UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Principal Financial Group, Inc.
Address: 711 High Street
Des Moines, IA 50392
13F File Number: 28-10106
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Michael Roughton
Title: Vice-President
Phone: 515-248-3842
Signature, Place, and Date of Signing:
Michael Roughton Des Moines, Iowa November 14, 2003
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: 1979
Form 13F Information Table Value Total: $14581271 (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
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHOR
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR CORP. COM 000361105 227 28602 SH DEFINED 1,3,4 28602
ADC COMMUNICATIONS, INC. COM 000886101 6277 2698008 SH DEFINED 1,3,4 2698008
ABN-AMRO HOLDINGS COM 000937102 202 11003 SH DEFINED 1,3,4 11003
ABM INDUSTRIES, INC. COM 000957100 624 44200 SH DEFINED 1,3,4 44200
AFLAC, INC. COM 001055102 22376 692809 SH DEFINED 1,3,4 692809
AGCO CORP. COM 001084102 382 22210 SH DEFINED 1,3,4 22210
AGL RESOURCES IN COM 001204106 5395 191646 SH DEFINED 1,3,4 191646
AES CORP. COM 00130H105 3229 435959 SH DEFINED 1,3,4 435959
AMB PROPERTY CORP. COM 00163T109 14472 469795 SH DEFINED 1,3,4 469795
AMB PROPERTY CORP. COM 00163T109 2394 77700 SH DEFINED 2,3,4 77700
AOL TIME WARNER COM 00184A105 52527 3477124 SH DEFINED 1,3,4 3477124
ATI TECHNOLOGIES, INC. COM 001941103 178 12000 SH DEFINED 1,3,4 12000
AT&T CORP. COM 001957505 20718 961441 SH DEFINED 1,3,4 961441
ATMI, INC. COM 00207R101 703 27737 SH DEFINED 1,3,4 27737
AT&T WIRELESS GROUP COM 00209A106 34193 4181254 SH DEFINED 1,3,4 4181254
AAIPHARMA, INC. COM 00252W104 6206 362653 SH DEFINED 1,3,4 362653
AARON RENTS INC. COM 002535201 616 29378 SH DEFINED 1,3,4 29378
ABBOTT LABORATORIES COM 002824100 39318 924075 SH DEFINED 1,3,4 924075
ABERCROMBIE & FITCH CO. COM 002896207 3521 126987 SH DEFINED 1,3,4 126987
ACADIA REALTY TRUST COM 004239109 18 1700 SH DEFINED 1,3,4 1700
ACADIA REALTY TRUST COM 004239109 479 43600 SH DEFINED 2,3,4 43600
ACCREDO HEALTH, INC. COM 00437V104 5673 202518 SH DEFINED 1,3,4 202518
ACTIVISION, INC. COM 004930202 301 25138 SH DEFINED 1,3,4 25138
ACTION PERFORMANCE COS INC COM 004933107 394 16062 SH DEFINED 1,3,4 16062
ACTEL CORP. COM 004934105 539 22386 SH DEFINED 1,3,4 22386
ACUITY BRANDS INC. COM 00508Y102 674 37307 SH DEFINED 1,3,4 37307
ACXIOM CORP. COM 005125109 418 26485 SH DEFINED 1,3,4 26485
CARDSYSTEMS SOLUTIONS, INC. COM 006247$$T 334 667000 SH DEFINED 3,4 667000
ADAPTEC, INC. COM 00651F108 733 97127 SH DEFINED 1,3,4 97127
ADECCO COM 006754105 139 11191 SH DEFINED 1,3,4 11191
ADMINISTAFF, INC. COM 007094105 1343 151137 SH DEFINED 1,3,4 151137
ADOBE SYSTEMS, INC. COM 00724F101 6840 174180 SH DEFINED 1,3,4 174180
ADOLOR CORP. COM 00724X102 4731 257614 SH DEFINED 1,3,4 257614
ADTRAN INC. COM 00738A106 8115 132679 SH DEFINED 1,3,4 132679
ADVANCE AUTO PARTS COM 00751Y106 3820 53858 SH DEFINED 1,3,4 53858
ADVANCED DIGITAL INFO CORP COM 007525108 8654 617165 SH DEFINED 1,3,4 617165
ADVANCED MARKETING SERVICES COM 00753T105 174 17110 SH DEFINED 1,3,4 17110
ADVANCED FIBRE COMMUNICATION COM 00754A105 8932 426356 SH DEFINED 1,3,4 426356
ADVANCED NEUROMODULATION SYS I COM 00757T101 838 21000 SH DEFINED 1,3,4 21000
ADVO, INC. COM 007585102 4517 108481 SH DEFINED 1,3,4 108481
ADVISORY BOARD CO. COM 00762W107 5706 125526 SH DEFINED 1,3,4 125526
ADVANCED MEDICAL OPTICS COM 00763M108 7339 408637 SH DEFINED 1,3,4 408637
AEROFLEX INC. COM 007768104 521 59211 SH DEFINED 1,3,4 59211
AEROPOSTALE, INC. COM 007865108 10275 379868 SH DEFINED 1,3,4 379868
ADVANCED MICRO DEVICES COM 007903107 2214 199363 SH DEFINED 1,3,4 199363
ADVANCE PCS COM 00790K109 2129 46712 SH DEFINED 1,3,4 46712
ADVANCED ENERGY INDUSTRIES COM 007973100 549 28988 SH DEFINED 1,3,4 28988
ADVENT SOFTWARE INC COM 007974108 143 8897 SH DEFINED 1,3,4 8897
AETNA INC- NEW COM 00817Y108 38862 636889 SH DEFINED 1,3,4 636889
AFFILIATED COMP SVCS -CLA COM 008190100 10587 217516 SH DEFINED 1,3,4 217516
AFFILIATED MANAGERS GROUP, INC COM 008252108 24 400 SH DEFINED 1,3,4 400
AGERE SYSTEMS, INC. COM 00845V209 1738 601671 SH DEFINED 1,3,4 601671
AGILENT TECHNOLOGIES INC COM 00846U101 17203 778043.00SH DEFINED 1,3,4 778043
AGILE SOFTWARE CORP. COM 00846X105 451 47400 SH DEFINED 1,3,4 47400
AGILYSYS, INC. COM 00847J105 251 28841 SH DEFINED 1,3,4 28841
AGRIUM, INC. COM 008916108 1398 111045 SH DEFINED 1,3,4 111045
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 5888 130462 SH DEFINED 1,3,4 130462
AIRGAS INC. COM 009363102 3567 200559 SH DEFINED 1,3,4 200559
AIRTRAN HOLDINGS, INC. COM 00949P108 17284 1031979 SH DEFINED 1,3,4 1031979
ELECTROLUX AB COM 010198208 109 2500 SH DEFINED 1,3,4 2500
ALABAMA NATL BANCORPORATION COM 010317105 1055 22200 SH DEFINED 1,3,4 22200
ALASKA AIRGROUP INC. COM 011659109 202 7300 SH DEFINED 1,3,4 7300
ALBANY INTL CORP. -CLA COM 012348108 9587 310933 SH DEFINED 1,3,4 310933
ALBEMARLE CORP. COM 012653101 309 11299 SH DEFINED 1,3,4 11299
ALBERTO-CULVER CO. COM 013068101 10303 175087 SH DEFINED 1,3,4 175087
ALBERTO-CULVER CO. COM 013068200 874 15230 SH DEFINED 1,3,4 15230
ALBERTSONS, INC. COM 013104104 4327 210363 SH DEFINED 1,3,4 210363
ALCOA, INC. COM 013817101 13552 518165 SH DEFINED 1,3,4 518165
ALEXANDER & BALDWIN INC. COM 014482103 318 11355 SH DEFINED 1,3,4 11355
ALEXANDRIA REAL EST EQUITIES COM 015271109 1444 30117 SH DEFINED 1,3,4 30117
ALEXANDRIA REAL EST EQUITIES COM 015271109 3436 71540 SH DEFINED 2,3,4 71540
ALLEGHENY ENERGY COM 017361106 710 78168 SH DEFINED 1,3,4 78168
ALLEGHENY TECHNOLOGIES, INC. COM 01741R102 295 46600 SH DEFINED 1,3,4 46600
ALLERGAN, INC. COM 018490102 6788 86187 SH DEFINED 1,3,4 86187
ALLETE COM 018522102 648 23682 SH DEFINED 1,3,4 23682
ALLIANCE SEMICONDUCTOR CORP. COM 01877H100 166 31430 SH DEFINED 1,3,4 31430
ALLIANT CORP. COM 018802108 662 30245 SH DEFINED 1,3,4 30245
ALLIANT TECHSYSTEMS, INC. COM 018804104 31779 661350 SH DEFINED 1,3,4 661350
ALLIED DOMECQ PLC COM 019121201 151 5860 SH DEFINED 1,3,4 5860
ALLIED WASTE INDUSTRIES, INC. COM 019589308 1297 120032 SH DEFINED 1,3,4 120032
ALLMERICA FINANCIAL CORP. COM 019754100 346 14532 SH DEFINED 1,3,4 14532
ALLSTATE CORP. COM 020002101 35080 960132 SH DEFINED 1,3,4 960132
ALLTEL CORP. COM 020039103 12021 259343 SH DEFINED 1,3,4 259343
ALLSTREAM, INC. - CLASS B COM 02004C204 16377 419440 SH DEFINED 1,3,4 419440
ALPHARMA INC. - CL A COM 020813101 861 46426 SH DEFINED 1,3,4 46426
ALTERA CORP. COM 021441100 6057 320488 SH DEFINED 1,3,4 320488
ALTRIA GROUP, INC. COM 02209S103 58028 1324832 SH DEFINED 1,3,4 1324832
CORPORATE SERVICES GROUP PLC ( COM 022516000 24 165174 SH DEFINED 3,4 165174
ARRIVA PLC COM 023034600 924 140924 SH DEFINED 3,4 140924
AMBAC FINANCIAL GROUP, INC. COM 023139108 26861 419793 SH DEFINED 1,3,4 419793
AMERADA HESS CORP. COM 023551104 2589 51703 SH DEFINED 1,3,4 51703
AMEREN CORP. COM 023608102 25992 605747 SH DEFINED 1,3,4 605747
AMERICA MOVIL - SERIES L COM 02364W105 18113 783682 SH DEFINED 1,3,4 783682
AMCORE FINANCIAL, INC. COM 023912108 5071 201518 SH DEFINED 1,3,4 201518
AMERICAN AXLE & MFG HOLDINGS COM 024061103 4221 142752 SH DEFINED 1,3,4 142752
AMERICAN ELECTRIC POWER CO., I COM 025537101 7803 259996 SH DEFINED 1,3,4 259996
AMERICAN EAGLE OUTFITTERS COM 02553E106 288 19470 SH DEFINED 1,3,4 19470
AMERICAN EXPRESS CO. COM 025816109 35209 781264 SH DEFINED 1,3,4 781264
AMERICAN FINL GROUP INC. COM 025932104 419 19083 SH DEFINED 1,3,4 19083
AMERICAN FINANCIAL REALTY TR COM 02607P305 104 7256 SH DEFINED 1,3,4 7256
AMERICAN FINANCIAL REALTY TR COM 02607P305 2347 166544 SH DEFINED 2,3,4 166544
AMERICAN GREETINGS CORP. COM 026375105 723 37816 SH DEFINED 1,3,4 37816
AMERICAN HEALTHWAYS INC COM 02649V104 592 14081 SH DEFINED 1,3,4 14081
AMERICAN HOME MTG. HOLDINGS, I COM 02660M108 7065 402094 SH DEFINED 1,3,4 402094
AMERICAN INTERNATIONAL GROUP, COM 026874107 116928 2026514 SH DEFINED 1,3,4 2026514
AMERICAN ITALIAN PASTA CO. COM 027070101 1920 49661 SH DEFINED 1,3,4 49661
AMERICAN MANAGEMENT SYSTEMS, I COM 027352103 487 38027 SH DEFINED 1,3,4 38027
AMERICAN MEDICAL SYS HLDGS COM 02744M108 643 29582 SH DEFINED 1,3,4 29582
AMERICAN POWER CONVERSION CORP COM 029066107 18674 1089405 SH DEFINED 1,3,4 1089405
AMEM STANDARD CO INC. COM 029712106 14685 174282 SH DEFINED 1,3,4 174282
AMERICAN STATES WATER CO. COM 029899101 322 13647 SH DEFINED 1,3,4 13647
AMERICAN TOWER CORP. CL A COM 029912201 624 61525 SH DEFINED 1,3,4 61525
AMERICREDIT CORP. COM 03060R101 441 42817 SH DEFINED 1,3,4 42817
AMERON INTERNATIONAL CORP COM 030710107 3615 109452 SH DEFINED 1,3,4 109452
AMERUS LIFE GROUP. COM 03072M108 365 10710 SH DEFINED 1,3,4 10710
AMERISOURCEBERGEN CORP COM 03073E105 6826 126319 SH DEFINED 1,3,4 126319
AMERIGROUP CORP. COM COM 03073T102 7530 168670 SH DEFINED 1,3,4 168670
AMERITRADE HOLDING CORP. COM 03074K100 356 31650 SH DEFINED 1,3,4 31650
AMETEK INC. COM 031100100 8475 197648 SH DEFINED 1,3,4 197648
AMGEN COM 031162100 79633 1233264 SH DEFINED 1,3,4 1233264
AMIS HOLDINGS, INC. COM 031538101 821 44488 SH DEFINED 1,3,4 44488
AMKOR TECHNOLOGY INC. COM 031652100 1247 87700 SH DEFINED 1,3,4 87700
AMPHENOL CORP COM 032095101 6300 121040 SH DEFINED 1,3,4 121040
AMSOUTH BANCORPORATION COM 032165102 4647 218928 SH DEFINED 1,3,4 218928
AMSURG CORP. COM 03232P405 590 17865 SH DEFINED 1,3,4 17865
AMVESCAP PLC COM 03235E100 27 1700 SH DEFINED 1,3,4 1700
ANADARKO PETROLEUN CORP. COM 032511107 6008 143907 SH DEFINED 1,3,4 143907
ANALOG DEVICES COM 032654105 7990 210165 SH DEFINED 1,3,4 210165
ANALOGIC CORP. COM 032657207 6401 133321 SH DEFINED 1,3,4 133321
ANCHOR BANCORP, INC./WI COM 032839102 496 21065 SH DEFINED 1,3,4 21065
ANDREW CORP. COM 034425108 2079 169799 SH DEFINED 1,3,4 169799
ANGELICA CORP. COM 034663104 151 7923 SH DEFINED 1,3,4 7923
ANGLO AMERICAN PLC COM 03485P102 105 5740 SH DEFINED 1,3,4 5740
ANHEUSER-BUSCH COS., INC. COM 035229103 53853 1091574 SH DEFINED 1,3,4 1091574
ANIXTER INT'L, INC. COM 035290105 744 32513 SH DEFINED 1,3,4 32513
ANNTAYLOR STORES CORP. COM 036115103 2597 80909 SH DEFINED 1,3,4 80909
ANSYS INC. COM 03662Q105 479 13516 SH DEFINED 1,3,4 13516
ANTHEM, INC. COM 03674B104 14883 208678 SH DEFINED 1,3,4 208678
ANTEON INTERNATIONAL CORP. COM 03674E108 9845 321812 SH DEFINED 1,3,4 321812
ANWORTH MORTGAGE ASST CORP. COM 037347101 2973 208144 SH DEFINED 1,3,4 208144
AON CORP. COM 037389103 12311 590321 SH DEFINED 1,3,4 590321
APACHE CORP. COM 037411105 42380 611435 SH DEFINED 1,3,4 611435
APARTMENT INVESTMENT & MANAGEM COM 03748R101 2249 57145 SH DEFINED 1,3,4 57145
APARTMENT INVESTMENT & MANAGEM COM 03748R101 3314 84200 SH DEFINED 2,3,4 84200
APOGEE ENTERPRISES, INC. COM 037598109 254 24664 SH DEFINED 1,3,4 24664
APOLLO GROUP INC. COM 037604105 16952 256724 SH DEFINED 1,3,4 256724
APOGENT TECHNOLOGIES, INC. COM 03760A101 526 25195 SH DEFINED 1,3,4 25195
APPLE COMPUTER, INC. COM 037833100 4309 208900 SH DEFINED 1,3,4 208900
APPLEBEES INT'L, INC. COM 037899101 1875 59557 SH DEFINED 1,3,4 59557
APRIA HEALTHCARE GROUP INC COM 037933108 7493 273579 SH DEFINED 1,3,4 273579
APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 2680 120026 SH DEFINED 1,3,4 120026
PE CORP-CELERA GENOMICS GRP COM 038020202 15310 1309273 SH DEFINED 1,3,4 1309273
APPLICA INCORPORATED COM 03815A106 130 21229 SH DEFINED 1,3,4 21229
APPLIED FILMS CORP. COM 038197109 5554 186783 SH DEFINED 1,3,4 186783
APPLIED INDUSTRIAL TECH, INC. COM 03820C105 335 17028 SH DEFINED 1,3,4 17028
APPLIED MATERIALS, INC. COM 038222105 33242 1832638 SH DEFINED 1,3,4 1832638
APPLIED MICRO CIRCUITS CORP. COM 03822W109 14839 3048454 SH DEFINED 1,3,4 3048454
APTARGROUP, INC. COM 038336103 1193 32495 SH DEFINED 1,3,4 32495
AQUILA, INC. COM 03840P102 182 53460 SH DEFINED 1,3,4 53460
ARAMARK CORP-CL B COM 038521100 1584 63315 SH DEFINED 1,3,4 63315
ARBITRON, INC. COM 03875Q108 25896 733383 SH DEFINED 1,3,4 733383
ARCH CHEMICALS, INC. COM 03937R102 1843 88734 SH DEFINED 1,3,4 88734
ARCH COAL, INC. COM 039380100 330 14997 SH DEFINED 1,3,4 14997
ARCHER-DANIELS-MIDLAND CO. COM 039483102 4840 369684 SH DEFINED 1,3,4 369684
ARCHSTONE-SMITH TRUST COM 039583109 261 9900 SH DEFINED 1,3,4 9900
ARCHSTONE-SMITH TRUST COM 039583109 6472 245300 SH DEFINED 2,3,4 245300
ARCTIC CAT, INC. COM 039670104 379 19609 SH DEFINED 1,3,4 19609
ARGOSY GAMING COMPANY COM 040228108 638 26224 SH DEFINED 1,3,4 26224
ARKANSAS BEST CORP. COM 040790107 1689 61384 SH DEFINED 1,3,4 61384
ARMOR HOLDINGS, INC. COM 042260109 416 24850 SH DEFINED 1,3,4 24850
ARQULE, INC. COM 04269E107 116 25183 SH DEFINED 1,3,4 25183
ARROW ELECTRONICS INC. COM 042735100 2609 141713 SH DEFINED 1,3,4 141713
ARTESYN TECHNOLOGIES, INC. COM 043127109 262 34759 SH DEFINED 1,3,4 34759
ARTHROCARE CORP. COM 043136100 332 18539 SH DEFINED 1,3,4 18539
ARVINMERITOR, INC. COM 043353101 334 18765 SH DEFINED 1,3,4 18765
ASCENTIAL SOFTWARE CORP. COM 04362P207 6698 361464 SH DEFINED 1,3,4 361464
SEPARATE ACCOUNT LI - MM COM 0439895MM 264911 19196865 SH DEFINED 1,3,4 19196865
ASHLAND, INC. COM 044204105 1284 39132 SH DEFINED 1,3,4 39132
ASHWORTH, INC. COM 04516H101 81 11640 SH DEFINED 1,3,4 11640
ASSOCIATED BANC-CORP. COM 045487105 758 20150 SH DEFINED 1,3,4 20150
ASTEC INDUSTRIES, INC. COM 046224101 180 17690 SH DEFINED 1,3,4 17690
ASTORIA FINL CORP. COM 046265104 714 23237 SH DEFINED 1,3,4 23237
ASTRAZENECA GROUP PLC. COM 046353108 128 2970 SH DEFINED 1,3,4 2970
JARVIS HOTELS PLC COM 047618400 4416 1891752 SH DEFINED 3,4 1891752
ATLANTIC COAST AIRLINES HOLDIN COM 048396105 2622 307660 SH DEFINED 1,3,4 307660
ATMEL CORP. COM 049513104 515 128443 SH DEFINED 1,3,4 128443
ATMOS ENERGY CORP. COM 049560105 1074 45001 SH DEFINED 1,3,4 45001
ATWOOD OCEANICS INC. COM 050095108 296 12435 SH DEFINED 1,3,4 12435
AUDIOVOX CORP. COM 050757103 259 20576 SH DEFINED 1,3,4 20576
AUTODESK, INC. COM 052769106 1092 64102 SH DEFINED 1,3,4 64102
AUTOMATIC DATA PROCESSING, INC COM 053015103 14335 399894 SH DEFINED 1,3,4 399894
AUTONATION INC. COM 05329W102 2786 158904 SH DEFINED 1,3,4 158904
AUTOZONE, INC. COM 053332102 6338 70842 SH DEFINED 1,3,4 70842
AVAYA, INC. COM 053499109 2602 238906 SH DEFINED 1,3,4 238906
AVERY DENNISON CORP. COM 053611109 3207 63476 SH DEFINED 1,3,4 63476
AVIALL, INC. COM 05366B102 9294 751616 SH DEFINED 1,3,4 751616
AVID TECHNOLOGY, INC. COM 05367P100 1411 26782 SH DEFINED 1,3,4 26782
AVISTA CORP. COM 05379B107 672 43354 SH DEFINED 1,3,4 43354
AVNET, INC. COM 053807103 593 35940 SH DEFINED 1,3,4 35940
AVOCENT CORPORATION. COM 053893103 399 13202 SH DEFINED 1,3,4 13202
AVON PRODUCTS, INC. COM 054303102 8792 136105 SH DEFINED 1,3,4 136105
AXCELIS TECHNOLOGIES, INC. COM 054540109 732 88814 SH DEFINED 1,3,4 88814
AZTAR CORP. COM 054802103 550 31130 SH DEFINED 1,3,4 31130
BB&T CORP. COM 054937107 11149 310610 SH DEFINED 1,3,4 310610
BEI TECHNOLOGIES, INC. COM 05538P104 204 13056 SH DEFINED 1,3,4 13056
BISYS GROUP, INC. COM 055472104 494 37729 SH DEFINED 1,3,4 37729
BJ SERVICES CO. COM 055482103 14900 436098 SH DEFINED 1,3,4 436098
BJS WHOLESALE CLUB INC. COM 05548J106 369 18994 SH DEFINED 1,3,4 18994
BP PLC COM 055622104 63 1500 SH DEFINED 1,3,4 1500
BNP PARIBAS - SPONSORED ADR COM 05565A202 297 12100 SH DEFINED 1,3,4 12100
BMC SOFTWARE, INC. COM 055921100 1852 132925 SH DEFINED 1,3,4 132925
BAKER HUGHES, INC. COM 057224107 5705 192797 SH DEFINED 1,3,4 192797
BALDOR ELECTRIC CO. COM 057741100 620 29416 SH DEFINED 1,3,4 29416
BALL CORP. COM 058498106 16226 300444 SH DEFINED 1,3,4 300444
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 263 30516 SH DEFINED 1,3,4 30516
BANCO SANTANDER CEN COM 05964H105 140 16450 SH DEFINED 1,3,4 16450
BANCO SANTANDER-CHILE - ADR COM 05965X109 1870 81172 SH DEFINED 1,3,4 81172
BANCORPSOUTH, INC. COM 059692103 4989 227779 SH DEFINED 1,3,4 227779
BANDAG INC. COM 059815100 3185 94401 SH DEFINED 1,3,4 94401
BANK OF AMERICA CORP. COM 060505104 119946 1537023 SH DEFINED 1,3,4 1537023
BANK OF HAWAII CORP. COM 062540109 4029 119856 SH DEFINED 1,3,4 119856
BANK OF THE OZARKS COM 063904106 1744 39200 SH DEFINED 1,3,4 39200
BANK OF NEW YORK COM 064057102 12906 443336 SH DEFINED 1,3,4 443336
BANK OF NOVA SCOTIA COM 064149107 1242 26633 SH DEFINED 1,3,4 26633
BANK ONE CORP. COM 06423A103 25642 663494 SH DEFINED 1,3,4 663494
BANKNORTH GROUP, INC. COM 06646R107 1285 45559 SH DEFINED 1,3,4 45559
BANKUNITED FINANCIAL CORP CL-A COM 06652B103 560 26585 SH DEFINED 1,3,4 26585
BANTA CORP. COM 066821109 252 6971 SH DEFINED 1,3,4 6971
BARD (C.R.), INC. COM 067383109 17899 252147 SH DEFINED 1,3,4 252147
BARCLAYS PLC COM 06738E204 351 11294 SH DEFINED 1,3,4 11294
BARNES & NOBLE, INC. COM 067774109 478 18823 SH DEFINED 1,3,4 18823
BARNES GROUP, INC. COM 067806109 522 20234 SH DEFINED 1,3,4 20234
BARR LABORATORIES, INC. COM 068306109 1280 18798 SH DEFINED 1,3,4 18798
BARRA INC. COM 068313105 6829 181945 SH DEFINED 1,3,4 181945
BASSETT FURNITURE INDS. COM 070203104 141 10421 SH DEFINED 1,3,4 10421
BAUSCH & LOMB, INC. COM 071707103 12473 282522 SH DEFINED 1,3,4 282522
BAXTER INTERNATIONAL, INC. COM 071813109 10188 350479 SH DEFINED 1,3,4 350479
BEA SYSTEMS, INC. COM 073325102 8212 681310 SH DEFINED 1,3,4 681310
BEAR STEARNS CO. COM 073902108 29369 392736 SH DEFINED 1,3,4 392736
BEARINGPOINT, INC. COM 074002106 34 4400 SH DEFINED 1,3,4 4400
BEBE STORES INC. COM 075571109 2938 108488 SH DEFINED 1,3,4 108488
BECKMAN COULTER, INC. COM 075811109 20162 442700 SH DEFINED 1,3,4 442700
BECTON, DICKINSON & CO. COM 075887109 40218 1113350 SH DEFINED 1,3,4 1113350
BED BATH & BEYOND, INC. COM 075896100 30285 793365 SH DEFINED 1,3,4 793365
BEL FUSE INC-CL B COM 077347300 258 9869 SH DEFINED 1,3,4 9869
BELDEN, INC. COM 077459105 399 22806 SH DEFINED 1,3,4 22806
BELL MICROPRODUCTS, INC. COM 078137106 150 22803 SH DEFINED 1,3,4 22803
BELLSOUTH CORP. COM 079860102 52101 2200307 SH DEFINED 1,3,4 2200307
BELO CORP. CLASS A COM 080555105 12060 497496 SH DEFINED 1,3,4 497496
BEMIS CO. COM 081437105 1350 30452 SH DEFINED 1,3,4 30452
BENCHMARK ELECTRONICS, INC. COM 08160H101 18754 443705 SH DEFINED 1,3,4 443705
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GEORGIA GULF COM 373200203 3285 140846 SH DEFINED 1,3,4 140846
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GIBRALTAR STEEL CORP. COM 37476F103 3063 138942 SH DEFINED 1,3,4 138942
GILEAD SCIENCES, INC. COM 375558103 6843 122251 SH DEFINED 1,3,4 122251
GILLETTE CO., THE COM 375766102 19036 595455 SH DEFINED 1,3,4 595455
GLACIER BANCORP, INC. COM 37637Q105 1432 52200 SH DEFINED 1,3,4 52200
GLATFELTER COM 377316104 142 11987 SH DEFINED 1,3,4 11987
GLAXOSMITHKLINE PLC COM 37733W105 248 5810 SH DEFINED 1,3,4 5810
GLENBOROUGH REALTY TRUST INC COM 37803P105 470 24964 SH DEFINED 1,3,4 24964
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GLOBAL PAYMENTS, INC. COM 37940X102 20268 562906 SH DEFINED 1,3,4 562906
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GOODRICH CORP. COM 382388106 1632 67416 SH DEFINED 1,3,4 67416
GOODYEAR TIRE & RUBBER CO. COM 382550101 651 100760 SH DEFINED 1,3,4 100760
GOODYS FAMILY CLOTHING, INC. COM 382588101 288 29242 SH DEFINED 1,3,4 29242
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GRAFTECH INTERNATIONAL LTD. COM 384313102 19 2400 SH DEFINED 1,3,4 2400
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GREAT ATLANTIC & PACIFIC TEA C COM 390064103 279 34589 SH DEFINED 1,3,4 34589
GREAT LAKES CHEMICAL COM 390568103 573 28986 SH DEFINED 1,3,4 28986
GREAT PLAINS ENERGY, INC. COM 391164100 3632 119697 SH DEFINED 1,3,4 119697
GREATER BAY BANCORP COM 391648102 318 15158 SH DEFINED 1,3,4 15158
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GREENPOINT FINANCIAL COM 395384100 1142 38224 SH DEFINED 1,3,4 38224
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GROUP 1 AUTOMOTIVE INC. COM 398905109 697 20296 SH DEFINED 1,3,4 20296
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LIFEPOINT HOSPITALS, INC. COM 53219L109 280 11730 SH DEFINED 1,3,4 11730
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LINCARE HOLDINGS, INC. COM 532791100 18987 517959 SH DEFINED 1,3,4 517959
LINCOLN NATIONAL CORP. COM 534187109 24472 691845 SH DEFINED 1,3,4 691845
LINDSAY MANUFACTURING CO. COM 535555106 212 10538 SH DEFINED 1,3,4 10538
LINEAR TECHNOLOGIES CORP. COM 535678106 32073 895578 SH DEFINED 1,3,4 895578
LINENS N THINGS, INC. COM 535679104 973 40782 SH DEFINED 1,3,4 40782
LION BIOSCIENCE COM 536191109 564 118384 SH DEFINED 3,4 118384
LIZ CLAIBORNE, INC. COM 539320101 2124 62418 SH DEFINED 1,3,4 62418
LOCAL FINANCIAL CORP. COM 539553107 4644 259481 SH DEFINED 1,3,4 259481
LOCKHEED MARTIN CORP. COM 539830109 30403 658914 SH DEFINED 1,3,4 658914
LOEWS CORP. COM 540424108 4299 106535 SH DEFINED 1,3,4 106535
LONE STAR STEAKHOUSE SALOON COM 542307103 389 18642 SH DEFINED 1,3,4 18642
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LONGS DRUG STORES CORP. COM 543162101 206 10236 SH DEFINED 1,3,4 10236
LONGVIEW FIBRE CO. COM 543213102 135 13993 SH DEFINED 1,3,4 13993
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LUBRIZOL CORP. COM 549271104 4229 130511 SH DEFINED 1,3,4 130511
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MBIA, INC. COM 55262C100 4593 83609 SH DEFINED 1,3,4 83609
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MDU RESOURCES GROUP, INC. COM 552690109 12196 361039 SH DEFINED 1,3,4 361039
MEMC ELECTONIC MATERIALS COM 552715104 3741 343120 SH DEFINED 1,3,4 343120
MFA MORTGAGE INVESTMENTS, INC. COM 55272X102 1097 115182 SH DEFINED 1,3,4 115182
MGIC INVESTMENT CORP. (WIS.) COM 552848103 2939 56466 SH DEFINED 1,3,4 56466
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MRO SOFTWARE, INC. COM 55347W105 298 22037 SH DEFINED 1,3,4 22037
MTS SYSTEMS CORPORATION COM 553777103 1122 73609 SH DEFINED 1,3,4 73609
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MACERICH CO. COM 554382101 8925 236400 SH DEFINED 1,3,4 236400
MACERICH CO. COM 554382101 3423 90700 SH DEFINED 2,3,4 90700
MACK-CALI REALTY CORP. COM 554489104 622 15918 SH DEFINED 1,3,4 15918
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MACROMEDIA, INC. COM 556100105 1195 48267 SH DEFINED 1,3,4 48267
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MANDALAY RESORT GROUP COM 562567107 6542 165259 SH DEFINED 1,3,4 165259
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MANITOWOC CO. COM 563571108 511 23723 SH DEFINED 1,3,4 23723
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MARCUS CORP. COM 566330106 408 26492 SH DEFINED 1,3,4 26492
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MARSHALL & IISLEY CORP. COM 571834100 22727 721156 SH DEFINED 1,3,4 721156
MARRIOTT INTERNATIONAL, INC. COM 571903202 18537 430721 SH DEFINED 1,3,4 430721
MARTIN MARIETTA MATERIALS COM 573284106 488 13403 SH DEFINED 1,3,4 13403
MASCO CORP. COM 574599106 7603 310361 SH DEFINED 1,3,4 310361
HON HAI PRECISION-Reg S COM 5758218 311 36824 SH DEFINED 1,3,4 36824
MASSEY ENERGY CO, COM 576206106 6501 488697 SH DEFINED 1,3,4 488697
MATERIAL SCIENCES CORP COM 576674105 129 12701 SH DEFINED 1,3,4 12701
MATSUSHITA ELEC IND COM 576879209 158 13200 SH DEFINED 1,3,4 13200
MATTEL, INC. COM 577081102 18843 993886 SH DEFINED 1,3,4 993886
MAXTOR CORP COM 577729205 13291 1092080 SH DEFINED 1,3,4 1092080
MAXIM INTEGRATED PRODUCTS COM 57772K101 19938 504727 SH DEFINED 1,3,4 504727
MAY DEPARTMENT STORES CO. COM 577778103 4079 165624 SH DEFINED 1,3,4 165624
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MAYTAG CORP. COM 578592107 1123 45004 SH DEFINED 1,3,4 45004
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MCDONALDS CORP. COM 580135101 18329 778766 SH DEFINED 1,3,4 778766
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MEDCO HEALTH SOLUTIONS, INC. COM 58405U102 4041 155708 SH DEFINED 1,3,4 155708
MEDIA GENERAL - CLASS A COM 584404107 6488 106190 SH DEFINED 1,3,4 106190
MEDICIS PHARMACEUTICAL-CL A COM 584690309 1430 24390 SH DEFINED 1,3,4 24390
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MENTOR GRAPHICS CORP. COM 587200106 328 18862 SH DEFINED 1,3,4 18862
MERCANTILE BANKSHARES CORP. COM 587405101 892 22369 SH DEFINED 1,3,4 22369
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MEREDITH CORP. COM 589433101 3184 68960 SH DEFINED 1,3,4 68960
MERIDIAN BROTHERS INC. COM 589584101 1152 115000 SH DEFINED 1,3,4 115000
MERIT MEDICAL SYSTEMS INC COM 589889104 4819 218086.00SH DEFINED 1,3,4 218086
MERITAGE CORP COM COM 59001A102 3350 70895 SH DEFINED 1,3,4 70895
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MESA AIR GROUP, INC. COM 590479101 11416 1028534 SH DEFINED 1,3,4 1028534
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METRO-GOLDWYN-MAYER INC. COM 591610100 23 1500 SH DEFINED 1,3,4 1500
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MICROSOFT CORP. COM 594918104 241764 8699633 SH DEFINED 1,3,4 8699633
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MICROMUSE INC. COM 595094103 4115 503069 SH DEFINED 1,3,4 503069
MICRON TECHNOLOGY COM 595112103 5419 403729 SH DEFINED 1,3,4 403729
MICROSEMI CORP COM 595137100 11786 773532 SH DEFINED 1,3,4 773532
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MID-AMERICA APT CMNTYS INC. COM 59522J103 920 30500 SH DEFINED 2,3,4 30500
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MILLIPORE CORP. COM 601073109 1287 27901 SH DEFINED 1,3,4 27901
MILLS CORP. COM 601148109 1615 41049 SH DEFINED 1,3,4 41049
MILLS CORP. COM 601148109 9112 231600 SH DEFINED 2,3,4 231600
MINERALS TECHNOLOGIES, INC. COM 603158106 3436 67533 SH DEFINED 1,3,4 67533
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MITSUBISHI CORP. COM 606769305 235 13710 SH DEFINED 1,3,4 13710
MOBILE MINI INC COM 60740F105 248 12845 SH DEFINED 1,3,4 12845
MODINE MANUFACTURING CO. COM 607828100 222 9359 SH DEFINED 1,3,4 9359
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MONACO COACH CORP. COM 60886R103 430 26088.5 SH DEFINED 1,3,4 26089
MONRO MUFFLER BRAKE INC. COM 610236101 1264 42661 SH DEFINED 1,3,4 42661
MONSANTO COM 61166W101 34838 1455387 SH DEFINED 1,3,4 1455387
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MONY GROUP INC. COM 615337102 421 12866 SH DEFINED 1,3,4 12866
MOODY'S CORP. COM 615369105 25588 465613 SH DEFINED 1,3,4 465613
MOOG INC COM 615394202 7159 182567 SH DEFINED 1,3,4 182567
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MOVIE GALLERY, INC. COM 624581104 3443 175173 SH DEFINED 1,3,4 175173
INTERWAVE COMMUNICATION COM 6246HMS00 2 1000 SH DEFINED 3,4 1000
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MULTIMEDIA GAMES, INC. COM 625453105 1905 52327 SH DEFINED 1,3,4 52327
MURPHY OIL CORP. COM 626717102 1476 25162 SH DEFINED 1,3,4 25162
MYERS INDUSTRIES, INC. COM 628464109 267 27039 SH DEFINED 1,3,4 27039
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NTL INC. COM 62940M104 1033 21930 SH DEFINED 1,3,4 21930
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NASH FINCH CO. COM 631158102 164 10736 SH DEFINED 1,3,4 10736
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NATIONAL CITY CORP. COM 635405103 12779 433720 SH DEFINED 1,3,4 433720
NATIONAL COMMERCE FINANCIAL CO COM 63545P104 1464 58946 SH DEFINED 1,3,4 58946
NATIONAL FUEL GAS CO. COM 636180101 7220 315783 SH DEFINED 1,3,4 315783
NATIONAL INSTRUMENTS CORP. COM 636518102 568 14145 SH DEFINED 1,3,4 14145
NATIONAL-OILWELL, INC. COM 637071101 6048 333243 SH DEFINED 1,3,4 333243
NATIONAL PRESTO INDS., INC. COM 637215104 205 6122 SH DEFINED 1,3,4 6122
NATIONAL SEMICONDUCTOR CORP. COM 637640103 8846 273874 SH DEFINED 1,3,4 273874
NATURES SUNSHINE PRODS, INC. COM 639027101 104 12498 SH DEFINED 1,3,4 12498
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NAVISTAR INTERNATIONAL CORP. COM 63934E108 1486 39982 SH DEFINED 1,3,4 39982
NDCHEALTH CORP. COM 639480102 658 31375 SH DEFINED 1,3,4 31375
NEIMAN MARCUS GROUP, INC.-CL A COM 640204202 16692 400294 SH DEFINED 1,3,4 400294
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NETWORK ASSOCIATES INC. COM 640938106 638 46746 SH DEFINED 1,3,4 46746
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NETEGRITY, INC. COM 64110P107 1992 199235 SH DEFINED 1,3,4 199235
NETWORK EQUIPMENT TECH, INC. COM 641208103 187 20628 SH DEFINED 1,3,4 20628
NETWORK APPLIANCE, INC. COM 64120L104 4293 209318 SH DEFINED 1,3,4 209318
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NEUROCRINEBIOSCIENCES, INC. COM 64125C109 967 19540 SH DEFINED 1,3,4 19540
NEW CENTURY FINANCIAL CORP. COM 64352D101 7434 262469 SH DEFINED 1,3,4 262469
NEW ENGLAND BUSINESS SVC., INC COM 643872104 312 11660 SH DEFINED 1,3,4 11660
NEW JERSEY RESOURCES COM 646025106 5882 163280 SH DEFINED 1,3,4 163280
NEW PLAN EXCEL REALTY TRUST COM 648053106 624 26695 SH DEFINED 1,3,4 26695
NEW YORK COMMUNITY BANCORP COM 649445103 6151 195209 SH DEFINED 1,3,4 195209
NEW YORK TIMES CO. COM 650111107 3726 85672 SH DEFINED 1,3,4 85672
NEWCASTLE INVESTMENT CORP. COM 65105M108 11321 492416 SH DEFINED 1,3,4 492416
NEWELL RUBBERMAID, INC. COM 651229106 3412 157320 SH DEFINED 1,3,4 157320
NEWFIELD EXPLORATION CO. COM 651290108 10664 276409 SH DEFINED 1,3,4 276409
NEWMONT MINING CORP. (HOLDING COM 651639106 25379 649369 SH DEFINED 1,3,4 649369
NEWPORT CORP. COM 651824104 148 10616 SH DEFINED 1,3,4 10616
NEWS CORP LTD. COM 652487703 32453 989318 SH DEFINED 1,3,4 989318
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NIKE, INC. COM 654106103 9702 159490 SH DEFINED 1,3,4 159490
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NIPPON TELEGRAPH &TELE COM 654624105 82 3600 SH DEFINED 1,3,4 3600
NISOURCE, INC. COM 65473P105 3836 192175 SH DEFINED 1,3,4 192175
NISSAN MOTOR CO LTD COM 654744408 401 18390 SH DEFINED 1,3,4 18390
NOKIA CORP. COM 654902204 75 4816 SH DEFINED 1,3,4 4816
NOBLE ENERGY, INC. COM 655044105 10426 272205 SH DEFINED 1,3,4 272205
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NORDSON CORP. COM 655663102 241 9241 SH DEFINED 1,3,4 9241
NORDSTROM, INC. COM 655664100 1946 78476 SH DEFINED 1,3,4 78476
NORFOLK SOUTHERN CORP. COM 655844108 9595 518861 SH DEFINED 1,3,4 518861
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NORTH FORK BANCORPORATION, INC COM 659424105 18036 519156 SH DEFINED 1,3,4 519156
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NORTHERN TRUST CORP. COM 665859104 5387 126911 SH DEFINED 1,3,4 126911
NORTHROP GRUMMAN CORP. COM 666807102 9695 112453 SH DEFINED 1,3,4 112453
NORTHWEST NATURAL GAS CO. COM 667655104 5066 174696 SH DEFINED 1,3,4 174696
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NOVELLUS SYSTEMS INC. COM 670008101 3673 108779 SH DEFINED 1,3,4 108779
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NSTAR COM 67019E107 690 14530 SH DEFINED 1,3,4 14530
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NUEVO ENERGY CO. COM 670509108 8955 492993 SH DEFINED 1,3,4 492993
NVIDIA CORP. COM 67066G104 1462 91748 SH DEFINED 1,3,4 91748
NYFIX, INC. COM 670712108 159 28059 SH DEFINED 1,3,4 28059
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OCCIDENTAL PETROLEUM CORP. COM 674599105 38685 1098065 SH DEFINED 1,3,4 1098065
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OCTEL CORP. COM. COM 675727101 1181 67743 SH DEFINED 1,3,4 67743
ODYSSEY HEALTHCARE INC. COM 67611V101 961 32222 SH DEFINED 1,3,4 32222
OFFICE DEPOT, INC. COM 676220106 6416 456362 SH DEFINED 1,3,4 456362
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OHIO CASUALTY CORP. COM 677240103 242 16683 SH DEFINED 1,3,4 16683
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OMNICARE, INC. COM 681904108 2310 64015 SH DEFINED 1,3,4 64015
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ONEOK, INC. COM 682680103 10826 536756 SH DEFINED 1,3,4 536756
ONYX PHARMACEUTICALS INC. COM 683399109 2088 96924 SH DEFINED 1,3,4 96924
OPEN TEXT CORP. COM 683715106 5446 159580 SH DEFINED 1,3,4 159580
ORACLE CORP. COM 68389X105 36286 3234458 SH DEFINED 1,3,4 3234458
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ORTHODONTIC CENTERS OF AMER COM 68750P103 354 45123 SH DEFINED 1,3,4 45123
OSHKOSH B'GOSH, INC.-CL A COM 688222207 276 10663 SH DEFINED 1,3,4 10663
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OUTBACK STEAKHOUSE INC. COM 689899102 775 20526 SH DEFINED 1,3,4 20526
OVERSEAS SHIPHOLDING GROUP COM 690368105 245 9519 SH DEFINED 1,3,4 9519
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OWENS & MINOR, INC. COM 690732102 4163 172809 SH DEFINED 1,3,4 172809
OXFORD HEALTH PLANS, INC. COM 691471106 938 22729 SH DEFINED 1,3,4 22729
OXFORD INDUSTRIES, INC. COM 691497309 464 7245 SH DEFINED 1,3,4 7245
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P G & E CORP. COM 69331C108 5664 237104 SH DEFINED 1,3,4 237104
PFF BANCORP INC. COM 69331W104 4088 128243 SH DEFINED 1,3,4 128243
P.F. CHANGS CHINA BISTRO INC COM 69333Y108 1031 22773 SH DEFINED 1,3,4 22773
PMA CAPITAL CORP. COM 693419202 5611 447592 SH DEFINED 1,3,4 447592
PMC-SIERRA, INC. COM 69344F106 9646 731263 SH DEFINED 1,3,4 731263
PMI GROUP, INC. COM 69344M101 882 26145 SH DEFINED 1,3,4 26145
PNC BANK CORP. COM 693475105 7669 161228 SH DEFINED 1,3,4 161228
POSCO COM 693483109 8594 300477 SH DEFINED 1,3,4 300477
PNM RESOURCES INC. COM 69349H107 319 11424 SH DEFINED 1,3,4 11424
PPG INDUSTRIES, INC. COM 693506107 5096 97552 SH DEFINED 1,3,4 97552
PPL CORP., INC. COM 69351T106 33440 816560 SH DEFINED 1,3,4 816560
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PACCAR, INC. COM 693718108 34705 464860.00SH DEFINED 1,3,4 464860
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PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 3967 192227 SH DEFINED 1,3,4 192227
PACIFICARE HEALTH SYSTEMS, INC COM 695112102 498 10289 SH DEFINED 1,3,4 10289
PACKAGING CORP OF AMERICA COM 695156109 555 28567 SH DEFINED 1,3,4 28567
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PHOENIX TECHNOLOGIES LTD COM 719153108 132 21802 SH DEFINED 1,3,4 21802
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PRIME HOSPITALITY CORP. COM 741917108 349 40173 SH DEFINED 1,3,4 40173
PRINCIPAL FINANCIAL GROUP COM 74251V102 546 17661 SH DEFINED 1,3,4 17661
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PROCTER & GAMBLE CO. COM 742718109 126233 1359922 SH DEFINED 1,3,4 1359922
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PROVIDENT BANKSHARES CORP COM 743859100 5480 193975 SH DEFINED 1,3,4 193975
PROVIDENT FINANCIAL GROUP COM 743866105 372 13369 SH DEFINED 1,3,4 13369
PROVINCE HEALTHCARE CO. COM 743977100 567 43758 SH DEFINED 1,3,4 43758
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PRUDENTIAL FINANCIAL, INC. COM 744320102 29604 792425 SH DEFINED 1,3,4 792425
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RC2 CORP COM 749388104 1019 52980 SH DEFINED 1,3,4 52980
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RADIO ONE, INC. CL D COM 75040P405 4018 279997 SH DEFINED 1,3,4 279997
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RADISYS CORP COM 750459109 3424 189733 SH DEFINED 1,3,4 189733
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RAYTHEON CO. COM 755111507 20590 735408 SH DEFINED 1,3,4 735408
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REALTY INCOME CORP COM 756109104 174 4400 SH DEFINED 1,3,4 4400
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REDWOOD TRUST, INC. COM 758075402 6747 159140 SH DEFINED 1,3,4 159140
REEBOK INTERNATL., LTD. COM 758110100 9039 270264 SH DEFINED 1,3,4 270264
REGAL BELOIT COM 758750103 462 22480 SH DEFINED 1,3,4 22480
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REHABCARE GROUP INC. COM 759148109 245 14430 SH DEFINED 1,3,4 14430
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RELIANCE STEEL & ALUMINUM CO. COM 759509102 633 28548 SH DEFINED 1,3,4 28548
REMINGTON OIL & GAS CORP. - CL COM 759594302 439 24048 SH DEFINED 1,3,4 24048
RENAL CARE GROUP, INC. COM 759930100 1507 44182 SH DEFINED 1,3,4 44182
RENT-A-CENTER, INC. COM 76009N100 19557 605384 SH DEFINED 1,3,4 605384
RENTOKIL INITIAL PLC COM 760125104 75 4200 SH DEFINED 1,3,4 4200
REPSOL YPF SA COM 76026T205 103 6280 SH DEFINED 1,3,4 6280
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RESMED INC. COM 761152107 1315 29838 SH DEFINED 1,3,4 29838
RESPIRONICS, INC. COM 761230101 5976 143155 SH DEFINED 1,3,4 143155
RETEK, INC. COM 76128Q109 101 14778 SH DEFINED 1,3,4 14778
REYNOLDS & REYNOLDS - CL A COM 761695105 14735 534774 SH DEFINED 1,3,4 534774
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 1912 48340 SH DEFINED 1,3,4 48340
RIGGS NATL CORP. WASH DC COM 766570105 406 25669 SH DEFINED 1,3,4 25669
ROADWAY CORP. COM 769742107 866 17869 SH DEFINED 1,3,4 17869
ROBBINS & MEYERS, INC. COM 770196103 287 12912 SH DEFINED 1,3,4 12912
ROBERT HALF INTL, INC. COM 770323103 1910 97701 SH DEFINED 1,3,4 97701
ROCHE HOLDINGS LTD-SPONS ADR COM 771195104 82 990 SH DEFINED 1,3,4 990
ROCK-TENN CO. COM 772739207 456 31304 SH DEFINED 1,3,4 31304
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ROGERS CORP COM 775133101 447 14486 SH DEFINED 1,3,4 14486
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ROSS STORES INC. COM 778296103 2566 55326 SH DEFINED 1,3,4 55326
ROTO-ROOTER INC. COM 778787101 315 8866 SH DEFINED 1,3,4 8866
ROWAN COS., INC. COM 779382100 1324 53812 SH DEFINED 1,3,4 53812
ROXIO, INC. COM 780008108 218 24685 SH DEFINED 1,3,4 24685
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RUDOLPH TECHNOLOGIES INC COM 781270103 284 14707 SH DEFINED 1,3,4 14707
RUSS BERRIE AND CO., INC. COM 782233100 622 18527 SH DEFINED 1,3,4 18527
RUSSELL CORP. COM 782352108 1635 100331 SH DEFINED 1,3,4 100331
RYAN'S FAMILY STEAK HOUSES, IN COM 783519101 486 37828 SH DEFINED 1,3,4 37828
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RYERSON TULL, INC. COM 78375P107 171 22296 SH DEFINED 1,3,4 22296
RYLAND GROUP, INC. COM 783764103 6831 93404 SH DEFINED 1,3,4 93404
SBC COMMUNICATIONS, INC. COM 78387G103 54233 2437245 SH DEFINED 1,3,4 2437245
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SBA COMMUNICATIONS CORP COM 78388J106 3383 1057086 SH DEFINED 1,3,4 1057086
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SCP POOL CORP. COM 784028102 883 31741 SH DEFINED 1,3,4 31741
SCPIE HOLDINGS INC. COM 78402P104 87 8858 SH DEFINED 1,3,4 8858
SEI INVESTMENTS CO. COM 784117103 7268 223590 SH DEFINED 1,3,4 223590
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SLM CORP. COM 78442P106 10106 259559 SH DEFINED 1,3,4 259559
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SPX CORP. COM 784635104 1027 22584 SH DEFINED 1,3,4 22584
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S1 CORPORATION COM 78463B101 2456 486620 SH DEFINED 3,4 486620
SWS GROUP INC. COM 78503N107 300 15230 SH DEFINED 1,3,4 15230
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SAFECO CORP. COM 786429100 3585 101686 SH DEFINED 1,3,4 101686
SAFEGUARD SCIENTIFICS, INC. COM 786449108 2908 855100 SH DEFINED 1,3,4 855100
SAFEWAY, INC. COM 786514208 5830 254189 SH DEFINED 1,3,4 254189
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SAKS, INC. COM 79377W108 453 39129 SH DEFINED 1,3,4 39129
SALTON INC. COM 795757103 95 10046 SH DEFINED 1,3,4 10046
SAMSUNG ELECTRONIC - 144 A COM 796050888 4638 27400 SH DEFINED 1,3,4 27400
SANDISK CORP. COM 80004C101 8270 129767 SH DEFINED 1,3,4 129767
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SARA LEE CORP. COM 803111103 9142 498101 SH DEFINED 1,3,4 498101
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SCANA CORP. COM 80589M102 11927 348291 SH DEFINED 1,3,4 348291
HENRY SCHEIN, INC. COM 806407102 7750 136755 SH DEFINED 1,3,4 136755
SCHERING-PLOUGH CORP. COM 806605101 12875 844850 SH DEFINED 1,3,4 844850
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SCHOLASTIC CORP. COM 807066105 311 10758 SH DEFINED 1,3,4 10758
SCHOOL SPECIALTY, INC. COM 807863105 1354 47898 SH DEFINED 1,3,4 47898
SCHULMAN (A.), INC. COM 808194104 421 26505 SH DEFINED 1,3,4 26505
SCHWAB, CHARLES CORP. COM 808513105 9304 781082 SH DEFINED 1,3,4 781082
SCHWEITZER-MAUDUIT INT'L, INC. COM 808541106 333 13245 SH DEFINED 1,3,4 13245
SCIENTIFIC-ATLANTA, INC. COM 808655104 2670 85738 SH DEFINED 1,3,4 85738
SCIENTIFIC GAMES CORP. COM 80874P109 6386 559595 SH DEFINED 1,3,4 559595
SCOTTS CO. COM 810186106 1555 28410 SH DEFINED 1,3,4 28410
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SCS TRANSPORTATION, INC. COM 81111T102 3514 232942 SH DEFINED 1,3,4 232942
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SEACOR SMIT, INC. COM 811904101 609 16853 SH DEFINED 1,3,4 16853
SEALED AIR CORP. COM 81211K100 3411 72175 SH DEFINED 1,3,4 72175
SEARS ROEBUCK & CO. COM 812387108 7126 163078 SH DEFINED 1,3,4 163078
SELECT MEDICAL CORP. COM 816196109 2247 77995 SH DEFINED 1,3,4 77995
SELECTIVE INS GROUP INC COM 816300107 6363 213723 SH DEFINED 1,3,4 213723
SEMTECH CORP. COM 816850101 368 20102 SH DEFINED 1,3,4 20102
SEMPRA ENERGY COM 816851109 10683 364000 SH DEFINED 1,3,4 364000
SENSIENT TECHNOLOGIES CORP COM 81725T100 8290 394901 SH DEFINED 1,3,4 394901
SEPRACOR INC. COM 817315104 6546 237643 SH DEFINED 1,3,4 237643
SEQUA CORP. - CI A COM 817320104 121 2861 SH DEFINED 1,3,4 2861
SERENA SOFTWARE, INC. COM 817492101 673 36276 SH DEFINED 1,3,4 36276
SERVICEMASTER COMPANY COM 81760N109 11765 1146085 SH DEFINED 1,3,4 1146085
SHARPER IMAGE CORP COM 820013100 4726 205062 SH DEFINED 1,3,4 205062
SHAW GROUP, INC. COM 820280105 355 33901 SH DEFINED 1,3,4 33901
SHERWIN-WILLIAMS CO., THE COM 824348106 2469 83945 SH DEFINED 1,3,4 83945
SHOPKO STORES, INC. COM 824911101 393 26137 SH DEFINED 1,3,4 26137
SHUFFLE MASTER, INC. COM 825549108 408 14949 SH DEFINED 1,3,4 14949
SHURGARD STORAGE CENTERS-A COM 82567D104 1428 40379 SH DEFINED 1,3,4 40379
SICOR, INC. COM 825846108 628 32593 SH DEFINED 1,3,4 32593
SIEBEL SYSTEMS, INC. COM 826170102 7498 771301 SH DEFINED 1,3,4 771301
SIEMENS AG COM 826197501 207 3470 SH DEFINED 1,3,4 3470
SIERRA HEALTH SERVICES, INC. COM 826322109 9025 439305 SH DEFINED 1,3,4 439305
SIERRA PACIFIC RESOURCES COM 826428104 156 32103 SH DEFINED 1,3,4 32103
SIGMA-ALDRICH CORP. COM 826552101 21237 408898 SH DEFINED 1,3,4 408898
SILICON LABORATORIES, INC. COM 826919102 5535 123118 SH DEFINED 1,3,4 123118
SILGAN HOLDINGS INC. COM 827048109 11662 364349 SH DEFINED 1,3,4 364349
SILICON STORAGE TECHNOLOGY COM 827057100 37 4200 SH DEFINED 1,3,4 4200
SILICON VY BANCSHARES COM 827064106 260 9455 SH DEFINED 1,3,4 9455
SIMON PROPERTY GROUP, INC. COM 828806109 29492 676562 SH DEFINED 1,3,4 676562
SIMON PROPERTY GROUP, INC. COM 828806109 15466 354900 SH DEFINED 2,3,4 354900
SIMPSON MANUFACTURING INC COM 829073105 3175 77595 SH DEFINED 1,3,4 77595
SINCLAIR BROADCAST GROUP - A COM 829226109 841 82800 SH DEFINED 1,3,4 82800
SIX FLAGS INC,. COM 83001P109 131 25375 SH DEFINED 1,3,4 25375
SKY FINANCIAL GROUP, INC. COM 83080P103 4791 212852 SH DEFINED 1,3,4 212852
SKYLINE CORP. COM 830830105 240 7536 SH DEFINED 1,3,4 7536
SKYWEST INC. COM 830879102 901 51938 SH DEFINED 1,3,4 51938
SKYWORKS SOLUTIONS, INC. COM 83088M102 1215 132973 SH DEFINED 1,3,4 132973
SMITH (A.O.) CORPORATION COM 831865209 2498 89294 SH DEFINED 1,3,4 89294
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SMITHFIELD FOODS INC. COM 832248108 4543 236691 SH DEFINED 1,3,4 236691
SMUCKER (JM) CO. COM 832696405 573 13686 SH DEFINED 1,3,4 13686
SNAP-ON TOOLS, INC. COM 833034101 921 33453 SH DEFINED 1,3,4 33453
SOLA INTL INC. COM 834092108 352 22308 SH DEFINED 1,3,4 22308
SOLECTRON CORP. COM 834182107 2859 489138 SH DEFINED 1,3,4 489138
SONIC CORP. COM 835451105 880 35005 SH DEFINED 1,3,4 35005
SONOCO PRODUCTS CO. COM 835495102 620 28433 SH DEFINED 1,3,4 28433
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SONUS NETWORKS, INC. COM 835916107 1782 257060 SH DEFINED 1,3,4 257060
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SOUTH FINANCIAL GROUP, INC. COM 837841105 15218 611617 SH DEFINED 1,3,4 611617
SOUTH JERSEY INDUSRIES COM 838518108 1412 37281 SH DEFINED 1,3,4 37281
SOUTHERN CO. COM 842587107 12305 419774 SH DEFINED 1,3,4 419774
SOUTHERN FINANCIAL BANCORP COM 842870107 1207 30656 SH DEFINED 1,3,4 30656
SOUTHERN UNION COMPANY COM 844030106 12555 738772 SH DEFINED 1,3,4 738772
SOUTHTRUST CORP. COM 844730101 20497 697420 SH DEFINED 1,3,4 697420
SOUTHWEST AIRLINES CO. COM 844741108 8550 483180 SH DEFINED 1,3,4 483180
SOUTHWEST BANCORP OF TEXAS COM 84476R109 1119 30638 SH DEFINED 1,3,4 30638
SOUTHWEST GAS CO. COM 844895102 688 30381 SH DEFINED 1,3,4 30381
SOUTHWESTERN ENERGY CO COM 845467109 4208 232399 SH DEFINED 1,3,4 232399
SOVEREIGN BANCORP INC. COM 845905108 1528 82430 SH DEFINED 1,3,4 82430
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SPINNAKER EXPLORATION CO COM 84855W109 716 29836 SH DEFINED 1,3,4 29836
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SPRINT CORP. (FON GROUP) COM 852061100 7848 519643 SH DEFINED 1,3,4 519643
SPRINT CORP. (PCS GROUP) COM 852061506 4408 769092 SH DEFINED 1,3,4 769092
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STANDARD MICROSYSTEMS CORP COM 853626109 2640 97906 SH DEFINED 1,3,4 97906
STANDARD MOTOR PRODS COM 853666105 180 17716 SH DEFINED 1,3,4 17716
STANDARD PACIFIC CP COM 85375C101 1111 29231 SH DEFINED 1,3,4 29231
STANDARD REGISTER CO., THE COM 853887107 420 25397 SH DEFINED 1,3,4 25397
STANDEX INTERNATIONAL CORP COM 854231107 260 10780 SH DEFINED 1,3,4 10780
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STARBUCKS CORP. COM 855244109 8370 290713 SH DEFINED 1,3,4 290713
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STARWOOD HOTELS & RESORTS COM 85590A203 4128 118748 SH DEFINED 1,3,4 118748
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STATOIL ASA COM 85771P102 123 13700 SH DEFINED 1,3,4 13700
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STERLING FINL CORP. COM 859319105 5250 186498 SH DEFINED 1,3,4 186498
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SYSCO CORP. COM 871829107 38296 1170724 SH DEFINED 1,3,4 1170724
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TDK CORP COM 872351408 103 1740 SH DEFINED 1,3,4 1740
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TAIWAN SEMICONDUCTOR MFG LTD COM 874039100 578 53410.68 SH DEFINED 1,3,4 53411
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TECHNE CORP. COM 878377100 2655 83414 SH DEFINED 1,3,4 83414
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TEREX CORP COM 880779103 928 50095 SH DEFINED 1,3,4 50095
TEVA PHARMACEUTICAL INDS LTD COM 881624209 11723 205275 SH DEFINED 1,3,4 205275
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THERMO ELECTRON CORP. COM 883556102 6116 281949 SH DEFINED 1,3,4 281949
THOMAS & BETTS CORP. COM 884315102 1063 67510 SH DEFINED 1,3,4 67510
THOMAS INDUSTRIES, INC. COM 884425109 441 15465 SH DEFINED 1,3,4 15465
THOR INDUSTRIES, INC. COM 885160101 2871 53223 SH DEFINED 1,3,4 53223
THORNBURG MORTGAGE COM 885218107 5880 232086 SH DEFINED 1,3,4 232086
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THREE-FIVE SYSTEMS, INC. COM 88554L108 107 19124 SH DEFINED 1,3,4 19124
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TIMBERLAND CO. -CL A COM 887100105 415 9750 SH DEFINED 1,3,4 9750
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TITAN CORP. COM 888266103 459 22003 SH DEFINED 1,3,4 22003
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TOLLGRADE COMMUNICATIONS, INC. COM 889542106 195 12191 SH DEFINED 1,3,4 12191
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TORCHMARK CORP. COM 891027104 13199 324790 SH DEFINED 1,3,4 324790
TORO CO. COM 891092108 10118 224837 SH DEFINED 1,3,4 224837
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TREDEGAR INDUSTRIES, INC. COM 894650100 516 34198 SH DEFINED 1,3,4 34198
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TRIBUNE CO. COM 896047107 23587 514036 SH DEFINED 1,3,4 514036
TRIMBLE NAVIGATION LTD COM 896239100 1683 72607 SH DEFINED 1,3,4 72607
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TRIUMPH GROUP, INC. COM 896818101 423 14228 SH DEFINED 1,3,4 14228
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VIGNETTE CORP. COM 926734104 2778 1207450 SH DEFINED 1,3,4 1207450
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