USD0.01 942000 10155 Gartmore CIA VALE RIO DOCE 204412100 150000 ADR(1 PRF SHS-DTC) 3435000 10155 Gartmore SMURFIT-STONE CONTAINER CORP 832727101 64763 COM STK USD0.01 1136590.65 10155 Gartmore SKILLSET SOFTWARE, INC 9078677 445000 SERIES 'A' PREFERRED STOCK(*SUSPENDED) 0 10155 Gartmore DECODE GENETICS 243586104 30000 COM STK USD0.001 221700 10155 Gartmore NEWCASTLE INVESTMENT CORP 65105M108 150000 COM USD0.01 4462500 10155 Gartmore COMCAST CORPORATION 20030N101 60000 COM CLS'A' USD1 1954200 10155 Gartmore INSIGNIA SOLUTIONS 45766J107 300000 ADS REPR EACH 1 ORD SHS 20P 245100 10155 Gartmore CALLISTO PHARMA 1312EM104 478041 COM USD0.0001 879595.44 10155 Gartmore NEWCASTLE INVESTMENT CORP 9147663 150000 COM USD0.01 RESTRICTED 0.15 10155 Gartmore TELVUE CORP 87970K108 180000 COM STK USD0.01 7200 10155 Gartmore HOB ENTERTAINMENT 9150412 20000 COM STK USD0.0001 0.02 10155 Gartmore NEWS CORP 65248E104 200000 COM USD0.01 CLS'A' 3530000 10155 Gartmore SOLAR INTEGRATED TECHNOLGIES B0137J5 12874 COM USD 0.0001 16800.57 10410 Gartmore XL TECHGROUP INC B034YT5 364399 COM STK USD0.001 'REGS' 712400.05 54550 Gartmore IONA TECHNOLOGIES 46206P109 1022129 ADS REP 1 ORD SHS-DTC 5008432.1 56550 Gartmore TRINTECH GROUP 896682200 742275 ADR REP 2 ORD IEP0.0027 4119626.25 56550 Gartmore IONA TECHNOLOGIES 46206P109 906780 ADS REP 1 ORD SHS-DTC 4456823.7 56690 Gartmore SOLAR INTEGRATED TECHNOLGIES B0137J5 221923 COM USD 0.0001 289609.52 56690 Gartmore FRONTIER MINING B02PC95 1000000 COM STK USD0.01 215000 56690 Gartmore

GATEKEEPER SYSTEMS INC U3696G104 606296 USD0.001 REG'S' 318305.4 56690 Gartmore WAL-MART STORES 931142103 4579 COM USD0.10 247220.21 56815 Gartmore INTERNATIONAL BUSINESS MACHINES CRP 459200101 5897 COM STK USD0.20 564814.66 56815 Gartmore AMER INTL GROUP 026874107 2411 COM USD2.50 162935.38 56815 Gartmore J P MORGAN CHASE 46625H100 4355 COM USD1 167232 56815 Gartmore CISCO SYSTEMS INC 17275R102 16726 COM STK USD0.001 (US-EX) 313110.72 56815 Gartmore CENDANT CORP 151313103 19288 COM USD0.01 436873.2 56815 Gartmore WACHOVIA CORP 929903102 7828 COM USD3.333 1/3 406899.44 56815 Gartmore GENERAL ELECTRIC CO(U.S.) 369604103 17841 COM STK USD0.06 642276 56815 Gartmore HEWLETT PACKARD CO 428236103 23297 COM USD0.01 485509.48 56815 Gartmore INTEL CORP 458140100 21759 COM STK USD0.001 496105.2 56815 Gartmore MICROSOFT CORP 594918104 23712 COM STK USD0.0000125 632399.04 56815 Gartmore CAPITAL ONE FINANCIAL CORP 14040H105 2362 COM STK US$0.01 193589.52 56815 Gartmore PEPSICO INC 713448108 4003 CAP USD0.016666 209957.35 56815 Gartmore PFIZER INC 717081103 20472 COM STK USD0.05 538413.6 56815 Gartmore ALTRIA GROUP INC 02209S103 10000 NEW COM STK USD0.333 614000 56815 Gartmore PROCTER & GAMBLE CO 742718109 6970 COM STK NPV 389762.4 56815 Gartmore YUM BRANDS INC 988498101 2212 COM STK NPV 102526.2 56815 Gartmore ADOBE SYSTEMS INCORPORATED 00724F101 3366 COM STK USD0.0001 197853.48 56815 Gartmore ALLSTATE CORP 020002101 5900 COM STK USD0.01 301077 56815 Gartmore APPLIED MATERIALS 038222105 7927 COM STK USD0.01 128021.05 56815 Gartmore ARCHER DANIELS MIDLAND 039483102 7767 COM NPV 169631.28 56815 Gartmore VERIZON COMMUNICATION 92343V104 8300 COM STK USD0.10 327103 56815 Gartmore BURLINGTON NORTHERN SANTA FE CORP 12189T104 4078 COM STK USD0.01 183958.58 56815 Gartmore CHUBB CORP 171232101 1354 COM STK USD1 102782.14 56815 Gartmore CIGNA CORP 125509109 2971 COM STK USD0.25 234174.22 56815 Gartmore COMPUTER SCIENCES CORP 205363104 4138 COM STK USD1 223534.76 56815 Gartmore COUNTRYWIDE FINANCIAL CORP 222372104 12869 COM USD0.05 454533.08 56815 Gartmore DOW CHEMICAL CO 260543103 7800 COM STK USD2.50 374322 56815 Gartmore EATON CORPORATION 278058102 3867 COM USD0.50 262066.59 56815 Gartmore EXXON MOBIL CORP 30231G102 8104 COM STK NPV 403498.16 56815 Gartmore GENERAL MOTORS CORP 370442105 6600 COM STK USD1 2/3 257400 56815 Gartmore HALLIBURTON CO 406216101 2701 COM USD2.50 102583.98 56815 Gartmore HOME DEPOT INC 437076102 6600 COM USD0.05 273372 56815 Gartmore JOHNSON & JOHNSON 478160104 10800 COM STK USD1 676188 56815 Gartmore HARTFORD FINL SERV 416515104 3200 COM USD0.01 216000 56815 Gartmore LIMITED BRANDS INCORPORATED 532716107 11728 COM USD0.50 263762.72 56815 Gartmore

MBNA CORP 55262L100 4362 COM USD0.01 124273.38 56815 Gartmore MCDONALD'S CORP 580135101 9900 COM STK USD0.01 315513 56815 Gartmore MCGRAW-HILL COS INC (THE) 580645109 4954 COM STK USD1 453835.94 56815 Gartmore MERCK & CO INC 589331107 19931 COM USD0.01 620452.03 56815 Gartmore 3M CO 88579Y101 2500 COM STK USD0.01 205750 56815 Gartmore MOTOROLA INC 620076109 12334 COM STK USD3 205854.46 56815 Gartmore NATIONAL CITY CORP 635405103 12400 COM STK USD4 450120 56815 Gartmore NUCOR CORP 670346105 8406 COM STK USD0.40 414667.98 56815 Gartmore PACCAR INC 693718108 3200 COM STK USD1 231904 56815 Gartmore J.C PENNEY CO INC HOLDING CO 708160106 5500 COM USD0.50 224235 56815 Gartmore PHELPS DODGE CORP 717265102 1733 COM STK USD6.25 169227.45 56815 Gartmore CONOCOPHILLIPS 20825C104 4619 COM STK USD0.01 391968.34 56815 Gartmore COSTCO WHOLESALE 22160K105 6945 COM USD0.005 329818.05 56815 Gartmore SHERWIN WILLIAMS + COMPANY 824348106 4600 COM USD1 196512 56815 Gartmore CHEVRONTEXACO CORP 166764100 12153 COM USD0.75 621625.95 56815 Gartmore SUNOCO INC 86764P109 3400 COM STK USD1 263228 56815 Gartmore TEXAS INSTRUMENTS 882508104 7700 COM USD1 176484 56815 Gartmore TXU CORP 873168108 7053 COM NPV 444621.12 56815 Gartmore UNITED HEALTHCARE GROUP 91324P102 3650 COM STK USD0.01 318389.5 56815 Gartmore VF CORPORATION 918204108 7800 COMMON NPV 416442 56815 Gartmore AUTODESK INC 052769106 10014 COM USD0.01 343480.2 56815 Gartmore CENTEX CORP 152312104 2900 COM STK USD0.25 162342 56815 Gartmore BANKAMERICA CORP 060505104 17288 COM STK USD0.01 773292.24 56815 Gartmore CITIGROUP INC 172967101 18972 COM STK USD0.01 (US-EX) 922987.8 56815 Gartmore YAHOO INC 984332106 2749 COM USD0.001 98854.04 56815 Gartmore ACE LTD G0070K103 2574 ORD USD0.0416 109395 56815 Gartmore GOLDMAN SACHS GROUP INC 38141G104 1900 COM STK USD0.01 199082 56815 Gartmore CELGENE CORP 151020104 3437 COM STK USD0.01 93589.51 56815 Gartmore AETNA INC(NEW) 00817Y108 2863 COM STK USD0.01 354840.22 56815 Gartmore TIME WARNER INC 887317105 14753 COM STK USD0.01 278831.7 56815 Gartmore ACCENTURE G1150G111 4206 COM USD0.0000225 111921.66 56815 Gartmore CITI GROUP 125581108 5625 COM STK USD0.01 240918.75 56815 Gartmore FREESCALE SEMICONDUCTOR 35687M206 1361 COM STK USD0.01 CLASS 'B' 23273.1 56815 Gartmore GILLETTE CO 375766102 11459 COM STK USD1 504196 56845 Gartmore WAL-MART STORES 931142103 12713 COM USD0.10 686374.87 56845 Gartmore INTERNATIONAL BUSINESS MACHINES CRP 459200101 18914 COM STK USD0.20 1811582.92 56845 Gartmore AMER INTL GROUP 026874107 12043 COM USD2.50 813865.94 56845 Gartmore

J P MORGAN CHASE 46625H100 11035 COM USD1 423744 56845 Gartmore CISCO SYSTEMS INC 17275R102 62447 COM STK USD0.001 (US-EX) 1169007.84 56845 Gartmore CENDANT CORP 151313103 71118 COM USD0.01 1610822.7 56845 Gartmore WACHOVIA CORP 929903102 26129 COM USD3.333 1/3 1358185.42 56845 Gartmore GENERAL DYNAMICS CORP 369550108 10413 COM STK USD1 1039321.53 56845 Gartmore GENERAL ELECTRIC CO(U.S.) 369604103 121033 COM STK USD0.06 4357188 56845 Gartmore HEWLETT PACKARD CO 428236103 108859 COM USD0.01 2268621.56 56845 Gartmore INTEL CORP 458140100 85482 COM STK USD0.001 1948989.6 56845 Gartmore MICROSOFT CORP 594918104 87778 COM STK USD0.0000125 2341039.26 56845 Gartmore CAPITAL ONE FINANCIAL CORP 14040H105 14927 COM STK US$0.01 1223416.92 56845 Gartmore PFIZER INC 717081103 42959 COM STK USD0.05 1129821.7 56845 Gartmore ALTRIA GROUP INC 02209S103 28936 NEW COM STK USD0.333 1776670.4 56845 Gartmore PROCTER & GAMBLE CO 742718109 39054 COM STK NPV 2183899.68 56845 Gartmore SBC COMMUNICATIONS INC 78387G103 35502 COM STK USD1 890390.16 56845 Gartmore ADOBE SYSTEMS INCORPORATED 00724F101 14463 COM STK USD0.0001 850135.14 56845 Gartmore ALLSTATE CORP 020002101 22216 COM STK USD0.01 1133682.48 56845 Gartmore ARCHER DANIELS MIDLAND 039483102 43604 COM NPV 952311.36 56845 Gartmore BURLINGTON NORTHERN SANTA FE CORP 12189T104 17823 COM STK USD0.01 803995.53 56845 Gartmore CIGNA CORP 125509109 10478 COM STK USD0.25 825875.96 56845 Gartmore COCA-COLA ENTERPRISES INC 191219104 27225 COM STK USD1 563829.75 56845 Gartmore COMPUTER SCIENCES CORP 205363104 20562 COM STK USD1 1110759.24 56845 Gartmore COUNTRYWIDE FINANCIAL CORP 222372104 44870 COM USD0.05 1584808.4 56845 Gartmore DEERE + CO 244199105 7671 COM USD1 540805.5 56845 Gartmore DOW CHEMICAL CO 260543103 34616 COM STK USD2.50 1661221.84 56845 Gartmore EXXON MOBIL CORP 30231G102 86901 COM STK NPV 4326800.79 56845 Gartmore FEDERATED DEPARTMENT STORES,INC 31410H101 14868 COM USD0.01 840934.08 56845 Gartmore GAP INC 364760108 31726 COM USD0.05 657362.72 56845 Gartmore GENERAL MOTORS CORP 370442105 23139 COM STK USD1 2/3 902421 56845 Gartmore HOME DEPOT INC 437076102 21383 COM USD0.05 885683.86 56845 Gartmore JOHNSON & JOHNSON 478160104 47624 COM STK USD1 2981738.64 56845 Gartmore HARTFORD FINL SERV 416515104 12653 COM USD0.01 854077.5 56845 Gartmore LIMITED BRANDS INCORPORATED 532716107 41776 COM USD0.50 939542.24 56845 Gartmore MCDONALD'S CORP 580135101 37000 COM STK USD0.01 1179190 56845 Gartmore MCGRAW-HILL COS INC (THE) 580645109 16541 COM STK USD1 1515321.01 56845 Gartmore MERCK & CO INC 589331107 78402 COM USD0.01 2440654.26 56845 Gartmore MOTOROLA INC 620076109 44494 COM STK USD3 742604.86 56845 Gartmore NATIONAL CITY CORP 635405103 46341 COM STK USD4 1682178.3 56845 Gartmore

WELLS FARGO & CO 949746101 11468 COM STK USD1 2/3 712965.56 56845 Gartmore NUCOR CORP 670346105 33211 COM STK USD0.40 1638298.63 56845 Gartmore ORACLE CORPORATION 68389X105 57647 COM USD0.01 768434.51 56845 Gartmore PHELPS DODGE CORP 717265102 8498 COM STK USD6.25 829829.7 56845 Gartmore CONOCOPHILLIPS 20825C104 24526 COM STK USD0.01 2081276.36 56845 Gartmore PG + E CORP(HLDGS) 69331C108 15615 COM STK NPV (US-EX) 498430.8 56845 Gartmore COSTCO WHOLESALE 22160K105 30871 COM USD0.005 1466063.79 56845 Gartmore SHERWIN WILLIAMS + COMPANY 824348106 19006 COM USD1 811936.32 56845 Gartmore CHEVRONTEXACO CORP 166764100 24466 COM USD0.75 1251435.9 56845 Gartmore SUPERVALU INC 868536103 31440 COM USD1 1067702.4 56845 Gartmore TEXAS INSTRUMENTS 882508104 28209 COM USD1 646550.28 56845 Gartmore TXU CORP 873168108 27958 COM NPV 1762472.32 56845 Gartmore UNITED HEALTHCARE GROUP 91324P102 4928 COM STK USD0.01 429869.44 56845 Gartmore SPRINT CORP 852061100 25163 COM STK USD2.00 611460.9 56845 Gartmore VF CORPORATION 918204108 32753 COMMON NPV 1748682.67 56845 Gartmore AUTODESK INC 052769106 56162 COM USD0.01 1926356.6 56845 Gartmore BANKAMERICA CORP 060505104 67651 COM STK USD0.01 3026029.23 56845 Gartmore CITIGROUP INC 172967101 72226 COM STK USD0.01 (US-EX) 3513794.9 56845 Gartmore ACE LTD G0070K103 10645 ORD USD0.0416 452412.5 56845 Gartmore VALERO ENERGY CORP(NEW) 91913Y100 13812 COM STK USD0.01 597783.36 56845 Gartmore GOLDMAN SACHS GROUP INC 38141G104 8717 COM STK USD0.01 913367.26 56845 Gartmore MERCURY GENERAL CORP 589400100 13505 COM STK NPV 795579.55 56845 Gartmore REYNOLDS AMERICAN INC 761713106 13036 COM STK USD0.0001 1018372.32 56845 Gartmore SANDISK CORP 80004C101 19459 COM USD0.001 466237.64 56845 Gartmore EXELON CORP 30161N101 15932 COM STK NPV 669621.96 56845 Gartmore AETNA INC(NEW) 00817Y108 14182 COM STK USD0.01 1757717.08 56845 Gartmore TIME WARNER INC 887317105 38265 COM STK USD0.01 723208.5 56845 Gartmore BUNGE LTD G16962105 11942 COM STK USD0.01 665766.5 56845 Gartmore BERKLEY(WR) CORP 084423102 10180 COM STK USD0.20 473268.2 56845 Gartmore NVR INC 62944T105 845 COM USD0.01 599105 56845 Gartmore CITI GROUP 125581108 36670 COM STK USD0.01 1570576.1 56845 Gartmore HOSPIRA INC 441060100 27155 COM USD0.01 885796.1 56845 Gartmore FREESCALE SEMICONDUCTOR 35687M206 4912 COM STK USD0.01 CLASS 'B' 83995.2 56845 Gartmore SEAGATE TECHNOLOGY 9108529 9474 (ESCROW RECEIPTS) 0 56960 Gartmore SEAGATE TECHNOLOGY 9108529 1200 (ESCROW RECEIPTS) 0 57040 Gartmore CARLYLE-MEDPOINTE 9113631 1 PARTNERS II L.P 4481158 57545 Gartmore MARRAKECH LIMITED 9123726 3490277 SERIES B CONV RED PRF SHARES 453736.01 57545 Gartmore

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PARTNERRE LTD G6852T105 7970 COM USD1 501073.9 61322 Gartmore FIRST MARBLEHEAD 320771108 3300 COM STK USD0.01 181665 61322 Gartmore PLACER SIERRA BANCSHARES 726079106 7550 COM NPV 203170.5 61322 Gartmore CALAMOS ASSET MGT 12811R104 4200 COM USD0.01 CLS'A' 108780 61322 Gartmore COMMUNITY BANCORP NEV 20343T100 2120 COM USD0.001 60104.12 61322 Gartmore KMG AMERICA CORP 482563103 21510 COM STK USD0.01 221337.9 61322 Gartmore AMER INTL GROUP 026874107 3020 COM USD2.50 204091.6 61323 Gartmore J P MORGAN CHASE 46625H100 2130 COM USD1 81792 61323 Gartmore FANNIE MAE 313586109 1094 COM NPV 76580 61323 Gartmore WACHOVIA CORP 929903102 3370 COM USD3.333 1/3 175172.6 61323 Gartmore CAPITAL ONE FINANCIAL CORP 14040H105 1840 COM STK US$0.01 150806.4 61323 Gartmore PROVIDIAN FINANCIAL CORP 74406A102 2540 COM USD0.01 40233.6 61323 Gartmore ALLSTATE CORP 020002101 1320 COM STK USD0.01 67359.6 61323 Gartmore AMERICAN EXPRESS CO 025816109 2230 COM USD0.20 119884.8 61323 Gartmore COUNTRYWIDE FINANCIAL CORP 222372104 2216 COM USD0.05 78269.12 61323 Gartmore MORGAN STANLEY 617446448 2720 COM USD0.01 152483.2 61323 Gartmore FREDDIE MAC 313400301 980 COM USD0.21 70275.8 61323 Gartmore FRANKLIN RESOURCES 354613101 1270 COM USD0.10 85940.9 61323 Gartmore HARTFORD FINL SERV 416515104 600 COM USD0.01 40500 61323 Gartmore MBNA CORP 55262L100 1260 COM USD0.01 35897.4 61323 Gartmore MGIC INVESTMENT CORP 552848103 940 COM STK USD1 64455.8 61323 Gartmore HOST MARRIOTT CORP 44107P104 2490 COM USD1 41159.7 61323 Gartmore MERRILL LYNCH & CO INC 590188108 1270 COM STK USD1.333 74282.3 61323 Gartmore WELLS FARGO & CO 949746101 2350 COM STK USD1 2/3 146099.5 61323 Gartmore PMI GROUP INC 69344M101 1020 COM USD0.01 42228 61323 Gartmore BANKAMERICA CORP 060505104 8680 COM STK USD0.01 388256.4 61323 Gartmore CITIGROUP INC 172967101 8120 COM STK USD0.01 (US-EX) 395038 61323 Gartmore GOLDMAN SACHS GROUP INC 38141G104 1600 COM STK USD0.01 167648 61323 Gartmore PRICE T.ROWE GROUP INC 74144T108 620 COM STK US 1/2 0.20 37082.2 61323 Gartmore TCF FINANCIAL 872275102 1350 COM STK US$0.01 40999.5 61323 Gartmore E-TRADE FINANCIAL CORP INC 269246104 4630 COM STK USD0.01 63199.5 61323 Gartmore COMMERCE BANCORP INC 200519106 720 COM STK USD1 44596.8 61323 Gartmore KNIGHT TRADING GROUP INC 499063105 7600 CLASS 'A' COM STK USD0.01 78052 61323 Gartmore AMERICAN CAPITAL STRATEGIES 024937104 2510 COM USD0.01 82378.2 61323 Gartmore LEGG MASON INCORPORATED 524901105 930 COM STK USD0.10 65676.6 61323 Gartmore INVESTORS FINANCIAL SERVICES CORP 461915100 4250 COM STK USD0.01 198985 61323 Gartmore ZIONS BANCORP 989701107 1300 COM STK NPV 84487 61323 Gartmore

PXRE GROUP G73018106 2660 COM USD0.01 68867.4 61323 Gartmore COLONIAL BANCGROUP 195493309 6460 COM STK USD2.5 132042.4 61323 Gartmore BOSTON PRIVATE FINL HOLDING 101119105 750 COM STK USD1 19965 61323 Gartmore CITI GROUP 125581108 3180 COM STK USD0.01 136199.4 61323 Gartmore PARTNERRE LTD G6852T105 2540 COM USD1 159689.8 61323 Gartmore FIRST MARBLEHEAD 320771108 1080 COM STK USD0.01 59454 61323 Gartmore PLACER SIERRA BANCSHARES 726079106 2310 COM NPV 62162.1 61323 Gartmore CALAMOS ASSET MGT 12811R104 1320 COM USD0.01 CLS'A' 34188 61323 Gartmore COMMUNITY BANCORP NEV 20343T100 680 COM USD0.001 19278.68 61323 Gartmore KMG AMERICA CORP 482563103 7170 COM STK USD0.01 73779.3 61323 Gartmore SBC COMMUNICATIONS INC 78387G103 23123 COM STK USD1 579924.84 61325 Gartmore ALLEGHENY ENERGY INC 017361106 16850 COM USD1.25 317285.5 61325 Gartmore CONSTELLATION ENERGY GROUP 210371100 10800 COM STK NPV 472500 61325 Gartmore VERIZON COMMUNICATION 92343V104 51620 COM STK USD0.10 2034344.2 61325 Gartmore BELLSOUTH CORP 079860102 10804 COM STK USD1 295813.52 61325 Gartmore FIRSTENERGY CORP 337932107 5449 COM STK USD0.10 209786.5 61325 Gartmore DUKE ENERGY CORP 264399106 26185 COM NPV 645983.95 61325 Gartmore ENTERGY CORP 29364G103 2079 COM STK USD0.01 134947.89 61325 Gartmore NEXTEL COMMUNICATIONS INC 65332V103 20484 CLASS'A'COM USD0.001 617387.76 61325 Gartmore PPL CORP 69351T106 4347 COM STK USD0.01 222305.58 61325 Gartmore CONOCOPHILLIPS 20825C104 9133 COM STK USD0.01 775026.38 61325 Gartmore PG + E CORP(HLDGS) 69331C108 7180 COM STK NPV (US-EX) 229185.6 61325 Gartmore EDISON INTERNATIONAL 281020107 3776 COM NPV 116867.2 61325 Gartmore SOUTHERN CO 842587107 1419 COM STK USD5 46514.82 61325 Gartmore TXU CORP 873168108 9445 COM NPV 595412.8 61325 Gartmore SPRINT CORP 852061100 6803 COM STK USD2.00 165312.9 61325 Gartmore WISCONSIN ENERGY 976657106 8780 COM USD0.01 295886 61325 Gartmore EOG RESOURCES 26875P101 9145 COM USD0.01 598814.6 61325 Gartmore DOMINION RESOURCES INC(VIRGINIA) 25746U109 3523 COM STK NPV 235723.93 61325 Gartmore PROGRESS ENERGY 743263105 5120 COM NPV 224358.4 61325 Gartmore SCANA CORP(NEW) 80589M102 10380 COM STK NPV 398695.8 61325 Gartmore QUASTAR CORP 748356102 5320 COM STK NPV 249135.6 61325 Gartmore EXELON CORP 30161N101 15645 COM STK NPV 657559.35 61325 Gartmore AT&T CORP 001957505 16207 COM USD1 (US-EX) 304529.53 61325 Gartmore SBC COMMUNICATIONS INC 78387G103 4843 COM STK USD1 121462.44 61327 Gartmore ALLEGHENY ENERGY INC 017361106 3630 COM USD1.25 68352.9 61327 Gartmore CONSTELLATION ENERGY GROUP 210371100 2300 COM STK NPV 100625 61327 Gartmore

VERIZON COMMUNICATION 92343V104 11050 COM STK USD0.10 435480.5 61327 Gartmore BELLSOUTH CORP 079860102 2261 COM STK USD1 61906.18 61327 Gartmore FIRSTENERGY CORP 337932107 1145 COM STK USD0.10 44082.5 61327 Gartmore DUKE ENERGY CORP 264399106 5633 COM NPV 138966.11 61327 Gartmore ENTERGY CORP 29364G103 442 COM STK USD0.01 28690.22 61327 Gartmore NEXTEL COMMUNICATIONS INC 65332V103 4353 CLASS'A'COM USD0.001 131199.42 61327 Gartmore PPL CORP 69351T106 922 COM STK USD0.01 47151.08 61327 Gartmore CONOCOPHILLIPS 20825C104 1934 COM STK USD0.01 164119.24 61327 Gartmore PG + E CORP(HLDGS) 69331C108 1550 COM STK NPV (US-EX) 49476 61327 Gartmore EDISON INTERNATIONAL 281020107 771 COM NPV 23862.45 61327 Gartmore SOUTHERN CO 842587107 314 COM STK USD5 10292.92 61327 Gartmore TXU CORP 873168108 2008 COM NPV 126584.32 61327 Gartmore SPRINT CORP 852061100 1469 COM STK USD2.00 35696.7 61327 Gartmore WISCONSIN ENERGY 976657106 1900 COM USD0.01 64030 61327 Gartmore EOG RESOURCES 26875P101 1938 COM USD0.01 126900.24 61327 Gartmore DOMINION RESOURCES INC(VIRGINIA) 25746U109 741 COM STK NPV 49580.31 61327 Gartmore PROGRESS ENERGY 743263105 1100 COM NPV 48202 61327 Gartmore SCANA CORP(NEW) 80589M102 2230 COM STK NPV 85654.3 61327 Gartmore QUASTAR CORP 748356102 1118 COM STK NPV 52355.94 61327 Gartmore EXELON CORP 30161N101 3370 COM STK NPV 141641.1 61327 Gartmore AT&T CORP 001957505 3409 COM USD1 (US-EX) 64055.11 61327 Gartmore GILLETTE CO 375766102 28000 COM STK USD1 1232000 61375 Gartmore APPLE COMPUTER CO INC 037833100 24500 COM NPV 1696625 61375 Gartmore FEDEX CORP 31428X106 11100 COM STK USD0.10 1053501 61375 Gartmore DELTA AIR LINES INC 247361108 100500 COM STK USD1.5 665310 61375 Gartmore FRANKLIN RESOURCES 354613101 22100 COM USD0.10 1495507 61375 Gartmore HILTON HOTELS CORP 432848109 71500 COM STK USD2.50 1609465 61375 Gartmore CONOCOPHILLIPS 20825C104 17900 COM STK USD0.01 1518994 61375 Gartmore REEBOK INTERNATIONAL 758110100 17700 COM USD0.01 763224 61375 Gartmore SPRINT CORP 852061100 58600 COM STK USD2.00 1423980 61375 Gartmore GOLDMAN SACHS GROUP INC 38141G104 10200 COM STK USD0.01 1068756 61375 Gartmore SYMANTEC CORP 871503108 14100 COM STK USD0.01 335439 61375 Gartmore BLOCKBUSTER INC 093679108 115500 CLASS A COM STK USD0.01 1072995 61375 Gartmore NEWS CORP 65248E104 88500 COM USD0.01 CLS'A' 1562025 61375 Gartmore CIA VALE RIO DOCE 204412100 2862 ADR(1 PRF SHS-DTC) 65539.8 61390 Gartmore NEWS CORP 65248E203 3205 COM USD0.01 CLS'B' 58427.15 61390 Gartmore TAIWAN SEMICONDUCTOR MANUFACTURING 874039100 16542 ADS(EACH REP 5 ORD TWD10-DTC) 130516.38 61860 Gartmore

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FRANKLIN RESOURCES 354613101 12760 COM USD0.10 863469.2 62195 Gartmore GEORGIA PACIFIC GROUP 373298108 17330 COM STK USD0.80 624573.2 62195 Gartmore CAREMARK RX INC 141705103 22840 COM USD0.001 936440 62195 Gartmore NORDSTROM INC 655664100 12920 COM NPV 618222 62195 Gartmore PRAXAIR INCORPORATED 74005P104 14650 COM USD0.01 628192 62195 Gartmore ST.JUDE MEDICAL INC 790849103 21270 COM STK USD0.10 829955.4 62195 Gartmore BANKAMERICA CORP 060505104 11280 COM STK USD0.01 504554.4 62195 Gartmore CITIGROUP INC 172967101 10440 COM STK USD0.01 (US-EX) 507906 62195 Gartmore STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 16540 PAIRED CERTS CLASS'B' USD0.01 953365.6 62195 Gartmore NVIDIA CORP 67066G104 33710 COM STK USD0.001 742631.3 62195 Gartmore CANADIAN NATIONAL RAILWAYS CO 136375102 7780 COM STK NPV (US-EX) 436458 62195 Gartmore GOLDMAN SACHS GROUP INC 38141G104 4880 COM STK USD0.01 511326.4 62195 Gartmore INTERNATIONAL RECTIFIER CORP 460254105 11480 COM STK USD1 450475.2 62195 Gartmore LAM RESEARCH CORP 512807108 22680 COM STK USD0.001 584463.6 62195 Gartmore GENENTECH INC 368710406 11970 COM USD0.02 649372.5 62195 Gartmore BROADCOM CORP 111320107 19290 CL A COM STK USD0.0001 634641 62195 Gartmore CELESTICA INC 15101Q108 36550 SUB ORD VTG SHS NPV (US-EX) 474784.5 62195 Gartmore INTEGRATED CIRCUIT SYSTEMS INC 45811K208 28670 COM USD0.01 551897.5 62195 Gartmore SEPRACOR INC 817315104 7880 COM USD0.10 468938.8 62195 Gartmore QLOGIC CORP 747277101 26390 COM USD0.001 891454.2 62195 Gartmore QUEST SOFTWARE INC 74834T103 39380 COM STK NPV 582824 62195 Gartmore LIGHTBRIDGE INC 532226107 74510 COM USD0.01 455256.1 62195 Gartmore INVESTORS FINANCIAL SERVICES CORP 461915100 13230 COM STK USD0.01 619428.6 62195 Gartmore MACROMEDIA INC 556100105 21420 COM STK USD0.001 583266.6 62195 Gartmore MCAFEE INC COM 579064106 18120 COM STK USD0.01 448832.4 62195 Gartmore TECH DATA CORP 878237106 17170 COM STK USD0.0015 713413.5 62195 Gartmore PEABODY ENERGY COR 704549104 6460 COM STK USD0.01 478815.2 62195 Gartmore MGM MIRAGE INC 552953101 8350 COM USD0.01 622075 62195 Gartmore PACIFIC SUNWEAR CALIFORNIA INC 694873100 20160 COM STK USD0.01 478800 62195 Gartmore WELLPOINT INC 94973V107 6140 COM USD0.01 711012 62195 Gartmore ASK JEEVES INC 045174109 18120 COM STK USD0.001 480723.6 62195 Gartmore LINENS N THINGS IN 535679104 16230 COM STK USD0.01 387897 62195 Gartmore PETCO ANIMAL SUPPLIES INC 716016209 15440 COM USD0.001 592896 62195 Gartmore NABORS INDUSTRIES LTD G6359F103 8840 COM STK USD0.001 415480 62195 Gartmore SEAGATE TECHNOLOGY HLDGS G7945J104 25000 COM USD0.00001 416500 62195 Gartmore PANERA BREAD CO 69840W108 9980 CLASS'A' COM USD0.0001 460477.2 62195 Gartmore CARNIVAL CORP 143658300 11810 COM USD0.01(PAIRED STOCK) 679075 62195 Gartmore

PARTNERRE LTD G6852T105 3000 COM USD1 188610 62195 Gartmore INTERWOVEN INC 46114T508 36300 COM USD0.001 (REVERSE SPLIT) 341946 62195 Gartmore EYETECH PHARMACEUTICALS INC 302297106 14490 COM USD0.01 608145.3 62195 Gartmore GOOGLE INC 38259P508 3310 COM USD0.001 CL'A' 641643.5 62195 Gartmore GILLETTE CO 375766102 9000 COM STK USD1 396000 62197 Gartmore APPLE COMPUTER CO INC 037833100 7300 COM NPV 505525 62197 Gartmore FEDEX CORP 31428X106 2700 COM STK USD0.10 256257 62197 Gartmore DELTA AIR LINES INC 247361108 25500 COM STK USD1.5 168810 62197 Gartmore FRANKLIN RESOURCES 354613101 5000 COM USD0.10 338350 62197 Gartmore HILTON HOTELS CORP 432848109 11210 COM STK USD2.50 252337.1 62197 Gartmore MCDONALD'S CORP 580135101 9500 COM STK USD0.01 302765 62197 Gartmore CONOCOPHILLIPS 20825C104 4750 COM STK USD0.01 403085 62197 Gartmore REEBOK INTERNATIONAL 758110100 5000 COM USD0.01 215600 62197 Gartmore SPRINT CORP 852061100 21000 COM STK USD2.00 510300 62197 Gartmore STARWOOD HOTELS & RESORTS WORLDWIDE 85590A203 4000 PAIRED CERTS CLASS'B' USD0.01 230560 62197 Gartmore EOG RESOURCES 26875P101 3360 COM USD0.01 220012.8 62197 Gartmore GOLDMAN SACHS GROUP INC 38141G104 3400 COM STK USD0.01 356252 62197 Gartmore UNITED PARCEL SERVICE INC 911312106 1600 CLASS'B'COM STK 133600 62197 Gartmore SYMANTEC CORP 871503108 4700 COM STK USD0.01 111813 62197 Gartmore EXELON CORP 30161N101 7000 COM STK NPV 294210 62197 Gartmore BLOCKBUSTER INC 093679108 53000 CLASS A COM STK USD0.01 492370 62197 Gartmore NEWS CORP 65248E104 21700 COM USD0.01 CLS'A' 383005 62197 Gartmore ENERSIS S.A 29274F104 134195 ADS(REPR 50 COM SHS-DTC) 1081611.7 62240 Gartmore CIA ENERGETICA MINAS GERAIS-CEMIG 204409601 32800 ADR(REP 1000 NVTG PF SHS LVL1-DTC) 745216 62240 Gartmore PETROL BRASILEIRO-PETROBRAS 71654V101 28020 ADR(EACH REP 100 PRF SHS NPV-DTC) 962206.8 62240 Gartmore CIA VALE RIO DOCE 204412100 10000 ADR(1 PRF SHS-DTC) 229000 62240 Gartmore TV AZTECA 901145102 68596 ADS(EACH 1 REP 16 ORD PTG CRTS-DTC) 629025.32 62240 Gartmore TELE NORTE LESTE PARTICIPACOES 879246106 46726 ADR(EACH REP 1 PRF NPV BNY-DTC) 713506.02 62240 Gartmore GERDAU SA SIDERIRG 373737105 40930 ADR(EACH REP1 PFR SHS NPV-DTC) 663066 62240 Gartmore VIMPEL COMMUNICATIONS 68370R109 10000 ADR(REP 1/4 ORD RUR5-DTC) 326200 62240 Gartmore BUNGE LTD G16962105 11220 COM STK USD0.01 625515 62240 Gartmore AU OPTRONICS CORPN 002255107 45000 ADS EACH RPR 10 COM (SPON) DTC 579150 62240 Gartmore DESARROLLADORA HOMEX SA DE CV 25030W100 51910 ADR EACH REPR COM NPV 1243763.6 62240 Gartmore NESS TECHNOLOGIES 64104X108 50950 COM USD0.01 684258.5 62240 Gartmore CPFL ENERGIA SA 126153105 32800 SPONS ADR REP 3 ORD NPV 695360 62240 Gartmore HUTCHISON TELECOMM 44841T107 37500 SPON ADR EACH REP 15 HKD0.25 476250 62240 Gartmore SYNTHES INC 87162M409 4835 CHF0.001(POST SUB) 612111 62320 Gartmore

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REEBOK INTERNATIONAL 758110100 7000 COM USD0.01 301840 62510 Gartmore SPRINT CORP 852061100 23900 COM STK USD2.00 580889.5 62510 Gartmore GOLDMAN SACHS GROUP INC 38141G104 4100 COM STK USD0.01 429598 62510 Gartmore SYMANTEC CORP 871503108 5700 COM STK USD0.01 135660 62510 Gartmore BLOCKBUSTER INC 093679108 47000 CLASS A COM STK USD0.01 436395 62510 Gartmore NEWS CORP 65248E104 36350 COM USD0.01 CLS'A' 641395.75 62510 Gartmore WAL-MART STORES 931142103 7300 COM USD0.10 394236.5 62515 Gartmore CISCO SYSTEMS INC 17275R102 14500 COM STK USD0.001 (US-EX) 271367.5 62515 Gartmore EMC CORP MASSACHUSETTS 268648102 20100 COM STK USD0.01 278485.5 62515 Gartmore GENERAL ELECTRIC CO(U.S.) 369604103 16600 COM STK USD0.06 597185 62515 Gartmore HEWLETT PACKARD CO 428236103 14100 COM USD0.01 293844 62515 Gartmore INTEL CORP 458140100 17200 COM STK USD0.001 391730 62515 Gartmore CAPITAL ONE FINANCIAL CORP 14040H105 3500 COM STK US$0.01 286860 62515 Gartmore ALTRIA GROUP INC 02209S103 8100 NEW COM STK USD0.333 497259 62515 Gartmore PROCTER & GAMBLE CO 742718109 7100 COM STK NPV 397067.5 62515 Gartmore UNITED TECHNOLOGIES CORP 913017109 2400 COM STK USD1 240036 62515 Gartmore PROVIDIAN FINANCIAL CORP 74406A102 21200 COM USD0.01 335914 62515 Gartmore AMGEN 031162100 3000 COM USD0.0001 188805 62515 Gartmore AMERICAN EXPRESS CO 025816109 6200 COM USD0.20 333312 62515 Gartmore TYCO INTERNATIONAL LTD 902124106 11000 COM STK USD0.20 396275 62515 Gartmore APACHE CORP 037411105 4700 COM STK USD1.25 226422.5 62515 Gartmore APPLIED MATERIALS 038222105 9900 COM STK USD0.01 159934.5 62515 Gartmore BEAR STEARNS COS.INC 073902108 4200 COM STK US 1/2 1 430983 62515 Gartmore BECTON DICKINSON & COMPANY 075887109 4300 COM USD1 235941 62515 Gartmore BOEING CO 097023105 3800 COM STK USD5 191292 62515 Gartmore DELL INC COM 24702R101 4500 COM USD0.01 180810 62515 Gartmore MORGAN STANLEY 617446448 7200 COM USD0.01 403632 62515 Gartmore EASTMAN CHEMICAL CO 277432100 5200 COM STK USD0.01 271778 62515 Gartmore EXXON MOBIL CORP 30231G102 6800 COM STK NPV 338538 62515 Gartmore HUMANA INC 444859102 6638 COM USD0.166 195190.39 62515 Gartmore KLA-TENCOR CORP 482480100 2200 COMMON USD0.001 94600 62515 Gartmore LOCKHEED MARTIN CORP 539830109 3600 COM STK USD1 197154 62515 Gartmore LOWE'S COS INC 548661107 5700 COM USD0.50 322990.5 62515 Gartmore MERRILL LYNCH & CO INC 590188108 6400 COM STK USD1.333 374400 62515 Gartmore 3M CO 88579Y101 4800 COM STK USD0.01 394992 62515 Gartmore NORFOLK SOUTHERN CORP 655844108 8200 COM STK USD1 298972 62515 Gartmore PRAXAIR INCORPORATED 74005P104 7500 COM USD0.01 321525 62515 Gartmore

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COVENTRY HEALTHCARE INC 222862104 4900 COM STK USD0.01 262248 62515 Gartmore NABORS INDUSTRIES LTD G6359F103 4000 COM STK USD0.001 188020 62515 Gartmore MONSANTO 61166W101 1900 COM USD0.01 101317.5 62515 Gartmore POPULAR INC 733174106 900 COM USD6 25015.5 62515 Gartmore UCBH HLDGS CO 90262T308 5600 COM STK USD0.01 240156 62515 Gartmore RYLAND GROUP INC 783764103 2400 COM USD1 133692 62515 Gartmore CARNIVAL CORP 143658300 6900 COM USD0.01(PAIRED STOCK) 396750 62515 Gartmore FLORIDA ROCK INDUSTRIES 341140101 3400 COM STK USD0.10 187850 62515 Gartmore WYNN RESORTS 983134107 1400 COM STK USD0.01 93205 62515 Gartmore CHOICE HOTELS INTERNATIONAL INC 169905106 4500 COM STK USD.01 257175 62515 Gartmore KMG AMERICA CORP 482563103 10810 COM STK USD0.01 110964.65 62515 Gartmore COMPANIA TELECOMUNICACIONES CHILE 204449300 24100 ADR(EACH REP 4 ORD SER'A'NPV-DTC) 265220.5 62520 Gartmore PAO DE ACUCAR CBD 20440T201 19100 ADR(REP 1000 PREF SHS-DTC) 453625 62520 Gartmore ENERSIS S.A 29274F104 61000 ADS(REPR 50 COM SHS-DTC) 490745 62520 Gartmore CIA ENERGETICA MINAS GERAIS-CEMIG 204409601 19800 ADR(REP 1000 NVTG PF SHS LVL1-DTC) 449163 62520 Gartmore PETROL BRASILEIRO-PETROBRAS 71654V101 64200 ADR(EACH REP 100 PRF SHS NPV-DTC) 2204949 62520 Gartmore CIA VALE RIO DOCE 204412100 42100 ADR(1 PRF SHS-DTC) 967037 62520 Gartmore COMPANIA ANONIMA NCNL TLFN DE VNZA 204421101 16100 ADR(EACH REP 7 CLS'D'SHS-DTC) 331821 62520 Gartmore EMPRESA NACIONAL DE ELECTRICIDAD SA 29244T101 32400 ADS(EACH REP 30 COM SHS-DTC) 547722 62520 Gartmore FOMENTO ECONOMICO MEXICANO SA DE CV 344419106 4300 ADR REP 1 UNIT(1'B&2'D-B'&2'D-L') (CIT) 220375 62520 Gartmore TV AZTECA 901145102 31500 ADS(EACH 1 REP 16 ORD PTG CRTS-DTC) 288382.5 62520 Gartmore TELE NORTE LESTE PARTICIPACOES 879246106 27100 ADR(EACH REP 1 PRF NPV BNY-DTC) 413275 62520 Gartmore BRAZIL TELECOM 105530109 4900 ADR(EACH REP 5000 PRF NPV-DTC) 172994.5 62520 Gartmore TELECOMUNICACOES DE SAO PAULO-TELES 87929A102 22800 ADR(EACH REP 1000 PRF NPV-DTC) 412794 62520 Gartmore BANCOLUMBIA S.A 05968L102 78800 ADS(EACH REP 4 PRF SHS COP293.18-DTC) 1046464 62520 Gartmore CEMEX S.A. DE C.V 151290889 13600 ADR(EACH REP 5 CPO-DTC) 472668 62520 Gartmore PETROBRAS ENERGIA SA 71646M102 9900 ADR(10 CLS'B'-DTC) 110929.5 62520 Gartmore COMPANHIA SIDERUGICA NACIONAL 20440W105 34600 ADR(1 ADR EQUALS 1000 ORD-DTC) 591141 62520 Gartmore GRUPO FINANCIERO GALICIA SA 399909100 28000 ADR(EACH REP 10 CLS'B'SHSLVL11-DTC) 228060 62520 Gartmore COMPANIA DE BEBIDAS DAS AMERICAS 20441W203 9900 ADR(REP 100 PRF SHS-DTC) 271656 62520 Gartmore PERDIGO SA 71361V303 16379 ADR(2 PRF LVL 1-DTC) 692422.23 62520 Gartmore SADIA SA 786326108 9300 ADR EACH 1 REP 30 PRF SHS N 605337 62520 Gartmore GRUPO ELEKTRA(NEW) 40050A201 19800 SPON ADR EACH REP 4 COM NPV 669240 62520 Gartmore BANCO ITAU HOLDING FINANCEIRA S.A. 059602201 5600 2 ADRS REP 1 PRF SHARE 405076 62520 Gartmore BRASKEM S.A. 105532105 8600 ADR REPR 50'A' PRF NPV 380550 62520 Gartmore BCO BRANDESCO SA 059460303 12900 ADR ECH REP 1 PRF NPV SPON 295087.5 62520 Gartmore DESARROLLADORA HOMEX SA DE CV 25030W100 30000 ADR EACH REPR COM NPV 715950 62520 Gartmore

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DOW CHEMICAL CO 260543103 2418 COM STK USD2.50 116039.82 63025 Gartmore ESTEE LAUDER COMPANIES INC 518439104 1560 CLASS'A'COM STK USD0.01 69864.6 63025 Gartmore EXXON MOBIL CORP 30231G102 2307 COM STK NPV 114854 63025 Gartmore FREDDIE MAC 313400301 800 COM USD0.21 57368 63025 Gartmore FEDERATED DEPARTMENT STORES,INC 31410H101 676 COM USD0.01 38197.38 63025 Gartmore GEORGIA PACIFIC GROUP 373298108 1600 COM STK USD0.80 57640 63025 Gartmore HOME DEPOT INC 437076102 1402 COM USD0.05 58063.83 63025 Gartmore INTERNATIONAL PAPER CO 460146103 2751 COM STK USD1 113602.55 63025 Gartmore JOHNSON & JOHNSON 478160104 2818 COM STK USD1 176406.8 63025 Gartmore JOHNSON CONTROLS,INC 478366107 720 COM USD0.16 2/3 43974 63025 Gartmore KOHLS CORPORATION 500255104 1740 COM USD0.01 81432 63025 Gartmore LEGGETT & PLATT INC 524660107 908 COM STK USD0.01 25224.24 63025 Gartmore LINCOLN NATIONAL CORP 534187109 1500 COM STK NPV 69397.5 63025 Gartmore MBNA CORP 55262L100 2740 COM USD0.01 78076.3 63025 Gartmore MCDONALD'S CORP 580135101 6510 COM STK USD0.01 207376.05 63025 Gartmore MERCK & CO INC 589331107 1410 COM USD0.01 43879.2 63025 Gartmore MERRILL LYNCH & CO INC 590188108 787 COM STK USD1.333 46039.5 63025 Gartmore MICRON TECHNOLOGY INC 595112103 2410 COM STK USD0.10 27606.55 63025 Gartmore MOTOROLA INC 620076109 2370 COM STK USD3 39531.6 63025 Gartmore NCR CORP 62886E108 587 COM STK USD0.01 38765.48 63025 Gartmore NORFOLK SOUTHERN CORP 655844108 1333 COM STK USD1 48601.18 63025 Gartmore NORTHROP GRUMMAN 666807102 1452 COM STK USD1 76948.74 63025 Gartmore OFFICE DEPOT INC 676220106 2300 COM STK USD0.01 38467.5 63025 Gartmore PARKER-HANNIFIN CORP 701094104 500 COM STK USD0.50 35707.5 63025 Gartmore PHELPS DODGE CORP 717265102 1156 COM STK USD6.25 112848.72 63025 Gartmore CONOCOPHILLIPS 20825C104 1018 COM STK USD0.01 86362.03 63025 Gartmore PG + E CORP(HLDGS) 69331C108 1400 COM STK NPV (US-EX) 44695 63025 Gartmore COSTCO WHOLESALE 22160K105 1200 COM USD0.005 56928 63025 Gartmore ST.JUDE MEDICAL INC 790849103 1620 COM STK USD0.10 63212.4 63025 Gartmore SOUTHWEST AIRLINES CO 844741108 4200 COM STK USD1 65331 63025 Gartmore CHEVRONTEXACO CORP 166764100 5798 COM USD0.75 296712.65 63025 Gartmore RADIOSHACK CORP 750438103 632 COM STK USD1 19705.76 63025 Gartmore TEXAS INSTRUMENTS 882508104 2437 COM USD1 55807.3 63025 Gartmore UNITED HEALTHCARE GROUP 91324P102 3436 COM STK USD0.01 299705.1 63025 Gartmore SPRINT CORP 852061100 2261 COM STK USD2.00 54953.61 63025 Gartmore VIACOM INC 925524308 1066 NON VTG COM STK US$0.01 CLASS'B' 40145.56 63025 Gartmore WILLIAMS COMPANIES INC 969457100 5280 COM STK US$1 80942.4 63025 Gartmore

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CIA ENERGETICA MINAS GERAIS-CEMIG 204409601 22200 ADR(REP 1000 NVTG PF SHS LVL1-DTC) 503607 86250 Gartmore PETROL BRASILEIRO-PETROBRAS 71654V101 71700 ADR(EACH REP 100 PRF SHS NPV-DTC) 2462536.5 86250 Gartmore CIA VALE RIO DOCE 204412100 49000 ADR(1 PRF SHS-DTC) 1125530 86250 Gartmore COMPANIA ANONIMA NCNL TLFN DE VNZA 204421101 18800 ADR(EACH REP 7 CLS'D'SHS-DTC) 387468 86250 Gartmore EMPRESA NACIONAL DE ELECTRICIDAD SA 29244T101 37500 ADS(EACH REP 30 COM SHS-DTC) 633937.5 86250 Gartmore FOMENTO ECONOMICO MEXICANO SA DE CV 344419106 5000 ADR REP 1 UNIT(1'B&2'D-B'&2'D-L') (CIT) 256250 86250 Gartmore TV AZTECA 901145102 36600 ADS(EACH 1 REP 16 ORD PTG CRTS-DTC) 335073 86250 Gartmore TELE NORTE LESTE PARTICIPACOES 879246106 36506 ADR(EACH REP 1 PRF NPV BNY-DTC) 556716.5 86250 Gartmore BRAZIL TELECOM 105530109 5900 ADR(EACH REP 5000 PRF NPV-DTC) 208299.5 86250 Gartmore TELECOMUNICACOES DE SAO PAULO-TELES 87929A102 26000 ADR(EACH REP 1000 PRF NPV-DTC) 470730 86250 Gartmore BANCOLUMBIA S.A 05968L102 90500 ADS(EACH REP 4 PRF SHS COP293.18-DTC) 1201840 86250 Gartmore CEMEX S.A. DE C.V 151290889 13662 ADR(EACH REP 5 CPO-DTC) 474822.81 86250 Gartmore PETROBRAS ENERGIA SA 71646M102 12200 ADR(10 CLS'B'-DTC) 136701 86250 Gartmore COMPANHIA SIDERUGICA NACIONAL 20440W105 37900 ADR(1 ADR EQUALS 1000 ORD-DTC) 647521.5 86250 Gartmore GRUPO FINANCIERO GALICIA SA 399909100 30000 ADR(EACH REP 10 CLS'B'SHSLVL11-DTC) 244350 86250 Gartmore COMPANIA DE BEBIDAS DAS AMERICAS 20441W203 13000 ADR(REP 100 PRF SHS-DTC) 356720 86250 Gartmore PERDIGO SA 71361V303 26900 ADR(2 PRF LVL 1-DTC) 1137197.5 86250 Gartmore SADIA SA 786326108 10400 ADR EACH 1 REP 30 PRF SHS N 676936 86250 Gartmore GRUPO ELEKTRA(NEW) 40050A201 22800 SPON ADR EACH REP 4 COM NPV 770640 86250 Gartmore BANCO ITAU HOLDING FINANCEIRA S.A. 059602201 6600 2 ADRS REP 1 PRF SHARE 477411 86250 Gartmore BRASKEM S.A. 105532105 9800 ADR REPR 50'A' PRF NPV 433650 86250 Gartmore BCO BRANDESCO SA 059460303 13363 ADR ECH REP 1 PRF NPV SPON 305678.63 86250 Gartmore DESARROLLADORA HOMEX SA DE CV 25030W100 35300 ADR EACH REPR COM NPV 842434.5 86250 Gartmore CORPBANCA 21987A209 19800 ADR-EACH REPR 5000 COM REG'S' 544500 86250 Gartmore HEALTHSOUTH CORP 421924101 41474 COM USD0.01 251747.18 86270 Gartmore HOST MARRIOTT CORP 44107P104 10828 COM USD1 178932.7 86270 Gartmore OWENS-ILLINOIS,INC 690768403 11104 COM STK USD0.01 243233.12 86270 Gartmore CINTAS CORP 172908105 10316 COM NPV 451737.64 86270 Gartmore HENRY SCHEIN CORP 806407102 4516 COM STK USD0.01 310452.42 86270 Gartmore ROWAN COS INC 779382100 17940 COM USD0.125 447244.2 86270 Gartmore TIMKEN CO 887389104 3116 COM STK NPV 74643.78 86270 Gartmore HYBRID NETWORKS INC 44860K102 7483 COM STK NPV 52.38 86270 Gartmore ARRAYCOM 9033848 10000 USD COM 30000 86270 Gartmore ATTACK SYSTEMS 9034420 35000 COM USD 0 86270 Gartmore MERCURY INTERACTIVE 589405109 4094 COM STK USD0.002 169041.26 86270 Gartmore WATERS CORP 941848103 7836 COM STK USD0.01 357791.76 86270 Gartmore VERITAS SOFTWARE 923436109 5334 COM STK USD0.001 139937.49 86270 Gartmore

ARMOR HOLDING INC 042260109 5510 COM STK USD$0.01 250291.75 86270 Gartmore B.J.SERVICES 055482103 3010 COM STK USD0.10 129731 86270 Gartmore ROBERT HALF INTERNATIONAL INC 770323103 4248 COM USD0.001 120409.56 86270 Gartmore SOUTH FINANCIAL GROUP 837841105 6308 COM STK USD1 195705.7 86270 Gartmore CASH AMERICA INTERNATIONAL 14754D100 5098 COM STK US$0.10 139914.61 86270 Gartmore COMPUTER LEARNING CENTRES INC 205199102 741 COM USD0.01 0 86270 Gartmore CHARLES RIVER ASSOC INC 159852102 5365 COM STK NPV 237374.43 86270 Gartmore DYNAMEX INC 26784F103 22 COM STK USD0.01 400.62 86270 Gartmore EURONET WORLDWIDE INC 298736109 7184 COM STK USD0.02 177839.92 86270 Gartmore MSC INDUSTRIAL DIRECT CO 553530106 4639 CLASS'A'COM STK USD0.001 154641.07 86270 Gartmore PROVIDENT BANKSHARES CORP 743859100 7370 COM STK US$1 251095.9 86270 Gartmore WATSCO INC 942622200 11344 CLASS'A'COM STK USD0.50 395395.12 86270 Gartmore CYBERSOURCE CORP 23251J106 10314 COM STK USD0.001 59975.91 86270 Gartmore JABIL CIRCUIT INC 466313103 4476 COM USD0.001 102948 86270 Gartmore CROMPTON CORPORATION 227116100 22246 COM USD0.01 237476.05 86270 Gartmore NCO GROUP INC 628858102 5230 COM STK NPV 122434.3 86270 Gartmore SILICON IMAGE INC 82705T102 7538 COM STK USD0.001 110846.29 86270 Gartmore AMICAS INC 001712108 22136 COM USD0.001 95295.48 86270 Gartmore ARCH COAL INC 039380100 10058 COM STK USD0.01 338501.99 86270 Gartmore INVITROGEN 46185R100 3940 COM USD0.01 254228.5 86270 Gartmore SCANSOURCE INC 806037107 2666 COM NPV 171570.43 86270 Gartmore NATIONAL OILWELL 637071101 14364 COM USD0.01 477243.9 86270 Gartmore POWER ONE INC 739308104 18860 COM USD0.001 151634.4 86270 Gartmore ENGINEERED SUPPORT SYSTEMS INC 292866100 2044 COM STK USD0.01 115629.08 86270 Gartmore IXYS CORP 46600W106 20960 COM STK USD0.01 199748.8 86270 Gartmore INVESTORS FINANCIAL SERVICES CORP 461915100 16390 COM STK USD0.01 766806.15 86270 Gartmore PIONEER NATURAL RESOURCES CO 723787107 9785 COM STK USD0.01 325889.43 86270 Gartmore XTO ENERGY INC 98385X106 12982 COM STK USD0.01 418150.22 86270 Gartmore CLARCOR INC 179895107 3831 COM STK USD1 192852.54 86270 Gartmore ACCREDO HEALTH 00437V104 10000 COM USD0.01 274400 86270 Gartmore COLONIAL BANCGROUP 195493309 18720 COM STK USD2.5 382543.2 86270 Gartmore MEDCATH CORP 58404W109 7833 COM USD0.01 179219.04 86270 Gartmore P.F. CHANGS CHINA BISTRO 69333Y108 2938 COM STK USD0.001 160106.31 86270 Gartmore EAST WEST BANCORP 27579R104 4150 COM STK USD0.001 166705.5 86270 Gartmore CROWN CASTLE INTERNATIONAL CORP 228227104 25980 COM STK USD0.01 443088.9 86270 Gartmore ADVISORY BOARD CO 00762W107 6490 COM USD0.01 237306.85 86270 Gartmore VCA ANTECH INC 918194101 12000 COM STK USD0.001 226980 86270 Gartmore

INTERMAGNETICS GEN 458771102 9660 COM STK USD0.10 240147.6 86270 Gartmore FLIR SYSTEMS INC 302445101 4270 COM STK USD0.01 256840.5 86270 Gartmore COGNOS INC 19244C109 5504 COM NPV (US-EX) 227975.68 86270 Gartmore FISHER SCIENTIFIC INTL 338032204 3692 COM STK USD0.01 222959.88 86270 Gartmore ANTEON INTERNATIONAL CORP 03674E108 7142 COM USD0.01 271681.68 86270 Gartmore GETTY IMAGES INC 374276103 3892 COM USD0.01 259635.32 86270 Gartmore HORIZON HEALTH CORP 44041Y104 8420 COM STK USD0.01 240938.3 86270 Gartmore LIFELINE SYSTEMS 532192101 9712 COM STK USD0.02 240954.72 86270 Gartmore KYPHON INC 501577100 10840 COM USD0.001 265254.8 86270 Gartmore NABORS INDUSTRIES LTD G6359F103 8836 COM STK USD0.001 415336.18 86270 Gartmore J2 GLOBAL COMMUNICATIONS INC 46626E205 5056 COM USD0.01 153955.2 86270 Gartmore OLD DOMINION FREIGHT LINE INC 679580100 7146 COM STK USD0.10 232209.27 86270 Gartmore GARMIN G37260109 1778 COM STK USD0.01 94900.75 86270 Gartmore SCS TRANSPORTATION INC 81111T102 15200 COM USD0.001 325964 86270 Gartmore GUITAR CENTER INC 402040109 7006 COM USD0.01 388903.06 86270 Gartmore PORTFOLIO RECOVERY ASSOCIATES INC 73640Q105 2880 COM USD0.01 106041.6 86270 Gartmore HEADWATER INC 42210P102 8740 COM STK USD0.001 245331.8 86270 Gartmore TRIMBLE NAVIGATION 896239100 7412 COM STK NPV 226733.08 86270 Gartmore HUDSON HIGHLAND GRP INC 443792106 15692 COM USD0.001 423056.32 86270 Gartmore PRICELINE.COM INC 741503403 3946 COM STK USD0.008 98886.76 86270 Gartmore DIAMOND CLUSTER INTL INC 25278P106 15474 CLASS A SHS USD 0.001 217641.81 86270 Gartmore CREDIT ACCEPTANCE CORP 225310101 12608 COM STK USD0.01 309967.68 86270 Gartmore MARLIN BUSINESS SERVICES CORP 571157106 38344 COM USD0.01 692109.2 86270 Gartmore CEPHEID 15670R107 14754 COM NPV 140236.77 86270 Gartmore KERZNER INTL LTD P6065Y107 2164 COM USD0.001 126182.84 86270 Gartmore PSYCHIATRIC SOLUTIONS INC 74439H108 11038 COM USD0.01 395381.16 86270 Gartmore WORLD FUEL SERVICES CORP 981475106 3232 COM STK USD0.01 151726.24 86270 Gartmore DIGITAS INC 25388K104 18494 COM STK USD0.01 172456.55 86270 Gartmore FRANKLIN BK (DEL) 352451108 12740 COM USD0.01 218936.9 86270 Gartmore LITHIA MOTORS INC 536797103 4766 CLASS 'A' COM STK NPV 120460.65 86270 Gartmore ASSET ACCEPTANCE CAPITAL CORP 04543P100 26772 COM USD0.01 598354.2 86270 Gartmore SYMBION INC 871507109 21516 COM USD0.01 417625.56 86270 Gartmore BJS RESTAURANTS INC 09180C106 8806 COM NPV 122491.46 86270 Gartmore COSTAR GROUP INC 22160N109 10556 COM STK USD0.01 448893.9 86270 Gartmore NETWORK EQUIPMENT TECHNOLOGIES 641208103 21219 COM STK USD0.01 182907.78 86270 Gartmore ULTIMATE SOFTWARE INC 90385D107 13922 COM USD0.01 178688.87 86270 Gartmore SALESFORCE.COM INC 79466L302 14049 COM USD0.001 246278.97 86270 Gartmore

ULTRALIFE BATTERIES INC 903899102 7940 COM USD0.10 143515.5 86270 Gartmore NEW FRONTIER MEDIA 644398109 22808 COM USD0.0001 203561.4 86270 Gartmore FIRST CASH FINANCIAL SERVICES INC 31942D107 5022 COM STK USD0.01 123089.22 86270 Gartmore FIRST ADVANTAGE CORPORATION 31845F100 7336 COM USD0.001 CL'A' 155193.08 86270 Gartmore GREENFIELD ONLINE INC 395150105 16554 COM STK USD0.001 335715.12 86270 Gartmore KANBAY INTL INC 48369P207 11030 COM STK USD0.001 290309.6 86270 Gartmore PLACER SIERRA BANCSHARES 726079106 7208 COM NPV 193606.88 86270 Gartmore BEACON ROOFING SUPPLY INC 073685109 21504 COM USD0.01 CLASS'A' 414382.08 86270 Gartmore PRIMUS GUARANTY G72457107 10656 COM USD0.01 170815.68 86270 Gartmore JACKSON HEWITT TAX SERVICE INC 468202106 17652 COM USD0.01 410409 86270 Gartmore VNUS MEDICAL TECHNOLOGIES INC 928566108 15398 COM USD0.001 210490.66 86270 Gartmore HURON CONSULTING GROUP INC 447462102 3816 COM USD0.01 81433.44 86270 Gartmore CELEBRATE EXPRESS 15100A104 4190 COM USD0.001 79735.7 86270 Gartmore HMS HOLDINGS CORP 40425J101 20271 COM STK USD0.01 162066.65 86270 Gartmore ARBINET THEXCHANGE INC 03875P100 5270 COM STK USD0.001 127402.25 86270 Gartmore SCANDINAVIAN BROADCASTING SYSTEMS L8137F102 135587 COM STK USD1.50 5250606.58 86335 Gartmore ABBOTT LABORATORIES 002824100 2380 COM STK NPV 113050 88130 Gartmore EMC CORP MASSACHUSETTS 268648102 8660 COM STK USD0.01 119984.3 88130 Gartmore INTEL CORP 458140100 7420 COM STK USD0.001 168990.5 88130 Gartmore CAPITAL ONE FINANCIAL CORP 14040H105 3290 COM STK US$0.01 269648.4 88130 Gartmore TYCO INTERNATIONAL LTD 902124106 5800 COM STK USD0.20 208945 88130 Gartmore CATERPILLAR INC 149123101 2510 COM USD1 234245.75 88130 Gartmore MARRIOTT INTERNATIONAL INC 571903202 3260 COM USD0.01 CLASS'A' 202413.4 88130 Gartmore FRANKLIN RESOURCES 354613101 3640 COM USD0.10 246391.6 88130 Gartmore CAREMARK RX INC 141705103 5220 COM USD0.001 214020 88130 Gartmore NORDSTROM INC 655664100 3860 COM NPV 184643.1 88130 Gartmore PRAXAIR INCORPORATED 74005P104 3590 COM USD0.01 153903.3 88130 Gartmore ST.JUDE MEDICAL INC 790849103 4790 COM STK USD0.10 186905.8 88130 Gartmore UNITED HEALTHCARE GROUP 91324P102 1180 COM STK USD0.01 102925.5 88130 Gartmore NVIDIA CORP 67066G104 9700 COM STK USD0.001 213982 88130 Gartmore CANADIAN NATIONAL RAILWAYS CO 136375102 2370 COM STK NPV (US-EX) 132968.85 88130 Gartmore GOLDMAN SACHS GROUP INC 38141G104 1610 COM STK USD0.01 168695.8 88130 Gartmore INTERNATIONAL RECTIFIER CORP 460254105 1900 COM STK USD1 74546.5 88130 Gartmore LAM RESEARCH CORP 512807108 5650 COM STK USD0.001 145431 88130 Gartmore GENENTECH INC 368710406 3500 COM USD0.02 189595 88130 Gartmore QLOGIC CORP 747277101 5910 COM USD0.001 200053.5 88130 Gartmore QUEST SOFTWARE INC 74834T103 6200 COM STK NPV 91636 88130 Gartmore

MACROMEDIA INC 556100105 4120 COM STK USD0.001 112373 88130 Gartmore MCAFEE INC COM 579064106 4000 COM STK USD0.01 99040 88130 Gartmore TECH DATA CORP 878237106 4120 COM STK USD0.0015 171268.4 88130 Gartmore PEABODY ENERGY COR 704549104 1970 COM STK USD0.01 145908.05 88130 Gartmore ASK JEEVES INC 045174109 3260 COM STK USD0.001 86504.1 88130 Gartmore PETCO ANIMAL SUPPLIES INC 716016209 4630 COM USD0.001 177699.4 88130 Gartmore NABORS INDUSTRIES LTD G6359F103 2170 COM STK USD0.001 102000.85 88130 Gartmore EYETECH PHARMACEUTICALS INC 302297106 2390 COM USD0.01 100415.85 88130 Gartmore GOOGLE INC 38259P508 1060 COM USD0.001 CL'A' 205496.9 88130 Gartmore LAS VEGAS SANDS CORP 517834107 2140 COM STK USD0.001 97498.4 88130 Gartmore GILLETTE CO 375766102 191500 COM STK USD1 8425042.5 88150 Gartmore APPLE COMPUTER CO INC 037833100 168500 COM NPV 11666940 88150 Gartmore FEDEX CORP 31428X106 75600 COM STK USD0.10 7178220 88150 Gartmore DELTA AIR LINES INC 247361108 687000 COM STK USD1.5 4541070 88150 Gartmore FRANKLIN RESOURCES 354613101 152500 COM USD0.10 10322725 88150 Gartmore HILTON HOTELS CORP 432848109 492900 COM STK USD2.50 11085321 88150 Gartmore CONOCOPHILLIPS 20825C104 123300 COM STK USD0.01 10460155.5 88150 Gartmore REEBOK INTERNATIONAL 758110100 122000 COM USD0.01 5260640 88150 Gartmore SPRINT CORP 852061100 404000 COM STK USD2.00 9819220 88150 Gartmore GOLDMAN SACHS GROUP INC 38141G104 69600 COM STK USD0.01 7292688 88150 Gartmore SYMANTEC CORP 871503108 96200 COM STK USD0.01 2289560 88150 Gartmore BLOCKBUSTER INC 093679108 790500 CLASS A COM STK USD0.01 7339792.5 88150 Gartmore CANDESCENT TECHNOLOGIES CORP 2733973 38000 COM STK NPV (*SUSPENDED) 0 88150 Gartmore NEWS CORP 65248E104 609900 COM USD0.01 CLS'A' 10761685.5 88150 Gartmore

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~~Manag-~~ Fair Shares of Shared ~~ers~~Managers Market Principal as in Shared- see ~~Sole~~ Name of Issuer Title of Class Cusip Value Amount Sole Instr V Other Instr V 1Sole2 Shared None 3M CO COM STK USD0.01 88579Y101 $ 1416,~~577~~188 ~~184~~196,~~765~~710 X ~~184~~196,~~765~~710 ABBOTT LABORATORIES COM STK NPV 002824100 $ ~~928~~1,718 2136,~~299~~178 X 2136,~~299~~178 ACCENTURE COM USD0.0000225 G1150G111 $ ~~254~~457 917,~~446~~171 X 917,~~446~~171 ACCREDO HEALTH COM USD0.01 00437V104 $ 1,~~864~~869 68,100 X 68,100 ACE LTD ORD USD0.0416 G0070K103 $ ~~878~~1,093 2125,~~915~~723 X 2125,~~915~~723 ADOBE SYSTEMS INCORPORATED COM STK USD0.0001 00724F101 $ 152,~~833~~086 ~~262~~35,~~765~~478 X ~~262~~35,~~765~~478 ~~ADVISORY~~ADVANCED ~~BOARD~~MICRO CODEVICES INC COM STK USD0.01 ~~00762W107~~007903107 $ ~~1,657~~678 4534,~~416~~022 X 4534,~~416~~022 ~~AES~~ADVISORY ~~CORP~~BOARD CO COM USD0.01 ~~00130H105~~00762W107 $ ~~254~~1,661 2045,~~304~~416 X 2045,~~304~~416 AETNA INC(NEW) COM STK USD0.01 00817Y108 $ 4,~~492~~380 3735,~~782~~352 X 3735,~~782~~352 AFFILIATED COMPUTER SERVICES INC CLASS'A'COM STK USD0.01 008190100 $ ~~5,414~~605 9010,~~834~~434 X 9010,~~834~~434 AFLAC INC COM STK USD0.10 001055102 $ ~~273~~278 7,004 X 7,004 AGERE SYSTEMS INC COM USD0.01 CLASS'B' 00845V209 $ 2928 20,251 X 20,251 AK STEEL HOLDING CORP COM STK USD0.01 001547108 $ 12,~~613~~444 ~~132~~174,300 X ~~132~~174,300 ALAMOSA HLDGS COM STK USD0.01 011589108 $ 56,~~778~~482 ~~502~~538,~~200~~100 X ~~502~~538,~~200~~100 ALBERTSON'S,INC COM USD1 013104104 $ 2,~~965~~746 ~~128~~118,~~821~~581 X ~~128~~118,~~821~~581 ALCOA INC COM STK USD1 013817101 $ ~~8,479~~365 ~~267~~11,~~796~~877 X ~~267~~11,~~796~~877 ALCON INC COM CHF0.20 H01301102 $ ~~434~~629 67,~~000~~950 X 67,~~000~~950 ALLEGHENY ENERGY INC COM USD1.25 017361106 $ 386 20,480 X 20,480 ALLSTATE CORP COM STK USD0.01 020002101 $ 5,~~260~~174 ~~103~~101,~~548~~378 X ~~103~~101,~~548~~378 ALLTEL CORP COM STK US$1 020039103 $ ~~241~~234 4,162 X 4,162 ALTRIA GROUP INC NEW COM STK USD0.333 02209S103 $ 1725,~~508~~433 ~~303~~414,~~213~~278 X ~~303~~414,~~213~~278 ~~ALUMINIUM CORP OF CHINA ADR EACH REP 100 'H' SHS (SPON) 022276109 $ 671 11,281 X 11,281~~ AMAZON COM INC COM STK USD0.01 023135106 $ 6,~~189~~579 ~~161~~155,~~953~~453 X ~~161~~155,~~953~~453 AMER INTL GROUP COM USD2.50 026874107 $ 98,~~451~~449 ~~145~~125,~~982~~030 X ~~145~~125,~~982~~030 AMERICA MOVIL SA ADR(EACH REP 20 SHS NPV SER'L'-DTC) 02364W105 $ 1721,~~038~~703 ~~353~~439,~~619~~119 X ~~353~~439,~~619~~119 AMERICAN CAPITAL STRATEGIES COM USD0.01 024937104 $ ~~394~~330 1210,~~314~~050 X 1210,~~314~~050 AMERICAN EXPRESS CO COM USD0.20 025816109 $ 13,~~201~~627 ~~238~~253,~~077~~472 X ~~238~~253,~~077~~472 AMERICAN TOWER CORP CLASS'A'COM USD.01 029912201 $ 6,~~215~~807 ~~345~~373,~~400~~382 X ~~345~~373,~~400~~382 ~~AMERISOURCE~~AMGEN ~~BERGEN CORP~~ COM ~~STK~~ USD0.010001 ~~03073E105~~031162100 $ ~~504~~9,970 8158,~~218~~395 X 8158,~~218~~395 ~~AMGEN~~AMICAS INC COM USD0.~~0001~~001 ~~031162100~~001712108 $ ~~15,891~~692 ~~256~~160,~~571~~796 X ~~256~~160,~~571~~796 ANADARKO PETROLEUM CORP COM STK US$0.10 032511107 $ ~~226~~210 3,417 X 3,417 ~~ANDRX GROUP COM STK USD0.001 034553107 $ 242 13,000 X 13,000~~ ANHEUSER-BUSCH COS INC COM STK USD1 035229103 $ 1,~~769~~704 3534,~~254~~610 X 3534,~~254~~610 ANTEON INTERNATIONAL CORP COM USD0.01 03674E108 $ 1,~~964~~906 50,096 X 50,096 APACHE CORP COM STK USD1.25 037411105 $ 39,~~372~~791 67203,~~635~~235 X 67203,~~635~~235 APOLLO GROUP CLASS A NPV 037604105 $ ~~219~~ 2,~~631~~246 27,531 X 227,~~631~~531 APPLE COMPUTER CO INC COM NPV 037833100 $ 1719,~~274~~281 ~~274~~278,~~998~~458 X ~~274~~278,~~998~~458 APPLIED MATERIALS COM STK USD0.01 038222105 $ 8,161 465,641 X 465,641 ARCH COAL INC COM STK USD0.01 039380100 $ 2,369 69,196 X 69,196 ARCHER DANIELS MIDLAND COM NPV 039483102 $ 2,782 131,012 X 131,012 ARMOR HOLDING INC COM STK USD$0.01 042260109 $ 1,696 39,214 X 39,214 ARRAYCOM USD COM 9033848 $ 1,665 555,000 X 555,000 ASE TEST USD0.25 Y02516105 $ 1,972 261,952 X 261,952 ASHLAND INCORPORATED COM USD1 044204105 $ 556 9,590 X 9,590 ASK JEEVES INC COM STK USD0.001 045174109 $ 358 13,400 X 13,400 ASSET ACCEPTANCE CAPITAL CORP COM USD0.01 04543P100 $ 3,329 171,534 X 171,534 AT&T CORP COM USD1 (US-EX) 001957505 $ 591 31,867 X 31,867 ATLAS VENTURE VI 9108154 $ 6,~~243~~284 ~~1 X 1 ATTACK SYSTEMS COM USD 9034420 $ 245~~388,~~000~~941 X ~~245~~388,000 AUDIBLE INC COM USD0.01 05069A302 $ 2,111 73,820 X 73,820 AUDIOCODES COM ILS0.01 2424040 $ 798 53,200 X 53,200 AUTODESK INC COM USD0.01 052769106 $ 3,561 53,808 X 53,808 AUTOLIV INC COM STK USD0.01 052800109 $ 444 9,552 X 9,552 AUTOMATIC DATA PROCESSING INC COM STK USD0.10 053015103 $ 942 20,775 X 20,775 AVON PRODUCTS INC COM USD0.25 054303102 $ 252 6,379 X 6,379 B.J.SERVICES COM STK USD0.10 055482103 $ 2,585 55,105 X 55,105 BAKER HUGHES INC COM STK USD1 057224107 $ 1,008 24,738 X 24,738 BANCO ITAU HOLDING FINANCEIRA S.A. 2 ADRS REP 1 PRF SHARE 059602201 $ 17,268 254,900 X 254,900 BANCOLUMBIA S.A ADS(EACH REP 4 PRF SHS COP293.18-DTC) 05968L102 $ 2,968 268,000 X 268,000 BANK OF NEW YORK CO INC COM STK USD7.50 064057102 $ 2,172 65,786 X 65,786 BANKAMERICA CORP COM STK USD0.01 060505104 $ 23,067 503,136 X 503,136 BAUSCH & LOMB INC COM STK USD0.40 071707103 $ 604 9,996 X 9,996 BAXTER INTERNATIONAL INC COM STK USD1 071813109 $ 266 8,248 X 8,248 BB & T CORP COM USD5 054937107 $ 319 7,584 X 7,584 BCO BRANDESCO SA ADR ECH REP 1 PRF NPV SPON 059460303 $ 2,343 34,001 X 34,001 BEACON ROOFING SUPPLY INC COM USD0.01 CLASS'A' 073685109 $ 4,025 196,348 X 196,348 BEAR STEARNS COS.INC COM STK US$1 073902108 $ 9,424 92,004 X 92,004 BECKHAM COULTER INC COM STK USD0.10 075811109 $ 5,356 82,590 X 82,590 BECTON DICKINSON & COMPANY COM USD1 075887109 $ 8,108 145,504 X 145,504 BELLSOUTH CORP COM STK USD1 079860102 $ 1,123 39,519 X 39,519 BERKLEY(WR) CORP COM STK USD0.20 084423102 $ 753 16,815 X 16,815 BERKSHIRE HATHAWAY INC CNV CLASS'A'COM USD5 084670108 $ 1,104 13 X 13 BEST BUY CO INC COM STK USD0.10 086516101 $ 245 4,380 X 4,380 BIOGEN IDEC INC COM USD0.0005 09062X103 $ 276 4,497 X 4,497 BIOSITE INC COM USD0.01 090945106 $ 6,492 117,300 X 117,300 BLOCKBUSTER INC CLASS A COM STK USD0.01 093679108 $ 3,695 406,900 X 406,900 BOEING CO COM STK USD5 097023105 $ 11,482 213,602 X 213,602 BOOKHAM INC COM STK USD0.01 09856E105 $ 81 14,258 X 14,258 BORG WARNER INC COM STK US$0.01 099724106 $ 3,913 80,000 X 80,000 BOSTON SCIENTIFIC CORP COM USD0.01 101137107 $ 633 18,555 X 18,555 BRASKEM S.A. ADR REPR 50'A' PRF NPV 105532105 $ 1,372 30,700 X 30,700 BRAZIL TELECOM ADR(EACH REP 5000 PRF NPV-DTC) 105530109 $ 626 17,400 X 17,400 BRISTOL-MYERS SQUIBB COMPANY COMMON USD0.10 110122108 $ 1,100 46,421 X 46,421 BROADCOM CORP CL A COM STK USD0.0001 111320107 $ 2,075 63,400 X 63,400 BUNGE LTD COM STK USD0.01 G16962105 $ 2,495 47,413 X 47,413 BURLINGTON NORTHERN SANTA FE CORP COM STK USD0.01 12189T104 $ 3,011 66,013 X 66,013 BURLINGTON RESOURCES COM USD0.01 122014103 $ 227 5,434 X 5,434 BUSINESS OBJECTS SA ADR-EACH REP 1 ORD FRF1-DTC 12328X107 $ 1,903 78,929 X 78,929 CALAMOS ASSET MGT COM USD0.01 CLS'A' 12811R104 $ 332 13,620 X 13,620 CALLISTO PHARMA COM USD0.0001 1312EM104 $ 837 478,041 X 478,041 CAMPBELL SOUP CO CAP STK USD0.0375 134429109 $ 1,811 63,022 X 63,022 CANADIAN NATIONAL RAILWAYS CO COM STK NPV (US-EX) 136375102 $ 2,417 41,452 X 41,452 CANDESCENT TECHNOLOGIES CORP COM STK NPV (*SUSPENDED) 2733973 $ 130,000 X 130,000 CAPITAL ONE FINANCIAL CORP COM STK US$0.01 14040H105 $ 16,647 211,540 X 211,540 CARDINAL HEALTH INC COM STK NPV 14149Y108 $ 305 5,840 X 5,840 CAREER EDUCATION CORP COM STK USD0.01 141665109 $ 5,291 129,978 X 129,978 CAREMARK RX INC COM USD0.001 141705103 $ 931 25,744 X 25,744 CARLYLE-DEX PARTNERS L.P USD1 9126532 $ 12,824 1 X 1 CARLYLE-MEDPOINTE PARTNERS II L.P 9113631 $ 4,481 1 X 1 CARNIVAL CORP COM USD0.01 (PAIRED STOCK) 143658300 $ 12,931 236,155 X 236,155 CASH AMERICA INTERNATIONAL COM STK US$0.10 14754D100 $ 971 35,846 X 35,846 CATERPILLAR INC COM USD1 149123101 $ 1,774 19,535 X 19,535 CDW CORPORATION COM USD0.01 12512N105 $ 1,752 26,252 X 26,252 CELEBRATE EXPRESS COM USD0.001 15100A104 $ 590 29,000 X 29,000 CELESTICA INC SUB ORD VTG SHS NPV (US-EX) 15101Q108 $ 5,129 335,800 X 335,800 CELGENE CORP COM STK USD0.01 151020104 $ 215 7,719 X 7,719 CEMEX S.A. DE C.V ADR(EACH REP 5 CPO-DTC) 151290889 $ 1,561 46,962 X 46,962 CENDANT CORP COM USD0.01 151313103 $ 3,751 165,463 X 165,463 CENTEX CORP COM STK USD0.25 152312104 $ 420 8,109 X 8,109 CEPHEID COM NPV 15670R107 $ 961 100,048 X 100,048 CH ROBINSON WORLDWIDE INC COM STK USD0.10 12541W100 $ 563 10,613 X 10,613 CHARLES RIVER ASSOC INC COM STK NPV 159852102 $ 1,679 38,190 X 38,190 CHECK POINT SOFTWARE TECHNOLOGIES ORD ILS0.01 M22465104 $ 911 37,567 X 37,567 CHEVRONTEXACO CORP COM USD0.75 166764100 $ 8,196 157,224 X 157,224 CHINA TELECOM CORPORATION SPONS ADR EACH REPR 100'H'COM CNY1 169426103 $ 331 9,000 X 9,000 CHOICE HOTELS INTERNATIONAL INC COM STK USD.01 169905106 $ 6,490 122,700 X 122,700 CHUBB CORP COM STK USD1 171232101 $ 427 5,638 X 5,638 CIA ENERGETICA MINAS GERAIS-CEMIG ADR(REP 1000 NVTG PF SHS LVL1-DTC) 204409601 $ 1,630 69,400 X 69,400 CIA VALE RIO DOCE ADR(1 PRF SHS-DTC) 204412100 $ 8,944 452,301 X 452,301 CIGNA CORP COM STK USD0.25 125509109 $ 1,840 24,449 X 24,449 CINTAS CORP COM NPV 172908105 $ 5,292 116,750 X 116,750 CISCO SYSTEMS INC COM STK USD0.001 (US-EX) 17275R102 $ 19,511 990,968 X 990,968 CITADEL SECURITY SOFTWARE INC COM USD0.01 17288Q109 $ 3,041 674,258 X 674,258 CITI GROUP COM STK USD0.01 125581108 $ 5,258 123,126 X 123,126 CITIGROUP INC COM STK USD0.01 (US-EX) 172967101 $ 13,433 292,027 X 292,027 CLARCOR INC COM STK USD1 179895107 $ 7,874 158,062 X 158,062 CLEAR CHANNEL COMMUNICATIONS INC COM STK USD0.10 184502102 $ 775 23,345 X 23,345 COACH INC COM USD0.01 189754104 $ 1,185 22,616 X 22,616941

Page 1 qryGartmore ARBINET THEXCHANGE INC COM STK USD0.001 03875P100 $ 912 37,730 X 37,730 ARCH COAL INC COM STK USD0.01 039380100 $ 2,329 69,196 X 69,196 ARCHER DANIELS MIDLAND COM NPV 039483102 $ 2,861 131,012 X 131,012 ARMOR HOLDING INC COM STK USD$0.01 042260109 $ 8,682 191,114 X 191,114 ARRAYCOM USD COM 9033848 $ 1,665 555,000 X 555,000 ASHLAND INCORPORATED COM USD1 044204105 $ 359 6,500 X 6,500 ASK JEEVES INC COM STK USD0.001 045174109 $ 4,420 166,580 X 166,580 ASSET ACCEPTANCE CAPITAL CORP COM USD0.01 04543P100 $ 3,834 171,534 X 171,534 AT&T CORP COM USD1 (US-EX) 001957505 $ 569 30,267 X 30,267 ATLAS VENTURE VI 9108154 $ 7,491 1 X 1 ATTACK SYSTEMS COM USD 9034420 $ 245,000 X 245,000 AU OPTRONICS CORPN ADS EACH RPR 10 COM (SPON) DTC 002255107 $ 1,347 104,700 X 104,700 AUTODESK INC COM USD0.01 052769106 $ 3,797 110,678 X 110,678 AUTOLIV INC COM STK USD0.01 052800109 $ 627 13,256 X 13,256 AUTOMATIC DATA PROCESSING INC COM STK USD0.10 053015103 $ 941 22,095 X 22,095 AVON PRODUCTS INC COM USD0.25 054303102 $ 253 6,379 X 6,379 B.J.SERVICES COM STK USD0.10 055482103 $ 6,578 152,622 X 152,622 BAKER HUGHES INC COM STK USD1 057224107 $ 1,106 26,758 X 26,758 BANCO ITAU HOLDING FINANCEIRA S.A. 2 ADRS REP 1 PRF SHARE 059602201 $13,094 181,000 X 181,000 BANCOLUMBIA S.A ADS(EACH REP 4 PRF SHS COP293.18-DTC) 05968L102 $ 3,863 290,700 X 290,700 BANK OF NEW YORK CO INC COM STK USD7.50 064057102 $ 2,192 65,786 X 65,786 BANKAMERICA CORP COM STK USD0.01 060505104 $26,791 598,940 X 598,940 BAUSCH & LOMB INC COM STK USD0.40 071707103 $ 777 11,846 X 11,846 BAXTER INTERNATIONAL INC COM STK USD1 071813109 $ 293 8,248 X 8,248 BB & T CORP COM USD5 054937107 $ 315 7,584 X 7,584 BCO BRANDESCO SA ADR ECH REP 1 PRF NPV SPON 059460303 $ 1,116 48,763 X 48,763 BEACON ROOFING SUPPLY INC COM USD0.01 CLASS'A' 073685109 $ 2,953 153,240 X 153,240 BEAR STEARNS COS.INC COM STK US1/21 073902108 $15,608 152,104 X 152,104 BECKHAM COULTER INC COM STK USD0.10 075811109 $ 8,597 130,290 X 130,290 BECTON DICKINSON & COMPANY COM USD1 075887109 $ 8,543 155,704 X 155,704 BELLSOUTH CORP COM STK USD1 079860102 $ 1,021 37,307 X 37,307 BERKLEY(WR) CORP COM STK USD0.20 084423102 $ 782 16,815 X 16,815 BERKSHIRE HATHAWAY INC CNV CLASS'A'COM USD5 084670108 $ 1,138 13 X 13 BEST BUY CO INC COM STK USD0.10 086516101 $ 242 4,380 X 4,380 BIOGEN IDEC INC COM USD0.0005 09062X103 $ 7,876 119,148 X 119,148 BIOSITE INC COM USD0.01 090945106 $ 5,474 93,100 X 93,100 BJS RESTAURANTS INC COM NPV 09180C106 $ 873 62,752 X 62,752

Page 2 qryGartmore BLOCKBUSTER INC CLASS A COM STK USD0.01 093679108 $10,808 1,163,900 X 1,163,900 BOEING CO COM STK USD5 097023105 $ 8,072 160,372 X 160,372 BORG WARNER INC COM STK US$0.01 099724106 $ 4,113 80,000 X 80,000 BOSTON SCIENTIFIC CORP COM USD0.01 101137107 $ 687 19,785 X 19,785 BRASKEM S.A. ADR REPR 50'A' PRF NPV 105532105 $ 1,509 34,100 X 34,100 BRAZIL TELECOM ADR(EACH REP 5000 PRF NPV-DTC) 105530109 $ 696 19,700 X 19,700 BRISTOL-MYERS SQUIBB COMPANY COMMON USD0.10 110122108 $ 1,176 47,523 X 47,523 BROADCOM CORP CL A COM STK USD0.0001 111320107 $ 761 23,138 X 23,138 BUNGE LTD COM STK USD0.01 G16962105 $ 2,554 45,813 X 45,813 BURLINGTON NORTHERN SANTA FE CORP COM STK USD0.01 12189T104 $ 3,100 68,713 X 68,713 BURLINGTON RESOURCES COM USD0.01 122014103 $ 223 5,434 X 5,434 BUSINESS OBJECTS SA ADR-EACH REP 1 ORD FRF1-DTC 12328X107 $ 728 31,394 X 31,394 CALLISTO PHARMA COM USD0.0001 1312EM104 $ 880 478,041 X 478,041 CAMPBELL SOUP CO CAP STK USD0.0375 134429109 $ 1,834 62,349 X 62,349 CANADIAN NATIONAL RAILWAYS CO COM STK NPV (US-EX) 136375102 $ 2,015 35,922 X 35,922 CANDESCENT TECHNOLOGIES CORP COM STK NPV (*SUSPENDED) 2733973 $ 130,000 X 130,000 CAPITAL ONE FINANCIAL CORP COM STK US$0.01 14040H105 $14,535 177,340 X 177,340 CARDINAL HEALTH INC COM STK NPV 14149Y108 $ 328 5,840 X 5,840 CAREMARK RX INC COM USD0.001 141705103 $ 1,405 34,274 X 34,274 CARLYLE-DEX PARTNERS L.P USD1 9126532 $ 8,329 1 X 1 CARLYLE-MEDPOINTE PARTNERS II L.P 9113631 $ 4,481 1 X 1 CARNIVAL CORP COM USD0.01(PAIRED STOCK) 143658300 $14,593 253,785 X 253,785 CASH AMERICA INTERNATIONAL COM STK US$0.10 14754D100 $ 984 35,846 X 35,846 CATERPILLAR INC COM USD1 149123101 $ 2,131 22,825 X 22,825 CELEBRATE EXPRESS COM USD0.001 15100A104 $ 552 29,000 X 29,000 CELESTICA INC SUB ORD VTG SHS NPV (US-EX) 15101Q108 $ 475 36,550 X 36,550 CELGENE CORP COM STK USD0.01 151020104 $ 270 9,908 X 9,908 CEMEX S.A. DE C.V ADR(EACH REP 5 CPO-DTC) 151290889 $ 1,723 49,562 X 49,562 CENDANT CORP COM USD0.01 151313103 $ 3,748 165,463 X 165,463 CENTEX CORP COM STK USD0.25 152312104 $ 454 8,109 X 8,109 CEPHEID COM NPV 15670R107 $ 951 100,048 X 100,048 CHARLES RIVER ASSOC INC COM STK NPV 159852102 $ 1,690 38,190 X 38,190 CHEVRONTEXACO CORP COM USD0.75 166764100 $ 8,013 156,611 X 156,611 CHINA TELECOM CORPORATION SPONS ADR EACH REPR 100'H'COM CNY1 169426103 $ 308 9,000 X 9,000 CHOICE HOTELS INTERNATIONAL INC COM STK USD.01 169905106 $ 9,064 158,600 X 158,600 CHUBB CORP COM STK USD1 171232101 $ 428 5,638 X 5,638 CIA ENERGETICA MINAS GERAIS-CEMIG ADR(REP 1000 NVTG PF SHS LVL1-DTC) 204409601 $ 3,468 152,700 X 152,700

Page 3 qryGartmore CIA VALE RIO DOCE ADR(1 PRF SHS-DTC) 204412100 $ 9,169 400,111 X 400,111 CIGNA CORP COM STK USD0.25 125509109 $ 1,927 24,449 X 24,449 CINTAS CORP COM NPV 172908105 $ 3,306 75,490 X 75,490 CISCO SYSTEMS INC COM STK USD0.001 (US-EX) 17275R102 $15,934 851,319 X 851,319 CITI GROUP COM STK USD0.01 125581108 $ 5,433 126,826 X 126,826 CITIGROUP INC COM STK USD0.01 (US-EX) 172967101 $14,810 304,408 X 304,408 CLARCOR INC COM STK USD1 179895107 $ 9,608 190,862 X 190,862 CLEAR CHANNEL COMMUNICATIONS INC COM STK USD0.10 184502102 $ 237 7,439 X 7,439 COACH INC COM USD0.01 189754104 $ 1,252 22,616 X 22,616 COCA-COLA CO COM STK USD0.25 191216100 $ 1,427 34,678 X 34,678 COCA-COLA ENTERPRISES INC COM STK USD1 191219104 $ 952 45,980 X 45,980 COGNOS INC COM NPV (US-EX) 19244C109 $ 1,655 39,960 X 39,960 COLGATE-PALMOLIVE CO COM STK USD1 194162103 $ 364 7,278 X 7,278 COLONIAL BANCGROUP COM STK USD2.5 195493309 $ 3,263 159,667 X 159,667 COMCAST CORPORATION 'A' SPL COM USD1 20030N200 $ 490 15,289 X 15,289 COMCAST CORPORATION COM CLS'A' USD1 20030N101 $ 4,644 142,578 X 142,578 COMMERCE BANCORP INC COM STK USD1 200519106 $ 267 4,318 X 4,318 COMPANHIA SIDERUGICA NACIONAL ADR(1 ADR EQUALS 1000 ORD-DTC) 20440W105 $ 2,250 131,700 X 131,700 COMPANIA ANONIMA NCNL TLFN DE VNZA ADR(EACH REP 7 CLS'D' SHS-DTC) 204421101 $ 1,337 64,900 X 64,900 COMPANIA DE BEBIDAS DAS AMERICAS ADR(REP 100 PRF SHS-DTC) 20441W203 $ 7,536 274,600 X 274,600 COMPANIA TELECOMUNICACIONES CHILE ADR(EACH REP 4 ORD SER'A'NPV-DTC) 204449300 $ 1,080 98,100 X 98,100 COMPUTER SCIENCES CORP COM STK USD1 205363104 $ 3,039 56,260 X 56,260 CONAGRA FOODS INC COM USD5 205887102 $ 205 7,083 X 7,083 CONOCOPHILLIPS COM STK USD0.01 20825C104 $23,198 273,423 X 273,423 CONSOL ENERGY INC COM STK USD0.01 20854P109 $ 3,251 84,907 X 84,907 CONSTELLATION ENERGY GROUP COM STK NPV 210371100 $ 1,402 32,044 X 32,044 COORS(ADOLPH)CO COM CLASS'B'NON.V NPV 217016104 $ 592 8,202 X 8,202 CORINTHIAN COLLEGES INC COM STK USD0.0001 218868107 $ 4,949 275,200 X 275,200 CORNING INC COM STK USD0.50 219350105 $ 224 18,861 X 18,861 CORPBANCA ADR-EACH REPR 5000 COM REG'S' 21987A209 $ 1,020 37,100 X 37,100 COSTAR GROUP INC COM STK USD0.01 22160N109 $ 2,889 67,942 X 67,942 COSTCO WHOLESALE COM USD0.005 22160K105 $ 4,005 84,380 X 84,380 COUNTRYWIDE FINANCIAL CORP COM USD0.05 222372104 $ 5,544 156,980 X 156,980 COVENTRY HEALTHCARE INC COM STK USD0.01 222862104 $ 9,357 174,824 X 174,824 CPFL ENERGIA SA SPONS ADR REP 3 ORD NPV 126153105 $ 2,260 106,590 X 106,590 CREDIT ACCEPTANCE CORP COM STK USD0.01 225310101 $ 2,101 85,470 X 85,470 CROMPTON CORPORATION COM USD0.01 227116100 $ 1,666 156,022 X 156,022

Page 4 qryGartmore CROWN CASTLE INTERNATIONAL CORP COM STK USD0.01 228227104 $ 2,982 174,820 X 174,820 CVS CORP COM STK USD0.01 126650100 $ 250 5,457 X 5,457 CYBERSOURCE CORP COM STK USD0.001 23251J106 $ 418 71,938 X 71,938 DANAHER CORP COM USD0.01 235851102 $ 1,002 18,056 X 18,056 DECODE GENETICS COM STK USD0.001 243586104 $ 222 30,000 X 30,000 DEERE + CO COM USD1 244199105 $ 1,054 14,945 X 14,945 DELL INC COM COM USD0.01 24702R101 $10,293 256,148 X 256,148 DELTA AIR LINES INC COM STK USD1.5 247361108 $ 6,570 993,654 X 993,654 DESARROLLADORA HOMEX SA DE CV ADR EACH REPR COM NPV 25030W100 $ 5,684 237,500 X 237,500 DEVON ENERGY(NEW) COM USD0.10 25179M103 $ 243 6,564 X 6,564 DIAMOND CLUSTER INTL INC CLASS A SHS USD 0.001 25278P106 $ 1,564 111,216 X 111,216 DIGITAS INC COM STK USD0.01 25388K104 $ 1,200 128,654 X 128,654 DIRECTV GROUP INC COM USD0.01 25459L106 $ 231 14,241 X 14,241 DOLLAR GENERAL CORP COM STK USD0.50 256669102 $ 884 44,000 X 44,000 DOMINION RESOURCES INC (VIRGINIA) COM STK NPV 25746U109 $ 1,632 24,394 X 24,394 DOUGHTY HANSON PARTNERSHIP NO.4 9096130 $ 4,883 1 X 1 DOW CHEMICAL CO COM STK USD2.50 260543103 $ 5,420 112,947 X 112,947 DR HORTON INC COM STK USD0.01 23331A109 $ 717 19,144 X 19,144 DRAPER FISHER JURVETSON FUND VII LP 9095676 $ 6,756 1 X 1 DRAPER FISHER JURVETSON PLANET VENT URES LP 9092451 $11,598 1 X 1 DU PONT(E.I.)DE NEMOURS & CO COM STK USD0.30 263534109 $ 637 13,451 X 13,451 DUKE ENERGY CORP COM NPV 264399106 $ 1,101 44,637 X 44,637 E-TRADE FINANCIAL CORP INC COM STK USD0.01 269246104 $ 332 24,299 X 24,299 EAST WEST BANCORP COM STK USD0.001 27579R104 $ 1,168 29,066 X 29,066 EASTMAN CHEMICAL CO COM STK USD0.01 277432100 $ 9,638 184,408 X 184,408 EATON CORPORATION COM USD0.50 278058102 $ 724 10,685 X 10,685 EBAY INC COM STK USD0.001 278642103 $ 8,212 77,047 X 77,047 ECHOSTAR COMMUNICATIONS CORP CLASS'A' COM USD0.01 278762109 $ 589 17,965 X 17,965 EDISON INTERNATIONAL COM NPV 281020107 $ 277 8,964 X 8,964 ELECTRONIC ARTS COM NPV 285512109 $ 240 4,068 X 4,068 EMC CORP MASSACHUSETTS COM STK USD0.01 268648102 $11,637 839,980 X 839,980 EMERSON ELECTRIC CO COM USD0.05 291011104 $ 483 7,198 X 7,198 EMPRESA NACIONAL DE ELECTRICIDAD SA ADS(EACH REP 30 COM SHS-DTC) 29244T101 $ 2,123 125,300 X 125,300 ENERSIS S.A ADS(REPR 50 COM SHS-DTC) 29274F104 $ 4,643 576,300 X 576,300 ENGINEERED SUPPORT SYSTEMS INC COM STK USD0.01 292866100 $ 841 14,858 X 14,858 ENTERGY CORP COM STK USD0.01 29364G103 $ 496 7,648 X 7,648 ENTUITY LTD C CONV PREF SHSGBP0.00005 9123823 $ 22,644,928 X 22,644,928

Page 5 qryGartmore EOG RESOURCES COM USD0.01 26875P101 $ 2,824 43,149 X 43,149 EQUITY OFFICE PROPERTIES COM STK USD0.01 294741103 $ 257 9,123 X 9,123 EQUITY RESIDENTIAL PROPERTIES TRUST SHS OF BENEFICIAL INTREST USD0.01 29476L107 $ 225 6,641 X 6,641 ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 518439104 $ 910 20,317 X 20,317 EURONET WORLDWIDE INC COM STK USD0.02 298736109 $ 1,240 50,098 X 50,098 EXELON CORP COM STK NPV 30161N101 $ 3,452 82,139 X 82,139 EXXON MOBIL CORP COM STK NPV 30231G102 $25,368 509,533 X 509,533 EYETECH PHARMACEUTICALS INC COM USD0.01 302297106 $ 709 16,880 X 16,880 FANNIE MAE COM NPV 313586109 $ 1,201 17,162 X 17,162 FEDERATED DEPARTMENT STORES,INC COM USD0.01 31410H101 $ 1,995 35,289 X 35,289 FEDEX CORP COM STK USD0.10 31428X106 $11,996 126,362 X 126,362 FIDELITY NATL FINL COM USD0.0001 316326107 $ 723 16,313 X 16,313 FIFTH THIRD BANCORP COM NPV 316773100 $ 358 7,785 X 7,785 FIRST ADVANTAGE CORPORATION COM USD0.001 CL'A' 31845F100 $ 1,089 51,480 X 51,480 FIRST CASH FINANCIAL SERVICES INC COM STK USD0.01 31942D107 $ 865 35,310 X 35,310 FIRST DATA CORPORATION COM USD0.01 319963104 $ 729 17,549 X 17,549 FIRST MARBLEHEAD COM STK USD0.01 320771108 $ 273 4,966 X 4,966 FIRSTENERGY CORP COM STK USD0.10 337932107 $ 428 11,105 X 11,105 FISHER SCIENTIFIC INTL COM STK USD0.01 338032204 $ 1,652 27,349 X 27,349 FLIR SYSTEMS INC COM STK USD0.01 302445101 $ 1,840 30,582 X 30,582 FLORIDA ROCK INDUSTRIES COM STK USD0.10 341140101 $ 6,481 117,300 X 117,300 FOMENTO ECONOMICO MEXICANO SA DE CV ADR REP 1 UNIT (1'B&2'D-B'&2'D-L')(CIT) 344419106 $ 861 16,800 X 16,800 FORD MOTOR CO COM STK USD0.01 345370860 $ 351 23,949 X 23,949 FOREST LABORATORIES INC COM STK USD0.10 345838106 $ 211 4,984 X 4,984 FORTUNE BRANDS INC COM STK US$3.125 349631101 $ 1,114 14,602 X 14,602 FRANKLIN BK (DEL) COM USD0.01 352451108 $ 1,575 91,660 X 91,660 FRANKLIN RESOURCES COM USD0.10 354613101 $16,475 243,406 X 243,406 FREDDIE MAC COM USD0.21 313400301 $ 5,593 77,998 X 77,998 FREEPORT-MCMORAN COPPER + GOLD INC CLASS'B'COM STK USD0.10 35671D857 $ 4,520 126,903 X 126,903 FREESCALE SEMICONDUCTOR COM STK USD0.01 CLASS 'B' 35687M206 $ 233 13,628 X 13,628 FRONTIER MINING COM STK USD0.01 B02PC95 $ 215 1,000,000 X 1,000,000 GANNETT CO INC COM STK USD1 364730101 $ 272 3,333 X 3,333 GAP INC COM USD0.05 364760108 $ 1,186 57,241 X 57,241 GARMIN COM STK USD0.01 G37260109 $ 727 13,621 X 13,621 GATEKEEPER SYSTEMS INC USD0.001 REG'S' U3696G104 $ 318 606,296 X 606,296 GENENTECH INC COM USD0.02 368710406 $13,891 256,395 X 256,395 GENERAL DYNAMICS CORP COM STK USD1 369550108 $ 1,937 19,409 X 19,409

Page 6 qryGartmore GENERAL ELECTRIC CO(U.S.) COM STK USD0.06 369604103 $40,432 1,123,644 X 1,123,644 GENERAL MILLS INC COMMON USD0.10 370334104 $ 229 4,489 X 4,489 GENERAL MOTORS CORP COM STK USD1 2/3 370442105 $ 2,244 57,526 X 57,526 GEORGIA PACIFIC GROUP COM STK USD0.80 373298108 $ 1,496 41,526 X 41,526 GERDAU SA SIDERIRG ADR(EACH REP1 PFR SHS NPV-DTC) 373737105 $ 1,530 94,430 X 94,430 GETTY IMAGES INC COM USD0.01 374276103 $ 1,888 28,302 X 28,302 GILLETTE CO COM STK USD1 375766102 $15,894 361,249 X 361,249 GLOBALSANTAFE CORP COM STK USD0.01 G3930E101 $ 567 16,784 X 16,784 GOLDEN WEST FINANCIAL CORP COM STK USD0.10 381317106 $ 247 4,110 X 4,110 GOLDMAN SACHS GROUP INC COM STK USD0.01 38141G104 $16,703 159,412 X 159,412 GOOGLE INC COM USD0.001 CL'A' 38259P508 $ 915 4,722 X 4,722 GRANT PRIDECO INC COM USD.01 38821G101 $ 4,204 232,100 X 232,100 GREENFIELD ONLINE INC COM STK USD0.001 395150105 $ 2,415 119,102 X 119,102 GRUPO ELEKTRA(NEW) SPON ADR EACH REP 4 COM NPV 40050A201 $ 2,585 76,400 X 76,400 GRUPO FINANCIERO GALICIA SA ADR(EACH REP 10 CLS'B' SHSLVL11-DTC) 399909100 $ 846 103,900 X 103,900 GUIDANT CORP COM STK NPV 401698105 $ 305 4,236 X 4,236 GUITAR CENTER INC COM USD0.01 402040109 $ 2,772 49,932 X 49,932 HALLIBURTON CO COM USD2.50 406216101 $ 457 12,030 X 12,030 HARBOURVEST PARTNERS DIRECT FUND 9103911 $ 805 1 X 1 HARBOURVEST PARTNERS PARTNERSHIP FUND 9103900 $ 5,052 1 X 1 HARBOURVEST PARTNERS VI-CAYMAN PARTNERSHIP FUND LP 9072152 $11,945 1 X 1 HARLEY DAVIDSON COM STK USD0.01 412822108 $ 240 4,031 X 4,031 HARTFORD FINL SERV COM USD0.01 416515104 $ 2,214 32,792 X 32,792 HEADWATER INC COM STK USD0.001 42210P102 $ 1,784 63,540 X 63,540 HEALTHSOUTH CORP COM USD0.01 421924101 $ 1,802 296,918 X 296,918 HENRY SCHEIN CORP COM STK USD0.01 806407102 $ 2,272 33,044 X 33,044 HENRY VENTURE 11 LIMITED (THE FUND) ORDINARY VENTURE SHARES 9032808 $ 267 4,444 X 4,444 HEWLETT PACKARD CO COM USD0.01 428236103 $16,561 794,663 X 794,663 HILTON HOTELS CORP COM STK USD2.50 432848109 $15,920 707,725 X 707,725 HMS HOLDINGS CORP COM STK USD0.01 40425J101 $ 1,140 142,616 X 142,616 HOB ENTERTAINMENT COM STK USD0.0001 9150412 $ 69,165 X 69,165 HOME DEPOT INC COM USD0.05 437076102 $ 4,341 104,802 X 104,802 HONEYWELL INTERNATIONAL INC COM STK US1/21 43851610 $ 39 11,660 X 11,660 HORIZON HEALTH CORP COM STK USD0.01 44041Y104 $ 1,752 61,240 X 61,240 HOSPIRA INC COM USD0.01 441060100 $ 1,393 42,716 X 42,716 HOST MARRIOTT CORP COM USD1 44107P104 $ 1,581 95,689 X 95,689 HUDSON HIGHLAND GRP INC COM USD0.001 443792106 $ 3,026 112,238 X 112,238

Page 7 qryGartmore HUMANA INC COM USD0.166 444859102 $ 6,750 229,527 X 229,527 HUNT(J.B)TRANSPORT SERVICES INC COM STK USD0.01 445658107 $ 9,911 236,903 X 236,903 HURON CONSULTING GROUP INC COM USD0.01 447462102 $ 586 27,446 X 27,446 HUTCHISON TELECOMM SPON ADR EACH REP 15 HKD0.25 44841T107 $ 1,105 86,970 X 86,970 ICICI BANK ADR (ACH REP 2 ORD INR10-DTC) 45104G104 $ 8,466 454,496 X 454,496 ICOS CORP COM STK USD0.01 449295104 $ 2,687 100,000 X 100,000 ILLINOIS TOOL WORKS INC COM NPV 452308109 $ 497 5,459 X 5,459 INGERSOLL-RAND CO COM USD2 CL'A' G4776G101 $ 3,698 49,128 X 49,128 INNOVET COM USD0.001 45765P104 $ 250,000 X 250,000 INSIGNIA SOLUTIONS ADS REPR EACH 1 ORD SHS 20P 45766J107 $ 245 300,000 X 300,000 INTEGRATED CIRCUIT SYSTEMS INC COM USD0.01 45811K208 $ 552 28,670 X 28,670 INTEL CORP COM STK USD0.001 458140100 $23,041 1,011,308 X 1,011,308 INTERMAGNETICS GEN COM STK USD0.10 458771102 $ 1,744 70,150 X 70,150 INTERNATIONAL BUSINESS MACHINES CRP COM STK USD0.20 459200101 $ 8,506 88,819 X 88,819 INTERNATIONAL PAPER CO COM STK USD1 460146103 $ 1,969 47,675 X 47,675 INTERNATIONAL RECTIFIER CORP COM STK USD1 460254105 $ 525 13,380 X 13,380 INTERWOVEN INC COM USD0.001 (REVERSE SPLIT) 46114T508 $ 342 36,300 X 36,300 INVESTORS FINANCIAL SERVICES CORP COM STK USD0.01 461915100 $ 6,950 148,536 X 148,536 INVITROGEN COM USD0.01 46185R100 $ 1,830 28,369 X 28,369 IONA TECHNOLOGIES ADS REP 1 ORD SHS-DTC 46206P109 $11,030 2,248,327 X 2,248,327 ISHARES INC MSCI EAFE INDEX FUND (ETF) 464287465 $ 644 4,150 X 4,150 ISHARES TRUST NASDAQ BIOTECHNOLOGY INDEX NPV (ETF) 464287556 $ 5,136 70,520 X 70,520 IXYS CORP COM STK USD0.01 46600W106 $ 1,430 150,000 X 150,000 J P MORGAN CHASE COM USD1 46625H100 $ 8,437 219,698 X 219,698 J.C PENNEY CO INC HOLDING CO COM USD0.50 708160106 $ 665 16,304 X 16,304 J2 GLOBAL COMMUNICATIONS INC COM USD0.01 46626E205 $ 1,072 35,208 X 35,208 JABIL CIRCUIT INC COM USD0.001 466313103 $ 776 33,731 X 33,731 JACKSON HEWITT TAX SERVICE INC COM USD0.01 468202106 $ 2,878 123,806 X 123,806 JDS UNIPHASE CORP COM USD0.001 46612J101 $ 56 19,257 X 19,257 JOHNSON & JOHNSON COM STK USD1 478160104 $13,590 217,068 X 217,068 JOHNSON CONTROLS,INC COM USD0.16 2/3 478366107 $ 847 13,868 X 13,868 JUNIPER NETWORKS COM STK USD0.00001 48203R104 $ 4,711 185,005 X 185,005 KANBAY INTL INC COM STK USD0.001 48369P207 $ 2,062 78,351 X 78,351 KERR-MCGEE CORP COM STK USD1 492386107 $ 4,370 76,997 X 76,997 KERZNER INTL LTD COM USD0.001 P6065Y107 $ 886 15,188 X 15,188 KIMBERLY-CLARK CORP COM STK USD1.25 494368103 $ 414 6,461 X 6,461 KLA-TENCOR CORP COMMON USD0.001 482480100 $ 3,353 77,990 X 77,990

Page 8 qryGartmore KMG AMERICA CORP COM STK USD0.01 482563103 $ 4,204 409,390 X 409,390 KNIGHT TRADING GROUP INC CLASS 'A' COM STK USD0.01 499063105 $ 312 30,400 X 30,400 KNIGHTSBRIDGE INTERGRATED HOLDINGS V LP 9086517 $ 7,635 1 X 1 KNIGHTSBRIDGE POST VENTURE IV LP 9078901 $ 7,280 1 X 1 KNIGHTSBRIDGE TANKERS COM STK USD0.01 G5299G106 $ 1,494 50,000 X 50,000 KOHLS CORPORATION COM USD0.01 500255104 $ 1,261 26,938 X 26,938 KOREA ELECTRIC POWER CORP ADR REP 1/2 KRW5000-DTC 500631106 $ 157 12,588 X 12,588 KYPHON INC COM USD0.001 501577100 $ 1,797 73,456 X 73,456 LAFARGE NORTH AMERICA INC COM USD1 505862102 $ 658 12,977 X 12,977 LAM RESEARCH CORP COM STK USD0.001 512807108 $ 777 30,169 X 30,169 LEGG MASON INCORPORATED COM STK USD0.10 524901105 $ 361 5,111 X 5,111 LEGGETT & PLATT INC COM STK USD0.01 524660107 $ 451 16,241 X 16,241 LEHMAN BROS HOLDINGS INCORPORATED COM USD0.10 524908100 $ 332 3,759 X 3,759 LEVEL 3 COMMUNICATIONS INC COM STK USD0.01 52729N100 $ 33 11,012 X 11,012 LIBERTY MEDIA CORP SER'A'COM USD0.01 530718105 $ 3,708 351,150 X 351,150 LIFELINE SYSTEMS COM STK USD0.02 532192101 $ 1,691 68,144 X 68,144 LIGHTBRIDGE INC COM USD0.01 532226107 $ 455 74,510 X 74,510 LILLY(ELI)+ CO COM STK NPV 532457108 $ 2,243 39,863 X 39,863 LIMITED BRANDS INCORPORATED COM USD0.50 532716107 $ 2,130 94,707 X 94,707 LINCOLN NATIONAL CORP COM STK NPV 534187109 $ 1,071 23,148 X 23,148 LINENS N THINGS IN COM STK USD0.01 535679104 $ 388 16,230 X 16,230 LITHIA MOTORS INC CLASS 'A' COM STK NPV 536797103 $ 845 33,440 X 33,440 LOCKHEED MARTIN CORP COM STK USD1 539830109 $ 7,114 129,901 X 129,901 LOWE'S COS INC COM USD0.50 548661107 $12,396 218,771 X 218,771 LUCENT TECHNOLOGIES INCORPORATED COM USD0.01 549463107 $ 209 59,661 X 59,661 MACROMEDIA INC COM STK USD0.001 556100105 $ 696 25,540 X 25,540 MARLIN BUSINESS SERVICES CORP COM USD0.01 571157106 $ 4,448 246,439 X 246,439 MARRAKECH LIMITED SERIES B CONV RED PRF SHARES 9123726 $ 454 3,490,277 X 3,490,277 MARRAKECH LTD SERIES A PREFERENCE SHS 9142691 $ 150 10,980 X 10,980 MARRIOTT INTERNATIONAL INC COM USD0.01 CLASS'A' 571903202 $ 914 14,716 X 14,716 MARSH & MCLENNAN COS INC COM USD1 571748102 $ 225 7,199 X 7,199 MARVELL TECH GROUP COM USD0.002 G5876H105 $ 4,881 141,410 X 141,410 MASCO CORPORATION COM USD1 574599106 $ 210 5,949 X 5,949 MAXIM INTEGRATED PRODUCTS COM STK USD0.001 57772K101 $ 610 15,593 X 15,593 MAY DEPARTMENT STORES COMPANY COM USD0.50 577778103 $ 2,506 88,814 X 88,814 MBNA CORP COM USD0.01 55262L100 $ 1,872 65,685 X 65,685 MCAFEE INC COM COM STK USD0.01 579064106 $ 611 24,679 X 24,679

Page 9 qryGartmore MCDONALD'S CORP COM STK USD0.01 580135101 $ 5,891 184,896 X 184,896 MCGRAW-HILL COS INC (THE) COM STK USD1 580645109 $ 3,555 38,810 X 38,810 MEADWESTVACO CORPORATION COM USD0.01 583334107 $ 874 26,797 X 26,797 MEDCATH CORP COM USD0.01 58404W109 $ 1,257 54,927 X 54,927 MEDTRONIC INC COM USD0.10 585055106 $ 1,466 29,196 X 29,196 MERCK & CO INC COM USD0.01 589331107 $ 6,705 215,407 X 215,407 MERCURY GENERAL CORP COM STK NPV 589400100 $ 1,206 20,469 X 20,469 MERCURY INTERACTIVE COM STK USD0.002 589405109 $ 1,218 29,495 X 29,495 MERRILL LYNCH & CO INC COM STK USD1.333 590188108 $15,168 259,295 X 259,295 METLIFE INC COM STK USD0.01 59156R108 $ 1,527 38,452 X 38,452 MGIC INVESTMENT CORP COM STK USD1 552848103 $ 331 4,821 X 4,821 MGM MIRAGE INC COM USD0.01 552953101 $ 7,416 99,501 X 99,501 MICROCHIP TECHNOLOGY COM STK USD0.001 595017104 $ 1,098 44,716 X 44,716 MICRON TECHNOLOGY INC COM STK USD0.10 595112103 $ 517 45,154 X 45,154 MICROSOFT CORP COM STK USD0.0000125 594918104 $17,120 641,859 X 641,859 MONSANTO COM USD0.01 61166W101 $ 3,607 67,651 X 67,651 MORGAN STANLEY COM USD0.01 617446448 $17,081 304,685 X 304,685 MOTION ANALYSIS COMMON 9010027 $ 180 187,955 X 187,955 MOTION ANALYSIS SERIES 1 PREFERRED STOCK 9032230 $ 959 999,120 X 999,120 MOTOROLA INC COM STK USD3 620076109 $ 2,618 156,896 X 156,896 MSC INDUSTRIAL DIRECT CO CLASS'A'COM STK USD0.001 553530106 $ 1,085 32,553 X 32,553 NABORS INDUSTRIES LTD COM STK USD0.001 G6359F103 $11,622 247,248 X 247,248 NATIONAL CITY CORP COM STK USD4 635405103 $ 3,862 106,397 X 106,397 NATIONAL OILWELL COM USD0.01 637071101 $ 3,467 104,354 X 104,354 NCO GROUP INC COM STK NPV 628858102 $ 890 38,000 X 38,000 NCR CORP COM STK USD0.01 62886E108 $ 703 10,638 X 10,638 NDS GROUP PLC ADS REP 1 'A' SHR-DTC 628891103 $ 1,815 55,843 X 55,843 NESS TECHNOLOGIES COM USD0.01 64104X108 $ 1,589 118,280 X 118,280 NETWORK EQUIPMENT TECHNOLOGIES COM STK USD0.01 641208103 $ 1,283 148,820 X 148,820 NEW FRONTIER MEDIA COM USD0.0001 644398109 $ 1,322 148,082 X 148,082 NEWCASTLE INVESTMENT CORP COM USD0.01 65105M108 $ 4,463 150,000 X 150,000 NEWCASTLE INVESTMENT CORP COM USD0.01 (HOLDING CORP) 9053890 $ 338 150,000 X 150,000 NEWCASTLE INVESTMENT CORP COM USD0.01 RESTRICTED 9147663 $ 150,000 X 150,000 NEWMONT MINING CORP COM USD1.60 651639106 $ 230 5,543 X 5,543 NEWS CORP CDI NPV CLS'B' DFD B03Q907 $ 387 15,995 X 15,995 NEWS CORP COM USD0.01 CLS'A' 65248E104 $19,391 1,098,841 X 1,098,841 NEWS CORP COM USD0.01 CLS'B' 65248E203 $ 2,369 129,942 X 129,942

Page 10 qryGartmore NEXTEL COMMUNICATIONS INC CLASS'A'COM USD0.001 65332V103 $ 1,187 39,367 X 39,367 NIKE INC CLASS'B'COM NPV 654106103 $ 298 3,398 X 3,398 NOKIA OYJ ADR REP 1 EUR0.06 SER'A'-DTC 654902204 $ 183 12,020 X 12,020 NORDSTROM INC COM NPV 655664100 $ 891 18,624 X 18,624 NORFOLK SOUTHERN CORP COM STK USD1 655844108 $12,257 336,175 X 336,175 NORTH FORK BANCORP INC COM STK USD0.01 659424105 $ 3,529 125,168 X 125,168 NORTHROP GRUMMAN COM STK USD1 666807102 $ 1,451 27,375 X 27,375 NUCOR CORP COM STK USD0.40 670346105 $ 3,519 71,352 X 71,352 NVIDIA CORP COM STK USD0.001 67066G104 $ 957 43,410 X 43,410 NVR INC COM USD0.01 62944T105 $ 976 1,376 X 1,376 OCCIDENTAL PETROLEUM CORP COM USD0.20 674599105 $ 297 5,319 X 5,319 OFFICE DEPOT INC COM STK USD0.01 676220106 $ 659 39,400 X 39,400 OFFICEMAX INC COM USD2.50 67622P101 $ 731 24,489 X 24,489 OLD DOMINION FREIGHT LINE INC COM STK USD0.10 679580100 $ 1,688 51,936 X 51,936 OMNICOM GROUP INC COM STK USD0.15 681919106 $ 304 3,576 X 3,576 ONEOK INC COM STK USD0.01 682680103 $ 612 22,500 X 22,500 ORACLE CORPORATION COM USD0.01 68389X105 $ 5,842 438,275 X 438,275 ORBOTECH ORD ILS0.14 M75253100 $ 6,989 351,600 X 351,600 OWENS-ILLINOIS,INC COM STK USD0.01 690768403 $ 1,700 77,598 X 77,598 P.F. CHANGS CHINA BISTRO COM STK USD0.001 69333Y108 $ 1,146 21,036 X 21,036 PACCAR INC COM STK USD1 693718108 $ 796 10,988 X 10,988 PACIFIC SUNWEAR CALIFORNIA INC COM STK USD0.01 694873100 $ 479 20,160 X 20,160 PANERA BREAD CO CLASS'A' COM USD0.0001 69840W108 $ 460 9,980 X 9,980 PAO DE ACUCAR CBD ADR(REP 1000 PREF SHS-DTC) 20440T201 $11,258 473,800 X 473,800 PARKER-HANNIFIN CORP COM STK USD0.50 701094104 $ 658 9,219 X 9,219 PARTNERRE LTD COM USD1 G6852T105 $ 892 14,195 X 14,195 PEABODY ENERGY COR COM STK USD0.01 704549104 $ 2,115 28,547 X 28,547 PEPSICO INC CAP USD0.016666 713448108 $ 4,647 88,604 X 88,604 PERDIGO SA ADR(2 PRF LVL 1-DTC) 71361V303 $ 3,424 80,839 X 80,839 PETCO ANIMAL SUPPLIES INC COM USD0.001 716016209 $ 771 20,070 X 20,070 PETROBRAS ENERGIA SA ADR(10 CLS'B'-DTC) 71646M102 $ 456 40,700 X 40,700 PETROL BRASILEIRO- PETROBRAS ADR(EACH REP 100 PRF SHS NPV-DTC) 71654V101 $15,845 461,377 X 461,377 PETROL BRASILEIROS ADS(EACH 1 REP 1 COM NPV-DTC) 71654V408 $22,196 584,934 X 584,934 PFIZER INC COM STK USD0.05 717081103 $ 8,753 332,777 X 332,777 PG + E CORP(HLDGS) COM STK NPV (US-EX) 69331C108 $ 1,889 59,186 X 59,186 PHELPS DODGE CORP COM STK USD6.25 717265102 $ 3,202 32,792 X 32,792 PIONEER NATURAL RESOURCES CO COM STK USD0.01 723787107 $ 1,934 58,079 X 58,079

Page 11 qryGartmore PLACER SIERRA BANCSHARES COM NPV 726079106 $ 1,703 63,374 X 63,374 PMI GROUP INC COM USD0.01 69344M101 $ 220 5,304 X 5,304 PNC FINANCIAL SERVICES GROUP COM USD5 693475105 $ 371 6,658 X 6,658 POPULAR INC COM USD6 733174106 $ 993 35,708 X 35,708 PORTFOLIO RECOVERY ASSOCIATES INC COM USD0.01 73640Q105 $ 770 20,906 X 20,906 POWER ONE INC COM USD0.001 739308104 $ 1,069 132,974 X 132,974 PPL CORP COM STK USD0.01 69351T106 $ 398 7,773 X 7,773 PRAXAIR INCORPORATED COM USD0.01 74005P104 $11,956 278,880 X 278,880 PRICE T.ROWE GROUP INC COM STK US1/20.20 74144T10 $ 257 4,301 X 4,301 PRICELINE.COM INC COM STK USD0.008 741503403 $ 710 28,344 X 28,344 PRIMUS GUARANTY COM USD0.01 G72457107 $ 1,198 74,718 X 74,718 PROCTER & GAMBLE CO COM STK NPV 742718109 $23,071 412,554 X 412,554 PROGRESS ENERGY COM NPV 743263105 $ 417 9,520 X 9,520 PROGRESSIVE CORP(OHIO) COM STK US$1 743315103 $ 227 2,627 X 2,627 PROVIDENT BANKSHARES CORP COM STK US$1 743859100 $ 1,712 50,262 X 50,262 PROVIDIAN FINANCIAL CORP COM USD0.01 74406A102 $12,046 760,231 X 760,231 PRUDENTIAL FINANCIAL INC COM STK USD0.01 744320102 $ 2,892 54,949 X 54,949 PSYCHIATRIC SOLUTIONS INC COM USD0.01 74439H108 $ 2,812 78,510 X 78,510 PULTE HOMES COM STK USD0.01 745867101 $ 948 15,441 X 15,441 PXRE GROUP COM USD0.01 G73018106 $ 265 10,240 X 10,240 QLOGIC CORP COM USD0.001 747277101 $ 7,632 225,541 X 225,541 QUALCOMM INC COM STK USD0.0001 747525103 $ 2,518 58,257 X 58,257 QUASTAR CORP COM STK NPV 748356102 $ 337 7,199 X 7,199 QUEST SOFTWARE INC COM STK NPV 74834T103 $ 674 45,580 X 45,580 QWEST COMMUNICATIONS INTL INC COM STK USD0.01 749121109 $ 1,715 379,429 X 379,429 RADIOSHACK CORP COM STK USD1 750438103 $ 318 10,205 X 10,205 RAYTHEON CO COM USD0.01 755111507 $ 797 21,878 X 21,878 REEBOK INTERNATIONAL COM USD0.01 758110100 $ 7,594 176,102 X 176,102 REGIONS FINANCIAL CORP COM STK USD0.625 7591EP100 $ 222 6,357 X 6,357 RETALIX LIMITED ILS1 (US-EX) 2267728 $12,390 522,000 X 522,000 REYNOLDS AMERICAN INC COM STK USD0.0001 761713106 $ 2,208 28,270 X 28,270 ROBERT HALF INTERNATIONAL INC COM USD0.001 770323103 $ 937 33,058 X 33,058 ROCKWELL AUTOMATION INC NEW COM USD1 773903109 $ 204 4,438 X 4,438 ROWAN COS INC COM USD0.125 779382100 $ 3,249 130,336 X 130,336 ROYAL CARIBBEAN CRUISES COM USD0.01 V7780T103 $ 1,096 20,656 X 20,656 RYDER SYSTEM INC COM STK USD0.50 783549108 $ 6,713 144,860 X 144,860 RYLAND GROUP INC COM USD1 783764103 $ 4,696 84,300 X 84,300

Page 12 qryGartmore SADIA SA ADR EACH 1 REP 30 PRF SHS N 786326108 $ 2,290 35,200 X 35,200 SALESFORCE.COM INC COM USD0.001 79466L302 $ 1,789 102,054 X 102,054 SANDISK CORP COM USD0.001 80004C101 $ 7,522 313,888 X 313,888 SARA LEE CORP COM STK USD0.01 803111103 $ 251 10,522 X 10,522 SBC COMMUNICATIONS INC COM STK USD1 78387G103 $ 3,947 157,339 X 157,339 SCANA CORP(NEW) COM STK NPV 80589M102 $ 539 14,036 X 14,036 SCANDINAVIAN BROADCASTING SYSTEMS COM STK USD1.50 L8137F102 $20,454 527,952 X 527,952 SCANSOURCE INC COM NPV 806037107 $ 7,900 122,760 X 122,760 SCHERING-PLOUGH CORP COM STK USD0.50 806605101 $ 425 20,023 X 20,023 SCHLUMBERGER COM STK USD0.01 806857108 $ 2,077 32,697 X 32,697 SCHWAB(CHARLES)CORP COM STK USD0.01 808513105 $ 211 18,399 X 18,399 SCS TRANSPORTATION INC COM USD0.001 81111T102 $ 2,345 109,358 X 109,358 SEAGATE TECHNOLOGY (ESCROW RECEIPTS) 9108529 $ 13,260 X 13,260 SEAGATE TECHNOLOGY HLDGS COM USD0.00001 G7945J104 $ 470 28,215 X 28,215 SEMPRA ENERGY CORP COM STK NPV 816851109 $ 839 23,279 X 23,279 SEPRACOR INC COM USD0.10 817315104 $ 553 9,289 X 9,289 SHERWIN WILLIAMS + COMPANY COM USD1 824348106 $ 1,749 40,952 X 40,952 SHIRE PHARMACEUTICALS GROUP ADR REP 3 ORD GBP5 (MGT)-DTC 82481R106 $ 1,110 32,749 X 32,749 SIEBEL SYSTEMS INC COM STK USD0.001 826170102 $ 380 40,282 X 40,282 SILICON IMAGE INC COM STK USD0.001 82705T102 $ 777 52,868 X 52,868 SIMON PROPERTY GROUP INC COM USD0.0001 828806109 $ 255 4,159 X 4,159 SIRIUS SATELLITE RADIO COM USD0.001 82966U103 $ 120 16,894 X 16,894 SK TELECOM ADR-1/90 KRW5000-DTC 78440P108 $ 9,343 430,650 X 430,650 SKILLSET SOFTWARE, INC SERIES 'A' PREFERRED STOCK(*SUSPENDED) 9078677 $ 445,000 X 445,000 SLM CORPORATION SECURITIES COM STK USD0.20 78442P106 $ 322 5,991 X 5,991 SMURFIT-STONE CONTAINER CORP COM STK USD0.01 832727101 $ 1,187 67,625 X 67,625 SOLAR INTEGRATED TECHNOLGIES COM USD 0.0001 B0137J5 $ 405 310,658 X 310,658 SOLECTRON CORP COM STK USD0.001 834182107 $ 71 14,259 X 14,259 SOUTH FINANCIAL GROUP COM STK USD1 837841105 $ 1,374 44,302 X 44,302 SOUTHERN CO COM STK USD5 842587107 $ 682 20,800 X 20,800 SOUTHWEST AIRLINES CO COM STK USD1 844741108 $ 996 64,009 X 64,009 SPDR TRUST UNITS SER 1 NPV (ETF) 78462F103 $ 1,042 8,800 X 8,800 SPRINT CORP COM STK USD2.00 852061100 $17,479 719,193 X 719,193 ST PAUL TRAVELERS COMPANIES INC COM NPV 792860108 $ 334 9,020 X 9,020 ST.JUDE MEDICAL INC COM STK USD0.10 790849103 $ 2,067 52,964 X 52,964 STAPLES INC COM STK USD0.0006 855030102 $ 219 6,744 X 6,744 STARBUCKS CORPORATION COM USD0.001 855244109 $10,709 179,418 X 179,418

Page 13 qryGartmore STARWOOD HOTELS & RESORTS WORLDWIDE PAIRED CERTS CLASS'B' USD0.01 85590A203 $13,555 235,166 X 235,166 STATE STREET CORP COM STK USD1 857477103 $ 220 4,539 X 4,539 SUN MICROSYSTEMS INC COM STK USD0.00067 866810104 $ 205 44,350 X 44,350 SUNOCO INC COM STK USD1 86764P109 $ 918 11,861 X 11,861 SUNTRUST BANKS COM STK USD1 867914103 $ 348 4,900 X 4,900 SUPERVALU INC COM USD1 868536103 $ 1,692 49,829 X 49,829 SYMANTEC CORP COM STK USD0.01 871503108 $11,334 476,226 X 476,226 SYMBION INC COM USD0.01 871507109 $ 2,683 138,206 X 138,206 SYNTHES INC CHF0.001(POST SUB) 87162M409 $ 907 7,168 X 7,168 SYSCO CORP COM STK USD1 871829107 $ 317 8,738 X 8,738 TAIWAN SEMICONDUCTOR MANUFACTURING ADS(EACH REP 5 ORD TWD10-DTC) 874039100 $10,663 1,351,492 X 1,351,492 TARGET CORP COM USD0.0833 87612E106 $ 2,117 43,185 X 43,185 TCF FINANCIAL COM STK US$0.01 872275102 $ 230 7,579 X 7,579 TECH DATA CORP COM STK USD0.0015 878237106 $ 885 21,290 X 21,290 TELE NORTE LESTE PARTICIPACOES ADR(EACH REP 1 PRF NPV BNY-DTC) 879246106 $13,034 854,226 X 854,226 TELECOMUNICACOES DE SAO PAULO-TELES ADR(EACH REP 1000 PRF NPV-DTC) 87929A102 $ 1,633 90,100 X 90,100 TELEWEST GLOBAL INC COM USD0.01 87956T107 $ 1,926 116,935 X 116,935 TELVUE CORP COM STK USD0.01 87970K108 $ 7 180,000 X 180,000 TENARIS SA ADR (REP 9.1466 ORD) 88031M109 $10,776 230,200 X 230,200 TEXAS INSTRUMENTS COM USD1 882508104 $ 2,582 112,711 X 112,711 THERMO ELECTRON CORP COM STK USD1 883556102 $ 677 23,486 X 23,486 TIME WARNER INC COM STK USD0.01 887317105 $ 4,244 224,504 X 224,504 TIMKEN CO COM STK NPV 887389104 $ 523 21,850 X 21,850 TRANSOCEAN INC COM STK US$0.01 G90078109 $ 985 24,481 X 24,481 TRIAD HOSPITALS INC COM STK USD0.01 89579K109 $ 821 22,637 X 22,637 TRIMBLE NAVIGATION COM STK NPV 896239100 $ 1,646 53,810 X 53,810 TRINTECH GROUP ADR REP 2 ORD IEP0.0027 896682200 $ 5,279 951,187 X 951,187 TURKCELL ILETISM ADS EA REPR 2500 ORD SHS 900111204 $ 225 13,000 X 13,000 TV AZTECA ADS(EACH 1 REP 16 ORD PTG CRTS-DTC) 901145102 $12,649 1,380,600 X 1,380,600 TXU CORP COM NPV 873168108 $ 4,652 73,806 X 73,806 TYCO INTERNATIONAL LTD COM STK USD0.20 902124106 $19,847 550,977 X 550,977 TYSON FOODS INC CLASS'A' COM USD0.10 902494103 $ 621 35,162 X 35,162 UCBH HLDGS CO COM STK USD0.01 90262T308 $ 7,414 172,900 X 172,900 ULTIMATE SOFTWARE INC COM USD0.01 90385D107 $ 1,245 96,962 X 96,962 ULTRALIFE BATTERIES INC COM USD0.10 903899102 $ 1,042 57,640 X 57,640 UNIBANCO HLDGS SA GDR(EACH REPR 5 UNITS-DTC) 90458E107 $10,567 352,400 X 352,400 UNION PACIFIC CORP COM STK USD2.50 907818108 $ 228 3,521 X 3,521

Page 14 qryGartmore UNISYS CORP COM STK USD0.01 909214108 $ 982 104,271 X 104,271 UNITED HEALTHCARE GROUP COM STK USD0.01 91324P102 $19,918 228,349 X 228,349 UNITED PARCEL SERVICE INC CLASS'B'COM STK 911312106 $ 810 9,697 X 9,697 UNITED STATES STEEL CORP COM USD1 912909108 $ 205 4,201 X 4,201 UNITED TECHNOLOGIES CORP COM STK USD1 913017109 $ 9,531 95,295 X 95,295 US BANCORP DELAWARE COM STK USD0.01 902973304 $ 888 29,156 X 29,156 VALERO ENERGY CORP(NEW) COM STK USD0.01 91913Y100 $ 1,054 24,357 X 24,357 VCA ANTECH INC COM STK USD0.001 918194101 $ 1,553 82,100 X 82,100 VCGA III B RED PREF 9100503 $ 242 9,300 X 9,300 VENCAP 7 LLC ORD USD 9071449 $ 8,897 2,000,000 X 2,000,000 VENCAP 9 LLC II LLC CLASS 'B' USD 9089301 $ 7,397 2,000,000 X 2,000,000 VENCAP SYNDICATION TRUST CLASS 121202 9128204 $ 6,911 8,000,000 X 8,000,000 VERITAS SOFTWARE COM STK USD0.001 923436109 $ 1,425 54,306 X 54,306 VERIZON COMMUNICATION COM STK USD0.10 92343V104 $ 5,663 143,681 X 143,681 VF CORPORATION COMMON NPV 918204108 $ 3,680 68,919 X 68,919 VIACOM INC NON VTG COM STK US$0.01 CLASS'B' 925524308 $ 4,855 128,925 X 128,925 VIMPEL COMMUNICATIONS ADR(REP 1/4 ORD RUR5-DTC) 68370R109 $12,651 387,550 X 387,550 VNUS MEDICAL TECHNOLOGIES INC COM USD0.001 928566108 $ 1,476 107,992 X 107,992 VODAFONE GROUP ADR-REP 10 ORD USD0.10-DTC 92857W100 $ 240 8,820 X 8,820 WACHOVIA CORP COM USD3.333 1/3 929903102 $ 7,853 151,077 X 151,077 WADDELL & REED FINANCIAL INC CLASS'A'COM STK USD0.01 930059100 $ 5,796 253,300 X 253,300 WAL-MART STORES COM USD0.10 931142103 $21,574 399,520 X 399,520 WALGREEN COMPANY COM USD0.078125 931422109 $ 547 13,189 X 13,189 WALT DISNEY(HLDG)COMPANY COM STK USD0.01 254687106 $ 2,540 93,492 X 93,492 WASHINGTON MUTUAL INC COM NPV 939322103 $ 485 11,796 X 11,796 WASTE MANAGEMENT COM STK USD0.01 94106L109 $ 231 8,044 X 8,044 WATERS CORP COM STK USD0.01 941848103 $ 2,619 57,363 X 57,363 WATSCO INC CLASS'A'COM STK USD0.50 942622200 $ 2,781 79,802 X 79,802 WELLPOINT INC COM USD0.01 94973V107 $ 1,945 16,796 X 16,796 WELLS FARGO & CO COM STK USD1 2/3 949746101 $ 2,855 45,923 X 45,923 WEYERHAEUSER CO COM STK USD1.25 (US-EX) 962166104 $ 217 3,213 X 3,213 WILLIAMS COMPANIES INC COM STK US$1 969457100 $ 610 39,782 X 39,782 WISCONSIN ENERGY COM USD0.01 976657106 $ 412 12,234 X 12,234 WORLD FUEL SERVICES CORP COM STK USD0.01 981475106 $ 1,063 22,650 X 22,650 WRIGLEY(WILLIAM)JUNIOR CO COM STK NPV 982526105 $ 214 3,126 X 3,126 WYETH COM USD0.333 983024100 $ 732 17,398 X 17,398 WYNN RESORTS COM STK USD0.01 983134107 $ 3,315 49,789 X 49,789

Page 15 qryGartmore XEROX CORP COM STK USD1 984121103 $ 763 47,032 X 47,032 XL TECHGROUP INC COM STK USD0.001 'REGS' B034YT5 $ 712 364,399 X 364,399 XM SATELLITE RADIO CLASS A COM STK USD0.01 983759101 $ 6,284 184,457 X 184,457 XTO ENERGY INC COM STK USD0.01 98385X106 $ 3,133 97,252 X 97,252 YAHOO INC COM USD0.001 984332106 $11,209 311,795 X 311,795 YUM BRANDS INC COM STK NPV 988498101 $ 419 9,047 X 9,047 ZIMMER HOLDINGS INC COM STK USD0.01 98956P102 $ 261 3,287 X 3,287 ZIONS BANCORP COM STK NPV 989701107 $ 2,135 32,837 X 32,837

Page 16 3f Detail

~~Manag-~~ Fair Shares ofOf ~~Shared ers~~ Market Principal Shared as in Shared- ~~see~~Manager ~~Sole~~ Name ofOf Issuer Title ofOf Class Cusip Value Amount Sole in Instr V Other see Instr V 1Sole2 Shared None ~~COCA-COLA~~1ST COCITIZENS ~~COM~~BANCSHARES ~~STK~~A ~~USD0.25~~COMMON ~~191216100~~STOCK $31946M103 ~~1,429 35,592 X 35,592 COCA-COLA ENTERPRISES INC COM STK USD1 191219104~~ $ ~~959~~530 453,~~980~~577 X 4508,~~980 COLGATE-PALMOLIVE CO COM STK USD1 194162103 $ 364 7~~23,~~278~~17 ~~X 7,278 COLONIAL BANCGROUP COM STK USD2.5 195493309 $~~ 3,~~283~~577 ~~157,310 X 157,310 COMCAST CORPORATION 'A' SPL COM USD1 20030N200 $ 474 16,356 X 16,356 COMCAST CORPORATION COM CLS'A' USD1 20030N101 $~~ 3~~,771~~ ~~127,978 X 127,978 COMMERCE BANCORP INC~~ COM ~~STK~~CORP. ~~USD1~~COMMON ~~200519106~~STOCK $885535104 ~~263 4,318 X 4,318 COMPANHIA SIDERUGICA NACIONAL ADR(1 ADR EQUALS 1000 ORD-DTC) 20440W105~~ $ ~~2,093 119,500 X 119,500 COMPANIA ANONIMA NCNL TLFN DE VNZA ADR(EACH REP 7 CLS'D'SHS-DTC) 204421101 $~~ 1,~~254~~767 58423,~~100~~820 X ~~58,100~~02 ~~COMPANIA DE BEBIDAS DAS AMERICAS ADR(REP 100 PRF SHS-DTC) 20441W203 $ 8~~,~~488~~17 ~~318~~423,~~600~~820 X3M 318,600 COMPANIA TELECOMUNICACIONES CHILE ADR(EACH REP 4 ORD SER'A'NPV-DTC) 204449300 $ 943 89,300 X 89,300 COMPUTER SCIENCES CORP COM STK USD1 205363104 $ 3,317 58,730 X 58,730 COMVERSE TECHNOLOGY INC COM STK USD0CO.10 ~~205862402~~COMMON $STOCK ~~6,528~~88579Y101 ~~297,463 X 297,463 CONOCOPHILLIPS COM STK USD0.01 20825C104~~ $ 2214,~~809~~028 ~~269~~170,~~089~~927 X ~~269,089~~08 ~~CONSTELLATION ENERGY GROUP COM STK NPV 210371100 $ 1~~,~~225 28~~21,~~287~~17 ~~X 28~~170,~~287~~927 ~~COOPER~~3M ~~COS INC COM USD0.10 216648402 $ 9,324 135,000 X 135,000 COORS(ADOLPH)~~CO ~~COM CLASS'B' NON~~.V ~~NPV~~COMMON ~~217016104~~STOCK $88579Y101 ~~375 5~~$11,~~032~~495 ~~X 5~~140,~~032~~060 ~~CORNING INC COM STK USD0.50 219350105 $ 216 18,861~~ X 18140,~~861~~060 ~~CORPBANCA~~4 ~~ADR-EACH~~KIDS ~~REPR~~ENTERTAINMENT ~~5000~~COMMON ~~COM~~STOCK ~~REG'S'~~350865101 ~~21987A209~~ $ ~~930~~200 349,~~100~~515 X 3419,~~100 COSTAR GROUP INC COM STK USD0.01 22160N109 $ 2~~08,~~887 67~~17,~~942~~23 ~~X 67~~9,~~942~~515 ~~COSTCO WHOLESALE COM USD0.005 22160K105 $~~ 4~~,055~~ ~~84,380~~KIDS XENTERTAINMENT ~~84,380~~COMMON ~~COUNTRYWIDE~~STOCK ~~FINANCIAL~~350865101 ~~CORP COM USD0.05 222372104~~ $ ~~5,282~~638 ~~156~~30,~~980~~367 X ~~156~~30,~~980~~367 ~~COVENTRY~~51JOB, ~~HEALTHCARE~~ INC ~~COM STK USD0~~.01 ~~222862104~~COMMON $STOCK ~~6,282~~316827104 ~~130,300 X 130,300 CPFL ENERGIA SA SPONS ADR REP 3 ORD NPV 126153105~~ $ 1,~~750~~621 9531,200 X 9531,200 ~~CREDIT~~7-ELEVEN ~~ACCEPTANCE~~INC ~~CORP~~COMMON ~~COM~~STOCK ~~STK~~817826209 ~~USD0.01 225310101~~ $ ~~2,184~~238 859,~~470~~938 X ~~85,470~~23 ~~CROMPTON CORPORATION COM USD0.01 227116100 $ 1~~9,682 156,022 X 156,022 CROWN CASTLE INTERNATIONAL CORP COM STK USD0.01 228227104 $ 2,932 171,828 X 171,828 CTRIP.COM INTL ADR EA REP 2 ORD SHS 22943F100 $ 3,020 54,802 X 54,802 CVS CORP COM STK USD0.01 126650100 $ 242 5,457 X 5,457 CYBERSOURCE CORP COM STK USD0.001 23251J106 $ 506 71,938 X99 ~~71,938~~CENTS ~~DANAHER~~ONLY ~~CORP~~STORES ~~COM~~COMMON ~~USD0.01~~STOCK ~~235851102~~65440K106 $ 1,~~649~~357 2883,~~926~~949 X 2817,~~926~~02 ~~DECODE GENETICS COM STK USD0.001 243586104 $ 199 30~~83,~~000~~949 XAAMES ~~30,000~~INVESTMENT ~~DEERE + CO COM USD1 244199105 $ 1,042 14,945 X 14,945 DELL INC COM COM USD0~~CORP.01 ~~24702R101~~COMMON $STOCK ~~3,875~~00253G108 ~~94,000 X 94,000 DELTA AIR LINES INC COM STK USD1.5 247361108~~ $ ~~7,739~~118 111,~~007,654~~100 X ~~1,007,654~~17 ~~DESARROLLADORA HOMEX SA DE CV ADR EACH REPR COM NPV 25030W100 $ 3~~11,~~709~~100 ~~182,000~~AAR ~~X 182,000 DEVON ENERGY(NEW) COM USD0~~CORP.10 ~~25179M103~~COMMON $STOCK ~~250~~000361105 ~~6,564 X 6,564 DIAMOND CLUSTER INTL INC CLASS A SHS USD 0.001 25278P106~~ $ ~~927~~332 6924,~~930~~368 X 6917,~~930~~08 ~~DIGITAS INC COM STK USD0.01 25388K104 $ 1~~24,~~254~~368 ~~128,654~~ABBOTT XLABORATORIES ~~128,654~~COMMON ~~DIRECTV~~STOCK ~~GROUP~~002824100 ~~INC COM USD0.01 25459L106~~ $ ~~227~~ 14,~~241~~789 ~~X 14~~317,~~241~~030 ~~DOLLAR~~X ~~GENERAL CORP COM STK USD0.50 256669102 $ 873 44~~21,~~000~~17 ~~X 44~~317,~~000~~030 ~~DOMINION~~ABBOTT ~~RESOURCES~~LABORATORIES ~~INC(VIRGINIA)~~COMMON ~~COM~~STOCK ~~STK~~002824100 ~~NPV 25746U109~~ $ 120,~~547~~309 23435,~~264~~340 X 23435,~~264~~340 ~~DOUGHTY~~ABERCROMBIE ~~HANSON~~& ~~PARTNERSHIP~~FITCH ~~NO.4 9096130 $ 7,129 1 X 1 DOW CHEMICAL~~ CO ~~COM~~COMMON ~~STK~~STOCK ~~USD2.50~~002896207 ~~260543103~~ $ 64,~~203~~584 ~~127~~97,~~411~~633 X ~~127~~19,~~411~~02 ~~DR HORTON INC COM STK USD0.01 23331A109 $ 670 18~~,~~482~~17 ~~X 18~~97,~~482~~633 ~~DRAPER~~ABERCROMBIE ~~FISHER JURVETSON FUND VII LP 9095676 $ 6,483 1 X 1 DRAPER FISHER JURVETSON PLANET VENTURES LP 9092451 $ 10,848 1 X 1 DU PONT(E.I.)DE NEMOURS~~ & FITCH CO ~~COM~~COMMON ~~STK~~STOCK ~~USD0.30~~002896207 ~~263534109~~ $ ~~605 13,451 X 13,451 DUKE ENERGY CORP COM NPV 264399106 $~~ 1,~~529~~324 6228,~~467~~200 X 6228,~~467~~200 ~~E-TRADE~~ABGENIX ~~FINANCIAL CORP~~ INC ~~COM~~COMMON ~~STK~~STOCK ~~USD0.01~~00339B107 ~~269246104~~ $ ~~400~~195 2718,~~180~~843 X ~~27,180~~17 ~~EAST WEST BANCORP COM STK USD0.001 27579R104 $ 1~~18,~~174~~843 ~~29,066~~ABGENIX XINC ~~29,066~~COMMON ~~EASTMAN~~STOCK ~~CHEMICAL~~00339B107 ~~CO COM STK USD0.01 277432100~~ $ ~~7,903~~353 ~~149~~34,~~008~~110 X ~~149~~34,~~008~~110 ~~EATON~~ABLE ~~CORPORATION COM USD0.50 278058102 $ 727 10~~LABORATORIES,~~685~~ ~~X 10,685 EBAY~~ INC ~~COM STK USD0~~.~~001~~ ~~278642103~~COMMON $STOCK ~~1,345~~00371N407 ~~11,807 X 11,807 ECHOSTAR COMMUNICATIONS CORP CLASS'A' COM USD0.01 278762109~~ $ ~~570~~704 1730,~~965~~955 X 17,~~965~~24 ~~EDISON INTERNATIONAL COM NPV 281020107 $ 286 9~~30,~~334~~955 XAC ~~9,334~~MOORE ~~ELECTRONIC~~ ARTS ~~COM~~& ~~NPV~~CRAFTS ~~285512109~~COMMON $STOCK ~~212~~00086T103 ~~4,068 X 4,068 EMC CORP MASSACHUSETTS COM STK USD0.01 268648102~~ $ 21,~~236~~600 ~~154~~55,~~180~~540 X ~~154~~17,~~180~~02 ~~EMERSON~~55,540 ~~ELECTRIC~~ACADIA COPHARMACEUTICALS ~~COM~~COMMON ~~USD0.05~~STOCK ~~291011104~~004225108 $ ~~491~~186 727,~~198~~469 X 727,~~198~~469 ~~EMPRESA~~ACCREDITED ~~NACIONAL~~HOME DELENDERS ~~ELECTRICIDAD~~COMMON SASTOCK ~~ADS(EACH~~00437P107 ~~REP 30 COM SHS-DTC) 29244T101~~ $ 2,~~019~~400 ~~113~~48,~~800~~302 X ~~113~~17,~~800 EMULEX CORP COM STK USD0.10 292475209 $ 413 26~~08,~~390~~02 ~~X 26~~48,~~390~~302 ~~ENERSIS~~ACCREDO ~~S.A ADS(REPR 50 COM SHS-DTC) 29274F104 $ 4~~HEALTH,~~311~~ ~~568,400 X 568,400 ENGINEERED SUPPORT SYSTEMS~~ INC ~~COM STK USD0~~.01 ~~292866100~~COMMON $STOCK ~~3,269~~00437V104 ~~60,138 X 60,138 ENTERGY CORP COM STK USD0.01 29364G103~~ $ ~~513~~758 727,~~858~~350 X 7,858 ENTUITY LTD C CONV PREF SHSGBP0.00005 9123823 $ 22,644,928 X 22,644,928 EOG RESOURCES COM USD0.01 26875P101 $ 8,255 118,249 X 118,249 EQUITY OFFICE PROPERTIES COM STK USD0.01 294741103 $ 263 9,123 X 9,123 EQUITY RESIDENTIAL PROPERTIES TRUSTSHS OF BENEFICIAL INTREST USD0.01 29476L107 $ 230 6,641 X 6,641 ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 518439104 $ 912 20,317 X 20,317 EURONET WORLDWIDE INC COM STK USD0.02 ~~298736109 $ 1~~27,~~230~~350 ~~50,098~~ACE XCASH 50EXPRESS,~~098~~ ~~EXELON CORP COM STK NPV 30161N101 $ 3,637 87,519 X 87,519 EXXON MOBIL CORP COM STK NPV 30231G102 $ 13,864 279,436 X 279,436 EYETECH PHARMACEUTICALS~~ INC ~~COM USD0~~.01 ~~302297106~~COMMON $STOCK ~~8,563~~004403101 ~~199,900 X 199,900 FAIRCHILD SEMICONDUCTOR INTL COM STK USD 0.01 303726103~~ $ ~~638~~558 3818,~~660~~809 X ~~38,660 FANNIE MAE COM NPV 313586109 $ 1,234~~ 17,~~534~~23 ~~X 17~~18,~~534~~809 ~~FEDERATED~~ACE ~~DEPARTMENT~~LTD. ~~STORES,INC~~COMMON ~~COM~~STOCK ~~USD0.01~~G0070K103 ~~31410H101~~ $ 2,~~201~~600 3960,~~699~~823 X 3921,~~699 FEDEX CORP COM STK USD0.10 31428X106 $ 9,160 95,132 X 95,132 FIDELITY NATL FINL COM USD0.0001 316326107 $ 838~~ 19,~~495~~17 ~~X 19~~60,~~495~~823 ~~FIFTH~~ACTEL ~~THIRD BANCORP COM NPV 316773100 $ 358 7,785 X 7,785 FIRST ADVANTAGE CORPORATION COM USD0~~CORP.~~001~~ ~~CL'A'~~COMMON ~~31845F100~~STOCK $004934105 ~~1,030 51,480 X 51,480 FIRST CASH FINANCIAL SERVICES INC COM STK USD0.01 31942D107~~ $ ~~907~~717 3540,~~310~~854 X 3517,~~310 FIRST DATA CORPORATION COM USD0.01 319963104 $ 783 18~~08,~~846~~11 ~~X 18~~40,~~846~~854 ~~FIRSTENERGY~~ACTIVCARD CORP ~~COM STK USD0~~.10 ~~337932107~~COMMON $STOCK ~~455~~00506J107 ~~11,655 X 11,655 FISHER SCIENTIFIC INTL COM STK USD0.01 338032204~~ $ ~~1,476~~107 2512,~~796~~068 X ~~25,796~~17 ~~FLIR SYSTEMS INC COM STK USD0.01 302445101 $ 832 15~~12,~~288~~068 XACTIVISION 15,288 FLORIDA ROCK INDUSTRIES COM STK USD0.10 341140101 $ 7,828 141,600 X 141,600 FOMENTO ECONOMICO MEXICANO SA DE CV ADR REP 1 UNIT (1'B&2'D-B'&2'D-L') (CIT) 344419106 $ 757 15,300 X 15,300 FORD MOTOR CO COM STK USD0.01 345370860 $ 341 23,949 X 23,949 FOREST LABORATORIES INC ~~COM~~COMMON ~~STK~~STOCK ~~USD0.10~~004930202 ~~345838106~~ $ ~~207 4~~3,~~984~~110 ~~X 4~~154,~~984 FORTUNE BRANDS INC COM STK US$3.~~125 ~~349631101 $ 1,109 14,602~~ X ~~14,602~~02 ~~FRANKLIN RESOURCES COM USD0.10 354613101 $ 16~~,~~015~~17 ~~242~~154,~~516~~125 XACTUANT ~~242,516 FREDDIE MAC COM USD0~~CORP.21 ~~313400301~~COMMON $STOCK ~~4,980~~00508X203 ~~72,808 X 72,808 FREEPORT-MCMORAN COPPER + GOLD INC CLASS'B'COM STK USD0.10 35671D857~~ $ ~~4,375~~907 ~~120~~17,~~933~~400 X ~~120,933 FREESCALE SEMICONDUCTOR COM STK USD0.01 CLASS 'B' 35687M206 $ 308~~ 17,~~317~~08 X 17,~~317~~400 ~~FRONTIER~~ACUITY ~~MINING~~BRANDS ~~COM STK USD0.01 B02PC95 $ 220 1,000,000 X 1,000,000 GANNETT CO~~ INC ~~COM~~COMMON ~~STK~~STOCK ~~USD1~~00508Y102 ~~364730101~~ $ ~~306~~956 330,~~733~~051 X 317,~~733~~08 ~~GAP INC COM USD0.05 364760108 $ 1~~30,~~185~~051 ~~57,241~~ACXIOM X 57,241 GARMIN COM STK USD0.01 G37260109 $ 685 12,508 X 12,508 GATEKEEPER SYSTEMS INC USD0.001 REG'S' U3696G104 $ 318 606,296 X 606,296 GENENTECH INC COM USD0.02 368710406 $ 10,324 211,036 X 211,036 GENERAL DYNAMICS CORP ~~COM STK USD1 369550108 $ 2,050 19,409 X 19,409 GENERAL ELECTRIC CO(U~~.~~S.)~~ ~~COM STK USD0.06 369604103 $ 40,297 1,141,246 X 1,141,246 GENERAL MILLS INC~~ COMMON ~~USD0.10~~STOCK ~~370334104~~005125109 $ 13,~~085~~646 23138,~~695~~634 X 23,~~695~~02 ~~GENERAL MOTORS CORP COM STK USD1 2/3 370442105 $ 2~~,~~196~~17 57138,~~526~~634 XADAPTEC 57,526 GENITOPE CORP COM USD0.001 37229P507 $ 532 35,850 X 35,850 GEORGIA PACIFIC GROUP COM STK USD0.80 373298108 $ 867 24,196 X 24,196 GERDAU SA SIDERIRG ADR(EACH REP1 PFR SHS NPV-DTC) 373737105 $ 8,219 486,230 X 486,230 GETTY IMAGES INC ~~COM USD0~~.01 ~~374276103~~COMMON $STOCK ~~698~~00651F108 ~~11,300 X 11,300 GILEAD SCIENCES COM USD0.001 375558103~~ $ ~~1,023~~737 2897,~~804~~130 X 2817,~~804~~08 ~~GILLETTE CO COM STK USD1 375766102 $ 12~~97,~~003~~130 ~~270,379~~ADC XTELECOMMUNICATIONS ~~270,379~~COMMON ~~GLOBALSANTAFE~~STOCK ~~CORP~~000886101 ~~COM STK USD0.01 G3930E101~~ $ ~~456~~400 15149,~~554~~092 X 1521,~~554~~17 ~~GOLDEN WEST FINANCIAL CORP COM STK USD0.10 381317106 $ 244 2~~149,~~055~~092 XADC ~~2,055~~TELECOMMUNICATIONS ~~GOLDMAN~~COMMON ~~SACHS~~STOCK ~~GROUP~~000886101 ~~INC COM STK USD0.01 38141G104~~ $ 6,546 61,688 X 61,688 GOOGLE INC COM USD0.001 CL'A' 38259P508 $ 573 3,342 X 3,342 GREENFIELD ONLINE INC COM STK USD0.001 395150105 $ 94,202 X 94,202 GRUPO ELEKTRA(NEW) SPON ADR EACH REP 4 COM NPV 40050A201 $ 2,~~638~~305 69860,~~000~~160 X 69860,~~000~~160 ~~GSI~~ADE ~~COMMERCE INC COM STK USD0.01 36238G102 $ 1,530 97,950 X 97,950 GUIDANT~~ CORP ~~COM STK NPV 401698105 $ 306 4,236 X 4,236 GUITAR CENTER INC COM USD0~~.01 ~~402040109~~COMMON $STOCK ~~4,100~~00089C107 ~~87,816 X 87,816 HALLIBURTON CO COM USD2.50 406216101~~ $ ~~463~~269 1214,~~030~~357 X 1217,~~030~~23 ~~HARBOURVEST PARTNERS DIRECT FUND 9103911 $ 805 1 X 1 HARBOURVEST PARTNERS PARTNERSHIP FUND 9103900 $ 4~~14,~~888~~357 ~~1 X 1 HARBOURVEST PARTNERS VI-CAYMAN PARTNERSHIP FUND LP 9072152 $ 12~~ADESA,~~550~~ ~~1 X 1 HARLEY DAVIDSON COM STK USD0.01 412822108 $ 235 4,031 X 4,031 HARTFORD FINL SERV COM USD0.01 416515104 $ 2,560 39,312 X 39,312 HCA~~ INC ~~COM USD0~~.01 ~~404119109~~COMMON $STOCK ~~229~~00686U104 ~~5,724 X 5,724 HENRY SCHEIN CORP COM STK USD0.01 806407102~~ $ 2,~~192~~099 3398,~~044~~900 X ~~33,044~~02 ~~HENRY VENTURE 11 LIMITED(THE FUND) ORDINARY VENTURE SHARES 9032808 $ 267 4~~,~~444~~17 ~~X 4~~98,~~444~~900

Page 1 3f Detail ADEZA BIOMEDICAL CORP. COMMON STOCK 006864102 $ 1,356 77,270 X 77,270 ADMINISTAFF INC COMMON STOCK 007094105 $ 187 14,823 X 14,823 ADOBE SYSTEMS, INC. COMMON STOCK 00724F101 $ 4,156 66,247 X 21,22,17 66,247 ADOBE SYSTEMS, INC. COMMON STOCK 00724F101 $ 4,234 67,480 X 67,480 ADOLOR CORP. COMMON STOCK 00724X102 $ 307 30,962 X 17,08 30,962 ADOLOR CORP. COMMON STOCK 00724X102 $ 192 19,332 X 19,332 ADTRAN INC COMMON STOCK 00738A106 $ 1,646 86,000 X 02 ,17 86,000 ADV. NEUROMODULATION COMMON STOCK 00757T101 $ 457 11,572 X 17,24 11,572 ADVANCE AUTO PARTS COMMON STOCK 00751Y106 $ 3,394 77,700 X 02 ,17 77,700 ADVANCED DIGITAL INFO COMMON STOCK 007525108 $ 155 15,440 X 17 15,440 ADVANCED ENERGY INDUSTRIE COMMON STOCK 007973100 $ 149 16,305 X 16,305 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 $ 329 7,985 X 17 7,985 ADVANCED MEDICAL OPTICS COMMON STOCK 00763M108 $ 1,068 25,965 X 25,965 ADVANCED MICRO DEVICES COMMON STOCK 007903107 $ 1,597 72,542 X 21,17 72,542 ADVANTA 'CLASS B' COMMON STOCK 007942204 $ 659 27,160 X 17,08 27,160 ADVENT SOFTWARE INC. COMMON STOCK 007974108 $ 827 40,362 X 17,02 40,362 ADVO, INC. COMMON STOCK 007585102 $ 260 7,292 X 17 7,292 AEROFLEX, INC. COMMON STOCK 007768104 $ 192 15,814 X 17 15,814 AEROPOSTALE, INC. COMMON STOCK 007865108 $ 2,772 94,186 X 17,08,02 94,186 AES CORP. COMMON STOCK 00130H105 $ 1,571 114,893 X 21,17 114,893 AETNA INC. COMMON STOCK 00817Y108 $ 5,354 42,921 X 19,21,08 ,17 42,921 AETNA INC. COMMON STOCK 00817Y108 $ 7,313 58,624 X 58,624 AFFILIATED COMPUTER SVCS COMMON STOCK 008190100 $ 1,513 25,141 X 21,17 25,141 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 $ 1,112 16,423 X 19,17 16,423 AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 $ 4,847 71,550 X 71,550 AFFORDABLE RESIDENTIAL COMMON STOCK 008273104 $ 624 43,500 X 17,08 43,500 AFLAC INCORPORATED COMMON STOCK 001055102 $ 4,889 122,713 X 21,08 ,17 122,713 AFTERMARKET TECH CORP COMMON STOCK 008318107 $ 448 27,815 X 17,23,08 27,815 AGCO CORP. COMMON STOCK 001084102 $ 2,104 96,100 X 02 ,17 96,100 AGERE SYSTEMS, INC. COMMON STOCK 00845V100 $ 1,450 1,058,600 X 02 1,058,600 AGILE SOFTWARE COMMON STOCK 00846X105 $ 102 12,496 X 17 12,496 AGILE SOFTWARE COMMON STOCK 00846X105 $ 95 11,627 X 11,627 AGILENT TECHNOLOGIES, INC COMMON STOCK 00846U101 $ 2,391 99,200 X 21,17 99,200 AGILYSYS, INC. COMMON STOCK 00847J105 $ 1,448 84,498 X 17,08,23 84,498 AGL RESOURCES COMMON STOCK 001204106 $ 2,787 83,840 X 02 ,17 83,840 AGNICO-EAGLE MINES, LTD. COMMON STOCK 008474108 $ 1,409 102,500 X 02 102,500 AIR PRODUCTS & CHEMICAL COMMON STOCK 009158106 $ 3,239 55,866 X 21,08 ,17 55,866

Page 2 3f Detail AIRGAS COMMON STOCK 009363102 $ 2,938 110,809 X 19,17,02 110,809 AIRGAS COMMON STOCK 009363102 $ 3,619 136,531 X 136,531 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 $ 1,161 108,494 X 17,02 108,494 AK STEEL HOLDING CORP. COMMON STOCK 001547108 $ 1,545 106,760 X 02,23,17,08 106,760 ALABAMA NATL BANKCORP COMMON STOCK 010317105 $ 1,181 18,311 X 17,11 18,311 ALADDIN KNOWLEDGE SYSTEMS OTHER SECURITY M0392N101 $ 366 14,800 X 14,800 ALAMOSA HOLDINGS, INC. COMMON STOCK 011589108 $ 236 18,964 X 17 18,964 ALASKA AIRGROUP INC COMMON STOCK 011659109 $ 1,845 55,078 X 17,02 ,08 55,078 ALASKA COMM SYSTEMS GROUP COMMON STOCK 01167P101 $ 162 18,788 X 18,788 ALBEMARLE CORP. COMMON STOCK 012653101 $ 1,994 51,522 X 17,02 51,522 ALBERTO CULVER CO COMMON STOCK 013068101 $ 3,199 65,870 X 21,17 ,11 65,870 ALBERTSONS INC COMMON STOCK 013104104 $ 1,772 74,220 X 21,17 74,220 ALBERTSONS INC COMMON STOCK 013104104 $ 970 40,617 X 40,617 ALCOA, INC. COMMON STOCK 013817101 $ 6,283 199,966 X 21,08 ,17 199,966 ALDERWOODS GROUP COMMON STOCK 014383103 $ 332 29,141 X 17,08 29,141 ALEXANDER & BALDWIN INC COMMON STOCK 014482103 $ 2,516 59,308 X 17,02 59,308 ALEXANDRIA REAL (SHORT) COMMON STOCK 015271109 $ 1,020 13,711 X 17,08 13,711 ALEXION PHARMACEUTICALS COMMON STOCK 015351109 $ 220 8,729 X 08,17 8,729 ALIGN TECHNOLOGY, INC. COMMON STOCK 016255101 $ 127 11,792 X 17 11,792 ALKERMES INC COMMON STOCK 01642T108 $ 283 20,117 X 17 20,117 ALLEGHENY ENERGY INC. COMMON STOCK 017361106 $ 566 28,696 X 21,17 28,696 ALLEGHENY TECHNO INC COMMON STOCK 01741R102 $ 4,244 195,850 X 21,17 ,02 195,850 ALLERGAN, INC. COMMON STOCK 018490102 $ 2,166 26,716 X 21,17 26,716 ALLERGAN, INC. COMMON STOCK 018490102 $ 3,651 45,040 X 45,040 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 $ 4,287 90,300 X 02 ,17 90,300 ALLIANCE DATA SYSTEMS COMMON STOCK 018581108 $ 3,944 83,070 X 83,070 ALLIANCE GAMING CORP. COMMON STOCK 01859P609 $ 191 13,822 X 17 13,822 ALLIANCE IMAGING INC COMMON STOCK 018606202 $ 241 21,437 X 17,23 21,437 ALLIANCE RESOURCE PARTNER COMMON STOCK 01877R108 $ 240 3,244 X 23 3,244 ALLIANT ENERGY CORP. . COMMON STOCK 018802108 $ 3,532 123,500 X 02 ,17 123,500 ALLIANT TECHSYSTEMS, INC. COMMON STOCK 018804104 $ 3,177 48,600 X 19,02 ,17 48,600 ALLIANT TECHSYSTEMS, INC. COMMON STOCK 018804104 $ 3,119 47,700 X 47,700 ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 $ 453 48,807 X 21,17 48,807 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 $ 2,295 69,900 X 19,02 ,17 69,900 ALLMERICA FINANCIAL CORP COMMON STOCK 019754100 $ 2,620 79,800 X 79,800 ALLOY INC. COMMON STOCK 019855105 $ 368 45,633 X 17,19 45,633 ALLSTATE CORP. COMMON STOCK 020002101 $ 7,717 149,214 X 19,21,17 149,214

Page 3 3f Detail ALLSTATE CORP. COMMON STOCK 020002101 $ 638 12,327 X 12,327 ALLTEL CORP COMMON STOCK 020039103 $ 3,647 62,067 X 21,17 62,067 ALNYLAM PHARMACEUTICALS COMMON STOCK 02043Q107 $ 319 43,237 X 43,237 ALPHARMA INC-CL A COMMON STOCK 020813101 $ 1,972 116,348 X 08,17,02 116,348 ALTERA CORP. COMMON STOCK 021441100 $ 1,923 92,882 X 21,08 ,17 92,882 ALTERA CORP. COMMON STOCK 021441100 $ 478 23,100 X 23,100 ALTRIA GROUP, INC. COMMON STOCK 02209S103 $28,298 463,143 X 19,08 ,21,17 463,143 ALTRIA GROUP, INC. COMMON STOCK 02209S103 $ 5,970 97,708 X 97,708 ALTRIS INC. COMMON STOCK 02148M100 $ 2,321 65,523 X 17,24 65,523 ALVARION LIMITED OTHER SECURITY M0861T100 $ 903 68,012 X 24 68,012 AMB PROPERTY CORPORATION COMMON STOCK 00163T109 $ 3,579 88,620 X 19,02 ,17 88,620 AMB PROPERTY CORPORATION COMMON STOCK 00163T109 $ 3,397 84,100 X 84,100 AMBAC FINANCIAL GRP, INC. COMMON STOCK 023139108 $ 2,838 34,551 X 21,08 ,17 34,551 AMBAC FINANCIAL GRP, INC. COMMON STOCK 023139108 $ 1,289 15,700 X 15,700 AMCORE FINANCIAL INC COMMON STOCK 023912108 $ 589 18,295 X 17,08 18,295 AMDOCS LTD OTHER SECURITY G02602103 $ 5,278 201,050 X 201,050 AMEDISYS COMMON STOCK 023436108 $ 696 21,481 X 17,19 21,481 AMEDISYS COMMON STOCK 023436108 $ 3,874 119,600 X 119,600 AMERADA HESS CORP COMMON STOCK 023551104 $ 1,806 21,920 X 21,19,17 21,920 AMERCO COMMON STOCK 023586100 $ 405 8,804 X 17,08 8,804 AMEREN CORP. COMMON STOCK 023608102 $ 1,708 34,056 X 21,17 34,056 AMERICA CASH ADVANCE COMMON STOCK 00739W107 $ 439 19,150 X 02 19,150 AMERICAN AXLE & MFG. COMMON STOCK 024061103 $ 270 8,800 X 08 8,800 AMERICAN CAPITAL STRAT. COMMON STOCK 024937104 $ 804 24,100 X 19 24,100 AMERICAN CAPITAL STRAT. COMMON STOCK 024937104 $ 5,593 167,700 X 167,700 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 $ 3,829 81,287 X 02 ,17 81,287 AMERICAN ELEC POWER, INC. COMMON STOCK 025537101 $ 2,979 86,757 X 19,21,17 86,757 AMERICAN EXPRESS CO COMMON STOCK 025816109 $15,533 275,548 X 22,21,17 275,548 AMERICAN EXPRESS CO COMMON STOCK 025816109 $ 9,556 169,520 X 169,520 AMERICAN FIN RLTY TRUST COMMON STOCK 02607P305 $ 2,874 177,605 X 19,17,08 177,605 AMERICAN FIN RLTY TRUST COMMON STOCK 02607P305 $ 4,593 283,887 X 283,887 AMERICAN FINANCIAL GROUP COMMON STOCK 025932104 $ 3,590 114,671 X 23,02 ,17 114,671 AMERICAN GREETINGS CORP. COMMON STOCK 026375105 $ 3,823 150,802 X 23,17,02 ,08 150,802 AMERICAN HEALTHWAYS INC. COMMON STOCK 02649V104 $ 7,347 222,368 X 17,24,05 222,368 AMERICAN HOME MORTGAGE COMMON STOCK 02660R107 $ 1,843 53,804 X 17,08 53,804 AMERICAN INT'L GROUP COMMON STOCK 026874107 $36,104 549,784 X 19,08 ,21,17 549,784 AMERICAN INT'L GROUP COMMON STOCK 026874107 $15,354 233,812 X 233,812

Page 4 3f Detail AMERICAN MEDICAL SYSTEMS COMMON STOCK 02744M108 $ 285 6,818 X 17 6,818 AMERICAN POWER CONVER. COMMON STOCK 029066107 $ 859 40,131 X 21,17 40,131 AMERICAN SERVICE GROUP COMMON STOCK 02364L109 $ 2,546 95,100 X 95,100 AMERICAN STANDARD COMP COMMON STOCK 029712106 $ 1,790 43,316 X 21,17 43,316 AMERICAN STANDARD COMP COMMON STOCK 029712106 $ 3,272 79,180 X 79,180 AMERICAN STATES WATER COMMON STOCK 029899101 $ 322 12,401 X 17,08 12,401 AMERICAN VANGUARD CORP COMMON STOCK 030371108 $ 2,575 70,000 X 70,000 AMERICAN WOODMARK COMMON STOCK 030506109 $ 952 21,800 X 21,800 AMERICANWEST BANCORP COMMON STOCK 03058P109 $ 208 10,280 X 17,08 10,280 AMERICANWEST BANCORP COMMON STOCK 03058P109 $ 792 39,100 X 39,100 AMERICREDIT CORP. COMMON STOCK 03060R101 $ 4,103 167,800 X 02 ,17 167,800 AMERIGROUP CORPORATION COMMON STOCK 03073T102 $ 420 5,557 X 17 5,557 AMERISOURCEBERGEN CORP. COMMON STOCK 03073E105 $ 1,313 22,380 X 21,17 22,380 AMERISTAR CASINOS INC. COMMON STOCK 03070Q101 $ 565 13,107 X 23,17,08 13,107 AMERITRADE HOLDING COMMON STOCK 03074K100 $ 2,984 209,860 X 209,860 AMERON INTERNATIONAL CORP COMMON STOCK 030710107 $ 326 8,600 X 17,08 8,600 AMERUS GROUP CO. COMMON STOCK 03072M108 $ 3,713 81,961 X 23,17,02 ,08 81,961 AMETEK INC COMMON STOCK 031100100 $ 2,697 75,604 X 23,02 ,17 75,604 AMGEN, INC. COMMON STOCK 031162100 $19,128 298,169 X 22,08 ,21,17 298,169 AMGEN, INC. COMMON STOCK 031162100 $16,402 255,688 X 255,688 AMKOR TECHNOLOGY INC. COMMON STOCK 031652100 $ 339 50,800 X 19 50,800 AMPHENOL CORP CLASS A COMMON STOCK 032095101 $ 3,513 95,616 X 23,02 ,17 95,616 AMPHENOL CORP CLASS A COMMON STOCK 032095101 $ 5,690 154,880 X 154,880 AMR CORPORATION COMMON STOCK 001765106 $ 1,615 147,500 X 02 147,500 AMSOUTH BANC CORP COMMON STOCK 032165102 $ 1,889 72,952 X 08 ,21,17 72,952 AMSURG CORP. COMMON STOCK 03232P405 $ 8,977 303,909 X 17,11 ,05 303,909 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 $ 3,590 55,387 X 08 ,21,17 55,387 ANADARKO PETROLEUM CORP. COMMON STOCK 032511107 $ 1,505 23,220 X 23,220 ANALOG DEVICES, INC. COMMON STOCK 032654105 $ 3,757 101,757 X 21,08 ,17 101,757 ANALOGIC CORP. COMMON STOCK 032657207 $ 670 14,949 X 17,08 14,949 ANDREW CORP COMMON STOCK 034425108 $ 441 32,346 X 21,17 32,346 ANGELICA CORP. COMMON STOCK 034663104 $ 1,070 39,572 X 19,17,08 39,572 ANGELICA CORP. COMMON STOCK 034663104 $ 625 23,100 X 23,100 ANGIODYNAMICS, INC. COMMON STOCK 03475V101 $ 3,323 150,000 X 150,000 ANGIOTECH PHARMACEUTICALS COMMON STOCK 034918102 $ 1,559 84,500 X 05 84,500 ANHEUSER-BUSCH COS., INC. COMMON STOCK 035229103 $ 8,988 177,177 X 08 ,21,17 177,177 ANHEUSER-BUSCH COS., INC. COMMON STOCK 035229103 $ 402 7,931 X 7,931

Page 5 3f Detail ANIKA THERAPEUTICS, INC. COMMON STOCK 035255108 $ 758 82,849 X 23,24 82,849 ANIXTER INTERNATIONAL COMMON STOCK 035290105 $ 817 22,705 X 17,08 22,705 ANNTAYLOR STORES CORP COMMON STOCK 036115103 $ 5,699 264,690 X 02 ,17 264,690 ANSWERTHINK INC. COMMON STOCK 036916104 $ 60 12,829 X 17 12,829 ANSYS, INC. COMMON STOCK 03662Q105 $ 267 8,336 X 17 8,336 ANTEON INTERNATIONAL CORP COMMON STOCK 03674E108 $ 3,545 84,678 X 17,11 84,678 ANTEON INTERNATIONAL CORP COMMON STOCK 03674E108 $ 1,716 41,000 X 41,000 ANTHRACITE CAPITAL INC. COMMON STOCK 037023108 $ 1,407 113,871 X 17,08 113,871 ANWORTH MORTGAGE ASSET COMMON STOCK 037347101 $ 115 10,700 X 17 10,700 AON CORP. COMMON STOCK 037389103 $ 1,365 57,227 X 21,17 57,227 APACHE CORP. COMMON STOCK 037411105 $ 3,354 66,322 X 21,17 66,322 APACHE CORP. COMMON STOCK 037411105 $ 1,393 27,544 X 27,544 APARTMENTS INVT & MGMT CO COMMON STOCK 03748R101 $ 664 17,240 X 21,17 17,240 APOGEE ENTERPRISES INC. COMMON STOCK 037598109 $ 2,847 212,330 X 17,08,02 212,330 APOLLO GROUP INC. CL A COMMON STOCK 037604105 $ 3,118 38,626 X 21,17 38,626 APOLLO INVESTMENT CORP. COMMON STOCK 03761U106 $ 214 14,160 X 17 14,160 APPLE COMPUTER, INC. COMMON STOCK 037833100 $ 5,232 81,237 X 21,17 81,237 APPLE COMPUTER, INC. COMMON STOCK 037833100 $ 605 9,400 X 9,400 APPLEBEE'S INT'L COMMON STOCK 037899101 $ 2,292 86,650 X 02 ,17 86,650 APPLERA CORP-APPLIED BIO COMMON STOCK 038020103 $ 844 40,371 X 21,17 40,371 APPLICA INC. COMMON STOCK 03815A106 $ 123 20,326 X 17,08 20,326 APPLIED INDUSTRIAL TECH COMMON STOCK 03820C105 $ 3,729 136,111 X 17,23,08 136,111 APPLIED MATERIALS, INC. COMMON STOCK 038222105 $ 5,922 346,319 X 21,17 346,319 APPLIED MATERIALS, INC. COMMON STOCK 038222105 $ 805 47,080 X 47,080 APPLIED MICRO CIRCUITS COMMON STOCK 03822W109 $ 271 64,262 X 21,17 64,262 APPLIED SIGNAL TECH COMMON STOCK 038237103 $ 1,203 34,126 X 17,24 34,126 APRIA HEALTHCARE GROUP COMMON STOCK 037933108 $ 3,835 116,400 X 17,02 116,400 APTARGROUP, INC. COMMON STOCK 038336103 $ 4,297 81,420 X 17,11 81,420 AQUA AMERICA INC COMMON STOCK 03836W103 $ 2,426 98,645 X 02 ,17 98,645 AQUANTIVE INC COMMON STOCK 03839G105 $ 2,091 233,861 X 17,08,24 233,861 AQUILA INC. COMMON STOCK 03840P102 $ 1,185 321,057 X 17,02 321,057 ARBINET HOLDINGS, INC. COMMON STOCK 03875P100 $ 355 14,270 X 14,270 ARBITRON, INC. COMMON STOCK 03875Q108 $ 1,701 43,423 X 17,08,11 43,423 ARCH COAL INC COMMON STOCK 039380100 $ 3,051 85,840 X 02,02 ,17 85,840 ARCH COAL INC COMMON STOCK 039380100 $ 271 7,619 X 7,619 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 $ 3,277 146,880 X 19,21,17 146,880 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 $ 438 19,640 X 19,640

Page 6 3f Detail ARCHSTONE-SMITH (LONG) COMMON STOCK 039583109 $ 1,455 38,000 X 21,17 38,000 ARGONAUT GROUP INC COMMON STOCK 040157109 $ 657 31,100 X 17,08 31,100 ARGOSY GAMING COMPANY COMMON STOCK 040228108 $ 717 15,347 X 17,08 15,347 ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 $ 93 12,514 X 17 12,514 ARIBA INC. COMMON STOCK 04033V203 $ 238 14,310 X 17 14,310 ARIBA INC. COMMON STOCK 04033V203 $ 1,316 79,300 X 79,300 ARKANSAS BEST CORP. COMMON STOCK 040790107 $ 789 17,572 X 23,17,08 17,572 ARLINGTON TANKERS LTD. COMMON STOCK G04899103 $ 291 12,693 X 12,693 ARMOR HOLDINGS INC. COMMON STOCK 042260109 $ 341 7,246 X 17 7,246 ARRAY BIOPHARMA INC. COMMON STOCK 04269X105 $ 370 38,850 X 38,850 ARRIS GROUP INC COMMON STOCK 04269Q100 $ 2,233 317,233 X 08,17,02 317,233 ARRON RENTS, INC. COMMON STOCK 002535201 $ 1,503 60,135 X 17,23,08 60,135 ARROW ELECTRONICS INC COMMON STOCK 042735100 $ 3,913 161,031 X 23,02 ,17 161,031 ART TECHNOLOGY GRP COMMON STOCK 04289L107 $ 761 507,000 X 02 507,000 ARTESYN TECHNOLOGIES INC. COMMON STOCK 043127109 $ 976 86,369 X 19,17,02 86,369 ARTESYN TECHNOLOGIES INC. COMMON STOCK 043127109 $ 993 87,900 X 87,900 ARTHROCARE CORP COMMON STOCK 043136100 $ 1,175 36,659 X 17,24 36,659 ARTHUR J GALLAGHER COMMON STOCK 363576109 $ 3,227 99,300 X 02 ,17 99,300 ARVINMERITOR, INC. COMMON STOCK 043353101 $ 2,087 93,289 X 17,02 93,289 ASBURY AUTOMOTIVE GROUP COMMON STOCK 043436104 $ 582 42,200 X 17,08 42,200 ASCENTIAL SOFTWARE COMMON STOCK 04362P207 $ 3,499 214,543 X 17,02 214,543 ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 $ 717 66,000 X 17,19 66,000 ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 $ 4,913 452,000 X 452,000 ASHLAND INC. COMMON STOCK 044204105 $ 842 14,425 X 21,17 14,425 ASIAINFO HOLDINGS INC. COMMON STOCK 04518A104 $ 94 15,803 X 08,17 15,803 ASK JEEVES INC. COMMON STOCK 045174109 $ 1,074 40,147 X 19,24 40,147 ASK JEEVES INC. COMMON STOCK 045174109 $ 4,732 176,911 X 176,911 ASPECT COMMUNICATIONS COMMON STOCK 04523Q102 $ 169 15,165 X 23,17 15,165 ASPEN INS HLDGS COMMON STOCK G05384105 $ 2,208 90,035 X 19,02 90,035 ASPEN INS HLDGS COMMON STOCK G05384105 $ 4,660 190,063 X 190,063 ASPEN TECHNOLOGIES INC. COMMON STOCK 045327103 $ 133 21,406 X 23,17 21,406 ASSOCIATED BANC-CORP. COMMON STOCK 045487105 $ 4,617 139,037 X 17,02 139,037 ASSOCIATED ESTATES RLTY COMMON STOCK 045604105 $ 300 29,331 X 23 29,331 ASSOCIATED ESTATES RLTY COMMON STOCK 045604105 $ 690 67,488 X 67,488 ASSURANT, INC. COMMON STOCK 04621X108 $ 307 10,060 X 08 ,19 10,060 ASSURANT, INC. COMMON STOCK 04621X108 $ 2,870 93,930 X 93,930 ASTEC INDUSTRIES INC. COMMON STOCK 046224101 $ 175 10,179 X 17,08 10,179

Page 7 3f Detail ASTORIA FINANCIAL CORP. COMMON STOCK 046265104 $ 3,173 79,380 X 02 ,17 79,380 ASV INC. COMMON STOCK 001963107 $ 1,177 24,575 X 17,24 24,575 ASYST TECHOLOGIES INC. COMMON STOCK 04648X107 $ 58 11,309 X 17 11,309 AT&T CORP NEW COMMON STOCK 001957505 $ 3,091 162,162 X 21,17 162,162 ATHEROGENICS INC. COMMON STOCK 047439104 $ 776 32,938 X 17,08 32,938 ATMEL CORP COMMON STOCK 049513104 $ 7,080 1,806,204 X 19,02 ,17 1,806,204 ATMEL CORP COMMON STOCK 049513104 $ 3,716 948,039 X 948,039 ATMI INC. COMMON STOCK 00207R101 $ 311 13,797 X 19,17 13,797 ATMI INC. COMMON STOCK 00207R101 $ 806 35,791 X 35,791 ATMOS ENERGY CORP. COMMON STOCK 049560105 $ 836 30,572 X 08,17 30,572 ATWOOD OCEANICS INC COMMON STOCK 050095108 $ 1,505 28,883 X 17,02 28,883 AUDIBLE, INC. COMMON STOCK 05069A302 $ 1,023 39,285 X 24 39,285 AUDIBLE, INC. COMMON STOCK 05069A302 $ 1,034 39,700 X 39,700 AUDIOCODES LTD. COMMON STOCK M15342104 $ 1,075 64,743 X 24 64,743 AUGUST TECHNOLOGY CORP. COMMON STOCK 05106U105 $ 498 47,300 X 17,19 47,300 AUGUST TECHNOLOGY CORP. COMMON STOCK 05106U105 $ 2,999 284,800 X 284,800 AUTO DESK COMMON STOCK 052769106 $ 2,314 60,985 X 21,23,17 60,985 AUTO DESK COMMON STOCK 052769106 $ 4,733 124,720 X 124,720 AUTOBYTEL.COM, INC. COMMON STOCK 05275N106 $ 70 11,607 X 17 11,607 AUTOLIV INC. COMMON STOCK 052800109 $ 2,681 55,501 X 55,501 AUTOMATIC DATA PROC COMMON STOCK 053015103 $ 5,446 122,786 X 19,21,17 122,786 AUTOMATIC DATA PROC COMMON STOCK 053015103 $ 1,699 38,300 X 38,300 AUTONATION INC. COMMON STOCK 05329W102 $ 1,031 53,691 X 21,17 53,691 AUTOZONE, INC. COMMON STOCK 053332102 $ 1,736 19,010 X 21,19,17 19,010 AUXILIUM PHARMACEUTICALS COMMON STOCK 05334D107 $ 151 17,200 X 08 17,200 AVANEX CORP. COMMON STOCK 05348W109 $ 60 18,022 X 17 18,022 AVANIR PHARMACEUTICALS COMMON STOCK 05348P104 $ 653 191,500 X 08 191,500 AVANT IMMUNOTHERAPEUTICS COMMON STOCK 053491106 $ 29 14,600 X 17 14,600 AVAYA, INC. COMMON STOCK 053499109 $ 1,555 90,385 X 21,17 90,385 AVERY DENNISON CORP COMMON STOCK 053611109 $ 1,320 22,016 X 21,17 22,016 AVERY DENNISON CORP COMMON STOCK 053611109 $ 2,794 46,637 X 46,637 AVIALL, INC. COMMON STOCK 05366B102 $ 1,689 73,540 X 17,23,08 73,540 AVID TECHNOLOGY, INC. COMMON STOCK 05367P100 $ 5,168 83,700 X 05 83,700 AVISTA CORP. COMMON STOCK 05379B107 $ 704 39,816 X 17,08 39,816 AVNET, INC. COMMON STOCK 053807103 $ 2,345 128,578 X 02 ,17 128,578 AVOCENT CORP. COMMON STOCK 053893103 $ 2,164 53,400 X 02 ,17 53,400 AVON PRODUCTS, INC. COMMON STOCK 054303102 $ 3,847 99,417 X 19,21,17 99,417

Page 8 3f Detail AXCAN PHARMA INC. COMMON STOCK 054923107 $ 3,729 192,920 X 192,920 AXCELIS TECHNOLOGIES INC COMMON STOCK 054540109 $ 4,394 540,463 X 17,08,02 540,463 AXONYX, INC. COMMON STOCK 05461R101 $ 89 14,300 X 17 14,300 AXSYS TECHNOLOGIES COMMON STOCK 054615109 $ 1,492 84,843 X 84,843 AZTAR CORP. COMMON STOCK 054802103 $ 1,514 43,347 X 17,08 43,347 B & G FOOD HOLDINGS CORP. COMMON STOCK 05508R205 $ 216 14,400 X 14,400 BAKER HUGHES COMMON STOCK 057224107 $ 4,481 105,013 X 21,08 ,22,17 105,013 BALDOR ELECTRIC CO. COMMON STOCK 057741100 $ 206 7,489 X 17 7,489 BALL CORPORATION COMMON STOCK 058498106 $ 1,017 23,130 X 21,17 23,130 BALL CORPORATION COMMON STOCK 058498106 $ 4,211 95,750 X 95,750 BANCFIRST CORP. COMMON STOCK 05945F103 $ 395 5,000 X 17,08 5,000 BANCORPSOUTH INC. COMMON STOCK 059692103 $ 429 17,584 X 17 17,584 BANDAG, INC. COMMON STOCK 059815100 $ 1,110 22,287 X 17,02 22,287 BANK MUTUAL CORP. COMMON STOCK 063750103 $ 205 16,860 X 17 16,860 BANK OF AMERICA CORP. COMMON STOCK 060505104 $43,240 920,196 X 22,19,08 ,21,17 920,196 BANK OF AMERICA CORP. COMMON STOCK 060505104 $ 721 15,334 X 15,334 BANK OF HAWAII CORP COMMON STOCK 062540109 $ 4,122 81,236 X 23,02 ,17 81,236 BANK OF NEW YORK CO., INC COMMON STOCK 064057102 $ 5,998 179,472 X 21,08 ,17 179,472 BANK OF NEW YORK CO., INC COMMON STOCK 064057102 $ 612 18,300 X 18,300 BANK OF THE OZARKS COMMON STOCK 063904106 $ 423 12,416 X 17,08 12,416 BANKATLANTIC CORP. CL. A COMMON STOCK 065908501 $ 1,833 92,124 X 17,19,08 92,124 BANKATLANTIC CORP. CL. A COMMON STOCK 065908501 $ 5,414 272,050 X 272,050 BANKNORTH GROUP INC. COMMON STOCK 06646R107 $ 7,097 193,907 X 02 ,17 193,907 BANKUNITED FINANCIAL CORP COMMON STOCK 06652B103 $ 227 7,099 X 17 7,099 BANNER CORP COMMON STOCK 06652V109 $ 205 6,587 X 17,08 6,587 BANTA CORP. COMMON STOCK 066821109 $ 2,377 53,107 X 08,17,19,02 53,107 BANTA CORP. COMMON STOCK 066821109 $ 4,521 101,000 X 101,000 BARD C.R. INC COMMON STOCK 067383109 $ 1,375 21,486 X 21,17 21,486 BARD C.R. INC COMMON STOCK 067383109 $ 3,134 48,980 X 48,980 BARNES & NOBLE, INC. COMMON STOCK 067774109 $ 3,335 103,332 X 23,02 ,17 103,332 BARNES GROUP, INC. COMMON STOCK 067806109 $ 939 35,407 X 17,08 35,407 BARR PHARMACEUTICALS INC. COMMON STOCK 068306109 $ 5,129 112,620 X 02 ,17 112,620 BARR PHARMACEUTICALS INC. COMMON STOCK 068306109 $ 1,201 26,380 X 26,380 BAUSCH & LOMB, INC. COMMON STOCK 071707103 $ 1,109 17,211 X 21,23,17 17,211 BAUSCH & LOMB, INC. COMMON STOCK 071707103 $ 202 3,136 X 3,136 BAXTER INTERNATIONAL,INC. COMMON STOCK 071813109 $ 4,555 131,873 X 08 ,21,17 131,873 BAXTER INTERNATIONAL,INC. COMMON STOCK 071813109 $ 1,338 38,740 X 38,740

Page 9 3f Detail BB&T CORPORATION COMMON STOCK 054937107 $ 4,973 118,273 X 19,21,17 118,273 BE AEROSPACE INC COMMON STOCK 073302101 $ 3,108 267,047 X 17,02 267,047 BEA SYSTEMS, INC. COMMON STOCK 073325102 $ 152 17,100 X 19 17,100 BEA SYSTEMS, INC. COMMON STOCK 073325102 $ 2,590 292,300 X 292,300 BEACON ROOFING SUPPLY COMMON STOCK 073685109 $ 437 22,000 X 19 22,000 BEACON ROOFING SUPPLY COMMON STOCK 073685109 $ 2,798 140,900 X 140,900 BEAR STEARNS COMPANIES COMMON STOCK 073902108 $ 2,145 20,967 X 21,17 20,967 BEAR STEARNS COMPANIES COMMON STOCK 073902108 $ 235 2,300 X 2,300 BEARINGPOINT INC. COMMON STOCK 074002106 $ 2,880 358,600 X 02 358,600 BEARINGPOINT INC. COMMON STOCK 074002106 $ 146 18,142 X 18,142 BEAZER HOMES USA, INC. COMMON STOCK 07556Q105 $ 1,331 9,104 X 17,08 9,104 BECKMAN COULTER INC. COMMON STOCK 075811109 $ 4,431 66,140 X 02 ,17 66,140 BECKMAN COULTER INC. COMMON STOCK 075811109 $ 2,247 33,540 X 33,540 BECTON DICKINSON & CO COMMON STOCK 075887109 $ 2,930 51,586 X 21,17 51,586 BECTON DICKINSON & CO COMMON STOCK 075887109 $ 1,563 27,520 X 27,520 BED, BATH & BEYOND, INC. COMMON STOCK 075896100 $ 2,685 67,402 X 08 ,21,17 67,402 BED, BATH & BEYOND, INC. COMMON STOCK 075896100 $ 3,252 81,650 X 81,650 BEDFORD PPTS INVESTORS COMMON STOCK 076446301 $ 800 28,150 X 17,08 28,150 BEI TECHNOLOGIES, INC. COMMON STOCK 05538P104 $ 443 14,344 X 17,24 14,344 BEL FUSE INC. CL B COMMON STOCK 077347300 $ 535 15,843 X 17,23,08 15,843 BELDEN CDT, INC. COMMON STOCK 077454106 $ 282 12,152 X 17 12,152 BELLSOUTH CORP. COMMON STOCK 079860102 $10,614 381,924 X 08 ,19,21,17 381,924 BELO CORP - CLASS A COMMON STOCK 080555105 $ 3,215 122,520 X 02 ,17 122,520 BELO CORP - CLASS A COMMON STOCK 080555105 $ 401 15,300 X 15,300 BEMIS CO., INC. COMMON STOCK 081437105 $ 637 21,896 X 21,17 21,896 BENCHMARK ELECTRONICS COMMON STOCK 08160H101 $ 1,081 31,713 X 17,08 31,713 BERRY PETROLEUM CO., CLAS COMMON STOCK 085789105 $ 242 5,080 X 17 5,080 BEST BUY, INC. COMMON STOCK 086516101 $ 4,969 83,631 X 21,22,17 83,631 BEVERLY ENTERPRISES INC. COMMON STOCK 087851309 $ 1,868 204,184 X 17,02 204,184 BHP LTD., SPONS ADR OTHER SECURITY 088606108 $ 495 20,600 X 20,600 BIG 5 SPORTING GOODS COMMON STOCK 08915P101 $ 2,060 70,700 X 17,11 70,700 BIG LOTS, INC. COMMON STOCK 089302103 $ 284 23,451 X 21,17 23,451 BIO-RAD LABS INC. COMMON STOCK 090572207 $ 665 11,600 X 17,08 11,600 BIO-REFERENCE LABS INC COMMON STOCK 09057G602 $ 2,175 125,000 X 125,000 BIOGEN IDEC, INC. COMMON STOCK 09062X103 $ 5,658 84,940 X 08 ,21,22,17 84,940 BIOGEN IDEC, INC. COMMON STOCK 09062X103 $ 5,577 83,733 X 83,733 BIOMARIN PHARMACEUTICAL COMMON STOCK 09061G101 $ 118 18,468 X 17 18,468

Page 10 3f Detail BIOMED PROPERTY TRUST COMMON STOCK 09063H107 $ 2,156 97,088 X 17,19,02 97,088 BIOMET, INC. COMMON STOCK 090613100 $ 2,243 51,702 X 21,17 51,702 BIOSITE DIAGNOSTICS INC COMMON STOCK 090945106 $ 1,568 25,480 X 17,11 25,480 BIOVAIL CORPORATION COMMON STOCK 09067J109 $ 2,222 134,400 X 02 134,400 BISYS GROUP COMMON STOCK 055472104 $ 3,038 184,679 X 17,08,02 184,679 BJ SERVICES CO. COMMON STOCK 055482103 $ 1,510 32,446 X 21,17 32,446 BJ SERVICES CO. COMMON STOCK 055482103 $ 259 5,560 X 5,560 BJS WHOLESALE CLUB, INC. COMMON STOCK 05548J106 $ 2,514 86,303 X 23,02 ,17 86,303 BLACK & DECKER CORP. COMMON STOCK 091797100 $ 1,419 16,065 X 21,17 16,065 BLACK BOX CORP. COMMON STOCK 091826107 $ 1,488 30,982 X 17,08,11 30,982 BLACK HILLS CORP. COMMON STOCK 092113109 $ 1,648 53,710 X 17,08,02 53,710 BLACKBOARD INC. COMMON STOCK 091935502 $ 2,081 140,500 X 17,05 140,500 BLYTH INDUSTRIES INC. COMMON STOCK 09643P108 $ 1,506 50,940 X 17,02 50,940 BMC SOFTWARE, INC. COMMON STOCK 055921100 $ 844 45,356 X 21,17 45,356 BOB EVANS FARMS INC COMMON STOCK 096761101 $ 1,286 49,204 X 08,17,02 49,204 BOK FINANCIAL CORPORATION COMMON STOCK 05561Q201 $ 800 16,413 X 23,19 16,413 BOK FINANCIAL CORPORATION COMMON STOCK 05561Q201 $ 3,502 71,828 X 71,828 BOMBAY COMPANY INC COMMON STOCK 097924104 $ 645 116,700 X 17,02 116,700 BON-TON STORES INC. COMMON STOCK 09776J101 $ 161 10,201 X 17,23 10,201 BONE CARE INTERNATIONAL COMMON STOCK 098072101 $ 2,962 106,353 X 17,19,24,02 106,353 BONE CARE INTERNATIONAL COMMON STOCK 098072101 $ 2,089 75,000 X 75,000 BOOKHAM INC COMMON STOCK 09856E105 $ 1,069 220,850 X 02 220,850 BORDERS GROUP INC. COMMON STOCK 099709107 $ 2,141 84,295 X 02 ,17 84,295 BORG-WARNER, INC. COMMON STOCK 099724106 $ 3,251 60,020 X 02 ,17 60,020 BORLAND SOFTWARE CORP. COMMON STOCK 099849101 $ 226 19,346 X 17 19,346 BOSTON PRIVATE FIN. HDS. COMMON STOCK 101119105 $ 1,726 61,255 X 17,02 61,255 BOSTON SCIENTIFIC CORP. COMMON STOCK 101137107 $ 7,062 198,654 X 21,08 ,17 198,654 BOWATER, INC. COMMON STOCK 102183100 $ 2,744 62,400 X 02 ,17 62,400 BOWNE & CO., INC. COMMON STOCK 103043105 $ 704 43,288 X 17,08 43,288 BOYD GAMING CORP. COMMON STOCK 103304101 $ 4,797 115,186 X 17,08,02 115,186 BP PLC ADR OTHER SECURITY 055622104 $ 5,739 98,272 X 98,272 BRANDYWINE REALTY TRUST COMMON STOCK 105368203 $ 371 12,626 X 17 12,626 BRIGHAM EXPLORATION CO. COMMON STOCK 109178103 $ 176 19,504 X 19,504 BRIGHT HORIZONS FAMILY COMMON STOCK 109195107 $ 228 3,528 X 17 3,528 BRIGHTPOINT, INC. COMMON STOCK 109473405 $ 279 14,300 X 17,08 14,300 BRIGHTPOINT, INC. COMMON STOCK 109473405 $ 576 29,500 X 29,500 BRINKER INTL., INC. COMMON STOCK 109641100 $ 3,372 96,150 X 02 ,17 96,150

Page 11 3f Detail BRINKS CO. COMMON STOCK 109696104 $ 2,449 61,958 X 23,02 ,17 61,958 BRISTOL-MYERS SQUIBB CO. COMMON STOCK 110122108 $10,402 406,002 X 19,21,17 406,002 BRISTOL-MYERS SQUIBB CO. COMMON STOCK 110122108 $ 1,450 56,590 X 56,590 BROADCOM CORP. COMMON STOCK 111320107 $ 2,490 77,131 X 21,08 ,17 77,131 BROADCOM CORP. COMMON STOCK 111320107 $ 3,974 123,110 X 123,110 BROADWING CORP COMMON STOCK 11161E101 $ 278 30,531 X 17,08 30,531 BROCADE COMMUNICATIONS COMMON STOCK 111621108 $ 460 60,187 X 17 60,187 BROOKLINE BANCORP, INC. COMMON STOCK 11373M107 $ 227 13,905 X 17 13,905 BROOKS AUTOMATION INC COMMON STOCK 114340102 $ 2,927 169,987 X 17,02 169,987 BROWN & BROWN, INC. COMMON STOCK 115236101 $ 4,371 100,360 X 11 ,02 ,17 100,360 BROWN SHOE CO., INC. COMMON STOCK 115736100 $ 534 17,902 X 17,08 17,902 BROWN-FORMAN CORP - B COMMON STOCK 115637209 $ 1,216 24,971 X 21,17 24,971 BRUNSWICK CORP. COMMON STOCK 117043109 $ 2,008 40,561 X 21,17 ,23 40,561 BUCYRUS INTERNATIONAL COMMON STOCK 118759109 $ 278 6,834 X 6,834 BUILD-A-BEAR WORKSHOP COMMON STOCK 120076104 $ 1,098 31,241 X 24 31,241 BUILDING MATERIALS HOLDNG COMMON STOCK 120113105 $ 462 12,068 X 17,08 12,068 BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 $ 4,537 95,901 X 21,22,17 95,901 BURLINGTON NORTH SANTA FE COMMON STOCK 12189T104 $ 391 8,260 X 8,260 BURLINGTON RESOURCES COMMON STOCK 122014103 $ 3,461 79,562 X 21,17 79,562 BUSINESS OBJECTS ADR OTHER SECURITY 12328X107 $ 341 13,469 X 13,469 C-COR ELECTRONICS, INC. COMMON STOCK 125010108 $ 153 16,400 X 08,17 16,400 CABELA'S, INC., CLASS A COMMON STOCK 126804301 $ 2,563 112,690 X 112,690 CABOT CORP. COMMON STOCK 127055101 $ 2,541 65,700 X 02 ,17 65,700 CABOT MICROELECTRONICS COMMON STOCK 12709P103 $ 1,361 33,982 X 17,02 33,982 CABOT MICROELECTRONICS COMMON STOCK 12709P103 $ 2,438 60,870 X 60,870 CABOT OIL & GAS CORP., CL COMMON STOCK 127097103 $ 1,741 39,346 X 17,02 39,346 CACI INTL. CLASS A COMMON STOCK 127190304 $ 2,497 36,653 X 08,17,11 36,653 CACI INTL. CLASS A COMMON STOCK 127190304 $ 3,552 52,130 X 52,130 CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 $ 4,023 291,280 X 02 ,17 291,280 CAESARS ENTERTAINMENT COMMON STOCK 127687101 $ 6,950 345,080 X 02 ,17 345,080 CAL DIVE INTERNATIONAL COMMON STOCK 127914109 $ 5,089 124,893 X 08,17,23,11 124,893 CALGON CARBON CORP COMMON STOCK 129603106 $ 98 10,748 X 17 10,748 CALIFORNIA WATER SERVICE COMMON STOCK 130788102 $ 442 11,752 X 19,17,08 11,752 CALIFORNIA WATER SERVICE COMMON STOCK 130788102 $ 670 17,800 X 17,800 CALLAWAY GOLF CO. COMMON STOCK 131193104 $ 2,088 154,689 X 17,02 ,08 154,689 CALLWAVE INC. COMMON STOCK 13126N101 $ 1,304 84,441 X 24 84,441 CALPINE CORP. COMMON STOCK 131347106 $ 4,413 1,120,142 X 21,17 ,02 1,120,142

Page 12 3f Detail CALPINE CORP. COMMON STOCK 131347106 $ 219 55,656 X 55,656 CAMPBELL SOUP CO COMMON STOCK 134429109 $ 2,485 83,132 X 21,17 83,132 CANADIAN NATIONAL RAIL OTHER SECURITY 136375102 $ 8,999 146,920 X 146,920 CAPITAL AUTO REIT COMMON STOCK 139733109 $ 1,626 45,766 X 17,08 45,766 CAPITAL CORP OF THE WEST COMMON STOCK 140065103 $ 413 8,782 X 17,08,19 8,782 CAPITAL CROSSING BANK COMMON STOCK 140071101 $ 431 14,053 X 17,23 14,053 CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 $ 4,327 51,386 X 19,21,17 51,386 CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 $17,968 213,370 X 213,370 CAPITAL TRUST INC. COMMON STOCK 14052H506 $ 332 10,808 X 17,08 10,808 CAPITOL BANCORP LTD. COMMON STOCK 14056D105 $ 389 11,040 X 17,08 11,040 CAPSTONE TURBINE CORP COMMON STOCK 14067D102 $ 21 11,400 X 17 11,400 CAPTARIS, INC. COMMON STOCK 14071N104 $ 59 11,500 X 17 11,500 CAPTIVA SOFTWARE CORP. COMMON STOCK 14073T109 $ 2,040 200,000 X 200,000 CARBO CERAMICS INC. COMMON STOCK 140781105 $ 227 3,283 X 17 3,283 CARDIAC SCIENCE, INC. COMMON STOCK 141410209 $ 43 20,020 X 17 20,020 CARDINAL HEALTH, INC. COMMON STOCK 14149Y108 $ 5,103 87,750 X 21,17 87,750 CARDIODYNAMICS INTL. COMMON STOCK 141597104 $ 58 11,256 X 17 11,256 CAREER EDUCATION CORP. COMMON STOCK 141665109 $13,890 347,260 X 02 ,17 347,260 CAREMARK RX, INC. COMMON STOCK 141705103 $ 5,112 129,650 X 21,22,17 129,650 CAREMARK RX, INC. COMMON STOCK 141705103 $11,855 300,660 X 300,660 CARLISLE COS., INC. COMMON STOCK 142339100 $ 2,911 44,840 X 19,02 ,17 44,840 CARLISLE COS., INC. COMMON STOCK 142339100 $ 4,624 71,222 X 71,222 CARMAX INC. COMMON STOCK 143130102 $ 3,484 112,200 X 02 ,17 112,200 CARNIVAL CORP. COMMON STOCK 143658300 $ 7,807 135,463 X 08 ,21,17 135,463 CARNIVAL CORP. COMMON STOCK 143658300 $ 6,719 116,590 X 116,590 CARPENTER TECHNOLOGY COMMON STOCK 144285103 $ 301 5,151 X 17 5,151 CARRAMERICA REALTY CORP COMMON STOCK 144418100 $ 3,954 119,816 X 08 ,17 119,816 CARRIZO OIL & GAS, INC. COMMON STOCK 144577103 $ 2,989 264,549 X 24,02 264,549 CASCADE CORP. COMMON STOCK 147195101 $ 621 15,546 X 19,17,08 15,546 CASCADE CORP. COMMON STOCK 147195101 $ 1,226 30,700 X 30,700 CASCADE NATURAL GAS CORP. COMMON STOCK 147339105 $ 390 18,400 X 18,400 CASEYS GEN STORES COMMON STOCK 147528103 $ 429 23,635 X 08,17 23,635 CASH AMERICA INTERNATIONA COMMON STOCK 14754D100 $ 1,830 61,554 X 17,08 61,554 CATALINA MARKETING CORP. COMMON STOCK 148867104 $ 2,628 88,691 X 17,23,02 88,691 CATAPULT COMMUNICATIONS COMMON STOCK 149016107 $ 411 16,998 X 17,24 16,998 CATERPILLAR, INC. COMMON STOCK 149123101 $ 8,571 87,898 X 08 ,21,22,17 87,898 CATERPILLAR, INC. COMMON STOCK 149123101 $13,797 141,490 X 141,490

Page 13 3f Detail CATHAY BANCORP INC. COMMON STOCK 149150104 $ 1,995 53,193 X 08,17,02 53,193 CBL & ASSOCIATES PROPERTY COMMON STOCK 124830100 $ 1,666 21,825 X 19,23 21,825 CBL & ASSOCIATES PROPERTY COMMON STOCK 124830100 $ 3,497 45,800 X 45,800 CBRL GROUP, INC. COMMON STOCK 12489V106 $ 2,811 67,163 X 17,02 67,163 CCA INDUSTRIES INC. COMMON STOCK 124867102 $ 1,750 153,000 X 153,000 CCC INFORMATION SERVICES COMMON STOCK 12487Q109 $ 511 22,990 X 17,19 22,990 CCC INFORMATION SERVICES COMMON STOCK 12487Q109 $ 3,138 141,300 X 141,300 CDW CORP COMMON STOCK 12512N105 $ 5,961 89,840 X 02 ,17 89,840 CEC ENTERTAINMENT, INC. COMMON STOCK 125137109 $ 693 17,326 X 17,23 17,326 CELADON GROUP COMMON STOCK 150838100 $ 2,781 125,000 X 125,000 CELERA GENOMICS GROUP COMMON STOCK 038020202 $ 367 26,673 X 08,17 26,673 CELESTICA, INC. OTHER SECURITY 15101Q108 $ 623 44,159 X 44,159 CELL GENESYS, INC. COMMON STOCK 150921104 $ 160 19,692 X 08,17 19,692 CELL THERAPEUTICS INC COMMON STOCK 150934107 $ 119 14,642 X 17 14,642 CENDANT CORP. COMMON STOCK 151313103 $ 5,016 214,545 X 21,17 214,545 CENDANT CORP. COMMON STOCK 151313103 $ 533 22,785 X 22,785 CENTENE CORP. COMMON STOCK 15135B101 $ 1,498 52,838 X 17,24 52,838 CENTERPOINT ENERGY INC COMMON STOCK 15189T107 $ 707 62,542 X 21,17 62,542 CENTEX CORPORATON COMMON STOCK 152312104 $ 1,733 29,081 X 21,08 ,17 29,081 CENTRAL EURO DISTRIBUTION COMMON STOCK 153435102 $ 2,506 84,841 X 17,24 84,841 CENTRAL FREIGHT LINES INC COMMON STOCK 153491105 $ 526 83,500 X 17,02 83,500 CENTRAL GARD & PET CO COMMON STOCK 153527106 $ 200 4,800 X 17 4,800 CENTRAL PACIFIC FINL CORP COMMON STOCK 154760102 $ 3,985 110,175 X 17,08,11 110,175 CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 $ 1,574 59,927 X 17,02 59,927 CENTURY BUSINESS SERVICES COMMON STOCK 156490104 $ 182 41,643 X 17,08 41,643 CENTURYTEL, INC. COMMON STOCK 156700106 $ 975 27,476 X 21,17 27,476 CEPHALON INC. COMMON STOCK 156708109 $12,574 247,134 X 23,02 ,17 247,134 CEPHEID, INC. COMMON STOCK 15670R107 $ 99 10,000 X 17 10,000 CERADYNE, INC. COMMON STOCK 156710105 $ 2,884 50,417 X 17,24 50,417 CERIDAN CORP. COMMON STOCK 156779100 $ 2,905 158,940 X 02 ,17 158,940 CERNER CORPORATION COMMON STOCK 156782104 $ 6,969 131,069 X 17,05 131,069 CERTEGY, INC. COMMON STOCK 156880106 $ 2,484 69,900 X 02 ,17 69,900 CH ENERGY GROUP, INC. COMMON STOCK 12541M102 $ 854 17,763 X 17,08 17,763 CH ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 $ 5,240 94,380 X 02 ,17 94,380 CH ROBINSON WORLDWIDE INC COMMON STOCK 12541W100 $ 3,459 62,300 X 62,300 CHAMPION ENTERPRISES INC COMMON STOCK 158496109 $ 200 16,884 X 17 16,884 CHARLES RIVER ASSOC. COMMON STOCK 159852102 $ 357 7,631 X 17,08 7,631

Page 14 3f Detail CHARLES RIVER LABS COMMON STOCK 159864107 $ 4,739 103,005 X 23,11 ,02 ,17 103,005 CHARLES RIVER LABS COMMON STOCK 159864107 $ 3,239 70,390 X 70,390 CHARLES SCHWAB CORP. COMMON STOCK 808513105 $ 4,481 374,637 X 21,08 ,17 374,637 CHARMING SHOPPES COMMON STOCK 161133103 $ 1,902 202,942 X 17,23,08 202,942 CHARTER COMM. INC. COMMON STOCK 16117M107 $ 395 176,480 X 17,08 176,480 CHARTER MUNICIPAL MTG COMMON STOCK 160908109 $ 321 13,121 X 17 13,121 CHATTEM INC COMMON STOCK 162456107 $ 851 25,706 X 17,23 25,706 CHECKFREE CORPORATION COMMON STOCK 162813109 $11,511 302,291 X 02 ,17,05 302,291 CHECKPOINT SYSTEMS INC. COMMON STOCK 162825103 $ 424 23,508 X 17,08 23,508 CHEMED CORP COMMON STOCK 16359R103 $ 836 12,450 X 17,19 12,450 CHEMED CORP COMMON STOCK 16359R103 $ 4,671 69,600 X 69,600 CHEMICAL FINANCIAL CORP COMMON STOCK 163731102 $ 1,210 28,182 X 17,08 28,182 CHENIERE ENERGY, INC. COMMON STOCK 16411R208 $ 274 4,300 X 17 4,300 CHESAPEAKE CORP. COMMON STOCK 165159104 $ 499 18,370 X 19,17,08 18,370 CHESAPEAKE CORP. COMMON STOCK 165159104 $ 682 25,100 X 25,100 CHESAPEAKE ENERGY CORP. COMMON STOCK 165167107 $ 3,576 216,700 X 19,02 216,700 CHEVRONTEXACO CORP. COMMON STOCK 166764100 $24,608 468,636 X 19,08 ,21,17 468,636 CHEVRONTEXACO CORP. COMMON STOCK 166764100 $ 1,534 29,214 X 29,214 CHICAGO BRIDGE AND IRON OTHER SECURITY 167250109 $ 3,548 88,700 X 05 88,700 CHICAGO MERCANTILE EXCH COMMON STOCK 167760107 $ 5,101 22,306 X 05 22,306 CHICAGO MERCANTILE EXCH COMMON STOCK 167760107 $ 3,225 14,100 X 14,100 CHICO'S FAS INC. COMMON STOCK 168615102 $ 5,265 115,645 X 24,02 ,17 115,645 CHINA FINANCE ONLINE ADR OTHER SECURITY 169379104 $ 372 33,779 X 24 33,779 CHINA FINANCE ONLINE ADR OTHER SECURITY 169379104 $ 253 23,000 X 23,000 CHIQUITA BRANDS COMMON STOCK 170032809 $ 1,351 61,255 X 17,19,08 61,255 CHIQUITA BRANDS COMMON STOCK 170032809 $ 2,742 124,300 X 124,300 CHIRON CORP. COMMON STOCK 170040109 $ 1,263 37,881 X 21,17 37,881 CHITTENDEN CORP. COMMON STOCK 170228100 $ 350 12,191 X 17 12,191 CHOICEPOINT, INC. COMMON STOCK 170388102 $ 4,381 95,253 X 02 ,17 95,253 CHOICEPOINT, INC. COMMON STOCK 170388102 $ 4,034 87,706 X 87,706 CHORDIANT SOFTWARE INC. COMMON STOCK 170404107 $ 34 15,000 X 17 15,000 CHORDIANT SOFTWARE INC. COMMON STOCK 170404107 $ 101 44,254 X 44,254 CHUBB CORP. COMMON STOCK 171232101 $ 2,998 38,981 X 21,17 38,981 CHURCH AND DWIGHT, INC COMMON STOCK 171340102 $ 6,036 179,550 X 02 ,17,11 179,550 CHURCH AND DWIGHT, INC COMMON STOCK 171340102 $ 4,259 126,690 X 126,690 CIBER, INC. COMMON STOCK 17163B102 $ 410 42,554 X 17,08 42,554 CIENA CORP. COMMON STOCK 171779101 $ 367 109,847 X 21,17 109,847

Page 15 3f Detail CIGNA CORP COMMON STOCK 125509109 $ 2,330 28,561 X 08 ,21,17 28,561 CIMAREX ENERGY CO. COMMON STOCK 171798101 $ 3,650 96,304 X 17,23,08,11 96,304 CINCINNATI BELL COMMON STOCK 171871106 $ 1,985 478,379 X 17,02 ,08 478,379 CINCINNATI BELL COMMON STOCK 171871106 $ 171 41,194 X 41,194 CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 $ 1,518 34,291 X 21,17 34,291 CINERGY CORP COMMON STOCK 172474108 $ 1,492 35,836 X 21,17 35,836 CINTAS CORP. COMMON STOCK 172908105 $ 1,377 31,401 X 21,17 31,401 CIRCOR INTERNATIONAL, INC COMMON STOCK 17273K109 $ 322 13,885 X 17,08 13,885 CIRCUIT CITY STORES INC COMMON STOCK 172737108 $ 4,389 280,636 X 21,17 ,02 280,636 CIRRUS LOGIC INC. COMMON STOCK 172755100 $ 91 16,547 X 17 16,547 CISCO SYSTEMS, INC. COMMON STOCK 17275R102 $27,923 1,446,766 X 08 ,21,17 1,446,766 CISCO SYSTEMS, INC. COMMON STOCK 17275R102 $10,486 543,309 X 543,309 CIT GROUP, INC. COMMON STOCK 125581108 $ 2,644 57,700 X 21,08 ,17 57,700 CIT GROUP, INC. COMMON STOCK 125581108 $ 2,211 48,247 X 48,247 CITADEL BROADCASTING CORP COMMON STOCK 17285T106 $ 2,744 169,600 X 02 169,600 CITIGROUP, INC. COMMON STOCK 172967101 $57,243 1,188,102 X 19,08 ,21,17 1,188,102 CITIGROUP, INC. COMMON STOCK 172967101 $ 608 12,625 X 12,625 CITIZENS BANKING CORP MIC COMMON STOCK 174420109 $ 391 11,375 X 17 11,375 CITIZENS COMM CO COMMON STOCK 17453B101 $ 770 55,836 X 21,17 55,836 CITRIX SYSTEMS COMMON STOCK 177376100 $ 855 34,871 X 21,17 34,871 CITY HOLDING CO COMMON STOCK 177835105 $ 508 14,018 X 08,23,17 14,018 CITY NATIONAL CORP. COMMON STOCK 178566105 $ 6,966 98,599 X 05 ,23,02 ,17 98,599 CITY NATIONAL CORP. COMMON STOCK 178566105 $ 3,683 52,130 X 52,130 CKE RESTAURANTS, INC. COMMON STOCK 12561E105 $ 377 26,015 X 17,23 26,015 CLAIRES STORES INC. COMMON STOCK 179584107 $ 2,596 122,170 X 23,02 ,17 122,170 CLARCOR INC COMMON STOCK 179895107 $ 2,653 48,437 X 17,11 48,437 CLARK INC COMMON STOCK 181457102 $ 2,150 138,500 X 17,08,02 138,500 CLEAR CHANNEL COMM. COMMON STOCK 184502102 $ 3,959 118,200 X 21,17 118,200 CLECO CORP. COMMON STOCK 12561W105 $ 655 32,332 X 17,08 32,332 CLEVELAND-CLIFFS, INC. COMMON STOCK 185896107 $ 296 2,847 X 17 2,847 CLICKSOFT COMPANY COMMON STOCK M25082104 $ 2,296 800,000 X 800,000 CLOROX CO. COMMON STOCK 189054109 $ 1,938 32,885 X 19,21,17 32,885 CLOSURE MEDICAL CORP. COMMON STOCK 189093107 $ 315 16,156 X 17,02 16,156 CMG INFORMATION SERVICES COMMON STOCK 125750109 $ 238 93,407 X 17 93,407 CMS ENERGY CORP. COMMON STOCK 125896100 $ 2,105 201,397 X 21,17 ,08 201,397 CMS ENERGY CORP. COMMON STOCK 125896100 $ 138 13,238 X 13,238 CNET NETWORKS INC COMMON STOCK 12613R104 $ 905 80,591 X 19,17 80,591

Page 16 3f Detail CNET NETWORKS INC COMMON STOCK 12613R104 $ 3,928 349,800 X 349,800 CNF INC COMMON STOCK 12612W104 $ 2,893 57,740 X 02 ,17 57,740 COACH, INC. COMMON STOCK 189754104 $ 2,008 35,600 X 21,17 35,600 COACH, INC. COMMON STOCK 189754104 $ 4,112 72,911 X 72,911 COCA COLA CO. COMMON STOCK 191216100 $22,944 551,129 X 08 ,21,17 551,129 COCA COLA ENTERPRISES COMMON STOCK 191219104 $ 1,949 93,457 X 21,17 93,457 COCA-COLA FEMSA ADR OTHER SECURITY 191241108 $ 1,003 42,200 X 02 42,200 COEUR D'ALENE MINES CORP. COMMON STOCK 192108108 $ 225 57,135 X 17 57,135 COGNEX CORP. COMMON STOCK 192422103 $ 1,425 51,079 X 17,11 51,079 COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 $ 6,182 146,040 X 02 ,17 146,040 COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 $ 4,783 113,000 X 113,000 COGNOS, INC. COMMON STOCK 19244C109 $ 3,968 90,070 X 90,070 COHERENT, INC. COMMON STOCK 192479103 $ 679 22,314 X 17,19 22,314 COHERENT, INC. COMMON STOCK 192479103 $ 2,950 96,900 X 96,900 COHU, INC. COMMON STOCK 192576106 $ 303 16,345 X 17,08 16,345 COINSTAR INC. COMMON STOCK 19259P300 $ 216 8,038 X 19,17 8,038 COINSTAR INC. COMMON STOCK 19259P300 $ 783 29,200 X 29,200 COLE (KENNETH) PRODUCTION COMMON STOCK 193294105 $ 443 14,370 X 17,08 14,370 COLGATE PALMOLIVE COMMON STOCK 194162103 $ 5,529 108,069 X 21,17 108,069 COLLINS & AIKMAN CORP COMMON STOCK 194830204 $ 2,576 590,840 X 17,02 590,840 COLONIAL BANCGROUP, INC. COMMON STOCK 195493309 $ 4,083 192,340 X 19,08,02 ,17 192,340 COLONIAL BANCGROUP, INC. COMMON STOCK 195493309 $ 5,195 244,700 X 244,700 COLONIAL PROP (SHORT) COMMON STOCK 195872106 $ 211 5,367 X 17 5,367 COLUMBIA BANKING SYSTEM COMMON STOCK 197236102 $ 831 33,258 X 23,17,19,08 33,258 COLUMBUS MCKINNON CORP. COMMON STOCK 199333105 $ 185 21,366 X 21,366 COMCAST CORP NEW CL A COMMON STOCK 20030N101 $13,725 412,423 X 21,17 412,423 COMCAST CORP NEW CL A COMMON STOCK 20030N101 $ 274 8,244 X 8,244 COMCAST CORP NEW CL A SPL COMMON STOCK 20030N200 $ 1,300 39,600 X 17 39,600 COMERICA, INC. COMMON STOCK 200340107 $ 2,198 36,026 X 08 ,21,17 36,026 COMM CAP BANCORP COMMON STOCK 20162L105 $ 519 22,410 X 17,08 22,410 COMMERCE BANCORP, INC. COMMON STOCK 200519106 $ 5,649 87,720 X 02 ,17 87,720 COMMERCE GROUP INC COMMON STOCK 200641108 $ 328 5,374 X 17 5,374 COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 $ 660 22,224 X 17,08 22,224 COMMERCIAL METALS CO. COMMON STOCK 201723103 $ 1,650 32,626 X 19,17,08 32,626 COMMERCIAL METALS CO. COMMON STOCK 201723103 $ 3,549 70,200 X 70,200 COMMERCIAL NET LEASE COMMON STOCK 202218103 $ 231 11,205 X 17 11,205 COMMONWEALTH TELEPHONE COMMON STOCK 203349105 $ 1,312 26,428 X 17,08,23 26,428

Page 17 3f Detail COMMSCOPE, INC. COMMON STOCK 203372107 $ 2,300 121,673 X 17,02 ,23 121,673 COMMUNITY BANCORP COMMON STOCK 20343T100 $ 584 19,100 X 19,100 COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 $ 1,081 38,264 X 17,08 38,264 COMMUNITY HEALTH SYSTEMS COMMON STOCK 203668108 $ 3,203 114,900 X 19,02 ,17 114,900 COMMUNITY HEALTH SYSTEMS COMMON STOCK 203668108 $ 4,064 145,760 X 145,760 COMMUNITY TRUST BANCORP COMMON STOCK 204149108 $ 377 11,651 X 23,17,08 11,651 COMPASS BANCSHARES, INC. COMMON STOCK 20449H109 $ 1,282 26,333 X 02 ,17,21,17 26,333 COMPASS MINERALS INTL INC COMMON STOCK 20451N101 $ 2,118 87,400 X 17,11 87,400 COMPUCREDIT CORP COMMON STOCK 20478N100 $ 852 31,146 X 17,23,08 31,146 COMPUTER ASSOCIATES INC. COMMON STOCK 204912109 $ 3,704 119,238 X 21,17 119,238 COMPUTER NETWORK TECH. COMMON STOCK 204925101 $ 1,441 202,960 X 202,960 COMPUTER PROGRAMS & SYS. COMMON STOCK 205306103 $ 326 14,100 X 17,08 14,100 COMPUTER SCIENCE CORP. COMMON STOCK 205363104 $ 2,513 44,581 X 21,08 ,17 44,581 COMPUTER SCIENCE CORP. COMMON STOCK 205363104 $ 296 5,250 X 5,250 COMPUWARE CORP. COMMON STOCK 205638109 $ 503 77,807 X 21,17 77,807 COMPUWARE CORP. COMMON STOCK 205638109 $ 409 63,256 X 63,256 COMSTOCK RESOURCES, INC COMMON STOCK 205768203 $ 669 30,336 X 17,08 30,336 COMTECH TELECOM COMMON STOCK 205826209 $ 387 10,280 X 17,19 10,280 COMTECH TELECOM COMMON STOCK 205826209 $ 4,280 113,800 X 113,800 COMVERSE TECHNOLOGY, INC. COMMON STOCK 205862402 $ 990 40,506 X 21,17 40,506 COMVERSE TECHNOLOGY, INC. COMMON STOCK 205862402 $ 5,163 211,180 X 211,180 CONAGRA, INC. COMMON STOCK 205887102 $ 3,123 106,028 X 21,17 106,028 CONEXANT SYSTEMS, INC. COMMON STOCK 207142100 $ 1,195 600,400 X 02 600,400 CONMED CORP. COMMON STOCK 207410101 $ 1,353 47,598 X 17,23,08 47,598 CONNETICS CORP. COMMON STOCK 208192104 $ 1,467 60,396 X 17,24 60,396 CONOCOPHILLIPS COMMON STOCK 20825C104 $14,410 165,957 X 19,21,08 ,17 165,957 CONOCOPHILLIPS COMMON STOCK 20825C104 $ 579 6,664 X 6,664 CONSOLIDATED EDISON, INC. COMMON STOCK 209115104 $ 2,302 52,626 X 08 ,21,17 52,626 CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 $ 666 14,499 X 19,17,08,23 14,499 CONSOLIDATED GRAPHICS INC COMMON STOCK 209341106 $ 753 16,400 X 16,400 CONSTELLATION BRANDS INC. COMMON STOCK 21036P108 $ 5,545 119,220 X 19,02 ,17 119,220 CONSTELLATION ENERGY GP COMMON STOCK 210371100 $ 1,564 35,786 X 21,17 35,786 CONSTELLATION ENERGY GP COMMON STOCK 210371100 $ 273 6,250 X 6,250 CONTINENTAL AIRLINES - B COMMON STOCK 210795308 $ 2,824 208,539 X 17,08,02 208,539 CONVERGYS COMMON STOCK 212485106 $ 433 28,882 X 21,17 28,882 COOPER CAMERON CORP COMMON STOCK 216640102 $ 3,435 63,840 X 08 ,02 ,17 63,840 COOPER INDS, LTD. CL A COMMON STOCK G24182100 $ 1,266 18,645 X 21,17 18,645

Page 18 3f Detail COOPER TIRE & RUBBER CO. COMMON STOCK 216831107 $ 2,181 101,218 X 21,08,17 ,02 101,218 COORS ADOLPH CO COMMON STOCK 217016104 $ 565 7,470 X 21,17 7,470 COORS ADOLPH CO COMMON STOCK 217016104 $ 207 2,734 X 2,734 COPART INC. COMMON STOCK 217204106 $ 2,627 99,800 X 02 ,17 99,800 CORINTHIAN COLLEGES COMMON STOCK 218868107 $ 7,189 381,480 X 02 ,17 381,480 CORIXA CORP COMMON STOCK 21887F100 $ 52 14,229 X 17 14,229 CORN PRODUCTS INT'L. COMMON STOCK 219023108 $ 1,052 19,633 X 17,08 19,633 CORNERSTONE REALTY INCOME COMMON STOCK 21922V102 $ 150 15,010 X 17 15,010 CORNING, INC. COMMON STOCK 219350105 $ 3,941 334,822 X 21,08 ,17 334,822 CORPORATE EXE. BOARD COMMON STOCK 21988R102 $ 6,339 94,700 X 05 94,700 CORPORATE EXE. BOARD COMMON STOCK 21988R102 $ 6,410 95,750 X 95,750 CORPORATE OFFICE PROP. COMMON STOCK 22002T108 $ 267 9,090 X 17 9,090 CORRECTIONS CORP AMERICA COMMON STOCK 22025Y407 $ 325 8,025 X 17 8,025 CORUS BANKSHARES INC. COMMON STOCK 220873103 $ 2,188 45,565 X 17,23,08 45,565 COST PLUS, INC. COMMON STOCK 221485105 $ 2,872 89,385 X 17,02 89,385 COSTAR GROUP INC. COMMON STOCK 22160N109 $ 2,415 52,300 X 17,05 52,300 COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 $ 4,878 100,757 X 19,21,17 100,757 COSTCO WHOLESALE CORP. COMMON STOCK 22160K105 $ 252 5,200 X 5,200 COUNTRYWIDE FINANCIAL COMMON STOCK 222372104 $ 5,806 156,890 X 19,21,08 ,17 156,890 COUNTRYWIDE FINANCIAL COMMON STOCK 222372104 $ 563 15,214 X 15,214 COUSINS PROPERTIES COMMON STOCK 222795106 $ 242 8,002 X 17 8,002 COVANCE INC. COMMON STOCK 222816100 $ 2,580 66,580 X 02 ,17 66,580 COVANCE INC. COMMON STOCK 222816100 $ 231 5,955 X 5,955 COVENANT TRANSPORT COMMON STOCK 22284P105 $ 323 15,503 X 17,08 15,503 COVENTRY HEALTH CARE INC. COMMON STOCK 222862104 $ 5,247 98,850 X 02 ,17 98,850 CRANE COMPANY COMMON STOCK 224399105 $ 1,796 62,266 X 17 ,02 62,266 CRAY INC. COMMON STOCK 225223106 $ 2,134 457,851 X 17,02 457,851 CREATIVE TECHNOLOGIES COMMON STOCK Y1775U107 $ 612 40,900 X 40,900 CREDENCE SYSTEMS CORP. COMMON STOCK 225302108 $ 1,221 133,497 X 08,17,02 133,497 CREDENCE SYSTEMS CORP. COMMON STOCK 225302108 $ 1,506 164,600 X 164,600 CREE RESEARCH INC COMMON STOCK 225447101 $ 9,024 225,138 X 02 ,17,05 225,138 CRESCENT REAL ESTATE COMMON STOCK 225756105 $ 257 14,100 X 08 14,100 CROMPTON CORP. COMMON STOCK 227116100 $ 2,121 179,717 X 08,17,02 179,717 CROWN HOLDINGS INC COMMON STOCK 228368106 $ 3,587 261,098 X 17,08,02 261,098 CSG SYSTEMS INTL COMMON STOCK 126349109 $ 1,247 66,667 X 17,02 66,667 CSK AUTO CORP. COMMON STOCK 125965103 $ 2,384 142,400 X 17,08,02 142,400 CSX CORP COMMON STOCK 126408103 $ 2,381 59,406 X 21,08 ,17 59,406

Page 19 3f Detail CT COMMUNICATIONS INC. COMMON STOCK 126426402 $ 569 46,300 X 17,08 46,300 CTI MOLECULAR IMAGING COMMON STOCK 22943D105 $ 266 18,744 X 17,08 18,744 CTRIP.COM INTL ADR OTHER SECURITY 22943F100 $ 1,338 29,065 X 24 29,065 CTS CORP. COMMON STOCK 126501105 $ 547 41,137 X 17,08 41,137 CUBIST PHARMACEUTICALS COMMON STOCK 229678107 $ 580 49,050 X 17,08 49,050 CUBIST PHARMACEUTICALS COMMON STOCK 229678107 $ 698 58,980 X 58,980 CULLEN/FROST BANKERS COMMON STOCK 229899109 $ 4,277 88,014 X 23,08,02 ,17 88,014 CUMMINS, INC. COMMON STOCK 231021106 $ 1,765 21,065 X 21,17 ,23 21,065 CUMMINS, INC. COMMON STOCK 231021106 $ 268 3,200 X 3,200 CUMULUS MEDIA INC. COMMON STOCK 231082108 $ 4,000 265,234 X 17,02 265,234 CUNO INC COMMON STOCK 126583103 $ 2,414 40,632 X 17,11 40,632 CURTISS-WRIGHT CORP. COMMON STOCK 231561101 $ 1,075 18,729 X 17,08 18,729 CVB FINANCIAL CORP. COMMON STOCK 126600105 $ 205 7,700 X 17 7,700 CVS CORP. COMMON STOCK 126650100 $ 3,949 87,621 X 08 ,21,17 87,621 CVS CORP. COMMON STOCK 126650100 $ 3,652 81,030 X 81,030 CYBEROPTICS CORP. COMMON STOCK 232517102 $ 1,784 120,000 X 120,000 CYMER INC. COMMON STOCK 232572107 $ 686 23,213 X 19,17 23,213 CYMER INC. COMMON STOCK 232572107 $ 2,975 100,700 X 100,700 CYPRESS BIOSCIENCE, INC. COMMON STOCK 232674507 $ 709 50,400 X 17,08 50,400 CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 $ 1,639 139,700 X 02 ,17 139,700 CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 $ 119 10,134 X 10,134 CYTEC INDUSTRIES INC. COMMON STOCK 232820100 $ 4,215 81,978 X 17,02 ,08 81,978 CYTOKINETICS INC COMMON STOCK 23282W100 $ 229 22,300 X 17,08 22,300 CYTYC CORP. COMMON STOCK 232946103 $ 3,315 120,240 X 02 ,17 120,240 CYTYC CORP. COMMON STOCK 232946103 $ 779 28,250 X 28,250 D.R. HORTON INC. COMMON STOCK 23331A109 $10,214 253,385 X 08 ,02 ,17 253,385 D.R. HORTON INC. COMMON STOCK 23331A109 $ 4,426 109,795 X 109,795 DADE BEHRING, INC. COMMON STOCK 23342J206 $ 870 15,535 X 23 15,535 DANA CORP COMMON STOCK 235811106 $ 537 31,001 X 21,17 31,001 DANAHER CORP. COMMON STOCK 235851102 $ 3,602 62,747 X 21,17 62,747 DANAHER CORP. COMMON STOCK 235851102 $ 8,527 148,522 X 148,522 DARDEN RESTAURANT INC. COMMON STOCK 237194105 $ 883 31,826 X 21,17 31,826 DARLING INT'L INC. COMMON STOCK 237266101 $ 100 22,990 X 23,17 22,990 DATASCOPE CORP. COMMON STOCK 238113104 $ 587 14,793 X 17,11 14,793 DATATRAK INTERNATIONAL COMMON STOCK 238134100 $ 1,113 100,000 X 100,000 DAVE & BUSTER'S INC. COMMON STOCK 23833N104 $ 278 13,757 X 17,23 13,757 DEAN FOODS CO. COMMON STOCK 242370104 $ 5,418 164,431 X 02 ,17 164,431

Page 20 3f Detail DECKERS OUTDOOR CORP COMMON STOCK 243537107 $ 1,393 29,644 X 17,23,24 29,644 DECODE GENETICS INC. COMMON STOCK 243586104 $ 105 13,474 X 17 13,474 DEERE & CO. COMMON STOCK 244199105 $ 4,973 66,846 X 19,21,08 ,17 66,846 DELL, INC. COMMON STOCK 24702R101 $23,939 568,080 X 22,08 ,21,17 568,080 DELL, INC. COMMON STOCK 24702R101 $15,927 377,955 X 377,955 DELPHI CORP. COMMON STOCK 247126105 $ 1,035 114,733 X 21,17 114,733 DELPHI FINANCIAL GROUP COMMON STOCK 247131105 $ 1,914 41,476 X 17,08 41,476 DELTA & PINE LAND CO COMMON STOCK 247357106 $ 246 9,028 X 17 9,028 DELTA AIR LINES INC COMMON STOCK 247361108 $ 489 65,430 X 21,17,17 65,430 DELUXE CORP COMMON STOCK 248019101 $ 2,131 57,073 X 02 ,17 57,073 DENBURY RESOURCES, INC. COMMON STOCK 247916208 $ 1,342 48,900 X 17,08 48,900 DENDREON CORP. COMMON STOCK 24823Q107 $ 160 14,878 X 17 14,878 DENDRITE INTERNATIONAL COMMON STOCK 248239105 $ 7,229 372,605 X 17,05 372,605 DENTSPLY INTERNATIONAL COMMON STOCK 249030107 $ 5,023 89,380 X 02 ,17 89,380 DEPARTMENT 56, INC COMMON STOCK 249509100 $ 264 15,869 X 17,23,08 15,869 DESARROLLADORA HOMEX COMMON STOCK 25030W100 $ 1,062 44,893 X 24 44,893 DEVELOPERS DIVERSD RLTY COMMON STOCK 251591103 $ 5,063 114,100 X 02 ,17 114,100 DEVON ENERGY CORP. COMMON STOCK 25179M103 $ 4,402 113,108 X 21,08 ,17 113,108 DEVRY INC. COMMON STOCK 251893103 $ 1,300 74,900 X 02 ,17 74,900 DHB INDUSTRIES, INC. COMMON STOCK 23321E103 $ 1,088 57,154 X 17,24 57,154 DIAGNOSTIC PRODUCTS CORP. COMMON STOCK 252450101 $ 1,889 34,314 X 17,11 34,314 DICK'S SPORTING GOODS COMMON STOCK 253393102 $ 254 7,218 X 17 7,218 DIEBOLD INC COMMON STOCK 253651103 $ 4,269 76,600 X 02 ,17 76,600 DIGI INTERNATIONAL, INC. COMMON STOCK 253798102 $ 3,378 196,500 X 196,500 DIGITAL RIVER, INC. COMMON STOCK 25388B104 $ 1,623 39,000 X 17,24 39,000 DIGITAL RIVER, INC. COMMON STOCK 25388B104 $ 1,602 38,500 X 38,500 DIGITAL THEATER SYSTEMS COMMON STOCK 25389G102 $ 1,812 90,000 X 90,000 DIGITAS INC. COMMON STOCK 25388K104 $ 174 18,236 X 17 18,236 DILLARD'S, INC., CLASS A COMMON STOCK 254067101 $ 457 16,990 X 21,17 16,990 DIME COMMUNITY BANCORP COMMON STOCK 253922108 $ 2,842 158,684 X 17,08,11 ,02 158,684 DIMON INC COMMON STOCK 254394109 $ 241 35,861 X 17,08 35,861 DIODES INC. COMMON STOCK 254543101 $ 298 13,164 X 17,23 13,164 DIONEX CORP. COMMON STOCK 254546104 $ 2,495 44,025 X 17,11 44,025 DIRECT GENERAL COMMON STOCK 25456W204 $ 515 16,041 X 17,08 16,041 DISCOVERY LABS, INC.. COMMON STOCK 254668106 $ 89 11,200 X 17 11,200 DITECH COMM CORP COMMON STOCK 25500M103 $ 317 21,200 X 17,08 21,200 DOBSON COMMUNICATIONS COMMON STOCK 256069105 $ 3,050 1,773,240 X 17,02 1,773,240

Page 21 3f Detail DOLLAR GENERAL CORP. COMMON STOCK 256669102 $ 1,435 69,072 X 08 ,21,17 69,072 DOLLAR GENERAL CORP. COMMON STOCK 256669102 $ 864 41,621 X 41,621 DOLLAR THRIFTY AUTOMOTIVE COMMON STOCK 256743105 $ 894 29,600 X 17,08 29,600 DOLLAR TREE STORES INC COMMON STOCK 256747106 $ 6,734 234,800 X 02 ,17 234,800 DOLLAR TREE STORES INC COMMON STOCK 256747106 $ 2,426 84,590 X 84,590 DOMINION RESOURCES, INC. COMMON STOCK 25746U109 $ 5,649 83,394 X 21,08 ,17 83,394 DONALDSON CO INC. COMMON STOCK 257651109 $ 2,886 88,580 X 02 ,17 88,580 DOT HILL SYSTEMS CORP. COMMON STOCK 25848T109 $ 82 10,400 X 17 10,400 DOUBLECLICK, INC. COMMON STOCK 258609304 $ 225 28,921 X 17 28,921 DOVER CORP COMMON STOCK 260003108 $ 1,734 41,356 X 21,17 41,356 DOVER CORP COMMON STOCK 260003108 $ 2,995 71,400 X 71,400 DOVER DOWNS GAMING & ENTE COMMON STOCK 260095104 $ 367 28,037 X 28,037 DOW CHEMICAL CO. COMMON STOCK 260543103 $10,266 207,356 X 19,08 ,21,17 207,356 DOW CHEMICAL CO. COMMON STOCK 260543103 $ 3,010 60,788 X 60,788 DOW JONES AND COMPANY COMMON STOCK 260561105 $ 645 14,980 X 21,17 14,980 DOWNEY FINANCIAL CORP COMMON STOCK 261018105 $ 244 4,281 X 17 4,281 DPL INC. COMMON STOCK 233293109 $ 3,537 140,870 X 02 ,17 140,870 DRESS BARN, INC. COMMON STOCK 261570105 $ 431 24,462 X 17,08 24,462 DRS TECHNOLOGIES, INC. COMMON STOCK 23330X100 $ 244 5,722 X 17 5,722 DSP GROUP, INC. COMMON STOCK 23332B106 $ 457 20,468 X 17,08 20,468 DST SYSTEMS INC. COMMON STOCK 233326107 $ 4,828 92,640 X 02 ,17 92,640 DST SYSTEMS INC. COMMON STOCK 233326107 $ 3,378 64,810 X 64,810 DTE ENERGY CO COMMON STOCK 233331107 $ 1,354 31,391 X 21,17 31,391 DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 $ 9,915 202,150 X 21,17 202,150 DUKE ENERGY CORP. COMMON STOCK 264399106 $ 5,211 205,717 X 19,21,17 205,717 DUN & BRADSTREET NEW COMMON STOCK 26483E100 $ 4,448 74,560 X 02 ,17 74,560 DUPONT PHOTOMASK COMMON STOCK 26613X101 $ 201 7,596 X 08,17 7,596 DUQUESNE LIGHT HOLDINGS COMMON STOCK 266233105 $ 2,034 107,884 X 17,02 107,884 DURATECK, INC. COMMON STOCK 26658Q102 $ 238 9,538 X 17,23 9,538 DURATECK, INC. COMMON STOCK 26658Q102 $ 2,989 120,000 X 120,000 DURECT CORP. COMMON STOCK 266605104 $ 44 13,500 X 17 13,500 DYCOM COMMON STOCK 267475101 $ 2,109 69,096 X 08,17,02 69,096 DYNAMEX, INC. COMMON STOCK 26784F103 $ 1,853 100,000 X 100,000 DYNEGY, INC. COMMON STOCK 26816Q101 $ 424 91,772 X 21,08 ,17 91,772 E*TRADE FIN CORP. COMMON STOCK 269246104 $ 3,086 206,422 X 21,17 ,02 206,422 E*TRADE FIN CORP. COMMON STOCK 269246104 $ 3,053 204,200 X 204,200 E.PIPHANY INC. COMMON STOCK 26881V100 $ 145 29,954 X 08,17 29,954

Page 22 3f Detail E.PIPHANY INC. COMMON STOCK 26881V100 $ 275 56,917 X 56,917 EAGLE BROADBAND INC. COMMON STOCK 269437109 $ 17 25,900 X 17 25,900 EAGLE HOSPITALITY PROP TR COMMON STOCK 26959T102 $ 1,862 180,780 X 19,02 180,780 EAGLE HOSPITALITY PROP TR COMMON STOCK 26959T102 $ 3,473 337,155 X 337,155 EAGLE MATERIALS INC COMMON STOCK 26969P108 $ 904 10,470 X 17,08 10,470 EARTHLINK INC. COMMON STOCK 270321102 $ 4,439 385,339 X 17,08,23,02 385,339 EAST WEST BANCORP INC. COMMON STOCK 27579R104 $ 2,847 67,854 X 17,11 67,854 EASTMAN CHEMICAL CO. COMMON STOCK 277432100 $ 835 14,460 X 08 ,21,17 14,460 EASTMAN CHEMICAL CO. COMMON STOCK 277432100 $ 354 6,135 X 6,135 EASTMAN KODAK COMPANY COMMON STOCK 277461109 $ 1,853 57,446 X 21,17 57,446 EATON CORP. COMMON STOCK 278058102 $ 2,447 33,816 X 08 ,21,17 33,816 EATON VANCE CORP. COMMON STOCK 278265103 $ 3,744 71,800 X 02 ,17 71,800 EBAY, INC. COMMON STOCK 278642103 $17,849 153,499 X 08 ,22,21,17 153,499 EBAY, INC. COMMON STOCK 278642103 $ 2,198 18,900 X 18,900 ECHOSTAR COMMUNICATIONS A COMMON STOCK 278762109 $ 349 10,500 X 08 10,500 ECOLAB INC COMMON STOCK 278865100 $ 1,848 52,611 X 21,17 52,611 EDISON INTL. COMMON STOCK 281020107 $ 2,515 78,532 X 08 ,21,19,17 78,532 EDUCATION MANAGEMENT CORP COMMON STOCK 28139T101 $ 2,595 78,600 X 02 ,17 78,600 EDUCATION MANAGEMENT CORP COMMON STOCK 28139T101 $ 3,579 108,430 X 108,430 EDWARDS A.G. INC COMMON STOCK 281760108 $ 3,677 85,100 X 02 ,17 85,100 EDWARDS LIFESCIENCE CORP. COMMON STOCK 28176E108 $ 2,736 66,300 X 02 ,17 66,300 EFJ, INC. COMMON STOCK 26843B101 $ 2,895 300,000 X 300,000 EFUNDS CORPORATION COMMON STOCK 28224R101 $ 276 11,493 X 17 11,493 EFUNDS CORPORATION COMMON STOCK 28224R101 $ 807 33,600 X 33,600 EGL INC COMMON STOCK 268484102 $ 601 20,119 X 17,23 20,119 EL PASO CORP. COMMON STOCK 28336L109 $ 1,217 116,990 X 21,17 116,990 EL PASO ELECTRIC CO. COMMON STOCK 283677854 $ 1,421 75,002 X 23,17,08 75,002 ELECTRO SCIENTIFIC IND COMMON STOCK 285229100 $ 491 24,839 X 02,23,17,08 24,839 ELECTRONIC ARTS, INC. COMMON STOCK 285512109 $ 3,831 62,107 X 21,17 62,107 ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 $ 2,411 104,362 X 21,17 104,362 ELECTRONICS BOUTIQUE HLDG COMMON STOCK 286045109 $ 502 11,682 X 17,23 11,682 ELECTRONICS FOR IMAGING COMMON STOCK 286082102 $ 2,053 117,923 X 08,17,11 117,923 ELI LILLY AND COMPANY COMMON STOCK 532457108 $14,679 258,661 X 08 ,21,17 258,661 ELI LILLY AND COMPANY COMMON STOCK 532457108 $ 6,948 122,440 X 122,440 ELONG INC - SPONS ADR OTHER SECURITY 290138205 $ 887 47,558 X 24 47,558 EMC CORP. COMMON STOCK 268648102 $ 8,939 601,149 X 08 ,21,22,17 601,149 EMC CORP. COMMON STOCK 268648102 $12,028 808,870 X 808,870

Page 23 3f Detail EMCOR GROUP INC. COMMON STOCK 29084Q100 $ 366 8,100 X 17,08 8,100 EMERSON ELEC CO COMMON STOCK 291011104 $ 6,147 87,682 X 19,21,17 87,682 EMERSON ELEC CO COMMON STOCK 291011104 $ 1,766 25,190 X 25,190 EMMIS BROADCASTING - A COMMON STOCK 291525103 $ 4,464 232,647 X 17,02 232,647 EMULEX CORPORATION COMMON STOCK 292475209 $ 318 18,860 X 17 18,860 ENCORE ACQUISITION CO. COMMON STOCK 29255W100 $ 3,006 86,120 X 17,11 86,120 ENCORE MEDICAL CORP COMMON STOCK 29256E109 $ 2,037 300,000 X 300,000 ENCORE WIRE CORP COMMON STOCK 292562105 $ 326 24,481 X 17,08 24,481 ENCYSIVE PHARMACEUTICALS COMMON STOCK 29256X107 $ 136 13,697 X 17 13,697 ENERGEN CORP. COMMON STOCK 29265N108 $ 3,282 55,674 X 19,23,17,08 55,674 ENERGIZER HOLDINGS COMMON STOCK 29266R108 $ 3,921 78,900 X 02 ,17 78,900 ENERGY EAST CORP. COMMON STOCK 29266M109 $ 4,344 162,820 X 02 ,17 162,820 ENERGY PARTNERS LTD COMMON STOCK 29270U105 $ 707 34,860 X 17,08,19 34,860 ENGELHARD CORP COMMON STOCK 292845104 $ 1,024 33,391 X 21,19,17 33,391 ENGINEERED SUPPORT SYSTEM COMMON STOCK 292866100 $ 3,399 57,390 X 17,11 57,390 ENNIS BUSINESS FORMS, INC COMMON STOCK 293389102 $ 706 36,700 X 17,11 36,700 ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 $ 5,302 167,060 X 02 ,17 167,060 ENTERASYS NETWORK, INC. COMMON STOCK 293637104 $ 1,156 641,977 X 19,17,02 641,977 ENTERASYS NETWORK, INC. COMMON STOCK 293637104 $ 80 44,472 X 44,472 ENTERCOM COMMUNICATIONS COMMON STOCK 293639100 $ 1,909 53,180 X 02 ,17 53,180 ENTERGY CORP COMMON STOCK 29364G103 $ 3,439 50,876 X 08 ,19,21,17 50,876 ENTERTAINMENT PROPERTIES COMMON STOCK 29380T105 $ 272 6,114 X 17 6,114 ENTRAVISION COMM COMMON STOCK 29382R107 $ 2,023 242,273 X 17,02 242,273 ENTRUST TECHNOLOGIES INC COMMON STOCK 293848107 $ 76 19,962 X 17 19,962 ENZON, INC. COMMON STOCK 293904108 $ 4,024 293,300 X 17,02 293,300 EOG RESOURCES, INC. COMMON STOCK 26875P101 $ 1,701 23,841 X 21,17 23,841 EOG RESOURCES, INC. COMMON STOCK 26875P101 $ 9,016 126,340 X 126,340 EPICOR SOFTWARE CORP. COMMON STOCK 29426L108 $ 158 11,189 X 17 11,189 EPICOR SOFTWARE CORP. COMMON STOCK 29426L108 $ 173 12,247 X 12,247 EPIQ SYSTEMS, INC. COMMON STOCK 26882D109 $ 1,667 113,847 X 17,05 113,847 EPIX MEDICAL, INC. COMMON STOCK 26881Q101 $ 2,596 144,930 X 17,05 144,930 EQUIFAX INC COMMON STOCK 294429105 $ 783 27,851 X 21,17 27,851 EQUITABLE RES INC COMMON STOCK 294549100 $ 4,143 68,300 X 02 ,17 68,300 EQUITY INNS INC. COMMON STOCK 294703103 $ 1,071 91,236 X 17,08 91,236 EQUITY INNS INC. COMMON STOCK 294703103 $ 770 65,600 X 65,600 EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 $ 2,547 87,482 X 08 ,21,17 87,482 EQUITY RESIDENTIAL COMMON STOCK 29476L107 $ 2,077 57,411 X 21,17 57,411

Page 24 3f Detail ERESEARCH TECHNOLOGY INC COMMON STOCK 29481V108 $ 187 11,789 X 17 11,789 ERESEARCH TECHNOLOGY INC COMMON STOCK 29481V108 $ 2,767 174,550 X 174,550 ERICSSON (L.M.) TEL-ADR OTHER SECURITY 294821608 $ 365 11,600 X 11,600 ESCO TECHNOLOGIES, INC. COMMON STOCK 296315104 $ 1,283 16,732 X 17,08,23 16,732 ESS TECHNOLOGY, INC. COMMON STOCK 269151106 $ 83 11,700 X 08,17 11,700 ESSEX PROPERTY TRUST INC. COMMON STOCK 297178105 $ 499 5,959 X 17 5,959 ESTEE LAUDER COS. CL A COMMON STOCK 518439104 $ 292 6,370 X 6,370 ESTERLINE TECHNOLOGIES COMMON STOCK 297425100 $ 735 22,501 X 17,08 22,501 ETHAN ALLEN COMMON STOCK 297602104 $ 356 8,900 X 17 8,900 EUR PROSIEBEN SAT.1 MEDIA PREFERRED STOCK 4579131 $ 233 12,836 X 17 12,836 EUROBANCSHARES, INC. COMMON STOCK 298716101 $ 460 21,914 X 17,08 21,914 EURONET WORLDWIDE, INC. COMMON STOCK 298736109 $ 1,856 71,335 X 17,24 71,335 EVEREST RE GROUP LTD COMMON STOCK G3223R108 $ 5,551 61,980 X 02 ,17 61,980 EXAR CORP. COMMON STOCK 300645108 $ 266 18,744 X 08,17 18,744 EXCEL TECHNOLOGY COMMON STOCK 30067T103 $ 2,080 80,000 X 80,000 EXELIXIS, INC. COMMON STOCK 30161Q104 $ 127 13,400 X 17 13,400 EXELON CORP. COMMON STOCK 30161N101 $ 6,506 147,622 X 19,21,17 147,622 EXPEDITOR INTL WASHINGTON COMMON STOCK 302130109 $ 6,466 115,720 X 02 ,17 115,720 EXPRESS JET HOLDINGS INC COMMON STOCK 30218U108 $ 874 67,846 X 17,08 67,846 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 $ 1,197 15,660 X 21,17 15,660 EXPRESS SCRIPTS INC. COMMON STOCK 302182100 $ 205 2,685 X 2,685 EXTREME NETWORKS, INC. COMMON STOCK 30226D106 $ 169 25,862 X 17 25,862 EXXON MOBIL CORP. COMMON STOCK 30231G102 $72,831 1,420,815 X 19,08 ,21,17 1,420,815 EXXON MOBIL CORP. COMMON STOCK 30231G102 $11,578 225,862 X 225,862 EYETECH PHARMACEUTICALS COMMON STOCK 302297106 $ 8,763 192,600 X 192,600 F5 NETWORKS, INC. COMMON STOCK 315616102 $ 402 8,241 X 17 8,241 F5 NETWORKS, INC. COMMON STOCK 315616102 $ 989 20,300 X 20,300 FACTSET RESEARCH SYSTEM COMMON STOCK 303075105 $ 6,355 108,750 X 17,05 108,750 FACTSET RESEARCH SYSTEM COMMON STOCK 303075105 $ 2,306 39,460 X 39,460 FAIR ISSAC & CO. INC. COMMON STOCK 303250104 $ 4,535 123,625 X 02 ,17,11 123,625 FAIRCHILD SEMICON INTL -A COMMON STOCK 303726103 $ 6,559 403,395 X 02 ,17 403,395 FAMILY DOLLAR STORES COMMON STOCK 307000109 $ 1,140 36,506 X 08 ,21,17 36,506 FANNIE MAE COMMON STOCK 313586109 $14,909 209,361 X 08 ,21,17 209,361 FANNIE MAE COMMON STOCK 313586109 $ 5,737 80,055 X 80,055 FARGO ELECTRONICS COMMON STOCK 30744P102 $ 2,248 150,000 X 150,000 FASTENAL CO. COMMON STOCK 311900104 $ 5,148 83,620 X 02 ,17 83,620 FEDERAL SIGNAL CORP COMMON STOCK 313855108 $ 1,110 62,843 X 17,02 62,843

Page 25 3f Detail FEDERATED DEPART. STORES COMMON STOCK 31410H101 $ 2,673 46,251 X 21,19,08 ,17 46,251 FEDERATED DEPART. STORES COMMON STOCK 31410H101 $ 278 4,808 X 4,808 FEDERATED INVESTORS INC COMMON STOCK 314211103 $ 554 18,211 X 21,17 18,211 FEDEX CORP COMMON STOCK 31428X106 $ 6,441 65,402 X 08 ,19,21,17 65,402 FELCOR LODGING TRUST COMMON STOCK 31430F101 $ 860 58,700 X 17,23,08 58,700 FERRO CORP. COMMON STOCK 315405100 $ 2,707 116,742 X 17,02 116,742 FIDELITY NATIONAL FINANCI COMMON STOCK 316326107 $ 8,767 191,958 X 02 ,17 191,958 FIDELITY NATIONAL FINANCI COMMON STOCK 316326107 $ 251 5,500 X 5,500 FIFTH THIRD BANCORP COMMON STOCK 316773100 $ 5,418 114,589 X 21,17 114,589 FILENET CORP. COMMON STOCK 316869106 $ 258 10,017 X 17 10,017 FINANCIAL FEDERAL CORP. COMMON STOCK 317492106 $ 6,168 157,352 X 17,05 157,352 FINISAR CORPORATION COMMON STOCK 31787A101 $ 63 27,700 X 17 27,700 FINLAY ENTERPRISES COMMON STOCK 317884203 $ 1,038 52,474 X 23,02 52,474 FIRST AMERICAN FINANCIAL COMMON STOCK 318522307 $ 3,508 99,820 X 02 ,17 99,820 FIRST BANCORP. OTHER SECURITY 318672102 $ 928 14,609 X 23,17 14,609 FIRST CHARTER CORP. COMMON STOCK 319439105 $ 219 8,368 X 17 8,368 FIRST COMMONWEALTH FINANC COMMON STOCK 319829107 $ 240 15,566 X 17 15,566 FIRST DATA CORP. COMMON STOCK 319963104 $ 7,805 183,468 X 08 ,21,17 183,468 FIRST FINANCIAL COMMON STOCK 320239106 $ 272 8,300 X 17,08 8,300 FIRST HEALTH GROUP CORP COMMON STOCK 320960107 $ 2,838 151,678 X 17,08,02 151,678 FIRST HORIZON NATL CORP COMMON STOCK 320517105 $ 1,103 25,591 X 08 ,21,17 25,591 FIRST HORIZON PHARMACEUT. COMMON STOCK 32051K106 $ 460 20,088 X 17,23 20,088 FIRST HORIZON PHARMACEUT. COMMON STOCK 32051K106 $ 739 32,300 X 32,300 FIRST INDUSTRIAL (LONG) COMMON STOCK 32054K103 $ 437 10,722 X 17 10,722 FIRST MIDWEST BANCORP INC COMMON STOCK 320867104 $ 1,899 52,327 X 17,02 52,327 FIRST NATIONAL BANCSHARES COMMON STOCK 321100109 $ 385 16,129 X 17 16,129 FIRST NIAGARA FIN GROUP COMMON STOCK 33582V108 $ 499 35,768 X 08,17 35,768 FIRST REPUBLIC BANK COMMON STOCK 336158100 $ 998 18,829 X 17,08 18,829 FIRSTENERGY CORP. COMMON STOCK 337932107 $ 2,643 66,886 X 21,17 66,886 FIRSTFED FINANCIAL CORP COMMON STOCK 337907109 $ 1,225 23,625 X 17,23,08 23,625 FIRSTMERIT CORPORATION COMMON STOCK 337915102 $ 3,358 117,880 X 08 ,19,02 ,17 117,880 FIRSTMERIT CORPORATION COMMON STOCK 337915102 $ 4,806 168,700 X 168,700 FISERV, INC. COMMON STOCK 337738108 $ 1,452 36,116 X 21,17 36,116 FISERV, INC. COMMON STOCK 337738108 $ 3,567 88,750 X 88,750 FISHER SCIENTIFIC INT'L COMMON STOCK 338032204 $ 1,489 23,869 X 17,21,17 23,869 FISHER SCIENTIFIC INT'L COMMON STOCK 338032204 $10,336 165,695 X 165,695 FLAGSTAR BANCORP INC. COMMON STOCK 337930101 $ 1,148 50,782 X 17,23,08 50,782

Page 26 3f Detail FLEETWOOD ENTERPRISES INC COMMON STOCK 339099103 $ 173 12,861 X 17 12,861 FLOWERS FOODS, INC. COMMON STOCK 343498101 $ 565 17,879 X 17,08 17,879 FLOWSERVE CORPORATION COMMON STOCK 34354P105 $ 2,791 101,355 X 19,08,17,02 101,355 FLOWSERVE CORPORATION COMMON STOCK 34354P105 $ 3,297 119,700 X 119,700 FLUOR CORP (NEW) COMMON STOCK 343412102 $ 926 16,985 X 21,17 16,985 FLYI INC. COMMON STOCK 34407T104 $ 764 431,563 X 17,02 431,563 FLYI INC. COMMON STOCK 34407T104 $ 99 55,755 X 55,755 FMC CORP COMMON STOCK 302491303 $ 3,375 69,874 X 17,02 ,08 69,874 FMC TECHNOLOGIES INC. COMMON STOCK 30249U101 $ 2,476 76,883 X 02 ,17 76,883 FNB CORP. COMMON STOCK 302520101 $ 242 11,899 X 17 11,899 FOOT LOCKER, INC. COMMON STOCK 344849104 $ 4,586 170,300 X 08 ,02 ,17 170,300 FORD MOTOR CO DEL COMMON STOCK 345370860 $ 6,291 429,728 X 19,08 ,21,17 429,728 FOREST LABS, INC. COMMON STOCK 345838106 $ 4,510 100,532 X 21,08 ,17 100,532 FOREST OIL CORP. COMMON STOCK 346091705 $ 2,541 80,095 X 17,02 80,095 FORMFACTOR, INC. COMMON STOCK 346375108 $ 205 7,537 X 17 7,537 FORTUNE BRANDS, INC. COMMON STOCK 349631101 $ 2,260 29,286 X 21,17 29,286 FORTUNE BRANDS, INC. COMMON STOCK 349631101 $ 9,978 129,280 X 129,280 FORWARD AIR CORP. COMMON STOCK 349853101 $ 421 9,410 X 23,17 9,410 FOSSIL, INC. COMMON STOCK 349882100 $ 5,591 218,050 X 02 ,05 218,050 FOSSIL, INC. COMMON STOCK 349882100 $ 485 18,930 X 18,930 FOUNDATION COAL HLDG. INC COMMON STOCK 35039W100 $ 1,384 60,000 X 02 60,000 FOUNDRY NETWORKS, INC. COMMON STOCK 35063R100 $ 654 49,700 X 02 49,700 FOX ENTERTAINMENT GROUP COMMON STOCK 35138T107 $ 907 29,000 X 08 29,000 FPL GROUP, INC. COMMON STOCK 302571104 $ 3,376 45,166 X 21,08 ,17 45,166 FRANKLIN BANK CORP COMMON STOCK 352451108 $ 674 36,940 X 17,19 36,940 FRANKLIN BANK CORP COMMON STOCK 352451108 $ 3,863 211,691 X 211,691 FRANKLIN RESOURCES, INC. COMMON STOCK 354613101 $ 3,550 50,971 X 21,17 50,971 FRANKLIN RESOURCES, INC. COMMON STOCK 354613101 $14,776 212,150 X 212,150 FREDDIE MAC COMMON STOCK 313400301 $11,426 155,038 X 08 ,21,17 155,038 FREDDIE MAC COMMON STOCK 313400301 $ 5,365 72,800 X 72,800 FREDS INC COMMON STOCK 356108100 $ 180 10,360 X 17 10,360 FREEPORT-MCMORAN COPPER-B COMMON STOCK 35671D857 $ 1,357 35,506 X 21,17 35,506 FREESCALE SEMICONDUCTOR B COMMON STOCK 35687M206 $ 1,359 74,029 X 08 ,21,17 74,029 FREMONT GENERAL CORP. COMMON STOCK 357288109 $ 687 27,282 X 23 27,282 FRIEDMAN BILLINGS RAMSEY COMMON STOCK 358434108 $ 661 34,070 X 19 34,070 FRIEDMAN BILLINGS RAMSEY COMMON STOCK 358434108 $ 5,017 258,752 X 258,752 FRONTIER AIRLINES, INC. COMMON STOCK 359065109 $ 189 16,597 X 23,17 16,597

Page 27 3f Detail FRONTIER OIL CORP. COMMON STOCK 35914P105 $ 438 16,447 X 17,23 16,447 FSI INTL INC COMMON STOCK 302633102 $ 1,868 400,000 X 400,000 FUELCELL ENERGY, INC. COMMON STOCK 35952H106 $ 111 11,203 X 17 11,203 FURNITURE BRANDS INTL. COMMON STOCK 360921100 $ 1,874 74,800 X 08,17,02 74,800 G & K SERVICES, INC. CL A COMMON STOCK 361268105 $ 874 20,122 X 17,02 20,122 GABLES RESIDENT(SHORT) COMMON STOCK 362418105 $ 1,913 53,460 X 17,08 53,460 GAMESTOP CORP. CLASS B COMMON STOCK 36466R200 $ 475 21,203 X 17,23 21,203 GANDER MOUNTAIN CO. COMMON STOCK 36471P108 $ 1,048 81,700 X 17,02 81,700 GANNETT CO., INC. COMMON STOCK 364730101 $ 5,521 67,576 X 19,21,08 ,17 67,576 GANNETT CO., INC. COMMON STOCK 364730101 $ 4,677 57,240 X 57,240 GAP INC COMMON STOCK 364760108 $ 3,861 182,820 X 08 ,21,17 182,820 GARDNER DENVER, INC. COMMON STOCK 365558105 $ 261 7,203 X 08,17 7,203 GARTNER GROUP INC COMMON STOCK 366651107 $ 1,558 125,006 X 17,08,02 125,006 GARTNER GROUP INC. CL B COMMON STOCK 366651206 $ 484 39,400 X 17 39,400 GATEWAY INC COMMON STOCK 367626108 $ 2,658 442,223 X 21,17,17 ,08,02 442,223 GATX CORP COMMON STOCK 361448103 $ 2,784 94,178 X 17,02 ,08 94,178 GAYLORD ENTERTAINMENT COMMON STOCK 367905106 $ 302 7,276 X 17 7,276 GEHL CO. COMMON STOCK 368483103 $ 446 19,097 X 24 19,097 GEN GROWTH PROPERTIES COMMON STOCK 370021107 $ 394 10,900 X 19 10,900 GENCORP, INC COMMON STOCK 368682100 $ 246 13,274 X 17 13,274 GENELABS TECHNOLOGIES COMMON STOCK 368706107 $ 189 157,155 X 17,08 157,155 GENENTECH INC. COMMON STOCK 368710406 $ 1,225 22,493 X 22 22,493 GENENTECH INC. COMMON STOCK 368710406 $13,484 247,693 X 247,693 GENERAL CABLE COMMON STOCK 369300108 $ 363 26,200 X 17,08 26,200 GENERAL COMM., CLASS A COMMON STOCK 369385109 $ 360 32,648 X 17,08 32,648 GENERAL DYNAMICS CORP. COMMON STOCK 369550108 $ 4,271 40,831 X 21,17 40,831 GENERAL ELECTRIC CO. COMMON STOCK 369604103 $87,196 2,388,926 X 19,22,08 ,21,17 2,388,926 GENERAL ELECTRIC CO. COMMON STOCK 369604103 $11,691 320,309 X 320,309 GENERAL MILLS, INC. COMMON STOCK 370334104 $ 3,776 75,962 X 21,17 75,962 GENERAL MOTORS CORP. COMMON STOCK 370442105 $ 4,972 124,108 X 08 ,21,17 124,108 GENESCO, INC. COMMON STOCK 371532102 $ 1,087 34,920 X 17,19,08 34,920 GENESCO, INC. COMMON STOCK 371532102 $ 3,752 120,500 X 120,500 GENESEE & WYOMING INC COMMON STOCK 371559105 $ 969 34,450 X 17,08 34,450 GENLYTE GROUP, INC. COMMON STOCK 372302109 $ 1,425 16,629 X 23,19,08,17 16,629 GENLYTE GROUP, INC. COMMON STOCK 372302109 $ 4,832 56,400 X 56,400 GENTA INC. COMMON STOCK 37245M207 $ 30 17,210 X 17 17,210 GENTEX CORP COMMON STOCK 371901109 $ 8,723 235,640 X 02 ,17,05 235,640

Page 28 3f Detail GENTIVA HEALTH SERVICES COMMON STOCK 37247A102 $ 518 31,009 X 17,08 31,009 GENUINE PARTS CO COMMON STOCK 372460105 $ 1,574 35,716 X 21,17 35,716 GENWORTH FINANCIAL COMMON STOCK 37247D106 $ 456 16,900 X 08 16,900 GENZYME CORP. COMMON STOCK 372917104 $ 2,703 46,552 X 17,21,17 46,552 GENZYME CORP. COMMON STOCK 372917104 $ 2,184 37,610 X 37,610 GEORGIA GULF CORP COMMON STOCK 373200203 $ 3,577 71,828 X 19,17,23,08 71,828 GEORGIA GULF CORP COMMON STOCK 373200203 $ 1,658 33,300 X 33,300 GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 $ 2,280 60,844 X 21,19,17 60,844 GEORGIA-PACIFIC CORP. COMMON STOCK 373298108 $ 660 17,600 X 17,600 GERBER SCIENTIFIC, INC. COMMON STOCK 373730100 $ 171 22,507 X 19,23 22,507 GERBER SCIENTIFIC, INC. COMMON STOCK 373730100 $ 613 80,600 X 80,600 GERON CORP COMMON STOCK 374163103 $ 99 12,437 X 17 12,437 GETTY IMAGES, INC. COMMON STOCK 374276103 $ 5,794 84,150 X 05 84,150 GETTY IMAGES, INC. COMMON STOCK 374276103 $ 1,033 15,000 X 15,000 GIANT INDUSTRIES, INC. COMMON STOCK 374508109 $ 305 11,502 X 17,23 11,502 GILEAD SCIENCES, INC. COMMON STOCK 375558103 $ 3,499 100,000 X 22,21,08 ,17 100,000 GILEAD SCIENCES, INC. COMMON STOCK 375558103 $ 763 21,800 X 21,800 GILLETTE CO. COMMON STOCK 375766102 $10,149 226,640 X 08 ,21,17 226,640 GILLETTE CO. COMMON STOCK 375766102 $10,423 232,760 X 232,760 GLACIER BANCORP, INC. COMMON STOCK 37637Q105 $ 223 6,562 X 17 6,562 GLATFELTER COMPANY COMMON STOCK 377316104 $ 3,259 213,265 X 17,02 ,19 213,265 GLATFELTER COMPANY COMMON STOCK 377316104 $ 4,621 302,427 X 302,427 GLAXOSMITHKLINE PLC ADR OTHER SECURITY 37733W105 $ 1,339 28,250 X 28,250 GLIMCHER REALTY (LONG) COMMON STOCK 379302102 $ 237 8,538 X 17 8,538 GLOBAL IMAGING SYSTEMS COMMON STOCK 37934A100 $ 811 20,534 X 08,17,23 20,534 GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 $ 2,140 258,148 X 17,02 258,148 GLOBAL PAYMENT INC. COMMON STOCK 37940X102 $ 1,405 24,000 X 02 24,000 GOLD BANC CORP., INC. COMMON STOCK 379907108 $ 1,030 70,446 X 17,08 70,446 GOLDEN WEST FINANC CORP COMMON STOCK 381317106 $ 3,822 62,222 X 21,17 62,222 GOLDMAN SACHS GROUP, INC. COMMON STOCK 38141G104 $11,598 111,472 X 19,08 ,21,17 111,472 GOLDMAN SACHS GROUP, INC. COMMON STOCK 38141G104 $ 9,806 94,252 X 94,252 GOODRICH CORP. COMMON STOCK 382388106 $ 782 23,951 X 21,17 23,951 GOODY'S FAMILY CLOTHING COMMON STOCK 382588101 $ 114 12,500 X 17,08 12,500 GOODYEAR TIRE COMMON STOCK 382550101 $ 2,416 164,808 X 21,17 ,08 164,808 GOOGLE INC. CL A COMMON STOCK 38259P508 $11,312 58,580 X 58,580 GOVT PROPERTIES TRUST COMMON STOCK 38374W107 $ 372 37,680 X 17,08 37,680 GOVT PROPERTIES TRUST COMMON STOCK 38374W107 $ 114 11,562 X 11,562

Page 29 3f Detail GRACO, INC. COMMON STOCK 384109104 $ 2,746 73,520 X 02 ,17 73,520 GRAFTECH INTERNATIONAL COMMON STOCK 384313102 $ 2,159 228,216 X 17,02 228,216 GRAINGER W.W. INC. COMMON STOCK 384802104 $ 1,161 17,425 X 21,17 17,425 GRANITE COMMON STOCK 387328107 $ 1,346 50,615 X 17,02 50,615 GRANT PRIDECO INC. COMMON STOCK 38821G101 $ 4,752 237,020 X 02 ,17 237,020 GRANT PRIDECO INC. COMMON STOCK 38821G101 $ 239 11,926 X 11,926 GRAPHICS PACKAGING CORP COMMON STOCK 388688103 $ 91 12,700 X 17 12,700 GREAT ATLNTIC/PACIFIC TEA COMMON STOCK 390064103 $ 216 21,052 X 17,08 21,052 GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 $ 3,407 119,598 X 21,17 ,02 119,598 GREAT PLAINS ENERGY INC COMMON STOCK 391164100 $ 2,525 83,400 X 02 ,17 83,400 GREAT SOUTHERN BANCORP COMMON STOCK 390905107 $ 335 9,576 X 17,08 9,576 GREAT WOLF RESORTS, INC. COMMON STOCK 391523107 $ 1,597 71,500 X 02 71,500 GREATER BAY COMMON STOCK 391648102 $ 2,773 99,477 X 17,02 ,08 99,477 GREENBRIER COS., INC. COMMON STOCK 393657101 $ 440 13,000 X 17,19,08 13,000 GREENFIELD ONLINE COMMON STOCK 395150105 $ 1,186 53,955 X 17,24 53,955 GREENHILL & CO., INC. COMMON STOCK 395259104 $ 660 22,980 X 08,17,02 22,980 GREIF BROS. CO. CLASS A COMMON STOCK 397624107 $ 1,170 20,900 X 17,08 20,900 GREY GLOBAL GROUP, INC. COMMON STOCK 39787M108 $ 894 813 X 17,23 813 GREY WOLF INCORPORATED COMMON STOCK 397888108 $ 1,576 299,117 X 17,02 299,117 GREY WOLF INCORPORATED COMMON STOCK 397888108 $ 430 81,593 X 81,593 GRIFFON CORP. COMMON STOCK 398433102 $ 674 24,960 X 17,08 24,960 GTECH HOLDINGS CORP COMMON STOCK 400518106 $ 3,332 128,400 X 02 ,17 128,400 GUIDANT CORP. COMMON STOCK 401698105 $ 5,831 80,867 X 21,08 ,17 80,867 GUIDANT CORP. COMMON STOCK 401698105 $ 3,425 47,500 X 47,500 GUILFORD PHARMACEUTICALS COMMON STOCK 401829106 $ 52 10,509 X 17 10,509 GUILFORD PHARMACEUTICALS COMMON STOCK 401829106 $ 129 26,000 X 26,000 GUITAR CENTER INC. COMMON STOCK 402040109 $ 345 6,555 X 17 6,555 H & R BLOCK, INC. COMMON STOCK 093671105 $ 1,883 38,436 X 21,19,17 38,436 H & R BLOCK, INC. COMMON STOCK 093671105 $ 593 12,100 X 12,100 H.B. FULLER CO. COMMON STOCK 359694106 $ 980 34,365 X 17,08 34,365 H.J. HEINZ CO. COMMON STOCK 423074103 $ 2,774 71,157 X 21,17 71,157 HAEMONETICS CORP. COMMON STOCK 405024100 $ 1,296 35,778 X 17,23 35,778 HALLIBURTON CO COMMON STOCK 406216101 $ 3,530 89,962 X 21,17 89,962 HANDLEMAN CO. COMMON STOCK 410252100 $ 368 17,139 X 19,17,23 17,139 HANDLEMAN CO. COMMON STOCK 410252100 $ 380 17,700 X 17,700 HANMI FINANCIAL COMMON STOCK 410495105 $ 1,907 53,052 X 23,17,08 53,052 HANOVER COMPRESSOR CO COMMON STOCK 410768105 $ 1,569 111,070 X 08,17,02 111,070

Page 30 3f Detail HANSEN NATURAL CORP. COMMON STOCK 411310105 $ 2,137 58,679 X 17,24 58,679 HARLEY-DAVIDSON, INC. COMMON STOCK 412822108 $ 3,641 59,927 X 21,17 59,927 HARMAN INTL COMMON STOCK 413086109 $ 9,335 73,500 X 02 ,17 73,500 HARMONIC, INC. COMMON STOCK 413160102 $ 143 17,184 X 17 17,184 HARRAH'S ENTERTAIN INC COMMON STOCK 413619107 $ 1,500 22,421 X 21,17 22,421 HARRIS & HARRIS GRP INC. COMMON STOCK 413833104 $ 1,469 89,700 X 89,700 HARRIS CORP. COMMON STOCK 413875105 $ 4,958 80,240 X 19,02 ,17 80,240 HARRIS CORP. COMMON STOCK 413875105 $ 2,416 39,100 X 39,100 HARRIS INTERACTIVE, INC. COMMON STOCK 414549105 $ 130 16,400 X 08,17 16,400 HARSCO CORP COMMON STOCK 415864107 $ 2,843 51,000 X 19,02 ,17 51,000 HARSCO CORP COMMON STOCK 415864107 $ 2,331 41,825 X 41,825 HARTE-HANKS, INC COMMON STOCK 416196103 $ 4,894 188,390 X 11 ,02 ,17 188,390 HARTFORD FINANCIAL SVC COMMON STOCK 416515104 $ 5,335 76,971 X 19,21,08 ,17 76,971 HARTFORD FINANCIAL SVC COMMON STOCK 416515104 $ 3,954 57,050 X 57,050 HARTMARX CORP. COMMON STOCK 417119104 $ 170 21,906 X 17,23 21,906 HASBRO INC COMMON STOCK 418056107 $ 1,055 54,421 X 21,08 ,17 54,421 HAWAIIAN ELECTRIC INDUST COMMON STOCK 419870100 $ 2,486 85,300 X 02 ,17 85,300 HAYES LEMMERZ INTL COMMON STOCK 420781304 $ 380 43,000 X 17,08 43,000 HCA THE HEALTHCARE COMP COMMON STOCK 404119109 $ 4,056 101,513 X 21,08 ,17 101,513 HCC INSURANCE HOLDINGS COMMON STOCK 404132102 $ 3,198 96,560 X 11 ,02 ,17 96,560 HEADWATERS, INC. COMMON STOCK 42210P102 $ 249 8,744 X 17 8,744 HEALTH MANAGEMENT ASSOC COMMON STOCK 421933102 $ 1,126 49,541 X 21,17 49,541 HEALTH MANAGEMENT ASSOC COMMON STOCK 421933102 $ 3,295 145,040 X 145,040 HEALTH NET INC COMMON STOCK 42222G108 $ 3,442 119,240 X 02 ,17 119,240 HEALTHCARE REALTY TRUST COMMON STOCK 421946104 $ 443 10,889 X 17 10,889 HEALTHEXTRAS, INC. COMMON STOCK 422211102 $ 625 38,323 X 17,24 38,323 HEALTHSOUTH CORP COMMON STOCK 421924101 $ 427 68,000 X 68,000 HEALTHTRONICS, INC. COMMON STOCK 42222L107 $ 107 10,075 X 23 10,075 HEARTLAND EXPRESS INC COMMON STOCK 422347104 $ 556 24,753 X 17,23 24,753 HECLA MINING CO. COMMON STOCK 422704106 $ 181 31,118 X 17 31,118 HEICO CORP. STOCK COMMON STOCK 422806109 $ 311 13,783 X 17,08 13,783 HEIDRICK & STRUGGLES INTL COMMON STOCK 422819102 $ 787 22,973 X 17,23 22,973 HELMERICH & PAYNE INC. COMMON STOCK 423452101 $ 2,192 64,400 X 17,02 64,400 HENRY SCHEIN, INC. COMMON STOCK 806407102 $ 4,334 62,240 X 11 ,02 ,17 62,240 HERCULES INC. COMMON STOCK 427056106 $ 1,723 116,019 X 21,17 ,08 116,019 HERMAN MILLER, INC. COMMON STOCK 600544100 $ 2,122 76,800 X 02 ,17 76,800 HERSHEY FOODS CORP COMMON STOCK 427866108 $ 2,750 49,522 X 21,17 49,522

Page 31 3f Detail HEWLETT-PACKARD CO. COMMON STOCK 428236103 $14,134 673,990 X 19,08 ,21,17 673,990 HEWLETT-PACKARD CO. COMMON STOCK 428236103 $ 242 11,569 X 11,569 HEXCEL CORP. COMMON STOCK 428291108 $ 443 30,569 X 17,23 30,569 HIBERNIA CORP CLASS A COMMON STOCK 428656102 $ 4,916 166,600 X 02 ,17 166,600 HIGHWOODS PROPERTIES COMMON STOCK 431284108 $ 2,968 107,144 X 17,02 ,08 107,144 HILB, ROGAL & HAMILTON CO COMMON STOCK 431294107 $ 1,272 35,089 X 17,11 35,089 HILLENBRAND INDS INC COMMON STOCK 431573104 $ 3,677 66,200 X 02 ,17 66,200 HILTON HOTELS CORP. COMMON STOCK 432848109 $ 2,262 99,487 X 21,08 ,17 99,487 HNI CORPORATION COMMON STOCK 404251100 $ 2,569 59,670 X 02 ,17 59,670 HOLLINGER INT'L INC. COMMON STOCK 435569108 $ 216 13,754 X 17 13,754 HOLLYWOOD ENTERTAINMENT COMMON STOCK 436141105 $ 1,909 145,836 X 17,08,23 145,836 HOME PROPERTIES COMMON STOCK 437306103 $ 371 8,625 X 17 8,625 HOMEBANC CORP. COMMON STOCK 43738R109 $ 103 10,647 X 17 10,647 HOMEBANC CORP. COMMON STOCK 43738R109 $ 208 21,476 X 21,476 HOMESTORE.COM INC COMMON STOCK 437852106 $ 301 99,439 X 17,08 99,439 HONEYWELL INTERNATIONAL COMMON STOCK 438516106 $ 6,206 175,269 X 21,17 175,269 HORACE MANN EDUCATORS COMMON STOCK 440327104 $ 1,134 59,459 X 17,02 59,459 HORMEL FOODS CORP COMMON STOCK 440452100 $ 4,669 148,920 X 02 ,17 148,920 HOSPIRA INC. COMMON STOCK 441060100 $ 1,122 33,482 X 08 ,21,17 33,482 HOSPIRA INC. COMMON STOCK 441060100 $ 314 9,370 X 9,370 HOSPITALITY PPTYS TRUST COMMON STOCK 44106M102 $ 3,301 71,760 X 02 ,17 71,760 HOT TOPIC INC COMMON STOCK 441339108 $ 198 11,538 X 17 11,538 HOUSEVALUES INC. COMMON STOCK 44183Y102 $ 2,103 140,000 X 140,000 HOUSTON EXPLORATION COMP COMMON STOCK 442120101 $ 1,015 18,023 X 17,08 18,023 HOVNANIAN ENTERPRISES - A COMMON STOCK 442487203 $ 3,289 66,420 X 02 ,17 66,420 HSBC HOLDINGS PLC - ADR OTHER SECURITY 404280406 $ 254 2,986 X 17 2,986 HUB GROUP COMMON STOCK 443320106 $ 1,828 35,000 X 35,000 HUBBELL INC CL B COMMON STOCK 443510201 $ 3,797 72,600 X 19,02 ,17 72,600 HUBBELL INC CL B COMMON STOCK 443510201 $ 2,897 55,400 X 55,400 HUDSON RIVER BANCORP COMMON STOCK 444128102 $ 969 48,955 X 17,08 48,955 HUDSON UNITED BANCORP COMMON STOCK 444165104 $ 371 9,415 X 23 9,415 HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 $ 723 60,140 X 08,17 60,140 HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 $ 1,513 125,890 X 125,890 HUMANA INCORPORATED COMMON STOCK 444859102 $ 1,873 63,069 X 21,17 ,23 63,069 HUNT (JB) TRANSPRT SVCS COMMON STOCK 445658107 $10,504 234,200 X 02 ,17,05 234,200 HUNT (JB) TRANSPRT SVCS COMMON STOCK 445658107 $ 490 10,931 X 10,931 HUNTINGTON BANCSHARES COMMON STOCK 446150104 $ 1,170 47,230 X 21,17 47,230

Page 32 3f Detail HUTCHINSON TECHNOLOGY INC COMMON STOCK 448407106 $ 902 26,091 X 17,08 26,091 HYDRIL CO. COMMON STOCK 448774109 $ 1,485 32,637 X 17,23 32,637 HYPERCOM CORP. COMMON STOCK 44913M105 $ 124 20,930 X 08,17 20,930 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 $ 518 11,118 X 08,17 11,118 HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 $ 7,568 162,340 X 162,340 I B M CORP. COMMON STOCK 459200101 $36,083 366,027 X 19,08 ,21,17 366,027 I B M CORP. COMMON STOCK 459200101 $10,224 103,714 X 103,714 I-FLOW CORPORATION COMMON STOCK 449520303 $ 2,188 120,000 X 120,000 IBERIABANK CORP COMMON STOCK 450828108 $ 1,752 26,400 X 17,08 26,400 ICOS CORP. COMMON STOCK 449295104 $ 730 25,820 X 25,820 ICU MEDICAL, INC. COMMON STOCK 44930G107 $ 2,180 79,750 X 17,11 79,750 IDACORP INC. COMMON STOCK 451107106 $ 2,466 80,674 X 17,02 ,08 80,674 IDENTIX INC. COMMON STOCK 451906101 $ 174 23,525 X 17 23,525 IDEX CORP. COMMON STOCK 45167R104 $ 526 12,984 X 17 12,984 IDEXX LABORATORIES COMMON STOCK 45168D104 $ 3,420 62,652 X 11 62,652 IHOP CORP. COMMON STOCK 449623107 $ 1,198 28,600 X 17,11 28,600 ILLINOIS TOOL WORKS, INC. COMMON STOCK 452308109 $ 5,611 60,547 X 21,17 60,547 ILLINOIS TOOL WORKS, INC. COMMON STOCK 452308109 $ 382 4,126 X 4,126 IMAGISTICS INTERNATIONAL COMMON STOCK 45247T104 $ 697 20,700 X 17,08 20,700 IMATION CORP. COMMON STOCK 45245A107 $ 1,467 46,080 X 17,02 46,080 IMERGENT, INC. COMMON STOCK 45247Q100 $ 2,651 175,000 X 175,000 IMMUCOR, INC COMMON STOCK 452526106 $ 291 12,391 X 23,17 12,391 IMMUCOR, INC COMMON STOCK 452526106 $ 481 20,461 X 20,461 IMMUNOMEDICS, INC. COMMON STOCK 452907108 $ 32 10,510 X 17 10,510 IMPAC MORTGAGE HOLDINGS COMMON STOCK 45254P102 $ 1,359 59,928 X 17,08 59,928 IMPAX LABORATORIES, INC. COMMON STOCK 45256B101 $ 1,567 98,684 X 17,02 98,684 IMS HEALTH INC. COMMON STOCK 449934108 $ 1,101 47,427 X 21,17 47,427 INAMED CORPORATION COMMON STOCK 453235103 $ 2,524 39,900 X 02 ,17 39,900 INCYTE CORP. COMMON STOCK 45337C102 $ 166 16,629 X 17 16,629 INCYTE CORP. COMMON STOCK 45337C102 $ 858 85,932 X 85,932 INDEPENDENCE COMMUNITY COMMON STOCK 453414104 $ 4,323 101,536 X 19,02 ,17 101,536 INDEPENDENCE COMMUNITY COMMON STOCK 453414104 $ 4,450 104,500 X 104,500 INDEPENDENT BANK CORP-MI COMMON STOCK 453838104 $ 973 32,609 X 17,08 32,609 INDEPENDENT BANK CORP. COMMON STOCK 453836108 $ 1,084 32,110 X 17,08 32,110 INDEVUS PHARMACEUTICALS COMMON STOCK 454072109 $ 62 10,330 X 17 10,330 INDYMAC BANCORP INC COMMON STOCK 456607100 $ 2,336 67,800 X 02 ,17 67,800 INFINITY PROPERTY & CASUL COMMON STOCK 45665Q103 $ 703 19,965 X 17,08 19,965

Page 33 3f Detail INFOCROSSING INC. COMMON STOCK 45664X109 $ 502 29,655 X 17,24 29,655 INFOCUS CORP COMMON STOCK 45665B106 $ 104 11,302 X 17 11,302 INFORMATICA CORP. COMMON STOCK 45666Q102 $ 177 21,753 X 17 21,753 INFOSPACE, INC. COMMON STOCK 45678T201 $ 1,409 29,634 X 17,02 29,634 INFOSPACE, INC. COMMON STOCK 45678T201 $ 5,691 119,690 X 119,690 INFOUSA INC COMMON STOCK 456818301 $ 116 10,400 X 08,17 10,400 INGERSOLL-RAND CO. COMMON STOCK G4776G101 $ 2,572 32,026 X 21,17 32,026 INGERSOLL-RAND CO. COMMON STOCK G4776G101 $11,537 143,677 X 143,677 INGRAM MICRO INCORP. COMMON STOCK 457153104 $ 1,174 56,449 X 23 56,449 INKINE PHARMACEUTICALS COMMON STOCK 457214104 $ 603 111,006 X 17,24 111,006 INNKEEPERS USA TRUST COMMON STOCK 4576J0104 $ 2,204 155,234 X 17,23,08 155,234 INNODATA CORP. COMMON STOCK 457642205 $ 3,424 348,000 X 348,000 INNOVATIVE SOLUTIONS&SUPP COMMON STOCK 45769N105 $ 327 9,817 X 17,24 9,817 INPUT/OUTPUT INC COMMON STOCK 457652105 $ 132 14,981 X 17 14,981 INSIGHT COMMUN. COMMON STOCK 45768V108 $ 352 38,009 X 17,08 38,009 INSIGHT ENTERPRISES, INC. COMMON STOCK 45765U103 $ 1,142 55,662 X 17,08,02 55,662 INTEGRATED CIRCUIT SYSTEM COMMON STOCK 45811K208 $ 1,588 75,900 X 02 ,17 75,900 INTEGRATED CIRCUIT SYSTEM COMMON STOCK 45811K208 $ 696 33,254 X 33,254 INTEGRATED DEVICE TECH COMMON STOCK 458118106 $ 1,642 142,000 X 17,02 142,000 INTEGRATED ELECTRICAL SVC COMMON STOCK 45811E103 $ 127 26,239 X 17,08 26,239 INTEGRATED SILICON SOLUT COMMON STOCK 45812P107 $ 215 26,247 X 17,08 26,247 INTEGRATED SILICON SOLUT COMMON STOCK 45812P107 $ 154 18,792 X 18,792 INTEL CORP. COMMON STOCK 458140100 $32,628 1,394,966 X 22,08 ,21,17 1,394,966 INTEL CORP. COMMON STOCK 458140100 $19,169 817,368 X 817,368 INTER-TEL, INC. COMMON STOCK 458372109 $ 1,381 50,428 X 17,19,23,08 50,428 INTER-TEL, INC. COMMON STOCK 458372109 $ 2,513 91,773 X 91,773 INTERDIGITAL COMM CORP COMMON STOCK 45866A105 $ 285 12,900 X 17 12,900 INTERFACE, INC. COMMON STOCK 458665106 $ 106 10,655 X 17 10,655 INTERGRAPH CORP. COMMON STOCK 458683109 $ 2,672 99,218 X 08,19,17,05 99,218 INTERGRAPH CORP. COMMON STOCK 458683109 $ 1,565 58,100 X 58,100 INTERLINE BRANDS, INC. COMMON STOCK 458743101 $ 235 13,340 X 13,340 INTERNAP NETWK. SERV. COMMON STOCK 45885A102 $ 34 36,600 X 17 36,600 INTERNATIONAL GAME TECH COMMON STOCK 459902102 $ 2,769 80,532 X 21,08 ,17 80,532 INTERNATIONAL PAPER COMMON STOCK 460146103 $ 4,212 100,279 X 08 ,21,17 100,279 INTERNATIONAL SPEEDWAY COMMON STOCK 460335201 $ 2,999 56,800 X 02 ,17 56,800 INTERNET CAPITAL GROUP COMMON STOCK 46059C205 $ 1,003 111,400 X 111,400 INTERNET SECURITY SYSTEMS COMMON STOCK 46060X107 $ 302 13,007 X 08,17 13,007

Page 34 3f Detail INTERPOOL, INC. COMMON STOCK 46062R108 $ 319 13,300 X 08 13,300 INTERSIL CORP. COMMON STOCK 46069S109 $ 3,000 179,200 X 08 ,02 ,17 179,200 INTERTAPE POLYMER GROUP COMMON STOCK 460919103 $ 1,538 168,870 X 02 168,870 INTERWOVEN SOFTWARE INC. COMMON STOCK 46114T508 $ 120 11,061 X 17 11,061 INTERWOVEN SOFTWARE INC. COMMON STOCK 46114T508 $ 1,441 132,473 X 132,473 INTL FLAVORS & FRAGRANCE COMMON STOCK 459506101 $ 756 17,640 X 21,17 17,640 INTL RECTIFIER CORP COMMON STOCK 460254105 $ 3,200 71,800 X 02 ,17 71,800 INTL RECTIFIER CORP COMMON STOCK 460254105 $ 4,507 101,114 X 101,114 INTUIT, INC. COMMON STOCK 461202103 $ 1,603 36,431 X 21,17 36,431 INTUITIVE SURGICAL INC. COMMON STOCK 46120E602 $ 351 8,777 X 17 8,777 INVACARE CORP. COMMON STOCK 461203101 $ 400 8,649 X 08,17 8,649 INVESTMENT TECHNOLOGY COMMON STOCK 46145F105 $ 530 26,497 X 17,08 26,497 INVESTORS FINANCIAL SVCS COMMON STOCK 461915100 $ 3,673 73,484 X 02 ,17 73,484 INVESTORS FINANCIAL SVCS COMMON STOCK 461915100 $15,240 304,920 X 304,920 INVITROGEN CORP. COMMON STOCK 46185R100 $ 3,800 56,600 X 02 ,17 56,600 INVITROGEN CORP. COMMON STOCK 46185R100 $ 6,006 89,470 X 89,470 IOMEGA CORP. COMMON STOCK 462030305 $ 69 12,405 X 17 12,405 IONA TECHNOLOGIES PLC-ADR OTHER SECURITY 46206P109 $ 619 122,550 X 02 122,550 IPASS, INC. COMMON STOCK 46261V108 $ 98 13,271 X 17 13,271 IRWIN FINANCIAL CORP. COMMON STOCK 464119106 $ 1,030 36,285 X 17,08 36,285 ISHARES COHEN & (LONG) MUTUAL FUND 464287564 $ 797 5,849 X 5,849 ISIS PHARMACEUTICALS COMMON STOCK 464330109 $ 90 15,180 X 17 15,180 ISLE OF CAPRI CASINO COMMON STOCK 464592104 $ 330 12,851 X 17,08 12,851 ITC DELTACOM, INC. COMMON STOCK 45031T401 $ 91 53,500 X 17,08 53,500 ITLA CAPITAL CORP. COMMON STOCK 450565106 $ 788 13,397 X 17,08,19 13,397 ITT EDUCATIONAL SERVICES, COMMON STOCK 45068B109 $ 9,355 196,740 X 02 ,17,05 196,740 ITT INDUSTRIES INC COMMON STOCK 450911102 $ 1,607 19,030 X 08 ,21,17 19,030 IVAX CORP. COMMON STOCK 465823102 $ 6,899 436,124 X 02 ,17 436,124 IVAX CORP. COMMON STOCK 465823102 $ 1,642 103,812 X 103,812 IXIA COMMON STOCK 45071R109 $ 1,213 72,152 X 17,24 72,152 J & J SNACK FOODS CORP. COMMON STOCK 466032109 $ 323 6,592 X 17,08 6,592 J. JILL GROUP INC. COMMON STOCK 466189107 $ 214 14,403 X 17,08 14,403 J.C. PENNEY, INC. COMMON STOCK 708160106 $ 3,481 84,080 X 21,22,17 84,080 J.P. MORGAN CHASE & CO. COMMON STOCK 46625H100 $29,317 751,530 X 19,21,17 751,530 J.P. MORGAN CHASE & CO. COMMON STOCK 46625H100 $ 4,514 115,711 X 115,711 J2 GLOBAL COMMUNICATIONS COMMON STOCK 46626E205 $ 2,011 58,300 X 58,300 JABIL CIRCUIT, INC. COMMON STOCK 466313103 $ 878 34,341 X 21,17 34,341

Page 35 3f Detail JABIL CIRCUIT, INC. COMMON STOCK 466313103 $ 3,514 137,370 X 137,370 JACK HENRY & ASSOC. COMMON STOCK 426281101 $ 1,901 95,500 X 02 ,17 95,500 JACK HENRY & ASSOC. COMMON STOCK 426281101 $ 3,980 199,920 X 199,920 JACK IN THE BOX INC COMMON STOCK 466367109 $ 3,155 85,577 X 19,17,08,23 85,577 JACK IN THE BOX INC COMMON STOCK 466367109 $ 3,503 95,000 X 95,000 JACKSON HEWITT COMMON STOCK 468202106 $ 259 10,270 X 17 10,270 JACOBS ENGINEERING GROUP COMMON STOCK 469814107 $ 2,995 62,680 X 02 ,17 62,680 JACUZZI BRANDS, INC. COMMON STOCK 469865109 $ 602 69,186 X 17,08 69,186 JAKKS PACIFIC INC. COMMON STOCK 47012E106 $ 1,361 61,550 X 17,08,23 61,550 JANUS CAPITAL GROUP, INC. COMMON STOCK 47102X105 $ 812 48,331 X 21,17 48,331 JARDEN CORP. COMMON STOCK 471109108 $ 807 18,577 X 19,17 18,577 JARDEN CORP. COMMON STOCK 471109108 $ 3,380 77,800 X 77,800 JDS UNIPHASE CORP. COMMON STOCK 46612J101 $ 928 292,854 X 21,17 292,854 JEFFERIES GROUP INC. COMMON STOCK 472319102 $ 2,477 61,500 X 02 ,17 61,500 JEFFERSON-PILOT CORP. COMMON STOCK 475070108 $ 1,421 27,342 X 21,17 27,342 JETBLUE AIRWAYS CORP. COMMON STOCK 477143101 $ 2,681 115,450 X 02 ,17 115,450 JLG INDUSTRIES INC. COMMON STOCK 466210101 $ 3,646 185,761 X 24,17,08,02 185,761 JO-ANN STORES, INC. COMMON STOCK 47758P307 $ 539 19,583 X 17,08 19,583 JOHN HARLAND CO COMMON STOCK 412693103 $ 1,136 31,455 X 23,17,08 31,455 JOHNSON & JOHNSON COMMON STOCK 478160104 $40,838 643,936 X 08 ,21,17 643,936 JOHNSON & JOHNSON COMMON STOCK 478160104 $24,868 392,115 X 392,115 JOHNSON & JOHNSON **COMMON STOCK 478160104 $ 277 4,630 X 4,630 JOHNSON CONTROLS INC COMMON STOCK 478366107 $ 3,082 48,586 X 21,08 ,17 48,586 JOHNSON CONTROLS INC COMMON STOCK 478366107 $ 264 4,160 X 4,160 JONES APPAREL GROUP COMMON STOCK 480074103 $ 1,499 40,991 X 21,08 ,17 40,991 JONES LANG LASALLE INC. COMMON STOCK 48020Q107 $ 788 21,062 X 17,08 21,062 JOS A BANK CLOTHIERS INC. COMMON STOCK 480838101 $ 3,232 114,201 X 114,201 JOURNAL REGISTER CO. COMMON STOCK 481138105 $ 355 18,361 X 17,08 18,361 JOY GLOBAL, INC. COMMON STOCK 481165108 $ 5,055 116,396 X 19,17,08,11 116,396 JOY GLOBAL, INC. COMMON STOCK 481165108 $ 2,519 58,000 X 58,000 JUNIPER NETWORKS INC. COMMON STOCK 48203R104 $ 1,158 42,605 X 08 ,22 42,605 JUNIPER NETWORKS INC. COMMON STOCK 48203R104 $ 4,599 169,160 X 169,160 K-SWISS INC. COMMON STOCK 482686102 $ 426 14,616 X 17,23 14,616 K2, INC. COMMON STOCK 482732104 $ 440 27,730 X 19,17,08 27,730 KAMAN CORP., CLASS A COMMON STOCK 483548103 $ 439 34,708 X 17,08 34,708 KANBAY INTERNATIONAL COMMON STOCK 48369P207 $ 1,836 58,650 X 58,650 KANSAS CITY SOUTHERN INDS COMMON STOCK 485170302 $ 4,294 242,167 X 23,17,05 242,167

Page 36 3f Detail KAYDON CORP. COMMON STOCK 486587108 $ 672 20,348 X 19,17 20,348 KAYDON CORP. COMMON STOCK 486587108 $ 3,054 92,500 X 92,500 KB HOME COMMON STOCK 48666K109 $ 1,066 10,215 X 21,17 10,215 KCS ENERGY, INC. COMMON STOCK 482434206 $ 944 63,851 X 17,19 63,851 KCS ENERGY, INC. COMMON STOCK 482434206 $ 5,497 371,900 X 371,900 KEANE, INC. COMMON STOCK 486665102 $ 1,129 76,832 X 17,02 76,832 KELLOGG CO COMMON STOCK 487836108 $ 3,735 83,642 X 21,17 83,642 KELLWOOD CO. COMMON STOCK 488044108 $ 3,423 99,213 X 23,17,08,02 99,213 KELLY SERVICES, INC. CL A COMMON STOCK 488152208 $ 1,262 41,815 X 17,02 41,815 KEMET COMMON STOCK 488360108 $ 1,012 113,066 X 17,02 113,066 KENNAMETAL, INC. COMMON STOCK 489170100 $ 3,099 62,267 X 23,08,17,02 62,267 KENSEY NASH CORPORATION COMMON STOCK 490057106 $ 1,571 45,493 X 17,19,24 45,493 KENSEY NASH CORPORATION COMMON STOCK 490057106 $ 2,956 85,600 X 85,600 KERR MCGEE CORP COMMON STOCK 492386107 $ 1,754 30,355 X 21,17 30,355 KEY ENERGY SERVICES, INC. COMMON STOCK 492914106 $ 6,029 510,924 X 19,17,02 510,924 KEY ENERGY SERVICES, INC. COMMON STOCK 492914106 $ 3,371 285,700 X 285,700 KEYCORP COMMON STOCK 493267108 $ 2,857 84,272 X 08 ,21,17 84,272 KEYSPAN CORP. COMMON STOCK 49337W100 $ 1,298 32,891 X 21,17 32,891 KEYSTONE AUTOMOTIVE COMMON STOCK 49338N109 $ 283 12,155 X 17,08 12,155 KFORCE.COM, INC. COMMON STOCK 493732101 $ 2,775 250,000 X 250,000 KILROY REALTY CORP. COMMON STOCK 49427F108 $ 319 7,461 X 17 7,461 KIMBALL INT'L CLASS B COMMON STOCK 494274103 $ 352 23,748 X 17,08 23,748 KIMBERLY-CLARK CORP. COMMON STOCK 494368103 $ 6,554 99,587 X 19,08 ,21,17 99,587 KINDER MORGAN, INC. COMMON STOCK 49455P101 $ 1,819 24,876 X 21,17 24,876 KINDER MORGAN, INC. COMMON STOCK 49455P101 $ 5,148 70,390 X 70,390 KINDRED HEALTHCARE, INC. COMMON STOCK 494580103 $ 1,853 61,862 X 23,17,19,08 61,862 KINETIC CONCEPTS, INC. COMMON STOCK 49460W208 $ 2,597 34,034 X 34,034 KING PHARMACEUTICALS,INC. COMMON STOCK 495582108 $ 2,093 168,756 X 21,17 ,02 168,756 KIRBY CORPORATION COMMON STOCK 497266106 $ 1,024 23,078 X 23,17,19 23,078 KIRBY CORPORATION COMMON STOCK 497266106 $ 3,787 85,320 X 85,320 KLA-TENCOR CORP COMMON STOCK 482480100 $ 1,827 39,221 X 21,17 39,221 KLA-TENCOR CORP COMMON STOCK 482480100 $ 4,002 85,910 X 85,910 KMG AMERICA CORP. COMMON STOCK 482563103 $ 119 10,815 X 10,815 KNIGHT TRADING GROUP INC COMMON STOCK 499063105 $ 3,413 311,720 X 17,08,02 311,720 KNIGHT TRADING GROUP INC COMMON STOCK 499063105 $ 129 11,785 X 11,785 KNIGHT TRANSPORTATION COMMON STOCK 499064103 $ 463 18,685 X 17,23 18,685 KNIGHT-RIDDER, INC. COMMON STOCK 499040103 $ 1,056 15,775 X 21,17 15,775

Page 37 3f Detail KOHL'S CORP. COMMON STOCK 500255104 $ 4,233 86,097 X 21,08 ,17 86,097 KOHL'S CORP. COMMON STOCK 500255104 $ 357 7,253 X 7,253 KOMAG INC. COMMON STOCK 500453204 $ 862 45,911 X 17,08,19 45,911 KOMAG INC. COMMON STOCK 500453204 $ 5,591 297,700 X 297,700 KONINKLIJKE PHILIPS NV OTHER SECURITY 500472303 $ 452 17,050 X 02 17,050 KOPIN CORP COMMON STOCK 500600101 $ 65 16,807 X 17 16,807 KOREA ELECTRIC - ADR OTHER SECURITY 500631106 $ 967 73,000 X 02 73,000 KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 $ 1,078 51,934 X 17,02 51,934 KOS PHARMACEUTICALS COMMON STOCK 500648100 $ 2,233 59,329 X 17,24,23 59,329 KRAFT FOODS, INC. COMMON STOCK 50075N104 $ 502 14,100 X 14,100 KRISPY KREME DOUGHNUTS COMMON STOCK 501014104 $ 2,426 192,563 X 17,02 192,563 KROGER CO. COMMON STOCK 501044101 $ 2,649 151,009 X 21,17 151,009 KROGER CO. COMMON STOCK 501044101 $ 4,357 248,400 X 248,400 KRONOS INC COMMON STOCK 501052104 $ 413 8,077 X 17 8,077 KT CORP-SP ADR OTHER SECURITY 48268K101 $ 955 43,800 X 02 43,800 KULICKE & SOFFA INDS, INC COMMON STOCK 501242101 $ 717 83,230 X 17,23 83,230 KV PHARMACEUTICAL CO. COMMON STOCK 482740206 $ 3,699 167,773 X 17,11 167,773 KYPHON INC. COMMON STOCK 501577100 $ 1,508 58,523 X 17,08,24 58,523 L-3 COMM HOLDINGS, INC. COMMON STOCK 502424104 $ 2,032 27,738 X 21,19,17 27,738 L-3 COMM HOLDINGS, INC. COMMON STOCK 502424104 $15,213 207,715 X 207,715 LA QUINTA PROPERTIES COMMON STOCK 50419U202 $ 501 55,107 X 08,17 55,107 LA Z BOY INC. COMMON STOCK 505336107 $ 214 13,900 X 17 13,900 LABORATORY CRP OF AMERICA COMMON STOCK 50540R409 $ 1,390 27,900 X 21,17 27,900 LABRANCHE & CO. COMMON STOCK 505447102 $ 2,816 314,306 X 17,08,02 314,306 LAFARGE NA, INC. COMMON STOCK 505862102 $ 208 4,053 X 4,053 LAIDLAW INTERNATIONAL INC COMMON STOCK 50730R102 $ 955 44,618 X 19,17 44,618 LAIDLAW INTERNATIONAL INC COMMON STOCK 50730R102 $ 3,000 140,200 X 140,200 LAKELAND INDUSTRIES INC. COMMON STOCK 511795106 $ 2,435 120,000 X 120,000 LAM RESEARCH CORP. COMMON STOCK 512807108 $ 4,252 147,060 X 02 ,17 147,060 LAM RESEARCH CORP. COMMON STOCK 512807108 $10,347 357,900 X 357,900 LANCASTER COLONY COMMON STOCK 513847103 $ 1,876 43,762 X 17,02 43,762 LANCE INC COMMON STOCK 514606102 $ 255 13,376 X 19,17 13,376 LANDAMERICA FINANCIAL COMMON STOCK 514936103 $ 1,360 25,223 X 17,08 25,223 LANDRY'S RESTAURANTS COMMON STOCK 51508L103 $ 1,358 46,714 X 17,08 46,714 LANDSTAR SYSTEM INC. COMMON STOCK 515098101 $ 1,046 14,202 X 23,17 14,202 LAS VEGAS SANDS CORP. COMMON STOCK 517834107 $ 1,578 32,880 X 32,880 LASALLE HOTEL PROPERTIES COMMON STOCK 517942108 $ 821 25,796 X 17,08 25,796

Page 38 3f Detail LASERSCOPE COMMON STOCK 518081104 $ 1,142 31,800 X 17,24 31,800 LATTICE SEMICONDUCTOR COMMON STOCK 518415104 $ 2,237 392,405 X 17,08,02 392,405 LAUREATE EDUCATION INC COMMON STOCK 518613104 $ 2,371 53,780 X 02 ,17 53,780 LAWSON SOFTWARE, INC. COMMON STOCK 520780107 $ 110 16,040 X 17 16,040 LAWSON SOFTWARE, INC. COMMON STOCK 520780107 $ 168 24,392 X 24,392 LCA-VISION INC. COMMON STOCK 501803308 $ 2,686 114,824 X 17,24 114,824 LEAR CORPORATION COMMON STOCK 521865105 $ 4,839 79,320 X 08 ,02 ,17 79,320 LECROY CORP COMMON STOCK 52324W109 $ 2,875 123,166 X 123,166 LEE ENTERPRISES COMMON STOCK 523768109 $ 2,211 47,980 X 02 ,17 47,980 LEGG MASON, INC. COMMON STOCK 524901105 $ 8,196 111,870 X 08 ,02 ,17 111,870 LEGG MASON, INC. COMMON STOCK 524901105 $ 626 8,550 X 8,550 LEGGETT & PLATT, INC COMMON STOCK 524660107 $ 1,100 38,701 X 21,17 38,701 LEHMAN BROTHERS HLDGS INC COMMON STOCK 524908100 $ 5,159 58,968 X 19,21,17 58,968 LENNAR CORP. COMMON STOCK 526057104 $ 9,955 175,640 X 08 ,02 ,17 175,640 LENNAR CORP. COMMON STOCK 526057104 $ 3,457 61,000 X 61,000 LENNOX INTERNATIONAL INC. COMMON STOCK 526107107 $ 1,179 57,942 X 17,08 57,942 LEUCADIA NATIONAL CORP. COMMON STOCK 527288104 $ 5,358 77,120 X 02 ,17 77,120 LEVITT CORP COMMON STOCK 52742P108 $ 555 18,157 X 17,08 18,157 LEXAR MEDIA, INC. COMMON STOCK 52886P104 $ 148 18,816 X 17 18,816 LEXICON GENETICS COMMON STOCK 528872104 $ 99 12,706 X 17 12,706 LEXINGTON CORPORATE PPTYS COMMON STOCK 529043101 $ 2,176 96,385 X 17,08 96,385 LEXMARK INTL GROUP COMMON STOCK 529771107 $ 2,831 33,301 X 21,08 ,17 33,301 LIBERTY PROPERTY TRUST COMMON STOCK 531172104 $ 4,035 93,400 X 02 ,17 93,400 LIFECELL CORP COMMON STOCK 531927101 $ 845 82,690 X 17,24 82,690 LIFELINE SYSTEMS COMMON STOCK 532192101 $ 1,288 50,000 X 50,000 LIFEPOINT HOSPITALS INC. COMMON STOCK 53219L109 $ 3,520 101,081 X 17,02 101,081 LIGAND PHARMACEUTICALS-CL COMMON STOCK 53220K207 $ 199 17,055 X 17 17,055 LIGHTBRIDGE INC. COMMON STOCK 532226107 $ 842 139,391 X 139,391 LIMITED BRANDS COMMON STOCK 532716107 $ 1,878 81,594 X 21,17 81,594 LINCARE HOLDINGS COMMON STOCK 532791100 $ 4,716 110,580 X 02 ,17 110,580 LINCOLN ELECTRIC HOLDING COMMON STOCK 533900106 $ 312 9,046 X 17 9,046 LINCOLN NATL CORP. COMMON STOCK 534187109 $ 1,645 35,236 X 21,17 35,236 LINCOLN NATL CORP. COMMON STOCK 534187109 $ 293 6,276 X 6,276 LINEAR TECHNOLOGY CORP. COMMON STOCK 535678106 $ 2,739 70,667 X 08 ,21,17 70,667 LINENS 'N THINGS INC. COMMON STOCK 535679104 $ 2,328 93,890 X 08,17,02 93,890 LINENS 'N THINGS INC. COMMON STOCK 535679104 $ 367 14,801 X 14,801 LIONBRIDGE TECHNOLOGIES COMMON STOCK 536252109 $ 97 14,500 X 17 14,500

Page 39 3f Detail LITHIA MOTORS INC COMMON STOCK 536797103 $ 689 25,673 X 17,08 25,673 LITTLEFUSE INCORPORATED COMMON STOCK 537008104 $ 1,098 32,145 X 17,23 32,145 LIZ ARDEN INC. COMMON STOCK 28660G106 $ 862 36,307 X 17,19 36,307 LIZ ARDEN INC. COMMON STOCK 28660G106 $ 5,199 219,000 X 219,000 LIZ CLAIBORNE, INC. COMMON STOCK 539320101 $ 887 21,011 X 21,17 21,011 LKQ CORP COMMON STOCK 501889208 $ 2,652 132,125 X 17,05 132,125 LNR PROPERTY CORP. COMMON STOCK 501940100 $ 289 4,594 X 17 4,594 LOCKHEED MARTIN CORP. COMMON STOCK 539830109 $ 5,756 103,622 X 21,08 ,17 103,622 LODGENET ENTERTAINMENT COMMON STOCK 540211109 $ 709 40,089 X 17,08 40,089 LOEWS CORP. COMMON STOCK 540424108 $ 2,646 37,638 X 21,17 37,638 LONE STAR TECHNOLGIES COMMON STOCK 542312103 $ 4,645 138,834 X 17,08,02 138,834 LONGVIEW FIBRE CO. COMMON STOCK 543213102 $ 1,209 66,640 X 17,02 66,640 LOOKSMART COMMON STOCK 543442107 $ 63 28,670 X 17 28,670 LOUISIANA-PACIFIC CORP. COMMON STOCK 546347105 $ 1,687 63,072 X 21,17 ,23 63,072 LOWE'S COS., INC. COMMON STOCK 548661107 $10,170 176,585 X 08 ,21,17 176,585 LOWE'S COS., INC. COMMON STOCK 548661107 $ 9,026 156,720 X 156,720 LOWRANCE ELECTRONICS INC. COMMON STOCK 548900109 $ 2,677 85,000 X 85,000 LSI LOGIC COMMON STOCK 502161102 $ 420 76,682 X 21,17 76,682 LTC PROPERTIES INC. COMMON STOCK 502175102 $ 763 38,300 X 17,08 38,300 LTX CORP. COMMON STOCK 502392103 $ 5,217 678,453 X 17,02 678,453 LUBRIZOL CORP. COMMON STOCK 549271104 $ 2,756 74,780 X 02 ,17 74,780 LUCENT TECH. CORP. COMMON STOCK 549463107 $ 3,589 954,632 X 19,21,17 954,632 LUFKIN INDUSTRIES INC. COMMON STOCK 549764108 $ 3,141 78,700 X 78,700 LYONDELL PETRO CHEMICAL COMMON STOCK 552078107 $10,599 366,496 X 08,19,02,02 ,17 366,496 LYONDELL PETRO CHEMICAL COMMON STOCK 552078107 $ 4,528 156,560 X 156,560 M & F WORLDWIDE CORP COMMON STOCK 552541104 $ 210 15,393 X 17,23 15,393 M & T BANK CORP. COMMON STOCK 55261F104 $ 2,562 23,761 X 21,17 23,761 M-SYSTEMS FLASH DISK OTHER SECURITY M7061C100 $ 1,052 53,323 X 24 53,323 MACDERMID, INC. COMMON STOCK 554273102 $ 201 5,555 X 17 5,555 MACK-CALI REALTY CORP COMMON STOCK 554489104 $ 3,148 68,400 X 08 ,02 ,17 68,400 MACROMEDIA COMMON STOCK 556100105 $ 2,368 76,100 X 02 ,17 76,100 MACROMEDIA COMMON STOCK 556100105 $ 7,974 256,240 X 256,240 MACROVISION CORP. COMMON STOCK 555904101 $ 1,730 67,272 X 17,02 67,272 MAF BANCORP, INC. COMMON STOCK 55261R108 $ 2,443 54,508 X 17,08,02 54,508 MAGELLAN HEALTH COMMON STOCK 559079207 $ 1,664 48,709 X 08,17,23 48,709 MAGMA DESIGN AUTOMATION COMMON STOCK 559181102 $ 148 11,798 X 08,17 11,798 MAGNA ENTERTAINMENT COMMON STOCK 559211107 $ 73 12,061 X 17 12,061

Page 40 3f Detail MAGNUM HUNTER RESOURCES COMMON STOCK 55972F203 $ 1,202 93,140 X 17,08 93,140 MAGUIRE PROPERTIES, INC. COMMON STOCK 559775101 $ 257 9,355 X 17 9,355 MANDALAY RESORT GROUP COMMON STOCK 562567107 $ 5,257 74,640 X 02 ,17 74,640 MANITOWOC CO., INC. COMMON STOCK 563571108 $ 240 6,374 X 17 6,374 MANOR CARE INC. COMMON STOCK 564055101 $ 624 17,620 X 21,17 17,620 MANOR CARE INC. COMMON STOCK 564055101 $ 824 23,255 X 23,255 MANPOWER INC COMMON STOCK 56418H100 $ 4,818 99,760 X 02 ,17 99,760 MANPOWER INC COMMON STOCK 56418H100 $12,838 265,790 X 265,790 MANTECH INT'L CORP. COMMON STOCK 564563104 $ 1,332 56,096 X 17,08,11 56,096 MANUGISTICS GROUP, INC. COMMON STOCK 565011103 $ 1,287 448,500 X 17,08,02 448,500 MARATHON OIL CORP. COMMON STOCK 565849106 $ 2,644 70,302 X 19,21,17 70,302 MARRIOTT INTL, CLASS A COMMON STOCK 571903202 $ 3,438 54,581 X 21,08 ,17 54,581 MARRIOTT INTL, CLASS A COMMON STOCK 571903202 $14,131 224,380 X 224,380 MARSH & MCLENNAN COS, INC COMMON STOCK 571748102 $ 3,520 106,993 X 21,17 106,993 MARSHALL & ILSLEY CORP. COMMON STOCK 571834100 $ 2,098 47,466 X 08 ,21,17 47,466 MARTEK BIOSCIENCES CORP COMMON STOCK 572901106 $ 4,204 82,100 X 05 82,100 MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 $ 2,882 53,700 X 02 ,17 53,700 MARVEL ENTERPRISES INC. COMMON STOCK 57383M108 $ 735 35,900 X 19 35,900 MARVEL ENTERPRISES INC. COMMON STOCK 57383M108 $ 4,975 242,900 X 242,900 MARVELL TECH GROUP LTD. OTHER SECURITY G5876H105 $ 4,993 140,780 X 140,780 MASCO CORP COMMON STOCK 574599106 $ 3,518 96,308 X 08 ,21,17 96,308 MASSEY ENERGY CO. COMMON STOCK 576206106 $ 5,260 150,500 X 02 150,500 MASTEC INC. COMMON STOCK 576323109 $ 3,219 318,371 X 17,08,02 318,371 MATRIXONE INC. COMMON STOCK 57685P304 $ 81 12,309 X 17 12,309 MATTEL COMMON STOCK 577081102 $ 1,657 85,023 X 08 ,21,17 85,023 MATTHEWS INTL. CORP CL. A COMMON STOCK 577128101 $ 2,713 73,717 X 17,11 73,717 MATTSON TECHNOLOGY INC COMMON STOCK 577223100 $ 867 77,024 X 17,02 77,024 MAVERICK TUBE CORP COMMON STOCK 577914104 $ 309 10,187 X 17 10,187 MAX RE CAPITAL LTD COMMON STOCK G6052F103 $ 1,130 53,000 X 02 53,000 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 $ 2,815 66,414 X 21,17 66,414 MAXIM PHARMACEUTICALS COMMON STOCK 57772M107 $ 33 10,840 X 17 10,840 MAXIMUS INC COMMON STOCK 577933104 $ 215 6,902 X 08,17 6,902 MAXTOR CORP. COMMON STOCK 577729205 $ 5,818 1,097,800 X 02 1,097,800 MAXTOR CORP. COMMON STOCK 577729205 $ 909 171,477 X 171,477 MAY DEPARTMENT STORES CO. COMMON STOCK 577778103 $ 1,730 58,856 X 21,17 58,856 MAYTAG CORP. COMMON STOCK 578592107 $ 343 16,265 X 21,17 16,265 MB FINANCIAL INC COMMON STOCK 55264U108 $ 451 10,702 X 17,08 10,702

Page 41 3f Detail MBIA INC. COMMON STOCK 55262C100 $ 2,305 36,426 X 21,08 ,17 36,426 MBNA CORP. COMMON STOCK 55262L100 $ 8,429 298,997 X 21,08 ,17 298,997 MBNA CORP. COMMON STOCK 55262L100 $ 6,962 245,830 X 245,830 MBT FINANCIAL CORP. COMMON STOCK 578877102 $ 245 10,538 X 19,17,08 10,538 MBT FINANCIAL CORP. COMMON STOCK 578877102 $ 584 25,100 X 25,100 MCAFEE, INC. COMMON STOCK 579064106 $ 5,095 176,100 X 02 ,17 176,100 MCAFEE, INC. COMMON STOCK 579064106 $ 5,754 198,900 X 198,900 MCCORMICK & CO. COMMON STOCK 579780206 $ 1,083 28,046 X 21,17 28,046 MCDATA CORP. COMMON STOCK 580031201 $ 3,265 547,780 X 17,08,02 547,780 MCDATA CORP. COMMON STOCK 580031201 $ 145 24,289 X 24,289 MCDONALD'S CORP. COMMON STOCK 580135101 $ 9,818 306,241 X 19,21,08 ,17 306,241 MCDONALD'S CORP. COMMON STOCK 580135101 $ 857 26,721 X 26,721 MCG CAPITAL CORP. COMMON STOCK 58047P107 $ 173 10,072 X 10,072 MCGRAW-HILL COS., INC. COMMON STOCK 580645109 $ 3,826 41,801 X 19,21,17 41,801 MCKESSON CORP. COMMON STOCK 58155Q103 $ 2,084 66,247 X 08 ,21,17 66,247 MDU RESOURCES GROUP INC COMMON STOCK 552690109 $ 3,360 125,950 X 02 ,17 125,950 MEADWESTVACO CORP. COMMON STOCK 583334107 $ 1,395 41,154 X 21,17 41,154 MEADWESTVACO CORP. COMMON STOCK 583334107 $ 273 8,053 X 8,053 MEDAREX INC. COMMON STOCK 583916101 $ 204 18,947 X 17 18,947 MEDCO HEALTH SOLUTIONS COMMON STOCK 58405U102 $ 2,312 55,574 X 21,17 55,574 MEDCO HEALTH SOLUTIONS COMMON STOCK 58405U102 $ 1,745 41,940 X 41,940 MEDIA GENERAL INC CLASS A COMMON STOCK 584404107 $ 1,640 25,300 X 02 ,17 25,300 MEDIACOM COMMUNICATIONS COMMON STOCK 58446K105 $ 647 103,541 X 17,08 103,541 MEDICIS PHARMACEUTICAL COMMON STOCK 584690309 $ 1,608 45,800 X 08 ,02 45,800 MEDIMMUNE, INC. COMMON STOCK 584699102 $ 1,352 49,870 X 21,17 49,870 MEDTRONIC, INC. COMMON STOCK 585055106 $12,234 246,306 X 21,17 246,306 MELLON FINANCIAL CORP. COMMON STOCK 58551A108 $ 3,062 98,422 X 21,08 ,17 98,422 MELLON FINANCIAL CORP. COMMON STOCK 58551A108 $ 1,360 43,700 X 43,700 MEMC ELECTRONIC MATERIALS COMMON STOCK 552715104 $ 652 49,183 X 23 49,183 MEMRY CORPORATION COMMON STOCK 586263204 $ 1,242 600,000 X 600,000 MEN'S WEARHOUSE, INC. COMMON STOCK 587118100 $ 672 21,019 X 17,08 21,019 MENTOR CORPORATION COMMON STOCK 587188103 $ 3,791 112,359 X 17,11 112,359 MENTOR GRAPHICS CORP COMMON STOCK 587200106 $ 1,475 96,500 X 17,02 96,500 MERCANTILE BANK CORP COMMON STOCK 587376104 $ 475 12,021 X 17,08 12,021 MERCANTILE BANK CORP COMMON STOCK 587376104 $ 655 16,590 X 16,590 MERCANTILE BANKSHARES COMMON STOCK 587405101 $ 4,434 84,950 X 02 ,17 84,950 MERCK & COMPANY, INC COMMON STOCK 589331107 $15,316 476,540 X 19,08 ,21,17 476,540

Page 42 3f Detail MERCK & COMPANY, INC COMMON STOCK 589331107 $ 2,232 69,440 X 69,440 MERCURY INTERACTIVE CORP. COMMON STOCK 589405109 $ 825 18,120 X 21,17 18,120 MERCURY INTERACTIVE CORP. COMMON STOCK 589405109 $ 3,465 76,070 X 76,070 MEREDITH CORP COMMON STOCK 589433101 $ 549 10,135 X 21,17 10,135 MERGE TECHNOLOGIES, INC. COMMON STOCK 589981109 $ 1,278 57,441 X 17,24 57,441 MERIDIAN BIOSCIENCE INC COMMON STOCK 589584101 $ 2,087 120,000 X 120,000 MERIDIAN RESOURCE COMMON STOCK 58977Q109 $ 423 69,900 X 17,19 69,900 MERIDIAN RESOURCE COMMON STOCK 58977Q109 $ 4,691 775,400 X 775,400 MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 $ 1,313 157,209 X 17,08 157,209 MERITAGE CORP COMMON STOCK 59001A102 $ 1,215 10,784 X 17,08 10,784 MERIX CORP. COMMON STOCK 590049102 $ 116 10,069 X 10,069 MERRILL LYNCH & CO., INC. COMMON STOCK 590188108 $13,166 220,284 X 19,22,21,17 220,284 MERRILL LYNCH & CO., INC. COMMON STOCK 590188108 $ 296 4,944 X 4,944 MESA AIR GROUP, INC. COMMON STOCK 590479101 $ 123 15,483 X 23,17 15,483 METAL MANAGEMENT, INC. COMMON STOCK 591097209 $ 1,323 49,231 X 17,23 49,231 METLIFE, INC. COMMON STOCK 59156R108 $ 6,489 160,179 X 08 ,21,17 160,179 METLIFE, INC. COMMON STOCK 59156R108 $ 346 8,543 X 8,543 METRIS CO. COMMON STOCK 591598107 $ 1,192 93,470 X 17,08,02 93,470 METROLOGIC INSTRUMENT INC COMMON STOCK 591676101 $ 3,188 150,000 X 150,000 METROPOLITAN HEALTH NTWKS COMMON STOCK 592142103 $ 521 184,043 X 184,043 MFA MORTGAGE INVESTMENT COMMON STOCK 55272X102 $ 428 48,474 X 17,08 48,474 MGIC INVT CORP COMMON STOCK 552848103 $ 1,251 18,160 X 21,17 18,160 MGIC INVT CORP COMMON STOCK 552848103 $ 3,907 56,700 X 56,700 MGM GRAND, INC. COMMON STOCK 552953101 $ 6,961 95,700 X 95,700 MICHAELS STORES, INC. COMMON STOCK 594087108 $ 4,383 146,240 X 02 ,17 146,240 MICREL, INC. COMMON STOCK 594793101 $ 1,234 111,958 X 17,02 111,958 MICROCHIP TECHNOLOGY, INC COMMON STOCK 595017104 $ 6,062 227,372 X 02 ,17 227,372 MICROCHIP TECHNOLOGY, INC COMMON STOCK 595017104 $ 3,669 137,632 X 137,632 MICROMUSE INC COMMON STOCK 595094103 $ 1,189 214,220 X 17,02 214,220 MICROMUSE INC COMMON STOCK 595094103 $ 139 25,093 X 25,093 MICRON TECHNOLOGY, INC. COMMON STOCK 595112103 $ 1,548 125,368 X 21,17 125,368 MICRONETICS WIRELESS COMMON STOCK 595125105 $ 1,640 200,000 X 200,000 MICROS SYSTEMS, INC. COMMON STOCK 594901100 $ 1,395 17,872 X 17,11 17,872 MICROSEMI CORP. COMMON STOCK 595137100 $ 248 14,258 X 17 14,258 MICROSOFT CORP COMMON STOCK 594918104 $ 323 4,758 X 4,758 MICROSOFT CORP. COMMON STOCK 594918104 $63,790 2,388,246 X 19,08 ,21,17 2,388,246 MICROSOFT CORP. COMMON STOCK 594918104 $25,593 958,180 X 958,180

Page 43 3f Detail MICROSTRATEGY INC. COMMON STOCK 594972408 $ 4,955 82,241 X 17,02 ,05 82,241 MICROSTRATEGY INC. COMMON STOCK 594972408 $ 391 6,495 X 6,495 MICROTEK MEDICAL HOLDINGS COMMON STOCK 59515B109 $ 60 14,700 X 17 14,700 MICROTEK MEDICAL HOLDINGS COMMON STOCK 59515B109 $ 2,436 600,000 X 600,000 MID-AMERICA APARTMENT COMMON STOCK 59522J103 $ 2,519 61,112 X 17,08 61,112 MID-STATE BANCSHARES COMMON STOCK 595440108 $ 1,593 55,600 X 17,08,11 55,600 MIDLAND CO. COMMON STOCK 597486109 $ 335 10,701 X 17,08 10,701 MIDWAY GAMES INC. COMMON STOCK 598148104 $ 116 11,037 X 17 11,037 MIKOHN GAMING CORP. COMMON STOCK 59862K108 $ 3,107 304,000 X 304,000 MILACRON, INC. COMMON STOCK 598709103 $ 39 11,459 X 17 11,459 MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 $ 4,040 333,350 X 02 ,17 333,350 MILLIPORE CORP. COMMON STOCK 601073109 $ 455 9,125 X 21,17 9,125 MILLIPORE CORP. COMMON STOCK 601073109 $ 7,082 142,175 X 142,175 MINDSPEED TECHNOLOGIES COMMON STOCK 602682106 $ 89 31,946 X 17 31,946 MINE SAFETY APPLIANCES COMMON STOCK 602720104 $ 860 16,972 X 17,08 16,972 MINERALS TECHNOLOGIES COMMON STOCK 603158106 $ 2,526 37,875 X 17,02 ,08 37,875 MISSION RESOURCES CORP COMMON STOCK 605109107 $ 1,752 300,000 X 300,000 MKS INSTRUMENT, INC. COMMON STOCK 55306N104 $ 258 13,923 X 08,17 13,923 MOBILITY ELECTRONICS, INC COMMON STOCK 60741U101 $ 918 106,997 X 17,24 106,997 MOBIUS MANAGEMENT SOL. COMMON STOCK 606925105 $ 1,451 200,000 X 200,000 MODINE MANUFACTURING CO. COMMON STOCK 607828100 $ 1,435 42,500 X 17,02 42,500 MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 $ 6,565 71,940 X 02 ,17 71,940 MOHAWK INDUSTRIES INC. COMMON STOCK 608190104 $ 1,287 14,100 X 14,100 MOLEX COMMON STOCK 608554200 $ 2,589 97,150 X 97,150 MOLEX INC COMMON STOCK 608554101 $ 1,147 38,246 X 21,17 38,246 MONEYGRAM INTERNATIONAL COMMON STOCK 60935Y109 $ 1,996 94,400 X 02 ,17 94,400 MONSANTO CO. COMMON STOCK 61166W101 $ 4,488 80,798 X 21,19,22,17 80,798 MONSTER WORLDWIDE, INC. COMMON STOCK 611742107 $ 711 21,131 X 21,17 21,131 MONSTER WORLDWIDE, INC. COMMON STOCK 611742107 $ 3,906 116,100 X 116,100 MONTPELIER HLDS LTD. OTHER SECURITY G62185106 $ 688 17,900 X 11 17,900 MOODY'S CORPORATION COMMON STOCK 615369105 $ 2,628 30,255 X 21,17 30,255 MOOG INC. COMMON STOCK 615394202 $ 1,562 34,439 X 17,08 34,439 MORGAN STANLEY COMMON STOCK 617446448 $14,954 269,342 X 19,21,08 ,17 269,342 MORGAN STANLEY COMMON STOCK 617446448 $ 3,727 67,130 X 67,130 MOSAIC CO INC. COMMON STOCK 61945A107 $ 872 53,430 X 19,17 53,430 MOSAIC CO INC. COMMON STOCK 61945A107 $ 3,217 197,100 X 197,100 MOTOROLA, INC. COMMON STOCK 620076109 $ 9,017 524,228 X 08 ,21,17 524,228

Page 44 3f Detail MOTOROLA, INC. COMMON STOCK 620076109 $ 932 54,170 X 54,170 MOVADO GROUP INC. COMMON STOCK 624580106 $ 475 25,456 X 17,08,23 25,456 MOVIE GALLERY, INC. COMMON STOCK 624581104 $ 256 13,407 X 08,17 13,407 MOVIE GALLERY, INC. COMMON STOCK 624581104 $ 2,201 115,400 X 115,400 MPS GROUP, INC. COMMON STOCK 553409103 $ 1,700 138,641 X 17,02 138,641 MRO SOFTWARE INC. COMMON STOCK 55347W105 $ 1,108 85,100 X 17,02 85,100 MRV COMMUNICATIONS INC. COMMON STOCK 553477100 $ 269 73,295 X 17,08 73,295 MTC TECHNOLOGIES INC. COMMON STOCK 55377A106 $ 1,641 48,894 X 17,24,11 48,894 MTS SYSTEMS CORP. COMMON STOCK 553777103 $ 1,140 33,716 X 17,08,23 33,716 MUELLER INDUSTRIES INC COMMON STOCK 624756102 $ 300 9,325 X 17 9,325 MULTIMEDIA GAMES INC. COMMON STOCK 625453105 $ 3,804 241,378 X 17,19,02 241,378 MURPHY OIL CORP. COMMON STOCK 626717102 $ 8,145 101,240 X 02 ,17 101,240 MYLAN LABORATORIES, INC. COMMON STOCK 628530107 $ 883 49,951 X 21,17 49,951 MYRIAD GENETICS INC COMMON STOCK 62855J104 $ 607 26,950 X 26,950 NABI BIOPHARMACEUTICALS COMMON STOCK 629519109 $ 226 15,451 X 17 15,451 NABORS INDUSTRIES, LTD. COMMON STOCK G6359F103 $ 1,553 30,277 X 21,17 30,277 NABORS INDUSTRIES, LTD. COMMON STOCK G6359F103 $ 9,667 188,476 X 188,476 NACCO INDUSTRIES INC COMMON STOCK 629579103 $ 687 6,522 X 17,08 6,522 NALCO HOLDING CO COMMON STOCK 62985Q101 $ 332 17,000 X 08 17,000 NAPSTER INC. COMMON STOCK 630797108 $ 584 62,100 X 62,100 NARA BANKCORP INC. COMMON STOCK 63080P105 $ 242 11,374 X 08,19,17 11,374 NARA BANKCORP INC. COMMON STOCK 63080P105 $ 1,064 50,000 X 50,000 NASDAQ BIOTECH INDEX MUTUAL FUND 464287556 $ 754 10,000 X 02 10,000 NASDAQ BIOTECH INDEX MUTUAL FUND 464287556 $ 3,336 44,250 X 44,250 NASH FINCH CO. COMMON STOCK 631158102 $ 1,112 29,450 X 17,08,23 29,450 NAT'L SEMICONDUCTOR CORP COMMON STOCK 637640103 $ 1,303 72,577 X 21,17 72,577 NATIONAL CITY CORP COMMON STOCK 635405103 $ 5,150 137,153 X 21,17 137,153 NATIONAL FINANCIAL PTNRS COMMON STOCK 63607P208 $ 858 22,101 X 19,17 22,101 NATIONAL FINANCIAL PTNRS COMMON STOCK 63607P208 $ 3,445 88,800 X 88,800 NATIONAL FUEL GAS CO. COMMON STOCK 636180101 $ 2,971 104,829 X 23,02 ,17 104,829 NATIONAL INSTRUMENTS COMMON STOCK 636518102 $ 2,305 84,580 X 02 ,17 84,580 NATIONAL-OILWELL INC. COMMON STOCK 637071101 $ 5,038 142,752 X 02 ,11 ,17 142,752 NATIONAL-OILWELL INC. COMMON STOCK 637071101 $ 4,575 129,635 X 129,635 NATIONWIDE HEALTH COMMON STOCK 638620104 $ 1,033 43,489 X 19,17 43,489 NATIONWIDE HEALTH COMMON STOCK 638620104 $ 4,432 186,600 X 186,600 NATL HEALTH INVESTORS INC COMMON STOCK 63633D104 $ 1,650 56,537 X 17,08 56,537 NATL PENN BCSHS INC COMMON STOCK 637138108 $ 202 7,300 X 17 7,300

Page 45 3f Detail NATURAL ALTERNATIVES COMMON STOCK 638842302 $ 1,846 200,000 X 200,000 NAVIGANT CONSULTING CO. COMMON STOCK 63935N107 $ 293 11,009 X 17 11,009 NAVIGANT INTERNATIONAL COMMON STOCK 63935R108 $ 315 25,889 X 17,08 25,889 NAVISTAR INTERNATIONAL COMMON STOCK 63934E108 $ 4,548 103,420 X 21,17 ,02 103,420 NAVTEQ CORP. COMMON STOCK 63936L100 $ 3,264 70,400 X 70,400 NBTY, INC. COMMON STOCK 628782104 $ 4,430 184,500 X 02 184,500 NCI BUILDING SYSTEMS, INC COMMON STOCK 628852105 $ 827 22,045 X 17,23,08 22,045 NCO GROUP INC. COMMON STOCK 628858102 $ 1,324 51,204 X 17,23,08,19 51,204 NCO GROUP INC. COMMON STOCK 628858102 $ 5,250 203,100 X 203,100 NCR CORP COMMON STOCK 62886E108 $ 1,623 23,445 X 21,08 ,17 23,445 NCR CORP COMMON STOCK 62886E108 $ 250 3,687 X 3,687 NDC HEALTH CORP. COMMON STOCK 639480102 $ 1,850 99,523 X 17,02 99,523 NEIGHBORCARE INC COMMON STOCK 64015Y104 $ 1,544 50,255 X 17,02 50,255 NEIMAN MARCUS GROUP, INC. COMMON STOCK 640204202 $ 3,742 52,300 X 02 ,17 52,300 NEOGEN CORP COMMON STOCK 640491106 $ 1,586 70,000 X 70,000 NEOWARE SYSTEMS INC. COMMON STOCK 64065P102 $ 180 19,296 X 19,296 NET2PHONE COMMON STOCK 64108N106 $ 43 12,504 X 17 12,504 NETBANK, INC. COMMON STOCK 640933107 $ 140 13,407 X 17 13,407 NETEASE.COM INC OTHER SECURITY 64110W102 $ 3,070 58,115 X 05 58,115 NETGEAR INC. COMMON STOCK 64111Q104 $ 1,522 83,680 X 17,02 83,680 NETIQ CORP. COMMON STOCK 64115P102 $ 317 25,957 X 08,17 25,957 NETIQ CORP. COMMON STOCK 64115P102 $ 151 12,352 X 12,352 NETWORK APPLIANCE INC. COMMON STOCK 64120L104 $ 2,315 69,684 X 21,17 69,684 NETWORK ENGINES INC COMMON STOCK 64121A107 $ 934 334,600 X 334,600 NEUROMETRIX, INC. COMMON STOCK 641255104 $ 278 23,700 X 08 23,700 NEW CENTURY FINANCIAL COMMON STOCK 6435EV108 $ 2,319 36,290 X 19,23,08,17 36,290 NEW CENTURY FINANCIAL COMMON STOCK 6435EV108 $ 8,954 140,100 X 140,100 NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 $ 2,143 49,443 X 17,08 49,443 NEW PLAN EXCEL REALTY COMMON STOCK 648053106 $ 3,105 114,660 X 02 ,17 114,660 NEW YORK CMNTY BANCORP COMMON STOCK 649445103 $ 5,976 290,502 X 02 ,17 290,502 NEW YORK TIMES CO COMMON STOCK 650111107 $ 1,216 29,806 X 21,17 29,806 NEWCASTLE INV CORP COMMON STOCK 65105M108 $ 273 8,577 X 17 8,577 NEWELL RUBBERMAID, INC. COMMON STOCK 651229106 $ 1,281 52,942 X 21,17 52,942 NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 $ 9,286 157,252 X 19,23,02 ,05 ,17 157,252 NEWFIELD EXPLORATION CO. COMMON STOCK 651290108 $ 3,567 60,400 X 60,400 NEWMARKET CORP COMMON STOCK 651587107 $ 707 35,544 X 17,23,08 35,544 NEWMONT MINING CORP. COMMON STOCK 651639106 $ 4,010 90,290 X 21,17 90,290

Page 46 3f Detail NEWPARK RESOURCES, INC. COMMON STOCK 651718504 $ 103 20,084 X 17 20,084 NEWPORT CORP. COMMON STOCK 651824104 $ 741 52,545 X 17,02 52,545 NEWS CORP CLASS A COMMON STOCK 65248E104 $ 9,267 496,600 X 21,17 496,600 NEWS CORP CLASS A COMMON STOCK 65248E104 $ 3,945 211,400 X 211,400 NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 $ 7,733 257,776 X 19,08 ,21,17 257,776 NEXTEL PARTNERS COMMON STOCK 65333F107 $ 504 25,800 X 25,800 NICOR, INC. COMMON STOCK 654086107 $ 760 20,567 X 21,17 20,567 NII HOLDINGS INC COMMON STOCK 62913F201 $ 527 11,100 X 19 11,100 NII HOLDINGS INC COMMON STOCK 62913F201 $ 6,442 135,770 X 135,770 NIKE, INC., CLASS B COMMON STOCK 654106103 $ 5,807 64,036 X 21,08 ,17 64,036 NIKE, INC., CLASS B COMMON STOCK 654106103 $ 952 10,500 X 10,500 NIKU CORP COMMON STOCK 654113703 $ 595 29,530 X 29,530 NINETOWNS DIGITAL ADR OTHER SECURITY 654407105 $ 594 55,300 X 55,300 NISOURCE, INC. COMMON STOCK 65473P105 $ 1,212 53,222 X 21,17 53,222 NITROMED, INC. COMMON STOCK 654798503 $ 381 14,303 X 14,303 NN, INC. COMMON STOCK 629337106 $ 420 31,785 X 17,08 31,785 NOBLE CORP. COMMON STOCK G65422100 $ 1,335 26,831 X 21,17 26,831 NOBLE CORP. COMMON STOCK G65422100 $ 463 9,300 X 9,300 NOBLE ENERGY, INC. COMMON STOCK 655044105 $ 4,026 65,300 X 02 ,17 65,300 NOBLE ENERGY, INC. COMMON STOCK 655044105 $ 217 3,512 X 3,512 NOKIA CORP. ADR OTHER SECURITY 654902204 $ 446 28,446 X 02 28,446 NORDSON CORP. COMMON STOCK 655663102 $ 2,033 50,740 X 23,17,02 50,740 NORDSTROM INC COMMON STOCK 655664100 $ 1,306 27,946 X 21,17 27,946 NORDSTROM INC COMMON STOCK 655664100 $ 9,643 206,360 X 206,360 NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 $ 3,367 93,037 X 21,08 ,17 93,037 NORFOLK SOUTHERN CORP. COMMON STOCK 655844108 $ 823 25,300 X 25,300 NORSTAN, INC. COMMON STOCK 656535101 $ 970 175,100 X 175,100 NORTH FORK BANCORP, INC. COMMON STOCK 659424105 $ 3,426 118,761 X 21,08 ,17 118,761 NORTH FORK BANCORP, INC. COMMON STOCK 659424105 $ 1,411 48,900 X 48,900 NORTH PITTSBURGH SYSTEMS COMMON STOCK 661562108 $ 296 11,963 X 17,08 11,963 NORTHEAST UTILITIES COMMON STOCK 664397106 $ 2,786 147,800 X 08 ,02 ,17 147,800 NORTHERN TRUST CORP COMMON STOCK 665859104 $ 2,139 44,036 X 21,17 44,036 NORTHROP GRUMMAN CORP. COMMON STOCK 666807102 $ 5,134 94,438 X 19,21,08 ,17 94,438 NORTHROP GRUMMAN CORP. COMMON STOCK 666807102 $ 421 7,739 X 7,739 NORTHWEST AIRLINES CORP. COMMON STOCK 667280101 $ 439 40,158 X 08,17 40,158 NORTHWEST NATURAL GAS COMMON STOCK 667655104 $ 384 11,376 X 08,17 11,376 NORTHWESTERN CORP. COMMON STOCK 668074305 $ 1,050 37,500 X 02 37,500

Page 47 3f Detail NOVARTIS AG ADR OTHER SECURITY 66987V109 $ 930 18,410 X 18,410 NOVASTAR FINANCIAL, INC. COMMON STOCK 669947400 $ 955 19,287 X 17,08 19,287 NOVELL INC. COMMON STOCK 670006105 $ 526 77,972 X 21,17 77,972 NOVELLUS SYSTEMS, INC. COMMON STOCK 670008101 $ 904 32,421 X 08 ,21,17 32,421 NS GROUP, INC. COMMON STOCK 628916108 $ 715 25,730 X 17,23,08 25,730 NSTAR COMMON STOCK 67019E107 $ 3,227 59,460 X 02 ,17 59,460 NU SKIN ENTERPRISES INC COMMON STOCK 67018T105 $ 348 13,698 X 17 13,698 NUANCE COMMUNICATIONS COMMON STOCK 669967101 $ 826 199,400 X 02 199,400 NUCOR CORP. COMMON STOCK 670346105 $ 1,671 31,930 X 21,17 31,930 NUTRACEUTICAL INTL COMMON STOCK 67060Y101 $ 258 16,713 X 17,23 16,713 NUVELO, INC. COMMON STOCK 67072M301 $ 261 26,543 X 26,543 NVIDIA CORP COMMON STOCK 67066G104 $ 944 40,061 X 21,17 40,061 NVIDIA CORP COMMON STOCK 67066G104 $10,657 452,340 X 452,340 NVR INC COMMON STOCK 62944T105 $ 2,287 2,973 X 23 2,973 O'REILLY AUTOMOTIVE INC COMMON STOCK 686091109 $ 7,670 170,263 X 02 ,17,05 170,263 OCA, INC. COMMON STOCK 67083Q101 $ 70 11,100 X 17 11,100 OCEANEERING INTERNATIONAL COMMON STOCK 675232102 $ 2,594 69,502 X 17,08,11 69,502 OCTEL CORPORATION COMMON STOCK 675727101 $ 507 24,372 X 19,17,08 24,372 OCTEL CORPORATION COMMON STOCK 675727101 $ 882 42,400 X 42,400 OCULAR SCIENCES, INC. COMMON STOCK 675744106 $ 265 5,406 X 17 5,406 OCWEN FINL CORP COMMON STOCK 675746101 $ 284 29,660 X 17,08 29,660 ODYSSEY HEALTHCARE, INC. COMMON STOCK 67611V101 $ 6,082 444,573 X 17,11 ,02,05 444,573 OFFICE DEPOT, INC. COMMON STOCK 676220106 $ 1,109 63,862 X 21,17 63,862 OFFICE DEPOT, INC. COMMON STOCK 676220106 $ 205 11,830 X 11,830 OFFICEMAX INC. COMMON STOCK 67622P101 $ 540 17,210 X 21,17 17,210 OFFICEMAX INC. COMMON STOCK 67622P101 $ 238 7,575 X 7,575 OFFSHORE LOGISTICS COMMON STOCK 676255102 $ 2,381 73,334 X 17,23,19,08,11 73,334 OFFSHORE LOGISTICS COMMON STOCK 676255102 $ 2,864 88,200 X 88,200 OGE ENERGY CORP. COMMON STOCK 670837103 $ 2,500 94,300 X 02 ,17 94,300 OHIO CASUALTY CORP COMMON STOCK 677240103 $ 2,007 86,481 X 17,02 86,481 OIL STATES INTERNATIONAL COMMON STOCK 678026105 $ 1,278 66,270 X 17,19,08 66,270 OLD NATIONAL BANCORP COMMON STOCK 680033107 $ 411 15,900 X 17 15,900 OLD REPUBLIC INTL CORP COMMON STOCK 680223104 $ 4,956 195,880 X 02 ,17 195,880 OLD REPUBLIC INTL CORP COMMON STOCK 680223104 $ 205 8,108 X 8,108 OLD SECOND BANCORP INC. COMMON STOCK 680277100 $ 214 6,724 X 17,08 6,724 OLIN CORP COMMON STOCK 680665205 $ 2,057 93,423 X 17,02 93,423 OLIN CORP COMMON STOCK 680665205 $ 209 9,473 X 9,473

Page 48 3f Detail OLYMPIC STEEL, INC. COMMON STOCK 68162K106 $ 981 37,009 X 23 37,009 OM GROUP, INC. COMMON STOCK 670872100 $ 927 28,600 X 08,17,19 28,600 OM GROUP, INC. COMMON STOCK 670872100 $ 3,686 113,700 X 113,700 OMEGA HEALTHCARE COMMON STOCK 681936100 $ 131 11,100 X 17 11,100 OMNICARE, INC. COMMON STOCK 681904108 $ 6,921 199,900 X 02 ,17 199,900 OMNICELL INC. COMMON STOCK 68213N109 $ 155 14,068 X 14,068 OMNICOM GROUP, INC. COMMON STOCK 681919106 $ 3,203 37,991 X 21,17 37,991 OMNIVISION COMMON STOCK 682128103 $ 266 14,508 X 17 14,508 ONEOK INC. COMMON STOCK 682680103 $ 4,419 155,489 X 23,02 ,17 155,489 ONEOK INC. COMMON STOCK 682680103 $ 237 8,350 X 8,350 ONYX PHARMACEUTICALS,INC. COMMON STOCK 683399109 $ 258 7,975 X 17 7,975 OPENWAVE SYSTEMS INC. COMMON STOCK 683718308 $ 227 14,679 X 17 14,679 OPLINK COMMUNICATIONS COMMON STOCK 68375Q106 $ 43 21,781 X 17 21,781 OPSDDENTAL PETROLEUM CORP COMMON STOCK 674599105 $ 4,670 80,027 X 21,17 80,027 OPSDDENTAL PETROLEUM CORP COMMON STOCK 674599105 $ 683 11,700 X 11,700 OPSWARE INC COMMON STOCK 68383A101 $ 90 12,208 X 17 12,208 OPTION CARE INC. COMMON STOCK 683948103 $ 2,149 125,000 X 125,000 ORACLE CORP. COMMON STOCK 68389X105 $16,220 1,182,246 X 21,08 ,17 1,182,246 ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 $ 76 11,273 X 17 11,273 ORBITAL SCIENCES CORP. COMMON STOCK 685564106 $ 399 33,713 X 19,23,17,08 33,713 OREGON STEEL MILLS INC COMMON STOCK 686079104 $ 1,271 62,656 X 17,23 62,656 ORIENT EXPRESS HOTELS LTD COMMON STOCK G67743107 $ 1,646 80,000 X 02 80,000 ORIENTAL FINL GROUP ADR OTHER SECURITY 68618W100 $ 1,688 59,639 X 17,23,19,08 59,639 ORIENTAL FINL GROUP ADR OTHER SECURITY 68618W100 $ 4,680 165,307 X 165,307 ORTHOLOGIC CORP. COMMON STOCK 68750J107 $ 68 10,927 X 17 10,927 ORTHOVITA INC. COMMON STOCK 68750U102 $ 44 10,600 X 17 10,600 OSHKOSH TRUCK CORP. COMMON STOCK 688239201 $ 2,505 36,640 X 19,08 36,640 OSHKOSH TRUCK CORP. COMMON STOCK 688239201 $ 4,383 64,100 X 64,100 OSI PHARMACEUTICALS INC COMMON STOCK 671040103 $ 554 7,400 X 08 7,400 OSI PHARMACEUTICALS INC COMMON STOCK 671040103 $ 864 11,540 X 11,540 OUTBACK STEAKHOUSE COMMON STOCK 689899102 $ 3,607 78,800 X 02 ,17 78,800 OVERNITE CORP. COMMON STOCK 690322102 $ 909 24,406 X 17,08 24,406 OVERSEAS SHIPHLDG GRP COMMON STOCK 690368105 $ 3,604 65,287 X 17,08,02 65,287 OVERSTOCK.COM, INC. COMMON STOCK 690370101 $ 200 2,900 X 17 2,900 OWENS & MINOR, INC. COMMON STOCK 690732102 $ 833 29,567 X 17,23 29,567 OWENS- ILLINOIS INC. COMMON STOCK 690768403 $ 950 41,950 X 02 41,950 OWENS- ILLINOIS INC. COMMON STOCK 690768403 $ 779 34,390 X 34,390

Page 49 3f Detail P.F. CHANGS CHINA BISTRO COMMON STOCK 69333Y108 $ 366 6,495 X 17 6,495 PACCAR, INC. COMMON STOCK 693718108 $ 3,161 39,271 X 19,21,17 39,271 PACCAR, INC. COMMON STOCK 693718108 $ 773 9,600 X 9,600 PACIFIC CAPITAL BANCORP COMMON STOCK 69404P101 $ 820 24,114 X 17,23 24,114 PACIFIC PREMIER BANCORP COMMON STOCK 69478X105 $ 1,989 150,000 X 150,000 PACIFIC SUNWEAR OF CALIF. COMMON STOCK 694873100 $ 3,232 145,200 X 02 ,17 145,200 PACIFIC SUNWEAR OF CALIF. COMMON STOCK 694873100 $ 4,217 189,457 X 189,457 PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 $ 6,469 114,463 X 19,23,02 ,17 114,463 PACKAGING CORP COMMON STOCK 695156109 $ 2,673 113,520 X 02 ,17 113,520 PACKAGING DYNAMICS CORP. COMMON STOCK 695160101 $ 1,800 125,000 X 125,000 PACTIV CORP. COMMON STOCK 695257105 $ 760 30,036 X 21,17 30,036 PALATIN TECH. COMMON STOCK 696077304 $ 55 20,500 X 08,17 20,500 PALL CORP COMMON STOCK 696429307 $ 741 25,591 X 21,17 25,591 PALMONE INC COMMON STOCK 69713P107 $ 1,023 32,428 X 23,17,08 32,428 PANERA BREAD COMPANY-CL A COMMON STOCK 69840W108 $ 3,004 74,497 X 17,05 74,497 PANERA BREAD COMPANY-CL A COMMON STOCK 69840W108 $ 1,977 49,043 X 49,043 PANTRY INC. COMMON STOCK 698657103 $ 511 16,974 X 17,23 16,974 PAPA JOHN'S INTERNATIONAL COMMON STOCK 698813102 $ 393 11,401 X 23,17,08 11,401 PAR PHARMACEUTICAL COMMON STOCK 69888P106 $ 4,397 106,265 X 19,17,02 106,265 PAR PHARMACEUTICAL COMMON STOCK 69888P106 $ 2,814 67,994 X 67,994 PARAMETRIC TECHNOLOGY COMMON STOCK 699173100 $ 2,354 399,738 X 21,17 ,08,23 399,738 PAREXEL INTERNATIONAL COMMON STOCK 699462107 $ 330 16,271 X 17,08 16,271 PARK NATIONAL CORP COMMON STOCK 700658107 $ 449 3,312 X 17 3,312 PARKER DRILLING CO. COMMON STOCK 701081101 $ 2,356 599,577 X 17,02 599,577 PARKER HANNIFIN CORP. COMMON STOCK 701094104 $ 1,564 20,656 X 21,17 20,656 PARKER HANNIFIN CORP. COMMON STOCK 701094104 $ 4,931 65,100 X 65,100 PARKWAY PROP (LONG) COMMON STOCK 70159Q104 $ 807 15,902 X 17,08 15,902 PARTNERS TRUST FINANCIAL COMMON STOCK 70213F102 $ 283 24,252 X 17,08 24,252 PATHMARK STORES INC COMMON STOCK 70322A101 $ 166 28,518 X 17,08 28,518 PATTERSON COS INC. COMMON STOCK 703395103 $ 6,418 147,920 X 02 ,17 147,920 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 $ 7,291 374,840 X 02 ,17 374,840 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 $ 4,128 212,229 X 212,229 PAXAR CORP. COMMON STOCK 704227107 $ 266 12,016 X 08,17 12,016 PAXSON COMMUNICATIONS COMMON STOCK 704231109 $ 16 11,900 X 17 11,900 PAYCHEX, INC. COMMON STOCK 704326107 $ 2,634 77,302 X 21,17 77,302 PAYLESS SHOESOURCE COMMON STOCK 704379106 $ 1,455 118,259 X 17,08,02 118,259 PC CONNECTION INC COMMON STOCK 69318J100 $ 141 14,787 X 14,787

Page 50 3f Detail PC MALL, INC. COMMON STOCK 69323K100 $ 3,124 139,600 X 139,600 PDI INC COMMON STOCK 69329V100 $ 540 24,247 X 17,08,23 24,247 PEABODY ENERGY CORP. COMMON STOCK 704549104 $ 5,754 71,120 X 02 ,17 71,120 PEABODY ENERGY CORP. COMMON STOCK 704549104 $ 8,421 104,076 X 104,076 PEDIATRIX MEDICAL GROUP COMMON STOCK 705324101 $ 1,505 23,500 X 17,08 23,500 PENN ENGINEERING & MFG COMMON STOCK 707389300 $ 200 11,037 X 17,23,08 11,037 PENN NATIONAL GAMING COMMON STOCK 707569109 $ 678 11,194 X 23,17 11,194 PENN NATIONAL GAMING COMMON STOCK 707569109 $ 5,540 91,490 X 91,490 PENNSYLVANIA REIT COMMON STOCK 709102107 $ 1,880 43,927 X 17,08 43,927 PENTAIR, INC. COMMON STOCK 709631105 $ 4,860 111,560 X 02 ,17 111,560 PEOPLES BANCORP, INC. COMMON STOCK 709789101 $ 240 8,735 X 17,08 8,735 PEOPLES ENERGY CORP COMMON STOCK 711030106 $ 763 17,350 X 21,17 17,350 PEP BOYS COMMON STOCK 713278109 $ 687 40,243 X 17,08 40,243 PEPCO HOLDINGS INC COMMON STOCK 713291102 $ 4,297 201,532 X 02 ,17 201,532 PEPSI BOTTLING GROUP INC. COMMON STOCK 713409100 $ 1,385 51,221 X 21,17 51,221 PEPSIAMERICAS INC. COMMON STOCK 71343P200 $ 3,133 147,500 X 02 ,17 147,500 PEPSICO, INC. COMMON STOCK 713448108 $20,434 391,449 X 08 ,22,21,17 391,449 PEPSICO, INC. COMMON STOCK 713448108 $18,658 357,428 X 357,428 PER-SE TECHNOLOGIES, INC. COMMON STOCK 713569309 $ 1,111 70,192 X 17,23,19,08 70,192 PER-SE TECHNOLOGIES, INC. COMMON STOCK 713569309 $ 2,875 181,600 X 181,600 PEREGRINE PHARMACEUTICALS COMMON STOCK 713661106 $ 30 25,573 X 17 25,573 PERFICIENT, INC. COMMON STOCK 71375U101 $ 2,952 450,000 X 450,000 PERFORMANCE FOOD GROUP CO COMMON STOCK 713755106 $ 334 12,396 X 17 12,396 PERINI CORP COMMON STOCK 713839108 $ 390 23,387 X 17,23 23,387 PERKINELMER, INC. COMMON STOCK 714046109 $ 776 34,496 X 21,19,17 34,496 PERKINELMER, INC. COMMON STOCK 714046109 $ 4,368 194,200 X 194,200 PEROT SYSTEMS CORP - A COMMON STOCK 714265105 $ 995 62,083 X 17,08 62,083 PERRIGO CO. COMMON STOCK 714290103 $ 2,089 120,981 X 17,23,02 120,981 PETCO ANIMAL SUPPLIES INC COMMON STOCK 716016209 $ 1,579 40,000 X 02 40,000 PETCO ANIMAL SUPPLIES INC COMMON STOCK 716016209 $ 9,915 251,130 X 251,130 PETROLEO BRASILEIRO ADR OTHER SECURITY 71654V408 $ 634 15,950 X 02 15,950 PETROLEUM DEVELOPMENT COMMON STOCK 716578109 $ 714 18,517 X 17,24 18,517 PETSMART, INC. COMMON STOCK 716768106 $ 5,680 159,860 X 02 ,17 159,860 PFIZER INC. COMMON STOCK 717081103 $ 271 6,715 X 6,715 PFIZER, INC. COMMON STOCK 717081103 $43,761 1,627,395 X 08 ,21,17 1,627,395 PFIZER, INC. COMMON STOCK 717081103 $22,837 849,292 X 849,292 PG & E CORP COMMON STOCK 69331C108 $ 3,107 93,372 X 21,08 ,17 93,372

Page 51 3f Detail PHARMOS CORP COMMON STOCK 717139208 $ 20 14,200 X 17 14,200 PHELPS DODGE CORP. COMMON STOCK 717265102 $ 1,874 18,943 X 21,17 18,943 PHELPS DODGE CORP. COMMON STOCK 717265102 $ 1,911 19,318 X 19,318 PHILADELPHIA CONS HLDG CO COMMON STOCK 717528103 $ 321 4,854 X 17 4,854 PHOENIX COMPANIES INC. COMMON STOCK 71902E109 $ 1,355 108,436 X 08,17,02 108,436 PHOTRONICS, INC. COMMON STOCK 719405102 $ 2,965 179,688 X 17,08,23,02 179,688 PIEDMONT NATURAL GAS INC COMMON STOCK 720186105 $ 457 19,645 X 17 19,645 PIER 1 IMPORTS, INC. COMMON STOCK 720279108 $ 1,900 96,440 X 02 ,17 96,440 PILGRIMS PRIDE CORP CL. B COMMON STOCK 721467108 $ 1,156 37,687 X 23 37,687 PINNACLE SYSTEMS INC. COMMON STOCK 723481107 $ 107 17,595 X 17 17,595 PINNACLE WEST CAPITAL COMMON STOCK 723484101 $ 1,293 29,125 X 21,08 ,17 29,125 PIONEER NATURAL RESOURCES COMMON STOCK 723787107 $ 6,375 181,622 X 11 ,02 ,17 181,622 PIPER JAFFRAY COS., INC. COMMON STOCK 724078100 $ 1,138 23,734 X 17,08,19 23,734 PIPER JAFFRAY COS., INC. COMMON STOCK 724078100 $ 4,642 96,801 X 96,801 PITNEY BOWES INC. COMMON STOCK 724479100 $ 2,184 47,196 X 21,17 47,196 PLACER SIERRA BANCSHARES COMMON STOCK 726079106 $ 299 10,500 X 17,19 10,500 PLACER SIERRA BANCSHARES COMMON STOCK 726079106 $ 365 12,846 X 12,846 PLAINS EXPLORATION & PRO. COMMON STOCK 726505100 $ 2,629 101,103 X 17,02 101,103 PLANTRONICS, INC. COMMON STOCK 727493108 $ 2,946 71,040 X 11 ,02 ,17 71,040 PLATINUM UNDERWRITERS OTHER SECURITY G7127P100 $ 362 11,651 X 11,651 PLAYTEX PRODUCTS, INC. COMMON STOCK 72813P100 $ 240 30,000 X 17,08 30,000 PLAYTEX PRODUCTS, INC. COMMON STOCK 72813P100 $ 95 11,882 X 11,882 PLEXUS CORP. COMMON STOCK 729132100 $ 691 53,094 X 17,02 53,094 PLUG POWER, INC. COMMON STOCK 72919P103 $ 86 14,089 X 17 14,089 PLUM CREEK TIMBER CO INC COMMON STOCK 729251108 $ 1,445 37,585 X 21,17 37,585 PMA CAPITAL CORP. COMMON STOCK 693419202 $ 1,175 113,523 X 17,08 113,523 PMC - SIERRA INC. COMMON STOCK 69344F106 $ 410 36,411 X 21,17 36,411 PMI GROUP INC. COMMON STOCK 69344M101 $ 4,325 103,600 X 02 ,17 103,600 PNC FINANCIAL SERV. GROUP COMMON STOCK 693475105 $ 3,303 57,501 X 21,17 57,501 PNM RESOURCES INC COMMON STOCK 69349H107 $ 3,967 156,842 X 17,19,02 ,08 156,842 PNM RESOURCES INC COMMON STOCK 69349H107 $ 5,040 199,300 X 199,300 POGO PRODUCING CO. COMMON STOCK 730448107 $ 3,394 70,000 X 02 ,17 70,000 POLARIS INC. COMMON STOCK 731068102 $ 380 5,582 X 23 5,582 POLYCOM INC COMMON STOCK 73172K104 $ 2,449 105,000 X 02 ,17 105,000 POLYMEDICA CORP. COMMON STOCK 731738100 $ 236 6,319 X 17 6,319 POLYONE CORPORATION COMMON STOCK 73179P106 $ 3,536 390,288 X 17,08,02 390,288 PORTAL SOFTWARE, INC. COMMON STOCK 736126301 $ 29 11,060 X 17 11,060

Page 52 3f Detail PORTFOLIO RECOVERY ASSOC. COMMON STOCK 73640Q105 $ 1,416 34,358 X 17,24 34,358 POSCO - ADR OTHER SECURITY 693483109 $ 232 5,200 X 02 5,200 POST PROPERTIES INC. COMMON STOCK 737464107 $ 369 10,576 X 17 10,576 POTLATCH CORP COMMON STOCK 737628107 $ 2,869 56,725 X 17,02 ,23 56,725 POWER-ONE INC. COMMON STOCK 739308104 $ 245 27,490 X 21,17 27,490 POWERDSINE COMMON STOCK M41415106 $ 1,086 79,186 X 24 79,186 POWERWAVE TECH., INC. COMMON STOCK 739363109 $ 1,212 142,925 X 17,02 142,925 PPG INDUSTRIES INC COMMON STOCK 693506107 $ 2,638 38,706 X 08 ,21,17 38,706 PPL CORPORATION COMMON STOCK 69351T106 $ 2,612 49,031 X 21,08 ,17 49,031 PRAECIS PHARMACEUTICALS COMMON STOCK 739421105 $ 38 19,960 X 17 19,960 PRAXAIR INC COMMON STOCK 74005P104 $ 3,639 82,432 X 21,08 ,17 82,432 PRAXAIR INC COMMON STOCK 74005P104 $10,767 243,870 X 243,870 PRECISION CASTPARTS COMMON STOCK 740189105 $ 4,644 70,700 X 02 ,17 70,700 PRENTISS PROPERTIES COMMON STOCK 740706106 $ 1,891 49,511 X 17,08 49,511 PRICE COMMUNICATIONS CORP COMMON STOCK 741437305 $ 194 10,437 X 17 10,437 PRIDE INTERNATIONAL, INC. COMMON STOCK 74153Q102 $ 3,155 153,600 X 08 ,02 ,17 153,600 PRIMEDIA INC. COMMON STOCK 74157K101 $ 120 31,700 X 17 31,700 PRIMUS TELECOMMUNICATIONS COMMON STOCK 741929103 $ 212 66,632 X 17,08 66,632 PRINCIPAL FIN GROUP, INC. COMMON STOCK 74251V102 $ 2,575 62,907 X 21,17 62,907 PROASSURANCE CORP. COMMON STOCK 74267C106 $ 898 22,957 X 08,17,19 22,957 PROASSURANCE CORP. COMMON STOCK 74267C106 $ 3,817 97,600 X 97,600 PROCTER & GAMBLE CO. COMMON STOCK 742718109 $31,479 571,516 X 19,08 ,21,17 571,516 PROCTER & GAMBLE CO. COMMON STOCK 742718109 $ 5,531 100,270 X 100,270 PROGRESS ENERGY INC COMMON STOCK 743263105 $ 2,275 50,277 X 21,17 50,277 PROGRESS SOFTWARE CORP. COMMON STOCK 743312100 $ 891 38,143 X 17,08,23 38,143 PROGRESSIVE CORP-OHIO COMMON STOCK 743315103 $ 3,453 40,700 X 21,17 40,700 PROLOGIS COMMON STOCK 743410102 $ 1,722 39,751 X 21,08 ,17 39,751 PROQUEST CO COMMON STOCK 74346P102 $ 1,500 50,504 X 17,08,02 50,504 PROSPERITY BANCSHARES COMMON STOCK 743606105 $ 1,695 58,040 X 17,08,11 58,040 PROTECTIVE LIFE CORP COMMON STOCK 743674103 $ 4,117 96,430 X 08 ,23,02 ,17 96,430 PROTEIN DESIGN LABS COMMON STOCK 74369L103 $ 2,525 122,220 X 19,02 ,17 122,220 PROTEIN DESIGN LABS COMMON STOCK 74369L103 $ 3,286 159,070 X 159,070 PROVIDE COMMON STOCK 74373W103 $ 906 24,400 X 24,400 PROVIDENCE SERVICE CORP COMMON STOCK 743815102 $ 2,307 110,000 X 110,000 PROVIDENT BANKSHARES COMMON STOCK 743859100 $ 994 27,323 X 17,08 27,323 PROVIDENT FINANCIAL SRVS COMMON STOCK 74386T105 $ 334 17,226 X 17 17,226 PROVIDIAN FINANCIAL COMMON STOCK 74406A102 $ 981 59,566 X 21,17 59,566

Page 53 3f Detail PROVINCE HEALTHCARE COMMON STOCK 743977100 $ 479 21,454 X 08,17 21,454 PRUDENTIAL FINANCIAL, INC COMMON STOCK 744320102 $ 5,757 104,743 X 21,17 104,743 PRUDENTIAL FINANCIAL, INC COMMON STOCK 744320102 $ 225 4,100 X 4,100 PSS WORLD MEDICAL, INC. COMMON STOCK 69366A100 $ 2,020 161,416 X 17,08,02 161,416 PSS WORLD MEDICAL, INC. COMMON STOCK 69366A100 $ 147 11,758 X 11,758 PSYCHIATRIC SOLUTIONS COMMON STOCK 74439H108 $ 1,188 32,482 X 17,05 32,482 PSYCHIATRIC SOLUTIONS COMMON STOCK 74439H108 $ 965 26,400 X 26,400 PTEK HOLDINGS,INC. COMMON STOCK 69366M104 $ 2,383 222,534 X 17,23,08 222,534 PUBLIC SERVICE ENT COMMON STOCK 744573106 $ 2,511 48,511 X 21,17 48,511 PUGET ENERGY INC. COMMON STOCK 745310102 $ 2,613 105,800 X 02 ,17 105,800 PULITZER INC. W/I COMMON STOCK 745769109 $ 523 8,072 X 17,08 8,072 PULTE HOMES, INC. COMMON STOCK 745867101 $ 1,850 28,991 X 21,19,17 28,991 PULTE HOMES, INC. COMMON STOCK 745867101 $ 294 4,604 X 4,604 PXRE CORP. COMMON STOCK G73018106 $ 1,303 51,700 X 02 51,700 QAD INC. COMMON STOCK 74727D108 $ 1,784 200,000 X 200,000 QC HOLDINGS INC. COMMON STOCK 74729T101 $ 293 15,300 X 19 15,300 QLOGIC CORP. COMMON STOCK 747277101 $ 685 18,645 X 21,17 18,645 QLOGIC CORP. COMMON STOCK 747277101 $17,226 469,000 X 469,000 QUALCOMM, INC. COMMON STOCK 747525103 $16,906 398,731 X 08 ,22,21,17 398,731 QUALCOMM, INC. COMMON STOCK 747525103 $10,048 236,972 X 236,972 QUANEX CORP COMMON STOCK 747620102 $ 1,632 23,800 X 17,08 23,800 QUANTA SERVICES INC. COMMON STOCK 74762E102 $ 3,353 419,068 X 17,02 419,068 QUANTUM CORP-DLT & STORAG COMMON STOCK 747906204 $ 239 91,202 X 17,08 91,202 QUEST DIAGNOSTICS, INC. COMMON STOCK 74834L100 $ 1,891 19,786 X 21,17 19,786 QUEST SOFTWARE, INC. COMMON STOCK 74834T103 $ 200 12,547 X 17 12,547 QUEST SOFTWARE, INC. COMMON STOCK 74834T103 $ 2,759 172,960 X 172,960 QUESTAR CORPORATION COMMON STOCK 748356102 $ 4,760 93,400 X 02 ,17 93,400 QUESTAR CORPORATION COMMON STOCK 748356102 $10,722 210,409 X 210,409 QUICKSILVER RESOURCES INC COMMON STOCK 74837R104 $ 237 6,440 X 17 6,440 QUIDEL CORP. COMMON STOCK 74838J101 $ 3,239 637,652 X 17,02 637,652 QUIKSILVER, INC. COMMON STOCK 74838C106 $ 868 29,137 X 17,08 29,137 QUIKSILVER, INC. COMMON STOCK 74838C106 $ 520 17,460 X 17,460 QUINTON CARDIOLOGY SYSTEM COMMON STOCK 748773108 $ 2,112 200,000 X 200,000 QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 $ 1,646 370,753 X 21,17 370,753 QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 $ 615 134,875 X 134,875 R & G FIN CORP OTHER SECURITY 749136107 $ 2,400 61,727 X 17,23,08 61,727 R. H. DONNELLEY CORP. COMMON STOCK 74955W307 $ 4,842 81,995 X 17,08,23,11 81,995

Page 54 3f Detail R.R. DONNELLEY & SONS CO. COMMON STOCK 257867101 $ 1,373 38,906 X 21,17 38,906 RADIAN GROUP INC. COMMON STOCK 750236101 $ 5,260 98,800 X 02 ,17 98,800 RADIAN GROUP INC. COMMON STOCK 750236101 $ 3,442 64,645 X 64,645 RADIOSHACK CORP COMMON STOCK 750438103 $ 1,051 31,971 X 21,17 31,971 RADIOSHACK CORP COMMON STOCK 750438103 $ 3,975 120,904 X 120,904 RADISYS CORP COMMON STOCK 750459109 $ 300 15,320 X 17,08 15,320 RADISYS CORP COMMON STOCK 750459109 $ 467 23,900 X 23,900 RADVISION LTD. OTHER SECURITY M81869105 $ 707 52,356 X 24 52,356 RADWARE LTD. COMMON STOCK M81873107 $ 1,344 51,423 X 51,423 RADYNE COMSTREAM COMMON STOCK 750611402 $ 1,868 250,000 X 250,000 RAILAMERICA COMMON STOCK 750753105 $ 1,132 86,732 X 17,19,08 86,732 RAILAMERICA COMMON STOCK 750753105 $ 2,933 224,768 X 224,768 RAIT INVESTMENT TRUST COMMON STOCK 749227104 $ 1,297 46,368 X 17,08 46,368 RALCORP HOLDINGS INC COMMON STOCK 751028101 $ 2,504 59,723 X 19,17,08,02 59,723 RALCORP HOLDINGS INC COMMON STOCK 751028101 $ 4,013 95,700 X 95,700 RANGE RESOURCES CORP. COMMON STOCK 75281A109 $ 686 33,523 X 19,17 33,523 RANGE RESOURCES CORP. COMMON STOCK 75281A109 $ 2,520 123,160 X 123,160 RARE HOSPITALITY INTL COMMON STOCK 753820109 $ 299 9,381 X 17 9,381 RAVEN INDUSTRIES INC COMMON STOCK 754212108 $ 1,598 75,000 X 75,000 RAYMOND JAMES FINANCIAL, COMMON STOCK 754730109 $ 2,419 78,070 X 02 ,17 78,070 RAYONIER, INC. COMMON STOCK 754907103 $ 2,734 55,905 X 02 ,17 55,905 RAYOVAC CORP. COMMON STOCK 755081106 $ 1,257 41,146 X 17,23,08 41,146 RAYOVAC CORP. COMMON STOCK 755081106 $ 211 6,902 X 6,902 RAYTHEON CO. COMMON STOCK 755111507 $ 3,580 92,187 X 08 ,21,17 92,187 RC2 CORP. COMMON STOCK 749388104 $ 815 25,007 X 17,23,08 25,007 READERS DIGEST COMMON STOCK 755267101 $ 1,790 128,705 X 17,02 128,705 READERS DIGEST COMMON STOCK 755267101 $ 143 10,287 X 10,287 REALNETWORKS INC COMMON STOCK 75605L104 $ 154 23,238 X 17 23,238 REALTY INCOME CORP COMMON STOCK 756109104 $ 518 10,242 X 17 10,242 REBACK NETWORKS INC. COMMON STOCK 757209507 $ 112 20,856 X 17,08 20,856 REDWOOD TRUST INC. COMMON STOCK 758075402 $ 262 4,220 X 17 4,220 REEBOK INTERNATIONAL LTD COMMON STOCK 758110100 $ 531 12,075 X 21,17 12,075 REGAL-BELOIT CORPORATION COMMON STOCK 758750103 $ 553 19,336 X 17,08 19,336 REGIONS FINANCIAL CORP. COMMON STOCK 7591EP100 $ 3,366 94,567 X 21,17 94,567 REGIS CORP. COMMON STOCK 758932107 $ 2,161 46,820 X 02 ,17 46,820 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 $ 1,460 37,468 X 17,08 37,468 REMEC INC. COMMON STOCK 759543101 $ 1,579 218,937 X 08,17,02 218,937

Page 55 3f Detail REMINGTON OIL AND GAS COMMON STOCK 759594302 $ 759 27,856 X 17,23 27,856 RENAL CARE GROUP, INC. COMMON STOCK 759930100 $ 2,582 71,750 X 02 ,17 71,750 RENT WAY INC. COMMON STOCK 76009U104 $ 324 40,463 X 17,08 40,463 RENT-A-CENTER, INC. COMMON STOCK 76009N100 $ 4,236 159,853 X 23,02 ,17 159,853 REPSOL YPF, S.A. - ADR OTHER SECURITY 76026T205 $ 1,129 43,270 X 02 43,270 REPUBLIC AIRWAYS, INC. COMMON STOCK 760276105 $ 163 12,283 X 12,283 REPUBLIC BANCORP. COMMON STOCK 760282103 $ 1,446 94,632 X 17,08 94,632 REPUBLIC SERVICES INC COMMON STOCK 760759100 $ 5,439 162,160 X 02 ,17 162,160 RESEARCH IN MOTION LTD OTHER SECURITY 760975102 $ 2,876 34,900 X 34,900 RESMED, INC. COMMON STOCK 761152107 $ 2,621 51,300 X 05 51,300 RESMED, INC. COMMON STOCK 761152107 $ 3,312 64,810 X 64,810 RESOURCES GLOBAL PROF. COMMON STOCK 76122Q105 $ 333 6,140 X 17 6,140 RESPIRONICS INC. COMMON STOCK 761230101 $ 2,220 40,847 X 23,11 40,847 RETEK, INC. COMMON STOCK 76128Q109 $ 615 99,960 X 17,19,02 99,960 RETEK, INC. COMMON STOCK 76128Q109 $ 888 144,400 X 144,400 REVLON INC CLASS A COMMON STOCK 761525500 $ 153 66,504 X 17,08 66,504 REVLON INC CLASS A COMMON STOCK 761525500 $ 115 50,050 X 50,050 REYNOLDS & REYNOLDS COMMON STOCK 761695105 $ 1,821 68,700 X 02 ,17 68,700 REYNOLDS AMERICAN, INC. COMMON STOCK 761713106 $ 2,365 30,095 X 21,17 30,095 REYNOLDS AMERICAN, INC. COMMON STOCK 761713106 $ 228 2,900 X 2,900 RF MICRO DEVICES INC COMMON STOCK 749941100 $ 1,676 245,096 X 17,02 245,096 RIGHTNOW TECHNOLOGIES INC COMMON STOCK 76657R106 $ 1,252 77,545 X 17,24 77,545 RITCHIE BROS. AUCTIONEERS OTHER SECURITY 767744105 $ 4,344 131,400 X 02 ,11 131,400 RLI CORP. COMMON STOCK 749607107 $ 562 13,514 X 17,08 13,514 ROBERT HALF INTL COMMON STOCK 770323103 $ 1,039 35,306 X 21,17 35,306 ROCK-TENN CO. COMMON STOCK 772739207 $ 247 16,303 X 17,08 16,303 ROCK-TENN CO. COMMON STOCK 772739207 $ 213 14,082 X 14,082 ROCKWELL AUTOMATION, INC. COMMON STOCK 773903109 $ 1,738 35,076 X 21,17 35,076 ROCKWELL COLLINS, INC. COMMON STOCK 774341101 $ 1,418 35,955 X 21,17 35,955 ROCKWELL COLLINS, INC. COMMON STOCK 774341101 $ 417 10,585 X 10,585 ROFIN-SINAR TECHNOLGIES COMMON STOCK 775043102 $ 2,547 60,000 X 60,000 ROHM & HAAS CO. COMMON STOCK 775371107 $ 2,210 49,977 X 21,08 ,17 49,977 ROLLINS INC COMMON STOCK 775711104 $ 1,402 53,284 X 17,02 53,284 ROLLINS INC COMMON STOCK 775711104 $ 3,224 122,500 X 122,500 ROPER INDUSTRIES INC. COMMON STOCK 776696106 $ 1,313 21,600 X 11 21,600 ROSS STORES, INC. COMMON STOCK 778296103 $ 5,258 182,140 X 08 ,02,02 ,17 182,140 ROWAN COS. INC. COMMON STOCK 779382100 $ 714 27,586 X 21,08 ,17 27,586

Page 56 3f Detail ROYAL BANCSHARES OF PENN COMMON STOCK 780081105 $ 1,294 47,893 X 47,893 ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 $ 1,115 20,484 X 20,484 RPC, INC. COMMON STOCK 749660106 $ 590 23,501 X 17,08 23,501 RPM INC-OHIO COMMON STOCK 749685103 $ 2,432 123,700 X 02 ,17 123,700 RSA SECURITY INC. COMMON STOCK 749719100 $ 1,910 95,238 X 17,02 95,238 RUBY TUESDAY INC. COMMON STOCK 781182100 $ 3,458 132,600 X 02,11 ,02 ,17 132,600 RUDDICK CORP. COMMON STOCK 781258108 $ 1,193 54,989 X 17,02 54,989 RUDOLPH TECHNOLOGIES, INC COMMON STOCK 781270103 $ 512 29,845 X 17,24 29,845 RUDOLPH TECHNOLOGIES, INC COMMON STOCK 781270103 $ 1,717 100,000 X 100,000 RYAN'S RESTAURANT GROUP COMMON STOCK 783520109 $ 255 16,529 X 08,17 16,529 RYDER SYSTEM, INC. COMMON STOCK 783549108 $ 569 11,905 X 21,17 11,905 RYERSON TULL INC COMMON STOCK 78375P107 $ 560 35,574 X 17,08 35,574 RYLAND GROUP INC COMMON STOCK 783764103 $ 3,050 53,000 X 02 ,17 53,000 S & T BANCORP INC COMMON STOCK 783859101 $ 237 6,301 X 17 6,301 S1 CORPORATION COMMON STOCK 78463B101 $ 153 16,878 X 17 16,878 SABRE HOLDINGS, INC. COMMON STOCK 785905100 $ 610 27,541 X 21,17 27,541 SAFECO CORP. COMMON STOCK 786429100 $ 1,356 25,951 X 21,17 25,951 SAFEGUARD SCIENTIFICS, IN COMMON STOCK 786449108 $ 111 52,523 X 08,17 52,523 SAFEGUARD SCIENTIFICS, IN COMMON STOCK 786449108 $ 314 148,045 X 148,045 SAFENET INC. STOCK COMMON STOCK 78645R107 $ 4,037 109,885 X 17,08,24,02 109,885 SAFETY INS GROUP INC. COMMON STOCK 78648T100 $ 704 22,589 X 17,23,08 22,589 SAFEWAY INC. COMMON STOCK 786514208 $ 1,794 90,882 X 21,17 90,882 SAFEWAY INC. COMMON STOCK 786514208 $ 1,666 84,400 X 84,400 SAKS INCORPORATED COMMON STOCK 79377W108 $ 2,610 179,900 X 19,02 ,17 179,900 SAKS INCORPORATED COMMON STOCK 79377W108 $ 2,345 161,600 X 161,600 SALIX PHARMACEUTICALS LTD COMMON STOCK 795435106 $ 564 32,042 X 17,24 32,042 SANDERSON FARMS INC. COMMON STOCK 800013104 $ 1,101 25,428 X 17,08,23 25,428 SANDISK CORP COMMON STOCK 80004C101 $ 4,475 179,200 X 02 ,17 179,200 SANDISK CORP COMMON STOCK 80004C101 $ 547 21,920 X 21,920 SANMINA CORP. COMMON STOCK 800907107 $ 6,842 807,739 X 21,17 ,02 807,739 SANMINA CORP. COMMON STOCK 800907107 $ 130 15,299 X 15,299 SAPIENT CORPORATION COMMON STOCK 803062108 $ 149 18,862 X 17 18,862 SARA LEE, CORP. COMMON STOCK 803111103 $ 4,160 172,328 X 19,21,17 172,328 SATYAM COMPUTER SRVS ADR OTHER SECURITY 804098101 $ 649 26,900 X 26,900 SAUER-DANFOSS, INC COMMON STOCK 804137107 $ 350 16,033 X 17,23,08 16,033 SAUL CENTERS INC COMMON STOCK 804395101 $ 1,073 28,045 X 17,08 28,045 SAVIENT PHARMACEUTICALS COMMON STOCK 80517Q100 $ 1,666 614,800 X 02 614,800

Page 57 3f Detail SAXON REIT INC. COMMON STOCK 80556T106 $ 813 33,900 X 19,17 33,900 SAXON REIT INC. COMMON STOCK 80556T106 $ 3,397 141,600 X 141,600 SBA COMMUNICATIONS CORP. COMMON STOCK 78388J106 $ 130 14,000 X 17 14,000 SBC COMM, INC. COMMON STOCK 78387G103 $18,997 737,176 X 19,08 ,21,17 737,176 SBC COMM, INC. COMMON STOCK 78387G103 $ 250 9,696 X 9,696 SBS TECHNOLOGIES INC. COMMON STOCK 78387P103 $ 1,396 100,000 X 100,000 SCAN SOURCE INC. COMMON STOCK 806037107 $ 215 3,460 X 17 3,460 SCANA CORP COMMON STOCK 80589M102 $ 4,853 123,179 X 08 ,02 ,17 123,179 SCANSOFT INC. COMMON STOCK 80603P107 $ 81 19,342 X 17 19,342 SCHERING-PLOUGH CORP. COMMON STOCK 806605101 $ 6,657 318,827 X 08 ,21,17 318,827 SCHERING-PLOUGH CORP. COMMON STOCK 806605101 $ 4,307 206,290 X 206,290 SCHLUMBERGER LTD. COMMON STOCK 806857108 $ 7,944 118,658 X 21,17 118,658 SCHLUMBERGER LTD. COMMON STOCK 806857108 $ 572 8,550 X 8,550 SCHNITZER STEEL IND. COMMON STOCK 806882106 $ 468 13,779 X 17,08 13,779 SCHOLASTIC CORP COMMON STOCK 807066105 $ 1,971 53,322 X 17,02 53,322 SCHOOL SPECIALTY INC. COMMON STOCK 807863105 $ 1,654 42,888 X 17,11 42,888 SCHULMAN INC COMMON STOCK 808194104 $ 2,114 98,748 X 17,02 98,748 SCHWEITZER MAUDUIT INTL COMMON STOCK 808541106 $ 1,040 30,642 X 17,08 30,642 SCICLONE PHARMACEUTICALS COMMON STOCK 80862K104 $ 56 15,200 X 19,17 15,200 SCICLONE PHARMACEUTICALS COMMON STOCK 80862K104 $ 232 62,800 X 62,800 SCIENTIFIC GAMES COMMON STOCK 80874P109 $ 4,243 177,985 X 17,05 177,985 SCIENTIFIC GAMES COMMON STOCK 80874P109 $ 1,054 44,200 X 44,200 SCIENTIFIC-ATLANTA, INC. COMMON STOCK 808655104 $ 1,017 30,816 X 21,17 30,816 SCOTTISH RE GROUP LTD. COMMON STOCK G7885T104 $ 1,567 60,500 X 02 60,500 SCP POOL CORP. COMMON STOCK 784028102 $ 442 13,855 X 17 13,855 SCRIPPS CO COMMON STOCK 811054204 $ 497 10,300 X 08 10,300 SCRIPPS CO COMMON STOCK 811054204 $ 2,713 56,200 X 56,200 SCS TRANSPORTATION COMMON STOCK 81111T102 $ 727 31,125 X 17,08 31,125 SCS TRANSPORTATION COMMON STOCK 81111T102 $ 886 37,900 X 37,900 SEABOARD CORP. COMMON STOCK 811543107 $ 389 390 X 17,23 390 SEACOR HOLDINGS, INC. COMMON STOCK 811904101 $ 450 8,423 X 23,17 8,423 SEAGATE TECHNOLOGY HLDGS. COMMON STOCK G7945J104 $ 508 29,400 X 29,400 SEALED AIR CORP. COMMON STOCK 81211K100 $ 911 17,097 X 21,17 17,097 SEARS ROEBUCK & CO. COMMON STOCK 812387108 $ 2,171 42,546 X 21,17 42,546 SECURITY BANK CORP COMMON STOCK 814047106 $ 402 10,060 X 17,19 10,060 SEEBEYOND TECH CORP COMMON STOCK 815704101 $ 135 37,823 X 37,823 SEI CORP COMMON STOCK 784117103 $ 4,622 110,240 X 02 ,17 110,240

Page 58 3f Detail SELECT COMFORT CORP. COMMON STOCK 81616X103 $ 1,187 66,186 X 17,02 66,186 SELECT MEDICAL CORP. COMMON STOCK 816196109 $ 399 22,676 X 17 22,676 SELECTIVE INSURANCE GROUP COMMON STOCK 816300107 $ 1,355 30,634 X 23,17,08 30,634 SEMICONDUCTOR CORP. COMMON STOCK 682189105 $ 283 62,408 X 17,08 62,408 SEMPRA ENERGY COMMON STOCK 816851109 $ 1,830 49,888 X 19,21,17 49,888 SEMPRA ENERGY COMMON STOCK 816851109 $ 260 7,080 X 7,080 SEMTECH CORP. COMMON STOCK 816850101 $ 1,816 83,030 X 02 ,17 83,030 SENIOR HOUSING PROP COMMON STOCK 81721M109 $ 1,236 65,262 X 17,08 65,262 SENSIENT TECHNOLOGIES COMMON STOCK 81725T100 $ 1,599 66,634 X 08,17,02 66,634 SEPRACOR, INC. COMMON STOCK 817315104 $ 7,362 124,000 X 08 ,02 ,17 124,000 SEPRACOR, INC. COMMON STOCK 817315104 $ 258 4,340 X 4,340 SEQUA CORP., CLASS A COMMON STOCK 817320104 $ 703 11,501 X 17,02 11,501 SEROLOGICALS CORP. COMMON STOCK 817523103 $ 1,287 58,169 X 17,02 58,169 SFBC INTERNATIONAL, INC. COMMON STOCK 784121105 $ 2,294 58,084 X 17,24 58,084 SHANDA INTERACTIVE ENT. COMMON STOCK 81941Q203 $ 2,189 51,500 X 51,500 SHAW GROUP INC COMMON STOCK 820280105 $ 3,271 183,241 X 17,02 183,241 SHERWIN-WILLIAMS CO COMMON STOCK 824348106 $ 1,289 28,886 X 21,17 28,886 SHIRE PHARMACEUTICALS ADR OTHER SECURITY 82481R106 $ 313 9,800 X 9,800 SHOPKO STORES, INC. COMMON STOCK 824911101 $ 1,044 55,900 X 19,17,08 55,900 SHUFFLE MASTER INC COMMON STOCK 825549108 $ 2,223 47,207 X 17,02 47,207 SIEBEL SYSTEMS, INC. COMMON STOCK 826170102 $ 1,087 103,503 X 21,17 103,503 SIERRA HEALTH SERVICES COMMON STOCK 826322109 $ 1,209 21,944 X 08,17,23 21,944 SIERRA PACIFIC RESOURCES COMMON STOCK 826428104 $ 3,446 328,204 X 17,02 ,08 328,204 SIERRA WIRELESS INC. OTHER SECURITY 826516106 $ 989 55,942 X 24 55,942 SIGMA-ALDRICH CORP. COMMON STOCK 826552101 $ 854 14,125 X 21,17 14,125 SIGMATEL, INC. COMMON STOCK 82661W107 $ 1,295 36,459 X 17,24 36,459 SIGMATEL, INC. COMMON STOCK 82661W107 $ 4,286 120,620 X 120,620 SILGAN HOLDINGS COMMON STOCK 827048109 $ 2,325 38,146 X 17,23,08 38,146 SILICON GRAPHICS COMMON STOCK 827056102 $ 308 178,167 X 17,08 178,167 SILICON IMAGE INC. COMMON STOCK 82705T102 $ 4,511 274,072 X 17,02 ,24 274,072 SILICON IMAGE INC. COMMON STOCK 82705T102 $ 5,015 304,690 X 304,690 SILICON LABORATORIES COMMON STOCK 826919102 $ 2,039 57,740 X 02 ,17 57,740 SILICON STORAGE TECH. COMMON STOCK 827057100 $ 216 36,284 X 08,17 36,284 SILICON VALLEY BANCSHARES COMMON STOCK 827064106 $ 2,636 58,810 X 08,17,02 58,810 SIMMONS FIRST NATIONAL COMMON STOCK 828730200 $ 290 10,013 X 17,08 10,013 SIMON PROPERTY GROUP INC. COMMON STOCK 828806109 $ 2,826 43,701 X 21,17 43,701 SIMPSON MANUFACTURING COMMON STOCK 829073105 $ 2,445 70,068 X 17,11 70,068

Page 59 3f Detail SINA CORP OTHER SECURITY G81477104 $ 2,464 76,850 X 76,850 SINCLAIR BROADCAST GROUP COMMON STOCK 829226109 $ 176 19,135 X 08,17 19,135 SINCLAIR BROADCAST GROUP COMMON STOCK 829226109 $ 144 15,582 X 15,582 SIPEX CORPORATION COMMON STOCK 829909100 $ 63 13,400 X 17,19 13,400 SIPEX CORPORATION COMMON STOCK 829909100 $ 507 108,300 X 108,300 SIRENZA MICRODEVICES INC COMMON STOCK 82966T106 $ 2,491 379,800 X 379,800 SIX FLAGS INC. COMMON STOCK 83001P109 $ 240 44,600 X 17,08 44,600 SKYWEST INC. COMMON STOCK 830879102 $ 1,554 77,446 X 23,17,08 77,446 SKYWORKS SOLUTIONS, INC. COMMON STOCK 83088M102 $ 1,801 191,037 X 08,17,02 191,037 SLM CORP. COMMON STOCK 78442P106 $ 4,683 87,722 X 21,17 87,722 SMART & FINAL, INC. COMMON STOCK 831683107 $ 409 28,420 X 17,23,08 28,420 SMITH (A.O.) CORP. COMMON STOCK 831865209 $ 506 16,909 X 17,08 16,909 SMITH INTERNATIONAL COMMON STOCK 832110100 $ 6,296 115,720 X 02 ,17 115,720 SMITH MICRO SOFTWARE INC. COMMON STOCK 832154108 $ 2,685 300,000 X 300,000 SMITHFIELD FOODS INC COMMON STOCK 832248108 $ 3,601 121,700 X 02 ,17 121,700 SMURFIT-STONE CONT CORP. COMMON STOCK 832727101 $ 344 18,400 X 08 18,400 SNAP-ON INC COMMON STOCK 833034101 $ 401 11,670 X 21,17 11,670 SOHU.COM, INC. COMMON STOCK 83408W103 $ 486 27,461 X 17,24 27,461 SOLA INTERNATIONAL, INC. COMMON STOCK 834092108 $ 1,507 54,727 X 17,23,08 54,727 SOLECTRON CORP. COMMON STOCK 834182107 $ 845 158,476 X 21,17 158,476 SONIC AUTOMOTIVE, INC. COMMON STOCK 83545G102 $ 289 11,652 X 08,17 11,652 SONIC CORP. COMMON STOCK 835451105 $ 471 15,434 X 17 15,434 SONIC SOLUTIONS INC. COMMON STOCK 835460106 $ 1,236 55,100 X 55,100 SONICWALL, INC. COMMON STOCK 835470105 $ 89 14,026 X 17 14,026 SONOCO PRODUCTS CO. COMMON STOCK 835495102 $ 3,104 104,700 X 02 ,17 104,700 SOTHEBYS HOLDINGS COMMON STOCK 835898107 $ 1,423 78,378 X 17,02 78,378 SOURCE INTERLINK COS. COMMON STOCK 836151209 $ 2,656 200,000 X 200,000 SOURCECORP, INC. COMMON STOCK 836167106 $ 422 22,100 X 22,100 SOUTH JERSEY INDUSTRIES, COMMON STOCK 838518108 $ 1,419 27,002 X 17,08 27,002 SOUTHERN COMPANY COMMON STOCK 842587107 $ 5,043 150,449 X 21,17 150,449 SOUTHERN UNION CO. COMMON STOCK 844030106 $ 1,885 78,617 X 17,08 78,617 SOUTHSIDE BANCSHARES COMMON STOCK 84470P109 $ 230 10,060 X 17,08 10,060 SOUTHWEST AIRLINES COMMON STOCK 844741108 $ 2,592 159,226 X 21,17 159,226 SOUTHWEST AIRLINES COMMON STOCK 844741108 $ 290 17,822 X 17,822 SOUTHWEST BANCORP COMMON STOCK 844767103 $ 294 12,000 X 19,17,08 12,000 SOUTHWEST BANCORP COMMON STOCK 844767103 $ 771 31,500 X 31,500 SOUTHWEST BANCORP COMMON STOCK 84476R109 $ 5,403 231,992 X 17,05 ,02 231,992

Page 60 3f Detail SOUTHWEST GAS CORP. COMMON STOCK 844895102 $ 1,456 57,306 X 17,08 57,306 SOUTHWESTERN ENERGY CO. COMMON STOCK 845467109 $ 5,023 99,084 X 19,17,02 ,08 99,084 SOVEREIGN BANK COMMON STOCK 845905108 $ 1,594 70,700 X 21,17 70,700 SPANISH BROADCASTING, INC COMMON STOCK 846425882 $ 113 10,679 X 17 10,679 SPHERION CORP COMMON STOCK 848420105 $ 554 65,967 X 17,08 65,967 SPHERION CORP COMMON STOCK 848420105 $ 115 13,648 X 13,648 SPORTS AUTHORITY INC- NEW COMMON STOCK 84917U109 $ 2,468 95,830 X 08,17,02 95,830 SPORTSMAN'S GUIDE, INC. COMMON STOCK 848907200 $ 2,250 100,000 X 100,000 SPRINT CORP COMMON STOCK 852061100 $ 8,156 328,192 X 08 ,21,17 328,192 SPRINT CORP COMMON STOCK 852061100 $ 298 11,980 X 11,980 SPX CORP. COMMON STOCK 784635104 $ 3,502 87,420 X 08 ,02 ,17 87,420 SPX CORP. COMMON STOCK 784635104 $ 2,965 73,300 X 73,300 SS&C TECHNOLOGIES, INC. COMMON STOCK 85227Q100 $ 2,655 128,550 X 128,550 ST MARY LAND & EXPL CO. COMMON STOCK 792228108 $ 3,235 77,495 X 23,17,11 77,495 ST. JUDE MEDICAL, INC. COMMON STOCK 790849103 $ 3,037 72,422 X 21,17 72,422 ST. JUDE MEDICAL, INC. COMMON STOCK 790849103 $13,407 319,740 X 319,740 STAGE STORES, INC. COMMON STOCK 85254C305 $ 1,753 42,219 X 17,08,23 42,219 STAMPS.COM, INC. COMMON STOCK 852857200 $ 1,164 73,496 X 17,05 73,496 STANCORP FINANCIAL GROUP COMMON STOCK 852891100 $ 2,777 33,660 X 23,02 ,17 33,660 STANDARD MICROSYSTEMS COMMON STOCK 853626109 $ 347 19,461 X 19,17,08 19,461 STANDARD MICROSYSTEMS COMMON STOCK 853626109 $ 670 37,600 X 37,600 STANLEY FURNITURE CO. COMMON STOCK 854305208 $ 269 5,983 X 17,23 5,983 STAPLES INC. COMMON STOCK 855030102 $ 5,060 150,091 X 21,08 ,22,17 150,091 STAPLES INC. COMMON STOCK 855030102 $ 4,746 140,780 X 140,780 STARBUCKS CORP COMMON STOCK 855244109 $ 5,074 81,362 X 21,17 81,362 STARBUCKS CORP COMMON STOCK 855244109 $ 3,205 51,400 X 51,400 STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 $ 3,620 61,980 X 08 ,21,22,17 61,980 STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 $ 1,963 33,610 X 33,610 STATE AUTO FINANCIAL CORP COMMON STOCK 855707105 $ 269 10,400 X 17,08 10,400 STATE FINANCIAL SERVICES COMMON STOCK 856855101 $ 376 12,500 X 17,08 12,500 STATE STREET CORP. COMMON STOCK 857477103 $ 4,051 82,477 X 21,08 ,17 82,477 STATION CASINOS INC. COMMON STOCK 857689103 $ 621 11,350 X 11,350 STEEL DYNAMICS, INC. COMMON STOCK 858119100 $ 5,448 143,825 X 17,02 ,23,08 143,825 STEIN MART, INC. COMMON STOCK 858375108 $ 222 13,028 X 17,23 13,028 STEINWAY MUSICAL COMMON STOCK 858495104 $ 628 21,703 X 17,23,08 21,703 STERICYCLE INC COMMON STOCK 858912108 $ 6,163 134,130 X 02 ,17,05 134,130 STERICYCLE INC COMMON STOCK 858912108 $ 3,234 70,390 X 70,390

Page 61 3f Detail STERIS CORP. COMMON STOCK 859152100 $ 3,745 157,880 X 08,17,02 157,880 STERLING BANCSHARES, INC. COMMON STOCK 858907108 $ 184 12,895 X 17 12,895 STERLING FINANCIAL CORP. COMMON STOCK 859317109 $ 604 21,062 X 17,08 21,062 STERLING FINANCIAL CORP. COMMON STOCK 859319105 $ 1,893 48,217 X 17,08 48,217 STEWART ENTERPRISES INC COMMON STOCK 860370105 $ 1,317 188,372 X 17,08 188,372 STEWART INFO SERVICES CRP COMMON STOCK 860372101 $ 1,489 35,762 X 17,08 35,762 STONE ENERGY CORP COMMON STOCK 861642106 $ 1,138 25,244 X 17,08 25,244 STONERIDGE INC COMMON STOCK 86183P102 $ 615 40,640 X 17,23,08 40,640 STORAGE TECHNOLOGY COMMON STOCK 862111200 $ 3,616 114,400 X 02 ,17 114,400 STRATASYS, INC. COMMON STOCK 862685104 $ 1,094 32,604 X 32,604 STRATEX NETWORKS INC. COMMON STOCK 86279T109 $ 51 22,760 X 17 22,760 STRAYER EDUCATION, INC. COMMON STOCK 863236105 $ 425 3,874 X 17 3,874 STRYKER CORP. COMMON STOCK 863667101 $ 3,917 81,177 X 21,17 81,177 SUMMIT BANCSHARES, INC COMMON STOCK 866011109 $ 326 8,700 X 08 8,700 SUMMIT PROPERTIES INC COMMON STOCK 866239106 $ 253 7,784 X 17 7,784 SUN COMMUNITIES COMMON STOCK 866674104 $ 1,079 26,810 X 17,08 26,810 SUN MICROSYSTEMS, INC. COMMON STOCK 866810104 $ 3,911 726,938 X 19,21,17 726,938 SUNGARD DATA SYSTEMS COMMON STOCK 867363103 $ 1,871 66,051 X 21,08 ,17 66,051 SUNGARD DATA SYSTEMS COMMON STOCK 867363103 $ 1,034 36,500 X 36,500 SUNOCO INC COMMON STOCK 86764P109 $ 1,239 15,160 X 21,17 15,160 SUNOPTA INC COMMON STOCK 8676EP108 $ 3,248 452,400 X 452,400 SUNTRUST BANKS INC COMMON STOCK 867914103 $ 5,595 75,731 X 17,21,17 75,731 SUPERGEN INC COMMON STOCK 868059106 $ 118 16,734 X 19,17 16,734 SUPERGEN INC COMMON STOCK 868059106 $ 499 70,800 X 70,800 SUPERIOR ENERGY COMMON STOCK 868157108 $ 231 14,973 X 17 14,973 SUPERIOR ESSEX INC. COMMON STOCK 86815V105 $ 1,504 80,000 X 02 80,000 SUPERIOR INDUSTRIES INC COMMON STOCK 868168105 $ 444 15,285 X 17,08 15,285 SUPERVALU INC COMMON STOCK 868536103 $ 933 27,031 X 21,17 27,031 SUPPORTSOFT INC. COMMON STOCK 868587106 $ 77 11,600 X 17 11,600 SUSQUEHANNA BANCSHARES COMMON STOCK 869099101 $ 307 12,321 X 17 12,321 SWIFT ENERGY CO COMMON STOCK 870738101 $ 1,598 55,220 X 17,08,11 55,220 SWIFT ENERGY CO COMMON STOCK 870738101 $ 860 29,700 X 29,700 SWIFT TRANS CO COMMON STOCK 870756103 $ 4,411 205,360 X 08,17,02 205,360 SWS GROUP, INC. COMMON STOCK 78503N107 $ 314 14,305 X 17,23 14,305 SYBASE, INC. COMMON STOCK 871130100 $ 2,131 106,827 X 23,02 ,17 106,827 SYBRON DENTAL SPECIALTIES COMMON STOCK 871142105 $ 925 26,146 X 23,17,11 26,146 SYCAMORE NETWORKS, INC. COMMON STOCK 871206108 $ 273 67,218 X 08,17 67,218

Page 62 3f Detail SYKES ENTERPRISES INC COMMON STOCK 871237103 $ 163 23,507 X 17,08 23,507 SYMANTEC CORP. COMMON STOCK 871503108 $ 3,321 128,924 X 21,17 128,924 SYMANTEC CORP. COMMON STOCK 871503108 $ 515 20,000 X 20,000 SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 $ 838 48,436 X 21,17 48,436 SYMYX TECH INC COMMON STOCK 87155S108 $ 203 6,759 X 17 6,759 SYNAPTICS, INC. COMMON STOCK 87157D109 $ 2,869 93,816 X 17,02 ,24 93,816 SYNOPSYS, INC. COMMON STOCK 871607107 $ 7,126 363,220 X 02 ,17 363,220 SYNOVUS COMMON STOCK 87161C105 $ 1,775 62,117 X 21,17 62,117 SYPRIS SOLUTIONS, INC. COMMON STOCK 871655106 $ 213 13,900 X 17,08 13,900 SYSCO CORP. COMMON STOCK 871829107 $ 5,246 137,433 X 08 ,21,17 137,433 SYSTEMAX INC. COMMON STOCK 871851101 $ 167 22,700 X 08 22,700 T. ROWE PRICE GROUP, INC. COMMON STOCK 74144T108 $ 1,629 26,191 X 21,17 26,191 T. ROWE PRICE GROUP, INC. COMMON STOCK 74144T108 $ 4,547 73,105 X 73,105 TAKE-TWO INTERACTIVE COMMON STOCK 874054109 $ 4,800 137,984 X 08 ,17,05 137,984 TALK AMERICA HOLDINGS INC COMMON STOCK 87426R202 $ 403 60,886 X 17,08,23 60,886 TARGET CORP. COMMON STOCK 87612E106 $10,386 200,006 X 08 ,21,17 200,006 TARGET CORP. COMMON STOCK 87612E106 $ 9,411 181,218 X 181,218 TARO PHARMACEUTICAL IND OTHER SECURITY M8737E108 $ 1,916 56,300 X 11 56,300 TARO PHARMACEUTICAL IND OTHER SECURITY M8737E108 $ 956 28,090 X 28,090 TASER INTERNATIONAL COMMON STOCK 87651B104 $ 392 12,416 X 17 12,416 TAUBMAN CENTERS (SHORT) COMMON STOCK 876664103 $ 901 30,077 X 17,08 30,077 TAYLOR CAPITAL GROUP INC. COMMON STOCK 876851106 $ 385 11,500 X 17,08 11,500 TBC CORP. COMMON STOCK 872183108 $ 433 15,566 X 19,17 15,566 TBC CORP. COMMON STOCK 872183108 $ 1,890 68,000 X 68,000 TCF FINANCIAL CORP COMMON STOCK 872275102 $ 4,866 151,400 X 08 ,02 ,17 151,400 TECH DATA CORP. COMMON STOCK 878237106 $ 3,220 70,918 X 23,02 ,17 70,918 TECH DATA CORP. COMMON STOCK 878237106 $10,005 220,380 X 220,380 TECHNE CORP COMMON STOCK 878377100 $ 2,219 57,041 X 17,02 57,041 TECHNOLOGY INV. CAP CORP. COMMON STOCK 878717305 $ 654 43,562 X 08 43,562 TECO ENERGY INC COMMON STOCK 872375100 $ 604 39,381 X 21,17 39,381 TECUMSEH PRODUCTS CO. COMMON STOCK 878895200 $ 1,525 31,901 X 17,08,02 31,901 TECUMSEH PRODUCTS CO. COMMON STOCK 878895200 $ 1,759 36,800 X 36,800 TEKELEC COMMON STOCK 879101103 $ 264 12,935 X 17 12,935 TEKTRONIX INC. COMMON STOCK 879131100 $ 550 18,195 X 21,17 18,195 TELEBRAS-SPON ADR PFD OTHER SECURITY 879287308 $ 979 30,411 X 02 30,411 TELEDYNE TECH. COMMON STOCK 879360105 $ 228 7,763 X 17 7,763 TELEFLEX, INC. COMMON STOCK 879369106 $ 2,354 45,320 X 02 ,17 45,320

Page 63 3f Detail TELEFLEX, INC. COMMON STOCK 879369106 $ 680 13,100 X 13,100 TELEFONOS DE MEXICO - ADR OTHER SECURITY 879403780 $ 1,012 26,416 X 02 26,416 TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 $ 4,748 61,700 X 02 ,17 61,700 TELETECH HOLDINGS, INC. COMMON STOCK 879939106 $ 712 73,514 X 17,23,08 73,514 TELIK INC. COMMON STOCK 87959M109 $ 566 29,564 X 17,08 29,564 TELLABS, INC. COMMON STOCK 879664100 $ 739 86,052 X 21,17 86,052 TEMPLE-INLAND, INC. COMMON STOCK 879868107 $ 722 10,555 X 21,17 10,555 TENET HEALTHCARE CORP. COMMON STOCK 88033G100 $ 1,044 95,087 X 21,17 95,087 TENNECO AUTOMOTIVE INC. COMMON STOCK 880349105 $ 2,482 143,988 X 17,08,23 143,988 TERADYNE, INC. COMMON STOCK 880770102 $ 662 38,801 X 21,17 38,801 TERADYNE, INC. COMMON STOCK 880770102 $ 325 19,030 X 19,030 TERAYON COMM. COMMON STOCK 880775101 $ 43 16,024 X 17 16,024 TERAYON COMM. COMMON STOCK 880775101 $ 626 231,100 X 231,100 TEREX CORP. COMMON STOCK 880779103 $ 2,461 51,649 X 23,17,08,11 51,649 TERRA INDUSTRIES COMMON STOCK 880915103 $ 1,324 149,057 X 17,23 149,057 TERREMARK WORLDWIDE COMMON STOCK 881448104 $ 30 46,900 X 17 46,900 TESORO CORPORATION COMMON STOCK 881609101 $ 3,062 96,118 X 19,17,23,08 96,118 TESSERA TECHNOLOGIES COMMON STOCK 88164L100 $ 3,225 86,661 X 17,24 86,661 TESSERA TECHNOLOGIES COMMON STOCK 88164L100 $ 3,008 80,841 X 80,841 TETRA TECH, INC. COMMON STOCK 88162G103 $ 2,520 150,567 X 08,17,02 150,567 TEXAS CAPITAL COMMON STOCK 88224Q107 $ 1,587 73,420 X 17,02 73,420 TEXAS INDUSTRIES INC COMMON STOCK 882491103 $ 1,451 23,254 X 23,17,08 23,254 TEXAS INSTRUMENTS, INC. COMMON STOCK 882508104 $ 8,678 352,459 X 21,17 352,459 TEXAS INSTRUMENTS, INC. COMMON STOCK 882508104 $ 7,586 308,121 X 308,121 TEXAS REGIONAL BANCSHARES COMMON STOCK 882673106 $ 3,070 93,946 X 17,11 93,946 TEXTRON INC COMMON STOCK 883203101 $ 2,247 30,446 X 19,21,17 30,446 TEXTRON INC COMMON STOCK 883203101 $ 9,812 132,950 X 132,950 THE BOEING COMPANY COMMON STOCK 097023105 $ 8,865 171,233 X 21,17 171,233 THE CHEESECAKE FACTORY COMMON STOCK 163072101 $ 2,828 87,100 X 02 ,17 87,100 THE FINISH LINE, INC. COMMON STOCK 317923100 $ 580 31,674 X 17,19 31,674 THE FINISH LINE, INC. COMMON STOCK 317923100 $ 2,782 152,000 X 152,000 THE GEO GROUP INC. COMMON STOCK 36159R103 $ 374 14,054 X 23,17,08 14,054 THE HOME DEPOT, INC. COMMON STOCK 437076102 $21,158 495,049 X 08 ,21,17 495,049 THE HOME DEPOT, INC. COMMON STOCK 437076102 $10,813 253,005 X 253,005 THE INTERPUBLIC GROUP COMMON STOCK 460690100 $ 1,157 86,378 X 21,17 86,378 THE J.M. SMUCKER CO. COMMON STOCK 832696405 $ 6,662 141,538 X 02 ,05 ,17 141,538 THE MEDICINES COMPANY COMMON STOCK 584688105 $ 357 12,379 X 17 12,379

Page 64 3f Detail THE MEDICINES COMPANY COMMON STOCK 584688105 $ 727 25,250 X 25,250 THE SCOTTS COMPANY COMMON STOCK 810186106 $ 5,805 78,960 X 02 ,05 ,17 78,960 THE ST. PAUL COS., INC. COMMON STOCK 792860108 $ 5,597 150,980 X 08 ,21,17 150,980 THE STANLEY WORKS COMMON STOCK 854616109 $ 1,846 37,685 X 21,17 ,23 37,685 THE WARNACO GROUP COMMON STOCK 934390402 $ 259 11,983 X 17 11,983 THE9 LTD. ADR OTHER SECURITY 88337K104 $ 602 25,500 X 25,500 THERMO ELECTRON CORP. COMMON STOCK 883556102 $ 986 32,676 X 21,17 32,676 THERMO ELECTRON CORP. COMMON STOCK 883556102 $ 203 6,731 X 6,731 THERMOGENESIS CORP. COMMON STOCK 883623209 $ 278 43,805 X 17,19 43,805 THERMOGENESIS CORP. COMMON STOCK 883623209 $ 2,695 425,000 X 425,000 THIRD WAVE TECH INC. COMMON STOCK 88428W108 $ 815 94,742 X 17,24 94,742 THOMAS & BETTS CORP COMMON STOCK 884315102 $ 2,964 96,399 X 19,17,02 96,399 THOMAS & BETTS CORP COMMON STOCK 884315102 $ 4,247 138,100 X 138,100 THOMAS INDUSTRIES, INC. COMMON STOCK 884425109 $ 1,629 40,800 X 40,800 THOR INDUSTRIES, INC. COMMON STOCK 885160101 $ 2,569 69,328 X 17,02 69,328 THORATEC CORP. COMMON STOCK 885175307 $ 130 12,467 X 17 12,467 THQ INC. COMMON STOCK 872443403 $ 233 10,161 X 17 10,161 TIBCO SOFTWARE COMMON STOCK 88632Q103 $ 1,841 138,000 X 02 138,000 TIBCO SOFTWARE COMMON STOCK 88632Q103 $ 3,844 288,130 X 288,130 TIDEWATER, INC. COMMON STOCK 886423102 $ 5,923 166,320 X 02 ,17 166,320 TIERONE CORP. COMMON STOCK 88650R108 $ 533 21,461 X 17,08 21,461 TIFFANY & CO. COMMON STOCK 886547108 $ 866 27,086 X 21,17 27,086 TIMBERLAND CO., CLASS A COMMON STOCK 887100105 $ 2,419 38,600 X 02 ,17 38,600 TIME WARNER TELECOM CL A COMMON STOCK 887319101 $ 193 44,374 X 17,08 44,374 TIME WARNER, INC. COMMON STOCK 887317105 $19,051 980,014 X 08 ,19,21,17 980,014 TIME WARNER, INC. COMMON STOCK 887317105 $ 941 48,419 X 48,419 TITAN CORP. COMMON STOCK 888266103 $ 1,770 109,230 X 17,02 109,230 TIVO INC. COMMON STOCK 888706108 $ 67 11,339 X 17 11,339 TJX COMPANIES, INC. COMMON STOCK 872540109 $ 2,492 99,168 X 08 ,21,17 99,168 TODCO, CLASS A COMMON STOCK 88889T107 $ 600 32,560 X 17,08 32,560 TOLL BROTHERS INC COMMON STOCK 889478103 $ 5,653 82,400 X 02 ,17 82,400 TOM ONLINE INC COMMON STOCK 889728200 $ 934 61,200 X 61,200 TOMMY HILFIGER CORP. COMMON STOCK G8915Z102 $ 224 19,900 X 08 19,900 TOO INC. COMMON STOCK 890333107 $ 717 29,332 X 17,08 29,332 TOOTSIE ROLL INDUSTRIES COMMON STOCK 890516107 $ 1,926 55,627 X 02 ,17 55,627 TORCHMARK CORP COMMON STOCK 891027104 $ 1,265 22,131 X 21,17 22,131 TORO CO. COMMON STOCK 891092108 $ 1,973 24,252 X 23,17,08 24,252

Page 65 3f Detail TOTAL SA ADR OTHER SECURITY 89151E109 $ 609 5,541 X 02 5,541 TOWER AUTOMOTIVE INC. COMMON STOCK 891707101 $ 127 53,234 X 17,08 53,234 TOWER AUTOMOTIVE INC. COMMON STOCK 891707101 $ 80 33,304 X 33,304 TOWER GROUP, INC. COMMON STOCK 891777104 $ 522 43,500 X 19 43,500 TOWER GROUP, INC. COMMON STOCK 891777104 $ 3,026 252,200 X 252,200 TOYS 'R' US, INC. COMMON STOCK 892335100 $ 811 39,601 X 21,17 39,601 TRACTOR SUPPLY CO. COMMON STOCK 892356106 $ 971 26,103 X 17,11 26,103 TRADESTATION GROUP INC. COMMON STOCK 89267P105 $ 256 36,500 X 17,19 36,500 TRANS WORLD ENTERTAINMENT COMMON STOCK 89336Q100 $ 526 42,185 X 17,23 42,185 TRANSACTION SYSTEMS ARCH COMMON STOCK 893416107 $ 1,007 50,706 X 17,02 50,706 TRANSKARYOTIC THERAPIES COMMON STOCK 893735100 $ 204 8,032 X 17 8,032 TRANSKARYOTIC THERAPIES COMMON STOCK 893735100 $ 745 29,340 X 29,340 TRANSMETA CORP. COMMON STOCK 89376R109 $ 70 43,200 X 17 43,200 TRANSOCEAN, INC. COMMON STOCK G90078109 $ 2,730 64,407 X 21,17 64,407 TRANSOCEAN, INC. COMMON STOCK G90078109 $ 576 13,594 X 13,594 TRAVELZOO, INC. COMMON STOCK 89421Q106 $ 1,008 10,560 X 17,24 10,560 TREX COMPANY INC. COMMON STOCK 89531P105 $ 1,058 20,179 X 17,24 20,179 TRIAD GUARANTY INC COMMON STOCK 895925105 $ 678 11,206 X 17,19 11,206 TRIAD GUARANTY INC COMMON STOCK 895925105 $ 3,860 63,823 X 63,823 TRIAD HOSPITALS, INC. COMMON STOCK 89579K109 $ 3,186 85,621 X 02 ,17 85,621 TRIAD HOSPITALS, INC. COMMON STOCK 89579K109 $ 1,027 27,595 X 27,595 TRIBUNE CO. COMMON STOCK 896047107 $ 2,721 64,573 X 21,17 64,573 TRIBUNE CO. COMMON STOCK 896047107 $ 1,214 28,800 X 28,800 TRICO BANCSHARES COMMON STOCK 896095106 $ 216 9,224 X 17,08 9,224 TRIMBLE NAVIGATION, LTD. COMMON STOCK 896239100 $ 548 16,575 X 08,17 16,575 TRINITY INDUSTRIES COMMON STOCK 896522109 $ 2,118 62,140 X 17,02 62,140 TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 $ 753 169,135 X 17,02 169,135 TRIUMPH GROUP INC. COMMON STOCK 896818101 $ 2,030 51,390 X 17,08,02 51,390 TRIZETTO GROUP INC COMMON STOCK 896882107 $ 1,108 116,615 X 17,02 116,615 TRM COPY CENTERS CORP. COMMON STOCK 872636105 $ 2,364 100,000 X 100,000 TRUSTCO BANK CORP. COMMON STOCK 898349105 $ 279 20,248 X 17 20,248 TRUSTMARK CORP. COMMON STOCK 898402102 $ 336 10,800 X 17 10,800 TRW AUTO HOLDINGS COMMON STOCK 87264S106 $ 270 13,049 X 23 13,049 TTM TECHNOLOGIES COMMON STOCK 87305R109 $ 211 17,871 X 08,17 17,871 TUESDAY MORNING CORP. COMMON STOCK 899035505 $ 1,902 62,102 X 17,05 62,102 TUMBLEWEED COMMUNICATIONS COMMON STOCK 899690101 $ 53 16,000 X 17 16,000 TUPPERWARE CORP COMMON STOCK 899896104 $ 2,252 108,686 X 17,08,02 108,686

Page 66 3f Detail TURBOCHEF TECH, INC. COMMON STOCK 900006206 $ 1,297 56,696 X 24 56,696 TXU CORP. COMMON STOCK 873168108 $ 3,223 49,922 X 21,17 49,922 TXU CORP. COMMON STOCK 873168108 $ 273 4,221 X 4,221 TYCO INTERNATIONAL, LTD. COMMON STOCK 902124106 $18,061 505,345 X 21,22,08 ,17 505,345 TYCO INTERNATIONAL, LTD. COMMON STOCK 902124106 $14,527 406,452 X 406,452 TYLER TECHNOLOGIES INC. COMMON STOCK 902252105 $ 233 27,900 X 17,08 27,900 TYSON FOODS INC. CLASS A COMMON STOCK 902494103 $ 7,022 381,611 X 02 ,17 381,611 TYSON FOODS INC. CLASS A COMMON STOCK 902494103 $ 190 10,350 X 10,350 U.S. BANCORP COMMON STOCK 902973304 $12,812 409,071 X 08 ,19,21,17 409,071 U.S.I. HOLDINGS CORP. COMMON STOCK 90333H101 $ 123 10,640 X 17 10,640 U.S.I. HOLDINGS CORP. COMMON STOCK 90333H101 $ 392 33,919 X 33,919 UAP HOLDING CORP COMMON STOCK 903441103 $ 203 11,775 X 11,775 UBIQUITEL COMMON STOCK 903474302 $ 3,753 527,081 X 17,23,02 527,081 UGI CORP. COMMON STOCK 902681105 $ 1,570 38,367 X 23 38,367 UICI COMMON STOCK 902737105 $ 1,691 49,874 X 17,08,23 49,874 UIL HOLDINGS CORP. COMMON STOCK 902748102 $ 561 10,928 X 17,08 10,928 ULTICOM INC. COMMON STOCK 903844108 $ 1,210 75,493 X 17,24 75,493 UMB FINANCIAL CORP. COMMON STOCK 902788108 $ 242 4,265 X 17 4,265 UMPQUA HOLDINGS CORP. COMMON STOCK 904214103 $ 591 23,428 X 08,17 23,428 UNIFIRST CORP. COMMON STOCK 904708104 $ 433 15,325 X 23,17,08 15,325 UNION PAC CORP. COMMON STOCK 907818108 $ 3,740 55,616 X 19,21,17 55,616 UNISOURCE ENERGY CORP COMMON STOCK 909205106 $ 2,929 121,475 X 17,23,08 121,475 UNISYS CORP. COMMON STOCK 909214108 $ 695 68,262 X 21,17 68,262 UNIT CORP. COMMON STOCK 909218109 $ 2,406 62,969 X 17,11 62,969 UNITED AUTO GROUP INC. COMMON STOCK 909440109 $ 312 10,557 X 17,08 10,557 UNITED BANKERSHARES INC COMMON STOCK 909907107 $ 1,251 32,800 X 17,08 32,800 UNITED DEFENSE INDS INC. COMMON STOCK 91018B104 $ 5,822 123,221 X 23,02,11 123,221 UNITED DOMINION REALTY COMMON STOCK 910197102 $ 3,509 141,500 X 02,17 141,500 UNITED FIRE & CASUALTY CO COMMON STOCK 910331107 $ 566 16,793 X 23,17,08 16,793 UNITED MICROELECTRON. ADR OTHER SECURITY 910873207 $ 1,097 310,762 X 02 310,762 UNITED NATURAL FOODS INC. COMMON STOCK 911163103 $ 1,771 56,952 X 17,02 56,952 UNITED ONLINE, INC. COMMON STOCK 911268100 $ 620 53,765 X 17,08,23 53,765 UNITED ONLINE, INC. COMMON STOCK 911268100 $ 116 10,092 X 10,092 UNITED RENTALS INC COMMON STOCK 911363109 $ 1,754 92,825 X 17,02 92,825 UNITED STATES STEEL CORP. COMMON STOCK 912909108 $ 4,076 79,531 X 21,19,08,17,02 79,531 UNITED STATIONERS INC. COMMON STOCK 913004107 $ 3,145 68,071 X 17,08,11 68,071 UNITED SURGICAL PARTNERS COMMON STOCK 913016309 $ 315 7,552 X 17 7,552

Page 67 3f Detail UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 $13,604 131,630 X 19,22,21,08 ,17 131,630 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 $ 1,747 38,690 X 17,08,24 38,690 UNITEDHEALTH GROUP, INC. COMMON STOCK 91324P102 $11,764 133,631 X 08 ,21,17 133,631 UNITEDHEALTH GROUP, INC. COMMON STOCK 91324P102 $16,823 191,107 X 191,107 UNITRIN INC. COMMON STOCK 913275103 $ 3,327 73,200 X 02 ,17 73,200 UNIVERSAL AMER FINANCIAL COMMON STOCK 913377107 $ 393 25,400 X 17,08 25,400 UNIVERSAL COMPRESSION COMMON STOCK 913431102 $ 1,486 42,568 X 17,08,02 42,568 UNIVERSAL CORP COMMON STOCK 913456109 $ 3,707 77,487 X 17,02 ,08 77,487 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 $ 2,021 46,566 X 17,19,08 46,566 UNIVERSAL FOREST PRODUCTS COMMON STOCK 913543104 $ 3,160 72,800 X 72,800 UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 $ 2,897 65,100 X 02 ,17 65,100 UNIVISION COMMUNICATIONS COMMON STOCK 914906102 $ 1,713 58,517 X 21,17 58,517 UNOCAL CORP. COMMON STOCK 915289102 $ 3,010 69,616 X 21,08 ,17 69,616 UNOCAL CORP. COMMON STOCK 915289102 $ 432 10,000 X 10,000 UNOVA INC. COMMON STOCK 91529B106 $ 544 21,501 X 08,17 21,501 UNUMPROVIDENT CORP. COMMON STOCK 91529Y106 $ 3,720 207,349 X 21,17 ,02 207,349 UPS, INC., CLASS B COMMON STOCK 911312106 $20,127 235,516 X 08 ,21,17 235,516 URBAN OUTFITTERS INC COMMON STOCK 917047102 $ 3,960 89,200 X 02 ,17 89,200 URS CORP. COMMON STOCK 903236107 $ 681 21,224 X 17,08 21,224 URS CORP. COMMON STOCK 903236107 $ 220 6,848 X 6,848 URSTADT BIDDLE PROPERTIES COMMON STOCK 917286205 $ 189 11,080 X 08,17 11,080 US XPRESS ENTERPRISE COMMON STOCK 90338N103 $ 721 24,600 X 17,19,08 24,600 US XPRESS ENTERPRISE COMMON STOCK 90338N103 $ 3,088 105,400 X 105,400 USA MOBILITY INC. COMMON STOCK 90341G103 $ 212 6,008 X 23,17 6,008 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 $ 1,446 42,282 X 17,23,24 42,282 USEC INC. COMMON STOCK 90333E108 $ 190 19,578 X 17 19,578 USF CORP COMMON STOCK 91729Q101 $ 1,310 34,523 X 19,23,17,08 34,523 USF CORP COMMON STOCK 91729Q101 $ 2,812 74,100 X 74,100 USG CORPORATION COMMON STOCK 903293405 $ 3,512 87,214 X 17,08,23 87,214 UST, INC. COMMON STOCK 902911106 $ 1,592 33,081 X 21,17 33,081 UST, INC. COMMON STOCK 902911106 $ 443 9,200 X 9,200 UTD UTILITIES RIGHTS RIGHT R333885 $ 33,588 X 17 33,588 UTI WORLDWIDE, INC. OTHER SECURITY G87210103 $ 1,666 24,500 X 02 24,500 UTSTARCOM INC COMMON STOCK 918076100 $ 2,795 126,200 X 02 ,17 126,200 V.F. CORP COMMON STOCK 918204108 $ 1,413 25,506 X 21,19,17 25,506 VAIL RESORTS INC COMMON STOCK 91879Q109 $ 6,281 280,147 X 23,17,05 280,147 VALASSIS COMMUNICATIONS COMMON STOCK 918866104 $ 2,461 70,300 X 17,02 70,300

Page 68 3f Detail VALEANT PHARMACEUTICALS COMMON STOCK 91911X104 $ 3,398 128,968 X 08,17,02 128,968 VALEANT PHARMACEUTICALS COMMON STOCK 91911X104 $ 948 35,960 X 35,960 VALERO ENERGY COMMON STOCK 91913Y100 $ 3,228 71,092 X 21,19,08 ,17 71,092 VALHI INC. COMMON STOCK 918905100 $ 308 19,142 X 17,08 19,142 VALHI INC. COMMON STOCK 918905100 $ 420 26,100 X 26,100 VALMONT INDUSTRIES, INC. COMMON STOCK 920253101 $ 844 33,600 X 17,08 33,600 VALSPAR CORP COMMON STOCK 920355104 $ 2,876 57,500 X 02 ,17 57,500 VALUECLICK INC. COMMON STOCK 92046N102 $ 1,737 130,323 X 17,24 130,323 VALUECLICK INC. COMMON STOCK 92046N102 $ 813 61,000 X 61,000 VARCO INTERNATIONAL COMMON STOCK 922122106 $ 3,113 106,780 X 02 ,17 106,780 VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 $ 6,352 146,900 X 02 ,17 146,900 VARIAN MEDICAL SYSTEMS COMMON STOCK 92220P105 $ 3,974 91,900 X 91,900 VARIAN SEMICONDUCTOR COMMON STOCK 922207105 $ 1,856 50,376 X 17,02 50,376 VARIAN, INC. COMMON STOCK 922206107 $ 1,953 47,629 X 17,02 47,629 VCA ANTECH COMMON STOCK 918194101 $ 3,499 178,500 X 05 ,02 ,17 178,500 VECTREN CORP. COMMON STOCK 92240G101 $ 2,148 80,160 X 02 ,17 80,160 VEECO INSTRUMENTS INC COMMON STOCK 922417100 $ 989 46,957 X 17,24 46,957 VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 $ 241 3,768 X 17 3,768 VENTAS INC. COMMON STOCK 92276F100 $ 962 35,100 X 08 35,100 VENTIV HEALTH INC COM COMMON STOCK 922793104 $ 1,544 75,972 X 17,24 75,972 VERISIGN INC. COMMON STOCK 92343E102 $ 677 20,200 X 20,200 VERITAS DGC, INC. COMMON STOCK 92343P107 $ 1,398 62,371 X 17,08,24 62,371 VERITAS SOFTWARE CORP. COMMON STOCK 923436109 $ 2,742 96,051 X 08 ,21,17 96,051 VERITAS SOFTWARE CORP. COMMON STOCK 923436109 $ 3,621 126,840 X 126,840 VERIZON COMMUNICATIONS COMMON STOCK 92343V104 $25,849 638,082 X 19,08 ,21,17 638,082 VERIZON COMMUNICATIONS COMMON STOCK 92343V104 $ 1,213 29,950 X 29,950 VERSO TECHNOLOGIES INC. COMMON STOCK 925317109 $ 36 49,377 X 17 49,377 VERTEX PHARMACEUTICALS COMMON STOCK 92532F100 $ 1,103 104,384 X 17,02 104,384 VERTRUE, INC. COMMON STOCK 92534N101 $ 3,792 100,387 X 17,08,23,05 100,387 VIACOM, INC., CLASS B COMMON STOCK 925524308 $14,836 407,702 X 21,08 ,17 407,702 VIASAT INC. COMMON STOCK 92552V100 $ 1,099 45,300 X 17,24 45,300 VIASYS HEALTHCARE, INC. COMMON STOCK 92553Q209 $ 973 51,225 X 17,02 51,225 VICURON PHARMACEUTICALS COMMON STOCK 926471103 $ 201 11,564 X 17 11,564 VIEWPOINT CORP. COMMON STOCK 92672P108 $ 392 126,400 X 126,400 VIGNETTE CORP. COMMON STOCK 926734104 $ 96 69,309 X 17 69,309 VINTAGE PETROLEUM, INC. COMMON STOCK 927460105 $ 1,427 62,912 X 23,17,08 62,912 VION PHARMACEUTICALS INC COMMON STOCK 927624106 $ 47 10,000 X 17 10,000

Page 69 3f Detail VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 $ 3,629 241,580 X 02,02 ,17 241,580 VISTEON CORP COMMON STOCK 92839U107 $ 1,523 155,875 X 21,17 ,08 155,875 VISX INC DEL COMMON STOCK 92844S105 $ 6,458 249,637 X 17,02 ,05 249,637 VITESSE SEMICONDUCTOR COMMON STOCK 928497106 $ 291 82,388 X 08,17 82,388 VNUS MEDICAL TECHNOLOGIES COMMON STOCK 928566108 $ 248 18,373 X 24 18,373 VODAFONE GROUP ADR OTHER SECURITY 92857W100 $ 367 13,400 X 13,400 VOLT INFORMATION SCIENCES COMMON STOCK 928703107 $ 203 6,905 X 17,08 6,905 VULCAN MATERIALS CO. COMMON STOCK 929160109 $ 1,134 20,768 X 21,17 20,768 VULCAN MATERIALS CO. COMMON STOCK 929160109 $ 9,349 171,200 X 171,200 W HOLDING CO., INC. ADR OTHER SECURITY 929251106 $ 801 34,928 X 08 34,928 W. H. BRADY COMPANY COMMON STOCK 104674106 $ 2,410 38,522 X 17,11 38,522 W.R. BERKLEY CORP. COMMON STOCK 084423102 $ 4,665 98,900 X 08 ,02 ,17 98,900 W.R. GRACE & CO. NEW COMMON STOCK 38388F108 $ 1,146 84,200 X 17,08 84,200 WABASH NATIONAL CORP COMMON STOCK 929566107 $ 319 11,863 X 11,863 WABTEC COMMON STOCK 929740108 $ 2,375 111,413 X 17,19,02 111,413 WABTEC COMMON STOCK 929740108 $ 2,859 134,100 X 134,100 WACHOVIA CORP. COMMON STOCK 929903102 $19,262 366,205 X 19,08 ,22,21,17 366,205 WACHOVIA CORP. COMMON STOCK 929903102 $ 1,098 20,878 X 20,878 WADDELL & REED FINANCIAL COMMON STOCK 930059100 $ 2,086 87,300 X 02 ,17 87,300 WADDELL & REED FINANCIAL COMMON STOCK 930059100 $ 289 12,084 X 12,084 WAL-MART STORES, INC. COMMON STOCK 931142103 $48,988 927,453 X 22,08 ,21,17 927,453 WAL-MART STORES, INC. COMMON STOCK 931142103 $11,704 221,585 X 221,585 WALGREEN CO. COMMON STOCK 931422109 $ 7,986 208,125 X 21,17 208,125 WALT DISNEY CO. COMMON STOCK 254687106 $12,775 459,540 X 19,08 ,21,17 459,540 WALT DISNEY CO. COMMON STOCK 254687106 $ 7,710 277,331 X 277,331 WALTER INDS. INC. COMMON STOCK 93317Q105 $ 2,270 67,300 X 17,08,23 67,300 WASHINGTON FED INC COMMON STOCK 938824109 $ 2,203 83,000 X 02 ,17 83,000 WASHINGTON GROUP INT. COMMON STOCK 938862208 $ 950 23,040 X 17,08 23,040 WASHINGTON MUTUAL COMMON STOCK 939322103 $ 8,466 200,247 X 21,08 ,17 200,247 WASHINGTON POST CO COMMON STOCK 939640108 $10,211 10,387 X 02 ,17 10,387 WASHINGTON REAL ESTATE COMMON STOCK 939653101 $ 313 9,229 X 17 9,229 WASTE CONNECTIONS, INC. COMMON STOCK 941053100 $ 982 28,686 X 19,17 28,686 WASTE CONNECTIONS, INC. COMMON STOCK 941053100 $ 4,341 126,750 X 126,750 WASTE MANAGEMENT, INC. COMMON STOCK 94106L109 $ 3,494 116,713 X 21,17 116,713 WATCHGUARD TECHNOLOGIES COMMON STOCK 941105108 $ 49 10,964 X 17 10,964 WATERS CORP. COMMON STOCK 941848103 $ 1,290 27,571 X 21,19,17 27,571 WATERS CORP. COMMON STOCK 941848103 $ 5,895 125,990 X 125,990

Page 70 3f Detail WATSCO, INC. COMMON STOCK 942622200 $ 415 11,773 X 17,08 11,773 WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 $ 1,877 57,206 X 21,08 ,17 ,02 57,206 WATTS WATER TECH, INC. COMMON STOCK 942749102 $ 597 18,530 X 17,08 18,530 WAUSAU-MOSINEE PAPER CORP COMMON STOCK 943315101 $ 821 45,947 X 17,08 45,947 WAYPOINT FINANCIAL CORP. COMMON STOCK 946756103 $ 230 8,114 X 17 8,114 WCA WASTE CORP. COMMON STOCK 92926K103 $ 275 26,340 X 26,340 WCI COMMUNITIES INC. COMMON STOCK 92923C104 $ 1,250 42,528 X 17,08 42,528 WEATHERFORD INTL. INC. COMMON STOCK G95089101 $ 7,530 146,780 X 02 ,17 146,780 WEBMETHODS INC. COMMON STOCK 94768C108 $ 2,398 332,580 X 17,02 332,580 WEBMETHODS INC. COMMON STOCK 94768C108 $ 290 40,278 X 40,278 WEBSENSE, INC. COMMON STOCK 947684106 $ 297 5,855 X 17 5,855 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 $ 2,856 56,400 X 02 ,17 56,400 WEBSTER FINANCIAL CORP COMMON STOCK 947890109 $ 3,828 75,600 X 75,600 WEINGARTEN REALTY COMMON STOCK 948741103 $ 3,962 98,800 X 02 ,17 98,800 WELLMAN, INC. COMMON STOCK 949702104 $ 917 85,758 X 17,19,08 85,758 WELLMAN, INC. COMMON STOCK 949702104 $ 2,838 265,500 X 265,500 WELLPOINT, INC. COMMON STOCK 94973V107 $ 8,096 70,401 X 21,08 ,17 70,401 WELLPOINT, INC. COMMON STOCK 94973V107 $ 656 5,700 X 5,700 WELLS FARGO COMPANY COMMON STOCK 949746101 $23,836 383,523 X 19,08 ,21,17 383,523 WELLS FARGO COMPANY COMMON STOCK 949746101 $ 6,643 106,890 X 106,890 WENDYS INTERNATIONAL COMMON STOCK 950590109 $ 936 23,836 X 08 ,21,17 23,836 WERNER ENTERPRISES INC COMMON STOCK 950755108 $ 2,768 122,257 X 17,08,02 122,257 WESCO INTERNATIONAL INC COMMON STOCK 95082P105 $ 1,625 54,820 X 17,19,23 54,820 WEST COAST BANCORP-OREGON COMMON STOCK 952145100 $ 1,250 49,200 X 17,08 49,200 WESTAMERICA BANCORP COMMON STOCK 957090103 $ 5,255 90,117 X 17,02 ,11 90,117 WESTAR ENERGY INC COMMON STOCK 95709T100 $ 3,951 172,750 X 19,02 ,17 172,750 WESTAR ENERGY INC COMMON STOCK 95709T100 $ 5,111 223,500 X 223,500 WESTCORP COMMON STOCK 957907108 $ 561 12,218 X 23 12,218 WESTELL TECHNOLOGIES COMMON STOCK 957541105 $ 82 12,129 X 17 12,129 WESTELL TECHNOLOGIES COMMON STOCK 957541105 $ 2,720 400,000 X 400,000 WESTERN DIGITAL CORP. COMMON STOCK 958102105 $ 463 42,700 X 19 42,700 WESTERN DIGITAL CORP. COMMON STOCK 958102105 $ 2,968 273,800 X 273,800 WESTERN GAS RESOURCES, IN COMMON STOCK 958259103 $ 2,770 94,700 X 19,02 ,17 94,700 WESTERN GAS RESOURCES, IN COMMON STOCK 958259103 $ 5,022 171,700 X 171,700 WESTWOOD ONE INC. COMMON STOCK 961815107 $ 2,873 106,680 X 02 ,17 106,680 WEYERHAEUSER CO. COMMON STOCK 962166104 $ 3,280 48,801 X 21,17 48,801 WGL HOLDINGS, INC. COMMON STOCK 92924F106 $ 1,974 64,015 X 17,02 64,015

Page 71 3f Detail WH ENERGY SERVICES COMMON STOCK 92925E108 $ 1,592 71,200 X 17,02 71,200 WHEELING-PITTSBURG CORP. COMMON STOCK 963142302 $ 460 11,940 X 17,19 11,940 WHEELING-PITTSBURG CORP. COMMON STOCK 963142302 $ 2,559 66,400 X 66,400 WHIRLPOOL CORP. COMMON STOCK 963320106 $ 936 13,525 X 21,17 13,525 WHITING PETROLEUM CORP COMMON STOCK 966387102 $ 1,197 39,565 X 17,24 39,565 WHOLE FOODS MARKET INC. COMMON STOCK 966837106 $ 6,539 68,580 X 02 ,17 68,580 WILLIAMS COS., INC. COMMON STOCK 969457100 $ 1,796 110,238 X 21,17 110,238 WILLIAMS COS., INC. COMMON STOCK 969457100 $ 1,317 80,874 X 80,874 WILLIAMS-SONOMA INC. COMMON STOCK 969904101 $ 4,406 125,740 X 02 ,17 125,740 WILLIAMS-SONOMA INC. COMMON STOCK 969904101 $ 3,849 109,850 X 109,850 WILMINGTON TRUST CORP. COMMON STOCK 971807102 $ 2,592 71,700 X 02 ,17 71,700 WILSON GREATBATCH TECH COMMON STOCK 972232102 $ 1,014 45,230 X 17,02 45,230 WIND RIVER SYSTEMS, INC. COMMON STOCK 973149107 $ 2,827 208,611 X 17,02 208,611 WINN-DIXIE STORES, INC. COMMON STOCK 974280109 $ 370 81,400 X 17,08 81,400 WINNEBAGO INDUSTRIES, INC COMMON STOCK 974637100 $ 219 5,598 X 17 5,598 WINSTON HOTELS, INC. COMMON STOCK 97563A102 $ 637 53,900 X 53,900 WINTRUST FINANCIAL CORP. COMMON STOCK 97650W108 $ 307 5,392 X 17 5,392 WISCONSIN ENERGY CORP. COMMON STOCK 976657106 $ 4,736 140,500 X 19,02 ,17 140,500 WISCONSIN ENERGY CORP. COMMON STOCK 976657106 $ 5,309 157,500 X 157,500 WM WRIGLEY JR. CO. COMMON STOCK 982526105 $ 3,166 45,756 X 21,17 45,756 WOLVERINE WORLD WIDE, INC COMMON STOCK 978097103 $ 557 17,714 X 23,17 17,714 WORLD ACCEPTANCE COMMON STOCK 981419104 $ 1,293 47,011 X 23,17,08 47,011 WORLD ACCEPTANCE COMMON STOCK 981419104 $ 2,751 100,000 X 100,000 WORLD FUEL SERVICES CORP. COMMON STOCK 981475106 $ 414 8,310 X 17,08 8,310 WORLD WRESTLING ENT INC. COMMON STOCK 98156Q108 $ 347 28,599 X 17,08 28,599 WORTHINGTON INDS., INC. COMMON STOCK 981811102 $ 1,762 89,987 X 02 ,17 89,987 WPS RESOURCES COMMON STOCK 92931B106 $ 2,728 54,600 X 19,02 ,17 54,600 WPS RESOURCES COMMON STOCK 92931B106 $ 5,151 103,100 X 103,100 WRIGHT MEDICAL GROUP, INC COMMON STOCK 98235T107 $ 208 7,304 X 17 7,304 WSFS FINANCIAL CORP COMMON STOCK 929328102 $ 672 11,138 X 23,17,08 11,138 WYETH COMMON STOCK 983024100 $12,465 292,672 X 19,08 ,21,17 292,672 WYETH COMMON STOCK 983024100 $13,242 310,915 X 310,915 X-RITE, INC. COMMON STOCK 983857103 $ 1,761 110,000 X 110,000 XCEL ENERGY INC COMMON STOCK 98389B100 $ 2,092 114,967 X 21,08 ,17 114,967 XEROX CORPORATION COMMON STOCK 984121103 $ 3,265 191,954 X 21,17 191,954 XEROX CORPORATION COMMON STOCK 984121103 $ 199 11,700 X 11,700 XILINX, INC. COMMON STOCK 983919101 $ 2,411 81,322 X 21,08 ,17 81,322

Page 72 3f Detail XL CAPITAL LTD. COMMON STOCK G98255105 $ 1,914 24,646 X 21,17 24,646 XM SATELLITE RADIO CL.A COMMON STOCK 983759101 $ 3,750 99,690 X 99,690 XTO ENERGY, INC. COMMON STOCK 98385X106 $ 2,217 62,670 X 17,21,17 62,670 XTO ENERGY, INC. COMMON STOCK 98385X106 $ 5,067 143,226 X 143,226 XYBERNAUT CORP. COMMON STOCK 984149104 $ 33 27,000 X 17 27,000 YAHOO, INC. COMMON STOCK 984332106 $11,468 304,349 X 22,21,17 304,349 YAHOO, INC. COMMON STOCK 984332106 $ 7,836 207,974 X 207,974 YANKEE CANDLE CO COMMON STOCK 984757104 $ 1,088 32,792 X 19,23,17 32,792 YELLOW ROADWAY CORP. COMMON STOCK 985577105 $ 1,746 31,347 X 23,02 31,347 YORK INTERNATIONAL CORP COMMON STOCK 986670107 $ 5,621 162,752 X 17,08,02 162,752 YOUNG INNOVATIONS INC COMMON STOCK 987520103 $ 1,531 45,400 X 17,11 45,400 YUM! BRANDS, INC. COMMON STOCK 988498101 $ 3,439 72,881 X 21,08 ,17 72,881 ZALE CORP COMMON STOCK 988858106 $ 1,308 43,802 X 19,08,17 43,802 ZALE CORP COMMON STOCK 988858106 $ 4,194 140,400 X 140,400 ZEBRA TECHNOLOGIES COMMON STOCK 989207105 $ 6,635 117,887 X 02 ,11 ,17 117,887 ZENITH NATIONAL INSURANCE COMMON STOCK 989390109 $ 2,532 50,801 X 17,23,08 50,801 ZILA, INC. COMMON STOCK 989513205 $ 48 11,200 X 17 11,200 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 $ 5,089 63,521 X 21,22,17 63,521 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 $ 6,419 80,120 X 80,120 ZIONS BANCORP. COMMON STOCK 989701107 $ 1,498 22,020 X 21,08 ,17 22,020 ZIONS BANCORP. COMMON STOCK 989701107 $ 5,465 80,333 X 80,333 ZORAN CORP. COMMON STOCK 98975F101 $ 3,140 271,149 X 17,02 271,149

Page 73

Manag- Fair Shares of Shared ers Market Principal as in Shared- see Sole Name of Issuer Title of Class Cusip Value Amount Sole Instr V Other Instr V 1 Shared None HEWLETT PACKARD CO COM USD0.01 428236103 $ 6,016 285,443 X 285,443 HILTON HOTELS CORP COM STK USD2.50 432848109 $ 14,934 709,325 X 709,325 HMS HOLDINGS CORP COM STK USD0.01 40425J101 $ 842 119,516 X 119,516 HOB ENTERTAINMENT COM STK USD0.0001 9150412 $ 69,165 X 69,165 HOME DEPOT INC COM USD0.05 437076102 $ 4,358 104,335 X 104,335 HONEYWELL INTERNATIONAL INC COM STK US$1 438516106 $ 403 11,660 X 11,660 HOSPIRA INC COM USD0.01 441060100 $ 1,418 43,696 X 43,696 HOST MARRIOTT CORP COM USD1 44107P104 $ 1,382 85,739 X 85,739 HUDSON HIGHLAND GRP INC COM USD0.001 443792106 $ 2,209 83,788 X 83,788 HUMANA INC COM USD0.166 444859102 $ 6,541 240,300 X 240,300 HUNT(J.B)TRANSPORT SERVICES INC COM STK USD0.01 445658107 $ 11,363 288,287 X 288,287 HURON CONSULTING GROUP INC COM USD0.01 447462102 $ 319 14,740 X 14,740 HYPERION SOLUTIONS INC COM STK USD0.001 44914M104 $ 4,379 99,564 X 99,564 ICICI BANK ADR (ACH REP 2 ORD INR10-DTC) 45104G104 $ 9,485 489,496 X 489,496 ILLINOIS TOOL WORKS INC COM NPV 452308109 $ 1,464 15,563 X 15,563 IMERGENT INC COM USD0.001 45247Q100 $ 729 51,724 X 51,724 IMPAX LABORATORIES COM STK USD0.01 45256B101 $ 285 19,700 X 19,700 INGERSOLL-RAND CO COM USD2 CL'A' G4776G101 $ 3,708 49,128 X 49,128 INNOVET COM USD0.001 45765P104 $ 250,000 X 250,000 INSIGNIA SOLUTIONS ADS REPR EACH 1 ORD SHS 20P 45766J107 $ 267 300,000 X 300,000 INTEL CORP COM STK USD0.001 458140100 $ 8,607 366,587 X 366,587 INTERNATIONAL BUSINESS MACHINES CRP COM STK USD0.20 459200101 $ 8,589 89,397 X 89,397 INTERNATIONAL PAPER CO COM STK USD1 460146103 $ 1,908 47,675 X 47,675 INVESTORS FINANCIAL SERVICES CORP COM STK USD0.01 461915100 $ 4,537 107,202 X 107,202 INVITROGEN COM USD0.01 46185R100 $ 1,663 27,670 X 27,670 IONA TECHNOLOGIES ADS REP 1 ORD SHS-DTC 46206P109 $ 11,921 2,248,327 X 2,248,327 ISHARES INC MSCI EAFE INDEX FUND(ETF) 464287465 $ 651 4,150 X 4,150 ISHARES TRUST NASDAQ BIOTECHNOLOGY INDEX NPV (ETF) 464287556 $ 3,637 51,140 X 51,140 J P MORGAN CHASE COM USD1 46625H100 $ 8,535 225,733 X 225,733 J.C PENNEY CO INC HOLDING CO COM USD0.50 708160106 $ 646 16,304 X 16,304 J2 GLOBAL COMMUNICATIONS INC COM USD0.01 46626E205 $ 1,161 35,208 X 35,208 JABIL CIRCUIT INC COM USD0.001 466313103 $ 881 33,731 X 33,731 JACKSON HEWITT TAX SERVICE INC COM USD0.01 468202106 $ 2,764 123,806 X 123,806 JDS UNIPHASE CORP COM USD0.001 46612J101 $ 59 19,257 X 19,257 JOHNSON & JOHNSON COM STK USD1 478160104 $ 13,031 215,693 X 215,693 JOHNSON CONTROLS,INC COM USD0.16 2/3 478366107 $ 923 15,168 X 15,168 JOY GLOBAL INC COM STK USD1 481165108 $ 6,658 177,100 X 177,100 JUNIPER NETWORKS COM STK USD0.00001 48203R104 $ 12,422 432,395 X 432,395 KANBAY INTL INC COM STK USD0.001 48369P207 $ 996 36,401 X 36,401 KERR-MCGEE CORP COM STK USD1 492386107 $ 4,447 76,997 X 76,997 KERZNER INTL LTD COM USD0.001 P6065Y107 $ 863 15,188 X 15,188 KIMBERLY-CLARK CORP COM STK USD1.25 494368103 $ 445 6,962 X 6,962 KNIGHT TRADING GROUP INC CLASS 'A' COM STK USD0.01 499063105 $ 340 29,610 X 29,610 KNIGHTSBRIDGE INTERGRATED HOLDINGS V LP 9086517 $ 7,518 1 X 1 KNIGHTSBRIDGE POST VENTURE IV LP 9078901 $ 7,280 1 X 1 KNIGHTSBRIDGE TANKERS COM STK USD0.01 G5299G106 $ 1,771 50,000 X 50,000 KOHLS CORPORATION COM USD0.01 500255104 $ 1,279 26,938 X 26,938 KOREA ELECTRIC POWER CORP ADR REP 1/2 KRW5000-DTC 500631106 $ 170 12,588 X 12,588 KYPHON INC COM USD0.001 501577100 $ 1,686 73,456 X 73,456 L 3 COMMUNICATIONS COM USD0.01 502424104 $ 10,486 141,026 X 141,026 LAFARGE NORTH AMERICA INC COM USD1 505862102 $ 656 13,340 X 13,340 LAM RESEARCH CORP COM STK USD0.001 512807108 $ 874 30,590 X 30,590 LANDSTAR SYSTEMS INC COM STK USD0.01 515098101 $ 6,221 89,500 X 89,500 LEGG MASON INCORPORATED COM STK USD0.10 524901105 $ 903 12,921 X 12,921 LEHMAN BROS HOLDINGS INCORPORATED COM USD0.10 524908100 $ 320 3,759 X 3,759 LEVEL 3 COMMUNICATIONS INC COM STK USD0.01 52729N100 $ 38 11,012 X 11,012 LIBERTY MEDIA CORP SER'A'COM USD0.01 530718105 $ 414 38,450 X 38,450 LIFELINE SYSTEMS COM STK USD0.02 532192101 $ 1,900 68,144 X 68,144 LILLY(ELI)+ CO COM STK NPV 532457108 $ 2,117 39,454 X 39,454 LIMITED BRANDS INCORPORATED COM USD0.50 532716107 $ 2,286 96,046 X 96,046 LINCOLN NATIONAL CORP COM STK NPV 534187109 $ 961 20,798 X 20,798 LINENS N THINGS IN COM STK USD0.01 535679104 $ 356 14,900 X 14,900 LITHIA MOTORS INC CLASS 'A' COM STK NPV 536797103 $ 819 33,440 X 33,440 LOCKHEED MARTIN CORP COM STK USD1 539830109 $ 10,650 176,901 X 176,901 LOWE'S COS INC COM USD0.50 548661107 $ 11,063 192,843 X 192,843 LUCENT TECHNOLOGIES INCORPORATED COM USD0.01 549463107 $ 226 59,661 X 59,661 MACROMEDIA INC COM STK USD0.001 556100105 $ 471 15,540 X 15,540 MARLIN BUSINESS SERVICES CORP COM USD0.01 571157106 $ 4,429 246,439 X 246,439 MARRAKECH LIMITED SERIES B CONV RED PRF SHARES 9123726 $ 454 3,490,277 X 3,490,277 MARRAKECH LTD SERIES A PREFERENCE SHS 9142691 $ 150 10,980 X 10,980 MARRIOTT INTERNATIONAL INC COM USD0.01 CLASS'A' 571903202 $ 713 12,306 X 12,306 MARSH & MCLENNAN COS INC COM USD1 571748102 $ 214 7,199 X 7,199 MARVELL TECH GROUP COM USD0.002 G5876H105 $ 3,144 94,000 X 94,000 MASCO CORPORATION COM USD1 574599106 $ 211 5,949 X 5,949 MAXIM INTEGRATED PRODUCTS COM STK USD0.001 57772K101 $ 8,321 201,463 X 201,463 MAY DEPARTMENT STORES COMPANY COM USD0.50 577778103 $ 2,490 88,814 X 88,814 MBNA CORP COM USD0.01 55262L100 $ 1,752 67,585 X 67,585 MCAFEE INC COM COM STK USD0.01 579064106 $ 686 21,989 X 21,989 MCDONALD'S CORP COM STK USD0.01 580135101 $ 5,741 183,816 X 183,816 MCGRAW-HILL COS INC (THE) COM STK USD1 580645109 $ 3,394 38,810 X 38,810 MEADWESTVACO CORPORATION COM USD0.01 583334107 $ 613 18,651 X 18,651 MEDCATH CORP COM USD0.01 58404W109 $ 1,222 54,927 X 54,927 MEDTRONIC INC COM USD0.10 585055106 $ 1,403 28,634 X 28,634 MERCK & CO INC COM USD0.01 589331107 $ 5,998 215,006 X 215,006 MERCURY GENERAL CORP COM STK NPV 589400100 $ 1,167 20,469 X 20,469 MERCURY INTERACTIVE COM STK USD0.002 589405109 $ 1,337 29,495 X 29,495 MERRILL LYNCH & CO INC COM STK USD1.333 590188108 $ 14,384 251,106 X 251,106 METLIFE INC COM STK USD0.01 59156R108 $ 1,406 35,352 X 35,352 MGIC INVESTMENT CORP COM STK USD1 552848103 $ 297 4,454 X 4,454 MICREL INC COM STK NPV 594793101 $ 600 55,100 X 55,100 MICROCHIP TECHNOLOGY COM STK USD0.001 595017104 $ 1,205 44,716 X 44,716 MICROSOFT CORP COM STK USD0.0000125 594918104 $ 17,214 636,758 X 636,758 MORGAN STANLEY COM USD0.01 617446448 $ 11,986 227,700 X 227,700 MOSAIC CO COM STK USD0.01 61945A107 $ 1,745 99,022 X 99,022 MOTION ANALYSIS COMMON 9010027 $ 180 187,955 X 187,955 MOTION ANALYSIS SERIES 1 PREFERRED STOCK 9032230 $ 959 999,120 X 999,120 MOTOROLA INC COM STK USD3 620076109 $ 2,824 156,896 X 156,896 MSC INDUSTRIAL DIRECT CO CLASS'A'COM STK USD0.001 553530106 $ 1,125 32,553 X 32,553 NABORS INDUSTRIES LTD COM STK USD0.001 G6359F103 $ 2,459 50,478 X 50,478 NATIONAL CITY CORP COM STK USD4 635405103 $ 3,880 107,275 X 107,275 NATIONAL OILWELL COM USD0.01 637071101 $ 1,961 59,102 X 59,102 NCR CORP COM STK USD0.01 62886E108 $ 748 11,488 X 11,488 NDS GROUP PLC ADS REP 1 'A' SHR-DTC 628891103 $ 1,815 55,843 X 55,843 NESS TECHNOLOGIES COM USD0.01 64104X108 $ 1,442 102,050 X 102,050 NETWORK EQUIPMENT TECHNOLOGIES COM STK USD0.01 641208103 $ 950 102,620 X 102,620 NEW FRONTIER MEDIA COM USD0.0001 644398109 $ 1,175 148,082 X 148,082 NEWCASTLE INVESTMENT CORP COM USD0.01 65105M108 $ 4,694 150,000 X 150,000 NEWCASTLE INVESTMENT CORP COM USD0.01 (HOLDING CORP) 9053890 $ 338 150,000 X 150,000 NEWCASTLE INVESTMENT CORP COM USD0.01 RESTRICTED 9147663 $ 150,000 X 150,000 NEWMONT MINING CORP COM USD1.60 651639106 $ 251 5,543 X 5,543 NEWS CORP CDI NPV CLS'B' DFD B03Q907 $ 369 15,995 X 15,995 NEWS CORP COM USD0.01 CLS'A' 65248E104 $ 19,473 1,110,141 X 1,110,141 NEWS CORP COM USD0.01 CLS'B' 65248E203 $ 2,269 126,712 X 126,712 NEXTEL COMMUNICATIONS INC CLASS'A'COM USD0.001 65332V103 $ 1,630 57,997 X 57,997 NEXTEL PARTNERS CLASS'A' COM STK USD0.001 65333F107 $ 10,935 620,400 X 620,400 NIKE INC CLASS'B'COM NPV 654106103 $ 292 3,398 X 3,398 NOKIA OYJ ADR REP 1 EUR0.06 SER'A'-DTC 654902204 $ 173 10,700 X 10,700 NORFOLK SOUTHERN CORP COM STK USD1 655844108 $ 13,964 398,754 X 398,754 NORTH FORK BANCORP INC COM STK USD0.01 659424105 $ 6,025 219,508 X 219,508 NORTHROP GRUMMAN COM STK USD1 666807102 $ 1,603 28,075 X 28,075 NOVELLUS SYSTEMS INC COM STK NPV 670008101 $ 3,194 110,406 X 110,406 NUCOR CORP COM STK USD0.40 670346105 $ 3,521 71,352 X 71,352 NVIDIA CORP COM STK USD0.001 67066G104 $ 561 24,610 X 24,610 NVR INC COM USD0.01 62944T105 $ 953 1,376 X 1,376 OCCIDENTAL PETROLEUM CORP COM USD0.20 674599105 $ 294 5,319 X 5,319 OFFICEMAX INC COM USD2.50 67622P101 $ 717 23,333 X 23,333 OLD DOMINION FREIGHT LINE INC COM STK USD0.10 679580100 $ 846 26,126 X 26,126 OMI CORP(NEW) COM STK USD0.5 Y6476W104 $ 2,899 153,600 X 153,600

Manag- Fair Shares of Shared ers Market Principal as in Shared- see Sole Name of Issuer Title of Class Cusip Value Amount Sole Instr V Other Instr V 1 Shared None OMNICOM GROUP INC COM STK USD0.15 681919106 $ 288 3,576 X 3,576 ONEOK INC COM STK USD0.01 682680103 $ 705 25,740 X 25,740 OPSWARE INC COM STK USD0.01 68383A101 $ 1,815 259,158 X 259,158 ORACLE CORPORATION COM USD0.01 68389X105 $ 6,858 525,185 X 525,185 ORBOTECH ORD ILS0.14 M75253100 $ 6,612 351,600 X 351,600 OWENS-ILLINOIS,INC COM STK USD0.01 690768403 $ 1,872 85,648 X 85,648 PACCAR INC COM STK USD1 693718108 $ 844 10,988 X 10,988 PAO DE ACUCAR CBD ADR(REP 1000 PREF SHS-DTC) 20440T201 $ 11,043 469,000 X 469,000 PARKER-HANNIFIN CORP COM STK USD0.50 701094104 $ 891 11,989 X 11,989 PARTNERRE LTD COM USD1 G6852T105 $ 480 7,940 X 7,940 PEABODY ENERGY COR COM STK USD0.01 704549104 $ 1,466 19,280 X 19,280 PEPSICO INC CAP USD0.016666 713448108 $ 3,385 67,041 X 67,041 PERDIGO SA ADR(2 PRF LVL 1-DTC) 71361V303 $ 2,751 74,439 X 74,439 PETCO ANIMAL SUPPLIES INC COM USD0.001 716016209 $ 538 14,570 X 14,570 PETROBRAS ENERGIA SA ADR(10 CLS'B'-DTC) 71646M102 $ 383 36,300 X 36,300 PETROL BRASILEIRO-PETROBRAS ADR(EACH REP 100 PRF SHS NPV-DTC) 71654V101 $ 14,697 438,627 X 438,627 PETROL BRASILEIROS ADS(EACH 1 REP 1 COM NPV-DTC) 71654V408 $ 21,367 584,934 X 584,934 PFIZER INC COM STK USD0.05 717081103 $ 8,822 324,316 X 324,316 PG + E CORP(HLDGS) COM STK NPV (US-EX) 69331C108 $ 1,495 46,856 X 46,856 PHELPS DODGE CORP COM STK USD6.25 717265102 $ 3,027 33,952 X 33,952 PIONEER NATURAL RESOURCES CO COM STK USD0.01 723787107 $ 1,965 58,079 X 58,079 PIXAR INC COM NPV 725811103 $ 7,187 78,900 X 78,900 PLACER SIERRA BANCSHARES COM NPV 726079106 $ 1,564 63,374 X 63,374 PMC SIERRA INC COM STK USD0.001 69344F106 $ 4,684 394,400 X 394,400 PNC FINANCIAL SERVICES GROUP COM USD5 693475105 $ 364 6,658 X 6,658 PORTFOLIO RECOVERY ASSOCIATES INC COM USD0.01 73640Q105 $ 1,337 37,096 X 37,096 POWER ONE INC COM USD0.001 739308104 $ 1,297 132,974 X 132,974 PPL CORP COM STK USD0.01 69351T106 $ 420 8,203 X 8,203 PRAXAIR INCORPORATED COM USD0.01 74005P104 $ 8,410 188,430 X 188,430 PRICE T.ROWE GROUP INC COM STK US$0.20 74144T108 $ 353 5,851 X 5,851 PRICELINE.COM INC COM STK USD0.008 741503403 $ 1,679 70,046 X 70,046 PRIMUS GUARANTY COM USD0.01 G72457107 $ 1,066 74,718 X 74,718 PROCTER & GAMBLE CO COM STK NPV 742718109 $ 9,002 166,538 X 166,538 PROGRESSIVE CORP (OHIO) COM STK US$1 743315103 $ 273 3,002 X 3,002 PROVIDENT BANKSHARES CORP COM STK US$1 743859100 $ 1,753 50,262 X 50,262 PROVIDIAN FINANCIAL CORP COM USD0.01 74406A102 $ 10,927 696,000 X 696,000 PRUDENTIAL FINANCIAL INC COM STK USD0.01 744320102 $ 1,956 38,328 X 38,328 PSYCHIATRIC SOLUTIONS INC COM USD0.01 74439H108 $ 2,421 78,510 X 78,510 PXRE GROUP COM USD0.01 G73018106 $ 276 11,340 X 11,340 QLOGIC CORP COM USD0.001 747277101 $ 6,993 191,791 X 191,791 QUALCOMM INC COM STK USD0.0001 747525103 $ 6,024 140,616 X 140,616 QUASTAR CORP COM STK NPV 748356102 $ 995 20,694 X 20,694 QUEST SOFTWARE INC COM STK NPV 74834T103 $ 1,592 105,528 X 105,528 QWEST COMMUNICATIONS INTL INC COM STK USD0.01 749121109 $ 1,596 379,429 X 379,429 RADIOSHACK CORP COM STK USD1 750438103 $ 316 10,205 X 10,205 RALCORP HOLDINGS INC COM STK USD0.01 751028101 $ 565 13,931 X 13,931 RAYTHEON CO COM USD0.01 755111507 $ 336 8,500 X 8,500 REEBOK INTERNATIONAL COM USD0.01 758110100 $ 7,072 179,402 X 179,402 REGIONS FINANCIAL CORP COM STK USD0.625 7591EP100 $ 221 6,357 X 6,357 RETALIX LIMITED ILS1 (US-EX) 2267728 $ 10,498 522,000 X 522,000 REYNOLDS AMERICAN INC COM STK USD0.0001 761713106 $ 2,301 30,120 X 30,120 ROBERT HALF INTERNATIONAL INC COM USD0.001 770323103 $ 1,764 66,138 X 66,138 ROCKWELL AUTOMATION INC NEW COM USD1 773903109 $ 203 4,438 X 4,438 ROYAL CARIBBEAN CRUISES COM USD0.01 V7780T103 $ 1,014 20,028 X 20,028 RYDER SYSTEM INC COM STK USD0.50 783549108 $ 10,446 199,525 X 199,525 SADIA SA ADR EACH 1 REP 30 PRF SHS N 786326108 $ 1,885 32,300 X 32,300 SALESFORCE.COM INC COM USD0.001 79466L302 $ 517 32,372 X 32,372 SANDISK CORP COM USD0.001 80004C101 $ 6,821 289,594 X 289,594 SANMINA-SCI CORP COM STK USD0.01 800907107 $ 4,773 561,172 X 561,172 SARA LEE CORP COM STK USD0.01 803111103 $ 246 10,522 X 10,522 SATYAM COMPUTER ADR(REP 2 INR2-DTC) 804098101 $ 2,176 89,444 X 89,444 SBC COMMUNICATIONS INC COM STK USD1 78387G103 $ 4,019 158,183 X 158,183 SCANDINAVIAN BROADCASTING SYSTEMS COM STK USD1.50 L8137F102 $ 18,801 513,480 X 513,480 SCANSOURCE INC COM NPV 806037107 $ 10,378 159,914 X 159,914 SCHERING-PLOUGH CORP COM STK USD0.50 806605101 $ 364 20,023 X 20,023 SCHLUMBERGER COM STK USD0.01 806857108 $ 5,148 82,697 X 82,697 SCHWAB(CHARLES)CORP COM STK USD0.01 808513105 $ 199 18,399 X 18,399 SCS TRANSPORTATION INC COM USD0.001 81111T102 $ 1,711 80,748 X 80,748 SEAGATE TECHNOLOGY (ESCROW RECEIPTS) 9108529 $ 13,260 X 13,260 SEMPRA ENERGY CORP COM STK NPV 816851109 $ 892 24,939 X 24,939 SHERWIN WILLIAMS + COMPANY COM USD1 824348106 $ 1,798 40,952 X 40,952 SHIRE PHARMACEUTICALS GROUP ADR REP 3 ORD GBP5(MGT)-DTC 82481R106 $ 1,037 33,849 X 33,849 SIEBEL SYSTEMS INC COM STK USD0.001 826170102 $ 1,289 125,471 X 125,471 SIGMATEL INC COM USD0.0001 82661W107 $ 3,763 104,300 X 104,300 SILICON IMAGE INC COM STK USD0.001 82705T102 $ 1,273 71,918 X 71,918 SIMON PROPERTY GROUP INC COM USD0.0001 828806109 $ 262 4,159 X 4,159 SK TELECOM ADR-1/90 KRW5000-DTC 78440P108 $ 9,608 435,650 X 435,650 SKILLSET SOFTWARE, INC SERIES 'A' PREFERRED STOCK (*SUSPENDED) 9078677 $ 445,000 X 445,000 SL GREEN REALTY CO COM USD0.01 78440X101 $ 621 10,673 X 10,673 SLM CORPORATION SECURITIES COM STK USD0.20 78442P106 $ 305 5,991 X 5,991 SMURFIT-STONE CONTAINER CORP COM STK USD0.01 832727101 $ 1,194 67,625 X 67,625 SOLAR INTEGRATED TECHNOLGIES COM USD 0.0001 B0137J5 $ 421 310,658 X 310,658 SOLECTRON CORP COM STK USD0.001 834182107 $ 87 14,259 X 14,259 SOTHEBY'S HLDGS CLASS'A'L/VTG COM USD0.10 (US-EX) 835898107 $ 1,707 99,300 X 99,300 SOUTH FINANCIAL GROUP COM STK USD1 837841105 $ 1,355 44,302 X 44,302 SOUTHERN CO COM STK USD5 842587107 $ 653 19,960 X 19,960 SOUTHWEST AIRLINES CO COM STK USD1 844741108 $ 1,007 64,009 X 64,009 SPDR TRUST UNITS SER 1 NPV (ETF) 78462F103 $ 1,039 8,800 X 8,800 SPRINT CORP COM STK USD2.00 852061100 $ 9,761 427,733 X 427,733 ST PAUL TRAVELERS COMPANIES INC COM NPV 792860108 $ 335 9,103 X 9,103 ST.JUDE MEDICAL INC COM STK USD0.10 790849103 $ 1,937 48,664 X 48,664 STAPLES INC COM STK USD0.0006 855030102 $ 214 6,744 X 6,744 STARBUCKS CORPORATION COM USD0.001 855244109 $ 12,827 223,918 X 223,918 STARWOOD HOTELS & RESORTS WORLDWIDEPAIRED CERTS CLASS'B' USD0.01 85590A203 $ 11,097 205,555 X 205,555 STATE STREET CORP COM STK USD1 857477103 $ 203 4,539 X 4,539 SUN MICROSYSTEMS INC COM STK USD0.00067 866810104 $ 235 44,350 X 44,350 SUNOCO INC COM STK USD1 86764P109 $ 937 12,095 X 12,095 SUNTRUST BANKS COM STK USD1 867914103 $ 349 4,900 X 4,900 SUPERVALU INC COM USD1 868536103 $ 1,640 49,829 X 49,829 SYMANTEC CORP COM STK USD0.01 871503108 $ 6,425 200,926 X 200,926 SYMBION INC COM USD0.01 871507109 $ 2,658 138,206 X 138,206 SYSCO CORP COM STK USD1 871829107 $ 305 8,738 X 8,738 T-HQ INC COM STK USD0.01 872443403 $ 520 22,110 X 22,110 TAIWAN SEMICONDUCTOR MANUFACTURING ADS(EACH REP 5 ORD TWD10-DTC) 874039100 $ 10,970 1,326,492 X 1,326,492 TARGET CORP COM USD0.0833 87612E106 $ 10,918 214,619 X 214,619 TELE NORTE LESTE PARTICIPACOES ADR(EACH REP 1 PRF NPV BNY-DTC) 879246106 $ 12,663 836,006 X 836,006 TELECOMUNICACOES DE SAO PAULO-TELESADR (EACH REP 1000 PRF NPV-DTC) 87929A102 $ 1,479 82,000 X 82,000 TELEKOMUNIKASI INDONESIA(PERSERO) ADR REP 20 SER 'B'INR500-DTC 715684106 $ 985 44,000 X 44,000 TELEWEST GLOBAL INC COM USD0.01 87956T107 $ 1,827 113,613 X 113,613 TELVUE CORP COM STK USD0.01 87970K108 $ 4 180,000 X 180,000 TENARIS SA ADR (REP 9.1466 ORD) 88031M109 $ 11,993 246,400 X 246,400 TEXAS INSTRUMENTS COM USD1 882508104 $ 2,819 112,711 X 112,711 TEXTRON INC COM STK USD0.125 883203101 $ 748 10,397 X 10,397 THERMO ELECTRON CORP COM STK USD1 883556102 $ 708 23,486 X 23,486 TIME WARNER INC COM STK USD0.01 887317105 $ 4,118 226,183 X 226,183 TIMKEN CO COM STK NPV 887389104 $ 567 21,850 X 21,850 TRANSOCEAN INC COM STK US$0.01 G90078109 $ 1,033 27,314 X 27,314 TRIAD HOSPITALS INC COM STK USD0.01 89579K109 $ 807 22,637 X 22,637 TRINTECH GROUP ADR REP 2 ORD IEP0.0027 896682200 $ 5,624 945,286 X 945,286 TTM TECHNOLOGIES INC COM STK NPV 87305R109 $ 960 83,500 X 83,500 TV AZTECA ADS(EACH 1 REP 16 ORD PTG CRTS-DTC) 901145102 $ 13,568 1,276,300 X 1,276,300 TXU CORP COM NPV 873168108 $ 4,513 74,746 X 74,746 TYCO INTERNATIONAL LTD COM STK USD0.20 902124106 $ 17,458 519,408 X 519,408 TYSON FOODS INC CLASS'A' COM USD0.10 902494103 $ 364 22,276 X 22,276 UCBH HLDGS CO COM STK USD0.01 90262T308 $ 6,957 154,300 X 154,300 ULTIMATE SOFTWARE INC COM USD0.01 90385D107 $ 1,288 96,962 X 96,962 UNIBANCO HLDGS SA GDR(EACH REPR 5 UNITS-DTC) 90458E107 $ 11,292 382,600 X 382,600 UNION PACIFIC CORP COM STK USD2.50 907818108 $ 222 3,521 X 3,521

Manag- Fair Shares of Shared ers Market Principal as in Shared- see Sole Name of Issuer Title of Class Cusip Value Amount Sole Instr V Other Instr V 1 Shared None UNISYS CORP COM STK USD0.01 909214108 $ 3,127 274,271 X 274,271 UNITED HEALTHCARE GROUP COM STK USD0.01 91324P102 $ 5,500 69,003 X 69,003 UNITED PARCEL SERVICE INC CLASS'B'COM STK 911312106 $ 876 10,197 X 10,197 UNITED SURGICAL PARTNERS COM STK USD0.01 913016309 $ 585 15,000 X 15,000 UNITED TECHNOLOGIES CORP COM STK USD1 913017109 $ 11,054 114,321 X 114,321 US BANCORP DELAWARE COM STK USD0.01 902973304 $ 890 30,285 X 30,285 VALERO ENERGY CORP(NEW) COM STK USD0.01 91913Y100 $ 1,029 24,357 X 24,357 VCA ANTECH INC COM STK USD0.001 918194101 $ 1,621 82,100 X 82,100 VCGA III B RED PREF 9100503 $ 299 10,500 X 10,500 VENCAP 7 LLC ORD USD 9071449 $ 7,319 2,000,000 X 2,000,000 VENCAP 9 LLC II LLC CLASS 'B' USD 9089301 $ 7,539 2,000,000 X 2,000,000 VENCAP SYNDICATION TRUST CLASS 121202 9128204 $ 5,986 8,000,000 X 8,000,000 VERISIGN COM STK USD0.001 92343E102 $ 4,314 131,093 X 131,093 VERITAS SOFTWARE COM STK USD0.001 923436109 $ 7,589 309,376 X 309,376 VERIZON COMMUNICATION COM STK USD0.10 92343V104 $ 6,131 148,136 X 148,136 VF CORPORATION COMMON NPV 918204108 $ 3,718 68,919 X 68,919 VIACOM INC NON VTG COM STK US$0.01 CLASS'B' 925524308 $ 1,429 39,910 X 39,910 VIMPEL COMMUNICATIONS ADR(REP 1/4 ORD RUR5-DTC) 68370R109 $ 8,469 220,050 X 220,050 VNUS MEDICAL TECHNOLOGIES INC COM USD0.001 928566108 $ 1,552 107,992 X 107,992 VODAFONE GROUP ADR-REP 10 ORD USD0.10-DTC 92857W100 $ 220 7,850 X 7,850 WACHOVIA CORP COM USD3.333 1/3 929903102 $ 7,898 151,414 X 151,414 WAL-MART STORES COM USD0.10 931142103 $ 19,462 370,687 X 370,687 WALGREEN COMPANY COM USD0.078125 931422109 $ 536 14,020 X 14,020 WALT DISNEY(HLDG) COMPANY COM STK USD0.01 254687106 $ 2,125 78,408 X 78,408 WASHINGTON MUTUAL INC COM NPV 939322103 $ 477 11,796 X 11,796 WASTE MANAGEMENT COM STK USD0.01 94106L109 $ 243 8,044 X 8,044 WATERS CORP COM STK USD0.01 941848103 $ 3,314 70,545 X 70,545 WATSCO INC CLASS'A'COM STK USD0.50 942622200 $ 2,598 79,802 X 79,802 WELLPOINT INC COM USD0.01 94973V107 $ 1,635 16,006 X 16,006 WELLS FARGO & CO COM STK USD1 2/3 949746101 $ 3,233 52,297 X 52,297 WEYERHAEUSER CO COM STK USD1.25 (US-EX) 962166104 $ 212 3,213 X 3,213 WILLIAMS COMPANIES INC COM STK US$1 969457100 $ 614 39,782 X 39,782 WORLD FUEL SERVICES CORP COM STK USD0.01 981475106 $ 902 22,650 X 22,650 WRIGLEY(WILLIAM) JUNIOR CO COM STK NPV 982526105 $ 211 3,126 X 3,126 WYETH COM USD0.333 983024100 $ 732 18,197 X 18,197 XEROX CORP COM STK USD1 984121103 $ 738 47,032 X 47,032 XILINX INC COM STK US$0.01 983919101 $ 6,747 215,880 X 215,880 XL TECHGROUP INC COM STK USD0.001 'REGS' B034YT5 $ 725 364,399 X 364,399 XM SATELLITE RADIO CLASS A COM STK USD0.01 983759101 $ 13,232 344,450 X 344,450 XTO ENERGY INC COM STK USD0.01 98385X106 $ 1,727 53,686 X 53,686 YAHOO INC COM USD0.001 984332106 $ 13,487 363,575 X 363,575 YUM BRANDS INC COM STK NPV 988498101 $ 417 9,047 X 9,047 ZIMMER HOLDINGS INC COM STK USD0.01 98956P102 $ 268 3,287 X 3,287 ZIONS BANCORP COM STK NPV 989701107 $ 2,177 32,837 X 32,837

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