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