UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2004
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Principal Financial Group, Inc.
Address: 711 High Street
Des Moines, IA 50392
13F File Number: 28-10106
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Michael Roughton
Title: Vice-President
Phone: 515-248-3842
Signature, Place, and Date of Signing:
Michael Roughton Des Moines, Iowa November 12, 2004
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 1993
Form 13F Information Table Value Total: $17518865 (X$1000)
List of Other Included Managers:
No. 13F File Number Name
01 28-1549 Principal Global Investors, LLC
02 28-10400 Principal Real Estate Investors, LLC
03 28-793 Principal Life Insurance Co
04 28-10107 Principal Financial Services, Inc
FORM 13F INFORMATION TABLE
TITLE OF VALU SHARES/ S PUT/ INVSTMT OTH VOTING AUTHOR
NAME OF ISSUER CLAS CUSIP (X$10 PRN AMT P CALL DSCRETN MANAG SOLE SHARED NONE
---------------------------------------------------- ------ ------- --------------- -------- --------
AAR CORP. COM 00036110 526 42060 SH DEFINED 1,3,4 42060
ADC COMMUNICATIONS, INC. COM 00088610 911 507431 SH DEFINED 1,3,4 507431
ABN-AMRO HOLDINGS COM 00093710 250 11003 SH DEFINED 1,3,4 11003
ABM INDUSTRIES, INC. COM 00095710 1277 63290 SH DEFINED 1,3,4 63290
AFLAC, INC. COM 0010551028136 717640 SH DEFINED 1,3,4 717640
AGCO CORP. COM 00108410 797 35391 SH DEFINED 1,3,4 35391
AGL RESOURCES IN COM 0012041014037 456258 SH DEFINED 1,3,4 456258
AES CORP. COM 00130H10 4944 494706 SH DEFINED 1,3,4 494706
AK STEEL HOLDING CORP. COM 00154710 5442 667100 SH DEFINED 1,3,4 667100
AMB PROPERTY CORP. COM 00163T1017900 483559 SH DEFINED 1,3,4 483559
AMB PROPERTY CORP. COM 00163T1011332 306108 SH DEFINED 2,3,4 306108
AT&T CORP. COM 00195750 7174 500995 SH DEFINED 1,3,4 500995
ATMI, INC. COM 00207R10 839 40918 SH DEFINED 1,3,4 40918
AT&T WIRELESS GROUP COM 00209A1025305 1712234 SH DEFINED 1,3,4 1712234
AARON RENTS INC. COM 00253520 2309 106052 SH DEFINED 1,3,4 106052
ABBOTT LABORATORIES COM 0028241042273 998246 SH DEFINED 1,3,4 998246
ABERCROMBIE & FITCH CO. COM 00289620 1168 37079 SH DEFINED 1,3,4 37079
ACADIA REALTY TRUST COM 00423910 435 30001 SH DEFINED 1,3,4 30001
ACADIA REALTY TRUST COM 00423910 4203 284999 SH DEFINED 2,3,4 284999
ACCREDO HEALTH, INC. COM 00437V10 1488 63240 SH DEFINED 1,3,4 63240
ACTIVISION, INC. COM 0049302018284 1318543 SH DEFINED 1,3,4 1318543
ACTION PERFORMANCE COS INCCOM 00493310 239 23949 SH DEFINED 1,3,4 23949
ACTEL CORP. COM 00493410 520 33894 SH DEFINED 1,3,4 33894
ACUITY BRANDS INC. COM 00508Y10 5963 250921 SH DEFINED 1,3,4 250921
ACXIOM CORP. COM 00512510 800 33732 SH DEFINED 1,3,4 33732
ADAPTEC, INC. COM 00651F10 1092 143431 SH DEFINED 1,3,4 143431
ADESA INC COM 00686U10 611 37141 SH DEFINED 1,3,4 37141
ADMINISTAFF, INC. COM 00709410 3805 325089 SH DEFINED 1,3,4 325089
ADOBE SYSTEMS, INC. COM 00724F1010958 221512 SH DEFINED 1,3,4 221512
ADTRAN INC. COM 00738A10 1255 55556 SH DEFINED 1,3,4 55556
ADVANCE AUTO PARTS COM 00751Y10 4044 117447 SH DEFINED 1,3,4 117447
ADVANCED MARKETING SERVICECOM 00753T10 261 24854 SH DEFINED 1,3,4 24854
ADVANCED FIBRE COMMUNICATICOM 00754A10 548 34689 SH DEFINED 1,3,4 34689
ADVO, INC. COM 00758510 1233 39846.5 SH DEFINED 1,3,4 39847
ADVANCED MEDICAL OPTICS COM 00763M1010663 269479 SH DEFINED 1,3,4 269479
AEROFLEX INC. COM 00776810 1025 96802 SH DEFINED 1,3,4 96802
AEROPOSTALE, INC. COM 00786510 2200 83944.5 SH DEFINED 1,3,4 83945
ADVANCED MICRO DEVICES COM 00790310 2890 222636 SH DEFINED 1,3,4 222636
ADVANCED ENERGY INDUSTRIESCOM 00797310 392 42629 SH DEFINED 1,3,4 42629
ADVENT SOFTWARE INC COM 00797410 219 13020 SH DEFINED 1,3,4 13020
AETNA INC- NEW COM 00817Y1025718 257408 SH DEFINED 1,3,4 257408
AFFILIATED COMP SVCS -CLA COM 00819010 4469 80274 SH DEFINED 1,3,4 80274
AFFYMETRIX, INC. COM 00826T1015937 518947 SH DEFINED 1,3,4 518947
AGILENT TECHNOLOGIES INC COM 00846U10 6603 306114.00SH DEFINED 1,3,4 306114
AGILYSYS, INC. COM 00847J10 725 42013 SH DEFINED 1,3,4 42013
AIFUL CORP COM 00873N10 41 1672 SH DEFINED 1,3,4 1672
AIR PRODUCTS & CHEMICALS, COM 00915810 7751 142578 SH DEFINED 1,3,4 142578
AIRGAS INC. COM 00936310 5540 230023 SH DEFINED 1,3,4 230023
AIRTRAN HOLDINGS, INC. COM 00949P10 334 33551 SH DEFINED 1,3,4 33551
ALASKA AIRGROUP INC. COM 01165910 264 10527 SH DEFINED 1,3,4 10527
ALBANY INTL CORP. -CLA COM 01234810 1287 43215 SH DEFINED 1,3,4 43215
ALBEMARLE CORP. COM 01265310 8566 244143 SH DEFINED 1,3,4 244143
ALBERTO-CULVER CO. COM 0130681014690 337834 SH DEFINED 1,3,4 337834
ALBERTSONS, INC. COM 01310410 5522 230718 SH DEFINED 1,3,4 230718
ALCOA, INC. COM 0138171018381 547123 SH DEFINED 1,3,4 547123
ALEXANDER & BALDWIN INC. COM 01448210 565 16705 SH DEFINED 1,3,4 16705
ALIGN TECHNOLOGY INC COM 01625510 2402 157250 SH DEFINED 1,3,4 157250
ALLEGHANY CORP COM 01717510 2199 8059 SH DEFINED 1,3,4 8059
ALLEGHENY ENERGY COM 01736110 1268 79737 SH DEFINED 1,3,4 79737
ALLEGHENY TECHNOLOGIES, INCOM 01741R10 1093 59767 SH DEFINED 1,3,4 59767
ALLERGAN, INC. COM 01849010 5996 82627 SH DEFINED 1,3,4 82627
ALLETE INC COM 01852230 1258 38701 SH DEFINED 1,3,4 38701
ALLIANCE DATA SYSTEMS CORPCOM 01858110 4731 116629 SH DEFINED 1,3,4 116629
ALLIANCE SEMICONDUCTOR CORCOM 01877H10 161 46036 SH DEFINED 1,3,4 46036
ALLIANT CORP. COM 01880210 1101 44399 SH DEFINED 1,3,4 44399
ALLIANT TECHSYSTEMS, INC. COM 0188041030319 501221 SH DEFINED 1,3,4 501221
ALLIED WASTE INDUSTRIES, ICOM 01958930 1762 199614 SH DEFINED 1,3,4 199614
ALLMERICA FINANCIAL CORP. COM 01975410 564 20870 SH DEFINED 1,3,4 20870
ALLSTATE CORP. COM 0200021021637 451000 SH DEFINED 1,3,4 451000
ALLTEL CORP. COM 0200391010676 194454 SH DEFINED 1,3,4 194454
ALPHARMA INC. - CL A COM 02081310 1250 68450 SH DEFINED 1,3,4 68450
ALTERA CORP. COM 02144110 8404 429590 SH DEFINED 1,3,4 429590
ALTRIA GROUP, INC. COM 02209S1074694 1587815 SH DEFINED 1,3,4 1587815
CORPORATE SERVICES GROUP PCOM 02251600 11 82587 SH DEFINED 3,4 82587
ARRIVA PLC COM 0230346 566 70462 SH DEFINED 3,4 70462
AMBAC FINANCIAL GROUP, INCCOM 02313910 5443 68032 SH DEFINED 1,3,4 68032
AMCOL INTERNATIONAL CORP COM 02341W10 3571 186769 SH DEFINED 1,3,4 186769
AMERADA HESS CORP. COM 0235511020509 230403 SH DEFINED 1,3,4 230403
AMEREN CORP. COM 0236081030886 669231 SH DEFINED 1,3,4 669231
AMERICAN AXLE & MFG HOLDINCOM 02406110 3990 136365 SH DEFINED 1,3,4 136365
AMERICAN DISTRIBUTORS PLC COM 02540*11 0 1241676 SH DEFINED 3,4 1241676
AMERICAN ELECTRIC POWER COCOM 02553710 7958 249021 SH DEFINED 1,3,4 249021
AMERICAN EAGLE OUTFITTERS COM 02553E10 9670 262373 SH DEFINED 1,3,4 262373
AMERICAN EXPRESS CO. COM 0258161041506 806555 SH DEFINED 1,3,4 806555
AMERICAN FINL GROUP INC. COM 02593210 859 28872 SH DEFINED 1,3,4 28872
AMERICAN GREETINGS CORP. COM 02637510 672 26747 SH DEFINED 1,3,4 26747
AMERICAN HEALTHWAYS INC COM 02649V10 3684 126618 SH DEFINED 1,3,4 126618
AMERICAN HOME MORTGAGE INVCOM 02660R1015379 550151 SH DEFINED 1,3,4 550151
AMERICAN INTERNATIONAL GROCOM 02687410140975 2073406 SH DEFINED 1,3,4 2073406
AMERICAN ITALIAN PASTA CO.COM 02707010 615 23548 SH DEFINED 1,3,4 23548
AMERICAN MEDICAL SYS HLDGSCOM 02744M10 4228 116493 SH DEFINED 1,3,4 116493
AMERICAN POWER CONVERSION COM 0290661022866 1314649 SH DEFINED 1,3,4 1314649
AMEM STANDARD CO INC. COM 02971210 9442 242546 SH DEFINED 1,3,4 242546
AMERICAN STATES WATER CO. COM 02989910 542 21741 SH DEFINED 1,3,4 21741
AMERICREDIT CORP. COM 03060R10 1294 61789 SH DEFINED 1,3,4 61789
AMERICAS CAR MART INC COM 03062T10 1583 46860 SH DEFINED 1,3,4 46860
AMERUS LIFE GROUP. COM 03072M10 4845 118277 SH DEFINED 1,3,4 118277
AMERISOURCEBERGEN CORP COM 03073E10 3785 70529 SH DEFINED 1,3,4 70529
AMERIGROUP CORP. COM COM 03073T10 5516 98115 SH DEFINED 1,3,4 98115
AMERITRADE HOLDING CORP. COM 03074K1011908 991860 SH DEFINED 1,3,4 991860
AMETEK INC. COM 03110010 808 26745 SH DEFINED 1,3,4 26745
AMGEN COM 0311621067883 1197748 SH DEFINED 1,3,4 1197748
AMPHENOL CORP COM 0320951023994 700404 SH DEFINED 1,3,4 700404
AMSOUTH BANCORPORATION COM 03216510 5842 239298 SH DEFINED 1,3,4 239298
AMSURG CORP. COM 03232P40 837 39582 SH DEFINED 1,3,4 39582
ANADARKO PETROLEUN CORP. COM 0325111010424 157105 SH DEFINED 1,3,4 157105
ANALOG DEVICES COM 0326541010102 260368 SH DEFINED 1,3,4 260368
ANALOGIC CORP. COM 03265720 741 17796 SH DEFINED 1,3,4 17796
ANCHOR BANCORP, INC./WI COM 03283910 782 30080 SH DEFINED 1,3,4 30080
ANDREW CORP. COM 03442510 1234 101667 SH DEFINED 1,3,4 101667
ANGELICA CORP. COM 03466310 291 11685 SH DEFINED 1,3,4 11685
ANGLO AMERICAN PLC COM 03485P10 139 5740 SH DEFINED 1,3,4 5740
ANHEUSER-BUSCH COS., INC. COM 0352291037090 742757 SH DEFINED 1,3,4 742757
ANIMAS CORP COM 03525Y10 1844 114530 SH DEFINED 1,3,4 114530
ANIXTER INT'L, INC. COM 03529010 1692 48281 SH DEFINED 1,3,4 48281
ANNTAYLOR STORES CORP. COM 03611510 8944 382511 SH DEFINED 1,3,4 382511
ANSYS INC. COM 03662Q10 5459 109776 SH DEFINED 1,3,4 109776
ANTHEM, INC. COM 03674B1025336 290372 SH DEFINED 1,3,4 290372
ANTEON INTERNATIONAL CORP.COM 03674E10 2320 63320 SH DEFINED 1,3,4 63320
AON CORP. COM 0373891035485 1235013 SH DEFINED 1,3,4 1235013
APACHE CORP. COM 0374111055652 1110876 SH DEFINED 1,3,4 1110876
APARTMENT INVESTMENT & MANCOM 03748R10 2067 59374 SH DEFINED 1,3,4 59374
APOGEE ENTERPRISES, INC. COM 03759810 466 35709 SH DEFINED 1,3,4 35709
APOLLO GROUP INC. COM 0376041023403 318951 SH DEFINED 1,3,4 318951
APOLLO INVESTMENT CORP COM 03761U10 4021 284110 SH DEFINED 1,3,4 284110
APPLE COMPUTER, INC. COM 03783310 9431 243603 SH DEFINED 1,3,4 243603
APPLEBEES INT'L, INC. COM 03789910 2685 106178 SH DEFINED 1,3,4 106178
APRIA HEALTHCARE GROUP INCCOM 03793310 5945 218118 SH DEFINED 1,3,4 218118
APPLERA CORP-APPLIED BIOSYCOM 03802010 6847 362927 SH DEFINED 1,3,4 362927
PE CORP-CELERA GENOMICS GRCOM 03802020 4030 344548 SH DEFINED 1,3,4 344548
APPLICA INCORPORATED COM 03815A10 126 31395 SH DEFINED 1,3,4 31395
APPLIED FILMS CORP. COM 03819710 2083 115581 SH DEFINED 1,3,4 115581
APPLIED INDUSTRIAL TECH, ICOM 03820C10 3647 102148 SH DEFINED 1,3,4 102148
APPLIED MATERIALS, INC. COM 0382221018676 1132767 SH DEFINED 1,3,4 1132767
APPLIED MICRO CIRCUITS CORCOM 03822W10 615 199433 SH DEFINED 1,3,4 199433
APPLIED SIGNAL TECHNOLOGY COM 03823710 466 14593 SH DEFINED 1,3,4 14593
APTARGROUP, INC. COM 03833610 2089 47489 SH DEFINED 1,3,4 47489
AQUA AMERICA INC COM 03836W10 807 36474 SH DEFINED 1,3,4 36474
AQUILA, INC. COM 03840P10 285 92427 SH DEFINED 1,3,4 92427
ARBITRON, INC. COM 03875Q1029414 803400 SH DEFINED 1,3,4 803400
ARBOR REALTY TRUST INC COM 03892310 1701 76610 SH DEFINED 1,3,4 76610
ARCH CHEMICALS, INC. COM 03937R10 873 30539 SH DEFINED 1,3,4 30539
ARCELOR COM 03937T10 81 4408 SH DEFINED 1,3,4 4408
ARCH COAL, INC. COM 03938010 765 21507 SH DEFINED 1,3,4 21507
ARCHER-DANIELS-MIDLAND CO.COM 0394831031128 1833636 SH DEFINED 1,3,4 1833636
ARCHSTONE-SMITH TRUST COM 03958310 5221 165040 SH DEFINED 1,3,4 165040
ARCHSTONE-SMITH TRUST COM 0395831015036 475300 SH DEFINED 2,3,4 475300
ARCTIC CAT, INC. COM 03967010 699 27047 SH DEFINED 1,3,4 27047
ARDEN REALTY INC. COM 03979310 796 24400 SH DEFINED 1,3,4 24400
ARDEN REALTY INC. COM 03979310 1142 35100 SH DEFINED 2,3,4 35100
ARGOSY GAMING COMPANY COM 04022810 1511 38448 SH DEFINED 1,3,4 38448
ARKANSAS BEST CORP. COM 04079010 1186 32508 SH DEFINED 1,3,4 32508
ARMOR HOLDINGS, INC. COM 04226010 1776 42732 SH DEFINED 1,3,4 42732
ARQULE, INC. COM 04269E10 175 37607 SH DEFINED 1,3,4 37607
ARRAY BIOPHARMA INC COM 04269X10 665 95620 SH DEFINED 1,3,4 95620
ARROW ELECTRONICS INC. COM 04273510 6124 271373 SH DEFINED 1,3,4 271373
ARTESYN TECHNOLOGIES, INC.COM 04312710 511 51133 SH DEFINED 1,3,4 51133
ARTHROCARE CORP. COM 04313610 828 28174 SH DEFINED 1,3,4 28174
ARVINMERITOR, INC. COM 04335310 3553 189336 SH DEFINED 1,3,4 189336
ASCENTIAL SOFTWARE CORP. COM 04362P20 308 23011 SH DEFINED 1,3,4 23011
SEPARATE ACCOUNT LI - MM COM 0439895M16260811645061.SH DEFINED 1,3,4 11645061
ASHLAND, INC. COM 04420410 2500 44579 SH DEFINED 1,3,4 44579
ASHWORTH, INC. COM 04516H10 142 17543 SH DEFINED 1,3,4 17543
ASK JEEVES INC COM 04517410 3381 103310 SH DEFINED 1,3,4 103310
ASPECT COMMUNICATIONS COM 04523Q10 7923 797678 SH DEFINED 1,3,4 797678
ASSET ACCEPTANCE CAPITAL COM 04543P10 3595 211815 SH DEFINED 1,3,4 211815
ASSOCIATED BANC-CORP. COM 04548710 1384 43174 SH DEFINED 1,3,4 43174
ASTEC INDUSTRIES, INC. COM 04622410 493 25887 SH DEFINED 1,3,4 25887
ASTORIA FINL CORP. COM 04626510 1064 29999 SH DEFINED 1,3,4 29999
ASTRAZENECA GROUP PLC. COM 04635310 96 2334 SH DEFINED 1,3,4 2334
ATMEL CORP. COM 04951310 673 186510 SH DEFINED 1,3,4 186510
ATMOS ENERGY CORP. COM 04956010 2057 81660 SH DEFINED 1,3,4 81660
ATWOOD OCEANICS INC. COM 05009510 856 18086 SH DEFINED 1,3,4 18086
AUDIOVOX CORP. COM 05075710 505 30062 SH DEFINED 1,3,4 30062
AUTODESK, INC. COM 0527691026022 535234 SH DEFINED 1,3,4 535234
AUTOLIV, INC. COM 05280010 833 20625 SH DEFINED 1,3,4 20625
AUTOMATIC DATA PROCESSING,COM 0530151015214 368139 SH DEFINED 1,3,4 368139
AUTONATION INC. COM 05329W10 2859 167238 SH DEFINED 1,3,4 167238
AUTOZONE, INC. COM 05333210 4029 52180 SH DEFINED 1,3,4 52180
AVALONBAY COMMUNITIES, INCCOM 05348410 1682 28000 SH DEFINED 1,3,4 28000
AVALONBAY COMMUNITIES, INCCOM 0534841015550 258200 SH DEFINED 2,3,4 258200
AVAYA, INC. COM 05349910 3958 283936 SH DEFINED 1,3,4 283936
AVERY DENNISON CORP. COM 05361110 4558 69292 SH DEFINED 1,3,4 69292
AVIALL, INC. COM 05366B10 6537 320412 SH DEFINED 1,3,4 320412
AVID TECHNOLOGY, INC. COM 05367P10 6389 136288 SH DEFINED 1,3,4 136288
AVISTA CORP. COM 05379B10 1141 63148 SH DEFINED 1,3,4 63148
AVNET, INC. COM 0538071016644 971875 SH DEFINED 1,3,4 971875
AVOCENT CORPORATION. COM 05389310 501 19312 SH DEFINED 1,3,4 19312
AVON PRODUCTS, INC. COM 0543031048307 1106116 SH DEFINED 1,3,4 1106116
AXA COM 05453610 142 7000 SH DEFINED 1,3,4 7000
AXCELIS TECHNOLOGIES, INC.COM 05454010 1079 130379 SH DEFINED 1,3,4 130379
AZTAR CORP. COM 05480210 1197 45149 SH DEFINED 1,3,4 45149
BB&T CORP. COM 0549371013832 348428 SH DEFINED 1,3,4 348428
BASF AG COM 05526250 84 1425 SH DEFINED 1,3,4 1425
BEI TECHNOLOGIES, INC. COM 05538P10 528 19279 SH DEFINED 1,3,4 19279
BISYS GROUP, INC. COM 05547210 691 47322 SH DEFINED 1,3,4 47322
BJ SERVICES CO. COM 0554821031999 610577 SH DEFINED 1,3,4 610577
BJS WHOLESALE CLUB INC. COM 05548J10 2696 98790 SH DEFINED 1,3,4 98790
BP PLC COM 05562210 73 1270 SH DEFINED 1,3,4 1270
BRE PROPERTIES CL A COM 05564E10 361 9400 SH DEFINED 1,3,4 9400
BRE PROPERTIES CL A COM 05564E10 3422 89300 SH DEFINED 2,3,4 89300
BNP PARIBAS - SPONSORED ADCOM 05565A20 389 12100 SH DEFINED 1,3,4 12100
BMC SOFTWARE, INC. COM 05592110 2217 139989 SH DEFINED 1,3,4 139989
BAKER HUGHES, INC. COM 0572241012787 292478 SH DEFINED 1,3,4 292478
BALDOR ELECTRIC CO. COM 05774110 1018 42970 SH DEFINED 1,3,4 42970
BALL CORP. COM 0584981034571 923616 SH DEFINED 1,3,4 923616
BALLY TOTAL FITNESS HOLDINCOM 05873K10 162 44445 SH DEFINED 1,3,4 44445
BANCO SANTANDER CEN COM 05964H10 216 22050 SH DEFINED 1,3,4 22050
BANDAG INC. COM 05981510 333 7596 SH DEFINED 1,3,4 7596
BANK OF AMERICA CORP. COM 060505101536623546421.0SH DEFINED 1,3,4 3546421
PALISADE SYSTEMS, INC. COM 06252000 0 100000 SH DEFINED 3,4 100000
BANK OF HAWAII CORP. COM 06254010 7003 148150 SH DEFINED 1,3,4 148150
BANK OF NEW YORK COM 0640571014260 488907 SH DEFINED 1,3,4 488907
BANK OF NOVA SCOTIA COM 06414910 214 7280 SH DEFINED 1,3,4 7280
BANKATLANTIC BANCORP COM 06590850 1430 78033 SH DEFINED 1,3,4 78033
BANKNORTH GROUP, INC. COM 06646R10 2369 67803 SH DEFINED 1,3,4 67803
BANKUNITED FINANCIAL CORP COM 06652B10 1138 39144 SH DEFINED 1,3,4 39144
BANTA CORP. COM 06682110 8278 208280 SH DEFINED 1,3,4 208280
BARD (C.R.), INC. COM 0673831029826 526678 SH DEFINED 1,3,4 526678
BARCLAYS PLC COM 06738E20 309 8037 SH DEFINED 1,3,4 8037
BARNES & NOBLE, INC. COM 0677741026797 724074 SH DEFINED 1,3,4 724074
BARNES GROUP, INC. COM 06780610 828 30190 SH DEFINED 1,3,4 30190
BARR PHARMACEUTICALS, INC.COM 06830610 4511 108752 SH DEFINED 1,3,4 108752
BASSETT FURNITURE INDS. COM 07020310 283 15238 SH DEFINED 1,3,4 15238
BAUSCH & LOMB, INC. COM 0717071034355 516950 SH DEFINED 1,3,4 516950
BAXTER INTERNATIONAL, INC.COM 0718131012416 386191 SH DEFINED 1,3,4 386191
BEAR STEARNS CO. COM 07390210 6244 64910 SH DEFINED 1,3,4 64910
BEBE STORES INC. COM 07557110 2451 116090 SH DEFINED 1,3,4 116090
BECKMAN COULTER, INC. COM 0758111025456 453540 SH DEFINED 1,3,4 453540
BECTON, DICKINSON & CO. COM 0758871043212 835934 SH DEFINED 1,3,4 835934
BED BATH & BEYOND, INC. COM 0758961022356 602434 SH DEFINED 1,3,4 602434
BEL FUSE INC-CL B COM 07734730 493 14773 SH DEFINED 1,3,4 14773
BELDEN CDT INC COM 07745410 1337 61126 SH DEFINED 1,3,4 61126
BELL MICROPRODUCTS, INC. COM 07813710 284 36493 SH DEFINED 1,3,4 36493
BELLSOUTH CORP. COM 0798601031865 1174796 SH DEFINED 1,3,4 1174796
BELO CORP. CLASS A COM 0805551014445 641018 SH DEFINED 1,3,4 641018
BEMIS CO. COM 0814371012082 454920 SH DEFINED 1,3,4 454920
BENCHMARK ELECTRONICS, INCCOM 08160H1020743 696402 SH DEFINED 1,3,4 696402
BERKLEY (WR) CORP COM 0844231024028 569846 SH DEFINED 1,3,4 569846
BERKSHIRE HATHAWAY INC-CL COM 08467020 727 253 SH DEFINED 1,3,4 253
BEST BUY CO., INC. COM 0865161031971 589377 SH DEFINED 1,3,4 589377
BEVERLY ENTERPRISES COM 08785130 2962 391170 SH DEFINED 1,3,4 391170
BHP BILLITON LTD COM 08860610 217 10460 SH DEFINED 1,3,4 10460
BIG 5 SPORTING GOODS CORP COM 08915P10 1945 85361 SH DEFINED 1,3,4 85361
BIG LOTS, INC. COM 08930210 880 72267 SH DEFINED 1,3,4 72267
BIOMET, INC. COM 0906131025599 546087 SH DEFINED 1,3,4 546087
BIOGEN IDEC INC COM 09062X1013043 213321 SH DEFINED 1,3,4 213321
BIOMED REALTY TRUST INC COM 09063H10 900 51185 SH DEFINED 1,3,4 51185
BIOMED REALTY TRUST INC COM 09063H10 5759 327415 SH DEFINED 2,3,4 327415
BIOLASE TECHNOLOGY INC COM 09091110 260 31728 SH DEFINED 1,3,4 31728
BIOSITE, INC. COM 09094510 1015 20730 SH DEFINED 1,3,4 20730
BIRMINGHAM SOUTHEAST, LLC COM 0912502# 0 227670 SH DEFINED 3,4 227670
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DANA CORP. COM 23581110 8715 493017 SH DEFINED 1,3,4 493017
DANAHER CORP. COM 2358511028242 550603 SH DEFINED 1,3,4 550603
DARDEN RESTAURANTS, INC. COM 23719410 2308 98981 SH DEFINED 1,3,4 98981
DATASCOPE CORP. COM 23811310 719 19292 SH DEFINED 1,3,4 19292
DAVITA, INC. COM 23918K10 7419 238112 SH DEFINED 1,3,4 238112
DEAN FOODS CO. COM 2423701011614 386899 SH DEFINED 1,3,4 386899
DECISIONONE CORP COM 24345710 0 1166 SH DEFINED 3,4 1166
DECISIONONE WARRANTS COM 24345711 0 684 SH DEFINED 3,4 684
DECISIONONE WARRANTS COM 24345712 0 1180 SH DEFINED 3,4 1180
DECISIONONE WARRANTS COM 24345713 0 700 SH DEFINED 3,4 700
DECODE GENETICS, INC. COM 24358610 5720 759928 SH DEFINED 1,3,4 759928
DEERE & CO. COM 2441991039974 619291 SH DEFINED 1,3,4 619291
DEL MONTE FOODS CO. COM 24522P1020566 1960751 SH DEFINED 1,3,4 1960751
DELL INC COM 24702R1091756 2577532 SH DEFINED 1,3,4 2577532
DELPHI CORP. COM 24712610 3273 352037.00SH DEFINED 1,3,4 352037
DELPHI FINANCIAL GROUP - CCOM 24713110 1661 41192 SH DEFINED 1,3,4 41192
DELTA & PINE LAND CO. COM 2473571015960 596451 SH DEFINED 1,3,4 596451
DELTA AIRLINES, INC. COM 24736110 240 78794 SH DEFINED 1,3,4 78794
DELTIC TIMBER CORP. COM 24785010 629 15828 SH DEFINED 1,3,4 15828
DELUXE CORP. COM 24801910 3091 75386 SH DEFINED 1,3,4 75386
DENDRITE INT'L, INC. COM 2482391010687 662719 SH DEFINED 1,3,4 662719
DENTSPLY INTERNATIONAL, INCOM 2490301023578 453952 SH DEFINED 1,3,4 453952
DEPARTMENT 56 COM 24950910 282 17498 SH DEFINED 1,3,4 17498
DESARROLLADORA HOMEX SA DECOM 25030W10 387 18690 SH DEFINED 1,3,4 18690
DESIGN WITHIN REACH INC COM 25055710 1353 78715 SH DEFINED 1,3,4 78715
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DIGITAS, INC. COM 25388K1013187 1705903 SH DEFINED 1,3,4 1705903
DIME COMMUNITY BANCORP COM 25392210 815 48593.000SH DEFINED 1,3,4 48593
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DIMON, INC. COM 25439410 346 58911 SH DEFINED 1,3,4 58911
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DISNEY (WALT) CO. COM 2546871030186 1338394 SH DEFINED 1,3,4 1338394
DITECH COMMUNICATIONS, INCCOM 25500M1014393 642828 SH DEFINED 1,3,4 642828
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DOMINION RESOURCES, INC. COM 25746U1013542 207531 SH DEFINED 1,3,4 207531
DONALDSON CO., INC. COM 25765110 958 33866 SH DEFINED 1,3,4 33866
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DOVER CORP. COM 2600031016342 420350 SH DEFINED 1,3,4 420350
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DOWNEY FINANCIAL CORP. COM 26101810 2008 36482 SH DEFINED 1,3,4 36482
DRESS BARN, INC. COM 26157010 676 38643 SH DEFINED 1,3,4 38643
DREW INDUSTRIES INC COM 26168L20 1805 50330 SH DEFINED 1,3,4 50330
DREYFUS GOVT. CASH MGMT. COM 26200620 0 1 SH DEFINED 3,4 1
DRIL-QUIP COM 26203710 501 22558 SH DEFINED 1,3,4 22558
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DUN & BRADSTREET CORP. COM 26483E1028029 477544 SH DEFINED 1,3,4 477544
DUPONT PHOTOMASKS, INC. COM 26613X10 410 23972 SH DEFINED 1,3,4 23972
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DYAX CORP COM 26746E10 6178 808183 SH DEFINED 1,3,4 808183
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EPIQ SYSTEMS INC. COM 26882D10 365 23296 SH DEFINED 1,3,4 23296
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E.SUN FINANCIAL HOLDING COCOM 26915N10 1201 78037 SH DEFINED 1,3,4 78037
E. SUN FINANCIAL HOLDING CCOM 26915N20 637 41422 SH DEFINED 1,3,4 41422
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EASTMAN CHEMICAL CO. COM 27743210 2339 49210 SH DEFINED 1,3,4 49210
EASTMAN KODAK CO. COM 2774611023229 721008 SH DEFINED 1,3,4 721008
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EDISON INTERNATIONAL COM 2810201021729 820030 SH DEFINED 1,3,4 820030
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EDUCATE INC COM 28138P10 313 26550 SH DEFINED 1,3,4 26550
EDUCATION MANAGEMENT CORP.COM 28139T10 1576 59188 SH DEFINED 1,3,4 59188
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EDWARDS LIFESCIENCES CORP.COM 28176E1011123 332050 SH DEFINED 1,3,4 332050
EFUNDS CORP. COM 28224R10 1171 62859 SH DEFINED 1,3,4 62859
EISAI CO LTD COM 28257930 143 5274 SH DEFINED 1,3,4 5274
EL PASO CORP. COM 28336L10 3691 402101 SH DEFINED 1,3,4 402101
EL PASO ELECTRIC CO. COM 28367785 996 62082 SH DEFINED 1,3,4 62082
ELECTRO SCIENTIFIC INDS, ICOM 28522910 636 36840 SH DEFINED 1,3,4 36840
ELECTRONIC ARTS, INC. COM 2855121019294 419513 SH DEFINED 1,3,4 419513
ELECTRONIC DATA SYSTEMS COCOM 28566110 6235 321396 SH DEFINED 1,3,4 321396
ELECTRONICS BOUTIQUE HLDGSCOM 28604510 2860 83718 SH DEFINED 1,3,4 83718
ELECTRONICS FOR IMAGING, ICOM 28608210 6604 406537 SH DEFINED 1,3,4 406537
ELIZABETH ARDEN INC. COM 28660G10 540 25600 SH DEFINED 1,3,4 25600
ELKCORP COM 28745610 2787 100401 SH DEFINED 1,3,4 100401
PERRY ELLIS INTERNATIONAL COM 28885310 1225 54470 SH DEFINED 1,3,4 54470
EMCOR GROUP INC. COM 29084Q10 740 19750 SH DEFINED 1,3,4 19750
EMERSON ELECTRIC CO. COM 2910111016395 264888 SH DEFINED 1,3,4 264888
EMERSON RADIO CORP. COM 29108712 0 47249 SH DEFINED 3,4 47249
EMMIS COMMUNICATIONS - CL COM 2915251013888 769211 SH DEFINED 1,3,4 769211
ENCORE WIRE CORP COM 29256210 1357 102450 SH DEFINED 1,3,4 102450
ENDO PHARMACEUTICALS HLDGSCOM 29264F20 6094 331954 SH DEFINED 1,3,4 331954
ENERGEN CORP. COM 29265N1038345 743810 SH DEFINED 1,3,4 743810
ENEL SPA COM 29265W10 166 4100 SH DEFINED 1,3,4 4100
ENERGY EAST CORP. COM 29266M10 1445 57530 SH DEFINED 1,3,4 57530
ENERGIZER HOLDINGS, INC. COM 29266R10 1413 30577 SH DEFINED 1,3,4 30577
ENERPLUS RESOURCES FUND COM 29274D60 2744 84390 SH DEFINED 1,3,4 84390
ENGELHARD CORP. COM 29284510 2227 78526 SH DEFINED 1,3,4 78526
ENGINEERED SUPPORT SYSTEMSCOM 2928661019358 424266 SH DEFINED 1,3,4 424266
ENESCO GROUP INC. COM 29297310 127 18616 SH DEFINED 1,3,4 18616
ENNIS INC COM 29338910 658 30700 SH DEFINED 1,3,4 30700
ENTERCOM COMMUNICATIONS COCOM 29363910 639 19548 SH DEFINED 1,3,4 19548
ENTERGY CORP. COM 29364G10 8657 142883 SH DEFINED 1,3,4 142883
ENTERTAINMENT PROPERTIES TCOM 29380T1017474 462396 SH DEFINED 1,3,4 462396
ENTERTAINMENT PROPERTIES TCOM 29380T10 3826 101200 SH DEFINED 2,3,4 101200
ENZO BIOCHEM, INC. COM 29410010 593 40230 SH DEFINED 1,3,4 40230
EON LABS, INC. COM 29412E10 7101 327316 SH DEFINED 1,3,4 327316
EPICOR SOFTWARE CORP. COM 29426L10 2807 233270 SH DEFINED 1,3,4 233270
EQUIFAX, INC. COM 29442910 2272 86253 SH DEFINED 1,3,4 86253
EQUITABLE RESOURCES, INC. COM 2945491018443 339631 SH DEFINED 1,3,4 339631
EQUITY OFFICE PROPERTIES COM 29474110 8998 330087 SH DEFINED 1,3,4 330087
EQUITY OFFICE PROPERTIES COM 2947411015621 573269 SH DEFINED 2,3,4 573269
EQUITY RESIDENTIAL COM 29476L10 7461 240773 SH DEFINED 1,3,4 240773
EQUITY RESIDENTIAL COM 29476L1015486 499600 SH DEFINED 2,3,4 499600
ERESEARCHTECHNOLOGY, INC. COM 29481V10 7431 557571 SH DEFINED 1,3,4 557571
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ESSEX PROPERTY TRUST INC COM 29717810 3186 44424 SH DEFINED 1,3,4 44424
ESSEX PROPERTY TRUST INC COM 29717810 9465 131700 SH DEFINED 2,3,4 131700
ESTERLINE TECHOLOGIES COM 29742510 846 27613 SH DEFINED 1,3,4 27613
ETHAN ALLEN INTERIORS INC COM 2976021016488 474535 SH DEFINED 1,3,4 474535
EVERGREEN MARINE CORP.-144COM 30024610 1131 122274.18SH DEFINED 1,3,4 122274
EXAR CORP COM 30064510 3191 225334 SH DEFINED 1,3,4 225334
EXELON CORPORATION. COM 30161N1044604 1215738 SH DEFINED 1,3,4 1215738
EXPEDITORS INT'L WASH, INCCOM 30213010 2148 41542 SH DEFINED 1,3,4 41542
EXPRESS SCRIPTS, INC. - CLCOM 30218210 3181 48669 SH DEFINED 1,3,4 48669
EXPRESSJET HOLDINGS, INC. COM 30218U10 6756 674948 SH DEFINED 1,3,4 674948
EXTRA SPACE STORAGE INC COM 30225T10 561 44167 SH DEFINED 1,3,4 44167
EXTRA SPACE STORAGE INC COM 30225T10 2851 223633 SH DEFINED 2,3,4 223633
EYETECH PHARMACEUTICALS INCOM 30229710 9923 291980 SH DEFINED 1,3,4 291980
EXXON MOBIL CORP. COM 30231G10282626 5847922 SH DEFINED 1,3,4 5847922
FEI COMPANY COM 30241L10 859 43386 SH DEFINED 1,3,4 43386
FLIR SYSTEMS, INC. COM 30244510 2576 44036 SH DEFINED 1,3,4 44036
FMC CORP. COM 3024913021976 452447 SH DEFINED 1,3,4 452447
FMC TECHNOLOGIES, INC. COM 30249U10 7181 214991 SH DEFINED 1,3,4 214991
FPL GROUP, INC. COM 30257110 7939 116211 SH DEFINED 1,3,4 116211
FACTSET RESEARCH SYSTEMS, COM 30307510 1953 40519 SH DEFINED 1,3,4 40519
FAIR ISAAC CORPORATION COM 30325010 804 27573 SH DEFINED 1,3,4 27573
FAIRCHILD SEMICON INTL CL-COM 3037261010090 711724 SH DEFINED 1,3,4 711724
FAMILY DOLLAR STORES COM 30700010 2861 105559 SH DEFINED 1,3,4 105559
FASTENAL CO. COM 3119001010979 190675 SH DEFINED 1,3,4 190675
FEDDERS CORP. COM 31313550 165 39773 SH DEFINED 1,3,4 39773
FREDDIE MAC COM 3134003028853 442279 SH DEFINED 1,3,4 442279
FANNIE MAE COM 3135861044245 697980 SH DEFINED 1,3,4 697980
FEDERAL REALTY INVESTMENT COM 3137472020787 472454 SH DEFINED 1,3,4 472454
FEDERAL REALTY INVESTMENT COM 31374720 2338 53114 SH DEFINED 2,3,4 53114
FEDERAL SIGNAL CORP. COM 31385510 350 18873 SH DEFINED 1,3,4 18873
FEDERATED DEPARTMENT STORECOM 31410H10 9517 209639 SH DEFINED 1,3,4 209639
FEDERATED INVESTORS, INC. COM 3142111015736 553220 SH DEFINED 1,3,4 553220
FEDEX CORPORATION COM 31428X1017215 201011 SH DEFINED 1,3,4 201011
FERRO CORP. COM 31540510 357 16431 SH DEFINED 1,3,4 16431
F5 NETWORKS INC. COM 31561610 2348 77100 SH DEFINED 1,3,4 77100
FIDELITY NATIONAL FINL, INCOM 3163261050964 1337688 SH DEFINED 1,3,4 1337688
FIFTH THIRD BANCORP COM 3167731017762 360854 SH DEFINED 1,3,4 360854
FILENET CORP. COM 31686910 902 51427 SH DEFINED 1,3,4 51427
FINANCIAL FEDERAL CORP COM 31749210 841 22509 SH DEFINED 1,3,4 22509
FINDWHAT.COM COM 31779410 736 39281 SH DEFINED 1,3,4 39281
FIRST AMERICAN CORPORATIONCOM 31852230 6455 209330 SH DEFINED 1,3,4 209330
FIRST BANCORP/PUERTO RICO COM 31867210 8905 184355 SH DEFINED 1,3,4 184355
FIRST DATA CORP. COM 3199631025914 595835 SH DEFINED 1,3,4 595835
FIRST HORIZON NATIONAL CORCOM 32051710 3401 78535 SH DEFINED 1,3,4 78535
FIRST HORIZON PHARMACEUTICCOM 32051K10 5012 250515 SH DEFINED 1,3,4 250515
FIRST MARBLEHEAD CORP./THECOM 32077110 2932 63212 SH DEFINED 1,3,4 63212
FIRST MIDWEST BANCORP, INCCOM 32086710 6491 187970 SH DEFINED 1,3,4 187970
FIRST HEALTH COM 3209601015301 950839 SH DEFINED 1,3,4 950839
GAIL INDIA LTD COM 3235520 2525 101414 SH DEFINED 1,3,4 101414
FIRST REPUBLIC BANK COM 33615810 951 20663 SH DEFINED 1,3,4 20663
FISERV, INC. COM 33773810 4294 123084 SH DEFINED 1,3,4 123084
FIRSTFED FINANCIAL CORP COM 33790710 2722 55658 SH DEFINED 1,3,4 55658
FIRSTMERIT CORP. COM 33791510 876 33261 SH DEFINED 1,3,4 33261
FLAGSTAR BANCORP INC. COM 33793010 6719 315844 SH DEFINED 1,3,4 315844
FIRSTENERGY CORP. COM 33793210 8502 207019 SH DEFINED 1,3,4 207019
FISHER SCIENTIFIC INTL COM 33803220 4205 72092 SH DEFINED 1,3,4 72092
FLEETWOOD ENTERPRISES, INCCOM 33909910 1098 72254 SH DEFINED 1,3,4 72254
FLORIDA ROCK INDS COM 34114010 2764 56459.5 SH DEFINED 1,3,4 56460
FLUOR CORP.(NEW) COM 34341210 2333 52335 SH DEFINED 1,3,4 52335
FLOWERS FOODS, INC. COM 34349810 1476 57157 SH DEFINED 1,3,4 57157
FLOWSERVE CORP. COM 34354P10 523 21675 SH DEFINED 1,3,4 21675
FLUSHING FINANCIAL CORP. COM 34387310 3892 204540.00SH DEFINED 1,3,4 204540
FLYI INC COM 34407T10 231 59143 SH DEFINED 1,3,4 59143
FOOT LOCKER INC COM 3448491013865 585009 SH DEFINED 1,3,4 585009
FORD MOTOR CO. COM 3453708625142 1789959.0SH DEFINED 1,3,4 1789959
FOREST CITY ENTERPRISES INCOM 34555010 5601 101679 SH DEFINED 1,3,4 101679
FOREST LABORATORIES -CI A COM 3458381024741 550061 SH DEFINED 1,3,4 550061
FOREST OIL CORP. COM 34609170 699 23109 SH DEFINED 1,3,4 23109
FORTUNE BRANDS, INC. COM 34963110 6705 90471 SH DEFINED 1,3,4 90471
FORWARD AIR CORPORATION COM 34985310 1126 28079 SH DEFINED 1,3,4 28079
FOSSIL, INC. COM 34988210 2862 92321 SH DEFINED 1,3,4 92321
FOUNDRY NEWORKS INC. COM 35063R10 4594 484350 SH DEFINED 1,3,4 484350
4KIDS ENTERTAINMENT, INC. COM 35086510 1977 97712 SH DEFINED 1,3,4 97712
FOX ENTERTAINMENT GRP, INCCOM 35138T10 1285 46327 SH DEFINED 1,3,4 46327
FRANKLIN RESOURCES, INC. COM 35461310 9231 165555 SH DEFINED 1,3,4 165555
FRED'S INC. COM 35610810 914 51143 SH DEFINED 1,3,4 51143
FREEPORT MCMORAN, INC. COM 35671D8527806 686464 SH DEFINED 1,3,4 686464
FREMONT GENERAL CORP. COM 35728810 6107 263742 SH DEFINED 1,3,4 263742
FRONTIER AIRLINES, INC. COM 35906510 354 46450 SH DEFINED 1,3,4 46450
FRONTIER OIL CORP. COM 35914P10 829 35119 SH DEFINED 1,3,4 35119
FULLER (H.B.) CO. COM 35969410 1023 37317 SH DEFINED 1,3,4 37317
FURNITURE BRANDS INTL, INCCOM 36092110 537 21458 SH DEFINED 1,3,4 21458
G & K SERVICES, INC. COM 36126810 1085 27220 SH DEFINED 1,3,4 27220
GATX CORP. COM 36144810 513 19342 SH DEFINED 1,3,4 19342
GEO GROUP INC/THE COM 36159R10 1105 54029 SH DEFINED 1,3,4 54029
GABLES RESIDENTIAL TRUST COM 36241810 1306 38194 SH DEFINED 1,3,4 38194
GALLAGHER (ARTHUR J.) & COCOM 3635761018025 543985 SH DEFINED 1,3,4 543985
GANNETT CO., INC. COM 3647301015591 186143 SH DEFINED 1,3,4 186143
GAP, INC., THE COM 3647601010619 567888 SH DEFINED 1,3,4 567888
GARDNER DENVER, INC. COM 3655581011764 426772 SH DEFINED 1,3,4 426772
GARTNER, INC. COM 36665110 497 42378 SH DEFINED 1,3,4 42378
GATEWAY, INC. COM 36762610 1151 233799 SH DEFINED 1,3,4 233799
OAO GAZPROM-144A COM 3682871010717 300005 SH DEFINED 1,3,4 300005
GEN-PROBE INC. COM 36866T10 6457 161962 SH DEFINED 1,3,4 161962
GENCORP, INC. COM 36868210 795 58467 SH DEFINED 1,3,4 58467
GENENTECH, INC. COM 36871040 899 17160 SH DEFINED 1,3,4 17160
GENERAL COMMUNICATIONS COM 36938510 680 74815 SH DEFINED 1,3,4 74815
GENERAL DYNAMICS CORP. COM 3695501031307 306620 SH DEFINED 1,3,4 306620
GENERAL ELECTRIC CO. COM 36960410288557 8593413 SH DEFINED 1,3,4 8593413
GENERAL GROWTH PROPERTIES COM 3700211024075 776643 SH DEFINED 1,3,4 776643
GENERAL GROWTH PROPERTIES COM 3700211010699 344984 SH DEFINED 2,3,4 344984
GENERAL MILLS, INC. COM 3703341010729 239039 SH DEFINED 1,3,4 239039
GENERAL MOTORS CORP. COM 3704421015075 354912 SH DEFINED 1,3,4 354912
GENESCO INC. COM 37153210 1615 68483 SH DEFINED 1,3,4 68483
GENTEX CORP. COM 3719011037097 1055918 SH DEFINED 1,3,4 1055918
GENLYTE GROUP, INC. COM 37230210 5102 79227 SH DEFINED 1,3,4 79227
GENUINE PARTS CO. COM 37246010 4212 109769 SH DEFINED 1,3,4 109769
GENTIVA HEALTH SERVICES INCOM 37247A10 523 31984 SH DEFINED 1,3,4 31984
GENZYME CORP. COM 3729171010327 189839 SH DEFINED 1,3,4 189839
GEORGIA GULF COM 37320020 1926 43179 SH DEFINED 1,3,4 43179
GEORGIA PACIFIC GROUP COM 3732981015874 441697 SH DEFINED 1,3,4 441697
GERBER SCIENTIFIC, INC. COM 37373010 190 29000 SH DEFINED 1,3,4 29000
GIBRALTAR STEEL CORP. COM 37476F10 2993 82837 SH DEFINED 1,3,4 82837
GILEAD SCIENCES, INC. COM 3755581032505 869631 SH DEFINED 1,3,4 869631
GILLETTE CO., THE COM 3757661030102 721109 SH DEFINED 1,3,4 721109
GLATFELTER COM 37731610 216 17187 SH DEFINED 1,3,4 17187
GLAXOSMITHKLINE PLC COM 37733W10 152 3474 SH DEFINED 1,3,4 3474
GLENBOROUGH REALTY TRUST ICOM 37803P10 867 41642 SH DEFINED 1,3,4 41642
GLOBAL IMAGING SYSTEMS, INCOM 37934A10 5506 177224 SH DEFINED 1,3,4 177224
GLOBAL PAYMENTS, INC. COM 37940X1021860 408229 SH DEFINED 1,3,4 408229
GOLD BANC CORPORATION, INCCOM 37990710 706 52305 SH DEFINED 1,3,4 52305
GOLDEN WEST FINANCIAL CORPCOM 3813171010669 96196 SH DEFINED 1,3,4 96196
GOLDMAN SACHS GROUP INC. COM 38141G1056947 610710 SH DEFINED 1,3,4 610710
GOODRICH CORP. COM 38238810 3141 100082 SH DEFINED 1,3,4 100082
GOODYEAR TIRE & RUBBER CO.COM 38255010 1180 109996 SH DEFINED 1,3,4 109996
GOODYS FAMILY CLOTHING, INCOM 38258810 364 43013 SH DEFINED 1,3,4 43013
GRACO, INC. COM 3841091015381 459106 SH DEFINED 1,3,4 459106
GRAINGER (W.W.), INC. COM 38480210 3295 57090 SH DEFINED 1,3,4 57090
GRAMERCY CAPITAL CORP/NEW COM 38487110 7963 510612 SH DEFINED 1,3,4 510612
GRANITE CONSTRUCTION, INC.COM 38732810 389 16316 SH DEFINED 1,3,4 16316
GRANT PRIDECO, INC. COM 38821G10 989 48126 SH DEFINED 1,3,4 48126
GREAT ATLANTIC & PACIFIC TCOM 39006410 306 50302 SH DEFINED 1,3,4 50302
GREAT LAKES CHEMICAL COM 39056810 811 31863 SH DEFINED 1,3,4 31863
GREAT PLAINS ENERGY, INC. COM 39116410 3638 124677 SH DEFINED 1,3,4 124677
GREATER BAY BANCORP COM 39164810 580 20087 SH DEFINED 1,3,4 20087
GREEN MOUNTAIN POWER CORP.COM 39315410 178 6634 SH DEFINED 1,3,4 6634
GREENPOINT FINANCIAL COM 39538410 2411 51941 SH DEFINED 1,3,4 51941
GREIF INC COM 39762410 3236 76789 SH DEFINED 1,3,4 76789
GRIFFON CORP. COM 39843310 6321 299480 SH DEFINED 1,3,4 299480
GROUP 1 AUTOMOTIVE INC. COM 39890510 816 29837 SH DEFINED 1,3,4 29837
GTECH HOLDINGS CORP. COM 4005181023731 937162 SH DEFINED 1,3,4 937162
GUESS? INC. COM 40161710 1472 82722 SH DEFINED 1,3,4 82722
GUIDANT CORP. COM 4016981043279 655344 SH DEFINED 1,3,4 655344
GUITAR CENTER, INC. COM 40204010 1421 32813 SH DEFINED 1,3,4 32813
GYMBOREE CORP. COM 40377710 580 39899 SH DEFINED 1,3,4 39899
HCA, INC. COM 4041191011574 303370 SH DEFINED 1,3,4 303370
HCC INSURANCE HOLDINGS, INCOM 40413210 766 25370 SH DEFINED 1,3,4 25370
HNI CORP COM 4042511013170 332747 SH DEFINED 1,3,4 332747
HSBC HOLDINGS PLC COM 40428040 76 946 SH DEFINED 1,3,4 946
HAEMONETICS CORP/MASS COM 40502410 3405 103700 SH DEFINED 1,3,4 103700
HAGGAR CORP. COM 40517310 159 9395 SH DEFINED 1,3,4 9395
HAIN CELESTIAL GROUP, INC.COM 40521710 844 47533 SH DEFINED 1,3,4 47533
HALLIBURTON CO. COM 40621610 9383 278587 SH DEFINED 1,3,4 278587
HANARO TELECOM INC COM 40964920 38 13200 SH DEFINED 1,3,4 13200
HANCOCK FABRICS, INC. COM 40990010 294 24637 SH DEFINED 1,3,4 24637
HANCOCK HOLDING CO COM 41012010 3559 111950 SH DEFINED 1,3,4 111950
HANOVER COMPRESSOR CO. COM 41076810 409 30578 SH DEFINED 1,3,4 30578
HARLAND (JOHN H.) CO. COM 4126931011053 352491 SH DEFINED 1,3,4 352491
HARLEY-DAVIDSON INC. COM 4128221035329 594403 SH DEFINED 1,3,4 594403
HARMAN INTERNATIONAL COM 41308610 4217 39147 SH DEFINED 1,3,4 39147
HARMONIC. INC. COM 41316010 630 94230 SH DEFINED 1,3,4 94230
HARRAH'S ENTERTAINMENT COM 4136191034390 649094 SH DEFINED 1,3,4 649094
HARRIS CORP. COM 41387510 1427 26006 SH DEFINED 1,3,4 26006
HARSCO CORP. COM 41586410 726 16134 SH DEFINED 1,3,4 16134
HARTE HANKS INC. COM 4161961018006 719916 SH DEFINED 1,3,4 719916
HARTFORD FINANCIAL SVCS. GCOM 4165151012628 203990 SH DEFINED 1,3,4 203990
HASBRO, INC. COM 41805610 2111 112099 SH DEFINED 1,3,4 112099
HAVERTY FURNITURE COM 41959610 516 29460 SH DEFINED 1,3,4 29460
HAWAIIAN ELECTRIC INDS COM 41987010 841 31575 SH DEFINED 1,3,4 31575
HEALTH CARE PROPERTIES INVCOM 42191510 414 15900 SH DEFINED 1,3,4 15900
HEALTH MANAGEMNT ASSOC. COM 4219331012905 631519 SH DEFINED 1,3,4 631519
HEALTHCARE REALTY TRUST, ICOM 4219461017865 457673 SH DEFINED 1,3,4 457673
HBOS PLC COM 42205M10 73 1808 SH DEFINED 1,3,4 1808
HEADWATERS, INC. COM 42210P10 4878 157978 SH DEFINED 1,3,4 157978
HEALTH CARE REIT INC. COM 42217K10 440 12500 SH DEFINED 1,3,4 12500
HEALTH NET, INC COM 42222G10 1085 43907 SH DEFINED 1,3,4 43907
HEARTLAND EXPRESS, INC. COM 4223471017490 948160 SH DEFINED 1,3,4 948160
HEIDRICK & STRUGGLES INTL.COM 42281910 6115 212194 SH DEFINED 1,3,4 212194
HEINZ (H.J.) CO. COM 42307410 7985 221758.5 SH DEFINED 1,3,4 221759
HELIX TECHNOLOGY CORP. COM 42331910 463 34071 SH DEFINED 1,3,4 34071
HELMERICH & PAYNE, INC. COM 42345210 573 19770 SH DEFINED 1,3,4 19770
HENRY (JACK) & ASSOCIATES COM 42628110 661 35398 SH DEFINED 1,3,4 35398
HERCULES, INC. COM 42705610 994 70109 SH DEFINED 1,3,4 70109
HERSHEY FOODS CORP. COM 42786610 7211 154472 SH DEFINED 1,3,4 154472
HEWLETT-PACKARD CO. COM 4282361036838 1964999 SH DEFINED 1,3,4 1964999
HI-TECH PHARMACAL CO. INC.COM 42840B10 2618 164417 SH DEFINED 1,3,4 164417
HIBBETT SPORTING GOODS INCCOM 42856510 627 30574 SH DEFINED 1,3,4 30574
HIBERNIA CORP. - CL A COM 4286561021445 812035 SH DEFINED 1,3,4 812035
HIGHLAND HOSPITALITY CORP COM 43014110 63 5474 SH DEFINED 1,3,4 5474
HIGHLAND HOSPITALITY CORP COM 43014110 2583 226571 SH DEFINED 2,3,4 226571
HIGHWOODS PROPERTIES, INC.COM 43128410 519 21031 SH DEFINED 1,3,4 21031
HILB ROGAL & HOBBS CO. COM 43129410 1689 46718 SH DEFINED 1,3,4 46718
HILLENBRAND INDUSTRIES COM 4315731022108 437627 SH DEFINED 1,3,4 437627
HILTON HOTELS CORP. COM 43284810 4551 241464 SH DEFINED 1,3,4 241464
HINDALCO INDUSTRIES LTD 14COM 43306410 2701 92759 SH DEFINED 1,3,4 92759
HITACHI LTD COM 43357850 150 2489 SH DEFINED 1,3,4 2489
HOLOGIC INC. COM 43644010 519 26754 SH DEFINED 1,3,4 26754
HOME DEPOT, INC. COM 4370761058319 1487738 SH DEFINED 1,3,4 1487738
HONEYWELL INTERNATIONAL, ICOM 4385161019382 540443 SH DEFINED 1,3,4 540443
HOOKER FURNITURE CORP. COM 43903810 1284 46411 SH DEFINED 1,3,4 46411
HOOPER HOLMES, INC. COM 43910410 378 84831 SH DEFINED 1,3,4 84831
HORACE MANN EDUCATORS COM 44032710 292 16769 SH DEFINED 1,3,4 16769
HORMEL FOODS CORP. COM 44045210 1453 54424 SH DEFINED 1,3,4 54424
HOSPIRA INC COM 44106010 3003 98216 SH DEFINED 1,3,4 98216
HOSPITALITY PROPERTIES TR COM 44106M10 1783 41947 SH DEFINED 1,3,4 41947
HOST MARRIOTT CORP. COM 44107P1012369 881570 SH DEFINED 1,3,4 881570
HOT TOPIC, INC. COM 44133910 1037 60930 SH DEFINED 1,3,4 60930
HOUSTON EXPLORATION CO. COM 4421201010849 182825 SH DEFINED 1,3,4 182825
HOVNANIAN ENTERPRISES-A COM 4424872011650 290539 SH DEFINED 1,3,4 290539
HUB GROUP INC COM 44332010 1928 51770 SH DEFINED 1,3,4 51770
HUBBELL, INC. - CL B COM 44351020 3844 85766 SH DEFINED 1,3,4 85766
HUDSON RIVER BANCORP COM 44412810 1257 66235 SH DEFINED 1,3,4 66235
HUDSON UNITED BANCORP COM 4441651018690 507098 SH DEFINED 1,3,4 507098
HUGHES SUPPLY, INC. COM 4444821017508 582378 SH DEFINED 1,3,4 582378
HUMANA, INC. COM 44485910 2016 100780 SH DEFINED 1,3,4 100780
HUNT (JB) TRANSPRT SVCS, ICOM 44565810 6061 163169 SH DEFINED 1,3,4 163169
HUNTINGTON BANCSHARES, INCCOM 4461501029956 1202563 SH DEFINED 1,3,4 1202563
HUTCHINSON TECHNOLOGY, INCCOM 44840710 908 34010 SH DEFINED 1,3,4 34010
HYDRIL COM 44877410 1288 30027 SH DEFINED 1,3,4 30027
IDT CORP. COM 44894730 7300 485765 SH DEFINED 1,3,4 485765
HYPERION SOLUTIONS CORP. COM 44914M1015784 464306 SH DEFINED 1,3,4 464306
ICU MEDICAL, INC. COM 44930G10 466 17908 SH DEFINED 1,3,4 17908
IHOP CORP. COM 44962310 1011 26360 SH DEFINED 1,3,4 26360
IMC GLOBAL, INC. COM 44966910 787 45423 SH DEFINED 1,3,4 45423
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IDEX CORP. COM 45167R10 2232 65757 SH DEFINED 1,3,4 65757
IDEXX LABS, INC. COM 45168D10 6995 137774 SH DEFINED 1,3,4 137774
ILLINOIS TOOL WORKS, INC. COM 4523081032776 351759 SH DEFINED 1,3,4 351759
IMATION CORP. COM 45245A10 495 13945 SH DEFINED 1,3,4 13945
IMCLONE SYSTEMS INC COM 45245W10 1225 23191 SH DEFINED 1,3,4 23191
IMAGISTICS INTL INC COM 45247T10 7007 208692 SH DEFINED 1,3,4 208692
IMMUCOR, INC. COM 45252610 961 38874 SH DEFINED 1,3,4 38874
IMPAC MORTGAGE HOLDINGS, ICOM 45254P1027077 1029505 SH DEFINED 1,3,4 1029505
IMPERIAL TOBACCO GROUP- ADCOM 45314210 175 4007 SH DEFINED 1,3,4 4007
INAMED CORP COM 45323510 9624 201864 SH DEFINED 1,3,4 201864
INCO, LTD. COM 45325840 89 2289 SH DEFINED 1,3,4 2289
INDEPENDANCE COMMUNITY BANCOM 4534141012389 317240 SH DEFINED 1,3,4 317240
INDEPENDENT BANK CORP - MACOM 45383610 1537 49770 SH DEFINED 1,3,4 49770
INDYMAC BANCORP, INC. COM 45660710 8628 238424 SH DEFINED 1,3,4 238424
INFINITY PROPERTY & CASUALCOM 45665Q1015061 509993 SH DEFINED 1,3,4 509993
INFORMATION HOLDINGS, INC.COM 45672710 744 27292 SH DEFINED 1,3,4 27292
ING GROEP NV COM 45683710 161 6372 SH DEFINED 1,3,4 6372
INPUT/OUTPUT, INC. COM 45765210 1019 99294 SH DEFINED 1,3,4 99294
INSIGHT ENTERPRISES, INC. COM 45765U10 6341 376573 SH DEFINED 1,3,4 376573
INSITUFORM TECNOL, INC. - COM 45766710 654 34887 SH DEFINED 1,3,4 34887
INSURANCE AUTO AUCTIONS, ICOM 45787510 262 15173 SH DEFINED 1,3,4 15173
INTEGRA LIFESCIENCES HOLDICOM 45798520 1205 37526 SH DEFINED 1,3,4 37526
INTEGRATED DEVICE TECH, INCOM 45811810 395 41614 SH DEFINED 1,3,4 41614
INTEGRATED CIRCUIT SYSTEMSCOM 45811K20 612 28462 SH DEFINED 1,3,4 28462
INTEL CORP. COM 45814010112633 5614691 SH DEFINED 1,3,4 5614691
INTER-TEL, INC.- SER A COM 45837210 720 33552 SH DEFINED 1,3,4 33552
INTERCONTINENTAL HOTELS GRCOM 45857310 129 11100 SH DEFINED 1,3,4 11100
INTERFACE, INC.- CI A COM 45866510 545 67570 SH DEFINED 1,3,4 67570
INTERMAGNETICS GENERAL CORCOM 45877110 779 33764 SH DEFINED 1,3,4 33764
INTERNATIONAL BANCSHARES CCOM 45904410 1624 44190.75 SH DEFINED 1,3,4 44191
INTERNATIONAL BUSINESS MACCOM 4592001095272 1111230 SH DEFINED 1,3,4 1111230
INTERNATIONAL FLAVORS&FRAGCOM 4595061010109 264683 SH DEFINED 1,3,4 264683
INTL GAME TECHNOLOGY COM 4599021034500 959706 SH DEFINED 1,3,4 959706
INTERNATIONAL PAPER CO. COM 4601461012341 305433.00SH DEFINED 1,3,4 305433
INTL RECTIFIER CORP. COM 46025410 7551 220239 SH DEFINED 1,3,4 220239
INT'L SPEEDWAY CORP. COM 46033520 1041 20884 SH DEFINED 1,3,4 20884
INTERNATIONAL STEEL GROUP COM 46037710 787 23358 SH DEFINED 1,3,4 23358
INTERNET SECURITY SYSTEMS COM 46060X10 1048 61594 SH DEFINED 1,3,4 61594
INTERPUBLIC GROUP OF COS.,COM 4606901017618 1663854 SH DEFINED 1,3,4 1663854
INTERSIL CORP. COM 46069S10 940 59027 SH DEFINED 1,3,4 59027
INTERSECTIONS INC COM 46098130 1255 85898 SH DEFINED 1,3,4 85898
INTRADO INC. COM 46117A10 228 22621 SH DEFINED 1,3,4 22621
INTUIT INC. COM 4612021031806 700680 SH DEFINED 1,3,4 700680
INVACARE CORP. COM 46120310 1871 40661 SH DEFINED 1,3,4 40661
INVERESK RESEARCH GROUP INCOM 46123810 1729 46820 SH DEFINED 1,3,4 46820
INVESTMENT TECHNOLOGY GP, COM 46145F10 836 54612 SH DEFINED 1,3,4 54612
INVISION TECHNOLOGIES, INCCOM 46185110 1031 23015 SH DEFINED 1,3,4 23015
INVITROGEN CORP. COM 46185R10 7405 134680 SH DEFINED 1,3,4 134680
INVESTORS FINANCIAL SCVS CCOM 46191510 1169 25991 SH DEFINED 1,3,4 25991
IONICS, INC. COM 46221810 799 29506 SH DEFINED 1,3,4 29506
IPAYMENT INC COM 46262E10 1349 33545 SH DEFINED 1,3,4 33545
BANK OF IRELAND COM 46267Q10 149 2750 SH DEFINED 1,3,4 2750
IRWN FINANCIAL CORP. COM 46411910 951 36922 SH DEFINED 1,3,4 36922
ISHARES MSCI JAPAN INDEX FCOM 46428684 323 33208 SH DEFINED 1,3,4 33208
ISHARES S&P 500 INDEX FUNDCOM 46428720 3152 28222 SH DEFINED 1,3,4 28222
ISHARES GS$ INVESTOP CORPOCOM 4642872483820 750000 SH DEFINED 3,4 750000
ISHARES RUSSELL MIDCAP VALCOM 46428747 2132 21300 SH DEFINED 1,3,4 21300
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ISHARES TRUST - S&P MIDCAPCOM 46428750 590 4960 SH DEFINED 1,3,4 4960
ISHARES RUSSELL 1000 VALUECOM 46428759 5123 84610 SH DEFINED 1,3,4 84610
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ITRON, INC. COM 46574110 478 27363 SH DEFINED 1,3,4 27363
IVAX CORP. COM 46582310 1878 98093 SH DEFINED 1,3,4 98093
J & J SNACK FOODS CORP. COM 46603210 501 11734 SH DEFINED 1,3,4 11734
JDS UNIPHASE CORP. COM 46612J10 3041 903406 SH DEFINED 1,3,4 903406
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JILL GROUP, INC. COM 46618910 522 26222 SH DEFINED 1,3,4 26222
JLG INDUSTRIES INC. COM 46621010 955 56962 SH DEFINED 1,3,4 56962
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JABIL CIRCUIT INC. COM 46631310 2930 127297 SH DEFINED 1,3,4 127297
JACK IN THE BOX, INC. COM 46636710 1524 48018 SH DEFINED 1,3,4 48018
JACOBS ENGINEERING GROUP COM 46981410 842 22089 SH DEFINED 1,3,4 22089
JAKKS PACIFIC INC. COM 47012E10 786 34087 SH DEFINED 1,3,4 34087
JANUS CAPITAL GROUP, INC. COM 47102X10 2045 150155 SH DEFINED 1,3,4 150155
JEFFERIES GROUP, INC. COM 47231910 766 22206 SH DEFINED 1,3,4 22206
JEFFERSON-PILOT CORP. COM 4750701026901 541617 SH DEFINED 1,3,4 541617
JETBLUE AIRWAYS CORP. COM 47714310 849 40531 SH DEFINED 1,3,4 40531
JO-ANN STORES INC. COM 47758P30 825 29378 SH DEFINED 1,3,4 29378
JOHNSON & JOHNSON COM 47816010161431 2865781 SH DEFINED 1,3,4 2865781
JOHNSON CONTROLS, INC. COM 47836610 6779 119475 SH DEFINED 1,3,4 119475
JONES APPAREL GROUP INC COM 48007410 2798 78226 SH DEFINED 1,3,4 78226
JOS A BANK CLOTHEIERS, INCCOM 48083810 2108 76089 SH DEFINED 1,3,4 76089
JOURNAL COMMUNICATIONS, INCOM 48113010 7736 441072 SH DEFINED 1,3,4 441072
JOY GLOBAL INC. COM 48116510 7728 224752 SH DEFINED 1,3,4 224752
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KCS ENERGY, INC. COM 4824342016573 1191581 SH DEFINED 1,3,4 1191581
KLA-TENCOR CORP. COM 48248010 7508 181076 SH DEFINED 1,3,4 181076
K-SWISS, INC. CLASS A COM 48268610 875 45479 SH DEFINED 1,3,4 45479
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K2, INC. COM 48273210 2412 168235 SH DEFINED 1,3,4 168235
KAMAN CORP. CLASS A COM 48354810 355 29628 SH DEFINED 1,3,4 29628
KANBAY INTERNATIONAL INC COM 48369P20 994 46760 SH DEFINED 1,3,4 46760
KANSAS CITY SOUTHERN COM 48517030 1238 81753 SH DEFINED 1,3,4 81753
KAYDON CORP. COM 48658710 1061 36798 SH DEFINED 1,3,4 36798
KEANE, INC. COM 48666510 369 24231 SH DEFINED 1,3,4 24231
KB HOME COM 48666K1025252 298757 SH DEFINED 1,3,4 298757
KEITHLEY INSTURMENTS, INC.COM 48758410 370 21147 SH DEFINED 1,3,4 21147
KELLOGG CO. COM 4878361012038 282089 SH DEFINED 1,3,4 282089
KELLWOOD CO. COM 4880441010489 287770 SH DEFINED 1,3,4 287770
KELLY SERVICES, INC. -CI ACOM 48815220 369 13800 SH DEFINED 1,3,4 13800
KEMET CORP. COM 48836010 274 33920 SH DEFINED 1,3,4 33920
KENNAMETAL, INC. COM 48917010 2971 65849 SH DEFINED 1,3,4 65849
KENSEY NASH CORP COM 4900571011884 453714 SH DEFINED 1,3,4 453714
KERR-MCGEE CORP. COM 49238610 6280 109606 SH DEFINED 1,3,4 109606
KEYCORP COM 4932671022686 718220 SH DEFINED 1,3,4 718220
KEYSPAN CORP. COM 49337W10 3936 100475 SH DEFINED 1,3,4 100475
KILROY REALTY CORP. COM 49427F10 1495 39313 SH DEFINED 1,3,4 39313
KILROY REALTY CORP. COM 49427F10 933 24556 SH DEFINED 2,3,4 24556
SAMSUNG ELECTRONICS-Reg S COM 4942818 709 3578 SH DEFINED 1,3,4 3578
KIMBERLY-CLARK CORP. COM 4943681023115 357933 SH DEFINED 1,3,4 357933
KIMCO REALTY CORP. COM 49446R1038488 750274 SH DEFINED 1,3,4 750274
KIMCO REALTY CORP. COM 49446R1025913 505100 SH DEFINED 2,3,4 505100
KINDER MORGAN, INC. COM 49455P10 4893 77892 SH DEFINED 1,3,4 77892
KINDRED HEALTHCARE INC COM 49458010 1824 74780 SH DEFINED 1,3,4 74780
KING PHARMACEUTICALS, INC.COM 49558210 1807 151530 SH DEFINED 1,3,4 151530
KIRBY CORP. COM 49726610 1288 32048 SH DEFINED 1,3,4 32048
KNIGHT-RIDDER, INC. COM 4990401016624 253929 SH DEFINED 1,3,4 253929
KNIGHT TRANSPORTATION, INCCOM 49906410 1575 73544 SH DEFINED 1,3,4 73544
KOHLS CORP. COM 5002551010332 214336 SH DEFINED 1,3,4 214336
KONINKLIJKE PHILIPS ELEC. COM 50047230 120 5227 SH DEFINED 1,3,4 5227
KOOKMIN BANK COM 50049M10 61 1888 SH DEFINED 1,3,4 1888
KOPIN CORP COM 50060010 373 91453 SH DEFINED 1,3,4 91453
KORN/FERRY INTERNATIONAL COM 50064320 7755 425155 SH DEFINED 1,3,4 425155
KRISPY KREME DOUGHNUTS, INCOM 50101410 306 24214 SH DEFINED 1,3,4 24214
KROGER CO., THE COM 50104410 7195 463871 SH DEFINED 1,3,4 463871
KRONOS INC. COM 50105210 1796 40623 SH DEFINED 1,3,4 40623
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LSI LOGIC CORP. COM 50216110 1042 244052 SH DEFINED 1,3,4 244052
LTX CORP. COM 50239210 133 23920 SH DEFINED 1,3,4 23920
L-3 COMMUNICATIONS HOLDINGCOM 50242410 2806 41927 SH DEFINED 1,3,4 41927
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LABRANCHE & CO., INC. COM 50544710 195 23461 SH DEFINED 1,3,4 23461
LACLEDE GROUP INC. COM 50559710 800 27366 SH DEFINED 1,3,4 27366
LAM RESEARCH CORP. COM 51280710 1149 52552 SH DEFINED 1,3,4 52552
LAMAR ADVERTISING CO. COM 51281510 7170 172326 SH DEFINED 1,3,4 172326
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LANCE, INC. COM 51460610 2247 139020 SH DEFINED 1,3,4 139020
LANDAMERICA FINANCIAL GROUCOM 51493610 1078 23681 SH DEFINED 1,3,4 23681
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LANDSTAR SYSTEM, INC. COM 51509810 2320 39505 SH DEFINED 1,3,4 39505
LASALLE HOTEL PROPERTIES COM 51794210 4186 151610 SH DEFINED 1,3,4 151610
LASALLE HOTEL PROPERTIES COM 51794210 9259 335400 SH DEFINED 2,3,4 335400
LATTICE SEMICONDUCTOR CORPCOM 51841510 222 44478 SH DEFINED 1,3,4 44478
LAUREATE EDUCATION INC COM 51861310 673 17908 SH DEFINED 1,3,4 17908
LAWSON PRODUCTS COM 52077610 501 12291 SH DEFINED 1,3,4 12291
LEAR CORP. COM 52186510 8014 147205 SH DEFINED 1,3,4 147205
LECG CORP COM 52323410 2507 148310 SH DEFINED 1,3,4 148310
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LEGG MASON, INC. COM 5249011015679 294283.5 SH DEFINED 1,3,4 294284
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LENNAR CORP. COM 52605710 2913 61194 SH DEFINED 1,3,4 61194
LENNOX INTERNATIONAL, INC.COM 52610710 1145 76728 SH DEFINED 1,3,4 76728
LEUCADIA NATIONAL CORP COM 5272881026774 472603 SH DEFINED 1,3,4 472603
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LIBBEY, INC. COM 52989810 331 17933 SH DEFINED 1,3,4 17933
LIBERTY MEDIA GROUP COM 5307181027421 3144554 SH DEFINED 1,3,4 3144554
LIBERTY MEDIA INTERNATIONACOM 53071910 5035 150983.3 SH DEFINED 1,3,4 150983
LIBERTY PROPERTY TRUST COM 53117210 1331 33391 SH DEFINED 1,3,4 33391
LIFEPOINT HOSPITALS, INC. COM 53219L1015623 520584 SH DEFINED 1,3,4 520584
LIGAND PHARMACEUTICALS, INCOM 53220K20 2695 269045 SH DEFINED 1,3,4 269045
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LINCARE HOLDINGS, INC. COM 53279110 1158 39190 SH DEFINED 1,3,4 39190
LINCOLN ELECTRIC HOLDINGS COM 53390010 7648 243950 SH DEFINED 1,3,4 243950
LINCOLN NATIONAL CORP. COM 5341871026830 570968 SH DEFINED 1,3,4 570968
LINDSAY MANUFACTURING CO. COM 53555510 411 15345 SH DEFINED 1,3,4 15345
LINEAR TECHNOLOGIES CORP. COM 5356781026410 728458 SH DEFINED 1,3,4 728458
LINENS N THINGS, INC. COM 53567910 1363 58881 SH DEFINED 1,3,4 58881
LION BIOSCIENCE COM 53619110 91 59192 SH DEFINED 3,4 59192
LITTELFUSE, INC. COM 53700810 9067 262577 SH DEFINED 1,3,4 262577
LIZ CLAIBORNE, INC. COM 53932010 2548 67569 SH DEFINED 1,3,4 67569
LOCKHEED MARTIN CORP. COM 5398301015590 279527 SH DEFINED 1,3,4 279527
LODGENET ENTERTAINMENT CORCOM 54021110 362 27340 SH DEFINED 1,3,4 27340
LOEWS CORP. COM 5404241026284 449304 SH DEFINED 1,3,4 449304
LONE STAR STEAKHOUSE SALOOCOM 54230710 742 28628 SH DEFINED 1,3,4 28628
LONE STAR TECHNOLOGIES, INCOM 54231210 1427 37786 SH DEFINED 1,3,4 37786
LONGS DRUG STORES CORP. COM 54316210 1178 48667 SH DEFINED 1,3,4 48667
LONGVIEW FIBRE CO. COM 54321310 309 20029 SH DEFINED 1,3,4 20029
LOUISIANA PACIFIC CORP. COM 5463471024188 932281 SH DEFINED 1,3,4 932281
LOWE'S COMPANIES, INC. COM 5486611027404 504254 SH DEFINED 1,3,4 504254
LUBRIZOL CORP. COM 54927110 884 25538 SH DEFINED 1,3,4 25538
LUCENT TECHNOLOGIES, INC. COM 54946310 9557 3015777 SH DEFINED 1,3,4 3015777
LYDALL, INC. COM 55081910 195 21080 SH DEFINED 1,3,4 21080
LYONDELL CHEMICAL CO. COM 55207810 1570 69993 SH DEFINED 1,3,4 69993
M & T BANK CORPORATION COM 55261F1035514 371096 SH DEFINED 1,3,4 371096
MAF BANCORP INC. COM 55261R10 1836 42549 SH DEFINED 1,3,4 42549
MBIA, INC. COM 55262C10 5226 89854 SH DEFINED 1,3,4 89854
MBNA CORP. COM 55262L1037565 1491076 SH DEFINED 1,3,4 1491076
MB FINANCIAL, INC. COM 55264U1010343 260967 SH DEFINED 1,3,4 260967
MDC HOLDINGS, INC. COM 5526761013156 180300 SH DEFINED 1,3,4 180300
MDU RESOURCES GROUP, INC. COM 5526901044331 1683752 SH DEFINED 1,3,4 1683752
MGIC INVESTMENT CORP. (WISCOM 5528481010509 157898 SH DEFINED 1,3,4 157898
MGI PHARMA, INC. COM 55288010 6262 234565 SH DEFINED 1,3,4 234565
MGM MIRAGE, INC. COM 55295310 1710 34430 SH DEFINED 1,3,4 34430
M/I HOMES, INC. COM 55305B10 7795 183697 SH DEFINED 1,3,4 183697
MKS INSTRUMENTS, INC. COM 55306N10 5783 377308 SH DEFINED 1,3,4 377308
mm02 PLC COM 55309W10 149 8367 SH DEFINED 1,3,4 8367
MPS GROUP, INC. COM 55340910 346 41283 SH DEFINED 1,3,4 41283
MRO SOFTWARE, INC. COM 55347W10 320 32586 SH DEFINED 1,3,4 32586
MACDERMID, INC. COM 55427310 9497 327971 SH DEFINED 1,3,4 327971
MACERICH CO. COM 55438210 1241 23300 SH DEFINED 1,3,4 23300
MACERICH CO. COM 5543821011134 208900 SH DEFINED 2,3,4 208900
MACK-CALI REALTY CORP. COM 55448910 1385 31274 SH DEFINED 1,3,4 31274
MACROVISION CORP COM 55590410 7703 319771 SH DEFINED 1,3,4 319771
MACROMEDIA, INC. COM 55610010 546 27214 SH DEFINED 1,3,4 27214
MAGELLAN HEALTH SERVICES ICOM 5590792020980 573872 SH DEFINED 1,3,4 573872
MAGNA INTERNATIONAL-CL A COM 55922240 8831 119233 SH DEFINED 1,3,4 119233
MAGNETEK, INC. COM 55942410 278 37163 SH DEFINED 1,3,4 37163
MAGNUM HUNTER RESOURCES INCOM 55972F20 5516 478010 SH DEFINED 1,3,4 478010
MAHANAGAR TELEPHONE NIGAM COM 55977840 3024 429038 SH DEFINED 1,3,4 429038
MANDALAY RESORT GROUP COM 56256710 1814 26472 SH DEFINED 1,3,4 26472
MANHATTAN ASSOCIATES, INC.COM 56275010 960 39261 SH DEFINED 1,3,4 39261
MANITOWOC CO. COM 56357110 1235 34879 SH DEFINED 1,3,4 34879
MANOR CARE, INC. COM 56405510 1641 54854 SH DEFINED 1,3,4 54854
MANPOWER, INC. WI COM 56418H1015261 343040 SH DEFINED 1,3,4 343040
MANTECH INTERNATIONAL CORPCOM 56456310 790 42209 SH DEFINED 1,3,4 42209
MAPINFO CORP COM 56510510 283 26349 SH DEFINED 1,3,4 26349
MARATHON OIL CORP. COM 5658491067375 1632178 SH DEFINED 1,3,4 1632178
MARCUS CORP. COM 56633010 758 38871 SH DEFINED 1,3,4 38871
MARSH & MCLENNAN COS., INCCOM 5717481014986 327425 SH DEFINED 1,3,4 327425
MARSHALL & IISLEY CORP. COM 5718341051359 1274332 SH DEFINED 1,3,4 1274332
MARRIOTT INTERNATIONAL, INCOM 57190320 7457 143627 SH DEFINED 1,3,4 143627
MARTIN MARIETTA MATERIALS COM 57328410 856 18911 SH DEFINED 1,3,4 18911
MASCO CORP. COM 5745991023405 677927 SH DEFINED 1,3,4 677927
MASSEY ENERGY CO, COM 57620610 2866 98991 SH DEFINED 1,3,4 98991
MASTEC, INC. COM 57632310 1522 290000 SH DEFINED 1,3,4 290000
MATERIAL SCIENCES CORP COM 57667410 252 18657 SH DEFINED 1,3,4 18657
MATRIA HEALTHCARE INC COM 57681720 1278 45130 SH DEFINED 1,3,4 45130
MATSUSHITA ELEC IND COM 57687920 139 10350 SH DEFINED 1,3,4 10350
MATTEL, INC. COM 5770811021211 1170248 SH DEFINED 1,3,4 1170248
MAXIM INTEGRATED PRODUCTS COM 57772K1020885 493847 SH DEFINED 1,3,4 493847
MAXIM PHARACEUTICALS INC COM 57772M10 2784 1042787 SH DEFINED 1,3,4 1042787
MAY DEPARTMENT STORES CO. COM 57777810 4686 182813 SH DEFINED 1,3,4 182813
MAVERICK TUBE CORP COM 57791410 7384 239790 SH DEFINED 1,3,4 239790
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MAYTAG CORP. COM 57859210 906 49508 SH DEFINED 1,3,4 49508
MCAFEE INC COM 57906410 1227 61261 SH DEFINED 1,3,4 61261
MCCLATCHY CO COM 57948910 1197 16900 SH DEFINED 1,3,4 16900
MCCORMICK & CO. COM 5797802025855 752808 SH DEFINED 1,3,4 752808
MCCORMICK & SCHMICK'S SEAFCOM 57979310 2370 197730 SH DEFINED 1,3,4 197730
MCDATA CORPORATION-A COM 58003120 231 46562 SH DEFINED 1,3,4 46562
MCDATA CORP. COM 58003120 0 44 SH DEFINED 3,4 44
MCDONALDS CORP. COM 5801351041520 1481100 SH DEFINED 1,3,4 1481100
MCGRAW-HILL, INC. COM 5806451016691 209385 SH DEFINED 1,3,4 209385
MCKESSON CORP. COM 58155Q10 4722 184165 SH DEFINED 1,3,4 184165
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MEADE INSTRUMENTS CORP. COM 58306210 78 26074 SH DEFINED 1,3,4 26074
MEADWESTVACO CORP. COM 5833341010077 316004 SH DEFINED 1,3,4 316004
MEDCO HEALTH SOLUTIONS, INCOM 58405U10 5270 170692.99SH DEFINED 1,3,4 170693
MEDIA GENERAL - CLASS A COM 58440410 5356 95684 SH DEFINED 1,3,4 95684
MEDICIS PHARMACEUTICAL-CL COM 58469030 2883 74021 SH DEFINED 1,3,4 74021
MEDIMMUNE, INC. COM 5846991031209 1317039 SH DEFINED 1,3,4 1317039
MEDTRONIC, INC. COM 5850551069904 1346899 SH DEFINED 1,3,4 1346899
MELLON FINANCIAL CORP. COM 58551A10 7366 266338 SH DEFINED 1,3,4 266338
MEMBERWORKS, INC. COM 58600210 362 13734 SH DEFINED 1,3,4 13734
MENS WEARHOUSE, INC., (THECOM 58711810 3951 135892 SH DEFINED 1,3,4 135892
MENTOR CORP. COM 58718810 1860 55236 SH DEFINED 1,3,4 55236
MENTOR GRAPHICS CORP. COM 58720010 302 28127 SH DEFINED 1,3,4 28127
MERCANTILE BANKSHARES CORPCOM 58740510 1485 31014 SH DEFINED 1,3,4 31014
MERCK & CO., INC. COM 5893311047083 1426787 SH DEFINED 1,3,4 1426787
MERCURY COMPUTER SYSTEMS, COM 58937810 747 27674 SH DEFINED 1,3,4 27674
MERCURY GENERAL CORP COM 5894001020601 389479 SH DEFINED 1,3,4 389479
MERCURY INTERACTIVE CORP. COM 58940510 2040 58429 SH DEFINED 1,3,4 58429
MEREDITH CORP. COM 58943310 1642 32002 SH DEFINED 1,3,4 32002
MERIDIAN RESOURCE CORP COM 58977Q1010212 1156756 SH DEFINED 1,3,4 1156756
MERIT MEDICAL SYSTEMS INC COM 58988910 519 34374.325SH DEFINED 1,3,4 34374
MERITAGE HOMES CORP COM 59001A10 1329 16905 SH DEFINED 1,3,4 16905
MERRILL LYNCH & CO., INC. COM 5901881045005 905234 SH DEFINED 1,3,4 905234
MESA AIR GROUP, INC. COM 59047910 212 41191 SH DEFINED 1,3,4 41191
METAL MANAGEMENT INC COM 5910972010615 584069 SH DEFINED 1,3,4 584069
METHODE ELECTRONICS COM 59152020 5277 412754 SH DEFINED 1,3,4 412754
METLIFE, INC. COM 59156R1026561 687180 SH DEFINED 1,3,4 687180
METRO-GOLDWYN-MAYER INC. COM 59161010 34 2952 SH DEFINED 1,3,4 2952
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MICROS SYSTEMS, INC. COM 59490110 5789 115552 SH DEFINED 1,3,4 115552
MICROSOFT CORP. COM 59491810261356 9452135 SH DEFINED 1,3,4 9452135
MICROSTRATEGY, INC. COM 59497240 9222 224424 SH DEFINED 1,3,4 224424
MICROCHIP TECHNOLOGY, INC.COM 59501710 4235 157696 SH DEFINED 1,3,4 157696
MICRON TECHNOLOGY COM 59511210 4621 384579 SH DEFINED 1,3,4 384579
MICROSEMI CORP COM 5951371015453 1095692 SH DEFINED 1,3,4 1095692
MID-AMERICA APT CMNTYS INCCOM 59522J10 1665 42600 SH DEFINED 1,3,4 42600
MID-AMERICA APT CMNTYS INCCOM 59522J10 5447 139900 SH DEFINED 2,3,4 139900
MIDAS, INC. COM 59562610 329 20456 SH DEFINED 1,3,4 20456
MILACRON, INC. COM 59870910 143 46658 SH DEFINED 1,3,4 46658
MILLENNIUM PHARMACTCLS, INCOM 59990210 1639 119643 SH DEFINED 1,3,4 119643
MILLER (HERMAN), INC. COM 60054410 688 27941 SH DEFINED 1,3,4 27941
MILLIPORE CORP. COM 60107310 5897 123243 SH DEFINED 1,3,4 123243
MILLS CORP. COM 6011481010374 199926 SH DEFINED 1,3,4 199926
MILLS CORP. COM 6011481015196 292984 SH DEFINED 2,3,4 292984
MINERALS TECHNOLOGIES, INCCOM 60315810 470 8069 SH DEFINED 1,3,4 8069
ZHEJIANG SOUTHEAST ELECTRICOM 6045641 134 199996 SH DEFINED 1,3,4 199996
MITSUBISHI CORP. COM 60676930 295 13710 SH DEFINED 1,3,4 13710
MITSUBISHI TOKYO FINL GROUCOM 60681610 142 17000 SH DEFINED 1,3,4 17000
MOBILE MINI INC COM 60740F10 472 19016 SH DEFINED 1,3,4 19016
MODINE MANUFACTURING CO. COM 60782810 408 13528 SH DEFINED 1,3,4 13528
MOHAWK INDUSTRIES, INC. COM 6081901028156 354623 SH DEFINED 1,3,4 354623
MOLEX, INC. COM 60855410 3551 118952 SH DEFINED 1,3,4 118952
MONACO COACH CORP. COM 60886R10 828 38334.5 SH DEFINED 1,3,4 38335
MONEYGRAM INTERNATIONAL INCOM 60935Y10 9943 582158 SH DEFINED 1,3,4 582158
MONSANTO COM 61166W10 6098 167503 SH DEFINED 1,3,4 167503
MONSTER WORLDWIDE, INC. COM 61174210 1831 74396 SH DEFINED 1,3,4 74396
MOODY'S CORP. COM 6153691022642 309120 SH DEFINED 1,3,4 309120
MOOG INC COM 61539420 6768 186451 SH DEFINED 1,3,4 186451
MORGAN STANLEY COM 6174464463795 1294199 SH DEFINED 1,3,4 1294199
MOTIVE INC COM 61980V10 1362 121401 SH DEFINED 1,3,4 121401
MOTOROLA, INC. COM 6200761048881 2710017 SH DEFINED 1,3,4 2710017
MOVIE GALLERY, INC. COM 62458110 737 42144 SH DEFINED 1,3,4 42144
INTERWAVE COMMUNICATION COM 6246HMS0 3 500.2 SH DEFINED 3,4 500
MUELLER INDUSTRIES COM 62475610 5840 136017 SH DEFINED 1,3,4 136017
MULTIMEDIA GAMES, INC. COM 62545310 4942 318801 SH DEFINED 1,3,4 318801
MURPHY OIL CORP. COM 62671710 3129 36079 SH DEFINED 1,3,4 36079
MYERS INDUSTRIES, INC. COM 62846410 477 43482 SH DEFINED 1,3,4 43482
MYKROLIS CORPORATION COM 62852P10 2643 262365 SH DEFINED 1,3,4 262365
MYLAN LABORATORIES, INC. COM 62853010 3034 168574 SH DEFINED 1,3,4 168574
NBTY, INC. COM 62878210 1882 87248 SH DEFINED 1,3,4 87248
NCO GROUP INC. COM 62885810 5021 186244 SH DEFINED 1,3,4 186244
NCR CORP. COM 62886E1029024 585239 SH DEFINED 1,3,4 585239
NUI CORP. COM 62943110 276 20830 SH DEFINED 1,3,4 20830
NVR, INC. COM 62944T10 4595 8331 SH DEFINED 1,3,4 8331
ELEC & ELTEK INTERNATIONALCOM 6298188 232 81000 SH DEFINED 1,3,4 81000
NASH FINCH CO. COM 63115810 2407 76480 SH DEFINED 1,3,4 76480
AG WASTE RECOVERY SYSTEMS COM 63150000 11 56819 SH DEFINED 3,4 56819
NATIONAL BANK OF GREECE SACOM 63364340 72 15482.2 SH DEFINED 1,3,4 15482
NATIONAL CITY CORP. COM 6354051017583 455482 SH DEFINED 1,3,4 455482
NATIONAL COMMERCE FINANCIACOM 63545P10 2753 80500 SH DEFINED 1,3,4 80500
NATIONAL FUEL GAS CO. COM 6361801010985 387700 SH DEFINED 1,3,4 387700
NATIONAL GRID TRANSCO PLC COM 63627410 248 5800 SH DEFINED 1,3,4 5800
NATIONAL INSTRUMENTS CORP.COM 63651810 934 30905 SH DEFINED 1,3,4 30905
NATIONAL-OILWELL, INC. COM 63707110 1106 33681 SH DEFINED 1,3,4 33681
NATIONAL PRESTO INDS., INCCOM 63721510 375 8897 SH DEFINED 1,3,4 8897
NATIONAL SEMICONDUCTOR CORCOM 63764010 3477 224633 SH DEFINED 1,3,4 224633
NATIONWIDE FINANCIAL SERV-COM 63861210 3347 95294 SH DEFINED 1,3,4 95294
NATURES SUNSHINE PRODS, INCOM 63902710 295 19670 SH DEFINED 1,3,4 19670
NAUTILUS GROUP, INC. COM 63910B10 964 42708 SH DEFINED 1,3,4 42708
NAVISTAR INTERNATIONAL CORCOM 63934E10 1651 44492 SH DEFINED 1,3,4 44492
NDCHEALTH CORP. COM 63948010 755 46974 SH DEFINED 1,3,4 46974
NEIMAN MARCUS GROUP, INC.-COM 6402042044167 768113 SH DEFINED 1,3,4 768113
NELSON (THOMAS), INC. COM 64037610 374 19048 SH DEFINED 1,3,4 19048
NEOPHARM, INC. COM 64091910 3973 464123 SH DEFINED 1,3,4 464123
NESTLE SA COM 64106940 263 4573 SH DEFINED 1,3,4 4573
NETEGRITY, INC. COM 64110P10 375 49967 SH DEFINED 1,3,4 49967
NETGEAR, INC. COM 64111Q10 1596 130550 SH DEFINED 1,3,4 130550
NETWORK EQUIPMENT TECH, INCOM 64120810 209 31678 SH DEFINED 1,3,4 31678
NETWORK APPLIANCE, INC. COM 64120L10 5827 253746 SH DEFINED 1,3,4 253746
NEW CENTURY FINANCIAL CORPCOM 64352D1018081 300273 SH DEFINED 1,3,4 300273
NEW JERSEY RESOURCES COM 64602510 1496 36089 SH DEFINED 1,3,4 36089
NEW PLAN EXCEL REALTY TRUSCOM 64805310 1005 40096 SH DEFINED 1,3,4 40096
NEW YORK COMMUNITY BANCORPCOM 64944510 2133 103813 SH DEFINED 1,3,4 103813
NEW YORK TIMES CO. COM 65011110 3629 92900 SH DEFINED 1,3,4 92900
NEWCASTLE INVESTMENT CORP.COM 65105M1018046 587858 SH DEFINED 1,3,4 587858
NEWELL RUBBERMAID, INC. COM 65122910 3458 172443 SH DEFINED 1,3,4 172443
NEWFIELD EXPLORATION CO. COM 6512901020245 330532 SH DEFINED 1,3,4 330532
NEWMONT MINING CORP. (HOLDCOM 6516391028779 631981 SH DEFINED 1,3,4 631981
NEWPORT CORP. COM 65182410 193 16731 SH DEFINED 1,3,4 16731
NEWS CORP LTD. COM 65248770 373 11339 SH DEFINED 1,3,4 11339
NEWTEK CAPITAL, INC. COM 65252610 585 149909 SH DEFINED 3,4 149909
NEXTEL COMMS COM 65332V1027124 1137824 SH DEFINED 1,3,4 1137824
NEXTEL PARTNERS, INC. COM 65333F10 1250 75357 SH DEFINED 1,3,4 75357
NICOR, INC. COM 65408610 1018 27642 SH DEFINED 1,3,4 27642
NIKE, INC. COM 6541061032408 411218 SH DEFINED 1,3,4 411218
99 CENTS ONLY STORES COM 65440K10 387 27258 SH DEFINED 1,3,4 27258
NIPPON TELEGRAPH &TELE COM 65462410 72 3600 SH DEFINED 1,3,4 3600
NISOURCE, INC. COM 65473P10 3467 165283 SH DEFINED 1,3,4 165283
NISSAN MOTOR CO LTD COM 65474440 250 11471 SH DEFINED 1,3,4 11471
NOBLE ENERGY, INC. COM 6550441018066 310201 SH DEFINED 1,3,4 310201
NOMURA HOLDINGS, INC. COM 65535H20 147 11430 SH DEFINED 1,3,4 11430
NORDSON CORP. COM 65566310 3477 101372 SH DEFINED 1,3,4 101372
NORDSTROM, INC. COM 6556641017845 466511 SH DEFINED 1,3,4 466511
NORFOLK SOUTHERN CORP. COM 6558441014301 481054 SH DEFINED 1,3,4 481054
NORTH FORK BANCORPORATION,COM 6594241032677 735242 SH DEFINED 1,3,4 735242
NORTHEAST UTILITIES COM 66439710 978 50284 SH DEFINED 1,3,4 50284
NORTHERN TRUST CORP. COM 66585910 5647 138460 SH DEFINED 1,3,4 138460
NORTHROP GRUMMAN CORP. COM 6668071022058 413592 SH DEFINED 1,3,4 413592
NORTHWEST AIRLINES CORP. COM 66728010 2220 270600 SH DEFINED 1,3,4 270600
NORTHWEST NATURAL GAS CO. COM 66765510 1132 35668 SH DEFINED 1,3,4 35668
NOVARTIS AG COM 66987V10 226 4820 SH DEFINED 1,3,4 4820
NOVELL, INC. COM 67000610 1530 242563 SH DEFINED 1,3,4 242563
NOVELLUS SYSTEMS INC. COM 67000810 2388 89658 SH DEFINED 1,3,4 89658
NOVEN PHARMACEUTICALS, INCCOM 67000910 635 30528 SH DEFINED 1,3,4 30528
NVO-NORDISK A/S COM 67010020 88 1600 SH DEFINED 1,3,4 1600
NU SKIN ENTERPRISES INC-A COM 67018T1010428 443420 SH DEFINED 1,3,4 443420
NSTAR COM 67019E10 1026 20830 SH DEFINED 1,3,4 20830
NUCOR CORP. COM 67034610 4541 49723 SH DEFINED 1,3,4 49723
NVIDIA CORP. COM 67066G10 1532 105363 SH DEFINED 1,3,4 105363
NYFIX, INC. COM 67071210 257 42175 SH DEFINED 1,3,4 42175
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OGE ENERGY, CORP. COM 6708371010849 429984 SH DEFINED 1,3,4 429984
OCA INC COM 67083Q10 307 65354 SH DEFINED 1,3,4 65354
OM GROUP, INC. COM 67087210 1351 36986 SH DEFINED 1,3,4 36986
NUVEEN INVESTMENTS, INC. COM 67090F1012993 439017 SH DEFINED 1,3,4 439017
OCCIDENTAL PETROLEUM CORP.COM 6745991031461 562343 SH DEFINED 1,3,4 562343
OCEANEERING INTERNATIONAL COM 67523210 1209 32864 SH DEFINED 1,3,4 32864
OCTEL CORP. COM. COM 67572710 1439 67691 SH DEFINED 1,3,4 67691
ODYSSEY HEALTHCARE INC. COM 67611V10 849 47791 SH DEFINED 1,3,4 47791
OFFICE DEPOT, INC. COM 67622010 2959 196514 SH DEFINED 1,3,4 196514
OFFSHORE LOGISTICS COM 67625510 8403 244162 SH DEFINED 1,3,4 244162
OHIO CASUALTY CORP. COM 67724010 505 24096 SH DEFINED 1,3,4 24096
LUKOIL HOLDING COM 6778621015368 123621 SH DEFINED 1,3,4 123621
OLD DOMINION FREIGHT LINE COM 67958010 3384 117420 SH DEFINED 1,3,4 117420
OLD REPUBLIC INTL, CORP. COM 68022310 1788 71421 SH DEFINED 1,3,4 71421
OLIN, CORP. COM 68066520 549 27379 SH DEFINED 1,3,4 27379
OMNICARE, INC. COM 68190410 1156 40825 SH DEFINED 1,3,4 40825
OMNICOM COM 68191910 8612 117896 SH DEFINED 1,3,4 117896
OMNIVISION TECHNOLOGIES, ICOM 68212810 2344 165670 SH DEFINED 1,3,4 165670
OMNOVA SOLUTIONS, INC. COM 68212910 316 52562 SH DEFINED 1,3,4 52562
OMRON CORP COM 68215130 75 3400 SH DEFINED 1,3,4 3400
ON ASSIGNMENT INC. COM 68215910 148 32915 SH DEFINED 1,3,4 32915
ONEOK, INC. COM 68268010 9974 383517 SH DEFINED 1,3,4 383517
ONYX PHARMACEUTICALS INC. COM 68339910 1157 26867 SH DEFINED 1,3,4 26867
VYMPEL COM COM 68370R10 8060 74079 SH DEFINED 1,3,4 74079
ORACLE CORP. COM 68389X1037258 3302971 SH DEFINED 1,3,4 3302971
ORBITAL SCIENCES CORP. COM 68556410 9585 839116 SH DEFINED 1,3,4 839116
O REILLY AUTOMOTIVE, INC. COM 68609110 828 21609 SH DEFINED 1,3,4 21609
ORIENTAL FINANCIAL GROUP COM 68618W10 8122 300066 SH DEFINED 1,3,4 300066
OSHKOSH B'GOSH, INC.-CL A COM 68822220 306 15330 SH DEFINED 1,3,4 15330
OSHKOSH TRUCK CORP. COM 6882392017927 314105 SH DEFINED 1,3,4 314105
OSTEOTECH, INC. COM 68858210 79 22376 SH DEFINED 1,3,4 22376
OUTBACK STEAKHOUSE INC. COM 68989910 1200 28893 SH DEFINED 1,3,4 28893
OVERNITE CORP. COM 69032210 3138 99850 SH DEFINED 1,3,4 99850
OVERSEAS SHIPHOLDING GROUPCOM 69036810 761 15437 SH DEFINED 1,3,4 15437
OWENS & MINOR, INC. COM 6907321011661 459167 SH DEFINED 1,3,4 459167
OXFORD INDUSTRIES, INC. COM 69149730 5159 138488 SH DEFINED 1,3,4 138488
PC-TEL, INC. COM 69325Q10 224 27220 SH DEFINED 1,3,4 27220
P G & E CORP. COM 69331C10 7656 251856 SH DEFINED 1,3,4 251856
PFF BANCORP INC. COM 69331W10 5461 142709 SH DEFINED 1,3,4 142709
P.F. CHANGS CHINA BISTRO ICOM 69333Y10 1615 33410 SH DEFINED 1,3,4 33410
PMC-SIERRA, INC. COM 69344F10 4051 460236 SH DEFINED 1,3,4 460236
PMI GROUP, INC. COM 69344M1012637 311438 SH DEFINED 1,3,4 311438
PNC BANK CORP. COM 6934751020816 384713 SH DEFINED 1,3,4 384713
POSCO COM 6934831010826 286123 SH DEFINED 1,3,4 286123
PNM RESOURCES INC. COM 69349H10 2779 123564 SH DEFINED 1,3,4 123564
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PPL CORP., INC. COM 69351T1019257 408135 SH DEFINED 1,3,4 408135
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PACIFIC SUNWEAR OF CALIFORCOM 69487310 2274 108113 SH DEFINED 1,3,4 108113
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PALMONE INC COM 69713P10 829 27224 SH DEFINED 1,3,4 27224
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PAREXEL INTERNATIONAL, CORCOM 69946210 669 34053 SH DEFINED 1,3,4 34053
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SHOPKO STORES, INC. COM 82491110 669 38305 SH DEFINED 1,3,4 38305
SHUFFLE MASTER, INC. COM 82554910 1136 30258 SH DEFINED 1,3,4 30258
SHURGARD STORAGE CENTERS-ACOM 82567D10 2323 59971 SH DEFINED 1,3,4 59971
SIEBEL SYSTEMS, INC. COM 82617010 2417 320001 SH DEFINED 1,3,4 320001
SIEMENS AG COM 82619750 213 2890 SH DEFINED 1,3,4 2890
SIERRA HEALTH SERVICES, INCOM 8263221020354 424681 SH DEFINED 1,3,4 424681
SIERRA PACIFIC RESOURCES COM 82642810 3067 343244 SH DEFINED 1,3,4 343244
SIGMA-ALDRICH CORP. COM 82655210 2537 43816 SH DEFINED 1,3,4 43816
SIGNET GROUP PLC COM 82668L87 85 1372 SH DEFINED 1,3,4 1372
SIGNATURE BANK COM 82669G10 856 31976 SH DEFINED 1,3,4 31976
SILICON LABORATORIES, INC.COM 82691910 4676 141238 SH DEFINED 1,3,4 141238
SILGAN HOLDINGS INC. COM 82704810 7180 155113 SH DEFINED 1,3,4 155113
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SIMON PROPERTY GROUP, INC.COM 8288061029094 542500 SH DEFINED 2,3,4 542500
SIMPSON MANUFACTURING INC COM 82907310 5863 92799 SH DEFINED 1,3,4 92799
SINCLAIR BROADCAST GROUP -COM 82922610 1466 200860 SH DEFINED 1,3,4 200860
SIRF TECHNOLOGY HOLDINGS ICOM 82967H10 352 24761 SH DEFINED 1,3,4 24761
SIX FLAGS INC,. COM 83001P10 195 36486 SH DEFINED 1,3,4 36486
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SOLA INTL INC. COM 83409210 801 41995 SH DEFINED 1,3,4 41995
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SONIC CORP. COM 83545110 1991 77734 SH DEFINED 1,3,4 77734
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SONOCO PRODUCTS CO. COM 83549510 1013 38425 SH DEFINED 1,3,4 38425
SOTHEBY'S HOLDING CIA COM 83589810 387 24782 SH DEFINED 1,3,4 24782
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SOUTHERN CO. COM 8425871013906 463831 SH DEFINED 1,3,4 463831
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SS&C TECHNOLOGIES INC COM 85227Q10 4686 239946 SH DEFINED 1,3,4 239946
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STANDARD MICROSYSTEMS CORPCOM 85362610 3448 196828 SH DEFINED 1,3,4 196828
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STATE STREET CORP. COM 85747710 9642 225794 SH DEFINED 1,3,4 225794
STATOIL ASA COM 85771P10 198 13700 SH DEFINED 1,3,4 13700
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STEWART INFO SVCS COM 86037210 9691 245879 SH DEFINED 1,3,4 245879
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