UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2004
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 August 11, 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: 2012
Form 13F Information Table Value Total: $17595022 (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 440 38911 SH DEFINED 1,3,4 38911
ADC COMMUNICATIONS, INC. COM 00088610 1424 502112 SH DEFINED 1,3,4 502112
ABN-AMRO HOLDINGS COM 00093710 245 11003 SH DEFINED 1,3,4 11003
ABM INDUSTRIES, INC. COM 00095710 1150 58980 SH DEFINED 1,3,4 58980
AFLAC, INC. COM 0010551027930 684347 SH DEFINED 1,3,4 684347
AGCO CORP. COM 00108410 677 33014 SH DEFINED 1,3,4 33014
AGL RESOURCES IN COM 00120410 6261 215550 SH DEFINED 1,3,4 215550
AES CORP. COM 00130H10 6265 630522 SH DEFINED 1,3,4 630522
AMB PROPERTY CORP. COM 00163T1015886 458870 SH DEFINED 1,3,4 458870
AMB PROPERTY CORP. COM 00163T10 8669 250408 SH DEFINED 2,3,4 250408
ATI TECHNOLOGIES, INC. COM 00194110 283 15000 SH DEFINED 1,3,4 15000
AT&T CORP. COM 00195750 7229 494268 SH DEFINED 1,3,4 494268
ATMI, INC. COM 00207R10 1034 37659 SH DEFINED 1,3,4 37659
AT&T WIRELESS GROUP COM 00209A1024239 1692930 SH DEFINED 1,3,4 1692930
AARON RENTS INC. COM 00253520 1322 39929 SH DEFINED 1,3,4 39929
ABBOTT LABORATORIES COM 0028241040753 999757 SH DEFINED 1,3,4 999757
ABERCROMBIE & FITCH CO. COM 00289620 1350 34746 SH DEFINED 1,3,4 34746
ACADIA REALTY TRUST COM 00423910 313 23254 SH DEFINED 1,3,4 23254
ACADIA REALTY TRUST COM 00423910 3323 241846 SH DEFINED 2,3,4 241846
ACCREDO HEALTH, INC. COM 00437V10 2280 58503 SH DEFINED 1,3,4 58503
ACTIVISION, INC. COM 0049302015653 984329 SH DEFINED 1,3,4 984329
ACTION PERFORMANCE COS INCCOM 00493310 333 22123 SH DEFINED 1,3,4 22123
ACTEL CORP. COM 00493410 578 31061 SH DEFINED 1,3,4 31061
ACUITY BRANDS INC. COM 00508Y10 6294 233038 SH DEFINED 1,3,4 233038
ACXIOM CORP. COM 00512510 790 31595 SH DEFINED 1,3,4 31595
CARDSYSTEMS SOLUTIONS, INCCOM 006247$$ 167 333500 SH DEFINED 3,4 333500
ADAPTEC, INC. COM 00651F10 1119 132554 SH DEFINED 1,3,4 132554
ADMINISTAFF, INC. COM 00709410 4808 289492 SH DEFINED 1,3,4 289492
ADOBE SYSTEMS, INC. COM 00724F1011496 247207 SH DEFINED 1,3,4 247207
ADTRAN INC. COM 00738A1011707 350929 SH DEFINED 1,3,4 350929
ADVANCE AUTO PARTS COM 00751Y10 6431 145527 SH DEFINED 1,3,4 145527
ADVANCED MARKETING SERVICECOM 00753T10 295 22987 SH DEFINED 1,3,4 22987
ADVANCED FIBRE COMMUNICATICOM 00754A10 647 32217 SH DEFINED 1,3,4 32217
ADVO, INC. COM 00758510 1208 36606.5 SH DEFINED 1,3,4 36607
ADVANCED MEDICAL OPTICS COM 00763M1010886 255760 SH DEFINED 1,3,4 255760
AEROFLEX INC. COM 00776810 1286 89549 SH DEFINED 1,3,4 89549
AEROPOSTALE, INC. COM 00786510 3192 118681.5 SH DEFINED 1,3,4 118682
ADVANCED MICRO DEVICES COM 00790310 3488 219471 SH DEFINED 1,3,4 219471
ADVANCED ENERGY INDUSTRIESCOM 00797310 623 39385 SH DEFINED 1,3,4 39385
ADVENT SOFTWARE INC COM 00797410 217 12138 SH DEFINED 1,3,4 12138
AETNA INC- NEW COM 00817Y1023707 278960 SH DEFINED 1,3,4 278960
AFFILIATED COMP SVCS -CLA COM 00819010 4488 84737 SH DEFINED 1,3,4 84737
AFFYMETRIX, INC. COM 00826T10 5077 155103 SH DEFINED 1,3,4 155103
AGILENT TECHNOLOGIES INC COM 00846U1035873 1225196.0SH DEFINED 1,3,4 1225196
AGILYSYS, INC. COM 00847J10 539 38830 SH DEFINED 1,3,4 38830
AIFUL CORP COM 00873N10 44 1672 SH DEFINED 1,3,4 1672
AIR PRODUCTS & CHEMICALS, COM 00915810 7408 141248 SH DEFINED 1,3,4 141248
AIRGAS INC. COM 00936310 5408 226175 SH DEFINED 1,3,4 226175
ALASKA AIRGROUP INC. COM 01165910 232 9814 SH DEFINED 1,3,4 9814
ALBANY INTL CORP. -CLA COM 01234810 4472 133203 SH DEFINED 1,3,4 133203
ALBEMARLE CORP. COM 01265310 7543 238285 SH DEFINED 1,3,4 238285
ALBERTO-CULVER CO. COM 01306810 7312 145743 SH DEFINED 1,3,4 145743
ALBERTSONS, INC. COM 01310410 6064 228303 SH DEFINED 1,3,4 228303
ALCOA, INC. COM 0138171019257 582857 SH DEFINED 1,3,4 582857
ALEXANDER & BALDWIN INC. COM 01448210 522 15567 SH DEFINED 1,3,4 15567
ALIGN TECHNOLOGY INC COM 01625510 2752 144860 SH DEFINED 1,3,4 144860
ALLEGHANY CORP COM 01717510 46 159 SH DEFINED 1,3,4 159
ALLEGHENY ENERGY COM 01736110 1212 78815 SH DEFINED 1,3,4 78815
ALLEGHENY TECHNOLOGIES, INCOM 01741R10 912 50454 SH DEFINED 1,3,4 50454
ALLERGAN, INC. COM 01849010 7319 81731 SH DEFINED 1,3,4 81731
ALLETE COM 01852210 1074 32311 SH DEFINED 1,3,4 32311
ALLIANCE DATA SYSTEMS CORPCOM 01858110 82 1930 SH DEFINED 1,3,4 1930
ALLIANCE SEMICONDUCTOR CORCOM 01877H10 254 42550 SH DEFINED 1,3,4 42550
ALLIANT CORP. COM 01880210 1969 75555 SH DEFINED 1,3,4 75555
ALLIANT TECHSYSTEMS, INC. COM 0188041031521 497623 SH DEFINED 1,3,4 497623
ALLIED WASTE INDUSTRIES, ICOM 01958930 2593 197030 SH DEFINED 1,3,4 197030
ALLMERICA FINANCIAL CORP. COM 01975410 658 19478 SH DEFINED 1,3,4 19478
ALLSTATE CORP. COM 0200021044463 955247 SH DEFINED 1,3,4 955247
ALLTEL CORP. COM 02003910 9712 191881 SH DEFINED 1,3,4 191881
ALPHARMA INC. - CL A COM 02081310 1296 63184 SH DEFINED 1,3,4 63184
ALTERA CORP. COM 0214411012508 562928 SH DEFINED 1,3,4 562928
ALTRIA GROUP, INC. COM 02209S1078674 1571730 SH DEFINED 1,3,4 1571730
CORPORATE SERVICES GROUP PCOM 02251600 16 82587 SH DEFINED 3,4 82587
ARRIVA PLC COM 0230346 525 70462 SH DEFINED 3,4 70462
AMBAC FINANCIAL GROUP, INCCOM 02313910 7631 103932 SH DEFINED 1,3,4 103932
AMCOL INTERNATIONAL CORP COM 02341W10 2593 136860 SH DEFINED 1,3,4 136860
AMERADA HESS CORP. COM 02355110 4426 55878 SH DEFINED 1,3,4 55878
AMEREN CORP. COM 0236081028020 652265 SH DEFINED 1,3,4 652265
AMERICAN AXLE & MFG HOLDINCOM 02406110 4110 113049 SH DEFINED 1,3,4 113049
AMERICAN DISTRIBUTORS PLC COM 02540*11 0 1241676 SH DEFINED 3,4 1241676
AMERICAN ELECTRIC POWER COCOM 02553710 9128 285286 SH DEFINED 1,3,4 285286
AMERICAN EAGLE OUTFITTERS COM 02553E10 759 26255 SH DEFINED 1,3,4 26255
AMERICAN EXPRESS CO. COM 0258161041404 805752 SH DEFINED 1,3,4 805752
AMERICAN FINL GROUP INC. COM 02593210 820 26866 SH DEFINED 1,3,4 26866
AMERICAN GREETINGS CORP. COM 02637510 579 24958 SH DEFINED 1,3,4 24958
AMERICAN HEALTHWAYS INC COM 02649V10 4548 170805 SH DEFINED 1,3,4 170805
AMERICAN HOME MORTGAGE INVCOM 02660R1013985 539323 SH DEFINED 1,3,4 539323
AMERICAN INTERNATIONAL GROCOM 02687410161113 2260319 SH DEFINED 1,3,4 2260319
AMERICAN ITALIAN PASTA CO.COM 02707010 666 21778 SH DEFINED 1,3,4 21778
AMERICAN MEDICAL SYS HLDGSCOM 02744M10 3606 107078 SH DEFINED 1,3,4 107078
AMERICAN POWER CONVERSION COM 0290661027194 1384093 SH DEFINED 1,3,4 1384093
AMEM STANDARD CO INC. COM 0297121018827 466964 SH DEFINED 1,3,4 466964
AMERICAN STATES WATER CO. COM 02989910 431 18396 SH DEFINED 1,3,4 18396
AMERICREDIT CORP. COM 03060R10 1128 57692 SH DEFINED 1,3,4 57692
AMERISTAR CASINOS, INC. COM 03070Q10 912 27153 SH DEFINED 1,3,4 27153
AMERUS LIFE GROUP. COM 03072M10 597 14398 SH DEFINED 1,3,4 14398
AMERISOURCEBERGEN CORP COM 03073E10 4169 69709 SH DEFINED 1,3,4 69709
AMERIGROUP CORP. COM COM 03073T1024076 489239 SH DEFINED 1,3,4 489239
AMERITRADE HOLDING CORP. COM 03074K10 8127 716000 SH DEFINED 1,3,4 716000
AMETEK INC. COM 03110010 764 24665 SH DEFINED 1,3,4 24665
AMGEN COM 0311621076936 1409905 SH DEFINED 1,3,4 1409905
AMIS HOLDINGS, INC. COM 03153810 2252 133090 SH DEFINED 1,3,4 133090
AMPHENOL CORP COM 0320951013007 390390 SH DEFINED 1,3,4 390390
AMSOUTH BANCORPORATION COM 03216510 6033 236752 SH DEFINED 1,3,4 236752
AMSURG CORP. COM 03232P40 919 36487 SH DEFINED 1,3,4 36487
ANADARKO PETROLEUN CORP. COM 03251110 9192 156793 SH DEFINED 1,3,4 156793
ANALOG DEVICES COM 0326541011658 247676 SH DEFINED 1,3,4 247676
ANALOGIC CORP. COM 03265720 702 16464 SH DEFINED 1,3,4 16464
ANCHOR BANCORP, INC./WI COM 03283910 733 27734 SH DEFINED 1,3,4 27734
ANDREW CORP. COM 03442510 4289 214430 SH DEFINED 1,3,4 214430
ANDRX GROUP COM 03455310 4992 178710 SH DEFINED 1,3,4 178710
ANGELICA CORP. COM 03466310 271 10779 SH DEFINED 1,3,4 10779
ANGLO AMERICAN PLC COM 03485P10 120 5740 SH DEFINED 1,3,4 5740
ANHEUSER-BUSCH COS., INC. COM 0352291041425 767073 SH DEFINED 1,3,4 767073
ANIMAS CORP COM 03525Y10 1909 102400 SH DEFINED 1,3,4 102400
ANIXTER INT'L, INC. COM 03529010 1511 44326 SH DEFINED 1,3,4 44326
ANNTAYLOR STORES CORP. COM 0361151014988 517116 SH DEFINED 1,3,4 517116
ANSYS INC. COM 03662Q10 2823 60112 SH DEFINED 1,3,4 60112
ANTHEM, INC. COM 03674B1019286 215304 SH DEFINED 1,3,4 215304
AON CORP. COM 0373891034710 1219149 SH DEFINED 1,3,4 1219149
APACHE CORP. COM 0374111028063 645269 SH DEFINED 1,3,4 645269
APARTMENT INVESTMENT & MANCOM 03748R10 1815 58424 SH DEFINED 1,3,4 58424
APOGEE ENTERPRISES, INC. COM 03759810 344 33129 SH DEFINED 1,3,4 33129
APOLLO GROUP INC. COM 0376041029021 328730 SH DEFINED 1,3,4 328730
APOGENT TECHNOLOGIES, INC.COM 03760A10 1048 32751 SH DEFINED 1,3,4 32751
APOLLO INVESTMENT CORP COM 03761U10 3190 231644 SH DEFINED 1,3,4 231644
APPLE COMPUTER, INC. COM 03783310 7683 236163 SH DEFINED 1,3,4 236163
APPLEBEES INT'L, INC. COM 03789910 754 32712 SH DEFINED 1,3,4 32712
APRIA HEALTHCARE GROUP INCCOM 03793310 6194 216073 SH DEFINED 1,3,4 216073
APPLERA CORP-APPLIED BIOSYCOM 03802010 2742 126084 SH DEFINED 1,3,4 126084
PE CORP-CELERA GENOMICS GRCOM 03802020 3931 341565 SH DEFINED 1,3,4 341565
APPLICA INCORPORATED COM 03815A10 255 29000 SH DEFINED 1,3,4 29000
APPLIED FILMS CORP. COM 03819710 3326 114599 SH DEFINED 1,3,4 114599
APPLIED INDUSTRIAL TECH, ICOM 03820C10 3673 122012 SH DEFINED 1,3,4 122012
APPLIED MATERIALS, INC. COM 0382221022137 1128288 SH DEFINED 1,3,4 1128288
APPLIED MICRO CIRCUITS CORCOM 03822W10 1043 196494 SH DEFINED 1,3,4 196494
APTARGROUP, INC. COM 03833610 1929 44103 SH DEFINED 1,3,4 44103
AQUA AMERICA INC COM 03836W10 680 33995 SH DEFINED 1,3,4 33995
AQUILA, INC. COM 03840P10 254 71624 SH DEFINED 1,3,4 71624
ARBITRON, INC. COM 03875Q1024584 673175 SH DEFINED 1,3,4 673175
ARCH CHEMICALS, INC. COM 03937R10 2229 77294 SH DEFINED 1,3,4 77294
ARCELOR COM 03937T10 74 4408 SH DEFINED 1,3,4 4408
ARCH COAL, INC. COM 03938010 733 20002 SH DEFINED 1,3,4 20002
ARCHER-DANIELS-MIDLAND CO.COM 0394831030107 1794465 SH DEFINED 1,3,4 1794465
ARCHSTONE-SMITH TRUST COM 03958310 1075 36600 SH DEFINED 1,3,4 36600
ARCHSTONE-SMITH TRUST COM 0395831012319 420000 SH DEFINED 2,3,4 420000
ARCTIC CAT, INC. COM 03967010 693 25151 SH DEFINED 1,3,4 25151
ARDEN REALTY INC. COM 03979310 632 21500 SH DEFINED 1,3,4 21500
ARGOSY GAMING COMPANY COM 04022810 1334 35539 SH DEFINED 1,3,4 35539
ARKANSAS BEST CORP. COM 04079010 993 30138 SH DEFINED 1,3,4 30138
ARMOR HOLDINGS, INC. COM 04226010 1335 39354 SH DEFINED 1,3,4 39354
ARQULE, INC. COM 04269E10 182 34785 SH DEFINED 1,3,4 34785
ARROW ELECTRONICS INC. COM 0427351028382 1058601 SH DEFINED 1,3,4 1058601
ARTESYN TECHNOLOGIES, INC.COM 04312710 427 46979 SH DEFINED 1,3,4 46979
ARTHROCARE CORP. COM 04313610 6603 226965 SH DEFINED 1,3,4 226965
ARVINMERITOR, INC. COM 04335310 3059 156293 SH DEFINED 1,3,4 156293
ASBURY AUTOMOTIVE GROUP INCOM 04343610 864 57606 SH DEFINED 1,3,4 57606
ASCENTIAL SOFTWARE CORP. COM 04362P20 3192 199520 SH DEFINED 1,3,4 199520
SEPARATE ACCOUNT LI - MM COM 0439895M15224010942359.SH DEFINED 1,3,4 10942360
ASHLAND, INC. COM 04420410 2305 43681 SH DEFINED 1,3,4 43681
ASHWORTH, INC. COM 04516H10 133 16229 SH DEFINED 1,3,4 16229
ASK JEEVES INC COM 04517410 1984 50830 SH DEFINED 1,3,4 50830
ASPECT COMMUNICATIONS COM 04523Q1011235 791052 SH DEFINED 1,3,4 791052
ASPEN TECHNOLOGY, INC. COM 04532710 4870 670954 SH DEFINED 1,3,4 670954
ASSET ACCEPTANCE CAPITAL COM 04543P10 3179 186855 SH DEFINED 1,3,4 186855
ASSOCIATED BANC-CORP. COM 04548710 7738 261152 SH DEFINED 1,3,4 261152
ASSOCIATED ESTATES REALTY COM 04560410 1152 143143 SH DEFINED 1,3,4 143143
ASTEC INDUSTRIES, INC. COM 04622410 451 23859 SH DEFINED 1,3,4 23859
ASTORIA FINL CORP. COM 04626510 1048 28606 SH DEFINED 1,3,4 28606
ASTRAZENECA GROUP PLC. COM 04635310 106 2334 SH DEFINED 1,3,4 2334
ATLANTIC COAST AIRLINES HOCOM 04839610 309 54705 SH DEFINED 1,3,4 54705
ATMEL CORP. COM 04951310 1032 174022 SH DEFINED 1,3,4 174022
ATMOS ENERGY CORP. COM 04956010 1620 63136 SH DEFINED 1,3,4 63136
ATWOOD OCEANICS INC. COM 05009510 698 16720 SH DEFINED 1,3,4 16720
AUDIOVOX CORP. COM 05075710 467 27795 SH DEFINED 1,3,4 27795
AUTODESK, INC. COM 0527691016452 384312 SH DEFINED 1,3,4 384312
AUTOLIV, INC. COM 05280010 2461 58288 SH DEFINED 1,3,4 58288
AUTOMATIC DATA PROCESSING,COM 0530151015395 367524 SH DEFINED 1,3,4 367524
AUTONATION INC. COM 05329W10 2840 165963 SH DEFINED 1,3,4 165963
AUTOZONE, INC. COM 05333210 4132 51637 SH DEFINED 1,3,4 51637
AVALONBAY COMMUNITIES, INCCOM 05348410 1153 20400 SH DEFINED 1,3,4 20400
AVALONBAY COMMUNITIES, INCCOM 0534841013376 236700 SH DEFINED 2,3,4 236700
AVAYA, INC. COM 0534991011712 741832 SH DEFINED 1,3,4 741832
AVERY DENNISON CORP. COM 05361110 4394 68566 SH DEFINED 1,3,4 68566
AVIALL, INC. COM 05366B1010169 535107 SH DEFINED 1,3,4 535107
AVID TECHNOLOGY, INC. COM 05367P10 4750 87061 SH DEFINED 1,3,4 87061
AVISTA CORP. COM 05379B10 1074 58378 SH DEFINED 1,3,4 58378
AVNET, INC. COM 0538071031935 1406524 SH DEFINED 1,3,4 1406524
AVOCENT CORPORATION. COM 05389310 658 17957 SH DEFINED 1,3,4 17957
AVON PRODUCTS, INC. COM 0543031067400 1460839 SH DEFINED 1,3,4 1460839
AXA COM 05453610 155 7000 SH DEFINED 1,3,4 7000
AXCELIS TECHNOLOGIES, INC.COM 05454010 1493 119957 SH DEFINED 1,3,4 119957
AZTAR CORP. COM 05480210 1165 41676 SH DEFINED 1,3,4 41676
BB&T CORP. COM 0549371012897 348918 SH DEFINED 1,3,4 348918
BASF AG COM 05526250 76 1425 SH DEFINED 1,3,4 1425
BEI TECHNOLOGIES, INC. COM 05538P10 506 17801 SH DEFINED 1,3,4 17801
BISYS GROUP, INC. COM 05547210 620 44069 SH DEFINED 1,3,4 44069
BJ SERVICES CO. COM 0554821028346 618488 SH DEFINED 1,3,4 618488
BJS WHOLESALE CLUB INC. COM 05548J10 2421 96714 SH DEFINED 1,3,4 96714
BP PLC COM 05562210 68 1270 SH DEFINED 1,3,4 1270
BNP PARIBAS - SPONSORED ADCOM 05565A20 374 12100 SH DEFINED 1,3,4 12100
BMC SOFTWARE, INC. COM 05592110 2563 138357 SH DEFINED 1,3,4 138357
BAKER HUGHES, INC. COM 05722410 9013 239359 SH DEFINED 1,3,4 239359
BALDOR ELECTRIC CO. COM 05774110 929 39733 SH DEFINED 1,3,4 39733
BALL CORP. COM 0584981021962 304859 SH DEFINED 1,3,4 304859
BALLY TOTAL FITNESS HOLDINCOM 05873K10 210 41114 SH DEFINED 1,3,4 41114
BANCO SANTANDER CEN COM 05964H10 232 22050 SH DEFINED 1,3,4 22050
BANCORPSOUTH, INC. COM 05969210 5624 249487 SH DEFINED 1,3,4 249487
BANCORP BANK/THE COM 05969F10 1074 60655 SH DEFINED 1,3,4 60655
BANDAG INC. COM 05981510 4680 105142 SH DEFINED 1,3,4 105142
BANK OF AMERICA CORP. COM 060505101617571911664.0SH DEFINED 1,3,4 1911664
CARDSYSTEMS SOLUTIONS, INCCOM 06249000 0 1000000 SH DEFINED 3,4 1000000
PALISADE SYSTEMS, INC. COM 06252000 0 100000 SH DEFINED 3,4 100000
BANK OF HAWAII CORP. COM 06254010 6619 146451 SH DEFINED 1,3,4 146451
BANK OF NEW YORK COM 0640571014251 483485 SH DEFINED 1,3,4 483485
BANK OF NOVA SCOTIA COM 06414910 196 7280 SH DEFINED 1,3,4 7280
BANK ONE CORP. COM 06423A1036422 714199 SH DEFINED 1,3,4 714199
BANKNORTH GROUP, INC. COM 06646R10 2046 63079 SH DEFINED 1,3,4 63079
BANKUNITED FINANCIAL CORP COM 06652B10 2894 112259 SH DEFINED 1,3,4 112259
BANTA CORP. COM 06682110 9162 206336 SH DEFINED 1,3,4 206336
BARD (C.R.), INC. COM 0673831018173 320760 SH DEFINED 1,3,4 320760
BARCLAYS PLC COM 06738E20 279 8037 SH DEFINED 1,3,4 8037
BARNES & NOBLE, INC. COM 0677741016967 499368 SH DEFINED 1,3,4 499368
BARNES GROUP, INC. COM 06780610 810 27881 SH DEFINED 1,3,4 27881
BARR PHARMACEUTICALS, INC.COM 06830610 2614 77551 SH DEFINED 1,3,4 77551
BASSETT FURNITURE INDS. COM 07020310 1969 90305 SH DEFINED 1,3,4 90305
BAUSCH & LOMB, INC. COM 0717071021122 324584 SH DEFINED 1,3,4 324584
BAXTER INTERNATIONAL, INC.COM 0718131013142 380991 SH DEFINED 1,3,4 380991
BEAR STEARNS CO. COM 07390210 5531 65563 SH DEFINED 1,3,4 65563
BECKMAN COULTER, INC. COM 0758111027851 456614 SH DEFINED 1,3,4 456614
BECTON, DICKINSON & CO. COM 0758871044316 855579 SH DEFINED 1,3,4 855579
BED BATH & BEYOND, INC. COM 0758961023522 611791 SH DEFINED 1,3,4 611791
BEL FUSE INC-CL B COM 07734730 572 13615 SH DEFINED 1,3,4 13615
BELDEN, INC. COM 07745910 664 31155 SH DEFINED 1,3,4 31155
BELL MICROPRODUCTS, INC. COM 07813710 263 32783 SH DEFINED 1,3,4 32783
BELLSOUTH CORP. COM 0798601043060 1642277 SH DEFINED 1,3,4 1642277
BELO CORP. CLASS A COM 0805551033822 1259507 SH DEFINED 1,3,4 1259507
BEMIS CO. COM 0814371014458 511869 SH DEFINED 1,3,4 511869
BENCHMARK ELECTRONICS, INCCOM 08160H1018628 640243 SH DEFINED 1,3,4 640243
BERKLEY (WR) CORP COM 0844231017121 398665 SH DEFINED 1,3,4 398665
BERKSHIRE HATHAWAY INC-CL COM 08467020 745 252 SH DEFINED 1,3,4 252
BEST BUY CO., INC. COM 0865161034686 683388 SH DEFINED 1,3,4 683388
BEVERLY ENTERPRISES COM 08785130 3099 360220 SH DEFINED 1,3,4 360220
BHP BILLITON LTD COM 08860610 183 10460 SH DEFINED 1,3,4 10460
BIG 5 SPORTING GOODS CORP COM 08915P10 2168 82861 SH DEFINED 1,3,4 82861
BIG LOTS, INC. COM 08930210 1031 71510 SH DEFINED 1,3,4 71510
BIOMET, INC. COM 0906131026659 599870 SH DEFINED 1,3,4 599870
BIOGEN IDEC INC COM 09062X1026175 413829 SH DEFINED 1,3,4 413829
BIOLASE TECHNOLOGY INC COM 09091110 394 29279 SH DEFINED 1,3,4 29279
BIOSITE, INC. COM 09094510 850 18897 SH DEFINED 1,3,4 18897
BIRMINGHAM SOUTHEAST, LLC COM 0912502# 0 227670 SH DEFINED 3,4 227670
BLACK & DECKER CORP. COM 09179710 4033 64896 SH DEFINED 1,3,4 64896
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BLOCK (H.& R.), INC. COM 09367110 5216 109487 SH DEFINED 1,3,4 109487
BLUEBERRY PATCH LTD., THE COM 09534510 0 440 SH DEFINED 3,4 440
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BOISE CASCADE CORP. COM 0973831018222 484227 SH DEFINED 1,3,4 484227
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BOWATER INC. COM 10218310 845 20360 SH DEFINED 1,3,4 20360
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BRIGGS & STRATTON CORP. COM 1090431027816 314842 SH DEFINED 1,3,4 314842
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THE BRINKS CO. COM 10969610 714 20779 SH DEFINED 1,3,4 20779
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CLECO CORP. COM 12561W10 1032 57381 SH DEFINED 1,3,4 57381
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CSX CORP. COM 12640810 4368 133257 SH DEFINED 1,3,4 133257
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DAIWA HOUSE INDUSTRY CO LTCOM 23406220 40 339 SH DEFINED 1,3,4 339
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ELECTRONIC ARTS, INC. COM 2855121019041 349138 SH DEFINED 1,3,4 349138
ELECTRONIC DATA SYSTEMS COCOM 28566110 5798 302762 SH DEFINED 1,3,4 302762
ELECTRONICS BOUTIQUE HLDGSCOM 28604510 2313 87744 SH DEFINED 1,3,4 87744
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EMERSON RADIO CORP. COM 29108712 0 47249 SH DEFINED 3,4 47249
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ENERGEN CORP. COM 29265N1024049 501214 SH DEFINED 1,3,4 501214
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ENERGY EAST CORP. COM 29266M10 2361 97304 SH DEFINED 1,3,4 97304
ENERGIZER HOLDINGS, INC. COM 29266R10 1348 30028 SH DEFINED 1,3,4 30028
ENERPLUS RESOURCES FUND COM 29274D60 1355 47600 SH DEFINED 1,3,4 47600
ENGELHARD CORP. COM 29284510 8622 267165 SH DEFINED 1,3,4 267165
ENGINEERED SUPPORT SYSTEMSCOM 2928661026119 446420 SH DEFINED 1,3,4 446420
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ENNIS BUSINESS FORMS COM 29338910 1534 78670 SH DEFINED 1,3,4 78670
ENTERCOM COMMUNICATIONS COCOM 29363910 704 18870 SH DEFINED 1,3,4 18870
ENTERGY CORP. COM 29364G1011870 212019 SH DEFINED 1,3,4 212019
ENTERTAINMENT PROPERTIES TCOM 29380T1016104 450665 SH DEFINED 1,3,4 450665
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EQUITY ONE INC COM 29475210 1044 57700 SH DEFINED 1,3,4 57700
EQUITY RESIDENTIAL COM 29476L10 6983 234816 SH DEFINED 1,3,4 234816
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ESSEX PROPERTY TRUST INC COM 29717810 7842 114700 SH DEFINED 2,3,4 114700
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EVERGREEN RES INC. COM 29990030 2103 52009 SH DEFINED 1,3,4 52009
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EXXON MOBIL CORP. COM 30231G10248405 5593665 SH DEFINED 1,3,4 5593665
FEI COMPANY COM 30241L10 958 40106 SH DEFINED 1,3,4 40106
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FMC CORP. COM 30249130 574 13313 SH DEFINED 1,3,4 13313
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FPL GROUP, INC. COM 30257110 7332 114717 SH DEFINED 1,3,4 114717
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FAIR ISAAC CORPORATION COM 30325010 860 25832 SH DEFINED 1,3,4 25832
FAIRCHILD SEMICON INTL CL-COM 3037261011155 681017 SH DEFINED 1,3,4 681017
FAMILY DOLLAR STORES COM 30700010 3238 106468 SH DEFINED 1,3,4 106468
FASTENAL CO. COM 31190010 9111 160263 SH DEFINED 1,3,4 160263
FEDDERS CORP. COM 31313550 159 36733 SH DEFINED 1,3,4 36733
FREDDIE MAC COM 3134003027136 428678 SH DEFINED 1,3,4 428678
FANNIE MAE COM 3135861056398 790410 SH DEFINED 1,3,4 790410
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FEDERAL REALTY INVESTMENT COM 31374720 2208 53114 SH DEFINED 2,3,4 53114
FEDERAL SIGNAL CORP. COM 31385510 329 17618 SH DEFINED 1,3,4 17618
FEDERATED DEPARTMENT STORECOM 31410H1024616 501310 SH DEFINED 1,3,4 501310
FEDERATED INVESTORS, INC. COM 3142111016708 550523 SH DEFINED 1,3,4 550523
FEDEX CORPORATION COM 31428X1016752 205082 SH DEFINED 1,3,4 205082
FERRO CORP. COM 31540510 2411 90322 SH DEFINED 1,3,4 90322
F5 NETWORKS INC. COM 31561610 1880 71010 SH DEFINED 1,3,4 71010
FIDELITY NATIONAL FINL, INCOM 3163261039264 1051472 SH DEFINED 1,3,4 1051472
FIFTH THIRD BANCORP COM 3167731018967 352712 SH DEFINED 1,3,4 352712
FILENET CORP. COM 31686910 1485 46990 SH DEFINED 1,3,4 46990
FINANCIAL FEDERAL CORP COM 31749210 732 20824 SH DEFINED 1,3,4 20824
FIRST AMERICAN CORPORATIONCOM 3185223012474 481950 SH DEFINED 1,3,4 481950
FIRST BANCORP/PUERTO RICO COM 3186721010295 252644 SH DEFINED 1,3,4 252644
FIRST DATA CORP. COM 3199631034295 770359 SH DEFINED 1,3,4 770359
FIRST HORIZON NATIONAL CORCOM 32051710 3550 78031 SH DEFINED 1,3,4 78031
FIRST HORIZON PHARMACEUTICCOM 32051K10 2811 148729 SH DEFINED 1,3,4 148729
FIRST MARBLEHEAD CORP./THECOM 32077110 2344 58222 SH DEFINED 1,3,4 58222
FIRST MIDWEST BANCORP, INCCOM 32086710 8258 234520 SH DEFINED 1,3,4 234520
FIRST HEALTH COM 3209601011167 715345 SH DEFINED 1,3,4 715345
GAIL INDIA LTD COM 3235520 1548 68806 SH DEFINED 1,3,4 68806
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FISERV, INC. COM 33773810 6650 170958 SH DEFINED 1,3,4 170958
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FIRSTMERIT CORP. COM 33791510 822 31052 SH DEFINED 1,3,4 31052
FLAGSTAR BANCORP INC. COM 33793010 4147 208599 SH DEFINED 1,3,4 208599
FIRSTENERGY CORP. COM 33793210 7662 204853 SH DEFINED 1,3,4 204853
FLEETWOOD ENTERPRISES, INCCOM 33909910 936 64193 SH DEFINED 1,3,4 64193
FLORIDA ROCK INDS COM 3411401022386 530765.5 SH DEFINED 1,3,4 530766
FLUOR CORP.(NEW) COM 34341210 2453 51538 SH DEFINED 1,3,4 51538
FLOWERS FOODS, INC. COM 34349810 1388 53171 SH DEFINED 1,3,4 53171
FLOWSERVE CORP. COM 34354P10 493 19863 SH DEFINED 1,3,4 19863
FLUSHING FINANCIAL CORP. COM 34387310 2915 165120.00SH DEFINED 1,3,4 165120
FOOT LOCKER INC COM 3448491022672 931500 SH DEFINED 1,3,4 931500
FORD MOTOR CO. COM 3453708634299 2191673.0SH DEFINED 1,3,4 2191673
FOREST CITY ENTERPRISES INCOM 34555010 5336 100679 SH DEFINED 1,3,4 100679
FOREST LABORATORIES -CI A COM 3458381030197 533298 SH DEFINED 1,3,4 533298
FOREST OIL CORP. COM 34609170 583 21360 SH DEFINED 1,3,4 21360
FORTUNE BRANDS, INC. COM 34963110 6855 90898 SH DEFINED 1,3,4 90898
FORWARD AIR CORPORATION COM 34985310 969 25958 SH DEFINED 1,3,4 25958
FOSSIL, INC. COM 34988210 2323 85118 SH DEFINED 1,3,4 85118
FOUNDRY NEWORKS INC. COM 35063R1010891 774013 SH DEFINED 1,3,4 774013
4KIDS ENTERTAINMENT, INC. COM 35086510 4428 185181 SH DEFINED 1,3,4 185181
FOX ENTERTAINMENT GRP, INCCOM 35138T10 3558 133252 SH DEFINED 1,3,4 133252
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FRED'S INC. COM 35610810 1044 47265 SH DEFINED 1,3,4 47265
FREEPORT MCMORAN, INC. COM 35671D8523257 701621 SH DEFINED 1,3,4 701621
FREMONT GENERAL CORP. COM 35728810 1641 93010 SH DEFINED 1,3,4 93010
FRIEDMAN BILLINGS RAMSEY-ACOM 3584341019147 967620 SH DEFINED 1,3,4 967620
FRONTIER AIRLINES, INC. COM 35906510 464 42871 SH DEFINED 1,3,4 42871
FRONTIER OIL CORP. COM 35914P10 679 32017 SH DEFINED 1,3,4 32017
FULLER (H.B.) CO. COM 35969410 977 34386 SH DEFINED 1,3,4 34386
FURNITURE BRANDS INTL, INCCOM 36092110 513 20527 SH DEFINED 1,3,4 20527
G & K SERVICES, INC. COM 36126810 1015 25181 SH DEFINED 1,3,4 25181
GATX CORP. COM 36144810 485 18044 SH DEFINED 1,3,4 18044
GEO GROUP INC/THE COM 36159R10 1102 54029 SH DEFINED 1,3,4 54029
GABLES RESIDENTIAL TRUST COM 36241810 1202 35306 SH DEFINED 1,3,4 35306
GALLAGHER (ARTHUR J.) & COCOM 3635761016326 536180 SH DEFINED 1,3,4 536180
GANDER MOUNTAIN CO COM 36471P10 1900 82872 SH DEFINED 1,3,4 82872
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GAP, INC., THE COM 3647601015278 629958 SH DEFINED 1,3,4 629958
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GATEWAY, INC. COM 36762610 1035 231163 SH DEFINED 1,3,4 231163
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GEN-PROBE INC. COM 36866T10 9396 198551 SH DEFINED 1,3,4 198551
GEMSTAR - TV GUIDE INTERNACOM 36866W10 7613 1586043 SH DEFINED 1,3,4 1586043
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GENENTECH, INC. COM 36871040 253 4500 SH DEFINED 1,3,4 4500
GENERAL COMMUNICATIONS COM 36938510 549 69186 SH DEFINED 1,3,4 69186
GENERAL DYNAMICS CORP. COM 3695501030824 310428 SH DEFINED 1,3,4 310428
GENERAL ELECTRIC CO. COM 36960410267167 8246153 SH DEFINED 1,3,4 8246153
GENERAL GROWTH PROPERTIES COM 3700211024279 820916 SH DEFINED 1,3,4 820916
GENERAL GROWTH PROPERTIES COM 3700211025478 861600 SH DEFINED 2,3,4 861600
GENERAL MILLS, INC. COM 3703341011177 235151 SH DEFINED 1,3,4 235151
GENERAL MOTORS CORP. COM 3704421017120 367440 SH DEFINED 1,3,4 367440
GENESCO INC. COM 37153210 6328 267773 SH DEFINED 1,3,4 267773
GENTEX CORP. COM 3719011023584 594402 SH DEFINED 1,3,4 594402
GENLYTE GROUP, INC. COM 37230210 4972 79078 SH DEFINED 1,3,4 79078
GENUINE PARTS CO. COM 37246010 4291 108277 SH DEFINED 1,3,4 108277
GENZYME CORP. COM 37291710 6695 141454 SH DEFINED 1,3,4 141454
GEORGIA GULF COM 37320020 1428 39825 SH DEFINED 1,3,4 39825
GEORGIA PACIFIC GROUP COM 37329810 5886 159191 SH DEFINED 1,3,4 159191
GERBER SCIENTIFIC, INC. COM 37373010 186 26804 SH DEFINED 1,3,4 26804
GEVITY HR INC COM 37439310 1692 64563 SH DEFINED 1,3,4 64563
GIBRALTAR STEEL CORP. COM 37476F10 4841 147544 SH DEFINED 1,3,4 147544
GILEAD SCIENCES, INC. COM 3755581023962 357659 SH DEFINED 1,3,4 357659
GILLETTE CO., THE COM 3757661030532 720150 SH DEFINED 1,3,4 720150
GLATFELTER COM 37731610 225 16047 SH DEFINED 1,3,4 16047
GLAXOSMITHKLINE PLC COM 37733W10 143 3474 SH DEFINED 1,3,4 3474
GLENBOROUGH REALTY TRUST ICOM 37803P10 707 38516 SH DEFINED 1,3,4 38516
GLOBAL IMAGING SYSTEMS, INCOM 37934A10 5889 160809 SH DEFINED 1,3,4 160809
GLOBAL PAYMENTS, INC. COM 37940X1020309 451024 SH DEFINED 1,3,4 451024
GOLD BANC CORPORATION, INCCOM 37990710 750 48355 SH DEFINED 1,3,4 48355
GOL LINHAS AEREAS INTELIGECOM 38045R10 255 15000 SH DEFINED 1,3,4 15000
GOLDEN WEST FINANCIAL CORPCOM 3813171010112 95102 SH DEFINED 1,3,4 95102
GOLDMAN SACHS GROUP INC. COM 38141G1048878 519106 SH DEFINED 1,3,4 519106
GOODRICH CORP. COM 38238810 2393 74001 SH DEFINED 1,3,4 74001
GOODYEAR TIRE & RUBBER CO.COM 38255010 979 108842 SH DEFINED 1,3,4 108842
GOODYS FAMILY CLOTHING, INCOM 38258810 411 39762 SH DEFINED 1,3,4 39762
GRACO, INC. COM 3841091026832 864196.00SH DEFINED 1,3,4 864196
GRAINGER (W.W.), INC. COM 38480210 3245 56404 SH DEFINED 1,3,4 56404
GRANITE CONSTRUCTION, INC.COM 38732810 275 15232 SH DEFINED 1,3,4 15232
GRANT PRIDECO, INC. COM 38821G10 827 44744 SH DEFINED 1,3,4 44744
GREAT ATLANTIC & PACIFIC TCOM 39006410 356 46483 SH DEFINED 1,3,4 46483
GREAT LAKES CHEMICAL COM 39056810 848 31499 SH DEFINED 1,3,4 31499
GREAT PLAINS ENERGY, INC. COM 39116410 4775 160655 SH DEFINED 1,3,4 160655
GREATER BAY BANCORP COM 3916481015087 522071 SH DEFINED 1,3,4 522071
GREEN MOUNTAIN POWER CORP.COM 39315410 164 6117 SH DEFINED 1,3,4 6117
GREENPOINT FINANCIAL COM 39538410 1919 48267 SH DEFINED 1,3,4 48267
GREIF INC COM 39762410 4789 113329 SH DEFINED 1,3,4 113329
GRIFFON CORP. COM 39843310 6104 273797 SH DEFINED 1,3,4 273797
GROUP 1 AUTOMOTIVE INC. COM 39890510 899 27127 SH DEFINED 1,3,4 27127
GTECH HOLDINGS CORP. COM 4005181026769 577976 SH DEFINED 1,3,4 577976
GUIDANT CORP. COM 4016981035590 636787 SH DEFINED 1,3,4 636787
GUITAR CENTER, INC. COM 40204010 7585 170538 SH DEFINED 1,3,4 170538
GYMBOREE CORP. COM 40377710 568 36896 SH DEFINED 1,3,4 36896
HCA, INC. COM 4041191012560 302039 SH DEFINED 1,3,4 302039
HCC INSURANCE HOLDINGS, INCOM 40413210 791 23618 SH DEFINED 1,3,4 23618
HNI CORP COM 4042511018018 425696 SH DEFINED 1,3,4 425696
HSBC HOLDINGS PLC COM 40428040 70 946 SH DEFINED 1,3,4 946
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HAGGAR CORP. COM 40517310 175 8630 SH DEFINED 1,3,4 8630
HAIN CELESTIAL GROUP, INC.COM 40521710 797 43971 SH DEFINED 1,3,4 43971
HALLIBURTON CO. COM 40621610 8312 274826 SH DEFINED 1,3,4 274826
HANARO TELECOM INC COM 40964920 31 13200 SH DEFINED 1,3,4 13200
HANCOCK FABRICS, INC. COM 40990010 288 22790 SH DEFINED 1,3,4 22790
HANCOCK HOLDING CO COM 41012010 2630 90400 SH DEFINED 1,3,4 90400
HANOVER COMPRESSOR CO. COM 41076810 331 28134 SH DEFINED 1,3,4 28134
HARLAND (JOHN H.) CO. COM 41269310 9040 308019 SH DEFINED 1,3,4 308019
HARLEY-DAVIDSON INC. COM 4128221039991 645753 SH DEFINED 1,3,4 645753
HARMAN INTERNATIONAL COM 41308610 2200 24181 SH DEFINED 1,3,4 24181
HARMONIC. INC. COM 41316010 742 86654 SH DEFINED 1,3,4 86654
HARRAH'S ENTERTAINMENT COM 4136191027221 503177 SH DEFINED 1,3,4 503177
HARRIS CORP. COM 41387510 1236 24366 SH DEFINED 1,3,4 24366
HARSCO CORP. COM 41586410 706 15045 SH DEFINED 1,3,4 15045
HARTE HANKS INC. COM 41619610 9342 382577 SH DEFINED 1,3,4 382577
HARTFORD FINANCIAL SVCS. GCOM 4165151046090 670457 SH DEFINED 1,3,4 670457
HASBRO, INC. COM 4180561010455 550389 SH DEFINED 1,3,4 550389
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HEALTHCARE REALTY TRUST, ICOM 42194610 3396 90674 SH DEFINED 1,3,4 90674
HBOS PLC COM 42205M10 67 1808 SH DEFINED 1,3,4 1808
HEADWATERS, INC. COM 42210P10 5689 219300 SH DEFINED 1,3,4 219300
HEALTH CARE REIT INC. COM 42217K10 6288 193316 SH DEFINED 1,3,4 193316
HEALTH CARE REIT INC. COM 42217K10 3579 110100 SH DEFINED 2,3,4 110100
HEALTH NET, INC COM 42222G10 1094 41306 SH DEFINED 1,3,4 41306
HEARST-ARGYLE TELEVISION ICOM 42231710 6398 248120 SH DEFINED 1,3,4 248120
HEARTLAND EXPRESS, INC. COM 4223471021565 788285 SH DEFINED 1,3,4 788285
HEIDRICK & STRUGGLES INTL.COM 42281910 5677 191387 SH DEFINED 1,3,4 191387
HEINZ (H.J.) CO. COM 42307410 9135 233106.5 SH DEFINED 1,3,4 233107
HELIX TECHNOLOGY CORP. COM 42331910 670 31510 SH DEFINED 1,3,4 31510
HELMERICH & PAYNE, INC. COM 42345210 483 18454 SH DEFINED 1,3,4 18454
HENRY (JACK) & ASSOCIATES COM 42628110 660 32882 SH DEFINED 1,3,4 32882
HERCULES, INC. COM 42705610 826 68251 SH DEFINED 1,3,4 68251
HERSHEY FOODS CORP. COM 42786610 7770 167950 SH DEFINED 1,3,4 167950
HEWLETT-PACKARD CO. COM 4282361042597 2018476 SH DEFINED 1,3,4 2018476
HI-TECH PHARMACAL CO. INC.COM 42840B10 2662 162848 SH DEFINED 1,3,4 162848
HIBBETT SPORTING GOODS INCCOM 42856510 774 28283 SH DEFINED 1,3,4 28283
HIBERNIA CORP. - CL A COM 4286561019555 804808 SH DEFINED 1,3,4 804808
HIGHLAND HOSPITALITY CORP COM 43014110 55 5474 SH DEFINED 1,3,4 5474
HIGHLAND HOSPITALITY CORP COM 43014110 2277 226571 SH DEFINED 2,3,4 226571
HIGHWOODS PROPERTIES, INC.COM 43128410 460 19637 SH DEFINED 1,3,4 19637
HILB ROGAL & HOBBS CO. COM 43129410 1550 43503 SH DEFINED 1,3,4 43503
HILLENBRAND INDUSTRIES COM 4315731023775 393446 SH DEFINED 1,3,4 393446
HILTON HOTELS CORP. COM 43284810 4444 237966 SH DEFINED 1,3,4 237966
HINDALCO INDUSTRIES LTD 14COM 43306410 832 37826 SH DEFINED 1,3,4 37826
HITACHI LTD COM 43357850 174 2489 SH DEFINED 1,3,4 2489
HOLOGIC INC. COM 43644010 573 24606 SH DEFINED 1,3,4 24606
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HOME PROPERTIES, INC. COM 43730610 2689 68963 SH DEFINED 2,3,4 68963
HONEYWELL INTERNATIONAL, ICOM 4385161019577 534312 SH DEFINED 1,3,4 534312
HOOPER HOLMES, INC. COM 43910410 454 78325 SH DEFINED 1,3,4 78325
HORACE MANN EDUCATORS COM 44032710 271 15644 SH DEFINED 1,3,4 15644
HORMEL FOODS CORP. COM 44045210 8234 264840 SH DEFINED 1,3,4 264840
HOSPIRA INC COM 44106010 2682 97184 SH DEFINED 1,3,4 97184
HOSPITALITY PROPERTIES TR COM 44106M10 2116 49900 SH DEFINED 1,3,4 49900
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HOUSTON EXPLORATION CO. COM 4421201011814 227917 SH DEFINED 1,3,4 227917
HOVNANIAN ENTERPRISES-A COM 44248720 9992 287914 SH DEFINED 1,3,4 287914
HUBBELL, INC. - CL B COM 44351020 9084 194474 SH DEFINED 1,3,4 194474
HUDSON RIVER BANCORP COM 44412810 1132 66235 SH DEFINED 1,3,4 66235
HUDSON UNITED BANCORP COM 4441651039954 1071758 SH DEFINED 1,3,4 1071758
HUGHES SUPPLY, INC. COM 4444821016911 286949 SH DEFINED 1,3,4 286949
HUMANA, INC. COM 44485910 1706 101033 SH DEFINED 1,3,4 101033
HUMAN GENOME SCIENCES INC COM 44490310 2700 231953 SH DEFINED 1,3,4 231953
HUNT (JB) TRANSPRT SVCS, ICOM 44565810 6143 159282 SH DEFINED 1,3,4 159282
HUNTINGTON BANCSHARES, INCCOM 44615010 3294 143802 SH DEFINED 1,3,4 143802
HUTCHINSON TECHNOLOGY, INCCOM 44840710 775 31462 SH DEFINED 1,3,4 31462
HYDRIL COM 44877410 870 27609 SH DEFINED 1,3,4 27609
IDT CORP COM 44894710 5777 320494 SH DEFINED 1,3,4 320494
IDT CORP. COM 44894730 8960 485765 SH DEFINED 1,3,4 485765
HYPERION SOLUTIONS CORP. COM 44914M1017469 399643 SH DEFINED 1,3,4 399643
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IMS HEALTH, INC. COM 4499341038741 1652969 SH DEFINED 1,3,4 1652969
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IDEX CORP. COM 45167R10 2075 60508 SH DEFINED 1,3,4 60508
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ILLINOIS TOOL WORKS, INC. COM 4523081034776 362704 SH DEFINED 1,3,4 362704
IMATION CORP. COM 45245A10 553 12982 SH DEFINED 1,3,4 12982
IMCLONE SYSTEMS INC COM 45245W10 1373 16000 SH DEFINED 1,3,4 16000
IMAGISTICS INTL INC COM 45247T10 7300 206306 SH DEFINED 1,3,4 206306
IMMUCOR, INC. COM 45252610 781 23973 SH DEFINED 1,3,4 23973
IMPAC MORTGAGE HOLDINGS, ICOM 45254P1018391 816688 SH DEFINED 1,3,4 816688
IMMUNICON CORP COM 45260A10 569 72300 SH DEFINED 1,3,4 72300
IMPERIAL TOBACCO GROUP- ADCOM 45314210 175 4007 SH DEFINED 1,3,4 4007
INAMED CORP COM 4532351011706 186277 SH DEFINED 1,3,4 186277
INCO, LTD. COM 45325840 2368 68489 SH DEFINED 1,3,4 68489
INDEPENDANCE COMMUNITY BANCOM 4534141028269 776622 SH DEFINED 1,3,4 776622
INDEPENDENT BANK CORP - MACOM 45383610 1164 40190 SH DEFINED 1,3,4 40190
INDYMAC BANCORP, INC. COM 45660710 5729 181274 SH DEFINED 1,3,4 181274
INFINITY PROPERTY & CASUALCOM 45665Q1016312 494228 SH DEFINED 1,3,4 494228
INFORMATICA CORP. COM 45666Q10 2333 306000 SH DEFINED 1,3,4 306000
INFORMATION HOLDINGS, INC.COM 45672710 695 25216 SH DEFINED 1,3,4 25216
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INPUT/OUTPUT, INC. COM 45765210 730 88242 SH DEFINED 1,3,4 88242
INSIGHT ENTERPRISES, INC. COM 45765U10 6189 348375 SH DEFINED 1,3,4 348375
INSITUFORM TECNOL, INC. - COM 45766710 527 32233 SH DEFINED 1,3,4 32233
INSURANCE AUTO AUCTIONS, ICOM 45787510 240 14009 SH DEFINED 1,3,4 14009
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INTEL CORP. COM 45814010158666 5748616 SH DEFINED 1,3,4 5748616
INTER-TEL, INC.- SER A COM 45837210 8781 351716 SH DEFINED 1,3,4 351716
INTERCONTINENTAL HOTELS GRCOM 45857310 120 11100 SH DEFINED 1,3,4 11100
INTERFACE, INC.- CI A COM 45866510 549 62461 SH DEFINED 1,3,4 62461
INTERMAGNETICS GENERAL CORCOM 45877110 689 20307 SH DEFINED 1,3,4 20307
INTERMET CORP. COM 45881K10 129 30892 SH DEFINED 1,3,4 30892
INTERNATIONAL BANCSHARES CCOM 45904410 385 9482.7299SH DEFINED 1,3,4 9483
INTERNATIONAL BUSINESS MACCOM 4592001097962 1111361 SH DEFINED 1,3,4 1111361
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INTL GAME TECHNOLOGY COM 4599021036430 943768 SH DEFINED 1,3,4 943768
INTERNATIONAL PAPER CO. COM 4601461013487 301748.00SH DEFINED 1,3,4 301748
INTL RECTIFIER CORP. COM 4602541020206 487954 SH DEFINED 1,3,4 487954
INT'L SPEEDWAY CORP. COM 46033520 946 19485 SH DEFINED 1,3,4 19485
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INTERPUBLIC GROUP OF COS.,COM 4606901022686 1652523 SH DEFINED 1,3,4 1652523
INTERSIL CORP. COM 46069S10 1111 51319 SH DEFINED 1,3,4 51319
INTERSTATE BAKERIES CP. COM 46072H10 181 16617 SH DEFINED 1,3,4 16617
INTERSECTIONS INC COM 46098130 990 41248 SH DEFINED 1,3,4 41248
INTRADO INC. COM 46117A10 335 20841 SH DEFINED 1,3,4 20841
INTUIT INC. COM 4612021020071 520157 SH DEFINED 1,3,4 520157
INVACARE CORP. COM 46120310 1685 37727 SH DEFINED 1,3,4 37727
INVERESK RESEARCH GROUP INCOM 46123810 2638 85540 SH DEFINED 1,3,4 85540
INVESTMENT TECHNOLOGY GP, COM 46145F10 676 52895 SH DEFINED 1,3,4 52895
INVISION TECHNOLOGIES, INCCOM 46185110 1056 21153 SH DEFINED 1,3,4 21153
INVITROGEN CORP. COM 46185R10 8515 118290 SH DEFINED 1,3,4 118290
INVESTORS FINANCIAL SCVS CCOM 46191510 1056 24207 SH DEFINED 1,3,4 24207
IONICS, INC. COM 46221810 772 27254 SH DEFINED 1,3,4 27254
BANK OF IRELAND COM 46267Q10 148 2750 SH DEFINED 1,3,4 2750
IRWN FINANCIAL CORP. COM 46411910 898 34111 SH DEFINED 1,3,4 34111
ISHARES MSCI JAPAN INDEX FCOM 46428684 501 47182 SH DEFINED 1,3,4 47182
ISHARES MSCI HONG KONG INDCOM 46428687 2533 250000 SH DEFINED 1,3,4 250000
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ISHARES TRUST S&P SMCAP GRCOM 46428788 3345 34280 SH DEFINED 1,3,4 34280
ITO-YOKADO CO LTD COM 46571440 103 2404 SH DEFINED 1,3,4 2404
ITRON, INC. COM 46574110 578 25157 SH DEFINED 1,3,4 25157
IVAX CORP. COM 46582310 4818 200868 SH DEFINED 1,3,4 200868
J & J SNACK FOODS CORP. COM 46603210 439 10753 SH DEFINED 1,3,4 10753
JDS UNIPHASE CORP. COM 46612J10 3388 893938 SH DEFINED 1,3,4 893938
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JILL GROUP, INC. COM 46618910 569 24127 SH DEFINED 1,3,4 24127
JLG INDUSTRIES INC. COM 46621010 733 52694 SH DEFINED 1,3,4 52694
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JSC MMC NORILSK NICKEL COM 46626D10 2029 36585 SH DEFINED 1,3,4 36585
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JABIL CIRCUIT INC. COM 46631310 3155 125230 SH DEFINED 1,3,4 125230
JACK IN THE BOX, INC. COM 46636710 1305 44034 SH DEFINED 1,3,4 44034
JACOBS ENGINEERING GROUP COM 46981410 809 20604 SH DEFINED 1,3,4 20604
JAKKS PACIFIC INC. COM 47012E10 636 30563 SH DEFINED 1,3,4 30563
JANUS CAPITAL GROUP, INC. COM 47102X10 2450 148580 SH DEFINED 1,3,4 148580
JEFFERIES GROUP, INC. COM 47231910 9502 307274 SH DEFINED 1,3,4 307274
JEFFERSON-PILOT CORP. COM 47507010 4409 86794 SH DEFINED 1,3,4 86794
JETBLUE AIRWAYS CORP. COM 47714310 1104 37532 SH DEFINED 1,3,4 37532
JO-ANN STORES INC. COM 47758P30 786 26805 SH DEFINED 1,3,4 26805
JOHNSON & JOHNSON COM 47816010153967 2764257 SH DEFINED 1,3,4 2764257
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JONES APPAREL GROUP INC COM 48007410 3092 78288 SH DEFINED 1,3,4 78288
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JOURNAL COMMUNICATIONS, INCOM 48113010 5141 272985 SH DEFINED 1,3,4 272985
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K2, INC. COM 48273210 2941 187194 SH DEFINED 1,3,4 187194
KAMAN CORP. CLASS A COM 48354810 382 27371 SH DEFINED 1,3,4 27371
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KEANE, INC. COM 48666510 317 23224 SH DEFINED 1,3,4 23224
KB HOME COM 48666K1016744 243987 SH DEFINED 1,3,4 243987
KEITHLEY INSTURMENTS, INC.COM 48758410 431 19406 SH DEFINED 1,3,4 19406
KELLOGG CO. COM 4878361010768 257289 SH DEFINED 1,3,4 257289
KELLWOOD CO. COM 4880441012029 276286 SH DEFINED 1,3,4 276286
KELLY SERVICES, INC. -CI ACOM 48815220 383 12829 SH DEFINED 1,3,4 12829
KEMET CORP. COM 48836010 383 31671 SH DEFINED 1,3,4 31671
KENNAMETAL, INC. COM 48917010 612 13352 SH DEFINED 1,3,4 13352
KERR-MCGEE CORP. COM 49238610 5789 107652 SH DEFINED 1,3,4 107652
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KEYSPAN CORP. COM 49337W10 3653 99414 SH DEFINED 1,3,4 99414
KEYSTONE PROPERTY TRUST COM 49359610 1086 45200 SH DEFINED 1,3,4 45200
KILROY REALTY CORP. COM 49427F10 1167 34260 SH DEFINED 1,3,4 34260
SAMSUNG ELECTRONICS-Reg S COM 4942818 762 3709 SH DEFINED 1,3,4 3709
KIMBERLY-CLARK CORP. COM 4943681023225 352515 SH DEFINED 1,3,4 352515
KIMCO REALTY CORP. COM 49446R1046028 1011594 SH DEFINED 1,3,4 1011594
KIMCO REALTY CORP. COM 49446R1018058 396900 SH DEFINED 2,3,4 396900
KINDER MORGAN, INC. COM 49455P10 4588 77416 SH DEFINED 1,3,4 77416
KING PHARMACEUTICALS, INC.COM 49558210 1724 150895 SH DEFINED 1,3,4 150895
KIRBY CORP. COM 49726610 1148 29594 SH DEFINED 1,3,4 29594
KNIGHT-RIDDER, INC. COM 4990401015170 210561 SH DEFINED 1,3,4 210561
KNIGHT TRANSPORTATION, INCCOM 49906410 1302 45319 SH DEFINED 1,3,4 45319
KOHLS CORP. COM 50025510 8946 211663 SH DEFINED 1,3,4 211663
KONINKLIJKE PHILIPS ELEC. COM 50047230 142 5227 SH DEFINED 1,3,4 5227
KOOKMIN BANK COM 50049M10 60 1888 SH DEFINED 1,3,4 1888
KOPIN CORP COM 50060010 431 84544 SH DEFINED 1,3,4 84544
KORN/FERRY INTERNATIONAL COM 50064320 6507 336249 SH DEFINED 1,3,4 336249
KRISPY KREME DOUGHNUTS, INCOM 50101410 427 22451 SH DEFINED 1,3,4 22451
KROGER CO., THE COM 50104410 8388 461135 SH DEFINED 1,3,4 461135
KROLL, INC. COM 50104910 1785 48332 SH DEFINED 1,3,4 48332
KRONOS INC. COM 50105210 1543 37469 SH DEFINED 1,3,4 37469
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LSI LOGIC CORP. COM 50216110 1809 237372 SH DEFINED 1,3,4 237372
LTX CORP. COM 50239210 240 22336 SH DEFINED 1,3,4 22336
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LABORATORY CORP OF AMERICACOM 50540R40 8671 218426 SH DEFINED 1,3,4 218426
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LANCE, INC. COM 51460610 553 35582 SH DEFINED 1,3,4 35582
LANDAMERICA FINANCIAL GROUCOM 51493610 889 22839 SH DEFINED 1,3,4 22839
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LANDSTAR SYSTEM, INC. COM 51509810 1900 35963 SH DEFINED 1,3,4 35963
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LASALLE HOTEL PROPERTIES COM 51794210 7460 305800 SH DEFINED 2,3,4 305800
LATTICE SEMICONDUCTOR CORPCOM 51841510 291 41421 SH DEFINED 1,3,4 41421
LAUREATE EDUCATION INC COM 51861310 636 16530 SH DEFINED 1,3,4 16530
LAWSON PRODUCTS COM 52077610 437 11408 SH DEFINED 1,3,4 11408
LEAR CORP. COM 5218651017052 288986 SH DEFINED 1,3,4 288986
LECG CORP COM 52323410 2365 136610 SH DEFINED 1,3,4 136610
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LENNAR CORP. COM 52605710 3774 84440 SH DEFINED 1,3,4 84440
LENNOX INTERNATIONAL, INC.COM 52610710 1285 70980 SH DEFINED 1,3,4 70980
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LIBERTY MEDIA GROUP COM 5307181027144 3019673 SH DEFINED 1,3,4 3019673
LIBERTY MEDIA INTERNATIONACOM 53071910 5595 150983.3 SH DEFINED 1,3,4 150983
LIBERTY PROPERTY TRUST COM 53117210 1249 31007 SH DEFINED 1,3,4 31007
LIFE TIME FITNESS INC COM 53217R20 1839 87500 SH DEFINED 1,3,4 87500
LIFEPOINT HOSPITALS, INC. COM 53219L10 2899 77883 SH DEFINED 1,3,4 77883
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LIMITED BRANDS, INC. COM 53271610 5504 294321 SH DEFINED 1,3,4 294321
LIN TV CORP. COM 53277410 1338 63060 SH DEFINED 1,3,4 63060
LINCARE HOLDINGS, INC. COM 5327911018090 550537 SH DEFINED 1,3,4 550537
LINCOLN NATIONAL CORP. COM 5341871035738 756329 SH DEFINED 1,3,4 756329
LINDSAY MANUFACTURING CO. COM 53555510 339 14188 SH DEFINED 1,3,4 14188
LINEAR TECHNOLOGIES CORP. COM 5356781025530 646976 SH DEFINED 1,3,4 646976
LINENS N THINGS, INC. COM 53567910 3836 131046 SH DEFINED 1,3,4 131046
LION BIOSCIENCE COM 53619110 115 59192 SH DEFINED 3,4 59192
LITTELFUSE, INC. COM 53700810 8901 209912 SH DEFINED 1,3,4 209912
LIZ CLAIBORNE, INC. COM 53932010 2482 68862 SH DEFINED 1,3,4 68862
LOCKHEED MARTIN CORP. COM 5398301014530 279029 SH DEFINED 1,3,4 279029
LOEWS CORP. COM 5404241025627 427437 SH DEFINED 1,3,4 427437
LONE STAR STEAKHOUSE SALOOCOM 54230710 696 25685 SH DEFINED 1,3,4 25685
LONE STAR TECHNOLOGIES, INCOM 54231210 951 34708 SH DEFINED 1,3,4 34708
LONGS DRUG STORES CORP. COM 54316210 1074 45022 SH DEFINED 1,3,4 45022
LONGVIEW FIBRE CO. COM 54321310 274 18702 SH DEFINED 1,3,4 18702
LOUISIANA PACIFIC CORP. COM 54634710 2272 96173 SH DEFINED 1,3,4 96173
LOWE'S COMPANIES, INC. COM 5486611026925 512333 SH DEFINED 1,3,4 512333
LUBRIZOL CORP. COM 54927110 692 18901 SH DEFINED 1,3,4 18901
LUCENT TECHNOLOGIES, INC. COM 5494631010095 2669550 SH DEFINED 1,3,4 2669550
LYDALL, INC. COM 55081910 189 19599 SH DEFINED 1,3,4 19599
LYONDELL CHEMICAL CO. COM 55207810 1133 65134 SH DEFINED 1,3,4 65134
M & T BANK CORPORATION COM 55261F1033181 380116 SH DEFINED 1,3,4 380116
MAF BANCORP INC. COM 55261R10 1686 39441 SH DEFINED 1,3,4 39441
MBIA, INC. COM 55262C10 5152 90268 SH DEFINED 1,3,4 90268
MBNA CORP. COM 55262L1045476 1763399 SH DEFINED 1,3,4 1763399
MB FINANCIAL, INC. COM 55264U10 5298 143892 SH DEFINED 1,3,4 143892
MDC HOLDINGS, INC. COM 55267610 3362 53106 SH DEFINED 1,3,4 53106
MDU RESOURCES GROUP, INC. COM 5526901024430 1016664 SH DEFINED 1,3,4 1016664
MGIC INVESTMENT CORP. (WISCOM 55284810 4664 61440 SH DEFINED 1,3,4 61440
MGI PHARMA, INC. COM 55288010 3911 144830 SH DEFINED 1,3,4 144830
M/I HOMES, INC. COM 55305B10 7385 181904 SH DEFINED 1,3,4 181904
MKS INSTRUMENTS, INC. COM 55306N10 7154 313493 SH DEFINED 1,3,4 313493
mm02 PLC COM 55309W10 141 8367 SH DEFINED 1,3,4 8367
MPS GROUP, INC. COM 55340910 467 38481 SH DEFINED 1,3,4 38481
MRO SOFTWARE, INC. COM 55347W10 406 30018 SH DEFINED 1,3,4 30018
MSC.SOFTWARE CORPORATION COM 55353110 1687 188530 SH DEFINED 1,3,4 188530
MACDERMID, INC. COM 5542731010699 316054 SH DEFINED 1,3,4 316054
MACERICH CO. COM 5543821013142 274580 SH DEFINED 1,3,4 274580
MACERICH CO. COM 55438210 9640 201300 SH DEFINED 2,3,4 201300
MACK-CALI REALTY CORP. COM 55448910 1249 30175 SH DEFINED 1,3,4 30175
MACROVISION CORP COM 55590410 2750 110010 SH DEFINED 1,3,4 110010
MACROMEDIA, INC. COM 55610010 2409 98161 SH DEFINED 1,3,4 98161
MAGELLAN HEALTH SERVICES ICOM 5590792011988 358363 SH DEFINED 1,3,4 358363
MAGNA INTERNATIONAL-CL A COM 5592224015806 185585 SH DEFINED 1,3,4 185585
MAGNETEK, INC. COM 55942410 285 34380 SH DEFINED 1,3,4 34380
MAGNUM HUNTER RESOURCES INCOM 55972F20 4128 397870 SH DEFINED 1,3,4 397870
MAGUIRE PROPERTIES INC. COM 55977510 674 27200 SH DEFINED 1,3,4 27200
MAHANAGAR TELEPHONE NIGAM COM 55977840 694 95600 SH DEFINED 1,3,4 95600
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 56256710 1691 24702 SH DEFINED 1,3,4 24702
MANHATTAN ASSOCIATES, INC.COM 56275010 1122 36415 SH DEFINED 1,3,4 36415
MANITOBA TELECOM SERVICES COM 56348630 0 1.15 SH DEFINED 1,3,4 1
MANITOWOC CO. COM 56357110 1089 32239 SH DEFINED 1,3,4 32239
MANOR CARE, INC. COM 56405510 1801 55176 SH DEFINED 1,3,4 55176
MANPOWER, INC. WI COM 56418H10 1671 32908 SH DEFINED 1,3,4 32908
MANTECH INTERNATIONAL CORPCOM 56456310 729 38831 SH DEFINED 1,3,4 38831
MANULIFE FIANACIAL CORP COM 56501R10 14 343 SH DEFINED 1,3,4 343
MAPINFO CORP COM 56510510 258 24375 SH DEFINED 1,3,4 24375
MARATHON OIL CORP. COM 5658491064021 1691709 SH DEFINED 1,3,4 1691709
MARCUS CORP. COM 56633010 620 35959 SH DEFINED 1,3,4 35959
MARSH & MCLENNAN COS., INCCOM 5717481014779 325665 SH DEFINED 1,3,4 325665
MARSHALL & IISLEY CORP. COM 5718341043612 1115544 SH DEFINED 1,3,4 1115544
MARRIOTT INTERNATIONAL, INCOM 57190320 7001 140448 SH DEFINED 1,3,4 140448
MARTIN MARIETTA MATERIALS COM 57328410 7011 158174 SH DEFINED 1,3,4 158174
MASCO CORP. COM 5745991021320 683821 SH DEFINED 1,3,4 683821
HON HAI PRECISION-Reg S COM 5758218 276 36824 SH DEFINED 1,3,4 36824
MASSEY ENERGY CO, COM 57620610 4613 163594 SH DEFINED 1,3,4 163594
MASTEC, INC. COM 57632310 5616 1034163 SH DEFINED 1,3,4 1034163
MATERIAL SCIENCES CORP COM 57667410 179 17211 SH DEFINED 1,3,4 17211
MATRIX SERVICE CO COM 57685310 1139 124220 SH DEFINED 1,3,4 124220
MATSUSHITA ELEC IND COM 57687920 149 10350 SH DEFINED 1,3,4 10350
MATTEL, INC. COM 5770811020703 1134352 SH DEFINED 1,3,4 1134352
MAXIM INTEGRATED PRODUCTS COM 57772K1025466 485691 SH DEFINED 1,3,4 485691
MAY DEPARTMENT STORES CO. COM 57777810 6196 225548 SH DEFINED 1,3,4 225548
MAVERICK TUBE CORP COM 57791410 9334 355606 SH DEFINED 1,3,4 355606
MAXIMUS, INC. COM 57793310 927 26179 SH DEFINED 1,3,4 26179
MAYTAG CORP. COM 57859210 1202 48991 SH DEFINED 1,3,4 48991
MCCORMICK & CO. COM 5797802027194 799771 SH DEFINED 1,3,4 799771
MCDATA CORPORATION-A COM 58003120 231 43010 SH DEFINED 1,3,4 43010
MCDATA CORP. COM 58003120 0 44 SH DEFINED 3,4 44
MCDONALDS CORP. COM 5801351038694 1487984 SH DEFINED 1,3,4 1487984
MCG CAPITAL CORP. COM 58047P10 512 33300 SH DEFINED 1,3,4 33300
MCGRAW-HILL, INC. COM 58064510 9101 118798 SH DEFINED 1,3,4 118798
MCKESSON CORP. COM 58155Q10 6237 181752 SH DEFINED 1,3,4 181752
MCLEOD USA, INC. - ESCROW COM 58226699 0 5131325 SH DEFINED 1,3,4 5131325
MEADE INSTRUMENTS CORP. COM 58306210 72 24121 SH DEFINED 1,3,4 24121
MEADWESTVACO CORP. COM 58333410 3675 125098 SH DEFINED 1,3,4 125098
MEDCO HEALTH SOLUTIONS, INCOM 58405U10 6310 168257.99SH DEFINED 1,3,4 168258
MEDIA GENERAL - CLASS A COM 5844041016367 254832 SH DEFINED 1,3,4 254832
MEDICIS PHARMACEUTICAL-CL COM 58469030 2736 68476 SH DEFINED 1,3,4 68476
MEDIMMUNE, INC. COM 5846991019685 841267 SH DEFINED 1,3,4 841267
MEDTRONIC, INC. COM 5850551064628 1326428 SH DEFINED 1,3,4 1326428
MELLON FINANCIAL CORP. COM 58551A10 7740 263854 SH DEFINED 1,3,4 263854
MEMBERWORKS, INC. COM 58600210 376 12705 SH DEFINED 1,3,4 12705
MENS WEARHOUSE, INC., (THECOM 58711810 3138 118940 SH DEFINED 1,3,4 118940
MENTOR CORP. COM 58718810 1745 50932 SH DEFINED 1,3,4 50932
MENTOR GRAPHICS CORP. COM 58720010 397 25646 SH DEFINED 1,3,4 25646
MERCANTILE BANKSHARES CORPCOM 58740510 1351 28923 SH DEFINED 1,3,4 28923
MERCK & CO., INC. COM 5893311067626 1423596 SH DEFINED 1,3,4 1423596
MERCURY COMPUTER SYSTEMS, COM 58937810 634 25601 SH DEFINED 1,3,4 25601
MERCURY GENERAL CORP COM 5894001016681 335999 SH DEFINED 1,3,4 335999
MERCURY INTERACTIVE CORP. COM 58940510 2850 57228 SH DEFINED 1,3,4 57228
MEREDITH CORP. COM 58943310 1763 32155 SH DEFINED 1,3,4 32155
MERIDIAN BROTHERS INC. COM 58958410 1301 117340 SH DEFINED 1,3,4 117340
MERIDIAN RESOURCE CORP COM 58977Q1010604 1528080 SH DEFINED 1,3,4 1528080
MERIT MEDICAL SYSTEMS INC COM 58988910 5688 356945.32SH DEFINED 1,3,4 356945
MERITAGE CORP COM COM 59001A10 1093 15883 SH DEFINED 1,3,4 15883
MERRILL LYNCH & CO., INC. COM 5901881067899 1258020 SH DEFINED 1,3,4 1258020
MESA AIR GROUP, INC. COM 59047910 2465 304686 SH DEFINED 1,3,4 304686
METAL MANAGEMENT INC COM 59109720 4448 224580 SH DEFINED 1,3,4 224580
METHODE ELECTRONICS COM 59152020 5263 405980 SH DEFINED 1,3,4 405980
METLIFE, INC. COM 59156R1018373 512552 SH DEFINED 1,3,4 512552
MICHAELS STORES, INC. COM 5940871024575 446810 SH DEFINED 1,3,4 446810
MICREL, INC. COM 59479310 8409 692508 SH DEFINED 1,3,4 692508
MICROS SYSTEMS, INC. COM 59490110 7094 147949 SH DEFINED 1,3,4 147949
MICROSOFT CORP. COM 59491810264137 9248242 SH DEFINED 1,3,4 9248242
MICROSTRATEGY, INC. COM 59497240 8967 210000 SH DEFINED 1,3,4 210000
MICROCHIP TECHNOLOGY, INC.COM 59501710 5026 159515 SH DEFINED 1,3,4 159515
MICROMUSE INC. COM 59509410 2220 331802 SH DEFINED 1,3,4 331802
MICRON TECHNOLOGY COM 59511210 5803 378973 SH DEFINED 1,3,4 378973
MICROSEMI CORP COM 5951371017664 1242877 SH DEFINED 1,3,4 1242877
MID-AMERICA APT CMNTYS INCCOM 59522J10 1577 41600 SH DEFINED 1,3,4 41600
MID-AMERICA APT CMNTYS INCCOM 59522J10 4835 127600 SH DEFINED 2,3,4 127600
MIDAS, INC. COM 59562610 321 18635 SH DEFINED 1,3,4 18635
MIDWAY GAMES, INC. COM 59814810 953 82319 SH DEFINED 1,3,4 82319
MILACRON, INC. COM 59870910 239 60132 SH DEFINED 1,3,4 60132
MILLENNIUM PHARMACTCLS, INCOM 59990210 1541 111583 SH DEFINED 1,3,4 111583
MILLER (HERMAN), INC. COM 60054410 762 26360 SH DEFINED 1,3,4 26360
MILLIPORE CORP. COM 60107310 1726 30622 SH DEFINED 1,3,4 30622
MILLS CORP. COM 60114810 8292 177576 SH DEFINED 1,3,4 177576
MILLS CORP. COM 60114810 8523 182484 SH DEFINED 2,3,4 182484
MINERALS TECHNOLOGIES, INCCOM 60315810 433 7520 SH DEFINED 1,3,4 7520
ZHEJIANG SOUTHEAST ELECTRICOM 6045641 136 199996 SH DEFINED 1,3,4 199996
MISSION WEST PROPERTIES COM 60520310 883 72942 SH DEFINED 1,3,4 72942
LIGHTHOUSE COMMUNICATIONS,COM 606600$$ 0 150000 SH DEFINED 3,4 150000
MITSUBISHI CORP. COM 60676930 266 13710 SH DEFINED 1,3,4 13710
MITSUBISHI TOKYO FINL GROUCOM 60681610 160 17000 SH DEFINED 1,3,4 17000
MOBIUS MANAGEMENT SYSTEMS COM 60692510 704 114726 SH DEFINED 1,3,4 114726
MOBILE MINI INC COM 60740F10 495 17320 SH DEFINED 1,3,4 17320
MODINE MANUFACTURING CO. COM 60782810 401 12593 SH DEFINED 1,3,4 12593
MOHAWK INDUSTRIES, INC. COM 6081901023680 322933 SH DEFINED 1,3,4 322933
MOLEX, INC. COM 60855410 3775 117710 SH DEFINED 1,3,4 117710
MONACO COACH CORP. COM 60886R10 996 35393.5 SH DEFINED 1,3,4 35394
MONSANTO COM 61166W1023316 605645 SH DEFINED 1,3,4 605645
MONSTER WORLDWIDE, INC. COM 61174210 1863 72747 SH DEFINED 1,3,4 72747
MONY GROUP INC. COM 61533710 575 18355 SH DEFINED 1,3,4 18355
MOODY'S CORP. COM 6153691019322 298826 SH DEFINED 1,3,4 298826
MOOG INC COM 61539420 6824 183847 SH DEFINED 1,3,4 183847
MORGAN STANLEY COM 6174464448751 923875 SH DEFINED 1,3,4 923875
DAIRY FARM INTL. COM 6180274 2798 1190930 SH DEFINED 1,3,4 1190930
MOTIVE INC COM 61980V10 2551 247208 SH DEFINED 1,3,4 247208
MOTOROLA, INC. COM 6200761040691 2229554 SH DEFINED 1,3,4 2229554
MOVIE GALLERY, INC. COM 62458110 8860 453061 SH DEFINED 1,3,4 453061
INTERWAVE COMMUNICATION COM 6246HMS0 3 500.2 SH DEFINED 3,4 500
MUELLER INDUSTRIES COM 62475610 1511 42207 SH DEFINED 1,3,4 42207
MULTIMEDIA GAMES, INC. COM 62545310 2943 109745 SH DEFINED 1,3,4 109745
MURPHY OIL CORP. COM 62671710 2482 33677 SH DEFINED 1,3,4 33677
MYERS INDUSTRIES, INC. COM 62846410 512 36462 SH DEFINED 1,3,4 36462
MYKROLIS CORPORATION COM 62852P10 8936 512788 SH DEFINED 1,3,4 512788
MYLAN LABORATORIES, INC. COM 62853010 3375 166699 SH DEFINED 1,3,4 166699
NBTY, INC. COM 62878210 2368 80528 SH DEFINED 1,3,4 80528
NCO GROUP INC. COM 62885810 4343 162815 SH DEFINED 1,3,4 162815
NCR CORP. COM 62886E1022548 454693 SH DEFINED 1,3,4 454693
NII HOLDINGS INC COM 62913F2015937 473070 SH DEFINED 1,3,4 473070
NTL INC. COM 62940M10 1056 18330 SH DEFINED 1,3,4 18330
NUI CORP. COM 62943110 281 19268 SH DEFINED 1,3,4 19268
NVR, INC. COM 62944T10 3781 7814 SH DEFINED 1,3,4 7814
NASH FINCH CO. COM 63115810 1880 75277 SH DEFINED 1,3,4 75277
AG WASTE RECOVERY SYSTEMS COM 63150000 11 56819 SH DEFINED 3,4 56819
NATIONAL BANK OF GREECE SACOM 63364340 70 15483 SH DEFINED 1,3,4 15483
NATIONAL CITY CORP. COM 6354051016605 474497 SH DEFINED 1,3,4 474497
NATIONAL COMMERCE FINANCIACOM 63545P10 2425 74708 SH DEFINED 1,3,4 74708
NATIONAL FUEL GAS CO. COM 63618010 750 30055 SH DEFINED 1,3,4 30055
NATIONAL GRID TRANSCO PLC COM 63627410 227 5800 SH DEFINED 1,3,4 5800
NATIONAL INSTRUMENTS CORP.COM 63651810 886 28868 SH DEFINED 1,3,4 28868
NATIONAL-OILWELL, INC. COM 63707110 988 31415 SH DEFINED 1,3,4 31415
NATIONAL PRESTO INDS., INCCOM 63721510 339 8232 SH DEFINED 1,3,4 8232
NATIONAL SEMICONDUCTOR CORCOM 63764010 4893 222692 SH DEFINED 1,3,4 222692
NAVIGATORS GROUP, INC. COM 63890410 6483 224450 SH DEFINED 1,3,4 224450
NATURES SUNSHINE PRODS, INCOM 63902710 256 17988 SH DEFINED 1,3,4 17988
NAUTILUS GROUP, INC. COM 63910B10 771 39379 SH DEFINED 1,3,4 39379
NAVISTAR INTERNATIONAL CORCOM 63934E10 1676 43335 SH DEFINED 1,3,4 43335
NDCHEALTH CORP. COM 63948010 1010 43456 SH DEFINED 1,3,4 43456
NEIMAN MARCUS GROUP, INC.-COM 6402042042528 764186 SH DEFINED 1,3,4 764186
NELSON (THOMAS), INC. COM 64037610 391 17374 SH DEFINED 1,3,4 17374
NETWORK ASSOCIATES INC. COM 64093810 1098 60535 SH DEFINED 1,3,4 60535
NESTLE SA COM 64106940 306 4573 SH DEFINED 1,3,4 4573
NETEGRITY, INC. COM 64110P10 382 45692 SH DEFINED 1,3,4 45692
NETWORK EQUIPMENT TECH, INCOM 64120810 239 29289 SH DEFINED 1,3,4 29289
NETWORK APPLIANCE, INC. COM 64120L10 5856 272263 SH DEFINED 1,3,4 272263
NEW CENTURY FINANCIAL CORPCOM 64352D1013845 295658 SH DEFINED 1,3,4 295658
NEW JERSEY RESOURCES COM 64602510 7973 191599 SH DEFINED 1,3,4 191599
NEW PLAN EXCEL REALTY TRUSCOM 64805310 1766 75570 SH DEFINED 1,3,4 75570
NEW YORK COMMUNITY BANCORPCOM 64944510 1901 96798 SH DEFINED 1,3,4 96798
NEW YORK TIMES CO. COM 65011110 4164 93100 SH DEFINED 1,3,4 93100
NEWCASTLE INVESTMENT CORP.COM 65105M1017189 574017 SH DEFINED 1,3,4 574017
NEWELL RUBBERMAID, INC. COM 65122910 4005 170576 SH DEFINED 1,3,4 170576
NEWFIELD EXPLORATION CO. COM 6512901013763 246884 SH DEFINED 1,3,4 246884
NEWMONT MINING CORP. (HOLDCOM 6516391024424 630056 SH DEFINED 1,3,4 630056
NEWPORT CORP. COM 65182410 231 14408 SH DEFINED 1,3,4 14408
NEWS CORP LTD. COM 65248770 402 11339 SH DEFINED 1,3,4 11339
NEWTEK CAPITAL, INC. COM 65252610 562 149909 SH DEFINED 3,4 149909
NEXTEL COMMS COM 65332V1049013 1838563 SH DEFINED 1,3,4 1838563
NICOR, INC. COM 65408610 928 27349 SH DEFINED 1,3,4 27349
NIKE, INC. COM 6541061013029 172031 SH DEFINED 1,3,4 172031
99 CENTS ONLY STORES COM 65440K10 406 26443 SH DEFINED 1,3,4 26443
NIPPON TELEGRAPH &TELE COM 65462410 97 3600 SH DEFINED 1,3,4 3600
NISOURCE, INC. COM 65473P10 3369 163502 SH DEFINED 1,3,4 163502
NISSAN MOTOR CO LTD COM 65474440 257 11471 SH DEFINED 1,3,4 11471
NOBLE ENERGY, INC. COM 6550441015154 297054 SH DEFINED 1,3,4 297054
NOMURA HOLDINGS, INC. COM 65535H20 170 11430 SH DEFINED 1,3,4 11430
NORDSON CORP. COM 65566310 4061 93566 SH DEFINED 1,3,4 93566
NORDSTROM, INC. COM 6556641018155 426002 SH DEFINED 1,3,4 426002
NORFOLK SOUTHERN CORP. COM 6558441012111 456476 SH DEFINED 1,3,4 456476
NORTH FORK BANCORPORATION,COM 6594241048388 1271796 SH DEFINED 1,3,4 1271796
NORTHEAST UTILITIES COM 66439710 913 46860 SH DEFINED 1,3,4 46860
NORTHERN TRUST CORP. COM 66585910 5792 136970 SH DEFINED 1,3,4 136970
NORTHROP GRUMMAN CORP. COM 6668071011994 223400 SH DEFINED 1,3,4 223400
NORTHWEST AIRLINES CORP. COM 66728010 2772 249250 SH DEFINED 1,3,4 249250
NORTHWEST NATURAL GAS CO. COM 66765510 1002 32940 SH DEFINED 1,3,4 32940
NOVARTIS AG COM 66987V10 215 4820 SH DEFINED 1,3,4 4820
NOVELL, INC. COM 67000610 3039 361624 SH DEFINED 1,3,4 361624
NOVELLUS SYSTEMS INC. COM 67000810 2913 92579 SH DEFINED 1,3,4 92579
NOVEN PHARMACEUTICALS, INCCOM 67000910 625 28217 SH DEFINED 1,3,4 28217
NVO-NORDISK A/S COM 67010020 83 1600 SH DEFINED 1,3,4 1600
NSTAR COM 67019E10 928 19417 SH DEFINED 1,3,4 19417
NUCOR CORP. COM 67034610 3763 48995 SH DEFINED 1,3,4 48995
NVIDIA CORP. COM 67066G10 2111 102992 SH DEFINED 1,3,4 102992
NYFIX, INC. COM 67071210 191 38934 SH DEFINED 1,3,4 38934
O CAHRLEYS, INC. COM 67082310 441 25598 SH DEFINED 1,3,4 25598
OGE ENERGY, CORP. COM 6708371014948 586873 SH DEFINED 1,3,4 586873
OM GROUP, INC. COM 67087210 9535 288907 SH DEFINED 1,3,4 288907
NUVEEN INVESTMENTS, INC. COM 67090F1011665 435347 SH DEFINED 1,3,4 435347
OCCIDENTAL PETROLEUM CORP.COM 6745991026808 553784 SH DEFINED 1,3,4 553784
OCEANEERING INTERNATIONAL COM 67523210 2799 81673 SH DEFINED 1,3,4 81673
OCTEL CORP. COM. COM 67572710 1765 67070 SH DEFINED 1,3,4 67070
ODYSSEY HEALTHCARE INC. COM 67611V10 830 44168 SH DEFINED 1,3,4 44168
OFFICE DEPOT, INC. COM 67622010 3480 194203 SH DEFINED 1,3,4 194203
OFFSHORE LOGISTICS COM 67625510 5592 198895 SH DEFINED 1,3,4 198895
OHIO CASUALTY CORP. COM 67724010 449 22458 SH DEFINED 1,3,4 22458
LUKOIL HOLDING COM 67786210 9580 91767 SH DEFINED 1,3,4 91767
OLD DOMINION FREIGHT LINE COM 67958010 2791 94730 SH DEFINED 1,3,4 94730
OLD REPUBLIC INTL, CORP. COM 68022310 1579 66628 SH DEFINED 1,3,4 66628
OLIN, CORP. COM 68066520 446 25439 SH DEFINED 1,3,4 25439
OMNICARE, INC. COM 68190410 1627 38022 SH DEFINED 1,3,4 38022
OMNICOM COM 68191910 8953 118001 SH DEFINED 1,3,4 118001
OMNIVISION TECHNOLOGIES, ICOM 68212810 1486 93190 SH DEFINED 1,3,4 93190
OMNOVA SOLUTIONS, INC. COM 68212910 294 48489 SH DEFINED 1,3,4 48489
OMRON CORP COM 68215130 80 3400 SH DEFINED 1,3,4 3400
ON ASSIGNMENT INC. COM 68215910 176 30449 SH DEFINED 1,3,4 30449
ONEOK, INC. COM 68268010 8318 378376 SH DEFINED 1,3,4 378376
ONYX PHARMACEUTICALS INC. COM 68339910 1609 37970 SH DEFINED 1,3,4 37970
ORACLE CORP. COM 68389X1038992 3268226 SH DEFINED 1,3,4 3268226
ORBITAL SCIENCES CORP. COM 6855641010491 759822 SH DEFINED 1,3,4 759822
O REILLY AUTOMOTIVE, INC. COM 68609110 909 20059 SH DEFINED 1,3,4 20059
ORIENTAL FINANCIAL GROUP COM 68618W10 2196 81060 SH DEFINED 1,3,4 81060
ORTHODONTIC CENTERS OF AMECOM 68750P10 500 60453 SH DEFINED 1,3,4 60453
OSHKOSH B'GOSH, INC.-CL A COM 68822220 357 14174 SH DEFINED 1,3,4 14174
OSHKOSH TRUCK CORP. COM 6882392010591 184766 SH DEFINED 1,3,4 184766
OSTEOTECH, INC. COM 68858210 134 20690 SH DEFINED 1,3,4 20690
OUTBACK STEAKHOUSE INC. COM 68989910 1128 27217 SH DEFINED 1,3,4 27217
TOTAL ACCESS COMMUNICATIONCOM 6899310 446 172400 SH DEFINED 1,3,4 172400
OVERNITE CORP. COM 69032210 1975 67180 SH DEFINED 1,3,4 67180
OVERSEAS SHIPHOLDING GROUPCOM 69036810 637 14402 SH DEFINED 1,3,4 14402
OWENS & MINOR, INC. COM 6907321011546 445840 SH DEFINED 1,3,4 445840
OXFORD HEALTH PLANS, INC. COM 6914711017903 325234 SH DEFINED 1,3,4 325234
OXFORD INDUSTRIES, INC. COM 69149730 852 19564 SH DEFINED 1,3,4 19564
PC-TEL, INC. COM 69325Q10 296 25265 SH DEFINED 1,3,4 25265
P G & E CORP. COM 69331C1018700 669330 SH DEFINED 1,3,4 669330
PFF BANCORP INC. COM 69331W10 5272 141545 SH DEFINED 1,3,4 141545
P.F. CHANGS CHINA BISTRO ICOM 69333Y10 1270 30867 SH DEFINED 1,3,4 30867
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PNC BANK CORP. COM 6934751011599 218446 SH DEFINED 1,3,4 218446
POSCO COM 69348310 7430 221606 SH DEFINED 1,3,4 221606
PNM RESOURCES INC. COM 69349H10 2135 102827 SH DEFINED 1,3,4 102827
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PPL CORP., INC. COM 69351T10 5113 111251 SH DEFINED 1,3,4 111251
PRG-SCHULTZ INTERNATIONAL COM 69357C10 406 74529 SH DEFINED 1,3,4 74529
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PACCAR, INC. COM 6937181036131 623161 SH DEFINED 1,3,4 623161
PACER INTERNATIONAL INC COM 69373H10 3208 173369 SH DEFINED 1,3,4 173369
PACIFIC CAPITAL BANCORP COM 69404P1012021 427284.99SH DEFINED 1,3,4 427285
PACIFIC SUNWEAR OF CALIFORCOM 69487310 7884 402919 SH DEFINED 1,3,4 402919
PACIFICARE HEALTH SYSTEMS,COM 6951121021318 551401 SH DEFINED 1,3,4 551401
PACKAGING CORP OF AMERICA COM 69515610 931 38887 SH DEFINED 1,3,4 38887
PACTIV CORP. COM 69525710 2374 95084 SH DEFINED 1,3,4 95084
PALL CORP. COM 69642930 2036 77655 SH DEFINED 1,3,4 77655
PALOMAR MEDICAL TECNOLOGIECOM 69752930 29 1750 SH DEFINED 1,3,4 1750
PAN PACIFIC RETAIL PPTYS ICOM 69806L10 1226 24300 SH DEFINED 1,3,4 24300
PAN PACIFIC RETAIL PPTYS ICOM 69806L1014473 286400 SH DEFINED 2,3,4 286400
PANERA BREAD, CO. COM 69840W10 1309 36393 SH DEFINED 1,3,4 36393
PAPA JOHNS INTERNATIONAL, COM 69881310 629 21285 SH DEFINED 1,3,4 21285
PAR PHARMACEUTICAL COS INCCOM 69888P10 2138 60697 SH DEFINED 1,3,4 60697
PARAMETRIC TECH COM 69917310 828 166399 SH DEFINED 1,3,4 166399
PAREXEL INTERNATIONAL, CORCOM 69946210 624 31502 SH DEFINED 1,3,4 31502
PARK ELECTROCHEMICAL CORP.COM 70041620 607 23950 SH DEFINED 1,3,4 23950
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PATINA OIL & GAS CORP. COM 70322410 4242 141952 SH DEFINED 1,3,4 141952
PATHMARK STORES INC COM 70322A10 1172 153840 SH DEFINED 1,3,4 153840
PATTERSON DENTAL CO. COM 70341210 1915 25041 SH DEFINED 1,3,4 25041
PATTERSON-UTI ENERGY, INC.COM 70348110 1019 30452 SH DEFINED 1,3,4 30452
PAXAR CORP. COM 70422710 938 47840 SH DEFINED 1,3,4 47840
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PEABODY ENERGY CORP COM 70454910 1313 23415 SH DEFINED 1,3,4 23415
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PENFORD CORP. COM 70705110 184 10576 SH DEFINED 1,3,4 10576
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PENN NATIONAL GAMING COM 7075691012237 368608 SH DEFINED 1,3,4 368608
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PERFORMANCE FOOD GROUP CO.COM 71375510 1478 55932 SH DEFINED 1,3,4 55932
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PETRO-CANADA COM 71644E10 57 1320 SH DEFINED 1,3,4 1320
PETROCHINA CO. LTD. - ADR COM 71646E10 1075 23203 SH DEFINED 1,3,4 23203
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PHELPS DODGE CORP. COM 7172651017020 219551 SH DEFINED 1,3,4 219551
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PHILLIPS-VAN HEUSEN COM 71859210 714 37121 SH DEFINED 1,3,4 37121
PHOENIX TECHNOLOGIES LTD COM 71915310 209 29487 SH DEFINED 1,3,4 29487
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PINNACLE AIRLINES CORPORATCOM 72344310 1875 165920 SH DEFINED 1,3,4 165920
PINNACLE ENTERTAINMENT, INCOM 72345610 539 42870 SH DEFINED 1,3,4 42870
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PREPAID LEGAL SERVICES, INCOM 74006510 6743 282894 SH DEFINED 1,3,4 282894
PRECISION CASTPARTS CORP. COM 74018910 1291 23659 SH DEFINED 1,3,4 23659
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PRIME HOSPITALITY CORP. COM 74191710 574 54268 SH DEFINED 1,3,4 54268
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PROASSURANCE CORP. COM 74267C10 2156 63197 SH DEFINED 1,3,4 63197
PROCTER & GAMBLE CO. COM 74271810147421 2707823 SH DEFINED 1,3,4 2707823
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PROGRESSIVE CORP. COM 7433151011537 135253 SH DEFINED 1,3,4 135253
PROLOGIS COM 7434101017315 526033 SH DEFINED 1,3,4 526033
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PROVIDENT BANKSHARES CORP COM 74385910 5709 198015 SH DEFINED 1,3,4 198015
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PROVINCE HEALTHCARE CO. COM 74397710 4060 236964 SH DEFINED 1,3,4 236964
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PRUDENTIAL FINANCIAL, INC.COM 7443201015702 338013 SH DEFINED 1,3,4 338013
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R&G FINANCIAL CORP. CL B COM 7491361014171 428627 SH DEFINED 1,3,4 428627
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RADIOSHACK CORP COM 75043810 2885 100591 SH DEFINED 1,3,4 100591
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RALCORP HOLDINGS, INC. COM 75102810 1247 35269 SH DEFINED 1,3,4 35269
RAMCO-GERSHENSON PROPERTIECOM 75145220 2000 82580 SH DEFINED 1,3,4 82580
RARE HOSPITALITY INTL., INCOM 75382010 1021 41007 SH DEFINED 1,3,4 41007
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RAYOVAC CORP. COM 75508110 4467 159021 SH DEFINED 1,3,4 159021
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REDWOOD TRUST, INC. COM 75807540 1985 35694 SH DEFINED 1,3,4 35694
REEBOK INTERNATL., LTD. COM 7581101010679 296682 SH DEFINED 1,3,4 296682
REGAL BELOIT COM 75875010 655 29503 SH DEFINED 1,3,4 29503
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REGIS CORP. MN COM 7589321017346 389030 SH DEFINED 1,3,4 389030
REGIONS FINANCIAL CORP. COM 75894010 6317 172758 SH DEFINED 1,3,4 172758
REHABCARE GROUP INC. COM 75914810 522 19554 SH DEFINED 1,3,4 19554
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REMINGTON OIL & GAS CORP. COM 75959430 771 32607 SH DEFINED 1,3,4 32607
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REPSOL YPF SA COM 76026T20 256 11730 SH DEFINED 1,3,4 11730
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RJ REYNOLDS TOBACCO HOLDINCOM 76182K10 3583 53022 SH DEFINED 1,3,4 53022
RIGGS NATL CORP. WASH DC COM 76657010 741 34937 SH DEFINED 1,3,4 34937
RITE AID CORP. COM 7677541022586 4327021 SH DEFINED 1,3,4 4327021
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ROCHE HOLDINGS LTD-SPONS ACOM 77119510 97 990 SH DEFINED 1,3,4 990
ROCK-TENN CO. COM 77273920 3414 201658 SH DEFINED 1,3,4 201658
ROCKWELL AUTOMATION, INC. COM 77390310 4332 115576 SH DEFINED 1,3,4 115576
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RUDDICK CORP. COM 78125810 381 17058 SH DEFINED 1,3,4 17058
RUDOLPH TECHNOLOGIES INC COM 78127010 362 20167 SH DEFINED 1,3,4 20167
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RYLAND GROUP, INC. COM 78376410 1376 17591 SH DEFINED 1,3,4 17591
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SCP POOL CORP. COM 78402810 1931 42897 SH DEFINED 1,3,4 42897
SCPIE HOLDINGS INC. COM 78402P10 110 11912 SH DEFINED 1,3,4 11912
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SWS GROUP INC. COM 78503N10 315 20698 SH DEFINED 1,3,4 20698
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SABRE HOLDINGS CORP. COM 78590510 2386 86314 SH DEFINED 1,3,4 86314
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SANOFI-SYNTHELABO SA COM 80105N10 96 3000 SH DEFINED 1,3,4 3000
SAP AG COM 80305420 108 2600 SH DEFINED 1,3,4 2600
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SCIENTIFIC GAMES CORP. COM 80874P10 9838 513911 SH DEFINED 1,3,4 513911
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SCOTTS CO. COM 81018610 9706 151956 SH DEFINED 1,3,4 151956
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SEACOAST FINL SERVICES CORCOM 81170Q10 1261 36459 SH DEFINED 1,3,4 36459
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SEQUA CORP. - CI A COM 81732010 222 3786 SH DEFINED 1,3,4 3786
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SHARP CORP COM 81988220 145 9105 SH DEFINED 1,3,4 9105
SHARPER IMAGE CORP COM 82001310 3121 99430 SH DEFINED 1,3,4 99430
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SIERRA HEALTH SERVICES, INCOM 8263221024203 541444 SH DEFINED 1,3,4 541444
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SIGMA-ALDRICH CORP. COM 8265521013926 233666 SH DEFINED 1,3,4 233666
SIGNET GROUP PLC COM 82668L87 89 1372 SH DEFINED 1,3,4 1372
SIGNATURE BANK COM 82669G10 523 21976 SH DEFINED 1,3,4 21976
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SIMON PROPERTY GROUP, INC.COM 8288061024998 486100 SH DEFINED 2,3,4 486100
SIMPSON MANUFACTURING INC COM 82907310 5076 90431 SH DEFINED 1,3,4 90431
SINCLAIR BROADCAST GROUP -COM 82922610 1900 184980 SH DEFINED 1,3,4 184980
SIRF TECHNOLOGY HOLDINGS ICOM 82967H10 324 24761 SH DEFINED 1,3,4 24761
SIX FLAGS INC,. COM 83001P10 248 34068 SH DEFINED 1,3,4 34068
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SOTHEBY'S HOLDING CIA COM 83589810 364 22998 SH DEFINED 1,3,4 22998
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SOUTH FINANCIAL GROUP, INCCOM 8378411019505 688139 SH DEFINED 1,3,4 688139
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SOUTHERN CO. COM 8425871013382 459135 SH DEFINED 1,3,4 459135
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STATOIL ASA COM 85771P10 174 13700 SH DEFINED 1,3,4 13700
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VARIAN SEMICONDUCTOR EQUIPCOM 9222071017089 443181 SH DEFINED 1,3,4 443181
VARIAN MEDICAL SYSTEMS, INCOM 92220P1017757 223791 SH DEFINED 1,3,4 223791
VECTREN CORPORATION COM 92240G10 690 27779 SH DEFINED 1,3,4 27779
VEECO INSTRUMENTS, INC. COM 92241710 921 35754 SH DEFINED 1,3,4 35754
VENTAS, INC. COM 92276F10 7995 342317 SH DEFINED 1,3,4 342317
VENTAS, INC. COM 92276F1016511 707082 SH DEFINED 2,3,4 707082
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VERITY INC. COM 92343C10 602 44453 SH DEFINED 1,3,4 44453
VERITAS DGC INC. COM 92343P10 2980 128759 SH DEFINED 1,3,4 128759
VERIZON COMMUNICATIONS. COM 92343V1083261 2300577 SH DEFINED 1,3,4 2300577
VERTEX PHARMACEUTICALS, INCOM 92532F10 313 28847 SH DEFINED 1,3,4 28847
VIACOM, INC. COM 9255243039172 1096649 SH DEFINED 1,3,4 1096649
VIAD CORP. COM 92552R1015668 579860 SH DEFINED 1,3,4 579860
VIASAT, INC. COM 92552V10 793 31809 SH DEFINED 1,3,4 31809
VIASYS HEALTHCARE, INC. COM 92553Q20 773 37144 SH DEFINED 1,3,4 37144
VICOR CORP. COM 92581510 927 50592 SH DEFINED 1,3,4 50592
VINEYARD NATIONAL BANCORP COM 92742PIP 812 20000 SH DEFINED 1,3,4 20000
VINTAGE PETROLEUM, INC. COM 92746010 7985 470753 SH DEFINED 1,3,4 470753
VIRGINIA COMMERCE BANCORP COM 92778Q10 1211 41000 SH DEFINED 1,3,4 41000
VISHAY INTRTECHNOLOGY COM 92829810 1090 58793 SH DEFINED 1,3,4 58793
VISTEON CORP. COM 92839U10 932 80433.997SH DEFINED 1,3,4 80434
VISX INC/DE COM 92844S10 477 17836 SH DEFINED 1,3,4 17836
VITAL SIGNS, INC. COM 92846910 447 15461 SH DEFINED 1,3,4 15461
VITESSE SEMICONDUCTOR CORPCOM 92849710 5971 1223752 SH DEFINED 1,3,4 1223752
VIVENDI UNIVERSAL COM 92851S20 170 6110 SH DEFINED 1,3,4 6110
VODAFONE GROUP PLC COM 92857W10 1051 47549 SH DEFINED 1,3,4 47549
VOLT INFO SCIENCES, INC. COM 92870310 577 18369 SH DEFINED 1,3,4 18369
VOLVO COM 92885640 162 4650 SH DEFINED 1,3,4 4650
VORNADO REALTY COM 92904210 1386 24250 SH DEFINED 1,3,4 24250
VORNADO REALTY COM 9290421015785 276400 SH DEFINED 2,3,4 276400
VULCAN MATERIALS CO. COM 9291601026771 563056 SH DEFINED 1,3,4 563056
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WATSON PHARMACEUTICALS COM 94268310 3439 127850 SH DEFINED 1,3,4 127850
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WATTS WATER TECHNOLOGIES, COM 94274910 1047 38931 SH DEFINED 1,3,4 38931
WAUSAU-MOSINEE PAPER CORP.COM 94331510 1078 62331 SH DEFINED 1,3,4 62331
WAYPOINT FINANCIAL CORP. COM 94675610 1108 40254 SH DEFINED 1,3,4 40254
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WENDY'S INTERNATIONAL COM 9505901020875 599260 SH DEFINED 1,3,4 599260
WERNER ENTERPRISES COM 95075510 2783 131945 SH DEFINED 1,3,4 131945
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WESTELL TECHNOLOGIES INC COM 95754110 3127 613318 SH DEFINED 1,3,4 613318
WESTERN GAS RESOURCES INC.COM 95825910 870 26964 SH DEFINED 1,3,4 26964
WESTERN WIRELESS CORP-CL ACOM 95988E20 9640 333501 SH DEFINED 1,3,4 333501
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WILLIAMS CO. INC., THE COM 96945710 3857 324167 SH DEFINED 1,3,4 324167
WILLIAMS-SONOMA, INC. COM 96990410 1400 42565 SH DEFINED 1,3,4 42565
WILMINGTON TRUST CO. COM 97180710 905 24314 SH DEFINED 1,3,4 24314
WILSON GREATBATCH TECH., ICOM 97223210 722 25785 SH DEFINED 1,3,4 25785
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WINN-DIXIE STORES, INC. COM 97428010 629 88242 SH DEFINED 1,3,4 88242
WINNEBAGO INDUSTRIES COM 97463710 1528 41052 SH DEFINED 1,3,4 41052
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WIRELESS FACILITIES, INC. COM 97653A10 1391 141420 SH DEFINED 1,3,4 141420
WISCONSIN ENERGY CORP. COM 97665710 1413 43292 SH DEFINED 1,3,4 43292
WOLVERINE TUBE, INC. COM 97809310 164 14860 SH DEFINED 1,3,4 14860
WOLVERINE WORLD WIDE COM 97809710 9816 373700 SH DEFINED 1,3,4 373700
WOODWARD COVENER CO. COM 98074510 986 13635 SH DEFINED 1,3,4 13635
WORLD ACCEPTANCE CORP COM 98141910 5111 278818 SH DEFINED 1,3,4 278818
WORLD FUEL SERVICES CORP COM 98147510 2159 47880 SH DEFINED 1,3,4 47880
WORTHINGTON INDUSTRIES, INCOM 98181110 1099 53823 SH DEFINED 1,3,4 53823
WRIGHT MEDICAL GROUP, INC.COM 98235T10 3976 111762 SH DEFINED 1,3,4 111762
WRIGLEY (WM) JR. CO. COM 98252610 9007 142821 SH DEFINED 1,3,4 142821
WYETH COM 9830241033507 926652 SH DEFINED 1,3,4 926652
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YELLOW ROADWAY CORP. COM 98557710 8571 215077 SH DEFINED 1,3,4 215077
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ZALE CORP. COM 98885810 5530 202979 SH DEFINED 1,3,4 202979
ZEBRA TECHNOLOGIES CP -CL COM 9892071017099 196594 SH DEFINED 1,3,4 196594
ZENITH NATIONAL INSURANCE COM 98939010 1123 23100 SH DEFINED 1,3,4 23100
ZIMMER HOLDINGS, INC. COM 98956P1016807 190563 SH DEFINED 1,3,4 190563
ZIONS BANCORPORATION COM 9897011031722 516184 SH DEFINED 1,3,4 516184
ZIX CORP. COM 98974P10 304 38285 SH DEFINED 1,3,4 38285
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ACE LTD COM G0070K10 7479 176905 SH DEFINED 1,3,4 176905
AMDOCS LTD. COM G0260210 475 20290 SH DEFINED 1,3,4 20290
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ACCENTURE LTD. COM G1150G11 720 26230 SH DEFINED 1,3,4 26230
BUNGE LIMITED COM G1696210 2248 57709 SH DEFINED 1,3,4 57709
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CREDICORP, LTD. COM G2519Y10 2319 178486 SH DEFINED 1,3,4 178486
EVEREST RE GROUP LTD. COM G3223R1045711 568885 SH DEFINED 1,3,4 568885
INGERSOLL-RAND CO. COM G4776G10 9024 132172 SH DEFINED 1,3,4 132172
MAX RE CAPITAL LTD COM G6052F10 3370 173065 SH DEFINED 1,3,4 173065
NABORS INDUSTRIES, LTD. COM G6359F10 4167 92214 SH DEFINED 1,3,4 92214
NOBLE CORP. COM G6542210 3166 83694 SH DEFINED 1,3,4 83694
PLATINUM UNDERWRITERS HOLDCOM G7127P10 1903 62585 SH DEFINED 1,3,4 62585
SCOTTISH RE GROUP LTD COM G7885T10 3603 154944 SH DEFINED 1,3,4 154944
SHIP FINANCE INTERNATIONALCOM G8107510 382 25542.5 SH DEFINED 1,3,4 25543
TRANSOCEAN, INC. COM G9007810 5767 199130 SH DEFINED 1,3,4 199130
WEATHERFORD INTL LTD. COM G950891013179 293117 SH DEFINED 1,3,4 293117
XL CAPITAL LTD. COM G9825510 6469 85736 SH DEFINED 1,3,4 85736
UBS AG - REG COM H8920M85 258 3640 SH DEFINED 1,3,4 3640
LEADING EDGE MEASUREMENT SCOM LEMS1234 0 250000 SH DEFINED 3,4 250000
LIGHTHOUSE COMMUNICATIONS,COM LIGHT633 1332 1331490.4SH DEFINED 3,4 1331490
SHELL SHOCKED SOUND, INC. COM SHELL123 469 187500 SH DEFINED 3,4 187500
OMI CORP-NEW COM Y6476W10 1923 161620 SH DEFINED 1,3,4 161620
TEEKAY SHIPPING CORP COM Y8564W10 957 25600 SH DEFINED 1,3,4 25600
TATA ENGINEERING & LOCOMOTCOM Y8574012 1330 161217 SH DEFINED 1,3,4 161217