UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Principal Financial Group, Inc.
Address: 711 High Street
Des Moines, IA 50392
13F File Number: 28-10106
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Michael Roughton
Title: Vice-President
Phone: 515-248-3842
Signature, Place, and Date of Signing:
Michael Roughton Des Moines, Iowa August 14, 2003
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 1974
Form 13F Information Table Value Total: $13488742 (X$1000)
List of Other Included Managers:
No. 13F File Number Name
01 28-1549 Principal Global Investors, LLC
02 28-10400 Principal Real Estate Investors, LLC
03 28-793 Principal Life Insurance Co
04 28-10107 Principal Financial Services, Inc
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHOR
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR CORP. COM 000361105 175 25223 SH DEFINED 1,3,4 25223
ADC COMMUNICATIONS, INC. COM 000886101 11108 4776616 SH DEFINED 1,3,4 4776616
ABN-AMRO HOLDINGS COM 000937102 205 10707 SH DEFINED 1,3,4 10707
ABM INDUSTRIES, INC. COM 000957100 598 38978 SH DEFINED 1,3,4 38978
AFC ENTERPRISES COM 00104Q107 366 22495 SH DEFINED 1,3,4 22495
AFLAC, INC. COM 001055102 22047 716884 SH DEFINED 1,3,4 716884
AGCO CORP. COM 001084102 1644 96056 SH DEFINED 1,3,4 96056
AGL RESOURCES IN COM 001204106 6645 261142 SH DEFINED 1,3,4 261142
AES CORP. COM 00130H105 2174 343210 SH DEFINED 1,3,4 343210
AK STEEL HOLDING CORP. COM 001547108 100 27413 SH DEFINED 1,3,4 27413
AMB PROPERTY CORP. COM 00163T109 2187 77700 SH DEFINED 2,3,4 77700
AMB PROPERTY CORP. COM 00163T109 13206 468790 SH DEFINED 1,3,4 468790
AMR CORP. COM 001765106 4 386 SH DEFINED 1,3,4 386
AOL TIME WARNER COM 00184A105 49708 3089716 SH DEFINED 1,3,4 3089716
AT&T CORP. COM 001957505 19940 1036488 SH DEFINED 1,3,4 1036488
ATMI, INC. COM 00207R101 607 24361 SH DEFINED 1,3,4 24361
AT&T WIRELESS GROUP COM 00209A106 35351 4306716 SH DEFINED 1,3,4 4306716
AAIPHARMA, INC. COM 00252W104 6920 347938 SH DEFINED 1,3,4 347938
AARON RENTS INC. COM 002535201 447 17197 SH DEFINED 1,3,4 17197
ABBOTT LABORATORIES COM 002824100 39118 893887 SH DEFINED 1,3,4 893887
ABERCROMBIE & FITCH CO. COM 002896207 8792 309717 SH DEFINED 1,3,4 309717
ACCOR S.A. COM 00435F101 135 7478 SH DEFINED 1,3,4 7478
ACCREDO HEALTH, INC. COM 00437V104 4271 195931 SH DEFINED 1,3,4 195931
ACTIVISION, INC. COM 004930202 322 25096 SH DEFINED 1,3,4 25096
ACTION PERFORMANCE COS INC COM 004933107 268 14138 SH DEFINED 1,3,4 14138
ACTEL CORP. COM 004934105 400 19434 SH DEFINED 1,3,4 19434
ACUITY BRANDS INC. COM 00508Y102 597 32878 SH DEFINED 1,3,4 32878
ACXIOM CORP. COM 005125109 3120 206496 SH DEFINED 1,3,4 206496
CARDSYSTEMS SOLUTIONS, INC. COM 006247$$T 334 667000 SH DEFINED 3,4 667000
ADAPTEC, INC. COM 00651F108 662 84914 SH DEFINED 1,3,4 84914
ADECCO COM 006754105 82 7811 SH DEFINED 1,3,4 7811
ADMINISTAFF, INC. COM 007094105 215 21043 SH DEFINED 1,3,4 21043
ADOBE SYSTEMS, INC. COM 00724F101 5456 170242 SH DEFINED 1,3,4 170242
ADOLOR CORP. COM 00724X102 4361 355407 SH DEFINED 1,3,4 355407
ADTRAN INC. COM 00738A106 1151 22413 SH DEFINED 1,3,4 22413
ADVANCE AUTO PARTS COM 00751Y106 3007 49408 SH DEFINED 1,3,4 49408
ADVANCED DIGITAL INFO CORP COM 007525108 3306 330562 SH DEFINED 1,3,4 330562
ADVANCED MARKETING SERVICES COM 00753T105 197 15090 SH DEFINED 1,3,4 15090
ADVANCED FIBRE COMMUNICATION COM 00754A105 6596 405762 SH DEFINED 1,3,4 405762
ADVO, INC. COM 007585102 4695 105676 SH DEFINED 1,3,4 105676
ADVISORY BOARD CO. COM 00762W107 4993 123196 SH DEFINED 1,3,4 123196
ADVANCED MEDICAL OPTICS COM 00763M108 394 23031 SH DEFINED 1,3,4 23031
AEROFLEX INC. COM 007768104 1546 199606 SH DEFINED 1,3,4 199606
AEROPOSTALE, INC. COM 007865108 10158 472972 SH DEFINED 1,3,4 472972
ADVANCED MICRO DEVICES COM 007903107 1241 194265 SH DEFINED 1,3,4 194265
ADVANCE PCS COM 00790K109 1805 47181 SH DEFINED 1,3,4 47181
ADVANCED ENERGY INDUSTRIES COM 007973100 364 25482 SH DEFINED 1,3,4 25482
ADVENT SOFTWARE INC COM 007974108 136 8084 SH DEFINED 1,3,4 8084
AETNA INC- NEW COM 00817Y108 32989 548053 SH DEFINED 1,3,4 548053
AFFILIATED COMP SVCS -CLA COM 008190100 4975 108793 SH DEFINED 1,3,4 108793
AGERE SYSTEMS, INC. COM 00845V209 958 416667 SH DEFINED 1,3,4 416667
AGILENT TECHNOLOGIES INC COM 00846U101 5179 264804.00SH DEFINED 1,3,4 264804
AGILE SOFTWARE CORP. COM 00846X105 2382 246902 SH DEFINED 1,3,4 246902
AGRIUM, INC. COM 008916108 1032 94125 SH DEFINED 1,3,4 94125
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 5298 127407 SH DEFINED 1,3,4 127407
AIRBORNE INC. COM 009269101 255 12249 SH DEFINED 1,3,4 12249
AIRGAS INC. COM 009363102 3294 196681 SH DEFINED 1,3,4 196681
AIRTRAN HOLDINGS, INC. COM 00949P108 9675 923952 SH DEFINED 1,3,4 923952
ELECTROLUX AB COM 010198208 99 2500 SH DEFINED 1,3,4 2500
ALASKA AIRGROUP INC. COM 011659109 144 6724 SH DEFINED 1,3,4 6724
ALBANY INTL CORP. -CLA COM 012348108 7694 280990 SH DEFINED 1,3,4 280990
ALBEMARLE CORP. COM 012653101 4859 173716 SH DEFINED 1,3,4 173716
ALBERTO-CULVER CO. COM 013068101 11421 223417 SH DEFINED 1,3,4 223417
ALBERTO-CULVER CO. COM 013068200 1411 28340 SH DEFINED 1,3,4 28340
ALBERTSONS, INC. COM 013104104 3951 205837 SH DEFINED 1,3,4 205837
ALCAN, INC. COM 013716105 21 669 SH DEFINED 1,3,4 669
ALCOA, INC. COM 013817101 12089 474156 SH DEFINED 1,3,4 474156
ALEXANDER & BALDWIN INC. COM 014482103 278 10464 SH DEFINED 1,3,4 10464
ALEXANDRIA REAL EST EQUITIES COM 015271109 946 21030 SH DEFINED 1,3,4 21030
ALEXANDRIA REAL EST EQUITIES COM 015271109 3048 67640 SH DEFINED 2,3,4 67640
ALLEGHENY ENERGY COM 017361106 591 70458 SH DEFINED 1,3,4 70458
ALLEGHENY TECHNOLOGIES, INC. COM 01741R102 286 45268 SH DEFINED 1,3,4 45268
ALLEN TELECOM, INC. COM 018091108 402 24335 SH DEFINED 1,3,4 24335
ALLERGAN, INC. COM 018490102 6662 86462 SH DEFINED 1,3,4 86462
ALLETE COM 018522102 575 21776 SH DEFINED 1,3,4 21776
ALLIANCE SEMICONDUCTOR CORP. COM 01877H100 138 28346 SH DEFINED 1,3,4 28346
ALLIANT CORP. COM 018802108 444 23459 SH DEFINED 1,3,4 23459
ALLIANT TECHSYSTEMS, INC. COM 018804104 36294 699210 SH DEFINED 1,3,4 699210
ALLIED DOMECQ PLC COM 019121201 150 6620 SH DEFINED 1,3,4 6620
ALLIED IRISH BANKS COM 019228402 140 4670 SH DEFINED 1,3,4 4670
ALLIED WASTE INDUSTRIES, INC. COM 019589308 1172 116857 SH DEFINED 1,3,4 116857
ALLMERICA FINANCIAL CORP. COM 019754100 242 13446 SH DEFINED 1,3,4 13446
ALLSTATE CORP. COM 020002101 34222 960002 SH DEFINED 1,3,4 960002
ALLTEL CORP. COM 020039103 13065 270940 SH DEFINED 1,3,4 270940
ALPHARMA INC. - CL A COM 020813101 880 40802 SH DEFINED 1,3,4 40802
ALTERA CORP. COM 021441100 4321 263425 SH DEFINED 1,3,4 263425
ALTRIA GROUP, INC. COM 02209S103 70310 1547284 SH DEFINED 1,3,4 1547284
CORPORATE SERVICES GROUP PLC ( COM 022516000 14 165174 SH DEFINED 3,4 165174
ARRIVA PLC COM 023034600 812 140924 SH DEFINED 3,4 140924
AMAZONCOM, INC. COM 023135106 519 14236 SH DEFINED 1,3,4 14236
AMBAC FINANCIAL GROUP, INC. COM 023139108 30584 461521 SH DEFINED 1,3,4 461521
AMERADA HESS CORP. COM 023551104 2489 50561 SH DEFINED 1,3,4 50561
AMEREN CORP. COM 023608102 26693 605334 SH DEFINED 1,3,4 605334
AMERICA MOVIL - SERIES L COM 02364W105 15422 822355 SH DEFINED 1,3,4 822355
AMERICAN AXLE & MFG HOLDINGS COM 024061103 3033 126887 SH DEFINED 1,3,4 126887
AMERICAN ELECTRIC POWER CO., I COM 025537101 6596 221285 SH DEFINED 1,3,4 221285
AMERICAN EAGLE OUTFITTERS COM 02553E106 325 17973 SH DEFINED 1,3,4 17973
AMERICAN EXPRESS CO. COM 025816109 31060 743011 SH DEFINED 1,3,4 743011
AMERICAN FINL GROUP INC. COM 025932104 399 17592 SH DEFINED 1,3,4 17592
AMERICAN FINANCIAL REALTY TR COM 02607P305 55 3656 SH DEFINED 1,3,4 3656
AMERICAN FINANCIAL REALTY TR COM 02607P305 2484 166544 SH DEFINED 2,3,4 166544
AMERICAN GREETINGS CORP. COM 026375105 711 36813 SH DEFINED 1,3,4 36813
AMERICAN HEALTHWAYS INC COM 02649V104 443 12265 SH DEFINED 1,3,4 12265
AMERICAN HOME MTG. HOLDINGS, I COM 02660M108 4894 249974 SH DEFINED 1,3,4 249974
AMERICAN INTERNATIONAL GROUP, COM 026874107 113427 2055475 SH DEFINED 1,3,4 2055475
AMERICAN ITALIAN PASTA CO. COM 027070101 5069 121750 SH DEFINED 1,3,4 121750
AMERICAN MANAGEMENT SYSTEMS, I COM 027352103 481 33426 SH DEFINED 1,3,4 33426
AMERICAN MEDICAL SYS HLDGS COM 02744M108 435 25922 SH DEFINED 1,3,4 25922
AMERICAN POWER CONVERSION CORP COM 029066107 22714 1456840 SH DEFINED 1,3,4 1456840
AMEM STANDARD CO INC. COM 029712106 11746 158903 SH DEFINED 1,3,4 158903
AMERICAN STATES WATER CO. COM 029899101 330 12033 SH DEFINED 1,3,4 12033
AMERICAN WOODMARK CORP COM 030506109 1052 22626 SH DEFINED 1,3,4 22626
AMERICREDIT CORP. COM 03060R101 333 39515 SH DEFINED 1,3,4 39515
AMERUS LIFE GROUP. COM 03072M108 277 9878 SH DEFINED 1,3,4 9878
AMERISOURCEBERGEN CORP COM 03073E105 9676 139548 SH DEFINED 1,3,4 139548
AMERIGROUP CORP. COM COM 03073T102 608 16359 SH DEFINED 1,3,4 16359
AMETEK INC. COM 031100100 6546 178556 SH DEFINED 1,3,4 178556
AMGEN COM 031162100 69051 1039273 SH DEFINED 1,3,4 1039273
AMKOR TECHNOLOGY INC. COM 031652100 1143 86910 SH DEFINED 1,3,4 86910
AMSOUTH BANCORPORATION COM 032165102 4691 214747 SH DEFINED 1,3,4 214747
AMSURG CORP. COM 03232P405 478 15628 SH DEFINED 1,3,4 15628
ANADARKO PETROLEUN CORP. COM 032511107 10422 234617 SH DEFINED 1,3,4 234617
ANALOG DEVICES COM 032654105 7534 216487 SH DEFINED 1,3,4 216487
ANALOGIC CORP. COM 032657207 5986 122759 SH DEFINED 1,3,4 122759
ANCHOR BANCORP, INC./WI COM 032839102 2887 120733 SH DEFINED 1,3,4 120733
ANDREW CORP. COM 034425108 11098 1207449 SH DEFINED 1,3,4 1207449
ANGELICA CORP. COM 034663104 120 6974 SH DEFINED 1,3,4 6974
ANGLO AMERICAN PLC COM 03485P102 136 8940 SH DEFINED 1,3,4 8940
ANHEUSER-BUSCH COS., INC. COM 035229103 58500 1145976 SH DEFINED 1,3,4 1145976
ANIXTER INT'L, INC. COM 035290105 679 29090 SH DEFINED 1,3,4 29090
ANNTAYLOR STORES CORP. COM 036115103 2368 81723 SH DEFINED 1,3,4 81723
ANSYS INC. COM 03662Q105 363 11729 SH DEFINED 1,3,4 11729
ANTHEM, INC. COM 03674B104 15397 199584 SH DEFINED 1,3,4 199584
ANTEON INTERNATIONAL CORP. COM 03674E108 6477 232001 SH DEFINED 1,3,4 232001
ANTIGENICS, INC. COM 037032109 2119 184000 SH DEFINED 1,3,4 184000
ANWORTH MORTGAGE ASST CORP. COM 037347101 3848 249584 SH DEFINED 1,3,4 249584
AON CORP. COM 037389103 4882 202857 SH DEFINED 1,3,4 202857
APACHE CORP. COM 037411105 48948 752599 SH DEFINED 1,3,4 752599
APARTMENT INVESTMENT & MANAGEM COM 03748R101 1812 52412 SH DEFINED 1,3,4 52412
APARTMENT INVESTMENT & MANAGEM COM 03748R101 2502 72300 SH DEFINED 2,3,4 72300
APOGEE ENTERPRISES, INC. COM 037598109 194 21534 SH DEFINED 1,3,4 21534
APOLLO GROUP INC. COM 037604105 6934 112262 SH DEFINED 1,3,4 112262
APOGENT TECHNOLOGIES, INC. COM 03760A101 498 25095 SH DEFINED 1,3,4 25095
APPLE COMPUTER, INC. COM 037833100 3911 204779 SH DEFINED 1,3,4 204779
APPLEBEES INT'L, INC. COM 037899101 441 14026 SH DEFINED 1,3,4 14026
APRIA HEALTHCARE GROUP INC COM 037933108 10546 424358 SH DEFINED 1,3,4 424358
APPLERA CORP-APPLIED BIOSYSTEM COM 038020103 2226 117056 SH DEFINED 1,3,4 117056
PE CORP-CELERA GENOMICS GRP COM 038020202 6536 633371 SH DEFINED 1,3,4 633371
APPLICA INCORPORATED COM 03815A106 159 18611 SH DEFINED 1,3,4 18611
APPLIED FILMS CORP. COM 038197109 1379 53372 SH DEFINED 1,3,4 53372
APPLIED INDUSTRIAL TECH, INC. COM 03820C105 319 15015 SH DEFINED 1,3,4 15015
APPLIED MATERIALS, INC. COM 038222105 29527 1861884 SH DEFINED 1,3,4 1861884
APPLIED MICRO CIRCUITS CORP. COM 03822W109 16219 2681787 SH DEFINED 1,3,4 2681787
APTARGROUP, INC. COM 038336103 1024 28469 SH DEFINED 1,3,4 28469
AQUILA, INC. COM 03840P102 123 49145 SH DEFINED 1,3,4 49145
ARBITRON, INC. COM 03875Q108 25764 721538 SH DEFINED 1,3,4 721538
ARCH CHEMICALS, INC. COM 03937R102 340 17785 SH DEFINED 1,3,4 17785
ARCH COAL, INC. COM 039380100 304 13257 SH DEFINED 1,3,4 13257
ARCHER-DANIELS-MIDLAND CO. COM 039483102 4655 361770 SH DEFINED 1,3,4 361770
ARCHSTONE-SMITH TRUST COM 039583109 120 5000 SH DEFINED 1,3,4 5000
ARCHSTONE-SMITH TRUST COM 039583109 5454 227200 SH DEFINED 2,3,4 227200
ARCTIC CAT, INC. COM 039670104 335 17480 SH DEFINED 1,3,4 17480
ARGOSY GAMING COMPANY COM 040228108 483 23043 SH DEFINED 1,3,4 23043
ARKANSAS BEST CORP. COM 040790107 1228 51549 SH DEFINED 1,3,4 51549
ARMOR HOLDINGS, INC. COM 042260109 292 21823 SH DEFINED 1,3,4 21823
ARQULE, INC. COM 04269E107 75 18535 SH DEFINED 1,3,4 18535
ARRIS GROUP, INC. COM 04269Q100 4974 1003214 SH DEFINED 1,3,4 1003214
ARROW ELECTRONICS INC. COM 042735100 2114 138602 SH DEFINED 1,3,4 138602
ARTESYN TECHNOLOGIES, INC. COM 043127109 170 30652 SH DEFINED 1,3,4 30652
ARTHROCARE CORP. COM 043136100 280 16639 SH DEFINED 1,3,4 16639
ARVINMERITOR, INC. COM 043353101 348 17314 SH DEFINED 1,3,4 17314
ASCENTIAL SOFTWARE CORP. COM 04362P207 239 14663 SH DEFINED 1,3,4 14663
ASHLAND, INC. COM 044204105 1174 38313 SH DEFINED 1,3,4 38313
ASHWORTH, INC. COM 04516H101 73 10254 SH DEFINED 1,3,4 10254
ASSOCIATED BANC-CORP. COM 045487105 7800 211603 SH DEFINED 1,3,4 211603
ASTEC INDUSTRIES, INC. COM 046224101 138 15583 SH DEFINED 1,3,4 15583
ASTORIA FINL CORP. COM 046265104 582 20821 SH DEFINED 1,3,4 20821
ASTROPOWER, INC. COM 04644A101 53 17300 SH DEFINED 1,3,4 17300
JARVIS HOTELS PLC COM 047618400 3668 1891752 SH DEFINED 3,4 1891752
ATLANTIC COAST AIRLINES HOLDIN COM 048396105 6912 512195 SH DEFINED 1,3,4 512195
ATMEL CORP. COM 049513104 301 118526 SH DEFINED 1,3,4 118526
ATMOS ENERGY CORP. COM 049560105 974 39345 SH DEFINED 1,3,4 39345
ATWOOD OCEANICS INC. COM 050095108 297 10965 SH DEFINED 1,3,4 10965
AUDIOVOX CORP. COM 050757103 204 18144 SH DEFINED 1,3,4 18144
AUTODESK, INC. COM 052769106 1003 62451 SH DEFINED 1,3,4 62451
AUTOMATIC DATA PROCESSING, INC COM 053015103 14502 428236 SH DEFINED 1,3,4 428236
AUTONATION INC. COM 05329W102 2471 157147 SH DEFINED 1,3,4 157147
AUTOZONE, INC. COM 053332102 5441 71586 SH DEFINED 1,3,4 71586
AVAYA, INC. COM 053499109 1365 213095 SH DEFINED 1,3,4 213095
AVENTIS COM 053561106 106 1938 SH DEFINED 1,3,4 1938
AVERY DENNISON CORP. COM 053611109 3120 62090 SH DEFINED 1,3,4 62090
AVIALL, INC. COM 05366B102 8073 709972 SH DEFINED 1,3,4 709972
AVID TECHNOLOGY, INC. COM 05367P100 783 22411 SH DEFINED 1,3,4 22411
AVISTA CORP. COM 05379B107 542 38176 SH DEFINED 1,3,4 38176
AVNET, INC. COM 053807103 385 30213 SH DEFINED 1,3,4 30213
AVOCENT CORPORATION. COM 053893103 346 11599 SH DEFINED 1,3,4 11599
AVON PRODUCTS, INC. COM 054303102 8199 131845 SH DEFINED 1,3,4 131845
AXCELIS TECHNOLOGIES, INC. COM 054540109 482 77923 SH DEFINED 1,3,4 77923
AZTAR CORP. COM 054802103 446 27780 SH DEFINED 1,3,4 27780
BB&T CORP. COM 054937107 9074 264524 SH DEFINED 1,3,4 264524
BEI TECHNOLOGIES, INC. COM 05538P104 140 11515 SH DEFINED 1,3,4 11515
BISYS GROUP, INC. COM 055472104 558 30295 SH DEFINED 1,3,4 30295
BJ SERVICES CO. COM 055482103 15106 404384 SH DEFINED 1,3,4 404384
BJS WHOLESALE CLUB INC. COM 05548J106 264 17525 SH DEFINED 1,3,4 17525
BP PLC COM 055622104 63 1500 SH DEFINED 1,3,4 1500
BNP PARIBAS - SPONSORED ADR COM 05565A202 416 16400 SH DEFINED 1,3,4 16400
BMC SOFTWARE, INC. COM 055921100 3490 213687 SH DEFINED 1,3,4 213687
BAKER HUGHES, INC. COM 057224107 6345 189040 SH DEFINED 1,3,4 189040
BALDOR ELECTRIC CO. COM 057741100 532 25893 SH DEFINED 1,3,4 25893
BALL CORP. COM 058498106 13492 296394 SH DEFINED 1,3,4 296394
BALLY TOTAL FITNESS HOLDINGS COM 05873K108 226 25552 SH DEFINED 1,3,4 25552
BANCO BRADESCO COM 059460204 1059 56661 SH DEFINED 1,3,4 56661
BANCO SANTANDER CEN COM 05964H105 145 16450 SH DEFINED 1,3,4 16450
BANCO SANTANDER-CHILE - ADR COM 05965X109 1188 58203 SH DEFINED 1,3,4 58203
BANCORPSOUTH, INC. COM 059692103 4650 223069 SH DEFINED 1,3,4 223069
BANDAG INC. COM 059815100 181 4857 SH DEFINED 1,3,4 4857
BANK OF AMERICA CORP. COM 060505104 118103 1494343 SH DEFINED 1,3,4 1494343
BANK OF HAWAII CORP. COM 062540109 4086 123341 SH DEFINED 1,3,4 123341
BANK OF THE OZARKS COM 063904106 1582 40800 SH DEFINED 1,3,4 40800
BANK OF NEW YORK COM 064057102 12436 432644 SH DEFINED 1,3,4 432644
BANK OF NOVA SCOTIA COM 064149107 1673 36133 SH DEFINED 1,3,4 36133
BANK ONE CORP. COM 06423A103 24214 651376 SH DEFINED 1,3,4 651376
BANKNORTH GROUP, INC. COM 06646R107 1050 41115 SH DEFINED 1,3,4 41115
BANKUNITED FINANCIAL CORP CL-A COM 06652B103 467 23288 SH DEFINED 1,3,4 23288
BANTA CORP. COM 066821109 209 6388 SH DEFINED 1,3,4 6388
BARD (C.R.), INC. COM 067383109 10146 142339 SH DEFINED 1,3,4 142339
BARCLAYS PLC COM 06738E204 280 9334 SH DEFINED 1,3,4 9334
BARNES & NOBLE, INC. COM 067774109 376 16421 SH DEFINED 1,3,4 16421
BARNES GROUP, INC. COM 067806109 1500 68886 SH DEFINED 1,3,4 68886
BARRICK GOLD CORP. COM 067901108 20 1080 SH DEFINED 1,3,4 1080
BARR LABORATORIES, INC. COM 068306109 1096 16760 SH DEFINED 1,3,4 16760
BARRA INC. COM 068313105 546 15369 SH DEFINED 1,3,4 15369
BASSETT FURNITURE INDS. COM 070203104 120 9188 SH DEFINED 1,3,4 9188
BAUSCH & LOMB, INC. COM 071707103 10366 276544 SH DEFINED 1,3,4 276544
BAXTER INTERNATIONAL, INC. COM 071813109 8714 335179 SH DEFINED 1,3,4 335179
BEA SYSTEMS, INC. COM 073325102 13002 1197640 SH DEFINED 1,3,4 1197640
BEAR STEARNS CO. COM 073902108 36144 499181 SH DEFINED 1,3,4 499181
BEARINGPOINT, INC. COM 074002106 1422 147600 SH DEFINED 1,3,4 147600
BECKMAN COULTER, INC. COM 075811109 17781 437589 SH DEFINED 1,3,4 437589
BECTON, DICKINSON & CO. COM 075887109 41905 1078681 SH DEFINED 1,3,4 1078681
BED BATH & BEYOND, INC. COM 075896100 39494 1017641 SH DEFINED 1,3,4 1017641
BEL FUSE INC-CL B COM 077347300 197 8674 SH DEFINED 1,3,4 8674
BELDEN, INC. COM 077459105 320 20062 SH DEFINED 1,3,4 20062
BELL MICROPRODUCTS, INC. COM 078137106 64 15944 SH DEFINED 1,3,4 15944
BELLSOUTH CORP. COM 079860102 47244 1774322 SH DEFINED 1,3,4 1774322
BELO CORP. CLASS A COM 080555105 25446 1138160 SH DEFINED 1,3,4 1138160
BEMIS CO. COM 081437105 1392 29745 SH DEFINED 1,3,4 29745
BENCHMARK ELECTRONICS, INC. COM 08160H101 13972 454232 SH DEFINED 1,3,4 454232
BERKLEY (WR) CORP COM 084423102 737 13987 SH DEFINED 1,3,4 13987
BEST BUY CO., INC. COM 086516101 7949 181016 SH DEFINED 1,3,4 181016
BIG LOTS, INC. COM 089302103 980 65377 SH DEFINED 1,3,4 65377
BIO RAD LABORATORIES COM 090572207 8658 156447 SH DEFINED 1,3,4 156447
BIOGEN INC. COM 090597105 10502 276219 SH DEFINED 1,3,4 276219
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DELPHI CORP. COM 247126105 2719 314990.00SH DEFINED 1,3,4 314990
DELPHI FINANCIAL GROUP - CLASS COM 247131105 756 16189 SH DEFINED 1,3,4 16189
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GLAXOSMITHKLINE PLC COM 37733W105 235 5810 SH DEFINED 1,3,4 5810
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GOODRICH CORP. COM 382388106 1381 65823 SH DEFINED 1,3,4 65823
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HSBC HOLDINGS PLC COM 404280406 280 4715 SH DEFINED 1,3,4 4715
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HANOVER COMPRESSOR CO. COM 410768105 190 16852 SH DEFINED 1,3,4 16852
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HILTON HOTELS CORP. COM 432848109 2703 211837 SH DEFINED 1,3,4 211837
HINES HORTICULTURE, INC. COM 433245107 676 423422 SH DEFINED 1,3,4 423422
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INSURANCE AUTO AUCTIONS, INC. COM 457875102 115 9145 SH DEFINED 1,3,4 9145
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INTL MULTIFOODS CORP. COM 460043102 349 15201 SH DEFINED 1,3,4 15201
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M & T BANK CORPORATION COM 55261F104 31720 376621 SH DEFINED 1,3,4 376621
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MBIA, INC. COM 55262C100 3933 80669 SH DEFINED 1,3,4 80669
MBNA CORP. COM 55262L100 15306 734473 SH DEFINED 1,3,4 734473
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MDU RESOURCES GROUP, INC. COM 552690109 631 18769 SH DEFINED 1,3,4 18769
MEMC ELECTONIC MATERIALS COM 552715104 3333 340000 SH DEFINED 1,3,4 340000
MFA MORTGAGE INVESTMENTS, INC. COM 55272X102 2937 292761 SH DEFINED 1,3,4 292761
MGIC INVESTMENT CORP. (WIS.) COM 552848103 2586 55369 SH DEFINED 1,3,4 55369
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MRO SOFTWARE, INC. COM 55347W105 2283 264761 SH DEFINED 1,3,4 264761
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MACK-CALI REALTY CORP. COM 554489104 530 14581 SH DEFINED 1,3,4 14581
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MANUFACTURED HOMES COM 564682102 3263 92900 SH DEFINED 2,3,4 92900
MAPINFO CORP COM 565105103 85 12199 SH DEFINED 1,3,4 12199
MARATHON OIL CORP. COM 565849106 16452 624206 SH DEFINED 1,3,4 624206
MARCUS CORP. COM 566330106 351 23332 SH DEFINED 1,3,4 23332
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MASCO CORP. COM 574599106 7164 300252 SH DEFINED 1,3,4 300252
HON HAI PRECISION-Reg S COM 5758218 230 30687 SH DEFINED 1,3,4 30687
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MATERIAL SCIENCES CORP COM 576674105 109 11201 SH DEFINED 1,3,4 11201
MATSUSHITA ELEC IND COM 576879209 75 7500 SH DEFINED 1,3,4 7500
MATTEL, INC. COM 577081102 21955 1160393 SH DEFINED 1,3,4 1160393
MAXTOR CORP COM 577729205 11195 1490645 SH DEFINED 1,3,4 1490645
MAXIM INTEGRATED PRODUCTS COM 57772K101 17931 524481 SH DEFINED 1,3,4 524481
MAY DEPARTMENT STORES CO. COM 577778103 3607 161955 SH DEFINED 1,3,4 161955
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MAYTAG CORP. COM 578592107 1072 43903 SH DEFINED 1,3,4 43903
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MEADWESTVACO CORP. COM 583334107 2773 112378 SH DEFINED 1,3,4 112378
MEDIA GENERAL - CLASS A COM 584404107 1335 23445 SH DEFINED 1,3,4 23445
MEDICIS PHARMACEUTICAL-CL A COM 584690309 1217 21509 SH DEFINED 1,3,4 21509
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MEMBERWORKS, INC. COM 586002107 186 9543 SH DEFINED 1,3,4 9543
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MENTOR GRAPHICS CORP. COM 587200106 243 17043 SH DEFINED 1,3,4 17043
MERCANTILE BANKSHARES CORP. COM 587405101 2625 66608 SH DEFINED 1,3,4 66608
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MEREDITH CORP. COM 589433101 1778 40420 SH DEFINED 1,3,4 40420
MERIT MEDICAL SYSTEMS INC COM 589889104 2965 148479 SH DEFINED 1,3,4 148479
MERITAGE CORP COM COM 59001A102 3420 69425 SH DEFINED 1,3,4 69425
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METLIFE, INC. COM 59156R108 12309 434516 SH DEFINED 1,3,4 434516
METRO ONE COMMUNICATIONS COM 59163F105 104 19559 SH DEFINED 1,3,4 19559
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MICROSOFT CORP. COM 594918104 216327 8447124 SH DEFINED 1,3,4 8447124
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MICROMUSE INC. COM 595094103 2964 371373 SH DEFINED 1,3,4 371373
MICRON TECHNOLOGY COM 595112103 3965 341225 SH DEFINED 1,3,4 341225
MICROSEMI CORP COM 595137100 8137 508516 SH DEFINED 1,3,4 508516
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MILLS CORP. COM 601148109 6184 184300 SH DEFINED 2,3,4 184300
MINERALS TECHNOLOGIES, INC. COM 603158106 248 5080 SH DEFINED 1,3,4 5080
MIRANT CORPORATION COM 604675108 646 226364 SH DEFINED 1,3,4 226364
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MITSUBISHI CORP. COM 606769305 220 15850 SH DEFINED 1,3,4 15850
MOBILE MINI INC COM 60740F105 185 11321 SH DEFINED 1,3,4 11321
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MONACO COACH CORP. COM 60886R103 355 22981.5 SH DEFINED 1,3,4 22982
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MONY GROUP INC. COM 615337102 317 11871 SH DEFINED 1,3,4 11871
MOODY'S CORP. COM 615369105 25044 475198 SH DEFINED 1,3,4 475198
MOOG INC COM 615394202 4792 138089 SH DEFINED 1,3,4 138089
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INTERWAVE COMMUNICATION COM 6246HMS00 2 1000.4 SH DEFINED 3,4 1000
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MULTIMEDIA GAMES, INC. COM 625453105 2061 80687 SH DEFINED 1,3,4 80687
MURPHY OIL CORP. COM 626717102 1826 34792 SH DEFINED 1,3,4 34792
MYERS INDUSTRIES, INC. COM 628464109 226 23844 SH DEFINED 1,3,4 23844
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NATIONAL CITY CORP. COM 635405103 23002 703300 SH DEFINED 1,3,4 703300
NATIONAL COMMERCE FINANCIAL CO COM 63545P104 1148 51735 SH DEFINED 1,3,4 51735
NATIONAL FUEL GAS CO. COM 636180101 533 20427 SH DEFINED 1,3,4 20427
NATIONAL INSTRUMENTS CORP. COM 636518102 489 13016 SH DEFINED 1,3,4 13016
NATIONAL-OILWELL, INC. COM 637071101 7282 330966 SH DEFINED 1,3,4 330966
NATIONAL PRESTO INDS., INC. COM 637215104 169 5398 SH DEFINED 1,3,4 5398
NATIONAL SEMICONDUCTOR CORP. COM 637640103 5498 278805 SH DEFINED 1,3,4 278805
NATURES SUNSHINE PRODS, INC. COM 639027101 90 11021 SH DEFINED 1,3,4 11021
NAUTICA ENTERPRISES INC. COM 639089101 344 26601 SH DEFINED 1,3,4 26601
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NAVISTAR INTERNATIONAL CORP. COM 63934E108 1241 38227 SH DEFINED 1,3,4 38227
NDCHEALTH CORP. COM 639480102 503 27588 SH DEFINED 1,3,4 27588
NEIMAN MARCUS GROUP, INC.-CL A COM 640204202 7065 193103 SH DEFINED 1,3,4 193103
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NETWORK ASSOCIATES INC. COM 640938106 500 39555 SH DEFINED 1,3,4 39555
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NETSCOUT SYSTEMS, INC COM 64115T104 1497 279389 SH DEFINED 1,3,4 279389
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NETWORK APPLIANCE, INC. COM 64120L104 3083 190179 SH DEFINED 1,3,4 190179
NEUBERGER BERMAN, INC. COM 641234109 707 17768 SH DEFINED 1,3,4 17768
NEUROCRINEBIOSCIENCES, INC. COM 64125C109 971 19440 SH DEFINED 1,3,4 19440
NEW CENTURY FINANCIAL CORP. COM 64352D101 7423 170068 SH DEFINED 1,3,4 170068
NEW ENGLAND BUSINESS SVC., INC COM 643872104 309 10281 SH DEFINED 1,3,4 10281
NEW JERSEY RESOURCES COM 646025106 4987 140353 SH DEFINED 1,3,4 140353
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NEW YORK TIMES CO. COM 650111107 3846 84614 SH DEFINED 1,3,4 84614
NEWCASTLE INVESTMENT CORP. COM 65105M108 5699 290890 SH DEFINED 1,3,4 290890
NEWELL RUBBERMAID, INC. COM 651229106 4298 153589 SH DEFINED 1,3,4 153589
NEWFIELD EXPLORATION CO. COM 651290108 6447 171662 SH DEFINED 1,3,4 171662
NEWMONT MINING CORP. (HOLDING COM 651639106 32828 1011368 SH DEFINED 1,3,4 1011368
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NEWS CORP LTD. COM 652487703 44081 1456553 SH DEFINED 1,3,4 1456553
NEWTEK CAPITAL, INC. COM 652526104 1592 299818 SH DEFINED 3,4 299818
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NIKE, INC. COM 654106103 8326 155727 SH DEFINED 1,3,4 155727
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NIPPON TELEGRAPH &TELE COM 654624105 71 3600 SH DEFINED 1,3,4 3600
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NISSAN MOTOR CO LTD COM 654744408 348 18390 SH DEFINED 1,3,4 18390
NOKIA CORP. COM 654902204 19621 1194312 SH DEFINED 1,3,4 1194312
NOBLE ENERGY, INC. COM 655044105 10477 277272 SH DEFINED 1,3,4 277272
NOMURA HOLDINGS, INC. COM 65535H208 87 6800 SH DEFINED 1,3,4 6800
NORDSON CORP. COM 655663102 204 8522 SH DEFINED 1,3,4 8522
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NORFOLK SOUTHERN CORP. COM 655844108 9787 509788 SH DEFINED 1,3,4 509788
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NORTHROP GRUMMAN CORP. COM 666807102 14447 167409 SH DEFINED 1,3,4 167409
NORTHWEST NATURAL GAS CO. COM 667655104 4174 153348 SH DEFINED 1,3,4 153348
NORTHWESTERN CORP. COM 668074107 58 29841 SH DEFINED 1,3,4 29841
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NOVEN PHARMACEUTICALS, INC. COM 670009109 1166 114313 SH DEFINED 1,3,4 114313
NVO-NORDISK A/S COM 670100205 145 4195 SH DEFINED 1,3,4 4195
NSTAR COM 67019E107 611 13408 SH DEFINED 1,3,4 13408
NUCOR CORP. COM 670346105 2142 43813 SH DEFINED 1,3,4 43813
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OCCIDENTAL PETROLEUM CORP. COM 674599105 40843 1217518 SH DEFINED 1,3,4 1217518
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OCTEL CORP. COM. COM 675727101 931 67013 SH DEFINED 1,3,4 67013
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OHIO CASUALTY CORP. COM 677240103 200 15381 SH DEFINED 1,3,4 15381
LUKOIL HOLDING COM 677862104 3261 41236 SH DEFINED 1,3,4 41236
OLD REPUBLIC INTL, CORP. COM 680223104 31494 919136 SH DEFINED 1,3,4 919136
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OMNICARE, INC. COM 681904108 859 25362 SH DEFINED 1,3,4 25362
OMNICOM COM 681919106 7577 105674 SH DEFINED 1,3,4 105674
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ONEOK, INC. COM 682680103 11256 573416 SH DEFINED 1,3,4 573416
VYMPEL COM COM 68370R109 48 1030 SH DEFINED 1,3,4 1030
OPEN TEXT CORP. COM 683715106 3421 121173 SH DEFINED 1,3,4 121173
ORACLE CORP. COM 68389X105 36550 3040693 SH DEFINED 1,3,4 3040693
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ORTHODONTIC CENTERS OF AMER COM 68750P103 2257 281785 SH DEFINED 1,3,4 281785
OSHKOSH B'GOSH, INC.-CL A COM 688222207 253 9397 SH DEFINED 1,3,4 9397
OSHKOSH TRUCK CORP. COM 688239201 4232 71270 SH DEFINED 1,3,4 71270
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OVERLAND STORAGE, INC. COM 690310107 853 41980 SH DEFINED 1,3,4 41980
OVERSEAS SHIPHOLDING GROUP COM 690368105 192 8723 SH DEFINED 1,3,4 8723
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OWENS & MINOR, INC. COM 690732102 3387 151669 SH DEFINED 1,3,4 151669
OXFORD HEALTH PLANS, INC. COM 691471106 1818 43250 SH DEFINED 1,3,4 43250
OXFORD INDUSTRIES, INC. COM 691497309 259 6262 SH DEFINED 1,3,4 6262
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P G & E CORP. COM 69331C108 5374 254242 SH DEFINED 1,3,4 254242
PFF BANCORP INC. COM 69331W104 3503 90617 SH DEFINED 1,3,4 90617
P.F. CHANGS CHINA BISTRO INC COM 69333Y108 986 20025 SH DEFINED 1,3,4 20025
PLX TECHNOLOGY, INC. COM 693417107 58 14701 SH DEFINED 1,3,4 14701
PMA CAPITAL CORP. COM 693419202 11732 933340 SH DEFINED 1,3,4 933340
PMC-SIERRA, INC. COM 69344F106 8475 722664 SH DEFINED 1,3,4 722664
PMI GROUP, INC. COM 69344M101 604 22486 SH DEFINED 1,3,4 22486
PNC BANK CORP. COM 693475105 7738 158606 SH DEFINED 1,3,4 158606
POSCO COM 693483109 11518 439818 SH DEFINED 1,3,4 439818
PNM RESOURCES INC. COM 69349H107 265 9891 SH DEFINED 1,3,4 9891
PPG INDUSTRIES, INC. COM 693506107 4821 95066 SH DEFINED 1,3,4 95066
PPL CORP., INC. COM 69351T106 32142 747386 SH DEFINED 1,3,4 747386
PRG-SCHULTZ INTERNATIONAL INC. COM 69357C107 286 49048 SH DEFINED 1,3,4 49048
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PACCAR, INC. COM 693718108 31826 471064.00SH DEFINED 1,3,4 471064
PACIFIC CAPITAL BANCORP COM 69404P101 8032 229221 SH DEFINED 1,3,4 229221
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 2905 120610 SH DEFINED 1,3,4 120610
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PACKAGING CORP OF AMERICA COM 695156109 490 26465 SH DEFINED 1,3,4 26465
PACKETEER, INC. COM 695210104 4707 302272 SH DEFINED 1,3,4 302272
PACTIV CORP. COM 695257105 12486 633178 SH DEFINED 1,3,4 633178
PALL CORP. COM 696429307 1550 68971 SH DEFINED 1,3,4 68971
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PAN PACIFIC RETAIL PPTYS INC COM 69806L104 9826 249800 SH DEFINED 2,3,4 249800
PANERA BREAD, CO. COM 69840W108 939 23459 SH DEFINED 1,3,4 23459
PAPA JOHNS INTERNATIONAL, INC. COM 698813102 4254 151700 SH DEFINED 1,3,4 151700
PARADYNE NETWORKS, INC. COM 69911G107 680 377000 SH DEFINED 1,3,4 377000
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PAREXEL INTERNATIONAL, CORP. COM 699462107 288 20308 SH DEFINED 1,3,4 20308
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PHILLIPS-VAN HEUSEN COM 718592108 328 24016 SH DEFINED 1,3,4 24016
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PRIME HOSPITALITY CORP. COM 741917108 234 35426 SH DEFINED 1,3,4 35426
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PROLOGIS COM 743410102 11409 417730 SH DEFINED 2,3,4 417730
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R.H. DONNELLEY CORP. COM 74955W307 3348 91790 SH DEFINED 1,3,4 91790
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RANGE RESOURCES CORP COM 75281A109 2557 407332 SH DEFINED 1,3,4 407332
RARE HOSPITALITY INTL., INC COM 753820109 6007 183671 SH DEFINED 1,3,4 183671
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REEBOK INTERNATL., LTD. COM 758110100 9755 289988 SH DEFINED 1,3,4 289988
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RELIANCE STEEL & ALUMINUM CO. COM 759509102 516 25157 SH DEFINED 1,3,4 25157
RELIANT RESOURCES, INC. COM 75952B105 4 511 SH DEFINED 1,3,4 511
REMINGTON OIL & GAS CORP. - CL COM 759594302 386 20954 SH DEFINED 1,3,4 20954
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RENTOKIL INITIAL PLC COM 760125104 66 4200 SH DEFINED 1,3,4 4200
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RESMED INC. COM 761152107 1034 26314 SH DEFINED 1,3,4 26314
RESPIRONICS, INC. COM 761230101 8819 234874 SH DEFINED 1,3,4 234874
RETEK, INC. COM 76128Q109 86 13613 SH DEFINED 1,3,4 13613
REX STORES CORP. COM 761624105 890 73514 SH DEFINED 1,3,4 73514
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RIO TINTO PLC COM 767204100 143 1870 SH DEFINED 1,3,4 1870
ROADWAY CORP. COM 769742107 2942 102985 SH DEFINED 1,3,4 102985
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ROCK-TENN CO. COM 772739207 461 27328 SH DEFINED 1,3,4 27328
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ROTO-ROOTER INC. COM 778787101 298 7780 SH DEFINED 1,3,4 7780
ROWAN COS., INC. COM 779382100 1173 52449 SH DEFINED 1,3,4 52449
ROXIO, INC. COM 780008108 143 21649 SH DEFINED 1,3,4 21649
ROYAL DUTCH PETROLEUM CO. COM 780257804 213 4575 SH DEFINED 1,3,4 4575
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RUDDICK CORP. COM 781258108 181 11729 SH DEFINED 1,3,4 11729
RUDOLPH TECHNOLOGIES INC COM 781270103 206 12962 SH DEFINED 1,3,4 12962
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RUSSELL CORP. COM 782352108 1588 83491 SH DEFINED 1,3,4 83491
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SARA LEE CORP. COM 803111103 9288 494056 SH DEFINED 1,3,4 494056
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SCHLUMBERGER, LTD. COM 806857108 15545 326843 SH DEFINED 1,3,4 326843
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SCIENTIFIC GAMES CORP. COM 80874P109 6259 665605 SH DEFINED 1,3,4 665605
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SERVICEMASTER COMPANY COM 81760N109 12383 1157445 SH DEFINED 1,3,4 1157445
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SHELL TRANSPORT & TRADING-ADR COM 822703609 240 6006 SH DEFINED 1,3,4 6006
SHERWIN-WILLIAMS CO., THE COM 824348106 6531 243141 SH DEFINED 1,3,4 243141
SHOE CARNIVAL, INC. COM 824889109 762 51737 SH DEFINED 1,3,4 51737
SHOPKO STORES, INC. COM 824911101 300 23038 SH DEFINED 1,3,4 23038
SHUFFLE MASTER, INC. COM 825549108 4320 146961 SH DEFINED 1,3,4 146961
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SICOR, INC. COM 825846108 605 29776 SH DEFINED 1,3,4 29776
SIEBEL SYSTEMS, INC. COM 826170102 7657 802578 SH DEFINED 1,3,4 802578
SIEMENS AG COM 826197501 124 2550 SH DEFINED 1,3,4 2550
SIERRA HEALTH SERVICES, INC. COM 826322109 11142 557142 SH DEFINED 1,3,4 557142
SIERRA PACIFIC RESOURCES COM 826428104 176 29621 SH DEFINED 1,3,4 29621
SIGMA-ALDRICH CORP. COM 826552101 27970 516270 SH DEFINED 1,3,4 516270
SILICON LABORATORIES, INC. COM 826919102 3181 119363 SH DEFINED 1,3,4 119363
SILGAN HOLDINGS INC. COM 827048109 7303 233516 SH DEFINED 1,3,4 233516
SILICON VY BANCSHARES COM 827064106 236 9813 SH DEFINED 1,3,4 9813
SIMON PROPERTY GROUP, INC. COM 828806109 15097 386800 SH DEFINED 2,3,4 386800
SIMON PROPERTY GROUP, INC. COM 828806109 26524 679421 SH DEFINED 1,3,4 679421
SIMPSON MANUFACTURING INC COM 829073105 2698 73890 SH DEFINED 1,3,4 73890
SINCLAIR BROADCAST GROUP - A COM 829226109 952 82000 SH DEFINED 1,3,4 82000
SIX FLAGS INC,. COM 83001P109 159 23418 SH DEFINED 1,3,4 23418
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SKYLINE CORP. COM 830830105 198 6644 SH DEFINED 1,3,4 6644
SKYWEST INC. COM 830879102 869 45653 SH DEFINED 1,3,4 45653
SKYWORKS SOLUTIONS, INC. COM 83088M102 742 109799 SH DEFINED 1,3,4 109799
SMITH (A.O.) CORPORATION COM 831865209 7860 279227 SH DEFINED 1,3,4 279227
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SMITHFIELD FOODS INC. COM 832248108 3446 150372 SH DEFINED 1,3,4 150372
SMUCKER (JM) CO. COM 832696405 500 12582 SH DEFINED 1,3,4 12582
SNAP-ON TOOLS, INC. COM 833034101 939 32504 SH DEFINED 1,3,4 32504
SOLA INTL INC. COM 834092108 339 19477 SH DEFINED 1,3,4 19477
SOLECTRON CORP. COM 834182107 1742 464754 SH DEFINED 1,3,4 464754
SONIC CORP. COM 835451105 782 30647 SH DEFINED 1,3,4 30647
SONOCO PRODUCTS CO. COM 835495102 588 24444 SH DEFINED 1,3,4 24444
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SONUS NETWORKS, INC. COM 835916107 1283 254980 SH DEFINED 1,3,4 254980
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SOUTH FINANCIAL GROUP, INC. COM 837841105 13350 572525 SH DEFINED 1,3,4 572525
SOUTHERN CO. COM 842587107 13214 424140 SH DEFINED 1,3,4 424140
SOUTHERN UNION COMPANY COM 844030106 11186 660418 SH DEFINED 1,3,4 660418
SOUTHTRUST CORP. COM 844730101 15519 570687 SH DEFINED 1,3,4 570687
SOUTHWEST AIRLINES CO. COM 844741108 7509 436658 SH DEFINED 1,3,4 436658
SOUTHWEST BANCORP OF TEXAS COM 84476R109 872 26898 SH DEFINED 1,3,4 26898
SOUTHWEST GAS CO. COM 844895102 560 26650 SH DEFINED 1,3,4 26650
SOUTHWESTERN ENERGY CO COM 845467109 2253 150239 SH DEFINED 1,3,4 150239
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SPHERION CORPORATION. COM 848420105 327 46955 SH DEFINED 1,3,4 46955
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SPRINT CORP. (FON GROUP) COM 852061100 7259 503948 SH DEFINED 1,3,4 503948
SPRINT CORP. (PCS GROUP) COM 852061506 3913 680532 SH DEFINED 1,3,4 680532
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STANDARD REGISTER CO., THE COM 853887107 369 22372 SH DEFINED 1,3,4 22372
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STATOIL ASA COM 85771P102 257 29900 SH DEFINED 1,3,4 29900
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SYMANTEC CORP. COM 871503108 31256 712695 SH DEFINED 1,3,4 712695
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TEVA PHARMACEUTICAL INDS LTD COM 881624209 20717 363931 SH DEFINED 1,3,4 363931
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THERMO ELECTRON CORP. COM 883556102 5725 272273 SH DEFINED 1,3,4 272273
THOMAS & BETTS CORP. COM 884315102 872 60925 SH DEFINED 1,3,4 60925
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TORCHMARK CORP. COM 891027104 10465 280938 SH DEFINED 1,3,4 280938
TORO CO. COM 891092108 8929 224662 SH DEFINED 1,3,4 224662
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TPG NV COM 892339102 67 3950 SH DEFINED 1,3,4 3950
TRACTOR SUPPLY COMPANY COM 892356106 3383 70891 SH DEFINED 1,3,4 70891
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TRIBUNE CO. COM 896047107 27315 565595 SH DEFINED 1,3,4 565595
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TRINITY INDUSTRIES, INC. COM 896522109 216 11621 SH DEFINED 1,3,4 11621
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TRIUMPH GROUP, INC. COM 896818101 355 12555 SH DEFINED 1,3,4 12555
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VISTEON CORP. COM 92839U107 490 73329.997SH DEFINED 1,3,4 73329.9975
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VULCAN MATERIALS CO. COM 929160109 10399 280512 SH DEFINED 1,3,4 280512
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