-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QmahtvHICFvV5YMOXadPJeczQ5T7SGCNBr+UDcxG9e1vHjIlfsaSKG+vHb7lvW7I ssw5WWjh29jEtcoVT02Hfw== 0001126328-03-000414.txt : 20030814 0001126328-03-000414.hdr.sgml : 20030814 20030814103847 ACCESSION NUMBER: 0001126328-03-000414 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030814 EFFECTIVENESS DATE: 20030814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PRINCIPAL FINANCIAL GROUP INC CENTRAL INDEX KEY: 0001126328 STANDARD INDUSTRIAL CLASSIFICATION: ACCIDENT & HEALTH INSURANCE [6321] IRS NUMBER: 421520346 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10106 FILM NUMBER: 03843975 BUSINESS ADDRESS: STREET 1: 711 HIGH STREET CITY: DES MOINES STATE: IA ZIP: 50392 BUSINESS PHONE: 5152475111 13F-HR 1 pfg.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2003 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Principal Financial Group, Inc. Address: 711 High Street Des Moines, IA 50392 13F File Number: 28-10106 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Michael Roughton Title: Vice-President Phone: 515-248-3842 Signature, Place, and Date of Signing: Michael Roughton Des Moines, Iowa August 14, 2003 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 4 Form 13F Information Table Entry Total: 1974 Form 13F Information Table Value Total: $13488742 (X$1000) List of Other Included Managers: No. 13F File Number Name 01 28-1549 Principal Global Investors, LLC 02 28-10400 Principal Real Estate Investors, LLC 03 28-793 Principal Life Insurance Co 04 28-10107 Principal Financial Services, Inc FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHOR NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- AAR CORP. COM 000361105 175 25223 SH DEFINED 1,3,4 25223 ADC COMMUNICATIONS, INC. COM 000886101 11108 4776616 SH DEFINED 1,3,4 4776616 ABN-AMRO HOLDINGS COM 000937102 205 10707 SH DEFINED 1,3,4 10707 ABM INDUSTRIES, INC. COM 000957100 598 38978 SH DEFINED 1,3,4 38978 AFC ENTERPRISES COM 00104Q107 366 22495 SH DEFINED 1,3,4 22495 AFLAC, INC. COM 001055102 22047 716884 SH DEFINED 1,3,4 716884 AGCO CORP. COM 001084102 1644 96056 SH DEFINED 1,3,4 96056 AGL RESOURCES IN COM 001204106 6645 261142 SH DEFINED 1,3,4 261142 AES CORP. COM 00130H105 2174 343210 SH DEFINED 1,3,4 343210 AK STEEL HOLDING CORP. COM 001547108 100 27413 SH DEFINED 1,3,4 27413 AMB PROPERTY CORP. COM 00163T109 2187 77700 SH DEFINED 2,3,4 77700 AMB PROPERTY CORP. COM 00163T109 13206 468790 SH DEFINED 1,3,4 468790 AMR CORP. COM 001765106 4 386 SH DEFINED 1,3,4 386 AOL TIME WARNER COM 00184A105 49708 3089716 SH DEFINED 1,3,4 3089716 AT&T CORP. COM 001957505 19940 1036488 SH DEFINED 1,3,4 1036488 ATMI, INC. COM 00207R101 607 24361 SH DEFINED 1,3,4 24361 AT&T WIRELESS GROUP COM 00209A106 35351 4306716 SH DEFINED 1,3,4 4306716 AAIPHARMA, INC. COM 00252W104 6920 347938 SH DEFINED 1,3,4 347938 AARON RENTS INC. COM 002535201 447 17197 SH DEFINED 1,3,4 17197 ABBOTT LABORATORIES COM 002824100 39118 893887 SH DEFINED 1,3,4 893887 ABERCROMBIE & FITCH CO. COM 002896207 8792 309717 SH DEFINED 1,3,4 309717 ACCOR S.A. COM 00435F101 135 7478 SH DEFINED 1,3,4 7478 ACCREDO HEALTH, INC. COM 00437V104 4271 195931 SH DEFINED 1,3,4 195931 ACTIVISION, INC. COM 004930202 322 25096 SH DEFINED 1,3,4 25096 ACTION PERFORMANCE COS INC COM 004933107 268 14138 SH DEFINED 1,3,4 14138 ACTEL CORP. COM 004934105 400 19434 SH DEFINED 1,3,4 19434 ACUITY BRANDS INC. COM 00508Y102 597 32878 SH DEFINED 1,3,4 32878 ACXIOM CORP. COM 005125109 3120 206496 SH DEFINED 1,3,4 206496 CARDSYSTEMS SOLUTIONS, INC. COM 006247$$T 334 667000 SH DEFINED 3,4 667000 ADAPTEC, INC. COM 00651F108 662 84914 SH DEFINED 1,3,4 84914 ADECCO COM 006754105 82 7811 SH DEFINED 1,3,4 7811 ADMINISTAFF, INC. COM 007094105 215 21043 SH DEFINED 1,3,4 21043 ADOBE SYSTEMS, INC. COM 00724F101 5456 170242 SH DEFINED 1,3,4 170242 ADOLOR CORP. COM 00724X102 4361 355407 SH DEFINED 1,3,4 355407 ADTRAN INC. COM 00738A106 1151 22413 SH DEFINED 1,3,4 22413 ADVANCE AUTO PARTS COM 00751Y106 3007 49408 SH DEFINED 1,3,4 49408 ADVANCED DIGITAL INFO CORP COM 007525108 3306 330562 SH DEFINED 1,3,4 330562 ADVANCED MARKETING SERVICES COM 00753T105 197 15090 SH DEFINED 1,3,4 15090 ADVANCED FIBRE COMMUNICATION COM 00754A105 6596 405762 SH DEFINED 1,3,4 405762 ADVO, INC. COM 007585102 4695 105676 SH DEFINED 1,3,4 105676 ADVISORY BOARD CO. COM 00762W107 4993 123196 SH DEFINED 1,3,4 123196 ADVANCED MEDICAL OPTICS COM 00763M108 394 23031 SH DEFINED 1,3,4 23031 AEROFLEX INC. COM 007768104 1546 199606 SH DEFINED 1,3,4 199606 AEROPOSTALE, INC. COM 007865108 10158 472972 SH DEFINED 1,3,4 472972 ADVANCED MICRO DEVICES COM 007903107 1241 194265 SH DEFINED 1,3,4 194265 ADVANCE PCS COM 00790K109 1805 47181 SH DEFINED 1,3,4 47181 ADVANCED ENERGY INDUSTRIES COM 007973100 364 25482 SH DEFINED 1,3,4 25482 ADVENT SOFTWARE INC COM 007974108 136 8084 SH DEFINED 1,3,4 8084 AETNA INC- NEW COM 00817Y108 32989 548053 SH DEFINED 1,3,4 548053 AFFILIATED COMP SVCS -CLA COM 008190100 4975 108793 SH DEFINED 1,3,4 108793 AGERE SYSTEMS, INC. COM 00845V209 958 416667 SH DEFINED 1,3,4 416667 AGILENT TECHNOLOGIES INC COM 00846U101 5179 264804.00SH DEFINED 1,3,4 264804 AGILE SOFTWARE CORP. COM 00846X105 2382 246902 SH DEFINED 1,3,4 246902 AGRIUM, INC. COM 008916108 1032 94125 SH DEFINED 1,3,4 94125 AIR PRODUCTS & CHEMICALS, INC. COM 009158106 5298 127407 SH DEFINED 1,3,4 127407 AIRBORNE INC. COM 009269101 255 12249 SH DEFINED 1,3,4 12249 AIRGAS INC. COM 009363102 3294 196681 SH DEFINED 1,3,4 196681 AIRTRAN HOLDINGS, INC. COM 00949P108 9675 923952 SH DEFINED 1,3,4 923952 ELECTROLUX AB COM 010198208 99 2500 SH DEFINED 1,3,4 2500 ALASKA AIRGROUP INC. COM 011659109 144 6724 SH DEFINED 1,3,4 6724 ALBANY INTL CORP. -CLA COM 012348108 7694 280990 SH DEFINED 1,3,4 280990 ALBEMARLE CORP. COM 012653101 4859 173716 SH DEFINED 1,3,4 173716 ALBERTO-CULVER CO. COM 013068101 11421 223417 SH DEFINED 1,3,4 223417 ALBERTO-CULVER CO. COM 013068200 1411 28340 SH DEFINED 1,3,4 28340 ALBERTSONS, INC. COM 013104104 3951 205837 SH DEFINED 1,3,4 205837 ALCAN, INC. COM 013716105 21 669 SH DEFINED 1,3,4 669 ALCOA, INC. COM 013817101 12089 474156 SH DEFINED 1,3,4 474156 ALEXANDER & BALDWIN INC. COM 014482103 278 10464 SH DEFINED 1,3,4 10464 ALEXANDRIA REAL EST EQUITIES COM 015271109 946 21030 SH DEFINED 1,3,4 21030 ALEXANDRIA REAL EST EQUITIES COM 015271109 3048 67640 SH DEFINED 2,3,4 67640 ALLEGHENY ENERGY COM 017361106 591 70458 SH DEFINED 1,3,4 70458 ALLEGHENY TECHNOLOGIES, INC. COM 01741R102 286 45268 SH DEFINED 1,3,4 45268 ALLEN TELECOM, INC. COM 018091108 402 24335 SH DEFINED 1,3,4 24335 ALLERGAN, INC. COM 018490102 6662 86462 SH DEFINED 1,3,4 86462 ALLETE COM 018522102 575 21776 SH DEFINED 1,3,4 21776 ALLIANCE SEMICONDUCTOR CORP. COM 01877H100 138 28346 SH DEFINED 1,3,4 28346 ALLIANT CORP. COM 018802108 444 23459 SH DEFINED 1,3,4 23459 ALLIANT TECHSYSTEMS, INC. COM 018804104 36294 699210 SH DEFINED 1,3,4 699210 ALLIED DOMECQ PLC COM 019121201 150 6620 SH DEFINED 1,3,4 6620 ALLIED IRISH BANKS COM 019228402 140 4670 SH DEFINED 1,3,4 4670 ALLIED WASTE INDUSTRIES, INC. COM 019589308 1172 116857 SH DEFINED 1,3,4 116857 ALLMERICA FINANCIAL CORP. COM 019754100 242 13446 SH DEFINED 1,3,4 13446 ALLSTATE CORP. COM 020002101 34222 960002 SH DEFINED 1,3,4 960002 ALLTEL CORP. COM 020039103 13065 270940 SH DEFINED 1,3,4 270940 ALPHARMA INC. - CL A COM 020813101 880 40802 SH DEFINED 1,3,4 40802 ALTERA CORP. COM 021441100 4321 263425 SH DEFINED 1,3,4 263425 ALTRIA GROUP, INC. COM 02209S103 70310 1547284 SH DEFINED 1,3,4 1547284 CORPORATE SERVICES GROUP PLC ( COM 022516000 14 165174 SH DEFINED 3,4 165174 ARRIVA PLC COM 023034600 812 140924 SH DEFINED 3,4 140924 AMAZONCOM, INC. COM 023135106 519 14236 SH DEFINED 1,3,4 14236 AMBAC FINANCIAL GROUP, INC. COM 023139108 30584 461521 SH DEFINED 1,3,4 461521 AMERADA HESS CORP. COM 023551104 2489 50561 SH DEFINED 1,3,4 50561 AMEREN CORP. COM 023608102 26693 605334 SH DEFINED 1,3,4 605334 AMERICA MOVIL - SERIES L COM 02364W105 15422 822355 SH DEFINED 1,3,4 822355 AMERICAN AXLE & MFG HOLDINGS COM 024061103 3033 126887 SH DEFINED 1,3,4 126887 AMERICAN ELECTRIC POWER CO., I COM 025537101 6596 221285 SH DEFINED 1,3,4 221285 AMERICAN EAGLE OUTFITTERS COM 02553E106 325 17973 SH DEFINED 1,3,4 17973 AMERICAN EXPRESS CO. COM 025816109 31060 743011 SH DEFINED 1,3,4 743011 AMERICAN FINL GROUP INC. COM 025932104 399 17592 SH DEFINED 1,3,4 17592 AMERICAN FINANCIAL REALTY TR COM 02607P305 55 3656 SH DEFINED 1,3,4 3656 AMERICAN FINANCIAL REALTY TR COM 02607P305 2484 166544 SH DEFINED 2,3,4 166544 AMERICAN GREETINGS CORP. COM 026375105 711 36813 SH DEFINED 1,3,4 36813 AMERICAN HEALTHWAYS INC COM 02649V104 443 12265 SH DEFINED 1,3,4 12265 AMERICAN HOME MTG. HOLDINGS, I COM 02660M108 4894 249974 SH DEFINED 1,3,4 249974 AMERICAN INTERNATIONAL GROUP, COM 026874107 113427 2055475 SH DEFINED 1,3,4 2055475 AMERICAN ITALIAN PASTA CO. COM 027070101 5069 121750 SH DEFINED 1,3,4 121750 AMERICAN MANAGEMENT SYSTEMS, I COM 027352103 481 33426 SH DEFINED 1,3,4 33426 AMERICAN MEDICAL SYS HLDGS COM 02744M108 435 25922 SH DEFINED 1,3,4 25922 AMERICAN POWER CONVERSION CORP COM 029066107 22714 1456840 SH DEFINED 1,3,4 1456840 AMEM STANDARD CO INC. COM 029712106 11746 158903 SH DEFINED 1,3,4 158903 AMERICAN STATES WATER CO. COM 029899101 330 12033 SH DEFINED 1,3,4 12033 AMERICAN WOODMARK CORP COM 030506109 1052 22626 SH DEFINED 1,3,4 22626 AMERICREDIT CORP. COM 03060R101 333 39515 SH DEFINED 1,3,4 39515 AMERUS LIFE GROUP. COM 03072M108 277 9878 SH DEFINED 1,3,4 9878 AMERISOURCEBERGEN CORP COM 03073E105 9676 139548 SH DEFINED 1,3,4 139548 AMERIGROUP CORP. COM COM 03073T102 608 16359 SH DEFINED 1,3,4 16359 AMETEK INC. COM 031100100 6546 178556 SH DEFINED 1,3,4 178556 AMGEN COM 031162100 69051 1039273 SH DEFINED 1,3,4 1039273 AMKOR TECHNOLOGY INC. COM 031652100 1143 86910 SH DEFINED 1,3,4 86910 AMSOUTH BANCORPORATION COM 032165102 4691 214747 SH DEFINED 1,3,4 214747 AMSURG CORP. COM 03232P405 478 15628 SH DEFINED 1,3,4 15628 ANADARKO PETROLEUN CORP. COM 032511107 10422 234617 SH DEFINED 1,3,4 234617 ANALOG DEVICES COM 032654105 7534 216487 SH DEFINED 1,3,4 216487 ANALOGIC CORP. COM 032657207 5986 122759 SH DEFINED 1,3,4 122759 ANCHOR BANCORP, INC./WI COM 032839102 2887 120733 SH DEFINED 1,3,4 120733 ANDREW CORP. COM 034425108 11098 1207449 SH DEFINED 1,3,4 1207449 ANGELICA CORP. COM 034663104 120 6974 SH DEFINED 1,3,4 6974 ANGLO AMERICAN PLC COM 03485P102 136 8940 SH DEFINED 1,3,4 8940 ANHEUSER-BUSCH COS., INC. COM 035229103 58500 1145976 SH DEFINED 1,3,4 1145976 ANIXTER INT'L, INC. COM 035290105 679 29090 SH DEFINED 1,3,4 29090 ANNTAYLOR STORES CORP. COM 036115103 2368 81723 SH DEFINED 1,3,4 81723 ANSYS INC. COM 03662Q105 363 11729 SH DEFINED 1,3,4 11729 ANTHEM, INC. COM 03674B104 15397 199584 SH DEFINED 1,3,4 199584 ANTEON INTERNATIONAL CORP. COM 03674E108 6477 232001 SH DEFINED 1,3,4 232001 ANTIGENICS, INC. COM 037032109 2119 184000 SH DEFINED 1,3,4 184000 ANWORTH MORTGAGE ASST CORP. COM 037347101 3848 249584 SH DEFINED 1,3,4 249584 AON CORP. COM 037389103 4882 202857 SH DEFINED 1,3,4 202857 APACHE CORP. COM 037411105 48948 752599 SH DEFINED 1,3,4 752599 APARTMENT INVESTMENT & MANAGEM COM 03748R101 1812 52412 SH DEFINED 1,3,4 52412 APARTMENT INVESTMENT & MANAGEM COM 03748R101 2502 72300 SH DEFINED 2,3,4 72300 APOGEE ENTERPRISES, INC. COM 037598109 194 21534 SH DEFINED 1,3,4 21534 APOLLO GROUP INC. COM 037604105 6934 112262 SH DEFINED 1,3,4 112262 APOGENT TECHNOLOGIES, INC. COM 03760A101 498 25095 SH DEFINED 1,3,4 25095 APPLE COMPUTER, INC. COM 037833100 3911 204779 SH DEFINED 1,3,4 204779 APPLEBEES INT'L, INC. COM 037899101 441 14026 SH DEFINED 1,3,4 14026 APRIA HEALTHCARE GROUP INC COM 037933108 10546 424358 SH DEFINED 1,3,4 424358 APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 2226 117056 SH DEFINED 1,3,4 117056 PE CORP-CELERA GENOMICS GRP COM 038020202 6536 633371 SH DEFINED 1,3,4 633371 APPLICA INCORPORATED COM 03815A106 159 18611 SH DEFINED 1,3,4 18611 APPLIED FILMS CORP. COM 038197109 1379 53372 SH DEFINED 1,3,4 53372 APPLIED INDUSTRIAL TECH, INC. COM 03820C105 319 15015 SH DEFINED 1,3,4 15015 APPLIED MATERIALS, INC. COM 038222105 29527 1861884 SH DEFINED 1,3,4 1861884 APPLIED MICRO CIRCUITS CORP. COM 03822W109 16219 2681787 SH DEFINED 1,3,4 2681787 APTARGROUP, INC. COM 038336103 1024 28469 SH DEFINED 1,3,4 28469 AQUILA, INC. COM 03840P102 123 49145 SH DEFINED 1,3,4 49145 ARBITRON, INC. COM 03875Q108 25764 721538 SH DEFINED 1,3,4 721538 ARCH CHEMICALS, INC. COM 03937R102 340 17785 SH DEFINED 1,3,4 17785 ARCH COAL, INC. COM 039380100 304 13257 SH DEFINED 1,3,4 13257 ARCHER-DANIELS-MIDLAND CO. COM 039483102 4655 361770 SH DEFINED 1,3,4 361770 ARCHSTONE-SMITH TRUST COM 039583109 120 5000 SH DEFINED 1,3,4 5000 ARCHSTONE-SMITH TRUST COM 039583109 5454 227200 SH DEFINED 2,3,4 227200 ARCTIC CAT, INC. COM 039670104 335 17480 SH DEFINED 1,3,4 17480 ARGOSY GAMING COMPANY COM 040228108 483 23043 SH DEFINED 1,3,4 23043 ARKANSAS BEST CORP. COM 040790107 1228 51549 SH DEFINED 1,3,4 51549 ARMOR HOLDINGS, INC. COM 042260109 292 21823 SH DEFINED 1,3,4 21823 ARQULE, INC. COM 04269E107 75 18535 SH DEFINED 1,3,4 18535 ARRIS GROUP, INC. COM 04269Q100 4974 1003214 SH DEFINED 1,3,4 1003214 ARROW ELECTRONICS INC. COM 042735100 2114 138602 SH DEFINED 1,3,4 138602 ARTESYN TECHNOLOGIES, INC. COM 043127109 170 30652 SH DEFINED 1,3,4 30652 ARTHROCARE CORP. COM 043136100 280 16639 SH DEFINED 1,3,4 16639 ARVINMERITOR, INC. COM 043353101 348 17314 SH DEFINED 1,3,4 17314 ASCENTIAL SOFTWARE CORP. COM 04362P207 239 14663 SH DEFINED 1,3,4 14663 ASHLAND, INC. COM 044204105 1174 38313 SH DEFINED 1,3,4 38313 ASHWORTH, INC. COM 04516H101 73 10254 SH DEFINED 1,3,4 10254 ASSOCIATED BANC-CORP. COM 045487105 7800 211603 SH DEFINED 1,3,4 211603 ASTEC INDUSTRIES, INC. COM 046224101 138 15583 SH DEFINED 1,3,4 15583 ASTORIA FINL CORP. COM 046265104 582 20821 SH DEFINED 1,3,4 20821 ASTROPOWER, INC. COM 04644A101 53 17300 SH DEFINED 1,3,4 17300 JARVIS HOTELS PLC COM 047618400 3668 1891752 SH DEFINED 3,4 1891752 ATLANTIC COAST AIRLINES HOLDIN COM 048396105 6912 512195 SH DEFINED 1,3,4 512195 ATMEL CORP. COM 049513104 301 118526 SH DEFINED 1,3,4 118526 ATMOS ENERGY CORP. COM 049560105 974 39345 SH DEFINED 1,3,4 39345 ATWOOD OCEANICS INC. COM 050095108 297 10965 SH DEFINED 1,3,4 10965 AUDIOVOX CORP. COM 050757103 204 18144 SH DEFINED 1,3,4 18144 AUTODESK, INC. COM 052769106 1003 62451 SH DEFINED 1,3,4 62451 AUTOMATIC DATA PROCESSING, INC COM 053015103 14502 428236 SH DEFINED 1,3,4 428236 AUTONATION INC. COM 05329W102 2471 157147 SH DEFINED 1,3,4 157147 AUTOZONE, INC. COM 053332102 5441 71586 SH DEFINED 1,3,4 71586 AVAYA, INC. COM 053499109 1365 213095 SH DEFINED 1,3,4 213095 AVENTIS COM 053561106 106 1938 SH DEFINED 1,3,4 1938 AVERY DENNISON CORP. COM 053611109 3120 62090 SH DEFINED 1,3,4 62090 AVIALL, INC. COM 05366B102 8073 709972 SH DEFINED 1,3,4 709972 AVID TECHNOLOGY, INC. COM 05367P100 783 22411 SH DEFINED 1,3,4 22411 AVISTA CORP. COM 05379B107 542 38176 SH DEFINED 1,3,4 38176 AVNET, INC. COM 053807103 385 30213 SH DEFINED 1,3,4 30213 AVOCENT CORPORATION. COM 053893103 346 11599 SH DEFINED 1,3,4 11599 AVON PRODUCTS, INC. COM 054303102 8199 131845 SH DEFINED 1,3,4 131845 AXCELIS TECHNOLOGIES, INC. COM 054540109 482 77923 SH DEFINED 1,3,4 77923 AZTAR CORP. COM 054802103 446 27780 SH DEFINED 1,3,4 27780 BB&T CORP. COM 054937107 9074 264524 SH DEFINED 1,3,4 264524 BEI TECHNOLOGIES, INC. COM 05538P104 140 11515 SH DEFINED 1,3,4 11515 BISYS GROUP, INC. COM 055472104 558 30295 SH DEFINED 1,3,4 30295 BJ SERVICES CO. COM 055482103 15106 404384 SH DEFINED 1,3,4 404384 BJS WHOLESALE CLUB INC. COM 05548J106 264 17525 SH DEFINED 1,3,4 17525 BP PLC COM 055622104 63 1500 SH DEFINED 1,3,4 1500 BNP PARIBAS - SPONSORED ADR COM 05565A202 416 16400 SH DEFINED 1,3,4 16400 BMC SOFTWARE, INC. COM 055921100 3490 213687 SH DEFINED 1,3,4 213687 BAKER HUGHES, INC. COM 057224107 6345 189040 SH DEFINED 1,3,4 189040 BALDOR ELECTRIC CO. COM 057741100 532 25893 SH DEFINED 1,3,4 25893 BALL CORP. COM 058498106 13492 296394 SH DEFINED 1,3,4 296394 BALLY TOTAL FITNESS HOLDINGS COM 05873K108 226 25552 SH DEFINED 1,3,4 25552 BANCO BRADESCO COM 059460204 1059 56661 SH DEFINED 1,3,4 56661 BANCO SANTANDER CEN COM 05964H105 145 16450 SH DEFINED 1,3,4 16450 BANCO SANTANDER-CHILE - ADR COM 05965X109 1188 58203 SH DEFINED 1,3,4 58203 BANCORPSOUTH, INC. COM 059692103 4650 223069 SH DEFINED 1,3,4 223069 BANDAG INC. COM 059815100 181 4857 SH DEFINED 1,3,4 4857 BANK OF AMERICA CORP. COM 060505104 118103 1494343 SH DEFINED 1,3,4 1494343 BANK OF HAWAII CORP. COM 062540109 4086 123341 SH DEFINED 1,3,4 123341 BANK OF THE OZARKS COM 063904106 1582 40800 SH DEFINED 1,3,4 40800 BANK OF NEW YORK COM 064057102 12436 432644 SH DEFINED 1,3,4 432644 BANK OF NOVA SCOTIA COM 064149107 1673 36133 SH DEFINED 1,3,4 36133 BANK ONE CORP. COM 06423A103 24214 651376 SH DEFINED 1,3,4 651376 BANKNORTH GROUP, INC. COM 06646R107 1050 41115 SH DEFINED 1,3,4 41115 BANKUNITED FINANCIAL CORP CL-A COM 06652B103 467 23288 SH DEFINED 1,3,4 23288 BANTA CORP. COM 066821109 209 6388 SH DEFINED 1,3,4 6388 BARD (C.R.), INC. COM 067383109 10146 142339 SH DEFINED 1,3,4 142339 BARCLAYS PLC COM 06738E204 280 9334 SH DEFINED 1,3,4 9334 BARNES & NOBLE, INC. COM 067774109 376 16421 SH DEFINED 1,3,4 16421 BARNES GROUP, INC. COM 067806109 1500 68886 SH DEFINED 1,3,4 68886 BARRICK GOLD CORP. COM 067901108 20 1080 SH DEFINED 1,3,4 1080 BARR LABORATORIES, INC. COM 068306109 1096 16760 SH DEFINED 1,3,4 16760 BARRA INC. COM 068313105 546 15369 SH DEFINED 1,3,4 15369 BASSETT FURNITURE INDS. COM 070203104 120 9188 SH DEFINED 1,3,4 9188 BAUSCH & LOMB, INC. COM 071707103 10366 276544 SH DEFINED 1,3,4 276544 BAXTER INTERNATIONAL, INC. COM 071813109 8714 335179 SH DEFINED 1,3,4 335179 BEA SYSTEMS, INC. COM 073325102 13002 1197640 SH DEFINED 1,3,4 1197640 BEAR STEARNS CO. COM 073902108 36144 499181 SH DEFINED 1,3,4 499181 BEARINGPOINT, INC. COM 074002106 1422 147600 SH DEFINED 1,3,4 147600 BECKMAN COULTER, INC. COM 075811109 17781 437589 SH DEFINED 1,3,4 437589 BECTON, DICKINSON & CO. COM 075887109 41905 1078681 SH DEFINED 1,3,4 1078681 BED BATH & BEYOND, INC. COM 075896100 39494 1017641 SH DEFINED 1,3,4 1017641 BEL FUSE INC-CL B COM 077347300 197 8674 SH DEFINED 1,3,4 8674 BELDEN, INC. COM 077459105 320 20062 SH DEFINED 1,3,4 20062 BELL MICROPRODUCTS, INC. COM 078137106 64 15944 SH DEFINED 1,3,4 15944 BELLSOUTH CORP. COM 079860102 47244 1774322 SH DEFINED 1,3,4 1774322 BELO CORP. CLASS A COM 080555105 25446 1138160 SH DEFINED 1,3,4 1138160 BEMIS CO. COM 081437105 1392 29745 SH DEFINED 1,3,4 29745 BENCHMARK ELECTRONICS, INC. COM 08160H101 13972 454232 SH DEFINED 1,3,4 454232 BERKLEY (WR) CORP COM 084423102 737 13987 SH DEFINED 1,3,4 13987 BEST BUY CO., INC. COM 086516101 7949 181016 SH DEFINED 1,3,4 181016 BIG LOTS, INC. COM 089302103 980 65377 SH DEFINED 1,3,4 65377 BIO RAD LABORATORIES COM 090572207 8658 156447 SH DEFINED 1,3,4 156447 BIOGEN INC. COM 090597105 10502 276219 SH DEFINED 1,3,4 276219 BIOMET, INC. COM 090613100 15487 540320 SH DEFINED 1,3,4 540320 BIOVAIL CORP. COM 09067J109 369 7829 SH DEFINED 1,3,4 7829 BIOSITE, INC. COM 090945106 571 11872 SH DEFINED 1,3,4 11872 BLACK & DECKER CORP. COM 091797100 20446 470475 SH DEFINED 1,3,4 470475 BLACK BOX CORP. COM 091826107 552 15286 SH DEFINED 1,3,4 15286 BLACK HILLS CORP. COM 092113109 1023 33316 SH DEFINED 1,3,4 33316 VERO GROUP PLC COM 093334400 1174 370508 SH DEFINED 3,4 370508 BLOCK (H.& R.), INC. COM 093671105 8916 206193 SH DEFINED 1,3,4 206193 BLOCKBUSTER, INC. COM 093679108 10726 636585 SH DEFINED 1,3,4 636585 BLYTH INDUSTRIES INC. COM 09643P108 319 11652 SH DEFINED 1,3,4 11652 BOB EVANS FARMS COM 096761101 243 8861 SH DEFINED 1,3,4 8861 BOEING CO. COM 097023105 16193 471788 SH DEFINED 1,3,4 471788 BOISE CASCADE CORP. COM 097383103 14743 617087 SH DEFINED 1,3,4 617087 BORDERS GROUP INC. COM 099709107 345 19547 SH DEFINED 1,3,4 19547 BORG WARNER INC COM 099724106 433 6756 SH DEFINED 1,3,4 6756 BOSTON COMMUNICATIONS GROUP COM 100582105 4639 270882 SH DEFINED 1,3,4 270882 BOSTON PRIVATE FINL HLDGS. COM 101119105 378 17939 SH DEFINED 1,3,4 17939 BOSTON PROPERTIES INC. COM 101121101 5979 136500 SH DEFINED 1,3,4 136500 BOSTON PROPERTIES INC. COM 101121101 10073 230000 SH DEFINED 2,3,4 230000 BOSTON SCIENTIFIC CORP. COM 101137107 29120 476534 SH DEFINED 1,3,4 476534 BOWATER INC. COM 102183100 522 13998 SH DEFINED 1,3,4 13998 BOWNE & CO., INC. COM 103043105 345 26624 SH DEFINED 1,3,4 26624 BRADLEY PHARMACEUTICALS, INC. COM 104576103 5681 344228 SH DEFINED 1,3,4 344228 BRADY CORP. COM 104674106 613 18353 SH DEFINED 1,3,4 18353 BRASCAN CORP. COM 10549P606 321 13040 SH DEFINED 1,3,4 13040 BRASIL TELECOM PART SA COM 105530109 2485 66425 SH DEFINED 1,3,4 66425 BRIGGS & STRATTON CORP. COM 109043109 15066 298100 SH DEFINED 1,3,4 298100 BRINKER INTERNATIONAL INC COM 109641100 3169 88017 SH DEFINED 1,3,4 88017 THE BRINKS CO. COM 109696104 200 13718 SH DEFINED 1,3,4 13718 BRISTOL MYERS SQUIBB CO. COM 110122108 30119 1109282 SH DEFINED 1,3,4 1109282 BRITISH AMERICAN TOBACCO PLC COM 110448107 148 6510 SH DEFINED 1,3,4 6510 BROADCOM CORP. COM 111320107 8314 333887 SH DEFINED 1,3,4 333887 BROOKFIELD PROPERTIES CORP. COM 112900105 159 7500 SH DEFINED 1,3,4 7500 BROOKFIELD PROPERTIES CORP. COM 112900105 6610 310900 SH DEFINED 2,3,4 310900 BROOKS AUTOMATION INC, COM 114340102 1352 119201 SH DEFINED 1,3,4 119201 BROOKSTONE, INC. COM 114537103 852 42110 SH DEFINED 1,3,4 42110 BROOKTROUT, INC. COM 114580103 75 9931 SH DEFINED 1,3,4 9931 BROWN & BROWN, INC. COM 115236101 559 17214 SH DEFINED 1,3,4 17214 BROWN-FORMAN DISTILLERS CORP. COM 115637209 2654 33809 SH DEFINED 1,3,4 33809 TOM BROWN, INC. COM 115660201 4828 173694 SH DEFINED 1,3,4 173694 BROWN SHOE, INC. COM 115736100 8927 299592 SH DEFINED 1,3,4 299592 BRUNSWICK CORP. COM 117043109 1266 50589 SH DEFINED 1,3,4 50589 BRUSH WELLMAN, INC. COM 117421107 110 13116 SH DEFINED 1,3,4 13116 BUCKEYE TECHNOLOGIES, INC. COM 118255108 195 29280 SH DEFINED 1,3,4 29280 BUILDING MATERIALS HLDG. CP. COM 120113105 155 10514 SH DEFINED 1,3,4 10514 BURLINGTON COAT FACTORY WHAREH COM 121579106 2937 164097 SH DEFINED 1,3,4 164097 BURLINGTON NORTHERN SANTA FE C COM 12189T104 16222 570303 SH DEFINED 1,3,4 570303 BURLINGTON RESOURCES, INC. COM 122014103 35830 662647 SH DEFINED 1,3,4 662647 BUTLER MFG. CO. COM 123655102 81 5011 SH DEFINED 1,3,4 5011 C&D TECHNOLOGIES, INC. COM 124661109 293 20268 SH DEFINED 1,3,4 20268 CBL & ASSOCIATES PROPERTIES, I COM 124830100 8931 207700 SH DEFINED 2,3,4 207700 CBL & ASSOCIATES PROPERTIES, I COM 124830100 10112 235254 SH DEFINED 1,3,4 235254 CBRL GROUP INC. COM 12489V106 11077 285095 SH DEFINED 1,3,4 285095 C-COR.NET CORP. COM 125010108 140 28834 SH DEFINED 1,3,4 28834 CDI CORP. COM 125071100 5188 199767 SH DEFINED 1,3,4 199767 CDW CORP COM 12512N105 970 21175 SH DEFINED 1,3,4 21175 CEC ENTERTAINMENT, INC. COM 125137109 790 21432 SH DEFINED 1,3,4 21432 CH ENERGY GROUP INC. COM 12541M102 1621 35961 SH DEFINED 1,3,4 35961 C H ROBINSON WORLDWIDE INC COM 12541W100 2110 59324 SH DEFINED 1,3,4 59324 CIGNA CORP. COM 125509109 3705 78931 SH DEFINED 1,3,4 78931 CLECO CORP. COM 12561W105 8468 489004 SH DEFINED 1,3,4 489004 CMS ENERGY CORP. COM 125896100 642 80741 SH DEFINED 1,3,4 80741 CPI CORP. COM 125902106 109 6414 SH DEFINED 1,3,4 6414 CSK AUTO CORP. COM 125965103 8468 585856 SH DEFINED 1,3,4 585856 CNF INC COM 12612W104 318 12539 SH DEFINED 1,3,4 12539 CSG SYSTEMS INTL INC. COM 126349109 183 13218 SH DEFINED 1,3,4 13218 CSX CORP. COM 126408103 3602 119684 SH DEFINED 1,3,4 119684 CTS CORP. COM 126501105 284 27045 SH DEFINED 1,3,4 27045 CUNO INCORPORATED COM 126583103 480 13217 SH DEFINED 1,3,4 13217 CVS CORP. COM 126650100 19092 681000 SH DEFINED 1,3,4 681000 CV THERAPEUTICS INC. COM 126667104 7689 259088 SH DEFINED 1,3,4 259088 CABLE & WIRELESS PLC - AD COM 126830207 183 33484 SH DEFINED 1,3,4 33484 CABLE DESIGN TECH CP. CL A COM 126924109 252 35464 SH DEFINED 1,3,4 35464 CABOT CORP. COM 127055101 446 15604 SH DEFINED 1,3,4 15604 CABOT OIL & GAS CORP COM 127097103 6406 232135 SH DEFINED 1,3,4 232135 CABOT MICROELECTRONICS CORP. COM 12709P103 311 6161 SH DEFINED 1,3,4 6161 CACI INTERNATIONAL, INC. CL - COM 127190304 14474 422022 SH DEFINED 1,3,4 422022 CADENCE DESIGN SYSTEMS, INC. COM 127387108 811 67538 SH DEFINED 1,3,4 67538 CAL DIVE INTERNATIONAL INC COM 127914109 648 29799 SH DEFINED 1,3,4 29799 CALLAWAY GOLF CO. COM 131193104 10827 818884 SH DEFINED 1,3,4 818884 CALPINE CORP. COM 131347106 1404 213504 SH DEFINED 1,3,4 213504 CAMBREX CORP. COM 132011107 5368 232949 SH DEFINED 1,3,4 232949 CAMPBELL SOUP CO. COM 134429109 5633 230002 SH DEFINED 1,3,4 230002 CANADIAN NATURAL RESOURCES COM 136385101 160 4000 SH DEFINED 1,3,4 4000 CANDELA CORP. COM 136907102 1188 103142 SH DEFINED 1,3,4 103142 CANON, INC. COM 138006309 450 9878 SH DEFINED 1,3,4 9878 CAPITAL AUTOMOTIVE REIT COM 139733109 8614 307800 SH DEFINED 2,3,4 307800 CAPITAL AUTOMOTIVE REIT COM 139733109 9742 348130 SH DEFINED 1,3,4 348130 CAPITAL ONE FINANCIAL CORP. COM 14040H105 6748 137296 SH DEFINED 1,3,4 137296 CAPTARIS, INC. COM 14071N104 79 23991 SH DEFINED 1,3,4 23991 CARBO CERAMICS, INC. COM 140781105 457 12267 SH DEFINED 1,3,4 12267 CARAUSTAR INDUSTRIES, INC. COM 140909102 177 22103 SH DEFINED 1,3,4 22103 CARDINAL HEALTH, INC. COM 14149Y108 51569 802064.00SH DEFINED 1,3,4 802064 CAREER EDUCATION CORP. COM 141665109 2203 32207 SH DEFINED 1,3,4 32207 CARLISLE COS INC. COM 142339100 5826 138216 SH DEFINED 1,3,4 138216 CARMAX, INC. COM 143130102 792 26236 SH DEFINED 1,3,4 26236 CARNIVAL CORP. COM 143658300 11460 352450 SH DEFINED 1,3,4 352450 CARPENTER TECHNOLOGY CORP. COM 144285103 87 5650 SH DEFINED 1,3,4 5650 CARREKER CORP. COM 144433109 85 18648 SH DEFINED 1,3,4 18648 CASCADE NATURAL GAS CORP. COM 147339105 166 8772 SH DEFINED 1,3,4 8772 CASEYS GENERAL STORES, INC. COM 147528103 556 39320 SH DEFINED 1,3,4 39320 CASH AMERICA INTL, INC. COM 14754D100 254 19192 SH DEFINED 1,3,4 19192 CASTLE (A M) & CO. COM 148411101 81 12512 SH DEFINED 1,3,4 12512 CATALINA MARKETING CORP. COM 148867104 237 13508 SH DEFINED 1,3,4 13508 CATAPULT COMMUNICATIONS CORP COM 149016107 106 10191 SH DEFINED 1,3,4 10191 CATERPILLAR, INC. COM 149123101 10760 193283 SH DEFINED 1,3,4 193283 CATHAY BANCORP, INC. COM 149150104 1674 37560 SH DEFINED 1,3,4 37560 CATO CORP. - CI A COM 149205106 421 20146 SH DEFINED 1,3,4 20146 CELL THERAPEUTICS, INC. COM 150934107 2287 235181 SH DEFINED 1,3,4 235181 CEMEX SA COM 151290889 2829 126998 SH DEFINED 1,3,4 126998 CENDANT CORP. COM 151313103 10461 571192 SH DEFINED 1,3,4 571192 CENTENE CORP. COM 15135B101 337 8673 SH DEFINED 1,3,4 8673 CENTERPOINT PROPERTIES CORP. COM 151895109 147 2400 SH DEFINED 1,3,4 2400 CENTERPOINT PROPERTIES CORP. COM 151895109 6254 102100 SH DEFINED 2,3,4 102100 CENTERPOINT ENERGY, INC. COM 15189T107 1397 171723 SH DEFINED 1,3,4 171723 CENTEX CORP. COM 152312104 7071 90903 SH DEFINED 1,3,4 90903 CENTRAL GARDEN & PET CO COM 153527106 7066 296308 SH DEFINED 1,3,4 296308 CENTRAL PACIFIC FINANCIAL CO. COM 154760102 3204 115660 SH DEFINED 1,3,4 115660 CENTRAL PARKING CORP. COM 154785109 354 28589 SH DEFINED 1,3,4 28589 CENTRAL VERMONT PUB SERV COM 155771108 178 9374 SH DEFINED 1,3,4 9374 CENTURY ALUMINUM COMPANY COM 156431108 116 16685 SH DEFINED 1,3,4 16685 CENTURYTEL, INC. COM 156700106 11287 323755 SH DEFINED 1,3,4 323755 CEPHALON, INC. COM 156708109 4976 120911 SH DEFINED 1,3,4 120911 CERIDIAN CORP. COM 156779100 14926 879476 SH DEFINED 1,3,4 879476 CERNER CORP. COM 156782104 644 28179 SH DEFINED 1,3,4 28179 CERTEGY, INC. COM 156880106 7872 283826 SH DEFINED 1,3,4 283826 CHAMPION ENTERPRISES, INC. COM 158496109 232 44965 SH DEFINED 1,3,4 44965 CHARLES RIVER LABORATORIES COM 159864107 368 11455 SH DEFINED 1,3,4 11455 CHARTER ONE FINANCIAL INC. COM 160903100 32410 1039814 SH DEFINED 1,3,4 1039814 CHECKFREE CORP COM 162813109 9000 323075 SH DEFINED 1,3,4 323075 CHECKPOINT SYSTEMS, INC. COM 162825103 370 25913 SH DEFINED 1,3,4 25913 CHEESECAKE FACTORY, INC. COM 163072101 466 12953 SH DEFINED 1,3,4 12953 CHELSEA PROPERTY GROUP, INC. COM 163421100 10159 252080 SH DEFINED 2,3,4 252080 CHELSEA PROPERTY GROUP, INC. COM 163421100 15895 394246 SH DEFINED 1,3,4 394246 CHEMICAL FINANCIAL CORP. COM 163731102 2898 97277 SH DEFINED 1,3,4 97277 CHESAPEAKE CORP. COM 165159104 261 12123 SH DEFINED 1,3,4 12123 CHEVRONTEXACO, CORP. COM 166764100 56923 788361 SH DEFINED 1,3,4 788361 CHICO'S FAS INC. COM 168615102 457 21680 SH DEFINED 1,3,4 21680 CHILDRENS PLACE COM 168905107 414 21068 SH DEFINED 1,3,4 21068 CHIPPAC, INC. COM 169657103 4986 649921 SH DEFINED 1,3,4 649921 CHOICE HOTELS INTL., INC. COM 169905106 4610 168500 SH DEFINED 1,3,4 168500 CHIRON CORP. COM 170040109 4575 104670 SH DEFINED 1,3,4 104670 CHITTENDEN CORP. COM 170228100 789 28855 SH DEFINED 1,3,4 28855 CHOICEPOINT, INC. COM 170388102 756 21957.995SH DEFINED 1,3,4 21958 CHRISTOPHER & BANKS CORP COM 171046105 725 19644 SH DEFINED 1,3,4 19644 CHUBB CORP. COM 171232101 6221 103682 SH DEFINED 1,3,4 103682 CHURCH & DWIGHT, INC. COM 171340102 331 10136 SH DEFINED 1,3,4 10136 CIBER INC. COM 17163B102 359 50669 SH DEFINED 1,3,4 50669 CIENA CORP. COM 171779101 4483 864114 SH DEFINED 1,3,4 864114 CIMA LABS, INC. COM 171796105 4340 161404 SH DEFINED 1,3,4 161404 CIMAREX ENERGY CO. COM 171798101 780 32875.003SH DEFINED 1,3,4 32875 CINCINNATI BELL INC. COM 171871106 12450 1857646 SH DEFINED 1,3,4 1857646 CINCINNATI FINANCIAL CORP. COM 172062101 3343 90112 SH DEFINED 1,3,4 90112 CINERGY CORP. COM 172474108 9728 264449 SH DEFINED 1,3,4 264449 CIRCUIT CITY STORES, INC. COM 172737108 1018 116145 SH DEFINED 1,3,4 116145 CIRCOR INTERNATIONAL, INC. COM 17273K109 947 53098 SH DEFINED 1,3,4 53098 CISCO SYSTEMS, INC. COM 17275R102 128331 7688494 SH DEFINED 1,3,4 7688494 CINTAS CORP. COM 172908105 4249 119884 SH DEFINED 1,3,4 119884 CITIGROUP, INC. COM 172967101 204887 4786998 SH DEFINED 1,3,4 4786998 CITIZENS COMMUNICATIONS CO. COM 17453B101 9750 756177 SH DEFINED 1,3,4 756177 CITIZENS FIRST BANCORP INC. COM 17461R106 1243 56890 SH DEFINED 1,3,4 56890 CITRIX SYSTEMS INC. COM 177376100 16976 833832 SH DEFINED 1,3,4 833832 CITY HOLDING CO COM 177835105 2484 84840 SH DEFINED 1,3,4 84840 CITY NATIONAL CORP. COM 178566105 14598 327666 SH DEFINED 1,3,4 327666 CLAIRE'S STORES, INC. COM 179584107 8841 348456 SH DEFINED 1,3,4 348456 CLARCOR, INC. COM 179895107 6748 175032 SH DEFINED 1,3,4 175032 CLAYTON HOMES, INC. COM 184190106 429 34438 SH DEFINED 1,3,4 34438 CLEAR CHANNEL COMMUNICATIONS, COM 184502102 14598 344360 SH DEFINED 1,3,4 344360 CLEVELAND-CLIFFS, INC. COM 185896107 1261 70437 SH DEFINED 1,3,4 70437 CLOROX CO. COM 189054109 7197 168685 SH DEFINED 1,3,4 168685 COACH, INC. COM 189754104 20392 410041 SH DEFINED 1,3,4 410041 COACHMEN INDUSTRIES, INC. COM 189873102 145 12270 SH DEFINED 1,3,4 12270 COBALT CORP COM 19074W100 4969 241855 SH DEFINED 1,3,4 241855 COCA-COLA BTLNG CONS COM 191098102 389 7162 SH DEFINED 1,3,4 7162 COCA-COLA CO. COM 191216100 66026 1422766 SH DEFINED 1,3,4 1422766 COCA-COLA ENTERPRISES COM 191219104 31015 1708996 SH DEFINED 1,3,4 1708996 COGNEX CORP. COM 192422103 3511 157241 SH DEFINED 1,3,4 157241 COGNIZANT TECH SOLUTIONS CORP. COM 192446102 9160 376021 SH DEFINED 1,3,4 376021 COHERENT, INC. COM 192479103 4114 171908 SH DEFINED 1,3,4 171908 COHU INC. COM 192576106 253 16590 SH DEFINED 1,3,4 16590 COINSTAR, INC. COM 19259P300 325 17176 SH DEFINED 1,3,4 17176 KENNETH COLE PRODUCTIONS-A COM 193294105 6391 327613 SH DEFINED 1,3,4 327613 COLGATE-PALMOLIVE CO. COM 194162103 35933 620183 SH DEFINED 1,3,4 620183 COLONIAL BANCGROUP COM 195493309 433 31313 SH DEFINED 1,3,4 31313 COLONIAL PROPERTIES TRUST COM 195872106 718 20369 SH DEFINED 1,3,4 20369 COLUMBIA BANKING SYSTEM INC. COM 197236102 2211 123522 SH DEFINED 1,3,4 123522 COLUMBIA SPORTSWEAR CO. COM 198516106 9881 192200 SH DEFINED 1,3,4 192200 COMCAST CORP. COM 20030N101 44229 1465666 SH DEFINED 1,3,4 1465666 COMCAST CORP. COM 20030N200 19823 687863 SH DEFINED 1,3,4 687863 COMERICA, INC. COM 200340107 4560 98179 SH DEFINED 1,3,4 98179 COMMERCE BANCORP, INC./NJ COM 200519106 9001 242638 SH DEFINED 1,3,4 242638 COMMERCIAL FEDERAL CORP COM 201647104 741 35028 SH DEFINED 1,3,4 35028 COMMERCIAL METALS CO. COM 201723103 392 22273 SH DEFINED 1,3,4 22273 COMMONWEALTH INDUSTRIES COM 203004106 58 12678 SH DEFINED 1,3,4 12678 COMMONWEALTH TELEPHONE ENTERPR COM 203349105 9861 224257 SH DEFINED 1,3,4 224257 COMMSCOPE, INC. COM 203372107 144 14973 SH DEFINED 1,3,4 14973 COMMUNITY BANK SYSTEM INC. COM 203607106 1296 34095 SH DEFINED 1,3,4 34095 COMMUNITY HEALTH SYSTEMS COM 203668108 3248 168311 SH DEFINED 1,3,4 168311 COMMUNITY FIRST BANKSHARES COM 203902101 6818 249617 SH DEFINED 1,3,4 249617 CIA VALE DO RIO DOCE COM 204412209 16325 550554 SH DEFINED 1,3,4 550554 COMPANHIA DE BEBIDAS COM 20441W203 3323 163444 SH DEFINED 1,3,4 163444 COMPASS BANCSHARES INC. COM 20449H109 1120 32086 SH DEFINED 1,3,4 32086 COMPUTER ASSOCIATES INTL INC. COM 204912109 23289 1045457 SH DEFINED 1,3,4 1045457 COMPUTER SCIENCES CORP. COM 205363104 22966 602500 SH DEFINED 1,3,4 602500 COMPUWARE CORP. COM 205638109 1224 211884 SH DEFINED 1,3,4 211884 COMVERSE TECHNOLOGY, INC. COM 205862402 21274 1415612 SH DEFINED 1,3,4 1415612 CONAGRA FOODS, INC. COM 205887102 7111 301461 SH DEFINED 1,3,4 301461 CONCERTO SOFTWARE, INC. COM 20602T106 84 9090 SH DEFINED 1,3,4 9090 CONCORD CAMERA CORP. COM 206156101 155 22127 SH DEFINED 1,3,4 22127 CONCORD COMMUNICATIONS INC COM 206186108 185 13669 SH DEFINED 1,3,4 13669 CONCORD EFS, INC. COM 206197105 4020 273383 SH DEFINED 1,3,4 273383 CONMED CORP. COM 207410101 1770 97011 SH DEFINED 1,3,4 97011 CONNETICS CORP. COM 208192104 1908 127438 SH DEFINED 1,3,4 127438 CONOCOPHILLIPS COM 20825C104 33045 602968 SH DEFINED 1,3,4 602968 CONSOLIDATED EDISON, INC. COM 209115104 5421 125071 SH DEFINED 1,3,4 125071 CONSOLIDATED GRAPHICS INC COM 209341106 239 10554 SH DEFINED 1,3,4 10554 CONSTELLATION BRANDS INC - A COM 21036P108 748 23857 SH DEFINED 1,3,4 23857 CONSTELLATION ENERGY GROUP COM 210371100 3182 92675 SH DEFINED 1,3,4 92675 CONVERGYS CORP. COM 212485106 1329 83027 SH DEFINED 1,3,4 83027 CONVERIUM HOLDING AG COM 21248N107 121 5190 SH DEFINED 1,3,4 5190 COOPER CAMERON CORP. COM 216640102 2215 43930 SH DEFINED 1,3,4 43930 COOPER COMPANIES, INC. COM 216648402 3690 106085 SH DEFINED 1,3,4 106085 COOPER TIRE & RUBBER COM 216831107 722 41478 SH DEFINED 1,3,4 41478 COORS (ADOLPH) CO. CLASS B COM 217016104 995 20341 SH DEFINED 1,3,4 20341 COPART INC. COM 217204106 217 23122 SH DEFINED 1,3,4 23122 CORINTHIAN COLLEGES, INC. COM 218868107 539 11073 SH DEFINED 1,3,4 11073 CORIXA CORP. COM 21887F100 4344 562071 SH DEFINED 1,3,4 562071 CORN PRODUCTS INTL, INC. COM 219023108 857 28518 SH DEFINED 1,3,4 28518 CORNING, INC. COM 219350105 7367 996720 SH DEFINED 1,3,4 996720 CORPORATE OFFICE PROPERTIES COM 22002T108 43 2500 SH DEFINED 1,3,4 2500 CORPORATE OFFICE PROPERTIES COM 22002T108 1913 113000 SH DEFINED 2,3,4 113000 COST PLUS INC/CALIFORNIA COM 221485105 604 16917 SH DEFINED 1,3,4 16917 COSTCO WHOLESALE CORP. COM 22160K105 9813 268227 SH DEFINED 1,3,4 268227 COUNTRYWIDE FINANCIAL CORP. COM 222372104 18798 270245 SH DEFINED 1,3,4 270245 COUSINS PROPERTIES, INC. COM 222795106 45 1600 SH DEFINED 1,3,4 1600 COUSINS PROPERTIES, INC. COM 222795106 3099 111100 SH DEFINED 2,3,4 111100 COVANCE INC. COM 222816100 281 15537 SH DEFINED 1,3,4 15537 COVENTRY HEALTH CARE COM 222862104 1655 35874 SH DEFINED 1,3,4 35874 CRANE CO. COM 224399105 741 33117 SH DEFINED 1,3,4 33117 CRAY INC COM 225223106 1963 248588 SH DEFINED 1,3,4 248588 CREDENCE SYSTEMS CORP. COM 225302108 135 15954 SH DEFINED 1,3,4 15954 CREDIT SUISSE GROUP COM 225401108 129 4900 SH DEFINED 1,3,4 4900 CREE, INC. COM 225447101 3397 208561 SH DEFINED 1,3,4 208561 CROMPTON CORPORATION COM 227116100 7722 1095716 SH DEFINED 1,3,4 1095716 CROSS A.T. & CO. COM 227478104 71 12031 SH DEFINED 1,3,4 12031 CRYOLIFE, INC. COM 228903100 158 15572 SH DEFINED 1,3,4 15572 CUBIC CORP COM 229669106 4201 188962 SH DEFINED 1,3,4 188962 CULLEN FROST BANKERS, INC. COM 229899109 3204 99828 SH DEFINED 1,3,4 99828 CUMMINS, INC. COM 231021106 828 23178 SH DEFINED 1,3,4 23178 CURATIVE HEALTH SERVICES INC. COM 231264102 168 9775 SH DEFINED 1,3,4 9775 CURTISS-WRIGHT CORP. COM 231561101 2753 43578 SH DEFINED 1,3,4 43578 CYMER, INC. COM 232572107 862 27341 SH DEFINED 1,3,4 27341 CYPRESS SEMICONDUCTOR CORP. COM 232806109 386 31857 SH DEFINED 1,3,4 31857 CYTEC INDUSTRIES, INC. COM 232820100 3686 108980 SH DEFINED 1,3,4 108980 CYTYC CORP. COM 232946103 297 28347 SH DEFINED 1,3,4 28347 DPL, INC. COM 233293109 508 31986 SH DEFINED 1,3,4 31986 DQE, INC. COM 23329J104 5659 375567 SH DEFINED 1,3,4 375567 DRS TECHNOLOGIES, INC. COM 23330X100 499 17755 SH DEFINED 1,3,4 17755 D R HORTON INC. COM 23331A109 1040 37147 SH DEFINED 1,3,4 37147 DST SYSTEMS INC. COM 233326107 11330 298190 SH DEFINED 1,3,4 298190 DSP GROUP, INC. COM 23332B106 5826 270698 SH DEFINED 1,3,4 270698 DTE ENERGY CO. COM 233331107 3642 94146 SH DEFINED 1,3,4 94146 DANA CORP. COM 235811106 1166 101504 SH DEFINED 1,3,4 101504 DANAHER CORP. COM 235851102 6851 100775 SH DEFINED 1,3,4 100775 DARDEN RESTAURANTS, INC. COM 237194105 1794 94458 SH DEFINED 1,3,4 94458 DATASCOPE CORP. COM 238113104 349 11694 SH DEFINED 1,3,4 11694 DAVITA, INC. COM 23918K108 2232 83420 SH DEFINED 1,3,4 83420 DEAN FOODS CO. COM 242370104 22422 711849 SH DEFINED 1,3,4 711849 DEERE & CO. COM 244199105 6131 134135 SH DEFINED 1,3,4 134135 DEL MONTE FOODS CO. COM 24522P103 8209 928585 SH DEFINED 1,3,4 928585 DELL COMPUTER CORP. COM 247025109 71955 2251236 SH DEFINED 1,3,4 2251236 DELPHI CORP. COM 247126105 2719 314990.00SH DEFINED 1,3,4 314990 DELPHI FINANCIAL GROUP - CLASS COM 247131105 756 16189 SH DEFINED 1,3,4 16189 DELTA & PINE LAND CO. COM 247357106 662 30112 SH DEFINED 1,3,4 30112 DELTA AIRLINES, INC. COM 247361108 1011 69213 SH DEFINED 1,3,4 69213 DELTIC TIMBER CORP. COM 247850100 267 9423 SH DEFINED 1,3,4 9423 DENBURY RESOURCES, INC. COM 247916208 6507 484561 SH DEFINED 1,3,4 484561 DELUXE CORP. COM 248019101 13420 299620 SH DEFINED 1,3,4 299620 DENDRITE INT'L, INC. COM 248239105 408 31828 SH DEFINED 1,3,4 31828 DENTSPLY INTERNATIONAL, INC. COM 249030107 19508 477029 SH DEFINED 1,3,4 477029 DEPARTMENT 56 COM 249509100 158 10358 SH DEFINED 1,3,4 10358 DEUTSCHE TELEKOM AG -SP ADR COM 251566105 221 14530 SH DEFINED 1,3,4 14530 DEVELOPERS DIVERS REALTY CORP. COM 251591103 6109 214744 SH DEFINED 1,3,4 214744 DEVELOPERS DIVERS REALTY CORP. COM 251591103 11207 394152 SH DEFINED 2,3,4 394152 DEVON ENERGY CORP. COM 25179M103 22228 416270 SH DEFINED 1,3,4 416270 DEVRY, INC. COM 251893103 414 17687 SH DEFINED 1,3,4 17687 DIAGNOSTIC PRODUCTS CORP. COM 252450101 929 22687 SH DEFINED 1,3,4 22687 DIAL CORPORATION COM 25247D101 21514 1105749 SH DEFINED 1,3,4 1105749 DIEBOLD, INC. COM 253651103 13029 301258 SH DEFINED 1,3,4 301258 DIGI INT'L, INC. COM 253798102 94 15949 SH DEFINED 1,3,4 15949 DIGITAL RIVER, INC. COM 25388B104 5152 266980 SH DEFINED 1,3,4 266980 DIME COMMUNITY BANCORP COM 253922108 5839 229531 SH DEFINED 1,3,4 229531 DILLARDS DEPT STORES INC. COM 254067101 634 47344 SH DEFINED 1,3,4 47344 DIMON, INC. COM 254394109 250 35425 SH DEFINED 1,3,4 35425 DIONEX CORP. COM 254546104 658 16553 SH DEFINED 1,3,4 16553 DISNEY (WALT) CO. COM 254687106 22805 1154748 SH DEFINED 1,3,4 1154748 DOCUMENTUM, INC. COM 256159104 3732 189700 SH DEFINED 1,3,4 189700 DOLLAR GENERAL COM 256669102 4476 245332 SH DEFINED 1,3,4 245332 DOLLAR TREE STORES, INC. COM 256747106 1881 59236 SH DEFINED 1,3,4 59236 DOMINION HOMES, INC. COM 257386102 1077 45081 SH DEFINED 1,3,4 45081 DOMINION RESOURCES, INC. COM 25746U109 11347 176645 SH DEFINED 1,3,4 176645 DONALDSON CO., INC. COM 257651109 487 10992 SH DEFINED 1,3,4 10992 DONNELLEY (R.R.) & SONS CO. COM 257867101 1658 63535 SH DEFINED 1,3,4 63535 DORAL FINANCIAL CORP. COM 25811P100 10893 243938 SH DEFINED 1,3,4 243938 DOVER CORP. COM 260003108 16615 554657 SH DEFINED 1,3,4 554657 DOW CHEMICAL CO. COM 260543103 15899 513597 SH DEFINED 1,3,4 513597 DOW JONES & CO., INC. COM 260561105 1962 45666 SH DEFINED 1,3,4 45666 DOWNEY FINANCIAL CORP. COM 261018105 912 22118 SH DEFINED 1,3,4 22118 DRESS BARN, INC. COM 261570105 293 23097 SH DEFINED 1,3,4 23097 DREYER'S GRAND ICE CREAM HOLDI COM 261877104 695 8873 SH DEFINED 1,3,4 8873 DRIL-QUIP COM 262037104 247 13695 SH DEFINED 1,3,4 13695 E.I. DUPONT CO. COM 263534109 37848 909111 SH DEFINED 1,3,4 909111 DUANE READE, INC. COM 263578106 281 19037 SH DEFINED 1,3,4 19037 DUKE POWER CO. COM 264399106 10077 505335 SH DEFINED 1,3,4 505335 DUKE REALTY CORP. COM 264411505 30 1100 SH DEFINED 1,3,4 1100 DUKE REALTY CORP. COM 264411505 1228 44500 SH DEFINED 2,3,4 44500 DUN & BRADSTREET CORP. COM 26483E100 26165 636559 SH DEFINED 1,3,4 636559 DUPONT PHOTOMASKS, INC. COM 26613X101 270 14305 SH DEFINED 1,3,4 14305 DYCOM INDUSTRIES, INC. COM 267475101 199 12105 SH DEFINED 1,3,4 12105 DYNEGY INC. COM 26816Q101 874 208810 SH DEFINED 1,3,4 208810 EGL INC. COM 268484102 176 11917 SH DEFINED 1,3,4 11917 EMC CORP. COM 268648102 14442 1379792 SH DEFINED 1,3,4 1379792 ENSCO INTERNATIONAL, INC. COM 26874Q100 1016 37786 SH DEFINED 1,3,4 37786 ENI SPA COM 26874R108 266 3502 SH DEFINED 1,3,4 3502 EOG RESOURCES, INC. COM 26875P101 8297 198305 SH DEFINED 1,3,4 198305 E.ON AG COM 268780103 402 7827 SH DEFINED 1,3,4 7827 ESS TECHNOLOGY COM 269151106 300 30601 SH DEFINED 1,3,4 30601 E TRADE GROUP, INC. COM 269246104 1800 211369 SH DEFINED 1,3,4 211369 EAST WEST BANCORP, INC. COM 27579R104 2113 58440 SH DEFINED 1,3,4 58440 EASTMAN CHEMICAL CO. COM 277432100 1372 43374 SH DEFINED 1,3,4 43374 EASTMAN KODAK CO. COM 277461109 11692 427473 SH DEFINED 1,3,4 427473 EATON CORP. COM 278058102 6754 85913 SH DEFINED 1,3,4 85913 EATON VANCE CORP. COM 278265103 554 17511 SH DEFINED 1,3,4 17511 EBAY, INC. COM 278642103 18764 180117 SH DEFINED 1,3,4 180117 ECOLAB, INC. COM 278865100 3779 147651 SH DEFINED 1,3,4 147651 EDGE TECHNOLOGIES COM 27985*201 6240 1819200 SH DEFINED 3,4 1819200 EDISON INTERNATIONAL COM 281020107 32079 1952251 SH DEFINED 1,3,4 1952251 EDO CORP. COM 281347104 278 15611 SH DEFINED 1,3,4 15611 EDUCATION MANAGEMENT CORP. COM 28139T101 479 9019 SH DEFINED 1,3,4 9019 EDWARDS (A.G.), INC. COM 281760108 696 20269 SH DEFINED 1,3,4 20269 EDWARDS LIFESCIENCES CORP., IN COM 28176E108 32069 997962 SH DEFINED 1,3,4 997962 EFUNDS CORP. COM 28224R101 427 37023 SH DEFINED 1,3,4 37023 EL PASO CORP. COM 28336L109 2716 336057 SH DEFINED 1,3,4 336057 EL PASO ELECTRIC CO. COM 283677854 481 38885 SH DEFINED 1,3,4 38885 ELECTRO SCIENTIFIC INDS, INC. COM 285229100 334 21952 SH DEFINED 1,3,4 21952 ELECTRONIC ARTS, INC. COM 285512109 9178 124011 SH DEFINED 1,3,4 124011 ELECTRONIC DATA SYSTEMS CORP. COM 285661104 5757 268420 SH DEFINED 1,3,4 268420 ELECTRONICS BOUTIQUE HLDGS COM 286045109 3709 160551 SH DEFINED 1,3,4 160551 ELECTRONICS FOR IMAGING, INC. COM 286082102 4410 217565 SH DEFINED 1,3,4 217565 ELIZABETH ARDEN INC. COM 28660G106 1121 84889 SH DEFINED 1,3,4 84889 ELKCORP COM 287456107 350 15465 SH DEFINED 1,3,4 15465 EMBRAER AIRCRAFT CORP. COM 29081M102 1587 83059 SH DEFINED 1,3,4 83059 EMCOR GROUP INC. COM 29084Q100 4072 82504 SH DEFINED 1,3,4 82504 EMERSON ELECTRIC CO. COM 291011104 12318 240987 SH DEFINED 1,3,4 240987 EMMIS COMMUNICATIONS - CL A COM 291525103 2007 87478 SH DEFINED 1,3,4 87478 EMULEX CORP. COM 292475209 23337 1024888 SH DEFINED 1,3,4 1024888 ENCOR ACQUISITION CO. COM 29255W100 1032 53873 SH DEFINED 1,3,4 53873 ENDESA -ADR COM 29258N107 138 8460 SH DEFINED 1,3,4 8460 ENDO PHARMACEUTICALS HLDGS COM 29264F205 7283 430344 SH DEFINED 1,3,4 430344 ENERGEN CORP. COM 29265N108 10851 325927 SH DEFINED 1,3,4 325927 ENERGY EAST CORP. COM 29266M109 765 36790 SH DEFINED 1,3,4 36790 ENERGIZER HOLDINGS, INC. COM 29266R108 16570 527765 SH DEFINED 1,3,4 527765 ENGELHARD CORP. COM 292845104 1744 70416 SH DEFINED 1,3,4 70416 ENGINEERED SUPPORT SYSTEMS COM 292866100 13014 310948 SH DEFINED 1,3,4 310948 ENESCO GROUP INC. COM 292973104 76 11057 SH DEFINED 1,3,4 11057 ENTEGRIS, INC. COM 29362U104 2512 186987 SH DEFINED 1,3,4 186987 ENTERCOM COMMUNICATIONS CORP COM 293639100 634 12966 SH DEFINED 1,3,4 12966 ENTERGY CORP. COM 29364G103 41152 779620 SH DEFINED 1,3,4 779620 ENTERTAINMENT PROPERTIES TR COM 29380T105 2056 71500 SH DEFINED 2,3,4 71500 ENTERTAINMENT PROPERTIES TR COM 29380T105 4033 140134 SH DEFINED 1,3,4 140134 ENZON PHARMACEUTICALS, INC. COM 293904108 1127 90000 SH DEFINED 1,3,4 90000 ENZO BIOCHEM, INC. COM 294100102 503 23670 SH DEFINED 1,3,4 23670 EPLUS, INC. COM 294268107 1442 135372 SH DEFINED 1,3,4 135372 EQUIFAX, INC. COM 294429105 3658 140679 SH DEFINED 1,3,4 140679 EQUITABLE RESOURCES, INC. COM 294549100 9271 227655 SH DEFINED 1,3,4 227655 EQUITY OFFICE PROPERTIES COM 294741103 6352 235169 SH DEFINED 1,3,4 235169 EQUITY OFFICE PROPERTIES COM 294741103 11433 423369 SH DEFINED 2,3,4 423369 EQUITY RESIDENTIAL COM 29476L107 4132 159073 SH DEFINED 1,3,4 159073 EQUITY RESIDENTIAL COM 29476L107 7823 301500 SH DEFINED 2,3,4 301500 ERICSSON (LM) TEL COM 294821608 69 6500 SH DEFINED 1,3,4 6500 ESSEX PROPERTY TRUST INC COM 297178105 955 16644 SH DEFINED 1,3,4 16644 ESTERLINE TECHOLOGIES COM 297425100 287 16493 SH DEFINED 1,3,4 16493 ETHAN ALLEN INTERIORS INC COM 297602104 1033 29389 SH DEFINED 1,3,4 29389 EVERGREEN RES INC. COM 299900308 832 15315 SH DEFINED 1,3,4 15315 EVERGREEN MARINE CORP.-144A COM 300246105 563 79280 SH DEFINED 1,3,4 79280 EXAR CORP COM 300645108 503 31675 SH DEFINED 1,3,4 31675 EXELON CORPORATION. COM 30161N101 41824 699284 SH DEFINED 1,3,4 699284 EXPEDITORS INT'L WASH, INC. COM 302130109 915 26412 SH DEFINED 1,3,4 26412 EXPRESS SCRIPTS, INC. - CL A COM 302182100 2171 31750 SH DEFINED 1,3,4 31750 EXPRESSJET HOLDINGS, INC. COM 30218U108 4846 320960 SH DEFINED 1,3,4 320960 EXTENDED STAY AMERICA, INC. COM 30224P101 321 23774 SH DEFINED 1,3,4 23774 EXXON MOBIL CORP. COM 30231G102 233075 6490278 SH DEFINED 1,3,4 6490278 FEI COMPANY COM 30241L109 488 26026 SH DEFINED 1,3,4 26026 FLIR SYSTEMS, INC. COM 302445101 3750 124404 SH DEFINED 1,3,4 124404 FMC CORP. COM 302491303 202 8896 SH DEFINED 1,3,4 8896 FMC TECHNOLOGIES, INC. COM 30249U101 5469 259767 SH DEFINED 1,3,4 259767 FPL GROUP, INC. COM 302571104 18819 281534 SH DEFINED 1,3,4 281534 FACTSET RESEARCH SYSTEMS, INC. COM 303075105 1164 26439 SH DEFINED 1,3,4 26439 FAIR ISAAC CORPORATION COM 303250104 9129 177414 SH DEFINED 1,3,4 177414 FAIRCHILD SEMICON INTL CL-A COM 303726103 377 29640 SH DEFINED 1,3,4 29640 FAMILY DOLLAR STORES COM 307000109 3689 96696 SH DEFINED 1,3,4 96696 FASTENAL CO. COM 311900104 5706 168186 SH DEFINED 1,3,4 168186 FEDDERS CORP. COM 313135501 70 23469 SH DEFINED 1,3,4 23469 FREDDIE MAC COM 313400301 19999 393940 SH DEFINED 1,3,4 393940 FANNIE MAE COM 313586109 60322 894486 SH DEFINED 1,3,4 894486 FEDERAL REALTY INVESTMENT TRUS COM 313747206 5197 162402 SH DEFINED 1,3,4 162402 FEDERAL SIGNAL CORP. COM 313855108 210 12131 SH DEFINED 1,3,4 12131 FEDERATED DEPARTMENT STORES COM 31410H101 3875 105258 SH DEFINED 1,3,4 105258 FEDERATED INVESTORS, INC. - CL COM 314211103 9624 350961 SH DEFINED 1,3,4 350961 FEDEX CORPORATION COM 31428X106 31649 510280 SH DEFINED 1,3,4 510280 FERRO CORP. COM 315405100 228 10291 SH DEFINED 1,3,4 10291 FIDELITY NATIONAL FINL, INC. COM 316326107 59664 1939649 SH DEFINED 1,3,4 1939649 FIFTH THIRD BANCORP COM 316773100 38888 678222 SH DEFINED 1,3,4 678222 FILENET CORP. COM 316869106 2213 122411 SH DEFINED 1,3,4 122411 FINANCIAL FEDERAL CORP COM 317492106 361 14667 SH DEFINED 1,3,4 14667 FINLAY ENTERPRISES, INC. COM 317884203 2056 124050 SH DEFINED 1,3,4 124050 FIRST AMERICAN CORPORATION COM 318522307 14781 561054 SH DEFINED 1,3,4 561054 FIRST BANCORP/PUERTO RICO COM 318672102 869 31681 SH DEFINED 1,3,4 31681 FIRST FEDERAL CAPITAL COM 319960100 3673 185035 SH DEFINED 1,3,4 185035 FIRST DATA CORP. COM 319963104 20190 487335 SH DEFINED 1,3,4 487335 FIRST ESSEX BANCORP, INC. COM 320103104 2518 53400 SH DEFINED 1,3,4 53400 FIRST FINANCIAL HOLDINGS INC. COM 320239106 2753 101849 SH DEFINED 1,3,4 101849 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 992 31410 SH DEFINED 1,3,4 31410 FIRST MIDWEST BANCORP, INC. COM 320867104 5471 189854 SH DEFINED 1,3,4 189854 FIRST HEALTH COM 320960107 668 24109 SH DEFINED 1,3,4 24109 FIRST NIAGARA FINANCIAL GROUP, COM 33582V108 4149 297136 SH DEFINED 1,3,4 297136 FIRST REPUBLIC BANK COM 336158100 3392 127636 SH DEFINED 1,3,4 127636 FIRST TENNESSEE NATIONAL CORP. COM 337162101 34104 776646 SH DEFINED 1,3,4 776646 FIRST VIRGINIA BANKS, INC. COM 337477103 750 17342 SH DEFINED 1,3,4 17342 FISERV, INC. COM 337738108 3858 108427 SH DEFINED 1,3,4 108427 FIRSTFED FINANCIAL CORP COM 337907109 3439 97371 SH DEFINED 1,3,4 97371 FIRSTMERIT CORP. COM 337915102 491 21359 SH DEFINED 1,3,4 21359 FLAGSTAR BANCORP INC. COM 337930101 3261 133453 SH DEFINED 1,3,4 133453 FIRSTENERGY CORP. COM 337932107 6416 166878 SH DEFINED 1,3,4 166878 FISHER SCIENTIFIC INTL COM 338032204 507 14537 SH DEFINED 1,3,4 14537 FLEET BOSTON FINANCIAL CORP. COM 339030108 17523 589896.00SH DEFINED 1,3,4 589896 FLEETWOOD ENTERPRISES, INC. COM 339099103 209 28458 SH DEFINED 1,3,4 28458 FLORIDA ROCK INDS COM 341140101 936 22663 SH DEFINED 1,3,4 22663 FLUOR CORP.(NEW) COM 343412102 4395 130572 SH DEFINED 1,3,4 130572 FLOWERS FOODS, INC. COM 343498101 705 35697 SH DEFINED 1,3,4 35697 FLOWSERVE CORP. COM 34354P105 277 13964 SH DEFINED 1,3,4 13964 FLUSHING FINANCIAL CORP. COM 343873105 1091 49121 SH DEFINED 1,3,4 49121 FOMENTO ECONOMICO MEXICANO B ( COM 344419106 1492 36256 SH DEFINED 1,3,4 36256 FOOTSTAR INC. COM 344912100 209 15964 SH DEFINED 1,3,4 15964 FORD MOTOR CO. COM 345370860 24186 2200933 SH DEFINED 1,3,4 2200933 FOREST LABORATORIES -CI A COM 345838106 39483 721241 SH DEFINED 1,3,4 721241 FOREST OIL CORP. COM 346091705 6318 251469 SH DEFINED 1,3,4 251469 FORTUNE BRANDS, INC. COM 349631101 18156 347846 SH DEFINED 1,3,4 347846 FORWARD AIR CORPORATION COM 349853101 427 16822 SH DEFINED 1,3,4 16822 FOSSIL, INC. COM 349882100 869 36818 SH DEFINED 1,3,4 36818 4KIDS ENTERTAINMENT, INC. COM 350865101 191 10402 SH DEFINED 1,3,4 10402 FOX ENTERTAINMENT GRP, INC. A COM 35138T107 15997 555777 SH DEFINED 1,3,4 555777 FRANKLIN RESOURCES, INC. COM 354613101 5555 142212 SH DEFINED 1,3,4 142212 FRED'S INC. COM 356108100 758 20378 SH DEFINED 1,3,4 20378 FREEPORT MCMORAN, INC. COM 35671D857 23665 965889 SH DEFINED 1,3,4 965889 FREMONT GENERAL CORP. COM 357288109 823 59978 SH DEFINED 1,3,4 59978 FRONTIER AIRLINES, INC. COM 359065109 213 23488 SH DEFINED 1,3,4 23488 FRONTIER OIL CORP. COM 35914P105 313 20695 SH DEFINED 1,3,4 20695 FULLER (H.B.) CO. COM 359694106 495 22476 SH DEFINED 1,3,4 22476 FURNITURE BRANDS INTL, INC. COM 360921100 2935 112436 SH DEFINED 1,3,4 112436 G & K SERVICES, INC. COM 361268105 487 16420 SH DEFINED 1,3,4 16420 GATX CORP. COM 361448103 200 12404 SH DEFINED 1,3,4 12404 GBC BANCORP COM 361475106 353 9151 SH DEFINED 1,3,4 9151 GABLES RESIDENTIAL TRUST COM 362418105 588 19463 SH DEFINED 1,3,4 19463 GALLAGHER (ARTHUR J.) & CO. COM 363576109 14034 515734 SH DEFINED 1,3,4 515734 GAMESTOP CORP. COM 36466R101 16844 1303749 SH DEFINED 1,3,4 1303749 GANNETT CO., INC. COM 364730101 11581 150779 SH DEFINED 1,3,4 150779 GAP, INC., THE COM 364760108 10724 571817 SH DEFINED 1,3,4 571817 GARDNER DENVER, INC. COM 365558105 258 12707 SH DEFINED 1,3,4 12707 GARTS SPORTS CO COM 366630101 1144 40327 SH DEFINED 1,3,4 40327 GARTNER, INC. COM 366651107 6402 844507 SH DEFINED 1,3,4 844507 GARTNER INC - CL B COM 366651206 151 20167 SH DEFINED 1,3,4 20167 GATEWAY, INC. COM 367626108 651 181022 SH DEFINED 1,3,4 181022 OAO GAZPROM-144A COM 368287108 2957 157940 SH DEFINED 1,3,4 157940 GENCORP, INC. COM 368682100 307 34450 SH DEFINED 1,3,4 34450 GENE LOGIC, INC. COM 368689105 1082 181500 SH DEFINED 1,3,4 181500 GENERAL COMMUNICATIONS COM 369385109 381 44278 SH DEFINED 1,3,4 44278 GENERAL DYNAMICS CORP. COM 369550108 8019 110654 SH DEFINED 1,3,4 110654 GENERAL ELECTRIC CO. COM 369604103 215861 7526765 SH DEFINED 1,3,4 7526765 GENERAL GROWTH PROPERTIES COM 370021107 300 4800 SH DEFINED 1,3,4 4800 GENERAL GROWTH PROPERTIES COM 370021107 13391 214500 SH DEFINED 2,3,4 214500 GENERAL MILLS, INC. COM 370334104 10705 225772 SH DEFINED 1,3,4 225772 GENERAL MOTORS CORP. COM 370442105 11324 314741 SH DEFINED 1,3,4 314741 GENESCO INC. COM 371532102 303 17219 SH DEFINED 1,3,4 17219 GENESIS HEALTH VENTURES COM 37183F107 2637 149470 SH DEFINED 1,3,4 149470 GENESIS MICROCHIP, INC. COM 37184C103 6065 447685 SH DEFINED 1,3,4 447685 GENTEX CORP. COM 371901109 9446 308571 SH DEFINED 1,3,4 308571 GENLYTE GROUP, INC. COM 372302109 1357 38820 SH DEFINED 1,3,4 38820 GENUINE PARTS CO. COM 372460105 3121 97483 SH DEFINED 1,3,4 97483 GENZYME CORP. COM 372917104 7454 178225 SH DEFINED 1,3,4 178225 GEORGIA GULF COM 373200203 6282 317135 SH DEFINED 1,3,4 317135 GEORGIA PACIFIC GROUP COM 373298108 2672 140769 SH DEFINED 1,3,4 140769 GERBER SCIENTIFIC, INC. COM 373730100 116 17545 SH DEFINED 1,3,4 17545 GETTY IMAGES, INC. COM 374276103 723 17500 SH DEFINED 1,3,4 17500 GETTY REALTY CORP. COM 374297109 2526 113200 SH DEFINED 1,3,4 113200 GIBRALTAR STEEL CORP. COM 37476F103 1682 82060 SH DEFINED 1,3,4 82060 GILEAD SCIENCES, INC. COM 375558103 6431 115697 SH DEFINED 1,3,4 115697 GILLETTE CO., THE COM 375766102 18464 579769 SH DEFINED 1,3,4 579769 GLATFELTER COM 377316104 163 11048 SH DEFINED 1,3,4 11048 GLAXOSMITHKLINE PLC COM 37733W105 235 5810 SH DEFINED 1,3,4 5810 GLENBOROUGH REALTY TRUST INC COM 37803P105 421 22009 SH DEFINED 1,3,4 22009 GLIMCHER REALTY TRUST COM 379302102 806 36046 SH DEFINED 1,3,4 36046 GLOBAL IMAGING SYSTEMS, INC. COM 37934A100 9598 414336 SH DEFINED 1,3,4 414336 GLOBAL PAYMENTS, INC. COM 37940X102 13672 385037 SH DEFINED 1,3,4 385037 GLOBESPANVIRATA, INC. COM 37957V106 3033 367378 SH DEFINED 1,3,4 367378 GOLD BANC CORPORATION, INC. COM 379907108 5038 479590 SH DEFINED 1,3,4 479590 GOLDEN WEST FINANCIAL CORP. COM 381317106 13754 171937 SH DEFINED 1,3,4 171937 GOLDMAN SACHS GROUP INC. COM 38141G104 41092 490620 SH DEFINED 1,3,4 490620 GOODRICH CORP. COM 382388106 1381 65823 SH DEFINED 1,3,4 65823 GOODYEAR TIRE & RUBBER CO. COM 382550101 506 98498 SH DEFINED 1,3,4 98498 GOODYS FAMILY CLOTHING, INC. COM 382588101 223 25787 SH DEFINED 1,3,4 25787 GRACO, INC. COM 384109104 10809 337946 SH DEFINED 1,3,4 337946 GRAINGER (W.W.), INC. COM 384802104 2395 51236 SH DEFINED 1,3,4 51236 GRANITE CONSTRUCTION, INC. COM 387328107 199 10503 SH DEFINED 1,3,4 10503 GRANT PRIDECO, INC. COM 38821G101 359 30696 SH DEFINED 1,3,4 30696 GREAT ATLANTIC & PACIFIC TEA C COM 390064103 269 30502 SH DEFINED 1,3,4 30502 GREAT LAKES CHEMICAL COM 390568103 563 28055 SH DEFINED 1,3,4 28055 GREAT PLAINS ENERGY, INC. COM 391164100 1214 42083 SH DEFINED 1,3,4 42083 GREATER BAY BANCORP COM 391648102 9505 465446 SH DEFINED 1,3,4 465446 GREEN MOUNTAIN POWER CORP. COM 393154109 79 3930 SH DEFINED 1,3,4 3930 GREENPOINT FINANCIAL COM 395384100 7899 155061 SH DEFINED 1,3,4 155061 GRIFFON CORP. COM 398433102 8721 545454 SH DEFINED 1,3,4 545454 GROUP 1 AUTOMOTIVE INC. COM 398905109 578 17782 SH DEFINED 1,3,4 17782 GTECH HOLDINGS CORP. COM 400518106 34118 906156 SH DEFINED 1,3,4 906156 GRUPO FINANCIERO BBVA COM 40051M204 116 6800 SH DEFINED 1,3,4 6800 GUIDANT CORP. COM 401698105 26513 597278 SH DEFINED 1,3,4 597278 GUITAR CENTER, INC. COM 402040109 4774 164592 SH DEFINED 1,3,4 164592 GYMBOREE CORP. COM 403777105 1120 66656 SH DEFINED 1,3,4 66656 HCA, INC. COM 404119109 9202 287178 SH DEFINED 1,3,4 287178 HCC INSURANCE HOLDINGS, INC. COM 404132102 472 15878 SH DEFINED 1,3,4 15878 HSBC HOLDINGS PLC COM 404280406 280 4715 SH DEFINED 1,3,4 4715 HAEMONETICS CORP/MASS COM 405024100 359 19063 SH DEFINED 1,3,4 19063 HAGGAR CORP. COM 405173105 62 5081 SH DEFINED 1,3,4 5081 HAIN CELESTIAL GROUP, INC. COM 405217100 431 26967 SH DEFINED 1,3,4 26967 HALLIBURTON CO. COM 406216101 6349 275852 SH DEFINED 1,3,4 275852 HANCOCK FABRICS, INC. COM 409900107 233 14642 SH DEFINED 1,3,4 14642 JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 25495 829551 SH DEFINED 1,3,4 829551 HANGER ORTHOPEDIC GRP. COM 41043F208 4756 415450 SH DEFINED 1,3,4 415450 HANOVER COMPRESSOR CO. COM 410768105 190 16852 SH DEFINED 1,3,4 16852 HARLAND (JOHN H.) CO. COM 412693103 5903 225593 SH DEFINED 1,3,4 225593 HARLEY-DAVIDSON INC. COM 412822108 30458 764021 SH DEFINED 1,3,4 764021 HARMAN INTERNATIONAL COM 413086109 2022 25496 SH DEFINED 1,3,4 25496 HARMONIC. INC. COM 413160102 191 47882 SH DEFINED 1,3,4 47882 HARRAH'S ENTERTAINMENT COM 413619107 18346 455878 SH DEFINED 1,3,4 455878 HARRIS CORP. COM 413875105 503 16803 SH DEFINED 1,3,4 16803 HARSCO CORP. COM 415864107 369 10254 SH DEFINED 1,3,4 10254 HARTE HANKS INC. COM 416196103 425 22303 SH DEFINED 1,3,4 22303 HARTFORD FINANCIAL SVCS. GROUP COM 416515104 19034 377932 SH DEFINED 1,3,4 377932 HASBRO, INC. COM 418056107 8206 468989 SH DEFINED 1,3,4 468989 HAVERTY FURNITURE COM 419596101 303 17294 SH DEFINED 1,3,4 17294 HAWAIIAN ELECTRIC INDS COM 419870100 429 9388 SH DEFINED 1,3,4 9388 HEALTH MANAGEMNT ASSOC. COM 421933102 19158 1038526 SH DEFINED 1,3,4 1038526 HEALTHCARE REALTY TRUST, INC. COM 421946104 771 26426 SH DEFINED 1,3,4 26426 HEALTHCARE REALTY TRUST, INC. COM 421946104 1801 61700 SH DEFINED 2,3,4 61700 HEALTH CARE REIT INC. COM 42217K106 1708 56000 SH DEFINED 2,3,4 56000 HEALTH CARE REIT INC. COM 42217K106 4345 142464 SH DEFINED 1,3,4 142464 HEALTH NET, INC COM 42222G108 7637 231768 SH DEFINED 1,3,4 231768 HEARTLAND EXPRESS, INC. COM 422347104 10105 454095 SH DEFINED 1,3,4 454095 HEIDRICK & STRUGGLES INTL. COM 422819102 178 14378 SH DEFINED 1,3,4 14378 HEINZ (H.J.) CO. COM 423074103 6499 196992 SH DEFINED 1,3,4 196992 HELIX TECHNOLOGY CORP. COM 423319102 273 20672 SH DEFINED 1,3,4 20672 HELMERICH & PAYNE, INC. COM 423452101 372 12649 SH DEFINED 1,3,4 12649 HENRY (JACK) & ASSOCIATES COM 426281101 395 22213 SH DEFINED 1,3,4 22213 HERCULES, INC. COM 427056106 5636 570250 SH DEFINED 1,3,4 570250 HERLEY INDUSTRIES, INC. COM 427398102 1789 105346 SH DEFINED 1,3,4 105346 HERSHEY FOODS CORP. COM 427866108 7216 103640 SH DEFINED 1,3,4 103640 HEWLETT-PACKARD CO. COM 428236103 64321 3019563 SH DEFINED 1,3,4 3019563 HIBERNIA CORP. - CL A COM 428656102 18630 1025828 SH DEFINED 1,3,4 1025828 HILB ROGAL & HAMILTON CO. COM 431294107 10786 316875 SH DEFINED 1,3,4 316875 HILLENBRAND INDUSTRIES COM 431573104 19107 378736 SH DEFINED 1,3,4 378736 HILTON HOTELS CORP. COM 432848109 2703 211837 SH DEFINED 1,3,4 211837 HINES HORTICULTURE, INC. COM 433245107 676 423422 SH DEFINED 1,3,4 423422 HISPANIC BROADCASTING - CL A COM 43357B104 700 27528 SH DEFINED 1,3,4 27528 HOLLYWOOD ENTERTAINMENT CORP. COM 436141105 6413 372641 SH DEFINED 1,3,4 372641 HOLOGIC INC. COM 436440101 206 15591 SH DEFINED 1,3,4 15591 HOME DEPOT, INC. COM 437076102 44243 1335739 SH DEFINED 1,3,4 1335739 HOME PROPERTIES OF NY INC COM 437306103 1131 32101 SH DEFINED 1,3,4 32101 HOME PROPERTIES OF NY INC COM 437306103 4077 115700 SH DEFINED 2,3,4 115700 HON HAI PRECISION-144A COM 438090102 92 12246 SH DEFINED 1,3,4 12246 HON INDUSTRIES, INC. COM 438092108 450 14706 SH DEFINED 1,3,4 14706 HONDA MOTOR CO LTD COM 438128308 145 7668 SH DEFINED 1,3,4 7668 HONEYWELL INTERNATIONAL, INC. COM 438516106 12913 481121 SH DEFINED 1,3,4 481121 HOOPER HOLMES, INC. COM 439104100 332 51236 SH DEFINED 1,3,4 51236 HORACE MANN EDUCATORS COM 440327104 177 10795 SH DEFINED 1,3,4 10795 HORMEL FOODS CORP. COM 440452100 834 35000 SH DEFINED 1,3,4 35000 HOSPITALITY PROPERTIES TR COM 44106M102 497 15821 SH DEFINED 1,3,4 15821 HOST MARRIOTT CORP. COM 44107P104 84 9075 SH DEFINED 1,3,4 9075 HOST MARRIOTT CORP. COM 44107P104 3723 406925 SH DEFINED 2,3,4 406925 HOT TOPIC, INC. COM 441339108 670 24958 SH DEFINED 1,3,4 24958 HOUSTON EXPLORATION CO. COM 442120101 6672 192469 SH DEFINED 1,3,4 192469 HUBBELL, INC. - CL B COM 443510201 495 14992 SH DEFINED 1,3,4 14992 HUDSON UNITED BANCORP COM 444165104 13524 396008 SH DEFINED 1,3,4 396008 HUFFY CORP. COM 444356109 78 11652 SH DEFINED 1,3,4 11652 HUGHES SUPPLY, INC. COM 444482103 643 18556 SH DEFINED 1,3,4 18556 HUMANA, INC. COM 444859102 1933 128288 SH DEFINED 1,3,4 128288 HUNT (JB) TRANSPRT SVCS, INC. COM 445658107 2567 67987 SH DEFINED 1,3,4 67987 HUNTINGTON BANCSHARES, INC. COM 446150104 2507 128323 SH DEFINED 1,3,4 128323 HUTCHINSON TECHNOLOGY, INC. COM 448407106 5432 165209 SH DEFINED 1,3,4 165209 HYDRIL CO. COM 448774109 489 17928 SH DEFINED 1,3,4 17928 ICN PHARMACEUTICALS, INC. COM 448924100 3762 224519 SH DEFINED 1,3,4 224519 HYPERION SOLUTIONS CORP. COM 44914M104 4176 123731 SH DEFINED 1,3,4 123731 ICOS CORP. COM 449295104 3150 85700 SH DEFINED 1,3,4 85700 ICU MEDICAL, INC. COM 44930G107 4455 143055 SH DEFINED 1,3,4 143055 IDEC PHARMACEUTICALS CORP. COM 449370105 1334 39210 SH DEFINED 1,3,4 39210 IHOP CORP. COM 449623107 535 16978 SH DEFINED 1,3,4 16978 IMC GLOBAL, INC. COM 449669100 194 29108 SH DEFINED 1,3,4 29108 IMCO RECYCLING, INC. COM 449681105 80 12115 SH DEFINED 1,3,4 12115 IMS HEALTH, INC. COM 449934108 26426 1468467 SH DEFINED 1,3,4 1468467 ITC-144A COM 450318100 1519 88033 SH DEFINED 1,3,4 88033 ISTAR FINANCIAL, INC. COM 45031U101 10241 280540 SH DEFINED 1,3,4 280540 ITT EDUCATIONAL SERVICES, INC. COM 45068B109 1037 35459 SH DEFINED 1,3,4 35459 IBERIABANK CORP COM 450828108 944 19354 SH DEFINED 1,3,4 19354 ITT INDUSTRIES, INC. COM 450911102 16132 246379 SH DEFINED 1,3,4 246379 IDACORP, INC. COM 451107106 252 9657 SH DEFINED 1,3,4 9657 IDEX CORP. COM 45167R104 936 25734 SH DEFINED 1,3,4 25734 IDEXX LABS, INC. COM 45168D104 4376 130456 SH DEFINED 1,3,4 130456 IKON OFFICE SOLUTIONS, INC. COM 451713101 1878 211160 SH DEFINED 1,3,4 211160 IDENTIX, INC. COM 451906101 792 125148 SH DEFINED 1,3,4 125148 ILEX ONCOLOGY, INC. COM 451923106 2945 151771 SH DEFINED 1,3,4 151771 ILLINOIS TOOL WORKS, INC. COM 452308109 25936 393853 SH DEFINED 1,3,4 393853 IMATION CORP. COM 45245A107 4259 112617 SH DEFINED 1,3,4 112617 IMAGISTICS INTL INC COM 45247T104 5355 207409 SH DEFINED 1,3,4 207409 IMMUCOR, INC. COM 452526106 2820 129425 SH DEFINED 1,3,4 129425 IMPATH, INC. COM 45255G101 181 13025 SH DEFINED 1,3,4 13025 IMPERIAL TOBACCO GROUP- ADR COM 453142101 191 5300 SH DEFINED 1,3,4 5300 INAMED CORP COM 453235103 10057 187317 SH DEFINED 1,3,4 187317 INCO, LTD. COM 453258402 7 369 SH DEFINED 1,3,4 369 INDEPENDANCE COMMUNITY BANK COM 453414104 8054 285431 SH DEFINED 1,3,4 285431 INDEPENDENT BANK CORP - MASS. COM 453836108 777 34515 SH DEFINED 1,3,4 34515 INDYMAC BANCORP, INC. COM 456607100 10202 401027 SH DEFINED 1,3,4 401027 INFINEON TECHNOLOGIES COM 45662N103 108 11220 SH DEFINED 1,3,4 11220 INET TECHNOLOGIES, INC. COM 45662V105 1593 159817 SH DEFINED 1,3,4 159817 INFOCUS CORPORATION. COM 45665B106 46 9951 SH DEFINED 1,3,4 9951 INFORMATION HOLDINGS, INC. COM 456727106 310 16999 SH DEFINED 1,3,4 16999 ING GROEP NV COM 456837103 141 8050 SH DEFINED 1,3,4 8050 INGRAM MICRO, INC. COM 457153104 936 84990 SH DEFINED 1,3,4 84990 INPUT/OUTPUT, INC. COM 457652105 217 40586 SH DEFINED 1,3,4 40586 INSIGHT ENTERPRISES, INC. COM 45765U103 368 36538 SH DEFINED 1,3,4 36538 INSITUFORM TECNOL, INC. - CI A COM 457667103 370 20959 SH DEFINED 1,3,4 20959 INSURANCE AUTO AUCTIONS, INC. COM 457875102 115 9145 SH DEFINED 1,3,4 9145 INTEGRA LIFESCIENCES HOLDING COM 457985208 544 20639 SH DEFINED 1,3,4 20639 INTEGRATED DEVICE TECH, INC. COM 458118106 1282 116192 SH DEFINED 1,3,4 116192 INTEL CORP. COM 458140100 98949 4760836 SH DEFINED 1,3,4 4760836 INTER-TEL, INC.- SER A COM 458372109 9982 470342 SH DEFINED 1,3,4 470342 INTERACTIVE INTELLIGENCE INC COM 45839M103 1391 368525 SH DEFINED 1,3,4 368525 INTERFACE, INC.- CI A COM 458665106 185 40726 SH DEFINED 1,3,4 40726 INTERDIGITAL COMM CORP COM 45866A105 6323 270574 SH DEFINED 1,3,4 270574 INTERMAGNETICS GENERAL CORP. COM 458771102 3262 164701 SH DEFINED 1,3,4 164701 INTERMET CORP. COM 45881K104 68 20274 SH DEFINED 1,3,4 20274 INTERMUNE, INC. COM 45884X103 2163 134260 SH DEFINED 1,3,4 134260 INTERNATIONAL BUSINESS MACHINE COM 459200101 94823 1149251 SH DEFINED 1,3,4 1149251 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 16373 512800 SH DEFINED 1,3,4 512800 INTL GAME TECHNOLOGY COM 459902102 52800 516048 SH DEFINED 1,3,4 516048 INTL MULTIFOODS CORP. COM 460043102 349 15201 SH DEFINED 1,3,4 15201 INTERNATIONAL PAPER CO. COM 460146103 9609 268883.00SH DEFINED 1,3,4 268883 INTL RECTIFIER CORP. COM 460254105 11180 416920 SH DEFINED 1,3,4 416920 INT'L SPEEDWAY CORP. COM 460335201 528 13448 SH DEFINED 1,3,4 13448 INTERNET SECURITY SYSTEMS INC. COM 46060X107 5490 379043 SH DEFINED 1,3,4 379043 INTERPUBLIC GROUP OF COS., INC COM 460690100 19950 1490946 SH DEFINED 1,3,4 1490946 INTERSIL CORP. COM 46069S109 920 34608 SH DEFINED 1,3,4 34608 INTERSTATE BAKERIES CP. COM 46072H108 145 11327 SH DEFINED 1,3,4 11327 INTUIT INC. COM 461202103 32395 727624 SH DEFINED 1,3,4 727624 INVACARE CORP. COM 461203101 808 24413 SH DEFINED 1,3,4 24413 INVESTMENT TECHNOLOGY GP, INC. COM 46145F105 222 11939 SH DEFINED 1,3,4 11939 INVISION TECHNOLOGIES, INC. COM 461851107 338 13591 SH DEFINED 1,3,4 13591 INVITROGEN CORP. COM 46185R100 850 22135 SH DEFINED 1,3,4 22135 INVESTORS FINANCIAL SCVS CP COM 461915100 476 16441 SH DEFINED 1,3,4 16441 IOMEGA CORP. COM 462030305 3733 352216 SH DEFINED 1,3,4 352216 IONICS, INC. COM 462218108 312 13901 SH DEFINED 1,3,4 13901 BANK OF IRELAND COM 46267Q103 139 2850 SH DEFINED 1,3,4 2850 IRWN FINANCIAL CORP. COM 464119106 570 22114 SH DEFINED 1,3,4 22114 ISHARES MSCI PACIFIC JAPAN IND COM 464286665 153 2600 SH DEFINED 1,3,4 2600 ISHARES MSCI NETHERLANDS INDEX COM 464286814 33 2500 SH DEFINED 1,3,4 2500 ISHARES MSCI JAPAN INDEX FUND COM 464286848 431 59500 SH DEFINED 1,3,4 59500 ISHARES S&P 500 INDEX FUND COM 464287200 135 1385 SH DEFINED 1,3,4 1385 ISHARES MSCI EAFE INDEX FUND COM 464287465 1153 10650 SH DEFINED 1,3,4 10650 ISHARES RUSSELL MILDCAP GROWTH COM 464287481 178 2882 SH DEFINED 1,3,4 2882 ISHARES TRUST - S&P MIDCAP 400 COM 464287507 18860 196442 SH DEFINED 1,3,4 196442 ISHARES RUSSELL 1000 VALUE COM 464287598 1649 32600 SH DEFINED 1,3,4 32600 ISHARES RUSSELL 2000 VALUE COM 464287630 1452 11286 SH DEFINED 1,3,4 11286 ISHARES TRUST - RUSSELL 2000 G COM 464287648 3847 81411 SH DEFINED 1,3,4 81411 ISHARES TRUST - RUSSELL 2000 COM 464287655 28170 316878 SH DEFINED 1,3,4 316878 ISHARES TRUST-S&P SM-CAP 600 COM 464287804 29337 267501 SH DEFINED 1,3,4 267501 ISHARES TRUST - S&P EUR 350 COM 464287861 343 6495 SH DEFINED 1,3,4 6495 ISHARES S&P SMALLCAP 600/VAL COM 464287879 1474 18070 SH DEFINED 1,3,4 18070 ISLE OF CAPRI CASINOS COM 464592104 1650 99875 SH DEFINED 1,3,4 99875 ITRON, INC. COM 465741106 3138 145398 SH DEFINED 1,3,4 145398 IVAX CORP. COM 465823102 883 49293 SH DEFINED 1,3,4 49293 J & J SNACK FOODS CORP. COM 466032109 216 6863 SH DEFINED 1,3,4 6863 JDS UNIPHASE CORP. COM 46612J101 2810 801618 SH DEFINED 1,3,4 801618 JDA SOFTWARE GROUP, INC. COM 46612K108 249 22573 SH DEFINED 1,3,4 22573 JILL GROUP, INC. COM 466189107 261 15502 SH DEFINED 1,3,4 15502 JLG INDUSTRIES INC. COM 466210101 229 34059 SH DEFINED 1,3,4 34059 JP MORGAN CHASE & CO. COM 46625H100 46441 1358737 SH DEFINED 1,3,4 1358737 JSC MMC NORILSK NICKEL COM 46626D108 1713 50066 SH DEFINED 1,3,4 50066 J2 GLOBAL COMMUNICATIONS, INC. COM 46626E205 6425 139753 SH DEFINED 1,3,4 139753 JABIL CIRCUIT INC. COM 466313103 2463 111318 SH DEFINED 1,3,4 111318 JACK IN THE BOX, INC. COM 466367109 1733 77687 SH DEFINED 1,3,4 77687 JACOBS ENGINEERING GROUP COM 469814107 587 13989 SH DEFINED 1,3,4 13989 JAKKS PACIFIC INC. COM 47012E106 255 19471 SH DEFINED 1,3,4 19471 JANUS CAPITAL GROUP, INC. COM 47102X105 2204 134482 SH DEFINED 1,3,4 134482 JARDEN CORP. COM 471109108 4021 145350 SH DEFINED 1,3,4 145350 JEFFERIES GROUP, INC. COM 472319102 1068 21441 SH DEFINED 1,3,4 21441 JEFFERSON-PILOT CORP. COM 475070108 3312 79914 SH DEFINED 1,3,4 79914 SAMSUNG ELECTRONICS CO., LTD-1 COM 4773096 180 2515 SH DEFINED 1,3,4 2515 JO-ANN STORES, INC. CLASS A COM 47758P109 7354 290362 SH DEFINED 1,3,4 290362 JOHNSON & JOHNSON COM 478160104 146231 2828535 SH DEFINED 1,3,4 2828535 JOHNSON CONTROLS, INC. COM 478366107 4281 50083 SH DEFINED 1,3,4 50083 JONES APPAREL GROUP INC COM 480074103 2251 76859 SH DEFINED 1,3,4 76859 JOS A BANK CLOTHEIERS, INC. COM 480838101 2197 65743 SH DEFINED 1,3,4 65743 JUNIPER NETWORKS, INC. COM 48203R104 441 35655 SH DEFINED 1,3,4 35655 KLA-TENCOR CORP. COM 482480100 6331 136242 SH DEFINED 1,3,4 136242 K-SWISS, INC. CLASS A COM 482686102 478 13933 SH DEFINED 1,3,4 13933 KT&G CORP.-144A COM 48268G100 323 39367 SH DEFINED 1,3,4 39367 KT CORPORATION COM 48268K101 20458 1037687 SH DEFINED 1,3,4 1037687 K2, INC. COM 482732104 3614 294992 SH DEFINED 1,3,4 294992 KAMAN CORP. CLASS A COM 483548103 209 17855 SH DEFINED 1,3,4 17855 KANSAS CITY SOUTHERN COM 485170302 586 48819 SH DEFINED 1,3,4 48819 KAYDON CORP. COM 486587108 497 23884 SH DEFINED 1,3,4 23884 KEANE, INC. COM 486665102 229 16873 SH DEFINED 1,3,4 16873 KB HOME COM 48666K109 2768 44719 SH DEFINED 1,3,4 44719 KEITHLEY INSTURMENTS, INC. COM 487584104 172 12259 SH DEFINED 1,3,4 12259 KELLOGG CO. COM 487836108 8829 256956 SH DEFINED 1,3,4 256956 KELLWOOD CO. COM 488044108 4176 132024 SH DEFINED 1,3,4 132024 KELLY SERVICES, INC. -CI A COM 488152208 216 8997 SH DEFINED 1,3,4 8997 KEMET CORP. COM 488360108 220 21829 SH DEFINED 1,3,4 21829 KENNAMETAL, INC. COM 489170100 299 8947 SH DEFINED 1,3,4 8947 KERR-MCGEE CORP. COM 492386107 2527 56547 SH DEFINED 1,3,4 56547 KEYCORP COM 493267108 5989 237042 SH DEFINED 1,3,4 237042 KEYSPAN CORP. COM 49337W100 3130 88294 SH DEFINED 1,3,4 88294 KEYSTONE PROPERTY TRUST COM 493596100 1006 54559 SH DEFINED 1,3,4 54559 KILROY REALTY CORP. COM 49427F108 596 21761 SH DEFINED 1,3,4 21761 KIMBERLY-CLARK CORP. COM 494368103 14894 285575 SH DEFINED 1,3,4 285575 KIMCO REALTY CORP. COM 49446R109 14386 379650 SH DEFINED 2,3,4 379650 KIMCO REALTY CORP. COM 49446R109 31098 820513 SH DEFINED 1,3,4 820513 KINDER MORGAN, INC. COM 49455P101 4430 81059 SH DEFINED 1,3,4 81059 KING PHARMACEUTICALS, INC. COM 495582108 9734 659435 SH DEFINED 1,3,4 659435 KIRBY CORP. COM 497266106 538 19082 SH DEFINED 1,3,4 19082 KNIGHT-RIDDER, INC. COM 499040103 15795 229116 SH DEFINED 1,3,4 229116 KNIGHT TRANSPORTATION, INC. COM 499064103 737 29563 SH DEFINED 1,3,4 29563 KOHLS CORP. COM 500255104 22754 442810 SH DEFINED 1,3,4 442810 KONINKLIJKE PHILIPS ELEC. COM 500472303 98 5227 SH DEFINED 1,3,4 5227 KOOKMIN BANK COM 50049M109 67 2238 SH DEFINED 1,3,4 2238 KOPIN CORP COM 500600101 338 54963 SH DEFINED 1,3,4 54963 KOREA ELECTRIC POWER COM 500631106 614 68900 SH DEFINED 1,3,4 68900 KORN/FERRY INTERNATIONAL COM 500643200 75 9500 SH DEFINED 1,3,4 9500 KOS PHARMACEUTICALS INC. COM 500648100 705 30020 SH DEFINED 1,3,4 30020 KRISPY KREME DOUGHNUTS, INC. COM 501014104 2118 51440 SH DEFINED 1,3,4 51440 KROGER CO., THE COM 501044101 7055 423196 SH DEFINED 1,3,4 423196 KROLL, INC. COM 501049100 860 31740 SH DEFINED 1,3,4 31740 KRONOS INC. COM 501052104 3745 73676 SH DEFINED 1,3,4 73676 KULICKE & SOFFA COM 501242101 248 39385 SH DEFINED 1,3,4 39385 LSI LOGIC CORP. COM 502161102 1739 246220 SH DEFINED 1,3,4 246220 LTX CORP. COM 502392103 105 12520 SH DEFINED 1,3,4 12520 L-3 COMMUNICATIONS HOLDINGS IN COM 502424104 6977 160473 SH DEFINED 1,3,4 160473 LA-Z-BOY, INC. COM 505336107 992 44328 SH DEFINED 1,3,4 44328 LABOR READY, INC. COM 505401208 1603 224088 SH DEFINED 1,3,4 224088 LABRANCHE & CO., INC. COM 505447102 1368 66118 SH DEFINED 1,3,4 66118 LACLEDE GROUP INC. COM 505597104 402 15079 SH DEFINED 1,3,4 15079 LAM RESEARCH CORP. COM 512807108 1778 97664 SH DEFINED 1,3,4 97664 STATE BK OF INDIA-Reg S COM 5131091 677 33118 SH DEFINED 1,3,4 33118 LANCASTER COLONY CORP. COM 513847103 7220 186736 SH DEFINED 1,3,4 186736 LANCE, INC. COM 514606102 208 23045 SH DEFINED 1,3,4 23045 LANDAMERICA FINANCIAL GROUP, I COM 514936103 695 14681 SH DEFINED 1,3,4 14681 LANDRYS RESTAURANTS COM 51508L103 11451 485324 SH DEFINED 1,3,4 485324 LANDSTAR SYSTEM, INC. COM 515098101 4778 76015 SH DEFINED 1,3,4 76015 LASALLE HOTEL PROPERTIES COM 517942108 25 1700 SH DEFINED 1,3,4 1700 LASALLE HOTEL PROPERTIES COM 517942108 1108 75000 SH DEFINED 2,3,4 75000 LATTICE SEMICONDUCTOR CORP. COM 518415104 233 28438 SH DEFINED 1,3,4 28438 ESTEE LAUDER CO. CL A COM 518439104 1090 32464 SH DEFINED 1,3,4 32464 LAWSON PRODUCTS COM 520776105 206 7515 SH DEFINED 1,3,4 7515 LEAR CORP. COM 521865105 17017 369724 SH DEFINED 1,3,4 369724 LEE ENTERPRISES COM 523768109 418 11231 SH DEFINED 1,3,4 11231 LEGATO SYSTEMS INC. COM 524651106 243 29404 SH DEFINED 1,3,4 29404 LEGGETT & PLATT, INC. COM 524660107 2206 107851 SH DEFINED 1,3,4 107851 LEGG MASON, INC. COM 524901105 2549 39241 SH DEFINED 1,3,4 39241 LEHMAN BROTHERS HOLDINGS, INC. COM 524908100 30151 453597 SH DEFINED 1,3,4 453597 LENNAR CORP. COM 526057104 16829 235377 SH DEFINED 1,3,4 235377 LENNOX INTERNATIONAL, INC. COM 526107107 7953 618000 SH DEFINED 1,3,4 618000 LEUCADIA NATIONAL CORP COM 527288104 13210 355871 SH DEFINED 1,3,4 355871 LEVEL 3 COMMUNICATIONS COM 52729N100 809 121950 SH DEFINED 1,3,4 121950 LEXINGTON CORPORATE PPTYS TR COM 529043101 51 2900 SH DEFINED 1,3,4 2900 LEXINGTON CORPORATE PPTYS TR COM 529043101 2585 146100 SH DEFINED 2,3,4 146100 LEXMARK INTERNATIONAL, INC., C COM 529771107 15322 216481 SH DEFINED 1,3,4 216481 LIBBEY, INC. COM 529898108 238 10461 SH DEFINED 1,3,4 10461 LIBERTY MEDIA GROUP COM 530718105 42336 3662496 SH DEFINED 1,3,4 3662496 LIBERTY PROPERTY TRUST COM 531172104 769 22219 SH DEFINED 1,3,4 22219 LIBERTY PROPERTY TRUST COM 531172104 3396 98200 SH DEFINED 2,3,4 98200 LIFEPOINT HOSPITALS, INC. COM 53219L109 3027 144609 SH DEFINED 1,3,4 144609 LILLY (ELI) & CO. COM 532457108 44672 647658 SH DEFINED 1,3,4 647658 LIMITED BRANDS, INC. COM 532716107 4531 292547 SH DEFINED 1,3,4 292547 LIN TV CORP. COM 532774106 687 29200 SH DEFINED 1,3,4 29200 LINCARE HOLDINGS, INC. COM 532791100 10518 333762 SH DEFINED 1,3,4 333762 LINCOLN ELECTRIC HOLDINGS COM 533900106 1139 55835 SH DEFINED 1,3,4 55835 LINCOLN NATIONAL CORP. COM 534187109 3551 99728 SH DEFINED 1,3,4 99728 LINDSAY MANUFACTURING CO. COM 535555106 215 9291 SH DEFINED 1,3,4 9291 LINEAR TECHNOLOGIES CORP. COM 535678106 35016 1086977 SH DEFINED 1,3,4 1086977 LINENS N THINGS, INC. COM 535679104 826 34932 SH DEFINED 1,3,4 34932 LION BIOSCIENCE COM 536191109 536 118384 SH DEFINED 3,4 118384 LIZ CLAIBORNE, INC. COM 539320101 10598 300714 SH DEFINED 1,3,4 300714 LOCAL FINANCIAL CORP. COM 539553107 4677 324215 SH DEFINED 1,3,4 324215 LOCKHEED MARTIN CORP. COM 539830109 24467 514364 SH DEFINED 1,3,4 514364 LOEWS CORP. COM 540424108 4925 104200 SH DEFINED 1,3,4 104200 LONE STAR STEAKHOUSE SALOON COM 542307103 4551 209133 SH DEFINED 1,3,4 209133 LONE STAR TECHNOLOGIES, INC COM 542312103 479 22512 SH DEFINED 1,3,4 22512 LONGS DRUG STORES CORP. COM 543162101 158 9432 SH DEFINED 1,3,4 9432 LONGVIEW FIBRE CO. COM 543213102 103 12914 SH DEFINED 1,3,4 12914 LOUISIANA PACIFIC CORP. COM 546347105 8479 783076 SH DEFINED 1,3,4 783076 LOWE'S COMPANIES, INC. COM 548661107 19898 463312 SH DEFINED 1,3,4 463312 LUBRIZOL CORP. COM 549271104 3978 128318 SH DEFINED 1,3,4 128318 LUCENT TECHNOLOGIES, INC. COM 549463107 5178 2549641 SH DEFINED 1,3,4 2549641 LYDALL, INC. COM 550819106 139 12732 SH DEFINED 1,3,4 12732 LYONDELL CHEMICAL CO. COM 552078107 551 40785 SH DEFINED 1,3,4 40785 M & T BANK CORPORATION COM 55261F104 31720 376621 SH DEFINED 1,3,4 376621 MAF BANCORP INC. COM 55261R108 7888 212821 SH DEFINED 1,3,4 212821 MBIA, INC. COM 55262C100 3933 80669 SH DEFINED 1,3,4 80669 MBNA CORP. COM 55262L100 15306 734473 SH DEFINED 1,3,4 734473 MB FINANCIAL, INC. COM 55264U108 1092 27335 SH DEFINED 1,3,4 27335 MDC HOLDINGS, INC. COM 552676108 1092 22606 SH DEFINED 1,3,4 22606 MDU RESOURCES GROUP, INC. COM 552690109 631 18769 SH DEFINED 1,3,4 18769 MEMC ELECTONIC MATERIALS COM 552715104 3333 340000 SH DEFINED 1,3,4 340000 MFA MORTGAGE INVESTMENTS, INC. COM 55272X102 2937 292761 SH DEFINED 1,3,4 292761 MGIC INVESTMENT CORP. (WIS.) COM 552848103 2586 55369 SH DEFINED 1,3,4 55369 MGI PHARMA, INC. COM 552880106 516 20103 SH DEFINED 1,3,4 20103 M/I SCHOTTENSTEIN HOMES, INC. COM 55305B101 3175 74372 SH DEFINED 1,3,4 74372 MKS INSTRUMENTS, INC. COM 55306N104 831 46000 SH DEFINED 1,3,4 46000 MPS GROUP, INC. COM 553409103 178 25660 SH DEFINED 1,3,4 25660 MRO SOFTWARE, INC. COM 55347W105 2283 264761 SH DEFINED 1,3,4 264761 MTS SYSTEMS CORPORATION COM 553777103 881 60030 SH DEFINED 1,3,4 60030 MACDERMID, INC. COM 554273102 672 25590 SH DEFINED 1,3,4 25590 MACERICH CO. COM 554382101 2520 71700 SH DEFINED 2,3,4 71700 MACERICH CO. COM 554382101 8091 230320 SH DEFINED 1,3,4 230320 MACK-CALI REALTY CORP. COM 554489104 530 14581 SH DEFINED 1,3,4 14581 MACROVISION CORP COM 555904101 244 12276 SH DEFINED 1,3,4 12276 MACROMEDIA, INC. COM 556100105 5417 257550 SH DEFINED 1,3,4 257550 STEVEN MADDEN LTD COM 556269108 2769 126831 SH DEFINED 1,3,4 126831 MAGNETEK, INC. COM 559424106 43 18638 SH DEFINED 1,3,4 18638 MANDALAY RESORT GROUP COM 562567107 481 15002 SH DEFINED 1,3,4 15002 MANHATTAN ASSOCIATES, INC. COM 562750109 604 23200 SH DEFINED 1,3,4 23200 MANITOWOC CO. COM 563571108 467 20917 SH DEFINED 1,3,4 20917 MANOR CARE, INC. COM 564055101 1260 50292 SH DEFINED 1,3,4 50292 MANPOWER, INC. WI COM 56418H100 723 19561 SH DEFINED 1,3,4 19561 MANTECH INTERNATIONAL CORP. COM 564563104 5509 287113 SH DEFINED 1,3,4 287113 MANUFACTURED HOMES COM 564682102 84 2400 SH DEFINED 1,3,4 2400 MANUFACTURED HOMES COM 564682102 3263 92900 SH DEFINED 2,3,4 92900 MAPINFO CORP COM 565105103 85 12199 SH DEFINED 1,3,4 12199 MARATHON OIL CORP. COM 565849106 16452 624206 SH DEFINED 1,3,4 624206 MARCUS CORP. COM 566330106 351 23332 SH DEFINED 1,3,4 23332 MARSH & MCLENNAN COS., INC. COM 571748102 15333 300429 SH DEFINED 1,3,4 300429 MARSHALL & IISLEY CORP. COM 571834100 13704 448182 SH DEFINED 1,3,4 448182 MARRIOTT INTERNATIONAL, INC. COM 571903202 4998 130063 SH DEFINED 1,3,4 130063 MARTIN MARIETTA MATERIALS COM 573284106 416 12363 SH DEFINED 1,3,4 12363 MASCO CORP. COM 574599106 7164 300252 SH DEFINED 1,3,4 300252 HON HAI PRECISION-Reg S COM 5758218 230 30687 SH DEFINED 1,3,4 30687 MASSEY ENERGY CO, COM 576206106 4455 338910 SH DEFINED 1,3,4 338910 MATERIAL SCIENCES CORP COM 576674105 109 11201 SH DEFINED 1,3,4 11201 MATSUSHITA ELEC IND COM 576879209 75 7500 SH DEFINED 1,3,4 7500 MATTEL, INC. COM 577081102 21955 1160393 SH DEFINED 1,3,4 1160393 MAXTOR CORP COM 577729205 11195 1490645 SH DEFINED 1,3,4 1490645 MAXIM INTEGRATED PRODUCTS COM 57772K101 17931 524481 SH DEFINED 1,3,4 524481 MAY DEPARTMENT STORES CO. COM 577778103 3607 161955 SH DEFINED 1,3,4 161955 MAVERICK TUBE CORP COM 577914104 635 33175 SH DEFINED 1,3,4 33175 MAXIMUS, INC. COM 577933104 455 16401 SH DEFINED 1,3,4 16401 MAYTAG CORP. COM 578592107 1072 43903 SH DEFINED 1,3,4 43903 MCCORMICK & CO. COM 579780206 32028 1177642 SH DEFINED 1,3,4 1177642 MCDATA CORP. COM 580031201 2 88 SH DEFINED 3,4 88 MCDATA CORPORATION-A COM 580031201 10062 685959 SH DEFINED 1,3,4 685959 MCDERMOTT INTERNATIONAL, INC. COM 580037109 218 36550 SH DEFINED 1,3,4 36550 MCDONALDS CORP. COM 580135101 16098 729585 SH DEFINED 1,3,4 729585 KT&G CORP.-REG S COM 5804069 235 28611 SH DEFINED 1,3,4 28611 MCGRAW-HILL, INC. COM 580645109 6630 106943 SH DEFINED 1,3,4 106943 MCKESSON CORP. COM 58155Q103 16886 472268 SH DEFINED 1,3,4 472268 MEADE INSTRUMENTS CORP. COM 583062104 47 15685 SH DEFINED 1,3,4 15685 MEADWESTVACO CORP. COM 583334107 2773 112378 SH DEFINED 1,3,4 112378 MEDIA GENERAL - CLASS A COM 584404107 1335 23445 SH DEFINED 1,3,4 23445 MEDICIS PHARMACEUTICAL-CL A COM 584690309 1217 21509 SH DEFINED 1,3,4 21509 MEDIMMUNE, INC. COM 584699102 6027 165584 SH DEFINED 1,3,4 165584 MEDTRONIC, INC. COM 585055106 77450 1614456 SH DEFINED 1,3,4 1614456 MELLON FINANCIAL CORP. COM 58551A108 6723 242445 SH DEFINED 1,3,4 242445 MEMBERWORKS, INC. COM 586002107 186 9543 SH DEFINED 1,3,4 9543 MENS WEARHOUSE, INC., (THE) COM 587118100 683 31316 SH DEFINED 1,3,4 31316 MENTOR CORP. COM 587188103 3310 170797 SH DEFINED 1,3,4 170797 MENTOR GRAPHICS CORP. COM 587200106 243 17043 SH DEFINED 1,3,4 17043 MERCANTILE BANKSHARES CORP. COM 587405101 2625 66608 SH DEFINED 1,3,4 66608 MERCK & CO., INC. COM 589331107 96424 1592484 SH DEFINED 1,3,4 1592484 MERCURY COMPUTER SYSTEMS, INC. COM 589378108 304 16742 SH DEFINED 1,3,4 16742 MERCURY INTERACTIVE CORP. COM 589405109 2518 65105 SH DEFINED 1,3,4 65105 MEREDITH CORP. COM 589433101 1778 40420 SH DEFINED 1,3,4 40420 MERIT MEDICAL SYSTEMS INC COM 589889104 2965 148479 SH DEFINED 1,3,4 148479 MERITAGE CORP COM COM 59001A102 3420 69425 SH DEFINED 1,3,4 69425 MERRILL LYNCH & CO., INC. COM 590188108 26597 569650 SH DEFINED 1,3,4 569650 MESA AIR GROUP, INC. COM 590479101 8832 1103937 SH DEFINED 1,3,4 1103937 METHODE ELECTRONICS - CL A COM 591520200 3792 352626 SH DEFINED 1,3,4 352626 METLIFE, INC. COM 59156R108 12309 434516 SH DEFINED 1,3,4 434516 METRO ONE COMMUNICATIONS COM 59163F105 104 19559 SH DEFINED 1,3,4 19559 MICHAELS STORES, INC. COM 594087108 31040 815442 SH DEFINED 1,3,4 815442 MICREL, INC. COM 594793101 2247 216365 SH DEFINED 1,3,4 216365 MICROS SYSTEMS, INC. COM 594901100 3209 97232 SH DEFINED 1,3,4 97232 MICROSOFT CORP. COM 594918104 216327 8447124 SH DEFINED 1,3,4 8447124 MICROSTRATEGY, INC. COM 594972408 3152 86510 SH DEFINED 1,3,4 86510 MICROCHIP TECHNOLOGY, INC. COM 595017104 1898 77198 SH DEFINED 1,3,4 77198 MICROMUSE INC. COM 595094103 2964 371373 SH DEFINED 1,3,4 371373 MICRON TECHNOLOGY COM 595112103 3965 341225 SH DEFINED 1,3,4 341225 MICROSEMI CORP COM 595137100 8137 508516 SH DEFINED 1,3,4 508516 MID ATLANTIC MEDICAL SERVICES, COM 59523C107 3351 64023 SH DEFINED 1,3,4 64023 MIDAS, INC. COM 595626102 142 11910 SH DEFINED 1,3,4 11910 S & P 400 MIDCAP DEP REC COM 595635103 65823 750384 SH DEFINED 1,3,4 750384 MIDWAY GAMES, INC. COM 598148104 133 36801 SH DEFINED 1,3,4 36801 MILACRON, INC. COM 598709103 134 26788 SH DEFINED 1,3,4 26788 MILLENNIUM PHARMACTCLS, INC. COM 599902103 1184 75128 SH DEFINED 1,3,4 75128 MILLER (HERMAN), INC. COM 600544100 377 18398 SH DEFINED 1,3,4 18398 MILLIPORE CORP. COM 601073109 1202 27179 SH DEFINED 1,3,4 27179 MILLS CORP. COM 601148109 1065 31734 SH DEFINED 1,3,4 31734 MILLS CORP. COM 601148109 6184 184300 SH DEFINED 2,3,4 184300 MINERALS TECHNOLOGIES, INC. COM 603158106 248 5080 SH DEFINED 1,3,4 5080 MIRANT CORPORATION COM 604675108 646 226364 SH DEFINED 1,3,4 226364 LIGHTHOUSE COMMUNICATIONS, INC COM 606600$$T 4 300000 SH DEFINED 3,4 300000 MITSUBISHI CORP. COM 606769305 220 15850 SH DEFINED 1,3,4 15850 MOBILE MINI INC COM 60740F105 185 11321 SH DEFINED 1,3,4 11321 MODINE MANUFACTURING CO. COM 607828100 167 8536 SH DEFINED 1,3,4 8536 MOHAWK INDUSTRIES, INC. COM 608190104 923 16679 SH DEFINED 1,3,4 16679 MOLEX, INC. COM 608554101 2894 107128 SH DEFINED 1,3,4 107128 MONACO COACH CORP. COM 60886R103 355 22981.5 SH DEFINED 1,3,4 22982 MONSANTO COM 61166W101 10117 467800 SH DEFINED 1,3,4 467800 MONSTER WORLDWIDE, INC. COM 611742107 1230 62655 SH DEFINED 1,3,4 62655 MONY GROUP INC. COM 615337102 317 11871 SH DEFINED 1,3,4 11871 MOODY'S CORP. COM 615369105 25044 475198 SH DEFINED 1,3,4 475198 MOOG INC COM 615394202 4792 138089 SH DEFINED 1,3,4 138089 MORGAN STANLEY COM 617446448 39567 925612 SH DEFINED 1,3,4 925612 MOTHERS WORK, INC. COM 619903107 5136 192197 SH DEFINED 1,3,4 192197 MOTOROLA, INC. COM 620076109 12248 1299134 SH DEFINED 1,3,4 1299134 MOVIE GALLERY, INC. COM 624581104 471 25520 SH DEFINED 1,3,4 25520 INTERWAVE COMMUNICATION COM 6246HMS00 2 1000.4 SH DEFINED 3,4 1000 MUELLER INDUSTRIES COM 624756102 736 27133 SH DEFINED 1,3,4 27133 MULTIMEDIA GAMES, INC. COM 625453105 2061 80687 SH DEFINED 1,3,4 80687 MURPHY OIL CORP. COM 626717102 1826 34792 SH DEFINED 1,3,4 34792 MYERS INDUSTRIES, INC. COM 628464109 226 23844 SH DEFINED 1,3,4 23844 MYLAN LABORATORIES, INC. COM 628530107 3697 106461 SH DEFINED 1,3,4 106461 NBTY, INC. COM 628782104 1106 52627 SH DEFINED 1,3,4 52627 NCO GROUP INC. COM 628858102 368 20517 SH DEFINED 1,3,4 20517 NCR CORP. COM 62886E108 1375 53644 SH DEFINED 1,3,4 53644 NPS PHARMACEUTICALS, INC. COM 62936P103 5640 231636 SH DEFINED 1,3,4 231636 NTT DOCOMO, INC. COM 62942M201 102 4650 SH DEFINED 1,3,4 4650 NUI CORP. COM 629431107 196 12687 SH DEFINED 1,3,4 12687 NVR, INC. COM 62944T105 3663 8909 SH DEFINED 1,3,4 8909 NACCO INDUSTRIES, INC. COM 629579103 972 16444 SH DEFINED 1,3,4 16444 NASH FINCH CO. COM 631158102 156 9464 SH DEFINED 1,3,4 9464 AG WASTE RECOVERY SYSTEMS COM 631500000 250 113638 SH DEFINED 3,4 113638 NATIONAL CITY CORP. COM 635405103 23002 703300 SH DEFINED 1,3,4 703300 NATIONAL COMMERCE FINANCIAL CO COM 63545P104 1148 51735 SH DEFINED 1,3,4 51735 NATIONAL FUEL GAS CO. COM 636180101 533 20427 SH DEFINED 1,3,4 20427 NATIONAL INSTRUMENTS CORP. COM 636518102 489 13016 SH DEFINED 1,3,4 13016 NATIONAL-OILWELL, INC. COM 637071101 7282 330966 SH DEFINED 1,3,4 330966 NATIONAL PRESTO INDS., INC. COM 637215104 169 5398 SH DEFINED 1,3,4 5398 NATIONAL SEMICONDUCTOR CORP. COM 637640103 5498 278805 SH DEFINED 1,3,4 278805 NATURES SUNSHINE PRODS, INC. COM 639027101 90 11021 SH DEFINED 1,3,4 11021 NAUTICA ENTERPRISES INC. COM 639089101 344 26601 SH DEFINED 1,3,4 26601 NAUTILUS GROUP, INC. COM 63910B102 321 25784 SH DEFINED 1,3,4 25784 NAVISTAR INTERNATIONAL CORP. COM 63934E108 1241 38227 SH DEFINED 1,3,4 38227 NDCHEALTH CORP. COM 639480102 503 27588 SH DEFINED 1,3,4 27588 NEIMAN MARCUS GROUP, INC.-CL A COM 640204202 7065 193103 SH DEFINED 1,3,4 193103 NELSON (THOMAS), INC. COM 640376109 143 11379 SH DEFINED 1,3,4 11379 NETWORK ASSOCIATES INC. COM 640938106 500 39555 SH DEFINED 1,3,4 39555 NESTLE SA COM 641069406 180 3523 SH DEFINED 1,3,4 3523 NETEGRITY, INC. COM 64110P107 159 27183 SH DEFINED 1,3,4 27183 NETSCOUT SYSTEMS, INC COM 64115T104 1497 279389 SH DEFINED 1,3,4 279389 NETWORK EQUIPMENT TECH, INC. COM 641208103 151 17923 SH DEFINED 1,3,4 17923 NETWORK APPLIANCE, INC. COM 64120L104 3083 190179 SH DEFINED 1,3,4 190179 NEUBERGER BERMAN, INC. COM 641234109 707 17768 SH DEFINED 1,3,4 17768 NEUROCRINEBIOSCIENCES, INC. COM 64125C109 971 19440 SH DEFINED 1,3,4 19440 NEW CENTURY FINANCIAL CORP. COM 64352D101 7423 170068 SH DEFINED 1,3,4 170068 NEW ENGLAND BUSINESS SVC., INC COM 643872104 309 10281 SH DEFINED 1,3,4 10281 NEW JERSEY RESOURCES COM 646025106 4987 140353 SH DEFINED 1,3,4 140353 NEW PLAN EXCEL REALTY TRUST COM 648053106 523 24536 SH DEFINED 1,3,4 24536 NEW YORK COMMUNITY BANCORP COM 649445103 2634 90607 SH DEFINED 1,3,4 90607 NEW YORK TIMES CO. COM 650111107 3846 84614 SH DEFINED 1,3,4 84614 NEWCASTLE INVESTMENT CORP. COM 65105M108 5699 290890 SH DEFINED 1,3,4 290890 NEWELL RUBBERMAID, INC. COM 651229106 4298 153589 SH DEFINED 1,3,4 153589 NEWFIELD EXPLORATION CO. COM 651290108 6447 171662 SH DEFINED 1,3,4 171662 NEWMONT MINING CORP. (HOLDING COM 651639106 32828 1011368 SH DEFINED 1,3,4 1011368 NEWPORT CORP. COM 651824104 148 9777 SH DEFINED 1,3,4 9777 NEWS CORP LTD. COM 652487703 44081 1456553 SH DEFINED 1,3,4 1456553 NEWTEK CAPITAL, INC. COM 652526104 1592 299818 SH DEFINED 3,4 299818 NEXTEL COMMS COM 65332V103 12807 708410 SH DEFINED 1,3,4 708410 NICOR, INC. COM 654086107 914 24666 SH DEFINED 1,3,4 24666 NIKE, INC. COM 654106103 8326 155727 SH DEFINED 1,3,4 155727 99 CENTS ONLY STORES COM 65440K106 4900 142750 SH DEFINED 1,3,4 142750 NIPPON TELEGRAPH &TELE COM 654624105 71 3600 SH DEFINED 1,3,4 3600 NISOURCE, INC. COM 65473P105 3546 186386 SH DEFINED 1,3,4 186386 NISSAN MOTOR CO LTD COM 654744408 348 18390 SH DEFINED 1,3,4 18390 NOKIA CORP. COM 654902204 19621 1194312 SH DEFINED 1,3,4 1194312 NOBLE ENERGY, INC. COM 655044105 10477 277272 SH DEFINED 1,3,4 277272 NOMURA HOLDINGS, INC. COM 65535H208 87 6800 SH DEFINED 1,3,4 6800 NORDSON CORP. COM 655663102 204 8522 SH DEFINED 1,3,4 8522 NORDSTROM, INC. COM 655664100 1482 75938 SH DEFINED 1,3,4 75938 NORFOLK SOUTHERN CORP. COM 655844108 9787 509788 SH DEFINED 1,3,4 509788 NORTEL NETWORKS CORP NEW COM 656568102 778 288104 SH DEFINED 1,3,4 288104 NORTH FORK BANCORPORATION, INC COM 659424105 17839 523858 SH DEFINED 1,3,4 523858 NORTHEAST UTILITIES COM 664397106 567 33656 SH DEFINED 1,3,4 33656 NORTHERN TRUST CORP. COM 665859104 5175 123754 SH DEFINED 1,3,4 123754 NORTHROP GRUMMAN CORP. COM 666807102 14447 167409 SH DEFINED 1,3,4 167409 NORTHWEST NATURAL GAS CO. COM 667655104 4174 153348 SH DEFINED 1,3,4 153348 NORTHWESTERN CORP. COM 668074107 58 29841 SH DEFINED 1,3,4 29841 NOVARTIS AG COM 66987V109 307 7704 SH DEFINED 1,3,4 7704 NOVELL, INC. COM 670006105 2830 921962 SH DEFINED 1,3,4 921962 NOVELLUS SYSTEMS INC. COM 670008101 4128 112834 SH DEFINED 1,3,4 112834 NOVEN PHARMACEUTICALS, INC. COM 670009109 1166 114313 SH DEFINED 1,3,4 114313 NVO-NORDISK A/S COM 670100205 145 4195 SH DEFINED 1,3,4 4195 NSTAR COM 67019E107 611 13408 SH DEFINED 1,3,4 13408 NUCOR CORP. COM 670346105 2142 43813 SH DEFINED 1,3,4 43813 NUEVO ENERGY CO. COM 670509108 5202 298229 SH DEFINED 1,3,4 298229 NVIDIA CORP. COM 67066G104 2047 88913 SH DEFINED 1,3,4 88913 NYFIX, INC. COM 670712108 158 24671 SH DEFINED 1,3,4 24671 O CAHRLEYS, INC. COM 670823103 344 16000 SH DEFINED 1,3,4 16000 OGE ENERGY, CORP. COM 670837103 427 20028 SH DEFINED 1,3,4 20028 OM GROUP, INC. COM 670872100 333 22455 SH DEFINED 1,3,4 22455 NUVEEN INVESTMENTS, INC. COM 67090F106 13779 505797 SH DEFINED 1,3,4 505797 OSI PHARMACEUTICALS, INC. COM 671040103 933 29000 SH DEFINED 1,3,4 29000 OSI SYSTEMS, INC. COM 671044105 5540 345063 SH DEFINED 1,3,4 345063 OCCIDENTAL PETROLEUM CORP. COM 674599105 40843 1217518 SH DEFINED 1,3,4 1217518 OCEANEERING INTERNATIONAL COM 675232102 484 18990 SH DEFINED 1,3,4 18990 OCTEL CORP. COM. COM 675727101 931 67013 SH DEFINED 1,3,4 67013 OFFICE DEPOT, INC. COM 676220106 2508 173028 SH DEFINED 1,3,4 173028 OFFSHORE LOGISTICS COM 676255102 388 17827 SH DEFINED 1,3,4 17827 OHIO CASUALTY CORP. COM 677240103 200 15381 SH DEFINED 1,3,4 15381 LUKOIL HOLDING COM 677862104 3261 41236 SH DEFINED 1,3,4 41236 OLD REPUBLIC INTL, CORP. COM 680223104 31494 919136 SH DEFINED 1,3,4 919136 OLIN, CORP. COM 680665205 248 14683 SH DEFINED 1,3,4 14683 OMNICARE, INC. COM 681904108 859 25362 SH DEFINED 1,3,4 25362 OMNICOM COM 681919106 7577 105674 SH DEFINED 1,3,4 105674 OMNOVA SOLUTIONS, INC. COM 682129101 125 31624 SH DEFINED 1,3,4 31624 ON ASSIGNMENT INC. COM 682159108 78 20087 SH DEFINED 1,3,4 20087 ONEOK, INC. COM 682680103 11256 573416 SH DEFINED 1,3,4 573416 VYMPEL COM COM 68370R109 48 1030 SH DEFINED 1,3,4 1030 OPEN TEXT CORP. COM 683715106 3421 121173 SH DEFINED 1,3,4 121173 ORACLE CORP. COM 68389X105 36550 3040693 SH DEFINED 1,3,4 3040693 O REILLY AUTOMOTIVE, INC. COM 686091109 1414 42365 SH DEFINED 1,3,4 42365 ORTHODONTIC CENTERS OF AMER COM 68750P103 2257 281785 SH DEFINED 1,3,4 281785 OSHKOSH B'GOSH, INC.-CL A COM 688222207 253 9397 SH DEFINED 1,3,4 9397 OSHKOSH TRUCK CORP. COM 688239201 4232 71270 SH DEFINED 1,3,4 71270 OSTEOTECH, INC. COM 688582105 184 13498 SH DEFINED 1,3,4 13498 OUTBACK STEAKHOUSE INC. COM 689899102 745 19098 SH DEFINED 1,3,4 19098 OVERLAND STORAGE, INC. COM 690310107 853 41980 SH DEFINED 1,3,4 41980 OVERSEAS SHIPHOLDING GROUP COM 690368105 192 8723 SH DEFINED 1,3,4 8723 OVERTURE SERVICES, INC. COM 69039R100 295 16110 SH DEFINED 1,3,4 16110 OWENS & MINOR, INC. COM 690732102 3387 151669 SH DEFINED 1,3,4 151669 OXFORD HEALTH PLANS, INC. COM 691471106 1818 43250 SH DEFINED 1,3,4 43250 OXFORD INDUSTRIES, INC. COM 691497309 259 6262 SH DEFINED 1,3,4 6262 PC-TEL, INC. COM 69325Q105 183 15556 SH DEFINED 1,3,4 15556 P G & E CORP. COM 69331C108 5374 254242 SH DEFINED 1,3,4 254242 PFF BANCORP INC. COM 69331W104 3503 90617 SH DEFINED 1,3,4 90617 P.F. CHANGS CHINA BISTRO INC COM 69333Y108 986 20025 SH DEFINED 1,3,4 20025 PLX TECHNOLOGY, INC. COM 693417107 58 14701 SH DEFINED 1,3,4 14701 PMA CAPITAL CORP. COM 693419202 11732 933340 SH DEFINED 1,3,4 933340 PMC-SIERRA, INC. COM 69344F106 8475 722664 SH DEFINED 1,3,4 722664 PMI GROUP, INC. COM 69344M101 604 22486 SH DEFINED 1,3,4 22486 PNC BANK CORP. COM 693475105 7738 158606 SH DEFINED 1,3,4 158606 POSCO COM 693483109 11518 439818 SH DEFINED 1,3,4 439818 PNM RESOURCES INC. COM 69349H107 265 9891 SH DEFINED 1,3,4 9891 PPG INDUSTRIES, INC. COM 693506107 4821 95066 SH DEFINED 1,3,4 95066 PPL CORP., INC. COM 69351T106 32142 747386 SH DEFINED 1,3,4 747386 PRG-SCHULTZ INTERNATIONAL INC. COM 69357C107 286 49048 SH DEFINED 1,3,4 49048 PS BUSINESS PARKS INC/CA COM 69360J107 53 1500 SH DEFINED 1,3,4 1500 PS BUSINESS PARKS INC/CA COM 69360J107 2385 67500 SH DEFINED 2,3,4 67500 PACCAR, INC. COM 693718108 31826 471064.00SH DEFINED 1,3,4 471064 PACIFIC CAPITAL BANCORP COM 69404P101 8032 229221 SH DEFINED 1,3,4 229221 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 2905 120610 SH DEFINED 1,3,4 120610 PACIFICARE HEALTH SYSTEMS, INC COM 695112102 460 9368 SH DEFINED 1,3,4 9368 PACKAGING CORP OF AMERICA COM 695156109 490 26465 SH DEFINED 1,3,4 26465 PACKETEER, INC. COM 695210104 4707 302272 SH DEFINED 1,3,4 302272 PACTIV CORP. COM 695257105 12486 633178 SH DEFINED 1,3,4 633178 PALL CORP. COM 696429307 1550 68971 SH DEFINED 1,3,4 68971 PANAMSAT CORP COM 697933109 10074 546680 SH DEFINED 1,3,4 546680 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 3450 87739 SH DEFINED 1,3,4 87739 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 9826 249800 SH DEFINED 2,3,4 249800 PANERA BREAD, CO. COM 69840W108 939 23459 SH DEFINED 1,3,4 23459 PAPA JOHNS INTERNATIONAL, INC. COM 698813102 4254 151700 SH DEFINED 1,3,4 151700 PARADYNE NETWORKS, INC. COM 69911G107 680 377000 SH DEFINED 1,3,4 377000 PARAMETRIC TECH COM 699173100 441 147850 SH DEFINED 1,3,4 147850 PAREXEL INTERNATIONAL, CORP. COM 699462107 288 20308 SH DEFINED 1,3,4 20308 PARK ELECTROCHEMICAL CORP. COM 700416209 310 15645 SH DEFINED 1,3,4 15645 PARK PLACE ENTERTAINMENT CORP. COM 700690100 1611 177141 SH DEFINED 1,3,4 177141 PARKER-HANNIFIN CORP. COM 701094104 2784 66221 SH DEFINED 1,3,4 66221 PARTHUSCEVA, INC. COM 70212E106 194 23800 SH DEFINED 1,3,4 23800 PATINA OIL & GAS CORP. COM 703224105 8427 261995 SH DEFINED 1,3,4 261995 PATTERSON DENTAL CO. COM 703412106 782 17195 SH DEFINED 1,3,4 17195 PATTERSON-UTI ENERGY, INC. COM 703481101 654 20309 SH DEFINED 1,3,4 20309 PAXAR CORP. COM 704227107 3189 289956 SH DEFINED 1,3,4 289956 PAYCHEX, INC. COM 704326107 26311 897690 SH DEFINED 1,3,4 897690 PAYLESS SHOESOURCE, INC. COM 704379106 217 17186 SH DEFINED 1,3,4 17186 PEABODY ENERGY CORP COM 704549104 3276 97568 SH DEFINED 1,3,4 97568 PEDIATRIX MEDICAL GROUP, INC. COM 705324101 2312 64966 SH DEFINED 1,3,4 64966 PEGASUS COMMUNICATIONS CORP. COM 705904605 310 10498 SH DEFINED 1,3,4 10498 PEGASUS SYSTEMS, INC. COM 705906105 321 19631 SH DEFINED 1,3,4 19631 PENFORD CORP. COM 707051108 76 6740 SH DEFINED 1,3,4 6740 PENN-AMERICA GROUP, INC. COM 707247102 1746 155224 SH DEFINED 1,3,4 155224 PENN NATIONAL GAMING COM 707569109 4645 226287 SH DEFINED 1,3,4 226287 PENNEY (J.C.) CO., INC. (HOLDI COM 708160106 24225 1438124 SH DEFINED 1,3,4 1438124 PENTAIR, INC. COM 709631105 11336 290162 SH DEFINED 1,3,4 290162 PEOPLES ENERGY CORP. COM 711030106 2278 53173 SH DEFINED 1,3,4 53173 PEOPLESOFT, INC. COM 712713106 3465 196875 SH DEFINED 1,3,4 196875 PEP BOYS-MANNY, MOE & JACK COM 713278109 17066 1263185 SH DEFINED 1,3,4 1263185 PEPCO HOLDINGS, INC. COM 713291102 824 43094 SH DEFINED 1,3,4 43094 PEPSI BOTTLING GROUP INC COM 713409100 3082 154042 SH DEFINED 1,3,4 154042 PEPSIAMERICAS, INC. COM 71343P200 456 36400 SH DEFINED 1,3,4 36400 PEPSICO, INC. COM 713448108 45535 1023130 SH DEFINED 1,3,4 1023130 PERFORMANCE FOOD GROUP CO. COM 713755106 5218 141056 SH DEFINED 1,3,4 141056 PERICOM SEMICONDUCTOR CORP. COM 713831105 187 20335 SH DEFINED 1,3,4 20335 PERKINELMER, INC. COM 714046109 964 70666 SH DEFINED 1,3,4 70666 PERRIGO, CO. COM 714290103 272 17558 SH DEFINED 1,3,4 17558 PETROCHINA CO. LTD. - ADR COM 71646E100 451 14936 SH DEFINED 1,3,4 14936 PETROLEO BRASILEIRO S.A. COM 71654V408 5251 265523 SH DEFINED 1,3,4 265523 PETSMART, INC. COM 716768106 1496 89660 SH DEFINED 1,3,4 89660 PEUGEOT CITROEN SA COM 716825500 150 3050 SH DEFINED 1,3,4 3050 PFIZER, INC. COM 717081103 233205 6828797 SH DEFINED 1,3,4 6828797 PHARMACEUTICAL PROD DEV, INC. COM 717124101 5164 179706 SH DEFINED 1,3,4 179706 PHARMACEUTICAL RESOURCES, INC. COM 717125108 1821 37416 SH DEFINED 1,3,4 37416 PHELPS DODGE CORP. COM 717265102 1906 49722 SH DEFINED 1,3,4 49722 PHILADELPHIA CONS HLDG CO COM 717528103 698 17318 SH DEFINED 1,3,4 17318 PHILADELPHIA SUBURBAN CORP. COM 718009608 420 17217 SH DEFINED 1,3,4 17217 PHILIPPINE LONG DISTANCE TELEP COM 718252604 1988 184593 SH DEFINED 1,3,4 184593 PHILLIPS-VAN HEUSEN COM 718592108 328 24016 SH DEFINED 1,3,4 24016 PHOENIX TECHNOLOGIES LTD COM 719153108 109 19185 SH DEFINED 1,3,4 19185 PHOTON DYNAMICS, INC. COM 719364101 352 12650 SH DEFINED 1,3,4 12650 PHOTRONICS INC. COM 719405102 4467 255919 SH DEFINED 1,3,4 255919 PIEDMONT NATURAL GAS CO COM 720186105 1024 26380 SH DEFINED 1,3,4 26380 PIER I IMPORTS, INC. COM 720279108 10874 533136 SH DEFINED 1,3,4 533136 PINNACLE ENTERTAINMENT, INC. COM 723456109 138 20537 SH DEFINED 1,3,4 20537 PINNACLE SYSTEMS INC. COM 723481107 9307 869999 SH DEFINED 1,3,4 869999 PINNACLE WEST CAPITAL CORP. COM 723484101 1920 51136 SH DEFINED 1,3,4 51136 PIONEER NATURAL RESOURCES, CO. COM 723787107 776 29746 SH DEFINED 1,3,4 29746 PIONEER STANDARD ELECTRONICS COM 723877106 214 25325 SH DEFINED 1,3,4 25325 PITNEY BOWES, INC. COM 724479100 16144 420307 SH DEFINED 1,3,4 420307 PIXELWORKS INC. COM 72581M107 3792 638414 SH DEFINED 1,3,4 638414 PLACER DOME, INC. COM 725906101 8 615 SH DEFINED 1,3,4 615 PLAINS RESOURCES, INC. COM 726540503 264 18792 SH DEFINED 1,3,4 18792 PLANAR SYSTEMS, INC. COM 726900103 217 11094 SH DEFINED 1,3,4 11094 PLANTRONICS INC. COM 727493108 9612 443781 SH DEFINED 1,3,4 443781 PLEXUS CORP. COM 729132100 121 10688 SH DEFINED 1,3,4 10688 PLUM CREEK TIMBER CO INC. COM 729251108 15344 591327 SH DEFINED 1,3,4 591327 POGO PRODUCING CO. COM 730448107 5862 137133 SH DEFINED 1,3,4 137133 POLARIS INDS, INC. COM 731068102 1061 17256 SH DEFINED 1,3,4 17256 POLO RALPH LAUREN CORP. COM 731572103 13781 534259 SH DEFINED 1,3,4 534259 POLYCOM, INC. COM 73172K104 346 24986 SH DEFINED 1,3,4 24986 POLYMEDICA CORP. COM 731738100 7834 171089 SH DEFINED 1,3,4 171089 POLYONE CORPORATION COM 73179P106 323 72629 SH DEFINED 1,3,4 72629 POPE & TALBOT, INC. COM 732827100 136 12383 SH DEFINED 1,3,4 12383 POPULAR INC. COM 733174106 9123 236303 SH DEFINED 1,3,4 236303 POSSIS MEDICAL INC COM 737407106 190 13884 SH DEFINED 1,3,4 13884 POTLATCH CORP. COM 737628107 184 7240 SH DEFINED 1,3,4 7240 POWER INTEGRATIONS, INC. COM 739276103 559 22986 SH DEFINED 1,3,4 22986 POWER-ONE, INC. COM 739308104 1673 235769 SH DEFINED 1,3,4 235769 POWERWAVE TECHNOLOGIES, INC. COM 739363109 104 16681 SH DEFINED 1,3,4 16681 PRAXAIR, INC. COM 74005P104 7103 118270 SH DEFINED 1,3,4 118270 PREPAID LEGAL SERVICES, INC. COM 740065107 6103 248911 SH DEFINED 1,3,4 248911 PRECISION CASTPARTS CORP. COM 740189105 12341 396821 SH DEFINED 1,3,4 396821 PREMCOR INC. COM 74045Q104 585 27192 SH DEFINED 1,3,4 27192 PRENTISS PROPERTIES TRUST COM 740706106 1191 39728 SH DEFINED 1,3,4 39728 PRESIDENTIAL LIFE COM 740884101 330 23232 SH DEFINED 1,3,4 23232 PRICE COMMUNICATIONS CORP. COM 741437305 176 13768 SH DEFINED 1,3,4 13768 T ROWE PRICE GROUP INC. COM 74144T108 6488 171670 SH DEFINED 1,3,4 171670 PRIDE INTERNATIONAL, INC. COM 74153Q102 2974 158143 SH DEFINED 1,3,4 158143 PRIME MEDICAL SVCS, INC. COM 74156D108 1225 260610 SH DEFINED 1,3,4 260610 PRIMEDIA INC. COM 74157K101 1516 497000 SH DEFINED 1,3,4 497000 PRIMA ENERGY CORP. COM 741901201 209 10089 SH DEFINED 1,3,4 10089 PRIME HOSPITALITY CORP. COM 741917108 234 35426 SH DEFINED 1,3,4 35426 PRINCIPAL FINANCIAL GROUP COM 74251V102 492 15193 SH DEFINED 1,3,4 15193 PRIORITY HLTHCARE CP- CL B COM 74264T102 4333 233736 SH DEFINED 1,3,4 233736 PROASSURANCE CORP. COM 74267C106 1268 46955 SH DEFINED 1,3,4 46955 PROCTER & GAMBLE CO. COM 742718109 119096 1335403 SH DEFINED 1,3,4 1335403 PROGRESS ENERGY, INC. COM 743263105 5934 135288 SH DEFINED 1,3,4 135288 PROGRESS SOFTWARE CORP. COM 743312100 4059 195742 SH DEFINED 1,3,4 195742 PROGRESSIVE CORP. COM 743315103 10606 145157 SH DEFINED 1,3,4 145157 PROLOGIS COM 743410102 11409 417730 SH DEFINED 2,3,4 417730 PROLOGIS COM 743410102 17006 622843 SH DEFINED 1,3,4 622843 PROTECTIVE LIFE, CORP. COM 743674103 468 17418 SH DEFINED 1,3,4 17418 PROTEIN DESIGN LABS INC. COM 74369L103 330 23600 SH DEFINED 1,3,4 23600 PROVIDENT BANKSHARES CORP COM 743859100 494 19388 SH DEFINED 1,3,4 19388 PROVIDENT FINANCIAL GROUP COM 743866105 316 12329 SH DEFINED 1,3,4 12329 PROVINCE HEALTHCARE CO. COM 743977100 427 38587 SH DEFINED 1,3,4 38587 PROVIDIAN FINANCIAL CORP. COM 74406A102 2109 227882 SH DEFINED 1,3,4 227882 PRUDENTIAL FINANCIAL, INC. COM 744320102 25406 754918 SH DEFINED 1,3,4 754918 PUBLIC SERVICE ENTERPRISE GROU COM 744573106 11912 281839 SH DEFINED 1,3,4 281839 PUBLIC STORAGE INC. COM 74460D109 3869 114200 SH DEFINED 2,3,4 114200 PUBLIC STORAGE INC. COM 74460D109 15182 448395 SH DEFINED 1,3,4 448395 PUGET ENERGY, INC. COM 745310102 13245 554843 SH DEFINED 1,3,4 554843 PULTE HOMES INC. COM 745867101 2110 34190 SH DEFINED 1,3,4 34190 QRS CORP. COM 74726X105 63 12546 SH DEFINED 1,3,4 12546 QLOGIC CORP. COM 747277101 4653 96252 SH DEFINED 1,3,4 96252 QUAKER CHEMICAL CORP. COM 747316107 182 7408 SH DEFINED 1,3,4 7408 QUALCOMM, INC. COM 747525103 17239 482207 SH DEFINED 1,3,4 482207 QUANEX CORP. COM 747620102 11413 384075 SH DEFINED 1,3,4 384075 QUANTA SERVICES, INC. COM 74762E102 205 29379 SH DEFINED 1,3,4 29379 QUANTUM CORP. COM 747906204 6906 1704782 SH DEFINED 1,3,4 1704782 QUEST DIAGNOSTIC COM 74834L100 3763 58962 SH DEFINED 1,3,4 58962 QUESTAR CORP. COM 748356102 43850 1309887 SH DEFINED 1,3,4 1309887 QUICKSILVER INC. COM 74838C106 706 42973 SH DEFINED 1,3,4 42973 QUILMES INDUSTRIAL QUINS SA COM 74838Y207 1647 128754 SH DEFINED 1,3,4 128754 QUINTILES TRANSNATIONAL CORP COM 748767100 938 66248 SH DEFINED 1,3,4 66248 QWEST COMMUNICATIONS INTL COM 749121109 5216 1091099.0SH DEFINED 1,3,4 1091099 R&G FINANCIAL CORP. CL B COM 749136107 8064 271573 SH DEFINED 1,3,4 271573 RC2 CORP COM 749388104 891 52440 SH DEFINED 1,3,4 52440 R.H. DONNELLEY CORP. COM 74955W307 3348 91790 SH DEFINED 1,3,4 91790 RLI CORPORATION COM 749607107 3487 105963 SH DEFINED 1,3,4 105963 RPM INTERNATIONAL, INC. COM 749685103 401 29228 SH DEFINED 1,3,4 29228 RSA SECURITY, INC. COM 749719100 2669 248364 SH DEFINED 1,3,4 248364 RTI INT'L METALS, INC. COM 74973W107 177 16498 SH DEFINED 1,3,4 16498 RF MICRO DEVICES, INC. COM 749941100 277 46280 SH DEFINED 1,3,4 46280 RADIAN GROUP INC. COM 750236101 867 23599 SH DEFINED 1,3,4 23599 RADIANT SYSTEMS, INC. COM 75025N102 146 21853 SH DEFINED 1,3,4 21853 RADIO ONE, INC. CL D COM 75040P405 4862 273597 SH DEFINED 1,3,4 273597 RADIOSHACK CORP COM 750438103 2488 94509 SH DEFINED 1,3,4 94509 RADISYS CORP COM 750459109 181 14042 SH DEFINED 1,3,4 14042 RAINBOW TECHNOLOGIES, INC. COM 750862104 180 21260 SH DEFINED 1,3,4 21260 RALCORP HOLDINGS, INC. COM 751028101 570 22883 SH DEFINED 1,3,4 22883 RANBAXY LABORATORIES LTD.-144A COM 751881103 1482 76609 SH DEFINED 1,3,4 76609 RANGE RESOURCES CORP COM 75281A109 2557 407332 SH DEFINED 1,3,4 407332 RARE HOSPITALITY INTL., INC COM 753820109 6007 183671 SH DEFINED 1,3,4 183671 RAYMOND JAMES FINANCIAL CORP. COM 754730109 1269 38420 SH DEFINED 1,3,4 38420 RAYONIER, INC. COM 754907103 31474 953735 SH DEFINED 1,3,4 953735 RAYTHEON CO. COM 755111507 24787 754845 SH DEFINED 1,3,4 754845 READERS DIGEST ASSN, INC. COM 755267101 332 24798 SH DEFINED 1,3,4 24798 REALTY INCOME CORP COM 756109104 992 26099 SH DEFINED 1,3,4 26099 REALTY INCOME CORP COM 756109104 3637 95600 SH DEFINED 2,3,4 95600 REEBOK INTERNATL., LTD. COM 758110100 9755 289988 SH DEFINED 1,3,4 289988 REGAL BELOIT COM 758750103 1444 75479 SH DEFINED 1,3,4 75479 REGAL ENTERTAINMENT GROUP COM 758766109 2791 118425 SH DEFINED 1,3,4 118425 REGENCY CENTERS CORP. COM 758849103 98 2800 SH DEFINED 1,3,4 2800 REGENCY CENTERS CORP. COM 758849103 5224 149400 SH DEFINED 2,3,4 149400 REGENERON PHARMACEUT COM 75886F107 583 37146 SH DEFINED 1,3,4 37146 REGIS CORP. MN COM 758932107 2241 77142 SH DEFINED 1,3,4 77142 REGIONS FINANCIAL CORP. COM 758940100 4213 124772 SH DEFINED 1,3,4 124772 REHABCARE GROUP INC. COM 759148109 185 12592 SH DEFINED 1,3,4 12592 REINSURANCE GROUP OF AMERICA COM 759351109 9315 290193 SH DEFINED 1,3,4 290193 RELIANCE INDUSTRIES-144A COM 759470107 2066 143381 SH DEFINED 1,3,4 143381 RELIANCE STEEL & ALUMINUM CO. COM 759509102 516 25157 SH DEFINED 1,3,4 25157 RELIANT RESOURCES, INC. COM 75952B105 4 511 SH DEFINED 1,3,4 511 REMINGTON OIL & GAS CORP. - CL COM 759594302 386 20954 SH DEFINED 1,3,4 20954 RENAL CARE GROUP, INC. COM 759930100 1349 38219 SH DEFINED 1,3,4 38219 RENT-A-CENTER, INC. COM 76009N100 23121 304987 SH DEFINED 1,3,4 304987 RENTOKIL INITIAL PLC COM 760125104 66 4200 SH DEFINED 1,3,4 4200 REPUBLIC BANCORP COM 760282103 611 45558 SH DEFINED 1,3,4 45558 REPUBLIC WASTE INC. CLASS A COM 760759100 34883 1538848 SH DEFINED 1,3,4 1538848 RESMED INC. COM 761152107 1034 26314 SH DEFINED 1,3,4 26314 RESPIRONICS, INC. COM 761230101 8819 234874 SH DEFINED 1,3,4 234874 RETEK, INC. COM 76128Q109 86 13613 SH DEFINED 1,3,4 13613 REX STORES CORP. COM 761624105 890 73514 SH DEFINED 1,3,4 73514 REYNOLDS & REYNOLDS - CL A COM 761695105 480 16913 SH DEFINED 1,3,4 16913 RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 1752 47116 SH DEFINED 1,3,4 47116 RIGGS NATL CORP. WASH DC COM 766570105 345 22596 SH DEFINED 1,3,4 22596 RIGHT MANAGEMENT CONSULTANTS COM 766573109 3907 308895 SH DEFINED 1,3,4 308895 RIO TINTO PLC COM 767204100 143 1870 SH DEFINED 1,3,4 1870 ROADWAY CORP. COM 769742107 2942 102985 SH DEFINED 1,3,4 102985 ROBBINS & MEYERS, INC. COM 770196103 1377 74313 SH DEFINED 1,3,4 74313 ROBERT HALF INTL, INC. COM 770323103 1803 95147 SH DEFINED 1,3,4 95147 ROCK-TENN CO. COM 772739207 461 27328 SH DEFINED 1,3,4 27328 ROCKWELL AUTOMATION, INC. COM 773903109 5519 231492 SH DEFINED 1,3,4 231492 ROCKWELL COLLINS. COM 774341101 9007 365804 SH DEFINED 1,3,4 365804 ROGERS CORP COM 775133101 418 12627 SH DEFINED 1,3,4 12627 ROHM AND HAAS CO. COM 775371107 3857 124348 SH DEFINED 1,3,4 124348 ROLLINS, INC. COM 775711104 217 11397 SH DEFINED 1,3,4 11397 ROPER INDUSTRIES, INC. COM 776696106 962 25854 SH DEFINED 1,3,4 25854 ROSLYN BANCORP, INC. COM 778162107 418 19495 SH DEFINED 1,3,4 19495 ROSS STORES INC. COM 778296103 1250 29295 SH DEFINED 1,3,4 29295 ROTO-ROOTER INC. COM 778787101 298 7780 SH DEFINED 1,3,4 7780 ROWAN COS., INC. COM 779382100 1173 52449 SH DEFINED 1,3,4 52449 ROXIO, INC. COM 780008108 143 21649 SH DEFINED 1,3,4 21649 ROYAL DUTCH PETROLEUM CO. COM 780257804 213 4575 SH DEFINED 1,3,4 4575 KONINKLIJKE KPN NV COM 780641205 124 17600 SH DEFINED 1,3,4 17600 RUBY TUESDAY, INC. COM 781182100 1599 64612 SH DEFINED 1,3,4 64612 RUDDICK CORP. COM 781258108 181 11729 SH DEFINED 1,3,4 11729 RUDOLPH TECHNOLOGIES INC COM 781270103 206 12962 SH DEFINED 1,3,4 12962 RUSS BERRIE AND CO., INC. COM 782233100 593 16277 SH DEFINED 1,3,4 16277 RUSSELL CORP. COM 782352108 1588 83491 SH DEFINED 1,3,4 83491 RYAN'S FAMILY STEAK HOUSES, IN COM 783519101 469 33366 SH DEFINED 1,3,4 33366 RYDER SYSTEM, INC. COM 783549108 5114 199558 SH DEFINED 1,3,4 199558 RYERSON TULL, INC. COM 78375P107 171 19652 SH DEFINED 1,3,4 19652 RYLAND GROUP, INC. COM 783764103 9584 138069 SH DEFINED 1,3,4 138069 SBC COMMUNICATIONS, INC. COM 78387G103 60969 2386228 SH DEFINED 1,3,4 2386228 SBS TECHNOLOGIES INC COM 78387P103 114 11564 SH DEFINED 1,3,4 11564 SCM MICROSYSTEMS, INC. COM 784018103 65 12271 SH DEFINED 1,3,4 12271 SCP POOL CORP. COM 784028102 643 18632 SH DEFINED 1,3,4 18632 SCPIE HOLDINGS INC. COM 78402P104 58 7787 SH DEFINED 1,3,4 7787 SEI INVESTMENTS CO. COM 784117103 7082 221339 SH DEFINED 1,3,4 221339 SKF AB-Sponsored ADR COM 784375404 70 2400 SH DEFINED 1,3,4 2400 SK TELECOM CO LTD. COM 78440P108 3142 166630 SH DEFINED 1,3,4 166630 SL GREEN REALTY CORP. COM 78440X101 7219 206900 SH DEFINED 2,3,4 206900 SL GREEN REALTY CORP. COM 78440X101 7272 208453 SH DEFINED 1,3,4 208453 SLM CORP. COM 78442P106 10412 265932 SH DEFINED 1,3,4 265932 SPS TECHNOLOGIES, INC. COM 784626103 279 10220 SH DEFINED 1,3,4 10220 SPSS, INC. COM 78462K102 227 13673 SH DEFINED 1,3,4 13673 SPX CORP. COM 784635104 867 19734 SH DEFINED 1,3,4 19734 S1 CORPORATION COM 78463B101 1964 486620 SH DEFINED 3,4 486620 S1 CORPORATION COM 78463B101 2114 523420 SH DEFINED 1,3,4 523420 SRA INTERNATIONAL, INC. COM 78464R105 4023 125713 SH DEFINED 1,3,4 125713 SWS GROUP INC. COM 78503N107 272 13429 SH DEFINED 1,3,4 13429 SABRE HOLDINGS CORP. COM 785905100 1976 80296 SH DEFINED 1,3,4 80296 SAFECO CORP. COM 786429100 8392 237866 SH DEFINED 1,3,4 237866 SAFEWAY, INC. COM 786514208 5062 247658 SH DEFINED 1,3,4 247658 ST. JUDE MEDICAL, INC. COM 790849103 34530 600419 SH DEFINED 1,3,4 600419 ST MARY LAND & EXPLOR CO. COM 792228108 604 22219 SH DEFINED 1,3,4 22219 ST. PAUL COS., INC. COM 792860108 4663 127743 SH DEFINED 1,3,4 127743 SAKS, INC. COM 79377W108 351 36100 SH DEFINED 1,3,4 36100 SALTON INC. COM 795757103 77 8859 SH DEFINED 1,3,4 8859 SAMSUNG ELECTRONIC - 144 A COM 796050888 4069 27384 SH DEFINED 1,3,4 27384 SANDISK CORP. COM 80004C101 7046 174609 SH DEFINED 1,3,4 174609 JOHN B. SANFILIPPO & SON COM 800422107 566 35100 SH DEFINED 1,3,4 35100 SANMINA-SCI CORPORATION. COM 800907107 1805 285837 SH DEFINED 1,3,4 285837 SARA LEE CORP. COM 803111103 9288 494056 SH DEFINED 1,3,4 494056 SAVIENT PHARMACEUTICALS INC. COM 80517Q100 2501 539009 SH DEFINED 1,3,4 539009 SAXON CAPITAL, INC. COM 80556P302 3234 186110 SH DEFINED 1,3,4 186110 SCANA CORP. COM 80589M102 11938 348254 SH DEFINED 1,3,4 348254 HENRY SCHEIN, INC. COM 806407102 8958 171143 SH DEFINED 1,3,4 171143 SCHERING AG COM 806585204 129 2640 SH DEFINED 1,3,4 2640 SCHERING-PLOUGH CORP. COM 806605101 15322 823761 SH DEFINED 1,3,4 823761 SCHLUMBERGER, LTD. COM 806857108 15545 326843 SH DEFINED 1,3,4 326843 SCHOLASTIC CORP. COM 807066105 293 9915 SH DEFINED 1,3,4 9915 SCHOOL SPECIALTY, INC. COM 807863105 1493 52463 SH DEFINED 1,3,4 52463 SCHULMAN (A.), INC. COM 808194104 3215 200297 SH DEFINED 1,3,4 200297 SCHWAB, CHARLES CORP. COM 808513105 7648 757977 SH DEFINED 1,3,4 757977 SCHWEITZER-MAUDUIT INT'L, INC. COM 808541106 284 11712 SH DEFINED 1,3,4 11712 SCIENTIFIC-ATLANTA, INC. COM 808655104 1996 83574 SH DEFINED 1,3,4 83574 SCIENTIFIC GAMES CORP. COM 80874P109 6259 665605 SH DEFINED 1,3,4 665605 SCOTTISH POWER PLC COM 81013T705 151 6220 SH DEFINED 1,3,4 6220 SCOTTS CO. COM 810186106 1235 24900 SH DEFINED 1,3,4 24900 SCRIPPS CO., E.W. COM 811054204 12892 145309 SH DEFINED 1,3,4 145309 SCS TRANSPORTATION, INC. COM 81111T102 2664 211078 SH DEFINED 1,3,4 211078 SEACOAST FINL SERVICES CORP COM 81170Q106 391 19759 SH DEFINED 1,3,4 19759 SEACOR SMIT, INC. COM 811904101 1204 33098 SH DEFINED 1,3,4 33098 SEALED AIR CORP. COM 81211K100 3640 76378 SH DEFINED 1,3,4 76378 SEARS ROEBUCK & CO. COM 812387108 5806 172472 SH DEFINED 1,3,4 172472 SELECT MEDICAL CORP. COM 816196109 1864 75275 SH DEFINED 1,3,4 75275 SELECTIVE INS GROUP INC COM 816300107 4618 184162 SH DEFINED 1,3,4 184162 SEMTECH CORP. COM 816850101 264 18550 SH DEFINED 1,3,4 18550 SEMPRA ENERGY COM 816851109 3316 116348 SH DEFINED 1,3,4 116348 SENSIENT TECHNOLOGIES CORP COM 81725T100 274 11914 SH DEFINED 1,3,4 11914 SEPRACOR INC. COM 817315104 390 21330 SH DEFINED 1,3,4 21330 SEQUA CORP. - CI A COM 817320104 92 2636 SH DEFINED 1,3,4 2636 SERENA SOFTWARE, INC. COM 817492101 666 31991 SH DEFINED 1,3,4 31991 SERVICEMASTER COMPANY COM 81760N109 12383 1157445 SH DEFINED 1,3,4 1157445 SHARPER IMAGE CORP COM 820013100 2214 81160 SH DEFINED 1,3,4 81160 SHAW GROUP, INC. COM 820280105 362 29891 SH DEFINED 1,3,4 29891 SHELL TRANSPORT & TRADING-ADR COM 822703609 240 6006 SH DEFINED 1,3,4 6006 SHERWIN-WILLIAMS CO., THE COM 824348106 6531 243141 SH DEFINED 1,3,4 243141 SHOE CARNIVAL, INC. COM 824889109 762 51737 SH DEFINED 1,3,4 51737 SHOPKO STORES, INC. COM 824911101 300 23038 SH DEFINED 1,3,4 23038 SHUFFLE MASTER, INC. COM 825549108 4320 146961 SH DEFINED 1,3,4 146961 SHURGARD STORAGE CENTERS-A COM 82567D104 946 28521 SH DEFINED 1,3,4 28521 SICOR, INC. COM 825846108 605 29776 SH DEFINED 1,3,4 29776 SIEBEL SYSTEMS, INC. COM 826170102 7657 802578 SH DEFINED 1,3,4 802578 SIEMENS AG COM 826197501 124 2550 SH DEFINED 1,3,4 2550 SIERRA HEALTH SERVICES, INC. COM 826322109 11142 557142 SH DEFINED 1,3,4 557142 SIERRA PACIFIC RESOURCES COM 826428104 176 29621 SH DEFINED 1,3,4 29621 SIGMA-ALDRICH CORP. COM 826552101 27970 516270 SH DEFINED 1,3,4 516270 SILICON LABORATORIES, INC. COM 826919102 3181 119363 SH DEFINED 1,3,4 119363 SILGAN HOLDINGS INC. COM 827048109 7303 233516 SH DEFINED 1,3,4 233516 SILICON VY BANCSHARES COM 827064106 236 9813 SH DEFINED 1,3,4 9813 SIMON PROPERTY GROUP, INC. COM 828806109 15097 386800 SH DEFINED 2,3,4 386800 SIMON PROPERTY GROUP, INC. COM 828806109 26524 679421 SH DEFINED 1,3,4 679421 SIMPSON MANUFACTURING INC COM 829073105 2698 73890 SH DEFINED 1,3,4 73890 SINCLAIR BROADCAST GROUP - A COM 829226109 952 82000 SH DEFINED 1,3,4 82000 SIX FLAGS INC,. COM 83001P109 159 23418 SH DEFINED 1,3,4 23418 SKY FINANCIAL GROUP, INC. COM 83080P103 4351 200128 SH DEFINED 1,3,4 200128 SKYLINE CORP. COM 830830105 198 6644 SH DEFINED 1,3,4 6644 SKYWEST INC. COM 830879102 869 45653 SH DEFINED 1,3,4 45653 SKYWORKS SOLUTIONS, INC. COM 83088M102 742 109799 SH DEFINED 1,3,4 109799 SMITH (A.O.) CORPORATION COM 831865209 7860 279227 SH DEFINED 1,3,4 279227 SMITH INTERNATIONAL, INC. COM 832110100 948 25783 SH DEFINED 1,3,4 25783 SMITHFIELD FOODS INC. COM 832248108 3446 150372 SH DEFINED 1,3,4 150372 SMUCKER (JM) CO. COM 832696405 500 12582 SH DEFINED 1,3,4 12582 SNAP-ON TOOLS, INC. COM 833034101 939 32504 SH DEFINED 1,3,4 32504 SOLA INTL INC. COM 834092108 339 19477 SH DEFINED 1,3,4 19477 SOLECTRON CORP. COM 834182107 1742 464754 SH DEFINED 1,3,4 464754 SONIC CORP. COM 835451105 782 30647 SH DEFINED 1,3,4 30647 SONOCO PRODUCTS CO. COM 835495102 588 24444 SH DEFINED 1,3,4 24444 SOTHEBY'S HOLDING CIA COM 835898107 113 15564 SH DEFINED 1,3,4 15564 SONUS NETWORKS, INC. COM 835916107 1283 254980 SH DEFINED 1,3,4 254980 SOURCECORP COM 836167106 280 12940 SH DEFINED 1,3,4 12940 SOUTH FINANCIAL GROUP, INC. COM 837841105 13350 572525 SH DEFINED 1,3,4 572525 SOUTHERN CO. COM 842587107 13214 424140 SH DEFINED 1,3,4 424140 SOUTHERN UNION COMPANY COM 844030106 11186 660418 SH DEFINED 1,3,4 660418 SOUTHTRUST CORP. COM 844730101 15519 570687 SH DEFINED 1,3,4 570687 SOUTHWEST AIRLINES CO. COM 844741108 7509 436658 SH DEFINED 1,3,4 436658 SOUTHWEST BANCORP OF TEXAS COM 84476R109 872 26898 SH DEFINED 1,3,4 26898 SOUTHWEST GAS CO. COM 844895102 560 26650 SH DEFINED 1,3,4 26650 SOUTHWESTERN ENERGY CO COM 845467109 2253 150239 SH DEFINED 1,3,4 150239 SOVEREIGN BANCORP INC. COM 845905108 1031 66038 SH DEFINED 1,3,4 66038 SPHERION CORPORATION. COM 848420105 327 46955 SH DEFINED 1,3,4 46955 SPINNAKER EXPLORATION CO COM 84855W109 689 26292 SH DEFINED 1,3,4 26292 SPORTS AUTHORITY INC. COM 849176102 9138 854080 SH DEFINED 1,3,4 854080 SPRINT CORP. (FON GROUP) COM 852061100 7259 503948 SH DEFINED 1,3,4 503948 SPRINT CORP. (PCS GROUP) COM 852061506 3913 680532 SH DEFINED 1,3,4 680532 SS&C TECHNOLOGIES INC COM 85227Q100 2150 134800 SH DEFINED 1,3,4 134800 STAGE STORES, INC. COM 85254C305 3661 155760 SH DEFINED 1,3,4 155760 STANCORP FINANCIAL GROUP COM 852891100 3760 71976 SH DEFINED 1,3,4 71976 STANDARD MICROSYSTEMS CORP COM 853626109 3005 198035 SH DEFINED 1,3,4 198035 STANDARD MOTOR PRODS COM 853666105 162 14498 SH DEFINED 1,3,4 14498 STANDARD PACIFIC CP COM 85375C101 840 25503 SH DEFINED 1,3,4 25503 STANDARD REGISTER CO., THE COM 853887107 369 22372 SH DEFINED 1,3,4 22372 STANDEX INTERNATIONAL CORP COM 854231107 198 9506 SH DEFINED 1,3,4 9506 STANLEY WORKS COM 854616109 1316 47787 SH DEFINED 1,3,4 47787 STAPLES, INC. COM 855030102 7021 382791 SH DEFINED 1,3,4 382791 STARBUCKS CORP. COM 855244109 6253 255223 SH DEFINED 1,3,4 255223 STARTEK INC. COM 85569C107 298 11250 SH DEFINED 1,3,4 11250 STARWOOD HOTELS & RESORTS COM 85590A203 3216 112458 SH DEFINED 1,3,4 112458 STATE BANK OF INDIA-144 A COM 856552104 4288 210069 SH DEFINED 1,3,4 210069 STATE STREET CORP. COM 857477103 7540 191393 SH DEFINED 1,3,4 191393 STATEN ISLAND BANCORP, INC. COM 857550107 921 47298 SH DEFINED 1,3,4 47298 STATOIL ASA COM 85771P102 257 29900 SH DEFINED 1,3,4 29900 THE STEAK N SHAKE COMPANY COM 857873103 328 21403 SH DEFINED 1,3,4 21403 STEEL DYNAMICS INC. COM 858119100 3262 238158 SH DEFINED 1,3,4 238158 STEEL TECHNOLOGIES COM 858147101 76 7731 SH DEFINED 1,3,4 7731 STEIN MART INC. COM 858375108 194 32919 SH DEFINED 1,3,4 32919 STERLING BANCSHARES INC COM 858907108 456 34897 SH DEFINED 1,3,4 34897 STERICYCLE, INC. COM 858912108 396 10303 SH DEFINED 1,3,4 10303 STERIS CORP. COM 859152100 27692 1199488 SH DEFINED 1,3,4 1199488 STERLING BANCORP-NY COM 859158107 2273 81488 SH DEFINED 1,3,4 81488 STEWART & STEVENSON SERVICES, COM 860342104 1675 106229 SH DEFINED 1,3,4 106229 STEWART ENTERPRISES, INC. COM 860370105 2914 678161 SH DEFINED 1,3,4 678161 STEWART INFO SVCS COM 860372101 3822 137118 SH DEFINED 1,3,4 137118 STONE ENERGY CORP. COM 861642106 873 20866 SH DEFINED 1,3,4 20866 STORAGE TECHNOLOGY, INC. COM 862111200 18031 700386 SH DEFINED 1,3,4 700386 STRIDE RITE CORP. COM 863314100 307 31177 SH DEFINED 1,3,4 31177 STRYKER CORP. COM 863667101 9011 129922 SH DEFINED 1,3,4 129922 STURM RUGER & CO INC. COM 864159108 211 21312 SH DEFINED 1,3,4 21312 SUN MICROSYSTEMS, INC. COM 866810104 8333 1811948 SH DEFINED 1,3,4 1811948 SUNGARD DATA SYSTEMS COM 867363103 11043 426121 SH DEFINED 1,3,4 426121 SUNOCO, INC. COM 86764P109 1619 42972 SH DEFINED 1,3,4 42972 SUNRISE SENIOR LIVING, INC. COM 86768K106 395 17615 SH DEFINED 1,3,4 17615 SUNTRUST BANKS, INC. COM 867914103 9338 157267 SH DEFINED 1,3,4 157267 SUPERIOR ENERGY SERVICES, INC. COM 868157108 971 102390 SH DEFINED 1,3,4 102390 SUPERIOR INDUSTRIES, INC. COM 868168105 1160 27835 SH DEFINED 1,3,4 27835 SUPERTEX , INC. COM 868532102 182 10023 SH DEFINED 1,3,4 10023 SUPERVALU, INC. COM 868536103 1595 74993 SH DEFINED 1,3,4 74993 SURMODICS, INC. COM 868873100 417 13757 SH DEFINED 1,3,4 13757 SUSQUEHANNA BANCSHARES INC COM 869099101 735 31420 SH DEFINED 1,3,4 31420 SWIFT ENERGY CO. COM 870738101 1294 117529 SH DEFINED 1,3,4 117529 SWIFT TRANSPORTATIONS CO., INC COM 870756103 393 21002 SH DEFINED 1,3,4 21002 SYBASE, INC. COM 871130100 328 23858 SH DEFINED 1,3,4 23858 SYBRON DENTAL SPECIALTIES COM 871142105 4386 185897 SH DEFINED 1,3,4 185897 SYCAMORE NETWORKS, INC. COM 871206108 2582 674800 SH DEFINED 1,3,4 674800 SYLVAN LEARNING SYSTEMS, INC. COM 871399101 236 10360 SH DEFINED 1,3,4 10360 SYMANTEC CORP. COM 871503108 31256 712695 SH DEFINED 1,3,4 712695 SYMBOL TECHNOLOGIES COM 871508107 11824 908902 SH DEFINED 1,3,4 908902 SYMMETRICOM INC. COM 871543104 145 33388 SH DEFINED 1,3,4 33388 SYNAPTICS INC. COM 87157D109 1261 93619 SH DEFINED 1,3,4 93619 SYNOPSYS INC. COM 871607107 2446 39576 SH DEFINED 1,3,4 39576 SYNOVUS FINANCIAL CORP. COM 87161C105 3654 170106 SH DEFINED 1,3,4 170106 SYSCO CORP. COM 871829107 37455 1246754 SH DEFINED 1,3,4 1246754 SYSTEMS & COMPUTER TECH CORP. COM 871873105 238 26640 SH DEFINED 1,3,4 26640 TBC CORP. COM 872180104 326 16990 SH DEFINED 1,3,4 16990 TCF FINANCIAL CORP. COM 872275102 32756 822230 SH DEFINED 1,3,4 822230 TDK CORP COM 872351408 143 2900 SH DEFINED 1,3,4 2900 TECO ENERGY COM 872375100 1178 98649 SH DEFINED 1,3,4 98649 THQ INC. COM 872443403 542 30277 SH DEFINED 1,3,4 30277 TJX COS., INC. COM 872540109 14971 794730 SH DEFINED 1,3,4 794730 TXU CORP. COM 873168108 4051 180415 SH DEFINED 1,3,4 180415 TAIWAN SEMICONDUCTOR MFG LTD COM 874039100 3124 309946 SH DEFINED 1,3,4 309946 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 17075 602409 SH DEFINED 1,3,4 602409 TALISMAN ENERGY, INC. COM 87425E103 160 3490 SH DEFINED 1,3,4 3490 TALX CORP. COM 874918105 244 10740 SH DEFINED 1,3,4 10740 TANOX INC COM 87588Q109 1461 91100 SH DEFINED 1,3,4 91100 TARGET CORP. COM 87612E106 19702 520571 SH DEFINED 1,3,4 520571 TECH DATA CORP. COM 878237106 387 14326 SH DEFINED 1,3,4 14326 TECHNE CORP. COM 878377100 14573 480461 SH DEFINED 1,3,4 480461 TECHNITROL, INC. COM 878555101 480 31818 SH DEFINED 1,3,4 31818 TECUMSEH PRODUCTS CO. COM 878895200 4118 107643 SH DEFINED 1,3,4 107643 TEKELEC COM 879101103 2918 258491 SH DEFINED 1,3,4 258491 TEKTRONIX, INC. COM 879131100 1021 47443 SH DEFINED 1,3,4 47443 TELEDYNE TECHNOLOGIES COM 879360105 335 25479 SH DEFINED 1,3,4 25479 TELEFLEX INC. COM 879369106 423 9981 SH DEFINED 1,3,4 9981 TELEFONICA SA COM 879382208 99 2844 SH DEFINED 1,3,4 2844 TELEFONOS DE MEXICO COM 879403780 6584 209573 SH DEFINED 1,3,4 209573 TELEPHON & DATA COM 879433100 9401 189161 SH DEFINED 1,3,4 189161 TELLABS, INC. COM 879664100 1515 231592 SH DEFINED 1,3,4 231592 TEMPLE-INLAND, INC. COM 879868107 1297 30185 SH DEFINED 1,3,4 30185 TENET HEALTHCARE CORP. COM 88033G100 3053 261892 SH DEFINED 1,3,4 261892 TERADYNE, INC. COM 880770102 1798 103663 SH DEFINED 1,3,4 103663 TEREX CORP COM 880779103 6243 319914 SH DEFINED 1,3,4 319914 TEVA PHARMACEUTICAL INDS LTD COM 881624209 20717 363931 SH DEFINED 1,3,4 363931 TETRA TECHNOLOGIES, INC./DE COM 88162F105 929 31266 SH DEFINED 1,3,4 31266 TETRA TECH, INC. COM 88162G103 725 42340 SH DEFINED 1,3,4 42340 TEXAS GENCO HOLDINGS, INC. COM 882443104 1 54 SH DEFINED 1,3,4 54 TEXAS INDUSTRIES, INC. COM 882491103 399 16678 SH DEFINED 1,3,4 16678 TEXAS INSTRUMENTS, INC. COM 882508104 33039 1877030 SH DEFINED 1,3,4 1877030 TEXTRON, INC. COM 883203101 8375 214562 SH DEFINED 1,3,4 214562 THERAGENICS CORP. COM 883375107 103 23696 SH DEFINED 1,3,4 23696 THERMO ELECTRON CORP. COM 883556102 5725 272273 SH DEFINED 1,3,4 272273 THOMAS & BETTS CORP. COM 884315102 872 60925 SH DEFINED 1,3,4 60925 THOMAS INDUSTRIES, INC. COM 884425109 370 13596 SH DEFINED 1,3,4 13596 THOR INDUSTRIES, INC. COM 885160101 1880 46109 SH DEFINED 1,3,4 46109 THORNBURG MORTGAGE COM 885218107 5632 227996 SH DEFINED 1,3,4 227996 3COM CORP. COM 885535104 4327 924859 SH DEFINED 1,3,4 924859 THREE-FIVE SYSTEMS, INC. COM 88554L108 117 16857 SH DEFINED 1,3,4 16857 3M COMPANY COM 88579Y101 56960 441649 SH DEFINED 1,3,4 441649 TIDEWATER INC. COM 886423102 448 15317 SH DEFINED 1,3,4 15317 TIFFANY & CO. COM 886547108 18881 577581 SH DEFINED 1,3,4 577581 TIMBERLAND CO. -CL A COM 887100105 480 9070 SH DEFINED 1,3,4 9070 TIMKEN CO. COM 887389104 1188 67689 SH DEFINED 1,3,4 67689 TITAN CORP. COM 888266103 205 20078 SH DEFINED 1,3,4 20078 TOLL BROTHERS, INC. COM 889478103 499 17665 SH DEFINED 1,3,4 17665 TOLLGRADE COMMUNICATIONS, INC. COM 889542106 198 10735 SH DEFINED 1,3,4 10735 TOMKINS PLC COM 890030208 71 4700 SH DEFINED 1,3,4 4700 TOO, INC. COM 890333107 549 27173 SH DEFINED 1,3,4 27173 TOOTSIE INDS COM 890516107 4640 152442 SH DEFINED 1,3,4 152442 TORCHMARK CORP. COM 891027104 10465 280938 SH DEFINED 1,3,4 280938 TORO CO. COM 891092108 8929 224662 SH DEFINED 1,3,4 224662 TOTAL FINA ELF SA COM 89151E109 260 3430 SH DEFINED 1,3,4 3430 TOWER AUTOMOTIVE INC. COM 891707101 162 44524 SH DEFINED 1,3,4 44524 TOYS 'R' US, INC. COM 892335100 1443 119230 SH DEFINED 1,3,4 119230 TPG NV COM 892339102 67 3950 SH DEFINED 1,3,4 3950 TRACTOR SUPPLY COMPANY COM 892356106 3383 70891 SH DEFINED 1,3,4 70891 TRNSACTN SYS ARCHTCTS COM 893416107 2231 249129 SH DEFINED 1,3,4 249129 TRANSCANADA CORP COM 89353D107 75 4280 SH DEFINED 1,3,4 4280 TRAVELERS PROPERTY CASUALTY COM 89420G109 8 533 SH DEFINED 1,3,4 533 TRAVELERS PROPERTY/CASUALTY IN COM 89420G406 8885 563850 SH DEFINED 1,3,4 563850 TREDEGAR INDUSTRIES, INC. COM 894650100 455 30274 SH DEFINED 1,3,4 30274 TRIAD HOSPITALS, INC. COM 89579K109 469 18961 SH DEFINED 1,3,4 18961 TRIAD GUARANTY, INC. COM 895925105 1567 41270 SH DEFINED 1,3,4 41270 TRIARC COS, INC. -CI A COM 895927101 496 16589 SH DEFINED 1,3,4 16589 TRIBUNE CO. COM 896047107 27315 565595 SH DEFINED 1,3,4 565595 TRIMBLE NAVIGATION LTD COM 896239100 1240 54119 SH DEFINED 1,3,4 54119 TRINITY INDUSTRIES, INC. COM 896522109 216 11621 SH DEFINED 1,3,4 11621 TRIQUINT SEMICONDUCTOR INC. COM 89674K103 140 33656 SH DEFINED 1,3,4 33656 TRIUMPH GROUP, INC. COM 896818101 355 12555 SH DEFINED 1,3,4 12555 TRUSTCO BANK CORP./NY COM 898349105 653 58988 SH DEFINED 1,3,4 58988 TUESDAY MORNING CORP. COM 899035505 7552 287129 SH DEFINED 1,3,4 287129 TULARIK, INC. COM 899165104 1009 101400 SH DEFINED 1,3,4 101400 TUPPERWARE CORP. COM 899896104 460 32600 SH DEFINED 1,3,4 32600 TYCO INTERNATIONAL, LTD. COM 902124106 22419 1181287 SH DEFINED 1,3,4 1181287 TYSON FOODS, INC. COM 902494103 938 88689 SH DEFINED 1,3,4 88689 UCBH HOLDINGS, INC. COM 90262T308 958 33426 SH DEFINED 1,3,4 33426 UGI CORP. COM 902681105 4725 148937 SH DEFINED 1,3,4 148937 UICI COM 902737105 14990 994329 SH DEFINED 1,3,4 994329 UIL HOLDINGS CORPORATION COM 902748102 466 11452 SH DEFINED 1,3,4 11452 UST, INC. COM 902911106 43863 1251929 SH DEFINED 1,3,4 1251929 US BANCORP. COM 902973304 41600 1698423 SH DEFINED 1,3,4 1698423 URS CORP. COM 903236107 2205 113051 SH DEFINED 1,3,4 113051 US ONCOLOGY, INC. COM 90338W103 4134 559776 SH DEFINED 1,3,4 559776 ULTIMATE ELECTRONICS INC COM 903849107 146 11546 SH DEFINED 1,3,4 11546 ULTRATECH STEPPER, INC. COM 904034105 334 18025 SH DEFINED 1,3,4 18025 UNIFI INC. COM 904677101 81 13612 SH DEFINED 1,3,4 13612 UNILEVER N.V. COM 904784709 342 6339 SH DEFINED 1,3,4 6339 UNION PACIFIC CORP. COM 907818108 26003 448211 SH DEFINED 1,3,4 448211 UNION PLANTERS COM 908068109 3455 111301 SH DEFINED 1,3,4 111301 UNIONBANCAL CORP. COM 908906100 22827 551788 SH DEFINED 1,3,4 551788 UNISOURCE ENERGY CORP HLD CO. COM 909205106 502 26600 SH DEFINED 1,3,4 26600 UNISYS CORP. COM 909214108 20339 1656468 SH DEFINED 1,3,4 1656468 UNIT CORP. COM 909218109 717 34465 SH DEFINED 1,3,4 34465 UNITED BANKSHARES, INC./WV COM 909907107 939 32982 SH DEFINED 1,3,4 32982 UNITED DEFENSE INDUSTRIES COM 91018B104 5333 205440 SH DEFINED 1,3,4 205440 UNITED DOMINION REALTY TRUST COM 910197102 614 35600 SH DEFINED 1,3,4 35600 UNITED DOMINION REALTY TRUST COM 910197102 5599 325200 SH DEFINED 2,3,4 325200 UNITED MICROELECTRONICS COM 910873207 2290 610604 SH DEFINED 1,3,4 610604 UNITED NATURAL FOODS, INC. COM 911163103 426 15166 SH DEFINED 1,3,4 15166 UNITED ONLINE, INC. COM 911268100 5156 203451 SH DEFINED 1,3,4 203451 UNITED PARCEL SERVICE-CL B COM 911312106 40893 641950 SH DEFINED 1,3,4 641950 UNITED RENTALS INC, COM 911363109 274 19510 SH DEFINED 1,3,4 19510 UNITED STATES STEEL CORP. COM 912909108 17021 1040232 SH DEFINED 1,3,4 1040232 UNITED STATIONERS, INC. COM 913004107 942 26065 SH DEFINED 1,3,4 26065 UNITED SURGICAL PARTNERS INTER COM 913016309 7288 322728 SH DEFINED 1,3,4 322728 UNITED TECHNOLOGIES CORP. COM 913017109 29496 416578 SH DEFINED 1,3,4 416578 UNITED THERAPEUTICS CORP. COM 91307C102 6352 291618 SH DEFINED 1,3,4 291618 UNITEDHEALTH GROUP, INC. COM 91324P102 54607 1086892 SH DEFINED 1,3,4 1086892 UNITRIN INC. COM 913275103 462 17081 SH DEFINED 1,3,4 17081 UNIVERSAL COMPRESSION HOLDINGS COM 913431102 710 34075 SH DEFINED 1,3,4 34075 UNIVERSAL CORP. COM 913456109 9325 220638 SH DEFINED 1,3,4 220638 UNIVERSAL FOREST PRODS, INC. COM 913543104 6807 325122 SH DEFINED 1,3,4 325122 UNIVERSAL HEALTH SERVICES, INC COM 913903100 1465 36984 SH DEFINED 1,3,4 36984 UNIVISION COMMUNICATIONS INC. COM 914906102 3908 128468 SH DEFINED 1,3,4 128468 UNOCAL CORP. COM 915289102 4150 144620 SH DEFINED 1,3,4 144620 UNUMPROVIDENT CORP. COM 91529Y106 2159 160993 SH DEFINED 1,3,4 160993 UPM-KYMMENE OYJ COM 915436109 76 5224 SH DEFINED 1,3,4 5224 URBAN OUTFITTERS, INC. COM 917047102 6093 169680 SH DEFINED 1,3,4 169680 USF CORP. COM 91729Q101 578 21395 SH DEFINED 1,3,4 21395 UTSTARCOM, INC. COM 918076100 2468 69381 SH DEFINED 1,3,4 69381 VF CORP. COM 918204108 2470 72747 SH DEFINED 1,3,4 72747 VALASSIS COMMUNICATIONS, INC. COM 918866104 20891 812215 SH DEFINED 1,3,4 812215 VALERO ENERGY CORP. COM 91913Y100 3743 103089 SH DEFINED 1,3,4 103089 VALMONT INDUSTRIES COM 920253101 2334 120032 SH DEFINED 1,3,4 120032 VALSPAR CORP. COM 920355104 539 12762 SH DEFINED 1,3,4 12762 VARCO INTERNATIONAL, INC. COM 922122106 483 24595 SH DEFINED 1,3,4 24595 VARIAN INC. COM 922206107 6635 191514 SH DEFINED 1,3,4 191514 VARIAN SEMICONDUCTOR EQUIP COM 922207105 1739 58409 SH DEFINED 1,3,4 58409 VARIAN MEDICAL SYSTEMS, INC. COM 92220P105 12804 222425 SH DEFINED 1,3,4 222425 VECTREN CORPORATION COM 92240G101 426 17212 SH DEFINED 1,3,4 17212 VEECO INSTRUMENTS, INC. COM 922417100 396 23160 SH DEFINED 1,3,4 23160 VERIDIAN CORP COM 92342R203 804 23027 SH DEFINED 1,3,4 23027 VERITAS SOFTWARE CORP. COM 923436109 41109 1434045 SH DEFINED 1,3,4 1434045 VERITY INC. COM 92343C106 2178 171623 SH DEFINED 1,3,4 171623 VERITAS DGC INC. COM 92343P107 307 26416 SH DEFINED 1,3,4 26416 VERIZON COMMUNICATIONS. COM 92343V104 86432 2191055 SH DEFINED 1,3,4 2191055 VERINT SYSTEMS, INC. COM 92343X100 1818 71500 SH DEFINED 1,3,4 71500 VERTEX PHARMACEUTICALS, INC. COM 92532F100 283 19395 SH DEFINED 1,3,4 19395 VIACOM, INC. COM 925524308 67159 1538364 SH DEFINED 1,3,4 1538364 VIAD CORP. COM 92552R109 23187 1035835 SH DEFINED 1,3,4 1035835 VIASAT, INC. COM 92552V100 296 20688 SH DEFINED 1,3,4 20688 VIASYS HEALTHCARE, INC. COM 92553Q209 479 23240 SH DEFINED 1,3,4 23240 VICOR CORP. COM 925815102 320 33072 SH DEFINED 1,3,4 33072 VINTAGE PETROLEUM, INC. COM 927460105 7448 660442 SH DEFINED 1,3,4 660442 VISHAY INTRTECHNOLOGY COM 928298108 534 40380 SH DEFINED 1,3,4 40380 VISTEON CORP. COM 92839U107 490 73329.997SH DEFINED 1,3,4 73329.9975 VISX INC/DE COM 92844S105 223 12992 SH DEFINED 1,3,4 12992 VITAL SIGNS, INC. COM 928469105 264 10289 SH DEFINED 1,3,4 10289 VITALWORKS, INC. COM 928483106 2816 712990 SH DEFINED 1,3,4 712990 VITESSE SEMICONDUCTOR CORP COM 928497106 5368 1090948 SH DEFINED 1,3,4 1090948 VIVENDI UNIVERSAL COM 92851S204 199 10820 SH DEFINED 1,3,4 10820 VODAFONE GROUP PLC COM 92857W100 398 20122 SH DEFINED 1,3,4 20122 VOLT INFO SCIENCES, INC. COM 928703107 164 12050 SH DEFINED 1,3,4 12050 VORNADO REALTY COM 929042109 161 3700 SH DEFINED 1,3,4 3700 VORNADO REALTY COM 929042109 7028 161200 SH DEFINED 2,3,4 161200 VULCAN MATERIALS CO. COM 929160109 10399 280512 SH DEFINED 1,3,4 280512 WD-40 CO. COM 929236107 376 13123 SH DEFINED 1,3,4 13123 WGL HOLDINGS, INC. COM 92924F106 322 12284 SH DEFINED 1,3,4 12284 W-H ENERGY SERVICES, INC. COM 92925E108 416 21440 SH DEFINED 1,3,4 21440 WMC RESOURCES, LTD. COM 92928R106 38 4200 SH DEFINED 1,3,4 4200 WMS INDUSTRIES, INC. COM 929297109 371 23687 SH DEFINED 1,3,4 23687 WPP GROUP PLC. COM 929309300 109 2714 SH DEFINED 1,3,4 2714 WPS RESOURCES CORP COM 92931B106 327 8145 SH DEFINED 1,3,4 8145 WABASH NATIONAL CORP. COM 929566107 287 20323 SH DEFINED 1,3,4 20323 WABTEC COM 929740108 4352 312936 SH DEFINED 1,3,4 312936 WACHOVIA CORP. COM 929903102 58583 1466060 SH DEFINED 1,3,4 1466060 WADDELL & REED FINANCIAL - A COM 930059100 532 20777 SH DEFINED 1,3,4 20777 WAL-MART STORES, INC. COM 931142103 180344 3360228 SH DEFINED 1,3,4 3360228 WALGREEN CO. COM 931422109 20864 693214 SH DEFINED 1,3,4 693214 WALTER INDUSTRIES INC. COM 93317Q105 989 84638 SH DEFINED 1,3,4 84638 WASHINGTON FEDERAL, INC. COM 938824109 1267 55105 SH DEFINED 1,3,4 55105 WASHINGTON MUTUAL, INC. COM 939322103 47008 1138301 SH DEFINED 1,3,4 1138301 WASHINGTON POST CI B COM 939640108 1766 2407 SH DEFINED 1,3,4 2407 WASTE CONNECTIONS, INC. COM 941053100 8550 243758 SH DEFINED 1,3,4 243758 WASTE MANAGEMENT, INC. COM 94106L109 21718 901683 SH DEFINED 1,3,4 901683 WATERS CORP. COM 941848103 2024 69491 SH DEFINED 1,3,4 69491 WATSCO, INC. COM 942622200 4467 269691 SH DEFINED 1,3,4 269691 WATSON PHARMACEUTICALS COM 942683103 16260 402860 SH DEFINED 1,3,4 402860 WATSON WYATT & CO. HOLDINGS COM 942712100 604 26088 SH DEFINED 1,3,4 26088 WATTS INDUSTRIES, INC. COM 942749102 5886 329940 SH DEFINED 1,3,4 329940 WAUSAU-MOSINEE PAPER CORP. COM 943315101 143 13034 SH DEFINED 1,3,4 13034 WAYPOINT FINANCIAL CORP. COM 946756103 469 25868 SH DEFINED 1,3,4 25868 WEBWX COMMUNICATIONS, INC. COM 94767L109 1971 141280 SH DEFINED 1,3,4 141280 WEBSENSE, INC. COM 947684106 4883 311845 SH DEFINED 1,3,4 311845 WEBMD CORP. COM 94769M105 11799 1089291 SH DEFINED 1,3,4 1089291 WEBSTER FINANCIAL CORP. COM 947890109 432 11530 SH DEFINED 1,3,4 11530 WEINGARTEN REALTY INVST COM 948741103 109 2600 SH DEFINED 1,3,4 2600 WEINGARTEN REALTY INVST COM 948741103 7144 170550 SH DEFINED 2,3,4 170550 WELLMAN INC. COM 949702104 284 25249 SH DEFINED 1,3,4 25249 WELLPOINT HEALTH NETWORKS 'A' COM 94973H108 10144 120294 SH DEFINED 1,3,4 120294 WELLS FARGO & CO. COM 949746101 84851 1683560 SH DEFINED 1,3,4 1683560 WENDY'S INTERNATIONAL COM 950590109 1842 63640 SH DEFINED 1,3,4 63640 WERNER ENTERPRISES COM 950755108 342 16138 SH DEFINED 1,3,4 16138 WEST MARINE INC. COM 954235107 2336 133378 SH DEFINED 1,3,4 133378 WESTAMERICA BACORPORATION COM 957090103 6922 160683 SH DEFINED 1,3,4 160683 WESTAR ENERGY, INC. COM 95709T100 295 18190 SH DEFINED 1,3,4 18190 WESTERN DIGITAL CORP COM 958102105 3535 343211 SH DEFINED 1,3,4 343211 WESTERN GAS RESOURCES INC. COM 958259103 4953 125095 SH DEFINED 1,3,4 125095 WESTPORT RESOURCES CORP. COM 961418100 1364 59965 SH DEFINED 1,3,4 59965 WESTWOOD ONE, INC. COM 961815107 2440 71872 SH DEFINED 1,3,4 71872 WET SEAL, INC. COM 961840105 247 23420 SH DEFINED 1,3,4 23420 WEYERHAEUSER CO. COM 962166104 6633 122806 SH DEFINED 1,3,4 122806 WHIRLPOOL CORP. COM 963320106 2444 38354 SH DEFINED 1,3,4 38354 WHITE ELECTRONIC DESIGNS COM 963801105 1486 140300 SH DEFINED 1,3,4 140300 WHITNEY HOLDING CORP. COM 966612103 8032 251246 SH DEFINED 1,3,4 251246 WHOLE FOODS MARKET, INC. COM 966837106 15566 327530 SH DEFINED 1,3,4 327530 WILD OATS MARKETS, INC. COM 96808B107 904 82720 SH DEFINED 1,3,4 82720 WILLIAMS CO. INC., THE COM 969457100 2288 290674 SH DEFINED 1,3,4 290674 WILLIAMS-SONOMA, INC. COM 969904101 2118 72536 SH DEFINED 1,3,4 72536 WILMINGTON TRUST CO. COM 971807102 488 16612 SH DEFINED 1,3,4 16612 WIMM BILL DANN FOODS COM 97263M109 1940 95701 SH DEFINED 1,3,4 95701 WIND RIVER SYSTEMS COM 973149107 74 20125 SH DEFINED 1,3,4 20125 WINN-DIXIE STORES, INC. COM 974280109 964 78659 SH DEFINED 1,3,4 78659 WINNEBAGO INDUSTRIES COM 974637100 545 14356 SH DEFINED 1,3,4 14356 WINTRUST FINANCIAL CORP. COM 97650W108 6948 234770 SH DEFINED 1,3,4 234770 WISCONSIN ENERGY CORP. COM 976657106 850 29394 SH DEFINED 1,3,4 29394 WOLVERINE TUBE, INC. COM 978093102 53 9724 SH DEFINED 1,3,4 9724 WOLVERINE WORLD WIDE COM 978097103 3283 170598 SH DEFINED 1,3,4 170598 WOODWARD COVENER CO. COM 980745103 383 8896 SH DEFINED 1,3,4 8896 WORTHINGTON INDUSTRIES, INC. COM 981811102 4048 302620 SH DEFINED 1,3,4 302620 WRIGHT MEDICAL GROUP, INC. COM 98235T107 1148 60329 SH DEFINED 1,3,4 60329 WRIGLEY (WM) JR. CO. COM 982526105 20449 363709 SH DEFINED 1,3,4 363709 WYETH COM 983024100 34679 761320 SH DEFINED 1,3,4 761320 X-RITE, INC. COM 983857103 159 16040 SH DEFINED 1,3,4 16040 XTO ENERGY, INC. COM 98385X106 934 46385.740SH DEFINED 1,3,4 46385.7405 XCEL ENERGY INC. COM 98389B100 3365 223419 SH DEFINED 1,3,4 223419 XILINX, INC. COM 983919101 4789 189382 SH DEFINED 1,3,4 189382 XEROX CORP. COM 984121103 10874 1027264 SH DEFINED 1,3,4 1027264 YAHOO INC. COM 984332106 12857 392666 SH DEFINED 1,3,4 392666 YARDVILLE NATIONAL BANKCORP COM 985021104 2410 123600 SH DEFINED 1,3,4 123600 YELLOW CORP. COM 985509108 5870 253552 SH DEFINED 1,3,4 253552 YORK INTL COM 986670107 2205 94226 SH DEFINED 1,3,4 94226 YUM BRANDS, INC. COM 988498101 6228 210755 SH DEFINED 1,3,4 210755 YUKOS COM 98849W108 5152 91985.250SH DEFINED 1,3,4 91985.2502 ZALE CORP. COM 988858106 1017 25410 SH DEFINED 1,3,4 25410 ZEBRA TECHNOLOGIES CP -CL A COM 989207105 14862 197651 SH DEFINED 1,3,4 197651 ZENITH NATIONAL INSURANCE CO. COM 989390109 426 14872 SH DEFINED 1,3,4 14872 ZIMMER HOLDINGS, INC. COM 98956P102 5643 125304 SH DEFINED 1,3,4 125304 ZIONS BANCORPORATION COM 989701107 6980 137938 SH DEFINED 1,3,4 137938 ZIX CORP. COM 98974P100 63 17858 SH DEFINED 1,3,4 17858 ZORAN CORP. COM 98975F101 4683 243745 SH DEFINED 1,3,4 243745 ZURICH FINANCIAL SVCS-ADR COM 98982M107 128 10800 SH DEFINED 1,3,4 10800 ZOLL MEDICAL CORP. COM 989922109 927 27610 SH DEFINED 1,3,4 27610 ACE LTD COM G0070K103 5089 148498 SH DEFINED 1,3,4 148498 AMDOCS LTD. COM G02602103 17158 714994 SH DEFINED 1,3,4 714994 ARCH CAPITAL GROUP LTD COM G0450A105 3979 114549 SH DEFINED 1,3,4 114549 BUNGE LIMITED COM G16962105 1947 68195 SH DEFINED 1,3,4 68195 COOPER INDUSTRIES, LTD. - CLAS COM G24182100 14088 341149 SH DEFINED 1,3,4 341149 EVEREST RE GROUP LTD. COM G3223R108 50748 663221 SH DEFINED 1,3,4 663221 FRESH DEL MONTE PRODUCE, INC. COM G36738105 10618 413381 SH DEFINED 1,3,4 413381 INGERSOLL-RAND CO. COM G4776G101 6036 127507 SH DEFINED 1,3,4 127507 NABORS INDUSTRIES, LTD. COM G6359F103 3234 81736 SH DEFINED 1,3,4 81736 NOBLE CORP. COM G65422100 7279 212227 SH DEFINED 1,3,4 212227 PLATINUM UNDERWRITERS HOLDINGS COM G7127P100 7682 283184 SH DEFINED 1,3,4 283184 SCOTTISH ANNUITY & LIFE HOLDIN COM G7885T104 1219 60329 SH DEFINED 1,3,4 60329 TOMMY HILFIGER CORP. COM G8915Z102 2579 278920 SH DEFINED 1,3,4 278920 TRANSOCEAN, INC. COM G90078109 3933 179112 SH DEFINED 1,3,4 179112 WEATHERFORD INTL LTD. COM G95089101 10895 260028 SH DEFINED 1,3,4 260028 XL CAPITAL LTD. COM G98255105 6353 76542 SH DEFINED 1,3,4 76542 UBS AG - REG COM H8920M855 140 2540 SH DEFINED 1,3,4 2540 LEADING EDGE MEASUREMENT SYSTE COM LEMS12345 500 500000 SH DEFINED 3,4 500000 CHECK POINT SOFTWARE TECH LTD COM M22465104 2914 149125 SH DEFINED 1,3,4 149125 RADVISION, LTD. COM M81869105 1555 233081 SH DEFINED 1,3,4 233081 SHELL SHOCKED SOUND, INC. COM SHELL1234 350 175000 SH DEFINED 3,4 175000 FLEXTRONICS INTL LTD. COM Y2573F102 903 86631 SH DEFINED 1,3,4 86631
-----END PRIVACY-ENHANCED MESSAGE-----