UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2002
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 14, 2002
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: 2021
Form 13F Information Table Value Total: $11646497 (X$1000)
List of Other Included Managers:
No. 13F File Number Name
01 28-1549 Principal Global Investors
02 Principal Real Estate Investors
03 28-793 Principal Life Insurance Co
04 28-10107 Principal Financial Services, Inc
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORIRTY
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR CORP. COM 000361105 102 20051 SH DEFINED 1,3,4 20051
ADC COMMUNICATIONS, INC. COM 000886101 1197 577388 SH DEFINED 1,3,4 577388
ABN-AMRO HOLDINGS COM 000937102 158 9807 SH DEFINED 1,3,4 9807
ABM INDUSTRIES, INC. COM 000957100 479 31032 SH DEFINED 1,3,4 31032
AFLAC, INC. COM 001055102 20762 689415 SH DEFINED 1,3,4 689415
AGCO CORP. COM 001084102 6735 304691 SH DEFINED 1,3,4 304691
AGL RESOURCES IN COM 001204106 6368 262086 SH DEFINED 1,3,4 262086
AES CORP. COM 00130H105 854 286262 SH DEFINED 1,3,4 286262
AK STEEL HOLDING CORP. COM 001547108 1510 188862 SH DEFINED 1,3,4 188862
AMB PROPERTY CORP. COM 00163T109 18597 679580 SH DEFINED 1,3,4 679580
AMB PROPERTY CORP. COM 00163T109 3256 119000 SH DEFINED 2,3,4 119000
AMN HEALTHCARE SERVICES, INC. COM 001744101 3881 229555 SH DEFINED 1,3,4 229555
AMR CORP. COM 001765106 532 82165 SH DEFINED 1,3,4 82165
AOL TIME WARNER COM 00184A105 31304 2390146 SH DEFINED 1,3,4 2390146
AT&T CORP. COM 001957505 11293 432742 SH DEFINED 1,3,4 432742
ATMI, INC. COM 00207R101 360 19291 SH DEFINED 1,3,4 19291
AT&T WIRELESS GROUP COM 00209A106 8525 1507376 SH DEFINED 1,3,4 1507376
AAIPHARMA, INC. COM 00252W104 1938 138200 SH DEFINED 1,3,4 138200
AARON RENTS INC. COM 002535201 299 13671 SH DEFINED 1,3,4 13671
ABBOTT LABORATORIES COM 002824100 33988 849619 SH DEFINED 1,3,4 849619
ABERCROMBIE & FITCH CO. COM 002896207 5124 250472 SH DEFINED 1,3,4 250472
ABGENIX, INC. COM 00339B107 833 112920 SH DEFINED 1,3,4 112920
ACCOR S.A. COM 00435F101 202 13348 SH DEFINED 1,3,4 13348
ACCREDO HEALTH, INC. COM 00437V104 1052 29822 SH DEFINED 1,3,4 29822
ACTIVISION, INC. COM 004930202 1374 94257 SH DEFINED 1,3,4 94257
ACTION PERFORMANCE COS INC COM 004933107 9809 516284 SH DEFINED 1,3,4 516284
ACTEL CORP. COM 004934105 247 15194 SH DEFINED 1,3,4 15194
ACUITY BRANDS INC. COM 00508Y102 4498 332289 SH DEFINED 1,3,4 332289
ACXIOM CORP. COM 005125109 12177 791913 SH DEFINED 1,3,4 791913
CARDSYSTEMS SOLUTIONS, INC. COM 006247$$T 334 667000 SH DEFINED 3,4 667000
ADAPTEC, INC. COM 00651F108 383 67503 SH DEFINED 1,3,4 67503
ADECCO COM 006754105 152 16011 SH DEFINED 1,3,4 16011
ADMINISTAFF, INC. COM 007094105 103 17554 SH DEFINED 1,3,4 17554
ADOBE SYSTEMS, INC. COM 00724F101 3104 124632 SH DEFINED 1,3,4 124632
ADTRAN INC. COM 00738A106 252 7702 SH DEFINED 1,3,4 7702
ADVANCED MARKETING SERVICES COM 00753T105 173 11941 SH DEFINED 1,3,4 11941
ADVANCED FIBRE COMMUNICATION COM 00754A105 287 17388 SH DEFINED 1,3,4 17388
ADVANCED SEMICONDUCTOR COM 00756M404 0 1 SH DEFINED 1,3,4 1
ADVO, INC. COM 007585102 410 12578 SH DEFINED 1,3,4 12578
ADVISORY BOARD CO. COM 00762W107 3646 121970 SH DEFINED 1,3,4 121970
ADVANCED MEDICAL OPTICS COM 00763M108 215 18147 SH DEFINED 1,3,4 18147
AEROFLEX INC. COM 007768104 261 37809 SH DEFINED 1,3,4 37809
AEROPOSTALE, INC. COM 007865108 5003 473400 SH DEFINED 1,3,4 473400
ADVANCED MICRO DEVICES COM 007903107 4379 678163 SH DEFINED 1,3,4 678163
ADVANCE PCS COM 00790K109 843 38037 SH DEFINED 1,3,4 38037
ADVANCED ENERGY INDUSTRIES COM 007973100 258 20208 SH DEFINED 1,3,4 20208
ADVENT SOFTWARE INC COM 007974108 90 6764 SH DEFINED 1,3,4 6764
AETNA INC- NEW COM 00817Y108 17591 427888 SH DEFINED 1,3,4 427888
AFFILIATED COMP SVCS -CLA COM 008190100 2821 53612 SH DEFINED 1,3,4 53612
AFFILIATED MANAGERS GROUP, INC COM 008252108 4198 83350 SH DEFINED 1,3,4 83350
AFFYMETRIX, INC. COM 00826T108 564 24630 SH DEFINED 1,3,4 24630
AFTERMARKET TECHNOLOGY CORP. COM 008318107 1330 91770 SH DEFINED 1,3,4 91770
AGERE SYSTEMS, INC. COM 00845V100 0 78 SH DEFINED 1,3,4 78
AGILENT TECHNOLOGIES INC COM 00846U101 4981 277265 SH DEFINED 1,3,4 277265
AGRIUM, INC. COM 008916108 1169 103280 SH DEFINED 1,3,4 103280
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 5113 119640 SH DEFINED 1,3,4 119640
AIRBORNE INC. COM 009269101 146 10017 SH DEFINED 1,3,4 10017
AIRGAS INC. COM 009363102 7193 417179 SH DEFINED 1,3,4 417179
ALASKA AIRGROUP INC. COM 011659109 118 5492 SH DEFINED 1,3,4 5492
ALBANY INTL CORP. -CLA COM 012348108 6435 311693 SH DEFINED 1,3,4 311693
ALBANY MOLECULAR RESEARCH COM 012423109 7384 499260 SH DEFINED 1,3,4 499260
ALBEMARLE CORP. COM 012653101 4828 169723 SH DEFINED 1,3,4 169723
ALBERTO-CULVER CO. COM 013068101 14002 277697 SH DEFINED 1,3,4 277697
ALBERTSONS, INC. COM 013104104 4453 199790 SH DEFINED 1,3,4 199790
ALCAN, INC. COM 013716105 20 669 SH DEFINED 1,3,4 669
ALCOA, INC. COM 013817101 10129 444834 SH DEFINED 1,3,4 444834
ALEXANDER & BALDWIN INC. COM 014482103 221 8524 SH DEFINED 1,3,4 8524
ALEXANDRIA REAL EST EQUITIES COM 015271109 2945 69100 SH DEFINED 2,3,4 69100
ALLEGHENY ENERGY COM 017361106 497 66148 SH DEFINED 1,3,4 66148
ALLEGHENY TECHNOLOGIES, INC. COM 01741R102 250 42275 SH DEFINED 1,3,4 42275
ALLEN TELECOM, INC. COM 018091108 179 19230 SH DEFINED 1,3,4 19230
ALLERGAN, INC. COM 018490102 5268 91460 SH DEFINED 1,3,4 91460
ALLETE COM 018522102 401 17678 SH DEFINED 1,3,4 17678
ALLIANCE DATA SYSTEMS CORP. COM 018581108 971 54910 SH DEFINED 1,3,4 54910
ALLIANCE SEMICONDUCTOR CORP. COM 01877H100 90 22743 SH DEFINED 1,3,4 22743
ALLIANT CORP. COM 018802108 317 18969 SH DEFINED 1,3,4 18969
ALLIANT TECHSYSTEMS, INC. COM 018804104 31514 505466 SH DEFINED 1,3,4 505466
ALLIED DOMECQ PLC COM 019121201 158 6000 SH DEFINED 1,3,4 6000
ALLIED IRISH BANKS COM 019228402 282 10500 SH DEFINED 1,3,4 10500
ALLIED WASTE INDUSTRIES, INC. COM 019589308 3397 339891 SH DEFINED 1,3,4 339891
ALLMERICA FINANCIAL CORP. COM 019754100 113 10944 SH DEFINED 1,3,4 10944
ALLSTATE CORP. COM 020002101 35964 972168 SH DEFINED 1,3,4 972168
ALLTEL CORP. COM 020039103 28717 563072 SH DEFINED 1,3,4 563072
ALPHARMA INC. - CL A COM 020813101 385 32328 SH DEFINED 1,3,4 32328
ALTERA CORP. COM 021441100 2485 201411 SH DEFINED 1,3,4 201411
ALUMINA, LTD. COM 022205108 46 4200 SH DEFINED 1,3,4 4200
CORPORATE SERVICES GROUP PLC ( COM 022516000 22 165174 SH DEFINED 3,4 165174
ARRIVA PLC COM 023034600 620 140924 SH DEFINED 3,4 140924
AMBAC FINANCIAL GP COM 023139108 26814 476851 SH DEFINED 1,3,4 476851
AMERADA HESS CORP. COM 023551104 2592 47105 SH DEFINED 1,3,4 47105
AMEREN CORP. COM 023608102 24593 591587 SH DEFINED 1,3,4 591587
AMERICA MOVIL - SERIES L COM 02364W105 17407 1212270 SH DEFINED 1,3,4 1212270
AMERICAN AXLE & MFG HOLDINGS COM 024061103 8506 363281 SH DEFINED 1,3,4 363281
AM CAP STRATEGIES LTD. COM 024937104 7628 353380 SH DEFINED 1,3,4 353380
AMERICAN DISTRIBUTORS PLC COM 02540*111 0 2483352 SH DEFINED 3,4 2483352
AMERICAN ELECTRIC POWER CO., I COM 025537101 4882 178361 SH DEFINED 1,3,4 178361
AMERICAN EAGLE OUTFITTERS COM 02553E106 1511 109701 SH DEFINED 1,3,4 109701
AMERICAN EXPRESS CO. COM 025816109 25452 719961 SH DEFINED 1,3,4 719961
AMERICAN FINL GROUP INC. COM 025932104 329 14290 SH DEFINED 1,3,4 14290
AMERICAN FINANCIAL HOLDINGS COM 026075101 3012 100911 SH DEFINED 1,3,4 100911
AMERICAN GREETINGS CORP. COM 026375105 3891 246663 SH DEFINED 1,3,4 246663
AMERICAN HOME MTG. HOLDINGS, I COM 02660M108 3342 303695 SH DEFINED 1,3,4 303695
AMERICAN INTERNATIONAL GROUP, COM 026874107 116887 2020533 SH DEFINED 1,3,4 2020533
AMERICAN ITALIAN PASTA CO. COM 027070101 4546 126404 SH DEFINED 1,3,4 126404
AMERICAN MANAGEMENT SYSTEMS, I COM 027352103 318 26585 SH DEFINED 1,3,4 26585
AMERICAN MEDICAL SYS HLDGS COM 02744M108 3594 221753 SH DEFINED 1,3,4 221753
AMERICAN POWER CONVERSION CORP COM 029066107 11750 775585 SH DEFINED 1,3,4 775585
AMEM STANDARD CO INC. COM 029712106 19665 276530 SH DEFINED 1,3,4 276530
AMERICAN STATES WATER CO. COM 029899101 223 9548 SH DEFINED 1,3,4 9548
AMERICAN WATER WORKS INC COM 030411102 7376 162223 SH DEFINED 1,3,4 162223
AMERICAN WOODMARK CORP COM 030506109 1110 23350 SH DEFINED 1,3,4 23350
AMERICREDIT CORP. COM 03060R101 240 31627 SH DEFINED 1,3,4 31627
AMERISTAR CASINOS, INC. COM 03070Q101 4033 285980 SH DEFINED 1,3,4 285980
AMERIPATH, INC. COM 03071D109 415 19302 SH DEFINED 1,3,4 19302
AMERUS LIFE GROUP. COM 03072M108 227 8070 SH DEFINED 1,3,4 8070
AMERISOURCEBERGEN CORP COM 03073E105 23845 439041 SH DEFINED 1,3,4 439041
AMERIGROUP CORP. COM COM 03073T102 390 12861 SH DEFINED 1,3,4 12861
AMETEK INC. COM 031100100 264 6834 SH DEFINED 1,3,4 6834
AMGEN COM 031162100 33643 696092 SH DEFINED 1,3,4 696092
AMKOR TECHNOLOGY INC. COM 031652100 1855 389790 SH DEFINED 1,3,4 389790
AMSOUTH BANCORPORATION COM 032165102 4069 212271 SH DEFINED 1,3,4 212271
AMSURG CORP. COM 03232P405 264 12934 SH DEFINED 1,3,4 12934
ANADARKO PETROLEUN CORP. COM 032511107 12567 262471 SH DEFINED 1,3,4 262471
ANALOG DEVICES COM 032654105 4591 192516 SH DEFINED 1,3,4 192516
ANALOGIC CORP. COM 032657207 2957 58846 SH DEFINED 1,3,4 58846
ANANLYSTS INT'L CORP. COM 032681108 31 15235 SH DEFINED 1,3,4 15235
ANCHOR BANCORP, INC./WI COM 032839102 2411 116165 SH DEFINED 1,3,4 116165
ANDREW CORP. COM 034425108 518 51429 SH DEFINED 1,3,4 51429
ANGELICA CORP. COM 034663104 112 5478 SH DEFINED 1,3,4 5478
ANGLO AMERICAN PLC COM 03485P102 121 8200 SH DEFINED 1,3,4 8200
ANHEUSER-BUSCH COS., INC. COM 035229103 33833 699188 SH DEFINED 1,3,4 699188
ANIXTER INT'L, INC. COM 035290105 1415 60909 SH DEFINED 1,3,4 60909
ANNALY MORTGAGE MANAGEMENT COM 035710409 11668 620540 SH DEFINED 1,3,4 620540
ANNTAYLOR STORES CORP. COM 036115103 2326 114036 SH DEFINED 1,3,4 114036
ANSYS INC. COM 03662Q105 183 9190 SH DEFINED 1,3,4 9190
ANTHEM, INC. COM 03674B104 16391 260588 SH DEFINED 1,3,4 260588
ANTEON INTERNATIONAL CORP. COM 03674E108 5612 233740 SH DEFINED 1,3,4 233740
ANWORTH MORTGAGE ASST CORP. COM 037347101 3104 246970 SH DEFINED 1,3,4 246970
AON CORP. COM 037389103 3080 162878 SH DEFINED 1,3,4 162878
APACHE CORP. COM 037411105 43299 759932 SH DEFINED 1,3,4 759932
APARTMENT INVESTMENT & MANAGEM COM 03748R101 3020 80600 SH DEFINED 2,3,4 80600
APOGEE ENTERPRISES, INC. COM 037598109 157 17413 SH DEFINED 1,3,4 17413
APOLLO GROUP INC. COM 037604105 5032 114320 SH DEFINED 1,3,4 114320
APOGENT TECHNOLOGIES, INC. COM 03760A101 460 22126 SH DEFINED 1,3,4 22126
APPLE COMPUTER, INC. COM 037833100 2707 188784 SH DEFINED 1,3,4 188784
APPLEBEES INT'L, INC. COM 037899101 2027 87514 SH DEFINED 1,3,4 87514
APRIA HEALTHCARE GROUP INC COM 037933108 9223 414708 SH DEFINED 1,3,4 414708
APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 1928 110051 SH DEFINED 1,3,4 110051
APPLICA INCORPORATED COM 03815A106 76 14775 SH DEFINED 1,3,4 14775
APPLIED FILMS CORP. COM 038197109 1171 58490 SH DEFINED 1,3,4 58490
APPLIED INDUSTRIAL TECH, INC. COM 03820C105 226 12026 SH DEFINED 1,3,4 12026
APPLIED MATERIALS, INC. COM 038222105 26720 2049929 SH DEFINED 1,3,4 2049929
APPLIED MICRO CIRCUITS CORP. COM 03822W109 9579 2596790 SH DEFINED 1,3,4 2596790
APTARGROUP, INC. COM 038336103 707 22622 SH DEFINED 1,3,4 22622
AQUILA, INC. COM 03840P102 68 37575 SH DEFINED 1,3,4 37575
ARACRUZ CLEULOSE SA COM 038496204 1794 96445 SH DEFINED 1,3,4 96445
ARBITRON, INC. COM 03875Q108 22223 663448 SH DEFINED 1,3,4 663448
ARCH CHEMICALS, INC. COM 03937R102 260 14103 SH DEFINED 1,3,4 14103
ARCH COAL, INC. COM 039380100 5824 269866 SH DEFINED 1,3,4 269866
ARCHER-DANIELS-MIDLAND CO. COM 039483102 4229 341373 SH DEFINED 1,3,4 341373
ARCHSTONE-SMITH TRUST COM 039583109 1131 48045 SH DEFINED 2,3,4 48045
ARCTIC CAT, INC. COM 039670104 223 13922 SH DEFINED 1,3,4 13922
ARGOSY GAMING COMPANY COM 040228108 1152 60824 SH DEFINED 1,3,4 60824
ARKANSAS BEST CORP. COM 040790107 1314 50577 SH DEFINED 1,3,4 50577
ARMOR HOLDINGS, INC. COM 042260109 258 18545 SH DEFINED 1,3,4 18545
ARQULE, INC. COM 04269E107 35 13452 SH DEFINED 1,3,4 13452
ARRIS GROUP, INC. COM 04269Q100 2370 663950 SH DEFINED 1,3,4 663950
ARROW ELECTRONICS INC. COM 042735100 261 20668 SH DEFINED 1,3,4 20668
ARTESYN TECHNOLOGIES, INC. COM 043127109 92 24165 SH DEFINED 1,3,4 24165
ARTHROCARE CORP. COM 043136100 127 13188 SH DEFINED 1,3,4 13188
ARVINMERITOR, INC. COM 043353101 236 14055 SH DEFINED 1,3,4 14055
ASCENTIAL SOFTWARE CORP. COM 04362P108 121 49897 SH DEFINED 1,3,4 49897
ASHLAND, INC. COM 044204105 1024 35985 SH DEFINED 1,3,4 35985
ASHWORTH, INC. COM 04516H101 54 8373 SH DEFINED 1,3,4 8373
ASSOCIATED BANC-CORP. COM 045487105 520 15427 SH DEFINED 1,3,4 15427
ASTEC INDUSTRIES, INC. COM 046224101 122 12388 SH DEFINED 1,3,4 12388
ASTORIA FINL CORP. COM 046265104 489 18012 SH DEFINED 1,3,4 18012
ASTROPOWER, INC. COM 04644A101 111 13754 SH DEFINED 1,3,4 13754
JARVIS HOTELS PLC COM 047618400 3228 1891752 SH DEFINED 3,4 1891752
ATLANTIC COAST AIRLINES HOLDIN COM 048396105 4675 388484 SH DEFINED 1,3,4 388484
ATMEL CORP. COM 049513104 213 96331 SH DEFINED 1,3,4 96331
ATMOS ENERGY CORP. COM 049560105 659 28273 SH DEFINED 1,3,4 28273
ATWOOD OCEANICS INC. COM 050095108 265 8716 SH DEFINED 1,3,4 8716
AUDIOVOX CORP. COM 050757103 148 14406 SH DEFINED 1,3,4 14406
AUTODESK, INC. COM 052769106 844 59179 SH DEFINED 1,3,4 59179
AUTOMATIC DATA PROCESSING, INC COM 053015103 34474 878345 SH DEFINED 1,3,4 878345
AUTONATION INC. COM 05329W102 12223 973050 SH DEFINED 1,3,4 973050
AUTOZONE, INC. COM 053332102 4481 63467 SH DEFINED 1,3,4 63467
AVAYA, INC. COM 053499109 454 189931 SH DEFINED 1,3,4 189931
AVENTIS COM 053561106 244 4519 SH DEFINED 1,3,4 4519
AVERY DENNISON CORP. COM 053611109 3544 57962 SH DEFINED 1,3,4 57962
AVIALL, INC. COM 05366B102 5362 666180 SH DEFINED 1,3,4 666180
AVID TECHNOLOGY, INC. COM 05367P100 382 16702 SH DEFINED 1,3,4 16702
AVISTA CORP. COM 05379B107 351 30192 SH DEFINED 1,3,4 30192
AVNET, INC. COM 053807103 269 24705 SH DEFINED 1,3,4 24705
AVOCENT CORPORATION. COM 053893103 208 9325 SH DEFINED 1,3,4 9325
AVON PRODUCTS, INC. COM 054303102 6684 124125 SH DEFINED 1,3,4 124125
AWARE INC/MASS COM 05453N100 30 14283 SH DEFINED 1,3,4 14283
AXCELIS TECHNOLOGIES, INC. COM 054540109 346 61868 SH DEFINED 1,3,4 61868
AZTAR CORP. COM 054802103 1407 98579 SH DEFINED 1,3,4 98579
BB&T CORP. COM 054937107 9336 252417 SH DEFINED 1,3,4 252417
BEI TECHNOLOGIES, INC. COM 05538P104 102 9072 SH DEFINED 1,3,4 9072
BHP BILLITON PLC COM 05545E209 344 32029 SH DEFINED 1,3,4 32029
BISYS GROUP, INC. COM 055472104 396 24883 SH DEFINED 1,3,4 24883
BJ SERVICES CO. COM 055482103 13032 403446 SH DEFINED 1,3,4 403446
BJS WHOLESALE CLUB INC. COM 05548J106 265 14494 SH DEFINED 1,3,4 14494
BNP PARIBAS - SPONSORED ADR COM 05565A202 273 13400 SH DEFINED 1,3,4 13400
BMC SOFTWARE, INC. COM 055921100 4712 275195 SH DEFINED 1,3,4 275195
BAKER HUGHES, INC. COM 057224107 5700 177060 SH DEFINED 1,3,4 177060
BALDOR ELECTRIC CO. COM 057741100 424 21490 SH DEFINED 1,3,4 21490
BALL CORP. COM 058498106 15175 296395 SH DEFINED 1,3,4 296395
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 144 20880 SH DEFINED 1,3,4 20880
BANCORPSOUTH, INC. COM 059692103 6242 321439 SH DEFINED 1,3,4 321439
BANDAG INC. COM 059815100 153 3960 SH DEFINED 1,3,4 3960
BANK OF AMERICA CORP. COM 060505104 107134 1539849 SH DEFINED 1,3,4 1539849
CARDSYSTEMS SOLUTIONS, INC. COM 062490000 0 2000000 SH DEFINED 3,4 2000000
PALISADE SYSTMES, INC. COM 062520000 0 200000 SH DEFINED 3,4 200000
BANK OF HAWAII CORP. COM 062540109 407 13411 SH DEFINED 1,3,4 13411
BANK OF NEW YORK COM 064057102 9177 382898 SH DEFINED 1,3,4 382898
BANK ONE CORP. COM 06423A103 34052 931840 SH DEFINED 1,3,4 931840
BANKATLANTIC BANCORP COM 065908501 2553 270000 SH DEFINED 1,3,4 270000
BANKNORTH GROUP, INC. COM 06646R107 11418 505087 SH DEFINED 1,3,4 505087
BANTA CORP. COM 066821109 164 5240 SH DEFINED 1,3,4 5240
BARD (C.R.), INC. COM 067383109 1579 27230 SH DEFINED 1,3,4 27230
BARCLAYS PLC COM 06738E204 236 9534 SH DEFINED 1,3,4 9534
BARNES & NOBLE, INC. COM 067774109 252 13957 SH DEFINED 1,3,4 13957
BARNES GROUP, INC. COM 067806109 248 11894 SH DEFINED 1,3,4 11894
BARRICK GOLD CORP. COM 067901108 81 5280 SH DEFINED 1,3,4 5280
BARR LABORATORIES, INC. COM 068306109 1495 22934 SH DEFINED 1,3,4 22934
BARRA INC. COM 068313105 375 12465 SH DEFINED 1,3,4 12465
BASSETT FURNITURE INDS. COM 070203104 104 7380 SH DEFINED 1,3,4 7380
BAUSCH & LOMB, INC. COM 071707103 1357 37740 SH DEFINED 1,3,4 37740
BAXTER INTERNATIONAL, INC. COM 071813109 8757 312601 SH DEFINED 1,3,4 312601
BE AEROSPACE, INC. COM 073302101 3662 1006325 SH DEFINED 1,3,4 1006325
BEA SYSTEMS, INC. COM 073325102 15673 1366770 SH DEFINED 1,3,4 1366770
BEAR STEARNS COS. COM 073902108 29432 495409 SH DEFINED 1,3,4 495409
BEARINGPOINT, INC. COM 074002106 709 102780 SH DEFINED 1,3,4 102780
BECKMAN COULTER, INC. COM 075811109 11311 383154 SH DEFINED 1,3,4 383154
BECTON, DICKINSON & CO. COM 075887109 5599 182548 SH DEFINED 1,3,4 182548
BED BATH & BEYOND, INC. COM 075896100 61463 1780008 SH DEFINED 1,3,4 1780008
BEL FUSE INC-CL B COM 077347300 139 6881 SH DEFINED 1,3,4 6881
BELDEN, INC. COM 077459105 240 15707 SH DEFINED 1,3,4 15707
BELL MICROPRODUCTS, INC. COM 078137106 68 12372 SH DEFINED 1,3,4 12372
BELLSOUTH CORP. COM 079860102 25662 991897 SH DEFINED 1,3,4 991897
BELO CORP CLASS A COM 080555105 20161 945488 SH DEFINED 1,3,4 945488
BEMIS CO. COM 081437105 1377 27838 SH DEFINED 1,3,4 27838
BENCHMARK ELECTRONICS, INC. COM 08160H101 10819 377555 SH DEFINED 1,3,4 377555
BERKLEY (WR) CORP COM 084423102 772 19490 SH DEFINED 1,3,4 19490
BEST BUY CO., INC. COM 086516101 4094 169665 SH DEFINED 1,3,4 169665
BIG LOTS, INC. COM 089302103 8838 668362 SH DEFINED 1,3,4 668362
BIO RAD LABORATORIES COM 090572207 11102 286724 SH DEFINED 1,3,4 286724
BIO TECHNOLOGY GENERAL CORP. COM 090578105 1684 526453 SH DEFINED 1,3,4 526453
BIO-REFERENCE LABS, INC. COM 09057G602 481 78650 SH DEFINED 1,3,4 78650
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DATASCOPE CORP. COM 238113104 230 9304 SH DEFINED 1,3,4 9304
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DEAN FOODS CO. COM 242370104 8677 233882 SH DEFINED 1,3,4 233882
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DELL COMPUTER CORP. COM 247025109 38337 1433691 SH DEFINED 1,3,4 1433691
DELPHI CORP. COM 247126105 2644 328514 SH DEFINED 1,3,4 328514
DELPHI FINANCIAL GROUP - CLASS COM 247131105 494 12967 SH DEFINED 1,3,4 12967
DELTA & PINE LAND CO. COM 247357106 3622 177648 SH DEFINED 1,3,4 177648
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DELTIC TIMBER CORP. COM 247850100 202 7502 SH DEFINED 1,3,4 7502
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DEVELOPERS DIVERS REALTY CORP. COM 251591103 3628 164900 SH DEFINED 2,3,4 164900
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DEVRY, INC. COM 251893103 238 14466 SH DEFINED 1,3,4 14466
DIAGNOSTIC PRODUCTS CORP. COM 252450101 3096 80112 SH DEFINED 1,3,4 80112
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DIONEX CORP. COM 254546104 397 13345 SH DEFINED 1,3,4 13345
DISNEY (WALT) CO. COM 254687106 17674 1083799 SH DEFINED 1,3,4 1083799
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DONALDSON CO., INC. COM 257651109 1687 46851 SH DEFINED 1,3,4 46851
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DOWNEY FINANCIAL CORP. COM 261018105 689 17643 SH DEFINED 1,3,4 17643
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DREYFUS GOVT. CASH MGMT. COM 262006208 0 2 SH DEFINED 3,4 2
DRIL-QUIP COM 262037104 182 10887 SH DEFINED 1,3,4 10887
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DUN & BRADSTREET CORP. COM 26483E100 23132 670737 SH DEFINED 1,3,4 670737
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EMC CORP. COM 268648102 8557 1393667 SH DEFINED 1,3,4 1393667
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EDUCATION MANAGEMENT CORP. COM 28139T101 274 7297 SH DEFINED 1,3,4 7297
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EL PASO CORP. COM 28336L109 2202 315552 SH DEFINED 1,3,4 315552
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ELECTRONIC DATA SYSTEMS CORP. COM 285661104 4623 251083 SH DEFINED 1,3,4 251083
ELECTRONICS BOUTIQUE HLDGS COM 286045109 3383 214080 SH DEFINED 1,3,4 214080
ELECTRONICS FOR IMAGING, INC. COM 286082102 3796 233140 SH DEFINED 1,3,4 233140
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EMCOR GROUP INC. COM 29084Q100 3497 65998 SH DEFINED 1,3,4 65998
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EMERSON RADIO CORP. COM 291087120 0 94498 SH DEFINED 3,4 94498
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EMULEX CORP. COM 292475209 19721 1062790 SH DEFINED 1,3,4 1062790
ENCOR ACQUISITION CO. COM 29255W100 1079 58600 SH DEFINED 1,3,4 58600
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ENERGEN CORP. COM 29265N108 8967 308225 SH DEFINED 1,3,4 308225
ENERGY EAST CORP. COM 29266M109 665 29945 SH DEFINED 1,3,4 29945
ENERGIZER HOLDINGS, INC. COM 29266R108 9996 358332 SH DEFINED 1,3,4 358332
ENGELHARD CORP. COM 292845104 1527 68392 SH DEFINED 1,3,4 68392
ENGINEERED SUPPORT SYSTEMS COM 292866100 9606 262112 SH DEFINED 1,3,4 262112
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ENTERCOM COMMUNICATIONS CORP COM 293639100 485 10303 SH DEFINED 1,3,4 10303
ENTERGY CORP. COM 29364G103 36721 805417 SH DEFINED 1,3,4 805417
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EQUITY RESIDENTIAL COM 29476L107 7057 287200 SH DEFINED 2,3,4 287200
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ESSEX PROPERTY TRUST INC COM 297178105 586 11498 SH DEFINED 1,3,4 11498
ESTERLINE TECHOLOGIES COM 297425100 1281 72589 SH DEFINED 1,3,4 72589
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EVERGREEN MARINE CORP. COM 300246204 434 69928 SH DEFINED 1,3,4 69928
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EXXON MOBIL CORP. COM 30231G102 214054 6126444 SH DEFINED 1,3,4 6126444
FEI COMPANY COM 30241L109 103 6742 SH DEFINED 1,3,4 6742
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FMC CORP. COM 302491303 197 7259 SH DEFINED 1,3,4 7259
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FPL GROUP, INC. COM 302571104 15216 253089 SH DEFINED 1,3,4 253089
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FAMILY DOLLAR STORES COM 307000109 2847 91306 SH DEFINED 1,3,4 91306
FASTENAL CO. COM 311900104 587 15698 SH DEFINED 1,3,4 15698
FEDDERS CORP. COM 313135501 53 19029 SH DEFINED 1,3,4 19029
FREDDIE MAC COM 313400301 22150 375139 SH DEFINED 1,3,4 375139
FANNIE MAE COM 313586109 56745 882083 SH DEFINED 1,3,4 882083
FEDERAL REALTY INVESTMENT TRUS COM 313747206 6324 224790 SH DEFINED 1,3,4 224790
FEDERAL SIGNAL CORP. COM 313855108 190 9867 SH DEFINED 1,3,4 9867
FEDERATED DEPARTMENT STORES COM 31410H101 13605 472929 SH DEFINED 1,3,4 472929
FEDERATED INVESTORS, INC. - CL COM 314211103 6490 255670 SH DEFINED 1,3,4 255670
FEDEX CORPORATION COM 31428X106 30242 557943 SH DEFINED 1,3,4 557943
FERRO CORP. COM 315405100 207 8366 SH DEFINED 1,3,4 8366
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FILENET CORP. COM 316869106 5641 462109 SH DEFINED 1,3,4 462109
FINANCIAL FEDERAL CORP COM 317492106 295 11691 SH DEFINED 1,3,4 11691
FINLAY ENTERPRISES, INC. COM 317884203 1488 123360 SH DEFINED 1,3,4 123360
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FIRST AMERICAN CORPORATION COM 318522307 1012 45457 SH DEFINED 1,3,4 45457
FIRST BANCORP/PUERTO RICO COM 318672102 570 25155 SH DEFINED 1,3,4 25155
FIRST CITIZENS BCSHS CL A COM 31946M103 1546 15991 SH DEFINED 1,3,4 15991
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FIRST FINANCIAL HOLDINGS INC. COM 320239106 2507 101209 SH DEFINED 1,3,4 101209
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FIRST NIAGARA FINANCIAL GROUP COM 33582U100 903 34550 SH DEFINED 1,3,4 34550
FIRST REPUBLIC BANK COM 336158100 183 9216 SH DEFINED 1,3,4 9216
FIRST TENNESSEE NATIONAL CORP. COM 337162101 28298 787298 SH DEFINED 1,3,4 787298
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FISERV, INC. COM 337738108 3425 100876 SH DEFINED 1,3,4 100876
FIRSTFED FINANCIAL CORP COM 337907109 308 10658 SH DEFINED 1,3,4 10658
FIRSTMERIT CORP. COM 337915102 378 17479 SH DEFINED 1,3,4 17479
FLAGSTAR BANCORP INC. COM 337930101 1952 90415 SH DEFINED 1,3,4 90415
FIRSTENERGY CORP. COM 337932107 11658 353635 SH DEFINED 1,3,4 353635
FISHER SCIENTIFIC INTL COM 338032204 2572 85430 SH DEFINED 1,3,4 85430
FLEET BOSTON FINANCIAL CORP. COM 339030108 13432 553043 SH DEFINED 1,3,4 553043
FLEETWOOD ENTERPRISES, INC. COM 339099103 174 22624 SH DEFINED 1,3,4 22624
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FLORIDA ROCK INDS COM 341140101 684 17982 SH DEFINED 1,3,4 17982
FLUOR CORP.(NEW) COM 343412102 1177 42131 SH DEFINED 1,3,4 42131
FLOW INTL CORP. COM 343468104 26 9669 SH DEFINED 1,3,4 9669
FLOWSERVE CORP. COM 34354P105 4240 286770 SH DEFINED 1,3,4 286770
FOOTSTAR INC. COM 344912100 87 12693 SH DEFINED 1,3,4 12693
FORD MOTOR CO. COM 345370860 8992 967282 SH DEFINED 1,3,4 967282
FOREST LABORATORIES -CI A COM 345838106 26565 270395 SH DEFINED 1,3,4 270395
FOREST OIL CORP. COM 346091705 4855 176168 SH DEFINED 1,3,4 176168
FORTIS (NL) COM 34956J309 147 8430 SH DEFINED 1,3,4 8430
FORTUNE BRANDS, INC. COM 349631101 14061 302394 SH DEFINED 1,3,4 302394
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FOSSIL, INC. COM 349882100 592 29159 SH DEFINED 1,3,4 29159
FOUNDRY NEWORKS INC. COM 35063R100 438 62200 SH DEFINED 1,3,4 62200
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FRANKLIN RESOURCES, INC. COM 354613101 4668 136916 SH DEFINED 1,3,4 136916
FRED'S INC. COM 356108100 413 16134 SH DEFINED 1,3,4 16134
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FREMONT GENERAL CORP. COM 357288109 211 47374 SH DEFINED 1,3,4 47374
FRONTIER AIRLINES, INC. COM 359065109 123 18665 SH DEFINED 1,3,4 18665
FRONTIER OIL CORP. COM 35914P105 1446 83985 SH DEFINED 1,3,4 83985
FULLER (H.B.) CO. COM 359694106 149 5865 SH DEFINED 1,3,4 5865
FURNITURE BRANDS INTL, INC. COM 360921100 4843 203132 SH DEFINED 1,3,4 203132
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G & K SERVICES, INC. COM 361268105 461 13051 SH DEFINED 1,3,4 13051
GATX CORP. COM 361448103 230 10130 SH DEFINED 1,3,4 10130
GBC BANCORP COM 361475106 140 7266 SH DEFINED 1,3,4 7266
GALLAGHER (ARTHUR J.) & CO. COM 363576109 11174 380199 SH DEFINED 1,3,4 380199
GAMESTOP CORP. COM 36466R101 3672 375000 SH DEFINED 1,3,4 375000
GANNETT CO., INC. COM 364730101 30688 427369 SH DEFINED 1,3,4 427369
GAP, INC., THE COM 364760108 7793 502503 SH DEFINED 1,3,4 502503
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GARTS SPORTS CO COM 366630101 1409 72750 SH DEFINED 1,3,4 72750
GARTNER, INC. COM 366651107 782 85000 SH DEFINED 1,3,4 85000
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GENE LOGIC, INC. COM 368689105 1334 212089 SH DEFINED 1,3,4 212089
GENERAL COMMUNICATIONS COM 369385109 238 35099 SH DEFINED 1,3,4 35099
GENERAL DYNAMICS CORP. COM 369550108 8391 105780 SH DEFINED 1,3,4 105780
GENERAL ELECTRIC CO. COM 369604103 169027 6941546 SH DEFINED 1,3,4 6941546
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GENERAL MILLS, INC. COM 370334104 9093 193772 SH DEFINED 1,3,4 193772
GENERAL MOTORS CORP. COM 370442105 11417 309778 SH DEFINED 1,3,4 309778
GENESCO INC. COM 371532102 258 13761 SH DEFINED 1,3,4 13761
GENESEE & WYOMING, INC. COM 371559105 856 42178 SH DEFINED 1,3,4 42178
GENESIS HEALTH VENTURES COM 37183F107 2297 148620 SH DEFINED 1,3,4 148620
GENTEX CORP. COM 371901109 6907 218238 SH DEFINED 1,3,4 218238
GENLYTE GROUP, INC. COM 372302109 1206 38700 SH DEFINED 1,3,4 38700
GENUINE PARTS CO. COM 372460105 2830 91964 SH DEFINED 1,3,4 91964
GENZYME CORP. COM 372917104 3336 112927 SH DEFINED 1,3,4 112927
GEORGIA GULF COM 373200203 6492 280595 SH DEFINED 1,3,4 280595
GEORGIA PACIFIC GROUP COM 373298108 2137 132110 SH DEFINED 1,3,4 132110
GERBER SCIENTIFIC, INC. COM 373730100 54 13926 SH DEFINED 1,3,4 13926
GETTY IMAGES, INC. COM 374276103 535 17500 SH DEFINED 1,3,4 17500
GETTY REALTY CORP. COM 374297109 909 47950 SH DEFINED 1,3,4 47950
GIBRALTAR STEEL CORP. COM 37476F103 2927 153630 SH DEFINED 1,3,4 153630
GILEAD SCIENCES, INC. COM 375558103 2831 83360 SH DEFINED 1,3,4 83360
GILLETTE CO., THE COM 375766102 17231 567680 SH DEFINED 1,3,4 567680
GLATFELTER COM 377316104 118 9024 SH DEFINED 1,3,4 9024
GLAXOSMITHKLINE PLC COM 37733W105 246 6510 SH DEFINED 1,3,4 6510
GLENBOROUGH REALTY TRUST INC COM 37803P105 310 17447 SH DEFINED 1,3,4 17447
GLENBOROUGH REALTY TRUST INC COM 37803P105 841 47200 SH DEFINED 2,3,4 47200
GLOBAL IMAGING SYSTEMS, INC. COM 37934A100 6645 361511 SH DEFINED 1,3,4 361511
GLOBAL PAYMENTS, INC. COM 37940X102 741 23240 SH DEFINED 1,3,4 23240
GLOBESPANVIRATA, INC. COM 37957V106 4114 933700 SH DEFINED 1,3,4 933700
GOLD BANC CORPORATION, INC. COM 379907108 6637 669200 SH DEFINED 1,3,4 669200
GOLDEN WEST FINANCIAL CORP. COM 381317106 8545 119003 SH DEFINED 1,3,4 119003
GOLDMAN SACHS GROUP INC. COM 38141G104 17226 252958 SH DEFINED 1,3,4 252958
GOODRICH CORP. COM 382388106 1442 78790 SH DEFINED 1,3,4 78790
GOODYEAR TIRE & RUBBER CO. COM 382550101 622 92488 SH DEFINED 1,3,4 92488
GOODYS FAMILY CLOTHING, INC. COM 382588101 89 20496 SH DEFINED 1,3,4 20496
GRACO, INC. COM 384109104 9354 326426 SH DEFINED 1,3,4 326426
GRAFTECH INTERNATIONAL LTD. COM 384313102 68 11613 SH DEFINED 1,3,4 11613
GRAINGER (W.W.), INC. COM 384802104 2477 48006 SH DEFINED 1,3,4 48006
GRANITE CONSTRUCTION, INC. COM 387328107 132 8540 SH DEFINED 1,3,4 8540
GRANT PRIDECO, INC. COM 38821G101 290 24965 SH DEFINED 1,3,4 24965
GREAT ATLANTIC & PACIFIC TEA C COM 390064103 195 24250 SH DEFINED 1,3,4 24250
GREAT LAKES CHEMICAL COM 390568103 623 26310 SH DEFINED 1,3,4 26310
GREAT PLAINS ENERGY, INC. COM 391164100 328 14130 SH DEFINED 1,3,4 14130
GREATER BAY BANCORP COM 391648102 17710 1024342 SH DEFINED 1,3,4 1024342
GREEN MOUNTAIN POWER CORP. COM 393154109 65 3093 SH DEFINED 1,3,4 3093
GREENPOINT FINANCIAL COM 395384100 17640 390502 SH DEFINED 1,3,4 390502
GRIFFON CORP. COM 398433102 4866 357179 SH DEFINED 1,3,4 357179
GROUP 1 AUTOMOTIVE INC. COM 398905109 2747 115139 SH DEFINED 1,3,4 115139
GTECH HOLDINGS CORP. COM 400518106 30463 1093577 SH DEFINED 1,3,4 1093577
GRUPO FINANCIERO BBVA COM 40051M204 93 6200 SH DEFINED 1,3,4 6200
GUIDANT CORP. COM 401698105 5355 173660 SH DEFINED 1,3,4 173660
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HIBERNIA CORP. - CL A COM 428656102 26504 1377621 SH DEFINED 1,3,4 1377621
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INTEL CORP. COM 458140100 66359 4261401 SH DEFINED 1,3,4 4261401
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INTL MULTIFOODS CORP. COM 460043102 257 12043 SH DEFINED 1,3,4 12043
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IOWA BUSINESS GROWTH COMPANY COM 4622812#2 72 628 SH DEFINED 3,4 628
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IRWN FINANCIAL CORP. COM 464119106 287 17477 SH DEFINED 1,3,4 17477
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JOHN NUVEEN CO. COM 478035108 10012 394900 SH DEFINED 1,3,4 394900
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KOREA ELECTRIC POWER COM 500631106 3467 408000 SH DEFINED 1,3,4 408000
KORN/FERRY INTERNATIONAL COM 500643200 57 7831 SH DEFINED 1,3,4 7831
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PNC BANK CORP. COM 693475105 6265 149560 SH DEFINED 1,3,4 149560
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PPG INDUSTRIES, INC. COM 693506107 4468 89111 SH DEFINED 1,3,4 89111
PPL CORP., INC. COM 69351T106 14838 427959 SH DEFINED 1,3,4 427959
PRG-SCHULTZ INTERNATIONAL INC. COM 69357C107 354 39876 SH DEFINED 1,3,4 39876
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PACCAR, INC. COM 693718108 3199 69333 SH DEFINED 1,3,4 69333
PACIFIC CAPITAL BANCORP COM 69404P101 5165 202896 SH DEFINED 1,3,4 202896
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 548 31071 SH DEFINED 1,3,4 31071
PACIFICARE HEALTH SYSTEMS, INC COM 695112102 209 7405 SH DEFINED 1,3,4 7405
PACKAGING CORP OF AMERICA COM 695156109 395 21608 SH DEFINED 1,3,4 21608
PACKETEER, INC. COM 695210104 2014 293670 SH DEFINED 1,3,4 293670
PACTIV CORP. COM 695257105 7651 349688 SH DEFINED 1,3,4 349688
PALL CORP. COM 696429307 1078 64663 SH DEFINED 1,3,4 64663
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 1124 30810 SH DEFINED 1,3,4 30810
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 3876 106000 SH DEFINED 2,3,4 106000
PANERA BREAD, CO. COM 69840W108 639 18342 SH DEFINED 1,3,4 18342
PAPA JOHNS INTERNATIONAL, INC. COM 698813102 5091 182597 SH DEFINED 1,3,4 182597
PARADYNE NETWORKS, INC. COM 69911G107 1038 817218 SH DEFINED 1,3,4 817218
PARAMETRIC TECH COM 699173100 333 136945 SH DEFINED 1,3,4 136945
PAREXEL INTERNATIONAL, CORP. COM 699462107 173 15850 SH DEFINED 1,3,4 15850
PARK ELECTROCHEMICAL CORP. COM 700416209 235 12294 SH DEFINED 1,3,4 12294
PARK PLACE ENTERTAINMENT CORP. COM 700690100 1372 163181 SH DEFINED 1,3,4 163181
PARKER-HANNIFIN CORP. COM 701094104 2870 62135 SH DEFINED 1,3,4 62135
PARTHUSCEVA, INC. COM 70212E106 635 107458 SH DEFINED 1,3,4 107458
PARTY CITY CORP. COM 702145103 591 49200 SH DEFINED 1,3,4 49200
PATINA OIL & GAS CORP. COM 703224105 10480 331077 SH DEFINED 1,3,4 331077
PATTERSON DENTAL CO. COM 703412106 1397 31931 SH DEFINED 1,3,4 31931
PATTERSON-UTI ENERGY, INC. COM 703481101 493 16381 SH DEFINED 1,3,4 16381
PAXAR CORP. COM 704227107 6144 416679 SH DEFINED 1,3,4 416679
PAYCHEX, INC. COM 704326107 37903 1358630 SH DEFINED 1,3,4 1358630
PAYLESS SHOESOURCE, INC. COM 704379106 240 4686 SH DEFINED 1,3,4 4686
PEABODY ENERGY CORP COM 704549104 317 10822 SH DEFINED 1,3,4 10822
PEDIATRIX MEDICAL GROUP, INC. COM 705324101 2106 52589 SH DEFINED 1,3,4 52589
PEGASUS SYSTEMS, INC. COM 705906105 2817 281088 SH DEFINED 1,3,4 281088
PENFORD CORP. COM 707051108 65 4842 SH DEFINED 1,3,4 4842
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PENNEY (J.C.) CO., INC. (HOLDI COM 708160106 3242 140839 SH DEFINED 1,3,4 140839
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PEOPLES ENERGY CORP. COM 711030106 2114 54757 SH DEFINED 1,3,4 54757
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PEP BOYS-MANNY, MOE & JACK COM 713278109 8788 757635 SH DEFINED 1,3,4 757635
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PEPSI BOTTLING GROUP INC COM 713409100 4316 168021 SH DEFINED 1,3,4 168021
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PEPSICO, INC. COM 713448108 39609 938212 SH DEFINED 1,3,4 938212
PERFORMANCE FOOD GROUP CO. COM 713755106 965 28428 SH DEFINED 1,3,4 28428
PERICOM SEMICONDUCTOR CORP. COM 713831105 135 16230 SH DEFINED 1,3,4 16230
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PERRIGO, CO. COM 714290103 173 14351 SH DEFINED 1,3,4 14351
PETROCHINA CO. LTD. - ADR COM 71646E100 381 19000 SH DEFINED 1,3,4 19000
PETROLEO BRASILEIRO S.A. COM 71654V408 1450 96800 SH DEFINED 1,3,4 96800
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PHELPS DODGE CORP. COM 717265102 1475 46631 SH DEFINED 1,3,4 46631
PHILADELPHIA CONS HLDG CO COM 717528103 479 13573 SH DEFINED 1,3,4 13573
PHILADELPHIA SUBURBAN CORP. COM 718009608 881 42693 SH DEFINED 1,3,4 42693
PHILIP MORRIS COS., INC. COM 718154107 50549 1247226 SH DEFINED 1,3,4 1247226
PHILLIPS-VAN HEUSEN COM 718592108 1946 168447 SH DEFINED 1,3,4 168447
PHOENIX TECHNOLOGIES LTD COM 719153108 90 15718 SH DEFINED 1,3,4 15718
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PHOTRONICS INC. COM 719405102 2697 196624 SH DEFINED 1,3,4 196624
PIEDMONT NATURAL GAS CO COM 720186105 735 20750 SH DEFINED 1,3,4 20750
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PINNACLE WEST CAPITAL CORP. COM 723484101 1619 47596 SH DEFINED 1,3,4 47596
PIONEER NATURAL RESOURCES, CO. COM 723787107 611 24207 SH DEFINED 1,3,4 24207
PIONEER STANDARD ELECTRONICS COM 723877106 3627 395368 SH DEFINED 1,3,4 395368
PITNEY BOWES, INC. COM 724479100 12199 373537 SH DEFINED 1,3,4 373537
PITTSTON CO. - BRINKS GROUP COM 725701106 3084 166923 SH DEFINED 1,3,4 166923
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PLUM CREEK TIMBER CO INC. COM 729251108 16497 699235 SH DEFINED 1,3,4 699235
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POLYMEDICA CORP. COM 731738100 5165 167600 SH DEFINED 1,3,4 167600
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PRECISION CASTPARTS CORP. COM 740189105 10851 447553 SH DEFINED 1,3,4 447553
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PRICE COMMUNICATIONS CORP. COM 741437305 154 11284 SH DEFINED 1,3,4 11284
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PRIMA ENERGY CORP. COM 741901201 177 8034 SH DEFINED 1,3,4 8034
PRIME HOSPITALITY CORP. COM 741917108 232 28391 SH DEFINED 1,3,4 28391
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PRIORITY HLTHCARE CP- CL B COM 74264T102 4874 209996 SH DEFINED 1,3,4 209996
PROASSURANCE CORP. COM 74267C106 1653 78720 SH DEFINED 1,3,4 78720
PROCTER & GAMBLE CO. COM 742718109 91273 1062047 SH DEFINED 1,3,4 1062047
PROGRESS ENERGY, INC. COM 743263105 5418 125017 SH DEFINED 1,3,4 125017
PROGRESS SOFTWARE CORP. COM 743312100 276 21484 SH DEFINED 1,3,4 21484
PROGRESSIVE CORP. COM 743315103 7049 142002 SH DEFINED 1,3,4 142002
PROLOGIS COM 743410102 27605 1097600 SH DEFINED 1,3,4 1097600
PROLOGIS COM 743410102 7133 283530 SH DEFINED 2,3,4 283530
PROTECTIVE LIFE, CORP. COM 743674103 8357 303808 SH DEFINED 1,3,4 303808
PROTEIN DESIGN LABS INC. COM 74369L103 5770 678905 SH DEFINED 1,3,4 678905
PROVIDENT BANKSHARES CORP COM 743859100 362 15432 SH DEFINED 1,3,4 15432
PROVIDENT FINANCIAL GROUP COM 743866105 260 10081 SH DEFINED 1,3,4 10081
PROVINCE HEALTHCARE CO. COM 743977100 923 94926 SH DEFINED 1,3,4 94926
PROVIDIAN FINANCIAL CORP. COM 74406A102 1115 172125 SH DEFINED 1,3,4 172125
PRUDENTIAL FINANCIAL, INC. COM 744320102 9436 297338 SH DEFINED 1,3,4 297338
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 3756 117116 SH DEFINED 1,3,4 117116
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PUBLIC STORAGE INC. COM 74460D109 3099 95900 SH DEFINED 2,3,4 95900
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PULTE HOMES INC. COM 745867101 1540 32158 SH DEFINED 1,3,4 32158
QRS CORP. COM 74726X105 64 9950 SH DEFINED 1,3,4 9950
QLOGIC CORP. COM 747277101 2536 73444 SH DEFINED 1,3,4 73444
QUAKER CHEMICAL CORP. COM 747316107 135 5870 SH DEFINED 1,3,4 5870
QUALCOMM, INC. COM 747525103 15702 431616 SH DEFINED 1,3,4 431616
QUANEX CORP. COM 747620102 12092 361216 SH DEFINED 1,3,4 361216
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QUANTUM CORP. COM 747906204 3500 1312503 SH DEFINED 1,3,4 1312503
QUEST DIAGNOSTIC COM 74834L100 4101 72051 SH DEFINED 1,3,4 72051
QUESTAR CORP. COM 748356102 13263 476847 SH DEFINED 1,3,4 476847
QUICKSILVER INC. COM 74838C106 4727 177198 SH DEFINED 1,3,4 177198
QUINTILES TRANSNATIONAL CORP COM 748767100 745 61894 SH DEFINED 1,3,4 61894
QWEST COMMUNICATIONS INTL COM 749121109 4612 922716 SH DEFINED 1,3,4 922716
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R.H. DONNELLEY CORP. COM 74955W307 3478 118670 SH DEFINED 1,3,4 118670
RLI CORPORATION COM 749607107 2638 94531 SH DEFINED 1,3,4 94531
RPM INTERNATIONAL, INC. COM 749685103 27317 1787983 SH DEFINED 1,3,4 1787983
RSA SECURITY, INC. COM 749719100 69 11768 SH DEFINED 1,3,4 11768
RTI INT'L METALS, INC. COM 74973W107 1436 142360 SH DEFINED 1,3,4 142360
RF MICRO DEVICES, INC. COM 749941100 256 35000 SH DEFINED 1,3,4 35000
RACING CHAMPIONS ERTL CORP. COM 750069106 3234 236730 SH DEFINED 1,3,4 236730
RADIAN GROUP INC. COM 750236101 7367 198338 SH DEFINED 1,3,4 198338
RADIANT SYSTEMS, INC. COM 75025N102 169 17607 SH DEFINED 1,3,4 17607
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RADISYS CORP COM 750459109 88 11113 SH DEFINED 1,3,4 11113
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RAMBUS, INC. COM 750917106 4425 659310 SH DEFINED 1,3,4 659310
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RANBAXY LABORATORIES LTD. COM 751881103 2115 166432 SH DEFINED 1,3,4 166432
RANGE RESOURCES CORP COM 75281A109 2176 402824 SH DEFINED 1,3,4 402824
RARE HOSPITALITY INTL., INC COM 753820109 6911 250115 SH DEFINED 1,3,4 250115
RATIONAL SOFTWARE CORP. COM 75409P202 1063 102305 SH DEFINED 1,3,4 102305
RAYMOND JAMES FINANCIAL CORP. COM 754730109 901 30478 SH DEFINED 1,3,4 30478
RAYONIER, INC. COM 754907103 24008 530434 SH DEFINED 1,3,4 530434
RAYOVAC CORP. COM 755081106 3256 244200 SH DEFINED 1,3,4 244200
RAYTHEON CO. COM 755111507 24243 788529 SH DEFINED 1,3,4 788529
READERS DIGEST ASSN, INC. COM 755267101 308 20245 SH DEFINED 1,3,4 20245
REALTY INCOME CORP COM 756109104 2096 59800 SH DEFINED 2,3,4 59800
RED ROBIN GOURMET BURGERS COM 75689M101 1650 129650 SH DEFINED 1,3,4 129650
REEBOK INTERNATL., LTD. COM 758110100 9240 314443 SH DEFINED 1,3,4 314443
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REGAL ENTERTAINMENT GROUP COM 758766109 6247 291740 SH DEFINED 1,3,4 291740
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REGIS CORP. MN COM 758932107 710 27242 SH DEFINED 1,3,4 27242
REGIONS FINANCIAL CORP. COM 758940100 7241 217166 SH DEFINED 1,3,4 217166
REHABCARE GROUP INC. COM 759148109 189 9974 SH DEFINED 1,3,4 9974
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RELIANCE STEEL & ALUMINUM CO. COM 759509102 3165 151891 SH DEFINED 1,3,4 151891
RELIANT RESOURCES, INC. COM 75952B105 961 300511 SH DEFINED 1,3,4 300511
REMINGTON OIL & GAS CORP. - CL COM 759594302 270 16518 SH DEFINED 1,3,4 16518
RENAL CARE GROUP, INC. COM 759930100 4342 137270 SH DEFINED 1,3,4 137270
RENT-A-CENTER, INC. COM 76009N100 14977 299970 SH DEFINED 1,3,4 299970
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RESMED INC. COM 761152107 637 20786 SH DEFINED 1,3,4 20786
RESPIRONICS, INC. COM 761230101 9115 299449 SH DEFINED 1,3,4 299449
RETEK, INC. COM 76128Q109 32 11001 SH DEFINED 1,3,4 11001
REX STORES CORP. COM 761624105 823 80680 SH DEFINED 1,3,4 80680
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RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 1948 46254 SH DEFINED 1,3,4 46254
RIBAPHARM, INC. COM 762537108 909 138800 SH DEFINED 1,3,4 138800
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RIGHT MANAGEMENT CONSULTANTS COM 766573109 7854 592755 SH DEFINED 1,3,4 592755
RIO TINTO PLC COM 767204100 117 1480 SH DEFINED 1,3,4 1480
ROADWAY CORP. COM 769742107 3552 96584 SH DEFINED 1,3,4 96584
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ROBERT HALF INTL, INC. COM 770323103 1462 90999 SH DEFINED 1,3,4 90999
ROCK-TENN CO. COM 772739207 291 21595 SH DEFINED 1,3,4 21595
ROCKWELL AUTOMATION, INC. COM 773903109 2029 97994 SH DEFINED 1,3,4 97994
ROCKWELL COLLINS. COM 774341101 17474 751242 SH DEFINED 1,3,4 751242
ROGERS CORP COM 775133101 225 9967 SH DEFINED 1,3,4 9967
ROHM AND HAAS CO. COM 775371107 3776 116277 SH DEFINED 1,3,4 116277
ROLLINS, INC. COM 775711104 155 6175 SH DEFINED 1,3,4 6175
ROPER INDUSTRIES, INC. COM 776696106 720 19721 SH DEFINED 1,3,4 19721
ROSLYN BANCORP, INC. COM 778162107 311 17162 SH DEFINED 1,3,4 17162
ROSS STORES INC. COM 778296103 2324 54830 SH DEFINED 1,3,4 54830
ROUSE CO. (THE) COM 779273101 3626 114300 SH DEFINED 2,3,4 114300
ROWAN COS., INC. COM 779382100 1114 49195 SH DEFINED 1,3,4 49195
ROXIO, INC. COM 780008108 56 12228 SH DEFINED 1,3,4 12228
ROYAL APPLIANCE MFG CO. COM 780076105 57 8069 SH DEFINED 1,3,4 8069
ROYAL BANK OF CANADA COM 780087102 428 11662 SH DEFINED 1,3,4 11662
ROYAL DUTCH PETROLEUM CO. COM 780257804 201 4575 SH DEFINED 1,3,4 4575
KONINKLIJKE KPN NV COM 780641205 104 16400 SH DEFINED 1,3,4 16400
RUBY TUESDAY, INC. COM 781182100 1970 113652 SH DEFINED 1,3,4 113652
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RURAL CELLULAR CORP - CL A COM 781904107 257 302617 SH DEFINED 1,3,4 302617
RUSS BERRIE AND CO., INC. COM 782233100 434 12891 SH DEFINED 1,3,4 12891
RUSSELL CORP. COM 782352108 339 20266 SH DEFINED 1,3,4 20266
RYAN'S FAMILY STEAK HOUSES, IN COM 783519101 306 27217 SH DEFINED 1,3,4 27217
RYDER SYSTEM, INC. COM 783549108 4328 193117 SH DEFINED 1,3,4 193117
RYERSON TULL, INC. COM 78375P107 95 15624 SH DEFINED 1,3,4 15624
RYLAND GROUP, INC. COM 783764103 11632 348815 SH DEFINED 1,3,4 348815
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SBS TECHNOLOGIES INC COM 78387P103 83 9187 SH DEFINED 1,3,4 9187
SCM MICROSYSTEMS, INC. COM 784018103 38 9881 SH DEFINED 1,3,4 9881
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SCPIE HOLDINGS INC. COM 78402P104 35 6186 SH DEFINED 1,3,4 6186
SEI INVESTMENTS CO. COM 784117103 6679 245941 SH DEFINED 1,3,4 245941
SK TELECOM CO LTD. COM 78440P108 21681 1015263 SH DEFINED 1,3,4 1015263
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SL GREEN REALTY CORP. COM 78440X101 3942 124800 SH DEFINED 2,3,4 124800
SLM CORP. COM 78442P106 24997 240689 SH DEFINED 1,3,4 240689
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SPSS, INC. COM 78462K102 150 10806 SH DEFINED 1,3,4 10806
SPX CORP. COM 784635104 4751 126899 SH DEFINED 1,3,4 126899
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S1 CORPORATION COM 78463B101 2172 486620 SH DEFINED 3,4 486620
SRA INTERNATIONAL, INC. COM 78464R105 3369 124320 SH DEFINED 1,3,4 124320
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SAFECO CORP. COM 786429100 2549 73547 SH DEFINED 1,3,4 73547
SAFEWAY, INC. COM 786514208 5431 232430 SH DEFINED 1,3,4 232430
ST. JUDE MEDICAL, INC. COM 790849103 64484 1623585 SH DEFINED 1,3,4 1623585
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ST. PAUL COS., INC. COM 792860108 4062 119386 SH DEFINED 1,3,4 119386
SAKS, INC. COM 79377W108 348 29597 SH DEFINED 1,3,4 29597
SALIX PHARMACEUTICALS LTD COM 795435106 316 45500 SH DEFINED 1,3,4 45500
SALTON INC. COM 795757103 64 6922 SH DEFINED 1,3,4 6922
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SANDISK CORP. COM 80004C101 4742 233595 SH DEFINED 1,3,4 233595
SANMINA-SCI CORPORATION. COM 800907107 1239 277858 SH DEFINED 1,3,4 277858
SANGSTAT MEDICAL CORP. COM 801003104 7610 673569 SH DEFINED 1,3,4 673569
SARA LEE CORP. COM 803111103 9760 433624 SH DEFINED 1,3,4 433624
SATYAM COMPUTER SERVICES COM 804098101 5109 397470 SH DEFINED 1,3,4 397470
SAXON CAPITAL, INC. COM 80556P302 2315 185080 SH DEFINED 1,3,4 185080
SCANA CORP. COM 80589M102 26269 848290 SH DEFINED 1,3,4 848290
SCANSOURCE, INC. COM 806037107 3190 64705 SH DEFINED 1,3,4 64705
HENRY SCHEIN, INC. COM 806407102 409 9102 SH DEFINED 1,3,4 9102
SCHERING AG COM 806585204 61 1430 SH DEFINED 1,3,4 1430
SCHERING-PLOUGH CORP. COM 806605101 17360 781962 SH DEFINED 1,3,4 781962
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SCHOLASTIC CORP. COM 807066105 823 22882 SH DEFINED 1,3,4 22882
SCHOOL SPECIALTY, INC. COM 807863105 1344 67338 SH DEFINED 1,3,4 67338
SCHULMAN (A.), INC. COM 808194104 8421 452264 SH DEFINED 1,3,4 452264
SCHWAB, CHARLES CORP. COM 808513105 7925 730558 SH DEFINED 1,3,4 730558
SCHWEITZER-MAUDUIT INT'L, INC. COM 808541106 1481 60662 SH DEFINED 1,3,4 60662
SCIENTIFIC-ATLANTA, INC. COM 808655104 1239 104497 SH DEFINED 1,3,4 104497
SCIENTIFIC GAMES CORP. COM 80874P109 3630 500335 SH DEFINED 1,3,4 500335
SCOTTISH POWER PLC COM 81013T705 131 5720 SH DEFINED 1,3,4 5720
SCOTTS CO. COM 810186106 918 18726 SH DEFINED 1,3,4 18726
SCRIPPS CO., E.W. COM 811054204 674 8750 SH DEFINED 1,3,4 8750
SCS TRANSPORTATION, INC. COM 81111T102 3163 318750 SH DEFINED 1,3,4 318750
SEACOAST FINL SERVICES CORP COM 81170Q106 301 15005 SH DEFINED 1,3,4 15005
SEAGATE TECHNOLOGY-ESCROW SHAR COM 811804988 0 157800 SH DEFINED 1,3,4 157800
SEACOR SMIT, INC. COM 811904101 1760 39593 SH DEFINED 1,3,4 39593
SEALED AIR CORP. COM 81211K100 1651 44198 SH DEFINED 1,3,4 44198
SEARS ROEBUCK & CO. COM 812387108 8078 337347 SH DEFINED 1,3,4 337347
SELECT MEDICAL CORP. COM 816196109 1511 112300 SH DEFINED 1,3,4 112300
SELECTIVE INS GROUP INC COM 816300107 4385 174017 SH DEFINED 1,3,4 174017
SEMTECH CORP. COM 816850101 162 15231 SH DEFINED 1,3,4 15231
SEMPRA ENERGY COM 816851109 2554 107917 SH DEFINED 1,3,4 107917
SENSIENT TECHNOLOGIES CORP COM 81725T100 218 9807 SH DEFINED 1,3,4 9807
SEPRACOR INC. COM 817315104 164 17413 SH DEFINED 1,3,4 17413
SEQUA CORP. - CI A COM 817320104 86 2159 SH DEFINED 1,3,4 2159
SERENA SOFTWARE, INC. COM 817492101 403 25462 SH DEFINED 1,3,4 25462
SEROLOGICALS CORPORATION COM 817523103 2401 218216 SH DEFINED 1,3,4 218216
SERVICEMASTER COMPANY COM 81760N109 17096 1539830 SH DEFINED 1,3,4 1539830
SHARPER IMAGE CORP COM 820013100 1062 60900 SH DEFINED 1,3,4 60900
SHAW GROUP, INC. COM 820280105 389 23741 SH DEFINED 1,3,4 23741
SHELL TRANSPORT & TRADING-ADR COM 822703609 273 7026 SH DEFINED 1,3,4 7026
SHERWIN-WILLIAMS CO., THE COM 824348106 2535 89808 SH DEFINED 1,3,4 89808
SHOE CARNIVAL, INC. COM 824889109 1600 114310 SH DEFINED 1,3,4 114310
SHOPKO STORES, INC. COM 824911101 4004 321686 SH DEFINED 1,3,4 321686
SHUFFLE MASTER, INC. COM 825549108 210 10997 SH DEFINED 1,3,4 10997
SHURGARD STORAGE CENTERS-A COM 82567D104 706 22587 SH DEFINED 1,3,4 22587
SICOR, INC. COM 825846108 1131 71449 SH DEFINED 1,3,4 71449
SIEBEL SYSTEMS, INC. COM 826170102 7648 1022909 SH DEFINED 1,3,4 1022909
SIEMENS AG COM 826197501 98 2330 SH DEFINED 1,3,4 2330
SIERRA HEALTH SERVICES, INC. COM 826322109 2686 223816 SH DEFINED 1,3,4 223816
SIERRA PACIFIC RESOURCES COM 826428104 139 21130 SH DEFINED 1,3,4 21130
SIGMA-ALDRICH CORP. COM 826552101 1841 37801 SH DEFINED 1,3,4 37801
SILICON LABORATORIES, INC. COM 826919102 2028 106320 SH DEFINED 1,3,4 106320
SILGAN HOLDINGS INC. COM 827048109 4656 188638 SH DEFINED 1,3,4 188638
SILICON STORAGE TECHNOLOGY COM 827057100 1108 274300 SH DEFINED 1,3,4 274300
SILICON VY BANCSHARES COM 827064106 161 8860 SH DEFINED 1,3,4 8860
SILICONWARE PRECISION COM 827084864 1309 538477 SH DEFINED 1,3,4 538477
SIMON PROPERTY GROUP, INC. COM 828806109 8983 263702 SH DEFINED 1,3,4 263702
SIMON PROPERTY GROUP, INC. COM 828806109 5367 157500 SH DEFINED 2,3,4 157500
SIMPSON MANUFACTURING INC COM 829073105 2293 69716 SH DEFINED 1,3,4 69716
SIX FLAGS INC,. COM 83001P109 109 19161 SH DEFINED 1,3,4 19161
SKY FINANCIAL GROUP, INC. COM 83080P103 5127 257480 SH DEFINED 1,3,4 257480
SKYLINE CORP. COM 830830105 154 5282 SH DEFINED 1,3,4 5282
SKYWEST INC. COM 830879102 1473 112601 SH DEFINED 1,3,4 112601
SKYWORKS SOLUTIONS, INC. COM 83088M102 5567 646016 SH DEFINED 1,3,4 646016
SKILLSOFT PLC COM 830928107 1294 470333 SH DEFINED 1,3,4 470333
SMITH (A.O.) CORPORATION COM 831865209 9367 346871 SH DEFINED 1,3,4 346871
SMITH INTERNATIONAL, INC. COM 832110100 2026 62125 SH DEFINED 1,3,4 62125
SMITHFIELD FOODS INC. COM 832248108 449 22633 SH DEFINED 1,3,4 22633
SMUCKER (JM) CO. COM 832696405 408 10256 SH DEFINED 1,3,4 10256
SNAP-ON TOOLS, INC. COM 833034101 3917 139520 SH DEFINED 1,3,4 139520
SOLA INTL INC. COM 834092108 201 15470 SH DEFINED 1,3,4 15470
SOLECTRON CORP. COM 834182107 1540 434402 SH DEFINED 1,3,4 434402
SOLUTIA, INC. COM 834376105 80 21677 SH DEFINED 1,3,4 21677
SONIC CORP. COM 835451105 504 24633 SH DEFINED 1,3,4 24633
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SONOCO PRODUCTS CO. COM 835495102 459 19985 SH DEFINED 1,3,4 19985
SONY CORPORATION COM 835699307 117 2820 SH DEFINED 1,3,4 2820
SOTHEBY'S HOLDING CIA COM 835898107 115 12719 SH DEFINED 1,3,4 12719
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SOUTH FINANCIAL GROUP, INC. COM 837841105 12381 599638 SH DEFINED 1,3,4 599638
SOUTHERN CO. COM 842587107 15353 540826 SH DEFINED 1,3,4 540826
SOUTHERN UNION COMPANY COM 844030106 6029 365814 SH DEFINED 1,3,4 365814
SOUTHTRUST CORP. COM 844730101 4541 182791 SH DEFINED 1,3,4 182791
SOUTHWEST AIRLINES CO. COM 844741108 5671 407880 SH DEFINED 1,3,4 407880
SOUTHWEST BANCORP OF TEXAS COM 84476R109 3173 110132 SH DEFINED 1,3,4 110132
SOUTHWEST GAS CO. COM 844895102 490 20904 SH DEFINED 1,3,4 20904
SOUTHWESTERN ENERGY CO COM 845467109 184 16195 SH DEFINED 1,3,4 16195
SOVEREIGN BANCORP INC. COM 845905108 758 54040 SH DEFINED 1,3,4 54040
SPANISH BROADCASTING SYS CLA COM 846425882 2697 374591 SH DEFINED 1,3,4 374591
SPHERION CORPORATION. COM 848420105 247 37119 SH DEFINED 1,3,4 37119
SPINNAKER EXPLORATION CO COM 84855W109 3403 154300 SH DEFINED 1,3,4 154300
SPORTS AUTHORITY INC. COM 849176102 5563 794800 SH DEFINED 1,3,4 794800
SPRINT CORP. (FON GROUP) COM 852061100 17818 1230596 SH DEFINED 1,3,4 1230596
SPRINT CORP. (PCS GROUP) COM 852061506 2592 593059 SH DEFINED 1,3,4 593059
STAGE STORES, INC. COM 85254C305 5995 285010 SH DEFINED 1,3,4 285010
STANCORP FINANCIAL GROUP COM 852891100 8177 167402 SH DEFINED 1,3,4 167402
STANDARD MICROSYSTEMS CORP COM 853626109 2575 132292 SH DEFINED 1,3,4 132292
STANDARD MOTOR PRODS COM 853666105 102 7906 SH DEFINED 1,3,4 7906
STANDARD PACIFIC CP COM 85375C101 509 20583 SH DEFINED 1,3,4 20583
STANDARD REGISTER CO., THE COM 853887107 319 17720 SH DEFINED 1,3,4 17720
STANDEX INTERNATIONAL CORP COM 854231107 180 7626 SH DEFINED 1,3,4 7626
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STARTEK INC. COM 85569C107 244 8931 SH DEFINED 1,3,4 8931
STARWOOD HOTELS & RESORTS COM 85590A203 2492 104997 SH DEFINED 1,3,4 104997
STATE BANK OF INDIA COM 856552104 4149 296322 SH DEFINED 1,3,4 296322
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STATE STREET CORP. COM 857477103 22327 572553 SH DEFINED 1,3,4 572553
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STATOIL ASA COM 85771P102 222 26800 SH DEFINED 1,3,4 26800
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STEEL DYNAMICS INC. COM 858119100 9665 803272 SH DEFINED 1,3,4 803272
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STERIS CORP. COM 859152100 11383 469543 SH DEFINED 1,3,4 469543
STERLING BANCORP-NY COM 859158107 2134 80998 SH DEFINED 1,3,4 80998
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STEWART INFO SVCS COM 860372101 2841 132840 SH DEFINED 1,3,4 132840
STILLWATER MINING CO. COM 86074Q102 143 27390 SH DEFINED 1,3,4 27390
STILWELL FINANCIAL INC. COM 860831106 1533 117514 SH DEFINED 1,3,4 117514
STONE ENERGY CORP. COM 861642106 554 16581 SH DEFINED 1,3,4 16581
STORA ENSO OJY COM 86210M106 72 6800 SH DEFINED 1,3,4 6800
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STRIDE RITE CORP. COM 863314100 179 25247 SH DEFINED 1,3,4 25247
STRYKER CORP. COM 863667101 7889 117598 SH DEFINED 1,3,4 117598
STURM RUGER & CO INC. COM 864159108 162 16942 SH DEFINED 1,3,4 16942
SUN COMMUNITIES COM 866674104 524 14300 SH DEFINED 2,3,4 14300
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SUNRISE ASSISTED LIVING, INC. COM 86768K106 347 14010 SH DEFINED 1,3,4 14010
SUNTRUST BANKS, INC. COM 867914103 8517 149579 SH DEFINED 1,3,4 149579
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SUPERVALU, INC. COM 868536103 2486 150754 SH DEFINED 1,3,4 150754
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SURMODICS, INC. COM 868873100 309 10847 SH DEFINED 1,3,4 10847
SUSQUEHANNA BANCSHARES INC COM 869099101 524 24942 SH DEFINED 1,3,4 24942
SWIFT ENERGY CO. COM 870738101 164 17120 SH DEFINED 1,3,4 17120
SWIFT TRANSPORTATIONS CO., INC COM 870756103 344 17304 SH DEFINED 1,3,4 17304
SYBASE, INC. COM 871130100 3541 264463 SH DEFINED 1,3,4 264463
SYBRON DENTAL SPECIALTIES COM 871142105 356 23917 SH DEFINED 1,3,4 23917
SYCAMORE NETWORKS, INC. COM 871206108 1739 601600 SH DEFINED 1,3,4 601600
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SYLVAN LEARNING SYSTEMS, INC. COM 871399101 4587 279644 SH DEFINED 1,3,4 279644
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SYMBOL TECHNOLOGIES COM 871508107 8847 1076912 SH DEFINED 1,3,4 1076912
SYMMETRICOM INC. COM 871543104 110 26450 SH DEFINED 1,3,4 26450
SYNOPSYS INC. COM 871607107 1630 35318 SH DEFINED 1,3,4 35318
SYNOVUS FINANCIAL CORP. COM 87161C105 3742 192678 SH DEFINED 1,3,4 192678
SYPRIS SOLUTIONS, INC. COM 871655106 553 54100 SH DEFINED 1,3,4 54100
SYSCO CORP. COM 871829107 61922 2078309 SH DEFINED 1,3,4 2078309
SYSTEMS & COMPUTER TECH CORP. COM 871873105 1309 152615 SH DEFINED 1,3,4 152615
TBC CORP. COM 872180104 160 13381 SH DEFINED 1,3,4 13381
TCF FINANCIAL CORP. COM 872275102 44096 1009345 SH DEFINED 1,3,4 1009345
TECO ENERGY COM 872375100 1425 92170 SH DEFINED 1,3,4 92170
THQ INC. COM 872443403 3331 251383 SH DEFINED 1,3,4 251383
TJX COS., INC. COM 872540109 10040 514244 SH DEFINED 1,3,4 514244
TMP WORLDWIDE, INC. COM 872941109 661 58504 SH DEFINED 1,3,4 58504
TXU CORP. COM 873168108 3794 202964 SH DEFINED 1,3,4 202964
TAIWAN SEMICONDUCTOR MFG LTD COM 874039100 1275 181160 SH DEFINED 1,3,4 181160
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 9239 393426 SH DEFINED 1,3,4 393426
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TALX CORP. COM 874918105 110 8701 SH DEFINED 1,3,4 8701
TANGER FACTORY OUTLET CENTER COM 875465106 831 26800 SH DEFINED 1,3,4 26800
TARGET CORP. COM 87612E106 14736 491326 SH DEFINED 1,3,4 491326
TECH DATA CORP. COM 878237106 3771 139878 SH DEFINED 1,3,4 139878
TECHNE CORP. COM 878377100 13614 476508 SH DEFINED 1,3,4 476508
TECHNITROL, INC. COM 878555101 410 25262 SH DEFINED 1,3,4 25262
TECUMSEH PRODUCTS CO. COM 878895200 1880 42519 SH DEFINED 1,3,4 42519
TEKELEC COM 879101103 1914 183250 SH DEFINED 1,3,4 183250
TEKTRONIX, INC. COM 879131100 828 45701 SH DEFINED 1,3,4 45701
TELECOM ITALIA SPA COM 87927W106 258 3392 SH DEFINED 1,3,4 3392
TELEDYNE TECHNOLOGIES COM 879360105 318 20174 SH DEFINED 1,3,4 20174
TELEFLEX INC. COM 879369106 350 8142 SH DEFINED 1,3,4 8142
TELEFONICA SA COM 879382208 59 2200 SH DEFINED 1,3,4 2200
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TELLABS, INC. COM 879664100 1580 217367 SH DEFINED 1,3,4 217367
TEMPLE-INLAND, INC. COM 879868107 6707 149763 SH DEFINED 1,3,4 149763
SYSTEM SOFTWARE ASSOC., INC. COM 87WARRANT 0 370192 SH DEFINED 3,4 370192
TENARIS SA - ADR COM 88031M109 3715 193406 SH DEFINED 1,3,4 193406
TENET HEALTHCARE CORP. COM 88033G100 4215 257238 SH DEFINED 1,3,4 257238
TENNECO AUTOMOTIVE, INC. COM 880349105 928 229660 SH DEFINED 1,3,4 229660
TERADYNE, INC. COM 880770102 2720 209113 SH DEFINED 1,3,4 209113
TEREX CORP COM 880779103 4750 426640 SH DEFINED 1,3,4 426640
TEVA PHARMACEUTICAL INDS LTD COM 881624209 15261 395258 SH DEFINED 1,3,4 395258
TETRA TECHNOLOGIES, INC./DE COM 88162F105 190 8924 SH DEFINED 1,3,4 8924
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TEXAS BIOTECH CORP. COM 88221T104 824 593610 SH DEFINED 1,3,4 593610
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TEXAS INSTRUMENTS, INC. COM 882508104 23096 1538168 SH DEFINED 1,3,4 1538168
TEXTRON, INC. COM 883203101 5651 131437 SH DEFINED 1,3,4 131437
THERAGENICS CORP. COM 883375107 77 18737 SH DEFINED 1,3,4 18737
THERMO ELECTRON CORP. COM 883556102 1866 92558 SH DEFINED 1,3,4 92558
THOMAS & BETTS CORP. COM 884315102 509 30565 SH DEFINED 1,3,4 30565
THOMAS INDUSTRIES, INC. COM 884425109 280 10766 SH DEFINED 1,3,4 10766
THOR INDUSTRIES, INC. COM 885160101 1629 47326 SH DEFINED 1,3,4 47326
THORNBURG MORTGAGE COM 885218107 4535 225650 SH DEFINED 1,3,4 225650
3COM CORP. COM 885535104 353 76042 SH DEFINED 1,3,4 76042
THREE-FIVE SYSTEMS, INC. COM 88554L108 85 13492 SH DEFINED 1,3,4 13492
3M COMPANY COM 88579Y101 26398 214068 SH DEFINED 1,3,4 214068
TICKETMASTER CL B COM 88633P203 615 28990 SH DEFINED 1,3,4 28990
TIDEWATER INC. COM 886423102 392 12532 SH DEFINED 1,3,4 12532
TIFFANY & CO. COM 886547108 9135 381941 SH DEFINED 1,3,4 381941
TIMBERLAND CO. -CL A COM 887100105 270 7623 SH DEFINED 1,3,4 7623
TIME WARNER TELECOM CLA A COM 887319101 2154 1021537 SH DEFINED 1,3,4 1021537
TIMKEN CO. COM 887389104 9154 479263 SH DEFINED 1,3,4 479263
TITAN CORP. COM 888266103 165 16141 SH DEFINED 1,3,4 16141
TOLL BROTHERS, INC. COM 889478103 895 44196 SH DEFINED 1,3,4 44196
TOLLGRADE COMMUNICATIONS, INC. COM 889542106 101 8533 SH DEFINED 1,3,4 8533
TOO, INC. COM 890333107 1206 51294 SH DEFINED 1,3,4 51294
TOOTSIE INDS COM 890516107 325 10672 SH DEFINED 1,3,4 10672
TORCHMARK CORP. COM 891027104 14367 393187 SH DEFINED 1,3,4 393187
TORO CO. COM 891092108 7096 111106 SH DEFINED 1,3,4 111106
TOTAL FINA ELF SA COM 89151E109 315 4400 SH DEFINED 1,3,4 4400
TOWER AUTOMOTIVE INC. COM 891707101 3462 767710 SH DEFINED 1,3,4 767710
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TRIAD HOSPITALS, INC. COM 89579K109 462 15457 SH DEFINED 1,3,4 15457
TRIAD GUARANTY, INC. COM 895925105 1223 33150 SH DEFINED 1,3,4 33150
TRIARC COS, INC. -CI A COM 895927101 335 12810 SH DEFINED 1,3,4 12810
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TRIMBLE NAVIGATION LTD COM 896239100 231 18306 SH DEFINED 1,3,4 18306
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TYCO INTERNATIONAL, LTD. COM 902124106 18495 1082813 SH DEFINED 1,3,4 1082813
TYSON FOODS, INC. COM 902494103 818 72993 SH DEFINED 1,3,4 72993
UCBH HOLDINGS, INC. COM 90262T308 559 13201 SH DEFINED 1,3,4 13201
UGI CORP. COM 902681105 3501 93600 SH DEFINED 1,3,4 93600
UICI COM 902737105 7063 454343 SH DEFINED 1,3,4 454343
UIL HOLDINGS CORPORATION COM 902748102 317 9104 SH DEFINED 1,3,4 9104
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USLIFE CORP. COM 90333H101 1662 141530 SH DEFINED 1,3,4 141530
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ULTRATECH STEPPER, INC. COM 904034105 1237 125985 SH DEFINED 1,3,4 125985
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UNITED RENTALS INC, COM 911363109 169 15838 SH DEFINED 1,3,4 15838
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UNITEDHEALTH GROUP, INC. COM 91324P102 32155 385047 SH DEFINED 1,3,4 385047
UNITRIN INC. COM 913275103 409 14001 SH DEFINED 1,3,4 14001
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