-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, EEsAtzUCWhAcydYnWmoRwAAV46irUnVM/Hj7lFbph9MbNqqCPHmWVcO+Na6kYyk1 2YbnseAI9Ggbb4rBX4PUJA== 0000935069-04-001978.txt : 20041129 0000935069-04-001978.hdr.sgml : 20041129 20041129132447 ACCESSION NUMBER: 0000935069-04-001978 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041129 DATE AS OF CHANGE: 20041129 EFFECTIVENESS DATE: 20041129 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OPPENHEIMER VARIABLE ACCOUNT FUNDS CENTRAL INDEX KEY: 0000752737 IRS NUMBER: 840974272 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-04108 FILM NUMBER: 041170667 BUSINESS ADDRESS: STREET 1: 6803 SOUTH TUCSON WAY CITY: CENTENNIAL STATE: CO ZIP: 80112-3924 BUSINESS PHONE: 3036713200 MAIL ADDRESS: STREET 2: 6803 SOUTH TUCSON WAY CITY: CENTENNIAL STATE: CO ZIP: 80112-3924 FORMER COMPANY: FORMER CONFORMED NAME: OPPENHEIMER VARIABLE LIFE FUNDS DATE OF NAME CHANGE: 19860609 N-Q 1 rq297_11948nq.txt RQ297_11948NQ.TXT UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-4108 Oppenheimer Main Street Small Cap Fund/VA (Exact name of registrant as specified in charter) 6803 South Tucson Way, Centennial, Colorado 80112-3924 (Address of principal executive offices) (Zip code) Robert G. Zack, Esq. OppenheimerFunds, Inc. Two World Financial Center, New York, New York 10281-1008 (Name and address of agent for service) Registrant's telephone number, including area code: (303) 768-3200 Date of fiscal year end: December 31 Date of reporting period: September 30, 2004 ITEM 1. SCHEDULE OF INVESTMENTS. STATEMENT OF INVESTMENTS September 30, 2004 (Unaudited) ================================================================================ Oppenheimer Main Street Small Cap Fund/VA
Shares Value - ----------------------------------------------------------------------------------------------------------- COMMON STOCKS--97.2% - ----------------------------------------------------------------------------------------------------------- CONSUMER DISCRETIONARY--16.0% - ----------------------------------------------------------------------------------------------------------- AUTO COMPONENTS--1.0% Aftermarket Technology Corp. 1 2,600 $ 32,708 - ----------------------------------------------------------------------------------------------------------- American Axle & Manufacturing Holdings, Inc. 800 23,408 - ----------------------------------------------------------------------------------------------------------- ArvinMeritor, Inc. 9,600 180,000 - ----------------------------------------------------------------------------------------------------------- Autoliv, Inc. 5,400 218,160 - ----------------------------------------------------------------------------------------------------------- Bandag, Inc. 600 26,280 - ----------------------------------------------------------------------------------------------------------- Cooper Tire & Rubber Co. 18,100 365,077 - ----------------------------------------------------------------------------------------------------------- Dana Corp. 10,400 183,976 - ----------------------------------------------------------------------------------------------------------- Drew Industries, Inc. 1 4,300 154,155 - ----------------------------------------------------------------------------------------------------------- Dura Automotive Systems, Inc. 1 900 6,381 - ----------------------------------------------------------------------------------------------------------- Gentex Corp. 900 31,617 - ----------------------------------------------------------------------------------------------------------- Goodyear Tire & Rubber Co. 1 2,000 21,480 - ----------------------------------------------------------------------------------------------------------- Keystone Automotive Industries, Inc. 1 1,000 22,000 - ----------------------------------------------------------------------------------------------------------- Lear Corp. 600 32,670 - ----------------------------------------------------------------------------------------------------------- Modine Manufacturing Co. 2,900 87,319 - ----------------------------------------------------------------------------------------------------------- Shiloh Industries, Inc. 1 2,600 36,140 - ----------------------------------------------------------------------------------------------------------- Spartan Motors, Inc. 2,400 33,696 - ----------------------------------------------------------------------------------------------------------- Stoneridge, Inc. 1 1,800 25,380 - ----------------------------------------------------------------------------------------------------------- Superior Industries International, Inc. 1,200 35,940 - ----------------------------------------------------------------------------------------------------------- Tenneco Automotive, Inc. 1 7,800 102,180 - ----------------------------------------------------------------------------------------------------------- TRW Automotive Holdings Corp. 1 2,500 47,125 ------------------ 1,665,692 - ----------------------------------------------------------------------------------------------------------- AUTOMOBILES--0.3% Monaco Coach Corp. 12,600 272,790 - ----------------------------------------------------------------------------------------------------------- Winnebago Industries, Inc. 8,500 294,440 ------------------ 567,230 - ----------------------------------------------------------------------------------------------------------- DISTRIBUTORS--0.3% Adesa, Inc. 1 1,500 24,645 - ----------------------------------------------------------------------------------------------------------- Andersons, Inc. (The) 600 12,510 - ----------------------------------------------------------------------------------------------------------- Handleman Co. 7,900 161,634 - ----------------------------------------------------------------------------------------------------------- WESCO International, Inc. 1 8,700 210,975 ------------------ 409,764 - ----------------------------------------------------------------------------------------------------------- HOTELS, RESTAURANTS & LEISURE--3.1% Ambassadors Group, Inc. 3,500 94,500 - ----------------------------------------------------------------------------------------------------------- Ameristar Casinos, Inc. 7,400 223,850 - ----------------------------------------------------------------------------------------------------------- Applebee's International, Inc. 2,850 72,048 - ----------------------------------------------------------------------------------------------------------- Argosy Gaming Co. 1 2,100 82,320 - ----------------------------------------------------------------------------------------------------------- Aztar Corp. 1 5,700 151,050 - ----------------------------------------------------------------------------------------------------------- BJ's Restaurants, Inc. 1 600 9,522 - ----------------------------------------------------------------------------------------------------------- Boca Resorts, Inc., Cl. A 1 6,000 111,420 - ----------------------------------------------------------------------------------------------------------- Caesars Entertainment, Inc. 1 5,200 86,840 - ----------------------------------------------------------------------------------------------------------- California Pizza Kitchen, Inc. 1 3,700 80,845 - ----------------------------------------------------------------------------------------------------------- CBRL Group, Inc. 7,300 263,384 - ----------------------------------------------------------------------------------------------------------- CEC Entertainment, Inc. 1 10,050 369,338 - ----------------------------------------------------------------------------------------------------------- Checkers Drive-In Restaurants, Inc. 1 2,300 27,025 - ----------------------------------------------------------------------------------------------------------- Choice Hotels International, Inc. 7,600 437,684 - ----------------------------------------------------------------------------------------------------------- Dave & Buster's, Inc. 1 9,000 170,820 - ----------------------------------------------------------------------------------------------------------- Dover Downs Gaming & Entertainment, Inc. 3,100 31,899 - ----------------------------------------------------------------------------------------------------------- Frisch's Restaurants, Inc. 300 7,500 - ----------------------------------------------------------------------------------------------------------- Isle of Capri Casinos, Inc. 1 9,700 187,889 - ----------------------------------------------------------------------------------------------------------- Jack in the Box, Inc. 1 16,000 507,680 - ----------------------------------------------------------------------------------------------------------- La Quinta Corp. 1 25,100 195,780 - ----------------------------------------------------------------------------------------------------------- Landry's Restaurants, Inc. 1,900 51,851 - ----------------------------------------------------------------------------------------------------------- Lone Star Steakhouse & Saloon, Inc. 3,500 90,405 - ----------------------------------------------------------------------------------------------------------- Navigant International, Inc. 1 4,200 68,586 - ----------------------------------------------------------------------------------------------------------- P.F. Chang's China Bistro, Inc. 1 4,000 193,960 - ----------------------------------------------------------------------------------------------------------- Panera Bread Co., Cl. A 1 3,700 138,898 - ----------------------------------------------------------------------------------------------------------- Papa John's International, Inc. 1 4,100 125,788 - ----------------------------------------------------------------------------------------------------------- Penn National Gaming, Inc. 1 12,100 488,840 - ----------------------------------------------------------------------------------------------------------- Pinnacle Entertainment, Inc. 1 3,600 49,680 - ----------------------------------------------------------------------------------------------------------- Rare Hospitality International, Inc. 1 6,050 161,233 - ----------------------------------------------------------------------------------------------------------- Ryan's Restaurant Group, Inc. 1 5,100 75,684 - ----------------------------------------------------------------------------------------------------------- Scientific Games Corp., Cl. A 1 8,300 158,530 - ----------------------------------------------------------------------------------------------------------- Sonic Corp. 1 3,850 98,676 - ----------------------------------------------------------------------------------------------------------- Speedway Motorsports, Inc. 4,000 133,320 - ----------------------------------------------------------------------------------------------------------- Steak n Shake Co. (The) 1 5,400 92,232 - ----------------------------------------------------------------------------------------------------------- Vail Resorts, Inc. 1 400 7,228 ------------------ 5,046,305 - ----------------------------------------------------------------------------------------------------------- HOUSEHOLD DURABLES--2.3% American Greetings Corp., Cl. A 1 14,300 359,216 - ----------------------------------------------------------------------------------------------------------- Bassett Furniture Industries, Inc. 800 15,104 - ----------------------------------------------------------------------------------------------------------- Black & Decker Corp. 2,800 216,832 - ----------------------------------------------------------------------------------------------------------- Blount International, Inc. 1 2,800 36,680 - ----------------------------------------------------------------------------------------------------------- Brookfield Homes Corp. 1,500 39,525 - ----------------------------------------------------------------------------------------------------------- Chromcraft Revington, Inc. 1 600 7,680 - ----------------------------------------------------------------------------------------------------------- CSS Industries, Inc. 3,400 105,196 - ----------------------------------------------------------------------------------------------------------- Enesco Group, Inc. 1 1,200 8,220 - ----------------------------------------------------------------------------------------------------------- Ethan Allen Interiors, Inc. 2,900 100,775 - ----------------------------------------------------------------------------------------------------------- Furniture Brands International, Inc. 7,500 188,100 - ----------------------------------------------------------------------------------------------------------- Jarden Corp. 1 2,200 80,278 - ----------------------------------------------------------------------------------------------------------- Kimball International, Inc., Cl. B 3,200 44,416 - ----------------------------------------------------------------------------------------------------------- La-Z-Boy, Inc. 3,600 54,648 - ----------------------------------------------------------------------------------------------------------- Leggett & Platt, Inc. 4,500 126,450 - ----------------------------------------------------------------------------------------------------------- Lifetime Hoan Corp. 1,000 14,850 - ----------------------------------------------------------------------------------------------------------- M.D.C. Holdings, Inc. 1,980 144,738 - ----------------------------------------------------------------------------------------------------------- Maytag Corp. 2,100 38,577 - ----------------------------------------------------------------------------------------------------------- Meritage Homes Corp. 1 3,400 267,240 - ----------------------------------------------------------------------------------------------------------- Mestek, Inc. 1 700 12,215 - ----------------------------------------------------------------------------------------------------------- Movado Group, Inc. 200 3,400 - ----------------------------------------------------------------------------------------------------------- National Presto Industries, Inc. 400 16,728 - ----------------------------------------------------------------------------------------------------------- Ryland Group, Inc. (The) 900 83,394 - ----------------------------------------------------------------------------------------------------------- Snap-On, Inc. 2,000 55,120 - ----------------------------------------------------------------------------------------------------------- Standard Pacific Corp. 4,400 248,028 - ----------------------------------------------------------------------------------------------------------- Stanley Furniture Co., Inc. 3,200 140,800 - ----------------------------------------------------------------------------------------------------------- Stanley Works (The) 4,600 195,638 - ----------------------------------------------------------------------------------------------------------- Technical Olympic USA, Inc. 9,500 268,280 - ----------------------------------------------------------------------------------------------------------- Tupperware Corp. 16,400 278,472 - ----------------------------------------------------------------------------------------------------------- Universal Electronics, Inc. 1 3,600 60,408 - ----------------------------------------------------------------------------------------------------------- Whirlpool Corp. 1,800 108,162 - ----------------------------------------------------------------------------------------------------------- Yankee Candle, Inc. (The) 1 11,600 335,936 ------------------ 3,655,106 - ----------------------------------------------------------------------------------------------------------- INTERNET & CATALOG RETAIL--0.3% 1-800-FLOWERS.com, Inc. 1 1,500 12,450 - ----------------------------------------------------------------------------------------------------------- Coldwater Creek, Inc. 1 7,750 161,743 - ----------------------------------------------------------------------------------------------------------- Insight Enterprises, Inc. 1 4,500 75,780 - ----------------------------------------------------------------------------------------------------------- J. Jill Group, Inc. 1 4,800 95,280 - ----------------------------------------------------------------------------------------------------------- Priceline.com, Inc. 1 7,800 172,926 ------------------ 518,179 - ----------------------------------------------------------------------------------------------------------- LEISURE EQUIPMENT & PRODUCTS--1.1% Action Performance Cos., Inc. 3,800 38,494 - ----------------------------------------------------------------------------------------------------------- Arctic Cat, Inc. 1,600 41,520 - ----------------------------------------------------------------------------------------------------------- Callaway Golf Co. 500 5,285 - ----------------------------------------------------------------------------------------------------------- Hasbro, Inc. 4,900 92,120 - ----------------------------------------------------------------------------------------------------------- Leapfrog Enterprises, Inc. 1 4,500 91,125 - ----------------------------------------------------------------------------------------------------------- Marine Products Corp. 600 10,800 - ----------------------------------------------------------------------------------------------------------- MarineMax, Inc. 1 5,000 112,600 - ----------------------------------------------------------------------------------------------------------- Marvel Enterprises, Inc. 1 3,800 55,328 - ----------------------------------------------------------------------------------------------------------- Nautilus Group, Inc. (The) 20,500 463,095 - ----------------------------------------------------------------------------------------------------------- Oakley, Inc. 2,200 26,180 - ----------------------------------------------------------------------------------------------------------- Polaris Industries, Inc. 5,300 295,846 - ----------------------------------------------------------------------------------------------------------- RC2 Corp. 1 7,600 250,040 - ----------------------------------------------------------------------------------------------------------- SCP Pool Corp. 8,312 222,263 - ----------------------------------------------------------------------------------------------------------- Steinway Musical Instruments, Inc. 1 4,200 114,240 ------------------ 1,818,936 - ----------------------------------------------------------------------------------------------------------- MEDIA--1.3% Advo, Inc. 1,450 44,863 - ----------------------------------------------------------------------------------------------------------- Arbitron, Inc. 1 700 25,627 - ----------------------------------------------------------------------------------------------------------- Beasley Broadcast Group, Inc., Cl. A 1 100 1,570 - ----------------------------------------------------------------------------------------------------------- Carmike Cinemas, Inc. 300 10,563 - ----------------------------------------------------------------------------------------------------------- Catalina Marketing Corp. 1 12,900 297,732 - ----------------------------------------------------------------------------------------------------------- Dow Jones & Co., Inc. 100 4,061 - ----------------------------------------------------------------------------------------------------------- Entravision Communications Corp. 1 2,100 15,981 - ----------------------------------------------------------------------------------------------------------- Getty Images, Inc. 1 1,300 71,890 - ----------------------------------------------------------------------------------------------------------- Hearst-Argyle Television, Inc. 2,200 53,790 - ----------------------------------------------------------------------------------------------------------- Information Holdings, Inc. 1 4,200 114,366 - ----------------------------------------------------------------------------------------------------------- Journal Register Co. 1 800 15,120 - ----------------------------------------------------------------------------------------------------------- Lamar Advertising Co., Cl. A 1 700 29,127 - ----------------------------------------------------------------------------------------------------------- Lee Enterprises, Inc. 400 18,536 - ----------------------------------------------------------------------------------------------------------- Liberty Corp. 400 15,896 - ----------------------------------------------------------------------------------------------------------- Lin TV Corp. 1 2,000 38,960 - ----------------------------------------------------------------------------------------------------------- Media General, Inc., Cl. A 1,200 67,140 - ----------------------------------------------------------------------------------------------------------- Mediacom Communications Corp. 1 5,700 37,221 - ----------------------------------------------------------------------------------------------------------- Meredith Corp. 700 35,966 - ----------------------------------------------------------------------------------------------------------- Pulitzer, Inc. 400 19,760 - ----------------------------------------------------------------------------------------------------------- R.H. Donnelley Corp. 1 6,300 310,968 - ----------------------------------------------------------------------------------------------------------- Radio One, Inc., Cl. D 1 1,400 19,922 - ----------------------------------------------------------------------------------------------------------- Readers Digest Assn., Inc. (The), Cl. A, Non-Vtg. 10,400 151,736 - ----------------------------------------------------------------------------------------------------------- Salem Communications Corp., Cl. A 1 6,900 174,708 - ----------------------------------------------------------------------------------------------------------- Scholastic Corp. 1 4,500 139,005 - ----------------------------------------------------------------------------------------------------------- Thomas Nelson, Inc. 5,200 101,660 - ----------------------------------------------------------------------------------------------------------- Westwood One, Inc. 1 4,900 96,873 - ----------------------------------------------------------------------------------------------------------- Wiley (John) & Sons, Inc., Cl. A 700 22,365 - ----------------------------------------------------------------------------------------------------------- World Wrestling Federation Entertainment, Inc. 12,900 157,638 ------------------ 2,093,044 - ----------------------------------------------------------------------------------------------------------- MULTILINE RETAIL--0.4% Bon-Ton Stores, Inc. 200 2,438 - ----------------------------------------------------------------------------------------------------------- Dillard's, Inc., Cl. A 13,500 266,490 - ----------------------------------------------------------------------------------------------------------- Stage Stores, Inc. 1 4,900 167,678 - ----------------------------------------------------------------------------------------------------------- Stein Mart, Inc. 1 18,000 273,960 ------------------ 710,566 - ----------------------------------------------------------------------------------------------------------- SPECIALTY RETAIL--4.8% Aaron Rents, Inc. 8,700 189,312 - ----------------------------------------------------------------------------------------------------------- Abercrombie & Fitch Co., Cl. A 5,200 163,800 - ----------------------------------------------------------------------------------------------------------- Aeropostale, Inc. 1 11,650 305,230 - ----------------------------------------------------------------------------------------------------------- American Eagle Outfitters, Inc. 7,800 287,430 - ----------------------------------------------------------------------------------------------------------- AnnTaylor Stores Corp. 1 3,750 87,750 - ----------------------------------------------------------------------------------------------------------- Barnes & Noble, Inc. 1 4,200 155,400 - ----------------------------------------------------------------------------------------------------------- bebe stores, inc. 13,550 286,176 - ----------------------------------------------------------------------------------------------------------- Big 5 Sporting Goods Corp. 1 6,200 141,360 - ----------------------------------------------------------------------------------------------------------- Blair Corp. 1,600 45,088 - ----------------------------------------------------------------------------------------------------------- Borders Group, Inc. 9,100 225,680 - ----------------------------------------------------------------------------------------------------------- Brookstone, Inc. 1 8,775 165,760 - ----------------------------------------------------------------------------------------------------------- Buckle, Inc. (The) 2,400 65,928 - ----------------------------------------------------------------------------------------------------------- Building Materials Holding Corp. 6,800 187,136 - ----------------------------------------------------------------------------------------------------------- Burlington Coat Factory Warehouse Corp. 800 16,984 - ----------------------------------------------------------------------------------------------------------- Cato Corp., Cl. A 1,200 26,700 - ----------------------------------------------------------------------------------------------------------- Charlotte Russe Holding, Inc. 1 100 1,148 - ----------------------------------------------------------------------------------------------------------- Charming Shoppes, Inc. 1 49,100 349,592 - ----------------------------------------------------------------------------------------------------------- Children's Place Retail Stores, Inc. 1 5,400 129,114 - ----------------------------------------------------------------------------------------------------------- Christopher & Banks Corp. 2,400 38,424 - ----------------------------------------------------------------------------------------------------------- Circuit City Stores, Inc./Circuit City Group 13,300 204,022 - ----------------------------------------------------------------------------------------------------------- Claire's Stores, Inc. 11,200 280,448 - ----------------------------------------------------------------------------------------------------------- Cost Plus, Inc. 1 1,000 35,380 - ----------------------------------------------------------------------------------------------------------- CSK Auto Corp. 1 200 2,664 - ----------------------------------------------------------------------------------------------------------- Deb Shops, Inc. 200 4,880 - ----------------------------------------------------------------------------------------------------------- Dress Barn, Inc. (The) 1 10,200 177,990 - ----------------------------------------------------------------------------------------------------------- Electronics Boutique Holdings Corp. 1 7,500 255,750 - ----------------------------------------------------------------------------------------------------------- Finish Line, Inc. (The), Cl. A 1,700 52,564 - ----------------------------------------------------------------------------------------------------------- Finlay Enterprises, Inc. 1 1,300 25,285 - ----------------------------------------------------------------------------------------------------------- Foot Locker, Inc. 1,600 37,920 - ----------------------------------------------------------------------------------------------------------- GameStop Corp. 1 4,500 83,295 - ----------------------------------------------------------------------------------------------------------- Goody's Family Clothing, Inc. 10,300 86,726 - ----------------------------------------------------------------------------------------------------------- Guess?, Inc. 1 15,600 277,836 - ----------------------------------------------------------------------------------------------------------- Guitar Center, Inc. 1 3,000 129,900 - ----------------------------------------------------------------------------------------------------------- Haverty Furniture Cos., Inc. 3,200 56,128 - ----------------------------------------------------------------------------------------------------------- Hibbett Sporting Goods, Inc. 1 6,925 141,893 - ----------------------------------------------------------------------------------------------------------- Hollywood Entertainment Corp. 1 3,300 32,571 - ----------------------------------------------------------------------------------------------------------- Hot Topic, Inc. 1 7,100 120,984 - ----------------------------------------------------------------------------------------------------------- Jo-Ann Stores, Inc. 1 4,200 117,768 - ----------------------------------------------------------------------------------------------------------- Jos. A. Banks Clothiers, Inc. 1 825 22,836 - ----------------------------------------------------------------------------------------------------------- Linens 'N Things, Inc. 1 2,500 57,925 - ----------------------------------------------------------------------------------------------------------- Loehmann's Holdings, Inc. 1 2,000 45,860 - ----------------------------------------------------------------------------------------------------------- Men's Wearhouse, Inc. (The) 1 5,700 165,585 - ----------------------------------------------------------------------------------------------------------- Michaels Stores, Inc. 3,200 189,472 - ----------------------------------------------------------------------------------------------------------- Movie Gallery, Inc. 2,400 42,072 - ----------------------------------------------------------------------------------------------------------- Office Depot, Inc. 1 5,300 79,659 - ----------------------------------------------------------------------------------------------------------- Pacific Sunwear of California, Inc. 1 20,475 430,999 - ----------------------------------------------------------------------------------------------------------- PetsMart, Inc. 3,600 102,204 - ----------------------------------------------------------------------------------------------------------- Pier 1 Imports, Inc. 10,200 184,416 - ----------------------------------------------------------------------------------------------------------- Regis Corp. 1,100 44,242 - ----------------------------------------------------------------------------------------------------------- Sports Authority, Inc. (The) 1 2,700 62,640 - ----------------------------------------------------------------------------------------------------------- Steiner Leisure Ltd. 1 1,400 30,940 - ----------------------------------------------------------------------------------------------------------- Talbots, Inc. (The) 7,600 188,404 - ----------------------------------------------------------------------------------------------------------- Too, Inc. 1 4,400 79,508 - ----------------------------------------------------------------------------------------------------------- Toys R Us, Inc. 8,600 152,564 - ----------------------------------------------------------------------------------------------------------- Tractor Supply Co. 1 2,000 62,880 - ----------------------------------------------------------------------------------------------------------- Trans World Entertainment Corp. 1 8,200 80,114 - ----------------------------------------------------------------------------------------------------------- Tuesday Morning Corp. 1 2,200 68,024 - ----------------------------------------------------------------------------------------------------------- United Auto Group, Inc. 9,700 243,373 - ----------------------------------------------------------------------------------------------------------- Urban Outfitters, Inc. 1 1,200 41,280 - ----------------------------------------------------------------------------------------------------------- Zale Corp. 1 16,000 449,600 ------------------ 7,816,613 - ----------------------------------------------------------------------------------------------------------- TEXTILES, APPAREL & LUXURY GOODS--1.1% Brown Shoe Co., Inc. 1,700 42,602 - ----------------------------------------------------------------------------------------------------------- Cherokee, Inc. 800 19,088 - ----------------------------------------------------------------------------------------------------------- Deckers Outdoor Corp. 1 2,600 88,400 - ----------------------------------------------------------------------------------------------------------- DHB Industries, Inc. 1 900 12,780 - ----------------------------------------------------------------------------------------------------------- Hartmarx Corp. 1 12,400 92,008 - ----------------------------------------------------------------------------------------------------------- Jones Apparel Group, Inc. 5,400 193,320 - ----------------------------------------------------------------------------------------------------------- K-Swiss, Inc., Cl. A 2,200 42,350 - ----------------------------------------------------------------------------------------------------------- Kellwood Co. 9,300 338,985 - ----------------------------------------------------------------------------------------------------------- Kenneth Cole Productions, Inc., Cl. A 1,900 53,466 - ----------------------------------------------------------------------------------------------------------- Skechers U.S.A., Inc., Cl. A1 6,900 100,188 - ----------------------------------------------------------------------------------------------------------- Stride Rite Corp. 1,100 11,275 - ----------------------------------------------------------------------------------------------------------- Timberland Co., Cl. A 1 3,300 187,440 - ----------------------------------------------------------------------------------------------------------- UniFirst Corp. 900 25,740 - ----------------------------------------------------------------------------------------------------------- Warnaco Group, Inc. (The) 1 14,000 311,220 - ----------------------------------------------------------------------------------------------------------- Wolverine World Wide, Inc. 12,400 312,480 ------------------ 1,831,342 - ----------------------------------------------------------------------------------------------------------- CONSUMER STAPLES--2.7% - ----------------------------------------------------------------------------------------------------------- BEVERAGES--0.2% Boston Beer Co., Inc., Cl. A 1 4,500 113,400 - ----------------------------------------------------------------------------------------------------------- National Beverage Corp. 1,100 8,888 - ----------------------------------------------------------------------------------------------------------- PepsiAmericas, Inc. 6,900 131,790 ------------------ 254,078 - ----------------------------------------------------------------------------------------------------------- FOOD & STAPLES RETAILING--0.9% 7-Eleven, Inc. 1 13,900 277,722 - ----------------------------------------------------------------------------------------------------------- Arden Group, Inc., Cl. A 700 59,500 - ----------------------------------------------------------------------------------------------------------- BJ's Wholesale Club, Inc. 1 3,700 101,158 - ----------------------------------------------------------------------------------------------------------- Casey's General Stores, Inc. 1,400 26,026 - ----------------------------------------------------------------------------------------------------------- Ingles Markets, Inc., Cl. A 100 1,206 - ----------------------------------------------------------------------------------------------------------- Longs Drug Stores, Inc. 9,300 225,060 - ----------------------------------------------------------------------------------------------------------- Nash Finch Co. 3,600 113,220 - ----------------------------------------------------------------------------------------------------------- Rite Aid Corp. 1 33,200 116,864 - ----------------------------------------------------------------------------------------------------------- Ruddick Corp. 12,500 245,500 - ----------------------------------------------------------------------------------------------------------- Smart & Final, Inc. 1 2,200 36,872 - ----------------------------------------------------------------------------------------------------------- SUPERVALU, Inc. 7,900 217,645 - ----------------------------------------------------------------------------------------------------------- Weis Markets, Inc. 3,200 108,416 ------------------ 1,529,189 - ----------------------------------------------------------------------------------------------------------- FOOD PRODUCTS--0.9% Alico, Inc. 100 4,260 - ----------------------------------------------------------------------------------------------------------- Cal-Maine Foods, Inc. 1,100 12,067 - ----------------------------------------------------------------------------------------------------------- Corn Products International, Inc. 7,900 364,190 - ----------------------------------------------------------------------------------------------------------- Del Monte Foods Co. 1 20,500 215,045 - ----------------------------------------------------------------------------------------------------------- Flowers Foods, Inc. 14,800 382,580 - ----------------------------------------------------------------------------------------------------------- J&J Snack Foods Corp. 1 1,500 64,320 - ----------------------------------------------------------------------------------------------------------- Lance, Inc. 5,500 88,825 - ----------------------------------------------------------------------------------------------------------- M&F Worldwide Corp. 1 4,000 52,040 - ----------------------------------------------------------------------------------------------------------- Omega Protein Corp. 1 4,700 36,190 - ----------------------------------------------------------------------------------------------------------- Peet's Coffee & Tea, Inc. 1 500 11,695 - ----------------------------------------------------------------------------------------------------------- Sanderson Farms, Inc. 6,050 202,373 - ----------------------------------------------------------------------------------------------------------- Smithfield Foods, Inc. 1 1,300 32,500 ------------------ 1,466,085 - ----------------------------------------------------------------------------------------------------------- HOUSEHOLD PRODUCTS--0.5% Chattem, Inc. 1 8,500 274,125 - ----------------------------------------------------------------------------------------------------------- Energizer Holdings, Inc. 1 700 32,270 - ----------------------------------------------------------------------------------------------------------- Nu Skin Asia Pacific, Inc., Cl. A 15,100 355,001 - ----------------------------------------------------------------------------------------------------------- Rayovac Corp. 1 6,600 173,910 ------------------ 835,306 - ----------------------------------------------------------------------------------------------------------- PERSONAL PRODUCTS--0.2% Del Laboratories, Inc. 2,638 87,054 - ----------------------------------------------------------------------------------------------------------- Inter Parfums, Inc. 3,300 45,045 - ----------------------------------------------------------------------------------------------------------- Mannatech, Inc. 2,800 39,256 - ----------------------------------------------------------------------------------------------------------- Nature's Sunshine Products, Inc. 4,600 69,782 ------------------ 241,137 - ----------------------------------------------------------------------------------------------------------- ENERGY--8.8% - ----------------------------------------------------------------------------------------------------------- ENERGY EQUIPMENT & SERVICES--2.4% Cal Dive International, Inc. 1 15,000 534,300 - ----------------------------------------------------------------------------------------------------------- Carbo Ceramics, Inc. 2,200 158,708 - ----------------------------------------------------------------------------------------------------------- CHC Helicopter Corp., Cl. A 700 27,192 - ----------------------------------------------------------------------------------------------------------- Diamond Offshore Drilling, Inc. 4,600 151,754 - ----------------------------------------------------------------------------------------------------------- Ensign Resource Service Group, Inc. 14,000 256,937 - ----------------------------------------------------------------------------------------------------------- Grant Prideco, Inc. 1 13,400 274,566 - ----------------------------------------------------------------------------------------------------------- Gulf Island Fabrication, Inc. 3,600 80,280 - ----------------------------------------------------------------------------------------------------------- Hydril Co. 1 4,700 201,865 - ----------------------------------------------------------------------------------------------------------- Key Energy Services, Inc. 1 9,100 100,555 - ----------------------------------------------------------------------------------------------------------- Lone Star Technologies, Inc. 1 4,400 166,320 - ----------------------------------------------------------------------------------------------------------- Maverick Tube Corp. 1 8,100 249,561 - ----------------------------------------------------------------------------------------------------------- NS Group, Inc. 1 5,100 94,350 - ----------------------------------------------------------------------------------------------------------- Oceaneering International, Inc. 1 3,500 128,940 - ----------------------------------------------------------------------------------------------------------- Offshore Logistics, Inc. 1 1,600 55,072 - ----------------------------------------------------------------------------------------------------------- Oil States International, Inc. 1 22,300 417,010 - ----------------------------------------------------------------------------------------------------------- Precision Drilling Corp. 1 1,500 86,368 - ----------------------------------------------------------------------------------------------------------- RPC, Inc. 2,400 42,912 - ----------------------------------------------------------------------------------------------------------- Superior Energy Services, Inc. 1 1,800 23,256 - ----------------------------------------------------------------------------------------------------------- Tetra Technologies, Inc. 1 1,300 40,365 - ----------------------------------------------------------------------------------------------------------- Todco, Cl. A1 3,300 57,255 - ----------------------------------------------------------------------------------------------------------- Total Energy Services Ltd. 1 16,300 75,207 - ----------------------------------------------------------------------------------------------------------- Trican Well Service Ltd. 1 4,100 156,017 - ----------------------------------------------------------------------------------------------------------- Unit Corp. 1 100 3,508 - ----------------------------------------------------------------------------------------------------------- Universal Compression Holdings, Inc. 1 4,800 163,536 - ----------------------------------------------------------------------------------------------------------- Veritas DGC, Inc. 1 14,300 325,754 ------------------ 3,871,588 - ----------------------------------------------------------------------------------------------------------- OIL & GAS--6.4% Ashland, Inc. 2,700 151,416 - ----------------------------------------------------------------------------------------------------------- Atlas Energy Ltd. 1 37,300 95,808 - ----------------------------------------------------------------------------------------------------------- Berry Petroleum Co., Cl. A 4,600 168,958 - ----------------------------------------------------------------------------------------------------------- Blizzard Energy, Inc. 1 86,400 147,265 - ----------------------------------------------------------------------------------------------------------- Cabot Oil & Gas Corp., Cl. A 7,600 341,240 - ----------------------------------------------------------------------------------------------------------- Callon Petroleum Co. 1 7,500 95,100 - ----------------------------------------------------------------------------------------------------------- Canadian Superior Energy, Inc. 1 40,100 74,389 - ----------------------------------------------------------------------------------------------------------- Cimarex Energy Co. 1 15,490 541,221 - ----------------------------------------------------------------------------------------------------------- Clear Energy, Inc. 1 9,133 30,410 - ----------------------------------------------------------------------------------------------------------- Compton Petroleum Corp. 1 6,800 48,841 - ----------------------------------------------------------------------------------------------------------- Crew Energy, Inc. 1 5,666 30,320 - ----------------------------------------------------------------------------------------------------------- Cyries Energy, Inc. 1 1,940 10,458 - ----------------------------------------------------------------------------------------------------------- Denbury Resources, Inc. 1 5,500 139,700 - ----------------------------------------------------------------------------------------------------------- Duvernay Oil Corp. 1 4,500 52,798 - ----------------------------------------------------------------------------------------------------------- Edge Petroleum Corp. 1 2,300 36,731 - ----------------------------------------------------------------------------------------------------------- Encore Acquisition Co. 1 6,300 217,350 - ----------------------------------------------------------------------------------------------------------- Energy Partners Ltd. 1 13,400 218,152 - ----------------------------------------------------------------------------------------------------------- Esprit Exploration Ltd. 1,2 10,600 33,109 - ----------------------------------------------------------------------------------------------------------- Forest Oil Corp. 1 7,000 210,840 - ----------------------------------------------------------------------------------------------------------- Frontier Oil Corp. 16,400 387,204 - ----------------------------------------------------------------------------------------------------------- General Maritime Corp. 1 9,400 327,402 - ----------------------------------------------------------------------------------------------------------- Giant Industries, Inc. 1 1,300 31,590 - ----------------------------------------------------------------------------------------------------------- Harvest Natural Resources, Inc. 1 11,100 184,260 - ----------------------------------------------------------------------------------------------------------- Holly Corp. 12,900 328,950 - ----------------------------------------------------------------------------------------------------------- Houston Exploration Co. 1 6,300 373,905 - ----------------------------------------------------------------------------------------------------------- Ketch Resources Ltd. 1 4,900 52,442 - ----------------------------------------------------------------------------------------------------------- Magnum Hunter Resources, Inc. 1 36,400 420,056 - ----------------------------------------------------------------------------------------------------------- Maritrans, Inc. 2,300 35,512 - ----------------------------------------------------------------------------------------------------------- Meridian Resource Corp. (The) 1 11,400 100,662 - ----------------------------------------------------------------------------------------------------------- Midnight Oil & Gas Ltd. 1 32,900 265,255 - ----------------------------------------------------------------------------------------------------------- Noble Energy, Inc. 2,000 116,480 - ----------------------------------------------------------------------------------------------------------- OMI Corp. 30,300 485,406 - ----------------------------------------------------------------------------------------------------------- OPTI Canada, Inc. 1 3,500 52,719 - ----------------------------------------------------------------------------------------------------------- Overseas Shipholding Group, Inc. 5,300 263,092 - ----------------------------------------------------------------------------------------------------------- Paramount Resources Ltd. 1 18,800 346,520 - ----------------------------------------------------------------------------------------------------------- Penn Virginia Corp. 6,600 261,294 - ----------------------------------------------------------------------------------------------------------- Petroleum Development Corp. 1 3,000 131,460 - ----------------------------------------------------------------------------------------------------------- Pioneer Natural Resources Co. 4,200 144,816 - ----------------------------------------------------------------------------------------------------------- Plains Exploration & Production Co. 1 16,342 389,920 - ----------------------------------------------------------------------------------------------------------- ProEx Energy Ltd. 1 1,940 10,304 - ----------------------------------------------------------------------------------------------------------- Range Resources Corp. 18,600 325,314 - ----------------------------------------------------------------------------------------------------------- Real Resources, Inc. 1 11,900 89,151 - ----------------------------------------------------------------------------------------------------------- Remington Oil & Gas Corp. 1 10,700 280,875 - ----------------------------------------------------------------------------------------------------------- Resource America, Inc., Cl. A 2,700 63,693 - ----------------------------------------------------------------------------------------------------------- Southwestern Energy Co. 1 1,700 71,383 - ----------------------------------------------------------------------------------------------------------- St. Mary Land & Exploration Co. 4,000 159,240 - ----------------------------------------------------------------------------------------------------------- StarPoint Energy Ltd. 1 49,800 195,426 - ----------------------------------------------------------------------------------------------------------- Stelmar Shipping Ltd. 3,600 136,116 - ----------------------------------------------------------------------------------------------------------- Sunoco, Inc. 3,400 251,532 - ----------------------------------------------------------------------------------------------------------- Swift Energy Co. 1 10,000 239,600 - ----------------------------------------------------------------------------------------------------------- Teekay Shipping Corp. 300 12,927 - ----------------------------------------------------------------------------------------------------------- Tesoro Petroleum Corp. 1 15,500 457,715 - ----------------------------------------------------------------------------------------------------------- Thunder Energy, Inc. 1 18,666 105,065 - ----------------------------------------------------------------------------------------------------------- Tusk Energy, Inc. 1 28,000 112,098 - ----------------------------------------------------------------------------------------------------------- Vintage Petroleum, Inc. 19,100 383,337 - ----------------------------------------------------------------------------------------------------------- World Fuel Services Corp. 4,600 164,680 ------------------ 10,401,507 - ----------------------------------------------------------------------------------------------------------- FINANCIALS--15.2% - ----------------------------------------------------------------------------------------------------------- CAPITAL MARKETS--0. 1% Harris & Harris Group, Inc. 1 600 6,204 - ----------------------------------------------------------------------------------------------------------- National Financial Partners Corp. 3,700 132,386 - ----------------------------------------------------------------------------------------------------------- Stifel Financial Corp. 1 166 3,254 ------------------ 141,844 - ----------------------------------------------------------------------------------------------------------- COMMERCIAL BANKS--5.3% 1st Source Corp. 100 2,564 - ----------------------------------------------------------------------------------------------------------- Alliance Financial Corp. 600 17,454 - ----------------------------------------------------------------------------------------------------------- AmericanWest Bancorporation 2,610 49,225 - ----------------------------------------------------------------------------------------------------------- Anchor BanCorp Wisconsin, Inc. 4,000 103,600 - ----------------------------------------------------------------------------------------------------------- Arrow Financial Corp. 261 7,835 - ----------------------------------------------------------------------------------------------------------- Associated Banc-Corp. 4,800 153,936 - ----------------------------------------------------------------------------------------------------------- Astoria Financial Corp. 1,300 46,137 - ----------------------------------------------------------------------------------------------------------- Bank of Hawaii Corp. 1,400 66,150 - ----------------------------------------------------------------------------------------------------------- BankAtlantic Bancorp, Inc. 4,900 89,768 - ----------------------------------------------------------------------------------------------------------- Banner Corp. 800 23,520 - ----------------------------------------------------------------------------------------------------------- BB&T Corp. 32 1,270 - ----------------------------------------------------------------------------------------------------------- Berkshire Hills Bancorp, Inc. 1,600 59,120 - ----------------------------------------------------------------------------------------------------------- Camco Financial Corp. 600 8,928 - ----------------------------------------------------------------------------------------------------------- Camden National Corp. 300 10,353 - ----------------------------------------------------------------------------------------------------------- Capital City Bank Group, Inc. 425 16,452 - ----------------------------------------------------------------------------------------------------------- Capital Corp. of the West 200 8,600 - ----------------------------------------------------------------------------------------------------------- Capital Crossing Bank 1 1,900 48,336 - ----------------------------------------------------------------------------------------------------------- Center Financial Corp. 2,100 39,942 - ----------------------------------------------------------------------------------------------------------- Chemical Financial Corp. 405 14,791 - ----------------------------------------------------------------------------------------------------------- Citizens First Bancorp, Inc. 2,700 67,743 - ----------------------------------------------------------------------------------------------------------- City Holding Co. 6,700 220,363 - ----------------------------------------------------------------------------------------------------------- City National Corp. 1,100 71,445 - ----------------------------------------------------------------------------------------------------------- Colonial BancGroup, Inc. (The) 13,500 276,075 - ----------------------------------------------------------------------------------------------------------- Columbia Banking System, Inc. 6,090 144,881 - ----------------------------------------------------------------------------------------------------------- Community Bank System, Inc. 8,500 213,605 - ----------------------------------------------------------------------------------------------------------- Community First Bankshares, Inc. 5,700 182,742 - ----------------------------------------------------------------------------------------------------------- Community Trust Bancorp, Inc. 750 23,310 - ----------------------------------------------------------------------------------------------------------- Corus Bankshares, Inc. 1,500 64,695 - ----------------------------------------------------------------------------------------------------------- CVB Financial Corp. 910 20,220 - ----------------------------------------------------------------------------------------------------------- Dime Community Bancshares, Inc. 4,812 80,842 - ----------------------------------------------------------------------------------------------------------- Downey Financial Corp. 1,600 87,936 - ----------------------------------------------------------------------------------------------------------- East West Bancorp, Inc. 7,600 255,284 - ----------------------------------------------------------------------------------------------------------- Fidelity Bankshares, Inc. 3,316 123,322 - ----------------------------------------------------------------------------------------------------------- First BanCorp 3,750 181,125 - ----------------------------------------------------------------------------------------------------------- First Citizens BancShares, Inc., Cl. A 800 94,400 - ----------------------------------------------------------------------------------------------------------- First Commonwealth Financial Corp. 7,200 97,992 - ----------------------------------------------------------------------------------------------------------- First Defiance Financial Corp. 1,000 26,010 - ----------------------------------------------------------------------------------------------------------- First Federal Capital Corp. 2,600 78,624 - ----------------------------------------------------------------------------------------------------------- First Financial Corp. 600 18,852 - ----------------------------------------------------------------------------------------------------------- First Financial Holdings, Inc. 2,300 71,898 - ----------------------------------------------------------------------------------------------------------- First M&F Corp. 200 6,670 - ----------------------------------------------------------------------------------------------------------- First Merchants Corp. 915 22,556 - ----------------------------------------------------------------------------------------------------------- First Midwest Bancorp, Inc. 700 24,192 - ----------------------------------------------------------------------------------------------------------- First National Bankshares of Florida, Inc. 1,957 48,044 - ----------------------------------------------------------------------------------------------------------- First Oak Brook Bancshares, Inc. 100 3,084 - ----------------------------------------------------------------------------------------------------------- First Place Financial Corp. 4,600 92,000 - ----------------------------------------------------------------------------------------------------------- First Republic Bank 7,700 354,200 - ----------------------------------------------------------------------------------------------------------- FirstFed Financial Corp. 1 700 34,216 - ----------------------------------------------------------------------------------------------------------- Flushing Financial Corp. 1,775 33,743 - ----------------------------------------------------------------------------------------------------------- Foothill Independent Bancorp 218 4,831 - ----------------------------------------------------------------------------------------------------------- Frontier Financial Corp. 300 10,590 - ----------------------------------------------------------------------------------------------------------- Glacier Bancorp, Inc. 2,175 63,423 - ----------------------------------------------------------------------------------------------------------- Greater Bay Bancorp 3,700 106,375 - ----------------------------------------------------------------------------------------------------------- Hancock Holding Co. 1,200 38,148 - ----------------------------------------------------------------------------------------------------------- Hanmi Financial Corp. 1,162 35,092 - ----------------------------------------------------------------------------------------------------------- Harbor Florida Bancshares, Inc. 4,100 127,510 - ----------------------------------------------------------------------------------------------------------- Hibernia Corp., Cl. A 5,600 147,896 - ----------------------------------------------------------------------------------------------------------- Home Federal Bancorp 1,100 28,160 - ----------------------------------------------------------------------------------------------------------- Horizon Financial Corp. 100 1,921 - ----------------------------------------------------------------------------------------------------------- Hudson River Bancorp, Inc. 2,000 37,960 - ----------------------------------------------------------------------------------------------------------- Hudson United Bancorp 600 22,110 - ----------------------------------------------------------------------------------------------------------- Independence Community Bank Corp. 4,600 179,630 - ----------------------------------------------------------------------------------------------------------- Independent Bank Corp., Michigan 4,143 111,861 - ----------------------------------------------------------------------------------------------------------- Indymac Mortgage Holdings, Inc. 5,700 206,340 - ----------------------------------------------------------------------------------------------------------- International Bancshares Corp. 1,042 38,294 - ----------------------------------------------------------------------------------------------------------- Irwin Financial Corp. 600 15,492 - ----------------------------------------------------------------------------------------------------------- Macatawa Bank Corp. 555 15,568 - ----------------------------------------------------------------------------------------------------------- MAF Bancorp, Inc. 4,964 214,097 - ----------------------------------------------------------------------------------------------------------- MainSource Financial Group, Inc. 365 7,483 - ----------------------------------------------------------------------------------------------------------- NASB Financial, Inc. 1,100 43,362 - ----------------------------------------------------------------------------------------------------------- National Bankshares, Inc. 600 26,220 - ----------------------------------------------------------------------------------------------------------- NBT Bancorp, Inc. 2,700 63,261 - ----------------------------------------------------------------------------------------------------------- Oak Hill Financial, Inc. 400 13,912 - ----------------------------------------------------------------------------------------------------------- Old Second Bancorp, Inc. 516 14,433 - ----------------------------------------------------------------------------------------------------------- Oriental Financial Group, Inc. 2,743 74,226 - ----------------------------------------------------------------------------------------------------------- Pacific Capital Bancorp 16,610 491,324 - ----------------------------------------------------------------------------------------------------------- Parkvale Financial Corp. 200 5,400 - ----------------------------------------------------------------------------------------------------------- PennRock Financial Services Corp. 920 25,539 - ----------------------------------------------------------------------------------------------------------- PFF Bancorp, Inc. 4,740 181,400 - ----------------------------------------------------------------------------------------------------------- Provident Bankshares Corp. 951 31,906 - ----------------------------------------------------------------------------------------------------------- Provident Financial Holdings, Inc. 700 20,300 - ----------------------------------------------------------------------------------------------------------- Provident Financial Services, Inc. 476 8,211 - ----------------------------------------------------------------------------------------------------------- R&G Financial Corp., Cl. B 11,200 432,880 - ----------------------------------------------------------------------------------------------------------- Republic Bancorp, Inc. 3,734 57,505 - ----------------------------------------------------------------------------------------------------------- Republic Bancorp, Inc., Cl. A 3,160 73,312 - ----------------------------------------------------------------------------------------------------------- Santander BanCorp 820 20,500 - ----------------------------------------------------------------------------------------------------------- Seacoast Banking Corp. of Florida 2,930 62,585 - ----------------------------------------------------------------------------------------------------------- Silicon Valley Bancshares 1 8,500 315,945 - ----------------------------------------------------------------------------------------------------------- Sound Federal Bancorp, Inc. 400 5,848 - ----------------------------------------------------------------------------------------------------------- Southside Bancshares, Inc. 315 6,413 - ----------------------------------------------------------------------------------------------------------- Southwest Bancorp, Inc. 3,100 68,355 - ----------------------------------------------------------------------------------------------------------- State Bancorp, Inc. 1,062 24,054 - ----------------------------------------------------------------------------------------------------------- State Financial Services Corp. 3,300 90,552 - ----------------------------------------------------------------------------------------------------------- Sterling Bancorp 3,200 86,560 - ----------------------------------------------------------------------------------------------------------- Sterling Financial Corp., Western US 10,317 363,571 - ----------------------------------------------------------------------------------------------------------- Sun Bancorp, Inc. 1,296 28,421 - ----------------------------------------------------------------------------------------------------------- TierOne Corp. 3,000 69,180 - ----------------------------------------------------------------------------------------------------------- Union Bankshares Corp. 900 28,044 - ----------------------------------------------------------------------------------------------------------- United Community Financial Corp. 1,300 14,781 - ----------------------------------------------------------------------------------------------------------- Univest Corp. of Pennsylvania 400 16,300 - ----------------------------------------------------------------------------------------------------------- W. Holding Co., Inc. 1,966 37,354 - ----------------------------------------------------------------------------------------------------------- Waypoint Financial Corp. 4,510 124,341 - ----------------------------------------------------------------------------------------------------------- Webster Financial Corp. 3,534 174,544 - ----------------------------------------------------------------------------------------------------------- WesBanco, Inc. 900 26,172 - ----------------------------------------------------------------------------------------------------------- Westcorp 2,200 93,544 - ----------------------------------------------------------------------------------------------------------- Whitney Holding Corp. 100 4,200 - ----------------------------------------------------------------------------------------------------------- WSFS Financial Corp. 2,700 135,000 ------------------ 8,560,286 - ----------------------------------------------------------------------------------------------------------- CONSUMER FINANCE--0.1% ASTA Funding, Inc. 2,500 40,475 - ----------------------------------------------------------------------------------------------------------- Education Lending Group, Inc. 1 1,700 25,126 - ----------------------------------------------------------------------------------------------------------- MoneyGram International, Inc. 1 8,300 141,764 ------------------ 207,365 - ----------------------------------------------------------------------------------------------------------- Diversified Financial Services--3.9% Advanta Corp., Cl. B 1,200 29,028 - ----------------------------------------------------------------------------------------------------------- Affiliated Managers Group, Inc. 1 6,100 326,594 - ----------------------------------------------------------------------------------------------------------- American Capital Strategies Ltd. 3,400 106,556 - ----------------------------------------------------------------------------------------------------------- AmeriCredit Corp. 1 800 16,704 - ----------------------------------------------------------------------------------------------------------- Cash America International, Inc. 2,900 70,934 - ----------------------------------------------------------------------------------------------------------- Collegiate Funding Services, Inc. 1 4,900 61,544 - ----------------------------------------------------------------------------------------------------------- CompuCredit Corp. 1 10,400 193,648 - ----------------------------------------------------------------------------------------------------------- E*TRADE Financial Corp. 1 9,400 107,348 - ----------------------------------------------------------------------------------------------------------- Federated Investors, Inc., Cl. B 800 22,752 - ----------------------------------------------------------------------------------------------------------- First Albany Cos., Inc. 1,300 11,882 - ----------------------------------------------------------------------------------------------------------- Gabelli Asset Management, Inc. 3,600 154,260 - ----------------------------------------------------------------------------------------------------------- iShares Russell 2000 Index Fund 37,600 4,280,760 - ----------------------------------------------------------------------------------------------------------- iShares S&P SmallCap 600 Index Fund 1,600 230,784 - ----------------------------------------------------------------------------------------------------------- Janus Capital Group, Inc. 1,600 21,776 - ----------------------------------------------------------------------------------------------------------- Knight Trading Group, Inc. 1 26,800 247,364 - ----------------------------------------------------------------------------------------------------------- Providian Financial Corp. 1 10,300 160,062 - ----------------------------------------------------------------------------------------------------------- Sanders Morris Harris Group, Inc. 3,600 43,416 - ----------------------------------------------------------------------------------------------------------- SEI Investments Co. 2,000 67,360 - ----------------------------------------------------------------------------------------------------------- United PanAm Financial Corp. 1 700 12,604 - ----------------------------------------------------------------------------------------------------------- WFS Financial, Inc. 3,300 153,615 - ----------------------------------------------------------------------------------------------------------- World Acceptance Corp. 1 700 16,275 ------------------ 6,335,266 - ----------------------------------------------------------------------------------------------------------- INSURANCE--3.9% Affirmative Insurance Holdings, Inc. 1 11,600 183,048 - ----------------------------------------------------------------------------------------------------------- Alfa Corp. 3,200 44,672 - ----------------------------------------------------------------------------------------------------------- Allmerica Financial Corp. 1 4,900 131,712 - ----------------------------------------------------------------------------------------------------------- American Medical Security Group, Inc. 1 4,100 131,159 - ----------------------------------------------------------------------------------------------------------- American Physicians Capital, Inc. 1 100 3,062 - ----------------------------------------------------------------------------------------------------------- AmerUs Group Co. 11,900 487,900 - ----------------------------------------------------------------------------------------------------------- Arch Capital Group Ltd. 1 5,900 229,746 - ----------------------------------------------------------------------------------------------------------- Argonaut Group, Inc. 1 1,000 18,670 - ----------------------------------------------------------------------------------------------------------- Aspen Insurance Holdings Ltd. 2,200 50,622 - ----------------------------------------------------------------------------------------------------------- Baldwin & Lyons, Inc., Cl. B, Non-Vtg. 600 15,144 - ----------------------------------------------------------------------------------------------------------- Commerce Group, Inc. (The) 5,000 242,000 - ----------------------------------------------------------------------------------------------------------- Delphi Financial Group, Inc., Cl. A 8,300 333,411 - ----------------------------------------------------------------------------------------------------------- Donegal Group, Inc., Cl. A 3,300 63,360 - ----------------------------------------------------------------------------------------------------------- EMC Insurance Group, Inc. 300 6,303 - ----------------------------------------------------------------------------------------------------------- FBL Financial Group, Inc., Cl. A 800 20,952 - ----------------------------------------------------------------------------------------------------------- Fidelity National Financial, Inc. 79 3,010 - ----------------------------------------------------------------------------------------------------------- First American Corp. (The) 5,700 175,731 - ----------------------------------------------------------------------------------------------------------- FPIC Insurance Group, Inc. 1 2,700 69,795 - ----------------------------------------------------------------------------------------------------------- Great American Financial Resources, Inc. 1,100 16,819 - ----------------------------------------------------------------------------------------------------------- Horace Mann Educators Corp. 8,800 154,704 - ----------------------------------------------------------------------------------------------------------- Hub International Ltd. 700 12,656 - ----------------------------------------------------------------------------------------------------------- Independence Holding Co. 540 9,542 - ----------------------------------------------------------------------------------------------------------- Infinity Property & Casualty Corp. 4,800 141,744 - ----------------------------------------------------------------------------------------------------------- IPC Holdings Ltd. 2,000 76,020 - ----------------------------------------------------------------------------------------------------------- LandAmerica Financial Group, Inc. 7,000 318,500 - ----------------------------------------------------------------------------------------------------------- Meadowbrook Insurance Group, Inc. 1 4,000 19,480 - ----------------------------------------------------------------------------------------------------------- Mercury General Corp. 1,100 58,179 - ----------------------------------------------------------------------------------------------------------- Midland Co. (The) 300 8,205 - ----------------------------------------------------------------------------------------------------------- National Western Life Insurance Co., Cl. A 1 400 65,160 - ----------------------------------------------------------------------------------------------------------- Odyssey Re Holdings Corp. 7,300 161,914 - ----------------------------------------------------------------------------------------------------------- Ohio Casualty Corp. 1 19,500 408,135 - ----------------------------------------------------------------------------------------------------------- Old Republic International Corp. 3,400 85,102 - ----------------------------------------------------------------------------------------------------------- Penn-America Group, Inc. 2,200 29,942 - ----------------------------------------------------------------------------------------------------------- Philadelphia Consolidated Holding Co. 1 5,400 297,648 - ----------------------------------------------------------------------------------------------------------- Phoenix Cos., Inc. (The) 10,200 106,284 - ----------------------------------------------------------------------------------------------------------- ProCentury Corp. 8,800 87,560 - ----------------------------------------------------------------------------------------------------------- Protective Life Corp. 2,000 78,620 - ----------------------------------------------------------------------------------------------------------- Pxre Group Ltd. 1,200 28,092 - ----------------------------------------------------------------------------------------------------------- Reinsurance Group of America, Inc. 1,800 74,160 - ----------------------------------------------------------------------------------------------------------- RenaissanceRe Holdings Ltd. 700 36,106 - ----------------------------------------------------------------------------------------------------------- RLI Corp. 2,600 97,630 - ----------------------------------------------------------------------------------------------------------- Safety Insurance Group, Inc. 1,100 24,453 - ----------------------------------------------------------------------------------------------------------- Selective Insurance Group, Inc. 5,100 189,720 - ----------------------------------------------------------------------------------------------------------- StanCorp Financial Group, Inc. 4,100 291,920 - ----------------------------------------------------------------------------------------------------------- State Auto Financial Corp. 7,400 214,230 - ----------------------------------------------------------------------------------------------------------- Stewart Information Services Corp. 800 31,520 - ----------------------------------------------------------------------------------------------------------- Transatlantic Holdings, Inc. 25 1,359 - ----------------------------------------------------------------------------------------------------------- Triad Guaranty, Inc. 1 600 33,288 - ----------------------------------------------------------------------------------------------------------- UICI 6,800 222,632 - ----------------------------------------------------------------------------------------------------------- United Fire & Casualty Co. 1,600 91,728 - ----------------------------------------------------------------------------------------------------------- Universal American Financial Corp. 1 25,700 332,301 - ----------------------------------------------------------------------------------------------------------- Vesta Insurance Group, Inc. 13,100 58,819 - ----------------------------------------------------------------------------------------------------------- Zenith National Insurance Corp. 4,200 177,702 ------------------ 6,252,171 - ----------------------------------------------------------------------------------------------------------- Real Estate--1.5% Acadia Realty Trust 900 13,275 - ----------------------------------------------------------------------------------------------------------- Agree Realty Corp. 3,400 96,560 - ----------------------------------------------------------------------------------------------------------- Alexandria Real Estate Equities, Inc. 400 26,288 - ----------------------------------------------------------------------------------------------------------- Arden Realty, Inc. 1,200 39,096 - ----------------------------------------------------------------------------------------------------------- Associated Estates Realty Corp. 900 8,991 - ----------------------------------------------------------------------------------------------------------- Avatar Holdings, Inc. 1 300 12,735 - ----------------------------------------------------------------------------------------------------------- Bluegreen Corp. 1 7,800 86,814 - ----------------------------------------------------------------------------------------------------------- Brandywine Realty Trust 1,800 51,264 - ----------------------------------------------------------------------------------------------------------- Camden Property Trust 1,300 60,060 - ----------------------------------------------------------------------------------------------------------- Capital Automotive REIT 1,200 37,524 - ----------------------------------------------------------------------------------------------------------- Capstead Mortgage Corp. 900 11,205 - ----------------------------------------------------------------------------------------------------------- CarrAmerica Realty Corp. 900 29,430 - ----------------------------------------------------------------------------------------------------------- CBL & Associates Properties, Inc. 600 36,570 - ----------------------------------------------------------------------------------------------------------- Chelsea Property Group, Inc. 200 13,420 - ----------------------------------------------------------------------------------------------------------- Colonial Properties Trust 600 24,132 - ----------------------------------------------------------------------------------------------------------- Consolidated-Tomoka Land Co. 400 13,912 - ----------------------------------------------------------------------------------------------------------- Cornerstone Realty Income Trust, Inc. 600 5,856 - ----------------------------------------------------------------------------------------------------------- Corporate Office Properties Trust 900 23,058 - ----------------------------------------------------------------------------------------------------------- Correctional Properties Trust 1,300 35,490 - ----------------------------------------------------------------------------------------------------------- CRT Properties, Inc. 1,200 25,740 - ----------------------------------------------------------------------------------------------------------- Equity Inns, Inc. 6,900 68,172 - ----------------------------------------------------------------------------------------------------------- First Industrial Realty Trust, Inc. 1,500 55,350 - ----------------------------------------------------------------------------------------------------------- Friedman, Billings, Ramsey Group, Inc., Cl. A 200 3,820 - ----------------------------------------------------------------------------------------------------------- Glenborough Realty Trust, Inc. 600 12,462 - ----------------------------------------------------------------------------------------------------------- Health Care REIT, Inc. 2,400 84,480 - ----------------------------------------------------------------------------------------------------------- Healthcare Realty Trust, Inc. 1,100 42,944 - ----------------------------------------------------------------------------------------------------------- Heritage Property Investment Trust 400 11,668 - ----------------------------------------------------------------------------------------------------------- Highwoods Properties, Inc. 1,800 44,298 - ----------------------------------------------------------------------------------------------------------- Impac Mortgage Holdings, Inc. 1,200 31,560 - ----------------------------------------------------------------------------------------------------------- Jones Lang LaSalle, Inc. 1 8,300 273,983 - ----------------------------------------------------------------------------------------------------------- Kilroy Realty Corp. 1,000 38,030 - ----------------------------------------------------------------------------------------------------------- Lexington Corporate Properties Trust 2,100 45,591 - ----------------------------------------------------------------------------------------------------------- LTC Properties, Inc. 800 14,312 - ----------------------------------------------------------------------------------------------------------- Mack-Cali Realty Corp. 1,200 53,160 - ----------------------------------------------------------------------------------------------------------- Maguire Properties, Inc. 1,100 26,741 - ----------------------------------------------------------------------------------------------------------- Mid-America Apartment Communities, Inc. 1,200 46,740 - ----------------------------------------------------------------------------------------------------------- Mills Corp. 1,500 77,805 - ----------------------------------------------------------------------------------------------------------- Nationwide Health Properties, Inc. 2,900 60,175 - ----------------------------------------------------------------------------------------------------------- Novastar Financial, Inc. 1,200 52,320 - ----------------------------------------------------------------------------------------------------------- Omega Healthcare Investors, Inc. 900 9,684 - ----------------------------------------------------------------------------------------------------------- Pan Pacific Retail Properties, Inc. 1,000 54,100 - ----------------------------------------------------------------------------------------------------------- Pennsylvania Real Estate Investment Trust 1,500 57,990 - ----------------------------------------------------------------------------------------------------------- Prentiss Properties Trust 200 7,200 - ----------------------------------------------------------------------------------------------------------- PS Business Parks, Inc. 400 15,940 - ----------------------------------------------------------------------------------------------------------- Ramco-Gershenson Properties Trust 1,600 43,328 - ----------------------------------------------------------------------------------------------------------- Redwood Trust, Inc. 600 37,452 - ----------------------------------------------------------------------------------------------------------- Regency Centers Corp. 300 13,947 - ----------------------------------------------------------------------------------------------------------- Senior Housing Properties Trust 2,500 44,550 - ----------------------------------------------------------------------------------------------------------- SL Green Realty Corp. 900 46,629 - ----------------------------------------------------------------------------------------------------------- St. Joe Co. (The) 4,000 191,080 - ----------------------------------------------------------------------------------------------------------- Stratus Properties, Inc. 1 1,300 17,225 - ----------------------------------------------------------------------------------------------------------- Tanger Factory Outlet Centers, Inc. 2,100 94,038 - ----------------------------------------------------------------------------------------------------------- Town & Country Trust 700 17,815 - ----------------------------------------------------------------------------------------------------------- Trizec Properties, Inc. 1,800 28,746 - ----------------------------------------------------------------------------------------------------------- United Capital Corp. 1 400 9,140 - ----------------------------------------------------------------------------------------------------------- United Dominion Realty Trust, Inc. 900 17,847 - ----------------------------------------------------------------------------------------------------------- Ventas, Inc. 1,500 38,880 ------------------ 2,440,622 - ----------------------------------------------------------------------------------------------------------- THRIFTS & MORTGAGE FINANCE--0.4% Bank Mutual Corp. 8,636 103,632 - ----------------------------------------------------------------------------------------------------------- CharterMac 1,300 28,587 - ----------------------------------------------------------------------------------------------------------- Clifton Savings Bancorp, Inc. 1,900 22,154 - ----------------------------------------------------------------------------------------------------------- Commercial Capital Bancorp, Inc. 1,529 34,693 - ----------------------------------------------------------------------------------------------------------- Doral Financial Corp. 300 12,441 - ----------------------------------------------------------------------------------------------------------- Fremont General Corp. 11,200 259,280 - ----------------------------------------------------------------------------------------------------------- NewAlliance Bancshares, Inc. 3,000 43,050 - ----------------------------------------------------------------------------------------------------------- Ocwen Financial Corp. 1 3,700 33,855 - ----------------------------------------------------------------------------------------------------------- PMI Group, Inc. (The) 3,600 146,088 - ----------------------------------------------------------------------------------------------------------- Radian Group, Inc. 1,000 46,230 ------------------ 730,010 - ----------------------------------------------------------------------------------------------------------- HEALTH CARE--11.8% - ----------------------------------------------------------------------------------------------------------- BIOTECHNOLOGY--0.8% Abgenix, Inc. 1 12,600 124,236 - ----------------------------------------------------------------------------------------------------------- Aphton Corp. 1 2,700 9,720 - ----------------------------------------------------------------------------------------------------------- Applera Corp./Applied Biosystems Group 11,900 224,553 - ----------------------------------------------------------------------------------------------------------- Array BioPharma, Inc. 1 7,500 52,425 - ----------------------------------------------------------------------------------------------------------- Celgene Corp. 1 500 29,115 - ----------------------------------------------------------------------------------------------------------- Cephalon, Inc. 1 1,500 71,850 - ----------------------------------------------------------------------------------------------------------- Charles River Laboratories International, Inc. 1 500 22,900 - ----------------------------------------------------------------------------------------------------------- deCODE genetics, Inc. 1 3,500 26,355 - ----------------------------------------------------------------------------------------------------------- Gen-Probe, Inc. 1 3,600 143,532 - ----------------------------------------------------------------------------------------------------------- LifeCell Corp. 1 1,200 12,000 - ----------------------------------------------------------------------------------------------------------- Millennium Pharmaceuticals, Inc. 1 8,800 120,648 - ----------------------------------------------------------------------------------------------------------- Onyx Pharmaceuticals, Inc. 1 3,900 167,739 - ----------------------------------------------------------------------------------------------------------- QLT PhotoTherapeutics, Inc. 1 4,800 79,920 - ----------------------------------------------------------------------------------------------------------- Telik, Inc. 1 1,700 37,910 - ----------------------------------------------------------------------------------------------------------- Third Wave Technologies, Inc. 1 7,400 50,912 - ----------------------------------------------------------------------------------------------------------- Trimeris, Inc. 1 1,800 27,090 - ----------------------------------------------------------------------------------------------------------- United Therapeutics Corp. 1 2,300 80,339 ------------------ 1,281,244 - ----------------------------------------------------------------------------------------------------------- HEALTH CARE EQUIPMENT & SUPPLIES--4.6% Abaxis, Inc. 1 1,300 16,913 - ----------------------------------------------------------------------------------------------------------- Advanced Medical Optics, Inc. 1 1,800 71,226 - ----------------------------------------------------------------------------------------------------------- Align Technology, Inc. 1 5,400 82,512 - ----------------------------------------------------------------------------------------------------------- American Medical Systems Holdings, Inc. 1 10,200 369,954 - ----------------------------------------------------------------------------------------------------------- Anika Therapeutics, Inc. 1 3,900 53,820 - ----------------------------------------------------------------------------------------------------------- Arrow International, Inc. 7,300 218,270 - ----------------------------------------------------------------------------------------------------------- ArthroCare Corp. 1 8,100 237,249 - ----------------------------------------------------------------------------------------------------------- Aspect Medical Systems, Inc. 1 3,600 65,124 - ----------------------------------------------------------------------------------------------------------- Bausch & Lomb, Inc. 2,400 159,480 - ----------------------------------------------------------------------------------------------------------- CNS, Inc. 2,000 22,000 - ----------------------------------------------------------------------------------------------------------- ConMed Corp. 1 2,400 63,120 - ----------------------------------------------------------------------------------------------------------- Cytyc Corp. 1 4,700 113,505 - ----------------------------------------------------------------------------------------------------------- Dade Behring Holdings, Inc. 1 8,000 445,744 - ----------------------------------------------------------------------------------------------------------- Datascope Corp. 1,700 63,410 - ----------------------------------------------------------------------------------------------------------- Diagnostic Products Corp. 500 20,435 - ----------------------------------------------------------------------------------------------------------- DJ Orthopedics, Inc. 1 2,800 49,420 - ----------------------------------------------------------------------------------------------------------- EPIX Pharmaceuticals, Inc. 1 9,300 179,583 - ----------------------------------------------------------------------------------------------------------- Exactech, Inc. 1 1,200 24,540 - ----------------------------------------------------------------------------------------------------------- Haemonetics Corp. 1 8,900 292,276 - ----------------------------------------------------------------------------------------------------------- Hologic, Inc. 1 6,900 132,963 - ----------------------------------------------------------------------------------------------------------- Hospira, Inc. 1 10,000 306,000 - ----------------------------------------------------------------------------------------------------------- Idexx Laboratories, Inc. 1 1,300 65,962 - ----------------------------------------------------------------------------------------------------------- Immucor, Inc. 1 2,450 60,638 - ----------------------------------------------------------------------------------------------------------- Inamed Corp. 1 3,050 145,394 - ----------------------------------------------------------------------------------------------------------- Kensey Nash Corp. 1 5,500 144,045 - ----------------------------------------------------------------------------------------------------------- Kyphon, Inc. 1 5,900 146,202 - ----------------------------------------------------------------------------------------------------------- Lifeline Systems, Inc. 1 1,800 43,956 - ----------------------------------------------------------------------------------------------------------- Matthews International Corp., Cl. A 5,900 199,892 - ----------------------------------------------------------------------------------------------------------- Medical Action Industries, Inc. 1 1,800 29,930 - ----------------------------------------------------------------------------------------------------------- Meridian Bioscience, Inc. 3,300 43,890 - ----------------------------------------------------------------------------------------------------------- Mine Safety Applicances Co. 7,400 301,328 - ----------------------------------------------------------------------------------------------------------- Molecular Devices Corp. 1 6,000 141,420 - ----------------------------------------------------------------------------------------------------------- Ocular Sciences, Inc. 1 8,000 383,760 - ----------------------------------------------------------------------------------------------------------- OrthoLogic Corp. 1 7,100 49,984 - ----------------------------------------------------------------------------------------------------------- Palomar Medical Technologies, Inc. 1 3,500 76,720 - ----------------------------------------------------------------------------------------------------------- PerkinElmer, Inc. 13,200 227,304 - ----------------------------------------------------------------------------------------------------------- PolyMedica Corp. 10,200 314,160 - ----------------------------------------------------------------------------------------------------------- Respironics, Inc. 1 2,600 138,944 - ----------------------------------------------------------------------------------------------------------- SurModics, Inc. 1 300 7,125 - ----------------------------------------------------------------------------------------------------------- Sybron Dental Specialties, Inc. 1 9,700 287,993 - ----------------------------------------------------------------------------------------------------------- Thermo Electron Corp. 1 8,700 235,074 - ----------------------------------------------------------------------------------------------------------- Urologix, Inc. 1 4,400 27,808 - ----------------------------------------------------------------------------------------------------------- Varian, Inc. 1 6,300 238,581 - ----------------------------------------------------------------------------------------------------------- Ventana Medical Systems, Inc. 1 8,800 443,872 - ----------------------------------------------------------------------------------------------------------- VISX, Inc. 1 17,900 368,740 - ----------------------------------------------------------------------------------------------------------- West Pharmaceutical Services, Inc. 5,400 112,590 - ----------------------------------------------------------------------------------------------------------- Wright Medical Group, Inc. 1 6,600 165,792 - ----------------------------------------------------------------------------------------------------------- Young Innovations, Inc. 850 28,050 ------------------ 7,416,698 - ----------------------------------------------------------------------------------------------------------- HEALTH CARE PROVIDERS & SERVICES--5.2% Allscripts Healthcare Solutions, Inc. 1 1,600 14,400 - ----------------------------------------------------------------------------------------------------------- Amedisys, Inc. 1 4,900 146,755 - ----------------------------------------------------------------------------------------------------------- America Service Group, Inc. 1 700 28,728 - ----------------------------------------------------------------------------------------------------------- AMERIGROUP Corp. 1 6,200 348,750 - ----------------------------------------------------------------------------------------------------------- AmSurg Corp. 1 1,200 25,416 - ----------------------------------------------------------------------------------------------------------- Andrx Corp. 1 7,500 167,700 - ----------------------------------------------------------------------------------------------------------- Beverly Enterprises, Inc. 1 35,100 265,707 - ----------------------------------------------------------------------------------------------------------- Bio-Reference Laboratories, Inc. 1 4,500 62,730 - ----------------------------------------------------------------------------------------------------------- Centene Corp. 1 1,900 80,902 - ----------------------------------------------------------------------------------------------------------- Cerner Corp. 1 3,200 138,432 - ----------------------------------------------------------------------------------------------------------- Community Health Systems, Inc. 1 300 8,004 - ----------------------------------------------------------------------------------------------------------- Computer Programs & Systems, Inc. 400 8,024 - ----------------------------------------------------------------------------------------------------------- CorVel Corp. 1 1,600 47,488 - ----------------------------------------------------------------------------------------------------------- Covance, Inc. 1 8,700 347,739 - ----------------------------------------------------------------------------------------------------------- Coventry Health Care, Inc. 1 3,900 208,143 - ----------------------------------------------------------------------------------------------------------- Cross Country Healthcare, Inc. 1 5,800 89,900 - ----------------------------------------------------------------------------------------------------------- Dendrite International, Inc. 1 18,600 299,832 - ----------------------------------------------------------------------------------------------------------- eResearch Technology, Inc. 1 15,900 211,947 - ----------------------------------------------------------------------------------------------------------- Express Scripts, Inc. 1 1,200 78,408 - ----------------------------------------------------------------------------------------------------------- Genesis HealthCare Corp. 1 5,000 152,050 - ----------------------------------------------------------------------------------------------------------- Gentiva Health Services, Inc. 1 11,500 188,255 - ----------------------------------------------------------------------------------------------------------- HealthExtras, Inc. 1 9,800 136,612 - ----------------------------------------------------------------------------------------------------------- Humana, Inc. 1 9,800 195,804 - ----------------------------------------------------------------------------------------------------------- IDX Systems Corp. 1 5,400 175,230 - ----------------------------------------------------------------------------------------------------------- Inveresk Research Group, Inc. 1 10,300 379,967 - ----------------------------------------------------------------------------------------------------------- LCA-Vision, Inc. 4,500 116,055 - ----------------------------------------------------------------------------------------------------------- LifePoint Hospitals, Inc. 1 14,000 420,140 - ----------------------------------------------------------------------------------------------------------- Magellan Health Services, Inc. 1 2,900 106,024 - ----------------------------------------------------------------------------------------------------------- Matria Healthcare, Inc. 1 2,300 65,113 - ----------------------------------------------------------------------------------------------------------- MedCath Corp. 1 1,400 22,148 - ----------------------------------------------------------------------------------------------------------- MIM Corp. 1 500 2,890 - ----------------------------------------------------------------------------------------------------------- National HealthCare Corp. 1,000 28,500 - ----------------------------------------------------------------------------------------------------------- National Medical Health Card Systems, Inc. 1 2,400 50,160 - ----------------------------------------------------------------------------------------------------------- Omnicell, Inc. 1 1,300 17,186 - ----------------------------------------------------------------------------------------------------------- Option Care, Inc. 7,200 111,384 - ----------------------------------------------------------------------------------------------------------- Owens & Minor, Inc. 16,000 406,400 - ----------------------------------------------------------------------------------------------------------- PacifiCare Health Systems, Inc. 1 3,600 132,120 - ----------------------------------------------------------------------------------------------------------- Parexel International Corp. 1 5,600 109,760 - ----------------------------------------------------------------------------------------------------------- PDI, Inc. 1 4,400 118,756 - ----------------------------------------------------------------------------------------------------------- Pediatrix Medical Group, Inc. 1 7,700 422,345 - ----------------------------------------------------------------------------------------------------------- Prime Medical Services, Inc. 1 2,900 20,938 - ----------------------------------------------------------------------------------------------------------- Province Healthcare Co. 1 8,800 184,096 - ----------------------------------------------------------------------------------------------------------- PSS World Medical, Inc. 1 9,200 92,368 - ----------------------------------------------------------------------------------------------------------- RehabCare Group, Inc. 1 4,300 99,029 - ----------------------------------------------------------------------------------------------------------- Res-Care, Inc. 1 4,400 52,140 - ----------------------------------------------------------------------------------------------------------- Select Medical Corp. 13,600 182,648 - ----------------------------------------------------------------------------------------------------------- Service Corp. International1 21,000 130,410 - ----------------------------------------------------------------------------------------------------------- Sierra Health Services, Inc. 1 8,500 407,405 - ----------------------------------------------------------------------------------------------------------- Stewart Enterprises, Inc. 1 45,600 316,920 - ----------------------------------------------------------------------------------------------------------- Sunrise Senior Living, Inc. 1 10,100 354,712 - ----------------------------------------------------------------------------------------------------------- Triad Hospitals, Inc. 1 700 24,108 - ----------------------------------------------------------------------------------------------------------- United Surgical Partners International, Inc. 1 4,600 158,010 - ----------------------------------------------------------------------------------------------------------- VCA Antech, Inc. 1 12,800 264,064 - ----------------------------------------------------------------------------------------------------------- Ventiv Health, Inc. 1 5,300 89,835 - ----------------------------------------------------------------------------------------------------------- VistaCare, Inc., Cl. A 1 300 4,593 - ----------------------------------------------------------------------------------------------------------- WellCare Health Plans, Inc. 1 600 11,370 - ----------------------------------------------------------------------------------------------------------- WellChoice, Inc. 1 1,500 55,995 ------------------ 8,384,545 - ----------------------------------------------------------------------------------------------------------- PHARMACEUTICALS--1.2% Able Laboratories, Inc. 1 1,800 34,488 - ----------------------------------------------------------------------------------------------------------- Alpharma, Inc., Cl. A 300 5,487 - ----------------------------------------------------------------------------------------------------------- AtheroGenics, Inc. 1 6,200 204,290 - ----------------------------------------------------------------------------------------------------------- Atrix Laboratories, Inc. 1 4,500 138,105 - ----------------------------------------------------------------------------------------------------------- Caraco Pharmaceutical Laboratories Ltd. 1 3,600 27,720 - ----------------------------------------------------------------------------------------------------------- Connetics Corp. 1 2,600 70,252 - ----------------------------------------------------------------------------------------------------------- DOV Pharmaceutical, Inc. 1 6,100 104,554 - ----------------------------------------------------------------------------------------------------------- Endo Pharmaceuticals Holdings, Inc. 1 9,700 178,092 - ----------------------------------------------------------------------------------------------------------- Eon Labs, Inc. 1 5,700 123,690 - ----------------------------------------------------------------------------------------------------------- First Horizon Pharmaceutical Corp. 1 19,900 398,199 - ----------------------------------------------------------------------------------------------------------- Nabi Biopharmaceuticals, Inc. 1 5,200 69,576 - ----------------------------------------------------------------------------------------------------------- Noven Pharmaceuticals, Inc. 1 2,300 47,932 - ----------------------------------------------------------------------------------------------------------- Perrigo Co. 22,500 462,375 - ----------------------------------------------------------------------------------------------------------- Salix Pharmaceuticals Ltd. 1 2,700 58,104 - ----------------------------------------------------------------------------------------------------------- Santarus, Inc. 1 1,200 10,884 - ----------------------------------------------------------------------------------------------------------- Seattle Genetics, Inc. 1 3,200 21,024 ------------------ 1,954,772 - ----------------------------------------------------------------------------------------------------------- INDUSTRIALS--15.8% - ----------------------------------------------------------------------------------------------------------- AEROSPACE & DEFENSE--1.0% Applied Signal Technology, Inc. 8,100 259,119 - ----------------------------------------------------------------------------------------------------------- Armor Holdings, Inc. 1 3,500 145,635 - ----------------------------------------------------------------------------------------------------------- Astronics Corp., Cl. B 1 250 1,200 - ----------------------------------------------------------------------------------------------------------- Aviall, Inc. 1 3,000 61,200 - ----------------------------------------------------------------------------------------------------------- EDO Corp. 900 24,975 - ----------------------------------------------------------------------------------------------------------- Engineered Support Systems, Inc. 5,350 244,174 - ----------------------------------------------------------------------------------------------------------- ESCO Technologies, Inc. 1 1,400 94,864 - ----------------------------------------------------------------------------------------------------------- HEICO Corp., Cl. A 30 404 - ----------------------------------------------------------------------------------------------------------- Innovative Solutions & Support, Inc. 1 6,400 156,992 - ----------------------------------------------------------------------------------------------------------- Orbital Sciences Corp. 1 26,300 300,346 - ----------------------------------------------------------------------------------------------------------- Precision Castparts Corp. 400 24,020 - ----------------------------------------------------------------------------------------------------------- SI International, Inc. 1 1,500 32,865 - ----------------------------------------------------------------------------------------------------------- Teledyne Technologies, Inc. 1 3,200 80,128 - ----------------------------------------------------------------------------------------------------------- United Defense Industries, Inc. 1 3,600 143,964 ------------------ 1,569,886 - ----------------------------------------------------------------------------------------------------------- AIR FREIGHT & LOGISTICS--0.8% ABX Air, Inc. 1 27,800 180,700 - ----------------------------------------------------------------------------------------------------------- Dynamex, Inc. 1 3,300 56,892 - ----------------------------------------------------------------------------------------------------------- EGL, Inc. 1 15,900 481,134 - ----------------------------------------------------------------------------------------------------------- Forward Air Corp. 1 9,800 392,196 - ----------------------------------------------------------------------------------------------------------- Hub Group, Inc., Cl. A 1 3,300 122,925 ------------------ 1,233,847 - ----------------------------------------------------------------------------------------------------------- AIRLINES--0. 1% America West Holdings Corp., Cl. B 1 3,200 17,280 - ----------------------------------------------------------------------------------------------------------- ExpressJet Holdings, Inc. 1 6,500 65,065 - ----------------------------------------------------------------------------------------------------------- Hawaiian Holdings, Inc. 1 5,800 35,728 - ----------------------------------------------------------------------------------------------------------- SkyWest, Inc. 2,200 33,110 ------------------ 151,183 - ----------------------------------------------------------------------------------------------------------- BUILDING PRODUCTS--0.9% Ameron International Corp. 900 29,610 - ----------------------------------------------------------------------------------------------------------- Apogee Enterprises, Inc. 8,800 113,784 - ----------------------------------------------------------------------------------------------------------- Beacon Roofing Supply, Inc. 1 6,100 100,040 - ----------------------------------------------------------------------------------------------------------- Crane Co. 2,200 63,624 - ----------------------------------------------------------------------------------------------------------- ElkCorp 600 16,656 - ----------------------------------------------------------------------------------------------------------- Jacuzzi Brands, Inc. 1 10,700 99,510 - ----------------------------------------------------------------------------------------------------------- NCI Building Systems, Inc. 1 10,100 322,190 - ----------------------------------------------------------------------------------------------------------- Simpson Manufacturing Co., Inc. 3,400 214,880 - ----------------------------------------------------------------------------------------------------------- Trex Co., Inc. 1 1,200 53,136 - ----------------------------------------------------------------------------------------------------------- Universal Forest Products, Inc. 6,100 208,620 - ----------------------------------------------------------------------------------------------------------- Watsco, Inc. 6,900 207,207 - ----------------------------------------------------------------------------------------------------------- York International Corp. 700 22,113 ------------------ 1,451,370 - ----------------------------------------------------------------------------------------------------------- COMMERCIAL SERVICES & SUPPLIES--4.1% ABM Industries, Inc. 8,500 171,275 - ----------------------------------------------------------------------------------------------------------- Administaff, Inc. 1 6,400 74,880 - ----------------------------------------------------------------------------------------------------------- American Ecology Corp. 100 970 - ----------------------------------------------------------------------------------------------------------- Angelica Corp. 2,100 52,248 - ----------------------------------------------------------------------------------------------------------- Banta Corp. 3,000 119,250 - ----------------------------------------------------------------------------------------------------------- Brady Corp., Cl. A 7,600 370,652 - ----------------------------------------------------------------------------------------------------------- Bright Horizons Family Solutions, Inc. 1 5,100 276,879 - ----------------------------------------------------------------------------------------------------------- Brink's Co. (The) 9,100 274,547 - ----------------------------------------------------------------------------------------------------------- Century Business Services, Inc. 1 3,000 13,470 - ----------------------------------------------------------------------------------------------------------- CompX International, Inc. 1 500 8,000 - ----------------------------------------------------------------------------------------------------------- Consolidated Graphics, Inc. 1 6,700 280,730 - ----------------------------------------------------------------------------------------------------------- Copart, Inc. 1 10,200 193,086 - ----------------------------------------------------------------------------------------------------------- Corporate Executive Board Co. 900 55,116 - ----------------------------------------------------------------------------------------------------------- CoStar Group, Inc. 1 4,200 206,598 - ----------------------------------------------------------------------------------------------------------- CPI Corp. 1,000 13,250 - ----------------------------------------------------------------------------------------------------------- Darling International, Inc. 1 36,200 156,022 - ----------------------------------------------------------------------------------------------------------- Deluxe Corp. 1,900 77,938 - ----------------------------------------------------------------------------------------------------------- DeVry, Inc1 6,900 142,899 - ----------------------------------------------------------------------------------------------------------- Dun & Bradstreet Corp. 1 3,100 181,970 - ----------------------------------------------------------------------------------------------------------- Duratek, Inc. 1 2,100 37,359 - ----------------------------------------------------------------------------------------------------------- Electro Rent Corp. 1,300 14,352 - ----------------------------------------------------------------------------------------------------------- Ennis, Inc. 5,900 126,378 - ----------------------------------------------------------------------------------------------------------- Equifax, Inc. 3,100 81,716 - ----------------------------------------------------------------------------------------------------------- Exponent, Inc. 1 4,500 123,975 - ----------------------------------------------------------------------------------------------------------- G&K Services, Inc., Cl. A 1,800 71,532 - ----------------------------------------------------------------------------------------------------------- General Binding Corp. 1 1,300 18,252 - ----------------------------------------------------------------------------------------------------------- Geo Group, Inc. (The) 1 2,900 59,305 - ----------------------------------------------------------------------------------------------------------- Harland (John H.) Co. 800 25,080 - ----------------------------------------------------------------------------------------------------------- Healthcare Services Group, Inc. 7,750 139,190 - ----------------------------------------------------------------------------------------------------------- Heidrick & Struggles International, Inc. 1 11,900 342,958 - ----------------------------------------------------------------------------------------------------------- HNI Corp. 1,500 59,370 - ----------------------------------------------------------------------------------------------------------- Hudson Highland Group, Inc. 1 7,000 204,330 - ----------------------------------------------------------------------------------------------------------- Ikon Office Solutions, Inc. 12,100 145,442 - ----------------------------------------------------------------------------------------------------------- Imagistics International, Inc. 1 3,300 110,880 - ----------------------------------------------------------------------------------------------------------- Interpool, Inc. 1,100 20,625 - ----------------------------------------------------------------------------------------------------------- Korn-Ferry International1 18,500 337,255 - ----------------------------------------------------------------------------------------------------------- Labor Ready, Inc. 1 21,200 297,224 - ----------------------------------------------------------------------------------------------------------- Laureate Education, Inc. 1 600 22,332 - ----------------------------------------------------------------------------------------------------------- Miller (Herman), Inc. 6,300 155,295 - ----------------------------------------------------------------------------------------------------------- NCO Group, Inc. 1 2,200 59,290 - ----------------------------------------------------------------------------------------------------------- Portfolio Recovery Associates, Inc. 1 1,200 35,268 - ----------------------------------------------------------------------------------------------------------- Republic Services, Inc. 3,200 95,232 - ----------------------------------------------------------------------------------------------------------- Resources Connection, Inc. 1 2,700 102,006 - ----------------------------------------------------------------------------------------------------------- Robert Half International, Inc. 8,300 213,891 - ----------------------------------------------------------------------------------------------------------- Rollins, Inc. 6,400 155,456 - ----------------------------------------------------------------------------------------------------------- Schawk, Inc. 1,200 17,436 - ----------------------------------------------------------------------------------------------------------- School Specialty, Inc. 1 9,700 382,277 - ----------------------------------------------------------------------------------------------------------- SITEL Corp. 1 11,300 24,408 - ----------------------------------------------------------------------------------------------------------- Sotheby's Holdings, Inc., Cl. A 1 8,700 136,764 - ----------------------------------------------------------------------------------------------------------- Spherion Corp. 1 7,000 54,740 - ----------------------------------------------------------------------------------------------------------- Steelcase, Inc., Cl. A 400 5,600 - ----------------------------------------------------------------------------------------------------------- TeleTech Holdings, Inc. 1 5,000 47,200 - ----------------------------------------------------------------------------------------------------------- Volt Information Sciences, Inc. 1 2,300 66,171 - ----------------------------------------------------------------------------------------------------------- Waste Connections, Inc. 1 1,400 44,352 - ----------------------------------------------------------------------------------------------------------- Waste Industries USA, Inc. 100 1,131 - ----------------------------------------------------------------------------------------------------------- Watson Wyatt & Co. Holdings 8,200 215,660 - ----------------------------------------------------------------------------------------------------------- West Corp. 1 700 20,391 ------------------ 6,739,903 - ----------------------------------------------------------------------------------------------------------- CONSTRUCTION & ENGINEERING--0.5% Comfort Systems USA, Inc. 1 11,000 72,600 - ----------------------------------------------------------------------------------------------------------- Dycom Industries, Inc. 1 14,600 414,494 - ----------------------------------------------------------------------------------------------------------- Granite Construction, Inc. 2,700 64,530 - ----------------------------------------------------------------------------------------------------------- Insituform Technologies, Inc., Cl. A 1 3,500 65,345 - ----------------------------------------------------------------------------------------------------------- Integrated Electrical Services, Inc. 1 7,500 36,075 - ----------------------------------------------------------------------------------------------------------- Shaw Group, Inc. (The)1 3,300 39,600 - ----------------------------------------------------------------------------------------------------------- URS Corp. 1 4,000 106,720 ------------------ 799,364 - ----------------------------------------------------------------------------------------------------------- ELECTRICAL EQUIPMENT--1.1% Acuity Brands, Inc. 8,900 211,553 - ----------------------------------------------------------------------------------------------------------- American Power Conversion Corp. 6,500 113,035 - ----------------------------------------------------------------------------------------------------------- AMETEK, Inc. 1,700 51,544 - ----------------------------------------------------------------------------------------------------------- Franklin Electric Co., Inc. 1,700 67,320 - ----------------------------------------------------------------------------------------------------------- Genlyte Group, Inc. (The) 1 6,800 437,852 - ----------------------------------------------------------------------------------------------------------- Hubbell, Inc., Cl. B 4,700 210,701 - ----------------------------------------------------------------------------------------------------------- II-VI, Inc. 1 5,800 203,058 - ----------------------------------------------------------------------------------------------------------- Preformed Line Products Co. 400 12,072 - ----------------------------------------------------------------------------------------------------------- Thomas & Betts Corp. 1 13,100 351,342 - ----------------------------------------------------------------------------------------------------------- Vicor Corp. 3,600 36,396 - ----------------------------------------------------------------------------------------------------------- Woodward Governor Co. 800 53,992 ------------------ 1,748,865 - ----------------------------------------------------------------------------------------------------------- INDUSTRIAL CONGLOMERATES--0.3% Alleghany Corp. 200 54,580 - ----------------------------------------------------------------------------------------------------------- Carlisle Cos., Inc. 4,600 294,078 - ----------------------------------------------------------------------------------------------------------- Raven Industries, Inc. 2,000 88,900 - ----------------------------------------------------------------------------------------------------------- Standex International Corp. 200 4,900 - ----------------------------------------------------------------------------------------------------------- Tredegar Corp. 100 1,820 - ----------------------------------------------------------------------------------------------------------- United Industrial Corp. 3,600 118,404 ------------------ 562,682 - ----------------------------------------------------------------------------------------------------------- MACHINERY--4. 1% A.S.V., Inc. 1 2,400 89,832 - ----------------------------------------------------------------------------------------------------------- Actuant Corp., Cl. A 1 1,700 70,057 - ----------------------------------------------------------------------------------------------------------- Alamo Group, Inc. 500 9,355 - ----------------------------------------------------------------------------------------------------------- Ampco-Pittsburgh Corp. 1,100 14,586 - ----------------------------------------------------------------------------------------------------------- Astec Industries, Inc. 1 3,400 65,008 - ----------------------------------------------------------------------------------------------------------- Briggs & Stratton Corp. 5,900 479,080 - ----------------------------------------------------------------------------------------------------------- Bucyrus International, Inc., Cl. A 1 5,700 191,520 - ----------------------------------------------------------------------------------------------------------- Cascade Corp. 3,700 102,712 - ----------------------------------------------------------------------------------------------------------- Clarcor, Inc. 1,100 52,437 - ----------------------------------------------------------------------------------------------------------- Cummins, Inc. 4,400 325,116 - ----------------------------------------------------------------------------------------------------------- Cuno, Inc. 1 1,100 63,525 - ----------------------------------------------------------------------------------------------------------- Flanders Corp. 1 4,100 35,219 - ----------------------------------------------------------------------------------------------------------- Flowserve Corp. 1 3,900 94,302 - ----------------------------------------------------------------------------------------------------------- Gardner Denver, Inc. 1 4,600 126,822 - ----------------------------------------------------------------------------------------------------------- Gorman-Rupp Co. (The) 25 509 - ----------------------------------------------------------------------------------------------------------- Graco, Inc. 2,550 85,425 - ----------------------------------------------------------------------------------------------------------- Greenbrier Cos., Inc. 3,600 86,400 - ----------------------------------------------------------------------------------------------------------- Harsco Corp. 1,400 62,860 - ----------------------------------------------------------------------------------------------------------- Idex Corp. 4,800 163,008 - ----------------------------------------------------------------------------------------------------------- Joy Global, Inc. 16,482 566,651 - ----------------------------------------------------------------------------------------------------------- Kadant, Inc. 1 2,700 49,572 - ----------------------------------------------------------------------------------------------------------- Kennametal, Inc. 10,300 465,045 - ----------------------------------------------------------------------------------------------------------- Lincoln Electric Holdings, Inc. 11,600 363,776 - ----------------------------------------------------------------------------------------------------------- Middleby Corp. (The) 2,700 142,155 - ----------------------------------------------------------------------------------------------------------- Mueller Industries, Inc. 5,400 231,930 - ----------------------------------------------------------------------------------------------------------- NACCO Industries, Inc., Cl. A 1,800 155,070 - ----------------------------------------------------------------------------------------------------------- Navistar International Corp. 1 1,900 70,661 - ----------------------------------------------------------------------------------------------------------- Nordson Corp. 8,900 305,537 - ----------------------------------------------------------------------------------------------------------- Oshkosh Truck Corp. 1,100 62,766 - ----------------------------------------------------------------------------------------------------------- Pall Corp. 4,700 115,056 - ----------------------------------------------------------------------------------------------------------- Penn Engineering & Manufacturing Corp. 2,100 39,102 - ----------------------------------------------------------------------------------------------------------- Reliance Steel & Aluminum Co. 9,900 393,030 - ----------------------------------------------------------------------------------------------------------- SPX Corp. 5,200 184,080 - ----------------------------------------------------------------------------------------------------------- Stewart & Stevenson Services, Inc. 1,200 21,204 - ----------------------------------------------------------------------------------------------------------- Tennant Co. 100 4,053 - ----------------------------------------------------------------------------------------------------------- Terex Corp. 1 8,100 351,540 - ----------------------------------------------------------------------------------------------------------- Timken Co. 10,400 256,048 - ----------------------------------------------------------------------------------------------------------- Toro Co. (The) 6,400 437,120 - ----------------------------------------------------------------------------------------------------------- Wabash National Corp. 1 3,100 85,157 - ----------------------------------------------------------------------------------------------------------- Wabtec Corp. 11,100 207,459 ------------------ 6,624,785 - ----------------------------------------------------------------------------------------------------------- MARINE--0.2% Alexander & Baldwin, Inc. 1,100 37,334 - ----------------------------------------------------------------------------------------------------------- Kirby Corp. 1 4,900 196,735 - ----------------------------------------------------------------------------------------------------------- UTI Worldwide, Inc. 2,300 135,263 ------------------ 369,332 - ----------------------------------------------------------------------------------------------------------- ROAD & RAIL--1.9% Arkansas Best Corp. 9,800 358,876 - ----------------------------------------------------------------------------------------------------------- CNF Transportation, Inc. 7,600 311,524 - ----------------------------------------------------------------------------------------------------------- Florida East Coast Industries, Inc., Cl. A 1,900 71,345 - ----------------------------------------------------------------------------------------------------------- Genesee & Wyoming, Inc., Cl. A 1 10,850 274,722 - ----------------------------------------------------------------------------------------------------------- Heartland Express, Inc. 7,900 145,755 - ----------------------------------------------------------------------------------------------------------- Hunt (J.B.) Transport Services, Inc. 2,000 74,280 - ----------------------------------------------------------------------------------------------------------- Knight Transportation, Inc. 1 2,600 55,692 - ----------------------------------------------------------------------------------------------------------- Landstar System, Inc. 1 6,600 387,288 - ----------------------------------------------------------------------------------------------------------- Marten Transport Ltd. 1 1,950 34,067 - ----------------------------------------------------------------------------------------------------------- Mullen Transportation, Inc. 1,300 42,255 - ----------------------------------------------------------------------------------------------------------- Old Dominion Freight Line, Inc. 1 1,750 50,418 - ----------------------------------------------------------------------------------------------------------- Overnite Corp. 2,300 72,289 - ----------------------------------------------------------------------------------------------------------- Pacer International, Inc. 1 8,600 141,040 - ----------------------------------------------------------------------------------------------------------- Ryder Systems, Inc. 3,300 155,232 - ----------------------------------------------------------------------------------------------------------- SCS Transportation, Inc. 1 6,900 130,686 - ----------------------------------------------------------------------------------------------------------- Sirva, Inc. 1 2,400 54,960 - ----------------------------------------------------------------------------------------------------------- Swift Transportation Co., Inc. 1 17,000 285,940 - ----------------------------------------------------------------------------------------------------------- U.S. Xpress Enterprises, Inc., Cl. A 1 2,800 51,912 - ----------------------------------------------------------------------------------------------------------- USF Corp. 2,900 104,081 - ----------------------------------------------------------------------------------------------------------- Werner Enterprises, Inc. 11,900 229,789 ------------------ 3,032,151 - ----------------------------------------------------------------------------------------------------------- TRADING COMPANIES & DISTRIBUTORS--0.8% Aceto Corp. 3,500 50,400 - ----------------------------------------------------------------------------------------------------------- Applied Industrial Technologies, Inc. 8,900 318,086 - ----------------------------------------------------------------------------------------------------------- Hughes Supply, Inc. 14,000 420,980 - ----------------------------------------------------------------------------------------------------------- Lawson Products, Inc. 200 8,194 - ----------------------------------------------------------------------------------------------------------- MSC Industrial Direct Co., Inc., Cl. A 8,100 276,048 - ----------------------------------------------------------------------------------------------------------- W.W. Grainger, Inc. 3,700 213,305 ------------------ 1,287,013 - ----------------------------------------------------------------------------------------------------------- INFORMATION TECHNOLOGY--18.9% - ----------------------------------------------------------------------------------------------------------- COMMUNICATIONS EQUIPMENT--2.1% Adaptec, Inc. 1 8,000 60,800 - ----------------------------------------------------------------------------------------------------------- ADTRAN, Inc. 8,000 181,440 - ----------------------------------------------------------------------------------------------------------- Anaren Microwave, Inc. 1 6,600 88,836 - ----------------------------------------------------------------------------------------------------------- Aspect Communications Corp. 1 4,200 41,706 - ----------------------------------------------------------------------------------------------------------- Black Box Corp. 1,100 40,645 - ----------------------------------------------------------------------------------------------------------- Brocade Communications Systems, Inc. 1 76,300 431,095 - ----------------------------------------------------------------------------------------------------------- Brooktrout, Inc. 1 1,900 17,214 - ----------------------------------------------------------------------------------------------------------- C-COR.net Corp. 1 2,400 20,280 - ----------------------------------------------------------------------------------------------------------- Comverse Technology, Inc. 1 5,900 111,097 - ----------------------------------------------------------------------------------------------------------- Digi International, Inc. 1 12,700 145,161 - ----------------------------------------------------------------------------------------------------------- Ditech Communications Corp. 1 16,000 358,240 - ----------------------------------------------------------------------------------------------------------- Extreme Networks, Inc. 1 4,200 18,690 - ----------------------------------------------------------------------------------------------------------- F5 Networks, Inc. 1 3,400 103,564 - ----------------------------------------------------------------------------------------------------------- Harris Corp. 4,100 225,254 - ----------------------------------------------------------------------------------------------------------- Inter-Tel, Inc. 700 15,134 - ----------------------------------------------------------------------------------------------------------- InterDigital Communications Corp. 1 11,400 186,048 - ----------------------------------------------------------------------------------------------------------- Mobility Electronics, Inc. 1 1,400 11,536 - ----------------------------------------------------------------------------------------------------------- Netgear, Inc. 1 2,000 24,440 - ----------------------------------------------------------------------------------------------------------- NMS Communications Corp. 1 3,500 17,080 - ----------------------------------------------------------------------------------------------------------- Packeteer, Inc. 1 13,400 144,854 - ----------------------------------------------------------------------------------------------------------- Paradyne Networks, Inc. 1 19,000 87,400 - ----------------------------------------------------------------------------------------------------------- Performance Technologies, Inc. 1 8,500 53,720 - ----------------------------------------------------------------------------------------------------------- Plantronics, Inc. 4,800 207,552 - ----------------------------------------------------------------------------------------------------------- Polycom, Inc. 1 3,900 77,298 - ----------------------------------------------------------------------------------------------------------- Scientific-Atlanta, Inc. 8,600 222,912 - ----------------------------------------------------------------------------------------------------------- SeaChange International, Inc. 1 8,700 139,113 - ----------------------------------------------------------------------------------------------------------- SpectraLink Corp. 1,200 11,400 - ----------------------------------------------------------------------------------------------------------- Sycamore Networks, Inc. 1 7,800 29,484 - ----------------------------------------------------------------------------------------------------------- Symmetricom, Inc. 1 17,400 164,604 - ----------------------------------------------------------------------------------------------------------- Tellabs, Inc. 1 12,200 112,118 - ----------------------------------------------------------------------------------------------------------- ViaSat, Inc. 1 1,700 34,170 ------------------ 3,382,885 - ----------------------------------------------------------------------------------------------------------- COMPUTERS & PERIPHERALS--0.8% Advanced Digital Information Corp. 1 3,600 31,320 - ----------------------------------------------------------------------------------------------------------- Electronics for Imaging, Inc. 1 8,300 134,792 - ----------------------------------------------------------------------------------------------------------- Hutchinson Technology, Inc. 1 900 24,057 - ----------------------------------------------------------------------------------------------------------- InFocus Corp. 1 7,400 67,784 - ----------------------------------------------------------------------------------------------------------- NCR Corp. 1 5,700 282,663 - ----------------------------------------------------------------------------------------------------------- Novatel Wireless, Inc. 1 3,600 84,600 - ----------------------------------------------------------------------------------------------------------- Presstek, Inc. 1 7,000 67,690 - ----------------------------------------------------------------------------------------------------------- Rimage Corp. 1 400 5,600 - ----------------------------------------------------------------------------------------------------------- SBS Technologies, Inc. 1 6,100 74,420 - ----------------------------------------------------------------------------------------------------------- Storage Technology Corp. 1 7,800 197,028 - ----------------------------------------------------------------------------------------------------------- Stratasys, Inc. 1 2,400 75,732 - ----------------------------------------------------------------------------------------------------------- Synaptics, Inc. 1 10,200 205,632 ------------------ 1,251,318 - ----------------------------------------------------------------------------------------------------------- ELECTRONIC EQUIPMENT & INSTRUMENTS--3.8% Aeroflex, Inc. 1 4,400 46,508 - ----------------------------------------------------------------------------------------------------------- Agilysys, Inc. 10,100 174,629 - ----------------------------------------------------------------------------------------------------------- Amphenol Corp., Cl. A1 4,000 137,040 - ----------------------------------------------------------------------------------------------------------- Anixter International, Inc. 13,300 466,697 - ----------------------------------------------------------------------------------------------------------- Arrow Electronics, Inc. 1 1,900 42,902 - ----------------------------------------------------------------------------------------------------------- Avnet, Inc. 1 4,100 70,192 - ----------------------------------------------------------------------------------------------------------- AVX Corp. 10,900 129,165 - ----------------------------------------------------------------------------------------------------------- BEI Technologies, Inc. 7,100 194,540 - ----------------------------------------------------------------------------------------------------------- Belden CDT, Inc. 1 1,500 32,700 - ----------------------------------------------------------------------------------------------------------- Benchmark Electronics, Inc. 1 6,400 190,720 - ----------------------------------------------------------------------------------------------------------- Brightpoint, Inc. 1 8,600 147,920 - ----------------------------------------------------------------------------------------------------------- Cogent, Inc. 1 6,000 109,320 - ----------------------------------------------------------------------------------------------------------- Cognex Corp. 13,600 356,320 - ----------------------------------------------------------------------------------------------------------- Coherent, Inc. 1 4,200 108,948 - ----------------------------------------------------------------------------------------------------------- CTS Corp. 600 7,560 - ----------------------------------------------------------------------------------------------------------- CyberOptics Corp. 1 800 12,352 - ----------------------------------------------------------------------------------------------------------- Daktronics, Inc. 1 2,200 53,790 - ----------------------------------------------------------------------------------------------------------- Dionex Corp. 1 3,800 207,860 - ----------------------------------------------------------------------------------------------------------- Electro Scientific Industries, Inc. 1 11,000 190,850 - ----------------------------------------------------------------------------------------------------------- Excel Technology, Inc. 1 1,200 30,984 - ----------------------------------------------------------------------------------------------------------- GTSI Corp. 1 300 2,637 - ----------------------------------------------------------------------------------------------------------- Hypercom Corp. 1 13,600 100,368 - ----------------------------------------------------------------------------------------------------------- Identix, Inc. 1 5,700 37,962 - ----------------------------------------------------------------------------------------------------------- Ingram Micro, Inc., Cl. A 1 11,000 177,100 - ----------------------------------------------------------------------------------------------------------- Jabil Circuit, Inc. 1 6,200 142,600 - ----------------------------------------------------------------------------------------------------------- Keithley Instruments, Inc. 4,600 80,270 - ----------------------------------------------------------------------------------------------------------- Landauer, Inc. 400 18,772 - ----------------------------------------------------------------------------------------------------------- LeCroy Corp. 1 1,800 30,078 - ----------------------------------------------------------------------------------------------------------- Littlefuse, Inc. 1 8,000 276,240 - ----------------------------------------------------------------------------------------------------------- Maxwell Technologies, Inc. 1 1,400 14,434 - ----------------------------------------------------------------------------------------------------------- Measurement Specialties, Inc. 1 4,000 99,400 - ----------------------------------------------------------------------------------------------------------- Merix Corp. 1 1,200 12,432 - ----------------------------------------------------------------------------------------------------------- MTS Systems Corp. 5,100 108,375 - ----------------------------------------------------------------------------------------------------------- Nu Horizons Electronics Corp. 1 400 2,540 - ----------------------------------------------------------------------------------------------------------- Paxar Corp. 1 19,400 439,992 - ----------------------------------------------------------------------------------------------------------- PC Connection, Inc. 1 5,000 34,350 - ----------------------------------------------------------------------------------------------------------- Planar Systems, Inc. 1 8,500 95,285 - ----------------------------------------------------------------------------------------------------------- Rofin-Sinar Technologies, Inc. 1 1,100 32,318 - ----------------------------------------------------------------------------------------------------------- Rogers Corp. 1 2,200 93,478 - ----------------------------------------------------------------------------------------------------------- Sanmina-SCI Corp. 1 30,600 215,730 - ----------------------------------------------------------------------------------------------------------- ScanSource, Inc. 1 4,700 299,860 - ----------------------------------------------------------------------------------------------------------- Symbol Technologies, Inc. 8,100 102,384 - ----------------------------------------------------------------------------------------------------------- Taser International, Inc. 1 1,900 71,345 - ----------------------------------------------------------------------------------------------------------- Tech Data Corp. 1 6,100 235,155 - ----------------------------------------------------------------------------------------------------------- Technitrol, Inc. 1 3,100 60,450 - ----------------------------------------------------------------------------------------------------------- Tektronix, Inc. 8,100 269,325 - ----------------------------------------------------------------------------------------------------------- Trimble Navigation Ltd. 1 8,850 279,660 - ----------------------------------------------------------------------------------------------------------- TTM Technologies, Inc. 1 2,900 25,781 - ----------------------------------------------------------------------------------------------------------- Vishay Intertechnology, Inc. 1 2,800 36,120 - ----------------------------------------------------------------------------------------------------------- Zygo Corp. 1 3,700 37,481 ------------------ 6,142,919 - ----------------------------------------------------------------------------------------------------------- INTERNET SOFTWARE & SERVICES--2.4% Akamai Technologies, Inc. 1 6,200 87,110 - ----------------------------------------------------------------------------------------------------------- Chordiant Software, Inc. 1 3,900 11,349 - ----------------------------------------------------------------------------------------------------------- Corillian Corp. 1 15,000 69,150 - ----------------------------------------------------------------------------------------------------------- Covansys Corp. 1 4,700 54,238 - ----------------------------------------------------------------------------------------------------------- CyberSource Corp. 1 7,300 35,259 - ----------------------------------------------------------------------------------------------------------- Digital River, Inc. 1 3,800 113,164 - ----------------------------------------------------------------------------------------------------------- Digitas, Inc. 1 10,441 80,709 - ----------------------------------------------------------------------------------------------------------- DoubleClick, Inc. 1 10,100 59,691 - ----------------------------------------------------------------------------------------------------------- EarthLink, Inc. 1 42,800 440,840 - ----------------------------------------------------------------------------------------------------------- Embarcadero Technologies, Inc. 1 4,800 40,608 - ----------------------------------------------------------------------------------------------------------- InfoSpace, Inc. 1 10,200 483,378 - ----------------------------------------------------------------------------------------------------------- Internet Security Systems, Inc. 1 23,600 401,200 - ----------------------------------------------------------------------------------------------------------- j2 Global Communications, Inc. 1 3,200 101,088 - ----------------------------------------------------------------------------------------------------------- Keynote Systems, Inc. 1 2,700 38,232 - ----------------------------------------------------------------------------------------------------------- MarketWatch, Inc. 1 400 4,996 - ----------------------------------------------------------------------------------------------------------- MatrixOne, Inc. 1 3,100 15,686 - ----------------------------------------------------------------------------------------------------------- MicroStrategy, Inc., Cl. A 1 3,400 139,706 - ----------------------------------------------------------------------------------------------------------- Modem Media, Inc. 1 4,100 22,058 - ----------------------------------------------------------------------------------------------------------- Retek, Inc. 1 3,300 15,048 - ----------------------------------------------------------------------------------------------------------- S1 Corp. 1 20,200 161,196 - ----------------------------------------------------------------------------------------------------------- Selectica, Inc. 1 3,400 12,886 - ----------------------------------------------------------------------------------------------------------- SonicWALL, Inc. 1 8,800 59,488 - ----------------------------------------------------------------------------------------------------------- SupportSoft, Inc. 1 8,200 79,868 - ----------------------------------------------------------------------------------------------------------- United Online, Inc. 1 24,200 232,804 - ----------------------------------------------------------------------------------------------------------- ValueClick, Inc. 1 20,100 189,744 - ----------------------------------------------------------------------------------------------------------- VeriSign, Inc. 1 11,700 232,596 - ----------------------------------------------------------------------------------------------------------- Vitria Technology, Inc. 1 100 311 - ----------------------------------------------------------------------------------------------------------- WebEx Communications, Inc. 1 11,100 242,202 - ----------------------------------------------------------------------------------------------------------- Websense, Inc. 1 12,000 500,040 ------------------ 3,924,645 - ----------------------------------------------------------------------------------------------------------- IT SERVICES--1.7% Acxiom Corp. 14,900 353,726 - ----------------------------------------------------------------------------------------------------------- American Software, Inc. 2,700 16,254 - ----------------------------------------------------------------------------------------------------------- Answerthink, Inc. 1 8,700 46,545 - ----------------------------------------------------------------------------------------------------------- Anteon International Corp. 1 3,900 142,935 - ----------------------------------------------------------------------------------------------------------- Aquantive, Inc. 1 4,400 42,460 - ----------------------------------------------------------------------------------------------------------- BISYS Group, Inc. (The) 1 5,600 81,816 - ----------------------------------------------------------------------------------------------------------- Carreker Corp. 1 900 6,849 - ----------------------------------------------------------------------------------------------------------- CheckFree Corp. 1 6,300 174,321 - ----------------------------------------------------------------------------------------------------------- Convergys Corp. 1 800 10,744 - ----------------------------------------------------------------------------------------------------------- CSG Systems International, Inc. 1 22,300 343,643 - ----------------------------------------------------------------------------------------------------------- eFunds Corp. 1 2,300 42,757 - ----------------------------------------------------------------------------------------------------------- Euronet Worldwide, Inc. 1 1,400 26,208 - ----------------------------------------------------------------------------------------------------------- Infocrossing, Inc. 1 300 4,745 - ----------------------------------------------------------------------------------------------------------- Information Resources, Inc. 1 3,500 9,520 - ----------------------------------------------------------------------------------------------------------- infoUSA, Inc. 1 17,900 159,489 - ----------------------------------------------------------------------------------------------------------- Integral Systems, Inc. 100 1,951 - ----------------------------------------------------------------------------------------------------------- iPayment Holdings, Inc. 1 800 32,128 - ----------------------------------------------------------------------------------------------------------- Keane, Inc. 1 5,500 84,480 - ----------------------------------------------------------------------------------------------------------- Lawson Software, Inc. 1 23,100 129,360 - ----------------------------------------------------------------------------------------------------------- Manhattan Associates, Inc. 1 3,200 78,144 - ----------------------------------------------------------------------------------------------------------- ManTech International Corp. 1 3,400 63,648 - ----------------------------------------------------------------------------------------------------------- MPS Group, Inc. 1 15,200 127,832 - ----------------------------------------------------------------------------------------------------------- National Processing, Inc. 1 3,900 103,428 - ----------------------------------------------------------------------------------------------------------- Perot Systems Corp., Cl. A 1 7,200 115,632 - ----------------------------------------------------------------------------------------------------------- Sabre Holdings Corp. 8,700 213,411 - ----------------------------------------------------------------------------------------------------------- Sapient Corp. 1 23,700 180,831 - ----------------------------------------------------------------------------------------------------------- SRA International, Inc., Cl. A 1 2,900 149,524 - ----------------------------------------------------------------------------------------------------------- SS&C Technologies, Inc. 4,500 87,885 ------------------ 2,830,266 - ----------------------------------------------------------------------------------------------------------- OFFICE ELECTRONICS--0.1% TransAct Technologies, Inc. 1 3,250 84,013 - ----------------------------------------------------------------------------------------------------------- SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT--3.2% Actel Corp. 1 6,100 92,720 - ----------------------------------------------------------------------------------------------------------- ADE Corp. 1 4,000 68,140 - ----------------------------------------------------------------------------------------------------------- Atheros Communications, Inc. 1 1,900 19,380 - ----------------------------------------------------------------------------------------------------------- Atmel Corp. 1 53,200 192,584 - ----------------------------------------------------------------------------------------------------------- ATMI, Inc. 1 1,600 32,768 - ----------------------------------------------------------------------------------------------------------- Axcelis Technologies, Inc. 1 9,500 78,660 - ----------------------------------------------------------------------------------------------------------- Cabot Microelectronics Corp. 1 6,700 242,875 - ----------------------------------------------------------------------------------------------------------- Cirrus Logic, Inc. 1 19,100 91,107 - ----------------------------------------------------------------------------------------------------------- Cohu, Inc. 1,200 17,736 - ----------------------------------------------------------------------------------------------------------- Cree, Inc. 1 14,000 427,420 - ----------------------------------------------------------------------------------------------------------- Cypress Semiconductor Corp. 1 7,300 64,532 - ----------------------------------------------------------------------------------------------------------- Diodes, Inc. 1 2,450 63,112 - ----------------------------------------------------------------------------------------------------------- DSP Group, Inc. 1 4,000 84,200 - ----------------------------------------------------------------------------------------------------------- Entegris, Inc. 1 11,800 98,412 - ----------------------------------------------------------------------------------------------------------- Exar Corp. 1 4,100 58,056 - ----------------------------------------------------------------------------------------------------------- Fairchild Semiconductor International, Inc., Cl. A 1 7,600 107,692 - ----------------------------------------------------------------------------------------------------------- Integrated Circuit Systems, Inc. 1 3,400 73,100 - ----------------------------------------------------------------------------------------------------------- Integrated Device Technology, Inc. 1 21,000 200,130 - ----------------------------------------------------------------------------------------------------------- International Rectifier Corp. 1 4,600 157,780 - ----------------------------------------------------------------------------------------------------------- Intersil Corp., Cl. A 9,800 156,114 - ----------------------------------------------------------------------------------------------------------- Lam Research Corp. 1 2,200 48,136 - ----------------------------------------------------------------------------------------------------------- Lattice Semiconductor Corp. 1 3,400 16,694 - ----------------------------------------------------------------------------------------------------------- LSI Logic Corp. 1 21,600 93,096 - ----------------------------------------------------------------------------------------------------------- MEMC Electronic Materials, Inc. 1 4,100 34,768 - ----------------------------------------------------------------------------------------------------------- Micrel, Inc. 1 35,400 368,514 - ----------------------------------------------------------------------------------------------------------- Microsemi Corp. 1 31,600 445,560 - ----------------------------------------------------------------------------------------------------------- Microtune, Inc. 1 4,700 24,816 - ----------------------------------------------------------------------------------------------------------- Mindspeed Technologies, Inc. 1 13,000 26,000 - ----------------------------------------------------------------------------------------------------------- Mykrolis Corp. 1 1,400 14,098 - ----------------------------------------------------------------------------------------------------------- Novellus Systems, Inc. 1 4,100 109,019 - ----------------------------------------------------------------------------------------------------------- OmniVision Technologies, Inc. 1 8,200 116,030 - ----------------------------------------------------------------------------------------------------------- Photronics, Inc. 1 6,100 101,382 - ----------------------------------------------------------------------------------------------------------- Pixelworks, Inc. 1 8,900 89,089 - ----------------------------------------------------------------------------------------------------------- PLX Technology, Inc. 1 2,000 14,420 - ----------------------------------------------------------------------------------------------------------- Power Integrations, Inc. 1 4,200 85,806 - ----------------------------------------------------------------------------------------------------------- RF Micro Devices, Inc. 1 29,100 184,494 - ----------------------------------------------------------------------------------------------------------- Rudolph Technologies, Inc. 1 1,300 21,762 - ----------------------------------------------------------------------------------------------------------- Semtech Corp. 1 11,300 216,621 - ----------------------------------------------------------------------------------------------------------- Silicon Image, Inc. 1 27,400 346,336 - ----------------------------------------------------------------------------------------------------------- Silicon Storage Technology, Inc. 1 3,400 21,658 - ----------------------------------------------------------------------------------------------------------- Siliconix, Inc. 1 300 10,749 - ----------------------------------------------------------------------------------------------------------- Skyworks Solutions, Inc. 1 10,200 96,900 - ----------------------------------------------------------------------------------------------------------- Teradyne, Inc. 1 7,900 105,860 - ----------------------------------------------------------------------------------------------------------- Trident Microsystems, Inc. 1 2,200 22,154 - ----------------------------------------------------------------------------------------------------------- Ultra Clean Holdings, Inc. 1 2,600 11,128 - ----------------------------------------------------------------------------------------------------------- Ultratech, Inc. 1 3,800 59,546 - ----------------------------------------------------------------------------------------------------------- Varian Semiconductor Equipment Associates, Inc. 1 2,500 77,250 - ----------------------------------------------------------------------------------------------------------- Vitesse Semiconductor Corp. 1 8,300 22,659 - ----------------------------------------------------------------------------------------------------------- ZiLOG, Inc. 1 200 1,154 ------------------ 5,112,217 - ----------------------------------------------------------------------------------------------------------- SOFTWARE--4.8% Activision, Inc. 1 9,950 138,007 - ----------------------------------------------------------------------------------------------------------- Actuate Corp. 1 4,400 15,532 - ----------------------------------------------------------------------------------------------------------- Agile Software Corp. 1 1,900 15,067 - ----------------------------------------------------------------------------------------------------------- Ansoft Corp. 1 2,700 42,930 - ----------------------------------------------------------------------------------------------------------- Ansys, Inc. 1 9,100 452,543 - ----------------------------------------------------------------------------------------------------------- Ascential Software Corp. 1 4,800 64,656 - ----------------------------------------------------------------------------------------------------------- Aspen Technology, Inc. 1 3,700 25,863 - ----------------------------------------------------------------------------------------------------------- Autodesk, Inc. 5,600 272,328 - ----------------------------------------------------------------------------------------------------------- BEA Systems, Inc. 1 14,900 102,959 - ----------------------------------------------------------------------------------------------------------- BMC Software, Inc. 1 13,700 216,597 - ----------------------------------------------------------------------------------------------------------- Borland Software Corp. 1 13,000 108,550 - ----------------------------------------------------------------------------------------------------------- Catapult Communications Corp. 1 1,400 26,376 - ----------------------------------------------------------------------------------------------------------- CCC Information Services Group, Inc. 1 359 6,351 - ----------------------------------------------------------------------------------------------------------- Compuware Corp. 1 43,900 226,085 - ----------------------------------------------------------------------------------------------------------- Concur Technologies, Inc. 1 1,300 13,637 - ----------------------------------------------------------------------------------------------------------- Entrust Technologies, Inc. 1 19,100 48,323 - ----------------------------------------------------------------------------------------------------------- Epicor Software Corp. 1 2,900 34,887 - ----------------------------------------------------------------------------------------------------------- ePlus, inc. 1 1,300 13,599 - ----------------------------------------------------------------------------------------------------------- FactSet Research Systems, Inc. 7,400 356,680 - ----------------------------------------------------------------------------------------------------------- FileNet Corp. 1 12,300 214,758 - ----------------------------------------------------------------------------------------------------------- Hyperion Solutions Corp. 1 5,200 176,748 - ----------------------------------------------------------------------------------------------------------- Informatica Corp. 1 5,800 33,930 - ----------------------------------------------------------------------------------------------------------- InterVoice-Brite, Inc. 1 7,100 76,467 - ----------------------------------------------------------------------------------------------------------- Kronos, Inc. 1 8,250 365,393 - ----------------------------------------------------------------------------------------------------------- Macrovision Corp. 1 15,700 378,056 - ----------------------------------------------------------------------------------------------------------- Manugistics Group, Inc. 1 6,200 14,756 - ----------------------------------------------------------------------------------------------------------- McAfee, Inc. 1 10,100 203,010 - ----------------------------------------------------------------------------------------------------------- Micromuse, Inc. 1 1,500 5,520 - ----------------------------------------------------------------------------------------------------------- MICROS Systems, Inc. 1 300 15,021 - ----------------------------------------------------------------------------------------------------------- Mobius Management Systems, Inc. 1 3,400 30,770 - ----------------------------------------------------------------------------------------------------------- MRO Software, Inc. 1 3,900 39,000 - ----------------------------------------------------------------------------------------------------------- NetIQ Corp. 1 4,200 44,940 - ----------------------------------------------------------------------------------------------------------- Open Solutions, Inc. 1 400 9,988 - ----------------------------------------------------------------------------------------------------------- OPNET Technologies, Inc. 1 1,300 13,338 - ----------------------------------------------------------------------------------------------------------- PalmSource, Inc. 1 5,900 122,366 - ----------------------------------------------------------------------------------------------------------- Parametric Technology Corp. 1 59,900 316,272 - ----------------------------------------------------------------------------------------------------------- Pervasive Software, Inc. 1 100 599 - ----------------------------------------------------------------------------------------------------------- Progress Software Corp. 1 5,700 113,430 - ----------------------------------------------------------------------------------------------------------- Quality Systems, Inc. 1 2,200 111,122 - ----------------------------------------------------------------------------------------------------------- Quest Software, Inc. 1 9,900 110,088 - ----------------------------------------------------------------------------------------------------------- RSA Security, Inc. 1 23,100 445,830 - ----------------------------------------------------------------------------------------------------------- SERENA Software, Inc. 1 2,600 43,498 - ----------------------------------------------------------------------------------------------------------- Siebel Systems, Inc. 1 19,500 147,030 - ----------------------------------------------------------------------------------------------------------- SoftBrands, Inc. 1 100 112 - ----------------------------------------------------------------------------------------------------------- Sonic Solutions, Inc. 1 5,600 91,392 - ----------------------------------------------------------------------------------------------------------- Sybase, Inc. 1 18,900 260,631 - ----------------------------------------------------------------------------------------------------------- Synopsys, Inc. 1 7,700 121,891 - ----------------------------------------------------------------------------------------------------------- Synplicity, Inc. 1 900 4,644 - ----------------------------------------------------------------------------------------------------------- Take-Two Interactive Software, Inc. 1 10,100 331,785 - ----------------------------------------------------------------------------------------------------------- THQ, Inc. 1 17,400 338,604 - ----------------------------------------------------------------------------------------------------------- TIBCO Software, Inc. 1 55,900 475,709 - ----------------------------------------------------------------------------------------------------------- Transaction Systems Architects, Inc., Cl. A 1 8,600 159,831 - ----------------------------------------------------------------------------------------------------------- Ulticom, Inc. 1 8,600 127,022 - ----------------------------------------------------------------------------------------------------------- Verint Systems, Inc. 1 1,100 40,524 - ----------------------------------------------------------------------------------------------------------- Verity, Inc. 1 9,400 121,072 - ----------------------------------------------------------------------------------------------------------- Wind River Systems, Inc. 1 33,800 412,360 - ----------------------------------------------------------------------------------------------------------- Witness Systems, Inc. 1 7,900 126,953 ------------------ 7,825,430 - ----------------------------------------------------------------------------------------------------------- MATERIALS--6.2% - ----------------------------------------------------------------------------------------------------------- CHEMICALS--2.2% Airgas, Inc. 1,300 31,291 - ----------------------------------------------------------------------------------------------------------- Albemarle Corp. 4,100 143,869 - ----------------------------------------------------------------------------------------------------------- American Vanguard Corp. 700 25,018 - ----------------------------------------------------------------------------------------------------------- Cabot Corp. 9,400 362,558 - ----------------------------------------------------------------------------------------------------------- Cambrex Corp. 2,300 50,485 - ----------------------------------------------------------------------------------------------------------- Compass Minerals International, Inc. 1,100 24,420 - ----------------------------------------------------------------------------------------------------------- Cytec Industries, Inc. 3,300 161,535 - ----------------------------------------------------------------------------------------------------------- Eastman Chemical Co. 3,500 166,425 - ----------------------------------------------------------------------------------------------------------- Engelhard Corp. 5,300 150,255 - ----------------------------------------------------------------------------------------------------------- FMC Corp. 1 12,500 607,125 - ----------------------------------------------------------------------------------------------------------- Georgia Gulf Corp. 9,300 414,689 - ----------------------------------------------------------------------------------------------------------- Great Lakes Chemical Corp. 9,200 235,520 - ----------------------------------------------------------------------------------------------------------- Lubrizol Corp. (The) 1,000 34,600 - ----------------------------------------------------------------------------------------------------------- MacDermid, Inc. 8,300 240,368 - ----------------------------------------------------------------------------------------------------------- Minerals Technologies, Inc. 2,400 141,264 - ----------------------------------------------------------------------------------------------------------- NOVA Chemicals Corp. 2,100 81,270 - ----------------------------------------------------------------------------------------------------------- Octel Corp. 1,100 23,364 - ----------------------------------------------------------------------------------------------------------- OM Group, Inc. 1 4,200 153,552 - ----------------------------------------------------------------------------------------------------------- Omnova Solutions, Inc. 1 4,200 25,326 - ----------------------------------------------------------------------------------------------------------- Schulman (A.), Inc. 2,400 52,896 - ----------------------------------------------------------------------------------------------------------- Scotts Co. (The), Cl. A 1 500 32,075 - ----------------------------------------------------------------------------------------------------------- Stepan Co. 1,400 33,306 - ----------------------------------------------------------------------------------------------------------- Terra Industries, Inc. 1 15,300 132,498 - ----------------------------------------------------------------------------------------------------------- Valspar Corp. (The) 1,100 51,348 - ----------------------------------------------------------------------------------------------------------- Westlake Chemical Corp. 1 7,400 165,020 ------------------ 3,540,077 - ----------------------------------------------------------------------------------------------------------- CONSTRUCTION MATERIALS--0.5% Eagle Materials, Inc. 5,400 385,020 - ----------------------------------------------------------------------------------------------------------- Lafarge North America, Inc. 1,000 46,890 - ----------------------------------------------------------------------------------------------------------- Martin Marietta Materials, Inc. 3,400 153,918 - ----------------------------------------------------------------------------------------------------------- Texas Industries, Inc. 1,500 77,160 - ----------------------------------------------------------------------------------------------------------- Vulcan Materials Co. 3,800 193,610 ------------------ 856,598 - ----------------------------------------------------------------------------------------------------------- CONTAINERS & PACKAGING--1.2% AptarGroup, Inc. 6,100 268,217 - ----------------------------------------------------------------------------------------------------------- Ball Corp. 4,000 149,720 - ----------------------------------------------------------------------------------------------------------- Caraustar Industries, Inc. 1 1,600 26,832 - ----------------------------------------------------------------------------------------------------------- Crown Holdings, Inc. 1 26,800 276,308 - ----------------------------------------------------------------------------------------------------------- Graphic Packaging Corp. 1 800 5,184 - ----------------------------------------------------------------------------------------------------------- Greif, Inc., Cl. A 3,800 160,170 - ----------------------------------------------------------------------------------------------------------- Owens-Illinois, Inc. 1 18,600 297,600 - ----------------------------------------------------------------------------------------------------------- Packaging Corp. of America 3,400 83,198 - ----------------------------------------------------------------------------------------------------------- Packaging Dynamics Corp. 760 10,868 - ----------------------------------------------------------------------------------------------------------- Rock-Tenn Co., Cl. A 3,200 50,368 - ----------------------------------------------------------------------------------------------------------- Silgan Holdings, Inc. 10,000 463,000 - ----------------------------------------------------------------------------------------------------------- Smurfit-Stone Container Corp. 3,500 67,795 - ----------------------------------------------------------------------------------------------------------- Sonoco Products Co. 3,000 79,320 - ----------------------------------------------------------------------------------------------------------- Temple-Inland, Inc. 800 53,720 ------------------ 1,992,300 - ----------------------------------------------------------------------------------------------------------- METALS & MINING--1.5% AK Steel Holding Corp. 1 46,800 381,888 - ----------------------------------------------------------------------------------------------------------- Amerigo Resources Ltd. 1 16,000 25,115 - ----------------------------------------------------------------------------------------------------------- Arch Coal, Inc. 300 10,647 - ----------------------------------------------------------------------------------------------------------- Brush Engineered Materials, Inc. 1 1,500 31,065 - ----------------------------------------------------------------------------------------------------------- Carpenter Technology Corp. 11,300 539,462 - ----------------------------------------------------------------------------------------------------------- Dynatec Corp. 1 73,900 82,606 - ----------------------------------------------------------------------------------------------------------- Goldcorp, Inc. 1,500 20,810 - ----------------------------------------------------------------------------------------------------------- IMCO Recycling, Inc. 1 1,800 20,520 - ----------------------------------------------------------------------------------------------------------- Inmet Mining Corp. 1 8,800 152,783 - ----------------------------------------------------------------------------------------------------------- Meridian Gold, Inc. 1 900 14,983 - ----------------------------------------------------------------------------------------------------------- Metal Management, Inc. 1 600 10,908 - ----------------------------------------------------------------------------------------------------------- Metals USA, Inc. 1 400 7,096 - ----------------------------------------------------------------------------------------------------------- Oregon Steel Mills, Inc. 1 1,200 19,956 - ----------------------------------------------------------------------------------------------------------- Quanex Corp. 1,300 66,664 - ----------------------------------------------------------------------------------------------------------- Schnitzer Steel Industries, Inc. 4,000 129,400 - ----------------------------------------------------------------------------------------------------------- Southern Peru Copper Corp. 4,300 222,138 - ----------------------------------------------------------------------------------------------------------- Steel Technologies, Inc. 6,200 158,825 - ----------------------------------------------------------------------------------------------------------- Titanium Metals Corp. 1 1,400 32,844 - ----------------------------------------------------------------------------------------------------------- United States Steel Corp. 3,900 146,718 - ----------------------------------------------------------------------------------------------------------- Wheaton River Materials Ltd. 16,100 50,671 - ----------------------------------------------------------------------------------------------------------- Worthington Industries, Inc. 9,700 207,095 ------------------ 2,332,194 - ----------------------------------------------------------------------------------------------------------- PAPER & FOREST PRODUCTS--0.8% Deltic Timber Corp. 400 15,916 - ----------------------------------------------------------------------------------------------------------- Glatfelter 5,500 68,145 - ----------------------------------------------------------------------------------------------------------- Louisiana-Pacific Corp. 19,600 508,620 - ----------------------------------------------------------------------------------------------------------- Pope & Talbot, Inc. 5,400 95,040 - ----------------------------------------------------------------------------------------------------------- Potlatch Corp. 10,300 482,143 - ----------------------------------------------------------------------------------------------------------- Wausau-Mosinee Paper Corp. 6,500 108,225 ------------------ 1,278,089 - ----------------------------------------------------------------------------------------------------------- TELECOMMUNICATION SERVICES--0.6% - ----------------------------------------------------------------------------------------------------------- DIVERSIFIED TELECOMMUNICATION SERVICES--0.2% Alaska Communications Systems Group, Inc. 1 200 1,120 - ----------------------------------------------------------------------------------------------------------- CenturyTel, Inc. 6,500 222,560 - ----------------------------------------------------------------------------------------------------------- Commonwealth Telephone Enterprises, Inc. 1 1,400 60,970 - ----------------------------------------------------------------------------------------------------------- CT Communications, Inc. 3,000 41,370 - ----------------------------------------------------------------------------------------------------------- D&E Communications, Inc. 300 3,450 - ----------------------------------------------------------------------------------------------------------- North Pittsburgh Systems, Inc. 4,400 91,124 - ----------------------------------------------------------------------------------------------------------- Shenandoah Telecommunications Co. 600 15,366 - ----------------------------------------------------------------------------------------------------------- Teleglobe International Holdings Ltd. 1 500 1,735 ------------------ 437,695 - ----------------------------------------------------------------------------------------------------------- WIRELESS TELECOMMUNICATION SERVICES--0.4% @Road, Inc. 1 5,000 21,100 - ----------------------------------------------------------------------------------------------------------- AirGate PCS, Inc. 1 1,000 19,600 - ----------------------------------------------------------------------------------------------------------- Alamosa Holdings, Inc. 1 11,100 84,804 - ----------------------------------------------------------------------------------------------------------- Arch Wireless, Inc., Cl. A 1 3,800 109,174 - ----------------------------------------------------------------------------------------------------------- Boston Communications Group, Inc. 1 400 3,508 - ----------------------------------------------------------------------------------------------------------- JAMDAT Mobile, Inc. 1 1,700 39,219 - ----------------------------------------------------------------------------------------------------------- SBA Communications Corp. 1 4,800 33,600 - ----------------------------------------------------------------------------------------------------------- Telephone & Data Systems, Inc. 2,100 176,757 - ----------------------------------------------------------------------------------------------------------- UbiquiTel, Inc. 1 2,800 11,200 - ----------------------------------------------------------------------------------------------------------- United States Cellular Corp. 1 2,400 103,560 ------------------ 602,522 - ----------------------------------------------------------------------------------------------------------- UTILITIES--1.2% - ----------------------------------------------------------------------------------------------------------- ELECTRIC UTILITIES--0.9% Allegheny Energy, Inc. 1 1,700 27,132 - ----------------------------------------------------------------------------------------------------------- ALLETE, Inc. 1,500 48,750 - ----------------------------------------------------------------------------------------------------------- Canadian Hydro Developers, Inc. 1 14,000 30,522 - ----------------------------------------------------------------------------------------------------------- CH Energy Group, Inc. 5,200 238,160 - ----------------------------------------------------------------------------------------------------------- CMS Energy Corp. 1 30,100 286,552 - ----------------------------------------------------------------------------------------------------------- Duquesne Light Holdings, Inc. 4,300 77,228 - ----------------------------------------------------------------------------------------------------------- El Paso Electric Co. 1 5,300 85,171 - ----------------------------------------------------------------------------------------------------------- Green Mountain Power Corp. 900 23,445 - ----------------------------------------------------------------------------------------------------------- IDACORP, Inc. 10,500 305,130 - ----------------------------------------------------------------------------------------------------------- Northeast Utilities Co. 7,500 145,425 - ----------------------------------------------------------------------------------------------------------- PNM Resources, Inc. 4,400 99,044 - ----------------------------------------------------------------------------------------------------------- Texas Genco Holdings, Inc. 1,000 46,650 - ----------------------------------------------------------------------------------------------------------- UIL Holdings Corp. 300 14,757 ------------------ 1,427,966 - ----------------------------------------------------------------------------------------------------------- GAS UTILITIES--0.3% Chesapeake Utilities Corp. 800 20,080 - ----------------------------------------------------------------------------------------------------------- Energen Corp. 1,300 67,015 - ----------------------------------------------------------------------------------------------------------- EnergySouth, Inc. 50 1,363 - ----------------------------------------------------------------------------------------------------------- Laclede Group, Inc. (The) 1,800 52,614 - ----------------------------------------------------------------------------------------------------------- National Fuel Gas Co. 100 2,833 - ----------------------------------------------------------------------------------------------------------- New Jersey Resources Corp. 4,700 194,580 - ----------------------------------------------------------------------------------------------------------- Northwest Natural Gas Co. 1,200 38,076 - ----------------------------------------------------------------------------------------------------------- NUI Corp. 1,700 22,678 - ----------------------------------------------------------------------------------------------------------- Southwest Gas Corp. 3,000 71,850 - ----------------------------------------------------------------------------------------------------------- WGL Holdings, Inc. 700 19,782 ------------------ 490,871 - ----------------------------------------------------------------------------------------------------------- MULTI-UTILITIES & UNREGULATED POWER--0.0% Avista Corp. 4,900 88,690 ------------------ Total Common Stocks (Cost $139,133,279) 157,607,566 Principal Amount Value - ----------------------------------------------------------------------------------------------------------- JOINT REPURCHASE AGREEMENTS--2.5% Undivided interest of 0.28% in joint repurchase agreement (Principal Amount/Value $1,446,038,000, with a maturity value of $1,446,110,302) with UBS Warburg LLC, 1.80%, dated 9/30/04, to be repurchased at $4,057,203 on 10/1/04, collateralized by Federal National Mortgage Assn., 5%, 3/1/34, with a value of $1,477,979,332 (Cost $4,057,000) $ 4,057,000 $ 4,057,000 - ----------------------------------------------------------------------------------------------------------- Total Investments, at Value (Cost $143,190,279) 99.7% 161,664,554 - ----------------------------------------------------------------------------------------------------------- Other Assets Net of Liabilities 0.3 459,483 ------------------------------------- Net Assets 100.0% $ 162,124,037 ===================================== Footnotes to Statement of Investments 1. Non-income producing security. 2. Illiquid or restricted security. As of September 30, 2004, the Fund had restricted securities as follows: ACQUISITION VALUATION AS OF UNREALIZED SECURITY DATE COST SEPTEMBER 30, 2004 APPRECIATION - ------------------------------------------------------------------------------------------ STOCKS AND/OR WARRANTS Esprit Exploration Ltd. 6/4/02 19,418 $ 33,109 $ 13,691
SECURITIES VALUATION. The Fund calculates the net asset value of its shares as of the close of The New York Stock Exchange (the Exchange), normally 4:00 P.M. Eastern time, on each day the Exchange is open for business. Securities listed or traded on National Stock Exchanges or other domestic or foreign exchanges are valued based on the last sale price of the security traded on that exchange prior to the time when the Fund's assets are valued. Securities traded on NASDAQ are valued based on the closing price provided by NASDAQ prior to the time when the Fund's assets are valued. In the absence of a sale, the security is valued at the last sale price on the prior trading day, if it is within the spread of the closing bid and asked prices, and if not, at the closing bid price. Corporate, government and municipal debt instruments having a remaining maturity in excess of 60 days and all mortgage-backed securities will be valued at the mean between the "bid" and "asked" prices. Securities may be valued primarily using dealer-supplied valuations or a portfolio pricing service authorized by the Board of Trustees. Securities (including restricted securities) for which market quotations are not readily available are valued at their fair value. Foreign and domestic securities whose values have been materially affected by what the Manager identifies as a significant event occurring before the Fund's assets are valued but after the close of their respective exchanges will be fair valued. Fair value is determined in good faith using consistently applied procedures under the supervision of the Board of Trustees. Short-term "money market type" debt securities with remaining maturities of sixty days or less are valued at amortized cost (which approximates market value). FEDERAL TAX. The aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments for federal income tax purposes as of September 30, 2004 are noted below. The primary difference between book and tax appreciation or depreciation of securities and other investments, if applicable, is attributable to the tax deferral of losses. Federal tax cost of securities $ 143,661,369 ============= Gross unrealized appreciation $ 21,585,679 Gross unrealized depreciation (3,582,494) ============= Net unrealized appreciation $ 18,003,185 ============= ITEM 2. CONTROLS AND PROCEDURES. (a) Based on their evaluation of registrant's disclosure controls and procedures (as defined in rule 30a-3(c) under the Investment Company Act of 1940 (17 CFR 270.30a-3(c)) as of September 30, 2004, registrant's principal executive officer and principal financial officer found registrant's disclosure controls and procedures to provide reasonable assurances that information required to be disclosed by registrant in the reports that it files under the Securities Exchange Act of 1934 (a) is accumulated and communicated to registrant's management, including its principal executive officer and principal financial officer, to allow timely decisions regarding required disclosure, and (b) is recorded, processed, summarized and reported, within the time periods specified in the rules and forms adopted by the U.S. Securities and Exchange Commission. (b) There have been no significant changes in registrant's internal controls over financial reporting that occurred during the registrant's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting. ITEM 3. EXHIBITS. (a) Exhibits attached hereto. (Attach certifications as exhibits) EX-99.CERT 2 rq297_11948ex99cert.txt RQ297_11948EX99CERT.TXT Exhibit 99.CERT CERTIFICATIONS I, JOHN V. MURPHY, certify that: 1. I have reviewed this report on Form N-Q of Oppenheimer Main Street Small Cap Fund/VA; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: (a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; (b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; (c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and (d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and 5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of trustees (or persons performing the equivalent functions): (a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and (b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting. /s/ John V. Murphy - ---------------------------- John V. Murphy Chief Executive Officer Date: 11/16/04 Exhibit 99.CERT Section 302 Certifications CERTIFICATIONS I, BRIAN W. WIXTED, certify that: 1. I have reviewed this report on Form N-Q of Oppenheimer Main Street Small Cap Fund/VA; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: a. Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; b. Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; c. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and d. Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and 5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of trustees (or persons performing the equivalent functions): a. All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting. /s/ Brian W. Wixted - ---------------------------- Brian W. Wixted Chief Financial Officer Date: 11/16/04 -----END PRIVACY-ENHANCED MESSAGE-----