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, 2002
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Principal Financial Group, Inc.
Address: 711 High Street
Des Moines, IA 50392
13F File Number: 28-10106
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Michael Roughton
Title: Vice-President
Phone: 515-248-3842
Signature, Place, and Date of Signing:
Michael Roughton Des Moines, Iowa November 14, 2002
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 1816
Form 13F Information Table Value Total: $14142196 (X$1000)
List of Other Included Managers:
No. 13F File Number Name
01 28-1549 Invista Capital Management, LLC
02 28-5133 BT Financial Group Limited
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 AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR CORP. COM 000361105 76 15967 SH DEFINED 1,3,4 15967
ADC COMMUNICATIONS, INC. COM 000886101 457 405379 SH DEFINED 1,3,4 405379
ABM INDUSTRIES, INC. COM 000957100 346 24551 SH DEFINED 1,3,4 24551
AFLAC, INC. COM 001055102 25086 817377 SH DEFINED 1,3,4 817377
AGCO CORP. COM 001084102 1683 72624 SH DEFINED 1,3,4 72624
AGL RESOURCES IN COM 001204106 4194 189937 SH DEFINED 1,3,4 189937
AES CORP. COM 00130H105 679 276410 SH DEFINED 1,3,4 276410
AK STEEL HOLDING CORP. COM 001547108 2232 305577 SH DEFINED 1,3,4 305577
AMB PROPERTY CORP. COM 00163T109 23945 828480 SH DEFINED 1,3,4 828480
AMN HEALTHCARE SERVICES, INC. COM 001744101 4844 261795 SH DEFINED 1,3,4 261795
AMR CORP. COM 001765106 319 79128 SH DEFINED 1,3,4 79128
AOL TIME WARNER COM 00184A105 45606 3898419 SH DEFINED 1,3,4 3898419
ATI TECHNOLOGIES, INC. COM 001941103 801 160780 SH DEFINED 1,3,4 160780
AT&T CORP. COM 001957109 61125 5089461 SH DEFINED 1,3,4 5089461
ATMI, INC. COM 00207R101 219 15319 SH DEFINED 1,3,4 15319
AT&T WIRELESS GROUP COM 00209A106 9378 2277198 SH DEFINED 1,3,4 2277198
AXT INC. COM 00246W103 23 11249 SH DEFINED 1,3,4 11249
AAIPHARMA, INC. COM 00252W104 973 81150 SH DEFINED 1,3,4 81150
AARON RENTS INC. COM 002535201 247 10813 SH DEFINED 1,3,4 10813
ABBOTT LABORATORIES COM 002824100 48149 1191725 SH DEFINED 1,3,4 1191725
ABERCROMBIE & FITCH CO. COM 002896207 1558 79286 SH DEFINED 1,3,4 79286
Abercrombie & Fitch Co A COM 002896207 11487 584011 SH DEFINED 2,4 555295 28716
CORE HEALTHCARE LTD COM 004180027 11 99042 SH DEFINED 1,3,4 99042
ACCLAIM ENMNT, INC. COM 004325205 902 821901 SH DEFINED 1,3,4 821901
ACCOR S.A. COM 00435F101 193 13348 SH DEFINED 1,3,4 13348
ACCREDO HEALTH, INC. COM 00437V104 1264 26510 SH DEFINED 1,3,4 26510
SAMSUNG ELECTRONICS CO., LTD COM 004773096 353 6123 SH DEFINED 1,3,4 6123
ACTIVISION, INC. COM 004930202 6578 274896 SH DEFINED 1,3,4 274896
ACTION PERFORMANCE COS INC COM 004933107 10952 426199 SH DEFINED 1,3,4 426199
ACTEL CORP. COM 004934105 130 12320 SH DEFINED 1,3,4 12320
SAMSUNG ELECTRONIC COM 004942818 335 2826 SH DEFINED 1,3,4 2826
ACTRADE FINANCIAL TECH COM 00507P102 702 278331 SH DEFINED 1,3,4 278331
CHINA STEEL CORP COM 005081873 200 23785 SH DEFINED 1,3,4 23785
ACTUATE CORPORATION COM 00508B102 326 345047 SH DEFINED 1,3,4 345047
ACUITY BRANDS INC. COM 00508Y102 5076 413471 SH DEFINED 1,3,4 413471
ACXIOM CORP. COM 005125109 12732 897895 SH DEFINED 1,3,4 897895
DAIRY FARM INTL. COM 006180274 306 351350 SH DEFINED 1,3,4 351350
ADAPTEC, INC. COM 00651F108 237 53480 SH DEFINED 1,3,4 53480
ADECCO COM 006754105 159 19311 SH DEFINED 1,3,4 19311
ADMINISTAFF, INC. COM 007094105 52 13980 SH DEFINED 1,3,4 13980
ADOBE SYSTEMS, INC. COM 00724F101 4822 252349 SH DEFINED 1,3,4 252349
PRO MOS TECHNOLOGIES COM 007362521 95 28032 SH DEFINED 1,3,4 28032
ADVANCED FIBRE COMMUNICATION COM 00754A105 209 15794 SH DEFINED 1,3,4 15794
ADVO, INC. COM 007585102 318 9947 SH DEFINED 1,3,4 9947
ADVANCED MEDICAL OPTICS COM 00763M108 136 14424 SH DEFINED 1,3,4 14424
AEROFLEX INC. COM 007768104 150 29967 SH DEFINED 1,3,4 29967
ADVANCED MICRO DEVICES COM 007903107 927 174352 SH DEFINED 1,3,4 174352
ADVANCE PCS COM 00790K109 461 20474 SH DEFINED 1,3,4 20474
ADVANCED ENERGY INDUSTRIES COM 007973100 141 16063 SH DEFINED 1,3,4 16063
AETNA INC- NEW COM 00817Y108 6681 186556 SH DEFINED 1,3,4 186556
AFFILIATED COMP SVCS -CLA COM 008190100 3979 93493 SH DEFINED 1,3,4 93493
AFFILIATED MANAGERS GROUP, INC COM 008252108 5287 118550 SH DEFINED 1,3,4 118550
AFFYMETRIX, INC. COM 00826T108 1035 49760 SH DEFINED 1,3,4 49760
AFTERMARKET TECHNOLOGY CORP. COM 008318107 2588 200210 SH DEFINED 1,3,4 200210
AGILENT TECHNOLOGIES INC COM 00846U101 3730 285662 SH DEFINED 1,3,4 285662
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 9043 215313 SH DEFINED 1,3,4 215313
AIRBORNE INC. COM 009269101 7364 649370 SH DEFINED 1,3,4 649370
AIRGAS INC. COM 009363102 8919 679409 SH DEFINED 1,3,4 679409
ALBANY INTL CORP. -CLA COM 012348108 8376 441361 SH DEFINED 1,3,4 441361
ALBANY MOLECULAR RESEARCH COM 012423109 5919 347630 SH DEFINED 1,3,4 347630
ALBEMARLE CORP. COM 012653101 5236 206997 SH DEFINED 1,3,4 206997
ALBERTO-CULVER CO. COM 013068101 5061 103297 SH DEFINED 1,3,4 103297
ALBERTSONS, INC. COM 013104104 8681 359214 SH DEFINED 1,3,4 359214
ALCOA, INC. COM 013817101 10598 548980 SH DEFINED 1,3,4 548980
ALEXANDER & BALDWIN INC. COM 014482103 5747 258332 SH DEFINED 1,3,4 258332
ALEXANDRIA REAL EST EQUITIES COM 015271109 1272 30000 SH DEFINED 1,3,4 30000
ALLEGHENY ENERGY COM 017361106 2014 154249 SH DEFINED 1,3,4 154249
ALLEGHENY TECHNOLOGIES, INC. COM 01741R102 1913 278084 SH DEFINED 1,3,4 278084
ALLEN TELECOM, INC. COM 018091108 80 15259 SH DEFINED 1,3,4 15259
ALLERGAN, INC. COM 018490102 7757 142647 SH DEFINED 1,3,4 142647
ALLETE COM 018522102 351 16292 SH DEFINED 1,3,4 16292
ALLIANCE DATA SYSTEMS CORP. COM 018581108 1364 90000 SH DEFINED 1,3,4 90000
ALLIANCE SEMICONDUCTOR CORP. COM 01877H100 71 18647 SH DEFINED 1,3,4 18647
ALLIANCE RESOURCE PARTNERS COM 01877R108 1307 56420 SH DEFINED 1,3,4 56420
ALLIANT CORP. COM 018802108 11953 620886 SH DEFINED 1,3,4 620886
ALLIANT TECHSYSTEMS, INC. COM 018804104 25115 362691 SH DEFINED 1,3,4 362691
ALLIED IRISH BANKS COM 019228402 252 10500 SH DEFINED 1,3,4 10500
ALLIED WASTE INDUSTRIES, INC. COM 019589308 1469 201182 SH DEFINED 1,3,4 201182
ALLMERICA FINANCIAL CORP. COM 019754100 122 10149 SH DEFINED 1,3,4 10149
ALLSTATE CORP. COM 020002101 20742 583549 SH DEFINED 1,3,4 583549
ALLTEL CORP. COM 020039103 19788 493367 SH DEFINED 1,3,4 493367
ALPHARMA INC. - CL A COM 020813101 247 25652 SH DEFINED 1,3,4 25652
ALTERA CORP. COM 021441100 1694 194740 SH DEFINED 1,3,4 194740
AMAZONCOM, INC. COM 023135106 910 57200 SH DEFINED 1,3,4 57200
AMBAC FINANCIAL GP COM 023139108 20056 372241 SH DEFINED 1,3,4 372241
AMERADA HESS CORP. COM 023551104 4565 67327 SH DEFINED 1,3,4 67327
AMEREN CORP. COM 023608102 28883 693521 SH DEFINED 1,3,4 693521
AMERICA MOVIL - SERIES L COM 02364W105 15529 1285340 SH DEFINED 1,3,4 1285340
AMERICAN AXLE & MFG HOLDINGS COM 024061103 7083 283631 SH DEFINED 1,3,4 283631
AM CAP STRATEGIES LTD. COM 024937104 6228 330520 SH DEFINED 1,3,4 330520
AMERICAN ELECTRIC POWER CO., I COM 025537101 7562 265132 SH DEFINED 1,3,4 265132
AMERICAN EAGLE OUTFITTERS COM 02553E109 168 13792 SH DEFINED 1,3,4 13792
AMERICAN EXPRESS CO. COM 025816109 34844 1117624 SH DEFINED 1,3,4 1117624
AMERICAN FINL GROUP INC. COM 025932104 302 13172 SH DEFINED 1,3,4 13172
AMERICAN FINANCIAL HOLDINGS COM 026075101 2950 97036 SH DEFINED 1,3,4 97036
AMERICAN GREETINGS CORP. COM 026375105 12223 759682 SH DEFINED 1,3,4 759682
AMERICAN HOME MTG. HOLDINGS, I COM 02660M108 4863 440850 SH DEFINED 1,3,4 440850
AMERICAN INTERNATIONAL GROUP, COM 026874107 142448 2604173 SH DEFINED 1,3,4 2604173
American International Group COM 026874107 20178 368889 SH DEFINED 2,4 350829 18060
AMERICAN ITALIAN PASTA CO. COM 027070101 1170 32771 SH DEFINED 1,3,4 32771
AMERICAN MANAGEMENT SYSTEMS, I COM 027352103 269 21067 SH DEFINED 1,3,4 21067
AMERICAN MEDICAL SYS HLDGS COM 02744M108 3364 162113 SH DEFINED 1,3,4 162113
AMERICAN POWER CONVERSION CORP COM 029066107 7225 756011 SH DEFINED 1,3,4 756011
AMEM STANDARD CO INC. COM 029712106 15515 243916 SH DEFINED 1,3,4 243916
AMERICAN STATES WATER CO. COM 029899101 201 7584 SH DEFINED 1,3,4 7584
AMERICAN WATER WORKS INC COM 030411102 16613 371948 SH DEFINED 1,3,4 371948
AMERICAN WOODMARK CORP COM 030506109 1116 22000 SH DEFINED 1,3,4 22000
AMERICREDIT CORP. COM 03060R101 253 31491 SH DEFINED 1,3,4 31491
AMERISTAR CASINOS, INC. COM 03070Q101 2893 152600 SH DEFINED 1,3,4 152600
AMERIPATH, INC. COM 03071D109 229 15328 SH DEFINED 1,3,4 15328
AMERUS LIFE GROUP. COM 03072M108 215 7593 SH DEFINED 1,3,4 7593
AMERISOURCEBERGEN CORP COM 03073E108 31024 434453 SH DEFINED 1,3,4 434453
AMGEN COM 031162100 41108 985855 SH DEFINED 1,3,4 985855
AMSOUTH BANCORPORATION COM 032165102 16153 778744 SH DEFINED 1,3,4 778744
AMSURG CORP. COM 03232P405 310 10274 SH DEFINED 1,3,4 10274
ANADARKO PETROLEUN CORP. COM 032511107 5791 130084 SH DEFINED 1,3,4 130084
ANALOG DEVICES COM 032654105 7174 364371 SH DEFINED 1,3,4 364371
ANALOGIC CORP. COM 032657207 2383 56827 SH DEFINED 1,3,4 56827
ANANLYSTS INT'L CORP. COM 032681108 32 12151 SH DEFINED 1,3,4 12151
ANCHOR BANCORP, INC./WI COM 032839102 2277 112642 SH DEFINED 1,3,4 112642
ANDREW CORP. COM 034425108 315 49768 SH DEFINED 1,3,4 49768
ANHEUSER-BUSCH COS., INC. COM 035229103 37999 751000 SH DEFINED 1,3,4 751000
ANIXTER INT'L, INC. COM 035290105 1121 54624 SH DEFINED 1,3,4 54624
ANNALY MORTGAGE MANAGEMENT COM 035710409 19622 1063573 SH DEFINED 1,3,4 1063573
ANNTAYLOR STORES CORP. COM 036115103 4606 200203 SH DEFINED 1,3,4 200203
ANTHEM, INC. COM 03674B104 12965 199424 SH DEFINED 1,3,4 199424
ANTEON INTERNATIONAL CORP. COM 03674E111 7982 293630 SH DEFINED 1,3,4 293630
ANWORTH MORTGAGE ASST CORP. COM 037347101 2005 164500 SH DEFINED 1,3,4 164500
AON CORP. COM 037389103 2847 138863 SH DEFINED 1,3,4 138863
APACHE CORP. COM 037411105 41084 691318 SH DEFINED 1,3,4 691318
APARTMENT INVESTMENT & MANAGEM COM 03748R101 2214 57000 SH DEFINED 1,3,4 57000
APOGEE ENTERPRISES, INC. COM 037598109 156 14244 SH DEFINED 1,3,4 14244
APOLLO GROUP INC. COM 037604105 4418 101466 SH DEFINED 1,3,4 101466
APOGENT TECHNOLOGIES, INC. COM 03760A101 432 23245 SH DEFINED 1,3,4 23245
APPLE COMPUTER, INC. COM 037833100 2650 182718 SH DEFINED 1,3,4 182718
Apple Computer COM 037833100 720 49665 SH DEFINED 2,4 49665
APPLEBEES INT'L, INC. COM 037899101 2758 125808 SH DEFINED 1,3,4 125808
APRIA HEALTHCARE GROUP INC COM 037933108 4319 183461 SH DEFINED 1,3,4 183461
APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 4794 261976 SH DEFINED 1,3,4 261976
APPLICA INCORPORATED COM 03815A106 64 11709 SH DEFINED 1,3,4 11709
APPLIED MATERIALS, INC. COM 038222105 26706 2312483 SH DEFINED 1,3,4 2312483
APPLIED MICRO CIRCUITS CORP. COM 03822W109 429 152511 SH DEFINED 1,3,4 152511
APTARGROUP, INC. COM 038336103 2702 100572 SH DEFINED 1,3,4 100572
AQUILA, INC. COM 03840P102 147 36344 SH DEFINED 1,3,4 36344
ARACRUZ CLEULOSE SA COM 038496204 3069 209445 SH DEFINED 1,3,4 209445
ARBITRON, INC. COM 03875Q108 16500 483960 SH DEFINED 1,3,4 483960
ARCH CHEMICALS, INC. COM 03937R102 202 11229 SH DEFINED 1,3,4 11229
ARCH COAL, INC. COM 039380100 4325 261383 SH DEFINED 1,3,4 261383
ARCHER-DANIELS-MIDLAND CO. COM 039483102 4150 332186 SH DEFINED 1,3,4 332186
ARCHSTONE-SMITH TRUST COM 039583109 1598 66945 SH DEFINED 1,3,4 66945
ARCTIC CAT, INC. COM 039670104 157 11268 SH DEFINED 1,3,4 11268
ARGOSY GAMING COMPANY COM 040228108 330 14417 SH DEFINED 1,3,4 14417
ARKANSAS BEST CORP. COM 040790107 357 12398 SH DEFINED 1,3,4 12398
ARMOR HOLDINGS, INC. COM 042260109 220 14632 SH DEFINED 1,3,4 14632
ARQULE, INC. COM 04269E110 53 10607 SH DEFINED 1,3,4 10607
ARRIS GROUP, INC. COM 04269Q100 2441 659900 SH DEFINED 1,3,4 659900
ARROW ELECTRONICS INC. COM 042735100 242 19200 SH DEFINED 1,3,4 19200
ARTESYN TECHNOLOGIES, INC. COM 043127109 23 19186 SH DEFINED 1,3,4 19186
ARTHROCARE CORP. COM 043136100 128 10691 SH DEFINED 1,3,4 10691
ARVINMERITOR, INC. COM 043353101 15045 804781 SH DEFINED 1,3,4 804781
ASCENTIAL SOFTWARE CORP. COM 04362P108 88 47444 SH DEFINED 1,3,4 47444
ASHLAND, INC. COM 044204105 1558 58131 SH DEFINED 1,3,4 58131
ASIAINFO HOLDINGS CO COM 04518A104 934 280000 SH DEFINED 1,3,4 280000
ASPEN TECHNOLOGY, INC. COM 045327103 53 17693 SH DEFINED 1,3,4 17693
ASSOCIATED BANC-CORP. COM 045487105 457 14453 SH DEFINED 1,3,4 14453
INTUITIVE SURGICAL INC. COM 04612E111 3873 484341 SH DEFINED 1,3,4 484341
ASTORIA FINL CORP. COM 046265104 413 16948 SH DEFINED 1,3,4 16948
ASTROPOWER, INC. COM 04644A101 76 10846 SH DEFINED 1,3,4 10846
ATLANTIC COAST AIRLINES HOLDIN COM 048396105 2163 233886 SH DEFINED 1,3,4 233886
ATMEL CORP. COM 049513104 96 89276 SH DEFINED 1,3,4 89276
ATMOS ENERGY CORP. COM 049560105 446 20790 SH DEFINED 1,3,4 20790
ATWOOD OCEANICS INC. COM 050095108 202 6900 SH DEFINED 1,3,4 6900
AUDIOVOX CORP. COM 050757103 79 11852 SH DEFINED 1,3,4 11852
AUTODESK, INC. COM 052769106 1254 99252 SH DEFINED 1,3,4 99252
AUTOMATIC DATA PROCESSING, INC COM 053015103 38145 1097223 SH DEFINED 1,3,4 1097223
AUTOZONE, INC. COM 053332102 5928 75155 SH DEFINED 1,3,4 75155
AVALONBAY COMMUNITIES, INC. COM 053484101 661 15787 SH DEFINED 1,3,4 15787
AVAYA, INC. COM 053499109 250 183293 SH DEFINED 1,3,4 183293
AVENTIS COM 053561106 238 4519 SH DEFINED 1,3,4 4519
AVERY DENNISON CORP. COM 053611109 8394 147251 SH DEFINED 1,3,4 147251
AVIALL, INC. COM 05366B102 3448 338400 SH DEFINED 1,3,4 338400
AVID TECHNOLOGY, INC. COM 05367P100 133 13197 SH DEFINED 1,3,4 13197
AVISTA CORP. COM 05379B107 271 23925 SH DEFINED 1,3,4 23925
AVNET, INC. COM 053807103 247 22880 SH DEFINED 1,3,4 22880
AVON PRODUCTS, INC. COM 054303102 5550 120353 SH DEFINED 1,3,4 120353
AWARE INC/MASS COM 05453N100 22 11358 SH DEFINED 1,3,4 11358
AXCELIS TECHNOLOGIES, INC. COM 054540109 239 49102 SH DEFINED 1,3,4 49102
AZTAR CORP. COM 054802103 5021 380223 SH DEFINED 1,3,4 380223
BB&T CORP. COM 054937107 9971 284438 SH DEFINED 1,3,4 284438
BCE, INC. COM 05534B109 712 40285 SH DEFINED 1,3,4 40285
BCE Inc COM 05534B109 27534 1555621 SH DEFINED 2,4 1482447 73174
BHP BILLITON PLC COM 05545E212 296 32029 SH DEFINED 1,3,4 32029
BISYS GROUP, INC. COM 055472104 6678 399703 SH DEFINED 1,3,4 399703
BJ SERVICES CO. COM 055482103 9536 366754 SH DEFINED 1,3,4 366754
BJS WHOLESALE CLUB INC. COM 05548J106 262 13616 SH DEFINED 1,3,4 13616
BNP PARIBAS - SPONSORED ADR COM 05565A202 218 13400 SH DEFINED 1,3,4 13400
BMC SOFTWARE, INC. COM 055921100 1634 125458 SH DEFINED 1,3,4 125458
BAKER HUGHES, INC. COM 057224107 5001 172284 SH DEFINED 1,3,4 172284
BALDOR ELECTRIC CO. COM 057741100 326 17069 SH DEFINED 1,3,4 17069
BALL CORP. COM 058498106 17639 349961 SH DEFINED 1,3,4 349961
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 956 96902 SH DEFINED 1,3,4 96902
BANCORPSOUTH, INC. COM 059692103 6283 318909 SH DEFINED 1,3,4 318909
BANK OF AMERICA CORP. COM 060505104 127798 2003124 SH DEFINED 1,3,4 2003124
Bank Of America Corp COM 060505104 51751 811142 SH DEFINED 2,4 771298 39844
BANK OF HAWAII CORP. COM 062540109 366 13021 SH DEFINED 1,3,4 13021
BANK OF NEW YORK COM 064057102 22376 778704 SH DEFINED 1,3,4 778704
BANK ONE CORP. COM 06423A103 62165 1662543 SH DEFINED 1,3,4 1662543
BANKATLANTIC BANCORP COM 065908501 2750 306200 SH DEFINED 1,3,4 306200
BANKNORTH GROUP, INC. COM 06646R107 11943 502848 SH DEFINED 1,3,4 502848
BANTA CORP. COM 066821109 11155 314152 SH DEFINED 1,3,4 314152
BARD (C.R.), INC. COM 067383109 9882 180975 SH DEFINED 1,3,4 180975
BARCLAYS PLC COM 06738E207 612 25655 SH DEFINED 1,3,4 25655
BARNES & NOBLE, INC. COM 067774109 273 12891 SH DEFINED 1,3,4 12891
BARNESANDNOBLE.COM INC. COM 067846105 488 996463 SH DEFINED 1,3,4 996463
BARRICK GOLD CORP. COM 067901108 9569 615331 SH DEFINED 1,3,4 615331
BARR LABORATORIES, INC. COM 068306109 1434 23055 SH DEFINED 1,3,4 23055
BARRA INC. COM 068313105 281 10209 SH DEFINED 1,3,4 10209
BASSETT FURNITURE INDS. COM 070203104 1253 91087 SH DEFINED 1,3,4 91087
BAUSCH & LOMB, INC. COM 071707103 929 28166 SH DEFINED 1,3,4 28166
BAXTER INTERNATIONAL, INC. COM 071813109 14849 486193 SH DEFINED 1,3,4 486193
BE AEROSPACE, INC. COM 073302101 3569 749670 SH DEFINED 1,3,4 749670
BEA SYSTEMS, INC. COM 073325102 6794 1312700 SH DEFINED 1,3,4 1312700
BEAR STEARNS COS. COM 073902108 31999 567396 SH DEFINED 1,3,4 567396
BECKMAN COULTER, INC. COM 075811109 14360 370988 SH DEFINED 1,3,4 370988
BECTON, DICKINSON & CO. COM 075887109 6334 223130 SH DEFINED 1,3,4 223130
BED BATH & BEYOND, INC. COM 075896100 66272 2034874 SH DEFINED 1,3,4 2034874
Bed Bath and Beyond Inc COM 075896100 13056 400875 SH DEFINED 2,4 381098 19777
BELDEN, INC. COM 077459105 167 12459 SH DEFINED 1,3,4 12459
BELLSOUTH CORP. COM 079860102 31223 1700646 SH DEFINED 1,3,4 1700646
BELO CORP CLASS A COM 080555105 7080 323647 SH DEFINED 1,3,4 323647
BEMIS CO. COM 081437105 4776 96782 SH DEFINED 1,3,4 96782
BENCHMARK ELECTRONICS, INC. COM 08160H101 10188 483905 SH DEFINED 1,3,4 483905
BERKLEY (WR) CORP COM 084423102 1184 34780 SH DEFINED 1,3,4 34780
BEST BUY CO., INC. COM 086516101 4188 187735 SH DEFINED 1,3,4 187735
BEVERLY ENTERPRISES COM 087851309 492 203709 SH DEFINED 1,3,4 203709
BIG LOTS, INC. COM 089302103 1581 99684 SH DEFINED 1,3,4 99684
BIO RAD LABORATORIES COM 090572207 7489 198884 SH DEFINED 1,3,4 198884
BIO TECHNOLOGY GENERAL CORP. COM 090578105 1525 514947 SH DEFINED 1,3,4 514947
BIOGEN INC. COM 090597105 5292 180866 SH DEFINED 1,3,4 180866
BIOMET, INC. COM 090613100 43206 1622433 SH DEFINED 1,3,4 1622433
BIOSITE, INC. COM 090945106 1260 43461 SH DEFINED 1,3,4 43461
BLACK & DECKER CORP. COM 091797100 21277 507485 SH DEFINED 1,3,4 507485
BLACK BOX CORP. COM 091826107 1823 54918 SH DEFINED 1,3,4 54918
BLACK HILLS CORP. COM 092113109 1232 47034 SH DEFINED 1,3,4 47034
BLOCK (H.& R.), INC. COM 093671105 64919 1545451 SH DEFINED 1,3,4 1545451
BLYTH INDUSTRIES INC. COM 09643P108 248 8860 SH DEFINED 1,3,4 8860
BOB EVANS FARMS COM 096761101 10354 436708 SH DEFINED 1,3,4 436708
BOEING CO. COM 097023105 22187 649954 SH DEFINED 1,3,4 649954
BOISE CASCADE CORP. COM 097383103 13764 603792 SH DEFINED 1,3,4 603792
BORDERS GROUP INC. COM 099709107 245 15632 SH DEFINED 1,3,4 15632
BORG WARNER INC COM 099724106 1973 39861 SH DEFINED 1,3,4 39861
BOSTON PRIVATE FINL HLDGS. COM 101119105 239 11246 SH DEFINED 1,3,4 11246
BOSTON PROPERTIES INC. COM 101121101 15026 403960 SH DEFINED 1,3,4 403960
BOSTON SCIENTIFIC CORP. COM 101137107 29745 942563 SH DEFINED 1,3,4 942563
BOWATER INC. COM 102183100 371 10562 SH DEFINED 1,3,4 10562
BOWNE & CO., INC. COM 103043105 167 16718 SH DEFINED 1,3,4 16718
BRADY CORP. COM 104674106 372 11533 SH DEFINED 1,3,4 11533
BRANDYWINE REALTY TRUST COM 105368203 4198 186178 SH DEFINED 1,3,4 186178
BRASCAN CORP. COM 10549P606 237 11940 SH DEFINED 1,3,4 11940
BRIGGS & STRATTON CORP. COM 109043109 7741 206069 SH DEFINED 1,3,4 206069
BRINKER INTERNATIONAL INC COM 109641100 485 18739 SH DEFINED 1,3,4 18739
BRISTOL MYERS SQUIBB CO. COM 110122108 32906 1382632 SH DEFINED 1,3,4 1382632
BROADCOM CORP. COM 111320107 2140 200591 SH DEFINED 1,3,4 200591
BROADWING, INC. COM 111620100 77 41850 SH DEFINED 1,3,4 41850
BROCADE COMMUNICATIONS SYSTEM COM 111621108 573 76450 SH DEFINED 1,3,4 76450
BROOKFIELD PROPERTIES CORP. COM 112900105 3039 157900 SH DEFINED 1,3,4 157900
BROOKS AUTOMATION INC, COM 11442E106 215 18984 SH DEFINED 1,3,4 18984
BROWN-FORMAN DISTILLERS CORP. COM 115637209 2333 34868 SH DEFINED 1,3,4 34868
TOM BROWN, INC. COM 115660201 448 19567 SH DEFINED 1,3,4 19567
BROWN SHOE, INC. COM 115736100 3479 194309 SH DEFINED 1,3,4 194309
BRUNSWICK CORP. COM 117043109 1984 94212 SH DEFINED 1,3,4 94212
BUCKEYE TECHNOLOGIES, INC. COM 118255108 137 18522 SH DEFINED 1,3,4 18522
BURLINGTON COAT FACTORY WHAREH COM 121579106 396 22217 SH DEFINED 1,3,4 22217
BURLINGTON NORTHERN SANTA FE C COM 12189T104 9846 411571 SH DEFINED 1,3,4 411571
BURLINGTON RESOURCES, INC. COM 122014103 6875 179396 SH DEFINED 1,3,4 179396
C&D TECHNOLOGIES, INC. COM 124661109 191 13033 SH DEFINED 1,3,4 13033
CBL & ASSOCIATES PROPERTIES, I COM 124830100 12426 320559 SH DEFINED 1,3,4 320559
CTRL GROUP INC. COM 12489V106 5781 253574 SH DEFINED 1,3,4 253574
C-COR.NET CORP. COM 125010108 67 18130 SH DEFINED 1,3,4 18130
CDI CORP. COM 125071100 4514 172594 SH DEFINED 1,3,4 172594
CDW COMPUTER CENTERS INC COM 125129106 1302 30721 SH DEFINED 1,3,4 30721
CEC ENTERTAINMENT, INC. COM 125137109 1692 49537 SH DEFINED 1,3,4 49537
CH ENERGY GROUP INC. COM 12541M102 6842 145774 SH DEFINED 1,3,4 145774
C H ROBINSON WORLDWIDE INC COM 12541W100 433 16168 SH DEFINED 1,3,4 16168
CIGNA CORP. COM 125509109 17904 253030 SH DEFINED 1,3,4 253030
CLECO CORP. COM 12561W105 5609 416392 SH DEFINED 1,3,4 416392
CMS ENERGY CORP. COM 125896100 579 73239 SH DEFINED 1,3,4 73239
CPB, INC. COM 125903104 2639 57150 SH DEFINED 1,3,4 57150
CSK AUTO CORP. COM 125965103 5532 443570 SH DEFINED 1,3,4 443570
CNF INC COM 12612W104 313 9913 SH DEFINED 1,3,4 9913
CNOOC LTD COM 126132109 1727 61300 SH DEFINED 1,3,4 61300
CSX CORP. COM 126408103 2978 112806 SH DEFINED 1,3,4 112806
CTS CORP. COM 126501105 76 16730 SH DEFINED 1,3,4 16730
CUNO INCORPORATED COM 126583103 254 8306 SH DEFINED 1,3,4 8306
CVB FINANCIAL CORP COM 126600105 891 40612 SH DEFINED 1,3,4 40612
CVS CORP. COM 126650100 5479 216051 SH DEFINED 1,3,4 216051
CV THERAPEUTICS INC. COM 126667104 821 39190 SH DEFINED 1,3,4 39190
CABLE DESIGN TECH CP. CL A COM 126924109 135 22200 SH DEFINED 1,3,4 22200
CABOT CORP. COM 127055101 247 11746 SH DEFINED 1,3,4 11746
CABOT OIL & GAS CORP COM 127097103 341 15934 SH DEFINED 1,3,4 15934
CACI INTERNATIONAL, INC. CL - COM 127190304 4140 116881 SH DEFINED 1,3,4 116881
Cadence Design Systems Inc COM 127387108 2136 210074 SH DEFINED 2,4 199762 10312
CADENCE DESIGN SYSTEMS, INC. COM 127387108 1184 116251 SH DEFINED 1,3,4 116251
CAL DIVE INTERNATIONAL INC COM 127914109 375 18591 SH DEFINED 1,3,4 18591
CALLAWAY GOLF CO. COM 131193104 152 14525 SH DEFINED 1,3,4 14525
CALPINE CORP. COM 131347106 467 191217 SH DEFINED 1,3,4 191217
CAMBREX CORP. COM 132011107 3487 94741 SH DEFINED 1,3,4 94741
CAMDEN PROPERTY TRUST COM 133131102 5859 176700 SH DEFINED 1,3,4 176700
CAMPBELL SOUP CO. COM 134429109 5124 231940 SH DEFINED 1,3,4 231940
Canadian National Railway Comp COM 136375102 26307 704532 SH DEFINED 2,4 670263 34269
CANADIAN NATIONAL RAILWAY CO. COM 136375102 638 17090 SH DEFINED 1,3,4 17090
CANON, INC. COM 138006309 415 13038 SH DEFINED 1,3,4 13038
CAPITAL AUTOMOTIVE REIT COM 139733109 13771 551517 SH DEFINED 1,3,4 551517
CAPITAL ONE FINANCIAL CORP. COM 14040H105 8331 238780 SH DEFINED 1,3,4 238780
CAPTARIS, INC. COM 14071N104 34 15987 SH DEFINED 1,3,4 15987
CARBO CERAMICS, INC. COM 140781105 278 7678 SH DEFINED 1,3,4 7678
CARAUSTAR INDUSTRIES, INC. COM 140909102 130 13973 SH DEFINED 1,3,4 13973
CARDINAL HEALTH, INC. COM 14149Y108 76346 1227392 SH DEFINED 1,3,4 1227392
CAREER EDUCATION CORP. COM 141665109 386 8040 SH DEFINED 1,3,4 8040
CAREMARK RX, INC. COM 141705103 2283 134185 SH DEFINED 1,3,4 134185
CARLISLE COS INC. COM 142339100 8884 242272 SH DEFINED 1,3,4 242272
CARNIVAL CORP. COM 143658102 12277 489167 SH DEFINED 1,3,4 489167
CARREKER CORPORATION COM 144433109 69 11636 SH DEFINED 1,3,4 11636
CASEYS GENERAL STORES, INC. COM 147528103 284 24820 SH DEFINED 1,3,4 24820
CASH AMERICA INTL, INC. COM 14754D100 99 12265 SH DEFINED 1,3,4 12265
CATALINA MARKETING CORP. COM 148867104 295 10447 SH DEFINED 1,3,4 10447
CATAPULT COMMUNICATIONS CORP COM 149016107 1355 139010 SH DEFINED 1,3,4 139010
CATERPILLAR, INC. COM 149123101 9141 245570 SH DEFINED 1,3,4 245570
CATHAY BANCORP, INC. COM 149150104 1451 37160 SH DEFINED 1,3,4 37160
CATO CORP. - CI A COM 149205106 241 12695 SH DEFINED 1,3,4 12695
CEMEX SA COM 151290889 1850 88656 SH DEFINED 1,3,4 88656
CENDANT CORP. COM 151313103 9409 874391 SH DEFINED 1,3,4 874391
CENTERPOINT PROPERTIES CORP. COM 151895109 937 16900 SH DEFINED 1,3,4 16900
CENTEX CORP. COM 152312104 1393 31391 SH DEFINED 1,3,4 31391
CENTRAL GARDEN & PET CO COM 153527106 2762 161410 SH DEFINED 1,3,4 161410
CENTRAL PARKING CORP. COM 154785109 3873 192493 SH DEFINED 1,3,4 192493
CENTURY ALUMINUM COMPANY COM 156431108 71 10303 SH DEFINED 1,3,4 10303
CENTURYTEL, INC. COM 156700106 9339 416512 SH DEFINED 1,3,4 416512
CEPHALON, INC. COM 156708109 4599 112711 SH DEFINED 1,3,4 112711
CERIDIAN CORP. COM 156779100 403 28382 SH DEFINED 1,3,4 28382
CERNER CORP. COM 156782104 2276 64538 SH DEFINED 1,3,4 64538
CERTEGY, INC. COM 156880106 266 13229 SH DEFINED 1,3,4 13229
CHAMPION ENTERPRISES, INC. COM 158496109 73 24611 SH DEFINED 1,3,4 24611
CHARLES RIVER LABORATORIES COM 159864107 3873 98662 SH DEFINED 1,3,4 98662
CHARTER ONE FINANCIAL INC. COM 160903100 24944 839638 SH DEFINED 1,3,4 839638
CHARTER COMMUNICATIONS INC-A COM 16117M107 961 516690 SH DEFINED 1,3,4 516690
CHECKERS DRIVE-IN RESTAURANT COM 162809305 1077 135200 SH DEFINED 1,3,4 135200
CHECKFREE CORP COM 162813109 6732 591734 SH DEFINED 1,3,4 591734
CHECKPOINT SYSTEMS, INC. COM 162825103 200 16135 SH DEFINED 1,3,4 16135
CHEESECAKE FACTORY, INC. COM 163072101 289 9680 SH DEFINED 1,3,4 9680
CHELSEA PROPERTY GROUP, INC. COM 163421100 14303 423669 SH DEFINED 1,3,4 423669
CHEMFIRST, INC. COM 16361A106 205 7081 SH DEFINED 1,3,4 7081
CHEMICAL FINANCIAL CORP. COM 163731102 2643 91600 SH DEFINED 1,3,4 91600
Chevrontexaco Corporation COM 166764100 12270 177177 SH DEFINED 2,4 168673 8504
CHEVRONTEXACO, CORP. COM 166764100 65133 940489 SH DEFINED 1,3,4 940489
CHICAGO BRIDGE & IRON-NY COM 167250109 1646 68660 SH DEFINED 1,3,4 68660
CHICO'S FAS INC. COM 168615102 1181 74312 SH DEFINED 1,3,4 74312
CHILDRENS PLACE COM 168905107 133 13251 SH DEFINED 1,3,4 13251
CHIPPAC, INC. COM 169657103 2628 1228010 SH DEFINED 1,3,4 1228010
CHIQUITA BRANDS INTL COM 170032809 6036 390800 SH DEFINED 1,3,4 390800
CHIRON CORP. COM 170040109 7830 224254 SH DEFINED 1,3,4 224254
CHITTENDEN CORP. COM 170228100 479 16140 SH DEFINED 1,3,4 16140
CHOICEPOINT, INC. COM 170388102 1007 28209 SH DEFINED 1,3,4 28209
CHRISTOPHER & BANKS CORP COM 171046105 1353 53832 SH DEFINED 1,3,4 53832
CHUBB CORP. COM 171232101 4799 87527 SH DEFINED 1,3,4 87527
CHURCH & DWIGHT, INC. COM 171340102 296 9004 SH DEFINED 1,3,4 9004
CIBER INC. COM 17163B102 190 32372 SH DEFINED 1,3,4 32372
CIENA CORP. COM 171779101 651 219574 SH DEFINED 1,3,4 219574
CINCINNATI FINANCIAL CORP. COM 172062101 2943 82561 SH DEFINED 1,3,4 82561
CINERGY CORP. COM 172474108 2692 85613 SH DEFINED 1,3,4 85613
CIRCUIT CITY STORES, INC. COM 172737108 1623 106981 SH DEFINED 1,3,4 106981
CIRRUS LOGIC, INC. COM 172755100 38 15947 SH DEFINED 1,3,4 15947
CISCO SYSTEMS, INC. COM 17275R102 97697 9322493 SH DEFINED 1,3,4 9322493
Cisco Systems Inc COM 17275R102 2664 254237 SH DEFINED 2,4 254237
CINTAS CORP. COM 172908105 3714 88624 SH DEFINED 1,3,4 88624
Citigroup Inc COM 172967101 31957 1077792 SH DEFINED 2,4 1025158 52634
CITIGROUP, INC. COM 172967101 142337 4800705 SH DEFINED 1,3,4 4800705
CITIGROUP INC. COM 172967101 218 7352 SH DEFINED 1,3,4 7352
CITIZENS COMMUNICATIONS CO. COM 17453B101 1407 208123 SH DEFINED 1,3,4 208123
CITIZENS FIRST BANCORP INC. COM 17461R106 1012 56160 SH DEFINED 1,3,4 56160
CITRIX SYSTEMS INC. COM 177376100 534 89232 SH DEFINED 1,3,4 89232
CITY NATIONAL CORP. COM 178566105 8020 171512 SH DEFINED 1,3,4 171512
CLAIRE'S STORES, INC. COM 179584107 10909 500563 SH DEFINED 1,3,4 500563
CLARCOR, INC. COM 179895107 380 12441 SH DEFINED 1,3,4 12441
CLAYTON HOMES, INC. COM 184190106 288 26335 SH DEFINED 1,3,4 26335
CLEAR CHANNEL COMMUNICATIONS, COM 184502102 14902 428795 SH DEFINED 1,3,4 428795
Clear Channel Communications COM 184502102 15011 431962 SH DEFINED 2,4 412277 19685
CLOROX CO. COM 189054109 31924 794628 SH DEFINED 1,3,4 794628
COACH, INC. COM 189754104 928 36267 SH DEFINED 1,3,4 36267
COCA-COLA BTLNG CONS COM 191098102 211 4456 SH DEFINED 1,3,4 4456
COCA-COLA CO. COM 191216100 93625 1952199 SH DEFINED 1,3,4 1952199
COCA-COLA ENTERPRISES COM 191219104 21762 1024431 SH DEFINED 1,3,4 1024431
COGNEX CORP. COM 192422103 306 22100 SH DEFINED 1,3,4 22100
COGNOS, INC. COM 19244C109 1284 76430 SH DEFINED 1,3,4 76430
COHERENT, INC. COM 192479103 3426 187594 SH DEFINED 1,3,4 187594
COHU INC. COM 192576106 114 10408 SH DEFINED 1,3,4 10408
COINSTAR, INC. COM 19259P300 1033 40050 SH DEFINED 1,3,4 40050
KENNETH COLE PRODUCTIONS-A COM 193294105 955 47100 SH DEFINED 1,3,4 47100
Colgate-Palmolive COM 194162103 16083 298109 SH DEFINED 2,4 283421 14688
COLGATE-PALMOLIVE CO. COM 194162103 25316 469264 SH DEFINED 1,3,4 469264
COLONIAL BANCGROUP COM 195493309 281 22461 SH DEFINED 1,3,4 22461
COLONIAL PROPERTIES TRUST COM 195872106 2574 71152 SH DEFINED 1,3,4 71152
COMCAST CORP. COM 200300200 29641 1421013 SH DEFINED 1,3,4 1421013
COMERICA, INC. COM 200340107 8278 171817 SH DEFINED 1,3,4 171817
COMMERCE BANCORP, INC./NJ COM 200519106 1109 26659 SH DEFINED 1,3,4 26659
COMMERCE BANCSHARES, INC. COM 200525103 21160 541492 SH DEFINED 1,3,4 541492
COMMERCIAL FEDERAL CORP COM 201647104 492 22648 SH DEFINED 1,3,4 22648
COMMERCIAL METALS CO. COM 201723103 255 14240 SH DEFINED 1,3,4 14240
COMMONWEALTH TELEPHONE ENTERPR COM 203349105 8893 255830 SH DEFINED 1,3,4 255830
COMMSCOPE, INC. COM 203372107 80 11806 SH DEFINED 1,3,4 11806
COMMUNITY FIRST BANKSHARES COM 203902101 4380 156957 SH DEFINED 1,3,4 156957
COMPANHIA BRASILEIRA DE DIST COM 20440T201 1432 120800 SH DEFINED 1,3,4 120800
CIA VALE DO RIO DOCE COM 204412209 11316 497230 SH DEFINED 1,3,4 497230
COMPANHIA DE BEBIDAS COM 20441W203 737 68600 SH DEFINED 1,3,4 68600
COMPASS BANCSHARES INC. COM 20449H109 729 24619 SH DEFINED 1,3,4 24619
COMPUTER ASSOCIATES INTL INC. COM 204912109 6645 691951 SH DEFINED 1,3,4 691951
COMPUTER SCIENCES CORP. COM 205363104 17409 626361 SH DEFINED 1,3,4 626361
COMPUTER TASK GROUP, INC. COM 205477102 31 10444 SH DEFINED 1,3,4 10444
COMPUWARE CORP. COM 205638109 585 194655 SH DEFINED 1,3,4 194655
COMSTOCK RES INC COM NEW COM 205768203 2899 420159 SH DEFINED 1,3,4 420159
COMVERSE TECHNOLOGY, INC. COM 205862402 657 95619 SH DEFINED 1,3,4 95619
CONAGRA FOODS, INC. COM 205887102 9201 370479 SH DEFINED 1,3,4 370479
CONCORD CAMERA CORP. COM 206156101 63 13708 SH DEFINED 1,3,4 13708
CONCORD EFS, INC. COM 206197105 4153 261674 SH DEFINED 1,3,4 261674
CONMED CORP. COM 207410101 1460 72327 SH DEFINED 1,3,4 72327
CONNETICS CORP. COM 208192104 1080 116830 SH DEFINED 1,3,4 116830
CONOCOPHILLIPS COM 20825C104 21547 466038 SH DEFINED 1,3,4 466038
ConocoPhillips COM 20825C104 18076 390914 SH DEFINED 2,4 371143 19771
CONSOLIDATED EDISON, INC. COM 209115104 5319 132291 SH DEFINED 1,3,4 132291
CONSTELLATION BRANDS INC - A COM 21036P108 1388 60080 SH DEFINED 1,3,4 60080
CONSTELLATION ENERGY GROUP COM 210371100 4760 192247 SH DEFINED 1,3,4 192247
CONVERGYS CORP. COM 212485106 1318 87986 SH DEFINED 1,3,4 87986
COOPER CAMERON CORP. COM 216640102 531 12711 SH DEFINED 1,3,4 12711
COOPER COMPANIES, INC. COM 216648402 402 7648 SH DEFINED 1,3,4 7648
COOPER TIRE & RUBBER COM 216831107 2969 184485 SH DEFINED 1,3,4 184485
COORS (ADOLPH) CO. CLASS B COM 217016104 6637 117923 SH DEFINED 1,3,4 117923
COPART INC. COM 217204106 187 17395 SH DEFINED 1,3,4 17395
CORINTHIAN COLLEGES, INC. COM 218868107 809 21409 SH DEFINED 1,3,4 21409
CORIXA CORP. COM 21887F100 1584 250220 SH DEFINED 1,3,4 250220
CORN PRODUCTS INTL, INC. COM 219023108 3643 126702 SH DEFINED 1,3,4 126702
CORNING, INC. COM 219350105 761 485321 SH DEFINED 1,3,4 485321
COST PLUS INC/CALIFORNIA COM 221485105 296 10831 SH DEFINED 1,3,4 10831
COSTCO WHOLESALE CORP. COM 22160K105 9589 296332 SH DEFINED 1,3,4 296332
COUNTRYWIDE CREDIT INDUSTRIES, COM 222372104 13363 283439 SH DEFINED 1,3,4 283439
COVANCE INC. COM 222816100 537 27387 SH DEFINED 1,3,4 27387
COVENTRY HEALTH CARE COM 222862104 980 30142 SH DEFINED 1,3,4 30142
CRANE CO. COM 224399105 592 30379 SH DEFINED 1,3,4 30379
CREDENCE SYSTEMS CORP. COM 225302108 105 12241 SH DEFINED 1,3,4 12241
CREE, INC. COM 225447101 173 13904 SH DEFINED 1,3,4 13904
CROMPTON CORPORATION COM 227116100 218 21726 SH DEFINED 1,3,4 21726
CULLEN FROST BANKERS, INC. COM 229899109 1796 52594 SH DEFINED 1,3,4 52594
CUMMINS, INC. COM 231021106 1745 74303 SH DEFINED 1,3,4 74303
CUMULUS MEDIA, INC. - CL A COM 231082108 1917 108670 SH DEFINED 1,3,4 108670
CURATIVE HEALTH SERVICES INC. COM 231264102 1066 98391 SH DEFINED 1,3,4 98391
CURTISS-WRIGHT CORP. COM 231561101 306 5082 SH DEFINED 1,3,4 5082
CYMER, INC. COM 232572107 3139 168235 SH DEFINED 1,3,4 168235
CYPRESS SEMICONDUCTOR CORP. COM 232806109 156 23544 SH DEFINED 1,3,4 23544
CYTEC INDUSTRIES, INC. COM 232820100 2575 117383 SH DEFINED 1,3,4 117383
CYTYC CORP. COM 232946103 252 23484 SH DEFINED 1,3,4 23484
DPL, INC. COM 233293109 395 24184 SH DEFINED 1,3,4 24184
DQE, INC. COM 23329J104 217 14160 SH DEFINED 1,3,4 14160
DRS TECHNOLOGIES, INC. COM 23330X100 5258 141259 SH DEFINED 1,3,4 141259
D R HORTON INC. COM 23331A109 522 28005 SH DEFINED 1,3,4 28005
DST SYSTEMS INC. COM 233326107 8403 285112 SH DEFINED 1,3,4 285112
DSP GROUP, INC. COM 23332B106 6593 410629 SH DEFINED 1,3,4 410629
DTE ENERGY CO. COM 233331107 11237 276114 SH DEFINED 1,3,4 276114
DANA CORP. COM 235811106 10104 772694 SH DEFINED 1,3,4 772694
DANAHER CORP. COM 235851102 9521 167456 SH DEFINED 1,3,4 167456
DARDEN RESTAURANTS, INC. COM 237194105 2189 90485 SH DEFINED 1,3,4 90485
DATASCOPE CORP. COM 238113104 203 7415 SH DEFINED 1,3,4 7415
DEAN FOODS CO. COM 242370104 23045 579429 SH DEFINED 1,3,4 579429
DEERE & CO. COM 244199105 5520 121459 SH DEFINED 1,3,4 121459
Dell Computer Corp COM 247025109 941 40039 SH DEFINED 2,4 40039
DELL COMPUTER CORP. COM 247025109 51011 2168676 SH DEFINED 1,3,4 2168676
DELPHI CORP. COM 247126105 2610 305446 SH DEFINED 1,3,4 305446
DELPHI FINANCIAL GROUP - CLASS COM 247131105 374 10290 SH DEFINED 1,3,4 10290
DELTA & PINE LAND CO. COM 247357106 6068 323708 SH DEFINED 1,3,4 323708
DELTA AIRLINES, INC. COM 247361108 579 62885 SH DEFINED 1,3,4 62885
DENBURY RESOURCES, INC. COM 247916208 5114 503083 SH DEFINED 1,3,4 503083
DELUXE CORP. COM 248019101 39389 874103 SH DEFINED 1,3,4 874103
DENDRITE INT'L, INC. COM 248239105 2668 422873 SH DEFINED 1,3,4 422873
DENTSPLY INTERNATIONAL, INC. COM 249030107 16921 421266 SH DEFINED 1,3,4 421266
DEVELOPERS DIVERS REALTY CORP. COM 251591103 4060 184400 SH DEFINED 1,3,4 184400
DEVON ENERGY CORP. COM 25179M103 18114 375427 SH DEFINED 1,3,4 375427
DEVRY, INC. COM 251893103 250 13362 SH DEFINED 1,3,4 13362
DIAGEO PLC COM 25243Q205 678 13559 SH DEFINED 1,3,4 13559
DIAGNOSTIC PRODUCTS CORP. COM 252450101 7764 168746 SH DEFINED 1,3,4 168746
DIAL CORPORATION COM 25247D101 23439 1092082 SH DEFINED 1,3,4 1092082
DIANON SYSTEMS, INC. COM 252826102 291 6126 SH DEFINED 1,3,4 6126
DIEBOLD, INC. COM 253651103 15925 483663 SH DEFINED 1,3,4 483663
DIGI INT'L, INC. COM 253798102 20 11160 SH DEFINED 1,3,4 11160
DIGITAL INSIGHT CORP COM 25385P106 3878 246610 SH DEFINED 1,3,4 246610
DIME COMMUNITY BANCORP COM 253922108 4956 231417 SH DEFINED 1,3,4 231417
DILLARDS DEPT STORES INC. COM 254067101 15264 756323 SH DEFINED 1,3,4 756323
DIME BANCORP-WT COM 25429Q110 21 232670 SH DEFINED 1,3,4 232670
DIMON, INC. COM 254394109 138 22290 SH DEFINED 1,3,4 22290
DIONEX CORP. COM 254546104 270 10543 SH DEFINED 1,3,4 10543
DISNEY (WALT) CO. COM 254687106 24377 1609961 SH DEFINED 1,3,4 1609961
DISTRIBUCION Y SERVICIO COM 254753106 1477 170406 SH DEFINED 1,3,4 170406
DOCTOR REDDY'S LABORATORIES COM 256135203 1567 92910 SH DEFINED 1,3,4 92910
DOLE FOOD CO., INC. COM 256605106 8315 286363 SH DEFINED 1,3,4 286363
DOLLAR GENERAL COM 256669102 6027 449229 SH DEFINED 1,3,4 449229
DOLLAR TREE STORES, INC. COM 256747106 1709 77668 SH DEFINED 1,3,4 77668
DOMINION HOMES, INC. COM 257386102 736 47420 SH DEFINED 1,3,4 47420
DOMINION RESOURCES, INC. COM 25746U109 18333 361335 SH DEFINED 1,3,4 361335
DONALDSON CO., INC. COM 257651109 7666 223203 SH DEFINED 1,3,4 223203
DONNELLEY (R.R.) & SONS CO. COM 257867101 1353 57795 SH DEFINED 1,3,4 57795
DORAL FINANCIAL CORP. COM 25811P100 983 40650 SH DEFINED 1,3,4 40650
DOVER CORP. COM 260003108 6521 256717 SH DEFINED 1,3,4 256717
Dow Chemical Corp COM 260543103 13227 484317 SH DEFINED 2,4 460666 23651
DOW CHEMICAL CO. COM 260543103 17130 627441 SH DEFINED 1,3,4 627441
DOW JONES & CO., INC. COM 260561105 1648 42887 SH DEFINED 1,3,4 42887
DOWNEY FINANCIAL CORP. COM 261018105 491 14342 SH DEFINED 1,3,4 14342
DRESS BARN, INC. COM 261570105 284 18244 SH DEFINED 1,3,4 18244
DREYER'S GRAND ICE CREAM, INC. COM 261878102 464 6653 SH DEFINED 1,3,4 6653
E.I. DUPONT CO. COM 263534109 53396 1480440 SH DEFINED 1,3,4 1480440
DUANE READE, INC. COM 263578106 1236 77255 SH DEFINED 1,3,4 77255
DUKE POWER CO. COM 264399106 14060 719388 SH DEFINED 1,3,4 719388
DUKE REALTY CORP. COM 264411505 412 16700 SH DEFINED 1,3,4 16700
DUN & BRADSTREET CORP. COM 26483E104 21053 626306 SH DEFINED 1,3,4 626306
DUPONT PHOTOMASKS, INC. COM 26613X101 5821 255387 SH DEFINED 1,3,4 255387
DYNEGY INC. COM 26816Q101 218 195390 SH DEFINED 1,3,4 195390
EMC CORP. COM 268648102 18633 4079018 SH DEFINED 1,3,4 4079018
EMS TECHNOLOGIES INC. COM 26873N108 303 29594 SH DEFINED 1,3,4 29594
ENSCO INTERNATIONAL, INC. COM 26874Q100 8298 331305 SH DEFINED 1,3,4 331305
ENI SPA COM 26874R108 219 3202 SH DEFINED 1,3,4 3202
EOG RESOURCES, INC. COM 26875P101 2119 58951 SH DEFINED 1,3,4 58951
E.ON AG COM 268780103 397 8397 SH DEFINED 1,3,4 8397
ESS TECHNOLOGY COM 269151106 4435 721437 SH DEFINED 1,3,4 721437
E TRADE GROUP, INC. COM 269246104 6036 1356765 SH DEFINED 1,3,4 1356765
EAST WEST BANCORP, INC. COM 27579R104 8141 241281 SH DEFINED 1,3,4 241281
EASTMAN CHEMICAL CO. COM 277432100 1544 40494 SH DEFINED 1,3,4 40494
EASTMAN KODAK CO. COM 277461109 6278 230506 SH DEFINED 1,3,4 230506
EATON CORP. COM 278058102 2296 35940 SH DEFINED 1,3,4 35940
EATON VANCE CORP. COM 278265103 368 13279 SH DEFINED 1,3,4 13279
EBAY, INC. COM 278642103 12542 237514 SH DEFINED 1,3,4 237514
ECOLAB, INC. COM 278865100 3489 83468 SH DEFINED 1,3,4 83468
EDISON INTERNATIONAL COM 281020107 22148 2214025 SH DEFINED 1,3,4 2214025
EDO CORP. COM 281347104 1537 68683 SH DEFINED 1,3,4 68683
EDUCATION MANAGEMENT CORP. COM 28139T101 294 6689 SH DEFINED 1,3,4 6689
EDWARDS, J.D., & CO. COM 281667105 6506 703195 SH DEFINED 1,3,4 703195
EDWARDS (A.G.), INC. COM 281760108 485 15184 SH DEFINED 1,3,4 15184
EDWARDS LIFESCIENCES CORP., IN COM 28176E112 1266 49438 SH DEFINED 1,3,4 49438
EFUNDS CORP. COM 28224R101 219 23281 SH DEFINED 1,3,4 23281
EL PASO CORP. COM 28336L109 5860 708539 SH DEFINED 1,3,4 708539
EL PASO ELECTRIC CO. COM 283677854 298 24964 SH DEFINED 1,3,4 24964
ELECTRO SCIENTIFIC INDS, INC. COM 285229100 207 13773 SH DEFINED 1,3,4 13773
ELECTROGLAS, INC. COM 285324109 19 10580 SH DEFINED 1,3,4 10580
Electronic Arts Inc COM 285512109 682 10347 SH DEFINED 2,4 10347
ELECTRONIC ARTS, INC. COM 285512109 7027 106520 SH DEFINED 1,3,4 106520
Electronic Data Systems Corpor COM 285661104 351 25082 SH DEFINED 2,4 25082
ELECTRONIC DATA SYSTEMS CORP. COM 285661104 5522 395251 SH DEFINED 1,3,4 395251
ELIZABETH ARDEN INC. COM 28660G106 780 65000 SH DEFINED 1,3,4 65000
ELKCORP COM 287456107 3584 210290 SH DEFINED 1,3,4 210290
EMBRAER AIRCRAFT CORP. COM 29081M102 1149 86301 SH DEFINED 1,3,4 86301
EMCOR GROUP INC. COM 29084Q100 3121 62807 SH DEFINED 1,3,4 62807
EMERSON ELECTRIC CO. COM 291011104 14316 325925 SH DEFINED 1,3,4 325925
EMERSON RADIO CORP. COM 291087120 0 94498 SH OTHER 1,3,4 94498
EMMIS COMMUNICATIONS - CL A COM 291525103 664 34974 SH DEFINED 1,3,4 34974
EMULEX CORP. COM 292475209 14487 1286615 SH DEFINED 1,3,4 1286615
ENCOR ACQUISITION CO. COM 29255W100 1217 73920 SH DEFINED 1,3,4 73920
ENERGEN CORP. COM 29265N108 4830 190894 SH DEFINED 1,3,4 190894
ENERGY EAST CORP. COM 29266M109 2208 111527 SH DEFINED 1,3,4 111527
ENERGIZER HOLDINGS, INC. COM 29266R108 12514 411592 SH DEFINED 1,3,4 411592
ENGELHARD CORP. COM 292845104 1592 66674 SH DEFINED 1,3,4 66674
ENGINEERED SUPPORT SYSTEMS COM 292866100 9732 170590 SH DEFINED 1,3,4 170590
ENTERCOM COMMUNICATIONS CORP COM 293639100 453 9517 SH DEFINED 1,3,4 9517
ENTERGY CORP. COM 29364G103 47520 1142376 SH DEFINED 1,3,4 1142376
ENZON, INC. COM 293904108 4060 210960 SH DEFINED 1,3,4 210960
ENZO BIOCHEM, INC. COM 294100102 4240 297144 SH DEFINED 1,3,4 297144
EPLUS, INC. COM 294268107 1482 227675 SH DEFINED 1,3,4 227675
EPRESENCE, INC. COM 294348107 20 11410 SH DEFINED 1,3,4 11410
EQUIFAX, INC. COM 294429105 4972 228566 SH DEFINED 1,3,4 228566
EQUITABLE RESOURCES, INC. COM 294549100 2617 75630 SH DEFINED 1,3,4 75630
EQUITY OFFICE PROPERTIES COM 294741103 9593 371394 SH DEFINED 1,3,4 371394
EQUITY RESIDENTIAL COM 29476L107 23782 993520 SH DEFINED 1,3,4 993520
ESCO TECHNOLOGIES INC. COM 296315104 2110 65319 SH DEFINED 1,3,4 65319
ESPEED INC CL A COM 296643109 1530 150790 SH DEFINED 1,3,4 150790
ESSEX PROPERTY TRUST INC COM 297178105 2149 43482 SH DEFINED 1,3,4 43482
ESTERLINE TECHOLOGIES COM 297425100 1543 92644 SH DEFINED 1,3,4 92644
ETHAN ALLEN INTERIORS INC COM 297602104 628 19347 SH DEFINED 1,3,4 19347
EVERGREEN RES INC. COM 299900308 1840 44897 SH DEFINED 1,3,4 44897
Evergreen Marine GDR COM 300246204 3772 1178790 SH DEFINED 2,4 1178790
EVERGREEN MARINE CORP COM 300246204 164 47057 SH DEFINED 1,3,4 47057
EXAR CORP COM 300645108 230 19785 SH DEFINED 1,3,4 19785
EXELON CORPORATION. COM 30161N101 45931 966843 SH DEFINED 1,3,4 966843
EXPEDIA, INC. COM 302125109 799 15770 SH DEFINED 1,3,4 15770
EXPEDITORS INT'L WASH, INC. COM 302130109 555 19877 SH DEFINED 1,3,4 19877
EXPRESS SCRIPTS, INC. - CL A COM 302182100 978 17953 SH DEFINED 1,3,4 17953
EXPRESSJET HOLDINGS, INC. COM 30218U108 2457 267010 SH DEFINED 1,3,4 267010
EXTENDED STAY AMERICA, INC. COM 30224P101 230 17926 SH DEFINED 1,3,4 17926
EXXON MOBIL CORP. COM 30231G102 230899 7238097 SH DEFINED 1,3,4 7238097
Exxon Mobil Corporation COM 30231G102 37296 1169163 SH DEFINED 2,4 1113443 55720
FLIR SYSTEMS, INC. COM 302445101 4784 136822 SH DEFINED 1,3,4 136822
FMC TECHNOLOGIES, INC. COM 30249U101 212 12503 SH DEFINED 1,3,4 12503
FPL GROUP, INC. COM 302571104 16706 310540 SH DEFINED 1,3,4 310540
FPL Group Inc COM 302571104 57318 1065392 SH DEFINED 2,4 1012786 52606
FWT INC. COM 302686100 0 18666 SH DEFINED 1,3,4 18666
FACTSET RESEARCH SYSTEMS, INC. COM 303075105 446 16918 SH DEFINED 1,3,4 16918
FAIR ISAAC & COMPANY, INC. COM 303250104 10471 320128 SH DEFINED 1,3,4 320128
FAIRCHILD SEMICON INTL CL-A COM 303726103 1021 107955 SH DEFINED 1,3,4 107955
FAMILY DOLLAR STORES COM 307000109 2429 90423 SH DEFINED 1,3,4 90423
FASTENAL CO. COM 311900104 459 14505 SH DEFINED 1,3,4 14505
FEDDERS CORP. COM 313135501 38 16199 SH DEFINED 1,3,4 16199
FREDDIE MAC COM 313400301 31203 558328 SH DEFINED 1,3,4 558328
Fannie Mae COM 313586109 16487 276906 SH DEFINED 2,4 263389 13517
FANNIE MAE COM 313586109 69206 1162357 SH DEFINED 1,3,4 1162357
FEDERAL REALTY INVESTMENT TRUS COM 313747206 5589 206950 SH DEFINED 1,3,4 206950
FEDERATED DEPARTMENT STORES COM 31410H101 14024 476078 SH DEFINED 1,3,4 476078
FEDERATED INVESTORS, INC. - CL COM 314211103 9248 342720 SH DEFINED 1,3,4 342720
FEDEX CORPORATION COM 31428X106 33658 672273 SH DEFINED 1,3,4 672273
FIDELITY NATIONAL INFO SOLUTIO COM 31620P109 3010 196670 SH DEFINED 1,3,4 196670
FIDELITY NATIONAL FINL, INC. COM 316326107 58272 2028276 SH DEFINED 1,3,4 2028276
FIFTH THIRD BANCORP COM 316773100 77315 1262791 SH DEFINED 1,3,4 1262791
FILENET CORP. COM 316869106 5560 536794 SH DEFINED 1,3,4 536794
FINANCIAL FEDERAL CORP COM 317492106 285 8934 SH DEFINED 1,3,4 8934
FINLAY ENTERPRISES, INC. COM 317884203 2426 160610 SH DEFINED 1,3,4 160610
THE FINISH LINE CL-A COM 317923100 6634 735466 SH DEFINED 1,3,4 735466
FIRST AMERICAN CORPORATION COM 318522307 2308 112919 SH DEFINED 1,3,4 112919
FIRST BANCORP/PUERTO RICO COM 318672102 508 13317 SH DEFINED 1,3,4 13317
FIRST CITIZENS BCSHS CL A COM 31946M103 1633 15841 SH DEFINED 1,3,4 15841
FIRST DATA CORP. COM 319963104 19324 691381 SH DEFINED 1,3,4 691381
FIRST ESSEX BANCORP, INC. COM 320103104 1805 54580 SH DEFINED 1,3,4 54580
FIRST FINANCIAL HOLDINGS INC. COM 320239106 2717 100419 SH DEFINED 1,3,4 100419
FIRST MIDWEST BANCORP, INC. COM 320867104 6126 228014 SH DEFINED 1,3,4 228014
FIRST HEALTH COM 320960107 524 19365 SH DEFINED 1,3,4 19365
FIRST TENNESSEE NATIONAL CORP. COM 337162101 33254 959293 SH DEFINED 1,3,4 959293
FIRST VIRGINIA BANKS, INC. COM 337477103 511 13723 SH DEFINED 1,3,4 13723
FISERV, INC. COM 337738108 6500 231370 SH DEFINED 1,3,4 231370
FIRSTFED FINANCIAL CORP COM 337907109 224 8634 SH DEFINED 1,3,4 8634
FIRSTMERIT CORP. COM 337915102 349 16180 SH DEFINED 1,3,4 16180
FLAGSTAR BANCORP INC. COM 337930101 1425 68942 SH DEFINED 1,3,4 68942
FIRSTENERGY CORP. COM 337932107 18224 609693 SH DEFINED 1,3,4 609693
FISHER SCIENTIFIC INTL COM 338032204 3560 117210 SH DEFINED 1,3,4 117210
FLEET BOSTON FINANCIAL CORP. COM 339030108 18156 893206 SH DEFINED 1,3,4 893206
FLEETWOOD ENTERPRISES, INC. COM 339099103 116 17928 SH DEFINED 1,3,4 17928
FLEMING COMPANIES, INC. COM 339130106 136 27115 SH DEFINED 1,3,4 27115
FLORIDA ROCK INDS COM 341140101 433 14289 SH DEFINED 1,3,4 14289
FLUOR CORP.(NEW) COM 343412102 999 40811 SH DEFINED 1,3,4 40811
FLOWSERVE CORP. COM 34354P105 103 10554 SH DEFINED 1,3,4 10554
FOMENTO ECONOMICO MEXICANO B ( COM 344419106 1261 37260 SH DEFINED 1,3,4 37260
FOOTSTAR INC. COM 344912100 76 10121 SH DEFINED 1,3,4 10121
FORD MOTOR CO. COM 345370860 13324 1359667 SH DEFINED 1,3,4 1359667
FOREST LABORATORIES -CI A COM 345838106 13840 168742 SH DEFINED 1,3,4 168742
FOREST OIL CORP. COM 346091705 2958 116080 SH DEFINED 1,3,4 116080
FORTIS (NL) COM 34956J309 179 12830 SH DEFINED 1,3,4 12830
FORTUNE BRANDS, INC. COM 349631101 18868 398934 SH DEFINED 1,3,4 398934
FORWARD AIR CORPORATION COM 349853101 197 10861 SH DEFINED 1,3,4 10861
FOSSIL, INC. COM 349882100 465 23082 SH DEFINED 1,3,4 23082
FOUNDRY NEWORKS INC. COM 35063R100 873 159400 SH DEFINED 1,3,4 159400
FRANKLIN RESOURCES, INC. COM 354613101 4115 132268 SH DEFINED 1,3,4 132268
FRED'S INC. COM 356108100 382 12742 SH DEFINED 1,3,4 12742
FREEPORT MCMORAN, INC. COM 35671D857 15708 1167234 SH DEFINED 1,3,4 1167234
FREMONT GENERAL CORP. COM 357288109 187 37508 SH DEFINED 1,3,4 37508
FRONTIER AIRLINES, INC. COM 359065109 72 14771 SH DEFINED 1,3,4 14771
FRONTIER OIL CORP. COM 35914P105 995 80103 SH DEFINED 1,3,4 80103
FULTON FIN CORP COM 360271100 1392 73970 SH DEFINED 1,3,4 73970
FURNITURE BRANDS INTL, INC. COM 360921100 3084 134458 SH DEFINED 1,3,4 134458
G & K SERVICES, INC. COM 361268105 354 10362 SH DEFINED 1,3,4 10362
GALLAGHER (ARTHUR J.) & CO. COM 363576109 450 18286 SH DEFINED 1,3,4 18286
GAMESTOP CORP. COM 36466R101 1207 59050 SH DEFINED 1,3,4 59050
Gannett Company Inc COM 364730101 2116 29321 SH DEFINED 2,4 29321
GANNETT CO., INC. COM 364730101 38721 536435 SH DEFINED 1,3,4 536435
GAP, INC., THE COM 364760108 4816 444142 SH DEFINED 1,3,4 444142
GARTNER, INC. COM 366651107 3434 423740 SH DEFINED 1,3,4 423740
GARTNER INC - CL B COM 366651206 126 15822 SH DEFINED 1,3,4 15822
GATEWAY, INC. COM 367626108 477 163967 SH DEFINED 1,3,4 163967
OAO GAZPROM COM 368287108 1287 114693 SH DEFINED 1,3,4 114693
GENCORP, INC. COM 368682100 218 21645 SH DEFINED 1,3,4 21645
GENE LOGIC, INC. COM 368689105 1635 210419 SH DEFINED 1,3,4 210419
GENERAL COMMUNICATIONS COM 369385109 585 155606 SH DEFINED 1,3,4 155606
GENERAL DYNAMICS CORP. COM 369550108 13989 171970 SH DEFINED 1,3,4 171970
General Electric Corp COM 369604103 26061 1057247 SH DEFINED 2,4 1005143 52104
GENERAL ELECTRIC CO. COM 369604103 232993 9451880 SH DEFINED 1,3,4 9451880
GENERAL GROWTH PROPERTIES COM 370021107 12304 238900 SH DEFINED 1,3,4 238900
GENERAL MILLS, INC. COM 370334104 9465 213073 SH DEFINED 1,3,4 213073
GENERAL MOTORS CORP. COM 370442105 19021 489093 SH DEFINED 1,3,4 489093
GENESCO INC. COM 371532102 149 10915 SH DEFINED 1,3,4 10915
GENESEE & WYOMING, INC. COM 371559105 1727 77558 SH DEFINED 1,3,4 77558
GENESIS HEALTH VENTURES COM 37183F107 2429 147720 SH DEFINED 1,3,4 147720
GENTEX CORP. COM 371901109 5711 210094 SH DEFINED 1,3,4 210094
GENLYTE GROUP, INC. COM 372302109 1360 38330 SH DEFINED 1,3,4 38330
GENUINE PARTS CO. COM 372460105 2731 89085 SH DEFINED 1,3,4 89085
GENZYME CORP. COM 372917104 2312 112245 SH DEFINED 1,3,4 112245
GEORGIA GULF COM 373200203 4175 182621 SH DEFINED 1,3,4 182621
GEORGIA PACIFIC GROUP COM 373298108 1538 117311 SH DEFINED 1,3,4 117311
GERBER SCIENTIFIC, INC. COM 373730100 41 11099 SH DEFINED 1,3,4 11099
GETTY IMAGES, INC. COM 374276103 351 17500 SH DEFINED 1,3,4 17500
GIBRALTAR STEEL CORP. COM 37476F103 4449 199900 SH DEFINED 1,3,4 199900
GILEAD SCIENCES, INC. COM 375558103 3074 91580 SH DEFINED 1,3,4 91580
GILLETTE CO., THE COM 375766102 40470 1367027 SH DEFINED 1,3,4 1367027
GLATFELTER COM 377316104 1738 150422 SH DEFINED 1,3,4 150422
GLAXOSMITHKLINE PLC COM 37733W105 305 7910 SH DEFINED 1,3,4 7910
GLENBOROUGH REALTY TRUST INC COM 37803P105 1365 67310 SH DEFINED 1,3,4 67310
GLOBAL IMAGING SYSTEMS, INC. COM 37934A100 6636 351617 SH DEFINED 1,3,4 351617
GLOBAL PAYMENTS, INC. COM 37940X102 1472 57574 SH DEFINED 1,3,4 57574
GOLD BANC CORPORATION, INC. COM 379907108 1289 132640 SH DEFINED 1,3,4 132640
GOLDEN STATE BANCORP COM 381197102 10383 321176 SH DEFINED 1,3,4 321176
GOLDEN WEST FINANCIAL CORP. COM 381317106 6845 110037 SH DEFINED 1,3,4 110037
GOLDMAN SACHS GROUP INC. COM 38141G104 25034 379120 SH DEFINED 1,3,4 379120
GOODRICH CORP. COM 382388106 1324 70105 SH DEFINED 1,3,4 70105
GOODYEAR TIRE & RUBBER CO. COM 382550101 733 83458 SH DEFINED 1,3,4 83458
GOODYS FAMILY CLOTHING, INC. COM 382588101 74 16278 SH DEFINED 1,3,4 16278
GRACO, INC. COM 384109104 7916 319056 SH DEFINED 1,3,4 319056
GRAFTECH INTERNATIONAL LTD. COM 384313102 78 10673 SH DEFINED 1,3,4 10673
GRAINGER (W.W.), INC. COM 384802104 13227 310818 SH DEFINED 1,3,4 310818
GRANITE CONSTRUCTION, INC. COM 387328107 971 58987 SH DEFINED 1,3,4 58987
GRANT PRIDECO, INC. COM 38821G101 178 21265 SH DEFINED 1,3,4 21265
GREAT ATLANTIC & PACIFIC TEA C COM 390064103 2278 271681 SH DEFINED 1,3,4 271681
GREAT LAKES CHEMICAL COM 390568103 606 25491 SH DEFINED 1,3,4 25491
GREAT PLAINS ENERGY, INC. COM 391164100 226 11836 SH DEFINED 1,3,4 11836
GREATER BAY BANCORP COM 391648102 10247 563228 SH DEFINED 1,3,4 563228
GREENPOINT FINANCIAL COM 395384100 12753 305417 SH DEFINED 1,3,4 305417
GRIFFON CORP. COM 398433102 3646 342448 SH DEFINED 1,3,4 342448
GROUP 1 AUTOMOTIVE INC. COM 398905109 2864 128184 SH DEFINED 1,3,4 128184
GTECH HOLDINGS CORP. COM 400518106 26516 1068619 SH DEFINED 1,3,4 1068619
GUIDANT CORP. COM 401698105 18773 580999 SH DEFINED 1,3,4 580999
GYMBOREE CORP. COM 403777105 1847 113138 SH DEFINED 1,3,4 113138
HCA, INC. COM 404119109 20591 432705 SH DEFINED 1,3,4 432705
HCC INSURANCE HOLDINGS, INC. COM 404132102 289 11909 SH DEFINED 1,3,4 11909
HSBC HOLDINGS PLC COM 404280406 467 9070 SH DEFINED 1,3,4 9070
HAEMONETICS CORP/MASS COM 405024100 296 12435 SH DEFINED 1,3,4 12435
HAIN CELESTIAL GROUP, INC. COM 405217100 249 16974 SH DEFINED 1,3,4 16974
HALLIBURTON CO. COM 406216101 3043 235513 SH DEFINED 1,3,4 235513
HANCOCK FABRICS, INC. COM 409900107 955 59493 SH DEFINED 1,3,4 59493
JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 12426 446989 SH DEFINED 1,3,4 446989
HANGER ORTHOPEDIC GRP. COM 41043F208 4935 310120 SH DEFINED 1,3,4 310120
HANOVER COMPRESSOR CO. COM 410768105 103 12551 SH DEFINED 1,3,4 12551
HARLAND (JOHN H.) CO. COM 412693103 7721 284393 SH DEFINED 1,3,4 284393
HARLEY-DAVIDSON INC. COM 412822108 38046 819146 SH DEFINED 1,3,4 819146
HARMAN INTERNATIONAL COM 413086109 841 16247 SH DEFINED 1,3,4 16247
HARMONIC. INC. COM 413160102 51 29775 SH DEFINED 1,3,4 29775
HARRAH'S ENTERTAINMENT COM 413619107 10542 218593 SH DEFINED 1,3,4 218593
HARRIS CORP. COM 413875105 621 18605 SH DEFINED 1,3,4 18605
HARSCO CORP. COM 415864107 4154 152844 SH DEFINED 1,3,4 152844
HARTE HANKS INC. COM 416196103 327 17590 SH DEFINED 1,3,4 17590
HARTFORD FINANCIAL SVCS. GROUP COM 416515104 5172 126154 SH DEFINED 1,3,4 126154
HASBRO, INC. COM 418056107 976 88005 SH DEFINED 1,3,4 88005
HAVERTY FURNITURE COM 419596101 1170 93516 SH DEFINED 1,3,4 93516
HAWAIIAN ELECTRIC INDS COM 419870100 8600 199504 SH DEFINED 1,3,4 199504
HEALTH CARE PROPERTIES INVEST, COM 421915109 1568 36800 SH DEFINED 1,3,4 36800
HEALTHSOUTH CORP. COM 421924101 833 201923 SH DEFINED 1,3,4 201923
HEALTH MANAGEMNT ASSOC. COM 421933102 26784 1324408 SH DEFINED 1,3,4 1324408
HEALTHCARE REALTY TRUST, INC. COM 421946104 8091 260118 SH DEFINED 1,3,4 260118
HEADWATERS, INC. COM 42210P102 1635 118200 SH DEFINED 1,3,4 118200
HEALTH CARE REIT INC. COM 42217K106 9101 332681 SH DEFINED 1,3,4 332681
HEALTH NET, INC COM 42222G108 2295 106873 SH DEFINED 1,3,4 106873
HEARTLAND EXPRESS, INC. COM 422347104 6650 354883 SH DEFINED 1,3,4 354883
HECLA MINING CO. COM 422704106 2391 669810 SH DEFINED 1,3,4 669810
HEINZ (H.J.) CO. COM 423074103 6729 201638 SH DEFINED 1,3,4 201638
HELIX TECHNOLOGY CORP. COM 423319102 126 13087 SH DEFINED 1,3,4 13087
HELMERICH & PAYNE, INC. COM 423452101 1023 29925 SH DEFINED 1,3,4 29925
HENRY (JACK) & ASSOCIATES COM 426281101 215 17291 SH DEFINED 1,3,4 17291
HERCULES, INC. COM 427056106 9984 1085198 SH DEFINED 1,3,4 1085198
HERSHEY FOODS CORP. COM 427866108 17845 287663 SH DEFINED 1,3,4 287663
Hewlett Packard Company COM 428236103 3608 309181 SH DEFINED 2,4 298710 10471
HEWLETT-PACKARD CO. COM 428236103 34196 2930806 SH DEFINED 1,3,4 2930806
HIBERNIA CORP. - CL A COM 428656102 33201 1660726 SH DEFINED 1,3,4 1660726
HILB ROGAL & HAMILTON CO. COM 431294107 11073 268496 SH DEFINED 1,3,4 268496
HILLENBRAND INDUSTRIES COM 431573104 21021 387154 SH DEFINED 1,3,4 387154
HILTON HOTELS CORP. COM 432848109 2178 191632 SH DEFINED 1,3,4 191632
HINES HORTICULTURE, INC. COM 433245107 1304 423422 SH DEFINED 1,3,4 423422
HISPANIC BROADCASTING - CL A COM 43357B104 388 20782 SH DEFINED 1,3,4 20782
HOLLY CORP COM 435758305 1885 111002 SH DEFINED 1,3,4 111002
HOLLYWOOD ENTERTAINMENT CORP. COM 436141105 7323 504500 SH DEFINED 1,3,4 504500
Home Depot Inc COM 437076102 13515 517804 SH DEFINED 2,4 492424 25380
HOME DEPOT, INC. COM 437076102 66965 2566089 SH DEFINED 1,3,4 2566089
HOME PROPERTIES OF NY INC COM 437306103 9194 282852 SH DEFINED 1,3,4 282852
HON INDUSTRIES, INC. COM 438092108 286 11267 SH DEFINED 1,3,4 11267
HONDA MOTOR CO LTD COM 438128308 294 14868 SH DEFINED 1,3,4 14868
HONEYWELL INTERNATIONAL, INC. COM 438516106 15903 734166 SH DEFINED 1,3,4 734166
HOOPER HOLMES, INC. COM 439104100 202 32598 SH DEFINED 1,3,4 32598
HORMEL FOODS CORP. COM 440452100 582 26543 SH DEFINED 1,3,4 26543
HOSPITALITY PROPERTIES TR COM 44106M102 16000 483277 SH DEFINED 1,3,4 483277
HOST MARRIOTT CORP. COM 44107P104 1995 214800 SH DEFINED 1,3,4 214800
HOT TOPIC, INC. COM 441339108 281 15607 SH DEFINED 1,3,4 15607
HOTELS.COM COM 44147T108 4615 91135 SH DEFINED 1,3,4 91135
HOUSEHOLD INTERNATIONAL, INC. COM 441815107 9716 343257 SH DEFINED 1,3,4 343257
HOUSTON EXPLORATION CO. COM 442120101 9114 292646 SH DEFINED 1,3,4 292646
HUBBELL, INC. - CL B COM 443510201 328 11294 SH DEFINED 1,3,4 11294
HUDSON UNITED BANCORP COM 444165104 9454 355467 SH DEFINED 1,3,4 355467
HUGHES SUPPLY, INC. COM 444482103 3427 117604 SH DEFINED 1,3,4 117604
HUMANA, INC. COM 444859102 10296 830416 SH DEFINED 1,3,4 830416
HUNT (JB) TRANSPRT SVCS, INC. COM 445658107 1531 64838 SH DEFINED 1,3,4 64838
HUNTINGTON BANCSHARES, INC. COM 446150104 2224 122369 SH DEFINED 1,3,4 122369
HUTCHINSON TECHNOLOGY, INC. COM 448407106 207 12652 SH DEFINED 1,3,4 12652
HYDRIL CO. COM 448774109 5339 214570 SH DEFINED 1,3,4 214570
ICN PHARMACEUTICALS, INC. COM 448924100 141 15815 SH DEFINED 1,3,4 15815
IDT CORP. COM 448947101 929 57000 SH DEFINED 1,3,4 57000
HYPERION SOLUTIONS CORP. COM 44914M104 3137 170863 SH DEFINED 1,3,4 170863
HYUNDAI MOTOR CO. COM 449187707 124 10963 SH DEFINED 1,3,4 10963
ICU MEDICAL, INC. COM 44930G107 253 6914 SH DEFINED 1,3,4 6914
IDEC PHARMACEUTICALS CORP. COM 449370105 2065 49789 SH DEFINED 1,3,4 49789
IHOP CORP. COM 449623107 254 10463 SH DEFINED 1,3,4 10463
IMC GLOBAL, INC. COM 449669100 265 21980 SH DEFINED 1,3,4 21980
IMS HEALTH, INC. COM 449934108 28958 1934614 SH DEFINED 1,3,4 1934614
ITC COM 450318100 504 37780 SH DEFINED 1,3,4 37780
ISTAR FINANCIAL, INC. COM 45031U101 7729 276800 SH DEFINED 1,3,4 276800
ITT EDUCATIONAL SERVICES, INC. COM 45068B109 431 23004 SH DEFINED 1,3,4 23004
ITT INDUSTRIES, INC. COM 450911102 10717 171975 SH DEFINED 1,3,4 171975
ICICI BANK LTD COM 45104G104 385 64325 SH DEFINED 1,3,4 64325
ICICI Bank Limited Spon ADR COM 45104G104 1423 237512 SH DEFINED 2,4 237512
IDEX CORP. COM 45167R104 4191 146734 SH DEFINED 1,3,4 146734
IDEXX LABS, INC. COM 45168D104 13333 430881 SH DEFINED 1,3,4 430881
IKON OFFICE SOLUTIONS, INC. COM 451713101 6831 866294 SH DEFINED 1,3,4 866294
ILEX ONCOLOGY, INC. COM 451923106 359 75638 SH DEFINED 1,3,4 75638
ILLINOIS TOOL WORKS, INC. COM 452308109 17584 301520 SH DEFINED 1,3,4 301520
IMATION CORP. COM 45245A107 5934 209514 SH DEFINED 1,3,4 209514
IMAGISTICS INTL INC COM 45247T104 3464 199714 SH DEFINED 1,3,4 199714
IMMUCOR, INC. COM 452526106 1332 82075 SH DEFINED 1,3,4 82075
IMPAC MORTGAGE HOLDINGS, INC. COM 45254P102 4350 390430 SH DEFINED 1,3,4 390430
IMMUNOMEDICS, INC. COM 452907108 2402 400282 SH DEFINED 1,3,4 400282
INAMED CORP COM 453235103 2363 102879 SH DEFINED 1,3,4 102879
INCYTE GENOMICS, INC. COM 45337C102 59 12910 SH DEFINED 1,3,4 12910
INDEPENDANCE COMMUNITY BANK COM 453414104 4680 188596 SH DEFINED 1,3,4 188596
INDEPENDENT BANK CORP - MASS. COM 453836108 1658 83200 SH DEFINED 1,3,4 83200
INDYMAC BANCORP, INC. COM 456607100 7253 376349 SH DEFINED 1,3,4 376349
INET TECHNOLOGIES, INC. COM 45662V105 3188 628517 SH DEFINED 1,3,4 628517
INFORMATION HOLDINGS, INC. COM 456727106 235 10869 SH DEFINED 1,3,4 10869
Infosys Technologies Limited COM 456788108 1095 20200 SH DEFINED 2,4 20200
INFORMATION RESOURCES, INC. COM 456905108 54 14736 SH DEFINED 1,3,4 14736
INGRAM MICRO, INC. COM 457153104 2530 190080 SH DEFINED 1,3,4 190080
INHALE THERAPEUTIC SYSTEMS COM 457191104 1731 343500 SH DEFINED 1,3,4 343500
INPUT/OUTPUT, INC. COM 457652105 121 25566 SH DEFINED 1,3,4 25566
INSIGHT ENTERPRISES, INC. COM 45765U103 234 23027 SH DEFINED 1,3,4 23027
INSITUFORM TECNOL, INC. - CI A COM 457667103 190 13266 SH DEFINED 1,3,4 13266
INTEGRATED DEVICE TECH, INC. COM 458118106 237 22802 SH DEFINED 1,3,4 22802
INTEGRATED CIRCUIT SYSTEMS, IN COM 45811K208 835 53130 SH DEFINED 1,3,4 53130
Intel Corporation COM 458140100 27514 1980814 SH DEFINED 2,4 1889897 90917
INTEL CORP. COM 458140100 81072 5836347 SH DEFINED 1,3,4 5836347
INTER-TEL, INC.- SER A COM 458372109 1471 72297 SH DEFINED 1,3,4 72297
INTERACTIVE INTELLIGENCE INC COM 45839M103 1211 467225 SH DEFINED 1,3,4 467225
INTERFACE, INC.- CI A COM 458665106 101 25621 SH DEFINED 1,3,4 25621
INTERMET CORP. COM 45881K104 63 12705 SH DEFINED 1,3,4 12705
International Business Machine COM 459200101 27359 468555 SH DEFINED 2,4 448164 20391
INTERNATIONAL BUSINESS MACHINE COM 459200101 74916 1283102 SH DEFINED 1,3,4 1283102
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 16011 502751 SH DEFINED 1,3,4 502751
INTL GAME TECHNOLOGY COM 459902102 46678 675130 SH DEFINED 1,3,4 675130
INTERNATIONAL PAPER CO. COM 460146103 10988 328979 SH DEFINED 1,3,4 328979
INTL RECTIFIER CORP. COM 460254105 189 12148 SH DEFINED 1,3,4 12148
INT'L SPEEDWAY CORP. COM 460335201 403 10167 SH DEFINED 1,3,4 10167
INTERNET PICTURES CORP. COM 46059S200 160 119149 SH DEFINED 1,3,4 119149
INTERNET SECURITY SYSTEMS INC. COM 46060X107 640 52182 SH DEFINED 1,3,4 52182
INTERPUBLIC GROUP OF COS., INC COM 460690100 6276 396111 SH DEFINED 1,3,4 396111
INTERSIL CORP. COM 46069S109 1381 106538 SH DEFINED 1,3,4 106538
INTERSTATE BAKERIES CP. COM 46072H108 8934 336461 SH DEFINED 1,3,4 336461
INTUIT INC. COM 461202103 29711 652421 SH DEFINED 1,3,4 652421
INVACARE CORP. COM 461203101 532 15456 SH DEFINED 1,3,4 15456
INVESTMENT TECHNOLOGY GP, INC. COM 46145F105 533 18144 SH DEFINED 1,3,4 18144
INVITROGEN CORP. COM 46185R100 1315 38590 SH DEFINED 1,3,4 38590
INVESTORS FINANCIAL SCVS CP COM 461915100 1045 38645 SH DEFINED 1,3,4 38645
IOMEGA CORP. COM 462030305 3698 345938 SH DEFINED 1,3,4 345938
IONICS, INC. COM 462218108 211 8760 SH DEFINED 1,3,4 8760
ISHARES MSCI Taiwan Index Fund COM 464286731 1273 169735 SH DEFINED 2,4 169735
ISHARES MSCI TAIWAN INDEX FD. COM 464286731 1298 169735 SH DEFINED 1,3,4 169735
ISHARES MSCI JAPAN INDEX FUND COM 464286848 82 11100 SH DEFINED 1,3,4 11100
ISHARES S&P 500 INDEX FUND COM 464287200 620 7593 SH DEFINED 1,3,4 7593
ISHARES MSCI EAFE INDEX FUND COM 464287465 628 6600 SH DEFINED 1,3,4 6600
ISHARES TRUST - S&P MIDCAP 400 COM 464287507 14920 183740 SH DEFINED 1,3,4 183740
ISHARES RUSSELL 2000 VALUE COM 464287630 4218 39460 SH DEFINED 1,3,4 39460
ISHARES TRUST - RUSSELL 2000 COM 464287655 19154 266870 SH DEFINED 1,3,4 266870
ISHARES TRUST-S&P SM-CAP 600 COM 464287804 26404 283740 SH DEFINED 1,3,4 283740
ISHARES S&P SMALLCAP 600/VAL COM 464287879 2347 33860 SH DEFINED 1,3,4 33860
ISLE OF CAPRI CASINOS COM 464592104 1504 90100 SH DEFINED 1,3,4 90100
ITRON, INC. COM 465741106 1492 81267 SH DEFINED 1,3,4 81267
IVAX CORP. COM 465823102 458 37194 SH DEFINED 1,3,4 37194
JDN REALTY CORP. COM 465917102 4413 365138 SH DEFINED 1,3,4 365138
J & J SNACK FOODS CORP. COM 466032109 1315 35671 SH DEFINED 1,3,4 35671
JDS UNIPHASE CORP. COM 46612J101 1348 693774 SH DEFINED 1,3,4 693774
JDA SOFTWARE GROUP, INC. COM 46612K108 1845 264005 SH DEFINED 1,3,4 264005
JLG INDUSTRIES INC. COM 466210101 1276 158319 SH DEFINED 1,3,4 158319
JP MORGAN CHASE & CO. COM 46625H100 27748 1460898 SH DEFINED 1,3,4 1460898
J2 GLOBAL COMMUNICATIONS, INC. COM 46626E209 1014 51000 SH DEFINED 1,3,4 51000
JABIL CIRCUIT INC. COM 466313103 6190 418949 SH DEFINED 1,3,4 418949
JACK IN THE BOX, INC. COM 466367109 445 19513 SH DEFINED 1,3,4 19513
JACOBS ENGINEERING GROUP COM 469814107 321 10398 SH DEFINED 1,3,4 10398
JAKKS PACIFIC INC. COM 47012E110 128 11762 SH DEFINED 1,3,4 11762
JEFFERIES GROUP, INC. COM 472319102 7394 193854 SH DEFINED 1,3,4 193854
JEFFERSON-PILOT CORP. COM 475070108 4033 100590 SH DEFINED 1,3,4 100590
JO-ANN STORES, INC. CLASS A COM 47758P109 1611 57509 SH DEFINED 1,3,4 57509
JOHN NUVEEN CO. COM 478035108 8037 353300 SH DEFINED 1,3,4 353300
Johnson & Johnson COM 478160104 36070 666978 SH DEFINED 2,4 634715 32263
JOHNSON & JOHNSON COM 478160104 203064 3755013 SH DEFINED 1,3,4 3755013
JOHNSON CONTROLS, INC. COM 478366107 24255 315771 SH DEFINED 1,3,4 315771
JONES APPAREL GROUP INC COM 480074103 4726 153932 SH DEFINED 1,3,4 153932
KLA-TENCOR CORP. COM 482480100 6620 236697 SH DEFINED 1,3,4 236697
KPMG CONSULTING, INC. COM 48265R109 862 133130 SH DEFINED 1,3,4 133130
KT CORPORATION COM 48268K101 32915 1483581 SH DEFINED 1,3,4 1483581
KT Corporation -SP ADR COM 48268K101 1283 57850 SH DEFINED 2,4 57850
KAMAN CORP. CLASS A COM 483548103 136 11248 SH DEFINED 1,3,4 11248
KANSAS CITY SOUTHERN COM 485170302 4748 383150 SH DEFINED 1,3,4 383150
KAYDON CORP. COM 486587108 1444 71976 SH DEFINED 1,3,4 71976
KEANE, INC. COM 486665102 100 14452 SH DEFINED 1,3,4 14452
KB HOME COM 48666K109 4540 93017 SH DEFINED 1,3,4 93017
KELLOGG CO. COM 487836108 12459 374786 SH DEFINED 1,3,4 374786
KELLWOOD CO. COM 488044108 288 12658 SH DEFINED 1,3,4 12658
KEMET CORP. COM 488360108 139 16470 SH DEFINED 1,3,4 16470
KENNAMETAL, INC. COM 489170100 211 6585 SH DEFINED 1,3,4 6585
KERR-MCGEE CORP. COM 492386107 2215 51153 SH DEFINED 1,3,4 51153
KEYCORP COM 493267108 5428 217446 SH DEFINED 1,3,4 217446
KEYSPAN CORP. COM 49337W100 2403 71763 SH DEFINED 1,3,4 71763
KEYSTONE PROPERTY TRUST COM 493596100 1703 102360 SH DEFINED 1,3,4 102360
KILROY REALTY CORP. COM 49427F108 2517 106204 SH DEFINED 1,3,4 106204
KIMBERLY-CLARK CORP. COM 494368103 22707 400834 SH DEFINED 1,3,4 400834
KIMCO REALTY CORP. COM 49446R109 22396 720050 SH DEFINED 1,3,4 720050
KINDER MORGAN, INC. COM 49455P101 2455 69283 SH DEFINED 1,3,4 69283
KING PHARMACEUTICALS, INC. COM 495582108 4783 263145 SH DEFINED 1,3,4 263145
KIRBY CORP. COM 497266106 2022 89420 SH DEFINED 1,3,4 89420
KNIGHT-RIDDER, INC. COM 499040103 12145 215258 SH DEFINED 1,3,4 215258
KNIGHT TRADING SOURCE INC. COM 499063105 146 38500 SH DEFINED 1,3,4 38500
KOGER EQUITY, INC. COM 500228101 2187 129502 SH DEFINED 1,3,4 129502
KOHLS CORP. COM 500255104 63222 1039758 SH DEFINED 1,3,4 1039758
KONINKLIJKE PHILIPS ELEC. COM 500472303 245 16777 SH DEFINED 1,3,4 16777
KOOKMIN BANK COM 50049M109 1030 29047 SH DEFINED 1,3,4 29047
Kookmin Bank - Spons ADR COM 50049M109 16865 476006 SH DEFINED 2,4 461483 14523
KOPIN CORP COM 500600101 116 34667 SH DEFINED 1,3,4 34667
KOREA ELECTRIC POWER COM 500631106 3413 365900 SH DEFINED 1,3,4 365900
KOREA TOBACCO & GINEN 144A COM 50064G102 2294 326261 SH DEFINED 1,3,4 326261
KRAFT FOODS INC COM 50075N104 354 9700 SH DEFINED 1,3,4 9700
KRISPY KREME DOUGHNUTS, INC. COM 501014104 695 22219 SH DEFINED 1,3,4 22219
KROGER CO., THE COM 501044101 9266 657053 SH DEFINED 1,3,4 657053
KROLL, INC. COM 501049100 1723 86701 SH DEFINED 1,3,4 86701
KRONOS INC. COM 501052104 1056 42863 SH DEFINED 1,3,4 42863
KULICKE & SOFFA COM 501242101 72 24690 SH DEFINED 1,3,4 24690
LSI LOGIC CORP. COM 502161102 13111 2065611 SH DEFINED 1,3,4 2065611
L-3 COMMUNICATIONS HOLDINGS IN COM 502424104 9411 178435 SH DEFINED 1,3,4 178435
LA-Z-BOY, INC. COM 505336107 3365 145158 SH DEFINED 1,3,4 145158
LABOR READY, INC. COM 505401208 130 20673 SH DEFINED 1,3,4 20673
LABORATORY CORP. OF AMERICA HO COM 50540R409 512 15143 SH DEFINED 1,3,4 15143
Laboratory Corp of America Hol COM 50540R409 16240 480744 SH DEFINED 2,4 457117 23627
LABRANCHE & CO., INC. COM 505447102 229 11276 SH DEFINED 1,3,4 11276
LACLEDE GROUP INC. COM 505597104 226 9470 SH DEFINED 1,3,4 9470
LAM RESEARCH CORP. COM 512807108 284 32157 SH DEFINED 1,3,4 32157
LAMAR ADVERTISING CO. COM 512815101 479 15710 SH DEFINED 1,3,4 15710
LANCASTER COLONY CORP. COM 513847103 294 6998 SH DEFINED 1,3,4 6998
LANCE, INC. COM 514606102 184 14530 SH DEFINED 1,3,4 14530
LANDAMERICA FINANCIAL GROUP, I COM 514936103 305 9252 SH DEFINED 1,3,4 9252
LANDRYS RESTAURANTS COM 51508L103 4010 177519 SH DEFINED 1,3,4 177519
LANDSTAR SYSTEM, INC. COM 515098101 395 8075 SH DEFINED 1,3,4 8075
LATTICE SEMICONDUCTOR CORP. COM 518415104 131 20974 SH DEFINED 1,3,4 20974
LEAR CORP. COM 521865105 9083 218110 SH DEFINED 1,3,4 218110
LEE ENTERPRISES COM 523768109 279 8467 SH DEFINED 1,3,4 8467
LEGATO SYSTEMS INC. COM 524651106 59 21961 SH DEFINED 1,3,4 21961
LEGGETT & PLATT, INC. COM 524660107 5560 281050 SH DEFINED 1,3,4 281050
LEGG MASON, INC. COM 524901105 2388 56222 SH DEFINED 1,3,4 56222
LEHMAN BROTHERS HOLDINGS, INC. COM 524908100 12204 248784 SH DEFINED 1,3,4 248784
LENNAR CORP. COM 526057104 18210 326380 SH DEFINED 1,3,4 326380
LENNOX INTERNATIONAL, INC. COM 526107107 8790 664443 SH DEFINED 1,3,4 664443
LEUCADIA NATIONAL CORP COM 527288104 2952 86780 SH DEFINED 1,3,4 86780
LEVEL 3 COMMUNICATIONS COM 52729N100 5318 1366475 SH DEFINED 1,3,4 1366475
LEXMARK INTERNATIONAL, INC., C COM 529771107 4751 101044 SH DEFINED 1,3,4 101044
LIBBEY, INC. COM 529898108 1012 31745 SH DEFINED 1,3,4 31745
LIBERTY PROPERTY TRUST COM 531172104 1862 60000 SH DEFINED 1,3,4 60000
LIFEPOINT HOSPITALS, INC. COM 53219L109 3931 126025 SH DEFINED 1,3,4 126025
LIGAND PHARMACEUTICALS, INC. COM 53220K207 2699 397000 SH DEFINED 1,3,4 397000
LILLY (ELI) & CO. COM 532457108 48365 873872 SH DEFINED 1,3,4 873872
LIMITED BRANDS, INC. COM 532716107 6629 461938 SH DEFINED 1,3,4 461938
LINCARE HOLDINGS, INC. COM 532791100 629 20326 SH DEFINED 1,3,4 20326
LINCOLN NATIONAL CORP. COM 534187109 6222 203680 SH DEFINED 1,3,4 203680
LINEAR TECHNOLOGIES CORP. COM 535678106 28543 1377432 SH DEFINED 1,3,4 1377432
LINENS N THINGS, INC. COM 535679104 2653 144423 SH DEFINED 1,3,4 144423
LIZ CLAIBORNE, INC. COM 539320101 10200 409227 SH DEFINED 1,3,4 409227
LOCAL FINANCIAL CORP. COM 539553107 4119 298530 SH DEFINED 1,3,4 298530
LOCKHEED MARTIN CORP. COM 539830109 43505 672740 SH DEFINED 1,3,4 672740
LOEWS CORP. COM 540424108 4188 97646 SH DEFINED 1,3,4 97646
LONE STAR STEAKHOUSE SALOON COM 542307103 4197 200024 SH DEFINED 1,3,4 200024
LONE STAR TECHNOLOGIES, INC COM 542312103 167 14274 SH DEFINED 1,3,4 14274
LOUISIANA PACIFIC CORP. COM 546347105 3994 618842 SH DEFINED 1,3,4 618842
LOWE'S COMPANIES, INC. COM 548661107 23637 571064 SH DEFINED 1,3,4 571064
LUBRIZOL CORP. COM 549271104 10855 383983 SH DEFINED 1,3,4 383983
LUBYS, INC. COM 549282101 55 11243 SH DEFINED 1,3,4 11243
LUCENT TECHNOLOGIES, INC. COM 549463107 1326 1758117 SH DEFINED 1,3,4 1758117
LYONDELL CHEMICAL CO. COM 552078107 370 30558 SH DEFINED 1,3,4 30558
M & T BANK CORPORATION COM 55261F104 15460 196157 SH DEFINED 1,3,4 196157
MAF BANCORP INC. COM 55261R108 2580 83686 SH DEFINED 1,3,4 83686
MBIA, INC. COM 55262C100 6932 173461 SH DEFINED 1,3,4 173461
MBNA CORP. COM 55262L100 20688 1125743 SH DEFINED 1,3,4 1125743
MDC HOLDINGS, INC. COM 552676108 473 13345 SH DEFINED 1,3,4 13345
MDU RESOURCES GROUP, INC. COM 552690109 312 13658 SH DEFINED 1,3,4 13658
MFA MORTGAGE INVESTMENTS, INC. COM 55272X102 2939 362820 SH DEFINED 1,3,4 362820
MGIC INVESTMENT CORP. (WIS.) COM 552848103 10579 259227 SH DEFINED 1,3,4 259227
MGI PHARMA, INC. COM 552880106 87 12568 SH DEFINED 1,3,4 12568
MGM MIRAGE, INC. COM 552953101 11784 315830 SH DEFINED 1,3,4 315830
M/I SCHOTTENSTEIN HOMES, INC. COM 55305B101 4186 132882 SH DEFINED 1,3,4 132882
MKS INSTRUMENTS, INC. COM 55306N104 1236 112909 SH DEFINED 1,3,4 112909
MPS GROUP, INC. COM 553409103 112 19615 SH DEFINED 1,3,4 19615
MRO SOFTWARE, INC. COM 55347W105 104 12163 SH DEFINED 1,3,4 12163
MTC TECHNOLOGIES, INC. COM 55377A106 2136 98680 SH DEFINED 1,3,4 98680
MACDERMID, INC. COM 554273102 919 46139 SH DEFINED 1,3,4 46139
MACERICH CO. COM 554382101 13884 448272 SH DEFINED 1,3,4 448272
MACK-CALI REALTY CORP. COM 554489104 19301 600700 SH DEFINED 1,3,4 600700
MACROMEDIA, INC. COM 556100105 88 11431 SH DEFINED 1,3,4 11431
MAGELLAN HEALTH SERVICES COM 559079108 61 238979 SH DEFINED 1,3,4 238979
MAGMA DESIGN AUTOMATION COM 559181102 1032 115960 SH DEFINED 1,3,4 115960
Magna International Inc - Clas COM 559222401 12296 218085 SH DEFINED 2,4 207342 10743
MAGNA INTERNATIONAL-CL A COM 559222401 305 5409 SH DEFINED 1,3,4 5409
MAGNETEK, INC. COM 559424106 33 11286 SH DEFINED 1,3,4 11286
MANDALAY RESORT GROUP COM 562567107 439 13074 SH DEFINED 1,3,4 13074
MANHATTAN ASSOCIATES, INC. COM 562750109 758 55984 SH DEFINED 1,3,4 55984
MANITOWOC CO. COM 563571108 4349 159173 SH DEFINED 1,3,4 159173
MANOR CARE, INC. COM 564055101 1126 49922 SH DEFINED 1,3,4 49922
MANPOWER, INC. WI COM 56418H100 847 28943 SH DEFINED 1,3,4 28943
MANTECH INTERNATIONAL CORP. COM 564563104 2067 88170 SH DEFINED 1,3,4 88170
MANUFACTURED HOMES COM 564682102 3204 100440 SH DEFINED 1,3,4 100440
MARATHON OIL CORP. COM 565849106 13541 596954 SH DEFINED 1,3,4 596954
MARCUS CORP. COM 566330106 191 14641 SH DEFINED 1,3,4 14641
MARSH & MCLENNAN CO. COM 571748102 19085 458416 SH DEFINED 1,3,4 458416
MARSHALL & IISLEY CORP. COM 571834100 19491 698977 SH DEFINED 1,3,4 698977
MARRIOTT INTERNATIONAL, INC. COM 571903202 19181 661478 SH DEFINED 1,3,4 661478
MARTIN MARIETTA MATERIALS COM 573284106 304 9332 SH DEFINED 1,3,4 9332
MASCO CORP. COM 574599106 5329 272610 SH DEFINED 1,3,4 272610
MASSEY ENERGY CO, COM 576206106 241 37424 SH DEFINED 1,3,4 37424
MATTEL, INC. COM 577081102 23137 1284864 SH DEFINED 1,3,4 1284864
MAXTOR CORP COM 577729205 486 186070 SH DEFINED 1,3,4 186070
MAXIM INTEGRATED PRODUCTS COM 57772K101 27020 1091362 SH DEFINED 1,3,4 1091362
Maxim Integrated Products COM 57772K101 10833 437519 SH DEFINED 2,4 417202 20317
MAY DEPARTMENT STORES CO. COM 577778103 7274 319361 SH DEFINED 1,3,4 319361
MAVERICK TUBE CORP COM 577914104 181 20413 SH DEFINED 1,3,4 20413
MAXIMUS, INC. COM 577933104 240 10812 SH DEFINED 1,3,4 10812
MAYTAG CORP. COM 578592107 2668 115325 SH DEFINED 1,3,4 115325
MCCORMICK & CO. COM 579780206 12269 538137 SH DEFINED 1,3,4 538137
MCDATA CORPORATION-A COM 580031201 1070 196530 SH DEFINED 1,3,4 196530
MCDERMOTT INTERNATIONAL, INC. COM 580037109 189 32135 SH DEFINED 1,3,4 32135
MCDONALD'S CORP. COM 580135101 30427 1722998 SH DEFINED 1,3,4 1722998
MCGRAW-HILL, INC. COM 580645109 18242 298068 SH DEFINED 1,3,4 298068
MCKESSON CORP. COM 58155Q103 11479 405229 SH DEFINED 1,3,4 405229
MEADWESTVACO CORP. COM 583334107 1954 101610 SH DEFINED 1,3,4 101610
MEDAREX, INC. COM 583916101 456 135890 SH DEFINED 1,3,4 135890
MEDIA GENERAL - CLASS A COM 584404107 224 4428 SH DEFINED 1,3,4 4428
MEDICIS PHARMACEUTICAL-CL A COM 584690309 3839 93865 SH DEFINED 1,3,4 93865
MEDIMMUNE, INC. COM 584699102 4648 222748 SH DEFINED 1,3,4 222748
MEDTRONIC, INC. COM 585055106 108245 2569857 SH DEFINED 1,3,4 2569857
MELLON FINANCIAL CORP. COM 58551A108 11569 446466 SH DEFINED 1,3,4 446466
MENS WEARHOUSE, INC., (THE) COM 587118100 311 21246 SH DEFINED 1,3,4 21246
MENTOR CORP. COM 587188103 4145 129994 SH DEFINED 1,3,4 129994
MENTOR GRAPHICS CORP. COM 587200106 60 12625 SH DEFINED 1,3,4 12625
MERCANTILE BANKSHARES CORP. COM 587405101 509 13324 SH DEFINED 1,3,4 13324
MERCK & CO., INC. COM 589331107 79328 1735364 SH DEFINED 1,3,4 1735364
MERCURY COMPUTER SYSTEMS, INC. COM 589378108 253 10788 SH DEFINED 1,3,4 10788
MERCURY INTERACTIVE CORP. COM 589405109 1932 113064 SH DEFINED 1,3,4 113064
MEREDITH CORP. COM 589433101 1089 25269 SH DEFINED 1,3,4 25269
MERIDIAN MEDICAL TECHNOLOGIES, COM 589658103 352 9800 SH DEFINED 1,3,4 9800
MERIX CORP COM 590049102 1104 135400 SH DEFINED 1,3,4 135400
MERRILL LYNCH & CO., INC. COM 590188108 44534 1351776 SH DEFINED 1,3,4 1351776
MESA AIR GROUP, INC. COM 590479101 62 16243 SH DEFINED 1,3,4 16243
METHODE ELECTRONICS - CL A COM 591520200 4971 541893 SH DEFINED 1,3,4 541893
METLIFE, INC. COM 59156R108 22841 1003540 SH DEFINED 1,3,4 1003540
METRIS COMPANIES, INC. COM 591598107 24 11078 SH DEFINED 1,3,4 11078
METRO ONE COMMUNICATIONS COM 59163F105 337 39920 SH DEFINED 1,3,4 39920
METTLER-TOLEDO INTL COM 592688105 3159 121560 SH DEFINED 1,3,4 121560
MICHAELS STORES, INC. COM 594087108 12541 274377 SH DEFINED 1,3,4 274377
MICREL, INC. COM 594793101 136 22721 SH DEFINED 1,3,4 22721
MICROS SYSTEMS, INC. COM 594901100 2940 126692 SH DEFINED 1,3,4 126692
MICROSOFT CORP. COM 594918104 221528 5070411 SH DEFINED 1,3,4 5070411
Microsoft Corp COM 594918104 53250 1217411 SH DEFINED 2,4 1164106 53305
MICROCHIP TECHNOLOGY, INC. COM 595017104 2713 132759 SH DEFINED 1,3,4 132759
MICRON TECHNOLOGY COM 595112103 3799 307657 SH DEFINED 1,3,4 307657
Micron Technology Inc COM 595112103 293 23679 SH DEFINED 2,4 23679
MICROSEMI CORP COM 595137100 79 14434 SH DEFINED 1,3,4 14434
MID ATLANTIC MEDICAL SERVICES, COM 59523C107 1122 31045 SH DEFINED 1,3,4 31045
S & P 400 MIDCAP DEP REC COM 595635103 55358 744590 SH DEFINED 1,3,4 744590
MIDWAY GAMES, INC. COM 598148104 125 23203 SH DEFINED 1,3,4 23203
MILACRON, INC. COM 598709103 75 16970 SH DEFINED 1,3,4 16970
MILLENNIUM PHARMACTCLS, INC. COM 599902103 505 54376 SH DEFINED 1,3,4 54376
MILLER (HERMAN), INC. COM 600544100 259 14506 SH DEFINED 1,3,4 14506
MILLIPORE CORP. COM 601073109 778 24650 SH DEFINED 1,3,4 24650
MILLS CORP. COM 601148109 1314 44300 SH DEFINED 1,3,4 44300
MIRANT CORPORATION COM 604675108 441 204080 SH DEFINED 1,3,4 204080
MOHAWK INDUSTRIES, INC. COM 608190104 632 12778 SH DEFINED 1,3,4 12778
MOLEX, INC. COM 608554101 2322 98700 SH DEFINED 1,3,4 98700
MONACO COACH CORP. COM 60886R103 291 14411 SH DEFINED 1,3,4 14411
MONSANTO COM 61166W101 2800 183012 SH DEFINED 1,3,4 183012
MONY GROUP INC. COM 615337102 2825 114519 SH DEFINED 1,3,4 114519
MOODY'S CORP. COM 615369105 4840 99856 SH DEFINED 1,3,4 99856
MOOG INC COM 615394202 4650 164674 SH DEFINED 1,3,4 164674
MORGAN STANLEY COM 617446448 34797 1026851 SH DEFINED 1,3,4 1026851
MOTHERS WORK, INC. COM 619903107 1084 28500 SH DEFINED 1,3,4 28500
MOTOROLA, INC. COM 620076109 32642 3207019 SH DEFINED 1,3,4 3207019
MOVIE GALLERY, INC. COM 624581104 5401 359750 SH DEFINED 1,3,4 359750
MUELLER INDUSTRIES COM 624756102 3760 145161 SH DEFINED 1,3,4 145161
MULTIMEDIA GAMES, INC. COM 625453105 730 37050 SH DEFINED 1,3,4 37050
MURPHY OIL CORP. COM 626717102 792 9659 SH DEFINED 1,3,4 9659
MYERS INDUSTRIES, INC. COM 628464109 188 15059 SH DEFINED 1,3,4 15059
MYLAN LABORATORIES, INC. COM 628530107 17917 547437 SH DEFINED 1,3,4 547437
NBTY, INC. COM 628782104 3513 270893 SH DEFINED 1,3,4 270893
NCR CORP. COM 62886E112 3652 184549 SH DEFINED 1,3,4 184549
NVR, INC. COM 62944T105 2951 9847 SH DEFINED 1,3,4 9847
NACCO INDUSTRIES, INC. COM 629579103 692 17393 SH DEFINED 1,3,4 17393
NASDAQ 100 INDEX TRACKING STOC COM 631100104 319 15375 SH DEFINED 1,3,4 15375
NASH FINCH CO. COM 631158102 2886 212452 SH DEFINED 1,3,4 212452
NATIONAL CITY CORP. COM 635405103 25488 893380 SH DEFINED 1,3,4 893380
NATIONAL COMMERCE FINANCIAL CO COM 63545P104 988 39425 SH DEFINED 1,3,4 39425
NATIONAL FUEL GAS CO. COM 636180101 304 15322 SH DEFINED 1,3,4 15322
NATIONAL GRIG GRP COM 636274102 2047 57545 SH DEFINED 1,3,4 57545
NATIONAL INSTRUMENTS CORP. COM 636518102 216 9851 SH DEFINED 1,3,4 9851
NATIONAL-OILWELL, INC. COM 637071101 10137 523107 SH DEFINED 1,3,4 523107
NATIONAL PENN BANCSHARES, INC. COM 637138108 1670 59650 SH DEFINED 1,3,4 59650
NATIONAL SEMICONDUCTOR CORP. COM 637640103 1762 148138 SH DEFINED 1,3,4 148138
NATIONWIDE FINANCIAL SERV-A COM 638612101 4776 178930 SH DEFINED 1,3,4 178930
NATIONWIDE HEALTH PPTYS, INC. COM 638620104 1840 107935 SH DEFINED 1,3,4 107935
NAUTICA ENTERPRISES INC. COM 639089101 176 16852 SH DEFINED 1,3,4 16852
NAUTILUS GROUP, INC. COM 63910B102 1767 90530 SH DEFINED 1,3,4 90530
NAVISTAR INTERNATIONAL CORP. COM 63934E112 661 30816 SH DEFINED 1,3,4 30816
NAVIGANT INTERNATIONAL, INC. COM 63935R108 875 83410 SH DEFINED 1,3,4 83410
NDCHEALTH CORP. COM 639480102 269 17336 SH DEFINED 1,3,4 17336
NEIMAN MARCUS GROUP, INC.-CL A COM 640204202 240 9172 SH DEFINED 1,3,4 9172
NETWORK ASSOCIATES INC. COM 640938106 1008 94924 SH DEFINED 1,3,4 94924
NESTLE SA COM 641069406 490 8983 SH DEFINED 1,3,4 8983
NETEGRITY, INC. COM 64110P107 33 17107 SH DEFINED 1,3,4 17107
NETSOLVE INC. COM 64115J106 906 126283 SH DEFINED 1,3,4 126283
NETIQ CORP. COM 64115P102 6371 439543 SH DEFINED 1,3,4 439543
NETSCOUT SYSTEMS, INC COM 64115T104 1109 302748 SH DEFINED 1,3,4 302748
NETSCREEN TECHNOLOGIES, INC. COM 64117V107 1358 124980 SH DEFINED 1,3,4 124980
NETWORK EQUIPMENT TECH, INC. COM 641208103 40 11205 SH DEFINED 1,3,4 11205
NETWORK APPLIANCE, INC. COM 64120L104 2503 341903 SH DEFINED 1,3,4 341903
NEUBERGER BERMAN, INC. COM 641234109 379 14058 SH DEFINED 1,3,4 14058
NEUROCRINEBIOSCIENCES, INC. COM 64125C109 356 8670 SH DEFINED 1,3,4 8670
NEW CENTURY FINANCIAL CORP. COM 64352D101 8472 362074 SH DEFINED 1,3,4 362074
NEW JERSEY RESOURCES COM 646025106 4688 142573 SH DEFINED 1,3,4 142573
NEW PLAN EXCEL REALTY TRUST COM 648053106 342 18519 SH DEFINED 1,3,4 18519
NEW YORK COMMUNITY BANCORP COM 649445103 578 20550 SH DEFINED 1,3,4 20550
NEW YORK TIMES CO. COM 650111107 3511 77361 SH DEFINED 1,3,4 77361
NEWELL RUBBERMAID, INC. COM 651229106 18494 598986 SH DEFINED 1,3,4 598986
NEWFIELD EXPLORATION CO. COM 651290108 17623 524728 SH DEFINED 1,3,4 524728
NEWMONT MINING CORP. (HOLDING COM 651639106 24769 900336 SH DEFINED 1,3,4 900336
NEWS CORP LTD. COM 652487703 27130 1409605 SH DEFINED 1,3,4 1409605
NEWTEK CAPITAL, INC. COM 652526104 990 299818 SH OTHER 1,3,4 299818
NEXTEL COMMS COM 65332V103 5050 668894 SH DEFINED 1,3,4 668894
NICOR, INC. COM 654086107 627 22416 SH DEFINED 1,3,4 22416
NIKE, INC. COM 654106103 10182 235844 SH DEFINED 1,3,4 235844
99 CENTS ONLY STORES COM 65440K106 278 13409 SH DEFINED 1,3,4 13409
NISOURCE, INC. COM 65473P105 5626 325881 SH DEFINED 1,3,4 325881
NISOURCE, INC. COM 65473P600 53 29063 SH DEFINED 1,3,4 29063
NISSAN MOTOR CO LTD COM 654744408 273 18590 SH DEFINED 1,3,4 18590
NOKIA CORP. COM 654902204 15414 1162750 SH DEFINED 1,3,4 1162750
NOBLE ENERGY, INC. COM 655044105 373 10951 SH DEFINED 1,3,4 10951
NOMURA HOLDINGS, INC. COM 65535H208 239 18500 SH DEFINED 1,3,4 18500
NORDSTROM, INC. COM 655664100 1229 68638 SH DEFINED 1,3,4 68638
NORFOLK SOUTHERN CORP. COM 655844108 31057 1538387 SH DEFINED 1,3,4 1538387
NORTEK, INC. COM 656559101 2109 48750 SH DEFINED 1,3,4 48750
NORTH FORK BANCORPORATION, INC COM 659424105 32525 859562 SH DEFINED 1,3,4 859562
NORTHEAST UTILITIES COM 664397106 448 26113 SH DEFINED 1,3,4 26113
NORTHERN TRUST CORP. COM 665859104 8723 231286 SH DEFINED 1,3,4 231286
NORTHROP GRUMMAN CORP. COM 666807102 30905 249161 SH DEFINED 1,3,4 249161
NORTHWEST NATURAL GAS CO. COM 667655104 9193 313278 SH DEFINED 1,3,4 313278
NORTHWESTERN CORP. COM 668074107 130 13669 SH DEFINED 1,3,4 13669
NOVARTIS AG COM 66987V109 339 8494 SH DEFINED 1,3,4 8494
NOVELL, INC. COM 670006105 378 184861 SH DEFINED 1,3,4 184861
NOVELLUS SYSTEMS INC. COM 670008101 2007 96514 SH DEFINED 1,3,4 96514
NOVEN PHARMACEUTICALS, INC. COM 670009109 7271 594034 SH DEFINED 1,3,4 594034
NU SKIN ENTERPRISES INC-A COM 67018T105 2283 187100 SH DEFINED 1,3,4 187100
NSTAR COM 67019E111 400 10138 SH DEFINED 1,3,4 10138
NUCOR CORP. COM 670346105 11244 296695 SH DEFINED 1,3,4 296695
NVIDIA CORP. COM 67066G104 663 77500 SH DEFINED 1,3,4 77500
NYFIX, INC. COM 670712108 59 15377 SH DEFINED 1,3,4 15377
OGE ENERGY, CORP. COM 670837103 253 14940 SH DEFINED 1,3,4 14940
OM GROUP, INC. COM 670872100 4863 113668 SH DEFINED 1,3,4 113668
OSI PHARMACEUTICALS, INC. COM 671040103 728 42950 SH DEFINED 1,3,4 42950
OSI SYSTEMS, INC. COM 671044105 4338 250680 SH DEFINED 1,3,4 250680
OAK TECHNOLOGY, INC. COM 671802106 1506 473425 SH DEFINED 1,3,4 473425
OCCIDENTAL PETROLEUM CORP. COM 674599105 36233 1276676 SH DEFINED 1,3,4 1276676
OCEAN ENERGY, INC. COM 67481E110 2061 103208 SH DEFINED 1,3,4 103208
OCEANEERING INTERNATIONAL COM 675232102 3424 134486 SH DEFINED 1,3,4 134486
OCTEL CORP. COM. COM 675727101 1248 66133 SH DEFINED 1,3,4 66133
OCULAR SCIENCES, INC. COM 675744106 3028 129700 SH DEFINED 1,3,4 129700
OFFICE DEPOT, INC. COM 676220106 2330 188767 SH DEFINED 1,3,4 188767
OFFSHORE LOGISTICS COM 676255102 203 11213 SH DEFINED 1,3,4 11213
OHIO CASUALTY CORP. COM 677240103 188 11592 SH DEFINED 1,3,4 11592
LUKOIL HOLDING COM 677862104 3211 52810 SH DEFINED 1,3,4 52810
OIL STATES INTERNATIONAL, INC. COM 678026105 483 48330 SH DEFINED 1,3,4 48330
OLD NATIONAL BANCORP COM 680033107 4971 199950 SH DEFINED 1,3,4 199950
OLD REPUBLIC INTL, CORP. COM 680223104 21050 741578 SH DEFINED 1,3,4 741578
OLIN, CORP. COM 680665205 175 10790 SH DEFINED 1,3,4 10790
OMNICARE, INC. COM 681904108 1923 91113 SH DEFINED 1,3,4 91113
OMNICOM COM 681919106 8978 161151 SH DEFINED 1,3,4 161151
OMNIVISION TECHNOLOGIES, INC. COM 682128103 2472 375020 SH DEFINED 1,3,4 375020
OMNOVA SOLUTIONS, INC. COM 682129101 91 19864 SH DEFINED 1,3,4 19864
ON ASSIGNMENT INC. COM 682159108 106 13440 SH DEFINED 1,3,4 13440
ONEOK, INC. COM 682680103 1275 67431 SH DEFINED 1,3,4 67431
VYMPEL COM COM 68370R109 1117 47243 SH DEFINED 1,3,4 47243
ORACLE CORP. COM 68389X105 34321 4366431 SH DEFINED 1,3,4 4366431
O REILLY AUTOMOTIVE, INC. COM 686091109 764 26593 SH DEFINED 1,3,4 26593
ORTHODONTIC CENTERS OF AMER COM 68750P103 273 25673 SH DEFINED 1,3,4 25673
OSHKOSH B'GOSH, INC.-CL A COM 688222207 1044 30367 SH DEFINED 1,3,4 30367
OSHKOSH TRUCK CORP. COM 688239201 5989 106159 SH DEFINED 1,3,4 106159
OUTBACK STEAKHOUSE INC. COM 689899102 1614 58764 SH DEFINED 1,3,4 58764
OVERLAND STORAGE, INC. COM 690310107 2200 202600 SH DEFINED 1,3,4 202600
OVERTURE SERVICES, INC. COM 69039R100 7103 301410 SH DEFINED 1,3,4 301410
OWENS & MINOR, INC. COM 690732102 3254 227773 SH DEFINED 1,3,4 227773
OWENS-ILLINOIS, INC. COM 690768403 5047 446009 SH DEFINED 1,3,4 446009
OXFORD HEALTH PLANS, INC. COM 691471106 1815 46590 SH DEFINED 1,3,4 46590
P.A.M. TRANSPORTATION SVCS. COM 693149106 726 38000 SH DEFINED 1,3,4 38000
PC-TEL, INC. COM 69325Q105 51 10111 SH DEFINED 1,3,4 10111
P G & E CORP. COM 69331C108 6418 569991 SH DEFINED 1,3,4 569991
PFF BANCORP INC. COM 69331W104 2465 88922 SH DEFINED 1,3,4 88922
P.F. CHANGS CHINA BISTRO INC COM 69333Y108 360 12450 SH DEFINED 1,3,4 12450
PLX TECHNOLOGY, INC. COM 693417107 334 307750 SH DEFINED 1,3,4 307750
PMC-SIERRA, INC. COM 69344F106 329 85713 SH DEFINED 1,3,4 85713
PMI GROUP, INC. COM 69344M101 14323 526314 SH DEFINED 1,3,4 526314
PNC BANK CORP. COM 693475105 12363 293251 SH DEFINED 1,3,4 293251
Posco Iron & Steel Co Ltd ADR COM 693483109 6625 307010 SH DEFINED 2,4 307010
POSCO COM 693483109 4170 193323 SH DEFINED 1,3,4 193323
PPG INDUSTRIES, INC. COM 693506107 7844 175467 SH DEFINED 1,3,4 175467
PPL CORP., INC. COM 69351T106 2686 82520 SH DEFINED 1,3,4 82520
PRG-SCHULTZ INTERNATIONAL INC. COM 69357C107 398 32313 SH DEFINED 1,3,4 32313
PS BUSINESS PARKS INC/CA COM 69360J107 7528 221340 SH DEFINED 1,3,4 221340
PACCAR, INC. COM 693718108 1990 59003 SH DEFINED 1,3,4 59003
PACIFIC CAPITAL BANCORP COM 69404P101 5466 201296 SH DEFINED 1,3,4 201296
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 333 16399 SH DEFINED 1,3,4 16399
PACKAGING CORP OF AMERICA COM 695156109 349 19951 SH DEFINED 1,3,4 19951
PACTIV CORP. COM 695257105 5010 304969 SH DEFINED 1,3,4 304969
PALL CORP. COM 696429307 987 62572 SH DEFINED 1,3,4 62572
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 4750 137820 SH DEFINED 1,3,4 137820
PANERA BREAD, CO. COM 69840W108 701 25995 SH DEFINED 1,3,4 25995
PAPA JOHNS INTERNATIONAL, INC. COM 698813102 5512 189319 SH DEFINED 1,3,4 189319
PARADYNE NETWORKS, INC. COM 69911G107 1118 844368 SH DEFINED 1,3,4 844368
PARAMETRIC TECH COM 699173100 228 132600 SH DEFINED 1,3,4 132600
PAREXEL INTERNATIONAL, CORP. COM 699462107 107 12505 SH DEFINED 1,3,4 12505
PARK PLACE ENTERTAINMENT CORP. COM 700690100 11976 1506549 SH DEFINED 1,3,4 1506549
PARKER-HANNIFIN CORP. COM 701094104 2362 61943 SH DEFINED 1,3,4 61943
PATINA OIL & GAS CORP. COM 703224105 10858 380950 SH DEFINED 1,3,4 380950
PATTERSON DENTAL CO. COM 703412106 667 13032 SH DEFINED 1,3,4 13032
PATTERSON-UTI ENERGY, INC. COM 703481101 611 23972 SH DEFINED 1,3,4 23972
PAXAR CORP. COM 704227107 5824 400850 SH DEFINED 1,3,4 400850
PAYCHEX, INC. COM 704326107 32340 1329543 SH DEFINED 1,3,4 1329543
PAYLESS SHOESOURCE, INC. COM 704379106 2905 53794 SH DEFINED 1,3,4 53794
PEDIATRIX MEDICAL GROUP, INC. COM 705324101 1377 44516 SH DEFINED 1,3,4 44516
PEGASUS SYSTEMS, INC. COM 705906105 2911 275952 SH DEFINED 1,3,4 275952
PENNEY (J.C.) CO., INC. (HOLDI COM 708160106 2171 136598 SH DEFINED 1,3,4 136598
PENNFED FINANCIAL SERVICES, IN COM 708167101 1396 50840 SH DEFINED 1,3,4 50840
PENNZOIL-QUAKER STATE, CO. COM 709323109 338 15429 SH DEFINED 1,3,4 15429
PENTAIR, INC. COM 709631105 19352 520660 SH DEFINED 1,3,4 520660
PEOPLES ENERGY CORP. COM 711030106 3259 96939 SH DEFINED 1,3,4 96939
PEOPLESOFT, INC. COM 712713106 2455 198882 SH DEFINED 1,3,4 198882
PEP BOYS-MANNY, MOE & JACK COM 713278109 1151 93965 SH DEFINED 1,3,4 93965
PEPCO HOLDINGS, INC. COM 713291102 6691 335417 SH DEFINED 1,3,4 335417
PEPSI BOTTLING GROUP INC COM 713409100 3990 170536 SH DEFINED 1,3,4 170536
PEPSIAMERICAS, INC. COM 71343P200 416 29405 SH DEFINED 1,3,4 29405
Pepsico Inc COM 713448108 22566 610716 SH DEFINED 2,4 580630 30086
PEPSICO, INC. COM 713448108 51492 1393660 SH DEFINED 1,3,4 1393660
PERFORMANCE FOOD GROUP CO. COM 713755106 761 22425 SH DEFINED 1,3,4 22425
PERICOM SEMICONDUCTOR CORP. COM 713831105 108 12708 SH DEFINED 1,3,4 12708
PERKINELMER, INC. COM 714046109 337 63630 SH DEFINED 1,3,4 63630
PERRIGO, CO. COM 714290103 143 13854 SH DEFINED 1,3,4 13854
PETCO ANIMAL SUPPLIES INC COM 716016209 1324 61100 SH DEFINED 1,3,4 61100
PETSMART, INC. COM 716768106 472 26608 SH DEFINED 1,3,4 26608
Pfizer Inc COM 717081103 69549 2396598 SH DEFINED 2,4 2280234 116364
PFIZER, INC. COM 717081103 228134 7861142 SH DEFINED 1,3,4 7861142
PHARMACEUTICAL PROD DEV, INC. COM 717124101 1368 70652 SH DEFINED 1,3,4 70652
PHARMACEUTICAL RESOURCES, INC. COM 717125108 10875 388730 SH DEFINED 1,3,4 388730
PHARMACIA CORPORATION COM 71713U102 37952 976064 SH DEFINED 1,3,4 976064
Pharmacia Corporation COM 71713U102 8876 228289 SH DEFINED 2,4 216635 11654
PHELPS DODGE CORP. COM 717265102 1369 53585 SH DEFINED 1,3,4 53585
PHILADELPHIA CONS HLDG CO COM 717528103 317 10784 SH DEFINED 1,3,4 10784
PHILADELPHIA SUBURBAN CORP. COM 718009608 959 47213 SH DEFINED 1,3,4 47213
Philip Morris Co. COM 718154107 26959 694812 SH DEFINED 2,4 660771 34041
PHILIP MORRIS COS., INC. COM 718154107 69914 1801779 SH DEFINED 1,3,4 1801779
PHILLIPS-VAN HEUSEN COM 718592108 3163 250872 SH DEFINED 1,3,4 250872
PHOENIX TECHNOLOGIES LTD COM 719153108 94 13141 SH DEFINED 1,3,4 13141
PHOTON DYNAMICS, INC. COM 719364101 1156 62123 SH DEFINED 1,3,4 62123
PHOTRONICS INC. COM 719405102 5125 509305 SH DEFINED 1,3,4 509305
PIEDMONT NATURAL GAS CO COM 720186105 582 16385 SH DEFINED 1,3,4 16385
PIER I IMPORTS, INC. COM 720279108 19587 1027060 SH DEFINED 1,3,4 1027060
PINNACLE ENTERTAINMENT, INC. COM 723456109 94 13000 SH DEFINED 1,3,4 13000
PINNACLE SYSTEMS INC. COM 723481107 11087 1026516 SH DEFINED 1,3,4 1026516
PINNACLE WEST CAPITAL CORP. COM 723484101 1213 43807 SH DEFINED 1,3,4 43807
PIONEER NATURAL RESOURCES, CO. COM 723787107 854 35128 SH DEFINED 1,3,4 35128
PIONEER STANDARD ELECTRONICS COM 723877106 112 15985 SH DEFINED 1,3,4 15985
PITNEY BOWES, INC. COM 724479100 8432 276600 SH DEFINED 1,3,4 276600
PITTSTON CO. - BRINKS GROUP COM 725701106 3550 158470 SH DEFINED 1,3,4 158470
PIXAR, INC. COM 725811103 458 9510 SH DEFINED 1,3,4 9510
PLAINS RESOURCES, INC. COM 726540503 2945 114167 SH DEFINED 1,3,4 114167
PLANTRONICS INC. COM 727493108 8202 503314 SH DEFINED 1,3,4 503314
PLAYTEX PRODUCTS, INC. COM 72813P100 1884 221265 SH DEFINED 1,3,4 221265
PLIVA D.D. COM 72917Q103 1477 119510 SH DEFINED 1,3,4 119510
PLUM CREEK TIMBER CO INC. COM 729251108 15481 684727 SH DEFINED 1,3,4 684727
POGO PRODUCING CO. COM 730448107 8762 257216 SH DEFINED 1,3,4 257216
POLARIS INDS, INC. COM 731068102 4388 70791 SH DEFINED 1,3,4 70791
POLO RALPH LAUREN CORP. COM 731572103 9485 456400 SH DEFINED 1,3,4 456400
POLYCOM, INC. COM 73172K104 130 19079 SH DEFINED 1,3,4 19079
POLYMEDICA CORP. COM 731738100 7013 265475 SH DEFINED 1,3,4 265475
POLYONE CORPORATION COM 73179P106 395 45817 SH DEFINED 1,3,4 45817
POPE & TALBOT, INC. COM 732827100 5457 425020 SH DEFINED 1,3,4 425020
POWER INTEGRATIONS, INC. COM 739276103 173 14246 SH DEFINED 1,3,4 14246
POWER-ONE, INC. COM 739308104 2848 957777 SH DEFINED 1,3,4 957777
POWERWAVE TECHNOLOGIES, INC. COM 739363109 45 13339 SH DEFINED 1,3,4 13339
PRAXAIR, INC. COM 74005P104 19468 380976 SH DEFINED 1,3,4 380976
Praxair Inc COM 74005P104 22705 444236 SH DEFINED 2,4 422507 21729
PREPAID LEGAL SERVICES, INC. COM 740065107 6142 308870 SH DEFINED 1,3,4 308870
PRECISION CASTPARTS CORP. COM 740189105 14097 650098 SH DEFINED 1,3,4 650098
PRENTISS PROPERTIES TRUST COM 740706106 6307 217999 SH DEFINED 1,3,4 217999
PRESIDENTIAL LIFE COM 740884101 211 14637 SH DEFINED 1,3,4 14637
PRICE COMMUNICATIONS CORP. COM 741437305 2004 177231 SH DEFINED 1,3,4 177231
T ROWE PRICE GROUP INC. COM 74144T108 4762 190747 SH DEFINED 1,3,4 190747
PRIDE INTERNATIONAL, INC. COM 74153Q102 331 25468 SH DEFINED 1,3,4 25468
PRIME HOSPITALITY CORP. COM 741917108 184 22470 SH DEFINED 1,3,4 22470
PRINCIPAL FINANCIAL GROUP COM 74251V102 250 9547 SH DEFINED 1,3,4 9547
PRIORITY HLTHCARE CP- CL B COM 74264T102 4048 160508 SH DEFINED 1,3,4 160508
PROCTER & GAMBLE CO. COM 742718109 125295 1401650 SH DEFINED 1,3,4 1401650
Proctor & Gamble Company COM 742718109 38967 435969 SH DEFINED 2,4 414427 21542
PROGRESS ENERGY, INC. COM 743263105 11173 273486 SH DEFINED 1,3,4 273486
PROGRESS SOFTWARE CORP. COM 743312100 216 18092 SH DEFINED 1,3,4 18092
PROGRESSIVE CORP. COM 743315103 22777 449977 SH DEFINED 1,3,4 449977
PROLOGIS COM 743410102 33738 1354430 SH DEFINED 1,3,4 1354430
PROTECTIVE LIFE, CORP. COM 743674103 9316 302726 SH DEFINED 1,3,4 302726
PROTEIN DESIGN LABS INC. COM 74369L103 140 17017 SH DEFINED 1,3,4 17017
PROVIDENT BANKSHARES CORP COM 743859100 267 12434 SH DEFINED 1,3,4 12434
PROVIDENT FINANCIAL GROUP COM 743866105 232 9313 SH DEFINED 1,3,4 9313
PROVINCE HEALTHCARE CO. COM 743977100 413 24240 SH DEFINED 1,3,4 24240
PROVIDIAN FINANCIAL CORP. COM 74406A102 713 147161 SH DEFINED 1,3,4 147161
PRUDENTIAL FINANCIAL, INC. COM 744320102 10657 373079 SH DEFINED 1,3,4 373079
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 4740 155402 SH DEFINED 1,3,4 155402
PUBLIC STORAGE INC. COM 74460D109 20456 641300 SH DEFINED 1,3,4 641300
PUGET ENERGY, INC. COM 745310102 344 16736 SH DEFINED 1,3,4 16736
PULTE HOMES INC. COM 745867101 1321 31032 SH DEFINED 1,3,4 31032
QLOGIC CORP. COM 747277101 5611 215770 SH DEFINED 1,3,4 215770
QUALCOMM, INC. COM 747525103 14128 511532 SH DEFINED 1,3,4 511532
QUANEX CORP. COM 747620102 7272 209640 SH DEFINED 1,3,4 209640
QUANTA SERVICES, INC. COM 74762E106 28 11638 SH DEFINED 1,3,4 11638
QUANTUM CORP. COM 747906204 65 30132 SH DEFINED 1,3,4 30132
QUEST DIAGNOSTIC COM 74834L100 2852 46334 SH DEFINED 1,3,4 46334
QUESTAR CORP. COM 748356102 10536 461245 SH DEFINED 1,3,4 461245
QUICKSILVER INC. COM 74838C106 6740 298350 SH DEFINED 1,3,4 298350
QUINTILES TRANSNATIONAL CORP COM 748767100 563 59875 SH DEFINED 1,3,4 59875
QWEST COMMUNICATIONS INTL COM 749121109 1945 851836 SH DEFINED 1,3,4 851836
R&G FINANCIAL CORP. CL B COM 749136107 7223 331105 SH DEFINED 1,3,4 331105
R.H. DONNELLEY CORP. COM 74955W307 4050 158530 SH DEFINED 1,3,4 158530
RLI CORPORATION COM 749607107 264 4949 SH DEFINED 1,3,4 4949
RPM, INC. COM 749685103 23191 1649452 SH DEFINED 1,3,4 1649452
RSA SECURITY, INC. COM 749719100 35 10823 SH DEFINED 1,3,4 10823
RTI INT'L METALS, INC. COM 74973W107 1408 134579 SH DEFINED 1,3,4 134579
RF MICRO DEVICES, INC. COM 749941100 194 32233 SH DEFINED 1,3,4 32233
RACING CHAMPIONS ERTL CORP. COM 750069106 1504 92000 SH DEFINED 1,3,4 92000
RADIAN GROUP INC. COM 750236101 6484 198627 SH DEFINED 1,3,4 198627
RADIANT SYSTEMS, INC. COM 75025N102 108 13786 SH DEFINED 1,3,4 13786
RADIOSHACK CORP COM 750438103 2771 138194 SH DEFINED 1,3,4 138194
RAINBOW TECHNOLOGIES, INC. COM 750862104 34 13365 SH DEFINED 1,3,4 13365
RALCORP HOLDINGS, INC. COM 751028101 8598 404287 SH DEFINED 1,3,4 404287
RANBAXY LABORATORIES LTD. COM 751881103 2431 127420 SH DEFINED 1,3,4 127420
RANGE RESOURCES CORP COM 75281A109 1869 399654 SH DEFINED 1,3,4 399654
RARE HOSPITALITY INTL., INC COM 753820109 6731 287415 SH DEFINED 1,3,4 287415
RATIONAL SOFTWARE CORP. COM 75409P202 738 171554 SH DEFINED 1,3,4 171554
RAYMOND JAMES FINANCIAL CORP. COM 754730109 655 24178 SH DEFINED 1,3,4 24178
RAYONIER, INC. COM 754907103 20231 482805 SH DEFINED 1,3,4 482805
Raytheon Company COM 755111507 21934 748584 SH DEFINED 2,4 711511 37073
RAYTHEON COMPANY COM 755111507 26873 917148 SH DEFINED 1,3,4 917148
READERS DIGEST ASSN - CL A COM 755267101 299 19053 SH DEFINED 1,3,4 19053
REALTY INCOME CORP COM 756109104 1401 41000 SH DEFINED 1,3,4 41000
RED ROBIN GOURMET BURGERS COM 75689M101 1056 102320 SH DEFINED 1,3,4 102320
REDWOOD TRUST, INC. COM 758075402 2276 83300 SH DEFINED 1,3,4 83300
REEBOK INTERNATL., LTD. COM 758110100 8130 324651 SH DEFINED 1,3,4 324651
REGAL BELOIT COM 758750103 216 12501 SH DEFINED 1,3,4 12501
REGENCY CENTERS CORP. COM 758849103 5534 178380 SH DEFINED 1,3,4 178380
REGENERON PHARMACEUT COM 75886F107 298 22012 SH DEFINED 1,3,4 22012
REGIS CORP. MN COM 758932107 2143 75775 SH DEFINED 1,3,4 75775
REGIONS FINANCIAL CORP. COM 758940100 3665 112724 SH DEFINED 1,3,4 112724
REINSURANCE GROUP OF AMERICA COM 759351109 3222 124700 SH DEFINED 1,3,4 124700
RELIANCE INDUSTRIES COM 759470107 386 36680 SH DEFINED 1,3,4 36680
RELIANCE STEEL & ALUMINUM CO. COM 759509102 3994 182891 SH DEFINED 1,3,4 182891
RELIANT ENERGY, INC. COM 75952J108 8692 868335 SH DEFINED 1,3,4 868335
REMINGTON OIL & GAS CORP. - CL COM 759594302 185 13097 SH DEFINED 1,3,4 13097
RENAL CARE GROUP, INC. COM 759930100 3925 119398 SH DEFINED 1,3,4 119398
RENT-A-CENTER, INC. COM 76009N100 12958 249410 SH DEFINED 1,3,4 249410
REPEATER TECHNOLOGIES COM 76027U102 2 118124 SH OTHER 1,3,4 118124
REPUBLIC WASTE INC. CLASS A COM 760759100 15925 847079 SH DEFINED 1,3,4 847079
RESMED INC. COM 761152107 456 16151 SH DEFINED 1,3,4 16151
RESPIRONICS, INC. COM 761230101 7712 241030 SH DEFINED 1,3,4 241030
RETEK, INC. COM 76128Q109 35 10069 SH DEFINED 1,3,4 10069
REYNOLDS & REYNOLDS - CL A COM 761695105 8409 374876 SH DEFINED 1,3,4 374876
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 29143 722870 SH DEFINED 1,3,4 722870
RIBAPHARM, INC. COM 762537108 719 160000 SH DEFINED 1,3,4 160000
RIGGS NATL CORP. WASH DC COM 766570105 203 14264 SH DEFINED 1,3,4 14264
RIGHT MANAGEMENT CONSULTANTS COM 766573109 9611 390230 SH DEFINED 1,3,4 390230
RIVERDEEP GROUP PLC COM 76870Q109 1633 258795 SH DEFINED 1,3,4 258795
ROADWAY CORP. COM 769742107 4317 117758 SH DEFINED 1,3,4 117758
ROBERT HALF INTL, INC. COM 770323103 1406 88719 SH DEFINED 1,3,4 88719
ROCK-TENN CO. COM 772739207 265 17158 SH DEFINED 1,3,4 17158
ROCKWELL AUTOMATION, INC. COM 773903109 8255 507284 SH DEFINED 1,3,4 507284
Rockwell Collins COM 774341101 39884 1817866 SH DEFINED 2,4 1728825 89041
ROCKWELL COLLINS. COM 774341101 13010 592941 SH DEFINED 1,3,4 592941
ROHM AND HAAS CO. COM 775371107 10923 352337 SH DEFINED 1,3,4 352337
ROPER INDUSTRIES, INC. COM 776696106 541 15608 SH DEFINED 1,3,4 15608
ROSLYN BANCORP, INC. COM 778162107 279 15998 SH DEFINED 1,3,4 15998
ROSS STORES INC. COM 778296103 2047 57478 SH DEFINED 1,3,4 57478
ROUSE CO. (THE) COM 779273101 3381 105900 SH DEFINED 1,3,4 105900
ROWAN COS., INC. COM 779382100 887 47727 SH DEFINED 1,3,4 47727
ROYAL BANK OF CANADA COM 780087102 373 11222 SH DEFINED 1,3,4 11222
ROYAL DUTCH PETROLEUM CO. COM 780257804 324 8081 SH DEFINED 1,3,4 8081
RUBY TUESDAY, INC. COM 781182100 1680 89311 SH DEFINED 1,3,4 89311
RURAL CELLULAR CORP - CL A COM 781904107 288 334717 SH DEFINED 1,3,4 334717
RUSS BERRIE AND CO., INC. COM 782233100 312 10250 SH DEFINED 1,3,4 10250
RUSSELL CORP. COM 782352108 241 16154 SH DEFINED 1,3,4 16154
RYAN'S FAMILY STEAK HOUSES, IN COM 783519101 6632 545181 SH DEFINED 1,3,4 545181
RYDER SYSTEM, INC. COM 783549108 4333 174063 SH DEFINED 1,3,4 174063
RYERSON TULL, INC. COM 78375P107 78 12411 SH DEFINED 1,3,4 12411
RYLAND GROUP, INC. COM 783764103 7901 212535 SH DEFINED 1,3,4 212535
SBC COMMUNICATIONS, INC. COM 78387G103 61904 3079848 SH DEFINED 1,3,4 3079848
SBC Communications Inc COM 78387G103 23698 1178990 SH DEFINED 2,4 1124769 54221
SCP POOL CORP. COM 784028102 323 11810 SH DEFINED 1,3,4 11810
SEI INVESTMENTS CO. COM 784117103 6181 258893 SH DEFINED 1,3,4 258893
SK TELECOM CO LTD. COM 78440P108 3584 168794 SH DEFINED 1,3,4 168794
SK Telecom Co Ltd-ADR COM 78440P108 13485 635192 SH DEFINED 2,4 635192
SL GREEN REALTY CORP. COM 78440X101 7228 235127 SH DEFINED 1,3,4 235127
SLM CORP. COM 78442P106 27600 296349 SH DEFINED 1,3,4 296349
S & P DEPOSITARY RECEIPT COM 78462F103 1195 14590 SH DEFINED 1,3,4 14590
SPX CORP. COM 784635104 8831 87492 SH DEFINED 1,3,4 87492
S1 CORPORATION COM 78463B101 2608 486620 SH OTHER 1,3,4 486620
S1 CORPORATION COM 78463B101 2773 517440 SH DEFINED 1,3,4 517440
SRA INTERNATIONAL, INC. COM 78464R105 2222 77600 SH DEFINED 1,3,4 77600
SABRE HOLDINGS CORP. COM 785905100 2146 111032 SH DEFINED 1,3,4 111032
SAFECO CORP. COM 786429100 2947 92778 SH DEFINED 1,3,4 92778
SAFEWAY, INC. COM 786514208 10017 449279 SH DEFINED 1,3,4 449279
ST. JUDE MEDICAL, INC. COM 790849103 31213 874413 SH DEFINED 1,3,4 874413
ST MARY LAND & EXPLOR CO. COM 792228108 332 13972 SH DEFINED 1,3,4 13972
ST. PAUL COS., INC. COM 792860108 3320 115519 SH DEFINED 1,3,4 115519
SAKS, INC. COM 79377W108 286 27265 SH DEFINED 1,3,4 27265
SAMSUNG ELECTRONIC COM '79605088 6470 54593 SH DEFINED 1,3,4 54593
SANDISK CORP. COM 80004C101 1542 117590 SH DEFINED 1,3,4 117590
SANMINA-SCI CORPORATION. COM 800907107 729 266406 SH DEFINED 1,3,4 266406
SANGSTAT MEDICAL CORP. COM 801003104 9500 455359 SH DEFINED 1,3,4 455359
SARA LEE CORP. COM 803111103 11896 650539 SH DEFINED 1,3,4 650539
SATYAM COMPUTER SERVICES COM 804098101 342 38715 SH DEFINED 1,3,4 38715
SCANA CORP. COM 80589M102 9486 364522 SH DEFINED 1,3,4 364522
SCANSOURCE, INC. COM 806037107 3726 64195 SH DEFINED 1,3,4 64195
HENRY SCHEIN, INC. COM 806407102 1103 20912 SH DEFINED 1,3,4 20912
SCHERING-PLOUGH CORP. COM 806605101 23451 1100010 SH DEFINED 1,3,4 1100010
SCHLUMBERGER, LTD. COM 806857108 15950 414852 SH DEFINED 1,3,4 414852
SCHOLASTIC CORP. COM 807066105 1737 38900 SH DEFINED 1,3,4 38900
SCHOOL SPECIALTY, INC. COM 807863105 233 9167 SH DEFINED 1,3,4 9167
SCHULMAN (A.), INC. COM 808194104 2215 127791 SH DEFINED 1,3,4 127791
SCHWAB, CHARLES CORP. COM 808513105 6967 801158 SH DEFINED 1,3,4 801158
SCHWEITZER-MAUDUIT INT'L, INC. COM 808541106 1939 90873 SH DEFINED 1,3,4 90873
SCIENTIFIC-ATLANTA, INC. COM 808655104 4707 376522 SH DEFINED 1,3,4 376522
SCIENTIFIC GAMES CORP. COM 80874P109 4074 607950 SH DEFINED 1,3,4 607950
SCIOS, INC. COM 808905103 406 15970 SH DEFINED 1,3,4 15970
SCOTTS CO. COM 810186106 6430 154157 SH DEFINED 1,3,4 154157
SCRIPPS CO., E.W. COM 811054204 608 8770 SH DEFINED 1,3,4 8770
SEACOAST FINL SERVICES CORP COM 81170Q106 1724 85771 SH DEFINED 1,3,4 85771
SEACOR SMIT, INC. COM 811904101 1479 36071 SH DEFINED 1,3,4 36071
SEALED AIR CORP. COM 81211K100 7136 423002 SH DEFINED 1,3,4 423002
SEARS ROEBUCK & CO. COM 812387108 28123 721138 SH DEFINED 1,3,4 721138
SELECT MEDICAL CORP. COM 816196109 1541 107850 SH DEFINED 1,3,4 107850
SELECTIVE INS GROUP INC COM 816300107 286 13207 SH DEFINED 1,3,4 13207
SEMTECH CORP. COM 816850101 143 14762 SH DEFINED 1,3,4 14762
SEMPRA ENERGY COM 816851109 2227 113365 SH DEFINED 1,3,4 113365
SEPRACOR INC. COM 817315104 85 16080 SH DEFINED 1,3,4 16080
SERENA SOFTWARE, INC. COM 817492101 241 20189 SH DEFINED 1,3,4 20189
SEROLOGICALS CORPORATION COM 817523103 4311 321936 SH DEFINED 1,3,4 321936
SERVICEMASTER COMPANY COM 81760N109 12177 1122230 SH DEFINED 1,3,4 1122230
SHAW GROUP, INC. COM 820280105 1645 115787 SH DEFINED 1,3,4 115787
SHELL TRANSPORT & TRADING-ADR COM 822703609 279 7836 SH DEFINED 1,3,4 7836
SHERWIN-WILLIAMS CO., THE COM 824348106 2872 121306 SH DEFINED 1,3,4 121306
SHINHAN BANK GDR 144A COM 824596209 398 16580 SH DEFINED 1,3,4 16580
SHIRE PHARMACEUTICALS GR. PLC. COM 82481R106 538 21708 SH DEFINED 1,3,4 21708
SHOE CARNIVAL, INC. COM 824889109 1604 112410 SH DEFINED 1,3,4 112410
SHOPKO STORES, INC. COM 824911101 4969 380428 SH DEFINED 1,3,4 380428
SHURGARD STORAGE CENTERS-A COM 82567D104 567 17925 SH DEFINED 1,3,4 17925
SICOR, INC. COM 825846108 339 22201 SH DEFINED 1,3,4 22201
SIEBEL SYSTEMS, INC. COM 826170102 5717 995330 SH DEFINED 1,3,4 995330
SIERRA HEALTH SERVICES, INC. COM 826322109 3907 217728 SH DEFINED 1,3,4 217728
SIERRA PACIFIC RESOURCES COM 826428104 122 19525 SH DEFINED 1,3,4 19525
SIGMA-ALDRICH CORP. COM 826552101 7502 152235 SH DEFINED 1,3,4 152235
SILICON LABORATORIES, INC. COM 826919102 1394 76000 SH DEFINED 1,3,4 76000
SILGAN HOLDINGS INC. COM 827048109 5323 187158 SH DEFINED 1,3,4 187158
SILICON IMAGE, INC. COM 82705T102 1073 262000 SH DEFINED 1,3,4 262000
Siliconware Precision Ind Co - COM 827084864 465 185996 SH DEFINED 2,4 185996
SILICONWARE PRECISION COM 827084864 1398 557427 SH DEFINED 1,3,4 557427
SIMON PROPERTY GROUP, INC. COM 828806109 15848 443474 SH DEFINED 1,3,4 443474
SIMPSON MANUFACTURING INC COM 829073105 2073 66026 SH DEFINED 1,3,4 66026
SIX FLAGS INC,. COM 83001P109 62 17677 SH DEFINED 1,3,4 17677
SKECHERS USA INC CL-A COM 830566105 1691 177550 SH DEFINED 1,3,4 177550
SKY FINANCIAL GROUP, INC. COM 83080P103 4960 249140 SH DEFINED 1,3,4 249140
SKYWEST INC. COM 830879102 6228 475308 SH DEFINED 1,3,4 475308
SKYWORKS SOLUTIONS, INC. COM 83088M102 307 68774 SH DEFINED 1,3,4 68774
SMARTFORCE PLC COM 83170A206 1085 329182 SH DEFINED 1,3,4 329182
SMITH (A.O.) CORPORATION COM 831865209 1520 53583 SH DEFINED 1,3,4 53583
SMITH INTERNATIONAL, INC. COM 832110100 1016 34815 SH DEFINED 1,3,4 34815
SMITHFIELD FOODS INC. COM 832248108 3558 226514 SH DEFINED 1,3,4 226514
SMUCKER (JM) CO. COM 832696405 2317 63121 SH DEFINED 1,3,4 63121
SNAP-ON TOOLS, INC. COM 833034101 3878 169019 SH DEFINED 1,3,4 169019
SOLA INTL INC. COM 834092108 120 12289 SH DEFINED 1,3,4 12289
SOLECTRON CORP. COM 834182107 868 419165 SH DEFINED 1,3,4 419165
SOLUTIA, INC. COM 834376105 107 20035 SH DEFINED 1,3,4 20035
SONIC CORP. COM 835451105 468 20192 SH DEFINED 1,3,4 20192
SONIC AUTOMOTIVE, INC. COM 83545G102 1122 63410 SH DEFINED 1,3,4 63410
SONOCO PRODUCTS CO. COM 835495102 1040 48836 SH DEFINED 1,3,4 48836
SOTHEBY'S HOLDING CIA COM 835898107 79 11754 SH DEFINED 1,3,4 11754
SOUTH FINANCIAL GROUP, INC. COM 837841105 12319 583957 SH DEFINED 1,3,4 583957
SOUTHERN CO. COM 842587107 15369 534243 SH DEFINED 1,3,4 534243
Southern Co COM 842587107 18718 650394 SH DEFINED 2,4 618425 31969
SOUTHERN UNION COMPANY COM 844030106 4333 384014 SH DEFINED 1,3,4 384014
SOUTHTRUST CORP. COM 844730101 4342 178847 SH DEFINED 1,3,4 178847
SOUTHWEST AIRLINES CO. COM 844741108 5158 394977 SH DEFINED 1,3,4 394977
SOUTHWEST BANCORP OF TEXAS COM 84476R109 3718 102095 SH DEFINED 1,3,4 102095
SOUTHWEST GAS CO. COM 844895102 369 16493 SH DEFINED 1,3,4 16493
SOUTHWESTERN ENERGY CO COM 845467109 154 12819 SH DEFINED 1,3,4 12819
SOVEREIGN BANCORP INC. COM 845905108 642 49886 SH DEFINED 1,3,4 49886
SPANISH BROADCASTING SYS CLA COM 846425882 1414 216081 SH DEFINED 1,3,4 216081
SPHERION CORPORATION. COM 848420105 208 29452 SH DEFINED 1,3,4 29452
SPRINT CORP. (FON GROUP) COM 852061100 15690 1720496 SH DEFINED 1,3,4 1720496
SPRINT CORP. (PCS GROUP) COM 852061506 1009 518421 SH DEFINED 1,3,4 518421
STAGE STORES, INC. COM 85254C305 906 41800 SH DEFINED 1,3,4 41800
STANCORP FINANCIAL GROUP COM 852891100 13512 255430 SH DEFINED 1,3,4 255430
STANDARD MICROSYSTEMS CORP COM 853626109 1971 128874 SH DEFINED 1,3,4 128874
STANDARD PACIFIC CP COM 85375C101 377 16163 SH DEFINED 1,3,4 16163
STANDARD REGISTER CO., THE COM 853887107 338 14097 SH DEFINED 1,3,4 14097
STANLEY WORKS COM 854616109 1905 58395 SH DEFINED 1,3,4 58395
Stanley Works COM 854616109 19690 602694 SH DEFINED 2,4 573154 29540
STAPLES, INC. COM 855030102 7518 587709 SH DEFINED 1,3,4 587709
STARBUCKS CORP. COM 855244109 5343 259015 SH DEFINED 1,3,4 259015
STARWOOD HOTELS & RESORTS COM 85590A203 3105 139310 SH DEFINED 1,3,4 139310
STATE BANK OF INDIA COM 856552104 3024 284281 SH DEFINED 1,3,4 284281
STATE STREET CORP. COM 857477103 33202 859078 SH DEFINED 1,3,4 859078
STATEN ISLAND BANCORP, INC. COM 857550107 526 30137 SH DEFINED 1,3,4 30137
STATOIL ASA COM 85771P102 204 26800 SH DEFINED 1,3,4 26800
THE STEAK N SHAKE COMPANY COM 857873103 148 13709 SH DEFINED 1,3,4 13709
STEEL DYNAMICS INC. COM 858119100 10655 813501 SH DEFINED 1,3,4 813501
STEIN MART INC. COM 858375108 119 20848 SH DEFINED 1,3,4 20848
STERLING BANCSHARES INC COM 858907108 287 21951 SH DEFINED 1,3,4 21951
STERIS CORP. COM 859152100 10533 422931 SH DEFINED 1,3,4 422931
STERLING BANCORP-NY COM 859158107 1778 66962 SH DEFINED 1,3,4 66962
STEWART ENTERPRISES, INC. COM 860370105 3417 669201 SH DEFINED 1,3,4 669201
STEWART INFO SVCS COM 860372101 2765 129522 SH DEFINED 1,3,4 129522
STILLWATER MINING CO. COM 86074Q102 129 21715 SH DEFINED 1,3,4 21715
STILWELL FINANCIAL INC. COM 860831106 1652 137028 SH DEFINED 1,3,4 137028
STONE ENERGY CORP. COM 861642106 426 13192 SH DEFINED 1,3,4 13192
STORAGE TECHNOLOGY, INC. COM 862111200 8629 821238 SH DEFINED 1,3,4 821238
STRATEX NETWORKS, INC. COM 86279T109 691 538057 SH DEFINED 1,3,4 538057
STRIDE RITE CORP. COM 863314100 162 20883 SH DEFINED 1,3,4 20883
STRYKER CORP. COM 863667101 9779 169789 SH DEFINED 1,3,4 169789
STURM RUGER & CO INC. COM 864159108 164 13450 SH DEFINED 1,3,4 13450
SUN COMMUNITIES COM 866674104 499 13600 SH DEFINED 1,3,4 13600
SUN MICROSYSTEMS, INC. COM 866810104 7428 2868516 SH DEFINED 1,3,4 2868516
SUNGARD DATA SYSTEMS COM 867363103 24491 1259024 SH DEFINED 1,3,4 1259024
SUNOCO, INC. COM 86764P109 1174 38929 SH DEFINED 1,3,4 38929
SUNRISE ASSISTED LIVING, INC. COM 86768K106 244 11414 SH DEFINED 1,3,4 11414
SUNTRUST BANKS, INC. COM 867914103 10620 172713 SH DEFINED 1,3,4 172713
SUPERIOR INDUSTRIES, INC. COM 868168105 240 5079 SH DEFINED 1,3,4 5079
SUPERVALU, INC. COM 868536103 7960 493066 SH DEFINED 1,3,4 493066
SURGUTNEFTEGAZ COM 868861204 3911 237000 SH DEFINED 1,3,4 237000
SURMODICS, INC. COM 868873100 276 8614 SH DEFINED 1,3,4 8614
SUSQUEHANNA BANCSHARES INC COM 869099101 3636 168135 SH DEFINED 1,3,4 168135
SWIFT ENERGY CO. COM 870738101 139 13437 SH DEFINED 1,3,4 13437
SWIFT TRANSPORTATIONS CO., INC COM 870756103 1535 98362 SH DEFINED 1,3,4 98362
SYBASE, INC. COM 871130100 4117 354330 SH DEFINED 1,3,4 354330
SYBRON DENTAL SPECIALTIES COM 871142105 267 19010 SH DEFINED 1,3,4 19010
SYCAMORE NETWORKS, INC. COM 871206108 1572 668330 SH DEFINED 1,3,4 668330
SYLVAN LEARNING SYSTEMS, INC. COM 871399101 902 65822 SH DEFINED 1,3,4 65822
SYMANTEC CORP. COM 871503108 12862 382063 SH DEFINED 1,3,4 382063
SYMBOL TECHNOLOGIES COM 871508107 1136 149015 SH DEFINED 1,3,4 149015
SYMMETRICOM INC. COM 871543104 25 10958 SH DEFINED 1,3,4 10958
SYNCOR INTL CORP/DE COM 87157J106 405 12676 SH DEFINED 1,3,4 12676
SYNOPSYS INC. COM 871607107 1935 50715 SH DEFINED 1,3,4 50715
SYNOVUS FINANCIAL CORP. COM 87161C105 3117 151003 SH DEFINED 1,3,4 151003
SYPRIS SOLUTIONS, INC. COM 871655106 761 70100 SH DEFINED 1,3,4 70100
SYSCO CORP. COM 871829107 59714 2103472 SH DEFINED 1,3,4 2103472
SYSTEMS & COMPUTER TECH CORP. COM 871873105 1029 147198 SH DEFINED 1,3,4 147198
TBC CORP. COM 872180104 106 10599 SH DEFINED 1,3,4 10599
TCF FINANCIAL CORP. COM 872275102 36103 852899 SH DEFINED 1,3,4 852899
TECO ENERGY COM 872375100 2444 154037 SH DEFINED 1,3,4 154037
THQ INC. COM 872443403 2350 113192 SH DEFINED 1,3,4 113192
TJX COS., INC. COM 872540109 5032 296091 SH DEFINED 1,3,4 296091
TRW, INC. COM 872649108 3814 65199 SH DEFINED 1,3,4 65199
TMP WORLDWIDE, INC. COM 872941109 508 56720 SH DEFINED 1,3,4 56720
TXU CORP. COM 873168108 14457 346673 SH DEFINED 1,3,4 346673
Taiwan Semiconductor ADR COM 874039100 2176 342653 SH DEFINED 2,4 342653
TAIWAN SEMICONDUCTOR MFG LTD COM 874039100 578 92732 SH DEFINED 1,3,4 92732
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 8810 303740 SH DEFINED 1,3,4 303740
TARGET CORP. COM 87612E110 23656 801418 SH DEFINED 1,3,4 801418
Target Corporation COM 87612E110 2964 100392 SH DEFINED 2,4 95428 4964
TECH DATA CORP. COM 878237106 4416 167036 SH DEFINED 1,3,4 167036
TECHNE CORP. COM 878377100 14591 445024 SH DEFINED 1,3,4 445024
TECHNITROL, INC. COM 878555101 301 20040 SH DEFINED 1,3,4 20040
TECUMSEH PRODUCTS CO. COM 878895200 1758 41859 SH DEFINED 1,3,4 41859
TEKTRONIX, INC. COM 879131100 743 45383 SH DEFINED 1,3,4 45383
TELE CELULAR SUL PARTICIPACOES COM 879238103 914 138800 SH DEFINED 1,3,4 138800
TELE NORTE LESTE PARTICIPACOES COM 879246106 2129 401610 SH DEFINED 1,3,4 401610
TELEDYNE TECHNOLOGIES COM 879360105 293 16041 SH DEFINED 1,3,4 16041
TELEFLEX INC. COM 879369106 341 7506 SH DEFINED 1,3,4 7506
TELEFONOS DE MEXICO COM 879403780 5812 206410 SH DEFINED 1,3,4 206410
TELEPHON & DATA COM 879433100 569 11213 SH DEFINED 1,3,4 11213
TELLABS, INC. COM 879664100 852 210159 SH DEFINED 1,3,4 210159
TEMPLE-INLAND, INC. COM 879868107 9181 237590 SH DEFINED 1,3,4 237590
TENET HEALTHCARE CORP. COM 88033G100 64136 1295769 SH DEFINED 1,3,4 1295769
Tenet Healthcare Corporation COM 88033G100 14119 285230 SH DEFINED 2,4 271346 13884
TERADYNE, INC. COM 880770102 917 96086 SH DEFINED 1,3,4 96086
TEREX CORP COM 880779103 1885 111660 SH DEFINED 1,3,4 111660
TEVA PHARMACEUTICAL INDS LTD COM 881624209 19490 290859 SH DEFINED 1,3,4 290859
TETRA TECH, INC. COM 88162G103 214 26653 SH DEFINED 1,3,4 26653
TEXAS BIOTECH CORP. COM 88221T104 2194 717210 SH DEFINED 1,3,4 717210
TEXAS INDUSTRIES, INC. COM 882491103 256 10519 SH DEFINED 1,3,4 10519
TEXAS INSTRUMENTS, INC. COM 882508104 35840 2426276 SH DEFINED 1,3,4 2426276
Texas Instruments Inc COM 882508104 895 60597 SH DEFINED 2,4 60597
TEXTRON, INC. COM 883203101 2402 70353 SH DEFINED 1,3,4 70353
THERAGENICS CORP. COM 883375107 874 199016 SH DEFINED 1,3,4 199016
THERMA-WAVE, INC. COM 88343A108 10 14581 SH DEFINED 1,3,4 14581
THERMO ELECTRON CORP. COM 883556102 1369 84911 SH DEFINED 1,3,4 84911
THOMAS & BETTS CORP. COM 884315102 406 29588 SH DEFINED 1,3,4 29588
THOMAS INDUSTRIES, INC. COM 884425109 210 8548 SH DEFINED 1,3,4 8548
THOR INDUSTRIES, INC. COM 885160101 494 14248 SH DEFINED 1,3,4 14248
THORNBURG MORTGAGE COM 885218107 4221 224670 SH DEFINED 1,3,4 224670
3COM CORP. COM 885535104 272 69109 SH DEFINED 1,3,4 69109
THREE-FIVE SYSTEMS, INC. COM 88554L108 48 10744 SH DEFINED 1,3,4 10744
3M COMPANY COM 88579Y101 43990 399998 SH DEFINED 1,3,4 399998
TICKETMASTER CL B COM 88633P203 710 46620 SH DEFINED 1,3,4 46620
TIDEWATER INC. COM 886423102 313 11581 SH DEFINED 1,3,4 11581
TIFFANY & CO. COM 886547108 11183 521810 SH DEFINED 1,3,4 521810
TIMBERLAND CO. -CL A COM 887100105 1141 35917 SH DEFINED 1,3,4 35917
TIME WARNER TELECOM CLA A COM 887319101 1458 1805717 SH DEFINED 1,3,4 1805717
TIMKEN CO. COM 887389104 5047 301261 SH DEFINED 1,3,4 301261
TITAN CORP. COM 888266103 955 99899 SH DEFINED 1,3,4 99899
TITAN INTERNATIONAL, INC. COM 88830M102 25 10420 SH DEFINED 1,3,4 10420
TOLL BROTHERS, INC. COM 889478103 771 35441 SH DEFINED 1,3,4 35441
TOO, INC. COM 890333107 1658 71271 SH DEFINED 1,3,4 71271
TOOTSIE INDS COM 890516107 290 9875 SH DEFINED 1,3,4 9875
TORCHMARK CORP. COM 891027104 13990 408468 SH DEFINED 1,3,4 408468
TORO CO. COM 891092108 14894 264753 SH DEFINED 1,3,4 264753
TOTAL FINA ELF SA COM 89151E113 290 4400 SH DEFINED 1,3,4 4400
TOWER AUTOMOTIVE INC. COM 891707101 7388 1102366 SH DEFINED 1,3,4 1102366
TOYS 'R' US, INC. COM 892335100 8246 809981 SH DEFINED 1,3,4 809981
TPG NV COM 892339102 195 11600 SH DEFINED 1,3,4 11600
TRNSACTN SYS ARCHTCTS COM 893416107 1516 244509 SH DEFINED 1,3,4 244509
TRAVELERS PROPERTY CASUALTY COM 89420G109 1297 98916 SH DEFINED 1,3,4 98916
TRAVELERS PROPERTY/CASUALTY IN COM 89420G406 9068 671234 SH DEFINED 1,3,4 671234
TREDEGAR INDUSTRIES, INC. COM 894650100 4432 264581 SH DEFINED 1,3,4 264581
TRIAD HOSPITALS, INC. COM 89579K109 893 23498 SH DEFINED 1,3,4 23498
TRIAD GUARANTY, INC. COM 895925105 1497 43000 SH DEFINED 1,3,4 43000
TRIARC COS, INC. -CI A COM 895927101 235 10281 SH DEFINED 1,3,4 10281
TRIBUNE CO. COM 896047107 18313 438190 SH DEFINED 1,3,4 438190
TRIMBLE NAVIGATION LTD COM 896239100 141 14343 SH DEFINED 1,3,4 14343
TRIMERIS, INC. COM 896263100 663 14940 SH DEFINED 1,3,4 14940
TRIQUINT SEMICONDUCTOR INC. COM 89674K103 91 25249 SH DEFINED 1,3,4 25249
TRIUMPH GROUP, INC. COM 896818101 3634 129660 SH DEFINED 1,3,4 129660
TRUSTCO BANK CORP./NY COM 898349105 818 77191 SH DEFINED 1,3,4 77191
TRUSTMARK CORP COM 898402102 6048 265248 SH DEFINED 1,3,4 265248
TUBOS DE ACERO DE MEXICO SA COM 898592506 1551 180796 SH DEFINED 1,3,4 180796
TUESDAY MORNING CORP. COM 899035505 4708 258560 SH DEFINED 1,3,4 258560
TUPPERWARE CORP. COM 899896104 483 29591 SH DEFINED 1,3,4 29591
TYCO INTERNATIONAL, LTD. COM 902124106 22702 1610750 SH DEFINED 1,3,4 1610750
TYSON FOODS, INC. COM 902494103 783 67516 SH DEFINED 1,3,4 67516
UCBH HOLDINGS, INC. COM 90262T308 383 9792 SH DEFINED 1,3,4 9792
UGI CORP. COM 902681105 3250 89379 SH DEFINED 1,3,4 89379
UICI COM 902737105 3713 228373 SH DEFINED 1,3,4 228373
UIL HOLDINGS CORPORATION COM 902748102 259 7273 SH DEFINED 1,3,4 7273
UST, INC. COM 902911106 40702 1442684 SH DEFINED 1,3,4 1442684
US BANCORP. COM 902973304 52552 2828539 SH DEFINED 1,3,4 2828539
USA INTERACTIVE COM 902984103 622 32035 SH DEFINED 1,3,4 32035
URS CORP. COM 903236107 4196 253243 SH DEFINED 1,3,4 253243
US ONCOLOGY, INC. COM 90338W103 2338 288077 SH DEFINED 1,3,4 288077
ULTRATECH STEPPER, INC. COM 904034105 89 11328 SH DEFINED 1,3,4 11328
UNIFI INC. COM 904677101 63 10290 SH DEFINED 1,3,4 10290
UNILEVER N.V. COM 904784709 430 7192 SH DEFINED 1,3,4 7192
UNION PACIFIC CORP. COM 907818108 34513 596388 SH DEFINED 1,3,4 596388
UNION PLANTERS COM 908068109 29485 1073858 SH DEFINED 1,3,4 1073858
UNIONBANCAL CORP. COM 908906100 22953 546400 SH DEFINED 1,3,4 546400
UNISOURCE ENERGY CORP HLD CO. COM 909205106 3425 224438 SH DEFINED 1,3,4 224438
UNISYS CORP. COM 909214108 12406 1772735 SH DEFINED 1,3,4 1772735
UNIT CORP. COM 909218109 414 21703 SH DEFINED 1,3,4 21703
UNITED BANKSHARES, INC./WV COM 909907107 615 21216 SH DEFINED 1,3,4 21216
UNITED DOMINION REALTY TRUST COM 910197102 14128 887810 SH DEFINED 1,3,4 887810
UNITED INDUSTRIAL CORP. COM 910671106 2367 117450 SH DEFINED 1,3,4 117450
UNITED MICROELECTRONICS COM 910873207 846 241867 SH DEFINED 1,3,4 241867
UNITED NATURAL FOODS, INC. COM 911163103 222 9555 SH DEFINED 1,3,4 9555
UNITED ONLINE, INC. COM 911268100 7445 776370 SH DEFINED 1,3,4 776370
UNITED PARCEL SERVICE-CL B COM 911312106 53169 850263 SH DEFINED 1,3,4 850263
UNITED RENTALS INC, COM 911363109 124 14637 SH DEFINED 1,3,4 14637
UNITED STATES STEEL CORP. COM 912909108 885 76961 SH DEFINED 1,3,4 76961
UNITED STATIONERS, INC. COM 913004107 431 16476 SH DEFINED 1,3,4 16476
UNITED TECHNOLOGIES CORP. COM 913017109 41423 733330 SH DEFINED 1,3,4 733330
UNITED THERAPEUTICS CORP. COM 91307C102 4717 286660 SH DEFINED 1,3,4 286660
UNITEDHEALTH GROUP, INC. COM 91324P102 35391 405794 SH DEFINED 1,3,4 405794
UNITRIN INC. COM 913275103 396 12965 SH DEFINED 1,3,4 12965
UNIVERSAL CORP. COM 913456109 4683 133492 SH DEFINED 1,3,4 133492
UNIVERSAL FOREST PRODS, INC. COM 913543104 3126 166116 SH DEFINED 1,3,4 166116
UNIVERSAL HEALTH SERVICES, INC COM 913903100 21563 421505 SH DEFINED 1,3,4 421505
UNIVISION COMMUNICATIONS INC. COM 914906102 2654 116367 SH DEFINED 1,3,4 116367
UNOCAL CORP. COM 915289102 12940 412315 SH DEFINED 1,3,4 412315
UNUMPROVIDENT CORP. COM 91529Y106 2505 122911 SH DEFINED 1,3,4 122911
USFREIGHTWAYS CORP. COM 916906100 387 13451 SH DEFINED 1,3,4 13451
URBAN OUTFITTERS, INC. COM 917047102 1578 65050 SH DEFINED 1,3,4 65050
UTSTARCOM, INC. COM 918076100 9147 598860 SH DEFINED 1,3,4 598860
VF CORP. COM 918204108 9868 274233 SH DEFINED 1,3,4 274233
VALASSIS COMMUNICATIONS, INC. COM 918866104 18536 528615 SH DEFINED 1,3,4 528615
VALERO ENERGY CORP. COM 91913Y100 8885 335668 SH DEFINED 1,3,4 335668
VALMONT INDUSTRIES COM 920253101 2607 111739 SH DEFINED 1,3,4 111739
VALSPAR CORP. COM 920355104 4613 123729 SH DEFINED 1,3,4 123729
VARCO INTERNATIONAL, INC. COM 922122106 314 18490 SH DEFINED 1,3,4 18490
VARIAN INC. COM 922206107 4717 170827 SH DEFINED 1,3,4 170827
VARIAN SEMICONDUCTOR EQUIP COM 922207105 1345 81812 SH DEFINED 1,3,4 81812
VARIAN MEDICAL SYSTEMS, INC. COM 92220P105 14368 334191 SH DEFINED 1,3,4 334191
VECTREN CORPORATION COM 92240G101 289 12956 SH DEFINED 1,3,4 12956
VEECO INSTRUMENTS, INC. COM 922417100 157 14547 SH DEFINED 1,3,4 14547
Veritas Software Corporation COM 923436109 18718 1275904 SH DEFINED 2,4 1216933 58971
VERITAS SOFTWARE CORP. COM 923436109 20997 1428069 SH DEFINED 1,3,4 1428069
VERITY INC. COM 92343C106 177 17563 SH DEFINED 1,3,4 17563
VERITAS DGC INC. COM 92343P107 166 15524 SH DEFINED 1,3,4 15524
VERIZON COMMUNICATIONS. COM 92343V104 68126 2482731 SH DEFINED 1,3,4 2482731
VERTEX PHARMACEUTICALS, INC. COM 92532F100 268 14533 SH DEFINED 1,3,4 14533
VIACOM, INC. COM 925524308 58151 1434076 SH DEFINED 1,3,4 1434076
Viacom Inc-Class B COM 925524308 28576 704699 SH DEFINED 2,4 672613 32086
VIAD CORP. COM 92552R109 10653 521452 SH DEFINED 1,3,4 521452
VIASAT, INC. COM 92552V100 81 13044 SH DEFINED 1,3,4 13044
VIASYS HEALTHCARE, INC. COM 92553Q209 202 13070 SH DEFINED 1,3,4 13070
VICOR CORP. COM 925815102 152 21194 SH DEFINED 1,3,4 21194
VINTAGE PETROLEUM, INC. COM 927460105 340 31664 SH DEFINED 1,3,4 31664
VISHAY INTRTECHNOLOGY COM 928298108 268 30524 SH DEFINED 1,3,4 30524
VISTEON CORP. COM 92839U107 622 66403 SH DEFINED 1,3,4 66403
VISX INC/DE COM 92844S105 93 10201 SH DEFINED 1,3,4 10201
VITALWORKS, INC. COM 928483106 4205 578300 SH DEFINED 1,3,4 578300
VODAFONE GROUP PLC COM 92857W100 188 14702 SH DEFINED 1,3,4 14702
Vornado Realty Trust COM 929042109 24431 619296 SH DEFINED 2,4 587257 32039
VORNADO REALTY COM 929042109 2197 55688 SH DEFINED 1,3,4 55688
VULCAN MATERIALS CO. COM 929160109 1873 51737 SH DEFINED 1,3,4 51737
WD-40 CO. COM 929236107 238 8254 SH DEFINED 1,3,4 8254
WGL HOLDINGS, INC. COM 92924F106 219 9283 SH DEFINED 1,3,4 9283
WMS INDUSTRIES, INC. COM 929297109 228 16049 SH DEFINED 1,3,4 16049
WPS RESOURCES CORP COM 92931B106 214 6067 SH DEFINED 1,3,4 6067
WABASH NATIONAL CORP. COM 929566107 63 11517 SH DEFINED 1,3,4 11517
Wachovia Corporation COM 929903102 37888 1159007 SH DEFINED 2,4 1101777 57230
WACHOVIA CORP COM 929903102 37617 1150784 SH DEFINED 1,3,4 1150784
WADDELL & REED FINANCIAL - A COM 930059100 332 18618 SH DEFINED 1,3,4 18618
Wal-Mart Stores Inc COM 931142103 52432 1064831 SH DEFINED 2,4 1012463 52368
WAL-MART STORES, INC. COM 931142103 170305 3458641 SH DEFINED 1,3,4 3458641
WALGREEN CO. COM 931422109 36742 1194214 SH DEFINED 1,3,4 1194214
WALLACE COMPUTER SVCS INC. COM 932270101 3033 172109 SH DEFINED 1,3,4 172109
WALTER INDUSTRIES INC. COM 93317Q105 3430 279417 SH DEFINED 1,3,4 279417
WASHINGTON FEDERAL, INC. COM 938824109 715 32106 SH DEFINED 1,3,4 32106
WASHINGTON MUTUAL, INC. COM 939322103 25913 823407 SH DEFINED 1,3,4 823407
WASHINGTON POST CI B COM 939640108 1179 1816 SH DEFINED 1,3,4 1816
WASTE CONNECTIONS, INC. COM 941053100 483 13853 SH DEFINED 1,3,4 13853
WASTE MANAGEMENT, INC. COM 94106L109 12179 522488 SH DEFINED 1,3,4 522488
WATERS CORP. COM 941848103 1615 66455 SH DEFINED 1,3,4 66455
WATSCO, INC. COM 942622200 189 13187 SH DEFINED 1,3,4 13187
WATSON PHARMACEUTICALS COM 942683103 1883 77020 SH DEFINED 1,3,4 77020
WATSON WYATT & CO. HOLDINGS COM 942712100 330 16482 SH DEFINED 1,3,4 16482
WATTS INDUSTRIES, INC. COM 942749102 1308 79695 SH DEFINED 1,3,4 79695
WEBWX COMMUNICATIONS, INC. COM 94767L109 2375 212332 SH DEFINED 1,3,4 212332
WEBSENSE, INC. COM 947684106 964 83000 SH DEFINED 1,3,4 83000
WEBMD CORP. COM 94769M105 1198 237150 SH DEFINED 1,3,4 237150
WEBSTER FINANCIAL CORP. COM 947890109 5574 166008 SH DEFINED 1,3,4 166008
WEIGHT WATCHERS INTL., INC. COM 948626106 325 7500 SH DEFINED 1,3,4 7500
WEINGARTEN REALTY INVST COM 948741103 1982 54150 SH DEFINED 1,3,4 54150
WELLMAN INC. COM 949702104 218 15965 SH DEFINED 1,3,4 15965
WELLPOINT HEALTH NETWORKS 'A' COM 94973H108 15441 210649 SH DEFINED 1,3,4 210649
Wells Fargo Company COM 949746101 58091 1206206 SH DEFINED 2,4 1147076 59130
WELLS FARGO CO. COM 949746101 108075 2244241 SH DEFINED 1,3,4 2244241
WENDY'S INTERNATIONAL COM 950590109 1950 58981 SH DEFINED 1,3,4 58981
WERNER ENTERPRISES COM 950755108 2588 140889 SH DEFINED 1,3,4 140889
WESTAMERICA BACORPORATION COM 957090103 256 6418 SH DEFINED 1,3,4 6418
WESTAR ENERGY, INC. COM 95709T100 4009 398495 SH DEFINED 1,3,4 398495
WESTERN DIGITAL CORP COM 958102105 12643 2690331 SH DEFINED 1,3,4 2690331
WESTERN GAS RESOURCES INC. COM 958259103 2631 84209 SH DEFINED 1,3,4 84209
WESTWOOD ONE, INC. COM 961815107 2733 76448 SH DEFINED 1,3,4 76448
WET SEAL, INC. COM 961840105 150 15210 SH DEFINED 1,3,4 15210
WEYERHAEUSER CO. COM 962166104 9040 206605 SH DEFINED 1,3,4 206605
WHIRLPOOL CORP. COM 963320106 4660 101594 SH DEFINED 1,3,4 101594
WHITNEY HOLDING CORP. COM 966612103 16768 525525 SH DEFINED 1,3,4 525525
WHOLE FOODS MARKET, INC. COM 966837106 1558 36399 SH DEFINED 1,3,4 36399
WILLBROS GROUP, INC. COM 969199108 3859 371750 SH DEFINED 1,3,4 371750
WILLIAMS CO. INC., THE COM 969457100 588 263593 SH DEFINED 1,3,4 263593
WILLIAMS-SONOMA, INC. COM 969904101 1862 78846 SH DEFINED 1,3,4 78846
WILMINGTON TRUST CO. COM 971807102 16828 581878 SH DEFINED 1,3,4 581878
WIND RIVER SYSTEMS COM 973149107 49 15103 SH DEFINED 1,3,4 15103
WINN-DIXIE STORES, INC. COM 974280109 1155 88119 SH DEFINED 1,3,4 88119
WINNEBAGO INDUSTRIES COM 974637100 375 9416 SH DEFINED 1,3,4 9416
WINTRUST FINANCIAL CORP. COM 97650W108 516 17950 SH DEFINED 1,3,4 17950
Wipro Limited-ADR COM 97651M109 578 20890 SH DEFINED 2,4 20890
WISCONSIN ENERGY CORP. COM 976657106 533 22008 SH DEFINED 1,3,4 22008
WOLVERINE WORLD WIDE COM 978097103 305 20326 SH DEFINED 1,3,4 20326
WOODWARD COVENER CO. COM 980745103 4409 92963 SH DEFINED 1,3,4 92963
WORTHINGTON INDUSTRIES, INC. COM 981811102 9884 528925 SH DEFINED 1,3,4 528925
WRIGHT MEDICAL GROUP, INC. COM 98235T107 2463 129500 SH DEFINED 1,3,4 129500
WRIGLEY (WM) JR. CO. COM 982526105 20574 415783 SH DEFINED 1,3,4 415783
WYETH COM 983024100 32407 1019243 SH DEFINED 1,3,4 1019243
X-RITE, INC. COM 983857103 77 10151 SH DEFINED 1,3,4 10151
XTO ENERGY, INC. COM 98385X106 3018 146446 SH DEFINED 1,3,4 146446
XCEL ENERGY INC. COM 98389B100 1880 202130 SH DEFINED 1,3,4 202130
XILINX, INC. COM 983919101 6411 404371 SH DEFINED 1,3,4 404371
XEROX CORP. COM 984121103 15209 3072996 SH DEFINED 1,3,4 3072996
YAHOO INC. COM 984332106 6789 709429 SH DEFINED 1,3,4 709429
YANKEE CANDLE CO. COM 984757104 6637 386570 SH DEFINED 1,3,4 386570
YELLOW CORP. COM 985509108 9387 318221 SH DEFINED 1,3,4 318221
YORK INTL COM 986670107 7836 277919 SH DEFINED 1,3,4 277919
YUM BRANDS, INC. COM 988498101 18623 672348 SH DEFINED 1,3,4 672348
YUKOS COM 98849W108 2962 22021 SH DEFINED 1,3,4 22021
ZALE CORP. COM 988858106 514 17077 SH DEFINED 1,3,4 17077
ZEBRA TECHNOLOGIES CP -CL A COM 989207105 880 16698 SH DEFINED 1,3,4 16698
ZENITH NATIONAL INSURANCE CO. COM 989390109 245 9395 SH DEFINED 1,3,4 9395
ZIMMER HOLDINGS, INC. COM 98956P102 6275 163747 SH DEFINED 1,3,4 163747
ZIONS BANCORPORATION COM 989701107 2142 49183 SH DEFINED 1,3,4 49183
ZORAN CORP. COM 98975F101 4296 390380 SH DEFINED 1,3,4 390380
ACE LTD COM G0070K103 7383 249453 SH DEFINED 1,3,4 249453
ARCH CPAITAL GROUP LTD COM G0450A105 5781 207330 SH DEFINED 1,3,4 207330
COOPER INDUSTRIES, LTD. - CLAS COM G24182100 14596 480863 SH DEFINED 1,3,4 480863
EVEREST RE GROUP LTD. COM G3223R108 27521 501715 SH DEFINED 1,3,4 501715
GLOBAL SANTAFE CORP COM G3930E101 372 16650 SH DEFINED 1,3,4 16650
INGERSOLL-RAND CO. COM G4776G101 7856 228077 SH DEFINED 1,3,4 228077
MARVELL TECHNOLOGY GROUP, LTD. COM G5876H105 2027 127800 SH DEFINED 1,3,4 127800
NABORS INDUSTRIES, LTD. COM G6359F103 6973 212907 SH DEFINED 1,3,4 212907
NOBLE CORP. COM G65422100 6932 223618 SH DEFINED 1,3,4 223618
RENAISSANCERE HOLDINGS LTD COM G7496G103 310 8180 SH DEFINED 1,3,4 8180
SCOTTISH ANNUITY & LIFE HOLDIN COM G7885T104 568 33250 SH DEFINED 1,3,4 33250
TOMMY HILFIGER CORP. COM G8915Z102 1054 113021 SH DEFINED 1,3,4 113021
TRANSOCEAN, INC. COM G90078109 8190 393878 SH DEFINED 1,3,4 393878
TRENWICK GROUP, LTD. COM G9032C109 93 18369 SH DEFINED 1,3,4 18369
WEATHERFORD INTL LTD. COM G95089101 10049 270536 SH DEFINED 1,3,4 270536
XL CAPITAL LTD. COM G98255105 5751 78257 SH DEFINED 1,3,4 78257
AUDIOCODES LTD COM M15342104 663 367865 SH DEFINED 1,3,4 367865
CHECK POINT SOFTWARE TECH LTD COM M22465104 3253 236885 SH DEFINED 1,3,4 236885
PRECISE SOFTWARE SOLUTIONS COM M41450103 1317 143970 SH DEFINED 1,3,4 143970
RADVISION, LTD. COM M81869105 1179 251197 SH DEFINED 1,3,4 251197
METRON TECHNOLOGY N.V. COM N5665B105 753 314362 SH DEFINED 1,3,4 314362
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 489 30534 SH DEFINED 1,3,4 30534
ASE TEST LIMITED COM Y02516105 3060 864425 SH DEFINED 1,3,4 864425
FLEXTRONICS INTL LTD. COM Y2573F102 879 126288 SH DEFINED 1,3,4 126288