UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31st, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Principal Financial Group, Inc.
Address: 711 High Street
Des Moines, IA 50392
13F File Number: 28-10106
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Michael Roughton
Title: Vice-President
Phone: 515-248-3842
Signature, Place, and Date of Signing:
Michael Roughton Des Moines, Iowa February 17th, 2004
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 2017
Form 13F Information Table Value Total: $16721683 (X$1000)
List of Other Included Managers:
No. 13F File Number Name
01 28-1549 Principal Global Investors, LLC
02 28-10400 Principal Real Estate Investors, LLC
03 28-793 Principal Life Insurance Co
04 28-10107 Principal Financial Services, Inc
FORM 13F INFORMATION TABLE
TITLE OF VALU SHARES/ S PUT/ INVSTMT OTH VOTING AUTHOR
NAME OF ISSUER CLAS CUSIP (X$10 PRN AMT P CALL DSCRETN MANAG SOLE SHARED NONE
---------------------------------------------------- ------ ------- --------------- -------- --------
AAR CORP. COM 00036110 455 30345 SH DEFINED 1,3,4 30345
ADC COMMUNICATIONS, INC. COM 00088610 1412 475194 SH DEFINED 1,3,4 475194
ABN-AMRO HOLDINGS COM 00093710 259 11003 SH DEFINED 1,3,4 11003
ABM INDUSTRIES, INC. COM 00095710 822 47069 SH DEFINED 1,3,4 47069
AFLAC, INC. COM 0010551025377 701301 SH DEFINED 1,3,4 701301
AGCO CORP. COM 00108410 454 22379 SH DEFINED 1,3,4 22379
AGL RESOURCES IN COM 00120410 6072 208694 SH DEFINED 1,3,4 208694
AES CORP. COM 00130H10 3918 415210 SH DEFINED 1,3,4 415210
AMB PROPERTY CORP. COM 00163T1014726 447881 SH DEFINED 1,3,4 447881
AMB PROPERTY CORP. COM 00163T1011848 360300 SH DEFINED 2,3,4 360300
ATI TECHNOLOGIES, INC. COM 00194110 196 13000 SH DEFINED 1,3,4 13000
AT&T CORP. COM 0019575019559 963689 SH DEFINED 1,3,4 963689
ATMI, INC. COM 00207R10 683 29506 SH DEFINED 1,3,4 29506
AT&T WIRELESS GROUP COM 00209A1012854 1608736 SH DEFINED 1,3,4 1608736
AAIPHARMA, INC. COM 00252W1010345 411731 SH DEFINED 1,3,4 411731
AARON RENTS INC. COM 00253520 626 31211 SH DEFINED 1,3,4 31211
ABBOTT LABORATORIES COM 0028241044322 951143 SH DEFINED 1,3,4 951143
ABERCROMBIE & FITCH CO. COM 00289620 709 28699 SH DEFINED 1,3,4 28699
ACADIA REALTY TRUST COM 00423910 42 3200 SH DEFINED 1,3,4 3200
ACADIA REALTY TRUST COM 00423910 546 43600 SH DEFINED 2,3,4 43600
ACCREDO HEALTH, INC. COM 00437V10 6523 206602 SH DEFINED 1,3,4 206602
ACTIVISION, INC. COM 00493020 479 26318 SH DEFINED 1,3,4 26318
ACTION PERFORMANCE COS INCCOM 00493310 332 17042 SH DEFINED 1,3,4 17042
ACTEL CORP. COM 00493410 585 24162 SH DEFINED 1,3,4 24162
ACUITY BRANDS INC. COM 00508Y10 1117 43363 SH DEFINED 1,3,4 43363
ACXIOM CORP. COM 00512510 471 25190 SH DEFINED 1,3,4 25190
CARDSYSTEMS SOLUTIONS, INCCOM 006247$$ 167 333500 SH DEFINED 3,4 333500
ADAPTEC, INC. COM 00651F10 913 103680 SH DEFINED 1,3,4 103680
ADECCO COM 00675410 180 11191 SH DEFINED 1,3,4 11191
ADMINISTAFF, INC. COM 00709410 8016 461204 SH DEFINED 1,3,4 461204
ADOBE SYSTEMS, INC. COM 00724F10 8256 209934 SH DEFINED 1,3,4 209934
ADOLOR CORP. COM 00724X10 6743 337032 SH DEFINED 1,3,4 337032
ADTRAN INC. COM 00738A10 7700 248378 SH DEFINED 1,3,4 248378
ADVANCE AUTO PARTS COM 00751Y10 3522 43268 SH DEFINED 1,3,4 43268
ADVANCED DIGITAL INFO CORPCOM 00752510 9037 645381 SH DEFINED 1,3,4 645381
ADVANCED MARKETING SERVICECOM 00753T10 205 18156 SH DEFINED 1,3,4 18156
ADVANCED FIBRE COMMUNICATICOM 00754A10 516 25798 SH DEFINED 1,3,4 25798
ADVANCED NEUROMODULATION SCOM 00757T10 3849 83736 SH DEFINED 1,3,4 83736
ADVO, INC. COM 00758510 2143 67520 SH DEFINED 1,3,4 67520
ADVANCED MEDICAL OPTICS COM 00763M10 4879 248346 SH DEFINED 1,3,4 248346
AEROFLEX INC. COM 00776810 738 63343 SH DEFINED 1,3,4 63343
AEROPOSTALE, INC. COM 0078651012936 471681 SH DEFINED 1,3,4 471681
ADVANCED MICRO DEVICES COM 00790310 3064 205810 SH DEFINED 1,3,4 205810
ADVANCE PCS COM 00790K10 1454 27562 SH DEFINED 1,3,4 27562
ADVANCED ENERGY INDUSTRIESCOM 00797310 804 30817 SH DEFINED 1,3,4 30817
ADVENT SOFTWARE INC COM 00797410 169 9729 SH DEFINED 1,3,4 9729
AETNA INC- NEW COM 00817Y1023310 344995 SH DEFINED 1,3,4 344995
AFFILIATED COMP SVCS -CLA COM 0081901011787 216337 SH DEFINED 1,3,4 216337
AGERE SYSTEMS, INC. COM 00845V20 1724 594621 SH DEFINED 1,3,4 594621
AGILENT TECHNOLOGIES INC COM 00846U1023510 804068.00SH DEFINED 1,3,4 804068
AGILYSYS, INC. COM 00847J10 344 30603 SH DEFINED 1,3,4 30603
AGRIUM, INC. COM 00891610 2303 139989 SH DEFINED 1,3,4 139989
AIR PRODUCTS & CHEMICALS, COM 00915810 7099 134343 SH DEFINED 1,3,4 134343
AIRGAS INC. COM 00936310 4723 219760 SH DEFINED 1,3,4 219760
AIRTRAN HOLDINGS, INC. COM 00949P10 9898 831788 SH DEFINED 1,3,4 831788
ELECTROLUX AB COM 01019820 111 2500 SH DEFINED 1,3,4 2500
ALABAMA NATL BANCORPORATIOCOM 01031710 3424 65170 SH DEFINED 1,3,4 65170
ALASKA AIRGROUP INC. COM 01165910 211 7926 SH DEFINED 1,3,4 7926
ALBANY INTL CORP. -CLA COM 0123481010623 313400 SH DEFINED 1,3,4 313400
ALBEMARLE CORP. COM 01265310 365 12210 SH DEFINED 1,3,4 12210
ALBERTO-CULVER CO. COM 0130681014772 234241 SH DEFINED 1,3,4 234241
ALBERTSONS, INC. COM 01310410 4924 217132 SH DEFINED 1,3,4 217132
ALCOA, INC. COM 0138171021208 558011 SH DEFINED 1,3,4 558011
ALEXANDER & BALDWIN INC. COM 01448210 417 12410 SH DEFINED 1,3,4 12410
ALEXANDRIA REAL EST EQUITICOM 01527110 916 15783 SH DEFINED 1,3,4 15783
ALEXANDRIA REAL EST EQUITICOM 01527110 2127 36740 SH DEFINED 2,3,4 36740
ALIGN TECHNOLOGY INC COM 01625510 2358 142820 SH DEFINED 1,3,4 142820
ALLEGHENY ENERGY COM 01736110 948 74966 SH DEFINED 1,3,4 74966
ALLEGHENY TECHNOLOGIES, INCOM 01741R10 619 47611 SH DEFINED 1,3,4 47611
ALLERGAN, INC. COM 01849010 7084 92265 SH DEFINED 1,3,4 92265
ALLETE COM 01852210 793 25800 SH DEFINED 1,3,4 25800
ALLIANCE DATA SYSTEMS CORPCOM 01858110 73 2630 SH DEFINED 1,3,4 2630
ALLIANCE SEMICONDUCTOR CORCOM 01877H10 235 33488 SH DEFINED 1,3,4 33488
ALLIANT CORP. COM 01880210 817 32860 SH DEFINED 1,3,4 32860
ALLIANT TECHSYSTEMS, INC. COM 0188041033968 587936 SH DEFINED 1,3,4 587936
ALLIED DOMECQ PLC COM 01912120 186 5860 SH DEFINED 1,3,4 5860
ALLIED WASTE INDUSTRIES, ICOM 01958930 2616 189057 SH DEFINED 1,3,4 189057
ALLMERICA FINANCIAL CORP. COM 01975410 487 15740 SH DEFINED 1,3,4 15740
ALLSTATE CORP. COM 0200021041034 953846 SH DEFINED 1,3,4 953846
ALLTEL CORP. COM 02003910 8595 184480 SH DEFINED 1,3,4 184480
ALLSTREAM, INC. - CLASS B COM 02004C2023879 416320 SH DEFINED 1,3,4 416320
ALPHARMA INC. - CL A COM 02081310 995 49472 SH DEFINED 1,3,4 49472
ALTERA CORP. COM 0214411012453 548740 SH DEFINED 1,3,4 548740
ALTRIA GROUP, INC. COM 02209S1073779 1355889 SH DEFINED 1,3,4 1355889
CORPORATE SERVICES GROUP PCOM 02251600 14 82587 SH DEFINED 3,4 82587
ARRIVA PLC COM 02303460 479 70462 SH DEFINED 3,4 70462
AMBAC FINANCIAL GROUP, INCCOM 0231391015836 228179 SH DEFINED 1,3,4 228179
AMERADA HESS CORP. COM 02355110 2820 53065 SH DEFINED 1,3,4 53065
AMEREN CORP. COM 0236081026097 567328 SH DEFINED 1,3,4 567328
AMERICA MOVIL - SERIES L COM 02364W1018983 694348 SH DEFINED 1,3,4 694348
AMCORE FINANCIAL, INC. COM 02391210 6489 240176 SH DEFINED 1,3,4 240176
AMERICAN AXLE & MFG HOLDINCOM 0240611011600 286981 SH DEFINED 1,3,4 286981
AMERICAN DISTRIBUTORS PLC COM 02540*11 0 1241676 SH DEFINED 3,4 1241676
AMERICAN ELECTRIC POWER COCOM 02553710 7158 234743 SH DEFINED 1,3,4 234743
AMERICAN EAGLE OUTFITTERS COM 02553E10 346 21126 SH DEFINED 1,3,4 21126
AMERICAN EXPRESS CO. COM 0258161037606 779718 SH DEFINED 1,3,4 779718
AMERICAN FINL GROUP INC. COM 02593210 577 21666 SH DEFINED 1,3,4 21666
AMERICAN FINANCIAL REALTY COM 02607P30 235 13856 SH DEFINED 1,3,4 13856
AMERICAN FINANCIAL REALTY COM 02607P30 3453 202644 SH DEFINED 2,3,4 202644
AMERICAN GREETINGS CORP. COM 02637510 854 39239 SH DEFINED 1,3,4 39239
AMERICAN HEALTHWAYS INC COM 02649V10 3802 159198 SH DEFINED 1,3,4 159198
AMERICAN HOME MORTGAGE INVCOM 02660R10 9360 415836 SH DEFINED 1,3,4 415836
AMERICAN INTERNATIONAL GROCOM 02687410128726 1942142 SH DEFINED 1,3,4 1942142
AMERICAN ITALIAN PASTA CO.COM 02707010 711 17059 SH DEFINED 1,3,4 17059
AMERICAN MANAGEMENT SYSTEMCOM 02735210 611 40399 SH DEFINED 1,3,4 40399
AMERICAN MEDICAL SYS HLDGSCOM 02744M10 688 31512 SH DEFINED 1,3,4 31512
AMERICAN POWER CONVERSION COM 0290661049851 2038913 SH DEFINED 1,3,4 2038913
AMEM STANDARD CO INC. COM 0297121016814 166949 SH DEFINED 1,3,4 166949
AMERICAN STATES WATER CO. COM 02989910 365 14485 SH DEFINED 1,3,4 14485
AMERICREDIT CORP. COM 03060R10 741 46447 SH DEFINED 1,3,4 46447
AMERISTAR CASINOS, INC. COM 03070Q10 5339 218052 SH DEFINED 1,3,4 218052
AMERON INTERNATIONAL CORP COM 03071010 4467 128797 SH DEFINED 1,3,4 128797
AMERUS LIFE GROUP. COM 03072M10 409 11627 SH DEFINED 1,3,4 11627
AMERISOURCEBERGEN CORP COM 03073E10 3712 66066 SH DEFINED 1,3,4 66066
AMERIGROUP CORP. COM COM 03073T10 9368 219683 SH DEFINED 1,3,4 219683
AMERITRADE HOLDING CORP. COM 03074K10 722 51450 SH DEFINED 1,3,4 51450
AMETEK INC. COM 03110010 477 9907 SH DEFINED 1,3,4 9907
AMGEN COM 0311621077414 1252567 SH DEFINED 1,3,4 1252567
AMKOR TECHNOLOGY INC. COM 03165210 3538 194180 SH DEFINED 1,3,4 194180
AMPHENOL CORP COM 03209510 8464 132396 SH DEFINED 1,3,4 132396
AMSOUTH BANCORPORATION COM 03216510 5507 224680 SH DEFINED 1,3,4 224680
AMSURG CORP. COM 03232P40 724 19107 SH DEFINED 1,3,4 19107
ANADARKO PETROLEUN CORP. COM 03251110 7595 148974 SH DEFINED 1,3,4 148974
ANALOG DEVICES COM 03265410 9936 217581 SH DEFINED 1,3,4 217581
ANALOGIC CORP. COM 03265720 2416 59018 SH DEFINED 1,3,4 59018
ANCHOR BANCORP, INC./WI COM 03283910 549 22048 SH DEFINED 1,3,4 22048
ANDREW CORP. COM 03442510 1039 90663 SH DEFINED 1,3,4 90663
ANGELICA CORP. COM 03466310 185 8429 SH DEFINED 1,3,4 8429
ANGLO AMERICAN PLC COM 03485P10 128 5740 SH DEFINED 1,3,4 5740
ANGIOTECH PHARMACEUTICALS,COM 03491810 1118 24300 SH DEFINED 1,3,4 24300
ANHEUSER-BUSCH COS., INC. COM 0352291041345 784932 SH DEFINED 1,3,4 784932
ANIXTER INT'L, INC. COM 03529010 892 34530 SH DEFINED 1,3,4 34530
ANNTAYLOR STORES CORP. COM 03611510 6607 169406 SH DEFINED 1,3,4 169406
ANSYS INC. COM 03662Q10 740 18572 SH DEFINED 1,3,4 18572
ANTHEM, INC. COM 03674B1015630 208334 SH DEFINED 1,3,4 208334
ANTEON INTERNATIONAL CORP.COM 03674E1012079 335119 SH DEFINED 1,3,4 335119
ANWORTH MORTGAGE ASST CORPCOM 03734710 3183 228551 SH DEFINED 1,3,4 228551
AON CORP. COM 0373891020700 864773 SH DEFINED 1,3,4 864773
APACHE CORP. COM 0374111024188 298549 SH DEFINED 1,3,4 298549
APARTMENT INVESTMENT & MANCOM 03748R10 1919 55621 SH DEFINED 1,3,4 55621
APOGEE ENTERPRISES, INC. COM 03759810 296 26219 SH DEFINED 1,3,4 26219
APOLLO GROUP INC. COM 0376041020654 303713 SH DEFINED 1,3,4 303713
APOGENT TECHNOLOGIES, INC.COM 03760A10 620 26847 SH DEFINED 1,3,4 26847
APPLE COMPUTER, INC. COM 03783310 4596 215085 SH DEFINED 1,3,4 215085
APPLEBEES INT'L, INC. COM 03789910 2321 59152 SH DEFINED 1,3,4 59152
APRIA HEALTHCARE GROUP INCCOM 03793310 7047 247769 SH DEFINED 1,3,4 247769
APPLERA CORP-APPLIED BIOSYCOM 03802010 2544 122819 SH DEFINED 1,3,4 122819
PE CORP-CELERA GENOMICS GRCOM 0380202016720 1201985 SH DEFINED 1,3,4 1201985
APPLICA INCORPORATED COM 03815A10 170 22540 SH DEFINED 1,3,4 22540
APPLIED FILMS CORP. COM 03819710 5054 153122 SH DEFINED 1,3,4 153122
APPLIED INDUSTRIAL TECH, ICOM 03820C10 438 18355 SH DEFINED 1,3,4 18355
APPLIED MATERIALS, INC. COM 0382221043310 1929527 SH DEFINED 1,3,4 1929527
APPLIED MICRO CIRCUITS CORCOM 03822W1018558 3104177 SH DEFINED 1,3,4 3104177
APTARGROUP, INC. COM 03833610 1346 34583 SH DEFINED 1,3,4 34583
AQUILA, INC. COM 03840P10 197 57924 SH DEFINED 1,3,4 57924
ARBITRON, INC. COM 03875Q1030514 731357 SH DEFINED 1,3,4 731357
ARCH CHEMICALS, INC. COM 03937R10 7836 305252 SH DEFINED 1,3,4 305252
ARCH COAL, INC. COM 03938010 2984 95727 SH DEFINED 1,3,4 95727
ARCHER-DANIELS-MIDLAND CO.COM 03948310 5837 383496 SH DEFINED 1,3,4 383496
ARCHSTONE-SMITH TRUST COM 03958310 370 13200 SH DEFINED 1,3,4 13200
ARCHSTONE-SMITH TRUST COM 03958310 5496 196400 SH DEFINED 2,3,4 196400
ARCTIC CAT, INC. COM 03967010 496 20007 SH DEFINED 1,3,4 20007
ARGOSY GAMING COMPANY COM 04022810 725 27931 SH DEFINED 1,3,4 27931
ARKANSAS BEST CORP. COM 04079010 740 23641 SH DEFINED 1,3,4 23641
ARMOR HOLDINGS, INC. COM 04226010 709 26847 SH DEFINED 1,3,4 26847
ARQULE, INC. COM 04269E10 127 26758 SH DEFINED 1,3,4 26758
ARROW ELECTRONICS INC. COM 04273510 3330 143780 SH DEFINED 1,3,4 143780
ARTESYN TECHNOLOGIES, INC.COM 04312710 312 36906 SH DEFINED 1,3,4 36906
ARTHROCARE CORP. COM 04313610 5375 219426 SH DEFINED 1,3,4 219426
ARVINMERITOR, INC. COM 04335310 494 20328 SH DEFINED 1,3,4 20328
ASCENTIAL SOFTWARE CORP. COM 04362P2011737 452442 SH DEFINED 1,3,4 452442
SEPARATE ACCOUNT LI - MM COM 0439895M27040719541113.SH DEFINED 1,3,4 19541114
ASHLAND, INC. COM 04420410 1784 40504 SH DEFINED 1,3,4 40504
ASHWORTH, INC. COM 04516H10 99 12454 SH DEFINED 1,3,4 12454
ASPECT COMMUNICATIONS COM 04523Q1013639 865646 SH DEFINED 1,3,4 865646
ASSOCIATED BANC-CORP. COM 04548710 928 21754 SH DEFINED 1,3,4 21754
ASTEC INDUSTRIES, INC. COM 04622410 232 18803 SH DEFINED 1,3,4 18803
ASTORIA FINL CORP. COM 04626510 876 23565 SH DEFINED 1,3,4 23565
ASTRAZENECA GROUP PLC. COM 04635310 186 3840 SH DEFINED 1,3,4 3840
AT ROAD INC COM 04648K10 1566 117800 SH DEFINED 1,3,4 117800
JARVIS HOTELS PLC COM 04761840 2481 945876 SH DEFINED 3,4 945876
ATLANTIC COAST AIRLINES HOCOM 04839610 431 43196 SH DEFINED 1,3,4 43196
ATMEL CORP. COM 04951310 840 139921 SH DEFINED 1,3,4 139921
ATMOS ENERGY CORP. COM 04956010 1168 47990 SH DEFINED 1,3,4 47990
ATWOOD OCEANICS INC. COM 05009510 422 13195 SH DEFINED 1,3,4 13195
AUDIOVOX CORP. COM 05075710 282 21910 SH DEFINED 1,3,4 21910
AUTODESK, INC. COM 05276910 1616 65889 SH DEFINED 1,3,4 65889
AUTOMATIC DATA PROCESSING,COM 0530151013940 351967 SH DEFINED 1,3,4 351967
AUTONATION INC. COM 05329W10 3005 163617 SH DEFINED 1,3,4 163617
AUTOZONE, INC. COM 05333210 5231 61419 SH DEFINED 1,3,4 61419
AVALONBAY COMMUNITIES, INCCOM 05348410 191 4000 SH DEFINED 1,3,4 4000
AVALONBAY COMMUNITIES, INCCOM 05348410 2762 57800 SH DEFINED 2,3,4 57800
AVAYA, INC. COM 05349910 3181 246012 SH DEFINED 1,3,4 246012
AVERY DENNISON CORP. COM 05361110 3656 65224 SH DEFINED 1,3,4 65224
AVIALL, INC. COM 05366B1011792 760032 SH DEFINED 1,3,4 760032
AVID TECHNOLOGY, INC. COM 05367P10 1410 29277 SH DEFINED 1,3,4 29277
AVISTA CORP. COM 05379B10 831 46036 SH DEFINED 1,3,4 46036
AVNET, INC. COM 05380710 5578 257363 SH DEFINED 1,3,4 257363
AVOCENT CORPORATION. COM 05389310 508 13919 SH DEFINED 1,3,4 13919
AVON PRODUCTS, INC. COM 0543031010634 157604 SH DEFINED 1,3,4 157604
AXCELIS TECHNOLOGIES, INC.COM 05454010 968 94278 SH DEFINED 1,3,4 94278
AZTAR CORP. COM 05480210 733 32556 SH DEFINED 1,3,4 32556
BB&T CORP. COM 0549371012488 323360 SH DEFINED 1,3,4 323360
BEI TECHNOLOGIES, INC. COM 05538P10 277 14051 SH DEFINED 1,3,4 14051
BISYS GROUP, INC. COM 05547210 524 35080 SH DEFINED 1,3,4 35080
BJ SERVICES CO. COM 0554821019582 545474 SH DEFINED 1,3,4 545474
BJS WHOLESALE CLUB INC. COM 05548J10 473 20702 SH DEFINED 1,3,4 20702
BP PLC COM 05562210 119 2420 SH DEFINED 1,3,4 2420
BNP PARIBAS - SPONSORED ADCOM 05565A20 381 12100 SH DEFINED 1,3,4 12100
BMC SOFTWARE, INC. COM 0559211021918 1175085 SH DEFINED 1,3,4 1175085
BAKER HUGHES, INC. COM 05722410 6361 197695 SH DEFINED 1,3,4 197695
BALDOR ELECTRIC CO. COM 05774110 712 31242 SH DEFINED 1,3,4 31242
BALL CORP. COM 0584981018379 308440 SH DEFINED 1,3,4 308440
BALLY TOTAL FITNESS HOLDINCOM 05873K10 224 32419 SH DEFINED 1,3,4 32419
BANCO BRADESCO COM 05946020 88 3300 SH DEFINED 1,3,4 3300
BANCO SANTANDER CEN COM 05964H10 197 16450 SH DEFINED 1,3,4 16450
BANCO SANTANDER-CHILE - ADCOM 05965X10 1977 83091 SH DEFINED 1,3,4 83091
BANCORPSOUTH, INC. COM 05969210 5883 248041 SH DEFINED 1,3,4 248041
BANDAG INC. COM 05981510 6259 151843 SH DEFINED 1,3,4 151843
BANK OF AMERICA CORP. COM 06050510122920 1528274 SH DEFINED 1,3,4 1528274
CARDSYSTEMS SOLUTIONS, INCCOM 06249000 0 1000000 SH DEFINED 3,4 1000000
PALISADE SYSTMES, INC. COM 06252000 0 100000 SH DEFINED 3,4 100000
BANK OF HAWAII CORP. COM 06254010 702 16598 SH DEFINED 1,3,4 16598
BANK OF NEW YORK COM 0640571015167 458087 SH DEFINED 1,3,4 458087
BANK OF NOVA SCOTIA COM 06414910 185 3640 SH DEFINED 1,3,4 3640
BANK ONE CORP. COM 06423A1031022 680418 SH DEFINED 1,3,4 680418
BANKNORTH GROUP, INC. COM 06646R10 1561 47979 SH DEFINED 1,3,4 47979
BANKUNITED FINANCIAL CORP COM 06652B10 725 28210 SH DEFINED 1,3,4 28210
BANTA CORP. COM 06682110 306 7581 SH DEFINED 1,3,4 7581
BARD (C.R.), INC. COM 06738310 3254 40099 SH DEFINED 1,3,4 40099
BARCLAYS PLC COM 06738E20 367 10084 SH DEFINED 1,3,4 10084
BARNES & NOBLE, INC. COM 06777410 650 19771 SH DEFINED 1,3,4 19771
BARNES GROUP, INC. COM 06780610 702 21685 SH DEFINED 1,3,4 21685
BARR LABORATORIES, INC. COM 06830610 2196 28498 SH DEFINED 1,3,4 28498
BARRA INC. COM 06831310 4868 137161 SH DEFINED 1,3,4 137161
BASSETT FURNITURE INDS. COM 07020310 180 11047 SH DEFINED 1,3,4 11047
BAUSCH & LOMB, INC. COM 0717071015589 300425 SH DEFINED 1,3,4 300425
BAXTER INTERNATIONAL, INC.COM 0718131011032 361468 SH DEFINED 1,3,4 361468
BEA SYSTEMS, INC. COM 07332510 5337 433810 SH DEFINED 1,3,4 433810
BEAR STEARNS CO. COM 07390210 5503 68752 SH DEFINED 1,3,4 68752
BEBE STORES INC. COM 07557110 3286 126530 SH DEFINED 1,3,4 126530
BECKMAN COULTER, INC. COM 0758111022514 442989 SH DEFINED 1,3,4 442989
BECTON, DICKINSON & CO. COM 0758871038702 940865 SH DEFINED 1,3,4 940865
BED BATH & BEYOND, INC. COM 0758961033190 765724 SH DEFINED 1,3,4 765724
BEL FUSE INC-CL B COM 07734730 348 10616 SH DEFINED 1,3,4 10616
BELDEN, INC. COM 07745910 507 24248 SH DEFINED 1,3,4 24248
BELL MICROPRODUCTS, INC. COM 07813710 226 25309 SH DEFINED 1,3,4 25309
BELLSOUTH CORP. COM 0798601061040 2156815 SH DEFINED 1,3,4 2156815
BELO CORP. CLASS A COM 0805551032482 1145940 SH DEFINED 1,3,4 1145940
BEMIS CO. COM 08143710 1568 31363 SH DEFINED 1,3,4 31363
BENCHMARK ELECTRONICS, INCCOM 08160H1022394 643529 SH DEFINED 1,3,4 643529
BERKLEY (WR) CORP COM 0844231025169 720242 SH DEFINED 1,3,4 720242
BEST BUY CO., INC. COM 0865161031173 596696 SH DEFINED 1,3,4 596696
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BOB EVANS FARMS COM 09676110 338 10377 SH DEFINED 1,3,4 10377
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BOWATER INC. COM 10218310 763 16442 SH DEFINED 1,3,4 16442
BOWNE & CO., INC. COM 10304310 440 32309 SH DEFINED 1,3,4 32309
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BRADLEY PHARMACEUTICALS, ICOM 10457610 9601 377575 SH DEFINED 1,3,4 377575
BRADY CORP. COM 10467410 902 22302 SH DEFINED 1,3,4 22302
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BRIGGS & STRATTON CORP. COM 1090431019968 296285 SH DEFINED 1,3,4 296285
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BROADCOM CORP. COM 11132010 7576 222165 SH DEFINED 1,3,4 222165
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CLECO CORP. COM 12561W1011299 628341 SH DEFINED 1,3,4 628341
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CACI INTERNATIONAL, INC. CCOM 1271903021893 450343 SH DEFINED 1,3,4 450343
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CAL DIVE INTERNATIONAL INCCOM 12791410 863 35955 SH DEFINED 1,3,4 35955
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CRYOLIFE, INC. COM 22890310 109 18799 SH DEFINED 1,3,4 18799
CUBIC CORP COM 22966910 2328 101235 SH DEFINED 1,3,4 101235
CULLEN FROST BANKERS, INC.COM 22989910 3307 81518 SH DEFINED 1,3,4 81518
CUMMINS, INC. COM 23102110 1221 24976 SH DEFINED 1,3,4 24976
CUMULUS MEDIA, INC. - CL ACOM 23108210 2840 129100 SH DEFINED 1,3,4 129100
CURATIVE HEALTH SERVICES, COM 23126W10 176 12225 SH DEFINED 1,3,4 12225
CURTISS-WRIGHT CORP. COM 23156110 1777 39471 SH DEFINED 1,3,4 39471
CYMER, INC. COM 23257210 1586 34368 SH DEFINED 1,3,4 34368
CYPRESS SEMICONDUCTOR CORPCOM 23280610 7671 359082 SH DEFINED 1,3,4 359082
CYTEC INDUSTRIES, INC. COM 23282010 7524 195896 SH DEFINED 1,3,4 195896
CYTYC CORP. COM 23294610 445 32558 SH DEFINED 1,3,4 32558
DPL, INC. COM 23329310 788 37546 SH DEFINED 1,3,4 37546
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DSP GROUP, INC. COM 23332B1013523 542738 SH DEFINED 1,3,4 542738
DTE ENERGY CO. COM 23333110 3917 99367 SH DEFINED 1,3,4 99367
DANA CORP. COM 23581110 7585 413464 SH DEFINED 1,3,4 413464
DANAHER CORP. COM 2358511021790 237537 SH DEFINED 1,3,4 237537
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DATASCOPE CORP. COM 23811310 505 14075 SH DEFINED 1,3,4 14075
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DAVITA, INC. COM 23918K10 9420 241454 SH DEFINED 1,3,4 241454
DEAN FOODS CO. COM 2423701019414 590511 SH DEFINED 1,3,4 590511
DECISIONONE CORP COM 24345710 0 1166 SH DEFINED 3,4 1166
DECISIONONE WARRANTS COM 24345711 0 684 SH DEFINED 3,4 684
DECISIONONE WARRANTS COM 24345712 0 1180 SH DEFINED 3,4 1180
DECISIONONE WARRANTS COM 24345713 0 700 SH DEFINED 3,4 700
DEERE & CO. COM 2441991010746 165198 SH DEFINED 1,3,4 165198
DEL MONTE FOODS CO. COM 24522P10 9305 894650 SH DEFINED 1,3,4 894650
DELL INC COM 24702R1077963 2295558 SH DEFINED 1,3,4 2295558
DELPHI CORP. COM 24712610 3379 330801.00SH DEFINED 1,3,4 330801
DELPHI FINANCIAL GROUP - CCOM 24713110 1061 29484 SH DEFINED 1,3,4 29484
DELTA & PINE LAND CO. COM 2473571013225 520728 SH DEFINED 1,3,4 520728
DELTA AIRLINES, INC. COM 24736110 865 73678 SH DEFINED 1,3,4 73678
DELTIC TIMBER CORP. COM 24785010 346 11403 SH DEFINED 1,3,4 11403
DENBURY RESOURCES, INC. COM 24791620 1804 129659 SH DEFINED 1,3,4 129659
DELUXE CORP. COM 24801910 1229 29840 SH DEFINED 1,3,4 29840
DENDRITE INT'L, INC. COM 24823910 606 38713 SH DEFINED 1,3,4 38713
DENTSPLY INTERNATIONAL, INCOM 2490301019468 430847 SH DEFINED 1,3,4 430847
DEPARTMENT 56 COM 24950910 167 12541 SH DEFINED 1,3,4 12541
DEUTSCHE TELEKOM AG -SP ADCOM 25156610 262 14530 SH DEFINED 1,3,4 14530
DEVELOPERS DIVERS REALTY CCOM 25159110 8052 239814 SH DEFINED 1,3,4 239814
DEVELOPERS DIVERS REALTY CCOM 2515911015284 455452 SH DEFINED 2,3,4 455452
DEVON ENERGY CORP. COM 25179M10 8584 149909 SH DEFINED 1,3,4 149909
DEVRY, INC. COM 25189310 521 20788 SH DEFINED 1,3,4 20788
DIAGEO PLC COM 25243Q20 73 1370 SH DEFINED 1,3,4 1370
DIAGNOSTIC PRODUCTS CORP. COM 25245010 1263 27466 SH DEFINED 1,3,4 27466
DIAL CORPORATION COM 25247D10 814 28605 SH DEFINED 1,3,4 28605
DIEBOLD, INC. COM 25365110 6989 129742 SH DEFINED 1,3,4 129742
DIGI INT'L, INC. COM 25379810 187 19621 SH DEFINED 1,3,4 19621
DIGITAL INSIGHT CORP COM 25385P1020390 818687 SH DEFINED 1,3,4 818687
DIGITAL RIVER, INC. COM 25388B10 3526 159668 SH DEFINED 1,3,4 159668
DIGITAS, INC. COM 25388K1014321 1536274 SH DEFINED 1,3,4 1536274
DIME COMMUNITY BANCORP COM 25392210 9419 306291 SH DEFINED 1,3,4 306291
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DIMON, INC. COM 25439410 287 42927 SH DEFINED 1,3,4 42927
DIONEX CORP. COM 25454610 9173 199398 SH DEFINED 1,3,4 199398
DIRECT GENERAL CORP. COM 25456W20 1220 36855 SH DEFINED 1,3,4 36855
DISNEY (WALT) CO. COM 2546871051355 2201032 SH DEFINED 1,3,4 2201032
DITECH COMMUNICATIONS, INCCOM 25500M10 5984 313276 SH DEFINED 1,3,4 313276
DOLLAR GENERAL COM 25666910 6069 288844 SH DEFINED 1,3,4 288844
DOLLAR TREE STORES, INC. COM 25674710 2029 67431 SH DEFINED 1,3,4 67431
DOMINION HOMES, INC. COM 25738610 1213 39873 SH DEFINED 1,3,4 39873
DOMINION RESOURCES, INC. COM 25746U1012243 191921 SH DEFINED 1,3,4 191921
DONALDSON CO., INC. COM 2576511016524 279257 SH DEFINED 1,3,4 279257
DONEGAL GROUP INC. COM 25770120 1817 82520 SH DEFINED 1,3,4 82520
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DORAL FINANCIAL CORP. COM 25811P1012906 399869 SH DEFINED 1,3,4 399869
DOVER CORP. COM 2600031021571 542568 SH DEFINED 1,3,4 542568
DOW CHEMICAL CO. COM 2605431022745 547096 SH DEFINED 1,3,4 547096
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DOWNEY FINANCIAL CORP. COM 26101810 1311 26613 SH DEFINED 1,3,4 26613
DRESS BARN, INC. COM 26157010 417 27930 SH DEFINED 1,3,4 27930
DREYFUS GOVT. CASH MGMT. COM 26200620 0 1 SH DEFINED 3,4 1
DRIL-QUIP COM 26203710 268 16478 SH DEFINED 1,3,4 16478
E.I. DUPONT CO. COM 2635341027092 590399 SH DEFINED 1,3,4 590399
DUANE READE, INC. COM 26357810 386 22905 SH DEFINED 1,3,4 22905
DUKE POWER CO. COM 2643991010978 537036 SH DEFINED 1,3,4 537036
DUKE REALTY CORP. COM 26441150 90 2900 SH DEFINED 1,3,4 2900
DUKE REALTY CORP. COM 26441150 1325 42700 SH DEFINED 2,3,4 42700
DUN & BRADSTREET CORP. COM 26483E1027588 543918 SH DEFINED 1,3,4 543918
DUPONT PHOTOMASKS, INC. COM 26613X10 418 17275 SH DEFINED 1,3,4 17275
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DYCOM INDUSTRIES, INC. COM 26747510 2360 87992 SH DEFINED 1,3,4 87992
DYNEGY INC. COM 26816Q10 953 223502 SH DEFINED 1,3,4 223502
EGL INC. COM 26848410 250 14052 SH DEFINED 1,3,4 14052
EMC CORP. COM 2686481027664 2141750 SH DEFINED 1,3,4 2141750
ENSCO INTERNATIONAL, INC. COM 26874Q10 1208 44482 SH DEFINED 1,3,4 44482
ENI SPA COM 26874R10 243 2562 SH DEFINED 1,3,4 2562
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EPIQ SYSTEMS INC. COM 26882D10 290 16939 SH DEFINED 1,3,4 16939
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EAST WEST BANCORP, INC. COM 27579R10 1246 23144 SH DEFINED 1,3,4 23144
EASTMAN CHEMICAL CO. COM 27743210 1811 45677 SH DEFINED 1,3,4 45677
EASTMAN KODAK CO. COM 27746110 4372 170339 SH DEFINED 1,3,4 170339
EATON CORP. COM 2780581014493 134210 SH DEFINED 1,3,4 134210
EATON VANCE CORP. COM 27826510 9834 268365 SH DEFINED 1,3,4 268365
EBAY, INC. COM 2786421025144 389318 SH DEFINED 1,3,4 389318
ECOLAB, INC. COM 2788651015906 581222 SH DEFINED 1,3,4 581222
EDGE TECHNOLOGIES COM 27985*20 3120 909600 SH DEFINED 3,4 909600
EDISON INTERNATIONAL COM 2810201039315 1792837 SH DEFINED 1,3,4 1792837
EDO CORP. COM 28134710 466 18808 SH DEFINED 1,3,4 18808
EDUCATION MANAGEMENT CORP.COM 28139T10 668 21472 SH DEFINED 1,3,4 21472
EDWARDS (A.G.), INC. COM 28176010 844 23349 SH DEFINED 1,3,4 23349
EDWARDS LIFESCIENCES CORP.COM 28176E1027979 930185 SH DEFINED 1,3,4 930185
EFUNDS CORP. COM 28224R10 782 44875 SH DEFINED 1,3,4 44875
EL PASO CORP. COM 28336L10 2948 359094 SH DEFINED 1,3,4 359094
EL PASO ELECTRIC CO. COM 28367785 2099 157243 SH DEFINED 1,3,4 157243
ELECTRO SCIENTIFIC INDS, ICOM 28522910 631 26608 SH DEFINED 1,3,4 26608
ELECTRONIC ARTS, INC. COM 28551210 9754 204101 SH DEFINED 1,3,4 204101
ELECTRONIC DATA SYSTEMS COCOM 28566110 6962 283611 SH DEFINED 1,3,4 283611
ELECTRONICS BOUTIQUE HLDGSCOM 28604510 1879 82181 SH DEFINED 1,3,4 82181
ELECTRONICS FOR IMAGING, ICOM 2860821014575 560451 SH DEFINED 1,3,4 560451
ELKCORP COM 28745610 498 18690 SH DEFINED 1,3,4 18690
EMCOR GROUP INC. COM 29084Q10 626 14306 SH DEFINED 1,3,4 14306
EMERSON ELECTRIC CO. COM 2910111016167 249780 SH DEFINED 1,3,4 249780
EMERSON RADIO CORP. COM 29108712 0 47249 SH DEFINED 3,4 47249
EMMIS COMMUNICATIONS - CL COM 29152510 2380 87930 SH DEFINED 1,3,4 87930
EMULEX CORP. COM 29247520 6178 231538 SH DEFINED 1,3,4 231538
ENCOR ACQUISITION CO. COM 29255W10 1312 53179 SH DEFINED 1,3,4 53179
ENDESA -ADR COM 29258N10 161 8460 SH DEFINED 1,3,4 8460
ENDO PHARMACEUTICALS HLDGSCOM 29264F20 9207 478089 SH DEFINED 1,3,4 478089
ENERGEN CORP. COM 29265N1018480 450551 SH DEFINED 1,3,4 450551
ENERGY EAST CORP. COM 29266M10 972 43345 SH DEFINED 1,3,4 43345
ENERGIZER HOLDINGS, INC. COM 29266R10 8192 218067 SH DEFINED 1,3,4 218067
ENERGY PARTNERS LTD COM 29270U10 279 20116 SH DEFINED 1,3,4 20116
ENGELHARD CORP. COM 29284510 7807 260851 SH DEFINED 1,3,4 260851
ENGINEERED SUPPORT SYSTEMSCOM 29286610 8084 146848 SH DEFINED 1,3,4 146848
ENESCO GROUP INC. COM 29297310 139 13410 SH DEFINED 1,3,4 13410
ENTEGRIS, INC. COM 29362U10 2482 193100 SH DEFINED 1,3,4 193100
ENTERCOM COMMUNICATIONS COCOM 29363910 809 15247 SH DEFINED 1,3,4 15247
ENTERGY CORP. COM 29364G1042866 750398 SH DEFINED 1,3,4 750398
ENTERTAINMENT PROPERTIES TCOM 29380T1013823 398138 SH DEFINED 1,3,4 398138
ENTERTAINMENT PROPERTIES TCOM 29380T10 3176 91500 SH DEFINED 2,3,4 91500
ENZO BIOCHEM, INC. COM 29410010 3727 208218 SH DEFINED 1,3,4 208218
EQUIFAX, INC. COM 29442910 2010 82113 SH DEFINED 1,3,4 82113
EQUITABLE RESOURCES, INC. COM 2945491012749 297089 SH DEFINED 1,3,4 297089
EQUITY OFFICE PROPERTIES COM 29474110 7577 264462 SH DEFINED 1,3,4 264462
EQUITY OFFICE PROPERTIES COM 2947411011977 418169 SH DEFINED 2,3,4 418169
EQUITY RESIDENTIAL COM 29476L10 5566 188533 SH DEFINED 1,3,4 188533
EQUITY RESIDENTIAL COM 29476L1011299 382900 SH DEFINED 2,3,4 382900
ERICSSON (LM) TEL COM 29482160 151 8500 SH DEFINED 1,3,4 8500
ESSEX PROPERTY TRUST INC COM 29717810 1395 21714 SH DEFINED 1,3,4 21714
ESTERLINE TECHOLOGIES COM 29742510 533 20042 SH DEFINED 1,3,4 20042
ETHAN ALLEN INTERIORS INC COM 2976021015608 372788 SH DEFINED 1,3,4 372788
EVERGREEN RES INC. COM 29990030 4573 140648 SH DEFINED 1,3,4 140648
EVERGREEN MARINE CORP.-144COM 30024610 817 93627 SH DEFINED 1,3,4 93627
EXAR CORP COM 30064510 8576 501952 SH DEFINED 1,3,4 501952
EXELON CORPORATION. COM 30161N1039138 589720 SH DEFINED 1,3,4 589720
EXPEDITORS INT'L WASH, INCCOM 30213010 1176 31158 SH DEFINED 1,3,4 31158
EXPRESS SCRIPTS, INC. - CLCOM 30218210 3081 46374 SH DEFINED 1,3,4 46374
EXPRESSJET HOLDINGS, INC. COM 30218U10 7935 528897 SH DEFINED 1,3,4 528897
EXTENDED STAY AMERICA, INCCOM 30224P10 418 28817 SH DEFINED 1,3,4 28817
EXXON MOBIL CORP. COM 30231G10241768 5896889 SH DEFINED 1,3,4 5896889
FEI COMPANY COM 30241L10 711 31575 SH DEFINED 1,3,4 31575
FLIR SYSTEMS, INC. COM 30244510 1143 31329 SH DEFINED 1,3,4 31329
FMC CORP. COM 30249130 357 10474 SH DEFINED 1,3,4 10474
FMC TECHNOLOGIES, INC. COM 30249U10 4790 205596 SH DEFINED 1,3,4 205596
FPL GROUP, INC. COM 30257110 7148 109213 SH DEFINED 1,3,4 109213
FACTSET RESEARCH SYSTEMS, COM 30307510 4938 129152 SH DEFINED 1,3,4 129152
FAIR ISAAC CORPORATION COM 3032501011526 234459 SH DEFINED 1,3,4 234459
FAIRCHILD SEMICON INTL CL-COM 30372610 872 34944 SH DEFINED 1,3,4 34944
FAMILY DOLLAR STORES COM 30700010 3649 101799 SH DEFINED 1,3,4 101799
FASTENAL CO. COM 31190010 7979 159829 SH DEFINED 1,3,4 159829
FEDDERS CORP. COM 31313512 0 28970 SH DEFINED 1,3,4 28970
FEDDERS CORP. COM 31313550 208 28970 SH DEFINED 1,3,4 28970
FREDDIE MAC COM 3134003024034 412081 SH DEFINED 1,3,4 412081
FANNIE MAE COM 3135861063192 841782 SH DEFINED 1,3,4 841782
FEDERAL REALTY INVESTMENT COM 3137472015482 403323 SH DEFINED 1,3,4 403323
FEDERAL SIGNAL CORP. COM 31385510 247 14240 SH DEFINED 1,3,4 14240
FEDERATED DEPARTMENT STORECOM 31410H1036768 780111 SH DEFINED 1,3,4 780111
FEDERATED INVESTORS, INC. COM 3142111013835 471335 SH DEFINED 1,3,4 471335
FEDEX CORPORATION COM 31428X1011914 176449 SH DEFINED 1,3,4 176449
FERRO CORP. COM 31540510 328 12251 SH DEFINED 1,3,4 12251
F5 NETWORKS INC. COM 31561610 2878 114640 SH DEFINED 1,3,4 114640
FIDELITY NATIONAL FINL, INCOM 3163261038639 996224.75SH DEFINED 1,3,4 996225
FIFTH THIRD BANCORP COM 3167731026408 446931 SH DEFINED 1,3,4 446931
FILENET CORP. COM 31686910 968 35787 SH DEFINED 1,3,4 35787
FINANCIAL FEDERAL CORP COM 31749210 544 17766 SH DEFINED 1,3,4 17766
FINDWHAT.COM COM 31779410 6288 335272 SH DEFINED 1,3,4 335272
FIRST AMERICAN CORPORATIONCOM 3185223012564 422119 SH DEFINED 1,3,4 422119
FIRST BANCORP/PUERTO RICO COM 3186721018258 461467 SH DEFINED 1,3,4 461467
FIRST FEDERAL CAPITAL COM 31996010 6086 269964 SH DEFINED 1,3,4 269964
FIRST DATA CORP. COM 3199631024326 592217 SH DEFINED 1,3,4 592217
FIRST MARBLEHEAD CORP./THECOM 32077110 5272 240878 SH DEFINED 1,3,4 240878
FIRST MIDWEST BANCORP, INCCOM 32086710 8723 269141 SH DEFINED 1,3,4 269141
FIRST HEALTH COM 32096010 545 28007 SH DEFINED 1,3,4 28007
FIRST REPUBLIC BANK COM 33615810 1466 40961 SH DEFINED 1,3,4 40961
FIRST TENNESSEE NATIONAL CCOM 33716210 3301 74819 SH DEFINED 1,3,4 74819
FISERV, INC. COM 33773810 7132 180571 SH DEFINED 1,3,4 180571
FIRSTFED FINANCIAL CORP COM 3379071012722 292624 SH DEFINED 1,3,4 292624
FIRSTMERIT CORP. COM 33791510 676 25102 SH DEFINED 1,3,4 25102
FLAGSTAR BANCORP INC. COM 33793010 1233 57603 SH DEFINED 1,3,4 57603
FIRSTENERGY CORP. COM 33793210 6876 195267 SH DEFINED 1,3,4 195267
FLEET BOSTON FINANCIAL CORCOM 3390301031711 726513 SH DEFINED 1,3,4 726513
FLEETWOOD ENTERPRISES, INCCOM 33909910 382 36867 SH DEFINED 1,3,4 36867
FLORIDA ROCK INDS COM 34114010 1502 27332 SH DEFINED 1,3,4 27332
FLUOR CORP.(NEW) COM 34341210 1923 48439 SH DEFINED 1,3,4 48439
FLOWERS FOODS, INC. COM 34349810 1107 42812 SH DEFINED 1,3,4 42812
FLOWSERVE CORP. COM 34354P10 340 16400 SH DEFINED 1,3,4 16400
FLUSHING FINANCIAL CORP. COM 34387310 2080 113770.50SH DEFINED 1,3,4 113771
FOOT LOCKER INC COM 34484910 9468 403700 SH DEFINED 1,3,4 403700
FORD MOTOR CO. COM 3453708617368 1085607 SH DEFINED 1,3,4 1085607
FOREST CITY ENTERPRISES INCOM 34555010 4255 89592 SH DEFINED 1,3,4 89592
FOREST LABORATORIES -CI A COM 3458381034736 562100 SH DEFINED 1,3,4 562100
FOREST OIL CORP. COM 34609170 2959 103546 SH DEFINED 1,3,4 103546
FORTUNE BRANDS, INC. COM 34963110 7859 109885 SH DEFINED 1,3,4 109885
FORWARD AIR CORPORATION COM 34985310 562 20428 SH DEFINED 1,3,4 20428
FOSSIL, INC. COM 34988210 1242 44344 SH DEFINED 1,3,4 44344
FOUNDRY NEWORKS INC. COM 35063R10 1274 46570 SH DEFINED 1,3,4 46570
4KIDS ENTERTAINMENT, INC. COM 35086510 4683 180092 SH DEFINED 1,3,4 180092
FOX ENTERTAINMENT GRP, INCCOM 35138T10 933 32000 SH DEFINED 1,3,4 32000
FRANKLIN RESOURCES, INC. COM 3546131010970 210735 SH DEFINED 1,3,4 210735
FRED'S INC. COM 35610810 1151 37258 SH DEFINED 1,3,4 37258
FREEPORT MCMORAN, INC. COM 35671D8531644 751133 SH DEFINED 1,3,4 751133
FREMONT GENERAL CORP. COM 35728810 1831 108236 SH DEFINED 1,3,4 108236
FRONTIER AIRLINES, INC. COM 35906510 934 65209 SH DEFINED 1,3,4 65209
FRONTIER OIL CORP. COM 35914P10 431 24928 SH DEFINED 1,3,4 24928
FULLER (H.B.) CO. COM 35969410 806 27085 SH DEFINED 1,3,4 27085
FURNITURE BRANDS INTL, INCCOM 36092110 1855 63261 SH DEFINED 1,3,4 63261
G & K SERVICES, INC. COM 36126810 727 19780 SH DEFINED 1,3,4 19780
GATX CORP. COM 36144810 409 14590 SH DEFINED 1,3,4 14590
GABLES RESIDENTIAL TRUST COM 36241810 942 27149 SH DEFINED 1,3,4 27149
GALLAGHER (ARTHUR J.) & COCOM 3635761018679 574916 SH DEFINED 1,3,4 574916
GAMESTOP CORP. COM 36466R10 3971 257630 SH DEFINED 1,3,4 257630
GANNETT CO., INC. COM 3647301014297 160368 SH DEFINED 1,3,4 160368
GAP, INC., THE COM 3647601014600 628935 SH DEFINED 1,3,4 628935
GARDNER DENVER, INC. COM 36555810 8224 344147 SH DEFINED 1,3,4 344147
GARTNER, INC. COM 36665110 434 38365 SH DEFINED 1,3,4 38365
GATEWAY, INC. COM 36762610 872 191518 SH DEFINED 1,3,4 191518
OAO GAZPROM-144A COM 36828710 4454 173325 SH DEFINED 1,3,4 173325
GEN-PROBE INC. COM 36866T10 4948 135679 SH DEFINED 1,3,4 135679
GEMSTAR - TV GUIDE INTERNACOM 36866W10 8645 1712320 SH DEFINED 1,3,4 1712320
GENCORP, INC. COM 36868210 451 41915 SH DEFINED 1,3,4 41915
GENERAL COMMUNICATIONS COM 36938510 468 53679 SH DEFINED 1,3,4 53679
GENERAL DYNAMICS CORP. COM 3695501010603 117309 SH DEFINED 1,3,4 117309
GENERAL ELECTRIC CO. COM 36960410244317 7886283 SH DEFINED 1,3,4 7886283
GENERAL GROWTH PROPERTIES COM 3700211029902 1077630 SH DEFINED 1,3,4 1077630
GENERAL GROWTH PROPERTIES COM 3700211025036 902200 SH DEFINED 2,3,4 902200
GENERAL MILLS, INC. COM 3703341010012 220990 SH DEFINED 1,3,4 220990
GENERAL MOTORS CORP. COM 3704421018709 350373 SH DEFINED 1,3,4 350373
GENESCO INC. COM 37153210 1879 124353 SH DEFINED 1,3,4 124353
GENTEX CORP. COM 3719011020458 463366 SH DEFINED 1,3,4 463366
GENLYTE GROUP, INC. COM 37230210 4569 78245 SH DEFINED 1,3,4 78245
GENUINE PARTS CO. COM 37246010 3416 102713 SH DEFINED 1,3,4 102713
GENZYME CORP. COM 37291710 7763 157285 SH DEFINED 1,3,4 157285
GEORGIA GULF COM 37320020 4144 143560 SH DEFINED 1,3,4 143560
GEORGIA PACIFIC GROUP COM 3732981023707 773089 SH DEFINED 1,3,4 773089
GERBER SCIENTIFIC, INC. COM 37373010 167 21155 SH DEFINED 1,3,4 21155
GETTY IMAGES, INC. COM 37427610 877 17500 SH DEFINED 1,3,4 17500
GEVITY HR INC COM 37439310 3258 146513 SH DEFINED 1,3,4 146513
GIBRALTAR STEEL CORP. COM 37476F10 3786 150664 SH DEFINED 1,3,4 150664
GILEAD SCIENCES, INC. COM 3755581013654 234841 SH DEFINED 1,3,4 234841
GILLETTE CO., THE COM 3757661025198 685962 SH DEFINED 1,3,4 685962
GLACIER BANCORP, INC. COM 37637Q10 3422 105550 SH DEFINED 1,3,4 105550
GLATFELTER COM 37731610 165 12989 SH DEFINED 1,3,4 12989
GLAXOSMITHKLINE PLC COM 37733W10 272 5810 SH DEFINED 1,3,4 5810
GLENBOROUGH REALTY TRUST ICOM 37803P10 527 26463 SH DEFINED 1,3,4 26463
GLIMCHER REALTY TRUST COM 37930210 774 34646 SH DEFINED 1,3,4 34646
GLOBAL IMAGING SYSTEMS, INCOM 37934A10 7089 223240 SH DEFINED 1,3,4 223240
GLOBAL PAYMENTS, INC. COM 37940X1043190 916547 SH DEFINED 1,3,4 916547
GLOBESPANVIRATA, INC. COM 37957V10 2858 486143 SH DEFINED 1,3,4 486143
GOLD BANC CORPORATION, INCCOM 37990710 529 37586 SH DEFINED 1,3,4 37586
GOLDEN WEST FINANCIAL CORPCOM 3813171025890 250946 SH DEFINED 1,3,4 250946
GOLDMAN SACHS GROUP INC. COM 38141G1049167 498044 SH DEFINED 1,3,4 498044
GOODRICH CORP. COM 38238810 2064 69433 SH DEFINED 1,3,4 69433
GOODYEAR TIRE & RUBBER CO.COM 38255010 806 103515 SH DEFINED 1,3,4 103515
GOODYS FAMILY CLOTHING, INCOM 38258810 295 31267 SH DEFINED 1,3,4 31267
GRACO, INC. COM 3841091015861 395398 SH DEFINED 1,3,4 395398
GRAINGER (W.W.), INC. COM 38480210 2555 53878 SH DEFINED 1,3,4 53878
GRANITE CONSTRUCTION, INC.COM 38732810 287 12327 SH DEFINED 1,3,4 12327
GRANT PRIDECO, INC. COM 38821G10 470 36036 SH DEFINED 1,3,4 36036
GREAT ATLANTIC & PACIFIC TCOM 39006410 304 36701 SH DEFINED 1,3,4 36701
GREAT LAKES CHEMICAL COM 39056810 809 29873 SH DEFINED 1,3,4 29873
GREAT PLAINS ENERGY, INC. COM 3911641018020 566460 SH DEFINED 1,3,4 566460
GREATER BAY BANCORP COM 39164810 441 15537 SH DEFINED 1,3,4 15537
GREEN MOUNTAIN POWER CORP.COM 39315410 112 4765 SH DEFINED 1,3,4 4765
GREENPOINT FINANCIAL COM 39538410 1396 39578 SH DEFINED 1,3,4 39578
GREIF INC COM 39762410 1534 43140 SH DEFINED 1,3,4 43140
GRIFFON CORP. COM 3984331015814 780968 SH DEFINED 1,3,4 780968
GROUP 1 AUTOMOTIVE INC. COM 39890510 783 21615 SH DEFINED 1,3,4 21615
GROUP 1 SOFTWARE INC COM 39943Y10 8003 454272 SH DEFINED 1,3,4 454272
GRUPO TELEVISA SA COM 40049J2012344 309624 SH DEFINED 1,3,4 309624
GTECH HOLDINGS CORP. COM 4005181037563 758982 SH DEFINED 1,3,4 758982
GRUPO FINANCIERO BBVA COM 40051M20 68 4000 SH DEFINED 1,3,4 4000
GUIDANT CORP. COM 4016981035491 589650 SH DEFINED 1,3,4 589650
GUITAR CENTER, INC. COM 40204010 5290 162286 SH DEFINED 1,3,4 162286
GYMBOREE CORP. COM 40377710 490 28230 SH DEFINED 1,3,4 28230
HCA, INC. COM 4041191012586 293150 SH DEFINED 1,3,4 293150
HCC INSURANCE HOLDINGS, INCOM 40413210 600 18936 SH DEFINED 1,3,4 18936
HSBC HOLDINGS PLC COM 40428040 311 3946 SH DEFINED 1,3,4 3946
HAEMONETICS CORP/MASS COM 40502410 552 23071 SH DEFINED 1,3,4 23071
HAGGAR CORP. COM 40517310 120 6143 SH DEFINED 1,3,4 6143
HAIN CELESTIAL GROUP, INC.COM 40521710 754 32622 SH DEFINED 1,3,4 32622
HALLIBURTON CO. COM 4062161022328 858700 SH DEFINED 1,3,4 858700
HANCOCK FABRICS, INC. COM 40990010 262 17905 SH DEFINED 1,3,4 17905
JOHN HANCOCK FINANCIAL SRVCOM 41014S10 6416 171102 SH DEFINED 1,3,4 171102
HANGER ORTHOPEDIC GRP. COM 41043F20 7030 451521 SH DEFINED 1,3,4 451521
HANOVER COMPRESSOR CO. COM 41076810 243 21840 SH DEFINED 1,3,4 21840
HARLAND (JOHN H.) CO. COM 41269310 6495 237896 SH DEFINED 1,3,4 237896
HARLEY-DAVIDSON INC. COM 4128221031646 665911 SH DEFINED 1,3,4 665911
HARMAN INTERNATIONAL COM 41308610 4636 62665 SH DEFINED 1,3,4 62665
HARMONIC. INC. COM 41316010 486 66537 SH DEFINED 1,3,4 66537
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HARRIS CORP. COM 41387510 748 19764 SH DEFINED 1,3,4 19764
HARSCO CORP. COM 41586410 532 12125 SH DEFINED 1,3,4 12125
HARTE HANKS INC. COM 41619610 564 25940 SH DEFINED 1,3,4 25940
HARTFORD FINANCIAL SVCS. GCOM 4165151034546 585328 SH DEFINED 1,3,4 585328
HASBRO, INC. COM 4180561034822 1636435 SH DEFINED 1,3,4 1636435
HAVERTY FURNITURE COM 41959610 421 21136 SH DEFINED 1,3,4 21136
HAWAIIAN ELECTRIC INDS COM 41987010 529 11201 SH DEFINED 1,3,4 11201
HEALTH MANAGEMNT ASSOC. COM 4219331021950 914337 SH DEFINED 1,3,4 914337
HEALTHCARE REALTY TRUST, ICOM 42194610 1388 38764 SH DEFINED 1,3,4 38764
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HEALTH CARE REIT INC. COM 42217K10 5993 166499 SH DEFINED 1,3,4 166499
HEALTH CARE REIT INC. COM 42217K10 5274 146500 SH DEFINED 2,3,4 146500
HEALTH NET, INC COM 42222G1011455 350370 SH DEFINED 1,3,4 350370
HEARTLAND EXPRESS, INC. COM 4223471013782 569543 SH DEFINED 1,3,4 569543
HEIDRICK & STRUGGLES INTL.COM 42281910 382 17440 SH DEFINED 1,3,4 17440
HEINZ (H.J.) CO. COM 42307410 7580 208077.5 SH DEFINED 1,3,4 208078
HELIX TECHNOLOGY CORP. COM 42331910 514 24873 SH DEFINED 1,3,4 24873
HELMERICH & PAYNE, INC. COM 42345210 420 14867 SH DEFINED 1,3,4 14867
HENRY (JACK) & ASSOCIATES COM 42628110 546 26470 SH DEFINED 1,3,4 26470
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HERSHEY FOODS CORP. COM 4278661017832 231643 SH DEFINED 1,3,4 231643
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HIBERNIA CORP. - CL A COM 4286561022378 951868 SH DEFINED 1,3,4 951868
HIGHLAND HOSPITALITY CORP COM 43014110 79 7259 SH DEFINED 1,3,4 7259
HIGHLAND HOSPITALITY CORP COM 43014110 1236 113371 SH DEFINED 2,3,4 113371
HIGHWOODS PROPERTIES, INC.COM 43128410 400 15768 SH DEFINED 1,3,4 15768
HILB ROGAL & HAMILTON CO. COM 43129410 1097 34257 SH DEFINED 1,3,4 34257
HILLENBRAND INDUSTRIES COM 4315731024007 386892 SH DEFINED 1,3,4 386892
HILTON HOTELS CORP. COM 43284810 4093 238893 SH DEFINED 1,3,4 238893
HILTON HOTELS CORP. COM 43284810 3763 219700 SH DEFINED 2,3,4 219700
HINDALCO INDUSTRIES LTD 14COM 43306410 1504 49172 SH DEFINED 1,3,4 49172
HITACHI LTD COM 43357850 84 1400 SH DEFINED 1,3,4 1400
HOLLYWOOD ENTERTAINMENT COCOM 43614110 2694 195940 SH DEFINED 1,3,4 195940
HOLOGIC INC. COM 43644010 323 18850 SH DEFINED 1,3,4 18850
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HOME PROPERTIES, INC. COM 43730610 6055 149863 SH DEFINED 2,3,4 149863
HON HAI PRECISION-144A COM 43809010 303 38919 SH DEFINED 1,3,4 38919
HON INDUSTRIES, INC. COM 4380921010949 252820 SH DEFINED 1,3,4 252820
HONDA MOTOR CO LTD COM 43812830 76 3408 SH DEFINED 1,3,4 3408
HONEYWELL INTERNATIONAL, ICOM 4385161017055 510201 SH DEFINED 1,3,4 510201
HOOPER HOLMES, INC. COM 43910410 382 61736 SH DEFINED 1,3,4 61736
HORACE MANN EDUCATORS COM 44032710 175 12680 SH DEFINED 1,3,4 12680
HORMEL FOODS CORP. COM 44045210 1060 41118 SH DEFINED 1,3,4 41118
HOSPITALITY PROPERTIES TR COM 44106M10 767 18575 SH DEFINED 1,3,4 18575
HOST MARRIOTT CORP. COM 44107P10 474 38475 SH DEFINED 1,3,4 38475
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HOT TOPIC, INC. COM 44133910 1342 45590 SH DEFINED 1,3,4 45590
HOUSTON EXPLORATION CO. COM 44212010 7179 196727 SH DEFINED 1,3,4 196727
HOVNANIAN ENTERPRISES-A COM 4424872012203 140164 SH DEFINED 1,3,4 140164
HUBBELL, INC. - CL B COM 44351020 784 17729 SH DEFINED 1,3,4 17729
HUDSON UNITED BANCORP COM 4441651030844 834813 SH DEFINED 1,3,4 834813
HUFFY CORP. COM 44435610 77 15405 SH DEFINED 1,3,4 15405
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HUMANA, INC. COM 44485910 2687 117552 SH DEFINED 1,3,4 117552
HUMAN GENOME SCIENCES INC COM 44490310 6340 478589 SH DEFINED 1,3,4 478589
HUNT (JB) TRANSPRT SVCS, ICOM 4456581010101 373964 SH DEFINED 1,3,4 373964
HUNTINGTON BANCSHARES, INCCOM 44615010 3056 135636 SH DEFINED 1,3,4 135636
HUTCHINSON TECHNOLOGY, INCCOM 44840710 4983 162186 SH DEFINED 1,3,4 162186
HYDRIL COM 44877410 521 21732 SH DEFINED 1,3,4 21732
IDT CORP. COM 44894730 2957 127762 SH DEFINED 1,3,4 127762
HYPERION SOLUTIONS CORP. COM 44914M10 4051 134453 SH DEFINED 1,3,4 134453
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IHOP CORP. COM 44962310 785 20313 SH DEFINED 1,3,4 20313
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IDEX CORP. COM 45167R10 1304 31354 SH DEFINED 1,3,4 31354
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ILEX ONCOLOGY, INC. COM 45192310 4160 195730 SH DEFINED 1,3,4 195730
ILLINOIS TOOL WORKS, INC. COM 4523081032893 392012 SH DEFINED 1,3,4 392012
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IMAGISTICS INTL INC COM 45247T10 7515 200366 SH DEFINED 1,3,4 200366
IMMUCOR, INC. COM 45252610 2965 145207 SH DEFINED 1,3,4 145207
IMPERIAL TOBACCO GROUP- ADCOM 45314210 111 2800 SH DEFINED 1,3,4 2800
INAMED CORP COM 45323510 8805 183232 SH DEFINED 1,3,4 183232
INDEPENDANCE COMMUNITY BANCOM 4534141011665 324257 SH DEFINED 1,3,4 324257
INDEPENDENT BANK CORP - MACOM 45383610 579 20081 SH DEFINED 1,3,4 20081
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INET TECHNOLOGIES, INC. COM 45662V10 1340 111657 SH DEFINED 1,3,4 111657
INFINITY PROPERTY & CASUALCOM 45665Q1010077 304884 SH DEFINED 1,3,4 304884
INFORMATICA CORP. COM 45666Q10 3094 300400 SH DEFINED 1,3,4 300400
INFORMATION HOLDINGS, INC.COM 45672710 439 19890 SH DEFINED 1,3,4 19890
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INPUT/OUTPUT, INC. COM 45765210 218 48828 SH DEFINED 1,3,4 48828
INSIGHT ENTERPRISES, INC. COM 45765U10 3742 199273 SH DEFINED 1,3,4 199273
INSITUFORM TECNOL, INC. - COM 45766710 418 25209 SH DEFINED 1,3,4 25209
INSURANCE AUTO AUCTIONS, ICOM 45787510 141 10975 SH DEFINED 1,3,4 10975
INTEGRA LIFESCIENCES HOLDICOM 45798520 741 25868 SH DEFINED 1,3,4 25868
INTEGRATED DEVICE TECH, INCOM 45811810 8242 480072 SH DEFINED 1,3,4 480072
INTEGRATED CIRCUIT SYSTEMSCOM 45811K20 609 21411 SH DEFINED 1,3,4 21411
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INTEL CORP. COM 45814010169491 5263674 SH DEFINED 1,3,4 5263674
INTER-TEL, INC.- SER A COM 4583721014460 578840 SH DEFINED 1,3,4 578840
INTERFACE, INC.- CI A COM 45866510 270 48927 SH DEFINED 1,3,4 48927
INTERDIGITAL COMM CORP COM 45866A10 5646 273481 SH DEFINED 1,3,4 273481
INTERMAGNETICS GENERAL CORCOM 45877110 1821 82114 SH DEFINED 1,3,4 82114
INTERMET CORP. COM 45881K10 130 24395 SH DEFINED 1,3,4 24395
INTERNATIONAL BUSINESS MACCOM 4592001098075 1058157 SH DEFINED 1,3,4 1058157
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INTL GAME TECHNOLOGY COM 4599021049210 1378379 SH DEFINED 1,3,4 1378379
INTL MULTIFOODS CORP. COM 46004310 328 18399 SH DEFINED 1,3,4 18399
INTERNATIONAL PAPER CO. COM 4601461012234 283672.00SH DEFINED 1,3,4 283672
INTL RECTIFIER CORP. COM 46025410 8109 164167 SH DEFINED 1,3,4 164167
INT'L SPEEDWAY CORP. COM 46033520 704 15795 SH DEFINED 1,3,4 15795
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INTERPUBLIC GROUP OF COS.,COM 4606901025682 1646310 SH DEFINED 1,3,4 1646310
INTERSIL CORP. COM 46069S10 1742 70060 SH DEFINED 1,3,4 70060
INTERSTATE BAKERIES CP. COM 46072H10 187 13297 SH DEFINED 1,3,4 13297
INTRADO INC. COM 46117A10 337 15348 SH DEFINED 1,3,4 15348
INTUIT INC. COM 4612021021871 413416 SH DEFINED 1,3,4 413416
INVACARE CORP. COM 46120310 7023 173940 SH DEFINED 1,3,4 173940
INVESTMENT TECHNOLOGY GP, COM 46145F10 223 13869 SH DEFINED 1,3,4 13869
INVISION TECHNOLOGIES, INCCOM 46185110 539 16121 SH DEFINED 1,3,4 16121
INVITROGEN CORP. COM 46185R10 884 12635 SH DEFINED 1,3,4 12635
INVESTORS FINANCIAL SCVS CCOM 46191510 2128 55382 SH DEFINED 1,3,4 55382
IONICS, INC. COM 46221810 539 16926 SH DEFINED 1,3,4 16926
BANK OF IRELAND COM 46267Q10 152 2750 SH DEFINED 1,3,4 2750
IRWN FINANCIAL CORP. COM 46411910 838 26730 SH DEFINED 1,3,4 26730
ISHARES MSCI JAPAN INDEX FCOM 46428684 415 42900 SH DEFINED 1,3,4 42900
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ITRON, INC. COM 46574110 359 19584 SH DEFINED 1,3,4 19584
IVAX CORP. COM 46582310 2582 108181 SH DEFINED 1,3,4 108181
J & J SNACK FOODS CORP. COM 46603210 312 8283 SH DEFINED 1,3,4 8283
JDS UNIPHASE CORP. COM 46612J10 4154 1137904 SH DEFINED 1,3,4 1137904
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JSC MMC NORILSK NICKEL COM 46626D10 7289 111934 SH DEFINED 1,3,4 111934
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JACK IN THE BOX, INC. COM 46636710 733 34328 SH DEFINED 1,3,4 34328
JACOBS ENGINEERING GROUP COM 46981410 794 16456 SH DEFINED 1,3,4 16456
JAKKS PACIFIC INC. COM 47012E10 310 23886 SH DEFINED 1,3,4 23886
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JEFFERIES GROUP, INC. COM 47231910 1717 51946 SH DEFINED 1,3,4 51946
JEFFERSON-PILOT CORP. COM 47507010 4218 83280 SH DEFINED 1,3,4 83280
JETBLUE AIRWAYS CORP. COM 47714310 800 30106 SH DEFINED 1,3,4 30106
JO-ANN STORES INC. COM 47758P30 424 20617 SH DEFINED 1,3,4 20617
JOHNSON & JOHNSON COM 47816010139636 2702961 SH DEFINED 1,3,4 2702961
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JONES APPAREL GROUP INC COM 48007410 2628 74592 SH DEFINED 1,3,4 74592
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JOURNAL COMMUNICATIONS, INCOM 48113010 3398 183309 SH DEFINED 1,3,4 183309
JOY GLOBAL INC. COM 48116510 5645 215906 SH DEFINED 1,3,4 215906
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K2, INC. COM 48273210 481 31483 SH DEFINED 1,3,4 31483
KAMAN CORP. CLASS A COM 48354810 273 21544 SH DEFINED 1,3,4 21544
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KAYDON CORP. COM 48658710 695 26835 SH DEFINED 1,3,4 26835
KEANE, INC. COM 48666510 279 19012 SH DEFINED 1,3,4 19012
KB HOME COM 48666K10 8545 117860 SH DEFINED 1,3,4 117860
KEITHLEY INSTURMENTS, INC.COM 48758410 269 14772 SH DEFINED 1,3,4 14772
KELLOGG CO. COM 4878361011004 288914 SH DEFINED 1,3,4 288914
KELLWOOD CO. COM 48804410 6871 167539 SH DEFINED 1,3,4 167539
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KERR-MCGEE CORP. COM 49238610 2795 60172 SH DEFINED 1,3,4 60172
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KILROY REALTY CORP. COM 49427F10 875 26727 SH DEFINED 1,3,4 26727
KIMBERLY-CLARK CORP. COM 4943681018886 319629 SH DEFINED 1,3,4 319629
KIMCO REALTY CORP. COM 49446R1049299 1101757 SH DEFINED 1,3,4 1101757
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KINDER MORGAN, INC. COM 49455P10 5570 94279 SH DEFINED 1,3,4 94279
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KIRBY CORP. COM 49726610 809 23111 SH DEFINED 1,3,4 23111
KNIGHT-RIDDER, INC. COM 4990401017876 231015 SH DEFINED 1,3,4 231015
KNIGHT TRANSPORTATION, INCCOM 49906410 916 35666 SH DEFINED 1,3,4 35666
KOHLS CORP. COM 5002551014447 321392 SH DEFINED 1,3,4 321392
KOMAG INC COM 50045320 1890 129416 SH DEFINED 1,3,4 129416
KONINKLIJKE PHILIPS ELEC. COM 50047230 151 5227 SH DEFINED 1,3,4 5227
KOOKMIN BANK COM 50049M10 72 1888 SH DEFINED 1,3,4 1888
KOPIN CORP COM 50060010 448 66420 SH DEFINED 1,3,4 66420
KORN/FERRY INTERNATIONAL COM 50064320 147 11162 SH DEFINED 1,3,4 11162
KOS PHARMACEUTICALS INC. COM 50064810 3568 82860 SH DEFINED 1,3,4 82860
KRISPY KREME DOUGHNUTS, INCOM 50101410 654 17891 SH DEFINED 1,3,4 17891
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KROLL, INC. COM 50104910 1036 39821 SH DEFINED 1,3,4 39821
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LTX CORP. COM 50239210 232 15554 SH DEFINED 1,3,4 15554
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LAM RESEARCH CORP. COM 51280710 5521 171088 SH DEFINED 1,3,4 171088
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LANCE, INC. COM 51460610 420 27760 SH DEFINED 1,3,4 27760
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LATTICE SEMICONDUCTOR CORPCOM 51841510 323 33470 SH DEFINED 1,3,4 33470
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LENNAR CORP. COM 52605710 2247 23393 SH DEFINED 1,3,4 23393
LENNOX INTERNATIONAL, INC.COM 52610710 935 56049 SH DEFINED 1,3,4 56049
LEUCADIA NATIONAL CORP COM 5272881019677 426931 SH DEFINED 1,3,4 426931
LEXINGTON GENETICS, INC. COM 52887210 7165 1216865 SH DEFINED 1,3,4 1216865
LEXINGTON CORPORATE PPTYS COM 52904310 780 38636 SH DEFINED 1,3,4 38636
LEXMARK INTERNATIONAL, INCCOM 5297711047127 599257 SH DEFINED 1,3,4 599257
LIBBEY, INC. COM 52989810 371 12953 SH DEFINED 1,3,4 12953
LIBERTY MEDIA GROUP COM 5307181033498 2817292 SH DEFINED 1,3,4 2817292
LIBERTY PROPERTY TRUST COM 53117210 1107 28480 SH DEFINED 1,3,4 28480
LIBERTY PROPERTY TRUST COM 53117210 3205 82400 SH DEFINED 2,3,4 82400
LIFEPOINT HOSPITALS, INC. COM 53219L10 328 11186 SH DEFINED 1,3,4 11186
LILLY (ELI) & CO. COM 5324571048474 689185 SH DEFINED 1,3,4 689185
LIMITED BRANDS, INC. COM 53271610 5503 305057 SH DEFINED 1,3,4 305057
LIN TV CORP. COM 53277410 1295 50140 SH DEFINED 1,3,4 50140
LINCARE HOLDINGS, INC. COM 5327911016065 535129 SH DEFINED 1,3,4 535129
LINCOLN NATIONAL CORP. COM 5341871031422 778386 SH DEFINED 1,3,4 778386
LINDSAY MANUFACTURING CO. COM 53555510 283 11194 SH DEFINED 1,3,4 11194
LINEAR TECHNOLOGIES CORP. COM 5356781034780 826869 SH DEFINED 1,3,4 826869
LINENS N THINGS, INC. COM 53567910 1285 42653 SH DEFINED 1,3,4 42653
LION BIOSCIENCE COM 53619110 235 59192 SH DEFINED 3,4 59192
LIZ CLAIBORNE, INC. COM 53932010 2282 64429 SH DEFINED 1,3,4 64429
LOCAL FINANCIAL CORP. COM 53955310 4342 208333 SH DEFINED 1,3,4 208333
LOCKHEED MARTIN CORP. COM 5398301033892 659298 SH DEFINED 1,3,4 659298
LOEWS CORP. COM 5404241016656 336784 SH DEFINED 1,3,4 336784
LONE STAR STEAKHOUSE SALOOCOM 54230710 463 19854 SH DEFINED 1,3,4 19854
LONE STAR TECHNOLOGIES, INCOM 54231210 438 27283 SH DEFINED 1,3,4 27283
LONGS DRUG STORES CORP. COM 54316210 277 11118 SH DEFINED 1,3,4 11118
LONGVIEW FIBRE CO. COM 54321310 187 15160 SH DEFINED 1,3,4 15160
LOUISIANA PACIFIC CORP. COM 54634710 2173 121591 SH DEFINED 1,3,4 121591
LOWE'S COMPANIES, INC. COM 5486611026332 475295 SH DEFINED 1,3,4 475295
LUBRIZOL CORP. COM 54927110 498 15301 SH DEFINED 1,3,4 15301
LUCENT TECHNOLOGIES, INC. COM 54946310 7054 2485299 SH DEFINED 1,3,4 2485299
LYDALL, INC. COM 55081910 160 15486 SH DEFINED 1,3,4 15486
LYONDELL CHEMICAL CO. COM 55207810 888 52484 SH DEFINED 1,3,4 52484
M & T BANK CORPORATION COM 55261F1037765 384211 SH DEFINED 1,3,4 384211
MAF BANCORP INC. COM 55261R10 2462 58819 SH DEFINED 1,3,4 58819
MBIA, INC. COM 55262C10 5059 85441 SH DEFINED 1,3,4 85441
MBNA CORP. COM 55262L1020235 814159.00SH DEFINED 1,3,4 814159
MB FINANCIAL, INC. COM 55264U10 1645 45233 SH DEFINED 1,3,4 45233
MDC HOLDINGS, INC. COM 55267610 2603 40533 SH DEFINED 1,3,4 40533
MDU RESOURCES GROUP, INC. COM 5526901023724 996274 SH DEFINED 1,3,4 996274
MFA MORTGAGE INVESTMENTS, COM 55272X10 1415 145267 SH DEFINED 1,3,4 145267
MGIC INVESTMENT CORP. (WISCOM 55284810 3306 58125 SH DEFINED 1,3,4 58125
MGI PHARMA, INC. COM 55288010 4398 106840 SH DEFINED 1,3,4 106840
M/I SCHOTTENSTEIN HOMES, ICOM 55305B10 7094 181674 SH DEFINED 1,3,4 181674
MKS INSTRUMENTS, INC. COM 55306N10 6483 223552 SH DEFINED 1,3,4 223552
MPS GROUP, INC. COM 55340910 289 30994 SH DEFINED 1,3,4 30994
MRO SOFTWARE, INC. COM 55347W10 314 23382 SH DEFINED 1,3,4 23382
MSC INDUSTRIAL DIRECT COM 5535301019838 721400 SH DEFINED 1,3,4 721400
MSC.SOFTWARE CORPORATION COM 55353110 1313 138940 SH DEFINED 1,3,4 138940
MTS SYSTEMS CORPORATION COM 55377710 1784 92756 SH DEFINED 1,3,4 92756
MACDERMID, INC. COM 5542731010370 302811 SH DEFINED 1,3,4 302811
MACERICH CO. COM 5543821027429 616378 SH DEFINED 1,3,4 616378
MACERICH CO. COM 55438210 4198 94300 SH DEFINED 2,3,4 94300
MACK-CALI REALTY CORP. COM 55448910 720 17300 SH DEFINED 1,3,4 17300
MACROVISION CORP COM 55590410 5232 231855 SH DEFINED 1,3,4 231855
MACROMEDIA, INC. COM 55610010 328 18580 SH DEFINED 1,3,4 18580
STEVEN MADDEN LTD COM 55626910 1780 87280 SH DEFINED 1,3,4 87280
BANCO CENTRAL DE URUGUAY COM 55713630 0 3500000 SH DEFINED 3,4 3500000
BANCO CENTRAL DE URUGUAY COM 55713740 0 1500000 SH DEFINED 3,4 1500000
MAGNA INTERNATIONAL-CL A COM 55922240 110 1375 SH DEFINED 1,3,4 1375
MAGNETEK, INC. COM 55942410 177 27105 SH DEFINED 1,3,4 27105
MAIN STREET ATHLETIC CLUBSCOM 55990310 0 2684 SH DEFINED 3,4 2684
MAIN STREET ATHLETIC CLUBSCOM 55990312 0 2684 SH DEFINED 3,4 2684
MAIN STREET ATHLETIC CLUBSCOM 55990314 0 2684 SH DEFINED 3,4 2684
MANDALAY RESORT GROUP COM 5625671018833 421101 SH DEFINED 1,3,4 421101
MANHATTAN ASSOCIATES, INC.COM 56275010 792 28540 SH DEFINED 1,3,4 28540
MANITOWOC CO. COM 56357110 793 25318 SH DEFINED 1,3,4 25318
MANOR CARE, INC. COM 56405510 1819 52629 SH DEFINED 1,3,4 52629
MANPOWER, INC. WI COM 56418H10 2677 56900 SH DEFINED 1,3,4 56900
MANTECH INTERNATIONAL CORPCOM 56456310 761 30542 SH DEFINED 1,3,4 30542
MANUFACTURED HOMES COM 56468210 109 2900 SH DEFINED 1,3,4 2900
MANUFACTURED HOMES COM 56468210 3786 100600 SH DEFINED 2,3,4 100600
MAPINFO CORP COM 56510510 146 14655 SH DEFINED 1,3,4 14655
MARATHON OIL CORP. COM 5658491033736 1019391 SH DEFINED 1,3,4 1019391
MARCUS CORP. COM 56633010 460 28240 SH DEFINED 1,3,4 28240
MARSH & MCLENNAN COS., INCCOM 5717481015034 313899 SH DEFINED 1,3,4 313899
MARSHALL & IISLEY CORP. COM 5718341027918 729742 SH DEFINED 1,3,4 729742
MARRIOTT INTERNATIONAL, INCOM 5719032020668 447401 SH DEFINED 1,3,4 447401
MARTIN MARIETTA MATERIALS COM 57328410 7551 160800 SH DEFINED 1,3,4 160800
MASCO CORP. COM 57459910 7872 287387 SH DEFINED 1,3,4 287387
HON HAI PRECISION-Reg S COM 5758218 286 36824 SH DEFINED 1,3,4 36824
MASSEY ENERGY CO, COM 57620610 1499 71793 SH DEFINED 1,3,4 71793
MATERIAL SCIENCES CORP COM 57667410 137 13548 SH DEFINED 1,3,4 13548
MATSUSHITA ELEC IND COM 57687920 143 10350 SH DEFINED 1,3,4 10350
MATTEL, INC. COM 5770811019254 999080 SH DEFINED 1,3,4 999080
MAXTOR CORP COM 57772920 8811 793880 SH DEFINED 1,3,4 793880
MAXIM INTEGRATED PRODUCTS COM 57772K1025371 509636 SH DEFINED 1,3,4 509636
MAY DEPARTMENT STORES CO. COM 57777810 4992 171682 SH DEFINED 1,3,4 171682
MAVERICK TUBE CORP COM 57791410 774 39980 SH DEFINED 1,3,4 39980
MAXIMUS, INC. COM 57793310 779 19903 SH DEFINED 1,3,4 19903
MAYTAG CORP. COM 57859210 1294 46377 SH DEFINED 1,3,4 46377
MCCORMICK & CO. COM 5797802030946 1027947 SH DEFINED 1,3,4 1027947
MCDATA CORPORATION-A COM 58003120 325 34251 SH DEFINED 1,3,4 34251
MCDATA CORP. COM 58003120 0 44 SH DEFINED 3,4 44
MCDONALDS CORP. COM 5801351037148 1496153 SH DEFINED 1,3,4 1496153
MCGRAW-HILL, INC. COM 58064510 7973 114074 SH DEFINED 1,3,4 114074
MCKESSON CORP. COM 58155Q10 6552 203551 SH DEFINED 1,3,4 203551
MCLEOD USA, INC. - ESCROW COM 58226699 0 5131325 SH DEFINED 1,3,4 5131325
MEADE INSTRUMENTS CORP. COM 58306210 62 18957 SH DEFINED 1,3,4 18957
MEADWESTVACO CORP. COM 58333410 3516 118418 SH DEFINED 1,3,4 118418
MEDCO HEALTH SOLUTIONS, INCOM 58405U10 5442 160141.99SH DEFINED 1,3,4 160142
MEDIA GENERAL - CLASS A COM 5844041013525 207725 SH DEFINED 1,3,4 207725
MEDICIS PHARMACEUTICAL-CL COM 58469030 1864 26130 SH DEFINED 1,3,4 26130
MEDIMMUNE, INC. COM 5846991013081 514855 SH DEFINED 1,3,4 514855
MEDTRONIC, INC. COM 5850551068541 1409872 SH DEFINED 1,3,4 1409872
MELLON FINANCIAL CORP. COM 58551A10 8170 254376 SH DEFINED 1,3,4 254376
MEMBERWORKS, INC. COM 58600210 280 10345 SH DEFINED 1,3,4 10345
MENS WEARHOUSE, INC., (THECOM 58711810 2365 94441 SH DEFINED 1,3,4 94441
MENTOR CORP. COM 58718810 1060 43994 SH DEFINED 1,3,4 43994
MENTOR GRAPHICS CORP. COM 58720010 291 20238 SH DEFINED 1,3,4 20238
MERCANTILE BANKSHARES CORPCOM 58740510 1075 23629 SH DEFINED 1,3,4 23629
MERCK & CO., INC. COM 5893311063097 1365816 SH DEFINED 1,3,4 1365816
MERCURY COMPUTER SYSTEMS, COM 58937810 496 20048 SH DEFINED 1,3,4 20048
MERCURY GENERAL CORP COM 58940010 2268 48720 SH DEFINED 1,3,4 48720
MERCURY INTERACTIVE CORP. COM 58940510 3585 73808 SH DEFINED 1,3,4 73808
MEREDITH CORP. COM 58943310 2648 54199 SH DEFINED 1,3,4 54199
MERIDIAN BROTHERS INC. COM 58958410 1197 114760 SH DEFINED 1,3,4 114760
MERIDIAN RESOURCE CORP COM 58977Q10 252 42391 SH DEFINED 1,3,4 42391
MERIT MEDICAL SYSTEMS INC COM 58988910 6718 301992.32SH DEFINED 1,3,4 301992
MERITAGE CORP COM COM 59001A10 7183 108334 SH DEFINED 1,3,4 108334
MERRILL LYNCH & CO., INC. COM 5901881075138 1281120 SH DEFINED 1,3,4 1281120
MESA AIR GROUP, INC. COM 59047910 5950 475064 SH DEFINED 1,3,4 475064
METHODE ELECTRONICS - CL ACOM 59152020 4835 395553 SH DEFINED 1,3,4 395553
METLIFE, INC. COM 59156R1015549 461928 SH DEFINED 1,3,4 461928
METRO ONE COMMUNICATIONS COM 59163F10 56 23607 SH DEFINED 1,3,4 23607
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MICREL, INC. COM 59479310 8436 540953 SH DEFINED 1,3,4 540953
MICROS SYSTEMS, INC. COM 59490110 4810 110909 SH DEFINED 1,3,4 110909
MICROSOFT CORP. COM 59491810240620 8737160 SH DEFINED 1,3,4 8737160
MICROCHIP TECHNOLOGY, INC.COM 59501710 4005 119948 SH DEFINED 1,3,4 119948
MICROMUSE INC. COM 59509410 2274 329682 SH DEFINED 1,3,4 329682
MICRON TECHNOLOGY COM 59511210 4851 360505 SH DEFINED 1,3,4 360505
MICROSEMI CORP COM 5951371019924 810452 SH DEFINED 1,3,4 810452
MID ATLANTIC MEDICAL SERVICOM 59523C10 3876 59829 SH DEFINED 1,3,4 59829
MIDAS, INC. COM 59562610 207 14499 SH DEFINED 1,3,4 14499
MIDWAY GAMES, INC. COM 59814810 207 53275 SH DEFINED 1,3,4 53275
MILACRON, INC. COM 59870910 136 33178 SH DEFINED 1,3,4 33178
MILLENNIUM PHARMACTCLS, INCOM 5999021013610 728891 SH DEFINED 1,3,4 728891
MILLER (HERMAN), INC. COM 60054410 528 21640 SH DEFINED 1,3,4 21640
MILLIPORE CORP. COM 60107310 1234 28818 SH DEFINED 1,3,4 28818
MILLS CORP. COM 60114810 723 16400 SH DEFINED 1,3,4 16400
MILLS CORP. COM 6011481010185 231500 SH DEFINED 2,3,4 231500
MINERALS TECHNOLOGIES, INCCOM 6031581010116 170878 SH DEFINED 1,3,4 170878
LIGHTHOUSE COMMUNICATIONS,COM 606600$$ 2 150000 SH DEFINED 3,4 150000
MITSUBISHI CORP. COM 60676930 290 13710 SH DEFINED 1,3,4 13710
MITSUBISHI TOKYO FINL GROUCOM 60681610 97 12400 SH DEFINED 1,3,4 12400
MOBIUS MANAGEMENT SYSTEMS COM 60692510 3995 315844 SH DEFINED 1,3,4 315844
MOBILE MINI INC COM 60740F10 269 13673 SH DEFINED 1,3,4 13673
MODINE MANUFACTURING CO. COM 60782810 270 10149 SH DEFINED 1,3,4 10149
MOHAWK INDUSTRIES, INC. COM 6081901023722 336183 SH DEFINED 1,3,4 336183
MOLEX, INC. COM 6085541021808 625154 SH DEFINED 1,3,4 625154
MONACO COACH CORP. COM 60886R10 655 27723.5 SH DEFINED 1,3,4 27724
MONRO MUFFLER BRAKE INC. COM 61023610 1613 80647 SH DEFINED 1,3,4 80647
MONSANTO COM 61166W1041473 1441092 SH DEFINED 1,3,4 1441092
MONSTER WORLDWIDE, INC. COM 61174210 1461 66718 SH DEFINED 1,3,4 66718
MONY GROUP INC. COM 61533710 438 14004 SH DEFINED 1,3,4 14004
MOODY'S CORP. COM 6153691027294 450773 SH DEFINED 1,3,4 450773
MOOG INC COM 6153942012090 244701 SH DEFINED 1,3,4 244701
MORGAN STANLEY COM 6174464455532 959618 SH DEFINED 1,3,4 959618
DAIRY FARM INTL. COM 6180274 2925 1710900 SH DEFINED 1,3,4 1710900
MOTOROLA, INC. COM 6200761019399 1379042 SH DEFINED 1,3,4 1379042
MOVIE GALLERY, INC. COM 6245811010607 567821 SH DEFINED 1,3,4 567821
INTERWAVE COMMUNICATION COM 6246HMS0 2 500.2 SH DEFINED 3,4 500
MUELLER INDUSTRIES COM 62475610 1125 32652 SH DEFINED 1,3,4 32652
MULTIMEDIA GAMES, INC. COM 62545310 2146 52207 SH DEFINED 1,3,4 52207
MURPHY OIL CORP. COM 62671710 1780 27262 SH DEFINED 1,3,4 27262
MYERS INDUSTRIES, INC. COM 62846410 348 28726 SH DEFINED 1,3,4 28726
MYKROLIS CORPORATION COM 62852P10 6591 409737 SH DEFINED 1,3,4 409737
MYLAN LABORATORIES, INC. COM 62853010 4001 158503 SH DEFINED 1,3,4 158503
NBTY, INC. COM 62878210 1705 63324 SH DEFINED 1,3,4 63324
NCO GROUP INC. COM 62885810 565 24754 SH DEFINED 1,3,4 24754
NCR CORP. COM 62886E1015447 398052 SH DEFINED 1,3,4 398052
NTL INC. COM 62940M1011132 159620 SH DEFINED 1,3,4 159620
NTT DOCOMO, INC. COM 62942M20 74 3280 SH DEFINED 1,3,4 3280
NUI CORP. COM 62943110 244 15267 SH DEFINED 1,3,4 15267
NVR, INC. COM 62944T10 3145 6753 SH DEFINED 1,3,4 6753
NACCO INDUSTRIES, INC. COM 62957910 773 8631 SH DEFINED 1,3,4 8631
NASH FINCH CO. COM 63115810 258 11531 SH DEFINED 1,3,4 11531
AG WASTE RECOVERY SYSTEMS COM 63150000 125 56819 SH DEFINED 3,4 56819
NATIONAL CITY CORP. COM 6354051014982 441638 SH DEFINED 1,3,4 441638
NATIONAL COMMERCE FINANCIACOM 63545P10 1659 60839 SH DEFINED 1,3,4 60839
NATIONAL FUEL GAS CO. COM 63618010 590 24139 SH DEFINED 1,3,4 24139
NATIONAL INSTRUMENTS CORP.COM 63651810 704 15432 SH DEFINED 1,3,4 15432
NATIONAL-OILWELL, INC. COM 63707110 567 25245 SH DEFINED 1,3,4 25245
NATIONAL PRESTO INDS., INCCOM 63721510 232 6496 SH DEFINED 1,3,4 6496
NATIONAL SEMICONDUCTOR CORCOM 6376401012006 304635 SH DEFINED 1,3,4 304635
NAVIGATORS GROUP, INC. COM 63890410 8610 278998 SH DEFINED 1,3,4 278998
NATURES SUNSHINE PRODS, INCOM 63902710 113 13282 SH DEFINED 1,3,4 13282
NAUTILUS GROUP, INC. COM 63910B10 436 31065 SH DEFINED 1,3,4 31065
NAVISTAR INTERNATIONAL CORCOM 63934E10 3442 71830 SH DEFINED 1,3,4 71830
NDCHEALTH CORP. COM 63948010 856 33544 SH DEFINED 1,3,4 33544
NEIMAN MARCUS GROUP, INC.-COM 6402042030923 576251 SH DEFINED 1,3,4 576251
NELNET INC COM 64031N10 83 3663 SH DEFINED 1,3,4 3663
NELSON (THOMAS), INC. COM 64037610 266 13723 SH DEFINED 1,3,4 13723
NETWORK ASSOCIATES INC. COM 64093810 724 47914 SH DEFINED 1,3,4 47914
NESTLE SA COM 64106940 184 2973 SH DEFINED 1,3,4 2973
NETEGRITY, INC. COM 64110P1010054 975048 SH DEFINED 1,3,4 975048
NETWORK EQUIPMENT TECH, INCOM 64120810 242 22254 SH DEFINED 1,3,4 22254
NETWORK APPLIANCE, INC. COM 64120L10 5133 250166 SH DEFINED 1,3,4 250166
NEUROCRINEBIOSCIENCES, INCCOM 64125C1017983 329760 SH DEFINED 1,3,4 329760
NEW CENTURY FINANCIAL CORPCOM 64352D1011362 286425 SH DEFINED 1,3,4 286425
NEW ENGLAND BUSINESS SVC.,COM 64387210 373 12596 SH DEFINED 1,3,4 12596
NEW JERSEY RESOURCES COM 64602510 6989 181532 SH DEFINED 1,3,4 181532
JARDINE MATHESON HLDGS LTDCOM 6472119 805 88400 SH DEFINED 1,3,4 88400
NEW PLAN EXCEL REALTY TRUSCOM 64805310 714 29001 SH DEFINED 1,3,4 29001
NEW YORK COMMUNITY BANCORPCOM 64944510 8872 233084 SH DEFINED 1,3,4 233084
NEW YORK TIMES CO. COM 65011110 4197 87942 SH DEFINED 1,3,4 87942
NEWCASTLE INVESTMENT CORP.COM 65105M1016408 605400 SH DEFINED 1,3,4 605400
NEWELL RUBBERMAID, INC. COM 65122910 3684 162008 SH DEFINED 1,3,4 162008
NEWFIELD EXPLORATION CO. COM 6512901023400 525399 SH DEFINED 1,3,4 525399
NEWMONT MINING CORP. (HOLDCOM 6516391026322 541538 SH DEFINED 1,3,4 541538
NEWPORT CORP. COM 65182410 191 11574 SH DEFINED 1,3,4 11574
NEWS CORP LTD. COM 6524877018337 508008 SH DEFINED 1,3,4 508008
NEWTEK CAPITAL, INC. COM 65252610 1040 149909 SH DEFINED 3,4 149909
NEXTEL COMMS COM 65332V1019885 708615 SH DEFINED 1,3,4 708615
NICOR, INC. COM 65408610 882 25999 SH DEFINED 1,3,4 25999
NIKE, INC. COM 6541061011204 163649 SH DEFINED 1,3,4 163649
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NIPPON TELEGRAPH &TELE COM 65462410 88 3600 SH DEFINED 1,3,4 3600
NISOURCE, INC. COM 65473P1011344 517230 SH DEFINED 1,3,4 517230
NISSAN MOTOR CO LTD COM 65474440 414 18390 SH DEFINED 1,3,4 18390
NOKIA CORP. COM 65490220 82 4816 SH DEFINED 1,3,4 4816
NOBLE ENERGY, INC. COM 6550441014365 323300 SH DEFINED 1,3,4 323300
NOMURA HOLDINGS, INC. COM 65535H20 195 11430 SH DEFINED 1,3,4 11430
NORDSON CORP. COM 65566310 344 10059 SH DEFINED 1,3,4 10059
NORDSTROM, INC. COM 65566410 3427 99882 SH DEFINED 1,3,4 99882
NORFOLK SOUTHERN CORP. COM 65584410 5482 231605 SH DEFINED 1,3,4 231605
NORTEL NETWORKS CORP NEW COM 65656810 1210 286098 SH DEFINED 1,3,4 286098
NORTH FORK BANCORPORATION,COM 6594241023532 581481 SH DEFINED 1,3,4 581481
NORTHEAST UTILITIES COM 66439710 798 39722 SH DEFINED 1,3,4 39722
NORTHERN TRUST CORP. COM 66585910 6883 148171 SH DEFINED 1,3,4 148171
NORTHROP GRUMMAN CORP. COM 6668071011084 115960 SH DEFINED 1,3,4 115960
NORTHWEST NATURAL GAS CO. COM 66765510 4828 157034 SH DEFINED 1,3,4 157034
NOVARTIS AG COM 66987V10 286 6244 SH DEFINED 1,3,4 6244
NOVELL, INC. COM 67000610 2315 220473 SH DEFINED 1,3,4 220473
NOVELLUS SYSTEMS INC. COM 67000810 6561 156087 SH DEFINED 1,3,4 156087
NOVEN PHARMACEUTICALS, INCCOM 67000910 322 21461 SH DEFINED 1,3,4 21461
NPTEST HOLDING CORP. COM 67019A10 1258 113917 SH DEFINED 1,3,4 113917
NSTAR COM 67019E10 791 16379 SH DEFINED 1,3,4 16379
NUCOR CORP. COM 67034610 2590 46223 SH DEFINED 1,3,4 46223
NUEVO ENERGY CO. COM 6705091014065 581729 SH DEFINED 1,3,4 581729
NVIDIA CORP. COM 67066G10 2224 95750 SH DEFINED 1,3,4 95750
NYFIX, INC. COM 67071210 238 30285 SH DEFINED 1,3,4 30285
O CAHRLEYS, INC. COM 67082310 357 19843 SH DEFINED 1,3,4 19843
OGE ENERGY, CORP. COM 67083710 7993 330412 SH DEFINED 1,3,4 330412
OM GROUP, INC. COM 67087210 707 27019 SH DEFINED 1,3,4 27019
NUVEEN INVESTMENTS, INC. COM 67090F1011448 429416 SH DEFINED 1,3,4 429416
OAK HILL FINANCIAL, INC. COM 67133710 1367 44407 SH DEFINED 1,3,4 44407
OCCIDENTAL PETROLEUM CORP.COM 6745991044236 1047183 SH DEFINED 1,3,4 1047183
OCEANEERING INTERNATIONAL COM 67523210 648 23156 SH DEFINED 1,3,4 23156
OCTEL CORP. COM. COM 67572710 1254 63692 SH DEFINED 1,3,4 63692
ODYSSEY HEALTHCARE INC. COM 67611V10 1012 34579 SH DEFINED 1,3,4 34579
OFFICE DEPOT, INC. COM 67622010 3099 185301 SH DEFINED 1,3,4 185301
OFFSHORE LOGISTICS COM 67625510 7798 317983 SH DEFINED 1,3,4 317983
OHIO CASUALTY CORP. COM 67724010 311 18084 SH DEFINED 1,3,4 18084
LUKOIL HOLDING COM 67786210 6195 66606 SH DEFINED 1,3,4 66606
OLD REPUBLIC INTL, CORP. COM 6802231016713 659127.00SH DEFINED 1,3,4 659127
OLIN, CORP. COM 68066520 350 17405 SH DEFINED 1,3,4 17405
OMNICARE, INC. COM 68190410 1227 30402 SH DEFINED 1,3,4 30402
OMNICOM COM 6819191010634 121825 SH DEFINED 1,3,4 121825
OMNIVISION TECHNOLOGIES, ICOM 68212810 2229 40330 SH DEFINED 1,3,4 40330
OMNOVA SOLUTIONS, INC. COM 68212910 179 38092 SH DEFINED 1,3,4 38092
ON ASSIGNMENT INC. COM 68215910 124 24003 SH DEFINED 1,3,4 24003
ONEOK, INC. COM 6826801011475 519731 SH DEFINED 1,3,4 519731
ONYX PHARMACEUTICALS INC. COM 68339910 3193 113165 SH DEFINED 1,3,4 113165
OPEN SOLUTIONS INC COM 68371P10 626 35642 SH DEFINED 1,3,4 35642
ORACLE CORP. COM 68389X1042035 3184755 SH DEFINED 1,3,4 3184755
ORBITAL SCIENCES CORP. COM 6855641010629 884563 SH DEFINED 1,3,4 884563
ORBITZ INC COM 68556Y10 2336 100722 SH DEFINED 1,3,4 100722
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OSHKOSH B'GOSH, INC.-CL A COM 68822220 239 11290 SH DEFINED 1,3,4 11290
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OVERSEAS SHIPHOLDING GROUPCOM 69036810 361 10581 SH DEFINED 1,3,4 10581
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OXFORD HEALTH PLANS, INC. COM 69147110 1044 24036 SH DEFINED 1,3,4 24036
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PFF BANCORP INC. COM 69331W10 5106 140751 SH DEFINED 1,3,4 140751
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PACIFIC SUNWEAR OF CALIFORCOM 6948731010338 489238 SH DEFINED 1,3,4 489238
PACIFICARE HEALTH SYSTEMS,COM 69511210 840 12399 SH DEFINED 1,3,4 12399
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PALL CORP. COM 6964293012537 467151 SH DEFINED 1,3,4 467151
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PAN PACIFIC RETAIL PPTYS ICOM 69806L1013321 279600 SH DEFINED 2,3,4 279600
PANERA BREAD, CO. COM 69840W10 1127 28533 SH DEFINED 1,3,4 28533
PAPA JOHNS INTERNATIONAL, COM 69881310 571 17133 SH DEFINED 1,3,4 17133
PARAMETRIC TECH COM 69917310 610 157199 SH DEFINED 1,3,4 157199
PAREXEL INTERNATIONAL, CORCOM 69946210 405 24714 SH DEFINED 1,3,4 24714
PARK ELECTROCHEMICAL CORP.COM 70041620 500 18831 SH DEFINED 1,3,4 18831
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PARKER-HANNIFIN CORP. COM 70109410 4166 70006 SH DEFINED 1,3,4 70006
PATINA OIL & GAS CORP. COM 70322410 4641 94683 SH DEFINED 1,3,4 94683
PATTERSON DENTAL CO. COM 70341210 1302 20252 SH DEFINED 1,3,4 20252
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PERFORMANCE FOOD GROUP CO.COM 71375510 1580 43664 SH DEFINED 1,3,4 43664
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PETROCHINA CO. LTD. - ADR COM 71646E10 375 6580 SH DEFINED 1,3,4 6580
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PHELPS DODGE CORP. COM 71726510 9281 121919 SH DEFINED 1,3,4 121919
PHILADELPHIA CONS HLDG CO COM 71752810 1022 20947 SH DEFINED 1,3,4 20947
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PHILLIPS-VAN HEUSEN COM 71859210 512 28927 SH DEFINED 1,3,4 28927
PHOENIX TECHNOLOGIES LTD COM 71915310 186 23134 SH DEFINED 1,3,4 23134
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PRESIDENTIAL LIFE COM 74088410 367 27952 SH DEFINED 1,3,4 27952
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PROASSURANCE CORP. COM 74267C10 2333 72654 SH DEFINED 1,3,4 72654
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PROLOGIS COM 7434101016048 499992 SH DEFINED 1,3,4 499992
PROLOGIS COM 7434101011314 352530 SH DEFINED 2,3,4 352530
PROTECTIVE LIFE, CORP. COM 74367410 693 20452 SH DEFINED 1,3,4 20452
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PROVINCE HEALTHCARE CO. COM 74397710 2683 167902 SH DEFINED 1,3,4 167902
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PRUDENTIAL FINANCIAL, INC.COM 7443201039930 955997 SH DEFINED 1,3,4 955997
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PULTE HOMES INC. COM 74586710 4113 43934 SH DEFINED 1,3,4 43934
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RADIAN GROUP INC. COM 7502361012294 252158 SH DEFINED 1,3,4 252158
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RADIOSHACK CORP COM 75043810 5103 166238 SH DEFINED 1,3,4 166238
RADISYS CORP COM 75045910 7858 466538 SH DEFINED 1,3,4 466538
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RARE HOSPITALITY INTL., INCOM 75382010 782 32073.000SH DEFINED 1,3,4 32073
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RAYTHEON CO. COM 7551115022413 746178 SH DEFINED 1,3,4 746178
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REDWOOD TRUST, INC. COM 75807540 8860 174252 SH DEFINED 1,3,4 174252
REEBOK INTERNATL., LTD. COM 7581101012067 306872 SH DEFINED 1,3,4 306872
REGAL BELOIT COM 75875010 522 23852 SH DEFINED 1,3,4 23852
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REHABCARE GROUP INC. COM 75914810 323 15359 SH DEFINED 1,3,4 15359
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REMINGTON OIL & GAS CORP. COM 75959430 508 25615 SH DEFINED 1,3,4 25615
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REPSOL YPF SA COM 76026T20 229 11730 SH DEFINED 1,3,4 11730
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RJ REYNOLDS TOBACCO HOLDINCOM 76182K10 4527 77837 SH DEFINED 1,3,4 77837
RIGGS NATL CORP. WASH DC COM 76657010 451 27272 SH DEFINED 1,3,4 27272
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RUDOLPH TECHNOLOGIES INC COM 78127010 384 15671 SH DEFINED 1,3,4 15671
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RUSSELL CORP. COM 78235210 2032 115896 SH DEFINED 1,3,4 115896
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SAFECO CORP. COM 7864291017084 438818 SH DEFINED 1,3,4 438818
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SAP AG COM 80305420 108 2600 SH DEFINED 1,3,4 2600
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SCHERING-PLOUGH CORP. COM 8066051015123 869711 SH DEFINED 1,3,4 869711
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SCHOLASTIC CORP. COM 80706610 398 11672 SH DEFINED 1,3,4 11672
SCHOOL SPECIALTY, INC. COM 80786310 612 17969 SH DEFINED 1,3,4 17969
SCHULMAN (A.), INC. COM 80819410 2110 98977 SH DEFINED 1,3,4 98977
SCHWAB, CHARLES CORP. COM 80851310 9528 804420 SH DEFINED 1,3,4 804420
SCHWEITZER-MAUDUIT INT'L, COM 80854110 418 14073 SH DEFINED 1,3,4 14073
SCIENTIFIC-ATLANTA, INC. COM 80865510 8712 319247 SH DEFINED 1,3,4 319247
SCIENTIFIC GAMES CORP. COM 80874P1011715 688672 SH DEFINED 1,3,4 688672
SCOTTISH POWER PLC COM 81013T70 182 6690 SH DEFINED 1,3,4 6690
SCOTTS CO. COM 81018610 567 9572 SH DEFINED 1,3,4 9572
SCRIPPS CO., E.W. COM 8110542016795 178389 SH DEFINED 1,3,4 178389
SCS TRANSPORTATION, INC. COM 81111T10 4516 256882 SH DEFINED 1,3,4 256882
SEACOAST FINL SERVICES CORCOM 81170Q10 672 24526 SH DEFINED 1,3,4 24526
SEAGATE TECHNOLOGY-ESCROW COM 81180498 0 157800 SH DEFINED 1,3,4 157800
SEACOR SMIT, INC. COM 81190410 748 17810 SH DEFINED 1,3,4 17810
SEALED AIR CORP. COM 81211K10 2716 50171 SH DEFINED 1,3,4 50171
SEARS ROEBUCK & CO. COM 81238710 6846 150501 SH DEFINED 1,3,4 150501
SECURE COMPUTING CORP COM 81370510 2823 157600 SH DEFINED 1,3,4 157600
SELECT MEDICAL CORP. COM 81619610 4363 267950 SH DEFINED 1,3,4 267950
SELECTIVE INS GROUP INC COM 81630010 5753 177674 SH DEFINED 1,3,4 177674
SEMTECH CORP. COM 81685010 2796 123107 SH DEFINED 1,3,4 123107
SEMPRA ENERGY COM 81685110 4992 166170 SH DEFINED 1,3,4 166170
SENSIENT TECHNOLOGIES CORPCOM 81725T10 275 13853 SH DEFINED 1,3,4 13853
SEPRACOR INC. COM 81731510 3141 131394 SH DEFINED 1,3,4 131394
SEQUA CORP. - CI A COM 81732010 152 3098 SH DEFINED 1,3,4 3098
SERENA SOFTWARE, INC. COM 81749210 6023 328125 SH DEFINED 1,3,4 328125
SERVICEMASTER COMPANY COM 81760N1013512 1159691 SH DEFINED 1,3,4 1159691
SHARPER IMAGE CORP COM 82001310 9821 300806 SH DEFINED 1,3,4 300806
SHAW GROUP, INC. COM 82028010 750 55066 SH DEFINED 1,3,4 55066
SHERWIN-WILLIAMS CO., THE COM 82434810 3023 86869 SH DEFINED 1,3,4 86869
SHOPKO STORES, INC. COM 82491110 426 27771 SH DEFINED 1,3,4 27771
SHUFFLE MASTER, INC. COM 82554910 547 15794 SH DEFINED 1,3,4 15794
SHURGARD STORAGE CENTERS-ACOM 82567D10 1638 43486 SH DEFINED 1,3,4 43486
SICOR, INC. COM 82584610 963 35327 SH DEFINED 1,3,4 35327
SIEBEL SYSTEMS, INC. COM 8261701010772 776843 SH DEFINED 1,3,4 776843
SIEMENS AG COM 82619750 230 2890 SH DEFINED 1,3,4 2890
SIERRA HEALTH SERVICES, INCOM 82632210 4046 147519 SH DEFINED 1,3,4 147519
SIERRA PACIFIC RESOURCES COM 82642810 256 34778 SH DEFINED 1,3,4 34778
SIGMA-ALDRICH CORP. COM 82655210 3363 58912 SH DEFINED 1,3,4 58912
SILICON LABORATORIES, INC.COM 82691910 5794 134067 SH DEFINED 1,3,4 134067
SILGAN HOLDINGS INC. COM 8270481010745 252250 SH DEFINED 1,3,4 252250
SILICON VY BANCSHARES COM 82706410 372 10307 SH DEFINED 1,3,4 10307
SIMON PROPERTY GROUP, INC.COM 8288061014995 323629 SH DEFINED 1,3,4 323629
SIMON PROPERTY GROUP, INC.COM 8288061011326 244400 SH DEFINED 2,3,4 244400
SIMPSON MANUFACTURING INC COM 82907310 4291 84308 SH DEFINED 1,3,4 84308
SINCLAIR BROADCAST GROUP -COM 82922610 6094 408489 SH DEFINED 1,3,4 408489
SIX FLAGS INC,. COM 83001P10 205 27488 SH DEFINED 1,3,4 27488
SKYLINE CORP. COM 83083010 277 7996 SH DEFINED 1,3,4 7996
SKYWEST INC. COM 83087910 1001 55124 SH DEFINED 1,3,4 55124
SKYWORKS SOLUTIONS, INC. COM 83088M10 1229 141589 SH DEFINED 1,3,4 141589
SMITH (A.O.) CORPORATION COM 83186520 4828 137656 SH DEFINED 1,3,4 137656
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SMITHFIELD FOODS INC. COM 8322481021897 1057815 SH DEFINED 1,3,4 1057815
SMUCKER (JM) CO. COM 8326964014538 320914 SH DEFINED 1,3,4 320914
SNAP-ON TOOLS, INC. COM 83303410 1107 34401 SH DEFINED 1,3,4 34401
SOLA INTL INC. COM 83409210 555 29488 SH DEFINED 1,3,4 29488
SOLECTRON CORP. COM 83418210 2930 496462 SH DEFINED 1,3,4 496462
SONIC CORP. COM 83545110 1149 37438 SH DEFINED 1,3,4 37438
SONOCO PRODUCTS CO. COM 83549510 1764 71523 SH DEFINED 1,3,4 71523
SOTHEBY'S HOLDING CIA COM 83589810 254 18310 SH DEFINED 1,3,4 18310
SOURCECORP COM 83616710 393 15335 SH DEFINED 1,3,4 15335
SOUTH FINANCIAL GROUP, INCCOM 8378411020594 738988 SH DEFINED 1,3,4 738988
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SOUTHERN CO. COM 8425871013139 434178 SH DEFINED 1,3,4 434178
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SOUTHTRUST CORP. COM 8447301026357 805405 SH DEFINED 1,3,4 805405
SOUTHWEST AIRLINES CO. COM 84474110 7518 466149 SH DEFINED 1,3,4 466149
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SOUTHWESTERN ENERGY CO COM 84546710 5994 250823 SH DEFINED 1,3,4 250823
SOVEREIGN BANCORP INC. COM 84590510 2058 86819 SH DEFINED 1,3,4 86819
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SPHERION CORPORATION. COM 84842010 560 56911 SH DEFINED 1,3,4 56911
SPINNAKER EXPLORATION CO COM 84855W10 1024 31705 SH DEFINED 1,3,4 31705
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SPRINT CORP. (FON GROUP) COM 8520611021078 1284104 SH DEFINED 1,3,4 1284104
SPRINT CORP. (PCS GROUP) COM 85206150 4139 736960 SH DEFINED 1,3,4 736960
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STANCORP FINANCIAL GROUP COM 85289110 5383 85588 SH DEFINED 1,3,4 85588
STANDARD MICROSYSTEMS CORPCOM 85362610 3859 152376 SH DEFINED 1,3,4 152376
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STANDARD PACIFIC CP COM 85375C10 3030 62459 SH DEFINED 1,3,4 62459
STANDARD REGISTER CO., THECOM 85388710 456 27117 SH DEFINED 1,3,4 27117
STANDEX INTERNATIONAL CORPCOM 85423110 323 11628 SH DEFINED 1,3,4 11628
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STATE BANK OF INDIA-144 A COM 85655210 6149 179404 SH DEFINED 1,3,4 179404
STATE STREET CORP. COM 8574771010549 202523 SH DEFINED 1,3,4 202523
STATEN ISLAND BANCORP, INCCOM 85755010 1259 55993 SH DEFINED 1,3,4 55993
STATOIL ASA COM 85771P10 155 13700 SH DEFINED 1,3,4 13700
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STEEL TECHNOLOGIES COM 85814710 166 9305 SH DEFINED 1,3,4 9305
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STEWART & STEVENSON SERVICCOM 86034210 382 27265 SH DEFINED 1,3,4 27265
STEWART INFO SVCS COM 86037210 8977 221393 SH DEFINED 1,3,4 221393
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SYSCO CORP. COM 8718291038048 1021979 SH DEFINED 1,3,4 1021979
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TEVA PHARMACEUTICAL INDS LCOM 8816242013591 239708 SH DEFINED 1,3,4 239708
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TOMKINS PLC COM 89003020 153 7970 SH DEFINED 1,3,4 7970
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TRACTOR SUPPLY COMPANY COM 89235610 4532 116519 SH DEFINED 1,3,4 116519
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TRIBUNE CO. COM 89604710 9553 185094 SH DEFINED 1,3,4 185094
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UNIFI INC. COM 90467710 100 15468 SH DEFINED 1,3,4 15468
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UNITED STATES STEEL CORP. COM 91290910 2140 60975 SH DEFINED 1,3,4 60975
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