UNITED STATES
                        SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C.  20549

                                    FORM 13F

                               FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: December 31, 2002
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
                                  [ ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:    Principal Financial Group, Inc.
Address: 711 High Street
         Des Moines, IA  50392

13F File Number:  28-10106

The institutional investment manager filing this report and the  person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:   Michael Roughton
Title:  Vice-President
Phone:  515-248-3842
Signature, Place, and Date of Signing:

    Michael Roughton        Des Moines, Iowa       February 14, 2002

Report Type (Check only one.):

[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.

I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
                              FORM 13F SUMMARY PAGE

                                 Report Summary:

Number of Other Included Managers:       4
Form 13F Information Table Entry Total:  2021
Form 13F Information Table Value Total:  $11646497  (X$1000)

List of Other Included Managers:

 No.  13F File Number    Name

 01   28-1549            Principal Global Investors
 02                      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 AUTHORIRTY
       NAME OF ISSUER          TITLE OF CLASS     CUSIP   (X$1000) PRN AMT  PRN CALL DSCRETN   MANAGERS     SOLE    SHARED    NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR CORP.                      COM              000361105      102    20051 SH       DEFINED 1,3,4           20051
ADC COMMUNICATIONS, INC.       COM              000886101     1197   577388 SH       DEFINED 1,3,4          577388
ABN-AMRO HOLDINGS              COM              000937102      158     9807 SH       DEFINED 1,3,4            9807
ABM INDUSTRIES, INC.           COM              000957100      479    31032 SH       DEFINED 1,3,4           31032
AFLAC, INC.                    COM              001055102    20762   689415 SH       DEFINED 1,3,4          689415
AGCO CORP.                     COM              001084102     6735   304691 SH       DEFINED 1,3,4          304691
AGL RESOURCES IN               COM              001204106     6368   262086 SH       DEFINED 1,3,4          262086
AES CORP.                      COM              00130H105      854   286262 SH       DEFINED 1,3,4          286262
AK STEEL HOLDING CORP.         COM              001547108     1510   188862 SH       DEFINED 1,3,4          188862
AMB PROPERTY CORP.             COM              00163T109    18597   679580 SH       DEFINED 1,3,4          679580
AMB PROPERTY CORP.             COM              00163T109     3256   119000 SH       DEFINED 2,3,4          119000
AMN HEALTHCARE SERVICES, INC.  COM              001744101     3881   229555 SH       DEFINED 1,3,4          229555
AMR CORP.                      COM              001765106      532    82165 SH       DEFINED 1,3,4           82165
AOL TIME WARNER                COM              00184A105    31304  2390146 SH       DEFINED 1,3,4         2390146
AT&T CORP.                     COM              001957505    11293   432742 SH       DEFINED 1,3,4          432742
ATMI, INC.                     COM              00207R101      360    19291 SH       DEFINED 1,3,4           19291
AT&T WIRELESS GROUP            COM              00209A106     8525  1507376 SH       DEFINED 1,3,4         1507376
AAIPHARMA, INC.                COM              00252W104     1938   138200 SH       DEFINED 1,3,4          138200
AARON RENTS INC.               COM              002535201      299    13671 SH       DEFINED 1,3,4           13671
ABBOTT LABORATORIES            COM              002824100    33988   849619 SH       DEFINED 1,3,4          849619
ABERCROMBIE & FITCH CO.        COM              002896207     5124   250472 SH       DEFINED 1,3,4          250472
ABGENIX, INC.                  COM              00339B107      833   112920 SH       DEFINED 1,3,4          112920
ACCOR S.A.                     COM              00435F101      202    13348 SH       DEFINED 1,3,4           13348
ACCREDO HEALTH, INC.           COM              00437V104     1052    29822 SH       DEFINED 1,3,4           29822
ACTIVISION, INC.               COM              004930202     1374    94257 SH       DEFINED 1,3,4           94257
ACTION PERFORMANCE COS INC     COM              004933107     9809   516284 SH       DEFINED 1,3,4          516284
ACTEL CORP.                    COM              004934105      247    15194 SH       DEFINED 1,3,4           15194
ACUITY BRANDS INC.             COM              00508Y102     4498   332289 SH       DEFINED 1,3,4          332289
ACXIOM CORP.                   COM              005125109    12177   791913 SH       DEFINED 1,3,4          791913
CARDSYSTEMS SOLUTIONS, INC.    COM              006247$$T      334   667000 SH       DEFINED 3,4            667000
ADAPTEC, INC.                  COM              00651F108      383    67503 SH       DEFINED 1,3,4           67503
ADECCO                         COM              006754105      152    16011 SH       DEFINED 1,3,4           16011
ADMINISTAFF, INC.              COM              007094105      103    17554 SH       DEFINED 1,3,4           17554
ADOBE SYSTEMS, INC.            COM              00724F101     3104   124632 SH       DEFINED 1,3,4          124632
ADTRAN INC.                    COM              00738A106      252     7702 SH       DEFINED 1,3,4            7702
ADVANCED MARKETING SERVICES    COM              00753T105      173    11941 SH       DEFINED 1,3,4           11941
ADVANCED FIBRE COMMUNICATION   COM              00754A105      287    17388 SH       DEFINED 1,3,4           17388
ADVANCED SEMICONDUCTOR         COM              00756M404        0        1 SH       DEFINED 1,3,4               1
ADVO, INC.                     COM              007585102      410    12578 SH       DEFINED 1,3,4           12578
ADVISORY BOARD CO.             COM              00762W107     3646   121970 SH       DEFINED 1,3,4          121970
ADVANCED MEDICAL OPTICS        COM              00763M108      215    18147 SH       DEFINED 1,3,4           18147
AEROFLEX INC.                  COM              007768104      261    37809 SH       DEFINED 1,3,4           37809
AEROPOSTALE, INC.              COM              007865108     5003   473400 SH       DEFINED 1,3,4          473400
ADVANCED MICRO DEVICES         COM              007903107     4379   678163 SH       DEFINED 1,3,4          678163
ADVANCE PCS                    COM              00790K109      843    38037 SH       DEFINED 1,3,4           38037
ADVANCED ENERGY INDUSTRIES     COM              007973100      258    20208 SH       DEFINED 1,3,4           20208
ADVENT SOFTWARE INC            COM              007974108       90     6764 SH       DEFINED 1,3,4            6764
AETNA INC- NEW                 COM              00817Y108    17591   427888 SH       DEFINED 1,3,4          427888
AFFILIATED COMP SVCS -CLA      COM              008190100     2821    53612 SH       DEFINED 1,3,4           53612
AFFILIATED MANAGERS GROUP, INC COM              008252108     4198    83350 SH       DEFINED 1,3,4           83350
AFFYMETRIX, INC.               COM              00826T108      564    24630 SH       DEFINED 1,3,4           24630
AFTERMARKET TECHNOLOGY CORP.   COM              008318107     1330    91770 SH       DEFINED 1,3,4           91770
AGERE SYSTEMS, INC.            COM              00845V100        0       78 SH       DEFINED 1,3,4              78
AGILENT TECHNOLOGIES INC       COM              00846U101     4981   277265 SH       DEFINED 1,3,4          277265
AGRIUM, INC.                   COM              008916108     1169   103280 SH       DEFINED 1,3,4          103280
AIR PRODUCTS & CHEMICALS, INC. COM              009158106     5113   119640 SH       DEFINED 1,3,4          119640
AIRBORNE INC.                  COM              009269101      146    10017 SH       DEFINED 1,3,4           10017
AIRGAS INC.                    COM              009363102     7193   417179 SH       DEFINED 1,3,4          417179
ALASKA AIRGROUP INC.           COM              011659109      118     5492 SH       DEFINED 1,3,4            5492
ALBANY INTL CORP. -CLA         COM              012348108     6435   311693 SH       DEFINED 1,3,4          311693
ALBANY MOLECULAR RESEARCH      COM              012423109     7384   499260 SH       DEFINED 1,3,4          499260
ALBEMARLE CORP.                COM              012653101     4828   169723 SH       DEFINED 1,3,4          169723
ALBERTO-CULVER CO.             COM              013068101    14002   277697 SH       DEFINED 1,3,4          277697
ALBERTSONS, INC.               COM              013104104     4453   199790 SH       DEFINED 1,3,4          199790
ALCAN, INC.                    COM              013716105       20      669 SH       DEFINED 1,3,4             669
ALCOA, INC.                    COM              013817101    10129   444834 SH       DEFINED 1,3,4          444834
ALEXANDER & BALDWIN INC.       COM              014482103      221     8524 SH       DEFINED 1,3,4            8524
ALEXANDRIA REAL EST EQUITIES   COM              015271109     2945    69100 SH       DEFINED 2,3,4           69100
ALLEGHENY ENERGY               COM              017361106      497    66148 SH       DEFINED 1,3,4           66148
ALLEGHENY TECHNOLOGIES, INC.   COM              01741R102      250    42275 SH       DEFINED 1,3,4           42275
ALLEN TELECOM, INC.            COM              018091108      179    19230 SH       DEFINED 1,3,4           19230
ALLERGAN, INC.                 COM              018490102     5268    91460 SH       DEFINED 1,3,4           91460
ALLETE                         COM              018522102      401    17678 SH       DEFINED 1,3,4           17678
ALLIANCE DATA SYSTEMS CORP.    COM              018581108      971    54910 SH       DEFINED 1,3,4           54910
ALLIANCE SEMICONDUCTOR CORP.   COM              01877H100       90    22743 SH       DEFINED 1,3,4           22743
ALLIANT CORP.                  COM              018802108      317    18969 SH       DEFINED 1,3,4           18969
ALLIANT TECHSYSTEMS, INC.      COM              018804104    31514   505466 SH       DEFINED 1,3,4          505466
ALLIED DOMECQ PLC              COM              019121201      158     6000 SH       DEFINED 1,3,4            6000
ALLIED IRISH BANKS             COM              019228402      282    10500 SH       DEFINED 1,3,4           10500
ALLIED WASTE INDUSTRIES, INC.  COM              019589308     3397   339891 SH       DEFINED 1,3,4          339891
ALLMERICA FINANCIAL CORP.      COM              019754100      113    10944 SH       DEFINED 1,3,4           10944
ALLSTATE CORP.                 COM              020002101    35964   972168 SH       DEFINED 1,3,4          972168
ALLTEL CORP.                   COM              020039103    28717   563072 SH       DEFINED 1,3,4          563072
ALPHARMA INC. - CL A           COM              020813101      385    32328 SH       DEFINED 1,3,4           32328
ALTERA CORP.                   COM              021441100     2485   201411 SH       DEFINED 1,3,4          201411
ALUMINA, LTD.                  COM              022205108       46     4200 SH       DEFINED 1,3,4            4200
CORPORATE SERVICES GROUP PLC ( COM              022516000       22   165174 SH       DEFINED 3,4            165174
ARRIVA PLC                     COM              023034600      620   140924 SH       DEFINED 3,4            140924
AMBAC FINANCIAL GP             COM              023139108    26814   476851 SH       DEFINED 1,3,4          476851
AMERADA HESS CORP.             COM              023551104     2592    47105 SH       DEFINED 1,3,4           47105
AMEREN CORP.                   COM              023608102    24593   591587 SH       DEFINED 1,3,4          591587
AMERICA MOVIL - SERIES L       COM              02364W105    17407  1212270 SH       DEFINED 1,3,4         1212270
AMERICAN AXLE & MFG HOLDINGS   COM              024061103     8506   363281 SH       DEFINED 1,3,4          363281
AM CAP STRATEGIES LTD.         COM              024937104     7628   353380 SH       DEFINED 1,3,4          353380
AMERICAN DISTRIBUTORS PLC      COM              02540*111        0  2483352 SH       DEFINED 3,4           2483352
AMERICAN ELECTRIC POWER CO., I COM              025537101     4882   178361 SH       DEFINED 1,3,4          178361
AMERICAN EAGLE OUTFITTERS      COM              02553E106     1511   109701 SH       DEFINED 1,3,4          109701
AMERICAN EXPRESS CO.           COM              025816109    25452   719961 SH       DEFINED 1,3,4          719961
AMERICAN FINL GROUP INC.       COM              025932104      329    14290 SH       DEFINED 1,3,4           14290
AMERICAN FINANCIAL HOLDINGS    COM              026075101     3012   100911 SH       DEFINED 1,3,4          100911
AMERICAN GREETINGS CORP.       COM              026375105     3891   246663 SH       DEFINED 1,3,4          246663
AMERICAN HOME MTG. HOLDINGS, I COM              02660M108     3342   303695 SH       DEFINED 1,3,4          303695
AMERICAN INTERNATIONAL GROUP,  COM              026874107   116887  2020533 SH       DEFINED 1,3,4         2020533
AMERICAN ITALIAN PASTA CO.     COM              027070101     4546   126404 SH       DEFINED 1,3,4          126404
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103      318    26585 SH       DEFINED 1,3,4           26585
AMERICAN MEDICAL SYS HLDGS     COM              02744M108     3594   221753 SH       DEFINED 1,3,4          221753
AMERICAN POWER CONVERSION CORP COM              029066107    11750   775585 SH       DEFINED 1,3,4          775585
AMEM STANDARD CO INC.          COM              029712106    19665   276530 SH       DEFINED 1,3,4          276530
AMERICAN STATES WATER CO.      COM              029899101      223     9548 SH       DEFINED 1,3,4            9548
AMERICAN WATER WORKS INC       COM              030411102     7376   162223 SH       DEFINED 1,3,4          162223
AMERICAN WOODMARK CORP         COM              030506109     1110    23350 SH       DEFINED 1,3,4           23350
AMERICREDIT CORP.              COM              03060R101      240    31627 SH       DEFINED 1,3,4           31627
AMERISTAR CASINOS, INC.        COM              03070Q101     4033   285980 SH       DEFINED 1,3,4          285980
AMERIPATH, INC.                COM              03071D109      415    19302 SH       DEFINED 1,3,4           19302
AMERUS LIFE GROUP.             COM              03072M108      227     8070 SH       DEFINED 1,3,4            8070
AMERISOURCEBERGEN CORP         COM              03073E105    23845   439041 SH       DEFINED 1,3,4          439041
AMERIGROUP CORP. COM           COM              03073T102      390    12861 SH       DEFINED 1,3,4           12861
AMETEK INC.                    COM              031100100      264     6834 SH       DEFINED 1,3,4            6834
AMGEN                          COM              031162100    33643   696092 SH       DEFINED 1,3,4          696092
AMKOR TECHNOLOGY INC.          COM              031652100     1855   389790 SH       DEFINED 1,3,4          389790
AMSOUTH BANCORPORATION         COM              032165102     4069   212271 SH       DEFINED 1,3,4          212271
AMSURG CORP.                   COM              03232P405      264    12934 SH       DEFINED 1,3,4           12934
ANADARKO PETROLEUN CORP.       COM              032511107    12567   262471 SH       DEFINED 1,3,4          262471
ANALOG DEVICES                 COM              032654105     4591   192516 SH       DEFINED 1,3,4          192516
ANALOGIC CORP.                 COM              032657207     2957    58846 SH       DEFINED 1,3,4           58846
ANANLYSTS INT'L CORP.          COM              032681108       31    15235 SH       DEFINED 1,3,4           15235
ANCHOR BANCORP, INC./WI        COM              032839102     2411   116165 SH       DEFINED 1,3,4          116165
ANDREW CORP.                   COM              034425108      518    51429 SH       DEFINED 1,3,4           51429
ANGELICA CORP.                 COM              034663104      112     5478 SH       DEFINED 1,3,4            5478
ANGLO AMERICAN PLC             COM              03485P102      121     8200 SH       DEFINED 1,3,4            8200
ANHEUSER-BUSCH COS., INC.      COM              035229103    33833   699188 SH       DEFINED 1,3,4          699188
ANIXTER INT'L, INC.            COM              035290105     1415    60909 SH       DEFINED 1,3,4           60909
ANNALY MORTGAGE MANAGEMENT     COM              035710409    11668   620540 SH       DEFINED 1,3,4          620540
ANNTAYLOR STORES CORP.         COM              036115103     2326   114036 SH       DEFINED 1,3,4          114036
ANSYS INC.                     COM              03662Q105      183     9190 SH       DEFINED 1,3,4            9190
ANTHEM, INC.                   COM              03674B104    16391   260588 SH       DEFINED 1,3,4          260588
ANTEON INTERNATIONAL CORP.     COM              03674E108     5612   233740 SH       DEFINED 1,3,4          233740
ANWORTH MORTGAGE ASST CORP.    COM              037347101     3104   246970 SH       DEFINED 1,3,4          246970
AON CORP.                      COM              037389103     3080   162878 SH       DEFINED 1,3,4          162878
APACHE CORP.                   COM              037411105    43299   759932 SH       DEFINED 1,3,4          759932
APARTMENT INVESTMENT & MANAGEM COM              03748R101     3020    80600 SH       DEFINED 2,3,4           80600
APOGEE ENTERPRISES, INC.       COM              037598109      157    17413 SH       DEFINED 1,3,4           17413
APOLLO GROUP INC.              COM              037604105     5032   114320 SH       DEFINED 1,3,4          114320
APOGENT TECHNOLOGIES, INC.     COM              03760A101      460    22126 SH       DEFINED 1,3,4           22126
APPLE COMPUTER, INC.           COM              037833100     2707   188784 SH       DEFINED 1,3,4          188784
APPLEBEES INT'L, INC.          COM              037899101     2027    87514 SH       DEFINED 1,3,4           87514
APRIA HEALTHCARE GROUP INC     COM              037933108     9223   414708 SH       DEFINED 1,3,4          414708
APPLERA CORP-APPLIED BIOSYSTEM COM              038020103     1928   110051 SH       DEFINED 1,3,4          110051
APPLICA INCORPORATED           COM              03815A106       76    14775 SH       DEFINED 1,3,4           14775
APPLIED FILMS CORP.            COM              038197109     1171    58490 SH       DEFINED 1,3,4           58490
APPLIED INDUSTRIAL TECH, INC.  COM              03820C105      226    12026 SH       DEFINED 1,3,4           12026
APPLIED MATERIALS, INC.        COM              038222105    26720  2049929 SH       DEFINED 1,3,4         2049929
APPLIED MICRO CIRCUITS CORP.   COM              03822W109     9579  2596790 SH       DEFINED 1,3,4         2596790
APTARGROUP, INC.               COM              038336103      707    22622 SH       DEFINED 1,3,4           22622
AQUILA, INC.                   COM              03840P102       68    37575 SH       DEFINED 1,3,4           37575
ARACRUZ CLEULOSE SA            COM              038496204     1794    96445 SH       DEFINED 1,3,4           96445
ARBITRON, INC.                 COM              03875Q108    22223   663448 SH       DEFINED 1,3,4          663448
ARCH CHEMICALS, INC.           COM              03937R102      260    14103 SH       DEFINED 1,3,4           14103
ARCH COAL, INC.                COM              039380100     5824   269866 SH       DEFINED 1,3,4          269866
ARCHER-DANIELS-MIDLAND CO.     COM              039483102     4229   341373 SH       DEFINED 1,3,4          341373
ARCHSTONE-SMITH TRUST          COM              039583109     1131    48045 SH       DEFINED 2,3,4           48045
ARCTIC CAT, INC.               COM              039670104      223    13922 SH       DEFINED 1,3,4           13922
ARGOSY GAMING COMPANY          COM              040228108     1152    60824 SH       DEFINED 1,3,4           60824
ARKANSAS BEST CORP.            COM              040790107     1314    50577 SH       DEFINED 1,3,4           50577
ARMOR HOLDINGS, INC.           COM              042260109      258    18545 SH       DEFINED 1,3,4           18545
ARQULE, INC.                   COM              04269E107       35    13452 SH       DEFINED 1,3,4           13452
ARRIS GROUP, INC.              COM              04269Q100     2370   663950 SH       DEFINED 1,3,4          663950
ARROW ELECTRONICS INC.         COM              042735100      261    20668 SH       DEFINED 1,3,4           20668
ARTESYN TECHNOLOGIES, INC.     COM              043127109       92    24165 SH       DEFINED 1,3,4           24165
ARTHROCARE CORP.               COM              043136100      127    13188 SH       DEFINED 1,3,4           13188
ARVINMERITOR, INC.             COM              043353101      236    14055 SH       DEFINED 1,3,4           14055
ASCENTIAL SOFTWARE CORP.       COM              04362P108      121    49897 SH       DEFINED 1,3,4           49897
ASHLAND, INC.                  COM              044204105     1024    35985 SH       DEFINED 1,3,4           35985
ASHWORTH, INC.                 COM              04516H101       54     8373 SH       DEFINED 1,3,4            8373
ASSOCIATED BANC-CORP.          COM              045487105      520    15427 SH       DEFINED 1,3,4           15427
ASTEC INDUSTRIES, INC.         COM              046224101      122    12388 SH       DEFINED 1,3,4           12388
ASTORIA FINL CORP.             COM              046265104      489    18012 SH       DEFINED 1,3,4           18012
ASTROPOWER, INC.               COM              04644A101      111    13754 SH       DEFINED 1,3,4           13754
JARVIS HOTELS PLC              COM              047618400     3228  1891752 SH       DEFINED 3,4           1891752
ATLANTIC COAST AIRLINES HOLDIN COM              048396105     4675   388484 SH       DEFINED 1,3,4          388484
ATMEL CORP.                    COM              049513104      213    96331 SH       DEFINED 1,3,4           96331
ATMOS ENERGY CORP.             COM              049560105      659    28273 SH       DEFINED 1,3,4           28273
ATWOOD OCEANICS INC.           COM              050095108      265     8716 SH       DEFINED 1,3,4            8716
AUDIOVOX CORP.                 COM              050757103      148    14406 SH       DEFINED 1,3,4           14406
AUTODESK, INC.                 COM              052769106      844    59179 SH       DEFINED 1,3,4           59179
AUTOMATIC DATA PROCESSING, INC COM              053015103    34474   878345 SH       DEFINED 1,3,4          878345
AUTONATION INC.                COM              05329W102    12223   973050 SH       DEFINED 1,3,4          973050
AUTOZONE, INC.                 COM              053332102     4481    63467 SH       DEFINED 1,3,4           63467
AVAYA, INC.                    COM              053499109      454   189931 SH       DEFINED 1,3,4          189931
AVENTIS                        COM              053561106      244     4519 SH       DEFINED 1,3,4            4519
AVERY DENNISON CORP.           COM              053611109     3544    57962 SH       DEFINED 1,3,4           57962
AVIALL, INC.                   COM              05366B102     5362   666180 SH       DEFINED 1,3,4          666180
AVID TECHNOLOGY, INC.          COM              05367P100      382    16702 SH       DEFINED 1,3,4           16702
AVISTA CORP.                   COM              05379B107      351    30192 SH       DEFINED 1,3,4           30192
AVNET, INC.                    COM              053807103      269    24705 SH       DEFINED 1,3,4           24705
AVOCENT CORPORATION.           COM              053893103      208     9325 SH       DEFINED 1,3,4            9325
AVON PRODUCTS, INC.            COM              054303102     6684   124125 SH       DEFINED 1,3,4          124125
AWARE INC/MASS                 COM              05453N100       30    14283 SH       DEFINED 1,3,4           14283
AXCELIS TECHNOLOGIES, INC.     COM              054540109      346    61868 SH       DEFINED 1,3,4           61868
AZTAR CORP.                    COM              054802103     1407    98579 SH       DEFINED 1,3,4           98579
BB&T CORP.                     COM              054937107     9336   252417 SH       DEFINED 1,3,4          252417
BEI TECHNOLOGIES, INC.         COM              05538P104      102     9072 SH       DEFINED 1,3,4            9072
BHP BILLITON PLC               COM              05545E209      344    32029 SH       DEFINED 1,3,4           32029
BISYS GROUP, INC.              COM              055472104      396    24883 SH       DEFINED 1,3,4           24883
BJ SERVICES CO.                COM              055482103    13032   403446 SH       DEFINED 1,3,4          403446
BJS WHOLESALE CLUB INC.        COM              05548J106      265    14494 SH       DEFINED 1,3,4           14494
BNP PARIBAS - SPONSORED ADR    COM              05565A202      273    13400 SH       DEFINED 1,3,4           13400
BMC SOFTWARE, INC.             COM              055921100     4712   275195 SH       DEFINED 1,3,4          275195
BAKER HUGHES, INC.             COM              057224107     5700   177060 SH       DEFINED 1,3,4          177060
BALDOR ELECTRIC CO.            COM              057741100      424    21490 SH       DEFINED 1,3,4           21490
BALL CORP.                     COM              058498106    15175   296395 SH       DEFINED 1,3,4          296395
BALLY TOTAL FITNESS HOLDINGS   COM              05873K108      144    20880 SH       DEFINED 1,3,4           20880
BANCORPSOUTH, INC.             COM              059692103     6242   321439 SH       DEFINED 1,3,4          321439
BANDAG INC.                    COM              059815100      153     3960 SH       DEFINED 1,3,4            3960
BANK OF AMERICA CORP.          COM              060505104   107134  1539849 SH       DEFINED 1,3,4         1539849
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      407    13411 SH       DEFINED 1,3,4           13411
BANK OF NEW YORK               COM              064057102     9177   382898 SH       DEFINED 1,3,4          382898
BANK ONE CORP.                 COM              06423A103    34052   931840 SH       DEFINED 1,3,4          931840
BANKATLANTIC BANCORP           COM              065908501     2553   270000 SH       DEFINED 1,3,4          270000
BANKNORTH GROUP, INC.          COM              06646R107    11418   505087 SH       DEFINED 1,3,4          505087
BANTA CORP.                    COM              066821109      164     5240 SH       DEFINED 1,3,4            5240
BARD (C.R.), INC.              COM              067383109     1579    27230 SH       DEFINED 1,3,4           27230
BARCLAYS PLC                   COM              06738E204      236     9534 SH       DEFINED 1,3,4            9534
BARNES & NOBLE, INC.           COM              067774109      252    13957 SH       DEFINED 1,3,4           13957
BARNES GROUP, INC.             COM              067806109      248    11894 SH       DEFINED 1,3,4           11894
BARRICK GOLD CORP.             COM              067901108       81     5280 SH       DEFINED 1,3,4            5280
BARR LABORATORIES, INC.        COM              068306109     1495    22934 SH       DEFINED 1,3,4           22934
BARRA INC.                     COM              068313105      375    12465 SH       DEFINED 1,3,4           12465
BASSETT FURNITURE INDS.        COM              070203104      104     7380 SH       DEFINED 1,3,4            7380
BAUSCH & LOMB, INC.            COM              071707103     1357    37740 SH       DEFINED 1,3,4           37740
BAXTER INTERNATIONAL, INC.     COM              071813109     8757   312601 SH       DEFINED 1,3,4          312601
BE AEROSPACE, INC.             COM              073302101     3662  1006325 SH       DEFINED 1,3,4         1006325
BEA SYSTEMS, INC.              COM              073325102    15673  1366770 SH       DEFINED 1,3,4         1366770
BEAR STEARNS COS.              COM              073902108    29432   495409 SH       DEFINED 1,3,4          495409
BEARINGPOINT, INC.             COM              074002106      709   102780 SH       DEFINED 1,3,4          102780
BECKMAN COULTER, INC.          COM              075811109    11311   383154 SH       DEFINED 1,3,4          383154
BECTON, DICKINSON & CO.        COM              075887109     5599   182548 SH       DEFINED 1,3,4          182548
BED BATH & BEYOND, INC.        COM              075896100    61463  1780008 SH       DEFINED 1,3,4         1780008
BEL FUSE INC-CL B              COM              077347300      139     6881 SH       DEFINED 1,3,4            6881
BELDEN, INC.                   COM              077459105      240    15707 SH       DEFINED 1,3,4           15707
BELL MICROPRODUCTS, INC.       COM              078137106       68    12372 SH       DEFINED 1,3,4           12372
BELLSOUTH CORP.                COM              079860102    25662   991897 SH       DEFINED 1,3,4          991897
BELO CORP CLASS A              COM              080555105    20161   945488 SH       DEFINED 1,3,4          945488
BEMIS CO.                      COM              081437105     1377    27838 SH       DEFINED 1,3,4           27838
BENCHMARK ELECTRONICS, INC.    COM              08160H101    10819   377555 SH       DEFINED 1,3,4          377555
BERKLEY (WR) CORP              COM              084423102      772    19490 SH       DEFINED 1,3,4           19490
BEST BUY CO., INC.             COM              086516101     4094   169665 SH       DEFINED 1,3,4          169665
BIG LOTS, INC.                 COM              089302103     8838   668362 SH       DEFINED 1,3,4          668362
BIO RAD LABORATORIES           COM              090572207    11102   286724 SH       DEFINED 1,3,4          286724
BIO TECHNOLOGY GENERAL CORP.   COM              090578105     1684   526453 SH       DEFINED 1,3,4          526453
BIO-REFERENCE LABS, INC.       COM              09057G602      481    78650 SH       DEFINED 1,3,4           78650
BIOGEN INC.                    COM              090597105    10108   252235 SH       DEFINED 1,3,4          252235
BIOMET, INC.                   COM              090613100    41078  1433432 SH       DEFINED 1,3,4         1433432
BIOMARIN PHARMACEUTICAL, INC.  COM              09061G101      940   133670 SH       DEFINED 1,3,4          133670
BIOSITE, INC.                  COM              090945106     4663   137034 SH       DEFINED 1,3,4          137034
BIRMINGHAM SOUTHEAST, LLC      COM              0912502#6        0   455340 SH       DEFINED 3,4            455340
BLACK & DECKER CORP.           COM              091797100    18955   441912 SH       DEFINED 1,3,4          441912
BLACK BOX CORP.                COM              091826107     2571    57416 SH       DEFINED 1,3,4           57416
BLACK HILLS CORP.              COM              092113109     1304    49225 SH       DEFINED 1,3,4           49225
VERO GROUP PLC                 COM              093334400     1146   370508 SH       DEFINED 3,4            370508
BLOCK (H.& R.), INC.           COM              093671105    21446   533467 SH       DEFINED 1,3,4          533467
BLOCKBUSTER, INC.              COM              093679108       10      847 SH       DEFINED 1,3,4             847
BLUEBERRY PATCH LTD., THE      COM              095345104        0      880 SH       DEFINED 3,4               880
BLYTH INDUSTRIES INC.          COM              09643P108      258     9581 SH       DEFINED 1,3,4            9581
BOB EVANS FARMS                COM              096761101     8806   376839 SH       DEFINED 1,3,4          376839
BOEING CO.                     COM              097023105    15299   463799 SH       DEFINED 1,3,4          463799
BOISE CASCADE CORP.            COM              097383103    15625   619661 SH       DEFINED 1,3,4          619661
BORDERS GROUP INC.             COM              099709107      261    16437 SH       DEFINED 1,3,4           16437
BORG WARNER INC                COM              099724106     2029    40203 SH       DEFINED 1,3,4           40203
BOSTON COMMUNICATIONS GROUP    COM              100582105      139    10944 SH       DEFINED 1,3,4           10944
BOSTON PRIVATE FINL HLDGS.     COM              101119105      284    14165 SH       DEFINED 1,3,4           14165
BOSTON PROPERTIES INC.         COM              101121101     4786   129860 SH       DEFINED 1,3,4          129860
BOSTON PROPERTIES INC.         COM              101121101     1129    30600 SH       DEFINED 2,3,4           30600
BOSTON SCIENTIFIC CORP.        COM              101137107    25707   604617 SH       DEFINED 1,3,4          604617
BOWATER INC.                   COM              102183100      478    11436 SH       DEFINED 1,3,4           11436
BOWNE & CO., INC.              COM              103043105      255    21125 SH       DEFINED 1,3,4           21125
BRADY CORP.                    COM              104674106      485    14553 SH       DEFINED 1,3,4           14553
BRANDYWINE REALTY TRUST        COM              105368203      257    11800 SH       DEFINED 2,3,4           11800
BRASCAN CORP.                  COM              10549P606      245    11940 SH       DEFINED 1,3,4           11940
BRASIL TELECOM PART SA         COM              105530109     2390    94670 SH       DEFINED 1,3,4           94670
BRIGGS & STRATTON CORP.        COM              109043109    11195   263698 SH       DEFINED 1,3,4          263698
BRINKER INTERNATIONAL INC      COM              109641100     1753    54376 SH       DEFINED 1,3,4           54376
BRISTOL MYERS SQUIBB CO.       COM              110122108    23833  1029554 SH       DEFINED 1,3,4         1029554
BRITISH AMERICAN TOBACCO PLC   COM              110448107      192     9780 SH       DEFINED 1,3,4            9780
BROADCOM CORP.                 COM              111320107     2868   190297 SH       DEFINED 1,3,4          190297
BROADWING, INC.                COM              111620100      159    45286 SH       DEFINED 1,3,4           45286
BROOKFIELD PROPERTIES CORP.    COM              112900105     3375   167200 SH       DEFINED 2,3,4          167200
BROOKS AUTOMATION INC,         COM              11442E102      243    21351 SH       DEFINED 1,3,4           21351
BROOKSTONE, INC.               COM              114537103      669    46220 SH       DEFINED 1,3,4           46220
BROOKTROUT, INC.               COM              114580103       38     7709 SH       DEFINED 1,3,4            7709
BROWN & BROWN, INC.            COM              115236101      463    14313 SH       DEFINED 1,3,4           14313
BROWN-FORMAN DISTILLERS CORP.  COM              115637209     2356    36015 SH       DEFINED 1,3,4           36015
TOM BROWN, INC.                COM              115660201     3808   151606 SH       DEFINED 1,3,4          151606
BROWN SHOE, INC.               COM              115736100     3807   159729 SH       DEFINED 1,3,4          159729
BRUNSWICK CORP.                COM              117043109     1898    95731 SH       DEFINED 1,3,4           95731
BRUSH WELLMAN, INC.            COM              117421107       56    10473 SH       DEFINED 1,3,4           10473
BUCKEYE TECHNOLOGIES, INC.     COM              118255108      143    23277 SH       DEFINED 1,3,4           23277
BUILDING MATERIALS HLDG. CP.   COM              120113105      119     8269 SH       DEFINED 1,3,4            8269
BURLINGTON COAT FACTORY WHAREH COM              121579106      499    28009 SH       DEFINED 1,3,4           28009
BURLINGTON NORTHERN SANTA FE C COM              12189T104     5176   199070 SH       DEFINED 1,3,4          199070
BURLINGTON RESOURCES, INC.     COM              122014103    14176   332463 SH       DEFINED 1,3,4          332463
BUTLER MFG. CO.                COM              123655102       80     3972 SH       DEFINED 1,3,4            3972
C&D TECHNOLOGIES, INC.         COM              124661109      285    16189 SH       DEFINED 1,3,4           16189
CBL & ASSOCIATES PROPERTIES, I COM              124830100    10427   260499 SH       DEFINED 1,3,4          260499
CBL & ASSOCIATES PROPERTIES, I COM              124830100     4103   102500 SH       DEFINED 2,3,4          102500
CTRL GROUP INC.                COM              12489V106     9556   317255 SH       DEFINED 1,3,4          317255
C-COR.NET CORP.                COM              125010108       76    22887 SH       DEFINED 1,3,4           22887
CDI CORP.                      COM              125071100     4762   176413 SH       DEFINED 1,3,4          176413
CDW COMPUTER CENTERS INC       COM              125129106      759    17363 SH       DEFINED 1,3,4           17363
CEC ENTERTAINMENT, INC.        COM              125137109      531    17329 SH       DEFINED 1,3,4           17329
CH ENERGY GROUP INC.           COM              12541M102     5777   123897 SH       DEFINED 1,3,4          123897
C H ROBINSON WORLDWIDE INC     COM              12541W100      544    17478 SH       DEFINED 1,3,4           17478
CIGNA CORP.                    COM              125509109    12358   300505 SH       DEFINED 1,3,4          300505
CLECO CORP.                    COM              12561W105     6361   454180 SH       DEFINED 1,3,4          454180
CMS ENERGY CORP.               COM              125896100      708    75796 SH       DEFINED 1,3,4           75796
CPI CORP.                      COM              125902106       71     5064 SH       DEFINED 1,3,4            5064
CPB, INC.                      COM              125903104     3156   115000 SH       DEFINED 1,3,4          115000
CSK AUTO CORP.                 COM              125965103     4687   425820 SH       DEFINED 1,3,4          425820
CNF INC                        COM              12612W104      341    10193 SH       DEFINED 1,3,4           10193
CNOOC LTD                      COM              126132109      370    14200 SH       DEFINED 1,3,4           14200
CSG SYSTEMS INTL INC.          COM              126349109      143    10674 SH       DEFINED 1,3,4           10674
CSX CORP.                      COM              126408103     3285   116057 SH       DEFINED 1,3,4          116057
CTS CORP.                      COM              126501105      162    21309 SH       DEFINED 1,3,4           21309
CUNO INCORPORATED              COM              126583103      349    10433 SH       DEFINED 1,3,4           10433
CVS CORP.                      COM              126650100    15950   638794 SH       DEFINED 1,3,4          638794
CV THERAPEUTICS INC.           COM              126667104     3084   169170 SH       DEFINED 1,3,4          169170
CABLE DESIGN TECH CP. CL A     COM              126924109      166    28013 SH       DEFINED 1,3,4           28013
CABOT CORP.                    COM              127055101      337    12712 SH       DEFINED 1,3,4           12712
CABOT OIL & GAS CORP           COM              127097103     5565   224519 SH       DEFINED 1,3,4          224519
CABOT MICROELECTRONICS CORP.   COM              12709P103      236     5034 SH       DEFINED 1,3,4            5034
CACI INTERNATIONAL, INC. CL -  COM              127190304     3528    99173 SH       DEFINED 1,3,4           99173
CADENCE DESIGN SYSTEMS, INC.   COM              127387108     1358   115027 SH       DEFINED 1,3,4          115027
CAL DIVE INTERNATIONAL INC     COM              127914109      550    23500 SH       DEFINED 1,3,4           23500
CALLAWAY GOLF CO.              COM              131193104      210    15720 SH       DEFINED 1,3,4           15720
CALPINE CORP.                  COM              131347106      644   198792 SH       DEFINED 1,3,4          198792
CAMBREX CORP.                  COM              132011107     3268   108188 SH       DEFINED 1,3,4          108188
CAMDEN PROPERTY TRUST          COM              133131102     1128    34100 SH       DEFINED 2,3,4           34100
CAMPBELL SOUP CO.              COM              134429109     5057   215640 SH       DEFINED 1,3,4          215640
CANADIAN NATIONAL RAILWAY CO.  COM              136375102      718    17290 SH       DEFINED 1,3,4           17290
CANADIAN NATURAL RESOURCES     COM              136385101      111     3700 SH       DEFINED 1,3,4            3700
CANON, INC.                    COM              138006309      370    10008 SH       DEFINED 1,3,4           10008
CAPITAL AUTOMOTIVE REIT        COM              139733109    10310   435039 SH       DEFINED 1,3,4          435039
CAPITAL AUTOMOTIVE REIT        COM              139733109     3742   157900 SH       DEFINED 2,3,4          157900
CAPITAL ONE FINANCIAL CORP.    COM              14040H105     3630   122193 SH       DEFINED 1,3,4          122193
CAPTARIS, INC.                 COM              14071N104       44    20077 SH       DEFINED 1,3,4           20077
CARBO CERAMICS, INC.           COM              140781105      328     9684 SH       DEFINED 1,3,4            9684
CARAUSTAR INDUSTRIES, INC.     COM              140909102      165    17570 SH       DEFINED 1,3,4           17570
CARDINAL HEALTH, INC.          COM              14149Y108    58545   989076 SH       DEFINED 1,3,4          989076
CAREER EDUCATION CORP.         COM              141665109     1236    30872 SH       DEFINED 1,3,4           30872
CAREMARK RX, INC.              COM              141705103     1290    79385 SH       DEFINED 1,3,4           79385
CARLISLE COS INC.              COM              142339100    10148   245296 SH       DEFINED 1,3,4          245296
CARMAX, INC.                   COM              143130102      384    21449 SH       DEFINED 1,3,4           21449
CARNIVAL CORP.                 COM              143658102     8215   329299 SH       DEFINED 1,3,4          329299
CARPENTER TECHNOLOGY CORP.     COM              144285103       57     4622 SH       DEFINED 1,3,4            4622
CARREKER CORP.                 COM              144433109       66    14822 SH       DEFINED 1,3,4           14822
CASCADE NATURAL GAS CORP.      COM              147339105      138     6953 SH       DEFINED 1,3,4            6953
CASEYS GENERAL STORES, INC.    COM              147528103      382    31252 SH       DEFINED 1,3,4           31252
CASH AMERICA INTL, INC.        COM              14754D100      143    15373 SH       DEFINED 1,3,4           15373
CASTLE (A M) & CO.             COM              148411101       37     9506 SH       DEFINED 1,3,4            9506
CATALINA MARKETING CORP.       COM              148867104      207    11262 SH       DEFINED 1,3,4           11262
CATAPULT COMMUNICATIONS CORP   COM              149016107       96     8222 SH       DEFINED 1,3,4            8222
CATERPILLAR, INC.              COM              149123101     8291   181390 SH       DEFINED 1,3,4          181390
CATHAY BANCORP, INC.           COM              149150104     1423    37440 SH       DEFINED 1,3,4           37440
CATO CORP. - CI A              COM              149205106      348    16058 SH       DEFINED 1,3,4           16058
CELL THERAPEUTICS, INC.        COM              150934107     2540   349300 SH       DEFINED 1,3,4          349300
CENDANT CORP.                  COM              151313103     5878   561096 SH       DEFINED 1,3,4          561096
CENTERPOINT PROPERTIES CORP.   COM              151895109     3589    62800 SH       DEFINED 2,3,4           62800
CENTERPOINT ENERGY, INC.       COM              15189T107     1686   198825 SH       DEFINED 1,3,4          198825
CENTEX CORP.                   COM              152312104     1632    32434 SH       DEFINED 1,3,4           32434
CENTRAL GARDEN & PET CO        COM              153527106     3007   162400 SH       DEFINED 1,3,4          162400
CENTRAL PARKING CORP.          COM              154785109     5543   293819 SH       DEFINED 1,3,4          293819
CENTRAL VERMONT PUB SERV       COM              155771108      132     7380 SH       DEFINED 1,3,4            7380
CENTURY ALUMINUM COMPANY       COM              156431108       95    12944 SH       DEFINED 1,3,4           12944
CENTURYTEL, INC.               COM              156700106    23682   806096 SH       DEFINED 1,3,4          806096
CEPHALON, INC.                 COM              156708109     2987    61403 SH       DEFINED 1,3,4           61403
CERIDIAN CORP.                 COM              156779100      440    30708 SH       DEFINED 1,3,4           30708
CERNER CORP.                   COM              156782104     1943    62155 SH       DEFINED 1,3,4           62155
CERTEGY, INC.                  COM              156880106     7640   311423 SH       DEFINED 1,3,4          311423
CHAMPION ENTERPRISES, INC.     COM              158496109       91    32077 SH       DEFINED 1,3,4           32077
CHARLES RIVER LABORATORIES     COM              159864107     1122    29217 SH       DEFINED 1,3,4           29217
CHARTER ONE FINANCIAL INC.     COM              160903100    40899  1423790 SH       DEFINED 1,3,4         1423790
CHARLOTTE RUSSE HOLDING, INC.  COM              161048103      190    18000 SH       DEFINED 1,3,4           18000
CHARTER COMMUNICATIONS INC-A   COM              16117M107      468   398390 SH       DEFINED 1,3,4          398390
CHECKERS DRIVE-IN RESTAURANT   COM              162809305      650   104250 SH       DEFINED 1,3,4          104250
CHECKFREE  CORP                COM              162813109    11643   727766 SH       DEFINED 1,3,4          727766
CHECKPOINT SYSTEMS, INC.       COM              162825103      212    20470 SH       DEFINED 1,3,4           20470
CHEESECAKE FACTORY, INC.       COM              163072101      380    10480 SH       DEFINED 1,3,4           10480
CHELSEA PROPERTY GROUP, INC.   COM              163421100    19950   599009 SH       DEFINED 1,3,4          599009
CHELSEA PROPERTY GROUP, INC.   COM              163421100     4291   128800 SH       DEFINED 2,3,4          128800
CHEMED CORP.                   COM              163596109      219     6166 SH       DEFINED 1,3,4            6166
CHEMICAL FINANCIAL CORP.       COM              163731102     2961    92140 SH       DEFINED 1,3,4           92140
CHESAPEAKE CORP.               COM              165159104      169     9544 SH       DEFINED 1,3,4            9544
CHESAPEAKE ENERGY CORP.        COM              165167107      708    91450 SH       DEFINED 1,3,4           91450
CHEVRONTEXACO, CORP.           COM              166764100    45354   682205 SH       DEFINED 1,3,4          682205
CHICAGO BRIDGE & IRON-NY       COM              167250109     2158    71430 SH       DEFINED 1,3,4           71430
CHICO'S FAS INC.               COM              168615102     1010    53451 SH       DEFINED 1,3,4           53451
CHILDRENS PLACE                COM              168905107      177    16687 SH       DEFINED 1,3,4           16687
CHINA STEEL CORP.              COM              169417102       18     1594 SH       DEFINED 1,3,4            1594
CHINA MOBILE HK LTD            COM              16941M109       56     4670 SH       DEFINED 1,3,4            4670
CHIPPAC, INC.                  COM              169657103     1948   549066 SH       DEFINED 1,3,4          549066
CHOICE HOTELS INTL., INC.      COM              169905106     3044   134200 SH       DEFINED 1,3,4          134200
CHIQUITA BRANDS INTL           COM              170032809     8840   666530 SH       DEFINED 1,3,4          666530
CHIRON CORP.                   COM              170040109     3731    99207 SH       DEFINED 1,3,4           99207
CHITTENDEN CORP.               COM              170228100      513    20110 SH       DEFINED 1,3,4           20110
CHOICEPOINT, INC.              COM              170388102     1293    32764 SH       DEFINED 1,3,4           32764
CHRISTOPHER & BANKS CORP       COM              171046105      991    47759 SH       DEFINED 1,3,4           47759
CHUBB CORP.                    COM              171232101     4698    90024 SH       DEFINED 1,3,4           90024
CHURCH & DWIGHT, INC.          COM              171340102      253     8251 SH       DEFINED 1,3,4            8251
CIBER INC.                     COM              17163B102      208    40578 SH       DEFINED 1,3,4           40578
CIENA CORP.                    COM              171779101     2475   482569 SH       DEFINED 1,3,4          482569
CIMA LABS, INC.                COM              171796105     1860    76861 SH       DEFINED 1,3,4           76861
CIMAREX ENERGY CO.             COM              171798101     1876   104739 SH       DEFINED 1,3,4          104739
CINCINNATI FINANCIAL CORP.     COM              172062101     6864   182721 SH       DEFINED 1,3,4          182721
CINERGY CORP.                  COM              172474108     2997    88784 SH       DEFINED 1,3,4           88784
CIRCUIT CITY STORES, INC.      COM              172737108      815   110576 SH       DEFINED 1,3,4          110576
CIRRUS LOGIC, INC.             COM              172755100      606   209520 SH       DEFINED 1,3,4          209520
CISCO SYSTEMS, INC.            COM              17275R102    96866  7394809 SH       DEFINED 1,3,4         7394809
CINTAS CORP.                   COM              172908105     4096    89560 SH       DEFINED 1,3,4           89560
CITIGROUP, INC.                COM              172967101   137733  3913985 SH       DEFINED 1,3,4         3913985
CITIZENS COMMUNICATIONS CO.    COM              17453B101     1564   148153 SH       DEFINED 1,3,4          148153
CITIZENS FIRST BANCORP INC.    COM              17461R106     1192    56750 SH       DEFINED 1,3,4           56750
CITRIX SYSTEMS INC.            COM              177376100     4437   360223 SH       DEFINED 1,3,4          360223
CITY NATIONAL CORP.            COM              178566105    16056   365014 SH       DEFINED 1,3,4          365014
CLAIRE'S STORES, INC.          COM              179584107    10394   470931 SH       DEFINED 1,3,4          470931
CLARCOR, INC.                  COM              179895107      505    15677 SH       DEFINED 1,3,4           15677
CLAYTON HOMES, INC.            COM              184190106      338    28121 SH       DEFINED 1,3,4           28121
CLEAR CHANNEL COMMUNICATIONS,  COM              184502102    12931   346880 SH       DEFINED 1,3,4          346880
CLEVELAND-CLIFFS, INC.         COM              185896107      127     6412 SH       DEFINED 1,3,4            6412
CLOROX CO.                     COM              189054109    12805   310430 SH       DEFINED 1,3,4          310430
COACH, INC.                    COM              189754104     1538    46769 SH       DEFINED 1,3,4           46769
COACHMEN INDUSTRIES, INC.      COM              189873102      155     9966 SH       DEFINED 1,3,4            9966
COCA-COLA BTLNG CONS           COM              191098102      367     5681 SH       DEFINED 1,3,4            5681
COCA-COLA CO.                  COM              191216100    58355  1331637 SH       DEFINED 1,3,4         1331637
COCA-COLA ENTERPRISES          COM              191219104    17392   801001 SH       DEFINED 1,3,4          801001
COGNEX CORP.                   COM              192422103      491    26793 SH       DEFINED 1,3,4           26793
COGNOS, INC.                   COM              19244C109     2819   120200 SH       DEFINED 1,3,4          120200
COHERENT, INC.                 COM              192479103     3809   190868 SH       DEFINED 1,3,4          190868
COHU INC.                      COM              192576106      190    13105 SH       DEFINED 1,3,4           13105
KENNETH COLE PRODUCTIONS-A     COM              193294105     4701   231750 SH       DEFINED 1,3,4          231750
COLGATE-PALMOLIVE CO.          COM              194162103    15464   294958 SH       DEFINED 1,3,4          294958
COLONIAL BANCGROUP             COM              195493309      304    25590 SH       DEFINED 1,3,4           25590
COLONIAL PROPERTIES TRUST      COM              195872106      482    14222 SH       DEFINED 1,3,4           14222
COMCAST CORP.                  COM              20030N101    29294  1242876 SH       DEFINED 1,3,4         1242876
COMCAST CORP.                  COM              20030N200    14477   640916 SH       DEFINED 1,3,4          640916
COMERICA, INC.                 COM              200340107     3970    91952 SH       DEFINED 1,3,4           91952
COMMERCE BANCORP, INC./NJ      COM              200519106      602    13962 SH       DEFINED 1,3,4           13962
COMMERCE BANCSHARES, INC.      COM              200525103    22704   577999 SH       DEFINED 1,3,4          577999
COMMERCIAL FEDERAL CORP        COM              201647104      667    28450 SH       DEFINED 1,3,4           28450
COMMERCIAL METALS CO.          COM              201723103      290    17893 SH       DEFINED 1,3,4           17893
COMMONWEALTH INDUSTRIES        COM              203004106       66    10072 SH       DEFINED 1,3,4           10072
COMMONWEALTH TELEPHONE ENTERPR COM              203349105     5879   163940 SH       DEFINED 1,3,4          163940
COMMSCOPE, INC.                COM              203372107       94    12252 SH       DEFINED 1,3,4           12252
COMMUNITY HEALTH SYSTEMS       COM              203668108     2071   100650 SH       DEFINED 1,3,4          100650
COMMUNITY FIRST BANKSHARES     COM              203902101     3316   125364 SH       DEFINED 1,3,4          125364
COMPANHIA BRASILEIRA DE DIST   COM              20440T201      991    64700 SH       DEFINED 1,3,4           64700
CIA SIDERURGICA NACL           COM              20440W105     1809   126200 SH       DEFINED 1,3,4          126200
CIA VALE DO RIO DOCE           COM              204412209    17376   600930 SH       DEFINED 1,3,4          600930
COMPANHIA DE BEBIDAS           COM              20441W203     1510    97100 SH       DEFINED 1,3,4           97100
COMPASS BANCSHARES INC.        COM              20449H109      827    26521 SH       DEFINED 1,3,4           26521
COMPUCOM SYSTEMS, INC.         COM              204780100      896   159660 SH       DEFINED 1,3,4          159660
COMPUTER ASSOCIATES INTL INC.  COM              204912109    11787   873127 SH       DEFINED 1,3,4          873127
COMPUTER SCIENCES CORP.        COM              205363104    16768   486710 SH       DEFINED 1,3,4          486710
COMPUTER TASK GROUP, INC.      COM              205477102       43    13139 SH       DEFINED 1,3,4           13139
COMPUWARE CORP.                COM              205638109     2359   491628 SH       DEFINED 1,3,4          491628
COMSTOCK RES INC COM NEW       COM              205768203     2347   252619 SH       DEFINED 1,3,4          252619
COMVERSE TECHNOLOGY, INC.      COM              205862402    12572  1255312 SH       DEFINED 1,3,4         1255312
CONAGRA FOODS, INC.            COM              205887102     8141   325551 SH       DEFINED 1,3,4          325551
CONCERTO SOFTWARE, INC.        COM              20602T106       48     7380 SH       DEFINED 1,3,4            7380
CONCORD CAMERA CORP.           COM              206156101       94    17571 SH       DEFINED 1,3,4           17571
CONCORD COMMUNICATIONS INC     COM              206186108       95    10775 SH       DEFINED 1,3,4           10775
CONCORD EFS, INC.              COM              206197105     4224   268406 SH       DEFINED 1,3,4          268406
CONMED CORP.                   COM              207410101     5588   284894 SH       DEFINED 1,3,4          284894
CONNETICS CORP.                COM              208192104     4189   348770 SH       DEFINED 1,3,4          348770
CONOCOPHILLIPS                 COM              20825C104    26886   555607 SH       DEFINED 1,3,4          555607
CONSOLIDATED EDISON, INC.      COM              209115104     4815   112404 SH       DEFINED 1,3,4          112404
CONSOLIDATED GRAPHICS INC      COM              209341106      183     8376 SH       DEFINED 1,3,4            8376
CONSTELLATION BRANDS INC - A   COM              21036P108     5493   231676 SH       DEFINED 1,3,4          231676
CONSTELLATION ENERGY GROUP     COM              210371100     2411    86705 SH       DEFINED 1,3,4           86705
CONVERGYS CORP.                COM              212485106     1722   113960 SH       DEFINED 1,3,4          113960
CONVERIUM HOLDING AG           COM              21248N107      157     6500 SH       DEFINED 1,3,4            6500
COOPER CAMERON CORP.           COM              216640102      561    11246 SH       DEFINED 1,3,4           11246
COOPER COMPANIES, INC.         COM              216648402      482    19297 SH       DEFINED 1,3,4           19297
COOPER TIRE & RUBBER           COM              216831107      592    38952 SH       DEFINED 1,3,4           38952
COORS (ADOLPH) CO. CLASS B     COM              217016104     7257   118562 SH       DEFINED 1,3,4          118562
COPART INC.                    COM              217204106      227    19088 SH       DEFINED 1,3,4           19088
CORINTHIAN COLLEGES, INC.      COM              218868107     1032    27309 SH       DEFINED 1,3,4           27309
CORIXA CORP.                   COM              21887F100     1612   252210 SH       DEFINED 1,3,4          252210
CORN PRODUCTS INTL, INC.       COM              219023108      678    22453 SH       DEFINED 1,3,4           22453
CORNING, INC.                  COM              219350105     1998   604433 SH       DEFINED 1,3,4          604433
COST PLUS INC/CALIFORNIA       COM              221485105      391    13680 SH       DEFINED 1,3,4           13680
COSTCO WHOLESALE CORP.         COM              22160K105     6739   240353 SH       DEFINED 1,3,4          240353
COUNTRYWIDE FINANCIAL CORP.    COM              222372104    15155   293410 SH       DEFINED 1,3,4          293410
COVANCE INC.                   COM              222816100      307    12381 SH       DEFINED 1,3,4           12381
COVENANT TRANSPORT INC.        COM              22284P105     1405    74180 SH       DEFINED 1,3,4           74180
COVENTRY HEALTH CARE           COM              222862104     1094    37706 SH       DEFINED 1,3,4           37706
COX RADIO INC-CL A             COM              224051102     5888   258110 SH       DEFINED 1,3,4          258110
CRANE CO.                      COM              224399105      614    31215 SH       DEFINED 1,3,4           31215
CREDENCE SYSTEMS CORP.         COM              225302108      116    12596 SH       DEFINED 1,3,4           12596
CREE, INC.                     COM              225447101     3337   204055 SH       DEFINED 1,3,4          204055
CROMPTON CORPORATION           COM              227116100     1171   196739 SH       DEFINED 1,3,4          196739
CROSS A.T. & CO.               COM              227478104       52     9868 SH       DEFINED 1,3,4            9868
CROSS COUNTRY, INC.            COM              22748P105     2986   214150 SH       DEFINED 1,3,4          214150
CROWN CASTLE INTL CORP.        COM              228227104     6797  1812310 SH       DEFINED 1,3,4         1812310
CRYOLIFE, INC.                 COM              228903100       83    12324 SH       DEFINED 1,3,4           12324
CULLEN FROST BANKERS, INC.     COM              229899109     4431   135655 SH       DEFINED 1,3,4          135655
CUMMINS, INC.                  COM              231021106      607    21749 SH       DEFINED 1,3,4           21749
CUMULUS MEDIA, INC. - CL A     COM              231082108      931    62660 SH       DEFINED 1,3,4           62660
CURATIVE HEALTH SERVICES INC.  COM              231264102     1799   104217 SH       DEFINED 1,3,4          104217
CURTISS-WRIGHT CORP.           COM              231561101     4497    70451 SH       DEFINED 1,3,4           70451
CYMER, INC.                    COM              232572107     3102    96175 SH       DEFINED 1,3,4           96175
CYPRESS SEMICONDUCTOR CORP.    COM              232806109     1123   196310 SH       DEFINED 1,3,4          196310
CYTEC INDUSTRIES, INC.         COM              232820100     3237   118795 SH       DEFINED 1,3,4          118795
CYTYC CORP.                    COM              232946103     1458   142870 SH       DEFINED 1,3,4          142870
DPL, INC.                      COM              233293109      404    26172 SH       DEFINED 1,3,4           26172
DQE, INC.                      COM              23329J104      236    15375 SH       DEFINED 1,3,4           15375
DRS TECHNOLOGIES, INC.         COM              23330X100     5653   180340 SH       DEFINED 1,3,4          180340
D R HORTON INC.                COM              23331A109      525    30307 SH       DEFINED 1,3,4           30307
DST SYSTEMS INC.               COM              233326107    10151   285425 SH       DEFINED 1,3,4          285425
DSP GROUP, INC.                COM              23332B106     5367   339444 SH       DEFINED 1,3,4          339444
DTE ENERGY CO.                 COM              233331107    10709   230834 SH       DEFINED 1,3,4          230834
DANA CORP.                     COM              235811106      914    78094 SH       DEFINED 1,3,4           78094
DANAHER CORP.                  COM              235851102     6828   103920 SH       DEFINED 1,3,4          103920
DARDEN RESTAURANTS, INC.       COM              237194105     2268   110934 SH       DEFINED 1,3,4          110934
DATASCOPE CORP.                COM              238113104      230     9304 SH       DEFINED 1,3,4            9304
DAVITA, INC.                   COM              23918K108      602    24410 SH       DEFINED 1,3,4           24410
DEAN FOODS CO.                 COM              242370104     8677   233882 SH       DEFINED 1,3,4          233882
DEERE & CO.                    COM              244199105     6424   140059 SH       DEFINED 1,3,4          140059
DEL MONTE FOODS CO.            COM              24522P103     1043 135185.9 SH       DEFINED 1,3,4          135186
DELL COMPUTER CORP.            COM              247025109    38337  1433691 SH       DEFINED 1,3,4         1433691
DELPHI CORP.                   COM              247126105     2644   328514 SH       DEFINED 1,3,4          328514
DELPHI FINANCIAL GROUP - CLASS COM              247131105      494    12967 SH       DEFINED 1,3,4           12967
DELTA & PINE LAND CO.          COM              247357106     3622   177648 SH       DEFINED 1,3,4          177648
DELTA AIRLINES, INC.           COM              247361108      778    64980 SH       DEFINED 1,3,4           64980
DELTIC TIMBER CORP.            COM              247850100      202     7502 SH       DEFINED 1,3,4            7502
DENBURY RESOURCES, INC.        COM              247916208     8405   744483 SH       DEFINED 1,3,4          744483
DELUXE CORP.                   COM              248019101    27191   645911 SH       DEFINED 1,3,4          645911
DENDRITE INT'L, INC.           COM              248239105     1408   188528 SH       DEFINED 1,3,4          188528
DENTSPLY INTERNATIONAL, INC.   COM              249030107    17820   478459 SH       DEFINED 1,3,4          478459
DEPARTMENT 56                  COM              249509100      105     8234 SH       DEFINED 1,3,4            8234
LUFTHANSA                      COM              251561304       75     7800 SH       DEFINED 1,3,4            7800
DEUTSCHE TELEKOM AG -SP ADR    COM              251566105       65     5150 SH       DEFINED 1,3,4            5150
DEVELOPERS DIVERS REALTY CORP. COM              251591103     1487    67630 SH       DEFINED 1,3,4           67630
DEVELOPERS DIVERS REALTY CORP. COM              251591103     3628   164900 SH       DEFINED 2,3,4          164900
DEVON ENERGY CORP.             COM              25179M103     8573   186636 SH       DEFINED 1,3,4          186636
DEVRY, INC.                    COM              251893103      238    14466 SH       DEFINED 1,3,4           14466
DIAGNOSTIC PRODUCTS CORP.      COM              252450101     3096    80112 SH       DEFINED 1,3,4           80112
DIAL CORPORATION               COM              25247D101    16091   790071 SH       DEFINED 1,3,4          790071
DIANON SYSTEMS, INC.           COM              252826102      363     7592 SH       DEFINED 1,3,4            7592
DIEBOLD, INC.                  COM              253651103    15749   382101 SH       DEFINED 1,3,4          382101
DIGI INT'L, INC.               COM              253798102       39    13995 SH       DEFINED 1,3,4           13995
DIGITAL INSIGHT CORP           COM              25385P106     1559   179500 SH       DEFINED 1,3,4          179500
DIGITAL RIVER, INC.            COM              25388B104      604    50475 SH       DEFINED 1,3,4           50475
DIME COMMUNITY BANCORP         COM              253922108     3783   197554 SH       DEFINED 1,3,4          197554
DILLARDS DEPT STORES INC.      COM              254067101      704    44386 SH       DEFINED 1,3,4           44386
DIME BANCORP-WT                COM              25429Q110       28   232670 SH       DEFINED 1,3,4          232670
DIMON, INC.                    COM              254394109      167    28158 SH       DEFINED 1,3,4           28158
DIONEX CORP.                   COM              254546104      397    13345 SH       DEFINED 1,3,4           13345
DISNEY (WALT) CO.              COM              254687106    17674  1083799 SH       DEFINED 1,3,4         1083799
DOCUCORP INTERNATIONAL, INC.   COM              255911109      774   116840 SH       DEFINED 1,3,4          116840
DOCTOR REDDY'S LABORATORIES    COM              256135203     2272   117460 SH       DEFINED 1,3,4          117460
DOLE FOOD CO., INC.            COM              256605106     4808   147422 SH       DEFINED 1,3,4          147422
DOLLAR GENERAL                 COM              256669102     2100   175770 SH       DEFINED 1,3,4          175770
DOLLAR TREE STORES, INC.       COM              256747106     1851    75371 SH       DEFINED 1,3,4           75371
DOMINION HOMES, INC.           COM              257386102      706    49470 SH       DEFINED 1,3,4           49470
DOMINION RESOURCES, INC.       COM              25746U109    13228   241004 SH       DEFINED 1,3,4          241004
DONALDSON CO., INC.            COM              257651109     1687    46851 SH       DEFINED 1,3,4           46851
DONNELLEY (R.R.) & SONS CO.    COM              257867101     1294    59673 SH       DEFINED 1,3,4           59673
DOVER CORP.                    COM              260003108     3116   106819 SH       DEFINED 1,3,4          106819
DOW CHEMICAL CO.               COM              260543103    14255   480080 SH       DEFINED 1,3,4          480080
DOW JONES & CO., INC.          COM              260561105     1875    43439 SH       DEFINED 1,3,4           43439
DOWNEY FINANCIAL CORP.         COM              261018105      689    17643 SH       DEFINED 1,3,4           17643
DRESS BARN, INC.               COM              261570105      244    18330 SH       DEFINED 1,3,4           18330
DREYER'S GRAND ICE CREAM, INC. COM              261878102      513     7222 SH       DEFINED 1,3,4            7222
DREYFUS GOVT. CASH MGMT.       COM              262006208        0        2 SH       DEFINED 3,4                 2
DRIL-QUIP                      COM              262037104      182    10887 SH       DEFINED 1,3,4           10887
E.I. DUPONT CO.                COM              263534109    48817  1151445 SH       DEFINED 1,3,4         1151445
DUANE READE, INC.              COM              263578106      255    15077 SH       DEFINED 1,3,4           15077
DUKE POWER CO.                 COM              264399106     9175   469638 SH       DEFINED 1,3,4          469638
DUKE REALTY CORP.              COM              264411505      511    20100 SH       DEFINED 2,3,4           20100
DUN & BRADSTREET CORP.         COM              26483E100    23132   670737 SH       DEFINED 1,3,4          670737
DUPONT PHOTOMASKS, INC.        COM              26613X101      266    11328 SH       DEFINED 1,3,4           11328
DYCOM INDUSTRIES, INC.         COM              267475101      133     9903 SH       DEFINED 1,3,4            9903
DYNEGY INC.                    COM              26816Q101      220   195342 SH       DEFINED 1,3,4          195342
EGL INC.                       COM              268484102      140     9728 SH       DEFINED 1,3,4            9728
EMC CORP.                      COM              268648102     8557  1393667 SH       DEFINED 1,3,4         1393667
ENSCO INTERNATIONAL, INC.      COM              26874Q100     5549   188495 SH       DEFINED 1,3,4          188495
ENI SPA                        COM              26874R108      250     3202 SH       DEFINED 1,3,4            3202
EOG RESOURCES, INC.            COM              26875P101     2433    60952 SH       DEFINED 1,3,4           60952
E.ON AG                        COM              268780103      344     8397 SH       DEFINED 1,3,4            8397
ESS TECHNOLOGY                 COM              269151106     3701   589039 SH       DEFINED 1,3,4          589039
E TRADE GROUP, INC.            COM              269246104    16160  3324597 SH       DEFINED 1,3,4         3324597
EAST WEST BANCORP, INC.        COM              27579R104     6855   189958 SH       DEFINED 1,3,4          189958
EASTMAN CHEMICAL CO.           COM              277432100     1492    40684 SH       DEFINED 1,3,4           40684
EASTMAN KODAK CO.              COM              277461109     8525   243346 SH       DEFINED 1,3,4          243346
EATON CORP.                    COM              278058102     2912    37215 SH       DEFINED 1,3,4           37215
EATON VANCE CORP.              COM              278265103      406    14353 SH       DEFINED 1,3,4           14353
EBAY, INC.                     COM              278642103    10983   161974 SH       DEFINED 1,3,4          161974
ECOLAB, INC.                   COM              278865100     3384    68375 SH       DEFINED 1,3,4           68375
EDGE TECHNOLOGIES              COM              27985*201     6240  1819200 SH       DEFINED 3,4           1819200
EDISON BROTHERS STORES, INC.   COM              280875303        0        0 SH       DEFINED 3,4                 0
EDISON INTERNATIONAL           COM              281020107    24701  2084309 SH       DEFINED 1,3,4         2084309
EDO CORP.                      COM              281347104      257    12392 SH       DEFINED 1,3,4           12392
EDUCATION MANAGEMENT CORP.     COM              28139T101      274     7297 SH       DEFINED 1,3,4            7297
EDWARDS, J.D., & CO.           COM              281667105     7619   675425 SH       DEFINED 1,3,4          675425
EDWARDS (A.G.), INC.           COM              281760108      538    16306 SH       DEFINED 1,3,4           16306
EDWARDS LIFESCIENCES CORP., IN COM              28176E108    21481   843365 SH       DEFINED 1,3,4          843365
EFUNDS CORP.                   COM              28224R101      269    29380 SH       DEFINED 1,3,4           29380
EL PASO CORP.                  COM              28336L109     2202   315552 SH       DEFINED 1,3,4          315552
EL PASO ELECTRIC CO.           COM              283677854      346    31404 SH       DEFINED 1,3,4           31404
ELECTRO SCIENTIFIC INDS, INC.  COM              285229100      348    17447 SH       DEFINED 1,3,4           17447
ELECTRONIC ARTS, INC.          COM              285512109     4467    89848 SH       DEFINED 1,3,4           89848
ELECTRONIC DATA SYSTEMS CORP.  COM              285661104     4623   251083 SH       DEFINED 1,3,4          251083
ELECTRONICS BOUTIQUE HLDGS     COM              286045109     3383   214080 SH       DEFINED 1,3,4          214080
ELECTRONICS FOR IMAGING, INC.  COM              286082102     3796   233140 SH       DEFINED 1,3,4          233140
ELKCORP                        COM              287456107      213    12258 SH       DEFINED 1,3,4           12258
EMBRAER AIRCRAFT CORP.         COM              29081M102     1260    79201 SH       DEFINED 1,3,4           79201
EMCOR GROUP INC.               COM              29084Q100     3497    65998 SH       DEFINED 1,3,4           65998
EMERSON ELECTRIC CO.           COM              291011104    11504   226179 SH       DEFINED 1,3,4          226179
EMERSON RADIO CORP.            COM              291087120        0    94498 SH       DEFINED 3,4             94498
EMMIS COMMUNICATIONS - CL A    COM              291525103     1126    54097 SH       DEFINED 1,3,4           54097
EMULEX CORP.                   COM              292475209    19721  1062790 SH       DEFINED 1,3,4         1062790
ENCOR ACQUISITION CO.          COM              29255W100     1079    58600 SH       DEFINED 1,3,4           58600
ENDO PHARMACEUTICALS HLDGS     COM              29264F205     3279   425930 SH       DEFINED 1,3,4          425930
ENERGEN CORP.                  COM              29265N108     8967   308225 SH       DEFINED 1,3,4          308225
ENERGY EAST CORP.              COM              29266M109      665    29945 SH       DEFINED 1,3,4           29945
ENERGIZER HOLDINGS, INC.       COM              29266R108     9996   358332 SH       DEFINED 1,3,4          358332
ENGELHARD CORP.                COM              292845104     1527    68392 SH       DEFINED 1,3,4           68392
ENGINEERED SUPPORT SYSTEMS     COM              292866100     9606   262112 SH       DEFINED 1,3,4          262112
ENESCO GROUP INC.              COM              292973104       58     8744 SH       DEFINED 1,3,4            8744
ENTERCOM COMMUNICATIONS CORP   COM              293639100      485    10303 SH       DEFINED 1,3,4           10303
ENTERGY CORP.                  COM              29364G103    36721   805417 SH       DEFINED 1,3,4          805417
ENZON PHARMACEUTICALS, INC.    COM              293904108     6049   361580 SH       DEFINED 1,3,4          361580
ENZO BIOCHEM, INC.             COM              294100102      247    17917 SH       DEFINED 1,3,4           17917
EON LABS, INC.                 COM              29412E100     1895   100250 SH       DEFINED 1,3,4          100250
EPLUS, INC.                    COM              294268107     1581   224475 SH       DEFINED 1,3,4          224475
EQUIFAX, INC.                  COM              294429105     4293   185364 SH       DEFINED 1,3,4          185364
EQUITABLE RESOURCES, INC.      COM              294549100     2707    77218 SH       DEFINED 1,3,4           77218
EQUITY OFFICE PROPERTIES       COM              294741103     5415   216733 SH       DEFINED 1,3,4          216733
EQUITY OFFICE PROPERTIES       COM              294741103     5307   212669 SH       DEFINED 2,3,4          212669
EQUITY RESIDENTIAL             COM              29476L107    18733   762038 SH       DEFINED 1,3,4          762038
EQUITY RESIDENTIAL             COM              29476L107     7057   287200 SH       DEFINED 2,3,4          287200
ERESEARCHTECHNOLOGY, INC.      COM              29481V108     1757   104800 SH       DEFINED 1,3,4          104800
ESCO TECHNOLOGIES INC.         COM              296315104     2435    65829 SH       DEFINED 1,3,4           65829
ESSEX PROPERTY TRUST INC       COM              297178105      586    11498 SH       DEFINED 1,3,4           11498
ESTERLINE TECHOLOGIES          COM              297425100     1281    72589 SH       DEFINED 1,3,4           72589
ETHAN ALLEN INTERIORS INC      COM              297602104      815    23773 SH       DEFINED 1,3,4           23773
EVERGREEN RES INC.             COM              299900308     1169    26106 SH       DEFINED 1,3,4           26106
EVERGREEN MARINE CORP.         COM              300246204      434    69928 SH       DEFINED 1,3,4           69928
EXAR CORP                      COM              300645108      312    25031 SH       DEFINED 1,3,4           25031
EXELON CORPORATION.            COM              30161N101    39086   740736 SH       DEFINED 1,3,4          740736
EXPEDIA, INC.                  COM              302125109      593     8870 SH       DEFINED 1,3,4            8870
EXPEDITORS INT'L WASH, INC.    COM              302130109      701    21531 SH       DEFINED 1,3,4           21531
EXPRESS SCRIPTS, INC. - CL A   COM              302182100     1608    33548 SH       DEFINED 1,3,4           33548
EXPRESSJET HOLDINGS, INC.      COM              30218U108     4528   441770 SH       DEFINED 1,3,4          441770
EXTENDED STAY AMERICA, INC.    COM              30224P101      285    19410 SH       DEFINED 1,3,4           19410
EXXON MOBIL CORP.              COM              30231G102   214054  6126444 SH       DEFINED 1,3,4         6126444
FEI COMPANY                    COM              30241L109      103     6742 SH       DEFINED 1,3,4            6742
FLIR SYSTEMS, INC.             COM              302445101     4235    86780 SH       DEFINED 1,3,4           86780
FMC CORP.                      COM              302491303      197     7259 SH       DEFINED 1,3,4            7259
FMC TECHNOLOGIES, INC.         COM              30249U101      276    13526 SH       DEFINED 1,3,4           13526
FPL GROUP, INC.                COM              302571104    15216   253089 SH       DEFINED 1,3,4          253089
FACTSET RESEARCH SYSTEMS, INC. COM              303075105      602    21271 SH       DEFINED 1,3,4           21271
FAIR ISAAC & COMPANY, INC.     COM              303250104    13694   320629 SH       DEFINED 1,3,4          320629
FAIRCHILD SEMICON INTL CL-A    COM              303726103      923    86087 SH       DEFINED 1,3,4           86087
FAMILY DOLLAR STORES           COM              307000109     2847    91306 SH       DEFINED 1,3,4           91306
FASTENAL CO.                   COM              311900104      587    15698 SH       DEFINED 1,3,4           15698
FEDDERS CORP.                  COM              313135501       53    19029 SH       DEFINED 1,3,4           19029
FREDDIE MAC                    COM              313400301    22150   375139 SH       DEFINED 1,3,4          375139
FANNIE MAE                     COM              313586109    56745   882083 SH       DEFINED 1,3,4          882083
FEDERAL REALTY INVESTMENT TRUS COM              313747206     6324   224790 SH       DEFINED 1,3,4          224790
FEDERAL SIGNAL CORP.           COM              313855108      190     9867 SH       DEFINED 1,3,4            9867
FEDERATED DEPARTMENT STORES    COM              31410H101    13605   472929 SH       DEFINED 1,3,4          472929
FEDERATED INVESTORS, INC. - CL COM              314211103     6490   255670 SH       DEFINED 1,3,4          255670
FEDEX CORPORATION              COM              31428X106    30242   557943 SH       DEFINED 1,3,4          557943
FERRO CORP.                    COM              315405100      207     8366 SH       DEFINED 1,3,4            8366
FIDELITY NATIONAL INFO SOLUTIO COM              31620P109     3878   224840 SH       DEFINED 1,3,4          224840
FIDELITY NATIONAL FINL, INC.   COM              316326107    61907  1885416 SH       DEFINED 1,3,4         1885416
FIFTH THIRD BANCORP            COM              316773100    58793  1004131 SH       DEFINED 1,3,4         1004131
FILENET CORP.                  COM              316869106     5641   462109 SH       DEFINED 1,3,4          462109
FINANCIAL FEDERAL CORP         COM              317492106      295    11691 SH       DEFINED 1,3,4           11691
FINLAY ENTERPRISES, INC.       COM              317884203     1488   123360 SH       DEFINED 1,3,4          123360
THE FINISH LINE CL-A           COM              317923100     4713   446726 SH       DEFINED 1,3,4          446726
FIRST AMERICAN CORPORATION     COM              318522307     1012    45457 SH       DEFINED 1,3,4           45457
FIRST BANCORP/PUERTO RICO      COM              318672102      570    25155 SH       DEFINED 1,3,4           25155
FIRST CITIZENS BCSHS CL A      COM              31946M103     1546    15991 SH       DEFINED 1,3,4           15991
FIRST DATA CORP.               COM              319963104    15727   444184 SH       DEFINED 1,3,4          444184
FIRST ESSEX BANCORP, INC.      COM              320103104     1841    55100 SH       DEFINED 1,3,4           55100
FIRST FINANCIAL HOLDINGS INC.  COM              320239106     2507   101209 SH       DEFINED 1,3,4          101209
FIRST HORIZON PHARMACEUTICAL   COM              32051K106      968   129260 SH       DEFINED 1,3,4          129260
FIRST MIDWEST BANCORP, INC.    COM              320867104     4609   172633 SH       DEFINED 1,3,4          172633
FIRST HEALTH                   COM              320960107      513    20986 SH       DEFINED 1,3,4           20986
FIRST NIAGARA FINANCIAL GROUP  COM              33582U100      903    34550 SH       DEFINED 1,3,4           34550
FIRST REPUBLIC BANK            COM              336158100      183     9216 SH       DEFINED 1,3,4            9216
FIRST TENNESSEE NATIONAL CORP. COM              337162101    28298   787298 SH       DEFINED 1,3,4          787298
FIRST VIRGINIA BANKS, INC.     COM              337477103      551    14831 SH       DEFINED 1,3,4           14831
FISERV, INC.                   COM              337738108     3425   100876 SH       DEFINED 1,3,4          100876
FIRSTFED FINANCIAL CORP        COM              337907109      308    10658 SH       DEFINED 1,3,4           10658
FIRSTMERIT CORP.               COM              337915102      378    17479 SH       DEFINED 1,3,4           17479
FLAGSTAR BANCORP INC.          COM              337930101     1952    90415 SH       DEFINED 1,3,4           90415
FIRSTENERGY CORP.              COM              337932107    11658   353635 SH       DEFINED 1,3,4          353635
FISHER SCIENTIFIC INTL         COM              338032204     2572    85430 SH       DEFINED 1,3,4           85430
FLEET BOSTON FINANCIAL CORP.   COM              339030108    13432   553043 SH       DEFINED 1,3,4          553043
FLEETWOOD ENTERPRISES, INC.    COM              339099103      174    22624 SH       DEFINED 1,3,4           22624
FLEMING COMPANIES, INC.        COM              339130106      222    34313 SH       DEFINED 1,3,4           34313
FLORIDA ROCK INDS              COM              341140101      684    17982 SH       DEFINED 1,3,4           17982
FLUOR CORP.(NEW)               COM              343412102     1177    42131 SH       DEFINED 1,3,4           42131
FLOW INTL CORP.                COM              343468104       26     9669 SH       DEFINED 1,3,4            9669
FLOWSERVE CORP.                COM              34354P105     4240   286770 SH       DEFINED 1,3,4          286770
FOOTSTAR INC.                  COM              344912100       87    12693 SH       DEFINED 1,3,4           12693
FORD MOTOR CO.                 COM              345370860     8992   967282 SH       DEFINED 1,3,4          967282
FOREST LABORATORIES -CI A      COM              345838106    26565   270395 SH       DEFINED 1,3,4          270395
FOREST OIL CORP.               COM              346091705     4855   176168 SH       DEFINED 1,3,4          176168
FORTIS (NL)                    COM              34956J309      147     8430 SH       DEFINED 1,3,4            8430
FORTUNE BRANDS, INC.           COM              349631101    14061   302394 SH       DEFINED 1,3,4          302394
FORWARD AIR CORPORATION        COM              349853101      262    13496 SH       DEFINED 1,3,4           13496
FOSSIL, INC.                   COM              349882100      592    29159 SH       DEFINED 1,3,4           29159
FOUNDRY NEWORKS INC.           COM              35063R100      438    62200 SH       DEFINED 1,3,4           62200
4KIDS ENTERTAINMENT, INC.      COM              350865101      174     7940 SH       DEFINED 1,3,4            7940
FRANKLIN RESOURCES, INC.       COM              354613101     4668   136916 SH       DEFINED 1,3,4          136916
FRED'S INC.                    COM              356108100      413    16134 SH       DEFINED 1,3,4           16134
FREEPORT MCMORAN, INC.         COM              35671D857    17593  1048716 SH       DEFINED 1,3,4         1048716
FREMONT GENERAL CORP.          COM              357288109      211    47374 SH       DEFINED 1,3,4           47374
FRONTIER AIRLINES, INC.        COM              359065109      123    18665 SH       DEFINED 1,3,4           18665
FRONTIER OIL CORP.             COM              35914P105     1446    83985 SH       DEFINED 1,3,4           83985
FULLER (H.B.) CO.              COM              359694106      149     5865 SH       DEFINED 1,3,4            5865
FURNITURE BRANDS INTL, INC.    COM              360921100     4843   203132 SH       DEFINED 1,3,4          203132
FURR'S RESTAURANT GROUP, INC.  COM              361115603        0        0 SH       DEFINED 3,4                 0
G & K SERVICES, INC.           COM              361268105      461    13051 SH       DEFINED 1,3,4           13051
GATX CORP.                     COM              361448103      230    10130 SH       DEFINED 1,3,4           10130
GBC BANCORP                    COM              361475106      140     7266 SH       DEFINED 1,3,4            7266
GALLAGHER (ARTHUR J.) & CO.    COM              363576109    11174   380199 SH       DEFINED 1,3,4          380199
GAMESTOP CORP.                 COM              36466R101     3672   375000 SH       DEFINED 1,3,4          375000
GANNETT CO., INC.              COM              364730101    30688   427369 SH       DEFINED 1,3,4          427369
GAP, INC., THE                 COM              364760108     7793   502503 SH       DEFINED 1,3,4          502503
GARDNER DENVER, INC.           COM              365558105      203    10015 SH       DEFINED 1,3,4           10015
GARTS SPORTS CO                COM              366630101     1409    72750 SH       DEFINED 1,3,4           72750
GARTNER, INC.                  COM              366651107      782    85000 SH       DEFINED 1,3,4           85000
GARTNER INC - CL B             COM              366651206      166    17122 SH       DEFINED 1,3,4           17122
GATEWAY, INC.                  COM              367626108      525   169917 SH       DEFINED 1,3,4          169917
OAO GAZPROM                    COM              368287108     1915   161793 SH       DEFINED 1,3,4          161793
GENCORP, INC.                  COM              368682100      215    27221 SH       DEFINED 1,3,4           27221
GENE LOGIC, INC.               COM              368689105     1334   212089 SH       DEFINED 1,3,4          212089
GENERAL COMMUNICATIONS         COM              369385109      238    35099 SH       DEFINED 1,3,4           35099
GENERAL DYNAMICS CORP.         COM              369550108     8391   105780 SH       DEFINED 1,3,4          105780
GENERAL ELECTRIC CO.           COM              369604103   169027  6941546 SH       DEFINED 1,3,4         6941546
GENERAL GROWTH PROPERTIES      COM              370021107     5968   114800 SH       DEFINED 2,3,4          114800
GENERAL MILLS, INC.            COM              370334104     9093   193772 SH       DEFINED 1,3,4          193772
GENERAL MOTORS CORP.           COM              370442105    11417   309778 SH       DEFINED 1,3,4          309778
GENESCO INC.                   COM              371532102      258    13761 SH       DEFINED 1,3,4           13761
GENESEE & WYOMING, INC.        COM              371559105      856    42178 SH       DEFINED 1,3,4           42178
GENESIS HEALTH VENTURES        COM              37183F107     2297   148620 SH       DEFINED 1,3,4          148620
GENTEX CORP.                   COM              371901109     6907   218238 SH       DEFINED 1,3,4          218238
GENLYTE GROUP, INC.            COM              372302109     1206    38700 SH       DEFINED 1,3,4           38700
GENUINE PARTS CO.              COM              372460105     2830    91964 SH       DEFINED 1,3,4           91964
GENZYME CORP.                  COM              372917104     3336   112927 SH       DEFINED 1,3,4          112927
GEORGIA GULF                   COM              373200203     6492   280595 SH       DEFINED 1,3,4          280595
GEORGIA PACIFIC GROUP          COM              373298108     2137   132110 SH       DEFINED 1,3,4          132110
GERBER SCIENTIFIC, INC.        COM              373730100       54    13926 SH       DEFINED 1,3,4           13926
GETTY IMAGES, INC.             COM              374276103      535    17500 SH       DEFINED 1,3,4           17500
GETTY REALTY CORP.             COM              374297109      909    47950 SH       DEFINED 1,3,4           47950
GIBRALTAR STEEL CORP.          COM              37476F103     2927   153630 SH       DEFINED 1,3,4          153630
GILEAD SCIENCES, INC.          COM              375558103     2831    83360 SH       DEFINED 1,3,4           83360
GILLETTE CO., THE              COM              375766102    17231   567680 SH       DEFINED 1,3,4          567680
GLATFELTER                     COM              377316104      118     9024 SH       DEFINED 1,3,4            9024
GLAXOSMITHKLINE PLC            COM              37733W105      246     6510 SH       DEFINED 1,3,4            6510
GLENBOROUGH REALTY TRUST INC   COM              37803P105      310    17447 SH       DEFINED 1,3,4           17447
GLENBOROUGH REALTY TRUST INC   COM              37803P105      841    47200 SH       DEFINED 2,3,4           47200
GLOBAL IMAGING SYSTEMS, INC.   COM              37934A100     6645   361511 SH       DEFINED 1,3,4          361511
GLOBAL PAYMENTS, INC.          COM              37940X102      741    23240 SH       DEFINED 1,3,4           23240
GLOBESPANVIRATA, INC.          COM              37957V106     4114   933700 SH       DEFINED 1,3,4          933700
GOLD BANC CORPORATION, INC.    COM              379907108     6637   669200 SH       DEFINED 1,3,4          669200
GOLDEN WEST FINANCIAL CORP.    COM              381317106     8545   119003 SH       DEFINED 1,3,4          119003
GOLDMAN SACHS GROUP INC.       COM              38141G104    17226   252958 SH       DEFINED 1,3,4          252958
GOODRICH CORP.                 COM              382388106     1442    78790 SH       DEFINED 1,3,4           78790
GOODYEAR TIRE & RUBBER CO.     COM              382550101      622    92488 SH       DEFINED 1,3,4           92488
GOODYS FAMILY CLOTHING, INC.   COM              382588101       89    20496 SH       DEFINED 1,3,4           20496
GRACO, INC.                    COM              384109104     9354   326426 SH       DEFINED 1,3,4          326426
GRAFTECH INTERNATIONAL LTD.    COM              384313102       68    11613 SH       DEFINED 1,3,4           11613
GRAINGER (W.W.), INC.          COM              384802104     2477    48006 SH       DEFINED 1,3,4           48006
GRANITE CONSTRUCTION, INC.     COM              387328107      132     8540 SH       DEFINED 1,3,4            8540
GRANT PRIDECO, INC.            COM              38821G101      290    24965 SH       DEFINED 1,3,4           24965
GREAT ATLANTIC & PACIFIC TEA C COM              390064103      195    24250 SH       DEFINED 1,3,4           24250
GREAT LAKES CHEMICAL           COM              390568103      623    26310 SH       DEFINED 1,3,4           26310
GREAT PLAINS ENERGY, INC.      COM              391164100      328    14130 SH       DEFINED 1,3,4           14130
GREATER BAY BANCORP            COM              391648102    17710  1024342 SH       DEFINED 1,3,4         1024342
GREEN MOUNTAIN POWER CORP.     COM              393154109       65     3093 SH       DEFINED 1,3,4            3093
GREENPOINT FINANCIAL           COM              395384100    17640   390502 SH       DEFINED 1,3,4          390502
GRIFFON CORP.                  COM              398433102     4866   357179 SH       DEFINED 1,3,4          357179
GROUP 1 AUTOMOTIVE INC.        COM              398905109     2747   115139 SH       DEFINED 1,3,4          115139
GTECH HOLDINGS CORP.           COM              400518106    30463  1093577 SH       DEFINED 1,3,4         1093577
GRUPO FINANCIERO BBVA          COM              40051M204       93     6200 SH       DEFINED 1,3,4            6200
GUIDANT CORP.                  COM              401698105     5355   173660 SH       DEFINED 1,3,4          173660
GUILFORD PHARMACEUTICAL, INC.  COM              401829106      744   186980 SH       DEFINED 1,3,4          186980
GYMBOREE CORP.                 COM              403777105      293    18248 SH       DEFINED 1,3,4           18248
BAJAJ AUTO                     COM              4039077         70     6714 SH       DEFINED 1,3,4            6714
HCA, INC.                      COM              404119109    12150   292732 SH       DEFINED 1,3,4          292732
HCC INSURANCE HOLDINGS, INC.   COM              404132102      318    12889 SH       DEFINED 1,3,4           12889
HSBC HOLDINGS PLC              COM              404280406      170     3091 SH       DEFINED 1,3,4            3091
HAEMONETICS CORP/MASS          COM              405024100      332    15356 SH       DEFINED 1,3,4           15356
HAGGAR CORP.                   COM              405173105       49     4039 SH       DEFINED 1,3,4            4039
HAIN CELESTIAL GROUP, INC.     COM              405217100      319    21165 SH       DEFINED 1,3,4           21165
HALL KINION & ASSOCIATES, INC. COM              406069104       43     7982 SH       DEFINED 1,3,4            7982
HALLIBURTON CO.                COM              406216101     4715   252023 SH       DEFINED 1,3,4          252023
HANCOCK FABRICS, INC.          COM              409900107      182    11892 SH       DEFINED 1,3,4           11892
JOHN HANCOCK FINANCIAL SRVCS   COM              41014S106    15243   546379 SH       DEFINED 1,3,4          546379
HANGER ORTHOPEDIC GRP.         COM              41043F208     4021   305980 SH       DEFINED 1,3,4          305980
HANOVER COMPRESSOR CO.         COM              410768105      127    13762 SH       DEFINED 1,3,4           13762
HARLAND (JOHN H.) CO.          COM              412693103     4869   219976 SH       DEFINED 1,3,4          219976
HARLEY-DAVIDSON INC.           COM              412822108    32839   710894 SH       DEFINED 1,3,4          710894
HARMAN INTERNATIONAL           COM              413086109     1208    20316 SH       DEFINED 1,3,4           20316
HARMONIC. INC.                 COM              413160102       83    37816 SH       DEFINED 1,3,4           37816
HARRAH'S ENTERTAINMENT         COM              413619107     9817   247747 SH       DEFINED 1,3,4          247747
HARRIS CORP.                   COM              413875105      362    13728 SH       DEFINED 1,3,4           13728
HARSCO CORP.                   COM              415864107     5230   164172 SH       DEFINED 1,3,4          164172
HARTE HANKS INC.               COM              416196103      352    18832 SH       DEFINED 1,3,4           18832
HARTFORD FINANCIAL SVCS. GROUP COM              416515104     6105   134438 SH       DEFINED 1,3,4          134438
HASBRO, INC.                   COM              418056107     1049    90898 SH       DEFINED 1,3,4           90898
HAVERTY FURNITURE              COM              419596101      192    13683 SH       DEFINED 1,3,4           13683
HAWAIIAN ELECTRIC INDS         COM              419870100      334     7574 SH       DEFINED 1,3,4            7574
HEALTH CARE PROPERTIES INVEST, COM              421915109     1437    37500 SH       DEFINED 2,3,4           37500
HEALTHSOUTH CORP.              COM              421924101      871   208582 SH       DEFINED 1,3,4          208582
HEALTH MANAGEMNT ASSOC.        COM              421933102    20750  1158979 SH       DEFINED 1,3,4         1158979
HEALTHCARE REALTY TRUST, INC.  COM              421946104      983    33600 SH       DEFINED 2,3,4           33600
HEALTH CARE REIT INC.          COM              42217K106     6759   249931 SH       DEFINED 1,3,4          249931
HEALTH NET,  INC               COM              42222G108     1985    75286 SH       DEFINED 1,3,4           75286
HEARTLAND EXPRESS, INC.        COM              422347104     8337   363879 SH       DEFINED 1,3,4          363879
HECLA MINING CO.               COM              422704106     6489  1282640 SH       DEFINED 1,3,4         1282640
HEIDRICK & STRUGGLES INTL.     COM              422819102      168    11429 SH       DEFINED 1,3,4           11429
HEINZ (H.J.) CO.               COM              423074103     6251 190158.5 SH       DEFINED 1,3,4          190159
HELIX TECHNOLOGY CORP.         COM              423319102      183    16434 SH       DEFINED 1,3,4           16434
HELMERICH & PAYNE, INC.        COM              423452101      947    33791 SH       DEFINED 1,3,4           33791
HENRY (JACK) & ASSOCIATES      COM              426281101      218    18135 SH       DEFINED 1,3,4           18135
HERCULES, INC.                 COM              427056106    24262  2758300 SH       DEFINED 1,3,4         2758300
HERSHEY FOODS CORP.            COM              427866108     9846   145955 SH       DEFINED 1,3,4          145955
HEWLETT-PACKARD CO.            COM              428236103    55263  3183071 SH       DEFINED 1,3,4         3183071
HIBERNIA CORP. - CL A          COM              428656102    26504  1377621 SH       DEFINED 1,3,4         1377621
HILB ROGAL & HAMILTON CO.      COM              431294107    11223   274391 SH       DEFINED 1,3,4          274391
HILLENBRAND INDUSTRIES         COM              431573104    19011   393523 SH       DEFINED 1,3,4          393523
HILTON HOTELS CORP.            COM              432848109     2521   198711 SH       DEFINED 1,3,4          198711
HINES HORTICULTURE, INC.       COM              433245107     1227   423422 SH       DEFINED 1,3,4          423422
HISPANIC BROADCASTING - CL A   COM              43357B104      464    22512 SH       DEFINED 1,3,4           22512
HOLLY CORP                     COM              435758305     2444   111882 SH       DEFINED 1,3,4          111882
HOLLYWOOD ENTERTAINMENT CORP.  COM              436141105     2012   133270 SH       DEFINED 1,3,4          133270
HOLOGIC INC.                   COM              436440101      147    12243 SH       DEFINED 1,3,4           12243
HOME DEPOT, INC.               COM              437076102    30557  1275292 SH       DEFINED 1,3,4         1275292
HOME PROPERTIES OF NY INC      COM              437306103     1113    32400 SH       DEFINED 1,3,4           32400
HOME PROPERTIES OF NY INC      COM              437306103     3869   112300 SH       DEFINED 2,3,4          112300
HON HAI PRECISION              COM              438090102       80    10486 SH       DEFINED 1,3,4           10486
HON HAI PRECISION              COM              438090201      254    33487 SH       DEFINED 1,3,4           33487
HON INDUSTRIES, INC.           COM              438092108      344    12192 SH       DEFINED 1,3,4           12192
HONDA MOTOR CO LTD             COM              438128308      212    11568 SH       DEFINED 1,3,4           11568
HONEYWELL INTERNATIONAL, INC.  COM              438516106    10380   432618 SH       DEFINED 1,3,4          432618
HOOPER HOLMES, INC.            COM              439104100      251    40524 SH       DEFINED 1,3,4           40524
HORACE MANN EDUCATORS          COM              440327104      129     8452 SH       DEFINED 1,3,4            8452
HORIZON OFFSHORE, INC.         COM              44043J105      902   181600 SH       DEFINED 1,3,4          181600
HORMEL FOODS CORP.             COM              440452100      667    28688 SH       DEFINED 1,3,4           28688
HOSPITALITY PROPERTIES TR      COM              44106M102    15231   432630 SH       DEFINED 1,3,4          432630
HOSPITALITY PROPERTIES TR      COM              44106M102     1503    42700 SH       DEFINED 2,3,4           42700
HOST MARRIOTT CORP.            COM              44107P104     2012   227300 SH       DEFINED 2,3,4          227300
HOT TOPIC, INC.                COM              441339108     1201    52562 SH       DEFINED 1,3,4           52562
HOTELS.COM                     COM              44147T108      751    13750 SH       DEFINED 1,3,4           13750
HOUSEHOLD INTERNATIONAL, INC.  COM              441815107     7392   265700 SH       DEFINED 1,3,4          265700
HOUSTON EXPLORATION CO.        COM              442120101     8673   283426 SH       DEFINED 1,3,4          283426
HUBBELL, INC. - CL B           COM              443510201      427    12233 SH       DEFINED 1,3,4           12233
BENQ CORP                      COM              4435493        276    49646 SH       DEFINED 1,3,4           49646
ITC LTD                        COM              4438094        419    30178 SH       DEFINED 1,3,4           30178
HUDSON UNITED BANCORP          COM              444165104    10139   326056 SH       DEFINED 1,3,4          326056
HUFFY CORP.                    COM              444356109       55     9734 SH       DEFINED 1,3,4            9734
HUGHES SUPPLY, INC.            COM              444482103     6348   232349 SH       DEFINED 1,3,4          232349
HUMANA, INC.                   COM              444859102     5325   532490 SH       DEFINED 1,3,4          532490
HUMAN GENOME SCIENCES INC      COM              444903108     1043   118350 SH       DEFINED 1,3,4          118350
HUNT (JB) TRANSPRT SVCS, INC.  COM              445658107     1932    66005 SH       DEFINED 1,3,4           66005
HUNTINGTON BANCSHARES, INC.    COM              446150104     2320   124151 SH       DEFINED 1,3,4          124151
HUTCHINSON TECHNOLOGY, INC.    COM              448407106      330    15960 SH       DEFINED 1,3,4           15960
HYDRIL CO.                     COM              448774109      335    14171 SH       DEFINED 1,3,4           14171
ICN PHARMACEUTICALS, INC.      COM              448924100      189    17325 SH       DEFINED 1,3,4           17325
IDT CORP.                      COM              448947101     1436    83100 SH       DEFINED 1,3,4           83100
HYPERION SOLUTIONS CORP.       COM              44914M104     2973   115799 SH       DEFINED 1,3,4          115799
ICU MEDICAL, INC.              COM              44930G107      333     8905 SH       DEFINED 1,3,4            8905
IDEC PHARMACEUTICALS CORP.     COM              449370105     1789    53920 SH       DEFINED 1,3,4           53920
IHOP CORP.                     COM              449623107     1387    57755 SH       DEFINED 1,3,4           57755
IMC GLOBAL, INC.               COM              449669100      253    23785 SH       DEFINED 1,3,4           23785
IMCO RECYCLING, INC.           COM              449681105       79     9537 SH       DEFINED 1,3,4            9537
IMS HEALTH, INC.               COM              449934108    23263  1453763 SH       DEFINED 1,3,4         1453763
ITC                            COM              450318100     1387    99800 SH       DEFINED 1,3,4           99800
ISTAR FINANCIAL, INC.          COM              45031U101     7765   276800 SH       DEFINED 1,3,4          276800
ITT EDUCATIONAL SERVICES, INC. COM              45068B109      674    28613 SH       DEFINED 1,3,4           28613
ITT INDUSTRIES, INC.           COM              450911102     8851   145780 SH       DEFINED 1,3,4          145780
ICICI BANK LTD                 COM              45104G104     2069   318250 SH       DEFINED 1,3,4          318250
IDACORP, INC.                  COM              451107106      192     7831 SH       DEFINED 1,3,4            7831
IDEX CORP.                     COM              45167R104      666    20435 SH       DEFINED 1,3,4           20435
IDEXX LABS, INC.               COM              45168D104     8597   258018 SH       DEFINED 1,3,4          258018
IKON OFFICE SOLUTIONS, INC.    COM              451713101     6799   951000 SH       DEFINED 1,3,4          951000
ILEX ONCOLOGY, INC.            COM              451923106     2123   300738 SH       DEFINED 1,3,4          300738
ILLINOIS TOOL WORKS, INC.      COM              452308109    11971   184529 SH       DEFINED 1,3,4          184529
IMATION CORP.                  COM              45245A107     3841   109570 SH       DEFINED 1,3,4          109570
IMAGISTICS INTL INC            COM              45247T104     4065   203302 SH       DEFINED 1,3,4          203302
IMMUCOR, INC.                  COM              452526106     1307    64475 SH       DEFINED 1,3,4           64475
IMPAC MORTGAGE HOLDINGS, INC.  COM              45254P102     1654   143700 SH       DEFINED 1,3,4          143700
IMPATH, INC.                   COM              45255G101      205    10281 SH       DEFINED 1,3,4           10281
INAMED CORP                    COM              453235103     4933   160142 SH       DEFINED 1,3,4          160142
INCO, LTD.                     COM              453258402        7      369 SH       DEFINED 1,3,4             369
INCYTE GENOMICS, INC.          COM              45337C102       63    14053 SH       DEFINED 1,3,4           14053
INDEPENDANCE COMMUNITY BANK    COM              453414104     5710   224919 SH       DEFINED 1,3,4          224919
INDEPENDENT BANK CORP - MASS.  COM              453836108     2147    94330 SH       DEFINED 1,3,4           94330
INDYMAC BANCORP, INC.          COM              456607100     6607   357212 SH       DEFINED 1,3,4          357212
INET TECHNOLOGIES, INC.        COM              45662V105     2652   434517 SH       DEFINED 1,3,4          434517
INFOCUS CORPORATION.           COM              45665B106       49     8136 SH       DEFINED 1,3,4            8136
INFORMATION HOLDINGS, INC.     COM              456727106      214    13734 SH       DEFINED 1,3,4           13734
ING GROEP NV                   COM              456837103      129     7700 SH       DEFINED 1,3,4            7700
INFORMATION RESOURCES, INC.    COM              456905108       30    18612 SH       DEFINED 1,3,4           18612
INGRAM MICRO, INC.             COM              457153104     6391   517380 SH       DEFINED 1,3,4          517380
INHALE THERAPEUTIC SYSTEMS     COM              457191104     2134   264150 SH       DEFINED 1,3,4          264150
INPUT/OUTPUT, INC.             COM              457652105      136    32185 SH       DEFINED 1,3,4           32185
INSIGHT ENTERPRISES, INC.      COM              45765U103     1529   183606 SH       DEFINED 1,3,4          183606
INSITUFORM TECNOL, INC. - CI A COM              457667103      284    16692 SH       DEFINED 1,3,4           16692
INSTINE GROUP, INC.            COM              457750107     6812  1609530 SH       DEFINED 1,3,4         1609530
INSURANCE AUTO AUCTIONS, INC.  COM              457875102      130     7710 SH       DEFINED 1,3,4            7710
INTEGRATED DEVICE TECH, INC.   COM              458118106      179    21345 SH       DEFINED 1,3,4           21345
INTEGRATED CIRCUIT SYSTEMS, IN COM              45811K208     1887   103410 SH       DEFINED 1,3,4          103410
INTEL CORP.                    COM              458140100    66359  4261401 SH       DEFINED 1,3,4         4261401
INTER-TEL, INC.- SER A         COM              458372109     3755   179655 SH       DEFINED 1,3,4          179655
INTERACTIVE INTELLIGENCE INC   COM              45839M103     1211   467225 SH       DEFINED 1,3,4          467225
INTERFACE, INC.- CI A          COM              458665106       99    32233 SH       DEFINED 1,3,4           32233
INTERMAGNETICS GENERAL CORP.   COM              458771102      202    10374 SH       DEFINED 1,3,4           10374
INTERMET CORP.                 COM              45881K104       64    16049 SH       DEFINED 1,3,4           16049
INTERNATIONAL BUSINESS MACHINE COM              459200101    77893  1004993 SH       DEFINED 1,3,4         1004993
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    15813   450519 SH       DEFINED 1,3,4          450519
INTL GAME TECHNOLOGY           COM              459902102    34628   456118 SH       DEFINED 1,3,4          456118
INTL MULTIFOODS CORP.          COM              460043102      257    12043 SH       DEFINED 1,3,4           12043
INTERNATIONAL PAPER CO.        COM              460146103     8849   252959 SH       DEFINED 1,3,4          252959
INTL RECTIFIER CORP.           COM              460254105      244    13209 SH       DEFINED 1,3,4           13209
INT'L SPEEDWAY CORP.           COM              460335201      409    11003 SH       DEFINED 1,3,4           11003
INTERNET PICTURES CORP.        COM              46059S200      117   114199 SH       DEFINED 1,3,4          114199
INTERNET SECURITY SYSTEMS INC. COM              46060X107     3495   190899 SH       DEFINED 1,3,4          190899
INTERPUBLIC GROUP OF COS., INC COM              460690100     2857   203154 SH       DEFINED 1,3,4          203154
INTERSIL CORP.                 COM              46069S109     2385   171199 SH       DEFINED 1,3,4          171199
INTERSTATE BAKERIES CP.        COM              46072H108     4427   290407 SH       DEFINED 1,3,4          290407
INTUIT INC.                    COM              461202103    31125   663311 SH       DEFINED 1,3,4          663311
INVACARE CORP.                 COM              461203101      651    19510 SH       DEFINED 1,3,4           19510
INTUITIVE SURGICAL INC.        COM              46120E107      812   132277 SH       DEFINED 1,3,4          132277
INVESTMENT TECHNOLOGY GP, INC. COM              46145F105      221     9914 SH       DEFINED 1,3,4            9914
INVESTORS FINANCIAL SCVS CP    COM              461915100      364    13362 SH       DEFINED 1,3,4           13362
IOMEGA CORP.                   COM              462030305     2739   348678 SH       DEFINED 1,3,4          348678
IONICS, INC.                   COM              462218108      253    11050 SH       DEFINED 1,3,4           11050
IOWA BUSINESS GROWTH COMPANY   COM              4622812#2       72      628 SH       DEFINED 3,4               628
BANK OF IRELAND                COM              46267Q103      133     3250 SH       DEFINED 1,3,4            3250
IRWN FINANCIAL CORP.           COM              464119106      287    17477 SH       DEFINED 1,3,4           17477
ISHARES MSCI PACIFIC JAPAN IND COM              464286665       86     1700 SH       DEFINED 1,3,4            1700
ISHARES MSCI TAIWAN INDEX FD.  COM              464286731     1383   169735 SH       DEFINED 1,3,4          169735
ISHARES MSCI NETHERLANDS INDEX COM              464286814       33     2500 SH       DEFINED 1,3,4            2500
ISHARES MSCI JAPAN INDEX FUND  COM              464286848       77    11100 SH       DEFINED 1,3,4           11100
ISHARES S&P 500 INDEX FUND     COM              464287200       71      810 SH       DEFINED 1,3,4             810
ISHARES MSCI EAFE INDEX FUND   COM              464287465     8040    81200 SH       DEFINED 1,3,4           81200
ISHARES TRUST - S&P MIDCAP 400 COM              464287507    16082   186740 SH       DEFINED 1,3,4          186740
ISHARES TRUST - RUSSELL 2000   COM              464287655    18645   245420 SH       DEFINED 1,3,4          245420
ISHARES TRUST-S&P SM-CAP 600   COM              464287804    23341   239540 SH       DEFINED 1,3,4          239540
ISHARES TRUST - S&P EUR 350    COM              464287861      203     4295 SH       DEFINED 1,3,4            4295
ISLE OF CAPRI CASINOS          COM              464592104     2421   182810 SH       DEFINED 1,3,4          182810
ITO-YOKADO CO. LTD.            COM              465714301       74     2600 SH       DEFINED 1,3,4            2600
ITRON, INC.                    COM              465741106      243    12700 SH       DEFINED 1,3,4           12700
IVAX CORP.                     COM              465823102      490    40261 SH       DEFINED 1,3,4           40261
JDN REALTY CORP.               COM              465917102     1951   178153 SH       DEFINED 2,3,4          178153
J & J SNACK FOODS CORP.        COM              466032109     2037    57136 SH       DEFINED 1,3,4           57136
JDS UNIPHASE CORP.             COM              46612J101     1843   744760 SH       DEFINED 1,3,4          744760
JDA SOFTWARE GROUP, INC.       COM              46612K108      172    17890 SH       DEFINED 1,3,4           17890
JILL GROUP, INC.               COM              466189107      171    12274 SH       DEFINED 1,3,4           12274
JLG INDUSTRIES INC.            COM              466210101      204    27054 SH       DEFINED 1,3,4           27054
JP MORGAN CHASE & CO.          COM              46625H100    25829  1076182 SH       DEFINED 1,3,4         1076182
J2 GLOBAL COMMUNICATIONS, INC. COM              46626E205     2399   125950 SH       DEFINED 1,3,4          125950
JABIL CIRCUIT INC.             COM              466313103     1872   104235 SH       DEFINED 1,3,4          104235
JACK IN THE BOX, INC.          COM              466367109      425    24621 SH       DEFINED 1,3,4           24621
JACOBS ENGINEERING GROUP       COM              469814107      401    11253 SH       DEFINED 1,3,4           11253
JAKKS PACIFIC INC.             COM              47012E106      206    15346 SH       DEFINED 1,3,4           15346
JARDEN CORP.                   COM              471109108     3424   143430 SH       DEFINED 1,3,4          143430
JEFFERIES GROUP, INC.          COM              472319102     5550   132282 SH       DEFINED 1,3,4          132282
JEFFERSON-PILOT CORP.          COM              475070108     2889    75781 SH       DEFINED 1,3,4           75781
JETBLUE AIRWAYS CORP.          COM              477143101     5431   201130 SH       DEFINED 1,3,4          201130
JO-ANN STORES, INC. CLASS A    COM              47758P109     6377   277871 SH       DEFINED 1,3,4          277871
JOHN NUVEEN CO.                COM              478035108    10012   394900 SH       DEFINED 1,3,4          394900
JOHNSON & JOHNSON              COM              478160104   152854  2845924 SH       DEFINED 1,3,4         2845924
JOHNSON CONTROLS, INC.         COM              478366107    13195   164665 SH       DEFINED 1,3,4          164665
JONES APPAREL GROUP INC        COM              480074103     8732   246459 SH       DEFINED 1,3,4          246459
KLA-TENCOR CORP.               COM              482480100     4642   131190 SH       DEFINED 1,3,4          131190
K-SWISS, INC. CLASS A          COM              482686102      246    11295 SH       DEFINED 1,3,4           11295
KT CORPORATION                 COM              48268K101    26379  1224711 SH       DEFINED 1,3,4         1224711
K2, INC.                       COM              482732104      105    11294 SH       DEFINED 1,3,4           11294
KAMAN CORP. CLASS A            COM              483548103      155    14131 SH       DEFINED 1,3,4           14131
KANSAS CITY SOUTHERN           COM              485170302      459    38376 SH       DEFINED 1,3,4           38376
KAYDON CORP.                   COM              486587108     1212    57072 SH       DEFINED 1,3,4           57072
KEANE, INC.                    COM              486665102      132    14806 SH       DEFINED 1,3,4           14806
KB HOME                        COM              48666K109     1878    43811 SH       DEFINED 1,3,4           43811
KEITHLEY INSTURMENTS, INC.     COM              487584104      125    10017 SH       DEFINED 1,3,4           10017
KELLOGG CO.                    COM              487836108     7911   230780 SH       DEFINED 1,3,4          230780
KELLWOOD CO.                   COM              488044108      421    16095 SH       DEFINED 1,3,4           16095
KELLY SERVICES, INC. -CI A     COM              488152208      183     7348 SH       DEFINED 1,3,4            7348
KEMET CORP.                    COM              488360108      155    17831 SH       DEFINED 1,3,4           17831
KENNAMETAL, INC.               COM              489170100      251     7263 SH       DEFINED 1,3,4            7263
KERR-MCGEE CORP.               COM              492386107     2337    52850 SH       DEFINED 1,3,4           52850
KEY ENERGY SERVICES, INC.      COM              492914106     4537   506070 SH       DEFINED 1,3,4          506070
KEYCORP                        COM              493267108     5627   223728 SH       DEFINED 1,3,4          223728
KEYSPAN CORP.                  COM              49337W100     8015   227434 SH       DEFINED 1,3,4          227434
KEYSTONE PROPERTY TRUST        COM              493596100     1014    59860 SH       DEFINED 1,3,4           59860
KILROY REALTY CORP.            COM              49427F108      407    17583 SH       DEFINED 1,3,4           17583
KIMBERLY-CLARK CORP.           COM              494368103    17596   370685 SH       DEFINED 1,3,4          370685
KIMCO REALTY CORP.             COM              49446R109    22448   732650 SH       DEFINED 1,3,4          732650
KIMCO REALTY CORP.             COM              49446R109     2809    91700 SH       DEFINED 2,3,4           91700
KINDER MORGAN, INC.            COM              49455P101     2709    64051 SH       DEFINED 1,3,4           64051
KING PHARMACEUTICALS, INC.     COM              495582108     3372   196311 SH       DEFINED 1,3,4          196311
KIRBY CORP.                    COM              497266106     2548    93103 SH       DEFINED 1,3,4           93103
KNIGHT-RIDDER, INC.            COM              499040103     2742    43359 SH       DEFINED 1,3,4           43359
KNIGHT TRANSPORTATION, INC.    COM              499064103      491    23359 SH       DEFINED 1,3,4           23359
KOHLS CORP.                    COM              500255104    40703   727601 SH       DEFINED 1,3,4          727601
KONINKLIJKE PHILIPS ELEC.      COM              500472303      240    13477 SH       DEFINED 1,3,4           13477
KOOKMIN BANK                   COM              50049M109      415    11760 SH       DEFINED 1,3,4           11760
KOPIN CORP                     COM              500600101      171    43683 SH       DEFINED 1,3,4           43683
KOREA ELECTRIC POWER           COM              500631106     3467   408000 SH       DEFINED 1,3,4          408000
KORN/FERRY INTERNATIONAL       COM              500643200       57     7831 SH       DEFINED 1,3,4            7831
KOREA TOBACCO & GINEN 144A     COM              50064G102     2095   315210 SH       DEFINED 1,3,4          315210
KRISPY KREME DOUGHNUTS, INC.   COM              501014104     4166   123368 SH       DEFINED 1,3,4          123368
KROGER CO., THE                COM              501044101     6286   407279 SH       DEFINED 1,3,4          407279
KROLL, INC.                    COM              501049100     6723   352222 SH       DEFINED 1,3,4          352222
KRONOS INC.                    COM              501052104      459    12390 SH       DEFINED 1,3,4           12390
KULICKE & SOFFA                COM              501242101      175    31062 SH       DEFINED 1,3,4           31062
KYOCERA CORP                   COM              501556203      138     2420 SH       DEFINED 1,3,4            2420
LSI LOGIC CORP.                COM              502161102     7094  1229677 SH       DEFINED 1,3,4         1229677
LTX CORP.                      COM              502392103       62    10200 SH       DEFINED 1,3,4           10200
L-3 COMMUNICATIONS HOLDINGS IN COM              502424104     5660   126094 SH       DEFINED 1,3,4          126094
LA-Z-BOY, INC.                 COM              505336107     2760   115169 SH       DEFINED 1,3,4          115169
LABOR READY, INC.              COM              505401208     1529   238600 SH       DEFINED 1,3,4          238600
LABRANCHE & CO., INC.          COM              505447102      326    12309 SH       DEFINED 1,3,4           12309
LACLEDE GROUP INC.             COM              505597104      287    11909 SH       DEFINED 1,3,4           11909
CHINA STEEL CORP               COM              5081873         14  1236.28 SH       DEFINED 1,3,4            1236
LAM RESEARCH CORP.             COM              512807108      279    25937 SH       DEFINED 1,3,4           25937
LANCASTER COLONY CORP.         COM              513847103      298     7552 SH       DEFINED 1,3,4            7552
LANCE, INC.                    COM              514606102      215    18320 SH       DEFINED 1,3,4           18320
LANDAMERICA FINANCIAL GROUP, I COM              514936103      405    11468 SH       DEFINED 1,3,4           11468
LANDRYS RESTAURANTS            COM              51508L103     3871   182306 SH       DEFINED 1,3,4          182306
LANDSTAR SYSTEM, INC.          COM              515098101      582     9958 SH       DEFINED 1,3,4            9958
LASALLE HOTEL PROPERTIES       COM              517942108       79     5700 SH       DEFINED 2,3,4            5700
LATTICE SEMICONDUCTOR CORP.    COM              518415104      202    23235 SH       DEFINED 1,3,4           23235
LAWSON PRODUCTS                COM              520776105      183     5983 SH       DEFINED 1,3,4            5983
LEAR CORP.                     COM              521865105     4449   133671 SH       DEFINED 1,3,4          133671
LEE ENTERPRISES                COM              523768109      308     9163 SH       DEFINED 1,3,4            9163
LEGATO SYSTEMS INC.            COM              524651106      120    24004 SH       DEFINED 1,3,4           24004
LEGGETT & PLATT, INC.          COM              524660107     2293   102183 SH       DEFINED 1,3,4          102183
LEGG MASON, INC.               COM              524901105     2306    47512 SH       DEFINED 1,3,4           47512
LEHMAN BROTHERS HOLDINGS, INC. COM              524908100     8904   167110 SH       DEFINED 1,3,4          167110
LENNAR CORP.                   COM              526057104    15171   294054 SH       DEFINED 1,3,4          294054
LENNOX INTERNATIONAL, INC.     COM              526107107     8529   679538 SH       DEFINED 1,3,4          679538
LEUCADIA NATIONAL CORP         COM              527288104     3270    87652 SH       DEFINED 1,3,4           87652
LEVEL 3 COMMUNICATIONS         COM              52729N100     6827  1393335 SH       DEFINED 1,3,4         1393335
LEXMARK INTERNATIONAL, INC., C COM              529771107     6146   101671 SH       DEFINED 1,3,4          101671
LIBBEY, INC.                   COM              529898108      242     9330 SH       DEFINED 1,3,4            9330
LIBERTY PROPERTY TRUST         COM              531172104      504    15795 SH       DEFINED 1,3,4           15795
LIBERTY PROPERTY TRUST         COM              531172104     2149    67300 SH       DEFINED 2,3,4           67300
LIFEPOINT HOSPITALS, INC.      COM              53219L109     5457   182423 SH       DEFINED 1,3,4          182423
LILLY (ELI) & CO.              COM              532457108    38372   604298 SH       DEFINED 1,3,4          604298
LIMITED BRANDS, INC.           COM              532716107     3835   275185 SH       DEFINED 1,3,4          275185
LINCARE HOLDINGS, INC.         COM              532791100     5756   181969 SH       DEFINED 1,3,4          181969
LINCOLN NATIONAL CORP.         COM              534187109     2948    93439 SH       DEFINED 1,3,4           93439
LINDSAY MANUFACTURING CO.      COM              535555106      158     7384 SH       DEFINED 1,3,4            7384
LINEAR TECHNOLOGIES CORP.      COM              535678106    32304  1255913 SH       DEFINED 1,3,4         1255913
LINENS N THINGS, INC.          COM              535679104      627    27749 SH       DEFINED 1,3,4           27749
LIZ CLAIBORNE, INC.            COM              539320101     8431   284287 SH       DEFINED 1,3,4          284287
LOCAL FINANCIAL CORP.          COM              539553107     4516   308440 SH       DEFINED 1,3,4          308440
LOCKHEED MARTIN CORP.          COM              539830109    34122   590833 SH       DEFINED 1,3,4          590833
LOEWS CORP.                    COM              540424108     4349    97860 SH       DEFINED 1,3,4           97860
LONE STAR STEAKHOUSE SALOON    COM              542307103     3939   203789 SH       DEFINED 1,3,4          203789
LONE STAR TECHNOLOGIES, INC    COM              542312103      266    17939 SH       DEFINED 1,3,4           17939
LONGS DRUG STORES CORP.        COM              543162101      164     7933 SH       DEFINED 1,3,4            7933
LONGVIEW FIBRE CO.             COM              543213102       77    10567 SH       DEFINED 1,3,4           10567
LOUISIANA PACIFIC CORP.        COM              546347105     2716   338445 SH       DEFINED 1,3,4          338445
LOWE'S COMPANIES, INC.         COM              548661107    16072   428689 SH       DEFINED 1,3,4          428689
LUBRIZOL CORP.                 COM              549271104     8307   272444 SH       DEFINED 1,3,4          272444
LUBYS, INC.                    COM              549282101       38    14137 SH       DEFINED 1,3,4           14137
LUCENT TECHNOLOGIES, INC.      COM              549463107     2278  1808859 SH       DEFINED 1,3,4         1808859
LYDALL, INC.                   COM              550819106      112    10084 SH       DEFINED 1,3,4           10084
LYONDELL CHEMICAL CO.          COM              552078107      418    33070 SH       DEFINED 1,3,4           33070
M & T BANK CORPORATION         COM              55261F104    20404   257112 SH       DEFINED 1,3,4          257112
MAF BANCORP INC.               COM              55261R108     5152   151817 SH       DEFINED 1,3,4          151817
MBIA, INC.                     COM              55262C100     6638   151323 SH       DEFINED 1,3,4          151323
MBNA CORP.                     COM              55262L100    13393   704192 SH       DEFINED 1,3,4          704192
MDC HOLDINGS, INC.             COM              552676108      636    16778 SH       DEFINED 1,3,4           16778
MDU RESOURCES GROUP, INC.      COM              552690109      383    14828 SH       DEFINED 1,3,4           14828
MFA MORTGAGE INVESTMENTS, INC. COM              55272X102     2317   275620 SH       DEFINED 1,3,4          275620
MGIC INVESTMENT CORP. (WIS.)   COM              552848103     3019    73192 SH       DEFINED 1,3,4           73192
MGI PHARMA, INC.               COM              552880106      114    15851 SH       DEFINED 1,3,4           15851
MGM MIRAGE, INC.               COM              552953101     6422   194810 SH       DEFINED 1,3,4          194810
M/I SCHOTTENSTEIN HOMES, INC.  COM              55305B101     3722   133932 SH       DEFINED 1,3,4          133932
MKS INSTRUMENTS, INC.          COM              55306N104     2691   163809 SH       DEFINED 1,3,4          163809
MPS GROUP, INC.                COM              553409103      120    21220 SH       DEFINED 1,3,4           21220
MRO SOFTWARE, INC.             COM              55347W105      701    57777 SH       DEFINED 1,3,4           57777
MACDERMID, INC.                COM              554273102      463    20241 SH       DEFINED 1,3,4           20241
MACERICH CO.                   COM              554382101    11854   385552 SH       DEFINED 1,3,4          385552
MACERICH CO.                   COM              554382101     2725    88600 SH       DEFINED 2,3,4           88600
MACK-CALI REALTY CORP.         COM              554489104    21540   710920 SH       DEFINED 1,3,4          710920
MACROVISION CORP               COM              555904101      162    10007 SH       DEFINED 1,3,4           10007
MACROMEDIA, INC.               COM              556100105      131    12475 SH       DEFINED 1,3,4           12475
STEVEN MADDEN LTD              COM              556269108      736    40760 SH       DEFINED 1,3,4           40760
BANCO CENTRAL DE URUGUAY       COM              557136300        0  7000000 SH       DEFINED 3,4           7000000
BANCO CENTRAL DE URUGUAY       COM              557137400        0  3000000 SH       DEFINED 3,4           3000000
MAGNA INTERNATIONAL-CL A       COM              559222401      293     5215 SH       DEFINED 1,3,4            5215
MAGNETEK, INC.                 COM              559424106       63    14812 SH       DEFINED 1,3,4           14812
MAIN STREET ATHLETIC CLUBS, IN COM              559903109        0     5368 SH       DEFINED 3,4              5368
MAIN STREET ATHLETIC CLUBS, IN COM              559903125        0     5368 SH       DEFINED 3,4              5368
MAIN STREET ATHLETIC CLUBS, IN COM              559903141        0     5368 SH       DEFINED 3,4              5368
MANDALAY RESORT GROUP          COM              562567107      437    14230 SH       DEFINED 1,3,4           14230
MANHATTAN ASSOCIATES, INC.     COM              562750109      431    18163 SH       DEFINED 1,3,4           18163
MANITOWOC CO.                  COM              563571108     4676   183385 SH       DEFINED 1,3,4          183385
MANOR CARE, INC.               COM              564055101      940    50548 SH       DEFINED 1,3,4           50548
MANPOWER, INC. WI              COM              56418H100     1579    49522 SH       DEFINED 1,3,4           49522
MANTECH INTERNATIONAL CORP.    COM              564563104     2741   143710 SH       DEFINED 1,3,4          143710
MANUFACTURED HOMES             COM              564682102     1917    64600 SH       DEFINED 2,3,4           64600
MAPINFO CORP                   COM              565105103       51     9530 SH       DEFINED 1,3,4            9530
MARATHON OIL CORP.             COM              565849106    12897   605815 SH       DEFINED 1,3,4          605815
MARCUS CORP.                   COM              566330106      265    18525 SH       DEFINED 1,3,4           18525
MARSH & MCLENNAN CO.           COM              571748102    13073   283029 SH       DEFINED 1,3,4          283029
MARSHALL & IISLEY CORP.        COM              571834100     9031   329852 SH       DEFINED 1,3,4          329852
MARRIOTT INTERNATIONAL, INC.   COM              571903202     5007   152210 SH       DEFINED 1,3,4          152210
MARTIN MARIETTA MATERIALS      COM              573284106      311    10100 SH       DEFINED 1,3,4           10100
MASCO CORP.                    COM              574599106     6225   295881 SH       DEFINED 1,3,4          295881
MASSEY ENERGY CO,              COM              576206106      463    47421 SH       DEFINED 1,3,4           47421
MATERIAL SCIENCES CORP         COM              576674105      114     8840 SH       DEFINED 1,3,4            8840
MATTEL, INC.                   COM              577081102    22509  1175359 SH       DEFINED 1,3,4         1175359
MAXTOR CORP                    COM              577729205     6251  1235450 SH       DEFINED 1,3,4         1235450
MAXIM INTEGRATED PRODUCTS      COM              57772K101    35448  1072695 SH       DEFINED 1,3,4         1072695
MAY DEPARTMENT STORES CO.      COM              577778103     3490   151995 SH       DEFINED 1,3,4          151995
MAVERICK TUBE CORP             COM              577914104      335    25776 SH       DEFINED 1,3,4           25776
MAXIMUS, INC.                  COM              577933104      359    13655 SH       DEFINED 1,3,4           13655
MAYTAG CORP.                   COM              578592107     2554    89815 SH       DEFINED 1,3,4           89815
MCCORMICK & CO.                COM              579780206    12915   556600 SH       DEFINED 1,3,4          556600
MCDATA CORPORATION-A           COM              580031201     1379   194622 SH       DEFINED 1,3,4          194622
MCDATA CORP.                   COM              580031201        0       88 SH       DEFINED 3,4                88
MCDERMOTT INTERNATIONAL, INC.  COM              580037109      136    33423 SH       DEFINED 1,3,4           33423
MCDONALDS CORP.                COM              580135101    10756   668567 SH       DEFINED 1,3,4          668567
MCG CAPITAL CORP.              COM              58047P107     1389   129350 SH       DEFINED 1,3,4          129350
MCGRAW-HILL, INC.              COM              580645109     6169   102049 SH       DEFINED 1,3,4          102049
MCKESSON CORP.                 COM              58155Q103     5382   199216 SH       DEFINED 1,3,4          199216
MCLEOD USA, INC. - ESCROW SHAR COM              582266995        0  5131325 SH       DEFINED 1,3,4         5131325
MEADE INSTRUMENTS CORP.        COM              583062104       39    12454 SH       DEFINED 1,3,4           12454
MEADWESTVACO CORP.             COM              583334107     2601   105343 SH       DEFINED 1,3,4          105343
MEDIA GENERAL - CLASS A        COM              584404107     1210    20208 SH       DEFINED 1,3,4           20208
MEDICIS PHARMACEUTICAL-CL A    COM              584690309     4490    90368 SH       DEFINED 1,3,4           90368
MEDIMMUNE, INC.                COM              584699102     5655   208120 SH       DEFINED 1,3,4          208120
MEDTRONIC, INC.                COM              585055106    84876  1861441 SH       DEFINED 1,3,4         1861441
MELLON FINANCIAL CORP.         COM              58551A108     5932   227454 SH       DEFINED 1,3,4          227454
MEMBERWORKS, INC.              COM              586002107      146     8029 SH       DEFINED 1,3,4            8029
MENS WEARHOUSE, INC., (THE)    COM              587118100      440    25715 SH       DEFINED 1,3,4           25715
MENTOR CORP.                   COM              587188103     3128    81265 SH       DEFINED 1,3,4           81265
MENTOR GRAPHICS CORP.          COM              587200106      109    13774 SH       DEFINED 1,3,4           13774
MERCANTILE BANKSHARES CORP.    COM              587405101      551    14241 SH       DEFINED 1,3,4           14241
MERCK & CO., INC.              COM              589331107    68712  1213907 SH       DEFINED 1,3,4         1213907
MERCURY COMPUTER SYSTEMS, INC. COM              589378108      406    13326 SH       DEFINED 1,3,4           13326
MERCURY INTERACTIVE CORP.      COM              589405109     2173    73262 SH       DEFINED 1,3,4           73262
MEREDITH CORP.                 COM              589433101     1542    37582 SH       DEFINED 1,3,4           37582
MERRILL LYNCH & CO., INC.      COM              590188108    23251   612812 SH       DEFINED 1,3,4          612812
MESA AIR GROUP, INC.           COM              590479101     2126   522309 SH       DEFINED 1,3,4          522309
METHODE ELECTRONICS - CL A     COM              591520200     7226   658793 SH       DEFINED 1,3,4          658793
METLIFE, INC.                  COM              59156R108    24645   911443 SH       DEFINED 1,3,4          911443
METRIS COMPANIES, INC.         COM              591598107       27    11920 SH       DEFINED 1,3,4           11920
METRO ONE COMMUNICATIONS       COM              59163F105       99    15536 SH       DEFINED 1,3,4           15536
METTLER-TOLEDO INTL            COM              592688105     3189    99460 SH       DEFINED 1,3,4           99460
MICHAELS STORES, INC.          COM              594087108    13691   437359 SH       DEFINED 1,3,4          437359
MICREL, INC.                   COM              594793101      169    18965 SH       DEFINED 1,3,4           18965
MICROS SYSTEMS, INC.           COM              594901100     3595   160281 SH       DEFINED 1,3,4          160281
MICROSOFT CORP.                COM              594918104   205052  3966009 SH       DEFINED 1,3,4         3966009
MICROCHIP TECHNOLOGY, INC.     COM              595017104     2679   109535 SH       DEFINED 1,3,4          109535
MICRON TECHNOLOGY              COM              595112103     3104   318645 SH       DEFINED 1,3,4          318645
MICROSEMI CORP                 COM              595137100      111    18185 SH       DEFINED 1,3,4           18185
MID ATLANTIC MEDICAL SERVICES, COM              59523C107      976    30133 SH       DEFINED 1,3,4           30133
MIDAS, INC.                    COM              595626102       59     9430 SH       DEFINED 1,3,4            9430
S & P 400 MIDCAP DEP REC       COM              595635103    59660   758590 SH       DEFINED 1,3,4          758590
MIDWEST EXPRESS HOLDINGS       COM              597911106       47     9765 SH       DEFINED 1,3,4            9765
MIDWAY GAMES, INC.             COM              598148104     1648   395906 SH       DEFINED 1,3,4          395906
MILACRON, INC.                 COM              598709103      125    21247 SH       DEFINED 1,3,4           21247
MILLENNIUM PHARMACTCLS, INC.   COM              599902103      471    59540 SH       DEFINED 1,3,4           59540
MILLER (HERMAN), INC.          COM              600544100      286    15485 SH       DEFINED 1,3,4           15485
MILLIPORE CORP.                COM              601073109      864    25476 SH       DEFINED 1,3,4           25476
MILLS CORP.                    COM              601148109      737    25150 SH       DEFINED 1,3,4           25150
MILLS CORP.                    COM              601148109     2214    75500 SH       DEFINED 2,3,4           75500
MINERALS TECHNOLOGIES, INC.    COM              603158106      180     4168 SH       DEFINED 1,3,4            4168
MIRANT CORPORATION             COM              604675108      394   211932 SH       DEFINED 1,3,4          211932
LIGHTHOUSE COMMUNICATIONS, INC COM              606600$$T        4   300000 SH       DEFINED 3,4            300000
MITSUBISHI CORP.               COM              606769305      117     9500 SH       DEFINED 1,3,4            9500
MOBILE MINI INC                COM              60740F105      140     8991 SH       DEFINED 1,3,4            8991
MODINE MANUFACTURING CO.       COM              607828100      122     6959 SH       DEFINED 1,3,4            6959
MOHAWK INDUSTRIES, INC.        COM              608190104      785    13725 SH       DEFINED 1,3,4           13725
MOLEX, INC.                    COM              608554101     2331   101204 SH       DEFINED 1,3,4          101204
MONACO COACH CORP.             COM              60886R103      299  18175.5 SH       DEFINED 1,3,4           18176
MONSANTO                       COM              61166W101     2650   137935 SH       DEFINED 1,3,4          137935
MONY GROUP INC.                COM              615337102      230     9704 SH       DEFINED 1,3,4            9704
MOODY'S  CORP.                 COM              615369105    11009   266633 SH       DEFINED 1,3,4          266633
MOOG INC                       COM              615394202     2072    66840 SH       DEFINED 1,3,4           66840
MORGAN STANLEY                 COM              617446448    32448   812769 SH       DEFINED 1,3,4          812769
DAIRY FARM INTL.               COM              6180274        311   327000 SH       DEFINED 1,3,4          327000
MOTHERS WORK, INC.             COM              619903107     4139   117400 SH       DEFINED 1,3,4          117400
MOTOROLA, INC.                 COM              620076109    21797  2520484 SH       DEFINED 1,3,4         2520484
INTERWAVE COMMUNICATION        COM              6246HMS00        2    10004 SH       DEFINED 3,4             10004
MUELLER INDUSTRIES             COM              624756102     4179   153365 SH       DEFINED 1,3,4          153365
MULTIMEDIA GAMES, INC.         COM              625453105     1287    46950 SH       DEFINED 1,3,4           46950
MURPHY OIL CORP.               COM              626717102     1437    33540 SH       DEFINED 1,3,4           33540
MYERS INDUSTRIES, INC.         COM              628464109      205    18924 SH       DEFINED 1,3,4           18924
MYLAN LABORATORIES, INC.       COM              628530107    12969   371812 SH       DEFINED 1,3,4          371812
NBTY, INC.                     COM              628782104      738    41738 SH       DEFINED 1,3,4           41738
NCO GROUP INC.                 COM              628858102      259    16311 SH       DEFINED 1,3,4           16311
NCR CORP.                      COM              62886E108     1220    51516 SH       DEFINED 1,3,4           51516
NUI CORP.                      COM              629431107      169     9924 SH       DEFINED 1,3,4            9924
NVR, INC.                      COM              62944T105     1490     4571 SH       DEFINED 1,3,4            4571
NACCO INDUSTRIES, INC.         COM              629579103      786    18050 SH       DEFINED 1,3,4           18050
NASH FINCH CO.                 COM              631158102     1668   215659 SH       DEFINED 1,3,4          215659
NATIONAL CITY CORP.            COM              635405103     9323   341244 SH       DEFINED 1,3,4          341244
NATIONAL COMMERCE FINANCIAL CO COM              63545P104     1011    42463 SH       DEFINED 1,3,4           42463
NATIONAL FUEL GAS CO.          COM              636180101      343    16582 SH       DEFINED 1,3,4           16582
NATIONAL INSTRUMENTS CORP.     COM              636518102      341    10549 SH       DEFINED 1,3,4           10549
NATIONAL-OILWELL, INC.         COM              637071101     6962   318747 SH       DEFINED 1,3,4          318747
NATIONAL PRESTO INDS., INC.    COM              637215104      123     4302 SH       DEFINED 1,3,4            4302
NATIONAL SEMICONDUCTOR CORP.   COM              637640103     4254   283489 SH       DEFINED 1,3,4          283489
NATIONWIDE FINANCIAL SERV-A    COM              638612101     2243    78230 SH       DEFINED 1,3,4           78230
NATURES SUNSHINE PRODS, INC.   COM              639027101       88     9570 SH       DEFINED 1,3,4            9570
NAUTICA ENTERPRISES INC.       COM              639089101      239    21172 SH       DEFINED 1,3,4           21172
NAUTILUS GROUP, INC.           COM              63910B102     3540   264870 SH       DEFINED 1,3,4          264870
NAVISTAR INTERNATIONAL CORP.   COM              63934E108      768    31819 SH       DEFINED 1,3,4           31819
NAVIGANT INTERNATIONAL, INC.   COM              63935R108     1068    86840 SH       DEFINED 1,3,4           86840
NDCHEALTH CORP.                COM              639480102      437    21845 SH       DEFINED 1,3,4           21845
NEIMAN MARCUS GROUP, INC.-CL A COM              640204202      302     9924 SH       DEFINED 1,3,4            9924
NELSON (THOMAS), INC.          COM              640376109       92     9046 SH       DEFINED 1,3,4            9046
NETWORK ASSOCIATES INC.        COM              640938106     1223    76263 SH       DEFINED 1,3,4           76263
NESTLE SA                      COM              641069406      477     8983 SH       DEFINED 1,3,4            8983
NETEGRITY, INC.                COM              64110P107       67    21527 SH       DEFINED 1,3,4           21527
NETSOLVE INC.                  COM              64115J106      795   117683 SH       DEFINED 1,3,4          117683
NETIQ CORP.                    COM              64115P102     5002   405463 SH       DEFINED 1,3,4          405463
NETSCOUT SYSTEMS, INC          COM              64115T104     1220   279979 SH       DEFINED 1,3,4          279979
NETSCREEN TECHNOLOGIES, INC.   COM              64117V107     3221   191300 SH       DEFINED 1,3,4          191300
NETWORK EQUIPMENT TECH, INC.   COM              641208103       54    14154 SH       DEFINED 1,3,4           14154
NETWORK APPLIANCE, INC.        COM              64120L104     2910   290701 SH       DEFINED 1,3,4          290701
NEUBERGER BERMAN, INC.         COM              641234109     1589    47275 SH       DEFINED 1,3,4           47275
NEW CENTURY FINANCIAL CORP.    COM              64352D101     9660   380419 SH       DEFINED 1,3,4          380419
NEW ENGLAND BUSINESS SVC., INC COM              643872104      200     8246 SH       DEFINED 1,3,4            8246
NEW JERSEY RESOURCES           COM              646025106     1858    58901 SH       DEFINED 1,3,4           58901
NEW PLAN EXCEL REALTY TRUST    COM              648053106      385    20045 SH       DEFINED 1,3,4           20045
NEW YORK COMMUNITY BANCORP     COM              649445103     1465    50713 SH       DEFINED 1,3,4           50713
NEW YORK TIMES CO.             COM              650111107     3649    79807 SH       DEFINED 1,3,4           79807
NEWCASTLE INVESTMENT CORP.     COM              65105M108     5155   322730 SH       DEFINED 1,3,4          322730
NEWELL RUBBERMAID, INC.        COM              651229106    13262   437203 SH       DEFINED 1,3,4          437203
NEWFIELD EXPLORATION CO.       COM              651290108    15015   416437 SH       DEFINED 1,3,4          416437
NEWMONT MINING CORP. (HOLDING  COM              651639106    34575  1191068 SH       DEFINED 1,3,4         1191068
NEWPORT CORP.                  COM              651824104       98     7958 SH       DEFINED 1,3,4            7958
NEWS CORP LTD.                 COM              652487703    42331  1612393 SH       DEFINED 1,3,4         1612393
NEWTEK CAPITAL, INC.           COM              652526104     1316   299818 SH       DEFINED 3,4            299818
NEXTEL COMMS                   COM              65332V103     7295   632006 SH       DEFINED 1,3,4          632006
NICOR, INC.                    COM              654086107      784    23150 SH       DEFINED 1,3,4           23150
NIKE, INC.                     COM              654106103     6678   150147 SH       DEFINED 1,3,4          150147
99 CENTS ONLY STORES           COM              65440K106     5752   214201 SH       DEFINED 1,3,4          214201
NISOURCE, INC.                 COM              65473P105     2799   139970 SH       DEFINED 1,3,4          139970
NISSAN MOTOR CO LTD            COM              654744408      286    18590 SH       DEFINED 1,3,4           18590
NOKIA CORP.                    COM              654902204    17718  1143408 SH       DEFINED 1,3,4         1143408
NOBLE ENERGY, INC.             COM              655044105     1515    40413 SH       DEFINED 1,3,4           40413
NOMURA HOLDINGS, INC.          COM              65535H208      202    18500 SH       DEFINED 1,3,4           18500
NORDSON CORP.                  COM              655663102      175     6940 SH       DEFINED 1,3,4            6940
NORDSTROM, INC.                COM              655664100     1346    71079 SH       DEFINED 1,3,4           71079
NORFOLK SOUTHERN CORP.         COM              655844108    13956   698127 SH       DEFINED 1,3,4          698127
NORTEK HOLDINGS, INC.          COM              656557105     2244    49040 SH       DEFINED 1,3,4           49040
NORTEL NETWORKS CORP NEW       COM              656568102       10     6306 SH       DEFINED 1,3,4            6306
NORTH FORK BANCORPORATION, INC COM              659424105    34491  1022405 SH       DEFINED 1,3,4         1022405
NORTHEAST UTILITIES            COM              664397106      425    28085 SH       DEFINED 1,3,4           28085
NORTHERN TRUST CORP.           COM              665859104     4081   116501 SH       DEFINED 1,3,4          116501
NORTHROP GRUMMAN CORP.         COM              666807102    17077   176048 SH       DEFINED 1,3,4          176048
NORTHWEST NATURAL GAS CO.      COM              667655104     8803   325548 SH       DEFINED 1,3,4          325548
NORTHWESTERN CORP.             COM              668074107      120    23545 SH       DEFINED 1,3,4           23545
NOVARTIS AG                    COM              66987V109      212     5784 SH       DEFINED 1,3,4            5784
NOVELL, INC.                   COM              670006105     6941  2081709 SH       DEFINED 1,3,4         2081709
NOVELLUS SYSTEMS INC.          COM              670008101     2195    78268 SH       DEFINED 1,3,4           78268
NOVEN PHARMACEUTICALS, INC.    COM              670009109     5551   601569 SH       DEFINED 1,3,4          601569
NVO-NORDISK A/S                COM              670100205       50     1750 SH       DEFINED 1,3,4            1750
NSTAR                          COM              67019E107      488    10971 SH       DEFINED 1,3,4           10971
NUCOR CORP.                    COM              670346105    10416   252220 SH       DEFINED 1,3,4          252220
NUEVO ENERGY CO.               COM              670509108     2619   235804 SH       DEFINED 1,3,4          235804
NVIDIA CORP.                   COM              67066G104      922    80316 SH       DEFINED 1,3,4           80316
NYFIX, INC.                    COM              670712108       88    19573 SH       DEFINED 1,3,4           19573
O CAHRLEYS, INC.               COM              670823103     3600   175435 SH       DEFINED 1,3,4          175435
OGE ENERGY, CORP.              COM              670837103      286    16228 SH       DEFINED 1,3,4           16228
OM GROUP, INC.                 COM              670872100      121    17743 SH       DEFINED 1,3,4           17743
OSI PHARMACEUTICALS, INC.      COM              671040103     2448   149390 SH       DEFINED 1,3,4          149390
OSI SYSTEMS, INC.              COM              671044105     5877   346280 SH       DEFINED 1,3,4          346280
OAK TECHNOLOGY, INC.           COM              671802106      730   275595 SH       DEFINED 1,3,4          275595
OCCIDENTAL PETROLEUM CORP.     COM              674599105    31364  1102302 SH       DEFINED 1,3,4         1102302
OCEAN ENERGY, INC.             COM              67481E106    14107   706332 SH       DEFINED 1,3,4          706332
OCEANEERING INTERNATIONAL      COM              675232102      388    15588 SH       DEFINED 1,3,4           15588
OCTEL CORP. COM.               COM              675727101     1053    66653 SH       DEFINED 1,3,4           66653
OCULAR SCIENCES, INC.          COM              675744106     2094   134900 SH       DEFINED 1,3,4          134900
OFFICE DEPOT, INC.             COM              676220106     2396   162376 SH       DEFINED 1,3,4          162376
OFFSHORE LOGISTICS             COM              676255102      309    14166 SH       DEFINED 1,3,4           14166
OHIO CASUALTY CORP.            COM              677240103      160    12557 SH       DEFINED 1,3,4           12557
LUKOIL HOLDING                 COM              677862104     5624    91610 SH       DEFINED 1,3,4           91610
LUKOIL OIL CO.                 COM              677862609    10140   165000 SH       DEFINED 1,3,4          165000
OLD DOMINION FREIGHT           COM              679580100      913    32180 SH       DEFINED 1,3,4           32180
OLD NATIONAL BANCORP           COM              680033107     3940   162300 SH       DEFINED 1,3,4          162300
OLD REPUBLIC INTL, CORP.       COM              680223104    20233   722550 SH       DEFINED 1,3,4          722550
OLIN, CORP.                    COM              680665205     1812   116560 SH       DEFINED 1,3,4          116560
OMNICARE, INC.                 COM              681904108     1671    70304 SH       DEFINED 1,3,4           70304
OMNICOM                        COM              681919106     6391    98986 SH       DEFINED 1,3,4           98986
OMNOVA SOLUTIONS, INC.         COM              682129101       98    25023 SH       DEFINED 1,3,4           25023
ON ASSIGNMENT INC.             COM              682159108      140    16625 SH       DEFINED 1,3,4           16625
ONEOK, INC.                    COM              682680103     5544   288903 SH       DEFINED 1,3,4          288903
VYMPEL COM                     COM              68370R109     1551    48573 SH       DEFINED 1,3,4           48573
ORACLE CORP.                   COM              68389X105    30904  2861050 SH       DEFINED 1,3,4         2861050
O REILLY AUTOMOTIVE, INC.      COM              686091109      845    33554 SH       DEFINED 1,3,4           33554
ORTHODONTIC CENTERS OF AMER    COM              68750P103      353    32191 SH       DEFINED 1,3,4           32191
OSHKOSH B'GOSH, INC.-CL A      COM              688222207      967    34461 SH       DEFINED 1,3,4           34461
OSHKOSH TRUCK CORP.            COM              688239201      655    10711 SH       DEFINED 1,3,4           10711
OSTEOTECH, INC.                COM              688582105      487    75696 SH       DEFINED 1,3,4           75696
OUTBACK STEAKHOUSE INC.        COM              689899102      540    15679 SH       DEFINED 1,3,4           15679
OVERSEAS SHIPHOLDING GROUP     COM              690368105      127     7123 SH       DEFINED 1,3,4            7123
OVERTURE SERVICES, INC.        COM              69039R100      330    12085 SH       DEFINED 1,3,4           12085
OWENS & MINOR, INC.            COM              690732102      353    21475 SH       DEFINED 1,3,4           21475
OWENS-ILLINOIS, INC.           COM              690768403     2863   196530 SH       DEFINED 1,3,4          196530
OXFORD HEALTH PLANS, INC.      COM              691471106     1350    37001 SH       DEFINED 1,3,4           37001
OXFORD INDUSTRIES, INC.        COM              691497309      121     4732 SH       DEFINED 1,3,4            4732
PC-TEL, INC.                   COM              69325Q105       84    12535 SH       DEFINED 1,3,4           12535
P G & E CORP.                  COM              69331C108     2962   213041 SH       DEFINED 1,3,4          213041
PFF BANCORP INC.               COM              69331W104     2800    89632 SH       DEFINED 1,3,4           89632
P.F. CHANGS CHINA BISTRO INC   COM              69333Y108      572    15708 SH       DEFINED 1,3,4           15708
PLX TECHNOLOGY, INC.           COM              693417107     1211   310180 SH       DEFINED 1,3,4          310180
PMA CAPITAL CORP.              COM              693419202     8979   626600 SH       DEFINED 1,3,4          626600
PMC-SIERRA, INC.               COM              69344F106      486    87865 SH       DEFINED 1,3,4           87865
PMI GROUP, INC.                COM              69344M101    11725   390236 SH       DEFINED 1,3,4          390236
PNC BANK CORP.                 COM              693475105     6265   149560 SH       DEFINED 1,3,4          149560
POSCO                          COM              693483109    10470   423633 SH       DEFINED 1,3,4          423633
PNM RESOURCES INC.             COM              69349H107      190     8092 SH       DEFINED 1,3,4            8092
PPG INDUSTRIES, INC.           COM              693506107     4468    89111 SH       DEFINED 1,3,4           89111
PPL CORP., INC.                COM              69351T106    14838   427959 SH       DEFINED 1,3,4          427959
PRG-SCHULTZ INTERNATIONAL INC. COM              69357C107      354    39876 SH       DEFINED 1,3,4           39876
PS BUSINESS PARKS INC/CA       COM              69360J107     4440   139620 SH       DEFINED 1,3,4          139620
PS BUSINESS PARKS INC/CA       COM              69360J107     3122    98200 SH       DEFINED 2,3,4           98200
PACCAR, INC.                   COM              693718108     3199    69333 SH       DEFINED 1,3,4           69333
PACIFIC CAPITAL BANCORP        COM              69404P101     5165   202896 SH       DEFINED 1,3,4          202896
PACIFIC SUNWEAR OF CALIFORNIA  COM              694873100      548    31071 SH       DEFINED 1,3,4           31071
PACIFICARE HEALTH SYSTEMS, INC COM              695112102      209     7405 SH       DEFINED 1,3,4            7405
PACKAGING CORP OF AMERICA      COM              695156109      395    21608 SH       DEFINED 1,3,4           21608
PACKETEER, INC.                COM              695210104     2014   293670 SH       DEFINED 1,3,4          293670
PACTIV CORP.                   COM              695257105     7651   349688 SH       DEFINED 1,3,4          349688
PALL CORP.                     COM              696429307     1078    64663 SH       DEFINED 1,3,4           64663
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104     1124    30810 SH       DEFINED 1,3,4           30810
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104     3876   106000 SH       DEFINED 2,3,4          106000
PANERA BREAD, CO.              COM              69840W108      639    18342 SH       DEFINED 1,3,4           18342
PAPA JOHNS INTERNATIONAL, INC. COM              698813102     5091   182597 SH       DEFINED 1,3,4          182597
PARADYNE NETWORKS, INC.        COM              69911G107     1038   817218 SH       DEFINED 1,3,4          817218
PARAMETRIC TECH                COM              699173100      333   136945 SH       DEFINED 1,3,4          136945
PAREXEL INTERNATIONAL, CORP.   COM              699462107      173    15850 SH       DEFINED 1,3,4           15850
PARK ELECTROCHEMICAL CORP.     COM              700416209      235    12294 SH       DEFINED 1,3,4           12294
PARK PLACE ENTERTAINMENT CORP. COM              700690100     1372   163181 SH       DEFINED 1,3,4          163181
PARKER-HANNIFIN CORP.          COM              701094104     2870    62135 SH       DEFINED 1,3,4           62135
PARTHUSCEVA, INC.              COM              70212E106      635   107458 SH       DEFINED 1,3,4          107458
PARTY CITY CORP.               COM              702145103      591    49200 SH       DEFINED 1,3,4           49200
PATINA OIL & GAS CORP.         COM              703224105    10480   331077 SH       DEFINED 1,3,4          331077
PATTERSON DENTAL CO.           COM              703412106     1397    31931 SH       DEFINED 1,3,4           31931
PATTERSON-UTI ENERGY, INC.     COM              703481101      493    16381 SH       DEFINED 1,3,4           16381
PAXAR CORP.                    COM              704227107     6144   416679 SH       DEFINED 1,3,4          416679
PAYCHEX, INC.                  COM              704326107    37903  1358630 SH       DEFINED 1,3,4         1358630
PAYLESS SHOESOURCE, INC.       COM              704379106      240     4686 SH       DEFINED 1,3,4            4686
PEABODY ENERGY CORP            COM              704549104      317    10822 SH       DEFINED 1,3,4           10822
PEDIATRIX MEDICAL GROUP, INC.  COM              705324101     2106    52589 SH       DEFINED 1,3,4           52589
PEGASUS SYSTEMS, INC.          COM              705906105     2817   281088 SH       DEFINED 1,3,4          281088
PENFORD CORP.                  COM              707051108       65     4842 SH       DEFINED 1,3,4            4842
PENN-AMERICA GROUP, INC.       COM              707247102     1541   170350 SH       DEFINED 1,3,4          170350
PENNEY (J.C.) CO., INC. (HOLDI COM              708160106     3242   140839 SH       DEFINED 1,3,4          140839
PENNFED FINANCIAL SERVICES, IN COM              708167101     1440    53000 SH       DEFINED 1,3,4           53000
PENTAIR, INC.                  COM              709631105    16953   490842 SH       DEFINED 1,3,4          490842
PEOPLES ENERGY CORP.           COM              711030106     2114    54757 SH       DEFINED 1,3,4           54757
PEOPLESOFT, INC.               COM              712713106     3017   164652 SH       DEFINED 1,3,4          164652
PEP BOYS-MANNY, MOE & JACK     COM              713278109     8788   757635 SH       DEFINED 1,3,4          757635
PEPCO HOLDINGS, INC.           COM              713291102     6556   338054 SH       DEFINED 1,3,4          338054
PEPSI BOTTLING GROUP INC       COM              713409100     4316   168021 SH       DEFINED 1,3,4          168021
PEPSIAMERICAS, INC.            COM              71343P200      418    31094 SH       DEFINED 1,3,4           31094
PEPSICO, INC.                  COM              713448108    39609   938212 SH       DEFINED 1,3,4          938212
PERFORMANCE FOOD GROUP CO.     COM              713755106      965    28428 SH       DEFINED 1,3,4           28428
PERICOM SEMICONDUCTOR CORP.    COM              713831105      135    16230 SH       DEFINED 1,3,4           16230
PERKINELMER, INC.              COM              714046109      539    66441 SH       DEFINED 1,3,4           66441
PERRIGO, CO.                   COM              714290103      173    14351 SH       DEFINED 1,3,4           14351
PETROCHINA CO. LTD. - ADR      COM              71646E100      381    19000 SH       DEFINED 1,3,4           19000
PETROLEO BRASILEIRO S.A.       COM              71654V408     1450    96800 SH       DEFINED 1,3,4           96800
PETSMART, INC.                 COM              716768106      488    28518 SH       DEFINED 1,3,4           28518
PEUGEOT CITROEN SA             COM              716825500       81     2010 SH       DEFINED 1,3,4            2010
PFIZER, INC.                   COM              717081103   164982  5396864 SH       DEFINED 1,3,4         5396864
PHARMACEUTICAL PROD DEV, INC.  COM              717124101     2510    85737 SH       DEFINED 1,3,4           85737
PHARMACEUTICAL RESOURCES, INC. COM              717125108    10238   343570 SH       DEFINED 1,3,4          343570
PHARMACIA CORPORATION          COM              71713U102    29685   710252 SH       DEFINED 1,3,4          710252
PHELPS DODGE CORP.             COM              717265102     1475    46631 SH       DEFINED 1,3,4           46631
PHILADELPHIA CONS HLDG CO      COM              717528103      479    13573 SH       DEFINED 1,3,4           13573
PHILADELPHIA SUBURBAN CORP.    COM              718009608      881    42693 SH       DEFINED 1,3,4           42693
PHILIP MORRIS COS., INC.       COM              718154107    50549  1247226 SH       DEFINED 1,3,4         1247226
PHILLIPS-VAN HEUSEN            COM              718592108     1946   168447 SH       DEFINED 1,3,4          168447
PHOENIX TECHNOLOGIES LTD       COM              719153108       90    15718 SH       DEFINED 1,3,4           15718
PHOTON DYNAMICS, INC.          COM              719364101     1118    49148 SH       DEFINED 1,3,4           49148
PHOTRONICS INC.                COM              719405102     2697   196624 SH       DEFINED 1,3,4          196624
PIEDMONT NATURAL GAS CO        COM              720186105      735    20750 SH       DEFINED 1,3,4           20750
PIER I IMPORTS, INC.           COM              720279108    23806  1257624 SH       DEFINED 1,3,4         1257624
PINNACLE ENTERTAINMENT, INC.   COM              723456109      109    16328 SH       DEFINED 1,3,4           16328
PINNACLE SYSTEMS INC.          COM              723481107     7985   586876 SH       DEFINED 1,3,4          586876
PINNACLE WEST CAPITAL CORP.    COM              723484101     1619    47596 SH       DEFINED 1,3,4           47596
PIONEER NATURAL RESOURCES, CO. COM              723787107      611    24207 SH       DEFINED 1,3,4           24207
PIONEER STANDARD ELECTRONICS   COM              723877106     3627   395368 SH       DEFINED 1,3,4          395368
PITNEY BOWES, INC.             COM              724479100    12199   373537 SH       DEFINED 1,3,4          373537
PITTSTON CO. - BRINKS GROUP    COM              725701106     3084   166923 SH       DEFINED 1,3,4          166923
PLACER DOME, INC.              COM              725906101        6      615 SH       DEFINED 1,3,4             615
PLAINS EXPLORATION & PRODUCT   COM              726505100     1439   147758 SH       DEFINED 1,3,4          147758
PLAINS RESOURCES, INC.         COM              726540503     1929   162866 SH       DEFINED 1,3,4          162866
PLANAR SYSTEMS, INC.           COM              726900103      176     8555 SH       DEFINED 1,3,4            8555
PLANTRONICS INC.               COM              727493108     6622   437758 SH       DEFINED 1,3,4          437758
PLAYTEX PRODUCTS, INC.         COM              72813P100     2203   223015 SH       DEFINED 1,3,4          223015
PLEXUS CORP.                   COM              729132100       76     8694 SH       DEFINED 1,3,4            8694
PLIVA D.D.                     COM              72917Q103     2344   163180 SH       DEFINED 1,3,4          163180
PLUM CREEK TIMBER CO INC.      COM              729251108    16497   699235 SH       DEFINED 1,3,4          699235
POGO PRODUCING CO.             COM              730448107     2402    64419 SH       DEFINED 1,3,4           64419
POLARIS INDS, INC.             COM              731068102     2465    42050 SH       DEFINED 1,3,4           42050
POLO RALPH LAUREN CORP.        COM              731572103    11370   522500 SH       DEFINED 1,3,4          522500
POLYCOM, INC.                  COM              73172K104      194    20584 SH       DEFINED 1,3,4           20584
POLYMEDICA CORP.               COM              731738100     5165   167600 SH       DEFINED 1,3,4          167600
POLYONE CORPORATION            COM              73179P106      227    57695 SH       DEFINED 1,3,4           57695
POPE & TALBOT, INC.            COM              732827100     6311   442622 SH       DEFINED 1,3,4          442622
POTLATCH CORP.                 COM              737628107      141     5899 SH       DEFINED 1,3,4            5899
POWER INTEGRATIONS, INC.       COM              739276103      303    17938 SH       DEFINED 1,3,4           17938
POWER-ONE, INC.                COM              739308104     3001   530666 SH       DEFINED 1,3,4          530666
POWERWAVE TECHNOLOGIES, INC.   COM              739363109       73    13594 SH       DEFINED 1,3,4           13594
PRAXAIR, INC.                  COM              74005P104    15511   268462 SH       DEFINED 1,3,4          268462
PREPAID LEGAL SERVICES, INC.   COM              740065107     7721   294737 SH       DEFINED 1,3,4          294737
PRECISION CASTPARTS CORP.      COM              740189105    10851   447553 SH       DEFINED 1,3,4          447553
PRENTISS PROPERTIES TRUST      COM              740706106     4233   149629 SH       DEFINED 1,3,4          149629
PRENTISS PROPERTIES TRUST      COM              740706106     2118    74900 SH       DEFINED 2,3,4           74900
PRESIDENTIAL LIFE              COM              740884101      183    18469 SH       DEFINED 1,3,4           18469
PRICE COMMUNICATIONS CORP.     COM              741437305      154    11284 SH       DEFINED 1,3,4           11284
T ROWE PRICE GROUP INC.        COM              74144T108     1763    64438 SH       DEFINED 1,3,4           64438
PRIDE INTERNATIONAL, INC.      COM              74153Q102      414    27814 SH       DEFINED 1,3,4           27814
PRIME MEDICAL SVCS, INC.       COM              74156D108     2329   268490 SH       DEFINED 1,3,4          268490
PRIMA ENERGY CORP.             COM              741901201      177     8034 SH       DEFINED 1,3,4            8034
PRIME HOSPITALITY CORP.        COM              741917108      232    28391 SH       DEFINED 1,3,4           28391
PRINCIPAL FINANCIAL GROUP      COM              74251V102      312    10395 SH       DEFINED 1,3,4           10395
PRIORITY HLTHCARE CP- CL B     COM              74264T102     4874   209996 SH       DEFINED 1,3,4          209996
PROASSURANCE CORP.             COM              74267C106     1653    78720 SH       DEFINED 1,3,4           78720
PROCTER & GAMBLE CO.           COM              742718109    91273  1062047 SH       DEFINED 1,3,4         1062047
PROGRESS ENERGY, INC.          COM              743263105     5418   125017 SH       DEFINED 1,3,4          125017
PROGRESS SOFTWARE CORP.        COM              743312100      276    21484 SH       DEFINED 1,3,4           21484
PROGRESSIVE CORP.              COM              743315103     7049   142002 SH       DEFINED 1,3,4          142002
PROLOGIS                       COM              743410102    27605  1097600 SH       DEFINED 1,3,4         1097600
PROLOGIS                       COM              743410102     7133   283530 SH       DEFINED 2,3,4          283530
PROTECTIVE LIFE, CORP.         COM              743674103     8357   303808 SH       DEFINED 1,3,4          303808
PROTEIN DESIGN LABS INC.       COM              74369L103     5770   678905 SH       DEFINED 1,3,4          678905
PROVIDENT BANKSHARES CORP      COM              743859100      362    15432 SH       DEFINED 1,3,4           15432
PROVIDENT FINANCIAL GROUP      COM              743866105      260    10081 SH       DEFINED 1,3,4           10081
PROVINCE HEALTHCARE CO.        COM              743977100      923    94926 SH       DEFINED 1,3,4           94926
PROVIDIAN FINANCIAL CORP.      COM              74406A102     1115   172125 SH       DEFINED 1,3,4          172125
PRUDENTIAL FINANCIAL, INC.     COM              744320102     9436   297338 SH       DEFINED 1,3,4          297338
PUBLIC SERVICE ENTERPRISE GROU COM              744573106     3756   117116 SH       DEFINED 1,3,4          117116
PUBLIC STORAGE INC.            COM              74460D109    16750   518600 SH       DEFINED 1,3,4          518600
PUBLIC STORAGE INC.            COM              74460D109     3099    95900 SH       DEFINED 2,3,4           95900
PUGET ENERGY, INC.             COM              745310102      421    19176 SH       DEFINED 1,3,4           19176
PULTE HOMES INC.               COM              745867101     1540    32158 SH       DEFINED 1,3,4           32158
QRS CORP.                      COM              74726X105       64     9950 SH       DEFINED 1,3,4            9950
QLOGIC CORP.                   COM              747277101     2536    73444 SH       DEFINED 1,3,4           73444
QUAKER CHEMICAL CORP.          COM              747316107      135     5870 SH       DEFINED 1,3,4            5870
QUALCOMM, INC.                 COM              747525103    15702   431616 SH       DEFINED 1,3,4          431616
QUANEX CORP.                   COM              747620102    12092   361216 SH       DEFINED 1,3,4          361216
QUANTA SERVICES, INC.          COM              74762E102       51    14388 SH       DEFINED 1,3,4           14388
QUANTUM CORP.                  COM              747906204     3500  1312503 SH       DEFINED 1,3,4         1312503
QUEST DIAGNOSTIC               COM              74834L100     4101    72051 SH       DEFINED 1,3,4           72051
QUESTAR CORP.                  COM              748356102    13263   476847 SH       DEFINED 1,3,4          476847
QUICKSILVER INC.               COM              74838C106     4727   177198 SH       DEFINED 1,3,4          177198
QUINTILES TRANSNATIONAL CORP   COM              748767100      745    61894 SH       DEFINED 1,3,4           61894
QWEST COMMUNICATIONS INTL      COM              749121109     4612   922716 SH       DEFINED 1,3,4          922716
R&G FINANCIAL CORP. CL B       COM              749136107     4160   178925 SH       DEFINED 1,3,4          178925
R.H. DONNELLEY CORP.           COM              74955W307     3478   118670 SH       DEFINED 1,3,4          118670
RLI CORPORATION                COM              749607107     2638    94531 SH       DEFINED 1,3,4           94531
RPM INTERNATIONAL, INC.        COM              749685103    27317  1787983 SH       DEFINED 1,3,4         1787983
RSA SECURITY, INC.             COM              749719100       69    11768 SH       DEFINED 1,3,4           11768
RTI INT'L METALS, INC.         COM              74973W107     1436   142360 SH       DEFINED 1,3,4          142360
RF MICRO DEVICES, INC.         COM              749941100      256    35000 SH       DEFINED 1,3,4           35000
RACING CHAMPIONS ERTL CORP.    COM              750069106     3234   236730 SH       DEFINED 1,3,4          236730
RADIAN GROUP INC.              COM              750236101     7367   198338 SH       DEFINED 1,3,4          198338
RADIANT SYSTEMS, INC.          COM              75025N102      169    17607 SH       DEFINED 1,3,4           17607
RADIOSHACK CORP                COM              750438103     2593   138282 SH       DEFINED 1,3,4          138282
RADISYS CORP                   COM              750459109       88    11113 SH       DEFINED 1,3,4           11113
RAINBOW TECHNOLOGIES, INC.     COM              750862104      116    16508 SH       DEFINED 1,3,4           16508
RAMBUS, INC.                   COM              750917106     4425   659310 SH       DEFINED 1,3,4          659310
RALCORP HOLDINGS, INC.         COM              751028101     9750   387646 SH       DEFINED 1,3,4          387646
RANBAXY LABORATORIES LTD.      COM              751881103     2115   166432 SH       DEFINED 1,3,4          166432
RANGE RESOURCES CORP           COM              75281A109     2176   402824 SH       DEFINED 1,3,4          402824
RARE HOSPITALITY INTL., INC    COM              753820109     6911   250115 SH       DEFINED 1,3,4          250115
RATIONAL SOFTWARE CORP.        COM              75409P202     1063   102305 SH       DEFINED 1,3,4          102305
RAYMOND JAMES FINANCIAL CORP.  COM              754730109      901    30478 SH       DEFINED 1,3,4           30478
RAYONIER, INC.                 COM              754907103    24008   530434 SH       DEFINED 1,3,4          530434
RAYOVAC CORP.                  COM              755081106     3256   244200 SH       DEFINED 1,3,4          244200
RAYTHEON CO.                   COM              755111507    24243   788529 SH       DEFINED 1,3,4          788529
READERS DIGEST ASSN, INC.      COM              755267101      308    20245 SH       DEFINED 1,3,4           20245
REALTY INCOME CORP             COM              756109104     2096    59800 SH       DEFINED 2,3,4           59800
RED ROBIN GOURMET BURGERS      COM              75689M101     1650   129650 SH       DEFINED 1,3,4          129650
REEBOK INTERNATL., LTD.        COM              758110100     9240   314443 SH       DEFINED 1,3,4          314443
REGAL BELOIT                   COM              758750103      328    15749 SH       DEFINED 1,3,4           15749
REGAL ENTERTAINMENT GROUP      COM              758766109     6247   291740 SH       DEFINED 1,3,4          291740
REGENCY CENTERS CORP.          COM              758849103     5238   161690 SH       DEFINED 1,3,4          161690
REGENCY CENTERS CORP.          COM              758849103     1633    50400 SH       DEFINED 2,3,4           50400
REGENERON PHARMACEUT           COM              75886F107      514    27725 SH       DEFINED 1,3,4           27725
REGIS CORP. MN                 COM              758932107      710    27242 SH       DEFINED 1,3,4           27242
REGIONS FINANCIAL CORP.        COM              758940100     7241   217166 SH       DEFINED 1,3,4          217166
REHABCARE GROUP INC.           COM              759148109      189     9974 SH       DEFINED 1,3,4            9974
REINSURANCE GROUP OF AMERICA   COM              759351109     3449   127400 SH       DEFINED 1,3,4          127400
RELIANCE INDUSTRIES            COM              759470107     2146   173260 SH       DEFINED 1,3,4          173260
RELIANCE STEEL & ALUMINUM CO.  COM              759509102     3165   151891 SH       DEFINED 1,3,4          151891
RELIANT RESOURCES, INC.        COM              75952B105      961   300511 SH       DEFINED 1,3,4          300511
REMINGTON OIL & GAS CORP. - CL COM              759594302      270    16518 SH       DEFINED 1,3,4           16518
RENAL CARE GROUP, INC.         COM              759930100     4342   137270 SH       DEFINED 1,3,4          137270
RENT-A-CENTER, INC.            COM              76009N100    14977   299970 SH       DEFINED 1,3,4          299970
REPEATER TECHNOLOGIES          COM              76027U102        0   118124 SH       DEFINED 3,4            118124
REPUBLIC WASTE INC. CLASS A    COM              760759100    21685  1033797 SH       DEFINED 1,3,4         1033797
RESMED INC.                    COM              761152107      637    20786 SH       DEFINED 1,3,4           20786
RESPIRONICS, INC.              COM              761230101     9115   299449 SH       DEFINED 1,3,4          299449
RETEK, INC.                    COM              76128Q109       32    11001 SH       DEFINED 1,3,4           11001
REX STORES CORP.               COM              761624105      823    80680 SH       DEFINED 1,3,4           80680
REYNOLDS & REYNOLDS - CL A     COM              761695105     6418   252067 SH       DEFINED 1,3,4          252067
RJ REYNOLDS TOBACCO HOLDINGS   COM              76182K105     1948    46254 SH       DEFINED 1,3,4           46254
RIBAPHARM, INC.                COM              762537108      909   138800 SH       DEFINED 1,3,4          138800
RIGGS NATL CORP. WASH DC       COM              766570105      279    17947 SH       DEFINED 1,3,4           17947
RIGHT MANAGEMENT CONSULTANTS   COM              766573109     7854   592755 SH       DEFINED 1,3,4          592755
RIO TINTO PLC                  COM              767204100      117     1480 SH       DEFINED 1,3,4            1480
ROADWAY CORP.                  COM              769742107     3552    96584 SH       DEFINED 1,3,4           96584
ROBBINS & MEYERS, INC.         COM              770196103      167     9031 SH       DEFINED 1,3,4            9031
ROBERT HALF INTL, INC.         COM              770323103     1462    90999 SH       DEFINED 1,3,4           90999
ROCK-TENN CO.                  COM              772739207      291    21595 SH       DEFINED 1,3,4           21595
ROCKWELL AUTOMATION, INC.      COM              773903109     2029    97994 SH       DEFINED 1,3,4           97994
ROCKWELL COLLINS.              COM              774341101    17474   751242 SH       DEFINED 1,3,4          751242
ROGERS CORP                    COM              775133101      225     9967 SH       DEFINED 1,3,4            9967
ROHM AND HAAS CO.              COM              775371107     3776   116277 SH       DEFINED 1,3,4          116277
ROLLINS, INC.                  COM              775711104      155     6175 SH       DEFINED 1,3,4            6175
ROPER INDUSTRIES, INC.         COM              776696106      720    19721 SH       DEFINED 1,3,4           19721
ROSLYN BANCORP, INC.           COM              778162107      311    17162 SH       DEFINED 1,3,4           17162
ROSS STORES INC.               COM              778296103     2324    54830 SH       DEFINED 1,3,4           54830
ROUSE CO. (THE)                COM              779273101     3626   114300 SH       DEFINED 2,3,4          114300
ROWAN COS., INC.               COM              779382100     1114    49195 SH       DEFINED 1,3,4           49195
ROXIO, INC.                    COM              780008108       56    12228 SH       DEFINED 1,3,4           12228
ROYAL APPLIANCE MFG CO.        COM              780076105       57     8069 SH       DEFINED 1,3,4            8069
ROYAL BANK OF CANADA           COM              780087102      428    11662 SH       DEFINED 1,3,4           11662
ROYAL DUTCH PETROLEUM CO.      COM              780257804      201     4575 SH       DEFINED 1,3,4            4575
KONINKLIJKE KPN NV             COM              780641205      104    16400 SH       DEFINED 1,3,4           16400
RUBY TUESDAY, INC.             COM              781182100     1970   113652 SH       DEFINED 1,3,4          113652
RUDDICK CORP.                  COM              781258108      136     9630 SH       DEFINED 1,3,4            9630
RUDOLPH TECHNOLOGIES INC       COM              781270103      195    10282 SH       DEFINED 1,3,4           10282
RURAL CELLULAR CORP - CL A     COM              781904107      257   302617 SH       DEFINED 1,3,4          302617
RUSS BERRIE AND CO., INC.      COM              782233100      434    12891 SH       DEFINED 1,3,4           12891
RUSSELL CORP.                  COM              782352108      339    20266 SH       DEFINED 1,3,4           20266
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101      306    27217 SH       DEFINED 1,3,4           27217
RYDER SYSTEM, INC.             COM              783549108     4328   193117 SH       DEFINED 1,3,4          193117
RYERSON TULL, INC.             COM              78375P107       95    15624 SH       DEFINED 1,3,4           15624
RYLAND GROUP, INC.             COM              783764103    11632   348815 SH       DEFINED 1,3,4          348815
SBC COMMUNICATIONS, INC.       COM              78387G103    57145  2107947 SH       DEFINED 1,3,4         2107947
SBS TECHNOLOGIES INC           COM              78387P103       83     9187 SH       DEFINED 1,3,4            9187
SCM MICROSYSTEMS, INC.         COM              784018103       38     9881 SH       DEFINED 1,3,4            9881
SCP POOL CORP.                 COM              784028102      424    14643 SH       DEFINED 1,3,4           14643
SCPIE HOLDINGS INC.            COM              78402P104       35     6186 SH       DEFINED 1,3,4            6186
SEI INVESTMENTS CO.            COM              784117103     6679   245941 SH       DEFINED 1,3,4          245941
SK TELECOM CO LTD.             COM              78440P108    21681  1015263 SH       DEFINED 1,3,4         1015263
SL GREEN REALTY CORP.          COM              78440X101     3668   116257 SH       DEFINED 1,3,4          116257
SL GREEN REALTY CORP.          COM              78440X101     3942   124800 SH       DEFINED 2,3,4          124800
SLM CORP.                      COM              78442P106    24997   240689 SH       DEFINED 1,3,4          240689
SPS TECHNOLOGIES, INC.         COM              784626103     1257    52937 SH       DEFINED 1,3,4           52937
SPSS, INC.                     COM              78462K102      150    10806 SH       DEFINED 1,3,4           10806
SPX CORP.                      COM              784635104     4751   126899 SH       DEFINED 1,3,4          126899
S1 CORPORATION                 COM              78463B101     2322   520620 SH       DEFINED 1,3,4          520620
S1 CORPORATION                 COM              78463B101     2172   486620 SH       DEFINED 3,4            486620
SRA INTERNATIONAL, INC.        COM              78464R105     3369   124320 SH       DEFINED 1,3,4          124320
SWS GROUP INC.                 COM              78503N107      141    10668 SH       DEFINED 1,3,4           10668
SABRE HOLDINGS CORP.           COM              785905100     1354    75114 SH       DEFINED 1,3,4           75114
SAFECO CORP.                   COM              786429100     2549    73547 SH       DEFINED 1,3,4           73547
SAFEWAY, INC.                  COM              786514208     5431   232430 SH       DEFINED 1,3,4          232430
ST. JUDE MEDICAL, INC.         COM              790849103    64484  1623585 SH       DEFINED 1,3,4         1623585
ST MARY LAND & EXPLOR CO.      COM              792228108      440    17585 SH       DEFINED 1,3,4           17585
ST. PAUL COS., INC.            COM              792860108     4062   119386 SH       DEFINED 1,3,4          119386
SAKS, INC.                     COM              79377W108      348    29597 SH       DEFINED 1,3,4           29597
SALIX PHARMACEUTICALS LTD      COM              795435106      316    45500 SH       DEFINED 1,3,4           45500
SALTON INC.                    COM              795757103       64     6922 SH       DEFINED 1,3,4            6922
SAMSUNG ELECTRONICS CO., LTD   COM              796050201      184     2915 SH       DEFINED 1,3,4            2915
SAMSUNG ELECTRONIC - GDR REG.  COM              796050888     8138    61102 SH       DEFINED 1,3,4           61102
SANDISK CORP.                  COM              80004C101     4742   233595 SH       DEFINED 1,3,4          233595
SANMINA-SCI CORPORATION.       COM              800907107     1239   277858 SH       DEFINED 1,3,4          277858
SANGSTAT MEDICAL CORP.         COM              801003104     7610   673569 SH       DEFINED 1,3,4          673569
SARA LEE CORP.                 COM              803111103     9760   433624 SH       DEFINED 1,3,4          433624
SATYAM COMPUTER SERVICES       COM              804098101     5109   397470 SH       DEFINED 1,3,4          397470
SAXON CAPITAL, INC.            COM              80556P302     2315   185080 SH       DEFINED 1,3,4          185080
SCANA CORP.                    COM              80589M102    26269   848290 SH       DEFINED 1,3,4          848290
SCANSOURCE, INC.               COM              806037107     3190    64705 SH       DEFINED 1,3,4           64705
HENRY SCHEIN, INC.             COM              806407102      409     9102 SH       DEFINED 1,3,4            9102
SCHERING AG                    COM              806585204       61     1430 SH       DEFINED 1,3,4            1430
SCHERING-PLOUGH CORP.          COM              806605101    17360   781962 SH       DEFINED 1,3,4          781962
SCHLUMBERGER, LTD.             COM              806857108    12884   306150 SH       DEFINED 1,3,4          306150
SCHOLASTIC CORP.               COM              807066105      823    22882 SH       DEFINED 1,3,4           22882
SCHOOL SPECIALTY, INC.         COM              807863105     1344    67338 SH       DEFINED 1,3,4           67338
SCHULMAN (A.), INC.            COM              808194104     8421   452264 SH       DEFINED 1,3,4          452264
SCHWAB, CHARLES CORP.          COM              808513105     7925   730558 SH       DEFINED 1,3,4          730558
SCHWEITZER-MAUDUIT INT'L, INC. COM              808541106     1481    60662 SH       DEFINED 1,3,4           60662
SCIENTIFIC-ATLANTA, INC.       COM              808655104     1239   104497 SH       DEFINED 1,3,4          104497
SCIENTIFIC GAMES CORP.         COM              80874P109     3630   500335 SH       DEFINED 1,3,4          500335
SCOTTISH POWER PLC             COM              81013T705      131     5720 SH       DEFINED 1,3,4            5720
SCOTTS CO.                     COM              810186106      918    18726 SH       DEFINED 1,3,4           18726
SCRIPPS CO., E.W.              COM              811054204      674     8750 SH       DEFINED 1,3,4            8750
SCS TRANSPORTATION, INC.       COM              81111T102     3163   318750 SH       DEFINED 1,3,4          318750
SEACOAST FINL SERVICES CORP    COM              81170Q106      301    15005 SH       DEFINED 1,3,4           15005
SEAGATE TECHNOLOGY-ESCROW SHAR COM              811804988        0   157800 SH       DEFINED 1,3,4          157800
SEACOR SMIT, INC.              COM              811904101     1760    39593 SH       DEFINED 1,3,4           39593
SEALED AIR CORP.               COM              81211K100     1651    44198 SH       DEFINED 1,3,4           44198
SEARS ROEBUCK & CO.            COM              812387108     8078   337347 SH       DEFINED 1,3,4          337347
SELECT MEDICAL CORP.           COM              816196109     1511   112300 SH       DEFINED 1,3,4          112300
SELECTIVE INS GROUP INC        COM              816300107     4385   174017 SH       DEFINED 1,3,4          174017
SEMTECH CORP.                  COM              816850101      162    15231 SH       DEFINED 1,3,4           15231
SEMPRA ENERGY                  COM              816851109     2554   107917 SH       DEFINED 1,3,4          107917
SENSIENT TECHNOLOGIES CORP     COM              81725T100      218     9807 SH       DEFINED 1,3,4            9807
SEPRACOR INC.                  COM              817315104      164    17413 SH       DEFINED 1,3,4           17413
SEQUA CORP. - CI A             COM              817320104       86     2159 SH       DEFINED 1,3,4            2159
SERENA SOFTWARE, INC.          COM              817492101      403    25462 SH       DEFINED 1,3,4           25462
SEROLOGICALS CORPORATION       COM              817523103     2401   218216 SH       DEFINED 1,3,4          218216
SERVICEMASTER COMPANY          COM              81760N109    17096  1539830 SH       DEFINED 1,3,4         1539830
SHARPER IMAGE CORP             COM              820013100     1062    60900 SH       DEFINED 1,3,4           60900
SHAW GROUP, INC.               COM              820280105      389    23741 SH       DEFINED 1,3,4           23741
SHELL TRANSPORT & TRADING-ADR  COM              822703609      273     7026 SH       DEFINED 1,3,4            7026
SHERWIN-WILLIAMS CO., THE      COM              824348106     2535    89808 SH       DEFINED 1,3,4           89808
SHOE CARNIVAL, INC.            COM              824889109     1600   114310 SH       DEFINED 1,3,4          114310
SHOPKO STORES, INC.            COM              824911101     4004   321686 SH       DEFINED 1,3,4          321686
SHUFFLE MASTER, INC.           COM              825549108      210    10997 SH       DEFINED 1,3,4           10997
SHURGARD STORAGE CENTERS-A     COM              82567D104      706    22587 SH       DEFINED 1,3,4           22587
SICOR, INC.                    COM              825846108     1131    71449 SH       DEFINED 1,3,4           71449
SIEBEL SYSTEMS, INC.           COM              826170102     7648  1022909 SH       DEFINED 1,3,4         1022909
SIEMENS AG                     COM              826197501       98     2330 SH       DEFINED 1,3,4            2330
SIERRA HEALTH SERVICES, INC.   COM              826322109     2686   223816 SH       DEFINED 1,3,4          223816
SIERRA PACIFIC RESOURCES       COM              826428104      139    21130 SH       DEFINED 1,3,4           21130
SIGMA-ALDRICH CORP.            COM              826552101     1841    37801 SH       DEFINED 1,3,4           37801
SILICON LABORATORIES, INC.     COM              826919102     2028   106320 SH       DEFINED 1,3,4          106320
SILGAN HOLDINGS INC.           COM              827048109     4656   188638 SH       DEFINED 1,3,4          188638
SILICON STORAGE TECHNOLOGY     COM              827057100     1108   274300 SH       DEFINED 1,3,4          274300
SILICON VY BANCSHARES          COM              827064106      161     8860 SH       DEFINED 1,3,4            8860
SILICONWARE PRECISION          COM              827084864     1309   538477 SH       DEFINED 1,3,4          538477
SIMON PROPERTY GROUP, INC.     COM              828806109     8983   263702 SH       DEFINED 1,3,4          263702
SIMON PROPERTY GROUP, INC.     COM              828806109     5367   157500 SH       DEFINED 2,3,4          157500
SIMPSON MANUFACTURING INC      COM              829073105     2293    69716 SH       DEFINED 1,3,4           69716
SIX FLAGS INC,.                COM              83001P109      109    19161 SH       DEFINED 1,3,4           19161
SKY FINANCIAL GROUP, INC.      COM              83080P103     5127   257480 SH       DEFINED 1,3,4          257480
SKYLINE CORP.                  COM              830830105      154     5282 SH       DEFINED 1,3,4            5282
SKYWEST INC.                   COM              830879102     1473   112601 SH       DEFINED 1,3,4          112601
SKYWORKS SOLUTIONS, INC.       COM              83088M102     5567   646016 SH       DEFINED 1,3,4          646016
SKILLSOFT PLC                  COM              830928107     1294   470333 SH       DEFINED 1,3,4          470333
SMITH (A.O.) CORPORATION       COM              831865209     9367   346871 SH       DEFINED 1,3,4          346871
SMITH INTERNATIONAL, INC.      COM              832110100     2026    62125 SH       DEFINED 1,3,4           62125
SMITHFIELD FOODS INC.          COM              832248108      449    22633 SH       DEFINED 1,3,4           22633
SMUCKER (JM) CO.               COM              832696405      408    10256 SH       DEFINED 1,3,4           10256
SNAP-ON TOOLS, INC.            COM              833034101     3917   139520 SH       DEFINED 1,3,4          139520
SOLA INTL INC.                 COM              834092108      201    15470 SH       DEFINED 1,3,4           15470
SOLECTRON CORP.                COM              834182107     1540   434402 SH       DEFINED 1,3,4          434402
SOLUTIA, INC.                  COM              834376105       80    21677 SH       DEFINED 1,3,4           21677
SONIC CORP.                    COM              835451105      504    24633 SH       DEFINED 1,3,4           24633
SONIC AUTOMOTIVE, INC.         COM              83545G102      979    66060 SH       DEFINED 1,3,4           66060
SONOCO PRODUCTS CO.            COM              835495102      459    19985 SH       DEFINED 1,3,4           19985
SONY CORPORATION               COM              835699307      117     2820 SH       DEFINED 1,3,4            2820
SOTHEBY'S HOLDING CIA          COM              835898107      115    12719 SH       DEFINED 1,3,4           12719
SOURCECORP                     COM              836167106      207    11015 SH       DEFINED 1,3,4           11015
SOUTH FINANCIAL GROUP, INC.    COM              837841105    12381   599638 SH       DEFINED 1,3,4          599638
SOUTHERN CO.                   COM              842587107    15353   540826 SH       DEFINED 1,3,4          540826
SOUTHERN UNION COMPANY         COM              844030106     6029   365814 SH       DEFINED 1,3,4          365814
SOUTHTRUST CORP.               COM              844730101     4541   182791 SH       DEFINED 1,3,4          182791
SOUTHWEST AIRLINES CO.         COM              844741108     5671   407880 SH       DEFINED 1,3,4          407880
SOUTHWEST BANCORP OF TEXAS     COM              84476R109     3173   110132 SH       DEFINED 1,3,4          110132
SOUTHWEST GAS CO.              COM              844895102      490    20904 SH       DEFINED 1,3,4           20904
SOUTHWESTERN ENERGY CO         COM              845467109      184    16195 SH       DEFINED 1,3,4           16195
SOVEREIGN BANCORP INC.         COM              845905108      758    54040 SH       DEFINED 1,3,4           54040
SPANISH BROADCASTING SYS CLA   COM              846425882     2697   374591 SH       DEFINED 1,3,4          374591
SPHERION CORPORATION.          COM              848420105      247    37119 SH       DEFINED 1,3,4           37119
SPINNAKER EXPLORATION CO       COM              84855W109     3403   154300 SH       DEFINED 1,3,4          154300
SPORTS AUTHORITY INC.          COM              849176102     5563   794800 SH       DEFINED 1,3,4          794800
SPRINT CORP. (FON GROUP)       COM              852061100    17818  1230596 SH       DEFINED 1,3,4         1230596
SPRINT CORP. (PCS GROUP)       COM              852061506     2592   593059 SH       DEFINED 1,3,4          593059
STAGE STORES, INC.             COM              85254C305     5995   285010 SH       DEFINED 1,3,4          285010
STANCORP FINANCIAL GROUP       COM              852891100     8177   167402 SH       DEFINED 1,3,4          167402
STANDARD MICROSYSTEMS CORP     COM              853626109     2575   132292 SH       DEFINED 1,3,4          132292
STANDARD MOTOR PRODS           COM              853666105      102     7906 SH       DEFINED 1,3,4            7906
STANDARD PACIFIC CP            COM              85375C101      509    20583 SH       DEFINED 1,3,4           20583
STANDARD REGISTER CO., THE     COM              853887107      319    17720 SH       DEFINED 1,3,4           17720
STANDEX INTERNATIONAL CORP     COM              854231107      180     7626 SH       DEFINED 1,3,4            7626
STANLEY WORKS                  COM              854616109     1599    46365 SH       DEFINED 1,3,4           46365
STAPLES, INC.                  COM              855030102     6276   342943 SH       DEFINED 1,3,4          342943
STARBUCKS CORP.                COM              855244109     4164   204386 SH       DEFINED 1,3,4          204386
STARTEK INC.                   COM              85569C107      244     8931 SH       DEFINED 1,3,4            8931
STARWOOD HOTELS & RESORTS      COM              85590A203     2492   104997 SH       DEFINED 1,3,4          104997
STATE BANK OF INDIA            COM              856552104     4149   296322 SH       DEFINED 1,3,4          296322
STATE BK OF INDIA              COM              856552203      679    48513 SH       DEFINED 1,3,4           48513
STATE STREET CORP.             COM              857477103    22327   572553 SH       DEFINED 1,3,4          572553
STATEN ISLAND BANCORP, INC.    COM              857550107     3698   183649 SH       DEFINED 1,3,4          183649
STATOIL ASA                    COM              85771P102      222    26800 SH       DEFINED 1,3,4           26800
THE STEAK N SHAKE COMPANY      COM              857873103      173    17305 SH       DEFINED 1,3,4           17305
STEEL DYNAMICS INC.            COM              858119100     9665   803272 SH       DEFINED 1,3,4          803272
STEEL TECHNOLOGIES             COM              858147101      102     6026 SH       DEFINED 1,3,4            6026
STEIN MART INC.                COM              858375108      156    26134 SH       DEFINED 1,3,4           26134
STERLING BANCSHARES INC        COM              858907108      337    27658 SH       DEFINED 1,3,4           27658
STERIS CORP.                   COM              859152100    11383   469543 SH       DEFINED 1,3,4          469543
STERLING BANCORP-NY            COM              859158107     2134    80998 SH       DEFINED 1,3,4           80998
STEWART & STEVENSON SERVICES,  COM              860342104     3350   236838 SH       DEFINED 1,3,4          236838
STEWART ENTERPRISES, INC.      COM              860370105     3759   674501 SH       DEFINED 1,3,4          674501
STEWART INFO SVCS              COM              860372101     2841   132840 SH       DEFINED 1,3,4          132840
STILLWATER MINING CO.          COM              86074Q102      143    27390 SH       DEFINED 1,3,4           27390
STILWELL FINANCIAL INC.        COM              860831106     1533   117514 SH       DEFINED 1,3,4          117514
STONE ENERGY CORP.             COM              861642106      554    16581 SH       DEFINED 1,3,4           16581
STORA ENSO OJY                 COM              86210M106       72     6800 SH       DEFINED 1,3,4            6800
STORAGE TECHNOLOGY, INC.       COM              862111200    12494   583315 SH       DEFINED 1,3,4          583315
STRATEX NETWORKS, INC.         COM              86279T109      745   336690 SH       DEFINED 1,3,4          336690
STRIDE RITE CORP.              COM              863314100      179    25247 SH       DEFINED 1,3,4           25247
STRYKER CORP.                  COM              863667101     7889   117598 SH       DEFINED 1,3,4          117598
STURM RUGER & CO INC.          COM              864159108      162    16942 SH       DEFINED 1,3,4           16942
SUN COMMUNITIES                COM              866674104      524    14300 SH       DEFINED 2,3,4           14300
SUN MICROSYSTEMS, INC.         COM              866810104     5101  1641802 SH       DEFINED 1,3,4         1641802
SUNGARD DATA SYSTEMS           COM              867363103    28552  1211916 SH       DEFINED 1,3,4         1211916
SUNOCO, INC.                   COM              86764P109     1332    40181 SH       DEFINED 1,3,4           40181
SUNRISE ASSISTED LIVING, INC.  COM              86768K106      347    14010 SH       DEFINED 1,3,4           14010
SUNTRUST BANKS, INC.           COM              867914103     8517   149579 SH       DEFINED 1,3,4          149579
SUPERIOR INDUSTRIES, INC.      COM              868168105      234     5726 SH       DEFINED 1,3,4            5726
SUPERTEX , INC.                COM              868532102      117     7965 SH       DEFINED 1,3,4            7965
SUPERVALU, INC.                COM              868536103     2486   150754 SH       DEFINED 1,3,4          150754
SURGUTNEFTEGAZ                 COM              868861204     2642   166200 SH       DEFINED 1,3,4          166200
SURMODICS, INC.                COM              868873100      309    10847 SH       DEFINED 1,3,4           10847
SUSQUEHANNA BANCSHARES INC     COM              869099101      524    24942 SH       DEFINED 1,3,4           24942
SWIFT ENERGY CO.               COM              870738101      164    17120 SH       DEFINED 1,3,4           17120
SWIFT TRANSPORTATIONS CO., INC COM              870756103      344    17304 SH       DEFINED 1,3,4           17304
SYBASE, INC.                   COM              871130100     3541   264463 SH       DEFINED 1,3,4          264463
SYBRON DENTAL SPECIALTIES      COM              871142105      356    23917 SH       DEFINED 1,3,4           23917
SYCAMORE NETWORKS, INC.        COM              871206108     1739   601600 SH       DEFINED 1,3,4          601600
SYKES ENTERPRISES INC.         COM              871237103       27     8355 SH       DEFINED 1,3,4            8355
SYLVAN LEARNING SYSTEMS, INC.  COM              871399101     4587   279644 SH       DEFINED 1,3,4          279644
SYMANTEC CORP.                 COM              871503108    29539   730287 SH       DEFINED 1,3,4          730287
SYMBOL TECHNOLOGIES            COM              871508107     8847  1076912 SH       DEFINED 1,3,4         1076912
SYMMETRICOM INC.               COM              871543104      110    26450 SH       DEFINED 1,3,4           26450
SYNOPSYS INC.                  COM              871607107     1630    35318 SH       DEFINED 1,3,4           35318
SYNOVUS FINANCIAL CORP.        COM              87161C105     3742   192678 SH       DEFINED 1,3,4          192678
SYPRIS SOLUTIONS, INC.         COM              871655106      553    54100 SH       DEFINED 1,3,4           54100
SYSCO CORP.                    COM              871829107    61922  2078309 SH       DEFINED 1,3,4         2078309
SYSTEMS & COMPUTER TECH CORP.  COM              871873105     1309   152615 SH       DEFINED 1,3,4          152615
TBC CORP.                      COM              872180104      160    13381 SH       DEFINED 1,3,4           13381
TCF FINANCIAL CORP.            COM              872275102    44096  1009345 SH       DEFINED 1,3,4         1009345
TECO ENERGY                    COM              872375100     1425    92170 SH       DEFINED 1,3,4           92170
THQ INC.                       COM              872443403     3331   251383 SH       DEFINED 1,3,4          251383
TJX COS., INC.                 COM              872540109    10040   514244 SH       DEFINED 1,3,4          514244
TMP WORLDWIDE, INC.            COM              872941109      661    58504 SH       DEFINED 1,3,4           58504
TXU CORP.                      COM              873168108     3794   202964 SH       DEFINED 1,3,4          202964
TAIWAN SEMICONDUCTOR MFG LTD   COM              874039100     1275   181160 SH       DEFINED 1,3,4          181160
TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109     9239   393426 SH       DEFINED 1,3,4          393426
TALBOTS, INC.                  COM              874161102     1248    45300 SH       DEFINED 1,3,4           45300
TALISMAN ENERGY, INC.          COM              87425E103      115     3190 SH       DEFINED 1,3,4            3190
TALX CORP.                     COM              874918105      110     8701 SH       DEFINED 1,3,4            8701
TANGER FACTORY OUTLET CENTER   COM              875465106      831    26800 SH       DEFINED 1,3,4           26800
TARGET CORP.                   COM              87612E106    14736   491326 SH       DEFINED 1,3,4          491326
TECH DATA CORP.                COM              878237106     3771   139878 SH       DEFINED 1,3,4          139878
TECHNE CORP.                   COM              878377100    13614   476508 SH       DEFINED 1,3,4          476508
TECHNITROL, INC.               COM              878555101      410    25262 SH       DEFINED 1,3,4           25262
TECUMSEH PRODUCTS CO.          COM              878895200     1880    42519 SH       DEFINED 1,3,4           42519
TEKELEC                        COM              879101103     1914   183250 SH       DEFINED 1,3,4          183250
TEKTRONIX, INC.                COM              879131100      828    45701 SH       DEFINED 1,3,4           45701
TELECOM ITALIA SPA             COM              87927W106      258     3392 SH       DEFINED 1,3,4            3392
TELEDYNE TECHNOLOGIES          COM              879360105      318    20174 SH       DEFINED 1,3,4           20174
TELEFLEX INC.                  COM              879369106      350     8142 SH       DEFINED 1,3,4            8142
TELEFONICA SA                  COM              879382208       59     2200 SH       DEFINED 1,3,4            2200
TELEFONOS DE MEXICO            COM              879403780     6273   196030 SH       DEFINED 1,3,4          196030
TELEPHON & DATA                COM              879433100      571    12139 SH       DEFINED 1,3,4           12139
TELLABS, INC.                  COM              879664100     1580   217367 SH       DEFINED 1,3,4          217367
TEMPLE-INLAND, INC.            COM              879868107     6707   149763 SH       DEFINED 1,3,4          149763
SYSTEM SOFTWARE ASSOC., INC.   COM              87WARRANT        0   370192 SH       DEFINED 3,4            370192
TENARIS SA - ADR               COM              88031M109     3715   193406 SH       DEFINED 1,3,4          193406
TENET HEALTHCARE CORP.         COM              88033G100     4215   257238 SH       DEFINED 1,3,4          257238
TENNECO AUTOMOTIVE, INC.       COM              880349105      928   229660 SH       DEFINED 1,3,4          229660
TERADYNE, INC.                 COM              880770102     2720   209113 SH       DEFINED 1,3,4          209113
TEREX CORP                     COM              880779103     4750   426640 SH       DEFINED 1,3,4          426640
TEVA PHARMACEUTICAL INDS LTD   COM              881624209    15261   395258 SH       DEFINED 1,3,4          395258
TETRA TECHNOLOGIES, INC./DE    COM              88162F105      190     8924 SH       DEFINED 1,3,4            8924
TETRA TECH, INC.               COM              88162G103      409    33540 SH       DEFINED 1,3,4           33540
TEXAS BIOTECH CORP.            COM              88221T104      824   593610 SH       DEFINED 1,3,4          593610
TEXAS INDUSTRIES, INC.         COM              882491103      325    13249 SH       DEFINED 1,3,4           13249
TEXAS INSTRUMENTS, INC.        COM              882508104    23096  1538168 SH       DEFINED 1,3,4         1538168
TEXTRON, INC.                  COM              883203101     5651   131437 SH       DEFINED 1,3,4          131437
THERAGENICS CORP.              COM              883375107       77    18737 SH       DEFINED 1,3,4           18737
THERMO ELECTRON CORP.          COM              883556102     1866    92558 SH       DEFINED 1,3,4           92558
THOMAS & BETTS CORP.           COM              884315102      509    30565 SH       DEFINED 1,3,4           30565
THOMAS INDUSTRIES, INC.        COM              884425109      280    10766 SH       DEFINED 1,3,4           10766
THOR INDUSTRIES, INC.          COM              885160101     1629    47326 SH       DEFINED 1,3,4           47326
THORNBURG MORTGAGE             COM              885218107     4535   225650 SH       DEFINED 1,3,4          225650
3COM CORP.                     COM              885535104      353    76042 SH       DEFINED 1,3,4           76042
THREE-FIVE SYSTEMS, INC.       COM              88554L108       85    13492 SH       DEFINED 1,3,4           13492
3M COMPANY                     COM              88579Y101    26398   214068 SH       DEFINED 1,3,4          214068
TICKETMASTER CL B              COM              88633P203      615    28990 SH       DEFINED 1,3,4           28990
TIDEWATER INC.                 COM              886423102      392    12532 SH       DEFINED 1,3,4           12532
TIFFANY & CO.                  COM              886547108     9135   381941 SH       DEFINED 1,3,4          381941
TIMBERLAND CO. -CL A           COM              887100105      270     7623 SH       DEFINED 1,3,4            7623
TIME WARNER TELECOM CLA A      COM              887319101     2154  1021537 SH       DEFINED 1,3,4         1021537
TIMKEN CO.                     COM              887389104     9154   479263 SH       DEFINED 1,3,4          479263
TITAN CORP.                    COM              888266103      165    16141 SH       DEFINED 1,3,4           16141
TOLL BROTHERS, INC.            COM              889478103      895    44196 SH       DEFINED 1,3,4           44196
TOLLGRADE COMMUNICATIONS, INC. COM              889542106      101     8533 SH       DEFINED 1,3,4            8533
TOO, INC.                      COM              890333107     1206    51294 SH       DEFINED 1,3,4           51294
TOOTSIE INDS                   COM              890516107      325    10672 SH       DEFINED 1,3,4           10672
TORCHMARK CORP.                COM              891027104    14367   393187 SH       DEFINED 1,3,4          393187
TORO CO.                       COM              891092108     7096   111106 SH       DEFINED 1,3,4          111106
TOTAL FINA ELF SA              COM              89151E109      315     4400 SH       DEFINED 1,3,4            4400
TOWER AUTOMOTIVE INC.          COM              891707101     3462   767710 SH       DEFINED 1,3,4          767710
TOYS 'R' US, INC.              COM              892335100     1117   111631 SH       DEFINED 1,3,4          111631
TPG NV                         COM              892339102      189    11600 SH       DEFINED 1,3,4           11600
TRNSACTN SYS ARCHTCTS          COM              893416107     1602   246225 SH       DEFINED 1,3,4          246225
TRANSCANADA PIPELINES LTD.     COM              893526103       85     5840 SH       DEFINED 1,3,4            5840
TRAVELERS PROPERTY CASUALTY    COM              89420G109      314 21479.71 SH       DEFINED 1,3,4           21480
TRAVELERS PROPERTY/CASUALTY IN COM              89420G406    20026  1367548 SH       DEFINED 1,3,4         1367548
TREDEGAR INDUSTRIES, INC.      COM              894650100     3436   228488 SH       DEFINED 1,3,4          228488
TRIAD HOSPITALS, INC.          COM              89579K109      462    15457 SH       DEFINED 1,3,4           15457
TRIAD GUARANTY, INC.           COM              895925105     1223    33150 SH       DEFINED 1,3,4           33150
TRIARC COS, INC. -CI A         COM              895927101      335    12810 SH       DEFINED 1,3,4           12810
TRIBUNE CO.                    COM              896047107    21097   464053 SH       DEFINED 1,3,4          464053
TRIMBLE NAVIGATION LTD         COM              896239100      231    18306 SH       DEFINED 1,3,4           18306
TRINITY INDUSTRIES, INC.       COM              896522109      181     9495 SH       DEFINED 1,3,4            9495
TRIQUINT SEMICONDUCTOR INC.    COM              89674K103      115    27410 SH       DEFINED 1,3,4           27410
TRIUMPH GROUP, INC.            COM              896818101     3463   108481 SH       DEFINED 1,3,4          108481
TRUSTCO BANK CORP./NY          COM              898349105      504    46728 SH       DEFINED 1,3,4           46728
TUESDAY MORNING CORP.          COM              899035505     1555    90800 SH       DEFINED 1,3,4           90800
TUPPERWARE CORP.               COM              899896104      450    30580 SH       DEFINED 1,3,4           30580
TYCO INTERNATIONAL, LTD.       COM              902124106    18495  1082813 SH       DEFINED 1,3,4         1082813
TYSON FOODS, INC.              COM              902494103      818    72993 SH       DEFINED 1,3,4           72993
UCBH HOLDINGS, INC.            COM              90262T308      559    13201 SH       DEFINED 1,3,4           13201
UGI CORP.                      COM              902681105     3501    93600 SH       DEFINED 1,3,4           93600
UICI                           COM              902737105     7063   454343 SH       DEFINED 1,3,4          454343
UIL HOLDINGS CORPORATION       COM              902748102      317     9104 SH       DEFINED 1,3,4            9104
UST, INC.                      COM              902911106    52654  1574953 SH       DEFINED 1,3,4         1574953
US BANCORP.                    COM              902973304    49904  2351927 SH       DEFINED 1,3,4         2351927
USA INTERACTIVE                COM              902984103      649    28425 SH       DEFINED 1,3,4           28425
URS CORP.                      COM              903236107     3415   240399 SH       DEFINED 1,3,4          240399
USLIFE CORP.                   COM              90333H101     1662   141530 SH       DEFINED 1,3,4          141530
US ONCOLOGY, INC.              COM              90338W103     4699   541707 SH       DEFINED 1,3,4          541707
ULTIMATE ELECTRONICS INC       COM              903849107       92     9129 SH       DEFINED 1,3,4            9129
ULTRATECH STEPPER, INC.        COM              904034105     1237   125985 SH       DEFINED 1,3,4          125985
UNIFI INC.                     COM              904677101       56    11140 SH       DEFINED 1,3,4           11140
UNILAB CORP.                   COM              904763208     1157    63100 SH       DEFINED 1,3,4           63100
UNILEVER N.V.                  COM              904784709      385     6259 SH       DEFINED 1,3,4            6259
UNION PACIFIC CORP.            COM              907818108    27987   467420 SH       DEFINED 1,3,4          467420
UNION PLANTERS                 COM              908068109    11647   413798 SH       DEFINED 1,3,4          413798
UNIONBANCAL CORP.              COM              908906100    20197   514290 SH       DEFINED 1,3,4          514290
UNISOURCE ENERGY CORP HLD CO.  COM              909205106     3985   230482 SH       DEFINED 1,3,4          230482
UNISYS CORP.                   COM              909214108    13713  1385277 SH       DEFINED 1,3,4         1385277
UNIT CORP.                     COM              909218109      506    27285 SH       DEFINED 1,3,4           27285
UNITED BANKSHARES, INC./WV     COM              909907107      771    26552 SH       DEFINED 1,3,4           26552
UNITED DEFENSE INDUSTRIES      COM              91018B104     4839   207810 SH       DEFINED 1,3,4          207810
UNITED DOMINION REALTY TRUST   COM              910197102    10171   621630 SH       DEFINED 1,3,4          621630
UNITED DOMINION REALTY TRUST   COM              910197102     4821   294700 SH       DEFINED 2,3,4          294700
UNITED MICROELECTRONICS        COM              910873207        0        0 SH       DEFINED 1,3,4               0
UNITED NATURAL FOODS, INC.     COM              911163103      304    12028 SH       DEFINED 1,3,4           12028
UNITED ONLINE, INC.            COM              911268100    10457   655970 SH       DEFINED 1,3,4          655970
UNITED PARCEL SERVICE-CL B     COM              911312106    37649   596850 SH       DEFINED 1,3,4          596850
UNITED RENTALS INC,            COM              911363109      169    15838 SH       DEFINED 1,3,4           15838
UNITED STATES STEEL CORP.      COM              912909108    11348   865105 SH       DEFINED 1,3,4          865105
UNITED STATIONERS, INC.        COM              913004107      588    20444 SH       DEFINED 1,3,4           20444
UNITED SURGICAL PARTNERS INTER COM              913016309     1543    98650 SH       DEFINED 1,3,4           98650
UNITED TECHNOLOGIES CORP.      COM              913017109    20049   323738 SH       DEFINED 1,3,4          323738
UNITED THERAPEUTICS CORP.      COM              91307C102     4826   288940 SH       DEFINED 1,3,4          288940
UNITEDHEALTH GROUP, INC.       COM              91324P102    32155   385047 SH       DEFINED 1,3,4          385047
UNITRIN INC.                   COM              913275103      409    14001 SH       DEFINED 1,3,4           14001
UNIVERSAL COMPRESSION HOLDINGS COM              913431102     1166    60980 SH       DEFINED 1,3,4           60980
UNIVERSAL CORP.                COM              913456109     4978   134743 SH       DEFINED 1,3,4          134743
UNIVERSAL FOREST PRODS, INC.   COM              913543104     3024   141913 SH       DEFINED 1,3,4          141913
UNIVERSAL HEALTH SERVICES, INC COM              913903100    20503   454475 SH       DEFINED 1,3,4          454475
UNIVISION COMMUNICATIONS INC.  COM              914906102     2953   120579 SH       DEFINED 1,3,4          120579
UNOCAL CORP.                   COM              915289102     8252   269787 SH       DEFINED 1,3,4          269787
UNUMPROVIDENT CORP.            COM              91529Y106     2226   127010 SH       DEFINED 1,3,4          127010
UPM-KYMMENE OYJ                COM              915436109       80     2412 SH       DEFINED 1,3,4            2412
USFREIGHTWAYS CORP.            COM              916906100     2523    87613 SH       DEFINED 1,3,4           87613
URBAN OUTFITTERS, INC.         COM              917047102     5331   226330 SH       DEFINED 1,3,4          226330
UTSTARCOM, INC.                COM              918076100     1878    94660 SH       DEFINED 1,3,4           94660
VF CORP.                       COM              918204108     8145   225953 SH       DEFINED 1,3,4          225953
VALASSIS COMMUNICATIONS, INC.  COM              918866104    19600   666018 SH       DEFINED 1,3,4          666018
VALERO ENERGY CORP.            COM              91913Y100      816    22044 SH       DEFINED 1,3,4           22044
VALMONT INDUSTRIES             COM              920253101     2241   115541 SH       DEFINED 1,3,4          115541
VALSPAR CORP.                  COM              920355104     1484    33533 SH       DEFINED 1,3,4           33533
VARCO INTERNATIONAL, INC.      COM              922122106     4870   279883 SH       DEFINED 1,3,4          279883
VARIAN INC.                    COM              922206107     5059   176359 SH       DEFINED 1,3,4          176359
VARIAN SEMICONDUCTOR EQUIP     COM              922207105      505    21252 SH       DEFINED 1,3,4           21252
VARIAN MEDICAL SYSTEMS, INC.   COM              92220P105    18787   378758 SH       DEFINED 1,3,4          378758
VECTREN CORPORATION            COM              92240G101      324    14024 SH       DEFINED 1,3,4           14024
VEECO INSTRUMENTS, INC.        COM              922417100      210    18346 SH       DEFINED 1,3,4           18346
VENTANA MEDICAL SYSTEMS        COM              92276H106     3237   140400 SH       DEFINED 1,3,4          140400
VERITAS SOFTWARE CORP.         COM              923436109    23613  1512260 SH       DEFINED 1,3,4         1512260
VERITY INC.                    COM              92343C106     2363   176346 SH       DEFINED 1,3,4          176346
VERITAS DGC INC.               COM              92343P107      158    20004 SH       DEFINED 1,3,4           20004
VERIZON COMMUNICATIONS.        COM              92343V104    65520  1690606 SH       DEFINED 1,3,4         1690606
VERTEX PHARMACEUTICALS, INC.   COM              92532F100      249    15800 SH       DEFINED 1,3,4           15800
VIACOM, INC.                   COM              925524308    43367  1063918 SH       DEFINED 1,3,4         1063918
VIAD CORP.                     COM              92552R109    13632   610105 SH       DEFINED 1,3,4          610105
VIASAT, INC.                   COM              92552V100      189    16380 SH       DEFINED 1,3,4           16380
VIASYS HEALTHCARE, INC.        COM              92553Q209      243    16505 SH       DEFINED 1,3,4           16505
VICOR CORP.                    COM              925815102      222    26647 SH       DEFINED 1,3,4           26647
VINTAGE PETROLEUM, INC.        COM              927460105     2698   256217 SH       DEFINED 1,3,4          256217
VISHAY INTRTECHNOLOGY          COM              928298108      369    33047 SH       DEFINED 1,3,4           33047
VISTEON CORP.                  COM              92839U107      464    68484 SH       DEFINED 1,3,4           68484
VISX INC/DE                    COM              92844S105      101    10669 SH       DEFINED 1,3,4           10669
VITAL SIGNS, INC.              COM              928469105      242     8133 SH       DEFINED 1,3,4            8133
VITALWORKS, INC.               COM              928483106     3525   915460 SH       DEFINED 1,3,4          915460
VODAFONE GROUP PLC             COM              92857W100      300    16652 SH       DEFINED 1,3,4           16652
VOLT INFO SCIENCES, INC.       COM              928703107      165     9581 SH       DEFINED 1,3,4            9581
VOTORANTIM CELULOSE E          COM              92906P106     1931   117600 SH       DEFINED 1,3,4          117600
VULCAN MATERIALS CO.           COM              929160109     2011    53648 SH       DEFINED 1,3,4           53648
WD-40 CO.                      COM              929236107      278    10404 SH       DEFINED 1,3,4           10404
WGL HOLDINGS, INC.             COM              92924F106      238    10046 SH       DEFINED 1,3,4           10046
W-H ENERGY SERVICES, INC.      COM              92925E108      250    17009 SH       DEFINED 1,3,4           17009
WMC RESOURCES, LTD.            COM              92928R106       39     4200 SH       DEFINED 1,3,4            4200
WMS INDUSTRIES, INC.           COM              929297109      291    19401 SH       DEFINED 1,3,4           19401
WPP GROUP PLC.                 COM              929309300       79     2084 SH       DEFINED 1,3,4            2084
WPS RESOURCES CORP             COM              92931B106      257     6596 SH       DEFINED 1,3,4            6596
WABASH NATIONAL CORP.          COM              929566107      132    16144 SH       DEFINED 1,3,4           16144
WACHOVIA CORP                  COM              929903102    27728   760901 SH       DEFINED 1,3,4          760901
WADDELL & REED FINANCIAL - A   COM              930059100      325    16611 SH       DEFINED 1,3,4           16611
WAL-MART STORES, INC.          COM              931142103   150903  2987589 SH       DEFINED 1,3,4         2987589
WALGREEN CO.                   COM              931422109    21318   730227 SH       DEFINED 1,3,4          730227
WALLACE COMPUTER SVCS INC.     COM              932270101     3746   174111 SH       DEFINED 1,3,4          174111
WALTER INDUSTRIES INC.         COM              93317Q105     2555   236027 SH       DEFINED 1,3,4          236027
WASHINGTON FEDERAL, INC.       COM              938824109      989    39939 SH       DEFINED 1,3,4           39939
WASHINGTON MUTUAL, INC.        COM              939322103    21737   629718 SH       DEFINED 1,3,4          629718
WASHINGTON POST CI B           COM              939640108     1450     1967 SH       DEFINED 1,3,4            1967
WASTE CONNECTIONS, INC.        COM              941053100      679    17593 SH       DEFINED 1,3,4           17593
WASTE MANAGEMENT, INC.         COM              94106L109     7354   320856 SH       DEFINED 1,3,4          320856
WATERS CORP.                   COM              941848103     1476    67794 SH       DEFINED 1,3,4           67794
WATSCO, INC.                   COM              942622200      266    16134 SH       DEFINED 1,3,4           16134
WATSON PHARMACEUTICALS         COM              942683103     1590    56247 SH       DEFINED 1,3,4           56247
WATSON WYATT & CO. HOLDINGS    COM              942712100      450    20714 SH       DEFINED 1,3,4           20714
WATTS INDUSTRIES, INC.         COM              942749102     1357    86192 SH       DEFINED 1,3,4           86192
WAUSAU-MOSINEE PAPER CORP.     COM              943315101      119    10662 SH       DEFINED 1,3,4           10662
WAYPOINT FINANCIAL CORP.       COM              946756103      401    22484 SH       DEFINED 1,3,4           22484
WEBWX COMMUNICATIONS, INC.     COM              94767L109      646    42982 SH       DEFINED 1,3,4           42982
WEBMD CORP.                    COM              94769M105     8592  1004920 SH       DEFINED 1,3,4         1004920
WEBSTER FINANCIAL CORP.        COM              947890109     3832   110223 SH       DEFINED 1,3,4          110223
WEINGARTEN REALTY INVST        COM              948741103     4089   110950 SH       DEFINED 2,3,4          110950
WELLCHOICE, INC.               COM              949475107     1186    49510 SH       DEFINED 1,3,4           49510
WELLMAN INC.                   COM              949702104      271    20061 SH       DEFINED 1,3,4           20061
WELLPOINT HEALTH NETWORKS 'A'  COM              94973H108     8485   119287 SH       DEFINED 1,3,4          119287
WELLS FARGO CO.                COM              949746101    79882  1704294 SH       DEFINED 1,3,4         1704294
WENDY'S INTERNATIONAL          COM              950590109     1642    60777 SH       DEFINED 1,3,4           60777
WERNER ENTERPRISES             COM              950755108     3229   150015 SH       DEFINED 1,3,4          150015
WESTAMERICA BACORPORATION      COM              957090103      276     6934 SH       DEFINED 1,3,4            6934
WESTAR ENERGY, INC.            COM              95709T100     1291   130339 SH       DEFINED 1,3,4          130339
WESTERN DIGITAL CORP           COM              958102105     8019  1254921 SH       DEFINED 1,3,4         1254921
WESTERN GAS RESOURCES INC.     COM              958259103     4167   112994 SH       DEFINED 1,3,4          112994
WESTPORT RESOURCES CORP.       COM              961418100     1366    65730 SH       DEFINED 1,3,4           65730
WESTWOOD ONE, INC.             COM              961815107     2495    66701 SH       DEFINED 1,3,4           66701
WET SEAL, INC.                 COM              961840105      207    19160 SH       DEFINED 1,3,4           19160
WEYERHAEUSER CO.               COM              962166104     5672   115284 SH       DEFINED 1,3,4          115284
WHIRLPOOL CORP.                COM              963320106     1868    35791 SH       DEFINED 1,3,4           35791
WHITNEY HOLDING CORP.          COM              966612103    13950   418590 SH       DEFINED 1,3,4          418590
WHOLE FOODS MARKET, INC.       COM              966837106    29203   553841 SH       DEFINED 1,3,4          553841
WILLBROS GROUP, INC.           COM              969199108     1180   143795 SH       DEFINED 1,3,4          143795
WILLIAMS CO. INC., THE         COM              969457100      722   272436 SH       DEFINED 1,3,4          272436
WILLIAMS-SONOMA, INC.          COM              969904101     1553    57183 SH       DEFINED 1,3,4           57183
WILMINGTON TRUST CO.           COM              971807102      429    13566 SH       DEFINED 1,3,4           13566
WILSONS THE LEATHER EXPERTS, I COM              972463103      823   164500 SH       DEFINED 1,3,4          164500
WIMM BILL DANN FOODS           COM              97263M109     1772    98600 SH       DEFINED 1,3,4           98600
WIND RIVER SYSTEMS             COM              973149107       66    16374 SH       DEFINED 1,3,4           16374
WINN-DIXIE STORES, INC.        COM              974280109     8550   559527 SH       DEFINED 1,3,4          559527
WINNEBAGO INDUSTRIES           COM              974637100      461    11809 SH       DEFINED 1,3,4           11809
WINTRUST FINANCIAL CORP.       COM              97650W108      340    10815 SH       DEFINED 1,3,4           10815
WISCONSIN ENERGY CORP.         COM              976657106      603    23910 SH       DEFINED 1,3,4           23910
WOLTERS KLUWER NV              COM              977874205      131     7540 SH       DEFINED 1,3,4            7540
WOLVERINE TUBE, INC.           COM              978093102       43     7718 SH       DEFINED 1,3,4            7718
WOLVERINE WORLD WIDE           COM              978097103      386    25501 SH       DEFINED 1,3,4           25501
WOODWARD COVENER CO.           COM              980745103     4139    95113 SH       DEFINED 1,3,4           95113
WORTHINGTON INDUSTRIES, INC.   COM              981811102     7416   487006 SH       DEFINED 1,3,4          487006
WRIGHT MEDICAL GROUP, INC.     COM              98235T107     3130   179300 SH       DEFINED 1,3,4          179300
WRIGLEY (WM) JR. CO.           COM              982526105    23359   425714 SH       DEFINED 1,3,4          425714
WYETH                          COM              983024100    26425   706476 SH       DEFINED 1,3,4          706476
X-RITE, INC.                   COM              983857103       86    12733 SH       DEFINED 1,3,4           12733
XTO ENERGY, INC.               COM              98385X106     1114    45099 SH       DEFINED 1,3,4           45099
XCEL ENERGY INC.               COM              98389B100     2311   209794 SH       DEFINED 1,3,4          209794
XILINX, INC.                   COM              983919101     4767   231409 SH       DEFINED 1,3,4          231409
XEROX CORP.                    COM              984121103    13739  1706568 SH       DEFINED 1,3,4         1706568
YAHOO INC.                     COM              984332106     5785   354248 SH       DEFINED 1,3,4          354248
YANKEE CANDLE CO.              COM              984757104      959    60050 SH       DEFINED 1,3,4           60050
YARDVILLE NATIONAL BANKCORP    COM              985021104     1297    75210 SH       DEFINED 1,3,4           75210
YELLOW CORP.                   COM              985509108     5388   213777 SH       DEFINED 1,3,4          213777
YORK INTL                      COM              986670107      208     8160 SH       DEFINED 1,3,4            8160
YUM BRANDS, INC.               COM              988498101    12781   527639 SH       DEFINED 1,3,4          527639
YUKOS                          COM              98849W108     2557    18141 SH       DEFINED 1,3,4           18141
ZALE CORP.                     COM              988858106      666    20889 SH       DEFINED 1,3,4           20889
ZEBRA TECHNOLOGIES CP -CL A    COM              989207105     1139    19861 SH       DEFINED 1,3,4           19861
ZENITH NATIONAL INSURANCE CO.  COM              989390109      279    11811 SH       DEFINED 1,3,4           11811
ZIMMER HOLDINGS, INC.          COM              98956P102     5518   132879 SH       DEFINED 1,3,4          132879
ZIONS BANCORPORATION           COM              989701107     1886    47863 SH       DEFINED 1,3,4           47863
ZIX CORP.                      COM              98974P100       47    11706 SH       DEFINED 1,3,4           11706
ZORAN CORP.                    COM              98975F101     7576   538450 SH       DEFINED 1,3,4          538450
ZOLL MEDICAL CORP.             COM              989922109     1358    38000 SH       DEFINED 1,3,4           38000
ACE LTD                        COM              G0070K103     4058   138385 SH       DEFINED 1,3,4          138385
AMDOCS LTD.                    COM              G02602103      760    77400 SH       DEFINED 1,3,4           77400
ARCH CAPITAL GROUP LTD         COM              G0450A105     5898   189290 SH       DEFINED 1,3,4          189290
BUNGE LIMITED                  COM              G16962105      178     7428 SH       DEFINED 1,3,4            7428
COOPER INDUSTRIES, LTD. - CLAS COM              G24182100    12116   332274 SH       DEFINED 1,3,4          332274
EVEREST RE GROUP LTD.          COM              G3223R108    36517   660324 SH       DEFINED 1,3,4          660324
FRESH DEL MONTE PRODUCE, INC.  COM              G36738105     1072    56660 SH       DEFINED 1,3,4           56660
GLOBAL CROSSING, LTD.          COM              G3921A100        0      567 SH       DEFINED 1,3,4             567
INGERSOLL-RAND CO.             COM              G4776G101     3856    89645 SH       DEFINED 1,3,4           89645
NABORS INDUSTRIES, LTD.        COM              G6359F103     2689    76280 SH       DEFINED 1,3,4           76280
NOBLE CORP.                    COM              G65422100     7278   207074 SH       DEFINED 1,3,4          207074
O2MICRO INTERNATIONAL LTD      COM              G6797E106     2249   230600 SH       DEFINED 1,3,4          230600
PLATINUM UNDERWRITERS HOLDINGS COM              G7127P100     7085   268905 SH       DEFINED 1,3,4          268905
SCOTTISH ANNUITY & LIFE HOLDIN COM              G7885T104     1153    66160 SH       DEFINED 1,3,4           66160
TOMMY HILFIGER CORP.           COM              G8915Z102     1219   175471 SH       DEFINED 1,3,4          175471
TRANSOCEAN, INC.               COM              G90078109     4034   174059 SH       DEFINED 1,3,4          174059
WEATHERFORD INTL LTD.          COM              G95089101    11085   277582 SH       DEFINED 1,3,4          277582
XL CAPITAL LTD.                COM              G98255105     5520    71489 SH       DEFINED 1,3,4           71489
UBS AG - REG                   COM              H8920M855      197     4060 SH       DEFINED 1,3,4            4060
LEADING EDGE MEASUREMENT SYSTE COM              LEMS12345      500   500000 SH       DEFINED 3,4            500000
CHECK POINT SOFTWARE TECH LTD  COM              M22465104     1213    93500 SH       DEFINED 1,3,4           93500
PRECISE SOFTWARE SOLUTIONS     COM              M41450103     3717   225150 SH       DEFINED 1,3,4          225150
RADVISION, LTD.                COM              M81869105     1502   251408 SH       DEFINED 1,3,4          251408
ASE TEST LIMITED               COM              Y02516105     3128   781685 SH       DEFINED 1,3,4          781685
FLEXTRONICS INTL LTD.          COM              Y2573F102      674    82388 SH       DEFINED 1,3,4           82388
VACRO INTERNATIONAL, INC.      COM              ZZZ221066        0    10917 SH       DEFINED 1,3,4           10917
FRITZ COS, INC.                COM              ZZZ846103        0    11572 SH       DEFINED 1,3,4           11572
SCI SYSTEMS, INC.              COM              ZZZZ90106        0   164790 SH       DEFINED 1,3,4          164790