UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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 May 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: 1972
Form 13F Information Table Value Total: $11541256 (X$1000)
List of Other Included Managers:
No. 13F File Number Name
01 28-1549 Principal Global Investors
02 28-10400 Principal Real Estate Investors
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 87 23105 SH DEFINED 1,3,4 23105
ADC COMMUNICATIONS, INC. COM 000886101 881 432233 SH DEFINED 1,3,4 432233
ABN-AMRO HOLDINGS COM 000937102 157 10707 SH DEFINED 1,3,4 10707
ABM INDUSTRIES, INC. COM 000957100 469 35606 SH DEFINED 1,3,4 35606
AFC ENTERPRISES COM 00104Q107 277 20611 SH DEFINED 1,3,4 20611
AFLAC, INC. COM 001055102 23097 720586 SH DEFINED 1,3,4 720586
AGCO CORP. COM 001084102 9873 613403 SH DEFINED 1,3,4 613403
AGL RESOURCES IN COM 001204106 5969 252886 SH DEFINED 1,3,4 252886
AES CORP. COM 00130H105 1054 293369 SH DEFINED 1,3,4 293369
AK STEEL HOLDING CORP. COM 001547108 733 225923 SH DEFINED 1,3,4 225923
AMB PROPERTY CORP. COM 00163T109 13134 464730 SH DEFINED 1,3,4 464730
AMB PROPERTY CORP. COM 00163T109 2254 79800 SH DEFINED 2,3,4 79800
AMN HEALTHCARE SERVICES, INC. COM 001744101 484 44030 SH DEFINED 1,3,4 44030
AMR CORP. COM 001765106 0 386 SH DEFINED 1,3,4 386
AOL TIME WARNER COM 00184A105 26615 2451296 SH DEFINED 1,3,4 2451296
AT&T CORP. COM 001957505 16149 997190 SH DEFINED 1,3,4 997190
ATMI, INC. COM 00207R101 431 22295 SH DEFINED 1,3,4 22295
AT&T WIRELESS GROUP COM 00209A106 11866 1797257 SH DEFINED 1,3,4 1797257
AAIPHARMA, INC. COM 00252W104 1213 140700 SH DEFINED 1,3,4 140700
AARON RENTS INC. COM 002535201 323 15756 SH DEFINED 1,3,4 15756
ABBOTT LABORATORIES COM 002824100 32190 855921 SH DEFINED 1,3,4 855921
ABERCROMBIE & FITCH CO. COM 002896207 6938 230849 SH DEFINED 1,3,4 230849
ACCOR S.A. COM 00435F101 203 14848 SH DEFINED 1,3,4 14848
ACCREDO HEALTH, INC. COM 00437V104 840 34522 SH DEFINED 1,3,4 34522
ACTIVISION, INC. COM 004930202 222 15332 SH DEFINED 1,3,4 15332
ACTION PERFORMANCE COS INC COM 004933107 273 12944 SH DEFINED 1,3,4 12944
ACTEL CORP. COM 004934105 303 17510 SH DEFINED 1,3,4 17510
ACUITY BRANDS INC. COM 00508Y102 403 30096 SH DEFINED 1,3,4 30096
ACXIOM CORP. COM 005125109 1690 100201 SH DEFINED 1,3,4 100201
CARDSYSTEMS SOLUTIONS, INC. COM 006247$$T 334 667000 SH DEFINED 3,4 667000
ADAPTEC, INC. COM 00651F108 468 77800 SH DEFINED 1,3,4 77800
ADECCO COM 006754105 113 16011 SH DEFINED 1,3,4 16011
ADMINISTAFF, INC. COM 007094105 125 20229 SH DEFINED 1,3,4 20229
ADOBE SYSTEMS, INC. COM 00724F101 3850 124920 SH DEFINED 1,3,4 124920
ADTRAN INC. COM 00738A106 313 8626 SH DEFINED 1,3,4 8626
ADVANCE AUTO PARTS COM 00751Y106 1296 28010 SH DEFINED 1,3,4 28010
ADVANCED MARKETING SERVICES COM 00753T105 152 13825 SH DEFINED 1,3,4 13825
ADVANCED FIBRE COMMUNICATION COM 00754A105 5146 339705 SH DEFINED 1,3,4 339705
ADVO, INC. COM 007585102 474 14419 SH DEFINED 1,3,4 14419
ADVISORY BOARD CO. COM 00762W107 4273 122250 SH DEFINED 1,3,4 122250
ADVANCED MEDICAL OPTICS COM 00763M108 279 20905 SH DEFINED 1,3,4 20905
AEROFLEX INC. COM 007768104 248 43618 SH DEFINED 1,3,4 43618
AEROPOSTALE, INC. COM 007865108 5235 395220 SH DEFINED 1,3,4 395220
ADVANCED MICRO DEVICES COM 007903107 1145 185705 SH DEFINED 1,3,4 185705
ADVANCE PCS COM 00790K109 1310 46259 SH DEFINED 1,3,4 46259
ADVANCED ENERGY INDUSTRIES COM 007973100 198 23290 SH DEFINED 1,3,4 23290
ADVENT SOFTWARE INC COM 007974108 91 7576 SH DEFINED 1,3,4 7576
AETNA INC- NEW COM 00817Y108 21241 430862 SH DEFINED 1,3,4 430862
AFFILIATED COMP SVCS -CLA COM 008190100 2521 56981 SH DEFINED 1,3,4 56981
AFFILIATED MANAGERS GROUP, INC COM 008252108 1305 31430 SH DEFINED 1,3,4 31430
AFFYMETRIX, INC. COM 00826T108 677 26020 SH DEFINED 1,3,4 26020
AGERE SYSTEMS, INC. COM 00845V100 0 78 SH DEFINED 1,3,4 78
AGILENT TECHNOLOGIES INC COM 00846U101 3319 252569 SH DEFINED 1,3,4 252569
AGRIUM, INC. COM 008916108 942 87440 SH DEFINED 1,3,4 87440
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 8549 206393 SH DEFINED 1,3,4 206393
AIRBORNE INC. COM 009269101 218 11220 SH DEFINED 1,3,4 11220
AIRGAS INC. COM 009363102 7166 387308 SH DEFINED 1,3,4 387308
ALASKA AIRGROUP INC. COM 011659109 94 6151 SH DEFINED 1,3,4 6151
ALBANY INTL CORP. -CLA COM 012348108 6304 275133 SH DEFINED 1,3,4 275133
ALBEMARLE CORP. COM 012653101 4204 172560 SH DEFINED 1,3,4 172560
ALBERTO-CULVER CO. COM 013068101 13583 275752 SH DEFINED 1,3,4 275752
ALBERTO-CULVER CO. COM 013068200 1346 28050 SH DEFINED 1,3,4 28050
ALBERTSONS, INC. COM 013104104 3856 204713 SH DEFINED 1,3,4 204713
ALCAN, INC. COM 013716105 20 669 SH DEFINED 1,3,4 669
ALCOA, INC. COM 013817101 8841 456178 SH DEFINED 1,3,4 456178
ALEXANDER & BALDWIN INC. COM 014482103 238 9549 SH DEFINED 1,3,4 9549
ALEXANDRIA REAL EST EQUITIES COM 015271109 756 18010 SH DEFINED 1,3,4 18010
ALEXANDRIA REAL EST EQUITIES COM 015271109 2912 69300 SH DEFINED 2,3,4 69300
ALLEGHENY ENERGY COM 017361106 414 67796 SH DEFINED 1,3,4 67796
ALLEGHENY TECHNOLOGIES, INC. COM 01741R102 117 43317 SH DEFINED 1,3,4 43317
ALLEN TELECOM, INC. COM 018091108 211 22162 SH DEFINED 1,3,4 22162
ALLERGAN, INC. COM 018490102 6328 92761 SH DEFINED 1,3,4 92761
ALLETE COM 018522102 413 19862 SH DEFINED 1,3,4 19862
ALLIANCE SEMICONDUCTOR CORP. COM 01877H100 83 25970 SH DEFINED 1,3,4 25970
ALLIANT CORP. COM 018802108 343 21247 SH DEFINED 1,3,4 21247
ALLIANT TECHSYSTEMS, INC. COM 018804104 27991 518331 SH DEFINED 1,3,4 518331
ALLIED DOMECQ PLC COM 019121201 130 6620 SH DEFINED 1,3,4 6620
ALLIED IRISH BANKS COM 019228402 315 11500 SH DEFINED 1,3,4 11500
ALLIED WASTE INDUSTRIES, INC. COM 019589308 842 106066 SH DEFINED 1,3,4 106066
ALLMERICA FINANCIAL CORP. COM 019754100 169 12258 SH DEFINED 1,3,4 12258
ALLSTATE CORP. COM 020002101 33844 1020157 SH DEFINED 1,3,4 1020157
ALLTEL CORP. COM 020039103 11268 251843 SH DEFINED 1,3,4 251843
ALPHARMA INC. - CL A COM 020813101 668 37259 SH DEFINED 1,3,4 37259
ALTERA CORP. COM 021441100 2798 206406 SH DEFINED 1,3,4 206406
ALTRIA GROUP, INC. COM 02209S103 34327 1145764 SH DEFINED 1,3,4 1145764
ALUMINA, LTD. COM 022205108 42 4200 SH DEFINED 1,3,4 4200
CORPORATE SERVICES GROUP PLC ( COM 022516000 8 165174 SH DEFINED 3,4 165174
ARRIVA PLC COM 023034600 650 140924 SH DEFINED 3,4 140924
AMAZONCOM, INC. COM 023135106 1716 65940 SH DEFINED 1,3,4 65940
AMBAC FINANCIAL GROUP, INC. COM 023139108 23273 460677 SH DEFINED 1,3,4 460677
AMERADA HESS CORP. COM 023551104 2273 51267 SH DEFINED 1,3,4 51267
AMEREN CORP. COM 023608102 26672 683043 SH DEFINED 1,3,4 683043
AMERICA MOVIL - SERIES L COM 02364W105 16420 1228370 SH DEFINED 1,3,4 1228370
AMERICAN AXLE & MFG HOLDINGS COM 024061103 7113 338281 SH DEFINED 1,3,4 338281
AM CAP STRATEGIES LTD. COM 024937104 4639 207230 SH DEFINED 1,3,4 207230
AMERICAN DISTRIBUTORS PLC COM 02540*111 0 2483352 SH DEFINED 3,4 2483352
AMERICAN ELECTRIC POWER CO., I COM 025537101 4792 209658 SH DEFINED 1,3,4 209658
AMERICAN EAGLE OUTFITTERS COM 02553E106 963 66405 SH DEFINED 1,3,4 66405
AMERICAN EXPRESS CO. COM 025816109 25283 760940 SH DEFINED 1,3,4 760940
AMERICAN FINL GROUP INC. COM 025932104 315 16006 SH DEFINED 1,3,4 16006
AMERICAN GREETINGS CORP. COM 026375105 841 64958 SH DEFINED 1,3,4 64958
AMERICAN HOME MTG. HOLDINGS, I COM 02660M108 2867 286315 SH DEFINED 1,3,4 286315
AMERICAN INTERNATIONAL GROUP, COM 026874107 98374 1989401 SH DEFINED 1,3,4 1989401
AMERICAN ITALIAN PASTA CO. COM 027070101 4845 112096 SH DEFINED 1,3,4 112096
AMERICAN MANAGEMENT SYSTEMS, I COM 027352103 371 30640 SH DEFINED 1,3,4 30640
AMERICAN MEDICAL SYS HLDGS COM 02744M108 340 23519 SH DEFINED 1,3,4 23519
AMERICAN POWER CONVERSION CORP COM 029066107 12680 890735 SH DEFINED 1,3,4 890735
AMEM STANDARD CO INC. COM 029712106 10721 155799 SH DEFINED 1,3,4 155799
AMERICAN STATES WATER CO. COM 029899101 266 11005 SH DEFINED 1,3,4 11005
AMERICREDIT CORP. COM 03060R101 117 35849 SH DEFINED 1,3,4 35849
AMERUS LIFE GROUP. COM 03072M108 223 9038 SH DEFINED 1,3,4 9038
AMERISOURCEBERGEN CORP COM 03073E105 19526 371803 SH DEFINED 1,3,4 371803
AMERIGROUP CORP. COM COM 03073T102 436 14822 SH DEFINED 1,3,4 14822
AMETEK INC. COM 031100100 252 7653 SH DEFINED 1,3,4 7653
AMGEN COM 031162100 41175 715487 SH DEFINED 1,3,4 715487
AMKOR TECHNOLOGY INC. COM 031652100 2020 390680 SH DEFINED 1,3,4 390680
AMSOUTH BANCORPORATION COM 032165102 9406 473182 SH DEFINED 1,3,4 473182
AMSURG CORP. COM 03232P405 374 14907 SH DEFINED 1,3,4 14907
ANADARKO PETROLEUN CORP. COM 032511107 10477 230115 SH DEFINED 1,3,4 230115
ANALOG DEVICES COM 032654105 5402 196495 SH DEFINED 1,3,4 196495
ANALOGIC CORP. COM 032657207 2743 60173 SH DEFINED 1,3,4 60173
ANCHOR BANCORP, INC./WI COM 032839102 2610 118713 SH DEFINED 1,3,4 118713
ANDREW CORP. COM 034425108 11313 2060371 SH DEFINED 1,3,4 2060371
ANGELICA CORP. COM 034663104 109 6313 SH DEFINED 1,3,4 6313
ANGLO AMERICAN PLC COM 03485P102 193 13640 SH DEFINED 1,3,4 13640
ANHEUSER-BUSCH COS., INC. COM 035229103 37610 807022 SH DEFINED 1,3,4 807022
ANIXTER INT'L, INC. COM 035290105 3433 151392 SH DEFINED 1,3,4 151392
ANNALY MORTGAGE MANAGEMENT COM 035710409 8537 488700 SH DEFINED 1,3,4 488700
ANNTAYLOR STORES CORP. COM 036115103 5089 248021 SH DEFINED 1,3,4 248021
ANSYS INC. COM 03662Q105 255 10592 SH DEFINED 1,3,4 10592
ANTHEM, INC. COM 03674B104 12957 195576 SH DEFINED 1,3,4 195576
ANTEON INTERNATIONAL CORP. COM 03674E108 4944 220340 SH DEFINED 1,3,4 220340
ANWORTH MORTGAGE ASST CORP. COM 037347101 3232 247540 SH DEFINED 1,3,4 247540
AON CORP. COM 037389103 3454 166913 SH DEFINED 1,3,4 166913
APACHE CORP. COM 037411105 44740 725240.6 SH DEFINED 1,3,4 725241
APARTMENT INVESTMENT & MANAGEM COM 03748R101 1838 50397 SH DEFINED 1,3,4 50397
APARTMENT INVESTMENT & MANAGEM COM 03748R101 4196 115000 SH DEFINED 2,3,4 115000
APOGEE ENTERPRISES, INC. COM 037598109 161 19992 SH DEFINED 1,3,4 19992
APOLLO GROUP INC. COM 037604105 5238 105091 SH DEFINED 1,3,4 105091
APOGENT TECHNOLOGIES, INC. COM 03760A101 355 24377 SH DEFINED 1,3,4 24377
APPLE COMPUTER, INC. COM 037833100 2745 194319 SH DEFINED 1,3,4 194319
APPLEBEES INT'L, INC. COM 037899101 1249 44593 SH DEFINED 1,3,4 44593
APRIA HEALTHCARE GROUP INC COM 037933108 9423 403381 SH DEFINED 1,3,4 403381
APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 1789 112904 SH DEFINED 1,3,4 112904
APPLICA INCORPORATED COM 03815A106 82 17048 SH DEFINED 1,3,4 17048
APPLIED FILMS CORP. COM 038197109 800 49560 SH DEFINED 1,3,4 49560
APPLIED INDUSTRIAL TECH, INC. COM 03820C105 230 13776 SH DEFINED 1,3,4 13776
APPLIED MATERIALS, INC. COM 038222105 22817 1813885 SH DEFINED 1,3,4 1813885
APPLIED MICRO CIRCUITS CORP. COM 03822W109 8481 2601505 SH DEFINED 1,3,4 2601505
APTARGROUP, INC. COM 038336103 841 26071 SH DEFINED 1,3,4 26071
AQUILA, INC. COM 03840P102 90 42087 SH DEFINED 1,3,4 42087
ARBITRON, INC. COM 03875Q108 18702 589894 SH DEFINED 1,3,4 589894
ARCH CHEMICALS, INC. COM 03937R102 305 16256 SH DEFINED 1,3,4 16256
ARCH COAL, INC. COM 039380100 230 12138 SH DEFINED 1,3,4 12138
ARCHER-DANIELS-MIDLAND CO. COM 039483102 3761 348843 SH DEFINED 1,3,4 348843
ARCHSTONE-SMITH TRUST COM 039583109 5198 236700 SH DEFINED 2,3,4 236700
ARCTIC CAT, INC. COM 039670104 246 16016 SH DEFINED 1,3,4 16016
ARGOSY GAMING COMPANY COM 040228108 1144 57183 SH DEFINED 1,3,4 57183
ARKANSAS BEST CORP. COM 040790107 1216 47694 SH DEFINED 1,3,4 47694
ARMOR HOLDINGS, INC. COM 042260109 212 21374 SH DEFINED 1,3,4 21374
ARQULE, INC. COM 04269E107 36 15503 SH DEFINED 1,3,4 15503
ARRIS GROUP, INC. COM 04269Q100 5997 1620320 SH DEFINED 1,3,4 1620320
ARROW ELECTRONICS INC. COM 042735100 341 23150 SH DEFINED 1,3,4 23150
ARTESYN TECHNOLOGIES, INC. COM 043127109 88 27849 SH DEFINED 1,3,4 27849
ARTHROCARE CORP. COM 043136100 186 15211 SH DEFINED 1,3,4 15211
ARVINMERITOR, INC. COM 043353101 223 15868 SH DEFINED 1,3,4 15868
ASCENTIAL SOFTWARE CORP. COM 04362P108 154 55888 SH DEFINED 1,3,4 55888
SEPARATE ACCOUNT LI - MM COM 0439895MM 223918 16321825 SH DEFINED 1,3,4 16321825
ASHLAND, INC. COM 044204105 1091 36866 SH DEFINED 1,3,4 36866
ASHWORTH, INC. COM 04516H101 59 9394 SH DEFINED 1,3,4 9394
ASPECT COMMUNICATIONS COM 04523Q102 623 202620 SH DEFINED 1,3,4 202620
ASSOCIATED BANC-CORP. COM 045487105 6759 209179 SH DEFINED 1,3,4 209179
ASTEC INDUSTRIES, INC. COM 046224101 83 14278 SH DEFINED 1,3,4 14278
ASTORIA FINL CORP. COM 046265104 469 20174 SH DEFINED 1,3,4 20174
ASTROPOWER, INC. COM 04644A101 64 15851 SH DEFINED 1,3,4 15851
JARVIS HOTELS PLC COM 047618400 2646 1891752 SH DEFINED 3,4 1891752
ATLANTIC COAST AIRLINES HOLDIN COM 048396105 3187 512773 SH DEFINED 1,3,4 512773
ATMEL CORP. COM 049513104 169 107897 SH DEFINED 1,3,4 107897
ATMOS ENERGY CORP. COM 049560105 699 32919 SH DEFINED 1,3,4 32919
ATWOOD OCEANICS INC. COM 050095108 256 10046 SH DEFINED 1,3,4 10046
AUDIOVOX CORP. COM 050757103 123 16603 SH DEFINED 1,3,4 16603
AUTODESK, INC. COM 052769106 924 60931 SH DEFINED 1,3,4 60931
AUTOMATIC DATA PROCESSING, INC COM 053015103 12782 415339 SH DEFINED 1,3,4 415339
AUTONATION INC. COM 05329W102 2443 191661 SH DEFINED 1,3,4 191661
AUTOZONE, INC. COM 053332102 5632 81966 SH DEFINED 1,3,4 81966
AVAYA, INC. COM 053499109 395 200405 SH DEFINED 1,3,4 200405
AVENTIS COM 053561106 180 4089 SH DEFINED 1,3,4 4089
AVERY DENNISON CORP. COM 053611109 3488 59408 SH DEFINED 1,3,4 59408
AVIALL, INC. COM 05366B102 4691 606160 SH DEFINED 1,3,4 606160
AVID TECHNOLOGY, INC. COM 05367P100 428 19247 SH DEFINED 1,3,4 19247
AVISTA CORP. COM 05379B107 369 34796 SH DEFINED 1,3,4 34796
AVNET, INC. COM 053807103 3677 350803 SH DEFINED 1,3,4 350803
AVOCENT CORPORATION. COM 053893103 244 10444 SH DEFINED 1,3,4 10444
AVON PRODUCTS, INC. COM 054303102 7251 127170 SH DEFINED 1,3,4 127170
AXCELIS TECHNOLOGIES, INC. COM 054540109 337 71302 SH DEFINED 1,3,4 71302
AZTAR CORP. COM 054802103 1002 74711 SH DEFINED 1,3,4 74711
BB&T CORP. COM 054937107 7994 254423 SH DEFINED 1,3,4 254423
BEI TECHNOLOGIES, INC. COM 05538P104 103 10585 SH DEFINED 1,3,4 10585
BISYS GROUP, INC. COM 055472104 452 27742 SH DEFINED 1,3,4 27742
BJ SERVICES CO. COM 055482103 12872 374230 SH DEFINED 1,3,4 374230
BJS WHOLESALE CLUB INC. COM 05548J106 184 16086 SH DEFINED 1,3,4 16086
BP PLC COM 055622104 58 1500 SH DEFINED 1,3,4 1500
BNP PARIBAS - SPONSORED ADR COM 05565A202 328 16400 SH DEFINED 1,3,4 16400
BMC SOFTWARE, INC. COM 055921100 4725 312859 SH DEFINED 1,3,4 312859
BAKER HUGHES, INC. COM 057224107 5447 182068 SH DEFINED 1,3,4 182068
BALDOR ELECTRIC CO. COM 057741100 528 24766 SH DEFINED 1,3,4 24766
BALL CORP. COM 058498106 16326 293074 SH DEFINED 1,3,4 293074
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 123 24064 SH DEFINED 1,3,4 24064
BANCO BRADESCO COM 059460204 1871 109000 SH DEFINED 1,3,4 109000
BANCORPSOUTH, INC. COM 059692103 5931 322179 SH DEFINED 1,3,4 322179
BANDAG INC. COM 059815100 143 4436 SH DEFINED 1,3,4 4436
BANK OF AMERICA CORP. COM 060505104 98430 1472581 SH DEFINED 1,3,4 1472581
CARDSYSTEMS SOLUTIONS, INC. COM 062490000 0 2000000 SH DEFINED 3,4 2000000
PALISADE SYSTMES, INC. COM 062520000 0 200000 SH DEFINED 3,4 200000
BANK OF HAWAII CORP. COM 062540109 3789 122879 SH DEFINED 1,3,4 122879
BANK OF NEW YORK COM 064057102 8478 413855 SH DEFINED 1,3,4 413855
BANK ONE CORP. COM 06423A103 22131 639184 SH DEFINED 1,3,4 639184
BANKATLANTIC BANCORP COM 065908501 2731 279010 SH DEFINED 1,3,4 279010
BANKNORTH GROUP, INC. COM 06646R107 10921 500799 SH DEFINED 1,3,4 500799
BANKUNITED FINANCIAL CORP CL-A COM 06652B103 320 18113 SH DEFINED 1,3,4 18113
BANTA CORP. COM 066821109 169 5869 SH DEFINED 1,3,4 5869
BARD (C.R.), INC. COM 067383109 2048 32388 SH DEFINED 1,3,4 32388
BARCLAYS PLC COM 06738E204 216 9334 SH DEFINED 1,3,4 9334
BARNES & NOBLE, INC. COM 067774109 283 14969 SH DEFINED 1,3,4 14969
BARNES GROUP, INC. COM 067806109 289 13707 SH DEFINED 1,3,4 13707
BARRICK GOLD CORP. COM 067901108 16 1080 SH DEFINED 1,3,4 1080
BARR LABORATORIES, INC. COM 068306109 868 15284.5 SH DEFINED 1,3,4 15285
BARRA INC. COM 068313105 417 14081 SH DEFINED 1,3,4 14081
BASSETT FURNITURE INDS. COM 070203104 90 8416 SH DEFINED 1,3,4 8416
BAUSCH & LOMB, INC. COM 071707103 938 28755 SH DEFINED 1,3,4 28755
BAXTER INTERNATIONAL, INC. COM 071813109 5973 320338 SH DEFINED 1,3,4 320338
BE AEROSPACE, INC. COM 073302101 43 25468 SH DEFINED 1,3,4 25468
BEA SYSTEMS, INC. COM 073325102 13266 1301610 SH DEFINED 1,3,4 1301610
BEAR STEARNS CO. COM 073902108 34579 527124 SH DEFINED 1,3,4 527124
BECKMAN COULTER, INC. COM 075811109 13279 390275 SH DEFINED 1,3,4 390275
BECTON, DICKINSON & CO. COM 075887109 22216 644926 SH DEFINED 1,3,4 644926
BED BATH & BEYOND, INC. COM 075896100 53441 1547260 SH DEFINED 1,3,4 1547260
BEL FUSE INC-CL B COM 077347300 160 7930 SH DEFINED 1,3,4 7930
BELDEN, INC. COM 077459105 193 18102 SH DEFINED 1,3,4 18102
BELL MICROPRODUCTS, INC. COM 078137106 70 14259 SH DEFINED 1,3,4 14259
BELLSOUTH CORP. COM 079860102 29165 1345530 SH DEFINED 1,3,4 1345530
BELO CORP CLASS A COM 080555105 26414 1303839 SH DEFINED 1,3,4 1303839
BEMIS CO. COM 081437105 1198 28531 SH DEFINED 1,3,4 28531
BENCHMARK ELECTRONICS, INC. COM 08160H101 6541 230934 SH DEFINED 1,3,4 230934
BEST BUY CO., INC. COM 086516101 5015 186069 SH DEFINED 1,3,4 186069
BIG LOTS, INC. COM 089302103 841 75651 SH DEFINED 1,3,4 75651
BIO RAD LABORATORIES COM 090572207 10495 293534 SH DEFINED 1,3,4 293534
BIO TECHNOLOGY GENERAL CORP. COM 090578105 1434 533212 SH DEFINED 1,3,4 533212
BIO-REFERENCE LABS, INC. COM 09057G602 268 64340 SH DEFINED 1,3,4 64340
BIOGEN INC. COM 090597105 7728 257960 SH DEFINED 1,3,4 257960
BIOMET, INC. COM 090613100 36005 1174712 SH DEFINED 1,3,4 1174712
BIOVAIL CORP. COM 09067J109 302 7560 SH DEFINED 1,3,4 7560
BIOSITE, INC. COM 090945106 4062 105797 SH DEFINED 1,3,4 105797
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FORD MOTOR CO. COM 345370860 18785 2498218 SH DEFINED 1,3,4 2498218
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FULLER (H.B.) CO. COM 359694106 476 20592 SH DEFINED 1,3,4 20592
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GBC BANCORP COM 361475106 200 8372 SH DEFINED 1,3,4 8372
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GENERAL ELECTRIC CO. COM 369604103 182911 7172792 SH DEFINED 1,3,4 7172792
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GENTEX CORP. COM 371901109 5601 220163 SH DEFINED 1,3,4 220163
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GENZYME CORP. COM 372917104 4219 115723 SH DEFINED 1,3,4 115723
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GIBRALTAR STEEL CORP. COM 37476F103 2662 142750 SH DEFINED 1,3,4 142750
GILEAD SCIENCES, INC. COM 375558103 3642 86697 SH DEFINED 1,3,4 86697
GILLETTE CO., THE COM 375766102 17648 570328 SH DEFINED 1,3,4 570328
GLATFELTER COM 377316104 106 10108 SH DEFINED 1,3,4 10108
GLAXOSMITHKLINE PLC COM 37733W105 205 5810 SH DEFINED 1,3,4 5810
GLENBOROUGH REALTY TRUST INC COM 37803P105 310 20107 SH DEFINED 1,3,4 20107
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GLOBAL IMAGING SYSTEMS, INC. COM 37934A100 6356 343440 SH DEFINED 1,3,4 343440
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GOLDMAN SACHS GROUP INC. COM 38141G104 17455 256378 SH DEFINED 1,3,4 256378
GOODRICH CORP. COM 382388106 886 63305 SH DEFINED 1,3,4 63305
GOODYEAR TIRE & RUBBER CO. COM 382550101 478 94779 SH DEFINED 1,3,4 94779
GOODYS FAMILY CLOTHING, INC. COM 382588101 94 23622 SH DEFINED 1,3,4 23622
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GUIDANT CORP. COM 401698105 19395 535792 SH DEFINED 1,3,4 535792
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HCC INSURANCE HOLDINGS, INC. COM 404132102 367 14437 SH DEFINED 1,3,4 14437
HSBC HOLDINGS PLC COM 404280406 242 4715 SH DEFINED 1,3,4 4715
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HANCOCK FABRICS, INC. COM 409900107 192 13741 SH DEFINED 1,3,4 13741
JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 23058 830087 SH DEFINED 1,3,4 830087
HANGER ORTHOPEDIC GRP. COM 41043F208 5159 451640 SH DEFINED 1,3,4 451640
HANOVER COMPRESSOR CO. COM 410768105 99 15414 SH DEFINED 1,3,4 15414
HARLAND (JOHN H.) CO. COM 412693103 6202 255020 SH DEFINED 1,3,4 255020
HARLEY-DAVIDSON INC. COM 412822108 29430 740962 SH DEFINED 1,3,4 740962
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HARMONIC. INC. COM 413160102 142 43583 SH DEFINED 1,3,4 43583
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HARSCO CORP. COM 415864107 3545 116328 SH DEFINED 1,3,4 116328
HARTE HANKS INC. COM 416196103 403 21092 SH DEFINED 1,3,4 21092
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HAVERTY FURNITURE COM 419596101 168 15770 SH DEFINED 1,3,4 15770
HAWAIIAN ELECTRIC INDS COM 419870100 346 8483 SH DEFINED 1,3,4 8483
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HEALTHCARE REALTY TRUST, INC. COM 421946104 566 23250 SH DEFINED 1,3,4 23250
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HECLA MINING CO. COM 422704106 2525 767990 SH DEFINED 1,3,4 767990
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HELIX TECHNOLOGY CORP. COM 423319102 3864 448760 SH DEFINED 1,3,4 448760
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HERSHEY FOODS CORP. COM 427866108 5367 85663 SH DEFINED 1,3,4 85663
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HIBERNIA CORP. - CL A COM 428656102 17268 1017913 SH DEFINED 1,3,4 1017913
HILB ROGAL & HAMILTON CO. COM 431294107 8700 278611 SH DEFINED 1,3,4 278611
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HILTON HOTELS CORP. COM 432848109 2361 203623 SH DEFINED 1,3,4 203623
HINES HORTICULTURE, INC. COM 433245107 939 423422 SH DEFINED 1,3,4 423422
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HORMEL FOODS CORP. COM 440452100 677 32076 SH DEFINED 1,3,4 32076
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HUBBELL, INC. - CL B COM 443510201 432 13700 SH DEFINED 1,3,4 13700
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HUDSON UNITED BANCORP COM 444165104 9271 301148 SH DEFINED 1,3,4 301148
HUFFY CORP. COM 444356109 50 10645 SH DEFINED 1,3,4 10645
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INSURANCE AUTO AUCTIONS, INC. COM 457875102 98 8885 SH DEFINED 1,3,4 8885
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INTEL CORP. COM 458140100 70314 4318671 SH DEFINED 1,3,4 4318671
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INTERMET CORP. COM 45881K104 65 18576 SH DEFINED 1,3,4 18576
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INTL MULTIFOODS CORP. COM 460043102 268 13907 SH DEFINED 1,3,4 13907
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MGIC INVESTMENT CORP. (WIS.) COM 552848103 2463 62683 SH DEFINED 1,3,4 62683
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MARCUS CORP. COM 566330106 290 21325 SH DEFINED 1,3,4 21325
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MAXTOR CORP COM 577729205 10856 1928270 SH DEFINED 1,3,4 1928270
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MAY DEPARTMENT STORES CO. COM 577778103 3096 155745 SH DEFINED 1,3,4 155745
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MEADWESTVACO CORP. COM 583334107 2462 108017 SH DEFINED 1,3,4 108017
MEDIA GENERAL - CLASS A COM 584404107 1064 21616 SH DEFINED 1,3,4 21616
MEDICIS PHARMACEUTICAL-CL A COM 584690309 3634 65295 SH DEFINED 1,3,4 65295
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MILLS CORP. COM 601148109 5692 182400 SH DEFINED 2,3,4 182400
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MONACO COACH CORP. COM 60886R103 211 20947.5 SH DEFINED 1,3,4 20948
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NDCHEALTH CORP. COM 639480102 424 25223 SH DEFINED 1,3,4 25223
NEIMAN MARCUS GROUP, INC.-CL A COM 640204202 321 11115 SH DEFINED 1,3,4 11115
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NETWORK ASSOCIATES INC. COM 640938106 891 64820 SH DEFINED 1,3,4 64820
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NEW CENTURY FINANCIAL CORP. COM 64352D101 9663 309882 SH DEFINED 1,3,4 309882
NEW ENGLAND BUSINESS SVC., INC COM 643872104 243 9417 SH DEFINED 1,3,4 9417
NEW JERSEY RESOURCES COM 646025106 4222 129297 SH DEFINED 1,3,4 129297
NEW PLAN EXCEL REALTY TRUST COM 648053106 442 22461 SH DEFINED 1,3,4 22461
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NEW YORK TIMES CO. COM 650111107 5116 118549 SH DEFINED 1,3,4 118549
NEWCASTLE INVESTMENT CORP. COM 65105M108 4672 279260 SH DEFINED 1,3,4 279260
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NEWFIELD EXPLORATION CO. COM 651290108 6576 194140 SH DEFINED 1,3,4 194140
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NORFOLK SOUTHERN CORP. COM 655844108 13154 708984 SH DEFINED 1,3,4 708984
NORTEL NETWORKS CORP NEW COM 656568102 594 285296 SH DEFINED 1,3,4 285296
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NORTHROP GRUMMAN CORP. COM 666807102 15332 178698 SH DEFINED 1,3,4 178698
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PACCAR, INC. COM 693718108 22665 450851 SH DEFINED 1,3,4 450851
PACIFIC CAPITAL BANCORP COM 69404P101 9159 308856 SH DEFINED 1,3,4 308856
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 732 35808 SH DEFINED 1,3,4 35808
PACIFICARE HEALTH SYSTEMS, INC COM 695112102 205 8295 SH DEFINED 1,3,4 8295
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PALL CORP. COM 696429307 1327 66326 SH DEFINED 1,3,4 66326
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 3025 79930 SH DEFINED 1,3,4 79930
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 8483 224200 SH DEFINED 2,3,4 224200
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PATINA OIL & GAS CORP. COM 703224105 6798 206482 SH DEFINED 1,3,4 206482
PATTERSON DENTAL CO. COM 703412106 1542 33578 SH DEFINED 1,3,4 33578
PATTERSON-UTI ENERGY, INC. COM 703481101 598 18558 SH DEFINED 1,3,4 18558
PAXAR CORP. COM 704227107 6210 542711 SH DEFINED 1,3,4 542711
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RANGE RESOURCES CORP COM 75281A109 2305 403754 SH DEFINED 1,3,4 403754
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RENTOKIL INITIAL PLC COM 760125104 58 4200 SH DEFINED 1,3,4 4200
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REX STORES CORP. COM 761624105 691 68310 SH DEFINED 1,3,4 68310
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RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 1469 45615 SH DEFINED 1,3,4 45615
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ROYAL APPLIANCE MFG CO. COM 780076105 65 9299 SH DEFINED 1,3,4 9299
ROYAL BANK OF CANADA COM 780087102 413 10662 SH DEFINED 1,3,4 10662
ROYAL DUTCH PETROLEUM CO. COM 780257804 185 4575 SH DEFINED 1,3,4 4575
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RUDOLPH TECHNOLOGIES INC COM 781270103 170 11849 SH DEFINED 1,3,4 11849
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SIGMA-ALDRICH CORP. COM 826552101 3738 83986 SH DEFINED 1,3,4 83986
SILICON LABORATORIES, INC. COM 826919102 2787 106570 SH DEFINED 1,3,4 106570
SILGAN HOLDINGS INC. COM 827048109 4192 189078 SH DEFINED 1,3,4 189078
SILICON VY BANCSHARES COM 827064106 164 9016 SH DEFINED 1,3,4 9016
SIMON PROPERTY GROUP, INC. COM 828806109 24374 680339 SH DEFINED 1,3,4 680339
SIMON PROPERTY GROUP, INC. COM 828806109 11610 324000 SH DEFINED 2,3,4 324000
SIMPSON MANUFACTURING INC COM 829073105 2436 72092 SH DEFINED 1,3,4 72092
SIX FLAGS INC,. COM 83001P109 118 21461 SH DEFINED 1,3,4 21461
SKY FINANCIAL GROUP, INC. COM 83080P103 6357 323120 SH DEFINED 1,3,4 323120
SKYLINE CORP. COM 830830105 157 6087 SH DEFINED 1,3,4 6087
SKYWEST INC. COM 830879102 16110 1562395 SH DEFINED 1,3,4 1562395
SKYWORKS SOLUTIONS, INC. COM 83088M102 3707 594843 SH DEFINED 1,3,4 594843
SKILLSOFT PLC COM 830928107 850 318253 SH DEFINED 1,3,4 318253
SMITH (A.O.) CORPORATION COM 831865209 7131 266166 SH DEFINED 1,3,4 266166
SMITH INTERNATIONAL, INC. COM 832110100 1975 56116 SH DEFINED 1,3,4 56116
SMITHFIELD FOODS INC. COM 832248108 451 25352 SH DEFINED 1,3,4 25352
SMUCKER (JM) CO. COM 832696405 399 11524 SH DEFINED 1,3,4 11524
SNAP-ON TOOLS, INC. COM 833034101 765 31246 SH DEFINED 1,3,4 31246
SOLA INTL INC. COM 834092108 218 17845 SH DEFINED 1,3,4 17845
SOLECTRON CORP. COM 834182107 1340 445312 SH DEFINED 1,3,4 445312
SOLUTIA, INC. COM 834376105 36 24262 SH DEFINED 1,3,4 24262
SONIC CORP. COM 835451105 718 28198 SH DEFINED 1,3,4 28198
SONOCO PRODUCTS CO. COM 835495102 468 22385 SH DEFINED 1,3,4 22385
SONY CORPORATION COM 835699307 140 3960 SH DEFINED 1,3,4 3960
SOTHEBY'S HOLDING CIA COM 835898107 131 14247 SH DEFINED 1,3,4 14247
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SOUTH FINANCIAL GROUP, INC. COM 837841105 12991 600164 SH DEFINED 1,3,4 600164
SOUTHERN CO. COM 842587107 30271 1064429 SH DEFINED 1,3,4 1064429
SOUTHERN UNION COMPANY COM 844030106 7493 617118 SH DEFINED 1,3,4 617118
SOUTHTRUST CORP. COM 844730101 4889 191602 SH DEFINED 1,3,4 191602
SOUTHWEST AIRLINES CO. COM 844741108 6000 417975 SH DEFINED 1,3,4 417975
SOUTHWEST BANCORP OF TEXAS COM 84476R109 738 24561 SH DEFINED 1,3,4 24561
SOUTHWEST GAS CO. COM 844895102 491 24093 SH DEFINED 1,3,4 24093
SOUTHWESTERN ENERGY CO COM 845467109 317 24481 SH DEFINED 1,3,4 24481
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SPHERION CORPORATION. COM 848420105 165 42779 SH DEFINED 1,3,4 42779
SPINNAKER EXPLORATION CO COM 84855W109 467 24024 SH DEFINED 1,3,4 24024
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SPRINT CORP. (FON GROUP) COM 852061100 23535 2003416 SH DEFINED 1,3,4 2003416
SPRINT CORP. (PCS GROUP) COM 852061506 2638 606122 SH DEFINED 1,3,4 606122
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STANDARD MICROSYSTEMS CORP COM 853626109 2883 189548 SH DEFINED 1,3,4 189548
STANDARD MOTOR PRODS COM 853666105 101 9111 SH DEFINED 1,3,4 9111
STANDARD PACIFIC CP COM 85375C101 606 23722 SH DEFINED 1,3,4 23722
STANDARD REGISTER CO., THE COM 853887107 305 20422 SH DEFINED 1,3,4 20422
STANDEX INTERNATIONAL CORP COM 854231107 164 8705 SH DEFINED 1,3,4 8705
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STATOIL ASA COM 85771P102 228 29900 SH DEFINED 1,3,4 29900
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TCF FINANCIAL CORP. COM 872275102 40510 1011854 SH DEFINED 1,3,4 1011854
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TEREX CORP COM 880779103 4455 360250 SH DEFINED 1,3,4 360250
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THERMO ELECTRON CORP. COM 883556102 5243 289671 SH DEFINED 1,3,4 289671
THOMAS & BETTS CORP. COM 884315102 434 31307 SH DEFINED 1,3,4 31307
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TIMBERLAND CO. -CL A COM 887100105 357 8538 SH DEFINED 1,3,4 8538
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TIMKEN CO. COM 887389104 22482 1439458 SH DEFINED 1,3,4 1439458
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TORCHMARK CORP. COM 891027104 13447 375529 SH DEFINED 1,3,4 375529
TORO CO. COM 891092108 8027 114615 SH DEFINED 1,3,4 114615
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TPG NV COM 892339102 190 12600 SH DEFINED 1,3,4 12600
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