Table of Contents
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT
INVESTMENT COMPANIES
Investment Company Act file number File No. 811-08520
TIAA SEPARATE ACCOUNT VA-1
(Exact name of registrant as specified in charter)
730 Third Avenue, New York, New York 10017
(Address of principal executive offices) (Zip code)
Lisa Snow, Esq.
c/o TIAA-CREF
730 Third Avenue,
New York, New York 10017-3206
(Name and address of agent for service)
Registrant’s telephone number, including area code: 212-490-9000
Date of fiscal year end: December 31, 2003
Date of reporting period: December 31, 2003
Table of Contents
ITEM 1. REPORTS TO STOCKHOLDERS.
Table of Contents
2003 annual report
TIAA Separate
Account VA-1
Audited financial statements, including statement of investments December 31, 2003
stock index account
Table of Contents
December 31, 2003 |
Contents | ||||
Statement of Investments | 1 | |||
Report of Management Responsibility | 44 | |||
Report of the Audit Committee | 45 | |||
Statement of Assets and Liabilities | 46 | |||
Statement of Operations | 47 | |||
Statements of Changes in Net Assets | 48 | |||
Notes to Financial Statements | 49 | |||
Report of Independent Auditors | 54 | |||
2003 TIAA Separate Account VA-1 Special Meeting | 55 | |||
Management Committee Members and Officers | 56 |
Table of Contents
Summary By Industry | ||||||||
VALUE | ||||||||
(000) | % | |||||||
BONDS: | ||||||||
CORPORATE BONDS | ||||||||
Holding and Other Investment Offices | $ | 36 | 0.00 | % | ||||
TOTAL BONDS (Cost $10) | 36 | 0.00 | ||||||
PREFERRED STOCK: | ||||||||
Primary Metal Industries | 55 | 0.01 | ||||||
TOTAL PREFERRED STOCK (Cost $60) | 55 | 0.01 | ||||||
COMMON STOCK: | ||||||||
Agricultural Production-Crops | 71 | 0.01 | ||||||
Agricultural Production-Livestock | 7 | 0.00 | ||||||
Agricultural Services | 69 | 0.01 | ||||||
Amusement and Recreation Services | 1,095 | 0.13 | ||||||
Apparel and Accessory Stores | 4,691 | 0.57 | ||||||
Apparel and Other Textile Products | 1,171 | 0.14 | ||||||
Auto Repair, Services and Parking | 228 | 0.03 | ||||||
Automotive Dealers and Service Stations | 1,412 | 0.17 | ||||||
Building Materials and Garden Supplies | 9,096 | 1.10 | ||||||
Business Services | 56,619 | 6.85 | ||||||
Chemicals and Allied Products | 94,579 | 11.44 | ||||||
Coal Mining | 304 | 0.04 | ||||||
Communications | 43,362 | 5.24 | ||||||
Depository Institutions | 89,080 | 10.77 | ||||||
Eating and Drinking Places | 5,563 | 0.67 | ||||||
Educational Services | 1,711 | 0.21 | ||||||
Electric, Gas, and Sanitary Services | 27,700 | 3.35 | ||||||
Electronic and Other Electric Equipment | 69,538 | 8.41 | ||||||
Engineering and Management Services | 6,394 | 0.77 | ||||||
Fabricated Metal Products | 5,342 | 0.65 | ||||||
Food and Kindred Products | 27,333 | 3.31 | ||||||
Food Stores | 3,655 | 0.44 | ||||||
Forestry | 998 | 0.12 | ||||||
Furniture and Fixtures | 2,679 | 0.32 | ||||||
Furniture and Homefurnishings Stores | 3,051 | 0.37 | ||||||
General Building Contractors | 2,838 | 0.34 | ||||||
General Merchandise Stores | 19,032 | 2.30 | ||||||
Health Services | 6,408 | 0.77 | ||||||
Heavy Construction, Except Building | 82 | 0.01 | ||||||
Holding and Other Investment Offices | 22,670 | 2.74 | ||||||
Hotels and Other Lodging Places | 2,426 | 0.29 | ||||||
Industrial Machinery and Equipment | 60,837 | 7.36 | ||||||
Instruments and Related Products | 23,836 | 2.88 | ||||||
Insurance Agents, Brokers and Service | 3,327 | 0.40 | ||||||
Insurance Carriers | 38,727 | 4.68 | ||||||
Justice, Public Order and Safety | 14 | 0.00 | ||||||
Leather and Leather Products | 711 | 0.09 | ||||||
Legal Services | 24 | 0.00 | ||||||
Lumber and Wood Products | 792 | 0.10 | ||||||
Metal Mining | 2,366 | 0.29 | ||||||
Miscellaneous Manufacturing Industries | 1,291 | 0.16 | ||||||
Miscellaneous Retail | 10,069 | 1.22 | ||||||
Motion Pictures | 11,537 | 1.40 | ||||||
Nondepository Institutions | 18,556 | 2.24 | ||||||
Nonmetallic Minerals, Except Fuels | 338 | 0.04 | ||||||
Oil and Gas Extraction | 11,398 | 1.38 | ||||||
Paper and Allied Products | 5,795 | 0.70 | ||||||
Personal Services | 1,623 | 0.20 | ||||||
Petroleum and Coal Products | 30,971 | 3.75 | ||||||
Primary Metal Industries | 4,343 | 0.53 | ||||||
Printing and Publishing | 6,852 | 0.83 | ||||||
Railroad Transportation | 3,434 | 0.42 | ||||||
Real Estate | 565 | 0.07 | ||||||
Rubber and Miscellaneous Plastic Products | 1,848 | 0.22 | ||||||
Security and Commodity Brokers | 16,924 | 2.05 | ||||||
Social Services | 33 | 0.00 | ||||||
Special Trade Contractors | 263 | 0.03 | ||||||
Stone, Clay, and Glass Products | 1,478 | 0.18 | ||||||
Textile Products | 152 | 0.02 | ||||||
Tobacco Products | 8,736 | 1.06 | ||||||
Transportation by Air | 3,206 | 0.39 | ||||||
Transportation Equipment | 21,126 | 2.55 | ||||||
Transportation Services | 869 | 0.11 | ||||||
Trucking and Warehousing | 3,476 | 0.42 |
Table of Contents
VALUE | ||||||||
(000) | % | |||||||
Water Transportation | $ | 233 | 0.03 | % | ||||
Wholesale Trade-Durable Goods | 14,060 | 1.70 | ||||||
Wholesale Trade-Nondurable Goods | 6,717 | 0.81 | ||||||
TOTAL COMMON STOCK (Cost $704,749) | 825,731 | 99.88 | ||||||
SHORT TERM INVESTMENTS: | ||||||||
U.S. Government & Agencies Discount Notes | 11,319 | 1.37 | ||||||
TOTAL SHORT TERM INVESTMENTS (Cost $11,314) | 11,319 | 1.37 | ||||||
TOTAL PORTFOLIO (Cost $716,133) | 837,141 | 101.26 | ||||||
OTHER ASSETS & LIABILITIES, NET | (10,394 | ) | (1.26 | ) | ||||
NET ASSETS | $ | 826,747 | 100.00 | % | ||||
SHARES/ | VALUE | |||||||
PRINCIPAL | (000) | |||||||
CORPORATE BONDS—0.00% | ||||||||
HOLDING AND OTHER INVESTMENT OFFICES—0.00% | ||||||||
$ | 10,000 | f* National Health Investors, Inc 9.000%, 01/01/06 | $ | 36 | ||||
TOTAL HOLDING AND OTHER INVESTMENT OFFICES | 36 | |||||||
TOTAL BONDS (Cost $10) | 36 | |||||||
PREFERRED STOCK—0.01% | ||||||||
PRIMARY METAL INDUSTRIES—0.00% | ||||||||
25,150 | * Superior Trust I | 0 | ||||||
TOTAL PRIMARY METAL INDUSTRIES | 0 | |||||||
TRANSPORTATION EQUIPMENT—0.01% | ||||||||
1,718 | United Defense Industries Corp | 55 | ||||||
TOTAL TRANSPORTATION EQUIPMENT | 55 | |||||||
TOTAL PREFERRED STOCK (Cost $60) | 55 | |||||||
COMMON STOCK—99.88% | ||||||||
AGRICULTURAL PRODUCTION-CROPS—0.01% | ||||||||
246 | Alico, Inc | 9 | ||||||
2,443 | Delta & Pine Land Co | 62 | ||||||
TOTAL AGRICULTURAL PRODUCTION-CROPS | 71 | |||||||
AGRICULTURAL PRODUCTION-LIVESTOCK—0.00% | ||||||||
26 | Seaboard Corp | 7 | ||||||
TOTAL AGRICULTURAL PRODUCTION-LIVESTOCK | 7 | |||||||
AGRICULTURAL SERVICES—0.01% | ||||||||
2,240 | * VCA Antech, Inc | 69 | ||||||
TOTAL AGRICULTURAL SERVICES | 69 | |||||||
AMUSEMENT AND RECREATION SERVICES—0.13% | ||||||||
3,321 | * Alliance Gaming Corp | 82 | ||||||
1,792 | * Argosy Gaming Co | 47 | ||||||
2,464 | * Aztar Corp | 55 | ||||||
2,000 | * Bally Total Fitness Holding Corp | 14 | ||||||
433 | Churchill Downs, Inc | 16 | ||||||
700 | Dover Downs Gaming & Entertainment, Inc | 7 | ||||||
1,000 | Dover Motorsport, Inc | 4 | ||||||
1,554 | * Gaylord Entertainment Co | 46 | ||||||
7,708 | Harrah’s Entertainment, Inc | 384 | ||||||
2,182 | International Speedway Corp (Class A) | 97 | ||||||
1,142 | * Isle Of Capri Casinos, Inc | 25 | ||||||
3,185 | e* Magna Entertainment Corp (Class A) | 16 | ||||||
1,437 | * MTR Gaming Group, Inc | 15 | ||||||
736 | * Multimedia Games, Inc | 30 | ||||||
2,071 | * Penn National Gaming, Inc | 48 | ||||||
6,211 | * Six Flags, Inc | 47 | ||||||
1,000 | Speedway Motorsports, Inc | 29 | ||||||
2,698 | Station Casinos, Inc | 83 | ||||||
1,562 | * WMS Industries, Inc | 41 | ||||||
717 | World Wrestling Federation Entertainment, Inc | 9 | ||||||
TOTAL AMUSEMENT AND RECREATION SERVICES | 1,095 | |||||||
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
APPAREL AND ACCESSORY STORES—0.57% | ||||||||
6,633 | * Abercrombie & Fitch Co (Class A) | $ | 164 | |||||
899 | * Aeropostale, Inc | 25 | ||||||
3,634 | * American Eagle Outfitters, Inc | 60 | ||||||
3,066 | * AnnTaylor Stores Corp | 120 | ||||||
300 | * Bebe Stores, Inc | 8 | ||||||
500 | Buckle, Inc | 11 | ||||||
1,286 | Burlington Coat Factory Warehouse Corp | 27 | ||||||
1,052 | Cato Corp (Class A) | 22 | ||||||
542 | * Charlotte Russe Holding, Inc | 8 | ||||||
7,700 | * Charming Shoppes, Inc | 42 | ||||||
5,771 | * Chico’s FAS, Inc | 213 | ||||||
824 | * Children’s Place Retail Stores, Inc | 22 | ||||||
2,493 | Christopher & Banks Corp | 49 | ||||||
5,716 | Claire’s Stores, Inc | 108 | ||||||
1,500 | * Dress Barn, Inc | 22 | ||||||
1,352 | * Finish Line, Inc (Class A) | 41 | ||||||
10,006 | Foot Locker, Inc | 235 | ||||||
1,400 | * Footstar, Inc | 5 | ||||||
46,323 | Gap, Inc | 1,075 | ||||||
1,554 | * Genesco, Inc | 24 | ||||||
1,138 | Goody’s Family Clothing, Inc | 11 | ||||||
1,721 | * Gymboree Corp | 30 | ||||||
3,354 | * Hot Topic, Inc | 99 | ||||||
299 | * JOS A. Bank Clothiers, Inc | 10 | ||||||
31,216 | Limited Brands, Inc | 563 | ||||||
277 | * Mothers Work, Inc | 7 | ||||||
6,514 | Nordstrom, Inc | 223 | ||||||
739 | Oshkosh B’gosh, Inc (Class A) | 16 | ||||||
4,749 | * Pacific Sunwear Of California, Inc | 100 | ||||||
4,638 | * Payless Shoesource, Inc | 62 | ||||||
10,792 | Ross Stores, Inc | 285 | ||||||
517 | * Shoe Carnival, Inc | 9 | ||||||
1,437 | * Stage Stores, Inc | 40 | ||||||
1,800 | Talbots, Inc | 55 | ||||||
36,263 | TJX Cos, Inc | 800 | ||||||
2,439 | * Too, Inc | 41 | ||||||
1,066 | * Urban Outfitters, Inc | 39 | ||||||
1,813 | * Wet Seal, Inc (Class A) | 18 | ||||||
700 | * Wilsons The Leather Experts, Inc | 2 | ||||||
TOTAL APPAREL AND ACCESSORY STORES | 4,691 | |||||||
APPAREL AND OTHER TEXTILE PRODUCTS—0.14% | ||||||||
1,421 | * Collins & Aikman Corp | 6 | ||||||
904 | * Columbia Sportswear Co | 49 | ||||||
963 | e* DHB Industries, Inc | 7 | ||||||
540 | * Guess?, Inc | 7 | ||||||
8,460 | Jones Apparel Group, Inc | 298 | ||||||
2,000 | Kellwood Co | 82 | ||||||
7,265 | Liz Claiborne, Inc | 258 | ||||||
874 | Oxford Industries, Inc | 30 | ||||||
1,700 | Phillips-Van Heusen Corp | 30 | ||||||
2,909 | Polo Ralph Lauren Corp | 84 | ||||||
2,806 | * Quiksilver, Inc | 50 | ||||||
5,532 | VF Corp | 239 | ||||||
1,948 | * Warnaco Group, Inc | 31 | ||||||
TOTAL APPAREL AND OTHER TEXTILE PRODUCTS | 1,171 | |||||||
AUTO REPAIR, SERVICES AND PARKING—0.03% | ||||||||
1,250 | Central Parking Corp | 19 | ||||||
1,736 | * Dollar Thrifty Automotive Group, Inc | 45 | ||||||
643 | * Midas, Inc | 9 | ||||||
582 | * Monro Muffler Brake, Inc | 12 | ||||||
4,184 | Ryder System, Inc | 143 | ||||||
TOTAL AUTO REPAIR, SERVICES AND PARKING | 228 | |||||||
AUTOMOTIVE DEALERS AND SERVICE STATIONS—0.17% | ||||||||
1,676 | * Advance Auto Parts | 136 | ||||||
273 | * America’s Car Mart, Inc | 7 | ||||||
1,053 | * Asbury Automotive Group, Inc | 19 | ||||||
12,420 | * Autonation, Inc | 228 | ||||||
4,654 | * Autozone, Inc | 397 | ||||||
7,418 | * Carmax, Inc | 229 | ||||||
4,822 | * Copart, Inc | 80 | ||||||
1,500 | * CSK Auto Corp | 28 | ||||||
1,297 | * Group 1 Automotive, Inc | 47 | ||||||
561 | Lithia Motors, Inc (Class A) | 14 | ||||||
525 | * MarineMax, Inc | 10 | ||||||
3,061 | * O’Reilly Automotive, Inc | 117 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
AUTOMOTIVE DEALERS AND SERVICE STATIONS—(Continued) | ||||||||
1,793 | Sonic Automotive, Inc | $ | 41 | |||||
1,214 | United Auto Group, Inc | 38 | ||||||
744 | e* West Marine, Inc | 21 | ||||||
TOTAL AUTOMOTIVE DEALERS AND SERVICE STATIONS | 1,412 | |||||||
BUILDING MATERIALS AND GARDEN SUPPLIES—1.10% | ||||||||
878 | Building Materials Holding Corp | 14 | ||||||
1,029 | * Central Garden & Pet Co | 29 | ||||||
4,181 | e Fastenal Co | 209 | ||||||
161,970 | Home Depot, Inc | 5,748 | ||||||
7,100 | * Louisiana-Pacific Corp | 127 | ||||||
53,593 | Lowe’s Cos | 2,969 | ||||||
TOTAL BUILDING MATERIALS AND GARDEN SUPPLIES | 9,096 | |||||||
BUSINESS SERVICES—6.85% | ||||||||
25,742 | * 3Com Corp | 210 | ||||||
1,555 | Aaron Rents, Inc | 31 | ||||||
2,600 | ABM Industries, Inc | 45 | ||||||
2,500 | * ActivCard Corp | 20 | ||||||
6,056 | * Activision, Inc | 110 | ||||||
5,409 | * Acxiom Corp | 100 | ||||||
1,377 | * Administaff, Inc | 24 | ||||||
16,467 | Adobe Systems, Inc | 647 | ||||||
2,172 | * Advent Software, Inc | 38 | ||||||
2,038 | Advo, Inc | 65 | ||||||
2,600 | * Aether Systems, Inc | 12 | ||||||
7,880 | e* Affiliated Computer Services, Inc (Class A) | 429 | ||||||
2,909 | * Agile Software Corp | 29 | ||||||
6,963 | * Akamai Technologies, Inc | 75 | ||||||
2,135 | * Alliance Data Systems Corp | 59 | ||||||
573 | * Altiris, Inc | 21 | ||||||
2,722 | * American Management Systems, Inc | 41 | ||||||
1,337 | * AMN Healthcare Services, Inc | 23 | ||||||
436 | * Ansoft Corp | 6 | ||||||
1,047 | * Ansys, Inc | 42 | ||||||
1,379 | * Anteon International Corp | 50 | ||||||
1,700 | * APAC Customer Services, Inc | 4 | ||||||
2,497 | * Aquantive, Inc | 26 | ||||||
2,100 | * Arbitron, Inc | 88 | ||||||
19,021 | * Ariba, Inc | 57 | ||||||
1,802 | * Armor Holdings, Inc | 47 | ||||||
4,096 | * Ascential Software Corp | 106 | ||||||
1,946 | * Asiainfo Holdings, Inc | 13 | ||||||
2,828 | * Ask Jeeves, Inc | 51 | ||||||
4,000 | * Aspect Communications Corp | 63 | ||||||
2,555 | e* Aspen Technology, Inc | 26 | ||||||
1,750 | * At Road, Inc | 23 | ||||||
403 | * Atari, Inc | 2 | ||||||
2,280 | * Autobytel, Inc | 21 | ||||||
7,958 | Autodesk, Inc | 196 | ||||||
42,147 | Automatic Data Processing, Inc | 1,669 | ||||||
379 | * Bankrate, Inc | 5 | ||||||
1,052 | Barra, Inc | 37 | ||||||
25,646 | * BEA Systems, Inc | 315 | ||||||
7,762 | * Bisys Group, Inc | 115 | ||||||
16,380 | * BMC Software, Inc | 305 | ||||||
4,905 | * Borland Software Corp | 48 | ||||||
1,224 | Brady Corp (Class A) | 50 | ||||||
3,721 | Brink’s Co | 84 | ||||||
1,726 | * Broadvision, Inc | 7 | ||||||
18,512 | * Brocade Communications Systems, Inc | 107 | ||||||
2,196 | * CACI International, Inc (Class A) | 107 | ||||||
19,038 | * Cadence Design Systems, Inc | 342 | ||||||
2,656 | * Catalina Marketing Corp | 54 | ||||||
882 | * CCC Information Services Group, Inc | 15 | ||||||
900 | CDI Corp | 29 | ||||||
71,673 | * Cendant Corp | 1,596 | ||||||
10,128 | * Ceridian Corp | 212 | ||||||
1,892 | * Cerner Corp | 72 | ||||||
4,279 | Certegy, Inc | 140 | ||||||
4,660 | * Checkfree Corp | 129 | ||||||
5,808 | * ChoicePoint, Inc | 221 | ||||||
3,700 | * Ciber, Inc | 32 | ||||||
11,523 | * Citrix Systems, Inc | 244 | ||||||
24,838 | * CMGI, Inc | 44 | ||||||
8,299 | * CNET Networks, Inc | 57 | ||||||
5,040 | * Cognizant Technology Solutions Corp | 230 | ||||||
32,833 | Computer Associates International, Inc | 898 | ||||||
2,259 | * Computer Horizons Corp | 9 | ||||||
416 | Computer Programs & Systems, Inc | 8 | ||||||
12,477 | * Computer Sciences Corp | 552 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
BUSINESS SERVICES—(Continued) | ||||||||
26,775 | * Compuware Corp | $ | 162 | |||||
1,145 | * Concord Communications, Inc | 23 | ||||||
1,542 | * Concur Technologies, Inc | 15 | ||||||
746 | * Convera Corp | 3 | ||||||
11,750 | * Convergys Corp | 205 | ||||||
938 | * CoStar Group, Inc | 39 | ||||||
3,793 | * CSG Systems International, Inc | 47 | ||||||
687 | * Cyberguard Corp | 6 | ||||||
5,244 | * D&B Corp | 266 | ||||||
1,300 | * Datastream Systems, Inc | 10 | ||||||
4,324 | Deluxe Corp | 179 | ||||||
2,100 | * Dendrite International, Inc | 33 | ||||||
703 | * Digimarc Corp | 9 | ||||||
2,000 | * Digital Insight Corp | 50 | ||||||
1,928 | * Digital River, Inc | 43 | ||||||
2,366 | * Digitalthink, Inc | 7 | ||||||
8,500 | * DoubleClick, Inc | 87 | ||||||
5,522 | * DST Systems, Inc | 231 | ||||||
4,538 | * E.piphany, Inc | 33 | ||||||
8,828 | * Earthlink, Inc | 88 | ||||||
1,800 | * Echelon Corp | 20 | ||||||
2,488 | * Eclipsys Corp | 29 | ||||||
783 | * eCollege.com, Inc | 14 | ||||||
3,401 | * eFunds Corp | 59 | ||||||
1,000 | Electro Rent Corp | 13 | ||||||
15,848 | * Electronic Arts, Inc | 757 | ||||||
31,960 | Electronic Data Systems Corp | 784 | ||||||
900 | * Embarcadero Technologies, Inc | 14 | ||||||
14,227 | * Enterasys Networks, Inc | 53 | ||||||
3,500 | * Entrust, Inc | 14 | ||||||
1,000 | * Epicor Software Corp | 13 | ||||||
857 | * EPIQ Systems, Inc | 15 | ||||||
9,789 | Equifax, Inc | 240 | ||||||
1,565 | * eSpeed, Inc (Class A) | 37 | ||||||
7,347 | * Extreme Networks, Inc | 53 | ||||||
2,094 | * F5 Networks, Inc | 53 | ||||||
1,500 | Factset Research Systems, Inc | 57 | ||||||
3,104 | Fair Isaac Corp | 153 | ||||||
2,223 | * Filenet Corp | 60 | ||||||
748 | * FindWhat.com | 14 | ||||||
52,684 | First Data Corp | 2,165 | ||||||
12,787 | * Fiserv, Inc | 505 | ||||||
2,724 | * Freemarkets, Inc | 18 | ||||||
1,100 | * Gerber Scientific, Inc | 9 | ||||||
2,338 | * Getty Images, Inc | 117 | ||||||
923 | Gevity HR, Inc | 21 | ||||||
52 | Grey Global Group, Inc | 36 | ||||||
606 | * Group 1 Software, Inc | 11 | ||||||
1,332 | * GSI Commerce, Inc | 13 | ||||||
3,923 | GTECH Holdings Corp | 194 | ||||||
2,663 | * Harris Interactive, Inc | 22 | ||||||
667 | Healthcare Services Group | 13 | ||||||
1,400 | * Heidrick & Struggles International, Inc | 31 | ||||||
4,697 | Henry (Jack) & Associates, Inc | 97 | ||||||
5,561 | e* Homestore, Inc | 26 | ||||||
424 | * Hudson Highland Group, Inc | 10 | ||||||
2,853 | * Hyperion Solutions Corp | 86 | ||||||
200 | * ICT Group, Inc | 2 | ||||||
1,200 | * IDX Systems Corp | 32 | ||||||
1,449 | * iGate Corp | 11 | ||||||
2,423 | Imation Corp | 85 | ||||||
17,181 | IMS Health, Inc | 427 | ||||||
4,284 | * Informatica Corp | 44 | ||||||
1,707 | * Infospace, Inc | 39 | ||||||
1,967 | * infoUSA, Inc | 15 | ||||||
692 | Integral Systems, Inc | 15 | ||||||
3,296 | * Intelidata Technologies Corp | 5 | ||||||
2,541 | * Interactive Data Corp | 42 | ||||||
230 | * InterActiveCorp | 10 | ||||||
3,360 | * Intergraph Corp | 80 | ||||||
2,744 | * Internet Security Systems, Inc | 52 | ||||||
404 | Interpool, Inc | 6 | ||||||
27,452 | * Interpublic Group Of Cos, Inc | 428 | ||||||
1,884 | * Interwoven, Inc | 24 | ||||||
1,058 | * Intrado, Inc | 23 | ||||||
13,097 | * Intuit, Inc | 693 | ||||||
370 | * iPayment, Inc | 13 | ||||||
4,559 | * Iron Mountain, Inc | 180 | ||||||
1,953 | * JDA Software Group, Inc | 32 | ||||||
23,586 | * Juniper Networks, Inc | 441 | ||||||
1,552 | * Kana Software, Inc | 5 | ||||||
3,727 | * Keane, Inc | 55 | ||||||
1,200 | Kelly Services, Inc (Class A) | 34 | ||||||
1,631 | * Keynote Systems, Inc | 19 | ||||||
1,689 | * KFX, Inc | 13 | ||||||
2,700 | * Korn/Ferry International | 36 | ||||||
2,551 | * Kroll, Inc | 66 | ||||||
332 | * Kronos Worldwide, Inc | 7 | ||||||
2,052 | * Kronos, Inc | 81 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
BUSINESS SERVICES—(Continued) | ||||||||
2,950 | * Labor Ready, Inc | $ | 39 | |||||
5,002 | * Lamar Advertising Co | 187 | ||||||
1,010 | * Lawson Software, Inc | 8 | ||||||
2,218 | * Lionbridge Technologies | 21 | ||||||
4,921 | * Looksmart Ltd | 8 | ||||||
4,186 | * Macromedia, Inc | 75 | ||||||
2,752 | * Macrovision Corp | 62 | ||||||
1,332 | e* Magma Design Automation, Inc | 31 | ||||||
1,369 | * Manhattan Associates, Inc | 38 | ||||||
5,374 | Manpower, Inc | 253 | ||||||
919 | * Mantech International Corp (Class A) | 23 | ||||||
4,273 | * Manugistics Group, Inc | 27 | ||||||
1,033 | * MAPICS, Inc | 14 | ||||||
402 | * Marketwatch.com, Inc | 3 | ||||||
3,375 | * Matrixone, Inc | 21 | ||||||
658 | McGrath RentCorp | 18 | ||||||
562 | * Medical Staffing Network Holdings, Inc | 6 | ||||||
753 | * MedQuist, Inc | 12 | ||||||
667 | e* Memberworks, Inc | 18 | ||||||
4,700 | * Mentor Graphics Corp | 68 | ||||||
5,443 | * Mercury Interactive Corp | 265 | ||||||
5,400 | * Micromuse, Inc | 37 | ||||||
630,879 | Microsoft Corp | 17,374 | ||||||
939 | * MicroStrategy, Inc | 49 | ||||||
1,980 | e* Midway Games, Inc | 8 | ||||||
6,199 | * Mindspeed Technologies, Inc | 42 | ||||||
1,100 | * Mobius Management Systems, Inc | 14 | ||||||
6,757 | * Monster Worldwide, Inc | 148 | ||||||
6,683 | * MPS Group, Inc | 62 | ||||||
1,100 | * MRO Software, Inc | 15 | ||||||
1,833 | * MSC.Software Corp | 17 | ||||||
910 | * Nassda Corp | 7 | ||||||
2,175 | National Instruments Corp | 99 | ||||||
500 | * National Processing, Inc | 12 | ||||||
1,346 | * NCO Group, Inc | 31 | ||||||
5,970 | * NCR Corp | 232 | ||||||
2,331 | NDCHealth Corp | 60 | ||||||
538 | e* Neoforma, Inc | 6 | ||||||
936 | e* Neoware Systems, Inc | 13 | ||||||
1,742 | * Netegrity, Inc | 18 | ||||||
3,593 | * NETIQ Corp | 48 | ||||||
679 | * Netratings, Inc | 8 | ||||||
1,000 | * Netscout Systems, Inc | 8 | ||||||
3,649 | * NetScreen Technologies, Inc | 90 | ||||||
10,839 | * Network Associates, Inc | 163 | ||||||
1,700 | * Network Equipment Technologies, Inc | 19 | ||||||
1,732 | * NIC, Inc | 14 | ||||||
26,305 | * Novell, Inc | 277 | ||||||
1,939 | * Nuance Communications, Inc | 15 | ||||||
1,700 | * NYFIX, Inc | 14 | ||||||
13,472 | Omnicom Group, Inc | 1,177 | ||||||
600 | * Opnet Technologies, Inc | 10 | ||||||
3,218 | e* Opsware, Inc | 24 | ||||||
273,557 | * Oracle Corp | 3,611 | ||||||
1,600 | * Packeteer, Inc | 27 | ||||||
647 | * PalmSource, Inc | 14 | ||||||
14,397 | * Parametric Technology Corp | 57 | ||||||
1,347 | * PC-Tel, Inc | 14 | ||||||
860 | * PDF Solutions, Inc | 13 | ||||||
552 | * PDI, Inc | 15 | ||||||
603 | * PEC Solutions, Inc | 10 | ||||||
1,800 | * Pegasus Solutions, Inc | 19 | ||||||
438 | * Pegasystems, Inc | 4 | ||||||
24,367 | * Peoplesoft, Inc | 556 | ||||||
4,935 | * Perot Systems Corp (Class A) | 67 | ||||||
1,658 | * Pixar, Inc | 115 | ||||||
2,060 | * Portal Software, Inc | 14 | ||||||
800 | e* Portfolio Recovery Associates, Inc | 21 | ||||||
6,300 | * ProcureNet, Inc | 1 | ||||||
2,052 | * Progress Software Corp | 42 | ||||||
2,495 | * Pumatech, Inc | 10 | ||||||
221 | * Quality Systems, Inc | 10 | ||||||
2,634 | * Quest Software, Inc | 37 | ||||||
1,871 | * R.H. Donnelley Corp | 75 | ||||||
1,238 | * Radiant Systems, Inc | 10 | ||||||
1,200 | * Radisys Corp | 20 | ||||||
3,114 | * Raindance Communications, Inc | 9 | ||||||
6,483 | * RealNetworks, Inc | 37 | ||||||
9,157 | e* Red Hat, Inc | 172 | ||||||
9,518 | * Redback Networks, Inc | 2 | ||||||
1,021 | * Register.com, Inc | 5 | ||||||
781 | e* Renaissance Learning, Inc | 19 | ||||||
4,908 | * Rent-A-Center, Inc | 147 | ||||||
1,839 | * Rent-Way, Inc | 15 | ||||||
3,716 | * Retek, Inc | 34 | ||||||
1,608 | * Rewards Network, Inc | 17 | ||||||
4,760 | Reynolds & Reynolds Co (Class A) | 138 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
BUSINESS SERVICES—(Continued) | ||||||||
10,282 | * Robert Half International, Inc | $ | 240 | |||||
1,421 | Rollins, Inc | 32 | ||||||
2,318 | e* Roxio, Inc | 11 | ||||||
3,307 | * RSA Security, Inc | 47 | ||||||
5,099 | * S1 Corp | 41 | ||||||
875 | * SafeNet, Inc | 27 | ||||||
1,743 | * SAFLINK Corp | 5 | ||||||
982 | * Sanchez Computer Associates, Inc | 4 | ||||||
5,900 | * Sapient Corp | 33 | ||||||
5,264 | e* Scansoft, Inc | 28 | ||||||
2,100 | * Secure Computing Corp | 38 | ||||||
3,749 | * Seebeyond Technology Corp | 16 | ||||||
1,706 | * Serena Software, Inc | 31 | ||||||
29,162 | * Siebel Systems, Inc | 404 | ||||||
819 | * SM&A | 10 | ||||||
1,137 | * Sohu.com, Inc | 34 | ||||||
3,546 | * SonicWALL, Inc | 28 | ||||||
3,230 | * Sotheby’s Holdings, Inc (Class A) | 44 | ||||||
779 | * Source Interlink Cos, Inc | 8 | ||||||
4,207 | * Spherion Corp | 41 | ||||||
900 | * SPSS, Inc | 16 | ||||||
571 | * SRA International, Inc (Class A) | 25 | ||||||
566 | SS&C Technologies, Inc | 16 | ||||||
746 | Startek, Inc | 30 | ||||||
1,182 | * Stellent, Inc | 12 | ||||||
466 | e* Stratasys, Inc | 13 | ||||||
227,353 | * Sun Microsystems, Inc | 1,021 | ||||||
19,970 | * SunGard Data Systems, Inc | 553 | ||||||
1,665 | * SupportSoft, Inc | 22 | ||||||
6,382 | * Sybase, Inc | 131 | ||||||
1,700 | * Sykes Enterprises, Inc | 15 | ||||||
20,982 | * Symantec Corp | 727 | ||||||
10,114 | * Synopsys, Inc | 341 | ||||||
1,200 | * Synplicity, Inc | 9 | ||||||
403 | Syntel, Inc | 10 | ||||||
2,200 | * Systems & Computer Technology Corp | 36 | ||||||
2,900 | e* Take-Two Interactive Software, Inc | 84 | ||||||
835 | Talx Corp | 19 | ||||||
2,768 | * TeleTech Holdings, Inc | 31 | ||||||
854 | * TheStreet.com, Inc | 4 | ||||||
2,833 | * THQ, Inc | 48 | ||||||
5,754 | * TIBCO Software, Inc | 39 | ||||||
1,039 | * Tier Technologies, Inc (Class B) | 8 | ||||||
5,549 | * Titan Corp | 121 | ||||||
2,517 | e Total System Services, Inc | 78 | ||||||
1,168 | * TradeStation Group, Inc | 10 | ||||||
2,287 | * Transaction Systems Architects, Inc (Class A) | 52 | ||||||
2,119 | * Trizetto Group, Inc | 14 | ||||||
3,517 | * Tyler Technologies, Inc | 34 | ||||||
21,677 | * Unisys Corp | 322 | ||||||
2,874 | * United Online, Inc | 48 | ||||||
3,755 | * United Rentals, Inc | 72 | ||||||
1,098 | * Universal Compression Holdings, Inc | 29 | ||||||
4,946 | * Valueclick, Inc | 45 | ||||||
2,249 | * Vastera, Inc | 9 | ||||||
417 | * Verint Systems, Inc | 9 | ||||||
15,283 | * VeriSign, Inc | 249 | ||||||
29,446 | * Veritas Software Corp | 1,094 | ||||||
1,614 | * Verity, Inc | 27 | ||||||
6,076 | Viad Corp | 152 | ||||||
16,948 | * Vignette Corp | 38 | ||||||
2,569 | * VitalWorks, Inc | 11 | ||||||
1,275 | * Vitria Technology, Inc | 9 | ||||||
572 | * Volt Information Sciences, Inc | 13 | ||||||
2,210 | * WatchGuard Technologies, Inc | 13 | ||||||
1,666 | e* WebEx Communications, Inc | 33 | ||||||
21,702 | * WebMD Corp | 195 | ||||||
3,244 | * webMethods, Inc | 30 | ||||||
1,479 | * Websense, Inc | 43 | ||||||
6,001 | * Westwood One, Inc | 205 | ||||||
4,910 | * Wind River Systems, Inc | 43 | ||||||
37,952 | * Yahoo!, Inc | 1,714 | ||||||
TOTAL BUSINESS SERVICES | 56,619 | |||||||
CHEMICALS AND ALLIED PRODUCTS—11.44% | ||||||||
110,252 | Abbott Laboratories | 5,138 | ||||||
5,917 | * Abgenix, Inc | 74 | ||||||
887 | * Able Laboratories, Inc | 16 | ||||||
598 | Aceto Corp | 15 | ||||||
2,849 | * Adolor Corp | 57 | ||||||
15,826 | Air Products & Chemicals, Inc | 836 | ||||||
1,600 | * Albany Molecular Research, Inc | 24 | ||||||
1,874 | Albemarle Corp | 56 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
CHEMICALS AND ALLIED PRODUCTS—(Continued) | ||||||||
2,914 | Alberto-Culver Co (Class B) | $ | 184 | |||||
1,305 | * Alexion Pharmaceuticals, Inc | 22 | ||||||
4,410 | * Alkermes, Inc | 60 | ||||||
9,267 | Allergan, Inc | 712 | ||||||
2,624 | Alpharma, Inc (Class A) | 53 | ||||||
2,267 | * Alteon, Inc | 4 | ||||||
1,431 | e* American Pharmaceutical Partners, Inc | 48 | ||||||
91,164 | * Amgen, Inc | 5,634 | ||||||
6,644 | * Amylin Pharmaceuticals, Inc | 148 | ||||||
5,037 | * Andrx Corp | 121 | ||||||
1,447 | e* Aphton Corp | 9 | ||||||
1,500 | Arch Chemicals, Inc | 38 | ||||||
1,293 | e* Arena Pharmaceuticals, Inc | 8 | ||||||
2,452 | * Atherogenics, Inc | 37 | ||||||
1,405 | e* Atrix Laboratories, Inc | 34 | ||||||
4,070 | * Avant Immunotherapeutics, Inc | 11 | ||||||
7,283 | Avery Dennison Corp | 408 | ||||||
1,394 | e* AVI BioPharma, Inc | 6 | ||||||
16,602 | Avon Products, Inc | 1,120 | ||||||
3,338 | * Barr Pharmaceuticals, Inc | 257 | ||||||
872 | * Benthley Pharmaceuticals, Inc | 12 | ||||||
20,734 | * Biogen Idec, Inc | 763 | ||||||
4,266 | * BioMarin Pharmaceutical, Inc | 33 | ||||||
2,055 | e* Biopure Corp | 5 | ||||||
842 | e* Biosite, Inc | 24 | ||||||
600 | * Bone Care International, Inc | 8 | ||||||
595 | e* Bradley Pharmaceuticals, Inc | 15 | ||||||
136,948 | Bristol-Myers Squibb Co | 3,917 | ||||||
4,244 | Cabot Corp | 135 | ||||||
2,400 | Calgon Carbon Corp | 15 | ||||||
1,518 | Cambrex Corp | 38 | ||||||
2,366 | * Cell Genesys, Inc | 31 | ||||||
2,500 | e* Cell Therapeutics, Inc | 22 | ||||||
3,699 | * Cephalon, Inc | 179 | ||||||
3,001 | * Charles River Laboratories International, Inc | 103 | ||||||
744 | * Chattem, Inc | 13 | ||||||
6,303 | * Chiron Corp | 359 | ||||||
2,493 | Church & Dwight Co, Inc | 99 | ||||||
1,020 | * Cima Labs, Inc | 33 | ||||||
10,642 | Clorox Co | 517 | ||||||
37,909 | Colgate-Palmolive Co | 1,897 | ||||||
516 | * Collagenex Pharmaceuticals, Inc | 6 | ||||||
2,028 | * Columbia Laboratories, Inc | 13 | ||||||
2,200 | * Connetics Corp | 40 | ||||||
2,816 | e* Corixa Corp | 17 | ||||||
7,909 | Crompton Corp | 57 | ||||||
2,851 | * Cubist Pharmaceuticals, Inc | 35 | ||||||
2,754 | * Cytec Industries, Inc | 106 | ||||||
2,759 | * Dade Behring Holdings, Inc | 99 | ||||||
315 | * DEL Laboratories, Inc | 8 | ||||||
531 | * Dendreon Corp | 4 | ||||||
1,474 | Diagnostic Products Corp | 68 | ||||||
6,530 | Dial Corp | 186 | ||||||
900 | * Digene Corp | 36 | ||||||
2,600 | * Discovery Laboratories, Inc | 27 | ||||||
700 | e* Dov Pharmaceutical, Inc | 9 | ||||||
64,753 | Dow Chemical Co | 2,692 | ||||||
70,411 | Du Pont (E.I.) de Nemours & Co | 3,231 | ||||||
1,775 | e* Durect Corp | 5 | ||||||
5,265 | Eastman Chemical Co | 208 | ||||||
13,776 | Ecolab, Inc | 377 | ||||||
908 | * Elizabeth Arden, Inc | 18 | ||||||
3,200 | * Encysive Pharmaceuticals, Inc | 29 | ||||||
3,094 | * Enzon, Inc | 37 | ||||||
907 | * Eon Labs, Inc | 46 | ||||||
899 | * EPIX Medical, Inc | 15 | ||||||
2,105 | * Esperion Therapeutics, Inc | 73 | ||||||
7,158 | Estee Lauder Cos (Class A) | 281 | ||||||
2,332 | Ferro Corp | 63 | ||||||
1,433 | * First Horizon Pharmaceutical | 16 | ||||||
1,933 | * FMC Corp | 66 | ||||||
24,076 | * Forest Laboratories, Inc | 1,488 | ||||||
14,580 | * Genentech, Inc | 1,364 | ||||||
3,160 | e* Genta, Inc | 33 | ||||||
13,461 | * Genzyme Corp | 664 | ||||||
1,978 | Georgia Gulf Corp | 57 | ||||||
1,992 | e* Geron Corp | 20 | ||||||
14,056 | * Gilead Sciences, Inc | 817 | ||||||
71,924 | Gillette Co | 2,642 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
CHEMICALS AND ALLIED PRODUCTS—(Continued) | ||||||||
2,618 | Great Lakes Chemical Corp | $ | 71 | |||||
1,555 | e* GTC Biotherapeutics, Inc | 5 | ||||||
1,753 | e* Guilford Pharmaceuticals, Inc | 12 | ||||||
1,972 | H.B. Fuller Co | 59 | ||||||
295 | * Hi-Tech Pharmacal Co, Inc | 7 | ||||||
454 | * Hollis-Eden Pharmaceuticals | 5 | ||||||
8,974 | * Human Genome Sciences, Inc | 119 | ||||||
3,632 | * ICOS Corp | 150 | ||||||
2,212 | * Idexx Laboratories, Inc | 102 | ||||||
2,700 | * Ilex Oncology, Inc | 57 | ||||||
7,495 | * IMC Global, Inc | 74 | ||||||
3,514 | * ImClone Systems, Inc | 139 | ||||||
1,288 | * Immucor, Inc | 26 | ||||||
2,900 | * Immunogen, Inc | 15 | ||||||
2,700 | e* Immunomedics, Inc | 12 | ||||||
1,855 | * Impax Laboratories, Inc | 27 | ||||||
2,819 | * Indevus Pharmaceuticals, Inc | 17 | ||||||
1,886 | * Inspire Pharmaceuticals, Inc | 27 | ||||||
236 | Inter Parfums, Inc | 5 | ||||||
1,694 | * InterMune, Inc | 39 | ||||||
4,926 | International Flavors & Fragrances, Inc | 172 | ||||||
685 | * Inverness Medical Innovations, Inc | 15 | ||||||
3,641 | * Invitrogen Corp | 255 | ||||||
3,357 | e* Isis Pharmaceuticals, Inc | 22 | ||||||
10,434 | * IVAX Corp | 249 | ||||||
16,832 | * King Pharmaceuticals, Inc | 257 | ||||||
701 | * Kos Pharmaceuticals, Inc | 30 | ||||||
2,217 | * KV Pharmaceutical Co (Class A) | 57 | ||||||
2,580 | * La Jolla Pharmaceutical Co | 11 | ||||||
400 | * Lannett Co, Inc | 7 | ||||||
3,958 | e* Ligand Pharmaceuticals, Inc (Class B) | 58 | ||||||
68,269 | Lilly (Eli) & Co | 4,801 | ||||||
1,604 | MacDermid, Inc | 55 | ||||||
1,617 | * Martek Biosciences Corp | 105 | ||||||
5,013 | e* Medarex, Inc | 31 | ||||||
2,806 | * Medicines Co | 83 | ||||||
2,127 | Medicis Pharmaceutical Corp (Class A) | 152 | ||||||
17,962 | * MedImmune, Inc | 456 | ||||||
158,407 | Merck & Co, Inc | 7,318 | ||||||
661 | Meridian Bioscience, Inc | 7 | ||||||
2,400 | * MGI Pharma, Inc | 99 | ||||||
4,530 | * Millennium Chemicals, Inc | 57 | ||||||
19,996 | * Millennium Pharmaceuticals, Inc | 373 | ||||||
1,370 | Minerals Technologies, Inc | 81 | ||||||
19,174 | Mylan Laboratories, Inc | 484 | ||||||
2,800 | * Nabi Biopharmaceuticals | 36 | ||||||
847 | Nature’s Sunshine Products, Inc | 7 | ||||||
2,946 | * NBTY, Inc | 79 | ||||||
3,974 | e* Nektar Therapeutics | 54 | ||||||
800 | * Neose Technologies, Inc | 7 | ||||||
2,300 | * Neurocrine Biosciences, Inc | 125 | ||||||
664 | NL Industries, Inc | 8 | ||||||
1,495 | * Noven Pharmaceuticals, Inc | 23 | ||||||
1,979 | * NPS Pharmaceuticals, Inc | 61 | ||||||
2,749 | * Nuvelo, Inc | 10 | ||||||
730 | Octel Corp | 14 | ||||||
3,420 | Olin Corp | 69 | ||||||
1,900 | * OM Group, Inc | 50 | ||||||
2,700 | * Omnova Solutions, Inc | 13 | ||||||
2,201 | * Onyx Pharmaceuticals, Inc | 62 | ||||||
2,301 | * OraSure Technologies, Inc | 18 | ||||||
2,607 | * OSI Pharmaceuticals, Inc | 84 | ||||||
1,200 | * Pain Therapeutics, Inc | 8 | ||||||
2,814 | * Palatin Technologies, Inc | 7 | ||||||
1,019 | e* Penwest Pharmaceuticals Co | 18 | ||||||
6,873 | e* Peregrine Pharmaceuticals, Inc | 15 | ||||||
557,214 | Pfizer, Inc | 19,686 | ||||||
2,340 | * Pharmaceutical Resources, Inc | 152 | ||||||
1,338 | PolyMedica Corp | 35 | ||||||
5,611 | * PolyOne Corp | 36 | ||||||
1,425 | * Pozen, Inc | 15 | ||||||
11,660 | PPG Industries, Inc | 746 | ||||||
3,663 | * Praecis Pharmaceuticals, Inc | 24 | ||||||
23,126 | Praxair, Inc | 883 | ||||||
91,533 | Procter & Gamble Co | 9,142 | ||||||
583 | * Progenics Pharmaceuticals | 11 | ||||||
6,891 | * Protein Design Labs, Inc | 123 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
CHEMICALS AND ALLIED PRODUCTS—(Continued) | ||||||||
564 | Quaker Chemical Corp | $ | 17 | |||||
1,846 | * Quidel Corp | 20 | ||||||
824 | e* Revlon, Inc (Class A) | 2 | ||||||
10,596 | Rohm & Haas Co | 453 | ||||||
7,331 | RPM International, Inc | 121 | ||||||
1,282 | * Salix Pharmaceuticals Ltd | 29 | ||||||
103,361 | Schering-Plough Corp | 1,797 | ||||||
3,627 | * Sciclone Pharmaceuticals, Inc | 25 | ||||||
1,306 | * Scotts Co (Class A) | 77 | ||||||
5,574 | * Sepracor, Inc | 133 | ||||||
1,524 | e* Serologicals Corp | 28 | ||||||
8,310 | Sherwin-Williams Co | 289 | ||||||
5,777 | * SICOR, Inc | 157 | ||||||
4,902 | Sigma-Aldrich Corp | 280 | ||||||
963 | * Sirna Therapeutics, Inc | 5 | ||||||
7,559 | b* Solutia, Inc | 3 | ||||||
500 | Stepan Co | 13 | ||||||
2,113 | e* SuperGen, Inc | 23 | ||||||
900 | * SurModics, Inc | 22 | ||||||
1,732 | * Tanox, Inc | 26 | ||||||
1,614 | * Third Wave Technologies, Inc | 7 | ||||||
3,511 | * Unifi, Inc | 23 | ||||||
1,125 | * United Therapeutics Corp | 26 | ||||||
594 | e* USANA Health Sciences, Inc | 18 | ||||||
5,847 | USEC, Inc | 49 | ||||||
5,951 | Valeant Pharmaceuticals International | 150 | ||||||
3,402 | Valspar Corp | 168 | ||||||
4,981 | * Vertex Pharmaceuticals, Inc | 51 | ||||||
2,197 | * Vicuron Pharmaceuticals, Inc | 41 | ||||||
624 | * Virbac Corp | 4 | ||||||
7,448 | * Watson Pharmaceuticals, Inc | 343 | ||||||
2,293 | Wellman, Inc | 23 | ||||||
942 | West Pharmaceutical Services, Inc | 32 | ||||||
4,714 | * WR Grace & Co | 12 | ||||||
93,671 | Wyeth | 3,976 | ||||||
718 | * Zymogenetics, Inc | 11 | ||||||
TOTAL CHEMICALS AND ALLIED PRODUCTS | 94,579 | |||||||
COAL MINING—0.04% | ||||||||
3,254 | Arch Coal, Inc | 101 | ||||||
1,394 | e Consol Energy, Inc | 36 | ||||||
4,517 | Massey Energy Co | 94 | ||||||
1,582 | Peabody Energy Corp | 66 | ||||||
421 | * Westmoreland Coal Co | 7 | ||||||
TOTAL COAL MINING | 304 | |||||||
COMMUNICATIONS—5.24% | ||||||||
664 | * Acme Communication, Inc | 6 | ||||||
21,931 | Alltel Corp | 1,022 | ||||||
14,842 | * American Tower Corp (Class A) | 161 | ||||||
55,400 | AT&T Corp | 1,125 | ||||||
158,639 | * AT&T Wireless Services, Inc | 1,268 | ||||||
29,003 | * Avaya, Inc | 375 | ||||||
465 | * Beasley Broadcast Group, Inc (Class A) | 8 | ||||||
130,491 | BellSouth Corp | 3,693 | ||||||
1,076 | e* Boston Communications Group | 10 | ||||||
6,859 | e* Cablevision Systems Corp (Class A) | 160 | ||||||
600 | * Centennial Communications Corp | 3 | ||||||
10,223 | CenturyTel, Inc | 333 | ||||||
17,446 | * Charter Communications, Inc (Class A) | 70 | ||||||
13,787 | * Cincinnati Bell, Inc | 70 | ||||||
36,993 | Clear Channel Communications, Inc | 1,732 | ||||||
90,411 | * Comcast Corp | 2,972 | ||||||
63,897 | * Comcast Corp Special | 1,999 | ||||||
1,582 | * Commonwealth Telephone Enterprises, Inc | 60 | ||||||
16,123 | * Cox Communications, Inc (Class A) | 555 | ||||||
2,400 | * Cox Radio, Inc (Class A) | 61 | ||||||
9,017 | * Crown Castle International Corp | 99 | ||||||
1,802 | * Crown Media Holdings, Inc (Class A) | 15 | ||||||
1,200 | CT Communications, Inc | 16 | ||||||
2,893 | * Cumulus Media, Inc (Class A) | 64 | ||||||
866 | D&E Communications, Inc | 13 | ||||||
1,933 | * Digital Generation Systems | 4 | ||||||
1,293 | * Dobson Communications Corp (Class A) | 8 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
COMMUNICATIONS—(Continued) | ||||||||
16,099 | * EchoStar Communications Corp (Class A) | $ | 547 | |||||
2,497 | * Emmis Communications Corp (Class A) | 68 | ||||||
2,805 | * Entercom Communications Corp | 149 | ||||||
3,129 | * Entravision Communications Corp (Class A) | 35 | ||||||
354 | * Fisher Communications, Inc | 18 | ||||||
7,745 | * Foundry Networks, Inc | 212 | ||||||
12,196 | * Fox Entertainment Group, Inc (Class A) | 356 | ||||||
3,022 | * General Communication, Inc (Class A) | 26 | ||||||
2,524 | Global Payments, Inc | 119 | ||||||
824 | * Golden Telecom, Inc | 23 | ||||||
2,685 | Gray Television, Inc | 41 | ||||||
1,428 | Hearst-Argyle Television, Inc | 39 | ||||||
1,000 | Hickory Tech Corp | 11 | ||||||
2,397 | e* IDT Corp | 53 | ||||||
1,600 | * IDT Corp (Class B) | 37 | ||||||
4,516 | * Infonet Services Corp (Class B) | 8 | ||||||
2,972 | * Insight Communications Co, Inc | 31 | ||||||
29,543 | * InterActiveCorp | 1,002 | ||||||
1,116 | e* j2 Global Communications, Inc | 28 | ||||||
37,257 | * Level 3 Communications, Inc | 212 | ||||||
1,093 | Liberty Corp | 49 | ||||||
2,034 | * Lightbridge, Inc | 19 | ||||||
1,798 | * Lin TV Corp (Class A) | 46 | ||||||
791 | * Lodgenet Entertainment Corp | 14 | ||||||
291,241 | e* Lucent Technologies, Inc | 827 | ||||||
1,446 | * Mastec, Inc | 21 | ||||||
4,107 | e* McLeodUSA, Inc (Class A) | 6 | ||||||
3,855 | * Mediacom Communications Corp | 33 | ||||||
1,315 | e* Metro One Telecommunications, Inc | 3 | ||||||
1,670 | * Net2Phone, Inc | 11 | ||||||
61,445 | * Nextel Communications, Inc (Class A) | 1,724 | ||||||
5,206 | * Nextel Partners, Inc (Class A) | 70 | ||||||
596 | * NII Holdings, Inc (Class B) | 44 | ||||||
1,100 | North Pittsburgh Systems, Inc | 21 | ||||||
4,762 | * NTL, Inc | 332 | ||||||
2,069 | * PanAmSat Corp | 45 | ||||||
2,900 | * Paxson Communications Corp | 11 | ||||||
211 | e* Pegasus Communications Corp | 6 | ||||||
3,500 | * Price Communications Corp | 48 | ||||||
3,305 | * Primus Telecommunications Group | 34 | ||||||
3,398 | * PTEK Holdings, Inc | 30 | ||||||
97,298 | * Qwest Communications International, Inc | 420 | ||||||
3,960 | * Radio One, Inc (Class A) | 77 | ||||||
1,831 | * Radio One, Inc (Class D) | 35 | ||||||
4,225 | e* RCN Corp | 3 | ||||||
2,346 | * Regent Communications, Inc | 15 | ||||||
1,057 | * Saga Communications, Inc (Class A) | 20 | ||||||
695 | * Salem Communications Corp (Class A) | 19 | ||||||
234,596 | SBC Communications, Inc | 6,116 | ||||||
234 | Shenandoah Telecom Co | 12 | ||||||
2,558 | * Sinclair Broadcast Group, Inc (Class A) | 38 | ||||||
2,599 | * Spanish Broadcasting System, Inc (Class A) | 27 | ||||||
63,325 | Sprint Corp (FON Group) | 1,040 | ||||||
55,921 | * Sprint Corp (PCS Group) | 314 | ||||||
956 | SureWest Communications | 39 | ||||||
1,652 | e* Talk America Holdings, Inc | 19 | ||||||
3,631 | Telephone & Data Systems, Inc | 227 | ||||||
3,067 | * Time Warner Telecom, Inc (Class A) | 31 | ||||||
2,123 | e* Tivo, Inc | 16 | ||||||
1,400 | * Triton PCS Holdings, Inc (Class A) | 8 | ||||||
1,032 | * U.S. Cellular Corp | 37 | ||||||
5,408 | e* UnitedGlobalcom, Inc (Class A) | 46 | ||||||
11,551 | * Univision Communications, Inc (Class A) | 458 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
COMMUNICATIONS—(Continued) | ||||||||
194,210 | Verizon Communications, Inc | $ | 6,813 | |||||
7,400 | Viacom, Inc (Class A) | 328 | ||||||
102,013 | Viacom, Inc (Class B) | 4,527 | ||||||
363 | Warwick Valley Telephone Co | 11 | ||||||
1,307 | * West Corp | 30 | ||||||
4,438 | * Western Wireless Corp (Class A) | 81 | ||||||
1,900 | f* Wiltel Communication Group Inc | 0 | ||||||
2,300 | * Wireless Facilities, Inc | 34 | ||||||
7,199 | e* XM Satellite Radio Holdings, Inc | 190 | ||||||
1,003 | * Young Broadcasting, Inc (Class A) | 20 | ||||||
TOTAL COMMUNICATIONS | 43,362 | |||||||
DEPOSITORY INSTITUTIONS—10.77% | ||||||||
1,016 | 1st Source Corp | 22 | ||||||
711 | ABC Bancorp | 11 | ||||||
419 | American National Bankshares, Inc | 11 | ||||||
54 | * AmericanWest Bancorp | 1 | ||||||
24,854 | AmSouth Bancorp | 609 | ||||||
1,467 | Anchor Bancorp Wisconsin, Inc | 37 | ||||||
610 | Arrow Financial Corp | 17 | ||||||
5,173 | Associated Banc-Corp | 221 | ||||||
5,726 | Astoria Financial Corp | 213 | ||||||
283 | Bancfirst Corp | 17 | ||||||
5,600 | Bancorpsouth, Inc | 133 | ||||||
500 | BancTrust Financial Group, Inc | 8 | ||||||
2,997 | Bank Mutual Corp | 34 | ||||||
105,862 | Bank Of America Corp | 8,514 | ||||||
1,000 | Bank Of Granite Corp | 22 | ||||||
4,703 | Bank Of Hawaii Corp | 198 | ||||||
54,422 | Bank Of New York Co, Inc | 1,802 | ||||||
638 | Bank Of The Ozarks, Inc | 14 | ||||||
80,711 | Bank One Corp | 3,680 | ||||||
2,977 | BankAtlantic Bancorp, Inc (Class A) | 57 | ||||||
11,518 | Banknorth Group, Inc | 375 | ||||||
2,181 | * BankUnited Financial Corp (Class A) | 56 | ||||||
777 | Banner Corp | 20 | ||||||
4,537 | Bay View Capital Corp | 10 | ||||||
39,292 | BB&T Corp | 1,518 | ||||||
449 | Berkshire Hills Bancorp, Inc | 16 | ||||||
1,302 | * BOK Financial Corp | 50 | ||||||
1,420 | Boston Private Financial Holdings, Inc | 35 | ||||||
534 | Bryn Mawr Bank Corp | 13 | ||||||
700 | BSB Bancorp, Inc | 28 | ||||||
225 | C&F Financial Corp | 9 | ||||||
507 | Camco Financial Corp | 9 | ||||||
580 | Camden National Corp | 18 | ||||||
500 | Capital City Bank Group, Inc | 23 | ||||||
333 | e* Capital Corp of the West | 13 | ||||||
1,624 | Capitol Federal Financial | 59 | ||||||
897 | Cascade Bancorp | 17 | ||||||
1,523 | e Cathay General Bancorp | 85 | ||||||
345 | Cavalry Bancorp, Inc | 6 | ||||||
262 | CB Bancshares, Inc | 17 | ||||||
630 | CCBT Financial Cos, Inc | 22 | ||||||
506 | Center Bancorp, Inc | 10 | ||||||
311 | Center Financial Corp | 8 | ||||||
591 | * Central Coast Bancorp | 11 | ||||||
1,000 | Central Pacific Financial Corp | 30 | ||||||
229 | Century Bancorp, Inc (Class A) | 8 | ||||||
744 | CFS Bancorp, Inc | 11 | ||||||
285 | Charter Financial Corp | 11 | ||||||
15,883 | Charter One Financial, Inc | 549 | ||||||
1,640 | Chemical Financial Corp | 60 | ||||||
2,369 | Chittenden Corp | 80 | ||||||
363,382 | Citigroup, Inc | 17,639 | ||||||
3,400 | * Citigroup, Inc (Litigation Wts) | 4 | ||||||
3,061 | Citizens Banking Corp | 100 | ||||||
651 | Citizens First Bancorp, Inc | 15 | ||||||
600 | Citizens South Banking Corp | 8 | ||||||
550 | City Bank | 18 | ||||||
1,237 | City Holding Co | 43 | ||||||
2,882 | City National Corp | 179 | ||||||
245 | CNB Financial Corp | 10 | ||||||
300 | Coastal Bancorp, Inc | 12 | ||||||
722 | Coastal Financial Corp | 13 | ||||||
450 | CoBiz, Inc | 8 | ||||||
8,530 | Colonial Bancgroup, Inc | 148 | ||||||
416 | Columbia Bancorp | 13 | ||||||
508 | Columbia Bancorp (Oregon) | 9 | ||||||
1,009 | Columbia Banking System, Inc | 22 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
DEPOSITORY INSTITUTIONS—(Continued) | ||||||||
12,537 | Comerica, Inc | $ | 703 | |||||
4,762 | Commerce Bancorp, Inc | 251 | ||||||
4,379 | Commerce Bancshares, Inc | 215 | ||||||
228 | Commercial Bankshares, Inc | 8 | ||||||
504 | * Commercial Capital Bancorp, Inc | 11 | ||||||
3,124 | Commercial Federal Corp | 83 | ||||||
277 | Community Bank of North Virginia | 5 | ||||||
818 | Community Bank System, Inc | 40 | ||||||
995 | Community Trust Bancorp, Inc | 30 | ||||||
8,852 | Compass Bancshares, Inc | 348 | ||||||
34,705 | * Concord EFS, Inc | 515 | ||||||
1,170 | Corus Bankshares, Inc | 37 | ||||||
3,532 | Cullen/ Frost Bankers, Inc | 143 | ||||||
2,577 | CVB Financial Corp | 50 | ||||||
1,606 | Dime Community Bancshares | 49 | ||||||
1,439 | Downey Financial Corp | 71 | ||||||
1,600 | East West Bancorp, Inc | 86 | ||||||
327 | Eastern Virginia Bankshares, Inc | 9 | ||||||
481 | ESB Financial Corp | 8 | ||||||
1,026 | * Euronet Worldwide, Inc | 18 | ||||||
283 | EverTrust Financial Group, Inc | 9 | ||||||
280 | Exchange National Bancshares, Inc | 10 | ||||||
447 | Farmers Capital Bank Corp | 15 | ||||||
275 | FFLC Bancorp, Inc | 8 | ||||||
1,153 | Fidelity Bankshares, Inc | 36 | ||||||
35,405 | Fifth Third Bancorp | 2,092 | ||||||
559 | Financial Institutions, Inc | 16 | ||||||
480 | First Bancorp (North Carolina) | 15 | ||||||
2,338 | First Bancorp (Puerto Rico) | 92 | ||||||
600 | First Busey Corp (Class A) | 16 | ||||||
2,100 | First Charter Corp | 41 | ||||||
281 | First Citizens Banc Corp | 8 | ||||||
436 | First Citizens Bancshares, Inc (Class A) | 53 | ||||||
4,100 | First Commonwealth Financial Corp | 58 | ||||||
831 | First Community Bancorp | 30 | ||||||
710 | First Community Bancshares, Inc | 24 | ||||||
468 | First Essex Bancorp, Inc | 27 | ||||||
1,238 | First Federal Capital Corp | 28 | ||||||
213 | First Federal Financial Of Kentucky | 5 | ||||||
2,593 | First Financial Bancorp | 41 | ||||||
1,093 | First Financial Bankshares, Inc | 46 | ||||||
1,000 | First Financial Corp (Indiana) | 30 | ||||||
1,000 | First Financial Holdings, Inc | 31 | ||||||
300 | First M & F Corp | 11 | ||||||
1,295 | First Merchants Corp | 33 | ||||||
3,362 | First Midwest Bancorp, Inc | 109 | ||||||
550 | First National Corp | 17 | ||||||
465 | First Oak Brook Bancshares, Inc | 14 | ||||||
200 | First Of Long Island Corp | 9 | ||||||
743 | First Republic Bank | 27 | ||||||
1,744 | First Sentinel Bancorp, Inc | 37 | ||||||
203 | First South Bancorp, Inc | 7 | ||||||
499 | First State Bancorp | 17 | ||||||
9,046 | First Tennessee National Corp | 399 | ||||||
410 | First United Corp | 10 | ||||||
420 | Firstbank Corp | 13 | ||||||
988 | Firstfed America Bancorp, Inc | 26 | ||||||
1,200 | * FirstFed Financial Corp | 52 | ||||||
5,818 | FirstMerit Corp | 157 | ||||||
442 | Flag Financial Corp | 6 | ||||||
1,967 | Flagstar Bancorp, Inc | 42 | ||||||
74,384 | FleetBoston Financial Corp | 3,247 | ||||||
362 | FloridaFirst Bancorp, Inc | 12 | ||||||
1,105 | Flushing Financial Corp | 20 | ||||||
254 | FMS Financial Corp | 5 | ||||||
3,097 | FNB Corp | 110 | ||||||
419 | FNB Corp (Virginia) | 12 | ||||||
333 | FNB Corp, Inc | 7 | ||||||
309 | Foothill Independent Bancorp | 7 | ||||||
195 | Franklin Financial Corp | 6 | ||||||
1,064 | Frontier Financial Corp | 35 | ||||||
7,274 | Fulton Financial Corp | 159 | ||||||
282 | GA Financial, Inc | 10 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
DEPOSITORY INSTITUTIONS—(Continued) | ||||||||
300 | GB&T Bancshares, Inc | $ | 7 | |||||
1,224 | Glacier Bancorp, Inc | 40 | ||||||
2,600 | Gold Banc Corp, Inc | 37 | ||||||
8,860 | Golden West Financial Corp | 914 | ||||||
416 | Great Southern Bancorp, Inc | 19 | ||||||
347 | Greater Community Bancorp | 6 | ||||||
500 | Greene County Bancshares, Inc | 12 | ||||||
8,667 | Greenpoint Financial Corp | 306 | ||||||
957 | Hancock Holding Co | 52 | ||||||
628 | Hanmi Financial Corp | 12 | ||||||
1,557 | Harbor Florida Bancshares, Inc | 46 | ||||||
1,652 | Harleysville National Corp | 50 | ||||||
928 | Heartland Financial U.S.A., Inc | 17 | ||||||
756 | * Heritage Commerce Corp | 9 | ||||||
363 | Heritage Financial Corp | 8 | ||||||
11,093 | Hibernia Corp (Class A) | 261 | ||||||
707 | Horizon Financial Corp | 12 | ||||||
5,161 | Hudson City Bancorp, Inc | 197 | ||||||
1,120 | Hudson River Bancorp, Inc | 44 | ||||||
3,093 | Hudson United Bancorp | 114 | ||||||
772 | e Humboldt Bancorp | 14 | ||||||
16,187 | Huntington Bancshares, Inc | 364 | ||||||
409 | IberiaBank Corp | 24 | ||||||
175 | IBT Bancorp, Inc | 10 | ||||||
914 | Independent Bank Corp (Massachusetts) | 26 | ||||||
1,527 | Independent Bank Corp (Michigan) | 43 | ||||||
3,878 | IndyMac Bancorp, Inc | 116 | ||||||
1,112 | Integra Bank Corp | 24 | ||||||
900 | * Intercept, Inc | 10 | ||||||
616 | Interchange Financial Services Corp | 16 | ||||||
1,916 | International Bancshares Corp | 90 | ||||||
1,234 | Irwin Financial Corp | 39 | ||||||
332 | * Itla Capital Corp | 17 | ||||||
143,203 | J.P. Morgan Chase & Co | 5,260 | ||||||
29,870 | KeyCorp | 876 | ||||||
412 | Klamath First Bancorp, Inc | 11 | ||||||
887 | Lakeland Bancorp, Inc | 14 | ||||||
367 | Lakeland Financial Corp | 13 | ||||||
315 | LNB Bancorp, Inc | 6 | ||||||
608 | LSB Bancshares, Inc | 11 | ||||||
4,803 | M & T Bank Corp | 472 | ||||||
504 | Macatawa Bank Corp | 14 | ||||||
1,974 | MAF Bancorp, Inc | 83 | ||||||
700 | Main Street Banks, Inc | 19 | ||||||
443 | MainSource Financial Group, Inc | 14 | ||||||
16,106 | Marshall & Ilsley Corp | 616 | ||||||
1,219 | MB Financial, Inc | 44 | ||||||
1,138 | MBT Financial Corp | 19 | ||||||
30,438 | Mellon Financial Corp | 977 | ||||||
324 | Mercantile Bank Corp | 12 | ||||||
5,608 | Mercantile Bankshares Corp | 256 | ||||||
287 | Merchants Bancshares, Inc | 9 | ||||||
1,600 | Mid-State Bancshares | 41 | ||||||
600 | Midwest Banc Holdings, Inc | 13 | ||||||
297 | MutualFirst Financial, Inc | 8 | ||||||
572 | Nara Bancorp, Inc | 16 | ||||||
219 | NASB Financial, Inc | 9 | ||||||
236 | National Bankshares, Inc | 12 | ||||||
39,171 | National City Corp | 1,329 | ||||||
14,292 | National Commerce Financial Corp | 390 | ||||||
1,665 | National Penn Bancshares, Inc | 53 | ||||||
514 | NBC Capital Corp | 14 | ||||||
2,152 | NBT Bancorp, Inc | 46 | ||||||
3,228 | NetBank, Inc | 43 | ||||||
13,530 | New York Community Bancorp, Inc | 515 | ||||||
11,099 | North Fork Bancorp, Inc | 449 | ||||||
154 | Northern States Financial Corp | 4 | ||||||
13,854 | Northern Trust Corp | 643 | ||||||
792 | Northwest Bancorp, Inc | 17 | ||||||
221 | Oak Hill Financial, Inc | 7 | ||||||
786 | OceanFirst Financial Corp | 21 | ||||||
2,600 | * Ocwen Financial Corp | 23 | ||||||
4,582 | Old National Bancorp | 105 | ||||||
155 | Old Point Financial Corp | 5 | ||||||
532 | Old Second Bancorp, Inc | 26 | ||||||
593 | Omega Financial Corp | 23 | ||||||
113 | Oneida Financial Corp | 2 | ||||||
475 | PAB Bankshares, Inc | 7 | ||||||
2,433 | Pacific Capital Bancorp | 90 | ||||||
763 | Pacific Union Bank | 19 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
DEPOSITORY INSTITUTIONS—(Continued) | ||||||||
768 | Park National Corp | $ | 87 | |||||
344 | Parkvale Financial Corp | 9 | ||||||
474 | Partners Trust Financial Group, Inc | 16 | ||||||
449 | Patriot Bank Corp | 13 | ||||||
473 | Peapack Gladstone Financial Corp | 15 | ||||||
381 | Pennfed Financial Services, Inc | 13 | ||||||
550 | Pennrock Financial Services Corp | 17 | ||||||
224 | Penns Woods Bancorp, Inc | 10 | ||||||
795 | Peoples Bancorp, Inc | 23 | ||||||
1,741 | People’s Bank | 57 | ||||||
513 | Peoples Holding Co | 17 | ||||||
1,085 | PFF Bancorp, Inc | 39 | ||||||
20,004 | PNC Financial Services Group, Inc | 1,095 | ||||||
1,701 | Provident Bankshares Corp | 50 | ||||||
2,926 | Provident Financial Group, Inc | 93 | ||||||
233 | Provident Financial Holdings | 8 | ||||||
3,360 | Provident Financial Services, Inc | 64 | ||||||
1,316 | R & G Financial Corp (Class B) | 52 | ||||||
15,798 | Regions Financial Corp | 588 | ||||||
4,075 | Republic Bancorp, Inc | 55 | ||||||
506 | Republic Bancorp, Inc (Class A) (Kentucky) | 10 | ||||||
600 | Republic Bancshares, Inc | 19 | ||||||
302 | Resource Bankshares Corp | 10 | ||||||
997 | Riggs National Corp | 16 | ||||||
288 | Royal Bancshares Of Pennsylvania (Class A) | 7 | ||||||
1,811 | S & T Bancorp, Inc | 54 | ||||||
806 | S.Y. Bancorp, Inc | 17 | ||||||
325 | Santander Bancorp | 8 | ||||||
940 | Seacoast Banking Corp Of Florida | 16 | ||||||
1,744 | Seacoast Financial Services Corp | 48 | ||||||
637 | Second Bancorp, Inc | 17 | ||||||
253 | Security Bank Corp | 8 | ||||||
362 | Shore Bancshares, Inc | 14 | ||||||
129 | Sierra Bancorp | 2 | ||||||
2,887 | * Silicon Valley Bancshares | 104 | ||||||
1,066 | Simmons First National Corp (Class A) | 30 | ||||||
6,474 | Sky Financial Group, Inc | 168 | ||||||
890 | Sound Federal Bancorp, Inc | 14 | ||||||
4,243 | South Financial Group, Inc | 118 | ||||||
404 | Southern Financial Bancorp, Inc | 17 | ||||||
595 | Southside Bancshares, Inc | 11 | ||||||
24,063 | SouthTrust Corp | 788 | ||||||
1,929 | Southwest Bancorp Of Texas, Inc | 75 | ||||||
740 | Southwest Bancorp, Inc | 13 | ||||||
20,551 | Sovereign Bancorp, Inc | 488 | ||||||
553 | State Bancorp, Inc | 13 | ||||||
345 | State Financial Services Corp (Class A) | 9 | ||||||
23,503 | State Street Corp | 1,224 | ||||||
3,870 | Staten Island Bancorp, Inc | 87 | ||||||
952 | Sterling Bancorp | 27 | ||||||
2,600 | Sterling Bancshares, Inc | 35 | ||||||
1,139 | Sterling Financial Corp (Pennsylvania) | 32 | ||||||
920 | * Sterling Financial Corp (Spokane) | 31 | ||||||
378 | Summit Bancshares, Inc | 11 | ||||||
483 | * Sun Bancorp, Inc (New Jersey) | 13 | ||||||
355 | Sun Bancorp, Inc (Pennsylvania) | 7 | ||||||
17,533 | SunTrust Banks, Inc | 1,254 | ||||||
21,261 | Synovus Financial Corp | 615 | ||||||
300 | Taylor Capital Group, Inc | 8 | ||||||
5,193 | TCF Financial Corp | 267 | ||||||
1,736 | Texas Regional Bancshares, Inc (Class A) | 64 | ||||||
1,572 | * TierOne Corp | 36 | ||||||
363 | Trico Bancshares | 11 | ||||||
630 | Troy Financial Corp | 22 | ||||||
1,300 | Trust Co Of New Jersey | 52 | ||||||
5,202 | Trustco Bank Corp NY | 68 | ||||||
3,402 | Trustmark Corp | 100 | ||||||
135,644 | U.S. Bancorp | 4,039 | ||||||
1,008 | U.S.B. Holding Co, Inc | 20 | ||||||
2,912 | UCBH Holdings, Inc | 113 | ||||||
1,144 | UMB Financial Corp | 54 | ||||||
1,661 | Umpqua Holdings Corp | 35 | ||||||
543 | Union Bankshares Corp | 17 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
DEPOSITORY INSTITUTIONS—(Continued) | ||||||||
14,140 | Union Planters Corp | $ | 445 | |||||
3,647 | UnionBanCal Corp | 210 | ||||||
2,534 | United Bankshares, Inc | 79 | ||||||
1,194 | United Community Banks, Inc | 39 | ||||||
2,251 | United Community Financial Corp | 26 | ||||||
432 | United Securities Bancshares | 13 | ||||||
230 | United Security Bancshares (California) | 6 | ||||||
1,587 | Unizan Financial Corp | 32 | ||||||
6,850 | Valley National Bancorp | 200 | ||||||
322 | * Virginia Commerce Bancorp | 10 | ||||||
524 | Virginia Financial Group, Inc | 19 | ||||||
5,189 | W Holding Co, Inc | 97 | ||||||
90,556 | Wachovia Corp | 4,219 | ||||||
263 | Warwick Community Bancorp | 9 | ||||||
4,856 | Washington Federal, Inc | 138 | ||||||
881 | Washington Trust Bancorp, Inc | 23 | ||||||
315 | Wayne Bancorp, Inc | 8 | ||||||
3,148 | Webster Financial Corp | 144 | ||||||
119,200 | Wells Fargo & Co | 7,020 | ||||||
1,533 | Wesbanco, Inc | 42 | ||||||
1,200 | West Bancorporation | 21 | ||||||
1,194 | West Coast Bancorp | 25 | ||||||
2,316 | Westamerica Bancorp | 115 | ||||||
236 | * Western Sierra Bancorp | 11 | ||||||
2,764 | Whitney Holding Corp | 113 | ||||||
747 | Willow Grove Bancorp, Inc | 13 | ||||||
4,525 | Wilmington Trust Corp | 163 | ||||||
1,371 | Wintrust Financial Corp | 62 | ||||||
620 | WSFS Financial Corp | 28 | ||||||
527 | Yadkin Valley Bank and Trust Co | 9 | ||||||
558 | Yardville National Bancorp | 14 | ||||||
6,385 | Zions Bancorp | 392 | ||||||
TOTAL DEPOSITORY INSTITUTIONS | 89,080 | |||||||
EATING AND DRINKING PLACES—0.67% | ||||||||
4,018 | Applebee’s International, Inc | 158 | ||||||
4,940 | Aramark Corp (Class B) | 135 | ||||||
2,400 | Bob Evans Farms, Inc | 78 | ||||||
6,702 | * Brinker International, Inc | 222 | ||||||
1,020 | * California Pizza Kitchen, Inc | 21 | ||||||
3,340 | CBRL Group, Inc | 128 | ||||||
1,783 | * CEC Entertainment, Inc | 84 | ||||||
758 | e* Chicago Pizza & Brewery, Inc | 11 | ||||||
3,658 | e* CKE Restaurants, Inc | 23 | ||||||
11,718 | Darden Restaurants, Inc | 247 | ||||||
790 | e* Dave & Buster’s, Inc | 10 | ||||||
1,384 | IHOP Corp | 53 | ||||||
2,356 | * Jack In The Box, Inc | 50 | ||||||
4,363 | e* Krispy Kreme Doughnuts, Inc | 160 | ||||||
1,378 | Landry’s Restaurants, Inc | 35 | ||||||
1,175 | Lone Star Steakhouse & Saloon, Inc | 27 | ||||||
89,926 | McDonald’s Corp | 2,233 | ||||||
1,720 | * O’Charley’s, Inc | 31 | ||||||
4,319 | e Outback Steakhouse, Inc | 191 | ||||||
1,702 | e* P.F. Chang’s China Bistro, Inc | 87 | ||||||
875 | * Papa John’s International, Inc | 29 | ||||||
2,130 | * Rare Hospitality International, Inc | 52 | ||||||
400 | * Red Robin Gourmet Burgers, Inc | 12 | ||||||
4,500 | Ruby Tuesday, Inc | 128 | ||||||
3,096 | * Ryan’s Family Steak Houses, Inc | 47 | ||||||
2,716 | * Sonic Corp | 83 | ||||||
3,430 | e* The Cheesecake Factory, Inc | 151 | ||||||
1,400 | * The Steak n Shake Co | 25 | ||||||
1,910 | Triarc Cos (Class B) | 21 | ||||||
955 | Triarc Cos, Inc (Class A) | 11 | ||||||
7,905 | Wendy’s International, Inc | 310 | ||||||
20,653 | * Yum! Brands, Inc | 710 | ||||||
TOTAL EATING AND DRINKING PLACES | 5,563 | |||||||
EDUCATIONAL SERVICES—0.21% | ||||||||
9,237 | * Apollo Group, Inc (Class A) | 628 | ||||||
1,040 | * Apollo Group, Inc (University Of Phoenix Online) | 72 | ||||||
6,736 | * Career Education Corp | 270 | ||||||
3,048 | * Corinthian Colleges, Inc | 169 | ||||||
4,016 | * DeVry, Inc | 101 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
EDUCATIONAL SERVICES—(Continued) | ||||||||
4,536 | * Education Management Corp | $ | 141 | |||||
3,070 | * ITT Educational Services, Inc | 144 | ||||||
753 | * Learning Tree International, Inc | 13 | ||||||
1,157 | * Princeton Review, Inc | 11 | ||||||
829 | Strayer Education, Inc | 90 | ||||||
2,500 | * Sylvan Learning Systems, Inc | 72 | ||||||
TOTAL EDUCATIONAL SERVICES | 1,711 | |||||||
ELECTRIC, GAS, AND SANITARY SERVICES—3.35% | ||||||||
29,552 | * AES Corp | 279 | ||||||
4,464 | AGL Resources, Inc | 130 | ||||||
8,638 | * Allegheny Energy, Inc | 110 | ||||||
5,979 | Allete, Inc | 183 | ||||||
6,701 | Alliant Energy Corp | 167 | ||||||
11,895 | * Allied Waste Industries, Inc | 165 | ||||||
11,493 | Ameren Corp | 529 | ||||||
27,907 | American Electric Power Co, Inc | 851 | ||||||
1,100 | American States Water Co | 28 | ||||||
13,555 | * Aquila, Inc | 46 | ||||||
3,505 | Atmos Energy Corp | 85 | ||||||
3,500 | Avista Corp | 63 | ||||||
1,900 | Black Hills Corp | 57 | ||||||
1,000 | California Water Service Group | 27 | ||||||
27,414 | e* Calpine Corp | 132 | ||||||
800 | Cascade Natural Gas Corp | 17 | ||||||
1,195 | * Casella Waste Systems, Inc (Class A) | 16 | ||||||
19,443 | Centerpoint Energy, Inc | 188 | ||||||
846 | Central Vermont Public Service Corp | 20 | ||||||
1,183 | CH Energy Group, Inc | 55 | ||||||
375 | Chesapeake Utilities Corp | 10 | ||||||
12,513 | Cinergy Corp | 486 | ||||||
19,601 | * Citizens Communications Co | 243 | ||||||
526 | * Clean Harbors, Inc | 5 | ||||||
2,970 | Cleco Corp | 53 | ||||||
9,842 | * CMS Energy Corp | 84 | ||||||
556 | Connecticut Water Service, Inc | 15 | ||||||
15,657 | Consolidated Edison, Inc | 673 | ||||||
11,749 | Constellation Energy Group, Inc | 460 | ||||||
22,667 | Dominion Resources, Inc | 1,447 | ||||||
8,774 | DPL, Inc | 183 | ||||||
11,808 | DTE Energy Co | 465 | ||||||
63,747 | Duke Energy Corp | 1,304 | ||||||
5,400 | Duquesne Light Holdings, Inc | 99 | ||||||
513 | * Duratek, Inc | 7 | ||||||
19,348 | e* Dynegy, Inc (Class A) | 83 | ||||||
20,819 | Edison International | 457 | ||||||
41,764 | El Paso Corp | 342 | ||||||
3,388 | e* El Paso Electric Co | 45 | ||||||
1,602 | Empire District Electric Co | 35 | ||||||
2,318 | Energen Corp | 95 | ||||||
10,424 | Energy East Corp | 233 | ||||||
302 | EnergySouth, Inc | 11 | ||||||
16,050 | Entergy Corp | 917 | ||||||
4,306 | Equitable Resources, Inc | 185 | ||||||
22,885 | Exelon Corp | 1,519 | ||||||
21,379 | FirstEnergy Corp | 753 | ||||||
12,927 | FPL Group, Inc | 846 | ||||||
4,858 | Great Plains Energy, Inc | 155 | ||||||
2,600 | e Hawaiian Electric Industries, Inc | 123 | ||||||
2,558 | e Idacorp, Inc | 77 | ||||||
11,033 | KeySpan Corp | 406 | ||||||
6,143 | Kinder Morgan, Inc | 363 | ||||||
1,400 | Laclede Group, Inc | 40 | ||||||
7,850 | MDU Resources Group, Inc | 187 | ||||||
1,200 | MGE Energy, Inc | 38 | ||||||
740 | Middlesex Water Co | 15 | ||||||
4,958 | National Fuel Gas Co | 121 | ||||||
1,850 | New Jersey Resources Corp | 71 | ||||||
3,050 | Nicor, Inc | 104 | ||||||
16,828 | NiSource, Inc | 369 | ||||||
2,809 | * NiSource, Inc (Sails) | 7 | ||||||
8,777 | Northeast Utilities | 177 | ||||||
1,750 | Northwest Natural Gas Co | 54 | ||||||
3,639 | NSTAR | 176 | ||||||
1,000 | NUI Corp | 16 | ||||||
5,321 | OGE Energy Corp | 129 | ||||||
5,461 | Oneok, Inc | 121 | ||||||
1,700 | Otter Tail Corp | 45 | ||||||
2,462 | Peoples Energy Corp | 104 | ||||||
10,872 | Pepco Holdings, Inc | 212 | ||||||
27,664 | * PG&E Corp | 768 | ||||||
6,456 | Philadelphia Suburban Corp | 143 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
ELECTRIC, GAS, AND SANITARY SERVICES—(Continued) | ||||||||
2,282 | Piedmont Natural Gas Co, Inc | $ | 99 | |||||
5,818 | Pinnacle West Capital Corp | 233 | ||||||
2,620 | PNM Resources, Inc | 74 | ||||||
11,549 | PPL Corp | 505 | ||||||
14,987 | Progress Energy, Inc | 678 | ||||||
5,000 | * Progress Energy, Inc (Cvo) | 2 | ||||||
16,050 | Public Service Enterprise Group, Inc | 703 | ||||||
6,554 | Puget Energy, Inc | 156 | ||||||
5,255 | Questar Corp | 185 | ||||||
19,632 | * Reliant Resources, Inc | 144 | ||||||
10,488 | Republic Services, Inc | 269 | ||||||
1,126 | Resource America, Inc (Class A) | 17 | ||||||
7,241 | SCANA Corp | 248 | ||||||
1,200 | SEMCO Energy, Inc | 6 | ||||||
14,197 | Sempra Energy | 427 | ||||||
8,800 | e* Sierra Pacific Resources | 65 | ||||||
149 | SJW Corp | 13 | ||||||
800 | South Jersey Industries, Inc | 32 | ||||||
50,834 | Southern Co | 1,538 | ||||||
3,843 | * Southern Union Co | 71 | ||||||
2,332 | Southwest Gas Corp | 52 | ||||||
699 | Southwest Water Co | 11 | ||||||
2,308 | * Stericycle, Inc | 108 | ||||||
12,202 | e TECO Energy, Inc | 176 | ||||||
922 | Texas Genco Holdings, Inc | 30 | ||||||
22,590 | TXU Corp | 536 | ||||||
2,868 | UGI Corp | 97 | ||||||
892 | UIL Holdings Corp | 40 | ||||||
2,061 | Unisource Energy Corp | 51 | ||||||
5,260 | Vectren Corp | 130 | ||||||
1,892 | * Waste Connections, Inc | 71 | ||||||
41,709 | Waste Management, Inc | 1,235 | ||||||
4,729 | Westar Energy, Inc | 96 | ||||||
1,277 | Western Gas Resources, Inc | 60 | ||||||
3,300 | WGL Holdings, Inc | 92 | ||||||
36,056 | Williams Cos, Inc | 354 | ||||||
8,100 | Wisconsin Energy Corp | 271 | ||||||
2,680 | WPS Resources Corp | 124 | ||||||
28,092 | Xcel Energy, Inc | 477 | ||||||
TOTAL ELECTRIC, GAS, AND SANITARY SERVICES | 27,700 | |||||||
ELECTRONIC AND OTHER ELECTRIC EQUIPMENT—8.41% | ||||||||
1,556 | * Actel Corp | 37 | ||||||
54,729 | * ADC Telecommunications, Inc | 163 | ||||||
2,846 | Adtran, Inc | 88 | ||||||
1,193 | * Advanced Energy Industries, Inc | 31 | ||||||
6,041 | * Advanced Fibre Communications, Inc | 122 | ||||||
24,208 | * Advanced Micro Devices, Inc | 361 | ||||||
4,300 | * Aeroflex, Inc | 50 | ||||||
46,506 | * Agere Systems, Inc (Class A) | 142 | ||||||
66,248 | * Agere Systems, Inc (Class B) | 192 | ||||||
1,895 | * Alliance Semiconductor Corp | 13 | ||||||
26,842 | * Altera Corp | 609 | ||||||
11,805 | American Power Conversion Corp | 289 | ||||||
2,278 | Ametek, Inc | 110 | ||||||
6,298 | * Amkor Technology, Inc | 115 | ||||||
1,298 | * Amphenol Corp (Class A) | 83 | ||||||
25,778 | Analog Devices, Inc | 1,177 | ||||||
1,600 | * Anaren Microwave, Inc | 23 | ||||||
1,164 | Applica, Inc | 9 | ||||||
20,650 | * Applied Micro Circuits Corp | 123 | ||||||
589 | Applied Signal Technology, Inc | 14 | ||||||
4,429 | e* Arris Group, Inc | 32 | ||||||
2,137 | * Artesyn Technologies, Inc | 18 | ||||||
1,300 | * Artisan Components, Inc | 27 | ||||||
29,484 | * Atmel Corp | 177 | ||||||
1,950 | * ATMI, Inc | 45 | ||||||
4,177 | e* Avanex Corp | 21 | ||||||
3,547 | AVX Corp | 59 | ||||||
2,164 | Baldor Electric Co | 49 | ||||||
674 | Bel Fuse, Inc (Class B) | 22 | ||||||
2,605 | * Benchmark Electronics, Inc | 91 | ||||||
15,417 | * Broadcom Corp (Class A) | 526 | ||||||
1,800 | C&D Technologies, Inc | 35 | ||||||
300 | * Catapult Communications Corp | 4 | ||||||
2,266 | * C-COR.net Corp | 25 | ||||||
1,843 | * Centillium Communications, Inc | 10 | ||||||
474 | * Ceradyne, Inc | 16 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
ELECTRONIC AND OTHER ELECTRIC EQUIPMENT—(Continued) | ||||||||
1,022 | * Ceva, Inc | $ | 11 | |||||
2,315 | * Checkpoint Systems, Inc | 44 | ||||||
3,036 | * ChipPAC, Inc | 23 | ||||||
32,981 | * CIENA Corp | 219 | ||||||
1,163 | * Comtech Telecommunications | 34 | ||||||
12,265 | * Comverse Technology, Inc | 216 | ||||||
18,598 | e* Conexant Systems, Inc | 92 | ||||||
12,400 | e* Corvis Corp | 21 | ||||||
5,399 | e* Cree, Inc | 96 | ||||||
2,100 | CTS Corp | 24 | ||||||
1,000 | Cubic Corp | 23 | ||||||
8,434 | e* Cypress Semiconductor Corp | 180 | ||||||
417 | * Diodes, Inc | 8 | ||||||
1,743 | * Ditech Communications Corp | 33 | ||||||
607 | e* Drexler Technology Corp | 8 | ||||||
1,939 | * DSP Group, Inc | 48 | ||||||
859 | e* Dupont Photomasks, Inc | 21 | ||||||
2,000 | * Electro Scientific Industries, Inc | 48 | ||||||
29,730 | Emerson Electric Co | 1,925 | ||||||
1,110 | * Emerson Radio Corp | 4 | ||||||
756 | * EMS Technologies, Inc | 16 | ||||||
6,202 | * Energizer Holdings, Inc | 233 | ||||||
934 | e* Energy Conversion Devices, Inc | 8 | ||||||
4,002 | * Entegris, Inc | 51 | ||||||
2,200 | * ESS Technology, Inc | 37 | ||||||
2,800 | * Exar Corp | 48 | ||||||
7,879 | * Fairchild Semiconductor International, Inc | 197 | ||||||
9,210 | e* Finisar Corp | 29 | ||||||
462 | Franklin Electric Co, Inc | 28 | ||||||
2,400 | * FuelCell Energy, Inc | 31 | ||||||
15,290 | * Gemstar-TV Guide International, Inc | 77 | ||||||
705,433 | General Electric Co | 21,854 | ||||||
2,198 | * Genesis Microchip, Inc | 40 | ||||||
870 | * Genlyte Group, Inc | 51 | ||||||
9,069 | * GlobespanVirata, Inc | 53 | ||||||
5,900 | * GrafTech International Ltd | 80 | ||||||
3,546 | Harman International Industries, Inc | 262 | ||||||
4,036 | * Harmonic, Inc | 29 | ||||||
4,775 | Harris Corp | 181 | ||||||
1,700 | Helix Technology Corp | 35 | ||||||
1,700 | * Hexcel Corp | 13 | ||||||
3,520 | Hubbell, Inc (Class B) | 155 | ||||||
1,800 | * Hutchinson Technology, Inc | 55 | ||||||
900 | * Inet Technologies, Inc | 11 | ||||||
1,300 | * Innovex, Inc | 11 | ||||||
4,417 | * Integrated Circuit Systems, Inc | 126 | ||||||
7,233 | * Integrated Device Technology, Inc | 124 | ||||||
2,100 | * Integrated Silicon Solution, Inc | 33 | ||||||
461,234 | Intel Corp | 14,852 | ||||||
3,915 | * Interdigital Communications Corp | 81 | ||||||
4,451 | * International Rectifier Corp | 220 | ||||||
9,441 | Intersil Corp (Class A) | 235 | ||||||
1,400 | Inter-Tel, Inc | 35 | ||||||
2,296 | * InterVoice, Inc | 27 | ||||||
1,160 | * IXYS Corp | 11 | ||||||
10,780 | * Jabil Circuit, Inc | 305 | ||||||
93,458 | * JDS Uniphase Corp | 341 | ||||||
6,007 | * Kemet Corp | 82 | ||||||
4,991 | * Kopin Corp | 33 | ||||||
5,170 | e* L-3 Communications Holdings, Inc | 266 | ||||||
7,094 | * Lattice Semiconductor Corp | 69 | ||||||
574 | * Lifeline Systems, Inc | 11 | ||||||
22,260 | Linear Technology Corp | 936 | ||||||
1,409 | * Littelfuse, Inc | 41 | ||||||
1,293 | LSI Industries, Inc | 17 | ||||||
25,435 | * LSI Logic Corp | 226 | ||||||
1,100 | * Manufacturers Services Ltd | 7 | ||||||
1,508 | * Mattson Technology, Inc | 18 | ||||||
23,050 | Maxim Integrated Products, Inc | 1,148 | ||||||
5,338 | Maytag Corp | 149 | ||||||
6,926 | * McData Corp (Class A) | 66 | ||||||
943 | e* Medis Technologies Ltd | 10 | ||||||
2,262 | * MEMC Electronic Materials, Inc | 22 | ||||||
1,540 | * Mercury Computer Systems, Inc | 38 | ||||||
2,500 | Methode Electronics, Inc | 31 | ||||||
400 | * Metrologic Instruments, Inc | 11 | ||||||
4,264 | * Micrel, Inc | 66 | ||||||
14,149 | Microchip Technology, Inc | 472 | ||||||
38,575 | * Micron Technology, Inc | 520 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
ELECTRONIC AND OTHER ELECTRIC EQUIPMENT—(Continued) | ||||||||
2,114 | * Microsemi Corp | $ | 52 | |||||
582 | * MIPS Technologies, Inc | 3 | ||||||
8,643 | Molex, Inc | 302 | ||||||
1,515 | * Monolithic System Technology, Inc | 13 | ||||||
1,100 | * Moog, Inc (Class A) | 54 | ||||||
163,563 | Motorola, Inc | 2,301 | ||||||
5,858 | * MRV Communications, Inc | 22 | ||||||
2,855 | * Mykrolis Corp | 46 | ||||||
300 | National Presto Industries, Inc | 11 | ||||||
12,771 | * National Semiconductor Corp | 503 | ||||||
4,791 | * New Focus, Inc | 24 | ||||||
10,695 | * Novellus Systems, Inc | 450 | ||||||
10,435 | * Nvidia Corp | 243 | ||||||
1,726 | e* Omnivision Technologies, Inc | 95 | ||||||
2,400 | * ON Semiconductor Corp | 15 | ||||||
4,212 | * Openwave Systems, Inc | 46 | ||||||
8,470 | * Oplink Communications, Inc | 20 | ||||||
869 | e* OSI Systems, Inc | 17 | ||||||
1,250 | Park Electrochemical Corp | 33 | ||||||
1,673 | e* Pemstar, Inc | 6 | ||||||
1,447 | * Pericom Semiconductor Corp | 15 | ||||||
1,900 | * Photronics, Inc | 38 | ||||||
2,318 | * Pixelworks, Inc | 26 | ||||||
2,717 | * Plantronics, Inc | 89 | ||||||
3,100 | * Plexus Corp | 53 | ||||||
1,182 | e* Plug Power, Inc | 9 | ||||||
11,897 | * PMC-Sierra, Inc | 240 | ||||||
7,006 | * Polycom, Inc | 137 | ||||||
458 | * Powell Industries, Inc | 9 | ||||||
1,813 | * Power Integrations, Inc | 61 | ||||||
3,890 | * Power-One, Inc | 42 | ||||||
4,709 | e* Powerwave Technologies, Inc | 36 | ||||||
8,578 | * Proxim Corp (Class A) | 14 | ||||||
6,815 | * QLogic Corp | 352 | ||||||
55,859 | Qualcomm, Inc | 3,012 | ||||||
6,100 | * Rambus, Inc | 187 | ||||||
2,306 | * Rayovac Corp | 48 | ||||||
1,663 | Regal-Beloit Corp | 37 | ||||||
4,091 | * Remec, Inc | 34 | ||||||
11,906 | e* RF Micro Devices, Inc | 120 | ||||||
400 | Richardson Electronics Ltd | 5 | ||||||
12,762 | Rockwell Collins, Inc | 383 | ||||||
1,100 | * Rogers Corp | 49 | ||||||
36,135 | * Sanmina-SCI Corp | 456 | ||||||
2,915 | e* SBA Communications Corp | 11 | ||||||
1,000 | * SBS Technologies, Inc | 15 | ||||||
10,570 | Scientific-Atlanta, Inc | 289 | ||||||
1,500 | * Seachange International, Inc | 23 | ||||||
4,307 | * Semtech Corp | 98 | ||||||
4,000 | * Silicon Image, Inc | 29 | ||||||
1,960 | * Silicon Laboratories, Inc | 85 | ||||||
5,900 | * Silicon Storage Technology, Inc | 65 | ||||||
500 | * Siliconix, Inc | 23 | ||||||
1,800 | * Sipex Corp | 14 | ||||||
63,307 | e* Sirius Satellite Radio, Inc | 200 | ||||||
10,341 | * Skyworks Solutions, Inc | 90 | ||||||
1,197 | Smith (A.O.) Corp | 42 | ||||||
15,365 | * Sonus Networks, Inc | 116 | ||||||
1,100 | Spectralink Corp | 21 | ||||||
808 | * Standard Microsystems Corp | 20 | ||||||
700 | * Stoneridge, Inc | 11 | ||||||
6,000 | * Stratex Networks, Inc | 26 | ||||||
3,324 | * Superconductor Technologies | 19 | ||||||
745 | * Supertex, Inc | 14 | ||||||
11,448 | * Sycamore Networks, Inc | 60 | ||||||
2,907 | * Symmetricom, Inc | 21 | ||||||
1,060 | * Synaptics, Inc | 16 | ||||||
2,506 | * Technitrol, Inc | 52 | ||||||
3,400 | * Tekelec | 53 | ||||||
29,464 | * Tellabs, Inc | 248 | ||||||
4,400 | * Terayon Communication Systems, Inc | 20 | ||||||
122,177 | Texas Instruments, Inc | 3,590 | ||||||
2,968 | Thomas & Betts Corp | 68 | ||||||
1,600 | * Three-Five Systems, Inc | 8 | ||||||
1,000 | * Tollgrade Communications, Inc | 18 | ||||||
7,764 | * Transmeta Corp | 26 | ||||||
9,492 | * Triquint Semiconductor, Inc | 67 | ||||||
1,025 | * TTM Technologies, Inc | 17 | ||||||
640 | * Ulticom, Inc | 6 | ||||||
1,200 | e* Universal Display Corp | 16 | ||||||
1,000 | * Universal Electronics, Inc | 13 | ||||||
5,072 | * Utstarcom, Inc | 188 | ||||||
3,331 | e* Valence Technology, Inc | 13 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
ELECTRONIC AND OTHER ELECTRIC EQUIPMENT—(Continued) | ||||||||
2,111 | * Varian Semiconductor Equipment Associates, Inc | $ | 92 | |||||
6,037 | * Verso Technologies, Inc | 19 | ||||||
1,399 | * Viasat, Inc | 27 | ||||||
1,471 | * Vicor Corp | 17 | ||||||
739 | * Virage Logic Corp | 8 | ||||||
11,380 | * Vishay Intertechnology, Inc | 261 | ||||||
14,636 | * Vitesse Semiconductor Corp | 86 | ||||||
2,980 | * Westell Technologies, Inc | 19 | ||||||
4,823 | Whirlpool Corp | 350 | ||||||
1,260 | * White Electronic Designs Corp | 11 | ||||||
1,507 | * Wilson Greatbatch Technologies, Inc | 64 | ||||||
800 | Woodhead Industries, Inc | 14 | ||||||
1,429 | * Xicor, Inc | 16 | ||||||
23,957 | * Xilinx, Inc | 928 | ||||||
1,399 | * Zhone Technologies, Inc | 7 | ||||||
TOTAL ELECTRONIC AND OTHER ELECTRIC EQUIPMENT | 69,538 | |||||||
ENGINEERING AND MANAGEMENT SERVICES—0.77% | ||||||||
1,185 | e* aaiPharma, Inc | 30 | ||||||
633 | * Advisory Board Co | 22 | ||||||
3,957 | * Affymetrix, Inc | 97 | ||||||
1,368 | e* Antigenics, Inc | 15 | ||||||
4,841 | * Applera Corp (Celera Genomics Group) | 67 | ||||||
3,600 | * Ariad Pharmaceuticals, Inc | 27 | ||||||
10,858 | * BearingPoint, Inc | 110 | ||||||
246 | * Bioreliance Corp | 12 | ||||||
5,636 | * Celgene Corp | 254 | ||||||
5,700 | * Century Business Services, Inc | 25 | ||||||
529 | * Charles River Associates, Inc | 17 | ||||||
1,445 | * Ciphergen Biosystems, Inc | 16 | ||||||
942 | * Cornell Cos, Inc | 13 | ||||||
2,561 | * Corporate Executive Board Co | 120 | ||||||
2,017 | * Corrections Corp Of America | 58 | ||||||
4,280 | * Covance, Inc | 115 | ||||||
2,974 | * CuraGen Corp | 22 | ||||||
1,903 | e* CV Therapeutics, Inc | 28 | ||||||
3,808 | * Decode Genetics, Inc | 31 | ||||||
520 | * Digitas, Inc | 5 | ||||||
1,742 | * Diversa Corp | 16 | ||||||
1,749 | * eResearch Technology, Inc | 44 | ||||||
821 | e* Exact Sciences Corp | 8 | ||||||
3,246 | * Exelixis, Inc | 23 | ||||||
3,466 | * Exult, Inc | 25 | ||||||
1,307 | * First Consulting Group, Inc | 7 | ||||||
5,722 | Fluor Corp | 227 | ||||||
1,000 | * Forrester Research, Inc | 18 | ||||||
2,772 | * FTI Consulting, Inc | 65 | ||||||
2,986 | * Gartner, Inc (Class A) | 34 | ||||||
2,624 | * Gartner, Inc (Class B) | 29 | ||||||
1,900 | * Gene Logic, Inc | 10 | ||||||
724 | * Genencor International, Inc | 11 | ||||||
3,204 | * Gen-Probe, Inc | 117 | ||||||
30,479 | Halliburton Co | 792 | ||||||
600 | * Hewitt Associates, Inc | 18 | ||||||
4,807 | * Incyte Corp | 33 | ||||||
3,395 | * Jacobs Engineering Group, Inc | 163 | ||||||
1,236 | * Kosan Biosciences, Inc | 12 | ||||||
584 | Landauer, Inc | 24 | ||||||
2,441 | * Lexicon Genetics, Inc | 14 | ||||||
1,206 | * Luminex Corp | 11 | ||||||
1,221 | * MAXIMUS, Inc | 48 | ||||||
2,143 | * Maxygen, Inc | 23 | ||||||
17,593 | Monsanto Co | 506 | ||||||
8,767 | Moody’s Corp | 531 | ||||||
400 | * MTC Technologies, Inc | 13 | ||||||
1,780 | e* Myriad Genetics, Inc | 23 | ||||||
2,900 | * Navigant Consulting, Inc | 55 | ||||||
951 | * Neopharm, Inc | 17 | ||||||
569 | * Newtek Business Services, Inc | 4 | ||||||
1,703 | * Parexel International Corp | 28 | ||||||
23,418 | Paychex, Inc | 871 | ||||||
2,266 | * Per-Se Technologies, Inc | 35 | ||||||
3,516 | * Pharmaceutical Product Development, Inc | 95 | ||||||
1,600 | * Pharmacopeia, Inc | 23 | ||||||
2,566 | * PRG-Schultz International, Inc | 13 | ||||||
5,338 | Quest Diagnostics, Inc | 390 | ||||||
1,565 | * Regeneration Technologies, Inc | 17 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
ENGINEERING AND MANAGEMENT SERVICES—(Continued) | ||||||||
2,361 | * Regeneron Pharmaceuticals, Inc | $ | 35 | |||||
1,840 | * Repligen Corp | 8 | ||||||
700 | e* Research Frontiers, Inc | 7 | ||||||
1,353 | * Resources Connection, Inc | 37 | ||||||
1,160 | * Right Management Consultants, Inc | 22 | ||||||
4,200 | * Savient Pharmaceuticals, Inc | 19 | ||||||
1,282 | * Seattle Genetics, Inc | 11 | ||||||
20,732 | Servicemaster Co | 242 | ||||||
350 | * SFBC International, Inc | 9 | ||||||
1,062 | * Sourcecorp | 27 | ||||||
1,600 | * Symyx Technologies, Inc | 33 | ||||||
500 | * Tejon Ranch Co | 21 | ||||||
2,861 | e* Telik, Inc | 66 | ||||||
3,591 | * Tetra Tech, Inc | 89 | ||||||
2,015 | * Transkaryotic Therapies, Inc | 31 | ||||||
791 | e* TRC Cos, Inc | 17 | ||||||
953 | e* Trimeris, Inc | 20 | ||||||
3,553 | * Tularik, Inc | 57 | ||||||
4,973 | * U.S. Oncology, Inc | 54 | ||||||
1,027 | * URS Corp | 26 | ||||||
1,002 | * Washington Group International, Inc | 34 | ||||||
2,145 | * Watson Wyatt & Co Holdings | 52 | ||||||
TOTAL ENGINEERING AND MANAGEMENT SERVICES | 6,394 | |||||||
FABRICATED METAL PRODUCTS—0.65% | ||||||||
2,321 | * Alliant Techsystems, Inc | 134 | ||||||
3,939 | Ball Corp | 235 | ||||||
714 | CIRCOR International, Inc | 17 | ||||||
3,558 | Crane Co | 109 | ||||||
9,061 | * Crown Holdings, Inc | 82 | ||||||
8,043 | Danaher Corp | 738 | ||||||
376 | * Drew Industries, Inc | 10 | ||||||
10,213 | Fortune Brands, Inc | 730 | ||||||
1,746 | * Griffon Corp | 35 | ||||||
546 | * Gulf Island Fabrication, Inc | 9 | ||||||
2,800 | Harsco Corp | 123 | ||||||
18,296 | Illinois Tool Works, Inc | 1,535 | ||||||
991 | * Intermagnetics General Corp | 22 | ||||||
5,881 | * Jacuzzi Brands, Inc | 42 | ||||||
33,630 | Masco Corp | 922 | ||||||
734 | Material Sciences Corp | 7 | ||||||
933 | * Mobile Mini, Inc | 18 | ||||||
1,321 | * NCI Building Systems, Inc | 32 | ||||||
2,992 | * Raytech Corp | 10 | ||||||
4,275 | e* Shaw Group, Inc | 58 | ||||||
711 | * Silgan Holdings, Inc | 30 | ||||||
1,052 | * Simpson Manufacturing Co, Inc | 54 | ||||||
4,037 | Snap-On, Inc | 130 | ||||||
4,636 | Stanley Works | 176 | ||||||
1,400 | Sturm Ruger & Co, Inc | 16 | ||||||
3,113 | e* Tower Automotive, Inc | 21 | ||||||
1,000 | Valmont Industries, Inc | 23 | ||||||
1,100 | Watts Water Technologies, Inc (Class A) | 24 | ||||||
TOTAL FABRICATED METAL PRODUCTS | 5,342 | |||||||
FOOD AND KINDRED PRODUCTS—3.31% | ||||||||
1,106 | * American Italian Pasta Co (Class A) | 46 | ||||||
59,051 | Anheuser-Busch Cos, Inc | 3,111 | ||||||
36,613 | Archer Daniels Midland Co | 557 | ||||||
700 | * Boston Beer Co, Inc (Class A) | 13 | ||||||
15,985 | Campbell Soup Co | 428 | ||||||
63 | Coca-Cola Bottling Co Consolidated | 3 | ||||||
151,344 | Coca-Cola Co | 7,681 | ||||||
15,688 | Coca-Cola Enterprises, Inc | 343 | ||||||
37,888 | Conagra Foods, Inc | 1,000 | ||||||
6,233 | * Constellation Brands, Inc (Class A) | 205 | ||||||
1,894 | Coors (Adolph) Co (Class B) | 106 | ||||||
2,328 | Corn Products International, Inc | 80 | ||||||
3,761 | * Darling International, Inc | 10 | ||||||
10,783 | * Dean Foods Co | 354 | ||||||
12,588 | * Del Monte Foods Co | 131 | ||||||
65 | Farmer Brothers Co | 20 | ||||||
2,383 | Flowers Foods, Inc | 61 | ||||||
26,241 | General Mills, Inc | 1,189 | ||||||
24,878 | H.J. Heinz Co | 906 | ||||||
5,544 | * Hercules, Inc | 68 | ||||||
6,372 | Hershey Foods Corp | 491 | ||||||
469 | * Horizon Organic Holding Corp | 11 | ||||||
5,077 | Hormel Foods Corp | 131 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
FOOD AND KINDRED PRODUCTS—(Continued) | ||||||||
1,137 | * International Multifoods Corp | $ | 20 | |||||
2,936 | Interstate Bakeries Corp | 42 | ||||||
400 | * J & J Snack Foods Corp | 15 | ||||||
3,016 | J.M. Smucker Co | 137 | ||||||
17,499 | Kellogg Co | 666 | ||||||
19,337 | Kraft Foods, Inc (Class A) | 623 | ||||||
1,829 | Lancaster Colony Corp | 83 | ||||||
1,746 | Lance, Inc | 26 | ||||||
686 | * M&F Worldwide Corp | 9 | ||||||
9,489 | McCormick & Co, Inc (Non-Vote) | 286 | ||||||
259 | * National Beverage Corp | 4 | ||||||
624 | * Peets Coffee & Tea, Inc | 11 | ||||||
11,947 | Pepsi Bottling Group, Inc | 289 | ||||||
3,934 | PepsiAmericas Inc | 67 | ||||||
121,428 | PepsiCo, Inc | 5,661 | ||||||
1,099 | Pilgrim’s Pride Corp | 18 | ||||||
2,056 | * Ralcorp Holdings, Inc | 64 | ||||||
430 | Riviana Foods, Inc | 12 | ||||||
669 | * Robert Mondavi Corp (Class A) | 26 | ||||||
54,701 | Sara Lee Corp | 1,188 | ||||||
3,076 | Sensient Technologies Corp | 61 | ||||||
6,771 | * Smithfield Foods, Inc | 140 | ||||||
1,685 | Tootsie Roll Industries, Inc | 61 | ||||||
2,585 | Topps Co, Inc | 27 | ||||||
15,485 | Tyson Foods, Inc (Class A) | 205 | ||||||
11,505 | Wrigley (Wm.) Jr Co | 647 | ||||||
TOTAL FOOD AND KINDRED PRODUCTS | 27,333 | |||||||
FOOD STORES—0.44% | ||||||||
1,696 | * 7-Eleven, Inc | 27 | ||||||
23,819 | Albertson’s, Inc | 540 | ||||||
97 | Arden Group, Inc (Class A) | 8 | ||||||
1,203 | * Great Atlantic & Pacific Tea Co, Inc | 10 | ||||||
700 | Ingles Markets, Inc (Class A) | 7 | ||||||
53,429 | * Kroger Co | 989 | ||||||
2,088 | e* Panera Bread Co (Class A) | 83 | ||||||
357 | * Pantry, Inc | 8 | ||||||
2,206 | * Pathmark Stores, Inc | 17 | ||||||
2,200 | Ruddick Corp | 39 | ||||||
31,297 | * Safeway, Inc | 686 | ||||||
27,620 | * Starbucks Corp | 913 | ||||||
779 | Weis Markets, Inc | 28 | ||||||
3,539 | Whole Foods Market, Inc | 238 | ||||||
1,385 | * Wild Oats Markets, Inc | 18 | ||||||
4,470 | e Winn-Dixie Stores, Inc | 44 | ||||||
TOTAL FOOD STORES | 3,655 | |||||||
FORESTRY—0.12% | ||||||||
15,586 | Weyerhaeuser Co | 998 | ||||||
TOTAL FORESTRY | 998 | |||||||
FURNITURE AND FIXTURES—0.32% | ||||||||
745 | Bassett Furniture Industries, Inc | 12 | ||||||
2,243 | Ethan Allen Interiors, Inc | 94 | ||||||
3,459 | Furniture Brands International, Inc | 101 | ||||||
5,200 | Herman Miller, Inc | 126 | ||||||
3,609 | Hillenbrand Industries, Inc | 224 | ||||||
4,114 | HON Industries, Inc | 178 | ||||||
190 | Hooker Furniture Corp | 8 | ||||||
6,280 | Johnson Controls, Inc | 729 | ||||||
2,436 | Kimball International, Inc (Class B) | 38 | ||||||
3,952 | La-Z-Boy, Inc | 83 | ||||||
4,399 | Lear Corp | 270 | ||||||
13,681 | Leggett & Platt, Inc | 296 | ||||||
19,520 | Newell Rubbermaid, Inc | 444 | ||||||
1,320 | * Select Comfort Corp | 33 | ||||||
389 | Stanley Furniture Co, Inc | 12 | ||||||
2,167 | Steelcase, Inc (Class A) | 31 | ||||||
TOTAL FURNITURE AND FIXTURES | 2,679 | |||||||
FURNITURE AND HOMEFURNISHINGS STORES—0.37% | ||||||||
20,930 | * Bed Bath & Beyond, Inc | 907 | ||||||
18,471 | Best Buy Co, Inc | 965 | ||||||
�� | 13,312 | Circuit City Stores, Inc (Circuit City Group) | 135 | |||||
1,370 | * Cost Plus, Inc | 56 | ||||||
1,100 | * Electronics Boutique Holdings Corp | 25 | ||||||
1,300 | * Gamestop Corp (Class A) | 20 | ||||||
982 | * Guitar Center, Inc | 32 | ||||||
1,232 | Haverty Furniture Cos, Inc | 24 | ||||||
1,786 | * Intertan, Inc | 18 | ||||||
3,107 | * Linens ’n Things, Inc | 93 | ||||||
6,500 | Pier 1 Imports, Inc | 142 | ||||||
11,717 | RadioShack Corp | 359 | ||||||
1,285 | * Restoration Hardware, Inc | 6 | ||||||
605 | * Rex Stores Corp | 9 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
FURNITURE AND HOMEFURNISHINGS STORES—(Continued) | ||||||||
2,382 | * The Bombay Co, Inc | $ | 19 | |||||
1,215 | * Trans World Entertainment Corp | 9 | ||||||
1,389 | * Tweeter Home Entertainment Group, Inc | 13 | ||||||
791 | * Ultimate Electronics, Inc | 6 | ||||||
6,132 | * Williams-Sonoma, Inc | 213 | ||||||
TOTAL FURNITURE AND HOMEFURNISHINGS STORES | 3,051 | |||||||
GENERAL BUILDING CONTRACTORS—0.34% | ||||||||
881 | Beazer Homes U.S.A., Inc | 86 | ||||||
300 | Brookfield Homes Corp | 8 | ||||||
4,349 | Centex Corp | 468 | ||||||
8,511 | D.R. Horton, Inc | 368 | ||||||
147 | * Dominion Homes, Inc | 4 | ||||||
1,083 | e* Hovnanian Enterprises, Inc (Class A) | 94 | ||||||
2,824 | KB Home | 205 | ||||||
360 | Lennar Corp | 33 | ||||||
3,759 | Lennar Corp (Class A) | 361 | ||||||
862 | M/I Schottenstein Homes, Inc | 34 | ||||||
1,421 | MDC Holdings, Inc | 92 | ||||||
609 | * Meritage Corp | 40 | ||||||
420 | * NVR, Inc | 196 | ||||||
1,250 | * Palm Harbor Homes, Inc | 22 | ||||||
900 | * Perini Corp | 8 | ||||||
3,525 | Pulte Homes, Inc | 330 | ||||||
1,960 | Ryland Group, Inc | 174 | ||||||
2,279 | Standard-Pacific Corp | 111 | ||||||
3,215 | * Toll Brothers, Inc | 128 | ||||||
2,013 | Walter Industries, Inc | 27 | ||||||
1,297 | * WCI Communities, Inc | 27 | ||||||
356 | e* William Lyon Homes, Inc | 22 | ||||||
TOTAL GENERAL BUILDING CONTRACTORS | 2,838 | |||||||
GENERAL MERCHANDISE STORES—2.30% | ||||||||
2,874 | * 99 Cents Only Stores | 78 | ||||||
8,000 | * Big Lots, Inc | 114 | ||||||
4,983 | * BJ’s Wholesale Club, Inc | 114 | ||||||
915 | * Brookstone, Inc | 19 | ||||||
2,822 | Casey’s General Stores, Inc | 50 | ||||||
32,294 | * Costco Wholesale Corp | 1,201 | ||||||
4,851 | Dillard’s, Inc (Class A) | 80 | ||||||
19,165 | Dollar General Corp | 402 | ||||||
8,180 | * Dollar Tree Stores, Inc | 246 | ||||||
10,790 | Family Dollar Stores, Inc | 387 | ||||||
13,181 | Federated Department Stores, Inc | 621 | ||||||
2,335 | Fred’s, Inc | 72 | ||||||
19,144 | J.C. Penney Co, Inc | 503 | ||||||
20,377 | * Kohl’s Corp | 916 | ||||||
20,021 | May Department Stores Co | 582 | ||||||
1,723 | * Neiman Marcus Group, Inc (Class A) | 92 | ||||||
723 | * Neiman Marcus Group, Inc (Class B) | 36 | ||||||
9,017 | * Saks, Inc | 136 | ||||||
19,315 | Sears Roebuck & Co | 879 | ||||||
2,069 | * ShopKo Stores, Inc | 32 | ||||||
1,757 | * Stein Mart, Inc | 14 | ||||||
64,387 | Target Corp | 2,472 | ||||||
1,000 | * Tuesday Morning Corp | 30 | ||||||
187,664 | Wal-Mart Stores, Inc | 9,956 | ||||||
TOTAL GENERAL MERCHANDISE STORES | 19,032 | |||||||
HEALTH SERVICES—0.77% | ||||||||
3,215 | * Accredo Health, Inc | 102 | ||||||
1,762 | e* American Healthways, Inc | 42 | ||||||
1,426 | * Amsurg Corp | 54 | ||||||
3,761 | * Apria Healthcare Group, Inc | 107 | ||||||
7,127 | * Beverly Enterprises, Inc | 61 | ||||||
18,286 | * Caremark Rx, Inc | 463 | ||||||
842 | * Chronimed, Inc | 7 | ||||||
3,492 | * Community Health Systems, Inc | 93 | ||||||
500 | * Corvel Corp | 19 | ||||||
3,239 | * Coventry Health Care, Inc | 209 | ||||||
2,321 | * Cross Country Healthcare, Inc | 35 | ||||||
1,100 | e* CryoLife, Inc | 6 | ||||||
740 | * Curative Health Services, Inc | 10 | ||||||
4,180 | * DaVita, Inc | 163 | ||||||
400 | e* Dynacq Healthcare, Inc | 3 | ||||||
1,776 | * Enzo Biochem, Inc | 32 | ||||||
4,446 | * Express Scripts, Inc | 295 | ||||||
6,878 | * First Health Group Corp | 134 | ||||||
1,006 | * Genesis HealthCare Corp | 23 | ||||||
1,525 | * Gentiva Health Services, Inc | 19 | ||||||
34,619 | HCA, Inc | 1,487 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
HEALTH SERVICES—(Continued) | ||||||||
16,770 | Health Management Associates, Inc (Class A) | $ | 402 | |||||
3,932 | Hooper Holmes, Inc | 24 | ||||||
414 | * IMPAC Medical Systems, Inc | 11 | ||||||
2,161 | * Inveresk Research Group, Inc | 53 | ||||||
813 | * Kindred Healthcare, Inc | 42 | ||||||
581 | * LabOne, Inc | 19 | ||||||
10,565 | * Laboratory Corp Of America Holdings | 390 | ||||||
2,695 | * LifePoint Hospitals, Inc | 79 | ||||||
7,330 | * Lincare Holdings, Inc | 220 | ||||||
6,895 | Manor Care, Inc | 238 | ||||||
624 | * Matria Healthcare, Inc | 13 | ||||||
1,650 | e* MIM Corp | 12 | ||||||
600 | * National Healthcare Corp | 12 | ||||||
2,013 | * NeighborCare, Inc | 40 | ||||||
2,152 | * Odyssey HealthCare, Inc | 63 | ||||||
859 | * Option Care, Inc | 9 | ||||||
3,260 | e* Orthodontic Centers Of America, Inc | 26 | ||||||
1,764 | * Pediatrix Medical Group, Inc | 97 | ||||||
3,350 | * Province Healthcare Co | 54 | ||||||
1,200 | * RehabCare Group, Inc | 26 | ||||||
3,399 | * Renal Care Group, Inc | 140 | ||||||
3,296 | Select Medical Corp | 54 | ||||||
366 | * Specialty Laboratories, Inc | 6 | ||||||
1,300 | e* Sunrise Senior Living, Inc | 50 | ||||||
33,103 | * Tenet Healthcare Corp | 531 | ||||||
5,249 | * Triad Hospitals, Inc | 175 | ||||||
623 | * U.S. Physical Therapy, Inc | 10 | ||||||
1,089 | * United Surgical Partners International, Inc | 36 | ||||||
3,448 | Universal Health Services, Inc (Class B) | 185 | ||||||
774 | * VistaCare, Inc (Class A) | 27 | ||||||
�� | ||||||||
TOTAL HEALTH SERVICES | 6,408 | |||||||
HEAVY CONSTRUCTION, EXCEPT BUILDING—0.01% | ||||||||
2,325 | Granite Construction, Inc | 55 | ||||||
1,632 | * Insituform Technologies, Inc (Class A) | 27 | ||||||
TOTAL HEAVY CONSTRUCTION, EXCEPT BUILDING | 82 | |||||||
HOLDING AND OTHER INVESTMENT OFFICES—2.74% | ||||||||
816 | * 4Kids Entertainment, Inc | 21 | ||||||
1,151 | Acadia Realty Trust | 14 | ||||||
700 | Alabama National Bancorp | 37 | ||||||
142 | * Alexander’s, Inc | 18 | ||||||
1,279 | Alexandria Real Estate Equities, Inc | 74 | ||||||
850 | Allegiant Bancorp, Inc | 24 | ||||||
7,895 | e Allied Capital Corp | 220 | ||||||
5,726 | AMB Property Corp | 188 | ||||||
1,700 | Amcore Financial, Inc | 46 | ||||||
345 | American Land Lease, Inc | 7 | ||||||
543 | American Mortgage Acceptance Co | 9 | ||||||
1,041 | AMLI Residential Properties Trust | 28 | ||||||
6,326 | Annaly Mortgage Management, Inc | 116 | ||||||
3,218 | Anthracite Capital, Inc | 36 | ||||||
2,435 | Anworth Mortgage Asset Corp | 34 | ||||||
6,524 | Apartment Investment & Management Co (Class A) | 225 | ||||||
12,972 | Archstone-Smith Trust | 363 | ||||||
4,002 | Arden Realty, Inc | 121 | ||||||
1,181 | Associated Estates Realty Corp | 9 | ||||||
4,303 | AvalonBay Communities, Inc | 206 | ||||||
996 | Bedford Property Investors, Inc | 29 | ||||||
5,058 | Boston Properties, Inc | 244 | ||||||
1,400 | * Boykin Lodging Co | 13 | ||||||
1,933 | Brandywine Realty Trust | 52 | ||||||
3,459 | BRE Properties, Inc (Class A) | 116 | ||||||
3,927 | Brookline Bancorp, Inc | 60 | ||||||
235 | BRT Realty Trust | 7 | ||||||
2,491 | Camden Property Trust | 110 | ||||||
1,660 | Capital Automotive REIT | 53 | ||||||
554 | Capitol Bancorp Ltd | 16 | ||||||
650 | e Capstead Mortgage Corp | 11 | ||||||
3,615 | CarrAmerica Realty Corp | 108 | ||||||
1,601 | CBL & Associates Properties, Inc | 90 | ||||||
1,600 | Centerpoint Properties Trust | 120 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
HOLDING AND OTHER INVESTMENT OFFICES—(Continued) | ||||||||
2,589 | Chelsea Property Group, Inc | $ | 142 | |||||
342 | Cherokee, Inc | 8 | ||||||
1,222 | e Colonial Properties Trust | 48 | ||||||
2,940 | Commercial Net Lease Realty, Inc | 52 | ||||||
561 | Community Banks, Inc | 22 | ||||||
2,770 | Community First Bankshares, Inc | 80 | ||||||
823 | Connecticut Bancshares, Inc | 42 | ||||||
3,454 | Cornerstone Realty Income Trust, Inc | 30 | ||||||
1,955 | Corporate Office Properties Trust | 41 | ||||||
916 | Correctional Properties Trust | 26 | ||||||
2,543 | Cousins Properties, Inc | 78 | ||||||
5,712 | Crescent Real Estate Equities Co | 98 | ||||||
900 | * Criimi MAE, Inc | 9 | ||||||
5,460 | Developers Diversified Realty Corp | 183 | ||||||
10,024 | Duke Realty Corp | 311 | ||||||
1,377 | Eastgroup Properties, Inc | 45 | ||||||
1,500 | Entertainment Properties Trust | 52 | ||||||
2,800 | Equity Inns, Inc | 25 | ||||||
28,532 | Equity Office Properties Trust | 817 | ||||||
1,850 | Equity One, Inc | 31 | ||||||
19,383 | e Equity Residential | 572 | ||||||
1,337 | Essex Property Trust, Inc | 86 | ||||||
3,121 | Federal Realty Investment Trust | 120 | ||||||
3,200 | * FelCor Lodging Trust, Inc | 35 | ||||||
382 | First Defiance Financial Corp | 10 | ||||||
800 | First Indiana Corp | 15 | ||||||
2,700 | First Industrial Realty Trust, Inc | 91 | ||||||
4,966 | First Niagara Financial Group, Inc | 74 | ||||||
987 | First Place Financial Corp | 19 | ||||||
4,200 | Fremont General Corp | 71 | ||||||
5,219 | Friedman Billings Ramsey Group, Inc | 120 | ||||||
2,100 | Gables Residential Trust | 73 | ||||||
15,328 | General Growth Properties, Inc | 425 | ||||||
760 | German American Bancorp | 13 | ||||||
638 | Gladstone Capital Corp | 14 | ||||||
1,119 | Glenborough Realty Trust, Inc | 22 | ||||||
2,071 | Glimcher Realty Trust | 46 | ||||||
946 | e Great Lakes REIT | 15 | ||||||
3,669 | e Greater Bay Bancorp | 104 | ||||||
933 | * Hawthorne Financial Corp | 26 | ||||||
4,689 | Health Care Property Investors, Inc | 238 | ||||||
3,509 | Health Care REIT, Inc | 126 | ||||||
2,800 | e Healthcare Realty Trust, Inc | 100 | ||||||
1,295 | Heritage Property Investment Trust | 37 | ||||||
3,647 | Highwoods Properties, Inc | 93 | ||||||
2,287 | Home Properties, Inc | 92 | ||||||
4,303 | Hospitality Properties Trust | 178 | ||||||
19,213 | * Host Marriott Corp | 237 | ||||||
8,761 | HRPT Properties Trust | 88 | ||||||
3,911 | IMPAC Mortgage Holdings, Inc | 71 | ||||||
3,530 | Independence Community Bank Corp | 127 | ||||||
1,794 | Innkeepers U.S.A. Trust | 15 | ||||||
2,415 | Investors Real Estate Trust | 24 | ||||||
6,923 | iStar Financial, Inc | 269 | ||||||
1,342 | Keystone Property Trust | 30 | ||||||
1,702 | Kilroy Realty Corp | 56 | ||||||
6,825 | Kimco Realty Corp | 305 | ||||||
1,322 | Koger Equity, Inc | 28 | ||||||
1,326 | Kramont Realty Trust | 24 | ||||||
9,308 | * La Quinta Corp | 60 | ||||||
1,708 | LaSalle Hotel Properties | 32 | ||||||
2,705 | Lexington Corporate Properties Trust | 55 | ||||||
5,400 | Liberty Property Trust | 210 | ||||||
1,388 | * Local Financial Corp | 29 | ||||||
1,014 | LTC Properties, Inc | 15 | ||||||
4,337 | Macerich Co | 193 | ||||||
4,122 | Mack-Cali Realty Corp | 172 | ||||||
925 | Manufactured Home Communities, Inc | 35 | ||||||
274 | MASSBANK Corp | 12 | ||||||
2,874 | * Meristar Hospitality Corp | 19 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
HOLDING AND OTHER INVESTMENT OFFICES—(Continued) | ||||||||
4,020 | e MFA Mortgage Investments, Inc | $ | 39 | |||||
1,033 | Mid-America Apartment Communities, Inc | 35 | ||||||
2,707 | Mills Corp | 119 | ||||||
1,041 | Mission West Properties, Inc | 13 | ||||||
800 | National Health Investors, Inc | 20 | ||||||
426 | National Health Realty, Inc | 8 | ||||||
3,536 | Nationwide Health Properties, Inc | 69 | ||||||
7,189 | New Plan Excel Realty Trust | 177 | ||||||
2,082 | Newcastle Investment Corp | 56 | ||||||
1,498 | e Novastar Financial, Inc | 64 | ||||||
1,157 | Omega Healthcare Investors, Inc | 11 | ||||||
990 | Oriental Financial Group, Inc | 25 | ||||||
2,862 | Pan Pacific Retail Properties, Inc | 136 | ||||||
629 | Parkway Properties, Inc | 26 | ||||||
2,046 | Pennsylvania Real Estate Investment Trust | 74 | ||||||
13,020 | Plum Creek Timber Co, Inc | 396 | ||||||
9,353 | Popular, Inc | 420 | ||||||
2,418 | Post Properties, Inc | 68 | ||||||
2,466 | Prentiss Properties Trust | 81 | ||||||
1,328 | * Price Legacy Corp | 5 | ||||||
394 | PrivateBancorp, Inc | 18 | ||||||
11,632 | Prologis | 373 | ||||||
800 | Prosperity Bancshares, Inc | 18 | ||||||
200 | Provident Bancorp, Inc | 9 | ||||||
1,073 | PS Business Parks, Inc | 44 | ||||||
7,047 | Public Storage, Inc | 306 | ||||||
425 | Quaker City Bancorp, Inc | 20 | ||||||
1,730 | RAIT Investment Trust | 44 | ||||||
720 | Ramco-Gershenson Properties | 20 | ||||||
2,700 | Realty Income Corp | 108 | ||||||
3,829 | Reckson Associates Realty Corp | 93 | ||||||
953 | Redwood Trust, Inc | 48 | ||||||
1,699 | Regency Centers Corp | 68 | ||||||
5,397 | Rouse Co | 254 | ||||||
1,000 | Sandy Spring Bancorp, Inc | 37 | ||||||
800 | Saul Centers, Inc | 23 | ||||||
3,283 | Senior Housing Properties Trust | 57 | ||||||
3,170 | Shurgard Storage Centers, Inc (Class A) | 119 | ||||||
9,487 | Simon Property Group, Inc | 440 | ||||||
829 | Sizeler Property Investors | 9 | ||||||
2,400 | SL Green Realty Corp | 99 | ||||||
902 | Sovran Self Storage, Inc | 34 | ||||||
40,318 | SPDR Trust Series 1 | 4,487 | ||||||
868 | Suffolk Bancorp | 30 | ||||||
1,970 | Summit Properties, Inc | 47 | ||||||
1,069 | Sun Communities, Inc | 41 | ||||||
2,750 | Susquehanna Bancshares, Inc | 69 | ||||||
600 | Tanger Factory Outlet Centers, Inc | 24 | ||||||
3,112 | Taubman Centers, Inc | 64 | ||||||
5,109 | Thornburg Mortgage, Inc | 139 | ||||||
587 | Tompkins Trustco, Inc | 27 | ||||||
1,037 | Town & Country Trust | 26 | ||||||
5,482 | Trizec Properties, Inc | 84 | ||||||
1,311 | e U.S. Restaurant Properties, Inc | 22 | ||||||
8,425 | United Dominion Realty Trust, Inc | 162 | ||||||
374 | United Mobile Homes, Inc | 6 | ||||||
1,323 | United National Bancorp | 47 | ||||||
795 | Universal Health Realty Income Trust | 24 | ||||||
1,407 | Urstadt Biddle Properties, Inc (Class A) | 20 | ||||||
5,387 | Ventas, Inc | 119 | ||||||
5,860 | Vornado Realty Trust | 321 | ||||||
65,767 | Washington Mutual, Inc | 2,639 | ||||||
2,550 | Washington Real Estate Investment Trust | 74 | ||||||
2,859 | Waypoint Financial Corp | 62 | ||||||
3,294 | Weingarten Realty Investors | 146 | ||||||
358 | Westfield Financial, Inc | 9 | ||||||
1,215 | Winston Hotels, Inc | 12 | ||||||
TOTAL HOLDING AND OTHER INVESTMENT OFFICES | 22,670 | |||||||
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
HOTELS AND OTHER LODGING PLACES—0.29% | ||||||||
709 | * Ameristar Casinos, Inc | $ | 17 | |||||
2,130 | * Boca Resorts, Inc (Class A) | 32 | ||||||
2,248 | Boyd Gaming Corp | 36 | ||||||
1,590 | Choice Hotels International, Inc | 56 | ||||||
4,994 | Extended Stay America, Inc | 72 | ||||||
23,618 | Hilton Hotels Corp | 405 | ||||||
3,517 | Mandalay Resort Group | 157 | ||||||
1,242 | Marcus Corp | 20 | ||||||
14,035 | Marriott International, Inc (Class A) | 648 | ||||||
4,788 | * MGM Mirage | 180 | ||||||
20,455 | * Park Place Entertainment Corp | 222 | ||||||
1,730 | * Pinnacle Entertainment, Inc | 16 | ||||||
2,481 | * Prime Hospitality Corp | 25 | ||||||
13,596 | Starwood Hotels & Resorts Worldwide, Inc | 489 | ||||||
1,382 | * Vail Resorts, Inc | 23 | ||||||
982 | * Wynn Resorts Ltd | 28 | ||||||
TOTAL HOTELS AND OTHER LODGING PLACES | 2,426 | |||||||
INDUSTRIAL MACHINERY AND EQUIPMENT—7.36% | ||||||||
55,312 | 3M Co | 4,703 | ||||||
676 | * Aaon, Inc | 13 | ||||||
1,422 | * Actuant Corp | 51 | ||||||
7,209 | * Adaptec, Inc | 64 | ||||||
4,600 | * Advanced Digital Information Corp | 64 | ||||||
5,183 | * AGCO Corp | 104 | ||||||
446 | Alamo Group, Inc | 7 | ||||||
4,450 | * American Standard Cos, Inc | 448 | ||||||
400 | Ampco-Pittsburgh Corp | 5 | ||||||
25,631 | * Apple Computer, Inc | 548 | ||||||
116,966 | * Applied Materials, Inc | 2,626 | ||||||
1,200 | * Astec Industries, Inc | 15 | ||||||
444 | * ASV, Inc | 17 | ||||||
2,600 | * Asyst Technologies, Inc | 45 | ||||||
2,998 | * Avocent Corp | 109 | ||||||
7,081 | * Axcelis Technologies, Inc | 72 | ||||||
23,475 | Baker Hughes, Inc | 755 | ||||||
300 | BHA Group Holdings, Inc | 8 | ||||||
5,538 | Black & Decker Corp | 273 | ||||||
1,400 | Black Box Corp | 64 | ||||||
1,478 | Briggs & Stratton Corp | 100 | ||||||
2,384 | * Brooks Automation, Inc | 58 | ||||||
674 | Cascade Corp | 15 | ||||||
24,320 | Caterpillar, Inc | 2,019 | ||||||
5,224 | * Cirrus Logic, Inc | 40 | ||||||
495,464 | * Cisco Systems, Inc | 12,035 | ||||||
2,075 | * Computer Network Technology Corp | 20 | ||||||
4,500 | * Concurrent Computer Corp | 20 | ||||||
3,197 | * Cooper Cameron Corp | 149 | ||||||
4,397 | * Cray, Inc | 44 | ||||||
2,403 | Cummins, Inc | 118 | ||||||
1,000 | * Cuno, Inc | 45 | ||||||
2,481 | * Cymer, Inc | 115 | ||||||
17,052 | Deere & Co | 1,109 | ||||||
160,883 | * Dell, Inc | 5,464 | ||||||
5,272 | Diebold, Inc | 284 | ||||||
2,713 | Donaldson Co, Inc | 161 | ||||||
2,494 | * Dot Hill Systems Corp | 38 | ||||||
14,330 | Dover Corp | 570 | ||||||
463 | * Dril-Quip, Inc | 8 | ||||||
4,951 | Eaton Corp | 535 | ||||||
3,700 | * Electronics For Imaging, Inc | 96 | ||||||
166,395 | * EMC Corp | 2,150 | ||||||
5,823 | * Emulex Corp | 155 | ||||||
1,237 | Engineered Support Systems, Inc | 68 | ||||||
1,375 | * EnPro Industries, Inc | 19 | ||||||
1,492 | * Esterline Technologies Corp | 40 | ||||||
2,479 | e* FalconStor Software, Inc | 22 | ||||||
992 | * Fargo Electronics, Inc | 13 | ||||||
3,277 | * Flowserve Corp | 68 | ||||||
3,959 | * FMC Technologies, Inc | 92 | ||||||
1,072 | * Gardner Denver, Inc | 26 | ||||||
14,939 | * Gateway, Inc | 69 | ||||||
428 | * General Binding Corp | 8 | ||||||
1,604 | * Global Power Equipment Group, Inc | 11 | ||||||
539 | Gorman-Rupp Co | 14 | ||||||
3,219 | Graco, Inc | 129 | ||||||
6,904 | * Grant Prideco, Inc | 90 | ||||||
215,526 | Hewlett-Packard Co | 4,951 | ||||||
835 | * Hydril | 20 | ||||||
2,432 | * Hypercom Corp | 12 | ||||||
1,893 | IDEX Corp | 79 | ||||||
2,671 | * InFocus Corp | 26 | ||||||
876 | * Interland, Inc | 6 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
INDUSTRIAL MACHINERY AND EQUIPMENT—(Continued) | ||||||||
114,367 | International Business Machines Corp | $ | 10,600 | |||||
24,248 | International Game Technology | 866 | ||||||
3,555 | Iomega Corp | 21 | ||||||
6,433 | ITT Industries, Inc | 477 | ||||||
3,200 | JLG Industries, Inc | 49 | ||||||
3,106 | Joy Global, Inc | 81 | ||||||
993 | * Kadant, Inc | 21 | ||||||
1,979 | Kaydon Corp | 51 | ||||||
2,358 | Kennametal, Inc | 94 | ||||||
1,583 | e* Komag, Inc | 23 | ||||||
3,600 | * Kulicke & Soffa Industries, Inc | 52 | ||||||
8,892 | * Lam Research Corp | 287 | ||||||
3,073 | Lennox International, Inc | 51 | ||||||
8,290 | * Lexmark International, Inc | 652 | ||||||
2,211 | Lincoln Electric Holdings, Inc | 55 | ||||||
700 | Lindsay Manufacturing Co | 18 | ||||||
400 | Lufkin Industries, Inc | 12 | ||||||
1,635 | Manitowoc Co, Inc | 51 | ||||||
13,440 | * Maxtor Corp | 149 | ||||||
100 | * Mestek, Inc | 2 | ||||||
1,115 | * Micros Systems, Inc | 48 | ||||||
1,150 | e* Milacron, Inc | 5 | ||||||
2,000 | Modine Manufacturing Co | 54 | ||||||
413 | Nacco Industries, Inc (Class A) | 37 | ||||||
5,494 | * National-Oilwell, Inc | 123 | ||||||
21,173 | * Network Appliance, Inc | 435 | ||||||
1,903 | Nordson Corp | 66 | ||||||
1,594 | * Oil States International, Inc | 22 | ||||||
1,045 | * Omnicell, Inc | 17 | ||||||
547 | * Overland Storage, Inc | 10 | ||||||
8,166 | Pall Corp | 219 | ||||||
2,360 | * PalmOne, Inc | 28 | ||||||
8,479 | Parker Hannifin Corp | 505 | ||||||
2,314 | * Paxar Corp | 31 | ||||||
3,340 | Pentair, Inc | 153 | ||||||
16,663 | Pitney Bowes, Inc | 677 | ||||||
904 | * Planar Systems, Inc | 22 | ||||||
2,200 | e* Presstek, Inc | 16 | ||||||
1,773 | * ProQuest Co | 52 | ||||||
9,635 | * Quantum Corp | 30 | ||||||
1,700 | * Rainbow Technologies, Inc | 19 | ||||||
600 | Robbins & Myers, Inc | 11 | ||||||
4,857 | * Sandisk Corp | 297 | ||||||
744 | Sauer-Danfoss, Inc | 12 | ||||||
600 | Schawk, Inc | 8 | ||||||
3,316 | * Scientific Games Corp (Class A) | 56 | ||||||
1,100 | * Semitool, Inc | 12 | ||||||
1,077 | e* Sigma Designs, Inc | 8 | ||||||
13,958 | e* Silicon Graphics, Inc | 19 | ||||||
517 | * Simpletech, Inc | 3 | ||||||
6,412 | * Smith International, Inc | 266 | ||||||
55,449 | * Solectron Corp | 328 | ||||||
5,466 | * SPX Corp | 321 | ||||||
800 | Standex International Corp | 22 | ||||||
2,032 | Stewart & Stevenson Services, Inc | 29 | ||||||
7,539 | * Storage Technology Corp | 194 | ||||||
16,219 | Symbol Technologies, Inc | 274 | ||||||
1,000 | Tecumseh Products Co (Class A) | 48 | ||||||
600 | Tennant Co | 26 | ||||||
2,860 | * Terex Corp | 81 | ||||||
1,000 | Thomas Industries, Inc | 35 | ||||||
3,453 | Timken Co | 69 | ||||||
1,600 | Toro Co | 74 | ||||||
1,608 | * Ultratech, Inc | 47 | ||||||
3,395 | * UNOVA, Inc | 78 | ||||||
1,820 | * Veeco Instruments, Inc | 51 | ||||||
13,900 | * Western Digital Corp | 164 | ||||||
600 | Woodward Governor Co | 34 | ||||||
51,842 | e* Xerox Corp | 715 | ||||||
2,700 | York International Corp | 99 | ||||||
2,605 | * Zebra Technologies Corp (Class A) | 173 | ||||||
TOTAL INDUSTRIAL MACHINERY AND EQUIPMENT | 60,837 | |||||||
INSTRUMENTS AND RELATED PRODUCTS—2.88% | ||||||||
1,633 | * Aclara BioSciences, Inc | 6 | ||||||
2,148 | * Advanced Medical Optics, Inc | 42 | ||||||
1,221 | * Advanced Neuromodulation Systems, Inc | 56 | ||||||
33,422 | * Agilent Technologies, Inc | 977 | ||||||
1,853 | e* Aksys Ltd | 16 | ||||||
1,019 | * Alaris Medical Systems, Inc | 15 | ||||||
2,974 | * Align Technology, Inc | 49 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
INSTRUMENTS AND RELATED PRODUCTS—(Continued) | ||||||||
1,417 | * American Medical Systems Holdings, Inc | $ | 31 | |||||
477 | Analogic Corp | 20 | ||||||
14,863 | Applera Corp (Applied Biosystems Group) | 308 | ||||||
1,344 | Arrow International, Inc | 34 | ||||||
1,500 | * Arthrocare Corp | 37 | ||||||
624 | * Aspect Medical Systems, Inc | 7 | ||||||
3,784 | Bard (C.R.), Inc | 307 | ||||||
3,695 | Bausch & Lomb, Inc | 192 | ||||||
42,079 | Baxter International, Inc | 1,284 | ||||||
4,485 | Beckman Coulter, Inc | 228 | ||||||
18,042 | Becton Dickinson & Co | 742 | ||||||
786 | BEI Technologies, Inc | 16 | ||||||
1,268 | e* Biolase Technology, Inc | 21 | ||||||
18,144 | Biomet, Inc | 661 | ||||||
1,200 | * Bio-Rad Laboratories, Inc (Class A) | 69 | ||||||
45,388 | * Boston Scientific Corp | 1,668 | ||||||
1,542 | * Bruker BioSciences Corp | 7 | ||||||
519 | * Candela Corp | 9 | ||||||
479 | * Cantel Medical Corp | 8 | ||||||
3,947 | * Cardiac Science, Inc | 16 | ||||||
2,300 | * Cardiodynamics International Corp | 14 | ||||||
1,643 | * Cepheid, Inc | 16 | ||||||
938 | * Cerus Corp | 4 | ||||||
844 | * Cholestech Corp | 6 | ||||||
400 | * Closure Medical Corp | 14 | ||||||
2,294 | Cognex Corp | 65 | ||||||
2,100 | * Coherent, Inc | 50 | ||||||
1,500 | Cohu, Inc | 29 | ||||||
720 | * Cole National Corp | 14 | ||||||
1,165 | e* Conceptus, Inc | 12 | ||||||
1,700 | * Concord Camera Corp | 16 | ||||||
1,940 | * Conmed Corp | 46 | ||||||
2,130 | Cooper Cos, Inc | 100 | ||||||
4,346 | * Credence Systems Corp | 57 | ||||||
744 | * CTI Molecular Imaging, Inc | 13 | ||||||
1,543 | * Cyberonics, Inc | 49 | ||||||
8,521 | * Cytyc Corp | 117 | ||||||
800 | Datascope Corp | 29 | ||||||
5,500 | Dentsply International, Inc | 248 | ||||||
1,255 | * Dionex Corp | 58 | ||||||
527 | * DJ Orthopedics, Inc | 14 | ||||||
1,260 | * DRS Technologies, Inc | 35 | ||||||
20,264 | Eastman Kodak Co | 520 | ||||||
1,002 | EDO Corp | 25 | ||||||
4,390 | * Edwards Lifesciences Corp | 132 | ||||||
859 | * ESCO Technologies, Inc | 37 | ||||||
399 | * Exactech, Inc | 6 | ||||||
600 | * Excel Technology, Inc | 20 | ||||||
1,709 | * FEI Co | 38 | ||||||
3,613 | * Fisher Scientific International, Inc | 149 | ||||||
2,442 | * Flir Systems, Inc | 89 | ||||||
1,845 | * Fossil, Inc | 52 | ||||||
21,910 | Guidant Corp | 1,319 | ||||||
1,142 | * Haemonetics Corp | 27 | ||||||
1,390 | * Hanger Orthopedic Group, Inc | 22 | ||||||
859 | * Herley Industries, Inc | 18 | ||||||
1,387 | * Hologic, Inc | 24 | ||||||
701 | e* ICU Medical, Inc | 24 | ||||||
1,208 | * Igen International, Inc | 71 | ||||||
700 | * Ii-Vi, Inc | 18 | ||||||
1,795 | * Inamed Corp | 86 | ||||||
3,300 | * Input/ Output, Inc | 15 | ||||||
1,332 | e* Integra LifeSciences Holding | 38 | ||||||
1,240 | * Interpore International | 16 | ||||||
1,717 | * Intuitive Surgical, Inc | 29 | ||||||
1,790 | Invacare Corp | 72 | ||||||
1,155 | e* Invision Technologies, Inc | 39 | ||||||
1,262 | e* Ionics, Inc | 40 | ||||||
1,037 | * I-Stat Corp | 16 | ||||||
1,441 | * Itron, Inc | 26 | ||||||
1,548 | * Ixia | 18 | ||||||
900 | Keithley Instruments, Inc | 16 | ||||||
520 | * Kensey Nash Corp | 12 | ||||||
13,534 | * KLA-Tencor Corp | 794 | ||||||
653 | e* KVH Industries, Inc | 18 | ||||||
633 | * Kyphon, Inc | 16 | ||||||
879 | * Laserscope | 14 | ||||||
3,589 | * Lexar Media, Inc | 63 | ||||||
3,416 | * LTX Corp | 51 | ||||||
522 | * Medical Action Industries, Inc | 10 | ||||||
86,213 | Medtronic, Inc | 4,191 | ||||||
2,838 | Mentor Corp | 68 | ||||||
1,469 | * Merit Medical Systems, Inc | 33 | ||||||
2,475 | * Mettler-Toledo International, Inc | 104 | ||||||
670 | * Micro Therapeutics, Inc | 2 | ||||||
3,300 | * Millipore Corp | 142 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
INSTRUMENTS AND RELATED PRODUCTS—(Continued) | ||||||||
565 | Mine Safety Appliances Co | $ | 45 | |||||
1,655 | * MKS Instruments, Inc | 48 | ||||||
1,101 | * Molecular Devices Corp | 21 | ||||||
589 | Movado Group, Inc | 17 | ||||||
1,508 | MTS Systems Corp | 29 | ||||||
2,716 | * Newport Corp | 45 | ||||||
1,099 | * Novoste Corp | 5 | ||||||
1,667 | Oakley, Inc | 23 | ||||||
1,200 | * Ocular Sciences, Inc | 34 | ||||||
3,100 | * Orbital Sciences Corp | 37 | ||||||
2,298 | * Orthologic Corp | 14 | ||||||
1,029 | * Osteotech, Inc | 9 | ||||||
8,057 | PerkinElmer, Inc | 138 | ||||||
1,200 | * Photon Dynamics, Inc | 48 | ||||||
4,100 | * Pinnacle Systems, Inc | 35 | ||||||
1,227 | * Possis Medical, Inc | 24 | ||||||
28,970 | Raytheon Co | 870 | ||||||
2,236 | * Resmed, Inc | 93 | ||||||
2,100 | * Respironics, Inc | 95 | ||||||
416 | * Retractable Technologies, Inc | 3 | ||||||
11,858 | Rockwell Automation, Inc | 422 | ||||||
200 | * Rofin-Sinar Technologies, Inc | 7 | ||||||
1,996 | Roper Industries, Inc | 98 | ||||||
688 | * Rudolph Technologies, Inc | 17 | ||||||
2,167 | * Sola International, Inc | 41 | ||||||
1,305 | e* Sonic Solutions, Inc | 20 | ||||||
957 | * SonoSite, Inc | 21 | ||||||
12,532 | * St. Jude Medical, Inc | 769 | ||||||
1,151 | * Staar Surgical Co | 13 | ||||||
1,647 | * Star Scientific, Inc | 3 | ||||||
4,798 | * Steris Corp | 108 | ||||||
9,868 | Stryker Corp | 839 | ||||||
2,566 | * Sybron Dental Specialties, Inc | 72 | ||||||
568 | * Synovis Life Technologies, Inc | 12 | ||||||
358 | Sypris Solutions, Inc | 6 | ||||||
2,800 | * Techne Corp | 106 | ||||||
5,828 | Tektronix, Inc | 184 | ||||||
2,389 | Teleflex, Inc | 115 | ||||||
13,233 | * Teradyne, Inc | 337 | ||||||
2,000 | * Theragenics Corp | 11 | ||||||
1,595 | * Therasense, Inc | 32 | ||||||
11,386 | * Thermo Electron Corp | 287 | ||||||
3,489 | * Thoratec Corp | 45 | ||||||
2,130 | * Trimble Navigation Ltd | 79 | ||||||
1,583 | * TriPath Imaging, Inc | 12 | ||||||
688 | United Industrial Corp | 12 | ||||||
4,606 | * Varian Medical Systems, Inc | 318 | ||||||
2,033 | * Varian, Inc | 85 | ||||||
800 | * Ventana Medical Systems, Inc | 32 | ||||||
1,897 | * Viasys Healthcare, Inc | 39 | ||||||
3,466 | * Visx, Inc | 80 | ||||||
602 | e* Vital Images, Inc | 11 | ||||||
400 | Vital Signs, Inc | 13 | ||||||
2,366 | e* Vivus, Inc | 9 | ||||||
8,959 | * Waters Corp | 297 | ||||||
1,125 | * Wright Medical Group, Inc | 34 | ||||||
1,200 | X-Rite, Inc | 14 | ||||||
311 | Young Innovations, Inc | 11 | ||||||
17,036 | * Zimmer Holdings, Inc | 1,199 | ||||||
600 | * Zoll Medical Corp | 21 | ||||||
1,200 | * Zygo Corp | 20 | ||||||
TOTAL INSTRUMENTS AND RELATED PRODUCTS | 23,836 | |||||||
INSURANCE AGENTS, BROKERS AND SERVICE—0.40% | ||||||||
17,944 | AON Corp | 430 | ||||||
3,654 | Brown & Brown, Inc | 119 | ||||||
1,019 | * Clark, Inc | 20 | ||||||
2,076 | Crawford & Co (Class B) | 15 | ||||||
6,200 | Gallagher (Arthur J.) & Co | 201 | ||||||
2,000 | Hilb, Rogal & Hamilton Co | 64 | ||||||
37,733 | Marsh & McLennan Cos, Inc | 1,807 | ||||||
19,156 | * Medco Health Solutions, Inc | 651 | ||||||
1,500 | * USI Holdings Corp | 20 | ||||||
TOTAL INSURANCE AGENTS, BROKERS AND SERVICE | 3,327 | |||||||
INSURANCE CARRIERS—4.68% | ||||||||
1,552 | 21st Century Insurance Group | 21 | ||||||
5,103 | * AdvancePCS | 269 | ||||||
10,081 | Aetna, Inc | 681 | ||||||
36,249 | Aflac, Inc | 1,311 | ||||||
2,273 | Alfa Corp | 29 | ||||||
286 | * Alleghany Corp | 64 | ||||||
3,675 | * Allmerica Financial Corp | 113 | ||||||
49,574 | Allstate Corp | 2,133 | ||||||
5,765 | Ambac Financial Group, Inc | 400 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
INSURANCE CARRIERS—(Continued) | ||||||||
2,572 | American Financial Group, Inc | $ | 68 | |||||
162,078 | American International Group, Inc | 10,743 | ||||||
644 | * American Medical Security Group, Inc | 14 | ||||||
693 | American National Insurance Co | 58 | ||||||
652 | * American Physicians Capital, Inc | 12 | ||||||
1,390 | * AMERIGROUP Corp | 59 | ||||||
2,774 | AmerUs Group Co | 97 | ||||||
9,726 | * Anthem, Inc | 729 | ||||||
1,958 | * Argonaut Group, Inc | 30 | ||||||
625 | Baldwin & Lyons, Inc (Class B) | 18 | ||||||
4,524 | Berkley (W.R.) Corp | 158 | ||||||
1,285 | * Centene Corp | 36 | ||||||
13,197 | Chubb Corp | 899 | ||||||
9,861 | Cigna Corp | 567 | ||||||
9,473 | Cincinnati Financial Corp | 397 | ||||||
1,845 | * Citizens, Inc | 17 | ||||||
1,505 | * CNA Financial Corp | 36 | ||||||
1,100 | * CNA Surety Corp | 10 | ||||||
1,558 | Commerce Group, Inc | 62 | ||||||
1,728 | Delphi Financial Group, Inc (Class A) | 62 | ||||||
220 | Donegal Group, Inc | 5 | ||||||
168 | EMC Insurance Group, Inc | 4 | ||||||
204 | * Enstar Group, Inc | 10 | ||||||
1,854 | Erie Indemnity Co (Class A) | 79 | ||||||
881 | FBL Financial Group, Inc (Class A) | 23 | ||||||
9,659 | Fidelity National Financial, Inc | 375 | ||||||
563 | * Financial Industries Corp | 8 | ||||||
4,830 | First American Corp | 144 | ||||||
500 | Great American Financial Resources, Inc | 8 | ||||||
2,039 | Harleysville Group, Inc | 41 | ||||||
20,015 | Hartford Financial Services Group, Inc | 1,181 | ||||||
4,539 | HCC Insurance Holdings, Inc | 144 | ||||||
7,373 | * Health Net, Inc | 241 | ||||||
900 | * HealthExtras, Inc | 12 | ||||||
2,579 | Horace Mann Educators Corp | 36 | ||||||
11,571 | * Humana, Inc | 264 | ||||||
235 | Independence Holding Co | 6 | ||||||
800 | Infinity Property & Casualty Corp | 26 | ||||||
10,164 | Jefferson-Pilot Corp | 515 | ||||||
20,548 | John Hancock Financial Services, Inc | 771 | ||||||
314 | Kansas City Life Insurance Co | 15 | ||||||
1,329 | Landamerica Financial Group, Inc | 69 | ||||||
3,293 | Leucadia National Corp | 152 | ||||||
12,485 | Lincoln National Corp | 504 | ||||||
9,060 | Loews Corp | 448 | ||||||
600 | * Markel Corp | 152 | ||||||
10,256 | MBIA, Inc | 607 | ||||||
1,767 | Mercury General Corp | 82 | ||||||
24,164 | MetLife, Inc | 814 | ||||||
5,426 | MGIC Investment Corp | 309 | ||||||
3,231 | * Mid Atlantic Medical Services, Inc | 209 | ||||||
578 | Midland Co | 14 | ||||||
2,936 | e* MONY Group, Inc | 92 | ||||||
154 | * National Western Life Insurance Co (Class A) | 24 | ||||||
3,316 | Nationwide Financial Services, Inc (Class A) | 110 | ||||||
290 | * Navigators Group, Inc | 9 | ||||||
103 | NYMAGIC, Inc | 3 | ||||||
1,205 | e Odyssey Re Holdings Corp | 27 | ||||||
4,060 | * Ohio Casualty Corp | 70 | ||||||
12,799 | Old Republic International Corp | 325 | ||||||
6,037 | Oxford Health Plans, Inc | 263 | ||||||
2,927 | * Pacificare Health Systems, Inc | 198 | ||||||
700 | Penn-America Group, Inc | 9 | ||||||
1,212 | * Philadelphia Consolidated Holding Corp | 59 | ||||||
6,516 | Phoenix Cos, Inc | 78 | ||||||
591 | * Pico Holdings, Inc | 9 | ||||||
1,846 | e* PMA Capital Corp (Class A) | 9 | ||||||
6,300 | PMI Group, Inc | 235 | ||||||
1,502 | Presidential Life Corp | 20 | ||||||
20,341 | Principal Financial Group | 673 | ||||||
1,540 | * ProAssurance Corp | 50 | ||||||
13,945 | Progressive Corp | 1,166 | ||||||
4,643 | Protective Life Corp | 157 | ||||||
38,929 | Prudential Financial, Inc | 1,626 | ||||||
6,568 | Radian Group, Inc | 320 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
INSURANCE CARRIERS—(Continued) | ||||||||
1,878 | Reinsurance Group Of America, Inc | $ | 73 | |||||
1,410 | RLI Corp | 53 | ||||||
9,116 | Safeco Corp | 355 | ||||||
530 | Safety Insurance Group, Inc | 9 | ||||||
1,800 | Selective Insurance Group, Inc | 58 | ||||||
1,748 | * Sierra Health Services, Inc | 48 | ||||||
14,711 | St. Paul Cos, Inc | 583 | ||||||
2,065 | Stancorp Financial Group, Inc | 130 | ||||||
913 | State Auto Financial Corp | 21 | ||||||
1,214 | Stewart Information Services Corp | 49 | ||||||
8,212 | Torchmark Corp | 374 | ||||||
1,424 | Transatlantic Holdings, Inc | 115 | ||||||
33,731 | Travelers Property Casualty Corp (Class A) | 566 | ||||||
25,949 | Travelers Property Casualty Corp (Class B) | 440 | ||||||
558 | * Triad Guaranty, Inc | 28 | ||||||
2,600 | * UICI | 35 | ||||||
518 | United Fire & Casualty Co | 21 | ||||||
39,127 | UnitedHealth Group, Inc | 2,276 | ||||||
3,350 | Unitrin, Inc | 139 | ||||||
1,679 | * Universal American Financial Corp | 17 | ||||||
19,988 | UnumProvident Corp | 315 | ||||||
1,564 | * WellChoice, Inc | 54 | ||||||
10,530 | * Wellpoint Health Networks, Inc | 1,021 | ||||||
95 | Wesco Financial Corp | 33 | ||||||
655 | Zenith National Insurance Corp | 21 | ||||||
TOTAL INSURANCE CARRIERS | 38,727 | |||||||
JUSTICE, PUBLIC ORDER AND SAFETY—0.00% | ||||||||
600 | * Wackenhut Corrections Corp | 14 | ||||||
TOTAL JUSTICE, PUBLIC ORDER AND SAFETY | 14 | |||||||
LEATHER AND LEATHER PRODUCTS—0.09% | ||||||||
1,264 | Brown Shoe Co, Inc | 48 | ||||||
12,156 | * Coach, Inc | 459 | ||||||
1,830 | K-Swiss, Inc (Class A) | 44 | ||||||
986 | * Maxwell Shoe Co, Inc (Class A) | 17 | ||||||
600 | * Steven Madden Ltd | 12 | ||||||
1,268 | * Timberland Co (Class A) | 66 | ||||||
189 | Weyco Group, Inc | 6 | ||||||
2,882 | Wolverine World Wide, Inc | 59 | ||||||
TOTAL LEATHER AND LEATHER PRODUCTS | 711 | |||||||
LEGAL SERVICES—0.00% | ||||||||
911 | e* Pre-Paid Legal Services, Inc | 24 | ||||||
TOTAL LEGAL SERVICES | 24 | |||||||
LUMBER AND WOOD PRODUCTS—0.10% | ||||||||
330 | American Woodmark Corp | 18 | ||||||
3,600 | * Champion Enterprises, Inc | 25 | ||||||
742 | Deltic Timber Corp | 23 | ||||||
17,410 | Georgia-Pacific Corp | 534 | ||||||
640 | * Modtech Holdings, Inc | 5 | ||||||
3,382 | Rayonier, Inc | 140 | ||||||
442 | Skyline Corp | 15 | ||||||
979 | Universal Forest Products, Inc | 32 | ||||||
TOTAL LUMBER AND WOOD PRODUCTS | 792 | |||||||
METAL MINING—0.29% | ||||||||
741 | * Cleveland-Cliffs, Inc | 38 | ||||||
9,976 | e* Coeur D’alene Mines Corp | 58 | ||||||
8,507 | Freeport-McMoRan Copper & Gold, Inc (Class A) | 358 | ||||||
7,363 | * Hecla Mining Co | 61 | ||||||
26,943 | Newmont Mining Corp | 1,310 | ||||||
5,822 | * Phelps Dodge Corp | 443 | ||||||
1,076 | e Royal Gold, Inc | 23 | ||||||
1,033 | Southern Peru Copper Corp | 49 | ||||||
2,705 | * Stillwater Mining Co | 26 | ||||||
TOTAL METAL MINING | 2,366 | |||||||
MISCELLANEOUS MANUFACTURING INDUSTRIES—0.16% | ||||||||
2,239 | Blyth, Inc | 72 | ||||||
4,691 | Callaway Golf Co | 79 | ||||||
1,000 | * Daktronics, Inc | 25 | ||||||
9,648 | Hasbro, Inc | 205 | ||||||
5,789 | * Identix, Inc | 26 | ||||||
1,657 | * Jakks Pacific, Inc | 22 | ||||||
1,914 | * K2, Inc | 29 | ||||||
856 | e* Leapfrog Enterprises, Inc | 23 | ||||||
1,091 | * Lydall, Inc | 11 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
MISCELLANEOUS MANUFACTURING INDUSTRIES—(Continued) | ||||||||
30,831 | Mattel, Inc | $ | 594 | |||||
2,137 | e Nautilus Group, Inc | 30 | ||||||
1,039 | e* Oneida Ltd | 6 | ||||||
800 | Penn Engineering & Manufacturing Corp | 15 | ||||||
1,010 | * RC2 Corp | 21 | ||||||
700 | Russ Berrie & Co, Inc | 24 | ||||||
1,230 | e* Shuffle Master, Inc | 43 | ||||||
298 | * Steinway Musical Instruments, Inc | 7 | ||||||
2,148 | * Yankee Candle Co, Inc | 59 | ||||||
TOTAL MISCELLANEOUS MANUFACTURING INDUSTRIES | 1,291 | |||||||
MISCELLANEOUS RETAIL—1.22% | ||||||||
1,264 | * 1-800-Flowers.com, Inc (Class A) | 14 | ||||||
872 | * AC Moore Arts & Crafts, Inc | 17 | ||||||
2,156 | e* Alloy, Inc | 11 | ||||||
15,716 | * Amazon.com, Inc | 827 | ||||||
3,004 | * Barnes & Noble, Inc | 99 | ||||||
574 | Blair Corp | 14 | ||||||
738 | e* Blue Rhino Corp | 10 | ||||||
5,623 | Borders Group, Inc | 123 | ||||||
2,000 | Cash America International, Inc | 42 | ||||||
675 | * Coldwater Creek, Inc | 7 | ||||||
27,868 | CVS Corp | 1,007 | ||||||
426 | * Dick’s Sporting Goods, Inc | 21 | ||||||
1,873 | * Drugstore.com, Inc | 10 | ||||||
1,510 | * Duane Reade, Inc | 26 | ||||||
29,606 | * eBay, Inc | 1,912 | ||||||
383 | * Finlay Enterprises, Inc | 5 | ||||||
1,193 | Friedman’s, Inc (Class A) | 8 | ||||||
400 | * FTD, Inc (Class A) | 10 | ||||||
747 | * Galyans Trading Co, Inc | 9 | ||||||
1,144 | Hancock Fabrics, Inc | 17 | ||||||
747 | * Hibbett Sporting Goods, Inc | 22 | ||||||
1,216 | * Jill (J.) Group, Inc | 15 | ||||||
1,184 | * Jo-Ann Stores, Inc | 24 | ||||||
2,200 | Longs Drug Stores Corp | 54 | ||||||
1,996 | * Marvel Enterprises, Inc | 58 | ||||||
4,573 | Michaels Stores, Inc | 202 | ||||||
1,807 | MSC Industrial Direct Co (Class A) | 50 | ||||||
21,801 | * Office Depot, Inc | 364 | ||||||
6,066 | Omnicare, Inc | 245 | ||||||
401 | * Overstock.com, Inc | 8 | ||||||
425 | * Party City Corp | 5 | ||||||
400 | * PC Connection, Inc | 3 | ||||||
2,410 | * Petco Animal Supplies, Inc | 73 | ||||||
9,032 | Petsmart, Inc | 215 | ||||||
1,516 | e* Priceline.com, Inc | 27 | ||||||
30,040 | * Rite Aid Corp | 181 | ||||||
630 | e* Sharper Image Corp | 21 | ||||||
1,323 | * Sports Authority, Inc | 51 | ||||||
2,500 | * Stamps.com, Inc | 16 | ||||||
33,469 | * Staples, Inc | 914 | ||||||
2,400 | * Summit America Television, Inc | 9 | ||||||
7,623 | Tiffany & Co | 345 | ||||||
14,715 | * Toys ’R’ Us, Inc | 186 | ||||||
1,504 | * Valuevision International, Inc (Class A) | 25 | ||||||
72,476 | Walgreen Co | 2,637 | ||||||
805 | * Whitehall Jewellers, Inc | 8 | ||||||
637 | World Fuel Services Corp | 22 | ||||||
1,874 | * Zale Corp | 100 | ||||||
TOTAL MISCELLANEOUS RETAIL | 10,069 | |||||||
MOTION PICTURES—1.40% | ||||||||
2,062 | * AMC Entertainment, Inc | 31 | ||||||
2,092 | * Avid Technology, Inc | 100 | ||||||
2,126 | Blockbuster, Inc (Class A) | 38 | ||||||
159 | * Carmike Cinemas, Inc | 6 | ||||||
3,398 | * Hollywood Entertainment Corp | 47 | ||||||
193,389 | * Liberty Media Corp (Class A) | 2,299 | ||||||
3,245 | * Metro-Goldwyn-Mayer, Inc | 55 | ||||||
1,042 | Movie Gallery, Inc | 19 | ||||||
714 | e* NetFlix, Inc | 39 | ||||||
929 | * Reading International, Inc | 5 | ||||||
1,699 | Regal Entertainment Group (Class A) | 35 | ||||||
305,477 | * Time Warner, Inc | 5,496 | ||||||
144,333 | Walt Disney Co | 3,367 | ||||||
TOTAL MOTION PICTURES | 11,537 | |||||||
NONDEPOSITORY INSTITUTIONS—2.24% | ||||||||
650 | * Accredited Home Lenders Holding Co | 20 | ||||||
1,625 | Advanta Corp (Class A) | 21 | ||||||
4,692 | e American Capital Strategies Ltd | 139 | ||||||
81,234 | American Express Co | 3,918 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
NONDEPOSITORY INSTITUTIONS—(Continued) | ||||||||
1,307 | American Home Mortgage Investment Corp | $ | 29 | |||||
10,150 | e* AmeriCredit Corp | 162 | ||||||
15,253 | Capital One Financial Corp | 935 | ||||||
2,774 | CharterMac | 59 | ||||||
13,962 | CIT Group, Inc | 502 | ||||||
1,233 | * CompuCredit Corp | 26 | ||||||
11,614 | Countrywide Financial Corp | 881 | ||||||
962 | * Credit Acceptance Corp | 15 | ||||||
5,925 | Doral Financial Corp | 191 | ||||||
3,009 | e* E-Loan, Inc | 9 | ||||||
69,341 | Fannie Mae | 5,205 | ||||||
591 | * Federal Agricultural Mortgage Corp (Class C) | 19 | ||||||
1,081 | * Financial Federal Corp | 33 | ||||||
49,263 | Freddie Mac | 2,873 | ||||||
75,897 | MBNA Corp | 1,886 | ||||||
1,954 | MCG Capital Corp | 38 | ||||||
1,000 | Medallion Financial Corp | 9 | ||||||
2,453 | e Metris Cos, Inc | 11 | ||||||
1,903 | e New Century Financial Corp | 75 | ||||||
18,918 | * Providian Financial Corp | 220 | ||||||
2,022 | * Saxon Capital, Inc | 42 | ||||||
29,105 | SLM Corp | 1,097 | ||||||
300 | Student Loan Corp | 44 | ||||||
265 | * United PanAm Financial Corp | 4 | ||||||
845 | Westcorp | 31 | ||||||
825 | * WFS Financial, Inc | 35 | ||||||
1,332 | * World Acceptance Corp | 27 | ||||||
TOTAL NONDEPOSITORY INSTITUTIONS | 18,556 | |||||||
NONMETALLIC MINERALS, EXCEPT FUELS—0.04% | ||||||||
1,482 | Amcol International Corp | 30 | ||||||
6,476 | Vulcan Materials Co | 308 | ||||||
TOTAL NONMETALLIC MINERALS, EXCEPT FUELS | 338 | |||||||
OIL AND GAS EXTRACTION—1.38% | ||||||||
17,689 | Anadarko Petroleum Corp | 902 | ||||||
11,464 | Apache Corp | 930 | ||||||
673 | * Atwood Oceanics, Inc | 21 | ||||||
1,300 | Berry Petroleum Co (Class A) | 26 | ||||||
10,560 | * BJ Services Co | 379 | ||||||
13,960 | Burlington Resources, Inc | 773 | ||||||
1,823 | Cabot Oil & Gas Corp (Class A) | 54 | ||||||
2,444 | * Cal Dive International, Inc | 59 | ||||||
13,303 | Chesapeake Energy Corp | 181 | ||||||
2,899 | * Cimarex Energy Co | 77 | ||||||
232 | * Clayton Williams Energy, Inc | 7 | ||||||
1,917 | * Comstock Resources, Inc | 37 | ||||||
1,411 | * Denbury Resources, Inc | 20 | ||||||
16,132 | Devon Energy Corp | 924 | ||||||
3,430 | Diamond Offshore Drilling, Inc | 70 | ||||||
111 | * Encore Acquisition Co | 3 | ||||||
1,380 | * Energy Partners Ltd | 19 | ||||||
10,449 | ENSCO International, Inc | 284 | ||||||
7,854 | EOG Resources, Inc | 363 | ||||||
2,664 | * Evergreen Resources, Inc | 87 | ||||||
2,084 | * Forest Oil Corp | 60 | ||||||
14 | * Forest Oil Corp Wts 02/15/04 | 0 | ||||||
14 | * Forest Oil Corp Wts 02/15/05 | 0 | ||||||
4,627 | * Global Industries Ltd | 24 | ||||||
12,038 | * Grey Wolf, Inc | 45 | ||||||
3,495 | * Hanover Compressor Co | 39 | ||||||
2,496 | * Harvest Natural Resources, Inc | 25 | ||||||
3,449 | Helmerich & Payne, Inc | 96 | ||||||
1,000 | * Horizon Offshore, Inc | 4 | ||||||
700 | * Houston Exploration Co | 26 | ||||||
2,289 | * KCS Energy, Inc | 24 | ||||||
6,840 | Kerr-McGee Corp | 318 | ||||||
7,398 | * Key Energy Services, Inc | 76 | ||||||
4,499 | e* Magnum Hunter Resources, Inc | 43 | ||||||
422 | * Magnum Hunter Resources, Inc Wts 03/21/05 | 0 | ||||||
21,900 | Marathon Oil Corp | 725 | ||||||
792 | e* McMoRan Exploration Co | 15 | ||||||
3,066 | e* Meridian Resource Corp | 18 | ||||||
3,059 | * Newfield Exploration Co | 136 | ||||||
5,171 | * Newpark Resources, Inc | 25 | ||||||
4,239 | Noble Energy, Inc | 188 | ||||||
1,100 | * Nuevo Energy Co | 27 | ||||||
26,796 | Occidental Petroleum Corp | 1,132 | ||||||
1,600 | * Oceaneering International, Inc | 45 | ||||||
5,591 | * Parker Drilling Co | 14 | ||||||
2,187 | Patina Oil & Gas Corp | 107 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
OIL AND GAS EXTRACTION—(Continued) | ||||||||
5,374 | * Patterson-UTI Energy, Inc | $ | 177 | |||||
574 | Penn Virginia Corp | 32 | ||||||
361 | * Petrocorp, Inc | 5 | ||||||
1,100 | * Petroleum Development Corp | 26 | ||||||
7,782 | * Pioneer Natural Resources Co | 248 | ||||||
2,547 | * Plains Exploration & Production Co | 39 | ||||||
3,908 | Pogo Producing Co | 189 | ||||||
7,574 | e* Pride International, Inc | 141 | ||||||
650 | * Prima Energy Corp | 23 | ||||||
650 | * Quicksilver Resources, Inc | 21 | ||||||
3,492 | Range Resources Corp | 33 | ||||||
1,410 | * Remington Oil & Gas Corp | 28 | ||||||
6,462 | * Rowan Cos, Inc | 150 | ||||||
700 | RPC, Inc | 8 | ||||||
1,146 | * Seacor Smit, Inc | 48 | ||||||
2,600 | * Southwestern Energy Co | 62 | ||||||
1,665 | * Spinnaker Exploration Co | 54 | ||||||
1,900 | St. Mary Land & Exploration Co | 54 | ||||||
1,545 | * Stone Energy Corp | 66 | ||||||
3,300 | * Superior Energy Services, Inc | 31 | ||||||
1,700 | * Swift Energy Co | 29 | ||||||
1,410 | * Tetra Technologies, Inc | 34 | ||||||
3,563 | Tidewater, Inc | 106 | ||||||
2,300 | * Tom Brown, Inc | 74 | ||||||
1,143 | * Transmontaigne, Inc | 7 | ||||||
2,600 | * Unit Corp | 61 | ||||||
17,675 | Unocal Corp | 651 | ||||||
5,420 | * Varco International, Inc | 112 | ||||||
2,260 | * Veritas DGC, Inc | 24 | ||||||
3,500 | Vintage Petroleum, Inc | 42 | ||||||
2,091 | * Westport Resources Corp | 62 | ||||||
1,475 | * W-H Energy Services, Inc | 24 | ||||||
10,914 | XTO Energy, Inc | 309 | ||||||
TOTAL OIL AND GAS EXTRACTION | 11,398 | |||||||
PAPER AND ALLIED PRODUCTS—0.70% | ||||||||
3,400 | Bemis Co | 170 | ||||||
5,350 | Boise Cascade Corp | 176 | ||||||
3,583 | Bowater, Inc | 166 | ||||||
1,676 | * Buckeye Technologies, Inc | 17 | ||||||
1,600 | * Caraustar Industries, Inc | 22 | ||||||
1,008 | Chesapeake Corp | 27 | ||||||
770 | Glatfelter | 10 | ||||||
900 | Greif, Inc (Class A) | 32 | ||||||
33,495 | International Paper Co | 1,444 | ||||||
35,937 | Kimberly-Clark Corp | 2,124 | ||||||
3,700 | * Longview Fibre Co | 46 | ||||||
13,555 | MeadWestvaco Corp | 403 | ||||||
3,866 | Packaging Corp Of America | 85 | ||||||
10,687 | * Pactiv Corp | 255 | ||||||
1,900 | * Playtex Products, Inc | 15 | ||||||
1,124 | Pope & Talbot, Inc | 20 | ||||||
1,966 | Potlatch Corp | 68 | ||||||
810 | Rock-Tenn Co (Class A) | 14 | ||||||
1,040 | Schweitzer-Mauduit International, Inc | 31 | ||||||
15,815 | * Smurfit-Stone Container Corp | 294 | ||||||
6,175 | Sonoco Products Co | 152 | ||||||
3,005 | Temple-Inland, Inc | 188 | ||||||
2,670 | Wausau-Mosinee Paper Corp | 36 | ||||||
TOTAL PAPER AND ALLIED PRODUCTS | 5,795 | |||||||
PERSONAL SERVICES—0.20% | ||||||||
2,872 | * Alderwoods Group, Inc | 27 | ||||||
620 | Angelica Corp | 14 | ||||||
8,436 | Cintas Corp | 423 | ||||||
1,567 | e* Coinstar, Inc | 28 | ||||||
500 | CPI Corp | 10 | ||||||
1,405 | G & K Services, Inc (Class A) | 52 | ||||||
12,791 | H & R Block, Inc | 708 | ||||||
3,015 | Regis Corp | 119 | ||||||
22,000 | * Service Corp International | 119 | ||||||
587 | Unifirst Corp | 14 | ||||||
2,838 | * Weight Watchers International, Inc | 109 | ||||||
TOTAL PERSONAL SERVICES | 1,623 | |||||||
PETROLEUM AND COAL PRODUCTS—3.75% | ||||||||
4,764 | Amerada Hess Corp | 253 | ||||||
4,696 | Ashland, Inc | 207 | ||||||
75,558 | ChevronTexaco Corp | 6,527 | ||||||
47,864 | ConocoPhillips | 3,138 | ||||||
1,450 | ElkCorp | 39 | ||||||
471,519 | ExxonMobil Corp | 19,332 | ||||||
1,879 | Frontier Oil Corp | 32 | ||||||
1,781 | * Headwaters, Inc | 35 | ||||||
689 | Holly Corp | 19 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
PETROLEUM AND COAL PRODUCTS—(Continued) | ||||||||
3,500 | Lubrizol Corp | $ | 114 | |||||
9,764 | Lyondell Chemical Co | 165 | ||||||
4,882 | Murphy Oil Corp | 319 | ||||||
1,696 | * Premcor, Inc | 44 | ||||||
4,832 | Sunoco, Inc | 247 | ||||||
4,106 | * Tesoro Petroleum Corp | 60 | ||||||
8,657 | Valero Energy Corp | 401 | ||||||
1,100 | WD-40 Co | 39 | ||||||
TOTAL PETROLEUM AND COAL PRODUCTS | 30,971 | |||||||
PRIMARY METAL INDUSTRIES—0.53% | ||||||||
6,870 | * AK Steel Holding Corp | 35 | ||||||
59,559 | Alcoa, Inc | 2,263 | ||||||
5,801 | Allegheny Technologies, Inc | 77 | ||||||
10,299 | * Andrew Corp | 119 | ||||||
1,712 | Belden, Inc | 36 | ||||||
1,200 | * Brush Engineered Materials, Inc | 18 | ||||||
3,175 | * Cable Design Technologies Corp | 29 | ||||||
1,463 | Carpenter Technology Corp | 43 | ||||||
851 | * Century Aluminum Co | 16 | ||||||
3,800 | * CommScope, Inc | 62 | ||||||
978 | Curtiss-Wright Corp | 44 | ||||||
960 | * Encore Wire Corp | 17 | ||||||
7,713 | Engelhard Corp | 231 | ||||||
2,400 | * General Cable Corp | 20 | ||||||
558 | Gibraltar Steel Corp | 14 | ||||||
361 | e* Liquidmetal Technologies, Inc | 1 | ||||||
2,054 | * Lone Star Technologies, Inc | 33 | ||||||
1,977 | Matthews International Corp (Class A) | 58 | ||||||
2,707 | * Maverick Tube Corp | 52 | ||||||
1,924 | * Mueller Industries, Inc | 66 | ||||||
1,000 | NN, Inc | 13 | ||||||
1,100 | * NS Group, Inc | 11 | ||||||
5,309 | Nucor Corp | 297 | ||||||
4,370 | Precision Castparts Corp | 198 | ||||||
1,000 | Quanex Corp | 46 | ||||||
1,496 | * RTI International Metals, Inc | 25 | ||||||
1,661 | Ryerson Tull, Inc | 19 | ||||||
586 | Schnitzer Steel Industries, Inc (Class A) | 35 | ||||||
2,295 | * Steel Dynamics, Inc | 54 | ||||||
1,500 | Texas Industries, Inc | 56 | ||||||
1,864 | Tredegar Corp | 29 | ||||||
6,885 | United States Steel Corp | 241 | ||||||
4,742 | Worthington Industries, Inc | 85 | ||||||
TOTAL PRIMARY METAL INDUSTRIES | 4,343 | |||||||
PRINTING AND PUBLISHING—0.83% | ||||||||
4,531 | * American Greetings Corp (Class A) | 99 | ||||||
1,700 | Banta Corp | 69 | ||||||
5,892 | Belo Corp (Class A) | 167 | ||||||
2,400 | Bowne & Co, Inc | 33 | ||||||
734 | * Consolidated Graphics, Inc | 23 | ||||||
396 | Courier Corp | 15 | ||||||
300 | CSS Industries, Inc | 9 | ||||||
3,382 | Dow Jones & Co, Inc | 169 | ||||||
1,171 | Ennis Business Forms, Inc | 18 | ||||||
19,115 | Gannett Co, Inc | 1,704 | ||||||
2,000 | Harland (John H.) Co | 55 | ||||||
3,853 | Harte-Hanks, Inc | 84 | ||||||
3,730 | Hollinger International, Inc | 58 | ||||||
734 | * Information Holdings, Inc | 16 | ||||||
1,919 | * Journal Register Co | 40 | ||||||
5,619 | Knight Ridder, Inc | 435 | ||||||
3,200 | Lee Enterprises, Inc | 140 | ||||||
2,621 | * Mail-Well, Inc | 12 | ||||||
600 | * Martha Stewart Living Omnimedia, Inc (Class A) | 6 | ||||||
1,222 | McClatchy Co (Class A) | 84 | ||||||
13,349 | McGraw-Hill Cos, Inc | 933 | ||||||
1,227 | Media General, Inc (Class A) | 80 | ||||||
2,746 | Meredith Corp | 134 | ||||||
800 | New England Business Services, Inc | 24 | ||||||
10,201 | New York Times Co (Class A) | 488 | ||||||
945 | * Playboy Enterprises, Inc (Class B) | 15 | ||||||
9,402 | * Primedia, Inc | 27 | ||||||
639 | Pulitzer, Inc | 35 | ||||||
7,467 | R.R. Donnelley & Sons Co | 225 | ||||||
6,850 | Reader’s Digest Association, Inc (Class A) | 100 | ||||||
2,073 | * Scholastic Corp | 71 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
PRINTING AND PUBLISHING—(Continued) | ||||||||
2,302 | Scripps (E.W.) Co (Class A) | $ | 217 | |||||
1,179 | Standard Register Co | 20 | ||||||
576 | Thomas Nelson, Inc | 11 | ||||||
14,247 | Tribune Co | 735 | ||||||
3,432 | * Valassis Communications, Inc | 101 | ||||||
397 | Washington Post Co (Class B) | 314 | ||||||
3,300 | Wiley (John) & Sons, Inc (Class A) | 86 | ||||||
TOTAL PRINTING AND PUBLISHING | 6,852 | |||||||
RAILROAD TRANSPORTATION—0.42% | ||||||||
26,279 | Burlington Northern Santa Fe Corp | 850 | ||||||
14,970 | CSX Corp | 538 | ||||||
1,594 | Florida East Coast Industries | 53 | ||||||
835 | * Genesee & Wyoming, Inc (Class A) | 26 | ||||||
4,150 | * Kansas City Southern Industries, Inc | 59 | ||||||
27,643 | Norfolk Southern Corp | 654 | ||||||
18,043 | Union Pacific Corp | 1,254 | ||||||
TOTAL RAILROAD TRANSPORTATION | 3,434 | |||||||
REAL ESTATE—0.07% | ||||||||
310 | * Avatar Holdings, Inc | 11 | ||||||
6,147 | Catellus Development Corp | 148 | ||||||
378 | Consolidated-Tomoka Land Co | 12 | ||||||
400 | b* Crescent Operating, Inc | 0 | ||||||
2,193 | Forest City Enterprises, Inc (Class A) | 104 | ||||||
2,179 | * Jones Lang LaSalle, Inc | 45 | ||||||
1,600 | e LNR Property Corp | 79 | ||||||
2,455 | St. Joe Co | 92 | ||||||
7,000 | * Stewart Enterprises, Inc (Class A) | 40 | ||||||
367 | * Tarragon Realty Investors, Inc | 6 | ||||||
2,118 | * Trammell Crow Co | 28 | ||||||
TOTAL REAL ESTATE | 565 | |||||||
RUBBER AND MISCELLANEOUS PLASTICS PRODUCTS—0.22% | ||||||||
1,193 | * Applied Films Corp | 39 | ||||||
2,487 | Aptargroup, Inc | 97 | ||||||
700 | Bandag, Inc | 29 | ||||||
4,500 | Cooper Tire & Rubber Co | 96 | ||||||
9,852 | e* Goodyear Tire & Rubber Co | 77 | ||||||
1,946 | * Jarden Corp | 53 | ||||||
1,428 | Myers Industries, Inc | 17 | ||||||
11,774 | Nike, Inc (Class B) | 806 | ||||||
449 | Quixote Corp | 11 | ||||||
3,360 | Reebok International Ltd | 132 | ||||||
2,068 | Schulman (A.), Inc | 44 | ||||||
5,876 | * Sealed Air Corp | 318 | ||||||
1,100 | * Skechers U.S.A., Inc (Class A) | 9 | ||||||
1,060 | Spartech Corp | 26 | ||||||
502 | e* Trex Co, Inc | 19 | ||||||
3,650 | Tupperware Corp | 63 | ||||||
1,056 | * Vans, Inc | 12 | ||||||
TOTAL RUBBER AND MISCELLANEOUS PLASTICS PRODUCTS | 1,848 | |||||||
SECURITY AND COMMODITY BROKERS—2.05% | ||||||||
5,277 | A.G. Edwards, Inc | 191 | ||||||
1,500 | e* Affiliated Managers Group, Inc | 104 | ||||||
15,965 | * Ameritrade Holding Corp | 225 | ||||||
7,093 | Bear Stearns Cos, Inc | 567 | ||||||
1,430 | Blackrock, Inc | 76 | ||||||
74,369 | Charles Schwab Corp | 881 | ||||||
300 | Chicago Mercantile Exchange | 22 | ||||||
24,124 | * E*Trade Financial Corp | 305 | ||||||
4,854 | Eaton Vance Corp | 178 | ||||||
5,631 | Federated Investors, Inc (Class B) | 165 | ||||||
471 | First Albany Cos, Inc | 7 | ||||||
11,554 | Franklin Resources, Inc | 602 | ||||||
448 | Gabelli Asset Management, Inc (Class A) | 18 | ||||||
20,131 | Goldman Sachs Group, Inc | 1,988 | ||||||
5,490 | * Instinet Group, Inc | 28 | ||||||
3,414 | * Investment Technology Group, Inc | 55 | ||||||
4,737 | Investors Financial Services Corp | 182 | ||||||
16,547 | Janus Capital Group, Inc | 272 | ||||||
2,930 | Jefferies Group, Inc | 97 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
SECURITY AND COMMODITY BROKERS—(Continued) | ||||||||
6,166 | * Knight Trading Group, Inc | $ | 90 | |||||
3,465 | e* LaBranche & Co, Inc | 40 | ||||||
4,542 | Legg Mason, Inc | 351 | ||||||
19,038 | Lehman Brothers Holdings, Inc | 1,470 | ||||||
65,586 | Merrill Lynch & Co, Inc | 3,847 | ||||||
74,964 | Morgan Stanley | 4,338 | ||||||
1,526 | Nuveen Investments, Inc | 41 | ||||||
2,664 | Raymond James Financial, Inc | 100 | ||||||
5,241 | SEI Investments Co | 160 | ||||||
1,068 | * SoundView Technology Group, Inc | 17 | ||||||
1,151 | SWS Group, Inc | 20 | ||||||
7,482 | T Rowe Price Group, Inc | 355 | ||||||
98 | Value Line, Inc | 5 | ||||||
5,415 | Waddell & Reed Financial, Inc (Class A) | 127 | ||||||
TOTAL SECURITY AND COMMODITY BROKERS | 16,924 | |||||||
SOCIAL SERVICES—0.00% | ||||||||
785 | * Bright Horizons Family Solutions, Inc | 33 | ||||||
TOTAL SOCIAL SERVICES | 33 | |||||||
SPECIAL TRADE CONTRACTORS—0.03% | ||||||||
3,450 | * Dycom Industries, Inc | 93 | ||||||
1,050 | * EMCOR Group, Inc | 46 | ||||||
2,100 | * Integrated Electrical Services, Inc | 19 | ||||||
360 | e* John B. Sanfilippo & Son | 18 | ||||||
1,074 | * Matrix Service Co | 19 | ||||||
4,926 | * Quanta Services, Inc | 36 | ||||||
700 | Roto-Rooter, Inc | 32 | ||||||
TOTAL SPECIAL TRADE CONTRACTORS | 263 | |||||||
STONE, CLAY, AND GLASS PRODUCTS—0.18% | ||||||||
532 | Ameron International Corp | 18 | ||||||
2,068 | Apogee Enterprises, Inc | 23 | ||||||
1,500 | e* Cabot Microelectronics Corp | 74 | ||||||
662 | CARBO Ceramics, Inc | 34 | ||||||
400 | Centex Construction Products, Inc | 24 | ||||||
93,696 | * Corning, Inc | 977 | ||||||
1,417 | Florida Rock Industries, Inc | 78 | ||||||
2,242 | Lafarge North America, Inc | 91 | ||||||
1,000 | Libbey, Inc | 28 | ||||||
7,199 | * Owens-Illinois, Inc | 86 | ||||||
2,700 | b,e USG Corp | 45 | ||||||
TOTAL STONE, CLAY, AND GLASS PRODUCTS | 1,478 | |||||||
TEXTILE PRODUCTS—0.02% | ||||||||
1,703 | Albany International Corp (Class A) | 58 | ||||||
3,257 | * Interface, Inc (Class A) | 18 | ||||||
3,500 | * Mohawk Industries, Inc | 76 | ||||||
TOTAL TEXTILE PRODUCTS | 152 | |||||||
TOBACCO PRODUCTS—1.06% | ||||||||
143,001 | Altria Group, Inc | 7,782 | ||||||
2,690 | Loews Corp (Carolina Group) | 68 | ||||||
6,290 | R.J. Reynolds Tobacco Holdings, Inc | 366 | ||||||
1,760 | Universal Corp (Virginia) | 78 | ||||||
11,669 | UST, Inc | 416 | ||||||
1,567 | Vector Group Ltd | 26 | ||||||
TOTAL TOBACCO PRODUCTS | 8,736 | |||||||
TRANSPORTATION BY AIR—0.39% | ||||||||
5,300 | * Airtran Holdings, Inc | 63 | ||||||
1,734 | * Alaska Air Group, Inc | 47 | ||||||
2,003 | e* America West Holdings Corp (Class B) | 25 | ||||||
10,953 | e* AMR Corp | 142 | ||||||
2,900 | * Atlantic Coast Airlines Holdings, Inc | 29 | ||||||
4,581 | e* Continental Airlines, Inc (Class B) | 75 | ||||||
8,490 | * Delta Air Lines, Inc | 100 | ||||||
2,161 | * ExpressJet Holdings, Inc | 32 | ||||||
21,136 | FedEx Corp | 1,427 | ||||||
826 | * Forward Air Corp | 23 | ||||||
2,150 | * Frontier Airlines, Inc | 31 | ||||||
6,297 | e* JetBlue Airways Corp | 167 | ||||||
600 | * MAIR Holdings, Inc | 4 | ||||||
2,151 | * Mesa Air Group, Inc | 27 | ||||||
4,090 | e* Northwest Airlines Corp | 52 | ||||||
1,365 | * Offshore Logistics, Inc | 33 | ||||||
181 | * Petroleum Helicopters (Vote) | 4 | ||||||
3,616 | Skywest, Inc | 66 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
TRANSPORTATION BY AIR—(Continued) | ||||||||
53,247 | Southwest Airlines Co | $ | 859 | |||||
TOTAL TRANSPORTATION BY AIR | 3,206 | |||||||
TRANSPORTATION EQUIPMENT—2.55% | ||||||||
2,761 | * AAR Corp | 41 | ||||||
545 | * Aftermarket Technology Corp | 7 | ||||||
1,900 | * American Axle & Manufacturing Holdings, Inc | 77 | ||||||
1,100 | Arctic Cat, Inc | 27 | ||||||
4,699 | ArvinMeritor, Inc | 113 | ||||||
6,789 | Autoliv, Inc | 256 | ||||||
51,572 | Boeing Co | 2,173 | ||||||
6,082 | Brunswick Corp | 194 | ||||||
1,687 | Clarcor, Inc | 74 | ||||||
1,035 | Coachmen Industries, Inc | 19 | ||||||
440 | Curtiss-Wright Corp (Class B) | 20 | ||||||
10,224 | Dana Corp | 188 | ||||||
33,414 | Delphi Corp | 341 | ||||||
496 | * Ducommun, Inc | 11 | ||||||
1,000 | * Dura Automotive Systems, Inc | 13 | ||||||
754 | * Fairchild Corp (Class A) | 4 | ||||||
3,359 | Federal Signal Corp | 59 | ||||||
2,500 | e* Fleetwood Enterprises, Inc | 26 | ||||||
123,796 | Ford Motor Co | 1,981 | ||||||
2,274 | GenCorp, Inc | 24 | ||||||
12,416 | General Dynamics Corp | 1,122 | ||||||
32,768 | General Motors Corp | 1,750 | ||||||
5,539 | Gentex Corp | 245 | ||||||
12,200 | Genuine Parts Co | 405 | ||||||
8,131 | Goodrich Corp | 241 | ||||||
21,433 | Harley-Davidson, Inc | 1,019 | ||||||
785 | Heico Corp | 14 | ||||||
58,468 | Honeywell International, Inc | 1,955 | ||||||
50,703 | * Hughes Electronics Corp | 839 | ||||||
1,612 | Kaman Corp (Class A) | 21 | ||||||
26,153 | Lockheed Martin Corp | 1,344 | ||||||
474 | Marine Products Corp | 9 | ||||||
1,720 | * Monaco Coach Corp | 41 | ||||||
4,024 | * Navistar International Corp | 193 | ||||||
12,372 | Northrop Grumman Corp | 1,183 | ||||||
2,014 | Oshkosh Truck Corp | 103 | ||||||
7,939 | Paccar, Inc | 676 | ||||||
1,600 | Polaris Industries, Inc | 142 | ||||||
333 | * Sequa Corp (Class A) | 16 | ||||||
1,755 | e* Sports Resorts International, Inc | 9 | ||||||
500 | Standard Motor Products, Inc | 6 | ||||||
255 | * Strattec Security Corp | 16 | ||||||
1,631 | Superior Industries International, Inc | 71 | ||||||
2,183 | * Teledyne Technologies, Inc | 41 | ||||||
2,719 | * Tenneco Automotive, Inc | 18 | ||||||
8,002 | Textron, Inc | 457 | ||||||
1,100 | Thor Industries, Inc | 62 | ||||||
2,420 | Trinity Industries, Inc | 75 | ||||||
952 | * Triumph Group, Inc | 35 | ||||||
32,996 | United Technologies Corp | 3,127 | ||||||
9,045 | Visteon Corp | 94 | ||||||
1,600 | * Wabash National Corp | 47 | ||||||
2,466 | Wabtec Corp | 42 | ||||||
867 | e Winnebago Industries, Inc | 60 | ||||||
TOTAL TRANSPORTATION EQUIPMENT | 21,126 | |||||||
TRANSPORTATION SERVICES—0.11% | ||||||||
400 | Ambassadors Group, Inc | 9 | ||||||
371 | Ambassadors International, Inc | 5 | ||||||
4,924 | C.H. Robinson Worldwide, Inc | 187 | ||||||
2,500 | * EGL, Inc | 44 | ||||||
6,794 | Expeditors International Of Washington, Inc | 256 | ||||||
2,986 | GATX Corp | 84 | ||||||
872 | e* Navigant International, Inc | 12 | ||||||
1,700 | * Pacer International, Inc | 34 | ||||||
2,021 | * RailAmerica, Inc | 24 | ||||||
9,902 | Sabre Holdings Corp | 214 | ||||||
TOTAL TRANSPORTATION SERVICES | 869 | |||||||
TRUCKING AND WAREHOUSING—0.42% | ||||||||
1,500 | Arkansas Best Corp | 47 | ||||||
3,458 | CNF, Inc | 117 | ||||||
424 | * Covenant Transport, Inc (Class A) | 8 | ||||||
2,145 | Heartland Express, Inc | 52 | ||||||
4,000 | * Hunt (J.B.) Transport Services, Inc | 108 | ||||||
2,128 | * Landstar System, Inc | 81 | ||||||
582 | * Old Dominion Freight Line | 20 | ||||||
421 | * P.A.M. Transportation Services | 9 |
Table of Contents
VALUE | ||||||||
SHARES | (000) | |||||||
TRUCKING AND WAREHOUSING—(Continued) | ||||||||
900 | * SCS Transportation, Inc | $ | 16 | |||||
4,341 | * Swift Transportation Co, Inc | 91 | ||||||
400 | * U.S. Xpress Enterprises, Inc (Class A) | 5 | ||||||
36,202 | United Parcel Service, Inc (Class B) | 2,699 | ||||||
1,835 | USF Corp | 63 | ||||||
3,416 | Werner Enterprises, Inc | 67 | ||||||
2,573 | e* Yellow Roadway Corp | 93 | ||||||
TOTAL TRUCKING AND WAREHOUSING | 3,476 | |||||||
WATER TRANSPORTATION—0.03% | ||||||||
2,785 | Alexander & Baldwin, Inc | 94 | ||||||
844 | * Gulfmark Offshore, Inc | 12 | ||||||
1,369 | * Kirby Corp | 48 | ||||||
400 | Maritrans, Inc | 7 | ||||||
1,962 | Overseas Shipholding Group, Inc | 67 | ||||||
600 | * Seabulk International, Inc | 5 | ||||||
TOTAL WATER TRANSPORTATION | 233 | |||||||
WHOLESALE TRADE-DURABLE GOODS—1.70% | ||||||||
384 | * 1-800 Contacts, Inc | 8 | ||||||
1,100 | Action Performance Cos, Inc | 22 | ||||||
2,158 | Agilysys, Inc | 24 | ||||||
839 | * Alliance Imaging, Inc | 3 | ||||||
2,198 | * Anixter International, Inc | 57 | ||||||
6,925 | * Apogent Technologies, Inc | 160 | ||||||
1,381 | Applied Industrial Technologies, Inc | 33 | ||||||
6,892 | * Arrow Electronics, Inc | 159 | ||||||
1,206 | * Audiovox Corp (Class A) | 15 | ||||||
2,154 | * Aviall, Inc | 33 | ||||||
8,446 | * Avnet, Inc | 183 | ||||||
751 | Barnes Group, Inc | 24 | ||||||
1,800 | BorgWarner, Inc | 153 | ||||||
1,291 | * Boyds Collection Ltd | 5 | ||||||
2,100 | Carlisle Cos, Inc | 128 | ||||||
4,002 | CDW Corp | 231 | ||||||
1,736 | Commercial Metals Co | 53 | ||||||
1,641 | * Compucom Systems, Inc | 9 | ||||||
794 | * Department 56, Inc | 10 | ||||||
1,100 | * Global Imaging Systems, Inc | 35 | ||||||
1,800 | Handleman Co | 37 | ||||||
1,700 | Hughes Supply, Inc | 84 | ||||||
9,909 | IKON Office Solutions, Inc | 118 | ||||||
1,091 | * Imagistics International, Inc | 41 | ||||||
7,482 | * Ingram Micro, Inc (Class A) | 119 | ||||||
2,951 | * Insight Enterprises, Inc | 55 | ||||||
715 | * Insurance Auto Auctions, Inc | 9 | ||||||
209,600 | Johnson & Johnson | 10,828 | ||||||
739 | * Keystone Automotive Industries, Inc | 19 | ||||||
1,689 | * Knight Transportation, Inc | 43 | ||||||
300 | Lawson Products, Inc | 10 | ||||||
3,352 | Martin Marietta Materials, Inc | 157 | ||||||
2,300 | Owens & Minor, Inc | 50 | ||||||
4,475 | * Patterson Dental Co | 287 | ||||||
3,435 | Pep Boys-Manny Moe & Jack | 79 | ||||||
700 | Pomeroy IT Solutions, Inc | 10 | ||||||
4,800 | * PSS World Medical, Inc | 58 | ||||||
1,717 | Reliance Steel & Aluminum Co | 57 | ||||||
9,000 | * Safeguard Scientifics, Inc | 36 | ||||||
698 | * Scansource, Inc | 32 | ||||||
2,057 | * SCP Pool Corp | 67 | ||||||
1,219 | * TBC Corp | 31 | ||||||
3,756 | * Tech Data Corp | 149 | ||||||
5,318 | W.W. Grainger, Inc | 252 | ||||||
1,229 | Watsco, Inc | 28 | ||||||
1,000 | * WESCO International, Inc | 9 | ||||||
2,884 | * Zoran Corp | 50 | ||||||
TOTAL WHOLESALE TRADE-DURABLE GOODS | 14,060 | |||||||
WHOLESALE TRADE-NONDURABLE GOODS—0.81% | ||||||||
3,000 | Acuity Brands, Inc | 77 | ||||||
833 | Advanced Marketing Services, Inc | 9 | ||||||
3,953 | Airgas, Inc | 85 | ||||||
1,800 | * Allscripts Healthcare Solutions, Inc | 10 | ||||||
7,751 | AmerisourceBergen Corp | 435 | ||||||
2,583 | Brown-Forman Corp (Class B) | 241 | ||||||
31,465 | Cardinal Health, Inc | 2,104 | ||||||
468 | * Central European Distribution Corp | 15 |
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VALUE | |||||||||
SHARES | (000) | ||||||||
WHOLESALE TRADE-NONDURABLE GOODS—(Continued) | |||||||||
2,584 | * Chiquita Brands International, Inc | $ | 58 | ||||||
924 | D&K Healthcare Resources, Inc | 13 | |||||||
3,045 | DIMON, Inc | 21 | |||||||
2,199 | * Endo Pharmaceuticals Holdings, Inc | 42 | |||||||
493 | Getty Realty Corp | 13 | |||||||
226 | * Green Mountain Coffee, Inc | 5 | |||||||
1,696 | * Hain Celestial Group, Inc | 39 | |||||||
3,050 | * Henry Schein, Inc | 206 | |||||||
500 | Kenneth Cole Productions, Inc (Class A) | 15 | |||||||
19,200 | McKesson Corp | 617 | |||||||
2,069 | * Men’s Wearhouse, Inc | 52 | |||||||
785 | Nash Finch Co | 18 | |||||||
3,183 | Nu Skin Enterprises, Inc (Class A) | 54 | |||||||
2,973 | * Performance Food Group Co | 108 | |||||||
4,300 | Perrigo Co | 68 | |||||||
193 | * Perry Ellis International, Inc | 5 | |||||||
1,700 | * Plains Resources, Inc | 27 | |||||||
84 | f* Priority Healthcare Corp (Class A) | 2 | |||||||
2,341 | * Priority Healthcare Corp (Class B) | 56 | |||||||
1,702 | Russell Corp | 30 | |||||||
1,104 | e* School Specialty, Inc | 38 | |||||||
900 | * Smart & Final, Inc | 9 | |||||||
803 | Standard Commercial Corp | 16 | |||||||
2,696 | Stride Rite Corp | 31 | |||||||
9,074 | Supervalu, Inc | 259 | |||||||
45,820 | Sysco Corp | 1,706 | |||||||
1,960 | * Tractor Supply Co | 76 | |||||||
1,291 | * United Natural Foods, Inc | 46 | |||||||
2,061 | * United Stationers, Inc | 84 | |||||||
1,821 | Valhi, Inc | 27 | |||||||
TOTAL WHOLESALE TRADE-NONDURABLE GOODS | 6,717 | ||||||||
TOTAL COMMON STOCK (Cost $704,749) | 825,731 | ||||||||
SHORT TERM INVESTMENTS—1.37% | |||||||||
U.S. GOVERNMENT AND AGENCIES DISCOUNT NOTES—1.37% | |||||||||
Federal Home Loan Bank (FHLB) | |||||||||
$ | 1,800,000 | 1.0250%, 01/09/04 | $ | 1,800 | |||||
Federal Home Loan Mortgage Corp (FHLMC) | |||||||||
1,450,000 | 1.040%, 03/18/04 | 1,447 | |||||||
1,980,000 | 1.070%, 03/01/04 | 1,977 | |||||||
Federal National Mortgage Association (FNMA) | |||||||||
6,100,000 | 1.000%, 01/28/04 | 6,095 | |||||||
TOTAL U.S. GOVERNMENT AND AGENCIES DISCOUNT NOTES | 11,319 | ||||||||
TOTAL SHORT TERM INVESTMENTS (Cost $11,314) | 11,319 | ||||||||
TOTAL PORTFOLIO—101.26% (Cost $716,133) | 837,141 | ||||||||
OTHER ASSETS & LIABILITIES, NET—(1.26%) | (10,394 | ) | |||||||
NET ASSETS—100.00% | $ | 826,747 | |||||||
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* | Non-income producing |
b | In bankruptcy |
e | All or a portion of these securities are out on loan. |
f | Restricted securities— Investment in securities not registered under the Securities Act of 1933 or not publicly traded in foreign markets. At December 31, 2003, the value of these securities amounted to $37,568 or 0.005% of net assets. |
Additional information on each restricted security is as follows:
SECURITY | ACQUISITION DATE | ACQUISITION COST | ||||||
National Health Investors, Inc. | 01/01/01 | $ | 10,000 | |||||
Priority Healthcare Corp (Class A) | 01/04/99 | 1,148 | ||||||
Wiltel Communication Group Inc | 12/04/03 | 0 | ||||||
$ | 11,148 | |||||||
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To the Contractowners of TIAA Separate Account VA-1:
The accompanying financial statements of the Stock Index Account of TIAA Separate Account VA-1 (“VA-1”) are the responsibility of management. They have been prepared in accordance with accounting principles generally accepted in the United States and have been presented fairly and objectively in accordance with such principles.
Teachers Insurance and Annuity Association of America (“TIAA”) has established and maintains a strong system of internal controls and disclosure controls designed to provide reasonable assurance that assets are properly safeguarded and transactions are properly executed in accordance with management’s authorization, and to carry out the ongoing responsibilities of management for reliable financial statements. In addition, TIAA’s internal audit personnel provide a continuing review of the internal controls and operations of VA-1, and the chief audit executive regularly reports to the Audit Committee of VA-1’s Management Committee.
The accompanying financial statements have been audited by the independent auditing firm of Ernst & Young LLP. To maintain auditor independence and avoid even the appearance of conflict of interest, it continues to be VA-1’s policy that any management advisory or consulting services be obtained from a firm other than the external financial audit firm. The independent auditors’ report, which follows the notes to financial statements, expresses an independent opinion on the fairness of presentation of these financial statements.
The Audit Committee of VA-1’s Management Committee, consisting entirely of members who are not officers of VA-1, meets regularly with management, representatives of Ernst & Young LLP and internal audit personnel to review matters relating to financial reporting, internal controls and auditing. In addition to the annual audit of the financial statements of VA-1 by the independent auditing firm, the New York State Insurance Department, other state insurance departments and the Securities and Exchange Commission perform periodic examinations of VA-1’s operations.
/s/ Bertram L. Scott President | /s/ Elizabeth A. Monrad Executive Vice President and Chief Financial Officer |
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To the Contractowners of TIAA Separate Account VA-1:
The Audit Committee oversees the financial reporting process of the Stock Index Account of TIAA Separate Account VA-1 (“VA-1”) on behalf of VA-1’s Management Committee. The Audit Committee operates in accordance with a formal written charter (copies are available upon request) which describes the Audit Committee’s responsibilities. All members of the Audit Committee (“Committee”) are independent, as defined under the listing standards of the New York Stock Exchange.
Management has the primary responsibility for VA-1’s financial statements, development and maintenance of a strong system of internal controls and disclosure controls, and compliance with applicable laws and regulations. In fulfilling its oversight responsibilities, the Committee reviewed and approved the audit plans of the internal auditing group and the independent auditing firm in connection with their respective audits of VA-1. The Committee also meets regularly with the internal and independent auditors, both with and without management present, to discuss the results of their examinations, their evaluation of internal controls, and the overall quality of financial reporting.
The Committee reviewed and discussed the accompanying audited financial statements with management, including a discussion of the quality and appropriateness of the accounting principles and financial reporting practices followed, the reasonableness of significant judgments, and the clarity and completeness of disclosures in the financial statements. The Committee has also discussed the audited financial statements with Ernst & Young LLP, the independent auditing firm responsible for expressing an opinion on the conformity of these audited financial statements with accounting principles generally accepted in the United States.
The discussion with Ernst & Young LLP focused on their judgments concerning the quality and appropriateness of the accounting principles and financial reporting practices followed by VA-1, the clarity and completeness of the financial statements and related disclosures, and other significant matters, such as any significant changes in accounting policies, internal controls, management judgments and estimates, and the nature of any uncertainties or unusual transactions. In addition, the Committee discussed with Ernst & Young LLP the auditors’ independence from management and VA-1 and has received a written disclosure regarding such independence.
Based on the review and discussions referred to above, the Committee has approved the release of the accompanying audited financial statements for publication and filing with appropriate regulatory authorities.
Maceo K. Sloan, Audit Committee Chair
February 18, 2004
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Stock Index Account
December 31, 2003
ASSETS | |||||
Investments, at cost | $ | 716,133 | |||
Net unrealized appreciation of investments | 121,008 | ||||
Investments, at value (including securities loaned of $9,852) | 837,141 | ||||
Cash | 986 | ||||
Dividends and interest receivable | 984 | ||||
Receivable from securities transactions | 81 | ||||
Total assets | 839,192 | ||||
LIABILITIES | |||||
Deposits for securities loaned— Note 3 | 10,485 | ||||
Payable for securities transactions | 1,895 | ||||
Amounts due to TIAA and related entities | 65 | ||||
Total liabilities | 12,445 | ||||
NET ASSETS | |||||
Accumulation Fund | $ | 826,747 | |||
Accumulation units outstanding—Notes 4 and 5 | 12,176 | ||||
Net asset value per accumulation unit—Note 4 | $ | 67.90 | |||
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Stock Index Account
Year Ended December 31, 2003
INVESTMENT INCOME | |||||
Income: | |||||
Interest | $ | 99 | |||
Dividends | 12,204 | ||||
Total income | 12,303 | ||||
Expenses—Note 2: | |||||
Investment advisory charges | 2,059 | ||||
Administrative expenses | 1,373 | ||||
Mortality and expense risk charges | 1,811 | ||||
Total expenses before waiver | 5,243 | ||||
Investment advisory charges waived | (1,578 | ) | |||
Net expenses | 3,665 | ||||
Investment income— net | 8,638 | ||||
REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS—Note 3 | |||||
Net realized loss on investments | (5,659 | ) | |||
Net change in unrealized appreciation (depreciation) on investments | 183,380 | ||||
Net realized and unrealized gain on investments | 177,721 | ||||
Net increase in net assets resulting from operations | $ | 186,359 | |||
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Stock Index Account
Years Ended December 31, | |||||||||
(amounts in thousands) | 2003 | 2002 | |||||||
FROM OPERATIONS | |||||||||
Investment income—net | $ | 8,638 | $ | 9,142 | |||||
Net realized loss on investments | (5,659 | ) | (17,955 | ) | |||||
Net change in unrealized appreciation (depreciation) on investments | 183,380 | (173,393 | ) | ||||||
Net increase (decrease) in net assets resulting from operations | 186,359 | (182,206 | ) | ||||||
FROM CONTRACTOWNER TRANSACTIONS | |||||||||
Premiums | 33,152 | 39,404 | |||||||
Net contractowner transfers from (to) fixed account | 15,657 | (53,439 | ) | ||||||
Withdrawals and death benefits | (23,274 | ) | (22,005 | ) | |||||
Net increase (decrease) in net assets resulting from contractowner transactions | 25,535 | (36,040 | ) | ||||||
Net increase (decrease) in net assets | 211,894 | (218,246 | ) | ||||||
NET ASSETS | |||||||||
Beginning of year | 614,853 | 833,099 | |||||||
End of year | $ | 826,747 | $ | 614,853 | |||||
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Note 1—Significant Accounting Policies
TIAA Separate Account VA-1 (“VA-1”) is a segregated investment account of Teachers Insurance and Annuity Association of America (“TIAA”) and was organized on February 16, 1994 under the insurance laws of the State of New York for the purpose of issuing and funding variable annuity contracts. VA-1 is registered with the Securities and Exchange Commission as an open-end management investment company under the Investment Company Act of 1940. VA-1 consists of a single investment portfolio, the Stock Index Account (“Account”), which invests in a diversified portfolio of equity securities selected to track the overall United States stock market. The accompanying financial statements were prepared in accordance with accounting principles generally accepted in the United States, which may require the use of estimates made by management. Actual results may differ from those estimates. The following is a summary of the significant accounting policies consistently followed by the Account.
Valuation of Investments. Securities listed or traded on any United States national securities exchange are valued at the last sale price as of the close of the principal securities exchange on which such securities are traded or, if there is no sale, at the mean of the last bid and asked prices on such exchange. Securities traded only in the over-the-counter market and quoted in the NASDAQ National Market System are valued at the official closing price. All other over-the-counter securities are valued at the mean of the last bid and asked prices. Money market instruments are valued based on the most recent bid price or the equivalent quoted yield for such securities, or are derived from a pricing matrix that has various types of money market instruments along one axis and various maturities along the other. Portfolio securities for which market quotations are not readily available are valued at fair value as determined in good faith under the direction of and in accordance with the responsibilities of the Management Committee. Portfolio securities may also be valued at fair value as determined in good faith under the direction of the Management Committee if events that have a significant effect on their value occur between the time their price is determined and the time the Account’s net asset value is calculated.
Accounting for Investments. Securities transactions are accounted for as of the trade date. Interest income is recorded as earned and includes amortization of discounts and premiums. Dividend income is recorded on the ex-dividend date. Realized gains and losses on securities transactions are accounted for on the specific identification method.
Change in Accounting Policy. Effective January 1, 2003, the Account changed the method by which realized gains and losses on securities transactions are
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calculated from the average cost method to the specific identification method. This change was made in order to conform more closely with industry standards. For the Account, the effect of this change for the year ended December 31, 2003 was to increase net realized loss by $1,081 and increase net unrealized gain by $1,081. The change had no impact on investment income-net and had no net impact on the increase in net assets resulting from operations or on total net assets.
Securities Lending. The Account may lend portfolio securities to qualified institutions. Such loans are secured by collateral at least equal to 102% of the market value of the securities loaned. The Account continues to receive income on the securities loaned and receives additional income from the lending transaction. Additionally, any change in the market value of the securities loaned is recognized by the Account. Although each transaction is collateralized, the Account would bear the risk of delay in recovery of, or loss of rights in, the securities loaned should a borrower fail to return the securities in a timely manner.
Federal Income Taxes. Based on provisions of the Internal Revenue Code, no federal income taxes are attributable to the net investment experience of the Account.
Note 2—Management Agreements
Teachers Advisors, Inc. (“Advisors”), a wholly-owned subsidiary of TIAA and a registered investment adviser, provides investment advisory services for VA-1 pursuant to an Investment Management Agreement between TIAA, Advisors and VA-1. TIAA provides all administrative services for VA-1 pursuant to an Administrative Services Agreement with VA-1. The contracts are distributed primarily by Teachers Personal Investors Services, Inc. (“TPIS”), also a wholly-owned subsidiary of TIAA, which is a registered broker-dealer and a member of the National Association of Securities Dealers, Inc. The Investment Management Agreement sets the investment advisory charge at an annual rate of 0.30% of the net assets of the Account. Advisors has agreed to waive a portion of such fee, so that the daily deduction is equivalent to an annual charge of 0.07% of the net assets of the Account. The Administrative Services Agreement sets the administrative expense charge at an annual rate of 0.20% of the net assets of the Account. TIAA also imposes a daily charge for bearing certain mortality and expense risks in connection with the contracts equivalent to an annual rate of 0.40% of the net assets of the Account (prior to July 1, 2003, this daily charge was 0.10%).
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Note 3—Investments
At December 31, 2003, the net unrealized appreciation on investments was $121,007,522, consisting of gross unrealized appreciation of $221,169,060 and gross unrealized depreciation of $100,161,538.
At December 31, 2003, the market value of securities loaned was $9,852,159 and cash collateral received was $10,485,386.
Purchases and sales of securities, other than short-term money market instruments, for the year ended December 31, 2003, were $68,333,217 and $28,285,529, respectively.
Note 4—Condensed Financial Information
Selected condensed financial information for an Accumulation Unit of the Account is presented on the next page.
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Years Ended December 31, | 2003 | 2002 | 2001 | 2000 | 1999 | ||||||||||||||||
Per Accumulation Unit data: | |||||||||||||||||||||
Investment income | $ | 1.041 | $ | .965 | $ | .916 | $ | .966 | $ | .961 | |||||||||||
Expenses | .310 | .218 | .253 | .301 | .270 | ||||||||||||||||
Investment income—net | .731 | .747 | .663 | .665 | .691 | ||||||||||||||||
Net realized and unrealized gain (loss) on investments | 15.066 | (15.200 | ) | (9.499 | ) | (7.024 | ) | 13.051 | |||||||||||||
Net increase (decrease) in Accumulation Unit Value | 15.797 | (14.453 | ) | (8.836 | ) | (6.359 | ) | 13.742 | |||||||||||||
Accumulation Unit Value: | |||||||||||||||||||||
Beginning of year | 52.103 | 66.556 | 75.392 | 81.751 | 68.009 | ||||||||||||||||
End of year | $ | 67.900 | $ | 52.103 | $ | 66.556 | $ | 75.392 | $ | 81.751 | |||||||||||
Total return | 30.32% | (21.72% | ) | (11.72% | ) | (7.78% | ) | 20.21% | |||||||||||||
Ratio to Average Net Assets: | |||||||||||||||||||||
Expenses(1) | 0.53% | 0.37% | 0.37% | 0.37% | 0.37% | ||||||||||||||||
Investment income—net | 1.26% | 1.27% | 0.97% | 0.82% | 0.95% | ||||||||||||||||
Portfolio turnover rate | 4.14% | 5.33% | 9.86% | 20.68% | 37.93% | ||||||||||||||||
Thousands of Accumulation Units outstanding at end of year | 12,176 | 11,801 | 12,517 | 13,147 | 12,630 | ||||||||||||||||
(1) | Advisors has agreed to waive a portion of its investment advisory fee. Without this waiver, the Account’s expense ratio for the periods listed would have been higher (see Note 2). |
Note 5—Accumulation Units
Changes in the number of Accumulation Units outstanding were as follows:
Years Ended December 31, | 2003 | 2002 | |||||||
Accumulation Units: | |||||||||
Credited for premiums | 559,438 | 664,769 | |||||||
Cancelled for transfers and disbursements | (184,337 | ) | (1,381,252 | ) | |||||
Outstanding: | |||||||||
Beginning of year | 11,800,774 | 12,517,257 | |||||||
End of year | 12,175,875 | 11,800,774 | |||||||
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Note 6—Line of Credit
The Account participates in a $2.25 billion unsecured revolving credit facility to be used for temporary purposes, including the funding of contractowner withdrawals. Certain affiliated accounts and mutual funds, each of which is managed by Advisors, or an affiliate of Advisors, also participate in this facility. An annual commitment fee for the credit facility is borne by the participating accounts and mutual funds. Interest associated with any borrowing under the facility is charged to the borrowing accounts and mutual funds at rates which are based on the Federal Funds Rate in effect during the time of the borrowing. During the year ended December 31, 2003, the Account did not borrow under this facility.
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To the Contractowners and Management Committee of
We have audited the accompanying statement of assets and liabilities, including the statement of investments, of the Stock Index Account of TIAA Separate Account VA-1 (“VA-1”) as of December 31, 2003, and the related statement of operations for the year then ended, and the statements of changes in net assets for each of the two years in the period then ended. These financial statements are the responsibility of VA-1’s management. Our responsibility is to express an opinion on these financial statements based on our audits.
We conducted our audits in accordance with auditing standards generally accepted in the United States. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements. Our procedures included confirmation of securities owned as of December 31, 2003 by correspondence with the custodian and brokers. An audit also includes assessing the accounting principles used and significant estimates made by management, as well as evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
In our opinion, the financial statements referred to above present fairly, in all material respects, the financial position of the Stock Index Account of VA-1 at December 31, 2003, the results of its operations for the year then ended, and the changes in its net assets for each of the two years in the period then ended, in conformity with accounting principles generally accepted in the United States.
/s/ Ernst & Young LLP
New York, New York
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2003 TIAA Separate Account VA-1 Special Meeting
On December 15, 2003, at a special meeting of contractowners, the following persons were elected to serve on the Management Committee:
Nominee | Dollars for | Percent | Dollars Withheld | Percent | ||||||||||||
Willard T. Carleton | $ | 259,045,619 | 96.42 | % | $9,614,679 | 3.58 | % | |||||||||
Bridget A. Macaskill | 257,708,682 | 95.92 | 10,951,616 | 4.08 | ||||||||||||
Martin J. Gruber, Nancy L. Jacob, Bevis Longstreth, Stephen A. Ross, Maceo K. Sloan, and Robert W. Vishny continued in office.
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Current TIAA Separate Account VA-1 Management Committee Members and Executive Officers
Disinterested Members
Position(s) Held | Term of Office and | |||||||||||
Name and Address | Age | with Account | Length of Time Served | |||||||||
WILLARD T. CARLETON 4915 Camino Antonio Tucson, AZ 85718-6005 | 69 | Member | Indefinite term. Member since 2001. | |||||||||
MARTIN J. GRUBER New York University Stern School of Business Henry Kaufman Management Education Center 44 West 4th Street, Suite 988 New York, NY 10012 | 66 | Chairman of the Management Committee | Indefinite term. Member since 2001. | |||||||||
NANCY L. JACOB Windermere Investment Associates 121 S.W. Morrison Street Suite 925 Portland, OR 97204 | 61 | Member | Indefinite term. Member since 2001. | |||||||||
BEVIS LONGSTRETH Debevoise & Plimpton 919 Third Avenue New York, NY 10022-6225 | 70 | Member | Indefinite term. Member since 2001. | |||||||||
BRIDGET A. MACASKILL 160 East 81st Street New York, NY 10028 | 55 | Member | Indefinite term. Member since 2003. |
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Number of | ||||
Portfolios in | ||||
Fund Complex | ||||
Principal Occupation(s) | Overseen by | Other Directorships | ||
During Past 5 Years | Member | Held by Member | ||
Donald R. Diamond Professor of Finance Emeritus, University of Arizona, College of Business and Public Administration. Formerly, Donald R. Diamond Professor of Finance, University of Arizona, 1999- 2001, and Karl L. Eller Professor of Finance, University of Arizona, 1984-1999. Trustee of TIAA, 1984-2003. | 53 | None | ||
Nomura Professor of Finance, New York University, Stern School of Business. Formerly, Chairman, Department of Finance, New York University, Stern School of Business, and Trustee of TIAA, 1996-2000. | 53 | Director, Scudder Investments (New York) Funds, Japan Equity Fund, Inc., Singapore Fund, Inc., and the Thai Capital Fund, Inc. | ||
President and Managing Principal, Windermere Investment Associates. Formerly, Chairman and Chief Executive Officer, CTC Consulting, Inc., and Executive Vice President, U.S. Trust of the Pacific Northwest. | 53 | None | ||
Retired Partner, Debevoise & Plimpton. Formerly, Partner and Of Counsel of Debevoise & Plimpton, Adjunct Professor at Columbia University School of Law and Commissioner of the U.S. Securities and Exchange Commission. | 53 | Member of the Board of Directors of AMVESCAP, PLC and Chairman of the Finance Committee of the Rockefeller Family Fund. | ||
Formerly, Chairman, Oppenheimer Funds, Inc., 2000-2001. Chief Executive Officer, 1995-2001; President, 1991-2000; and Chief Operating Officer, 1989-1995 of that firm. | 53 | Director, J Sainsbury plc and Prudential plc. International Advisory Board, British-American Business Council. |
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Position(s) Held | Term of Office and | |||||||||||
Name and Address | Age | with Account | Length of Time Served | |||||||||
STEPHEN A. ROSS Sloan School of Management Massachusetts Institute of Technology 77 Massachusetts Avenue Cambridge, MA 02139 | 59 | Member | Indefinite term. Member since 2001. | |||||||||
MACEO K. SLOAN NCM Capital Management Group, Inc. 103 West Main Street, Suite 400 Durham, NC 27701-3638 | 54 | Member | Indefinite term. Member since 2001. | |||||||||
ROBERT W. VISHNY University of Chicago Graduate School of Business 1101 East 58th Street Chicago, IL 60637 | 44 | Member | Indefinite term. Member since 2001. |
A disinterested member is one who is independent, generally with no relationship to TIAA-CREF, the funds, or the accounts they oversee, apart from personal investments they have made as private individuals. |
Position(s) Held | Term of Office and | |||||||||||
Name and Address | Age | with Account | Length of Time Served | |||||||||
HERBERT M. ALLISON, JR. TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 60 | President and Chief Executive Officer | Indefinite term. President and Chief Executive Officer since 2002. | |||||||||
GARY CHINERY TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 55 | Vice President and Treasurer | Indefinite term. Vice President and Treasurer since 2004. |
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Number of | ||||
Portfolios in | ||||
Fund Complex | ||||
Principal Occupation(s) | Overseen by | Other Directorships | ||
During Past 5 Years | Member | Held by Member | ||
Franco Modigliani Professor of Finance and Economics, Sloan School of Management, Massachusetts Institute of Technology, Co-Chairman, Roll & Ross Asset Management Corp. Formerly, Sterling Professor of Economics and Finance, Yale School of Management, Yale University. | 53 | Director, Freddie Mac; Co-Chairman, Roll & Ross Asset Management Corp.; and Principal, IV Capital, Ltd. | ||
Chairman, President and Chief Executive Officer, Sloan Financial Group, Inc., and Chairman and Chief Executive Officer, NCM Capital Management Group, Inc., since 1991. | 53 | Director, SCANA Corporation and M&F Bancorp, Inc. | ||
Eric J. Gleacher Distinguished Service Professor of Finance, University of Chicago, Graduate School of Business. Founding Partner, LSV Asset Management. | 53 | None |
Number of | ||||
Portfolios in | ||||
Fund Complex | ||||
Principal Occupation(s) | Overseen by | Other Directorships | ||
During Past 5 Years | Officer | Held by Officer | ||
Chairman, President and Chief Executive Officer of TIAA. President and Chief Executive Officer of CREF, TIAA-CREF Mutual Funds, TIAA-CREF Institutional Mutual Funds, TIAA-CREF Life Funds and TIAA Separate Account VA-1 (these funds are collectively referred to as the “TIAA-CREF Funds”). Formerly, President and Chief Executive Officer of Alliance for LifeLong Learning, Inc., 2000-2002. President, Chief Operating Officer and Member of the Board of Directors of Merrill Lynch & Co., Inc., 1997-1999. | N/A | Member of the Board of Directors of the New York Stock Exchange | ||
Vice President of TIAA and Treasurer of TIAA and the TIAA-CREF Funds. | N/A | N/A |
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Position(s) Held | Term of Office and | |||||||||||
Name and Address | Age | with Account | Length of Time Served | |||||||||
SCOTT C. EVANS TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 44 | Executive Vice President | Indefinite term. Executive Vice President since 1998. | |||||||||
I. STEVEN GOLDSTEIN TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 51 | Executive Vice President | Indefinite term. Executive Vice President since 2003. | |||||||||
E. LAVERNE JONES TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 54 | Vice President and Corporate Secretary | Indefinite term. Vice President and Corporate Secretary since 2001. | |||||||||
SUSAN S. KOZIK TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 46 | Executive Vice President | Indefinite term. Executive Vice President since 2003. | |||||||||
GEORGE W. MADISON TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 50 | Executive Vice President | Indefinite term. Executive Vice President since 2003. | |||||||||
ERWIN W. MARTENS TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 47 | Executive Vice President | Indefinite term. Executive Vice President since 2003. |
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Number of | ||||
Portfolios in | ||||
Fund Complex | ||||
Principal Occupation(s) | Overseen by | Other Directorships | ||
During Past 5 Years | Officer | Held by Officer | ||
Executive Vice President of TIAA and the TIAA-CREF Funds. Executive Vice President of TIAA-CREF Investment Management, LLC (“Investment Management”) and Teachers Advisors, Inc. (“Advisors”) and Director of TIAA-CREF Life Insurance Company (“TIAA-CREF Life”). | N/A | N/A | ||
Executive Vice President, Public Affairs, of TIAA and the TIAA-CREF Funds. Formerly, Advisor for McKinsey & Company, 2003; Vice President, Corporate Communications for Dow Jones & Co. and The Wall Street Journal, 2001-2002; and Senior Vice President and Chief Communications Officer for Insurance Information Institute, 1993-2001. | N/A | N/A | ||
Vice President and Corporate Secretary of TIAA and the TIAA-CREF Funds. | N/A | N/A | ||
Executive Vice President and Chief Technology Officer of TIAA and the TIAA-CREF Funds. Formerly, Vice President of IT Operations and Services, Lucent Technologies, 2000-2003; and Senior Vice President and Chief Technology Officer, Penn Mutual Life Insurance Company, 1997-2000. | N/A | N/A | ||
Executive Vice President and General Counsel of TIAA and the TIAA-CREF Funds. Formerly, Executive Vice President, Corporate Secretary, and General Counsel of Comerica Incorporated. | N/A | N/A | ||
Executive Vice President, Risk Management, of TIAA and the TIAA-CREF Funds. Formerly, Managing Director and Chief Risk Officer, Putnam Investments, 1999-2003; and Head and Deputy Head of Global Market Risk Management, 1997-1999. | N/A | N/A |
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Position(s) Held | Term of Office and | |||||||||||
Name and Address | Age | with Account | Length of Time Served | |||||||||
ELIZABETH A. MONRAD TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 49 | Executive Vice President | Indefinite term. Executive Vice President since 2003. | |||||||||
FRANCES NOLAN TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 46 | Executive Vice President | Indefinite term. Executive Vice President since 2001. | |||||||||
DERMOT J. O’BRIEN TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 37 | Executive Vice President | Indefinite term. Executive Vice President since 2003. | |||||||||
BERTRAM L. SCOTT TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 52 | Executive Vice President | Indefinite term. Executive Vice President since 2001. | |||||||||
JOHN A. SOMERS TIAA-CREF 730 Third Avenue New York, NY 10017-3206 | 59 | Executive Vice President | Indefinite term. Executive Vice President since 1998. |
Martin L. Leibowitz will retire as an officer of the TIAA Separate Account VA-1 at the end of February, 2004, and is therefore not listed above. |
The aggregate member fees paid by TIAA Separate Account VA-1 for the year ended December 31, 2003 were $6,388.
The account’s Statement of Additional Information (SAI) includes additional information about the fund’s directors and is available, without charge, upon request, by calling toll free 877 518-9161.
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Number of | ||||
Portfolios in | ||||
Fund Complex | ||||
Principal Occupation(s) | Overseen by | Other Directorships | ||
During Past 5 Years | Officer | Held by Officer | ||
Executive Vice President and Chief Financial Officer of TIAA and the TIAA-CREF Funds. Formerly, Chief Financial Officer and Senior Vice President of General Re (2000-2003), Chief Financial Officer of its North American Reinsurance Operations (1997-2000) and Corporate Treasurer. | N/A | N/A | ||
Executive Vice President, Client Services, of TIAA and the TIAA-CREF Funds. Formerly, Executive Vice President, Retirement Services, CREF and TIAA, 2000-2003; Vice President, Eastern Division, 1994-2000. | N/A | N/A | ||
Executive Vice President, Human Resources, of TIAA and the TIAA-CREF Funds. Formerly, First Vice President and Head of Human Resources, International Private Client Division, Merrill Lynch & Co., 1999-Feb. 2003; and Vice President and Head of Human Resources—Japan Morgan Stanley, 1998-1999. | N/A | N/A | ||
Executive Vice President, Product Management, of TIAA and the TIAA-CREF Funds. Chairman of the Board, President and Chief Executive Officer of TIAA-CREF Life. Formerly, President and Chief Executive Officer, Horizon Mercy, 1996-2000. | N/A | N/A | ||
Executive Vice President of TIAA and the TIAA-CREF Funds. Executive Vice President of Investment Management and Advisors and Director of TIAA-CREF Life. | N/A | N/A |
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Information
TIAA-CREF Web Center
Account performance, personal account information and transactions, product descriptions, calculators to estimate retirement income and allocate assets, and information about investment choices and income options
TIAA-CREF.org
24 hours a day, 7 days a week
Telephone Counseling Center
Retirement saving and planning, income options and payments, and tax reporting
800 842-2776
8 a.m. to 10 p.m. ET, Monday–Friday
9 a.m. to 6 p.m. ET, Saturday
Planning and Service Center
TIAA-CREF Mutual Funds, after-tax annuities and life insurance
800 223-1200
8 a.m. to 10 p.m. ET, Monday–Friday
Automated Telephone Service
Account performance, personal account information and transactions, and product information
800 842-2252
24 hours a day, 7 days a week
For Hearing- or Speech-Impaired Participants
800 842-2755
8 a.m. to 5 p.m. ET, Monday–Friday
TIAA-CREF Trust Company, FSB
Asset management, trust administration, estate planning, planned giving, and endowment management
888 842-9001
8 a.m. to 5 p.m. CT, Monday–Friday
TIAA-CREF Tuition Financing, Inc.
Tuition financing programs
888 381-8283
8 a.m. to 11 p.m. ET, Monday–Friday
TIAA-CREF Individual & Institutional Services, LLC, and Teachers Personal Investors Services, Inc., distribute securities products. This report must be accompanied or preceded by a prospectus. For additional copies or for more complete information on securities products, please call 800 223-1200, or visit the TIAA-CREF Web Center at www.tiaa-cref.org. Teachers Insurance and Annuity Association (TIAA), New York, NY, and TIAA-CREF Life Insurance Co., New York, NY, issue insurance and annuities. TIAA-CREF Trust Company, FSB, provides trust services. Investment products are not FDIC insured, may lose value and are not bank guaranteed.
©2004 Teachers Insurance and Annuity Association—College Retirement Equities Fund (TIAA-CREF), New York, NY 10017
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730 Third Avenue New York NY 10017-3206 |
Make this your last paper annual report. sign up for electronic delivery at TIAA-CREF.org/profile | A10845 02/04 |
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Item 2. Code of Ethics.
The Management Committee of TIAA Separate Account VA-1 (the “Registrant”) had adopted a new code of ethics for senior financial officers, including its principal executive officer, principal financial officer, principal accounting officer, or controller, and persons performing similar functions, in conformity with rules promulgated under the Sarbanes-Oxley Act of 2002. The code of ethics is filed as an exhibit to this annual report.
During the reporting period, there were no implicit or explicit waivers granted by the Registrant from any provision of the code of ethics.
Item 3. Audit Committee Financial Expert.
On August 20, 2003, the Management Committee of the Registrant determined that Maceo K. Sloan was qualified and would serve as the audit committee financial expert on the Registrant’s audit committee. Mr. Sloan is an independent trustee – i.e., he is not an interested person of the Registrant as defined in the Investment Company Act of 1940, nor has he accepted directly or indirectly any consulting, advisory or other compensatory fee from the Registrant, other than in his capacity as member of the management committee.
Item 4. Principal Accountant Fees and Services.
Ernst & Young performs independent audits of the Registrant’s financial statements. To maintain auditor independence and avoid even the appearance of conflicts of interest, the Registrant, as a policy, does not engage Ernst & Young for management advisory or consulting services.
Audit Fees. Ernst & Young’s fees for professional services rendered for the audit of the Registrant’s annual financial statements for the fiscal years ended December 31, 2003 and December 31, 2002 were $46,364 and $42,315, respectively.
Tax Services and Other Fees
With respect to VA-1, Ernst & Young had no additional fees for years ended December 31, 2003 and 2002:
Preapproval Policy. In June of 2003, the Registrant’s audit committee (“Audit Committee”) adopted a Preapproval Policy for External Audit Firm Services (the “Policy”). The Policy describes the types of services that may be provided by the independent auditor to the Registrant without impairing the auditor’s independence. Under the Policy, the Audit Committee is required to preapprove services to be performed by the Registrant’s independent auditor in order to ensure that such services do not impair the auditor’s independence.
The Policy requires the Audit Committee to: (i) appoint the independent auditor to perform the financial statement audit for the Registrant and certain of its affiliates, including approving the terms of the engagement and (ii) preapprove the audit, audit-related and tax
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services to be provided by the independent auditor and the fees to be charged for provision of such services from year to year.
Auditor Fees for Related Entities. The aggregate non-audit fees billed by Ernst & Young for services rendered to the Registrant and its adviser or affiliates of the adviser performing on-going services to the Registrant, including TIAA (Service Providers) for the years ended December 31, 2003 and 2002 were $177,000 and $164,850, respectively.
Ernst & Young’s aggregate fees for professional services rendered in connection with the audit of financial statements for Teachers Insurance and Annuity Association of America (“TIAA”) and the College Retirement Equities Fund (“CREF”) and their affiliated entities were $3,684,508 for the year ended December 31, 2003 and $3,167,680 for the year ended December 31, 2002. Ernst & Young’s aggregate fees for audit related-services provided to TIAA and CREF and their affiliated entities were $177,000 for the year ended December 31, 2003 and $159,000 for the year ended December 31, 2002. Ernst & Young’s aggregate fees for tax services provided to TIAA and CREF and their affiliated entities were $229,871 for the year ended December 31, 2003 and $212,625 for the year ended December 31, 2002. Ernst & Young’s aggregate fees for all other services provided to TIAA and CREF and their affiliated entities were $0 for the year ended December 31, 2003 and $22,850 for the year ended December 31, 2002.
Item 9. Controls and Procedures.
(a) Evaluation of disclosure controls and procedures. An evaluation was performed within 90 days from the date hereof under the supervision of the registrant’s management, including the principal executive officer and principal financial officer, of the effectiveness of the design and operation of the registrant’s disclosure controls and procedures. Based on that evaluation, the registrant’s management, including the principal executive officer and principal financial officer, concluded that the registrant’s disclosure controls and procedures were effective for this annual reporting period.
(b) Changes in internal controls. There were no changes in the registrant’s internal controls over financial reporting that occurred during the registrant’s last fiscal year that materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.
Item 10. Exhibits.
10(a)(1) Code of Ethics (EX-99.CODE ETH)
10(a)(2)(i) Section 302 certification of the principal executive officer (EX-99.CERT)
10(a)(2)(ii) Section 302 certification of the principal financial officer (EX-99.CERT)
10(b) Section 906 certification (EX-99.906CERT)
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SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
TIAA SEPARATE ACCOUNT VA-1 | ||||
Date: February 24, 2004 | By: | /s/ Bertram L. Scott | ||
Bertram L. Scott Executive Vice President |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
Date: February 24, 2004 | By: | /s/ Bertram L. Scott | ||
Bertram L. Scott Executive Vice President (principal executive officer) | ||||
Date: February 24, 2004 | By: | /s/ Elizabeth A. Monrad | ||
Elizabeth A. Monrad Executive Vice President (principal financial officer) |
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EXHIBIT LIST
Item 10. Exhibits.
10(a)(1) Code of Ethics (EX-99.CODE ETH)
10(a)(2)(i) Section 302 certification of the principal executive officer (EX-99.CERT)
10(a)(2)(ii) Section 302 certification of the principal financial officer (EX-99.CERT)
10(b) Section 906 certification (EX-99.906CERT)