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

                                    FORM 13F

                               FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
                                  [ ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

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

13F File Number:  28-10106

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

Person Signing this Report on Behalf of Reporting Manager:

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

    Michael Roughton        Des Moines, Iowa       May 14, 2003

Report Type (Check only one.):

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

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

                                 Report Summary:

Number of Other Included Managers:       4
Form 13F Information Table Entry Total:  1972
Form 13F Information Table Value Total:  $11541256  (X$1000)

List of Other Included Managers:

 No.  13F File Number    Name

 01   28-1549            Principal Global Investors
 02   28-10400           Principal Real Estate Investors
 03   28-793             Principal Life Insurance Co
 04   28-10107           Principal Financial Services, Inc

                                                                  FORM 13F INFORMATION TABLE
                                                           VALUE   SHARES/  SH/ PUT/ INVSTMT    OTHER                  VOTING AUTHOR
       NAME OF ISSUER          TITLE OF CLASS     CUSIP   (X$1000) PRN AMT  PRN CALL DSCRETN   MANAGERS     SOLE    SHARED    NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR CORP.                      COM              000361105       87    23105 SH       DEFINED 1,3,4           23105
ADC COMMUNICATIONS, INC.       COM              000886101      881   432233 SH       DEFINED 1,3,4          432233
ABN-AMRO HOLDINGS              COM              000937102      157    10707 SH       DEFINED 1,3,4           10707
ABM INDUSTRIES, INC.           COM              000957100      469    35606 SH       DEFINED 1,3,4           35606
AFC ENTERPRISES                COM              00104Q107      277    20611 SH       DEFINED 1,3,4           20611
AFLAC, INC.                    COM              001055102    23097   720586 SH       DEFINED 1,3,4          720586
AGCO CORP.                     COM              001084102     9873   613403 SH       DEFINED 1,3,4          613403
AGL RESOURCES IN               COM              001204106     5969   252886 SH       DEFINED 1,3,4          252886
AES CORP.                      COM              00130H105     1054   293369 SH       DEFINED 1,3,4          293369
AK STEEL HOLDING CORP.         COM              001547108      733   225923 SH       DEFINED 1,3,4          225923
AMB PROPERTY CORP.             COM              00163T109    13134   464730 SH       DEFINED 1,3,4          464730
AMB PROPERTY CORP.             COM              00163T109     2254    79800 SH       DEFINED 2,3,4           79800
AMN HEALTHCARE SERVICES, INC.  COM              001744101      484    44030 SH       DEFINED 1,3,4           44030
AMR CORP.                      COM              001765106        0      386 SH       DEFINED 1,3,4             386
AOL TIME WARNER                COM              00184A105    26615  2451296 SH       DEFINED 1,3,4         2451296
AT&T CORP.                     COM              001957505    16149   997190 SH       DEFINED 1,3,4          997190
ATMI, INC.                     COM              00207R101      431    22295 SH       DEFINED 1,3,4           22295
AT&T WIRELESS GROUP            COM              00209A106    11866  1797257 SH       DEFINED 1,3,4         1797257
AAIPHARMA, INC.                COM              00252W104     1213   140700 SH       DEFINED 1,3,4          140700
AARON RENTS INC.               COM              002535201      323    15756 SH       DEFINED 1,3,4           15756
ABBOTT LABORATORIES            COM              002824100    32190   855921 SH       DEFINED 1,3,4          855921
ABERCROMBIE & FITCH CO.        COM              002896207     6938   230849 SH       DEFINED 1,3,4          230849
ACCOR S.A.                     COM              00435F101      203    14848 SH       DEFINED 1,3,4           14848
ACCREDO HEALTH, INC.           COM              00437V104      840    34522 SH       DEFINED 1,3,4           34522
ACTIVISION, INC.               COM              004930202      222    15332 SH       DEFINED 1,3,4           15332
ACTION PERFORMANCE COS INC     COM              004933107      273    12944 SH       DEFINED 1,3,4           12944
ACTEL CORP.                    COM              004934105      303    17510 SH       DEFINED 1,3,4           17510
ACUITY BRANDS INC.             COM              00508Y102      403    30096 SH       DEFINED 1,3,4           30096
ACXIOM CORP.                   COM              005125109     1690   100201 SH       DEFINED 1,3,4          100201
CARDSYSTEMS SOLUTIONS, INC.    COM              006247$$T      334   667000 SH       DEFINED 3,4            667000
ADAPTEC, INC.                  COM              00651F108      468    77800 SH       DEFINED 1,3,4           77800
ADECCO                         COM              006754105      113    16011 SH       DEFINED 1,3,4           16011
ADMINISTAFF, INC.              COM              007094105      125    20229 SH       DEFINED 1,3,4           20229
ADOBE SYSTEMS, INC.            COM              00724F101     3850   124920 SH       DEFINED 1,3,4          124920
ADTRAN INC.                    COM              00738A106      313     8626 SH       DEFINED 1,3,4            8626
ADVANCE AUTO PARTS             COM              00751Y106     1296    28010 SH       DEFINED 1,3,4           28010
ADVANCED MARKETING SERVICES    COM              00753T105      152    13825 SH       DEFINED 1,3,4           13825
ADVANCED FIBRE COMMUNICATION   COM              00754A105     5146   339705 SH       DEFINED 1,3,4          339705
ADVO, INC.                     COM              007585102      474    14419 SH       DEFINED 1,3,4           14419
ADVISORY BOARD CO.             COM              00762W107     4273   122250 SH       DEFINED 1,3,4          122250
ADVANCED MEDICAL OPTICS        COM              00763M108      279    20905 SH       DEFINED 1,3,4           20905
AEROFLEX INC.                  COM              007768104      248    43618 SH       DEFINED 1,3,4           43618
AEROPOSTALE, INC.              COM              007865108     5235   395220 SH       DEFINED 1,3,4          395220
ADVANCED MICRO DEVICES         COM              007903107     1145   185705 SH       DEFINED 1,3,4          185705
ADVANCE PCS                    COM              00790K109     1310    46259 SH       DEFINED 1,3,4           46259
ADVANCED ENERGY INDUSTRIES     COM              007973100      198    23290 SH       DEFINED 1,3,4           23290
ADVENT SOFTWARE INC            COM              007974108       91     7576 SH       DEFINED 1,3,4            7576
AETNA INC- NEW                 COM              00817Y108    21241   430862 SH       DEFINED 1,3,4          430862
AFFILIATED COMP SVCS -CLA      COM              008190100     2521    56981 SH       DEFINED 1,3,4           56981
AFFILIATED MANAGERS GROUP, INC COM              008252108     1305    31430 SH       DEFINED 1,3,4           31430
AFFYMETRIX, INC.               COM              00826T108      677    26020 SH       DEFINED 1,3,4           26020
AGERE SYSTEMS, INC.            COM              00845V100        0       78 SH       DEFINED 1,3,4              78
AGILENT TECHNOLOGIES INC       COM              00846U101     3319   252569 SH       DEFINED 1,3,4          252569
AGRIUM, INC.                   COM              008916108      942    87440 SH       DEFINED 1,3,4           87440
AIR PRODUCTS & CHEMICALS, INC. COM              009158106     8549   206393 SH       DEFINED 1,3,4          206393
AIRBORNE INC.                  COM              009269101      218    11220 SH       DEFINED 1,3,4           11220
AIRGAS INC.                    COM              009363102     7166   387308 SH       DEFINED 1,3,4          387308
ALASKA AIRGROUP INC.           COM              011659109       94     6151 SH       DEFINED 1,3,4            6151
ALBANY INTL CORP. -CLA         COM              012348108     6304   275133 SH       DEFINED 1,3,4          275133
ALBEMARLE CORP.                COM              012653101     4204   172560 SH       DEFINED 1,3,4          172560
ALBERTO-CULVER CO.             COM              013068101    13583   275752 SH       DEFINED 1,3,4          275752
ALBERTO-CULVER CO.             COM              013068200     1346    28050 SH       DEFINED 1,3,4           28050
ALBERTSONS, INC.               COM              013104104     3856   204713 SH       DEFINED 1,3,4          204713
ALCAN, INC.                    COM              013716105       20      669 SH       DEFINED 1,3,4             669
ALCOA, INC.                    COM              013817101     8841   456178 SH       DEFINED 1,3,4          456178
ALEXANDER & BALDWIN INC.       COM              014482103      238     9549 SH       DEFINED 1,3,4            9549
ALEXANDRIA REAL EST EQUITIES   COM              015271109      756    18010 SH       DEFINED 1,3,4           18010
ALEXANDRIA REAL EST EQUITIES   COM              015271109     2912    69300 SH       DEFINED 2,3,4           69300
ALLEGHENY ENERGY               COM              017361106      414    67796 SH       DEFINED 1,3,4           67796
ALLEGHENY TECHNOLOGIES, INC.   COM              01741R102      117    43317 SH       DEFINED 1,3,4           43317
ALLEN TELECOM, INC.            COM              018091108      211    22162 SH       DEFINED 1,3,4           22162
ALLERGAN, INC.                 COM              018490102     6328    92761 SH       DEFINED 1,3,4           92761
ALLETE                         COM              018522102      413    19862 SH       DEFINED 1,3,4           19862
ALLIANCE SEMICONDUCTOR CORP.   COM              01877H100       83    25970 SH       DEFINED 1,3,4           25970
ALLIANT CORP.                  COM              018802108      343    21247 SH       DEFINED 1,3,4           21247
ALLIANT TECHSYSTEMS, INC.      COM              018804104    27991   518331 SH       DEFINED 1,3,4          518331
ALLIED DOMECQ PLC              COM              019121201      130     6620 SH       DEFINED 1,3,4            6620
ALLIED IRISH BANKS             COM              019228402      315    11500 SH       DEFINED 1,3,4           11500
ALLIED WASTE INDUSTRIES, INC.  COM              019589308      842   106066 SH       DEFINED 1,3,4          106066
ALLMERICA FINANCIAL CORP.      COM              019754100      169    12258 SH       DEFINED 1,3,4           12258
ALLSTATE CORP.                 COM              020002101    33844  1020157 SH       DEFINED 1,3,4         1020157
ALLTEL CORP.                   COM              020039103    11268   251843 SH       DEFINED 1,3,4          251843
ALPHARMA INC. - CL A           COM              020813101      668    37259 SH       DEFINED 1,3,4           37259
ALTERA CORP.                   COM              021441100     2798   206406 SH       DEFINED 1,3,4          206406
ALTRIA GROUP, INC.             COM              02209S103    34327  1145764 SH       DEFINED 1,3,4         1145764
ALUMINA, LTD.                  COM              022205108       42     4200 SH       DEFINED 1,3,4            4200
CORPORATE SERVICES GROUP PLC ( COM              022516000        8   165174 SH       DEFINED 3,4            165174
ARRIVA PLC                     COM              023034600      650   140924 SH       DEFINED 3,4            140924
AMAZONCOM, INC.                COM              023135106     1716    65940 SH       DEFINED 1,3,4           65940
AMBAC FINANCIAL GROUP, INC.    COM              023139108    23273   460677 SH       DEFINED 1,3,4          460677
AMERADA HESS CORP.             COM              023551104     2273    51267 SH       DEFINED 1,3,4           51267
AMEREN CORP.                   COM              023608102    26672   683043 SH       DEFINED 1,3,4          683043
AMERICA MOVIL - SERIES L       COM              02364W105    16420  1228370 SH       DEFINED 1,3,4         1228370
AMERICAN AXLE & MFG HOLDINGS   COM              024061103     7113   338281 SH       DEFINED 1,3,4          338281
AM CAP STRATEGIES LTD.         COM              024937104     4639   207230 SH       DEFINED 1,3,4          207230
AMERICAN DISTRIBUTORS PLC      COM              02540*111        0  2483352 SH       DEFINED 3,4           2483352
AMERICAN ELECTRIC POWER CO., I COM              025537101     4792   209658 SH       DEFINED 1,3,4          209658
AMERICAN EAGLE OUTFITTERS      COM              02553E106      963    66405 SH       DEFINED 1,3,4           66405
AMERICAN EXPRESS CO.           COM              025816109    25283   760940 SH       DEFINED 1,3,4          760940
AMERICAN FINL GROUP INC.       COM              025932104      315    16006 SH       DEFINED 1,3,4           16006
AMERICAN GREETINGS CORP.       COM              026375105      841    64958 SH       DEFINED 1,3,4           64958
AMERICAN HOME MTG. HOLDINGS, I COM              02660M108     2867   286315 SH       DEFINED 1,3,4          286315
AMERICAN INTERNATIONAL GROUP,  COM              026874107    98374  1989401 SH       DEFINED 1,3,4         1989401
AMERICAN ITALIAN PASTA CO.     COM              027070101     4845   112096 SH       DEFINED 1,3,4          112096
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103      371    30640 SH       DEFINED 1,3,4           30640
AMERICAN MEDICAL SYS HLDGS     COM              02744M108      340    23519 SH       DEFINED 1,3,4           23519
AMERICAN POWER CONVERSION CORP COM              029066107    12680   890735 SH       DEFINED 1,3,4          890735
AMEM STANDARD CO INC.          COM              029712106    10721   155799 SH       DEFINED 1,3,4          155799
AMERICAN STATES WATER CO.      COM              029899101      266    11005 SH       DEFINED 1,3,4           11005
AMERICREDIT CORP.              COM              03060R101      117    35849 SH       DEFINED 1,3,4           35849
AMERUS LIFE GROUP.             COM              03072M108      223     9038 SH       DEFINED 1,3,4            9038
AMERISOURCEBERGEN CORP         COM              03073E105    19526   371803 SH       DEFINED 1,3,4          371803
AMERIGROUP CORP. COM           COM              03073T102      436    14822 SH       DEFINED 1,3,4           14822
AMETEK INC.                    COM              031100100      252     7653 SH       DEFINED 1,3,4            7653
AMGEN                          COM              031162100    41175   715487 SH       DEFINED 1,3,4          715487
AMKOR TECHNOLOGY INC.          COM              031652100     2020   390680 SH       DEFINED 1,3,4          390680
AMSOUTH BANCORPORATION         COM              032165102     9406   473182 SH       DEFINED 1,3,4          473182
AMSURG CORP.                   COM              03232P405      374    14907 SH       DEFINED 1,3,4           14907
ANADARKO PETROLEUN CORP.       COM              032511107    10477   230115 SH       DEFINED 1,3,4          230115
ANALOG DEVICES                 COM              032654105     5402   196495 SH       DEFINED 1,3,4          196495
ANALOGIC CORP.                 COM              032657207     2743    60173 SH       DEFINED 1,3,4           60173
ANCHOR BANCORP, INC./WI        COM              032839102     2610   118713 SH       DEFINED 1,3,4          118713
ANDREW CORP.                   COM              034425108    11313  2060371 SH       DEFINED 1,3,4         2060371
ANGELICA CORP.                 COM              034663104      109     6313 SH       DEFINED 1,3,4            6313
ANGLO AMERICAN PLC             COM              03485P102      193    13640 SH       DEFINED 1,3,4           13640
ANHEUSER-BUSCH COS., INC.      COM              035229103    37610   807022 SH       DEFINED 1,3,4          807022
ANIXTER INT'L, INC.            COM              035290105     3433   151392 SH       DEFINED 1,3,4          151392
ANNALY MORTGAGE MANAGEMENT     COM              035710409     8537   488700 SH       DEFINED 1,3,4          488700
ANNTAYLOR STORES CORP.         COM              036115103     5089   248021 SH       DEFINED 1,3,4          248021
ANSYS INC.                     COM              03662Q105      255    10592 SH       DEFINED 1,3,4           10592
ANTHEM, INC.                   COM              03674B104    12957   195576 SH       DEFINED 1,3,4          195576
ANTEON INTERNATIONAL CORP.     COM              03674E108     4944   220340 SH       DEFINED 1,3,4          220340
ANWORTH MORTGAGE ASST CORP.    COM              037347101     3232   247540 SH       DEFINED 1,3,4          247540
AON CORP.                      COM              037389103     3454   166913 SH       DEFINED 1,3,4          166913
APACHE CORP.                   COM              037411105    44740 725240.6 SH       DEFINED 1,3,4          725241
APARTMENT INVESTMENT & MANAGEM COM              03748R101     1838    50397 SH       DEFINED 1,3,4           50397
APARTMENT INVESTMENT & MANAGEM COM              03748R101     4196   115000 SH       DEFINED 2,3,4          115000
APOGEE ENTERPRISES, INC.       COM              037598109      161    19992 SH       DEFINED 1,3,4           19992
APOLLO GROUP INC.              COM              037604105     5238   105091 SH       DEFINED 1,3,4          105091
APOGENT TECHNOLOGIES, INC.     COM              03760A101      355    24377 SH       DEFINED 1,3,4           24377
APPLE COMPUTER, INC.           COM              037833100     2745   194319 SH       DEFINED 1,3,4          194319
APPLEBEES INT'L, INC.          COM              037899101     1249    44593 SH       DEFINED 1,3,4           44593
APRIA HEALTHCARE GROUP INC     COM              037933108     9423   403381 SH       DEFINED 1,3,4          403381
APPLERA CORP-APPLIED BIOSYSTEM COM              038020103     1789   112904 SH       DEFINED 1,3,4          112904
APPLICA INCORPORATED           COM              03815A106       82    17048 SH       DEFINED 1,3,4           17048
APPLIED FILMS CORP.            COM              038197109      800    49560 SH       DEFINED 1,3,4           49560
APPLIED INDUSTRIAL TECH, INC.  COM              03820C105      230    13776 SH       DEFINED 1,3,4           13776
APPLIED MATERIALS, INC.        COM              038222105    22817  1813885 SH       DEFINED 1,3,4         1813885
APPLIED MICRO CIRCUITS CORP.   COM              03822W109     8481  2601505 SH       DEFINED 1,3,4         2601505
APTARGROUP, INC.               COM              038336103      841    26071 SH       DEFINED 1,3,4           26071
AQUILA, INC.                   COM              03840P102       90    42087 SH       DEFINED 1,3,4           42087
ARBITRON, INC.                 COM              03875Q108    18702   589894 SH       DEFINED 1,3,4          589894
ARCH CHEMICALS, INC.           COM              03937R102      305    16256 SH       DEFINED 1,3,4           16256
ARCH COAL, INC.                COM              039380100      230    12138 SH       DEFINED 1,3,4           12138
ARCHER-DANIELS-MIDLAND CO.     COM              039483102     3761   348843 SH       DEFINED 1,3,4          348843
ARCHSTONE-SMITH TRUST          COM              039583109     5198   236700 SH       DEFINED 2,3,4          236700
ARCTIC CAT, INC.               COM              039670104      246    16016 SH       DEFINED 1,3,4           16016
ARGOSY GAMING COMPANY          COM              040228108     1144    57183 SH       DEFINED 1,3,4           57183
ARKANSAS BEST CORP.            COM              040790107     1216    47694 SH       DEFINED 1,3,4           47694
ARMOR HOLDINGS, INC.           COM              042260109      212    21374 SH       DEFINED 1,3,4           21374
ARQULE, INC.                   COM              04269E107       36    15503 SH       DEFINED 1,3,4           15503
ARRIS GROUP, INC.              COM              04269Q100     5997  1620320 SH       DEFINED 1,3,4         1620320
ARROW ELECTRONICS INC.         COM              042735100      341    23150 SH       DEFINED 1,3,4           23150
ARTESYN TECHNOLOGIES, INC.     COM              043127109       88    27849 SH       DEFINED 1,3,4           27849
ARTHROCARE CORP.               COM              043136100      186    15211 SH       DEFINED 1,3,4           15211
ARVINMERITOR, INC.             COM              043353101      223    15868 SH       DEFINED 1,3,4           15868
ASCENTIAL SOFTWARE CORP.       COM              04362P108      154    55888 SH       DEFINED 1,3,4           55888
SEPARATE ACCOUNT LI - MM       COM              0439895MM   223918 16321825 SH       DEFINED 1,3,4        16321825
ASHLAND, INC.                  COM              044204105     1091    36866 SH       DEFINED 1,3,4           36866
ASHWORTH, INC.                 COM              04516H101       59     9394 SH       DEFINED 1,3,4            9394
ASPECT COMMUNICATIONS          COM              04523Q102      623   202620 SH       DEFINED 1,3,4          202620
ASSOCIATED BANC-CORP.          COM              045487105     6759   209179 SH       DEFINED 1,3,4          209179
ASTEC INDUSTRIES, INC.         COM              046224101       83    14278 SH       DEFINED 1,3,4           14278
ASTORIA FINL CORP.             COM              046265104      469    20174 SH       DEFINED 1,3,4           20174
ASTROPOWER, INC.               COM              04644A101       64    15851 SH       DEFINED 1,3,4           15851
JARVIS HOTELS PLC              COM              047618400     2646  1891752 SH       DEFINED 3,4           1891752
ATLANTIC COAST AIRLINES HOLDIN COM              048396105     3187   512773 SH       DEFINED 1,3,4          512773
ATMEL CORP.                    COM              049513104      169   107897 SH       DEFINED 1,3,4          107897
ATMOS ENERGY CORP.             COM              049560105      699    32919 SH       DEFINED 1,3,4           32919
ATWOOD OCEANICS INC.           COM              050095108      256    10046 SH       DEFINED 1,3,4           10046
AUDIOVOX CORP.                 COM              050757103      123    16603 SH       DEFINED 1,3,4           16603
AUTODESK, INC.                 COM              052769106      924    60931 SH       DEFINED 1,3,4           60931
AUTOMATIC DATA PROCESSING, INC COM              053015103    12782   415339 SH       DEFINED 1,3,4          415339
AUTONATION INC.                COM              05329W102     2443   191661 SH       DEFINED 1,3,4          191661
AUTOZONE, INC.                 COM              053332102     5632    81966 SH       DEFINED 1,3,4           81966
AVAYA, INC.                    COM              053499109      395   200405 SH       DEFINED 1,3,4          200405
AVENTIS                        COM              053561106      180     4089 SH       DEFINED 1,3,4            4089
AVERY DENNISON CORP.           COM              053611109     3488    59408 SH       DEFINED 1,3,4           59408
AVIALL, INC.                   COM              05366B102     4691   606160 SH       DEFINED 1,3,4          606160
AVID TECHNOLOGY, INC.          COM              05367P100      428    19247 SH       DEFINED 1,3,4           19247
AVISTA CORP.                   COM              05379B107      369    34796 SH       DEFINED 1,3,4           34796
AVNET, INC.                    COM              053807103     3677   350803 SH       DEFINED 1,3,4          350803
AVOCENT CORPORATION.           COM              053893103      244    10444 SH       DEFINED 1,3,4           10444
AVON PRODUCTS, INC.            COM              054303102     7251   127170 SH       DEFINED 1,3,4          127170
AXCELIS TECHNOLOGIES, INC.     COM              054540109      337    71302 SH       DEFINED 1,3,4           71302
AZTAR CORP.                    COM              054802103     1002    74711 SH       DEFINED 1,3,4           74711
BB&T CORP.                     COM              054937107     7994   254423 SH       DEFINED 1,3,4          254423
BEI TECHNOLOGIES, INC.         COM              05538P104      103    10585 SH       DEFINED 1,3,4           10585
BISYS GROUP, INC.              COM              055472104      452    27742 SH       DEFINED 1,3,4           27742
BJ SERVICES CO.                COM              055482103    12872   374230 SH       DEFINED 1,3,4          374230
BJS WHOLESALE CLUB INC.        COM              05548J106      184    16086 SH       DEFINED 1,3,4           16086
BP PLC                         COM              055622104       58     1500 SH       DEFINED 1,3,4            1500
BNP PARIBAS - SPONSORED ADR    COM              05565A202      328    16400 SH       DEFINED 1,3,4           16400
BMC SOFTWARE, INC.             COM              055921100     4725   312859 SH       DEFINED 1,3,4          312859
BAKER HUGHES, INC.             COM              057224107     5447   182068 SH       DEFINED 1,3,4          182068
BALDOR ELECTRIC CO.            COM              057741100      528    24766 SH       DEFINED 1,3,4           24766
BALL CORP.                     COM              058498106    16326   293074 SH       DEFINED 1,3,4          293074
BALLY TOTAL FITNESS HOLDINGS   COM              05873K108      123    24064 SH       DEFINED 1,3,4           24064
BANCO BRADESCO                 COM              059460204     1871   109000 SH       DEFINED 1,3,4          109000
BANCORPSOUTH, INC.             COM              059692103     5931   322179 SH       DEFINED 1,3,4          322179
BANDAG INC.                    COM              059815100      143     4436 SH       DEFINED 1,3,4            4436
BANK OF AMERICA CORP.          COM              060505104    98430  1472581 SH       DEFINED 1,3,4         1472581
CARDSYSTEMS SOLUTIONS, INC.    COM              062490000        0  2000000 SH       DEFINED 3,4           2000000
PALISADE SYSTMES, INC.         COM              062520000        0   200000 SH       DEFINED 3,4            200000
BANK OF HAWAII CORP.           COM              062540109     3789   122879 SH       DEFINED 1,3,4          122879
BANK OF NEW YORK               COM              064057102     8478   413855 SH       DEFINED 1,3,4          413855
BANK ONE CORP.                 COM              06423A103    22131   639184 SH       DEFINED 1,3,4          639184
BANKATLANTIC BANCORP           COM              065908501     2731   279010 SH       DEFINED 1,3,4          279010
BANKNORTH GROUP, INC.          COM              06646R107    10921   500799 SH       DEFINED 1,3,4          500799
BANKUNITED FINANCIAL CORP CL-A COM              06652B103      320    18113 SH       DEFINED 1,3,4           18113
BANTA CORP.                    COM              066821109      169     5869 SH       DEFINED 1,3,4            5869
BARD (C.R.), INC.              COM              067383109     2048    32388 SH       DEFINED 1,3,4           32388
BARCLAYS PLC                   COM              06738E204      216     9334 SH       DEFINED 1,3,4            9334
BARNES & NOBLE, INC.           COM              067774109      283    14969 SH       DEFINED 1,3,4           14969
BARNES GROUP, INC.             COM              067806109      289    13707 SH       DEFINED 1,3,4           13707
BARRICK GOLD CORP.             COM              067901108       16     1080 SH       DEFINED 1,3,4            1080
BARR LABORATORIES, INC.        COM              068306109      868  15284.5 SH       DEFINED 1,3,4           15285
BARRA INC.                     COM              068313105      417    14081 SH       DEFINED 1,3,4           14081
BASSETT FURNITURE INDS.        COM              070203104       90     8416 SH       DEFINED 1,3,4            8416
BAUSCH & LOMB, INC.            COM              071707103      938    28755 SH       DEFINED 1,3,4           28755
BAXTER INTERNATIONAL, INC.     COM              071813109     5973   320338 SH       DEFINED 1,3,4          320338
BE AEROSPACE, INC.             COM              073302101       43    25468 SH       DEFINED 1,3,4           25468
BEA SYSTEMS, INC.              COM              073325102    13266  1301610 SH       DEFINED 1,3,4         1301610
BEAR STEARNS CO.               COM              073902108    34579   527124 SH       DEFINED 1,3,4          527124
BECKMAN COULTER, INC.          COM              075811109    13279   390275 SH       DEFINED 1,3,4          390275
BECTON, DICKINSON & CO.        COM              075887109    22216   644926 SH       DEFINED 1,3,4          644926
BED BATH & BEYOND, INC.        COM              075896100    53441  1547260 SH       DEFINED 1,3,4         1547260
BEL FUSE INC-CL B              COM              077347300      160     7930 SH       DEFINED 1,3,4            7930
BELDEN, INC.                   COM              077459105      193    18102 SH       DEFINED 1,3,4           18102
BELL MICROPRODUCTS, INC.       COM              078137106       70    14259 SH       DEFINED 1,3,4           14259
BELLSOUTH CORP.                COM              079860102    29165  1345530 SH       DEFINED 1,3,4         1345530
BELO CORP CLASS A              COM              080555105    26414  1303839 SH       DEFINED 1,3,4         1303839
BEMIS CO.                      COM              081437105     1198    28531 SH       DEFINED 1,3,4           28531
BENCHMARK ELECTRONICS, INC.    COM              08160H101     6541   230934 SH       DEFINED 1,3,4          230934
BEST BUY CO., INC.             COM              086516101     5015   186069 SH       DEFINED 1,3,4          186069
BIG LOTS, INC.                 COM              089302103      841    75651 SH       DEFINED 1,3,4           75651
BIO RAD LABORATORIES           COM              090572207    10495   293534 SH       DEFINED 1,3,4          293534
BIO TECHNOLOGY GENERAL CORP.   COM              090578105     1434   533212 SH       DEFINED 1,3,4          533212
BIO-REFERENCE LABS, INC.       COM              09057G602      268    64340 SH       DEFINED 1,3,4           64340
BIOGEN INC.                    COM              090597105     7728   257960 SH       DEFINED 1,3,4          257960
BIOMET, INC.                   COM              090613100    36005  1174712 SH       DEFINED 1,3,4         1174712
BIOVAIL CORP.                  COM              09067J109      302     7560 SH       DEFINED 1,3,4            7560
BIOSITE, INC.                  COM              090945106     4062   105797 SH       DEFINED 1,3,4          105797
BIRMINGHAM SOUTHEAST, LLC      COM              0912502#6        0   455340 SH       DEFINED 3,4            455340
BLACK & DECKER CORP.           COM              091797100    17638   506338 SH       DEFINED 1,3,4          506338
BLACK BOX CORP.                COM              091826107      415    14007 SH       DEFINED 1,3,4           14007
BLACK HILLS CORP.              COM              092113109     1191    43321 SH       DEFINED 1,3,4           43321
VERO GROUP PLC                 COM              093334400     1124   370508 SH       DEFINED 3,4            370508
BLOCK (H.& R.), INC.           COM              093671105    24703   578700 SH       DEFINED 1,3,4          578700
BLUEBERRY PATCH LTD., THE      COM              095345104        0      880 SH       DEFINED 3,4               880
BLYTH INDUSTRIES INC.          COM              09643P108     2598   102280 SH       DEFINED 1,3,4          102280
BOB EVANS FARMS                COM              096761101     3374   139943 SH       DEFINED 1,3,4          139943
BOEING CO.                     COM              097023105    11954   477000 SH       DEFINED 1,3,4          477000
BOISE CASCADE CORP.            COM              097383103    16196   741610 SH       DEFINED 1,3,4          741610
BORDERS GROUP INC.             COM              099709107      269    18344 SH       DEFINED 1,3,4           18344
BORG WARNER INC                COM              099724106      298     6231 SH       DEFINED 1,3,4            6231
BOSTON COMMUNICATIONS GROUP    COM              100582105      196    12613 SH       DEFINED 1,3,4           12613
BOSTON PRIVATE FINL HLDGS.     COM              101119105      243    16437 SH       DEFINED 1,3,4           16437
BOSTON PROPERTIES INC.         COM              101121101     7001   184760 SH       DEFINED 1,3,4          184760
BOSTON PROPERTIES INC.         COM              101121101     7542   199100 SH       DEFINED 2,3,4          199100
BOSTON SCIENTIFIC CORP.        COM              101137107    25161   617343 SH       DEFINED 1,3,4          617343
BOWATER INC.                   COM              102183100      475    12809 SH       DEFINED 1,3,4           12809
BOWNE & CO., INC.              COM              103043105      243    24347 SH       DEFINED 1,3,4           24347
BOYD GAMING CORP               COM              103304101      840    65880 SH       DEFINED 1,3,4           65880
BRADY CORP.                    COM              104674106      474    16771 SH       DEFINED 1,3,4           16771
BRASCAN CORP.                  COM              10549P606      259    13040 SH       DEFINED 1,3,4           13040
BRASIL TELECOM PART SA         COM              105530109     2827   101170 SH       DEFINED 1,3,4          101170
BRIGGS & STRATTON CORP.        COM              109043109    10966   282217 SH       DEFINED 1,3,4          282217
BRINKER INTERNATIONAL INC      COM              109641100     6307   206887 SH       DEFINED 1,3,4          206887
BRISTOL MYERS SQUIBB CO.       COM              110122108    22662  1072415 SH       DEFINED 1,3,4         1072415
BRITISH AMERICAN TOBACCO PLC   COM              110448107      173     9310 SH       DEFINED 1,3,4            9310
BROADCOM CORP.                 COM              111320107     2462   199095 SH       DEFINED 1,3,4          199095
BROADWING, INC.                COM              111620100      203    50723 SH       DEFINED 1,3,4           50723
BROOKFIELD PROPERTIES CORP.    COM              112900105     5802   295300 SH       DEFINED 2,3,4          295300
BROOKS AUTOMATION INC,         COM              114340102      258    26542 SH       DEFINED 1,3,4           26542
BROOKSTONE, INC.               COM              114537103      638    39110 SH       DEFINED 1,3,4           39110
BROOKTROUT, INC.               COM              114580103       39     8884 SH       DEFINED 1,3,4            8884
BROWN & BROWN, INC.            COM              115236101      501    16031 SH       DEFINED 1,3,4           16031
BROWN-FORMAN DISTILLERS CORP.  COM              115637209     2506    32589 SH       DEFINED 1,3,4           32589
TOM BROWN, INC.                COM              115660201     3847   158864 SH       DEFINED 1,3,4          158864
BROWN SHOE, INC.               COM              115736100     4852   179229 SH       DEFINED 1,3,4          179229
BRUNSWICK CORP.                COM              117043109     1839    96900 SH       DEFINED 1,3,4           96900
BRUSH WELLMAN, INC.            COM              117421107       60    12071 SH       DEFINED 1,3,4           12071
BUCKEYE TECHNOLOGIES, INC.     COM              118255108      128    26827 SH       DEFINED 1,3,4           26827
BUILDING MATERIALS HLDG. CP.   COM              120113105      126     9531 SH       DEFINED 1,3,4            9531
BURLINGTON COAT FACTORY WHAREH COM              121579106      527    32282 SH       DEFINED 1,3,4           32282
BURLINGTON NORTHERN SANTA FE C COM              12189T104     5034   202117 SH       DEFINED 1,3,4          202117
BURLINGTON RESOURCES, INC.     COM              122014103    18441   386612 SH       DEFINED 1,3,4          386612
BUTLER MFG. CO.                COM              123655102       74     4577 SH       DEFINED 1,3,4            4577
C&D TECHNOLOGIES, INC.         COM              124661109      222    18647 SH       DEFINED 1,3,4           18647
CBL & ASSOCIATES PROPERTIES, I COM              124830100    10181   250939 SH       DEFINED 1,3,4          250939
CBL & ASSOCIATES PROPERTIES, I COM              124830100     7184   177000 SH       DEFINED 2,3,4          177000
CTRL GROUP INC.                COM              12489V106     5551   202361 SH       DEFINED 1,3,4          202361
C-COR.NET CORP.                COM              125010108       88    26389 SH       DEFINED 1,3,4           26389
CDI CORP.                      COM              125071100     4165   178637 SH       DEFINED 1,3,4          178637
CDW COMPUTER CENTERS INC       COM              125129106      792    19448 SH       DEFINED 1,3,4           19448
CEC ENTERTAINMENT, INC.        COM              125137109      542    19971 SH       DEFINED 1,3,4           19971
CH ENERGY GROUP INC.           COM              12541M102     5066   121546 SH       DEFINED 1,3,4          121546
C H ROBINSON WORLDWIDE INC     COM              12541W100     1236    37730 SH       DEFINED 1,3,4           37730
CIGNA CORP.                    COM              125509109     3461    75641 SH       DEFINED 1,3,4           75641
CLECO CORP.                    COM              12561W105     6053   482077 SH       DEFINED 1,3,4          482077
CMS ENERGY CORP.               COM              125896100      573   133296 SH       DEFINED 1,3,4          133296
CPI CORP.                      COM              125902106       74     5836 SH       DEFINED 1,3,4            5836
CPB, INC.                      COM              125903104     2935   115260 SH       DEFINED 1,3,4          115260
CSK AUTO CORP.                 COM              125965103     3379   371010 SH       DEFINED 1,3,4          371010
CNF INC                        COM              12612W104      348    11418 SH       DEFINED 1,3,4           11418
CNOOC LTD                      COM              126132109      379    14200 SH       DEFINED 1,3,4           14200
CSG SYSTEMS INTL INC.          COM              126349109      102    11955 SH       DEFINED 1,3,4           11955
CSX CORP.                      COM              126408103     3299   115702 SH       DEFINED 1,3,4          115702
CTS CORP.                      COM              126501105      149    24752 SH       DEFINED 1,3,4           24752
CUNO INCORPORATED              COM              126583103      405    12062 SH       DEFINED 1,3,4           12062
CVS CORP.                      COM              126650100    16287   683124 SH       DEFINED 1,3,4          683124
CV THERAPEUTICS INC.           COM              126667104     3122   172980 SH       DEFINED 1,3,4          172980
CABLE & WIRELESS PLC - AD      COM              126830207       90    27084 SH       DEFINED 1,3,4           27084
CABLE DESIGN TECH CP. CL A     COM              126924109      213    32494 SH       DEFINED 1,3,4           32494
CABOT CORP.                    COM              127055101      342    14278 SH       DEFINED 1,3,4           14278
CABOT OIL & GAS CORP           COM              127097103     5481   228296 SH       DEFINED 1,3,4          228296
CABOT MICROELECTRONICS CORP.   COM              12709P103      237     5645 SH       DEFINED 1,3,4            5645
CACI INTERNATIONAL, INC. CL -  COM              127190304     3491   104673 SH       DEFINED 1,3,4          104673
CADENCE DESIGN SYSTEMS, INC.   COM              127387108      626    62307 SH       DEFINED 1,3,4           62307
CAL DIVE INTERNATIONAL INC     COM              127914109      491    27084 SH       DEFINED 1,3,4           27084
CALLAWAY GOLF CO.              COM              131193104      209    17566 SH       DEFINED 1,3,4           17566
CALPINE CORP.                  COM              131347106      665   203743 SH       DEFINED 1,3,4          203743
CAMBREX CORP.                  COM              132011107     1395    58116 SH       DEFINED 1,3,4           58116
CAMPBELL SOUP CO.              COM              134429109     5063   241278 SH       DEFINED 1,3,4          241278
CAN IMPERIAL BK OF COMMERCE    COM              136069101      978    30440 SH       DEFINED 1,3,4           30440
CANADIAN NATURAL RESOURCES     COM              136385101      135     4000 SH       DEFINED 1,3,4            4000
CANON, INC.                    COM              138006309      386    11008 SH       DEFINED 1,3,4           11008
CAPITAL AUTOMOTIVE REIT        COM              139733109     8281   332154 SH       DEFINED 1,3,4          332154
CAPITAL AUTOMOTIVE REIT        COM              139733109     6627   265900 SH       DEFINED 2,3,4          265900
CAPITAL ONE FINANCIAL CORP.    COM              14040H105     3595   119898 SH       DEFINED 1,3,4          119898
CAPTARIS, INC.                 COM              14071N104       63    23138 SH       DEFINED 1,3,4           23138
CARBO CERAMICS, INC.           COM              140781105      367    11161 SH       DEFINED 1,3,4           11161
CARAUSTAR INDUSTRIES, INC.     COM              140909102      137    20250 SH       DEFINED 1,3,4           20250
CARDINAL HEALTH, INC.          COM              14149Y108    49767   873700 SH       DEFINED 1,3,4          873700
CAREER EDUCATION CORP.         COM              141665109     1180    24106 SH       DEFINED 1,3,4           24106
CARLISLE COS INC.              COM              142339100     8572   211742 SH       DEFINED 1,3,4          211742
CARMAX, INC.                   COM              143130102      349    24021 SH       DEFINED 1,3,4           24021
CARNIVAL CORP.                 COM              143658102     7638   316902 SH       DEFINED 1,3,4          316902
CARPENTER TECHNOLOGY CORP.     COM              144285103       52     5178 SH       DEFINED 1,3,4            5178
CARREKER CORP.                 COM              144433109       34    17080 SH       DEFINED 1,3,4           17080
CASCADE NATURAL GAS CORP.      COM              147339105      154     8016 SH       DEFINED 1,3,4            8016
CASEYS GENERAL STORES, INC.    COM              147528103      430    36026 SH       DEFINED 1,3,4           36026
CASH AMERICA INTL, INC.        COM              14754D100      164    17715 SH       DEFINED 1,3,4           17715
CASTLE (A M) & CO.             COM              148411101       52    11463 SH       DEFINED 1,3,4           11463
CATALINA MARKETING CORP.       COM              148867104      236    12380 SH       DEFINED 1,3,4           12380
CATAPULT COMMUNICATIONS CORP   COM              149016107       58     9482 SH       DEFINED 1,3,4            9482
CATERPILLAR, INC.              COM              149123101     9145   185875 SH       DEFINED 1,3,4          185875
CATHAY BANCORP, INC.           COM              149150104     1463    37460 SH       DEFINED 1,3,4           37460
CATO CORP. - CI A              COM              149205106      355    18527 SH       DEFINED 1,3,4           18527
CELL THERAPEUTICS, INC.        COM              150934107     2983   359610 SH       DEFINED 1,3,4          359610
CENDANT CORP.                  COM              151313103     7056   555973 SH       DEFINED 1,3,4          555973
CENTERPOINT PROPERTIES CORP.   COM              151895109     5461    94500 SH       DEFINED 2,3,4           94500
CENTERPOINT ENERGY, INC.       COM              15189T107     1160   164657 SH       DEFINED 1,3,4          164657
CENTEX CORP.                   COM              152312104     1809    33278 SH       DEFINED 1,3,4           33278
CENTRAL GARDEN & PET CO        COM              153527106     3522   162770 SH       DEFINED 1,3,4          162770
CENTRAL PARKING CORP.          COM              154785109     1346   134647 SH       DEFINED 1,3,4          134647
CENTRAL VERMONT PUB SERV       COM              155771108      145     8505 SH       DEFINED 1,3,4            8505
CENTURY ALUMINUM COMPANY       COM              156431108       94    14913 SH       DEFINED 1,3,4           14913
CENTURYTEL, INC.               COM              156700106     8921   323171 SH       DEFINED 1,3,4          323171
CEPHALON, INC.                 COM              156708109     3294    82390 SH       DEFINED 1,3,4           82390
CERIDIAN CORP.                 COM              156779100      478    34394 SH       DEFINED 1,3,4           34394
CERNER CORP.                   COM              156782104     2102    64865 SH       DEFINED 1,3,4           64865
CERTEGY, INC.                  COM              156880106     7966   316018 SH       DEFINED 1,3,4          316018
CHAMPION ENTERPRISES, INC.     COM              158496109       66    36969 SH       DEFINED 1,3,4           36969
CHARLES RIVER LABORATORIES     COM              159864107      772    30338 SH       DEFINED 1,3,4           30338
CHARTER ONE FINANCIAL INC.     COM              160903100    40129  1451149 SH       DEFINED 1,3,4         1451149
CHECKERS DRIVE-IN RESTAURANT   COM              162809305      483    85200 SH       DEFINED 1,3,4           85200
CHECKFREE  CORP                COM              162813109    11828   526209 SH       DEFINED 1,3,4          526209
CHECKPOINT SYSTEMS, INC.       COM              162825103      232    23591 SH       DEFINED 1,3,4           23591
CHEESECAKE FACTORY, INC.       COM              163072101      376    11619 SH       DEFINED 1,3,4           11619
CHELSEA PROPERTY GROUP, INC.   COM              163421100    19596   526089 SH       DEFINED 1,3,4          526089
CHELSEA PROPERTY GROUP, INC.   COM              163421100     8530   228980 SH       DEFINED 2,3,4          228980
CHEMED CORP.                   COM              163596109      226     7106 SH       DEFINED 1,3,4            7106
CHEMICAL FINANCIAL CORP.       COM              163731102     2574    96977 SH       DEFINED 1,3,4           96977
CHESAPEAKE CORP.               COM              165159104      186    10999 SH       DEFINED 1,3,4           10999
CHEVRONTEXACO, CORP.           COM              166764100    49230   761588 SH       DEFINED 1,3,4          761588
CHICO'S FAS INC.               COM              168615102      393    19672 SH       DEFINED 1,3,4           19672
CHILDRENS PLACE                COM              168905107      177    19298 SH       DEFINED 1,3,4           19298
CHINA MOBILE HK LTD            COM              16941M109       46     4670 SH       DEFINED 1,3,4            4670
CHIPPAC, INC.                  COM              169657103     1564   434086 SH       DEFINED 1,3,4          434086
CHOICE HOTELS INTL., INC.      COM              169905106     4109   168500 SH       DEFINED 1,3,4          168500
CHIRON CORP.                   COM              170040109     3790   101043 SH       DEFINED 1,3,4          101043
CHITTENDEN CORP.               COM              170228100      688    26336 SH       DEFINED 1,3,4           26336
CHOICEPOINT, INC.              COM              170388102     1350    39870 SH       DEFINED 1,3,4           39870
CHRISTOPHER & BANKS CORP       COM              171046105      333    18711 SH       DEFINED 1,3,4           18711
CHUBB CORP.                    COM              171232101     4088    92249 SH       DEFINED 1,3,4           92249
CHURCH & DWIGHT, INC.          COM              171340102      283     9240 SH       DEFINED 1,3,4            9240
CIBER INC.                     COM              17163B102      222    46766 SH       DEFINED 1,3,4           46766
CIENA CORP.                    COM              171779101     1606   368487 SH       DEFINED 1,3,4          368487
CIMA LABS, INC.                COM              171796105     3235   148858 SH       DEFINED 1,3,4          148858
CIMAREX ENERGY CO.             COM              171798101     3379   173627 SH       DEFINED 1,3,4          173627
CINCINNATI FINANCIAL CORP.     COM              172062101     6520   185755 SH       DEFINED 1,3,4          185755
CINERGY CORP.                  COM              172474108     8036   238667 SH       DEFINED 1,3,4          238667
CIRCUIT CITY STORES, INC.      COM              172737108      582   113546 SH       DEFINED 1,3,4          113546
CISCO SYSTEMS, INC.            COM              17275R102    97361  7547301 SH       DEFINED 1,3,4         7547301
CINTAS CORP.                   COM              172908105     3024    91859 SH       DEFINED 1,3,4           91859
CITIGROUP, INC.                COM              172967101   146831  4261913 SH       DEFINED 1,3,4         4261913
CITIZENS COMMUNICATIONS CO.    COM              17453B101     6196   621331 SH       DEFINED 1,3,4          621331
CITIZENS FIRST BANCORP INC.    COM              17461R106     1105    56790 SH       DEFINED 1,3,4           56790
CITRIX SYSTEMS INC.            COM              177376100     8760   665909 SH       DEFINED 1,3,4          665909
CITY NATIONAL CORP.            COM              178566105    14505   330045 SH       DEFINED 1,3,4          330045
CLAIRE'S STORES, INC.          COM              179584107    10975   465038 SH       DEFINED 1,3,4          465038
CLARCOR, INC.                  COM              179895107      653    18077 SH       DEFINED 1,3,4           18077
CLAYTON HOMES, INC.            COM              184190106      350    31540 SH       DEFINED 1,3,4           31540
CLEAR CHANNEL COMMUNICATIONS,  COM              184502102    12098   356685 SH       DEFINED 1,3,4          356685
CLEVELAND-CLIFFS, INC.         COM              185896107      139     7394 SH       DEFINED 1,3,4            7394
CLOROX CO.                     COM              189054109     8250   178676 SH       DEFINED 1,3,4          178676
CLOSURE MEDICAL CORP.          COM              189093107      718    55570 SH       DEFINED 1,3,4           55570
COACH, INC.                    COM              189754104     1576    41106 SH       DEFINED 1,3,4           41106
COACHMEN INDUSTRIES, INC.      COM              189873102      124    11485 SH       DEFINED 1,3,4           11485
COBALT CORP                    COM              19074W100      412    28500 SH       DEFINED 1,3,4           28500
COCA-COLA BTLNG CONS           COM              191098102      330     6546 SH       DEFINED 1,3,4            6546
COCA-COLA CO.                  COM              191216100    55327  1367040 SH       DEFINED 1,3,4         1367040
COCA-COLA ENTERPRISES          COM              191219104    16236   868692 SH       DEFINED 1,3,4          868692
COGNEX CORP.                   COM              192422103      656    30877 SH       DEFINED 1,3,4           30877
COHERENT, INC.                 COM              192479103     3139   167180 SH       DEFINED 1,3,4          167180
COHU INC.                      COM              192576106      220    15165 SH       DEFINED 1,3,4           15165
COINSTAR, INC.                 COM              19259P300      269    15981 SH       DEFINED 1,3,4           15981
KENNETH COLE PRODUCTIONS-A     COM              193294105     5029   229500 SH       DEFINED 1,3,4          229500
COLGATE-PALMOLIVE CO.          COM              194162103    21744   399431 SH       DEFINED 1,3,4          399431
COLONIAL BANCGROUP             COM              195493309      322    28662 SH       DEFINED 1,3,4           28662
COLONIAL PROPERTIES TRUST      COM              195872106      542    16391 SH       DEFINED 1,3,4           16391
COMCAST CORP.                  COM              20030N101    40664  1422445 SH       DEFINED 1,3,4         1422445
COMCAST CORP.                  COM              20030N200    18376   668626 SH       DEFINED 1,3,4          668626
COMERICA, INC.                 COM              200340107     3565    94229 SH       DEFINED 1,3,4           94229
COMMERCE BANCORP, INC./NJ      COM              200519106      621    15638 SH       DEFINED 1,3,4           15638
COMMERCIAL FEDERAL CORP        COM              201647104      713    32787 SH       DEFINED 1,3,4           32787
COMMERCIAL METALS CO.          COM              201723103      286    20554 SH       DEFINED 1,3,4           20554
COMMONWEALTH INDUSTRIES        COM              203004106       55    11607 SH       DEFINED 1,3,4           11607
COMMONWEALTH TELEPHONE ENTERPR COM              203349105     8475   218370 SH       DEFINED 1,3,4          218370
COMMSCOPE, INC.                COM              203372107      102    13722 SH       DEFINED 1,3,4           13722
COMMUNITY HEALTH SYSTEMS       COM              203668108     2978   145433 SH       DEFINED 1,3,4          145433
COMMUNITY FIRST BANKSHARES     COM              203902101     5596   219253 SH       DEFINED 1,3,4          219253
CIA SIDERURGICA NACL           COM              20440W105     1958   102000 SH       DEFINED 1,3,4          102000
CIA VALE DO RIO DOCE           COM              204412209    13816   512560 SH       DEFINED 1,3,4          512560
COMPANHIA DE BEBIDAS           COM              20441W203     1600    96400 SH       DEFINED 1,3,4           96400
COMPASS BANCSHARES INC.        COM              20449H109      926    29705 SH       DEFINED 1,3,4           29705
COMPUTER ASSOCIATES INTL INC.  COM              204912109    13045   955032 SH       DEFINED 1,3,4          955032
COMPUTER SCIENCES CORP.        COM              205363104    18676   573574 SH       DEFINED 1,3,4          573574
COMPUTER TASK GROUP, INC.      COM              205477102       31    15142 SH       DEFINED 1,3,4           15142
COMPUWARE CORP.                COM              205638109     2396   709479 SH       DEFINED 1,3,4          709479
COMVERSE TECHNOLOGY, INC.      COM              205862402     9529   842513 SH       DEFINED 1,3,4          842513
CONAGRA FOODS, INC.            COM              205887102    21032  1047679 SH       DEFINED 1,3,4         1047679
CONCERTO SOFTWARE, INC.        COM              20602T106       43     8505 SH       DEFINED 1,3,4            8505
CONCORD CAMERA CORP.           COM              206156101       98    20254 SH       DEFINED 1,3,4           20254
CONCORD COMMUNICATIONS INC     COM              206186108      108    12417 SH       DEFINED 1,3,4           12417
CONCORD EFS, INC.              COM              206197105     2586   274998 SH       DEFINED 1,3,4          274998
CONMED CORP.                   COM              207410101     1616    98556 SH       DEFINED 1,3,4           98556
CONNETICS CORP.                COM              208192104     4678   279210 SH       DEFINED 1,3,4          279210
CONOCOPHILLIPS                 COM              20825C104    31944   596188 SH       DEFINED 1,3,4          596188
CONSOLIDATED EDISON, INC.      COM              209115104     4434   115177 SH       DEFINED 1,3,4          115177
CONSOLIDATED GRAPHICS INC      COM              209341106      162     9670 SH       DEFINED 1,3,4            9670
CONSTELLATION BRANDS INC - A   COM              21036P108     7598   334809 SH       DEFINED 1,3,4          334809
CONSTELLATION ENERGY GROUP     COM              210371100     2461    88854 SH       DEFINED 1,3,4           88854
CONVERGYS CORP.                COM              212485106     1560   118339 SH       DEFINED 1,3,4          118339
CONVERIUM HOLDING AG           COM              21248N107      149     7050 SH       DEFINED 1,3,4            7050
COOPER CAMERON CORP.           COM              216640102      625    12595 SH       DEFINED 1,3,4           12595
COOPER COMPANIES, INC.         COM              216648402     3358   112335 SH       DEFINED 1,3,4          112335
COOPER TIRE & RUBBER           COM              216831107      477    39903 SH       DEFINED 1,3,4           39903
COORS (ADOLPH) CO. CLASS B     COM              217016104     7123   146840 SH       DEFINED 1,3,4          146840
COPART INC.                    COM              217204106      163    21397 SH       DEFINED 1,3,4           21397
CORINTHIAN COLLEGES, INC.      COM              218868107     1687    42695 SH       DEFINED 1,3,4           42695
CORIXA CORP.                   COM              21887F100     1730   252790 SH       DEFINED 1,3,4          252790
CORN PRODUCTS INTL, INC.       COM              219023108     3628   124386 SH       DEFINED 1,3,4          124386
CORNING, INC.                  COM              219350105     4279   731783 SH       DEFINED 1,3,4          731783
CORPORATE EXECUTIVE BOARD CO.  COM              21988R102     2584    72600 SH       DEFINED 1,3,4           72600
CORPORATE OFFICE PROPERTIES    COM              22002T108      436    29300 SH       DEFINED 2,3,4           29300
COST PLUS INC/CALIFORNIA       COM              221485105      416    15795 SH       DEFINED 1,3,4           15795
COSTCO WHOLESALE CORP.         COM              22160K105     7395   246317 SH       DEFINED 1,3,4          246317
COUNTRYWIDE FINANCIAL CORP.    COM              222372104    20653   359316 SH       DEFINED 1,3,4          359316
COUSINS PROPERTIES, INC.       COM              222795106     3251   125700 SH       DEFINED 2,3,4          125700
COVANCE INC.                   COM              222816100      319    13867 SH       DEFINED 1,3,4           13867
COVENANT TRANSPORT INC.        COM              22284P105      779    45810 SH       DEFINED 1,3,4           45810
COVENTRY HEALTH CARE           COM              222862104      456    13877 SH       DEFINED 1,3,4           13877
COX RADIO INC-CL A             COM              224051102     4868   235650 SH       DEFINED 1,3,4          235650
CRANE CO.                      COM              224399105      550    31982 SH       DEFINED 1,3,4           31982
CRAY INC                       COM              225223106     1192   180000 SH       DEFINED 1,3,4          180000
CREDENCE SYSTEMS CORP.         COM              225302108       97    14121 SH       DEFINED 1,3,4           14121
CREE, INC.                     COM              225447101     3823   206402 SH       DEFINED 1,3,4          206402
CROMPTON CORPORATION           COM              227116100     4391  1085466 SH       DEFINED 1,3,4         1085466
CROSS A.T. & CO.               COM              227478104       51    11066 SH       DEFINED 1,3,4           11066
CRYOLIFE, INC.                 COM              228903100       97    14202 SH       DEFINED 1,3,4           14202
CUBIC CORP                     COM              229669106      316    19387 SH       DEFINED 1,3,4           19387
CULLEN FROST BANKERS, INC.     COM              229899109     3856   126727 SH       DEFINED 1,3,4          126727
CUMMINS, INC.                  COM              231021106      541    22296 SH       DEFINED 1,3,4           22296
CUMULUS MEDIA, INC. - CL A     COM              231082108      608    41700 SH       DEFINED 1,3,4           41700
CURATIVE HEALTH SERVICES INC.  COM              231264102      756    44428 SH       DEFINED 1,3,4           44428
CURTISS-WRIGHT CORP.           COM              231561101     3272    54036 SH       DEFINED 1,3,4           54036
CYBERONICS, INC.               COM              23251P102     1768    82700 SH       DEFINED 1,3,4           82700
CYMER, INC.                    COM              232572107     2422   102330 SH       DEFINED 1,3,4          102330
CYPRESS SEMICONDUCTOR CORP.    COM              232806109      198    28684 SH       DEFINED 1,3,4           28684
CYTEC INDUSTRIES, INC.         COM              232820100     6974   250461 SH       DEFINED 1,3,4          250461
CYTYC CORP.                    COM              232946103     1208    92638 SH       DEFINED 1,3,4           92638
DPL, INC.                      COM              233293109      366    29313 SH       DEFINED 1,3,4           29313
DQE, INC.                      COM              23329J104      211    17220 SH       DEFINED 1,3,4           17220
DRS TECHNOLOGIES, INC.         COM              23330X100      411    16268 SH       DEFINED 1,3,4           16268
D R HORTON INC.                COM              23331A109      653    33966 SH       DEFINED 1,3,4           33966
DST SYSTEMS INC.               COM              233326107     7959   292495 SH       DEFINED 1,3,4          292495
DSP GROUP, INC.                COM              23332B106     8329   459489 SH       DEFINED 1,3,4          459489
DTE ENERGY CO.                 COM              233331107     9062   234387 SH       DEFINED 1,3,4          234387
DANA CORP.                     COM              235811106      684    97875 SH       DEFINED 1,3,4           97875
DANAHER CORP.                  COM              235851102     6085    92513 SH       DEFINED 1,3,4           92513
DARDEN RESTAURANTS, INC.       COM              237194105     1650    92288 SH       DEFINED 1,3,4           92288
DATASCOPE CORP.                COM              238113104      291    10714 SH       DEFINED 1,3,4           10714
DEAN FOODS CO.                 COM              242370104     9710   226249 SH       DEFINED 1,3,4          226249
DEERE & CO.                    COM              244199105     5194   132326 SH       DEFINED 1,3,4          132326
DEL MONTE FOODS CO.            COM              24522P103     4832   647762 SH       DEFINED 1,3,4          647762
DELL COMPUTER CORP.            COM              247025109    40033  1466065 SH       DEFINED 1,3,4         1466065
DELPHI CORP.                   COM              247126105     2438   357123 SH       DEFINED 1,3,4          357123
DELPHI FINANCIAL GROUP - CLASS COM              247131105      584    14945 SH       DEFINED 1,3,4           14945
DELTA & PINE LAND CO.          COM              247357106      626    27704 SH       DEFINED 1,3,4           27704
DELTA AIRLINES, INC.           COM              247361108      587    66588 SH       DEFINED 1,3,4           66588
DELTIC TIMBER CORP.            COM              247850100      207     8645 SH       DEFINED 1,3,4            8645
DENBURY RESOURCES, INC.        COM              247916208     7360   679783 SH       DEFINED 1,3,4          679783
DELUXE CORP.                   COM              248019101    20087   500650 SH       DEFINED 1,3,4          500650
DENDRITE INT'L, INC.           COM              248239105      243    28967 SH       DEFINED 1,3,4           28967
DENTSPLY INTERNATIONAL, INC.   COM              249030107    16150   464235 SH       DEFINED 1,3,4          464235
DEPARTMENT 56                  COM              249509100       94     9486 SH       DEFINED 1,3,4            9486
LUFTHANSA                      COM              251561304       75     8500 SH       DEFINED 1,3,4            8500
DEUTSCHE TELEKOM AG -SP ADR    COM              251566105      114    10230 SH       DEFINED 1,3,4           10230
DEVELOPERS DIVERS REALTY CORP. COM              251591103     7021   290780 SH       DEFINED 1,3,4          290780
DEVELOPERS DIVERS REALTY CORP. COM              251591103     8992   372352 SH       DEFINED 2,3,4          372352
DEVON ENERGY CORP.             COM              25179M103     8306   172255 SH       DEFINED 1,3,4          172255
DEVRY, INC.                    COM              251893103      303    16207 SH       DEFINED 1,3,4           16207
DIAGNOSTIC PRODUCTS CORP.      COM              252450101      772    20712 SH       DEFINED 1,3,4           20712
DIAL CORPORATION               COM              25247D101    15419   794452 SH       DEFINED 1,3,4          794452
DICKS SPORTING GOODS, INC.     COM              253393102     1253    54660 SH       DEFINED 1,3,4           54660
DIEBOLD, INC.                  COM              253651103     6404   188746 SH       DEFINED 1,3,4          188746
DIGI INT'L, INC.               COM              253798102       47    15408 SH       DEFINED 1,3,4           15408
DIGITAL RIVER, INC.            COM              25388B104     1450   105895 SH       DEFINED 1,3,4          105895
DIME COMMUNITY BANCORP         COM              253922108     4838   211767 SH       DEFINED 1,3,4          211767
DILLARDS DEPT STORES INC.      COM              254067101      582    45487 SH       DEFINED 1,3,4           45487
DIME BANCORP-WT                COM              25429Q110       34   232670 SH       DEFINED 1,3,4          232670
DIMON, INC.                    COM              254394109      187    32457 SH       DEFINED 1,3,4           32457
DIONEX CORP.                   COM              254546104      507    15266 SH       DEFINED 1,3,4           15266
DISNEY (WALT) CO.              COM              254687106    23295  1369056 SH       DEFINED 1,3,4         1369056
DOCUCORP INTERNATIONAL, INC.   COM              255911109      314    95470 SH       DEFINED 1,3,4           95470
DOCTOR REDDY'S LABORATORIES    COM              256135203     2180   112020 SH       DEFINED 1,3,4          112020
DOLLAR GENERAL                 COM              256669102     2200   180126 SH       DEFINED 1,3,4          180126
DOLLAR TREE STORES, INC.       COM              256747106     1329    66696 SH       DEFINED 1,3,4           66696
DOMINION HOMES, INC.           COM              257386102      568    41870 SH       DEFINED 1,3,4           41870
DOMINION RESOURCES, INC.       COM              25746U109     9305   168108 SH       DEFINED 1,3,4          168108
DONALDSON CO., INC.            COM              257651109      370    10086 SH       DEFINED 1,3,4           10086
DONNELLEY (R.R.) & SONS CO.    COM              257867101     1115    61131 SH       DEFINED 1,3,4           61131
DORAL FINANCIAL CORP.          COM              25811P100     5855   165640 SH       DEFINED 1,3,4          165640
DOVER CORP.                    COM              260003108     8138   335943 SH       DEFINED 1,3,4          335943
DOW CHEMICAL CO.               COM              260543103    13575   491960 SH       DEFINED 1,3,4          491960
DOW JONES & CO., INC.          COM              260561105     1563    44220 SH       DEFINED 1,3,4           44220
DOWNEY FINANCIAL CORP.         COM              261018105      799    20265 SH       DEFINED 1,3,4           20265
DRESS BARN, INC.               COM              261570105      285    21140 SH       DEFINED 1,3,4           21140
DREYER'S GRAND ICE CREAM, INC. COM              261878102      560     8088 SH       DEFINED 1,3,4            8088
DREYFUS GOVT. CASH MGMT.       COM              262006208        0        2 SH       DEFINED 3,4                 2
DRIL-QUIP                      COM              262037104      168    12547 SH       DEFINED 1,3,4           12547
E.I. DUPONT CO.                COM              263534109    33334   857756 SH       DEFINED 1,3,4          857756
DUANE READE, INC.              COM              263578106      220    17376 SH       DEFINED 1,3,4           17376
DUKE POWER CO.                 COM              264399106     6994   481234 SH       DEFINED 1,3,4          481234
DUKE REALTY CORP.              COM              264411505     1187    44000 SH       DEFINED 2,3,4           44000
DUN & BRADSTREET CORP.         COM              26483E100    25423   664632 SH       DEFINED 1,3,4          664632
DUPONT PHOTOMASKS, INC.        COM              26613X101      263    13105 SH       DEFINED 1,3,4           13105
DYCOM INDUSTRIES, INC.         COM              267475101      114    11092 SH       DEFINED 1,3,4           11092
DYNEGY INC.                    COM              26816Q101      516   200220 SH       DEFINED 1,3,4          200220
EGL INC.                       COM              268484102      160    10895 SH       DEFINED 1,3,4           10895
EMC CORP.                      COM              268648102    10855  1502342 SH       DEFINED 1,3,4         1502342
ENSCO INTERNATIONAL, INC.      COM              26874Q100     1673    65705 SH       DEFINED 1,3,4           65705
ENI SPA                        COM              26874R108      234     3502 SH       DEFINED 1,3,4            3502
EOG RESOURCES, INC.            COM              26875P101     6533   165138 SH       DEFINED 1,3,4          165138
E.ON AG                        COM              268780103      383     9257 SH       DEFINED 1,3,4            9257
ESS TECHNOLOGY                 COM              269151106      185    31403 SH       DEFINED 1,3,4           31403
E TRADE GROUP, INC.            COM              269246104    13211  3137445 SH       DEFINED 1,3,4         3137445
EAST WEST BANCORP, INC.        COM              27579R104     3318   107588 SH       DEFINED 1,3,4          107588
EASTMAN CHEMICAL CO.           COM              277432100     1207    41683 SH       DEFINED 1,3,4           41683
EASTMAN KODAK CO.              COM              277461109    11500   388699 SH       DEFINED 1,3,4          388699
EATON CORP.                    COM              278058102     2673    38142 SH       DEFINED 1,3,4           38142
EATON VANCE CORP.              COM              278265103      430    16027 SH       DEFINED 1,3,4           16027
EBAY, INC.                     COM              278642103    14160   165978 SH       DEFINED 1,3,4          165978
ECOLAB, INC.                   COM              278865100     3472    70378 SH       DEFINED 1,3,4           70378
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    26883  1964150 SH       DEFINED 1,3,4         1964150
EDO CORP.                      COM              281347104      260    14282 SH       DEFINED 1,3,4           14282
EDUCATION MANAGEMENT CORP.     COM              28139T101     1710    43013 SH       DEFINED 1,3,4           43013
EDWARDS, J.D., & CO.           COM              281667105     6632   601815 SH       DEFINED 1,3,4          601815
EDWARDS (A.G.), INC.           COM              281760108      476    18509 SH       DEFINED 1,3,4           18509
EDWARDS LIFESCIENCES CORP., IN COM              28176E108    28181  1028576 SH       DEFINED 1,3,4         1028576
EFUNDS CORP.                   COM              28224R101      233    33861 SH       DEFINED 1,3,4           33861
EL PASO CORP.                  COM              28336L109     1956   323339 SH       DEFINED 1,3,4          323339
EL PASO ELECTRIC CO.           COM              283677854      392    36192 SH       DEFINED 1,3,4           36192
ELECTRO SCIENTIFIC INDS, INC.  COM              285229100      254    20113 SH       DEFINED 1,3,4           20113
ELECTRONIC ARTS, INC.          COM              285512109     5533    94339 SH       DEFINED 1,3,4           94339
ELECTRONIC DATA SYSTEMS CORP.  COM              285661104     4530   257277 SH       DEFINED 1,3,4          257277
ELECTRONICS BOUTIQUE HLDGS     COM              286045109     1186    70590 SH       DEFINED 1,3,4           70590
ELECTRONICS FOR IMAGING, INC.  COM              286082102     4071   230170 SH       DEFINED 1,3,4          230170
ELKCORP                        COM              287456107      268    14145 SH       DEFINED 1,3,4           14145
EMCOR GROUP INC.               COM              29084Q100     3065    63566 SH       DEFINED 1,3,4           63566
EMERSON ELECTRIC CO.           COM              291011104    10394   229338 SH       DEFINED 1,3,4          229338
EMERSON RADIO CORP.            COM              291087120        0    94498 SH       DEFINED 3,4             94498
EMMIS COMMUNICATIONS - CL A    COM              291525103     8837   523506 SH       DEFINED 1,3,4          523506
EMULEX CORP.                   COM              292475209    24593  1284290 SH       DEFINED 1,3,4         1284290
ENCANA CORP                    COM              292505104     1583    48900 SH       DEFINED 1,3,4           48900
ENCOR ACQUISITION CO.          COM              29255W100      923    50030 SH       DEFINED 1,3,4           50030
ENDO PHARMACEUTICALS HLDGS     COM              29264F205     9046   670700 SH       DEFINED 1,3,4          670700
ENERGEN CORP.                  COM              29265N108    10014   312201 SH       DEFINED 1,3,4          312201
ENERGY EAST CORP.              COM              29266M109      595    33598 SH       DEFINED 1,3,4           33598
ENERGIZER HOLDINGS, INC.       COM              29266R108     9534   373832 SH       DEFINED 1,3,4          373832
ENGELHARD CORP.                COM              292845104     1473    68748 SH       DEFINED 1,3,4           68748
ENGINEERED SUPPORT SYSTEMS     COM              292866100    10087   257666 SH       DEFINED 1,3,4          257666
ENESCO GROUP INC.              COM              292973104       67    10078 SH       DEFINED 1,3,4           10078
ENTEGRIS, INC.                 COM              29362U104     2346   235710 SH       DEFINED 1,3,4          235710
ENTERCOM COMMUNICATIONS CORP   COM              293639100      506    11553 SH       DEFINED 1,3,4           11553
ENTERGY CORP.                  COM              29364G103    34425   714851 SH       DEFINED 1,3,4          714851
ENTERTAINMENT PROPERTIES TR    COM              29380T105     1874    70700 SH       DEFINED 2,3,4           70700
ENZON PHARMACEUTICALS, INC.    COM              293904108     4915   432760 SH       DEFINED 1,3,4          432760
ENZO BIOCHEM, INC.             COM              294100102      267    20654 SH       DEFINED 1,3,4           20654
EPLUS, INC.                    COM              294268107     1506   209372 SH       DEFINED 1,3,4          209372
EQUIFAX, INC.                  COM              294429105     2742   137559 SH       DEFINED 1,3,4          137559
EQUITABLE RESOURCES, INC.      COM              294549100     4991   133087 SH       DEFINED 1,3,4          133087
EQUITY OFFICE PROPERTIES       COM              294741103     5653   222090 SH       DEFINED 1,3,4          222090
EQUITY OFFICE PROPERTIES       COM              294741103     9393   369069 SH       DEFINED 2,3,4          369069
EQUITY RESIDENTIAL             COM              29476L107     3508   145725 SH       DEFINED 1,3,4          145725
EQUITY RESIDENTIAL             COM              29476L107     6338   263300 SH       DEFINED 2,3,4          263300
ERESEARCHTECHNOLOGY, INC.      COM              29481V108     1294    48220 SH       DEFINED 1,3,4           48220
ESSEX PROPERTY TRUST INC       COM              297178105      692    13250 SH       DEFINED 1,3,4           13250
ESTERLINE TECHOLOGIES          COM              297425100      258    15097 SH       DEFINED 1,3,4           15097
ETHAN ALLEN INTERIORS INC      COM              297602104      805    27409 SH       DEFINED 1,3,4           27409
EVERGREEN RES INC.             COM              299900308      626    13779 SH       DEFINED 1,3,4           13779
EVERGREEN MARINE CORP.         COM              300246105      332    47280 SH       DEFINED 1,3,4           47280
EXAR CORP                      COM              300645108      369    29022 SH       DEFINED 1,3,4           29022
EXELON CORPORATION.            COM              30161N101    35044   695178 SH       DEFINED 1,3,4          695178
EXPEDITORS INT'L WASH, INC.    COM              302130109      869    24117 SH       DEFINED 1,3,4           24117
EXPRESS SCRIPTS, INC. - CL A   COM              302182100     1006    18052 SH       DEFINED 1,3,4           18052
EXPRESSJET HOLDINGS, INC.      COM              30218U108     2623   319960 SH       DEFINED 1,3,4          319960
EXTENDED STAY AMERICA, INC.    COM              30224P101      221    21776 SH       DEFINED 1,3,4           21776
EXXON MOBIL CORP.              COM              30231G102   225433  6450038 SH       DEFINED 1,3,4         6450038
FEI COMPANY                    COM              30241L109      377    23649 SH       DEFINED 1,3,4           23649
FLIR SYSTEMS, INC.             COM              302445101     3523    74289 SH       DEFINED 1,3,4           74289
FMC CORP.                      COM              302491303      129     8129 SH       DEFINED 1,3,4            8129
FMC TECHNOLOGIES, INC.         COM              30249U101      939    48898 SH       DEFINED 1,3,4           48898
FPL GROUP, INC.                COM              302571104    16123   273621 SH       DEFINED 1,3,4          273621
FACTSET RESEARCH SYSTEMS, INC. COM              303075105      795    24524 SH       DEFINED 1,3,4           24524
FAIR ISAAC & COMPANY, INC.     COM              303250104     7829   154067 SH       DEFINED 1,3,4          154067
FAIRCHILD SEMICON INTL CL-A    COM              303726103      284    27102 SH       DEFINED 1,3,4           27102
FAMILY DOLLAR STORES           COM              307000109     2871    93023 SH       DEFINED 1,3,4           93023
FASTENAL CO.                   COM              311900104     4647   165092 SH       DEFINED 1,3,4          165092
FEDDERS CORP.                  COM              313135501       66    21505 SH       DEFINED 1,3,4           21505
FREDDIE MAC                    COM              313400301    21255   400402 SH       DEFINED 1,3,4          400402
FANNIE MAE                     COM              313586109    57247   875948 SH       DEFINED 1,3,4          875948
FEDERAL REALTY INVESTMENT TRUS COM              313747206     4892   161020 SH       DEFINED 1,3,4          161020
FEDERAL SIGNAL CORP.           COM              313855108      158    11051 SH       DEFINED 1,3,4           11051
FEDERATED DEPARTMENT STORES    COM              31410H101     6724   239958 SH       DEFINED 1,3,4          239958
FEDERATED INVESTORS, INC. - CL COM              314211103     7370   289480 SH       DEFINED 1,3,4          289480
FEDEX CORPORATION              COM              31428X106    28473   517029 SH       DEFINED 1,3,4          517029
FERRO CORP.                    COM              315405100     2517   117810 SH       DEFINED 1,3,4          117810
FIDELITY NATIONAL INFO SOLUTIO COM              31620P109     5547   312490 SH       DEFINED 1,3,4          312490
FIDELITY NATIONAL FINL, INC.   COM              316326107    49627  1453298 SH       DEFINED 1,3,4         1453298
FIFTH THIRD BANCORP            COM              316773100    36602   729984 SH       DEFINED 1,3,4          729984
FILENET CORP.                  COM              316869106     3066   292173 SH       DEFINED 1,3,4          292173
FINANCIAL FEDERAL CORP         COM              317492106      258    13474 SH       DEFINED 1,3,4           13474
FINLAY ENTERPRISES, INC.       COM              317884203     1567   123650 SH       DEFINED 1,3,4          123650
FIRST AMERICAN CORPORATION     COM              318522307      408    16730 SH       DEFINED 1,3,4           16730
FIRST BANCORP/PUERTO RICO      COM              318672102      779    28991 SH       DEFINED 1,3,4           28991
FIRST CITIZENS BCSHS CL A      COM              31946M103     1506    16001 SH       DEFINED 1,3,4           16001
FIRST FEDERAL CAPITAL          COM              319960100     3128   154080 SH       DEFINED 1,3,4          154080
FIRST DATA CORP.               COM              319963104    17377   469478 SH       DEFINED 1,3,4          469478
FIRST ESSEX BANCORP, INC.      COM              320103104     1711    55140 SH       DEFINED 1,3,4           55140
FIRST FINANCIAL HOLDINGS INC.  COM              320239106     2505   101449 SH       DEFINED 1,3,4          101449
FIRST MIDWEST BANCORP, INC.    COM              320867104     4731   183520 SH       DEFINED 1,3,4          183520
FIRST HEALTH                   COM              320960107      598    23505 SH       DEFINED 1,3,4           23505
FIRST NIAGARA FINANCIAL GROUP, COM              33582V108     1541   131022 SH       DEFINED 1,3,4          131022
FIRST REPUBLIC BANK            COM              336158100     2527   117415 SH       DEFINED 1,3,4          117415
FIRST TENNESSEE NATIONAL CORP. COM              337162101    28685   722251 SH       DEFINED 1,3,4          722251
FIRST VIRGINIA BANKS, INC.     COM              337477103      652    16613 SH       DEFINED 1,3,4           16613
FISERV, INC.                   COM              337738108     4565   145035 SH       DEFINED 1,3,4          145035
FIRSTFED FINANCIAL CORP        COM              337907109     2698    89483 SH       DEFINED 1,3,4           89483
FIRSTMERIT CORP.               COM              337915102      361    19587 SH       DEFINED 1,3,4           19587
FLAGSTAR BANCORP INC.          COM              337930101     2164    82093 SH       DEFINED 1,3,4           82093
FIRSTENERGY CORP.              COM              337932107     6743   214104 SH       DEFINED 1,3,4          214104
FISHER SCIENTIFIC INTL         COM              338032204     3813   136330 SH       DEFINED 1,3,4          136330
FLEET BOSTON FINANCIAL CORP.   COM              339030108    13528   566718 SH       DEFINED 1,3,4          566718
FLEETWOOD ENTERPRISES, INC.    COM              339099103      106    26074 SH       DEFINED 1,3,4           26074
FLORIDA ROCK INDS              COM              341140101      700    20724 SH       DEFINED 1,3,4           20724
FLUOR CORP.(NEW)               COM              343412102     1456    43166 SH       DEFINED 1,3,4           43166
FLOW INTL CORP.                COM              343468104       21    11143 SH       DEFINED 1,3,4           11143
FLOWERS FOODS, INC.            COM              343498101      600    21929 SH       DEFINED 1,3,4           21929
FLOWSERVE CORP.                COM              34354P105     2561   219651 SH       DEFINED 1,3,4          219651
FLUSHING FINANCIAL CORP.       COM              343873105      792    45650 SH       DEFINED 1,3,4           45650
FOMENTO ECONOMICO MEXICANO B ( COM              344419106     1251    37600 SH       DEFINED 1,3,4           37600
FOOTSTAR INC.                  COM              344912100      125    14627 SH       DEFINED 1,3,4           14627
FORD MOTOR CO.                 COM              345370860    18785  2498218 SH       DEFINED 1,3,4         2498218
FOREST LABORATORIES -CI A      COM              345838106    36669   679528 SH       DEFINED 1,3,4          679528
FOREST OIL CORP.               COM              346091705     6295   282425 SH       DEFINED 1,3,4          282425
FORTUNE BRANDS, INC.           COM              349631101    18647   435048 SH       DEFINED 1,3,4          435048
FORWARD AIR CORPORATION        COM              349853101      339    15554 SH       DEFINED 1,3,4           15554
FOSSIL, INC.                   COM              349882100      578    33606 SH       DEFINED 1,3,4           33606
4KIDS ENTERTAINMENT, INC.      COM              350865101      105     9152 SH       DEFINED 1,3,4            9152
FOX ENTERTAINMENT GRP, INC. A  COM              35138T107    15353   575600 SH       DEFINED 1,3,4          575600
FRANKLIN RESOURCES, INC.       COM              354613101     4570   138970 SH       DEFINED 1,3,4          138970
FRED'S INC.                    COM              356108100      517    18620 SH       DEFINED 1,3,4           18620
FREEPORT MCMORAN, INC.         COM              35671D857    28365  1663875 SH       DEFINED 1,3,4         1663875
FREMONT GENERAL CORP.          COM              357288109      380    54598 SH       DEFINED 1,3,4           54598
FRONTIER AIRLINES, INC.        COM              359065109      107    21520 SH       DEFINED 1,3,4           21520
FRONTIER OIL CORP.             COM              35914P105      327    18970 SH       DEFINED 1,3,4           18970
FULLER (H.B.) CO.              COM              359694106      476    20592 SH       DEFINED 1,3,4           20592
FURNITURE BRANDS INTL, INC.    COM              360921100     3925   200321 SH       DEFINED 1,3,4          200321
FURR'S RESTAURANT GROUP, INC.  COM              361115603        0        0 SH       DEFINED 3,4                 0
G & K SERVICES, INC.           COM              361268105      363    15043 SH       DEFINED 1,3,4           15043
GATX CORP.                     COM              361448103      161    11347 SH       DEFINED 1,3,4           11347
GBC BANCORP                    COM              361475106      200     8372 SH       DEFINED 1,3,4            8372
GABLES RESIDENTIAL TRUST       COM              362418105      472    17658 SH       DEFINED 1,3,4           17658
GALLAGHER (ARTHUR J.) & CO.    COM              363576109     9541   388686 SH       DEFINED 1,3,4          388686
GAMESTOP CORP.                 COM              36466R101    19091  1590620 SH       DEFINED 1,3,4         1590620
GANNETT CO., INC.              COM              364730101    28452   404023 SH       DEFINED 1,3,4          404023
GAP, INC., THE                 COM              364760108     7477   516206 SH       DEFINED 1,3,4          516206
GARDNER DENVER, INC.           COM              365558105      208    11543 SH       DEFINED 1,3,4           11543
GARTS SPORTS CO                COM              366630101      577    30210 SH       DEFINED 1,3,4           30210
GARTNER, INC.                  COM              366651107     5861   843220 SH       DEFINED 1,3,4          843220
GARTNER INC - CL B             COM              366651206      144    18986 SH       DEFINED 1,3,4           18986
GATEWAY, INC.                  COM              367626108      403   174148 SH       DEFINED 1,3,4          174148
OAO GAZPROM                    COM              368287108     1940   163093 SH       DEFINED 1,3,4          163093
GENCORP, INC.                  COM              368682100      197    31412 SH       DEFINED 1,3,4           31412
GENE LOGIC, INC.               COM              368689105     1079   212579 SH       DEFINED 1,3,4          212579
GENERAL COMMUNICATIONS         COM              369385109      240    40451 SH       DEFINED 1,3,4           40451
GENERAL DYNAMICS CORP.         COM              369550108     5968   108390 SH       DEFINED 1,3,4          108390
GENERAL ELECTRIC CO.           COM              369604103   182911  7172792 SH       DEFINED 1,3,4         7172792
GENERAL GROWTH PROPERTIES      COM              370021107    10080   186800 SH       DEFINED 2,3,4          186800
GENERAL MILLS, INC.            COM              370334104     9060   199016 SH       DEFINED 1,3,4          199016
GENERAL MOTORS CORP.           COM              370442105    10694   318218 SH       DEFINED 1,3,4          318218
GENESCO INC.                   COM              371532102      227    15742 SH       DEFINED 1,3,4           15742
GENESIS HEALTH VENTURES        COM              37183F107     2213   148970 SH       DEFINED 1,3,4          148970
GENTEX CORP.                   COM              371901109     5601   220163 SH       DEFINED 1,3,4          220163
GENLYTE GROUP, INC.            COM              372302109     1282    38720 SH       DEFINED 1,3,4           38720
GENUINE PARTS CO.              COM              372460105     2873    94248 SH       DEFINED 1,3,4           94248
GENZYME CORP.                  COM              372917104     4219   115723 SH       DEFINED 1,3,4          115723
GEORGIA GULF                   COM              373200203     5744   285541 SH       DEFINED 1,3,4          285541
GEORGIA PACIFIC GROUP          COM              373298108     1886   135360 SH       DEFINED 1,3,4          135360
GERBER SCIENTIFIC, INC.        COM              373730100      106    16073 SH       DEFINED 1,3,4           16073
GETTY IMAGES, INC.             COM              374276103      481    17500 SH       DEFINED 1,3,4           17500
GETTY REALTY CORP.             COM              374297109      734    39040 SH       DEFINED 1,3,4           39040
GIBRALTAR STEEL CORP.          COM              37476F103     2662   142750 SH       DEFINED 1,3,4          142750
GILEAD SCIENCES, INC.          COM              375558103     3642    86697 SH       DEFINED 1,3,4           86697
GILLETTE CO., THE              COM              375766102    17648   570328 SH       DEFINED 1,3,4          570328
GLATFELTER                     COM              377316104      106    10108 SH       DEFINED 1,3,4           10108
GLAXOSMITHKLINE PLC            COM              37733W105      205     5810 SH       DEFINED 1,3,4            5810
GLENBOROUGH REALTY TRUST INC   COM              37803P105      310    20107 SH       DEFINED 1,3,4           20107
GLIMCHER REALTY TRUST          COM              379302102      647    33720 SH       DEFINED 1,3,4           33720
GLOBAL IMAGING SYSTEMS, INC.   COM              37934A100     6356   343440 SH       DEFINED 1,3,4          343440
GLOBAL PAYMENTS, INC.          COM              37940X102      818    26840 SH       DEFINED 1,3,4           26840
GLOBESPANVIRATA, INC.          COM              37957V106      902   200250 SH       DEFINED 1,3,4          200250
GOLD BANC CORPORATION, INC.    COM              379907108     5153   643940 SH       DEFINED 1,3,4          643940
GOLDEN WEST FINANCIAL CORP.    COM              381317106     8642   120167 SH       DEFINED 1,3,4          120167
GOLDMAN SACHS GROUP INC.       COM              38141G104    17455   256378 SH       DEFINED 1,3,4          256378
GOODRICH CORP.                 COM              382388106      886    63305 SH       DEFINED 1,3,4           63305
GOODYEAR TIRE & RUBBER CO.     COM              382550101      478    94779 SH       DEFINED 1,3,4           94779
GOODYS FAMILY CLOTHING, INC.   COM              382588101       94    23622 SH       DEFINED 1,3,4           23622
GRACO, INC.                    COM              384109104     9365   333300 SH       DEFINED 1,3,4          333300
GRAINGER (W.W.), INC.          COM              384802104     2111    49187 SH       DEFINED 1,3,4           49187
GRANITE CONSTRUCTION, INC.     COM              387328107      151     9564 SH       DEFINED 1,3,4            9564
GRANT PRIDECO, INC.            COM              38821G101      337    28036 SH       DEFINED 1,3,4           28036
GREAT ATLANTIC & PACIFIC TEA C COM              390064103      120    27947 SH       DEFINED 1,3,4           27947
GREAT LAKES CHEMICAL           COM              390568103      592    26966 SH       DEFINED 1,3,4           26966
GREAT PLAINS ENERGY, INC.      COM              391164100      383    16032 SH       DEFINED 1,3,4           16032
GREATER BAY BANCORP            COM              391648102     8405   588301 SH       DEFINED 1,3,4          588301
GREEN MOUNTAIN POWER CORP.     COM              393154109       72     3570 SH       DEFINED 1,3,4            3570
GREENPOINT FINANCIAL           COM              395384100     5425   121115 SH       DEFINED 1,3,4          121115
GRIFFON CORP.                  COM              398433102     6444   499108 SH       DEFINED 1,3,4          499108
GROUP 1 AUTOMOTIVE INC.        COM              398905109      347    16317 SH       DEFINED 1,3,4           16317
GTECH HOLDINGS CORP.           COM              400518106    34458  1055148 SH       DEFINED 1,3,4         1055148
GRUPO FINANCIERO BBVA          COM              40051M204      103     6800 SH       DEFINED 1,3,4            6800
GUIDANT CORP.                  COM              401698105    19395   535792 SH       DEFINED 1,3,4          535792
GYMBOREE CORP.                 COM              403777105     1446    95968 SH       DEFINED 1,3,4           95968
BAJAJ AUTO                     COM              4039077        233    22814 SH       DEFINED 1,3,4           22814
HCA, INC.                      COM              404119109    12449   300979 SH       DEFINED 1,3,4          300979
HCC INSURANCE HOLDINGS, INC.   COM              404132102      367    14437 SH       DEFINED 1,3,4           14437
HSBC HOLDINGS PLC              COM              404280406      242     4715 SH       DEFINED 1,3,4            4715
HAEMONETICS CORP/MASS          COM              405024100      384    17586 SH       DEFINED 1,3,4           17586
HAGGAR CORP.                   COM              405173105       44     4656 SH       DEFINED 1,3,4            4656
HAIN CELESTIAL GROUP, INC.     COM              405217100      372    24713 SH       DEFINED 1,3,4           24713
HALLIBURTON CO.                COM              406216101     4881   235477 SH       DEFINED 1,3,4          235477
HANCOCK FABRICS, INC.          COM              409900107      192    13741 SH       DEFINED 1,3,4           13741
JOHN HANCOCK FINANCIAL SRVCS   COM              41014S106    23058   830087 SH       DEFINED 1,3,4          830087
HANGER ORTHOPEDIC GRP.         COM              41043F208     5159   451640 SH       DEFINED 1,3,4          451640
HANOVER COMPRESSOR CO.         COM              410768105       99    15414 SH       DEFINED 1,3,4           15414
HARLAND (JOHN H.) CO.          COM              412693103     6202   255020 SH       DEFINED 1,3,4          255020
HARLEY-DAVIDSON INC.           COM              412822108    29430   740962 SH       DEFINED 1,3,4          740962
HARMAN INTERNATIONAL           COM              413086109     1372    23398 SH       DEFINED 1,3,4           23398
HARMONIC. INC.                 COM              413160102      142    43583 SH       DEFINED 1,3,4           43583
HARRAH'S ENTERTAINMENT         COM              413619107     3704   103810 SH       DEFINED 1,3,4          103810
HARRIS CORP.                   COM              413875105      427    15375 SH       DEFINED 1,3,4           15375
HARSCO CORP.                   COM              415864107     3545   116328 SH       DEFINED 1,3,4          116328
HARTE HANKS INC.               COM              416196103      403    21092 SH       DEFINED 1,3,4           21092
HARTFORD FINANCIAL SVCS. GROUP COM              416515104     5343   151606 SH       DEFINED 1,3,4          151606
HASBRO, INC.                   COM              418056107     1292    93159 SH       DEFINED 1,3,4           93159
HAVERTY FURNITURE              COM              419596101      168    15770 SH       DEFINED 1,3,4           15770
HAWAIIAN ELECTRIC INDS         COM              419870100      346     8483 SH       DEFINED 1,3,4            8483
HEALTHSOUTH CORP.              COM              421924101        0      720 SH       DEFINED 1,3,4             720
HEALTH MANAGEMNT ASSOC.        COM              421933102    19598  1031339 SH       DEFINED 1,3,4         1031339
HEALTHCARE REALTY TRUST, INC.  COM              421946104      566    23250 SH       DEFINED 1,3,4           23250
HEALTH CARE REIT INC.          COM              42217K106     3665   139901 SH       DEFINED 1,3,4          139901
HEALTH NET,  INC               COM              42222G108     2255    84280 SH       DEFINED 1,3,4           84280
HEARTLAND EXPRESS, INC.        COM              422347104     8821   459810 SH       DEFINED 1,3,4          459810
HECLA MINING CO.               COM              422704106     2525   767990 SH       DEFINED 1,3,4          767990
HEIDRICK & STRUGGLES INTL.     COM              422819102      149    13172 SH       DEFINED 1,3,4           13172
HEINZ (H.J.) CO.               COM              423074103     5533 189568.5 SH       DEFINED 1,3,4          189569
HELIX TECHNOLOGY CORP.         COM              423319102     3864   448760 SH       DEFINED 1,3,4          448760
HELMERICH & PAYNE, INC.        COM              423452101      298    11591 SH       DEFINED 1,3,4           11591
HENRY (JACK) & ASSOCIATES      COM              426281101      213    20319 SH       DEFINED 1,3,4           20319
HERCULES, INC.                 COM              427056106    22065  2538062 SH       DEFINED 1,3,4         2538062
HERLEY INDUSTRIES, INC.        COM              427398102      632    36740 SH       DEFINED 1,3,4           36740
HERSHEY FOODS CORP.            COM              427866108     5367    85663 SH       DEFINED 1,3,4           85663
HEWLETT-PACKARD CO.            COM              428236103    46826  3011256 SH       DEFINED 1,3,4         3011256
HIBERNIA CORP. - CL A          COM              428656102    17268  1017913 SH       DEFINED 1,3,4         1017913
HILB ROGAL & HAMILTON CO.      COM              431294107     8700   278611 SH       DEFINED 1,3,4          278611
HILLENBRAND INDUSTRIES         COM              431573104    20301   398268 SH       DEFINED 1,3,4          398268
HILTON HOTELS CORP.            COM              432848109     2361   203623 SH       DEFINED 1,3,4          203623
HINES HORTICULTURE, INC.       COM              433245107      939   423422 SH       DEFINED 1,3,4          423422
HISPANIC BROADCASTING - CL A   COM              43357B104      523    25214 SH       DEFINED 1,3,4           25214
HOLLY CORP                     COM              435758305     3211   112142 SH       DEFINED 1,3,4          112142
HOLLYWOOD ENTERTAINMENT CORP.  COM              436141105     3326   207280 SH       DEFINED 1,3,4          207280
HOLOGIC INC.                   COM              436440101      122    14238 SH       DEFINED 1,3,4           14238
HOME DEPOT, INC.               COM              437076102    31079  1275774 SH       DEFINED 1,3,4         1275774
HOME PROPERTIES OF NY INC      COM              437306103      910    27410 SH       DEFINED 1,3,4           27410
HOME PROPERTIES OF NY INC      COM              437306103     3680   110800 SH       DEFINED 2,3,4          110800
HON HAI PRECISION              COM              438090102       69    10486 SH       DEFINED 1,3,4           10486
HON INDUSTRIES, INC.           COM              438092108      386    13655 SH       DEFINED 1,3,4           13655
HONDA MOTOR CO LTD             COM              438128308      211    12768 SH       DEFINED 1,3,4           12768
HONEYWELL INTERNATIONAL, INC.  COM              438516106     9865   461819 SH       DEFINED 1,3,4          461819
HOOPER HOLMES, INC.            COM              439104100      233    46703 SH       DEFINED 1,3,4           46703
HORACE MANN EDUCATORS          COM              440327104      123     9466 SH       DEFINED 1,3,4            9466
HORMEL FOODS CORP.             COM              440452100      677    32076 SH       DEFINED 1,3,4           32076
HOSPITALITY PROPERTIES TR      COM              44106M102      446    14492 SH       DEFINED 1,3,4           14492
HOST MARRIOTT CORP.            COM              44107P104      858   124000 SH       DEFINED 2,3,4          124000
HOT TOPIC, INC.                COM              441339108     1648    70703 SH       DEFINED 1,3,4           70703
HOUSTON EXPLORATION CO.        COM              442120101     5324   197290 SH       DEFINED 1,3,4          197290
HUBBELL, INC. - CL B           COM              443510201      432    13700 SH       DEFINED 1,3,4           13700
ITC LTD                        COM              4438094        374    27978 SH       DEFINED 1,3,4           27978
HUDSON UNITED BANCORP          COM              444165104     9271   301148 SH       DEFINED 1,3,4          301148
HUFFY CORP.                    COM              444356109       50    10645 SH       DEFINED 1,3,4           10645
HUGHES SUPPLY, INC.            COM              444482103     4025   172765 SH       DEFINED 1,3,4          172765
HUMANA, INC.                   COM              444859102     1177   122517 SH       DEFINED 1,3,4          122517
HUMAN GENOME SCIENCES INC      COM              444903108     1043   121730 SH       DEFINED 1,3,4          121730
HUNT (JB) TRANSPRT SVCS, INC.  COM              445658107     1800    67030 SH       DEFINED 1,3,4           67030
HUNTINGTON BANCSHARES, INC.    COM              446150104     2362   127222 SH       DEFINED 1,3,4          127222
HUTCHINSON TECHNOLOGY, INC.    COM              448407106     3995   161573 SH       DEFINED 1,3,4          161573
HYDRIL CO.                     COM              448774109      409    16333 SH       DEFINED 1,3,4           16333
ICN PHARMACEUTICALS, INC.      COM              448924100     4405   494810 SH       DEFINED 1,3,4          494810
HYPERION SOLUTIONS CORP.       COM              44914M104     2904   119867 SH       DEFINED 1,3,4          119867
ICU MEDICAL, INC.              COM              44930G107      279    10264 SH       DEFINED 1,3,4           10264
IDEC PHARMACEUTICALS CORP.     COM              449370105     2266    65852 SH       DEFINED 1,3,4           65852
IHOP CORP.                     COM              449623107      345    15241 SH       DEFINED 1,3,4           15241
IMC GLOBAL, INC.               COM              449669100      255    26640 SH       DEFINED 1,3,4           26640
IMCO RECYCLING, INC.           COM              449681105       69    10990 SH       DEFINED 1,3,4           10990
IMS HEALTH, INC.               COM              449934108    22811  1461500 SH       DEFINED 1,3,4         1461500
ITC                            COM              450318100     1258    93800 SH       DEFINED 1,3,4           93800
ISTAR FINANCIAL, INC.          COM              45031U101     8162   279840 SH       DEFINED 1,3,4          279840
ITT EDUCATIONAL SERVICES, INC. COM              45068B109      916    32709 SH       DEFINED 1,3,4           32709
ITT INDUSTRIES, INC.           COM              450911102     7848   146982 SH       DEFINED 1,3,4          146982
ICICI BANK LTD                 COM              45104G104     1492   236650 SH       DEFINED 1,3,4          236650
IDACORP, INC.                  COM              451107106      202     8770 SH       DEFINED 1,3,4            8770
IDEX CORP.                     COM              45167R104      683    23585 SH       DEFINED 1,3,4           23585
IDEXX LABS, INC.               COM              45168D104     8351   238809 SH       DEFINED 1,3,4          238809
IKON OFFICE SOLUTIONS, INC.    COM              451713101     6979   983090 SH       DEFINED 1,3,4          983090
IDENTIX, INC.                  COM              451906101      568   126660 SH       DEFINED 1,3,4          126660
ILEX ONCOLOGY, INC.            COM              451923106     1987   214290 SH       DEFINED 1,3,4          214290
ILLINOIS TOOL WORKS, INC.      COM              452308109    21408   368121 SH       DEFINED 1,3,4          368121
IMATION CORP.                  COM              45245A107     4949   133016 SH       DEFINED 1,3,4          133016
IMAGISTICS INTL INC            COM              45247T104     3822   205499 SH       DEFINED 1,3,4          205499
IMMUCOR, INC.                  COM              452526106     2365   108015 SH       DEFINED 1,3,4          108015
IMPATH, INC.                   COM              45255G101      159    11848 SH       DEFINED 1,3,4           11848
IMPERIAL TOBACCO GROUP-ADR     COM              453142101      112     3500 SH       DEFINED 1,3,4            3500
INAMED CORP                    COM              453235103     8205   229421 SH       DEFINED 1,3,4          229421
INCO, LTD.                     COM              453258402      500    26869 SH       DEFINED 1,3,4           26869
INDEPENDANCE COMMUNITY BANK    COM              453414104     6474   244709 SH       DEFINED 1,3,4          244709
INDEPENDENT BANK CORP - MASS.  COM              453836108     2324   116210 SH       DEFINED 1,3,4          116210
INDYMAC BANCORP, INC.          COM              456607100     7414   380913 SH       DEFINED 1,3,4          380913
INET TECHNOLOGIES, INC.        COM              45662V105     2556   433527 SH       DEFINED 1,3,4          433527
INFOCUS CORPORATION.           COM              45665B106       42     9112 SH       DEFINED 1,3,4            9112
INFINITY PROPERTY & CASUALTY   COM              45665Q103      778    42500 SH       DEFINED 1,3,4           42500
INFORMATION HOLDINGS, INC.     COM              456727106      257    15830 SH       DEFINED 1,3,4           15830
INFOSYS TECHNOLOGIES LTD       COM              456788108     2562    41800 SH       DEFINED 1,3,4           41800
ING GROEP NV                   COM              456837103       63     5300 SH       DEFINED 1,3,4            5300
INGRAM MICRO, INC.             COM              457153104     6337   574270 SH       DEFINED 1,3,4          574270
INPUT/OUTPUT, INC.             COM              457652105      133    37092 SH       DEFINED 1,3,4           37092
INSIGHT ENTERPRISES, INC.      COM              45765U103      235    33429 SH       DEFINED 1,3,4           33429
INSITUFORM TECNOL, INC. - CI A COM              457667103      261    19237 SH       DEFINED 1,3,4           19237
INSURANCE AUTO AUCTIONS, INC.  COM              457875102       98     8885 SH       DEFINED 1,3,4            8885
INTEGRA LIFESCIENCES HOLDING   COM              457985208      453    19638 SH       DEFINED 1,3,4           19638
INTEGRATED DEVICE TECH, INC.   COM              458118106      190    24003 SH       DEFINED 1,3,4           24003
INTEL CORP.                    COM              458140100    70314  4318671 SH       DEFINED 1,3,4         4318671
INTER-TEL, INC.- SER A         COM              458372109     4556   303330 SH       DEFINED 1,3,4          303330
INTERACTIVE INTELLIGENCE INC   COM              45839M103     1392   467225 SH       DEFINED 1,3,4          467225
INTERFACE, INC.- CI A          COM              458665106      123    37148 SH       DEFINED 1,3,4           37148
INTERMAGNETICS GENERAL CORP.   COM              458771102     2698   151476 SH       DEFINED 1,3,4          151476
INTERMET CORP.                 COM              45881K104       65    18576 SH       DEFINED 1,3,4           18576
INTERNATIONAL BUSINESS MACHINE COM              459200101    85450  1089459 SH       DEFINED 1,3,4         1089459
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    14592   469327 SH       DEFINED 1,3,4          469327
INTL GAME TECHNOLOGY           COM              459902102    42841   523139 SH       DEFINED 1,3,4          523139
INTL MULTIFOODS CORP.          COM              460043102      268    13907 SH       DEFINED 1,3,4           13907
INTERNATIONAL PAPER CO.        COM              460146103     8872   262287 SH       DEFINED 1,3,4          262287
INTL RECTIFIER CORP.           COM              460254105     4461   226801 SH       DEFINED 1,3,4          226801
INT'L SPEEDWAY CORP.           COM              460335201      489    12324 SH       DEFINED 1,3,4           12324
INTERNET SECURITY SYSTEMS INC. COM              46060X107      113    11469 SH       DEFINED 1,3,4           11469
INTERPUBLIC GROUP OF COS., INC COM              460690100     1938   208165 SH       DEFINED 1,3,4          208165
INTERSIL CORP.                 COM              46069S109     1420    91248 SH       DEFINED 1,3,4           91248
INTERSTATE BAKERIES CP.        COM              46072H108      110    10370 SH       DEFINED 1,3,4           10370
INTUIT INC.                    COM              461202103    26752   719178 SH       DEFINED 1,3,4          719178
INVACARE CORP.                 COM              461203101      684    21677 SH       DEFINED 1,3,4           21677
INTUITIVE SURGICAL INC.        COM              46120E107      699   108087 SH       DEFINED 1,3,4          108087
INVESTMENT TECHNOLOGY GP, INC. COM              46145F105      157    11104 SH       DEFINED 1,3,4           11104
INVISION TECHNOLOGIES, INC.    COM              461851107      276    12282 SH       DEFINED 1,3,4           12282
INVITROGEN CORP.               COM              46185R100      618    20190 SH       DEFINED 1,3,4           20190
INVESTORS FINANCIAL SCVS CP    COM              461915100      366    15030 SH       DEFINED 1,3,4           15030
IOMEGA CORP.                   COM              462030305     3879   349478 SH       DEFINED 1,3,4          349478
IONICS, INC.                   COM              462218108      210    12735 SH       DEFINED 1,3,4           12735
BANK OF IRELAND                COM              46267Q103      156     3650 SH       DEFINED 1,3,4            3650
IRWN FINANCIAL CORP.           COM              464119106      393    20143 SH       DEFINED 1,3,4           20143
ISHARES MSCI EMU INDEX TRUST   COM              464286608      892    23100 SH       DEFINED 1,3,4           23100
ISHARES MSCI PACIFIC JAPAN IND COM              464286665      134     2600 SH       DEFINED 1,3,4            2600
ISHARES MSCI TAIWAN INDEX FD.  COM              464286731      662    84935 SH       DEFINED 1,3,4           84935
ISHARES MSCI NETHERLANDS INDEX COM              464286814       27     2500 SH       DEFINED 1,3,4            2500
ISHARES MSCI JAPAN INDEX FUND  COM              464286848      384    59500 SH       DEFINED 1,3,4           59500
ISHARES S&P 500 INDEX FUND     COM              464287200     3251    38320 SH       DEFINED 1,3,4           38320
ISHARES MSCI EAFE INDEX FUND   COM              464287465     4618    51000 SH       DEFINED 1,3,4           51000
ISHARES RUSSELL MILDCAP GROWTH COM              464287481      117     2250 SH       DEFINED 1,3,4            2250
ISHARES TRUST - S&P MIDCAP 400 COM              464287507    15557   188140 SH       DEFINED 1,3,4          188140
ISHARES TRUST - RUSSELL 2000   COM              464287655    21928   303070 SH       DEFINED 1,3,4          303070
ISHARES DJ US REAL ESTATE      COM              464287739     1145    14930 SH       DEFINED 2,3,4           14930
ISHARES TRUST-S&P SM-CAP 600   COM              464287804    24081   263240 SH       DEFINED 1,3,4          263240
ISHARES TRUST - S&P EUR 350    COM              464287861      279     6495 SH       DEFINED 1,3,4            6495
ISLE OF CAPRI CASINOS          COM              464592104      875    74910 SH       DEFINED 1,3,4           74910
ITO-YOKADO CO. LTD.            COM              465714301       73     2730 SH       DEFINED 1,3,4            2730
ITRON, INC.                    COM              465741106      246    14636 SH       DEFINED 1,3,4           14636
IVAX CORP.                     COM              465823102      554    45096 SH       DEFINED 1,3,4           45096
J & J SNACK FOODS CORP.        COM              466032109      197     6463 SH       DEFINED 1,3,4            6463
JDS UNIPHASE CORP.             COM              46612J101     2174   763552 SH       DEFINED 1,3,4          763552
JDA SOFTWARE GROUP, INC.       COM              46612K108     2084   205818 SH       DEFINED 1,3,4          205818
JILL GROUP, INC.               COM              466189107      164    14145 SH       DEFINED 1,3,4           14145
JLG INDUSTRIES INC.            COM              466210101      143    31196 SH       DEFINED 1,3,4           31196
JP MORGAN CHASE & CO.          COM              46625H100    30030  1266165 SH       DEFINED 1,3,4         1266165
J2 GLOBAL COMMUNICATIONS, INC. COM              46626E205     1589    55710 SH       DEFINED 1,3,4           55710
JABIL CIRCUIT INC.             COM              466313103     1874   106873 SH       DEFINED 1,3,4          106873
JACK IN THE BOX, INC.          COM              466367109      477    26505 SH       DEFINED 1,3,4           26505
JACOBS ENGINEERING GROUP       COM              469814107      531    12708 SH       DEFINED 1,3,4           12708
JAKKS PACIFIC INC.             COM              47012E106      182    17687 SH       DEFINED 1,3,4           17687
JANUS CAPITAL GROUP, INC.      COM              47102X105     1370   120409 SH       DEFINED 1,3,4          120409
JARDEN CORP.                   COM              471109108     3738   143760 SH       DEFINED 1,3,4          143760
JEFFERIES GROUP, INC.          COM              472319102     1614    44944 SH       DEFINED 1,3,4           44944
JEFFERSON-PILOT CORP.          COM              475070108     2990    77647 SH       DEFINED 1,3,4           77647
SAMSUNG ELECTRONICS CO., LTD   COM              4773096        136     2515 SH       DEFINED 1,3,4            2515
JO-ANN STORES, INC. CLASS A    COM              47758P109     5132   256454 SH       DEFINED 1,3,4          256454
JOHNSON & JOHNSON              COM              478160104   168857  2917892 SH       DEFINED 1,3,4         2917892
JOHNSON CONTROLS, INC.         COM              478366107     3483    48093 SH       DEFINED 1,3,4           48093
JONES APPAREL GROUP INC        COM              480074103     6949   253197 SH       DEFINED 1,3,4          253197
KLA-TENCOR CORP.               COM              482480100     5092   141579 SH       DEFINED 1,3,4          141579
K-SWISS, INC. CLASS A          COM              482686102      330    12929 SH       DEFINED 1,3,4           12929
KT&G CORP.                     COM              48268G100     1928   274573 SH       DEFINED 1,3,4          274573
KT CORPORATION                 COM              48268K101    15060   877181 SH       DEFINED 1,3,4          877181
K2, INC.                       COM              482732104      152    19542 SH       DEFINED 1,3,4           19542
KAMAN CORP. CLASS A            COM              483548103      157    16279 SH       DEFINED 1,3,4           16279
KANSAS CITY SOUTHERN           COM              485170302      495    44229 SH       DEFINED 1,3,4           44229
KAYDON CORP.                   COM              486587108     2741   145671 SH       DEFINED 1,3,4          145671
KEANE, INC.                    COM              486665102      134    16518 SH       DEFINED 1,3,4           16518
KB HOME                        COM              48666K109     2009    44246 SH       DEFINED 1,3,4           44246
KEITHLEY INSTURMENTS, INC.     COM              487584104      123    11225 SH       DEFINED 1,3,4           11225
KELLOGG CO.                    COM              487836108     7597   247984 SH       DEFINED 1,3,4          247984
KELLWOOD CO.                   COM              488044108      538    18549 SH       DEFINED 1,3,4           18549
KELLY SERVICES, INC. -CI A     COM              488152208      175     8231 SH       DEFINED 1,3,4            8231
KEMET CORP.                    COM              488360108      157    19978 SH       DEFINED 1,3,4           19978
KENNAMETAL, INC.               COM              489170100      231     8157 SH       DEFINED 1,3,4            8157
KERR-MCGEE CORP.               COM              492386107     2193    54154 SH       DEFINED 1,3,4           54154
KEYCORP                        COM              493267108     5169   229252 SH       DEFINED 1,3,4          229252
KEYSPAN CORP.                  COM              49337W100     2723    84501 SH       DEFINED 1,3,4           84501
KEYSTONE PROPERTY TRUST        COM              493596100      873    50670 SH       DEFINED 1,3,4           50670
KILROY REALTY CORP.            COM              49427F108      441    19929 SH       DEFINED 1,3,4           19929
SAMSUNG ELECTRONICS            COM              4942818        236     2096 SH       DEFINED 1,3,4            2096
KIMBERLY-CLARK CORP.           COM              494368103    12760   280597 SH       DEFINED 1,3,4          280597
KIMCO REALTY CORP.             COM              49446R109    24504   697650 SH       DEFINED 1,3,4          697650
KIMCO REALTY CORP.             COM              49446R109     7639   217500 SH       DEFINED 2,3,4          217500
KINDER MORGAN, INC.            COM              49455P101     3369    74870 SH       DEFINED 1,3,4           74870
KING PHARMACEUTICALS, INC.     COM              495582108     1792   150452 SH       DEFINED 1,3,4          150452
KIRBY CORP.                    COM              497266106     2354    95629 SH       DEFINED 1,3,4           95629
KNIGHT-RIDDER, INC.            COM              499040103     9569   163643 SH       DEFINED 1,3,4          163643
KNIGHT TRANSPORTATION, INC.    COM              499064103      530    26920 SH       DEFINED 1,3,4           26920
KOHLS CORP.                    COM              500255104    30976   547383 SH       DEFINED 1,3,4          547383
KONINKLIJKE PHILIPS ELEC.      COM              500472303      210    13597 SH       DEFINED 1,3,4           13597
KOOKMIN BANK                   COM              50049M109      250    10975 SH       DEFINED 1,3,4           10975
KOPIN CORP                     COM              500600101      253    50344 SH       DEFINED 1,3,4           50344
KOREA ELECTRIC POWER           COM              500631106     3404   426400 SH       DEFINED 1,3,4          426400
KORN/FERRY INTERNATIONAL       COM              500643200       56     8764 SH       DEFINED 1,3,4            8764
KRISPY KREME DOUGHNUTS, INC.   COM              501014104     2415    71324 SH       DEFINED 1,3,4           71324
KROGER CO., THE                COM              501044101     5419   411957 SH       DEFINED 1,3,4          411957
KROLL, INC.                    COM              501049100     2971   138845 SH       DEFINED 1,3,4          138845
KRONOS INC.                    COM              501052104     2575    73547 SH       DEFINED 1,3,4           73547
KULICKE & SOFFA                COM              501242101      169    35984 SH       DEFINED 1,3,4           35984
KYOCERA CORP                   COM              501556203      130     2630 SH       DEFINED 1,3,4            2630
LSI LOGIC CORP.                COM              502161102     5726  1268711 SH       DEFINED 1,3,4         1268711
LTX CORP.                      COM              502392103       57    11437 SH       DEFINED 1,3,4           11437
L-3 COMMUNICATIONS HOLDINGS IN COM              502424104     5418   134830 SH       DEFINED 1,3,4          134830
LA-Z-BOY, INC.                 COM              505336107     1595    92074 SH       DEFINED 1,3,4           92074
LABOR READY, INC.              COM              505401208     1176   207053 SH       DEFINED 1,3,4          207053
LABRANCHE & CO., INC.          COM              505447102      253    13787 SH       DEFINED 1,3,4           13787
LACLEDE GROUP INC.             COM              505597104      325    13786 SH       DEFINED 1,3,4           13786
LAM RESEARCH CORP.             COM              512807108      334    29189 SH       DEFINED 1,3,4           29189
STATE BK OF INDIA              COM              5131091        768    53976 SH       DEFINED 1,3,4           53976
LANCASTER COLONY CORP.         COM              513847103      321     8381 SH       DEFINED 1,3,4            8381
LANCE, INC.                    COM              514606102      167    21114 SH       DEFINED 1,3,4           21114
LANDAMERICA FINANCIAL GROUP, I COM              514936103      524    13216 SH       DEFINED 1,3,4           13216
LANDRYS RESTAURANTS            COM              51508L103     3619   215568 SH       DEFINED 1,3,4          215568
LANDSTAR SYSTEM, INC.          COM              515098101      659    11476 SH       DEFINED 1,3,4           11476
LASALLE HOTEL PROPERTIES       COM              517942108      310    25800 SH       DEFINED 2,3,4           25800
LATTICE SEMICONDUCTOR CORP.    COM              518415104      196    26025 SH       DEFINED 1,3,4           26025
LAWSON PRODUCTS                COM              520776105      179     6895 SH       DEFINED 1,3,4            6895
LEAR CORP.                     COM              521865105     9919   280512 SH       DEFINED 1,3,4          280512
LEAPFROG ENTERPRISES, INC.     COM              52186N106     1253    52570 SH       DEFINED 1,3,4           52570
LEE ENTERPRISES                COM              523768109      326    10291 SH       DEFINED 1,3,4           10291
LEGATO SYSTEMS INC.            COM              524651106      138    26918 SH       DEFINED 1,3,4           26918
LEGGETT & PLATT, INC.          COM              524660107     1914   104708 SH       DEFINED 1,3,4          104708
LEGG MASON, INC.               COM              524901105     2675    54810 SH       DEFINED 1,3,4           54810
LEHMAN BROTHERS HOLDINGS, INC. COM              524908100     7574   131100 SH       DEFINED 1,3,4          131100
LENNAR CORP.                   COM              526057104    16113   301002 SH       DEFINED 1,3,4          301002
LENNOX INTERNATIONAL, INC.     COM              526107107     9395   652425 SH       DEFINED 1,3,4          652425
LEUCADIA NATIONAL CORP         COM              527288104     6724   188201 SH       DEFINED 1,3,4          188201
LEVEL 3 COMMUNICATIONS         COM              52729N100     1315   254330 SH       DEFINED 1,3,4          254330
LEXINGTON CORPORATE PPTYS TR   COM              529043101     2640   154800 SH       DEFINED 2,3,4          154800
LEXMARK INTERNATIONAL, INC., C COM              529771107    16569   247500 SH       DEFINED 1,3,4          247500
LIBBEY, INC.                   COM              529898108      241     9665 SH       DEFINED 1,3,4            9665
LIBERTY MEDIA GROUP            COM              530718105    15243  1566700 SH       DEFINED 1,3,4         1566700
LIBERTY PROPERTY TRUST         COM              531172104      554    17692 SH       DEFINED 1,3,4           17692
LIBERTY PROPERTY TRUST         COM              531172104     1961    62600 SH       DEFINED 2,3,4           62600
LIFEPOINT HOSPITALS, INC.      COM              53219L109     5255   209174 SH       DEFINED 1,3,4          209174
LILLY (ELI) & CO.              COM              532457108    35243   616633 SH       DEFINED 1,3,4          616633
LIMITED BRANDS, INC.           COM              532716107     3638   282135 SH       DEFINED 1,3,4          282135
LINCARE HOLDINGS, INC.         COM              532791100     7541   245795 SH       DEFINED 1,3,4          245795
LINCOLN NATIONAL CORP.         COM              534187109     2685    95739 SH       DEFINED 1,3,4           95739
LINDSAY MANUFACTURING CO.      COM              535555106      185     8513 SH       DEFINED 1,3,4            8513
LINEAR TECHNOLOGIES CORP.      COM              535678106    37015  1198931 SH       DEFINED 1,3,4         1198931
LINENS N THINGS, INC.          COM              535679104      647    31979 SH       DEFINED 1,3,4           31979
LIZ CLAIBORNE, INC.            COM              539320101     8936   289229 SH       DEFINED 1,3,4          289229
LOCAL FINANCIAL CORP.          COM              539553107     4308   299040 SH       DEFINED 1,3,4          299040
LOCKHEED MARTIN CORP.          COM              539830109    18975   399057 SH       DEFINED 1,3,4          399057
LOEWS CORP.                    COM              540424108     3996   100282 SH       DEFINED 1,3,4          100282
LONE STAR STEAKHOUSE SALOON    COM              542307103     4370   206241 SH       DEFINED 1,3,4          206241
LONE STAR TECHNOLOGIES, INC    COM              542312103      438    20674 SH       DEFINED 1,3,4           20674
LONGS DRUG STORES CORP.        COM              543162101      131     8909 SH       DEFINED 1,3,4            8909
LONGVIEW FIBRE CO.             COM              543213102       77    11834 SH       DEFINED 1,3,4           11834
LOUISIANA PACIFIC CORP.        COM              546347105     6114   771807 SH       DEFINED 1,3,4          771807
LOWE'S COMPANIES, INC.         COM              548661107    18141   444396 SH       DEFINED 1,3,4          444396
LUBRIZOL CORP.                 COM              549271104     7447   248122 SH       DEFINED 1,3,4          248122
LUCENT TECHNOLOGIES, INC.      COM              549463107     3098  2110636 SH       DEFINED 1,3,4         2110636
LYDALL, INC.                   COM              550819106      101    11622 SH       DEFINED 1,3,4           11622
LYONDELL CHEMICAL CO.          COM              552078107      517    37041 SH       DEFINED 1,3,4           37041
M & T BANK CORPORATION         COM              55261F104    20585   261996 SH       DEFINED 1,3,4          261996
MAF BANCORP INC.               COM              55261R108     5966   177379 SH       DEFINED 1,3,4          177379
MBIA, INC.                     COM              55262C100     3029    78284 SH       DEFINED 1,3,4           78284
MBNA CORP.                     COM              55262L100    10861   721861 SH       DEFINED 1,3,4          721861
MDC HOLDINGS, INC.             COM              552676108      733    19234 SH       DEFINED 1,3,4           19234
MDU RESOURCES GROUP, INC.      COM              552690109      462    16607 SH       DEFINED 1,3,4           16607
MFA MORTGAGE INVESTMENTS, INC. COM              55272X102     2391   276220 SH       DEFINED 1,3,4          276220
MGIC INVESTMENT CORP. (WIS.)   COM              552848103     2463    62683 SH       DEFINED 1,3,4           62683
MGI PHARMA, INC.               COM              552880106      228    18269 SH       DEFINED 1,3,4           18269
MGM MIRAGE, INC.               COM              552953101     5921   202390 SH       DEFINED 1,3,4          202390
M/I SCHOTTENSTEIN HOMES, INC.  COM              55305B101     2124    74072 SH       DEFINED 1,3,4           74072
MPS GROUP, INC.                COM              553409103      123    23767 SH       DEFINED 1,3,4           23767
MRO SOFTWARE, INC.             COM              55347W105     1251   182721 SH       DEFINED 1,3,4          182721
MTS SYSTEMS CORPORATION        COM              553777103      604    55810 SH       DEFINED 1,3,4           55810
MACDERMID, INC.                COM              554273102      474    23328 SH       DEFINED 1,3,4           23328
MACERICH CO.                   COM              554382101     2246    70900 SH       DEFINED 2,3,4           70900
MACERICH CO.                   COM              554382101     8313   262442 SH       DEFINED 1,3,4          262442
MACK-CALI REALTY CORP.         COM              554489104     9592   309714 SH       DEFINED 1,3,4          309714
MACROVISION CORP               COM              555904101      135    11207 SH       DEFINED 1,3,4           11207
MACROMEDIA, INC.               COM              556100105     6052   501034 SH       DEFINED 1,3,4          501034
STEVEN MADDEN LTD              COM              556269108      524    33420 SH       DEFINED 1,3,4           33420
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
MAGNETEK, INC.                 COM              559424106       37    17070 SH       DEFINED 1,3,4           17070
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     1950    70744 SH       DEFINED 1,3,4           70744
MANHATTAN ASSOCIATES, INC.     COM              562750109      366    20932 SH       DEFINED 1,3,4           20932
MANITOWOC CO.                  COM              563571108     2079   123597 SH       DEFINED 1,3,4          123597
MANOR CARE, INC.               COM              564055101      993    51767 SH       DEFINED 1,3,4           51767
MANPOWER, INC. WI              COM              56418H100      536    17899 SH       DEFINED 1,3,4           17899
MANTECH INTERNATIONAL CORP.    COM              564563104     2134   144040 SH       DEFINED 1,3,4          144040
MANUFACTURED HOMES             COM              564682102     2720    91800 SH       DEFINED 2,3,4           91800
MAPINFO CORP                   COM              565105103       38    10994 SH       DEFINED 1,3,4           10994
MARATHON OIL CORP.             COM              565849106    14796   617166 SH       DEFINED 1,3,4          617166
MARCUS CORP.                   COM              566330106      290    21325 SH       DEFINED 1,3,4           21325
MARSH & MCLENNAN COS., INC.    COM              571748102    12363   290033 SH       DEFINED 1,3,4          290033
MARSHALL & IISLEY CORP.        COM              571834100     7989   312764 SH       DEFINED 1,3,4          312764
MARRIOTT INTERNATIONAL, INC.   COM              571903202     4013   126214 SH       DEFINED 1,3,4          126214
MARTIN MARIETTA MATERIALS      COM              573284106      310    11311 SH       DEFINED 1,3,4           11311
MASCO CORP.                    COM              574599106     5547   298063 SH       DEFINED 1,3,4          298063
HON HAI PRECISION              COM              5758218        204    30687 SH       DEFINED 1,3,4           30687
MASSEY ENERGY CO,              COM              576206106      511    54652 SH       DEFINED 1,3,4           54652
MATERIAL SCIENCES CORP         COM              576674105      103    10181 SH       DEFINED 1,3,4           10181
MATTEL, INC.                   COM              577081102    28357  1260259 SH       DEFINED 1,3,4         1260259
MAXTOR CORP                    COM              577729205    10856  1928270 SH       DEFINED 1,3,4         1928270
MAXIM INTEGRATED PRODUCTS      COM              57772K101    36286  1004604 SH       DEFINED 1,3,4         1004604
MAY DEPARTMENT STORES CO.      COM              577778103     3096   155745 SH       DEFINED 1,3,4          155745
MAVERICK TUBE CORP             COM              577914104      563    30240 SH       DEFINED 1,3,4           30240
MAXIMUS, INC.                  COM              577933104      325    15387 SH       DEFINED 1,3,4           15387
MAYTAG CORP.                   COM              578592107     4616   242808 SH       DEFINED 1,3,4          242808
MCCORMICK & CO.                COM              579780206    27164  1125354 SH       DEFINED 1,3,4         1125354
MCDATA CORPORATION-A           COM              580031201     4101   477604 SH       DEFINED 1,3,4          477604
MCDATA CORP.                   COM              580031201        0       88 SH       DEFINED 3,4                88
MCDERMOTT INTERNATIONAL, INC.  COM              580037109       94    34260 SH       DEFINED 1,3,4           34260
MCDONALDS CORP.                COM              580135101     9905   685070 SH       DEFINED 1,3,4          685070
MCG CAPITAL CORP.              COM              58047P107      606    60880 SH       DEFINED 1,3,4           60880
MCGRAW-HILL, INC.              COM              580645109     5817   104582 SH       DEFINED 1,3,4          104582
MCKESSON CORP.                 COM              58155Q103    11785   472991 SH       DEFINED 1,3,4          472991
MCLEOD USA, INC. - ESCROW SHAR COM              582266995        0  5131325 SH       DEFINED 1,3,4         5131325
MEADE INSTRUMENTS CORP.        COM              583062104       37    14354 SH       DEFINED 1,3,4           14354
MEADWESTVACO CORP.             COM              583334107     2462   108017 SH       DEFINED 1,3,4          108017
MEDIA GENERAL - CLASS A        COM              584404107     1064    21616 SH       DEFINED 1,3,4           21616
MEDICIS PHARMACEUTICAL-CL A    COM              584690309     3634    65295 SH       DEFINED 1,3,4           65295
MEDIMMUNE, INC.                COM              584699102     4458   135706 SH       DEFINED 1,3,4          135706
MEDTRONIC, INC.                COM              585055106    73001  1618051 SH       DEFINED 1,3,4         1618051
MELLON FINANCIAL CORP.         COM              58551A108     4956   233064 SH       DEFINED 1,3,4          233064
MEMBERWORKS, INC.              COM              586002107      191     9219 SH       DEFINED 1,3,4            9219
MENS WEARHOUSE, INC., (THE)    COM              587118100      431    28814 SH       DEFINED 1,3,4           28814
MENTOR CORP.                   COM              587188103     2865   167321 SH       DEFINED 1,3,4          167321
MENTOR GRAPHICS CORP.          COM              587200106      134    15428 SH       DEFINED 1,3,4           15428
MERCANTILE BANKSHARES CORP.    COM              587405101      542    15951 SH       DEFINED 1,3,4           15951
MERCK & CO., INC.              COM              589331107    76784  1401819 SH       DEFINED 1,3,4         1401819
MERCURY COMPUTER SYSTEMS, INC. COM              589378108      420    15392 SH       DEFINED 1,3,4           15392
MERCURY INTERACTIVE CORP.      COM              589405109     2395    80677 SH       DEFINED 1,3,4           80677
MEREDITH CORP.                 COM              589433101     1487    38991 SH       DEFINED 1,3,4           38991
MERRILL LYNCH & CO., INC.      COM              590188108    16511   466440 SH       DEFINED 1,3,4          466440
MESA AIR GROUP, INC.           COM              590479101     3842   772919 SH       DEFINED 1,3,4          772919
METHODE ELECTRONICS - CL A     COM              591520200     4974   613727 SH       DEFINED 1,3,4          613727
METLIFE, INC.                  COM              59156R108    24980   946988 SH       DEFINED 1,3,4          946988
METRO ONE COMMUNICATIONS       COM              59163F105       93    17904 SH       DEFINED 1,3,4           17904
MICHAELS STORES, INC.          COM              594087108    13924   556629 SH       DEFINED 1,3,4          556629
MICREL, INC.                   COM              594793101      197    21241 SH       DEFINED 1,3,4           21241
MICROS SYSTEMS, INC.           COM              594901100     3098   131750 SH       DEFINED 1,3,4          131750
MICROSOFT CORP.                COM              594918104   195674  8082033 SH       DEFINED 1,3,4         8082033
MICROCHIP TECHNOLOGY, INC.     COM              595017104      938    47144 SH       DEFINED 1,3,4           47144
MICRON TECHNOLOGY              COM              595112103     2668   327825 SH       DEFINED 1,3,4          327825
MICROSEMI CORP                 COM              595137100      228    20993 SH       DEFINED 1,3,4           20993
MID ATLANTIC MEDICAL SERVICES, COM              59523C107     3323    81997 SH       DEFINED 1,3,4           81997
MIDAS, INC.                    COM              595626102       76    10865 SH       DEFINED 1,3,4           10865
S & P 400 MIDCAP DEP REC       COM              595635103    56719   758090 SH       DEFINED 1,3,4          758090
MIDWAY GAMES, INC.             COM              598148104      112    33716 SH       DEFINED 1,3,4           33716
MILACRON, INC.                 COM              598709103      100    24486 SH       DEFINED 1,3,4           24486
MILLENNIUM PHARMACTCLS, INC.   COM              599902103      523    66687 SH       DEFINED 1,3,4           66687
MILLER (HERMAN), INC.          COM              600544100      272    17025 SH       DEFINED 1,3,4           17025
MILLIPORE CORP.                COM              601073109      845    26090 SH       DEFINED 1,3,4           26090
MILLS CORP.                    COM              601148109      640    20500 SH       DEFINED 1,3,4           20500
MILLS CORP.                    COM              601148109     5692   182400 SH       DEFINED 2,3,4          182400
MINERALS TECHNOLOGIES, INC.    COM              603158106      178     4668 SH       DEFINED 1,3,4            4668
MIRANT CORPORATION             COM              604675108      340   217712 SH       DEFINED 1,3,4          217712
LIGHTHOUSE COMMUNICATIONS, INC COM              606600$$T        4   300000 SH       DEFINED 3,4            300000
MITSUBISHI CORP.               COM              606769305      231    18800 SH       DEFINED 1,3,4           18800
MOBILE MINI INC                COM              60740F105      164    10362 SH       DEFINED 1,3,4           10362
MODINE MANUFACTURING CO.       COM              607828100      114     7823 SH       DEFINED 1,3,4            7823
MOHAWK INDUSTRIES, INC.        COM              608190104      736    15387 SH       DEFINED 1,3,4           15387
MOLECULAR DEVICES CORP.        COM              60851C107      440    36300 SH       DEFINED 1,3,4           36300
MOLEX, INC.                    COM              608554101     2220   103459 SH       DEFINED 1,3,4          103459
MONACO COACH CORP.             COM              60886R103      211  20947.5 SH       DEFINED 1,3,4           20948
MONSANTO                       COM              61166W101     2318 141344.9 SH       DEFINED 1,3,4          141345
MONY GROUP INC.                COM              615337102      226    10868 SH       DEFINED 1,3,4           10868
MOODY'S  CORP.                 COM              615369105    12207   264062 SH       DEFINED 1,3,4          264062
MOOG INC                       COM              615394202     3634   118810 SH       DEFINED 1,3,4          118810
MORGAN STANLEY                 COM              617446448    32162   838440 SH       DEFINED 1,3,4          838440
DAIRY FARM INTL.               COM              6180274        332   305100 SH       DEFINED 1,3,4          305100
MOTHERS WORK, INC.             COM              619903107     4245   191760 SH       DEFINED 1,3,4          191760
MOTOROLA, INC.                 COM              620076109    11891  1439439 SH       DEFINED 1,3,4         1439439
INTERWAVE COMMUNICATION        COM              6246HMS00        2    10004 SH       DEFINED 3,4             10004
MUELLER INDUSTRIES             COM              624756102      620    24854 SH       DEFINED 1,3,4           24854
MULTIMEDIA GAMES, INC.         COM              625453105     1340    69710 SH       DEFINED 1,3,4           69710
MURPHY OIL CORP.               COM              626717102     1375    31115 SH       DEFINED 1,3,4           31115
MYERS INDUSTRIES, INC.         COM              628464109      208    21810 SH       DEFINED 1,3,4           21810
MYLAN LABORATORIES, INC.       COM              628530107     2645    92075 SH       DEFINED 1,3,4           92075
NBTY, INC.                     COM              628782104      913    48218 SH       DEFINED 1,3,4           48218
NCO GROUP INC.                 COM              628858102      272    18798 SH       DEFINED 1,3,4           18798
NCR CORP.                      COM              62886E108      963    52768 SH       DEFINED 1,3,4           52768
NPS PHARMACEUTICALS, INC.      COM              62936P103     3785   244760 SH       DEFINED 1,3,4          244760
NUI CORP.                      COM              629431107      169    11660 SH       DEFINED 1,3,4           11660
NVR, INC.                      COM              62944T105     3340    10137 SH       DEFINED 1,3,4           10137
NACCO INDUSTRIES, INC.         COM              629579103      701    15270 SH       DEFINED 1,3,4           15270
NASH FINCH CO.                 COM              631158102       69     8651 SH       DEFINED 1,3,4            8651
NATIONAL CITY CORP.            COM              635405103     9624   345611 SH       DEFINED 1,3,4          345611
NATIONAL COMMERCE FINANCIAL CO COM              63545P104     3773   159060 SH       DEFINED 1,3,4          159060
NATIONAL FUEL GAS CO.          COM              636180101      407    18673 SH       DEFINED 1,3,4           18673
NATIONAL INSTRUMENTS CORP.     COM              636518102      416    11841 SH       DEFINED 1,3,4           11841
NATIONAL-OILWELL, INC.         COM              637071101     7200   321507 SH       DEFINED 1,3,4          321507
NATIONAL PRESTO INDS., INC.    COM              637215104      131     4958 SH       DEFINED 1,3,4            4958
NATIONAL SEMICONDUCTOR CORP.   COM              637640103     5038   295622 SH       DEFINED 1,3,4          295622
NATURES SUNSHINE PRODS, INC.   COM              639027101       95    11027 SH       DEFINED 1,3,4           11027
NAUTICA ENTERPRISES INC.       COM              639089101      233    24382 SH       DEFINED 1,3,4           24382
NAUTILUS GROUP, INC.           COM              63910B102     2329   163381 SH       DEFINED 1,3,4          163381
NAVISTAR INTERNATIONAL CORP.   COM              63934E108      897    36764 SH       DEFINED 1,3,4           36764
NDCHEALTH CORP.                COM              639480102      424    25223 SH       DEFINED 1,3,4           25223
NEIMAN MARCUS GROUP, INC.-CL A COM              640204202      321    11115 SH       DEFINED 1,3,4           11115
NEKTAR THERAPEUTICS            COM              640268108     1280   203020 SH       DEFINED 1,3,4          203020
NELSON (THOMAS), INC.          COM              640376109       93    10426 SH       DEFINED 1,3,4           10426
NETWORK ASSOCIATES INC.        COM              640938106      891    64820 SH       DEFINED 1,3,4           64820
NESTLE SA                      COM              641069406      171     3423 SH       DEFINED 1,3,4            3423
NETEGRITY, INC.                COM              64110P107       94    24896 SH       DEFINED 1,3,4           24896
NETSCOUT SYSTEMS, INC          COM              64115T104      785   279389 SH       DEFINED 1,3,4          279389
NETWORK EQUIPMENT TECH, INC.   COM              641208103       98    16421 SH       DEFINED 1,3,4           16421
NETWORK APPLIANCE, INC.        COM              64120L104     2427   217009 SH       DEFINED 1,3,4          217009
NEUBERGER BERMAN, INC.         COM              641234109      457    16167 SH       DEFINED 1,3,4           16167
NEUROCRINEBIOSCIENCES, INC.    COM              64125C109      966    23130 SH       DEFINED 1,3,4           23130
NEW CENTURY FINANCIAL CORP.    COM              64352D101     9663   309882 SH       DEFINED 1,3,4          309882
NEW ENGLAND BUSINESS SVC., INC COM              643872104      243     9417 SH       DEFINED 1,3,4            9417
NEW JERSEY RESOURCES           COM              646025106     4222   129297 SH       DEFINED 1,3,4          129297
NEW PLAN EXCEL REALTY TRUST    COM              648053106      442    22461 SH       DEFINED 1,3,4           22461
NEW YORK COMMUNITY BANCORP     COM              649445103     1808    60666 SH       DEFINED 1,3,4           60666
NEW YORK TIMES CO.             COM              650111107     5116   118549 SH       DEFINED 1,3,4          118549
NEWCASTLE INVESTMENT CORP.     COM              65105M108     4672   279260 SH       DEFINED 1,3,4          279260
NEWELL RUBBERMAID, INC.        COM              651229106    33951  1197671 SH       DEFINED 1,3,4         1197671
NEWFIELD EXPLORATION CO.       COM              651290108     6576   194140 SH       DEFINED 1,3,4          194140
NEWMONT MINING CORP. (HOLDING  COM              651639106    27423  1048732 SH       DEFINED 1,3,4         1048732
NEWPORT CORP.                  COM              651824104      101     8912 SH       DEFINED 1,3,4            8912
NEWS CORP LTD.                 COM              652487703    37774  1458643 SH       DEFINED 1,3,4         1458643
NEWTEK CAPITAL, INC.           COM              652526104     1260   299818 SH       DEFINED 3,4            299818
NEXTEL COMMS                   COM              65332V103     9719   725699 SH       DEFINED 1,3,4          725699
NICOR, INC.                    COM              654086107      638    23720 SH       DEFINED 1,3,4           23720
NIKE, INC.                     COM              654106103     7733   150404 SH       DEFINED 1,3,4          150404
99 CENTS ONLY STORES           COM              65440K106     4456   174743 SH       DEFINED 1,3,4          174743
NISOURCE, INC.                 COM              65473P105     3532   194038 SH       DEFINED 1,3,4          194038
NISSAN MOTOR CO LTD            COM              654744408      245    18390 SH       DEFINED 1,3,4           18390
NOKIA CORP.                    COM              654902204    10227   729981 SH       DEFINED 1,3,4          729981
NOBLE ENERGY, INC.             COM              655044105      454    13275 SH       DEFINED 1,3,4           13275
NOMURA HOLDINGS, INC.          COM              65535H208      208    20200 SH       DEFINED 1,3,4           20200
NORDSON CORP.                  COM              655663102      187     7789 SH       DEFINED 1,3,4            7789
NORDSTROM, INC.                COM              655664100     1178    72849 SH       DEFINED 1,3,4           72849
NORFOLK SOUTHERN CORP.         COM              655844108    13154   708984 SH       DEFINED 1,3,4          708984
NORTEL NETWORKS CORP NEW       COM              656568102      594   285296 SH       DEFINED 1,3,4          285296
NORTH FORK BANCORPORATION, INC COM              659424105    27911   947524 SH       DEFINED 1,3,4          947524
NORTHEAST UTILITIES            COM              664397106      440    31458 SH       DEFINED 1,3,4           31458
NORTHERN TRUST CORP.           COM              665859104     3635   119374 SH       DEFINED 1,3,4          119374
NORTHROP GRUMMAN CORP.         COM              666807102    15332   178698 SH       DEFINED 1,3,4          178698
NORTHWEST NATURAL GAS CO.      COM              667655104     8327   331709 SH       DEFINED 1,3,4          331709
NORTHWESTERN CORP.             COM              668074107       53    27134 SH       DEFINED 1,3,4           27134
NOVARTIS AG                    COM              66987V109      284     7704 SH       DEFINED 1,3,4            7704
NOVELL, INC.                   COM              670006105     4404  2053863 SH       DEFINED 1,3,4         2053863
NOVELLUS SYSTEMS INC.          COM              670008101     7441   272995 SH       DEFINED 1,3,4          272995
NOVEN PHARMACEUTICALS, INC.    COM              670009109     8544   605085 SH       DEFINED 1,3,4          605085
NVO-NORDISK A/S                COM              670100205       80     2450 SH       DEFINED 1,3,4            2450
NSTAR                          COM              67019E107      491    12288 SH       DEFINED 1,3,4           12288
NUCOR CORP.                    COM              670346105     1825    47917 SH       DEFINED 1,3,4           47917
NUEVO ENERGY CO.               COM              670509108     3222   238157 SH       DEFINED 1,3,4          238157
NVIDIA CORP.                   COM              67066G104     1089    84781 SH       DEFINED 1,3,4           84781
NYFIX, INC.                    COM              670712108       82    22558 SH       DEFINED 1,3,4           22558
O CAHRLEYS, INC.               COM              670823103     4534   236332 SH       DEFINED 1,3,4          236332
OGE ENERGY, CORP.              COM              670837103      332    18176 SH       DEFINED 1,3,4           18176
OM GROUP, INC.                 COM              670872100      176    20450 SH       DEFINED 1,3,4           20450
NUVEEN INVESTMENTS, INC.       COM              67090F106     9597   429400 SH       DEFINED 1,3,4          429400
OSI SYSTEMS, INC.              COM              671044105     4836   305930 SH       DEFINED 1,3,4          305930
OCCIDENTAL PETROLEUM CORP.     COM              674599105    32972  1100603 SH       DEFINED 1,3,4         1100603
OCEAN ENERGY, INC.             COM              67481E106    10047   502186 SH       DEFINED 1,3,4          502186
OCEANEERING INTERNATIONAL      COM              675232102      391    17964 SH       DEFINED 1,3,4           17964
OCTEL CORP. COM.               COM              675727101      967    66813 SH       DEFINED 1,3,4           66813
OFFICE DEPOT, INC.             COM              676220106     1970   166391 SH       DEFINED 1,3,4          166391
OFFICEMAX, INC.                COM              67622M108     3186   618740 SH       DEFINED 1,3,4          618740
OFFSHORE LOGISTICS             COM              676255102      297    16326 SH       DEFINED 1,3,4           16326
OHIO CASUALTY CORP.            COM              677240103      180    14066 SH       DEFINED 1,3,4           14066
LUKOIL HOLDING                 COM              677862104     2403    43510 SH       DEFINED 1,3,4           43510
OLD DOMINION FREIGHT           COM              679580100      864    27380 SH       DEFINED 1,3,4           27380
OLD REPUBLIC INTL, CORP.       COM              680223104    22972   858665 SH       DEFINED 1,3,4          858665
OLIN, CORP.                    COM              680665205     1501    82460 SH       DEFINED 1,3,4           82460
OMNICARE, INC.                 COM              681904108     2556    93885 SH       DEFINED 1,3,4           93885
OMNICOM                        COM              681919106     5500   101451 SH       DEFINED 1,3,4          101451
OMNOVA SOLUTIONS, INC.         COM              682129101       87    28963 SH       DEFINED 1,3,4           28963
ON ASSIGNMENT INC.             COM              682159108       78    19162 SH       DEFINED 1,3,4           19162
ONEOK, INC.                    COM              682680103    10389   566253 SH       DEFINED 1,3,4          566253
VYMPEL COM                     COM              68370R109     1662    48057 SH       DEFINED 1,3,4           48057
ORACLE CORP.                   COM              68389X105    31748  2926024 SH       DEFINED 1,3,4         2926024
O REILLY AUTOMOTIVE, INC.      COM              686091109     1045    38672 SH       DEFINED 1,3,4           38672
ORTHODONTIC CENTERS OF AMER    COM              68750P103      193    37099 SH       DEFINED 1,3,4           37099
OSHKOSH B'GOSH, INC.-CL A      COM              688222207      229     8885 SH       DEFINED 1,3,4            8885
OSHKOSH TRUCK CORP.            COM              688239201      752    12075 SH       DEFINED 1,3,4           12075
OSTEOTECH, INC.                COM              688582105       75    12327 SH       DEFINED 1,3,4           12327
OUTBACK STEAKHOUSE INC.        COM              689899102      621    17561 SH       DEFINED 1,3,4           17561
OVERSEAS SHIPHOLDING GROUP     COM              690368105      131     7984 SH       DEFINED 1,3,4            7984
OVERTURE SERVICES, INC.        COM              69039R100      207    13736 SH       DEFINED 1,3,4           13736
OWENS & MINOR, INC.            COM              690732102     1357    77149 SH       DEFINED 1,3,4           77149
OWENS-ILLINOIS, INC.           COM              690768403      737    81650 SH       DEFINED 1,3,4           81650
OXFORD HEALTH PLANS, INC.      COM              691471106     1163    38345 SH       DEFINED 1,3,4           38345
OXFORD INDUSTRIES, INC.        COM              691497309      133     5454 SH       DEFINED 1,3,4            5454
PC-TEL, INC.                   COM              69325Q105      129    14446 SH       DEFINED 1,3,4           14446
P G & E CORP.                  COM              69331C108     2953   219861 SH       DEFINED 1,3,4          219861
PFF BANCORP INC.               COM              69331W104     2884    89842 SH       DEFINED 1,3,4           89842
P.F. CHANGS CHINA BISTRO INC   COM              69333Y108      672    18190 SH       DEFINED 1,3,4           18190
PLX TECHNOLOGY, INC.           COM              693417107      739   310900 SH       DEFINED 1,3,4          310900
PMA CAPITAL CORP.              COM              693419202     5312   785420 SH       DEFINED 1,3,4          785420
PMC-SIERRA, INC.               COM              69344F106     9345  1570222 SH       DEFINED 1,3,4         1570222
PMI GROUP, INC.                COM              69344M101     9659   377999 SH       DEFINED 1,3,4          377999
PNC BANK CORP.                 COM              693475105     6491   153261 SH       DEFINED 1,3,4          153261
POSCO                          COM              693483109     8999   456633 SH       DEFINED 1,3,4          456633
PNM RESOURCES INC.             COM              69349H107      204     9064 SH       DEFINED 1,3,4            9064
PPG INDUSTRIES, INC.           COM              693506107     4116    91358 SH       DEFINED 1,3,4           91358
PPL CORP., INC.                COM              69351T106    22466   630923 SH       DEFINED 1,3,4          630923
PRG-SCHULTZ INTERNATIONAL INC. COM              69357C107      332    45956 SH       DEFINED 1,3,4           45956
PS BUSINESS PARKS INC/CA       COM              69360J107     2108    70910 SH       DEFINED 1,3,4           70910
PS BUSINESS PARKS INC/CA       COM              69360J107     1109    37200 SH       DEFINED 2,3,4           37200
PACCAR, INC.                   COM              693718108    22665   450851 SH       DEFINED 1,3,4          450851
PACIFIC CAPITAL BANCORP        COM              69404P101     9159   308856 SH       DEFINED 1,3,4          308856
PACIFIC SUNWEAR OF CALIFORNIA  COM              694873100      732    35808 SH       DEFINED 1,3,4           35808
PACIFICARE HEALTH SYSTEMS, INC COM              695112102      205     8295 SH       DEFINED 1,3,4            8295
PACKAGING CORP OF AMERICA      COM              695156109      438    24203 SH       DEFINED 1,3,4           24203
PACKETEER, INC.                COM              695210104     4775   487250 SH       DEFINED 1,3,4          487250
PACTIV CORP.                   COM              695257105    12780   629498 SH       DEFINED 1,3,4          629498
PALL CORP.                     COM              696429307     1327    66326 SH       DEFINED 1,3,4           66326
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104     3025    79930 SH       DEFINED 1,3,4           79930
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104     8483   224200 SH       DEFINED 2,3,4          224200
PANERA BREAD, CO.              COM              69840W108      644    21139 SH       DEFINED 1,3,4           21139
PAPA JOHNS INTERNATIONAL, INC. COM              698813102     4413   176296 SH       DEFINED 1,3,4          176296
PARADYNE NETWORKS, INC.        COM              69911G107     1056   815928 SH       DEFINED 1,3,4          815928
PARAMETRIC TECH                COM              699173100      291   141076 SH       DEFINED 1,3,4          141076
PAREXEL INTERNATIONAL, CORP.   COM              699462107      255    18407 SH       DEFINED 1,3,4           18407
PARK ELECTROCHEMICAL CORP.     COM              700416209      213    14282 SH       DEFINED 1,3,4           14282
PARK PLACE ENTERTAINMENT CORP. COM              700690100     1210   170647 SH       DEFINED 1,3,4          170647
PARKER-HANNIFIN CORP.          COM              701094104     2468    63706 SH       DEFINED 1,3,4           63706
PARTHUSCEVA, INC.              COM              70212E106      338   107698 SH       DEFINED 1,3,4          107698
PATINA OIL & GAS CORP.         COM              703224105     6798   206482 SH       DEFINED 1,3,4          206482
PATTERSON DENTAL CO.           COM              703412106     1542    33578 SH       DEFINED 1,3,4           33578
PATTERSON-UTI ENERGY, INC.     COM              703481101      598    18558 SH       DEFINED 1,3,4           18558
PAXAR CORP.                    COM              704227107     6210   542711 SH       DEFINED 1,3,4          542711
PAYCHEX, INC.                  COM              704326107    36438  1326481 SH       DEFINED 1,3,4         1326481
PAYLESS SHOESOURCE, INC.       COM              704379106      247    15753 SH       DEFINED 1,3,4           15753
PEABODY ENERGY CORP            COM              704549104      336    12121 SH       DEFINED 1,3,4           12121
PEDIATRIX MEDICAL GROUP, INC.  COM              705324101     1818    72122 SH       DEFINED 1,3,4           72122
PEGASUS SYSTEMS, INC.          COM              705906105     3179   284069 SH       DEFINED 1,3,4          284069
PENFORD CORP.                  COM              707051108       67     5658 SH       DEFINED 1,3,4            5658
PENN-AMERICA GROUP, INC.       COM              707247102     1469   144190 SH       DEFINED 1,3,4          144190
PENN NATIONAL GAMING           COM              707569109     3371   189770 SH       DEFINED 1,3,4          189770
PENNEY (J.C.) CO., INC. (HOLDI COM              708160106    25660  1306578 SH       DEFINED 1,3,4         1306578
PENTAIR, INC.                  COM              709631105    17124   484424 SH       DEFINED 1,3,4          484424
PEOPLES ENERGY CORP.           COM              711030106     1776    49846 SH       DEFINED 1,3,4           49846
PEOPLESOFT, INC.               COM              712713106    12531   819322 SH       DEFINED 1,3,4          819322
PEP BOYS-MANNY, MOE & JACK     COM              713278109     8726  1148463 SH       DEFINED 1,3,4         1148463
PEPCO HOLDINGS, INC.           COM              713291102     6003   344978 SH       DEFINED 1,3,4          344978
PEPSI BOTTLING GROUP INC       COM              713409100     3172   177001 SH       DEFINED 1,3,4          177001
PEPSIAMERICAS, INC.            COM              71343P200      411    34826 SH       DEFINED 1,3,4           34826
PEPSICO, INC.                  COM              713448108    39424   985665 SH       DEFINED 1,3,4          985665
PERFORMANCE FOOD GROUP CO.     COM              713755106     1588    51833 SH       DEFINED 1,3,4           51833
PERICOM SEMICONDUCTOR CORP.    COM              713831105      143    18676 SH       DEFINED 1,3,4           18676
PERKINELMER, INC.              COM              714046109     1352   152579 SH       DEFINED 1,3,4          152579
PERRIGO, CO.                   COM              714290103      189    16104 SH       DEFINED 1,3,4           16104
PETROCHINA CO. LTD. - ADR      COM              71646E100      396    19000 SH       DEFINED 1,3,4           19000
PETROLEO BRASILEIRO S.A.       COM              71654V408     1988   131300 SH       DEFINED 1,3,4          131300
PETSMART, INC.                 COM              716768106     1399   111190 SH       DEFINED 1,3,4          111190
PEUGEOT CITROEN SA             COM              716825500       95     2410 SH       DEFINED 1,3,4            2410
PFIZER, INC.                   COM              717081103   166834  5354084 SH       DEFINED 1,3,4         5354084
PHARMACEUTICAL PROD DEV, INC.  COM              717124101     3305   123337 SH       DEFINED 1,3,4          123337
PHARMACEUTICAL RESOURCES, INC. COM              717125108      322     7594 SH       DEFINED 1,3,4            7594
PHARMACIA CORPORATION          COM              71713U102    31943   737825 SH       DEFINED 1,3,4          737825
PHELPS DODGE CORP.             COM              717265102     1544    47782 SH       DEFINED 1,3,4           47782
PHILADELPHIA CONS HLDG CO      COM              717528103      562    15643 SH       DEFINED 1,3,4           15643
PHILADELPHIA SUBURBAN CORP.    COM              718009608      346    15712 SH       DEFINED 1,3,4           15712
PHILLIPS-VAN HEUSEN            COM              718592108     2138   173297 SH       DEFINED 1,3,4          173297
PHOENIX TECHNOLOGIES LTD       COM              719153108       73    17852 SH       DEFINED 1,3,4           17852
PHOTON DYNAMICS, INC.          COM              719364101      189    11550 SH       DEFINED 1,3,4           11550
PHOTRONICS INC.                COM              719405102      274    23247 SH       DEFINED 1,3,4           23247
PIEDMONT NATURAL GAS CO        COM              720186105      860    24074 SH       DEFINED 1,3,4           24074
PIER I IMPORTS, INC.           COM              720279108    17912  1129342 SH       DEFINED 1,3,4         1129342
PINNACLE ENTERTAINMENT, INC.   COM              723456109       94    18817 SH       DEFINED 1,3,4           18817
PINNACLE SYSTEMS INC.          COM              723481107     8741   839810 SH       DEFINED 1,3,4          839810
PINNACLE WEST CAPITAL CORP.    COM              723484101     1614    48741 SH       DEFINED 1,3,4           48741
PIONEER NATURAL RESOURCES, CO. COM              723787107      683    27181 SH       DEFINED 1,3,4           27181
PIONEER STANDARD ELECTRONICS   COM              723877106      194    23204 SH       DEFINED 1,3,4           23204
PITNEY BOWES, INC.             COM              724479100    12144   380544 SH       DEFINED 1,3,4          380544
PITTSTON CO. - BRINKS GROUP    COM              725701106     2333   168442 SH       DEFINED 1,3,4          168442
PLACER DOME, INC.              COM              725906101        6      615 SH       DEFINED 1,3,4             615
PLAINS RESOURCES, INC.         COM              726540503      187    17411 SH       DEFINED 1,3,4           17411
PLANAR SYSTEMS, INC.           COM              726900103      118    10120 SH       DEFINED 1,3,4           10120
PLANTRONICS INC.               COM              727493108     6422   439725 SH       DEFINED 1,3,4          439725
PLAYTEX PRODUCTS, INC.         COM              72813P100     1801   223535 SH       DEFINED 1,3,4          223535
PLEXUS CORP.                   COM              729132100       90     9793 SH       DEFINED 1,3,4            9793
PLIVA D.D.                     COM              72917Q103     1857   161380 SH       DEFINED 1,3,4          161380
PLUM CREEK TIMBER CO INC.      COM              729251108    15150   701634 SH       DEFINED 1,3,4          701634
POGO PRODUCING CO.             COM              730448107     5743   144401 SH       DEFINED 1,3,4          144401
POLARIS INDS, INC.             COM              731068102     1947    39151 SH       DEFINED 1,3,4           39151
POLO RALPH LAUREN CORP.        COM              731572103    11965   522500 SH       DEFINED 1,3,4          522500
POLYCOM, INC.                  COM              73172K104      187    23054 SH       DEFINED 1,3,4           23054
POLYMEDICA CORP.               COM              731738100     5150   169207 SH       DEFINED 1,3,4          169207
POLYONE CORPORATION            COM              73179P106      260    66492 SH       DEFINED 1,3,4           66492
POPE & TALBOT, INC.            COM              732827100      142    11347 SH       DEFINED 1,3,4           11347
POSSIS MEDICAL INC             COM              737407106      203    12539 SH       DEFINED 1,3,4           12539
POTLATCH CORP.                 COM              737628107      128     6625 SH       DEFINED 1,3,4            6625
POWER INTEGRATIONS, INC.       COM              739276103      429    20673 SH       DEFINED 1,3,4           20673
POWER-ONE, INC.                COM              739308104     3140   715811 SH       DEFINED 1,3,4          715811
POWERWAVE TECHNOLOGIES, INC.   COM              739363109       52    15287 SH       DEFINED 1,3,4           15287
PRAXAIR, INC.                  COM              74005P104    11707   207727 SH       DEFINED 1,3,4          207727
PREPAID LEGAL SERVICES, INC.   COM              740065107     4976   287913 SH       DEFINED 1,3,4          287913
PRECISION CASTPARTS CORP.      COM              740189105    10695   448682 SH       DEFINED 1,3,4          448682
PRENTISS PROPERTIES TRUST      COM              740706106     3880   143149 SH       DEFINED 1,3,4          143149
PRESIDENTIAL LIFE              COM              740884101      133    21285 SH       DEFINED 1,3,4           21285
PRICE COMMUNICATIONS CORP.     COM              741437305      152    12639 SH       DEFINED 1,3,4           12639
T ROWE PRICE GROUP INC.        COM              74144T108     1790    65996 SH       DEFINED 1,3,4           65996
PRIDE INTERNATIONAL, INC.      COM              74153Q102      423    31153 SH       DEFINED 1,3,4           31153
PRIME MEDICAL SVCS, INC.       COM              74156D108     1986   269110 SH       DEFINED 1,3,4          269110
PRIMA ENERGY CORP.             COM              741901201      172     9259 SH       DEFINED 1,3,4            9259
PRIME HOSPITALITY CORP.        COM              741917108      169    32720 SH       DEFINED 1,3,4           32720
PRINCIPAL FINANCIAL GROUP      COM              74251V102      355    13066 SH       DEFINED 1,3,4           13066
PRIORITY HLTHCARE CP- CL B     COM              74264T102     5276   197968 SH       DEFINED 1,3,4          197968
PROASSURANCE CORP.             COM              74267C106     1567    66640 SH       DEFINED 1,3,4           66640
PROCTER & GAMBLE CO.           COM              742718109   112018  1257835 SH       DEFINED 1,3,4         1257835
PROGRESS ENERGY, INC.          COM              743263105     5019   128287 SH       DEFINED 1,3,4          128287
PROGRESS SOFTWARE CORP.        COM              743312100      435    24227 SH       DEFINED 1,3,4           24227
PROGRESSIVE CORP.              COM              743315103     8603   145139 SH       DEFINED 1,3,4          145139
PROLOGIS                       COM              743410102    15499   611990 SH       DEFINED 1,3,4          611990
PROLOGIS                       COM              743410102    10293   406530 SH       DEFINED 2,3,4          406530
PROTECTIVE LIFE, CORP.         COM              743674103     5846   204783 SH       DEFINED 1,3,4          204783
PROTEIN DESIGN LABS INC.       COM              74369L103     4150   560637 SH       DEFINED 1,3,4          560637
PROVIDENT BANKSHARES CORP      COM              743859100      414    17785 SH       DEFINED 1,3,4           17785
PROVIDENT FINANCIAL GROUP      COM              743866105      240    11292 SH       DEFINED 1,3,4           11292
PROVINCE HEALTHCARE CO.        COM              743977100      314    35249 SH       DEFINED 1,3,4           35249
PROVIDIAN FINANCIAL CORP.      COM              74406A102     2003   305794 SH       DEFINED 1,3,4          305794
PRUDENTIAL FINANCIAL, INC.     COM              744320102     9467   323656 SH       DEFINED 1,3,4          323656
PUBLIC SERVICE ENTERPRISE GROU COM              744573106     4402   120015 SH       DEFINED 1,3,4          120015
PUBLIC STORAGE INC.            COM              74460D109    13464   444400 SH       DEFINED 1,3,4          444400
PUBLIC STORAGE INC.            COM              74460D109     3147   103800 SH       DEFINED 2,3,4          103800
PUGET ENERGY, INC.             COM              745310102     4019   188449 SH       DEFINED 1,3,4          188449
PULTE HOMES INC.               COM              745867101     1660    32942 SH       DEFINED 1,3,4           32942
QRS CORP.                      COM              74726X105       53    11466 SH       DEFINED 1,3,4           11466
QLOGIC CORP.                   COM              747277101     3199    85980 SH       DEFINED 1,3,4           85980
QUAKER CHEMICAL CORP.          COM              747316107      136     6763 SH       DEFINED 1,3,4            6763
QUALCOMM, INC.                 COM              747525103    16297   452113 SH       DEFINED 1,3,4          452113
QUANEX CORP.                   COM              747620102    11154   351882 SH       DEFINED 1,3,4          351882
QUANTA SERVICES, INC.          COM              74762E102       52    15865 SH       DEFINED 1,3,4           15865
QUANTUM CORP.                  COM              747906204     4761  1319819 SH       DEFINED 1,3,4         1319819
QUEST DIAGNOSTIC               COM              74834L100     3380    56647 SH       DEFINED 1,3,4           56647
QUESTAR CORP.                  COM              748356102    21921   741480 SH       DEFINED 1,3,4          741480
QUICKSILVER INC.               COM              74838C106     2669    87255 SH       DEFINED 1,3,4           87255
QUINTILES TRANSNATIONAL CORP   COM              748767100      768    63578 SH       DEFINED 1,3,4           63578
QWEST COMMUNICATIONS INTL      COM              749121109     3189   914542 SH       DEFINED 1,3,4          914542
R&G FINANCIAL CORP. CL B       COM              749136107     3946   179335 SH       DEFINED 1,3,4          179335
R.H. DONNELLEY CORP.           COM              74955W307     2506    84440 SH       DEFINED 1,3,4           84440
RLI CORPORATION                COM              749607107     2605    97086 SH       DEFINED 1,3,4           97086
RPM INTERNATIONAL, INC.        COM              749685103    10121   964176 SH       DEFINED 1,3,4          964176
RSA SECURITY, INC.             COM              749719100       93    13179 SH       DEFINED 1,3,4           13179
RTI INT'L METALS, INC.         COM              74973W107      146    15074 SH       DEFINED 1,3,4           15074
RF MICRO DEVICES, INC.         COM              749941100     1791   297012 SH       DEFINED 1,3,4          297012
RACING CHAMPIONS ERTL CORP.    COM              750069106     3535   230290 SH       DEFINED 1,3,4          230290
RADIAN GROUP INC.              COM              750236101      726    21659 SH       DEFINED 1,3,4           21659
RADIANT SYSTEMS, INC.          COM              75025N102      148    20290 SH       DEFINED 1,3,4           20290
RADIO ONE, INC. CL D           COM              75040P405      581    43800 SH       DEFINED 1,3,4           43800
RADIOSHACK CORP                COM              750438103     2028    90957 SH       DEFINED 1,3,4           90957
RADISYS CORP                   COM              750459109       85    12807 SH       DEFINED 1,3,4           12807
RAINBOW TECHNOLOGIES, INC.     COM              750862104      179    19021 SH       DEFINED 1,3,4           19021
RALCORP HOLDINGS, INC.         COM              751028101     6773   260212 SH       DEFINED 1,3,4          260212
RANBAXY LABORATORIES LTD.      COM              751881103     2379   167132 SH       DEFINED 1,3,4          167132
RANGE RESOURCES CORP           COM              75281A109     2305   403754 SH       DEFINED 1,3,4          403754
RARE HOSPITALITY INTL., INC    COM              753820109     5749   206367 SH       DEFINED 1,3,4          206367
RAYMOND JAMES FINANCIAL CORP.  COM              754730109      925    35736 SH       DEFINED 1,3,4           35736
RAYONIER, INC.                 COM              754907103    24107   547123 SH       DEFINED 1,3,4          547123
RAYOVAC CORP.                  COM              755081106     2656   244760 SH       DEFINED 1,3,4          244760
RAYTHEON CO.                   COM              755111507    22511   793650 SH       DEFINED 1,3,4          793650
READERS DIGEST ASSN, INC.      COM              755267101      233    22709 SH       DEFINED 1,3,4           22709
REALTY INCOME CORP             COM              756109104     3379    94500 SH       DEFINED 2,3,4           94500
RED ROBIN GOURMET BURGERS      COM              75689M101     1707   128660 SH       DEFINED 1,3,4          128660
REEBOK INTERNATL., LTD.        COM              758110100     9449   287580 SH       DEFINED 1,3,4          287580
REGAL BELOIT                   COM              758750103      279    18151 SH       DEFINED 1,3,4           18151
REGAL ENTERTAINMENT GROUP      COM              758766109     7923   441260 SH       DEFINED 1,3,4          441260
REGENCY CENTERS CORP.          COM              758849103     4248   128920 SH       DEFINED 1,3,4          128920
REGENCY CENTERS CORP.          COM              758849103     1699    51600 SH       DEFINED 2,3,4           51600
REGENERON PHARMACEUT           COM              75886F107      237    31953 SH       DEFINED 1,3,4           31953
REGIS CORP. MN                 COM              758932107      787    31626 SH       DEFINED 1,3,4           31626
REGIONS FINANCIAL CORP.        COM              758940100     3870   119557 SH       DEFINED 1,3,4          119557
REHABCARE GROUP INC.           COM              759148109      206    11493 SH       DEFINED 1,3,4           11493
REINSURANCE GROUP OF AMERICA   COM              759351109     3428   130440 SH       DEFINED 1,3,4          130440
RELIANCE INDUSTRIES            COM              759470107     2894   245270 SH       DEFINED 1,3,4          245270
RELIANCE STEEL & ALUMINUM CO.  COM              759509102      347    23039 SH       DEFINED 1,3,4           23039
RELIANT RESOURCES, INC.        COM              75952B105        1      511 SH       DEFINED 1,3,4             511
REMINGTON OIL & GAS CORP. - CL COM              759594302      325    19036 SH       DEFINED 1,3,4           19036
RENAL CARE GROUP, INC.         COM              759930100     5224   167485 SH       DEFINED 1,3,4          167485
RENT-A-CENTER, INC.            COM              76009N100    16426   300220 SH       DEFINED 1,3,4          300220
RENTOKIL INITIAL PLC           COM              760125104       58     4200 SH       DEFINED 1,3,4            4200
REPUBLIC WASTE INC. CLASS A    COM              760759100    27113  1366567 SH       DEFINED 1,3,4         1366567
RESMED INC.                    COM              761152107      767    23988 SH       DEFINED 1,3,4           23988
RESPIRONICS, INC.              COM              761230101     9033   262850 SH       DEFINED 1,3,4          262850
RETEK, INC.                    COM              76128Q109       72    12322 SH       DEFINED 1,3,4           12322
REX STORES CORP.               COM              761624105      691    68310 SH       DEFINED 1,3,4           68310
REYNOLDS & REYNOLDS - CL A     COM              761695105     6461   255518 SH       DEFINED 1,3,4          255518
RJ REYNOLDS TOBACCO HOLDINGS   COM              76182K105     1469    45615 SH       DEFINED 1,3,4           45615
RIGGS NATL CORP. WASH DC       COM              766570105      297    20682 SH       DEFINED 1,3,4           20682
RIGHT MANAGEMENT CONSULTANTS   COM              766573109     4687   360845 SH       DEFINED 1,3,4          360845
RIO TINTO PLC                  COM              767204100      186     2480 SH       DEFINED 1,3,4            2480
ROADWAY CORP.                  COM              769742107     3163    94323 SH       DEFINED 1,3,4           94323
ROBBINS & MEYERS, INC.         COM              770196103      138    10411 SH       DEFINED 1,3,4           10411
ROBERT HALF INTL, INC.         COM              770323103     1238    93234 SH       DEFINED 1,3,4           93234
ROCK-TENN CO.                  COM              772739207      320    24978 SH       DEFINED 1,3,4           24978
ROCKWELL AUTOMATION, INC.      COM              773903109     2075   100294 SH       DEFINED 1,3,4          100294
ROCKWELL COLLINS.              COM              774341101    13534   736657 SH       DEFINED 1,3,4          736657
ROGERS CORP                    COM              775133101      342    11487 SH       DEFINED 1,3,4           11487
ROHM AND HAAS CO.              COM              775371107     3547   119156 SH       DEFINED 1,3,4          119156
ROLLINS, INC.                  COM              775711104      237    10374 SH       DEFINED 1,3,4           10374
ROPER INDUSTRIES, INC.         COM              776696106      654    22757 SH       DEFINED 1,3,4           22757
ROSLYN BANCORP, INC.           COM              778162107      348    19221 SH       DEFINED 1,3,4           19221
ROSS STORES INC.               COM              778296103     1990    55129 SH       DEFINED 1,3,4           55129
ROUSE CO. (THE)                COM              779273101     3895   112800 SH       DEFINED 2,3,4          112800
ROWAN COS., INC.               COM              779382100      988    50405 SH       DEFINED 1,3,4           50405
ROXIO, INC.                    COM              780008108       88    14092 SH       DEFINED 1,3,4           14092
ROYAL APPLIANCE MFG CO.        COM              780076105       65     9299 SH       DEFINED 1,3,4            9299
ROYAL BANK OF CANADA           COM              780087102      413    10662 SH       DEFINED 1,3,4           10662
ROYAL DUTCH PETROLEUM CO.      COM              780257804      185     4575 SH       DEFINED 1,3,4            4575
KONINKLIJKE KPN NV             COM              780641205      114    17600 SH       DEFINED 1,3,4           17600
RUBY TUESDAY, INC.             COM              781182100     1186    58158 SH       DEFINED 1,3,4           58158
RUDDICK CORP.                  COM              781258108      130    10788 SH       DEFINED 1,3,4           10788
RUDOLPH TECHNOLOGIES INC       COM              781270103      170    11849 SH       DEFINED 1,3,4           11849
RUSS BERRIE AND CO., INC.      COM              782233100      472    14855 SH       DEFINED 1,3,4           14855
RUSSELL CORP.                  COM              782352108      410    23356 SH       DEFINED 1,3,4           23356
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101      330    31367 SH       DEFINED 1,3,4           31367
RYDER SYSTEM, INC.             COM              783549108     4184   204297 SH       DEFINED 1,3,4          204297
RYERSON TULL, INC.             COM              78375P107      112    18004 SH       DEFINED 1,3,4           18004
RYLAND GROUP, INC.             COM              783764103     8855   205018 SH       DEFINED 1,3,4          205018
SBC COMMUNICATIONS, INC.       COM              78387G103    46422  2314197 SH       DEFINED 1,3,4         2314197
SBS TECHNOLOGIES INC           COM              78387P103       76    10594 SH       DEFINED 1,3,4           10594
SCM MICROSYSTEMS, INC.         COM              784018103       28    11387 SH       DEFINED 1,3,4           11387
SCP POOL CORP.                 COM              784028102      502    16877 SH       DEFINED 1,3,4           16877
SCPIE HOLDINGS INC.            COM              78402P104       38     7129 SH       DEFINED 1,3,4            7129
SEI INVESTMENTS CO.            COM              784117103     6505   248574 SH       DEFINED 1,3,4          248574
SK TELECOM CO LTD.             COM              78440P108     2223   162903 SH       DEFINED 1,3,4          162903
SL GREEN REALTY CORP.          COM              78440X101     6101   199600 SH       DEFINED 2,3,4          199600
SL GREEN REALTY CORP.          COM              78440X101     5919   193677 SH       DEFINED 1,3,4          193677
SLM CORP.                      COM              78442P106    19481   175594 SH       DEFINED 1,3,4          175594
SPS TECHNOLOGIES, INC.         COM              784626103      910    37232 SH       DEFINED 1,3,4           37232
S & P DEPOSITARY RECEIPT       COM              78462F103     3904    46000 SH       DEFINED 1,3,4           46000
SPSS, INC.                     COM              78462K102      141    12455 SH       DEFINED 1,3,4           12455
SPX CORP.                      COM              784635104      637    18660 SH       DEFINED 1,3,4           18660
S1 CORPORATION                 COM              78463B101     2492   486620 SH       DEFINED 3,4            486620
S1 CORPORATION                 COM              78463B101     2673   521820 SH       DEFINED 1,3,4          521820
SRA INTERNATIONAL, INC.        COM              78464R105     2953   124600 SH       DEFINED 1,3,4          124600
SWS GROUP INC.                 COM              78503N107      170    12296 SH       DEFINED 1,3,4           12296
SABRE HOLDINGS CORP.           COM              785905100     1225    76938 SH       DEFINED 1,3,4           76938
SAFECO CORP.                   COM              786429100     8197   234427 SH       DEFINED 1,3,4          234427
SAFEWAY, INC.                  COM              786514208     4507   238200 SH       DEFINED 1,3,4          238200
ST. JUDE MEDICAL, INC.         COM              790849103    55156  1131424 SH       DEFINED 1,3,4         1131424
ST MARY LAND & EXPLOR CO.      COM              792228108      507    20267 SH       DEFINED 1,3,4           20267
ST. PAUL COS., INC.            COM              792860108     3887   122335 SH       DEFINED 1,3,4          122335
SAKS, INC.                     COM              79377W108      256    33011 SH       DEFINED 1,3,4           33011
SALTON INC.                    COM              795757103       84     8113 SH       DEFINED 1,3,4            8113
SAMSUNG ELECTRONIC - GDR REG.  COM              796050888     3861    34214 SH       DEFINED 1,3,4           34214
SANDISK CORP.                  COM              80004C101     5159   306896 SH       DEFINED 1,3,4          306896
SANMINA-SCI CORPORATION.       COM              800907107     1101   274724 SH       DEFINED 1,3,4          274724
SANGSTAT MEDICAL CORP.         COM              801003104     3559   362839 SH       DEFINED 1,3,4          362839
SARA LEE CORP.                 COM              803111103     8559   457851 SH       DEFINED 1,3,4          457851
SAXON CAPITAL, INC.            COM              80556P302     2470   185510 SH       DEFINED 1,3,4          185510
SCANA CORP.                    COM              80589M102     9457   316062 SH       DEFINED 1,3,4          316062
HENRY SCHEIN, INC.             COM              806407102     9781   216906 SH       DEFINED 1,3,4          216906
SCHERING AG                    COM              806585204      108     2640 SH       DEFINED 1,3,4            2640
SCHERING-PLOUGH CORP.          COM              806605101    14115   791633 SH       DEFINED 1,3,4          791633
SCHLUMBERGER, LTD.             COM              806857108    11953   314531 SH       DEFINED 1,3,4          314531
SCHOLASTIC CORP.               COM              807066105      245     9076 SH       DEFINED 1,3,4            9076
SCHOOL SPECIALTY, INC.         COM              807863105      863    48543 SH       DEFINED 1,3,4           48543
SCHULMAN (A.), INC.            COM              808194104     6027   414794 SH       DEFINED 1,3,4          414794
SCHWAB, CHARLES CORP.          COM              808513105     5238   725935 SH       DEFINED 1,3,4          725935
SCHWEITZER-MAUDUIT INT'L, INC. COM              808541106      242    10827 SH       DEFINED 1,3,4           10827
SCIENTIFIC-ATLANTA, INC.       COM              808655104     1132    82494 SH       DEFINED 1,3,4           82494
SCIENTIFIC GAMES CORP.         COM              80874P109     4145   766945 SH       DEFINED 1,3,4          766945
SCOTTISH POWER PLC             COM              81013T705      149     6220 SH       DEFINED 1,3,4            6220
SCOTTS CO.                     COM              810186106     1161    22398 SH       DEFINED 1,3,4           22398
SCRIPPS CO., E.W.              COM              811054204      662     8750 SH       DEFINED 1,3,4            8750
SCS TRANSPORTATION, INC.       COM              81111T102     2165   204660 SH       DEFINED 1,3,4          204660
SEACOAST FINL SERVICES CORP    COM              81170Q106      316    17293 SH       DEFINED 1,3,4           17293
SEAGATE TECHNOLOGY-ESCROW SHAR COM              811804988        0   157800 SH       DEFINED 1,3,4          157800
SEACOR SMIT, INC.              COM              811904101     1079    30858 SH       DEFINED 1,3,4           30858
SEALED AIR CORP.               COM              81211K100     1820    45286 SH       DEFINED 1,3,4           45286
SEARS ROEBUCK & CO.            COM              812387108     4122   170905 SH       DEFINED 1,3,4          170905
SELECT MEDICAL CORP.           COM              816196109     1350    95030 SH       DEFINED 1,3,4           95030
SELECTIVE INS GROUP INC        COM              816300107     4159   169395 SH       DEFINED 1,3,4          169395
SEMTECH CORP.                  COM              816850101      257    16937 SH       DEFINED 1,3,4           16937
SEMPRA ENERGY                  COM              816851109     3197   128218 SH       DEFINED 1,3,4          128218
SENSIENT TECHNOLOGIES CORP     COM              81725T100      219    10985 SH       DEFINED 1,3,4           10985
SEPRACOR INC.                  COM              817315104      266    19502 SH       DEFINED 1,3,4           19502
SEQUA CORP. - CI A             COM              817320104       84     2416 SH       DEFINED 1,3,4            2416
SERENA SOFTWARE, INC.          COM              817492101      470    29485 SH       DEFINED 1,3,4           29485
SERVICEMASTER COMPANY          COM              81760N109    15447  1544000 SH       DEFINED 1,3,4         1544000
SHARPER IMAGE CORP             COM              820013100     1324    73580 SH       DEFINED 1,3,4           73580
SHAW GROUP, INC.               COM              820280105      273    27379 SH       DEFINED 1,3,4           27379
SHELL TRANSPORT & TRADING-ADR  COM              822703609      216     6006 SH       DEFINED 1,3,4            6006
SHERWIN-WILLIAMS CO., THE      COM              824348106     2448    92631 SH       DEFINED 1,3,4           92631
SHOE CARNIVAL, INC.            COM              824889109     1356    89050 SH       DEFINED 1,3,4           89050
SHOPKO STORES, INC.            COM              824911101     3790   325205 SH       DEFINED 1,3,4          325205
SHUFFLE MASTER, INC.           COM              825549108      247    12233 SH       DEFINED 1,3,4           12233
SHURGARD STORAGE CENTERS-A     COM              82567D104      804    25919 SH       DEFINED 1,3,4           25919
SIBERIAN OIL CO.               COM              825731102      828    40100 SH       DEFINED 1,3,4           40100
SICOR, INC.                    COM              825846108      454    27127 SH       DEFINED 1,3,4           27127
SIEBEL SYSTEMS, INC.           COM              826170102     6528   814798 SH       DEFINED 1,3,4          814798
SIEMENS AG                     COM              826197501      105     2550 SH       DEFINED 1,3,4            2550
SIERRA HEALTH SERVICES, INC.   COM              826322109     6941   538183 SH       DEFINED 1,3,4          538183
SIERRA PACIFIC RESOURCES       COM              826428104       73    23667 SH       DEFINED 1,3,4           23667
SIGMA-ALDRICH CORP.            COM              826552101     3738    83986 SH       DEFINED 1,3,4           83986
SILICON LABORATORIES, INC.     COM              826919102     2787   106570 SH       DEFINED 1,3,4          106570
SILGAN HOLDINGS INC.           COM              827048109     4192   189078 SH       DEFINED 1,3,4          189078
SILICON VY BANCSHARES          COM              827064106      164     9016 SH       DEFINED 1,3,4            9016
SIMON PROPERTY GROUP, INC.     COM              828806109    24374   680339 SH       DEFINED 1,3,4          680339
SIMON PROPERTY GROUP, INC.     COM              828806109    11610   324000 SH       DEFINED 2,3,4          324000
SIMPSON MANUFACTURING INC      COM              829073105     2436    72092 SH       DEFINED 1,3,4           72092
SIX FLAGS INC,.                COM              83001P109      118    21461 SH       DEFINED 1,3,4           21461
SKY FINANCIAL GROUP, INC.      COM              83080P103     6357   323120 SH       DEFINED 1,3,4          323120
SKYLINE CORP.                  COM              830830105      157     6087 SH       DEFINED 1,3,4            6087
SKYWEST INC.                   COM              830879102    16110  1562395 SH       DEFINED 1,3,4         1562395
SKYWORKS SOLUTIONS, INC.       COM              83088M102     3707   594843 SH       DEFINED 1,3,4          594843
SKILLSOFT PLC                  COM              830928107      850   318253 SH       DEFINED 1,3,4          318253
SMITH (A.O.) CORPORATION       COM              831865209     7131   266166 SH       DEFINED 1,3,4          266166
SMITH INTERNATIONAL, INC.      COM              832110100     1975    56116 SH       DEFINED 1,3,4           56116
SMITHFIELD FOODS INC.          COM              832248108      451    25352 SH       DEFINED 1,3,4           25352
SMUCKER (JM) CO.               COM              832696405      399    11524 SH       DEFINED 1,3,4           11524
SNAP-ON TOOLS, INC.            COM              833034101      765    31246 SH       DEFINED 1,3,4           31246
SOLA INTL INC.                 COM              834092108      218    17845 SH       DEFINED 1,3,4           17845
SOLECTRON CORP.                COM              834182107     1340   445312 SH       DEFINED 1,3,4          445312
SOLUTIA, INC.                  COM              834376105       36    24262 SH       DEFINED 1,3,4           24262
SONIC CORP.                    COM              835451105      718    28198 SH       DEFINED 1,3,4           28198
SONOCO PRODUCTS CO.            COM              835495102      468    22385 SH       DEFINED 1,3,4           22385
SONY CORPORATION               COM              835699307      140     3960 SH       DEFINED 1,3,4            3960
SOTHEBY'S HOLDING CIA          COM              835898107      131    14247 SH       DEFINED 1,3,4           14247
SOURCECORP                     COM              836167106      806    57694 SH       DEFINED 1,3,4           57694
SOUTH FINANCIAL GROUP, INC.    COM              837841105    12991   600164 SH       DEFINED 1,3,4          600164
SOUTHERN CO.                   COM              842587107    30271  1064429 SH       DEFINED 1,3,4         1064429
SOUTHERN UNION COMPANY         COM              844030106     7493   617118 SH       DEFINED 1,3,4          617118
SOUTHTRUST CORP.               COM              844730101     4889   191602 SH       DEFINED 1,3,4          191602
SOUTHWEST AIRLINES CO.         COM              844741108     6000   417975 SH       DEFINED 1,3,4          417975
SOUTHWEST BANCORP OF TEXAS     COM              84476R109      738    24561 SH       DEFINED 1,3,4           24561
SOUTHWEST GAS CO.              COM              844895102      491    24093 SH       DEFINED 1,3,4           24093
SOUTHWESTERN ENERGY CO         COM              845467109      317    24481 SH       DEFINED 1,3,4           24481
SOVEREIGN BANCORP INC.         COM              845905108      841    60528 SH       DEFINED 1,3,4           60528
SPHERION CORPORATION.          COM              848420105      165    42779 SH       DEFINED 1,3,4           42779
SPINNAKER EXPLORATION CO       COM              84855W109      467    24024 SH       DEFINED 1,3,4           24024
SPORTS AUTHORITY INC.          COM              849176102     4052   580290 SH       DEFINED 1,3,4          580290
SPRINT CORP. (FON GROUP)       COM              852061100    23535  2003416 SH       DEFINED 1,3,4         2003416
SPRINT CORP. (PCS GROUP)       COM              852061506     2638   606122 SH       DEFINED 1,3,4          606122
STAGE STORES, INC.             COM              85254C305     6429   303790 SH       DEFINED 1,3,4          303790
STANCORP FINANCIAL GROUP       COM              852891100     5526   107052 SH       DEFINED 1,3,4          107052
STANDARD MICROSYSTEMS CORP     COM              853626109     2883   189548 SH       DEFINED 1,3,4          189548
STANDARD MOTOR PRODS           COM              853666105      101     9111 SH       DEFINED 1,3,4            9111
STANDARD PACIFIC CP            COM              85375C101      606    23722 SH       DEFINED 1,3,4           23722
STANDARD REGISTER CO., THE     COM              853887107      305    20422 SH       DEFINED 1,3,4           20422
STANDEX INTERNATIONAL CORP     COM              854231107      164     8705 SH       DEFINED 1,3,4            8705
STANLEY WORKS                  COM              854616109     1138    47501 SH       DEFINED 1,3,4           47501
STAPLES, INC.                  COM              855030102     6215   339196 SH       DEFINED 1,3,4          339196
STARBUCKS CORP.                COM              855244109     6097   236744 SH       DEFINED 1,3,4          236744
STARTEK INC.                   COM              85569C107      232    10292 SH       DEFINED 1,3,4           10292
STARWOOD HOTELS & RESORTS      COM              85590A203     2562   107749 SH       DEFINED 1,3,4          107749
STATE BANK OF INDIA            COM              856552104     4593   323259 SH       DEFINED 1,3,4          323259
STATE STREET CORP.             COM              857477103    13682   432809 SH       DEFINED 1,3,4          432809
STATEN ISLAND BANCORP, INC.    COM              857550107      653    43701 SH       DEFINED 1,3,4           43701
STATOIL ASA                    COM              85771P102      228    29900 SH       DEFINED 1,3,4           29900
THE STEAK N SHAKE COMPANY      COM              857873103      178    19538 SH       DEFINED 1,3,4           19538
STEEL DYNAMICS INC.            COM              858119100     8373   718778 SH       DEFINED 1,3,4          718778
STEEL TECHNOLOGIES             COM              858147101       61     7080 SH       DEFINED 1,3,4            7080
STEIN MART INC.                COM              858375108      152    30122 SH       DEFINED 1,3,4           30122
STERLING BANCSHARES INC        COM              858907108      378    31876 SH       DEFINED 1,3,4           31876
STERIS CORP.                   COM              859152100    21985   840255 SH       DEFINED 1,3,4          840255
STERLING BANCORP-NY            COM              859158107     1997    81188 SH       DEFINED 1,3,4           81188
STEWART & STEVENSON SERVICES,  COM              860342104      226    20673 SH       DEFINED 1,3,4           20673
STEWART ENTERPRISES, INC.      COM              860370105     1825   676061 SH       DEFINED 1,3,4          676061
STEWART INFO SVCS              COM              860372101     3131   134813 SH       DEFINED 1,3,4          134813
STILLWATER MINING CO.          COM              86074Q102       77    31568 SH       DEFINED 1,3,4           31568
STONE ENERGY CORP.             COM              861642106      643    19109 SH       DEFINED 1,3,4           19109
STORA ENSO OJY                 COM              86210M106       67     7100 SH       DEFINED 1,3,4            7100
STORAGE TECHNOLOGY, INC.       COM              862111200     5452   269779 SH       DEFINED 1,3,4          269779
STRATEX NETWORKS, INC.         COM              86279T109      512   245510 SH       DEFINED 1,3,4          245510
STRIDE RITE CORP.              COM              863314100      241    28618 SH       DEFINED 1,3,4           28618
STRYKER CORP.                  COM              863667101     9294   135448 SH       DEFINED 1,3,4          135448
STURM RUGER & CO INC.          COM              864159108      167    19526 SH       DEFINED 1,3,4           19526
SUN MICROSYSTEMS, INC.         COM              866810104     6107  1874091 SH       DEFINED 1,3,4         1874091
SUNGARD DATA SYSTEMS           COM              867363103    19948   936545 SH       DEFINED 1,3,4          936545
SUNOCO, INC.                   COM              86764P109     1501    41174 SH       DEFINED 1,3,4           41174
SUNRISE ASSISTED LIVING, INC.  COM              86768K106      388    16146 SH       DEFINED 1,3,4           16146
SUNTRUST BANKS, INC.           COM              867914103     8031   152581 SH       DEFINED 1,3,4          152581
SUPERIOR INDUSTRIES, INC.      COM              868168105      234     6413 SH       DEFINED 1,3,4            6413
SUPERTEX , INC.                COM              868532102      128     9184 SH       DEFINED 1,3,4            9184
SUPERVALU, INC.                COM              868536103     1118    72107 SH       DEFINED 1,3,4           72107
SURGUTNEFTEGAZ                 COM              868861204     2108   144400 SH       DEFINED 1,3,4          144400
SURMODICS, INC.                COM              868873100      386    12561 SH       DEFINED 1,3,4           12561
SUSQUEHANNA BANCSHARES INC     COM              869099101      598    28746 SH       DEFINED 1,3,4           28746
SWIFT ENERGY CO.               COM              870738101      926   108830 SH       DEFINED 1,3,4          108830
SWIFT TRANSPORTATIONS CO., INC COM              870756103      307    19381 SH       DEFINED 1,3,4           19381
SYBASE, INC.                   COM              871130100      282    21924 SH       DEFINED 1,3,4           21924
SYBRON DENTAL SPECIALTIES      COM              871142105      478    27589 SH       DEFINED 1,3,4           27589
SYCAMORE NETWORKS, INC.        COM              871206108     1131   370810 SH       DEFINED 1,3,4          370810
SYLVAN LEARNING SYSTEMS, INC.  COM              871399101     4414   277895 SH       DEFINED 1,3,4          277895
SYMANTEC CORP.                 COM              871503108    29949   764388 SH       DEFINED 1,3,4          764388
SYMBOL TECHNOLOGIES            COM              871508107     9426  1095236 SH       DEFINED 1,3,4         1095236
SYMMETRICOM INC.               COM              871543104      115    30520 SH       DEFINED 1,3,4           30520
SYNOPSYS INC.                  COM              871607107     1291    30361 SH       DEFINED 1,3,4           30361
SYNOVUS FINANCIAL CORP.        COM              87161C105     2948   164644 SH       DEFINED 1,3,4          164644
SYPRIS SOLUTIONS, INC.         COM              871655106      349    44200 SH       DEFINED 1,3,4           44200
SYSCO CORP.                    COM              871829107    39849  1566401 SH       DEFINED 1,3,4         1566401
SYSTEMS & COMPUTER TECH CORP.  COM              871873105      188    24391 SH       DEFINED 1,3,4           24391
TBC CORP.                      COM              872180104      210    15421 SH       DEFINED 1,3,4           15421
TCF FINANCIAL CORP.            COM              872275102    40510  1011854 SH       DEFINED 1,3,4         1011854
TECO ENERGY                    COM              872375100      998    94445 SH       DEFINED 1,3,4           94445
THQ INC.                       COM              872443403      377    28803 SH       DEFINED 1,3,4           28803
TJX COS., INC.                 COM              872540109    13531   769016 SH       DEFINED 1,3,4          769016
TMP WORLDWIDE, INC.            COM              872941109      640    59941 SH       DEFINED 1,3,4           59941
TXU CORP.                      COM              873168108     3098   173548 SH       DEFINED 1,3,4          173548
TAIWAN SEMICONDUCTOR MFG LTD   COM              874039100     2507   366879 SH       DEFINED 1,3,4          366879
TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109    10325   462132 SH       DEFINED 1,3,4          462132
TALISMAN ENERGY, INC.          COM              87425E103      139     3490 SH       DEFINED 1,3,4            3490
TALX CORP.                     COM              874918105      129     9935 SH       DEFINED 1,3,4            9935
TANGER FACTORY OUTLET CENTER   COM              875465106      900    29120 SH       DEFINED 1,3,4           29120
TARGET CORP.                   COM              87612E106    14637   500341 SH       DEFINED 1,3,4          500341
TECH DATA CORP.                COM              878237106      309    13085 SH       DEFINED 1,3,4           13085
TECHNE CORP.                   COM              878377100     9894   478705 SH       DEFINED 1,3,4          478705
TECHNITROL, INC.               COM              878555101      431    29117 SH       DEFINED 1,3,4           29117
TECUMSEH PRODUCTS CO.          COM              878895200     2219    54208 SH       DEFINED 1,3,4           54208
TEKELEC                        COM              879101103      568    65410 SH       DEFINED 1,3,4           65410
TEKTRONIX, INC.                COM              879131100      800    46763 SH       DEFINED 1,3,4           46763
TELEDYNE TECHNOLOGIES          COM              879360105     2077   163646 SH       DEFINED 1,3,4          163646
TELEFLEX INC.                  COM              879369106      323     9121 SH       DEFINED 1,3,4            9121
TELEFONICA SA                  COM              879382208      106     3745 SH       DEFINED 1,3,4            3745
TELEFONOS DE MEXICO            COM              879403780     6502   218530 SH       DEFINED 1,3,4          218530
TELEPHON & DATA                COM              879433100     7690   187897 SH       DEFINED 1,3,4          187897
TELLABS, INC.                  COM              879664100     1287   222735 SH       DEFINED 1,3,4          222735
TEMPLE-INLAND, INC.            COM              879868107     1076    28854 SH       DEFINED 1,3,4           28854
SYSTEM SOFTWARE ASSOC., INC.   COM              87WARRANT        0   370192 SH       DEFINED 3,4            370192
TENARIS SA - ADR               COM              88031M109     1937    87800 SH       DEFINED 1,3,4           87800
TENET HEALTHCARE CORP.         COM              88033G100     4274   255882 SH       DEFINED 1,3,4          255882
TERADYNE, INC.                 COM              880770102     2703   232395 SH       DEFINED 1,3,4          232395
TEREX CORP                     COM              880779103     4455   360250 SH       DEFINED 1,3,4          360250
TEVA PHARMACEUTICAL INDS LTD   COM              881624209     3197    76804 SH       DEFINED 1,3,4           76804
TETRA TECHNOLOGIES, INC./DE    COM              88162F105      658    28715 SH       DEFINED 1,3,4           28715
TETRA TECH, INC.               COM              88162G103      547    38713 SH       DEFINED 1,3,4           38713
TEXAS GENCO HOLDINGS, INC.     COM              882443104        0       54 SH       DEFINED 1,3,4              54
TEXAS INDUSTRIES, INC.         COM              882491103      293    15274 SH       DEFINED 1,3,4           15274
TEXAS INSTRUMENTS, INC.        COM              882508104    24802  1515492 SH       DEFINED 1,3,4         1515492
TEXTRON, INC.                  COM              883203101     5034   183437 SH       DEFINED 1,3,4          183437
THERAGENICS CORP.              COM              883375107       70    21593 SH       DEFINED 1,3,4           21593
THERMO ELECTRON CORP.          COM              883556102     5243   289671 SH       DEFINED 1,3,4          289671
THOMAS & BETTS CORP.           COM              884315102      434    31307 SH       DEFINED 1,3,4           31307
THOMAS INDUSTRIES, INC.        COM              884425109      308    12408 SH       DEFINED 1,3,4           12408
THOR INDUSTRIES, INC.          COM              885160101     2176    86690 SH       DEFINED 1,3,4           86690
THORNBURG MORTGAGE             COM              885218107     4668   226170 SH       DEFINED 1,3,4          226170
3COM CORP.                     COM              885535104      415    83702 SH       DEFINED 1,3,4           83702
THREE-FIVE SYSTEMS, INC.       COM              88554L108       75    15549 SH       DEFINED 1,3,4           15549
3M COMPANY                     COM              88579Y101    49756   382677 SH       DEFINED 1,3,4          382677
TIBCO SOFTWARE, INC.           COM              88632Q103      530   125820 SH       DEFINED 1,3,4          125820
TIDEWATER INC.                 COM              886423102      400    14037 SH       DEFINED 1,3,4           14037
TIER TECHNOLOGIES, INC.        COM              88650Q100      441    43500 SH       DEFINED 1,3,4           43500
TIFFANY & CO.                  COM              886547108    11926   476612 SH       DEFINED 1,3,4          476612
TIMBERLAND CO. -CL A           COM              887100105      357     8538 SH       DEFINED 1,3,4            8538
TIME WARNER TELECOM CLA A      COM              887319101     1075   331687 SH       DEFINED 1,3,4          331687
TIMKEN CO.                     COM              887389104    22482  1439458 SH       DEFINED 1,3,4         1439458
TITAN CORP.                    COM              888266103      134    18079 SH       DEFINED 1,3,4           18079
TOLL BROTHERS, INC.            COM              889478103      315    16334 SH       DEFINED 1,3,4           16334
TOLLGRADE COMMUNICATIONS, INC. COM              889542106      141     9833 SH       DEFINED 1,3,4            9833
TOO, INC.                      COM              890333107     1129    67866 SH       DEFINED 1,3,4           67866
TOOTSIE INDS                   COM              890516107      343    12313 SH       DEFINED 1,3,4           12313
TORCHMARK CORP.                COM              891027104    13447   375529 SH       DEFINED 1,3,4          375529
TORO CO.                       COM              891092108     8027   114615 SH       DEFINED 1,3,4          114615
TOTAL FINA ELF SA              COM              89151E109      216     3430 SH       DEFINED 1,3,4            3430
TOWER AUTOMOTIVE INC.          COM              891707101       95    41155 SH       DEFINED 1,3,4           41155
TOYS 'R' US, INC.              COM              892335100      954   114390 SH       DEFINED 1,3,4          114390
TPG NV                         COM              892339102      190    12600 SH       DEFINED 1,3,4           12600
TRACTOR SUPPLY COMPANY         COM              892356106     1627    49286 SH       DEFINED 1,3,4           49286
TRNSACTN SYS ARCHTCTS          COM              893416107     1471   247666 SH       DEFINED 1,3,4          247666
TRANSCANADA PIPELINES LTD.     COM              893526103       62     4280 SH       DEFINED 1,3,4            4280
TRAVELERS PROPERTY CASUALTY    COM              89420G109        8      533 SH       DEFINED 1,3,4             533
TRAVELERS PROPERTY/CASUALTY IN COM              89420G406    14775  1047473 SH       DEFINED 1,3,4         1047473
TREDEGAR INDUSTRIES, INC.      COM              894650100     2861   239084 SH       DEFINED 1,3,4          239084
TRIAD HOSPITALS, INC.          COM              89579K109      466    17312 SH       DEFINED 1,3,4           17312
TRIAD GUARANTY, INC.           COM              895925105     1065    31010 SH       DEFINED 1,3,4           31010
TRIARC COS, INC. -CI A         COM              895927101      410    14763 SH       DEFINED 1,3,4           14763
TRIBUNE CO.                    COM              896047107    19525   434027 SH       DEFINED 1,3,4          434027
TRIMBLE NAVIGATION LTD         COM              896239100     2715   143097 SH       DEFINED 1,3,4          143097
TRIMERIS, INC.                 COM              896263100      954    23190 SH       DEFINED 1,3,4           23190
TRINITY INDUSTRIES, INC.       COM              896522109      185    10635 SH       DEFINED 1,3,4           10635
TRIQUINT SEMICONDUCTOR INC.    COM              89674K103       89    30700 SH       DEFINED 1,3,4           30700
TRIUMPH GROUP, INC.            COM              896818101      260    11503 SH       DEFINED 1,3,4           11503
TRUSTCO BANK CORP./NY          COM              898349105      519    53855 SH       DEFINED 1,3,4           53855
TUESDAY MORNING CORP.          COM              899035505     1175    59670 SH       DEFINED 1,3,4           59670
TUPPERWARE CORP.               COM              899896104      423    31327 SH       DEFINED 1,3,4           31327
TYCO INTERNATIONAL, LTD.       COM              902124106    14622  1137364 SH       DEFINED 1,3,4         1137364
TYSON FOODS, INC.              COM              902494103      632    81485 SH       DEFINED 1,3,4           81485
UCBH HOLDINGS, INC.            COM              90262T308      670    15252 SH       DEFINED 1,3,4           15252
UGI CORP.                      COM              902681105     4415    96581 SH       DEFINED 1,3,4           96581
UICI                           COM              902737105     9058   942859 SH       DEFINED 1,3,4          942859
UIL HOLDINGS CORPORATION       COM              902748102      365    10492 SH       DEFINED 1,3,4           10492
UST, INC.                      COM              902911106    37187  1347550 SH       DEFINED 1,3,4         1347550
US BANCORP.                    COM              902973304    43117  2271723 SH       DEFINED 1,3,4         2271723
URS CORP.                      COM              903236107      967    84307 SH       DEFINED 1,3,4           84307
USLIFE CORP.                   COM              90333H101     1200   115590 SH       DEFINED 1,3,4          115590
US ONCOLOGY, INC.              COM              90338W103     3915   551398 SH       DEFINED 1,3,4          551398
ULTIMATE ELECTRONICS INC       COM              903849107       82    10579 SH       DEFINED 1,3,4           10579
ULTRATECH STEPPER, INC.        COM              904034105     1332   111005 SH       DEFINED 1,3,4          111005
UNIFI INC.                     COM              904677101       60    12477 SH       DEFINED 1,3,4           12477
UNILEVER N.V.                  COM              904784709      411     6859 SH       DEFINED 1,3,4            6859
UNION PACIFIC CORP.            COM              907818108    24622   447562 SH       DEFINED 1,3,4          447562
UNION PLANTERS                 COM              908068109     2809   106897 SH       DEFINED 1,3,4          106897
UNIONBANCAL CORP.              COM              908906100    20735   525910 SH       DEFINED 1,3,4          525910
UNISOURCE ENERGY CORP HLD CO.  COM              909205106     4051   234195 SH       DEFINED 1,3,4          234195
UNISYS CORP.                   COM              909214108     9396  1014562 SH       DEFINED 1,3,4         1014562
UNIT CORP.                     COM              909218109      637    31445 SH       DEFINED 1,3,4           31445
UNITED BANKSHARES, INC./WV     COM              909907107      846    30601 SH       DEFINED 1,3,4           30601
UNITED DEFENSE INDUSTRIES      COM              91018B104     4098   189460 SH       DEFINED 1,3,4          189460
UNITED DOMINION REALTY TRUST   COM              910197102     4848   303227 SH       DEFINED 1,3,4          303227
UNITED DOMINION REALTY TRUST   COM              910197102     4554   285100 SH       DEFINED 2,3,4          285100
UNITED MICROELECTRONICS        COM              910873207        0        0 SH       DEFINED 1,3,4               0
UNITED NATURAL FOODS, INC.     COM              911163103      352    13867 SH       DEFINED 1,3,4           13867
UNITED ONLINE, INC.            COM              911268100     6027   349580 SH       DEFINED 1,3,4          349580
UNITED PARCEL SERVICE-CL B     COM              911312106    35124   616199 SH       DEFINED 1,3,4          616199
UNITED RENTALS INC,            COM              911363109      172    17740 SH       DEFINED 1,3,4           17740
US CELLULAR CORP               COM              911684108      815    34500 SH       DEFINED 1,3,4           34500
U.S. INDUSTRIES, INC.          COM              912080108     1012   256100 SH       DEFINED 1,3,4          256100
UNITED STATES STEEL CORP.      COM              912909108     5824   593478 SH       DEFINED 1,3,4          593478
UNITED STATIONERS, INC.        COM              913004107      501    23561 SH       DEFINED 1,3,4           23561
UNITED SURGICAL PARTNERS INTER COM              913016309     2249   121550 SH       DEFINED 1,3,4          121550
UNITED TECHNOLOGIES CORP.      COM              913017109    23608   408631 SH       DEFINED 1,3,4          408631
UNITED THERAPEUTICS CORP.      COM              91307C102     4994   289600 SH       DEFINED 1,3,4          289600
UNITEDHEALTH GROUP, INC.       COM              91324P102    48910   533505 SH       DEFINED 1,3,4          533505
UNITRIN INC.                   COM              913275103      365    15682 SH       DEFINED 1,3,4           15682
UNIVERSAL COMPRESSION HOLDINGS COM              913431102      551    31650 SH       DEFINED 1,3,4           31650
UNIVERSAL CORP.                COM              913456109     7895   208938 SH       DEFINED 1,3,4          208938
UNIVERSAL FOREST PRODS, INC.   COM              913543104     2350   151655 SH       DEFINED 1,3,4          151655
UNIVERSAL HEALTH SERVICES, INC COM              913903100      870    21378 SH       DEFINED 1,3,4           21378
UNIVISION COMMUNICATIONS INC.  COM              914906102     3027   123559 SH       DEFINED 1,3,4          123559
UNOCAL CORP.                   COM              915289102     4058   154356 SH       DEFINED 1,3,4          154356
UNUMPROVIDENT CORP.            COM              91529Y106     1276   130157 SH       DEFINED 1,3,4          130157
UPM-KYMMENE OYJ                COM              915436109       69     5224 SH       DEFINED 1,3,4            5224
USFREIGHTWAYS CORP.            COM              916906100     3348   132159 SH       DEFINED 1,3,4          132159
URBAN OUTFITTERS, INC.         COM              917047102     4522   201000 SH       DEFINED 1,3,4          201000
UTSTARCOM, INC.                COM              918076100     2298   114870 SH       DEFINED 1,3,4          114870
VF CORP.                       COM              918204108     8622   229175 SH       DEFINED 1,3,4          229175
VALASSIS COMMUNICATIONS, INC.  COM              918866104    25330   959355 SH       DEFINED 1,3,4          959355
VALERO ENERGY CORP.            COM              91913Y100     1083    26215 SH       DEFINED 1,3,4           26215
VALMONT INDUSTRIES             COM              920253101     2551   118063 SH       DEFINED 1,3,4          118063
VALSPAR CORP.                  COM              920355104      477    11673 SH       DEFINED 1,3,4           11673
VARCO INTERNATIONAL, INC.      COM              922122106     4266   232920 SH       DEFINED 1,3,4          232920
VARIAN INC.                    COM              922206107     5218   182071 SH       DEFINED 1,3,4          182071
VARIAN SEMICONDUCTOR EQUIP     COM              922207105      503    24766 SH       DEFINED 1,3,4           24766
VARIAN MEDICAL SYSTEMS, INC.   COM              92220P105    13636   252827 SH       DEFINED 1,3,4          252827
VECTREN CORPORATION            COM              92240G101      341    15708 SH       DEFINED 1,3,4           15708
VEECO INSTRUMENTS, INC.        COM              922417100      329    21144 SH       DEFINED 1,3,4           21144
VERITAS SOFTWARE CORP.         COM              923436109    23420  1332563 SH       DEFINED 1,3,4         1332563
VERITY INC.                    COM              92343C106     2137   154214 SH       DEFINED 1,3,4          154214
VERITAS DGC INC.               COM              92343P107      160    24203 SH       DEFINED 1,3,4           24203
VERIZON COMMUNICATIONS.        COM              92343V104    72124  2040397 SH       DEFINED 1,3,4         2040397
VERTEX PHARMACEUTICALS, INC.   COM              92532F100      200    17695 SH       DEFINED 1,3,4           17695
VIACOM, INC.                   COM              925524308    55812  1528244 SH       DEFINED 1,3,4         1528244
VIAD CORP.                     COM              92552R109    21536  1004373 SH       DEFINED 1,3,4         1004373
VIASAT, INC.                   COM              92552V100      212    18955 SH       DEFINED 1,3,4           18955
VIASYS HEALTHCARE, INC.        COM              92553Q209      265    19018 SH       DEFINED 1,3,4           19018
VICOR CORP.                    COM              925815102      174    30711 SH       DEFINED 1,3,4           30711
VIGNETTE CORP.                 COM              926734104     1461   961550 SH       DEFINED 1,3,4          961550
VINTAGE PETROLEUM, INC.        COM              927460105     6175   649775 SH       DEFINED 1,3,4          649775
VISHAY INTRTECHNOLOGY          COM              928298108      381    37014 SH       DEFINED 1,3,4           37014
VISTEON CORP.                  COM              92839U107      401    69601 SH       DEFINED 1,3,4           69601
VISX INC/DE                    COM              92844S105      127    11950 SH       DEFINED 1,3,4           11950
VITAL SIGNS, INC.              COM              928469105      249     9427 SH       DEFINED 1,3,4            9427
VITALWORKS, INC.               COM              928483106     2783   725370 SH       DEFINED 1,3,4          725370
VODAFONE GROUP PLC             COM              92857W100      362    19852 SH       DEFINED 1,3,4           19852
VOLT INFO SCIENCES, INC.       COM              928703107      110    11042 SH       DEFINED 1,3,4           11042
VOTORANTIM CELULOSE E          COM              92906P106     1681    89800 SH       DEFINED 1,3,4           89800
VULCAN MATERIALS CO.           COM              929160109     1662    54958 SH       DEFINED 1,3,4           54958
WD-40 CO.                      COM              929236107      302    12017 SH       DEFINED 1,3,4           12017
WGL HOLDINGS, INC.             COM              92924F106      295    11257 SH       DEFINED 1,3,4           11257
W-H ENERGY SERVICES, INC.      COM              92925E108      336    19602 SH       DEFINED 1,3,4           19602
WMC RESOURCES, LTD.            COM              92928R106       36     4200 SH       DEFINED 1,3,4            4200
WMS INDUSTRIES, INC.           COM              929297109      287    22373 SH       DEFINED 1,3,4           22373
WPP GROUP PLC.                 COM              929309300       62     2284 SH       DEFINED 1,3,4            2284
WPS RESOURCES CORP             COM              92931B106      296     7387 SH       DEFINED 1,3,4            7387
WABASH NATIONAL CORP.          COM              929566107      118    18607 SH       DEFINED 1,3,4           18607
WABTEC                         COM              929740108     3602   310330 SH       DEFINED 1,3,4          310330
WACHOVIA CORP.                 COM              929903102    51550  1513134 SH       DEFINED 1,3,4         1513134
WADDELL & REED FINANCIAL - A   COM              930059100      331    18604 SH       DEFINED 1,3,4           18604
WAL-MART STORES, INC.          COM              931142103   168724  3242943 SH       DEFINED 1,3,4         3242943
WALGREEN CO.                   COM              931422109    22323   757218 SH       DEFINED 1,3,4          757218
WALLACE COMPUTER SVCS INC.     COM              932270101     4375   175627 SH       DEFINED 1,3,4          175627
WALTER INDUSTRIES INC.         COM              93317Q105      686    78620 SH       DEFINED 1,3,4           78620
WASHINGTON FEDERAL, INC.       COM              938824109     1058    50438 SH       DEFINED 1,3,4           50438
WASHINGTON MUTUAL, INC.        COM              939322103    41995  1190647 SH       DEFINED 1,3,4         1190647
WASHINGTON POST CI B           COM              939640108     1496     2202 SH       DEFINED 1,3,4            2202
WASTE CONNECTIONS, INC.        COM              941053100     5519   159985 SH       DEFINED 1,3,4          159985
WASTE MANAGEMENT, INC.         COM              94106L109     6805   321419 SH       DEFINED 1,3,4          321419
WATERS CORP.                   COM              941848103     1469    69480 SH       DEFINED 1,3,4           69480
WATSCO, INC.                   COM              942622200      699    51023 SH       DEFINED 1,3,4           51023
WATSON PHARMACEUTICALS         COM              942683103     9868   342971 SH       DEFINED 1,3,4          342971
WATSON WYATT & CO. HOLDINGS    COM              942712100      480    23916 SH       DEFINED 1,3,4           23916
WATTS INDUSTRIES, INC.         COM              942749102     1163    74739 SH       DEFINED 1,3,4           74739
WAUSAU-MOSINEE PAPER CORP.     COM              943315101      121    11942 SH       DEFINED 1,3,4           11942
WAYPOINT FINANCIAL CORP.       COM              946756103      448    25912 SH       DEFINED 1,3,4           25912
WEBSENSE, INC.                 COM              947684106      228    15567 SH       DEFINED 1,3,4           15567
WEBMD CORP.                    COM              94769M105     4456   494050 SH       DEFINED 1,3,4          494050
WEBSTER FINANCIAL CORP.        COM              947890109     3777   107554 SH       DEFINED 1,3,4          107554
WEINGARTEN REALTY INVST        COM              948741103     7356   188050 SH       DEFINED 2,3,4          188050
WELLMAN INC.                   COM              949702104      214    23119 SH       DEFINED 1,3,4           23119
WELLPOINT HEALTH NETWORKS 'A'  COM              94973H108    10496   136780 SH       DEFINED 1,3,4          136780
WELLS FARGO & CO.              COM              949746101    74701  1660350 SH       DEFINED 1,3,4         1660350
WENDY'S INTERNATIONAL          COM              950590109     1708    62272 SH       DEFINED 1,3,4           62272
WERNER ENTERPRISES             COM              950755108      284    14773 SH       DEFINED 1,3,4           14773
WEST MARINE INC.               COM              954235107      867    51750 SH       DEFINED 1,3,4           51750
WESTAMERICA BACORPORATION      COM              957090103      305     7767 SH       DEFINED 1,3,4            7767
WESTAR ENERGY, INC.            COM              95709T100      203    16563 SH       DEFINED 1,3,4           16563
WESTERN DIGITAL CORP           COM              958102105     3109   343111 SH       DEFINED 1,3,4          343111
WESTERN GAS RESOURCES INC.     COM              958259103     4535   139304 SH       DEFINED 1,3,4          139304
WESTPORT RESOURCES CORP.       COM              961418100     1122    55700 SH       DEFINED 1,3,4           55700
WESTWOOD ONE, INC.             COM              961815107     2292    73403 SH       DEFINED 1,3,4           73403
WET SEAL, INC.                 COM              961840105      156    21431 SH       DEFINED 1,3,4           21431
WEYERHAEUSER CO.               COM              962166104     5652   118159 SH       DEFINED 1,3,4          118159
WHIRLPOOL CORP.                COM              963320106     1799    36692 SH       DEFINED 1,3,4           36692
WHITNEY HOLDING CORP.          COM              966612103     8383   245773 SH       DEFINED 1,3,4          245773
WHOLE FOODS MARKET, INC.       COM              966837106    32248   579583 SH       DEFINED 1,3,4          579583
WILD OATS MARKETS, INC.        COM              96808B107      910    98200 SH       DEFINED 1,3,4           98200
WILLIAMS CO. INC., THE         COM              969457100     1277   279170 SH       DEFINED 1,3,4          279170
WILLIAMS-SONOMA, INC.          COM              969904101      592    26960 SH       DEFINED 1,3,4           26960
WILMINGTON TRUST CO.           COM              971807102      428    15193 SH       DEFINED 1,3,4           15193
WIMM BILL DANN FOODS           COM              97263M109     1693    97700 SH       DEFINED 1,3,4           97700
WIND RIVER SYSTEMS             COM              973149107       53    18336 SH       DEFINED 1,3,4           18336
WINN-DIXIE STORES, INC.        COM              974280109     1290    97658 SH       DEFINED 1,3,4           97658
WINNEBAGO INDUSTRIES           COM              974637100     1157    42597 SH       DEFINED 1,3,4           42597
WINTRUST FINANCIAL CORP.       COM              97650W108      358    12465 SH       DEFINED 1,3,4           12465
WISCONSIN ENERGY CORP.         COM              976657106      684    26913 SH       DEFINED 1,3,4           26913
WOLTERS KLUWER NV              COM              977874205       91     8240 SH       DEFINED 1,3,4            8240
WOLVERINE TUBE, INC.           COM              978093102       35     8894 SH       DEFINED 1,3,4            8894
WOLVERINE WORLD WIDE           COM              978097103     2378   141989 SH       DEFINED 1,3,4          141989
WOODWARD COVENER CO.           COM              980745103      285     8115 SH       DEFINED 1,3,4            8115
WORTHINGTON INDUSTRIES, INC.   COM              981811102     5084   426606 SH       DEFINED 1,3,4          426606
WRIGHT MEDICAL GROUP, INC.     COM              98235T107      984    56040 SH       DEFINED 1,3,4           56040
WRIGLEY (WM) JR. CO.           COM              982526105    25069   443619 SH       DEFINED 1,3,4          443619
WYETH                          COM              983024100    27394   724378 SH       DEFINED 1,3,4          724378
X-RITE, INC.                   COM              983857103      123    14673 SH       DEFINED 1,3,4           14673
XTO ENERGY, INC.               COM              98385X106     1222 64326.74 SH       DEFINED 1,3,4        64326.74
XCEL ENERGY INC.               COM              98389B100     2754   215015 SH       DEFINED 1,3,4          215015
XILINX, INC.                   COM              983919101     4926   210694 SH       DEFINED 1,3,4          210694
XEROX CORP.                    COM              984121103     3459   397121 SH       DEFINED 1,3,4          397121
YAHOO INC.                     COM              984332106     9257   385379 SH       DEFINED 1,3,4          385379
YANKEE CANDLE CO.              COM              984757104     1168    68680 SH       DEFINED 1,3,4           68680
YARDVILLE NATIONAL BANKCORP    COM              985021104     2042   120070 SH       DEFINED 1,3,4          120070
YELLOW CORP.                   COM              985509108     3887   161147 SH       DEFINED 1,3,4          161147
YORK INTL                      COM              986670107      194     9188 SH       DEFINED 1,3,4            9188
YUM BRANDS, INC.               COM              988498101     3879   159494 SH       DEFINED 1,3,4          159494
YUKOS                          COM              98849W108     4238    28745 SH       DEFINED 1,3,4           28745
ZALE CORP.                     COM              988858106      760    23281 SH       DEFINED 1,3,4           23281
ZEBRA TECHNOLOGIES CP -CL A    COM              989207105     1458    22636 SH       DEFINED 1,3,4           22636
ZENITH NATIONAL INSURANCE CO.  COM              989390109      290    13613 SH       DEFINED 1,3,4           13613
ZIMMER HOLDINGS, INC.          COM              98956P102     6794   139720 SH       DEFINED 1,3,4          139720
ZIONS BANCORPORATION           COM              989701107     2101    49035 SH       DEFINED 1,3,4           49035
ZIX CORP.                      COM              98974P100       54    13491 SH       DEFINED 1,3,4           13491
ZORAN CORP.                    COM              98975F101     9020   698650 SH       DEFINED 1,3,4          698650
ZOLL MEDICAL CORP.             COM              989922109     3114    76220 SH       DEFINED 1,3,4           76220
ACE LTD                        COM              G0070K103     4104   141817 SH       DEFINED 1,3,4          141817
AMDOCS LTD.                    COM              G02602103     1229    92590 SH       DEFINED 1,3,4           92590
ARCH CAPITAL GROUP LTD         COM              G0450A105     5608   165170 SH       DEFINED 1,3,4          165170
BUNGE LIMITED                  COM              G16962105     1000    39724 SH       DEFINED 1,3,4           39724
COOPER INDUSTRIES, LTD. - CLAS COM              G24182100    11926   334052 SH       DEFINED 1,3,4          334052
EVEREST RE GROUP LTD.          COM              G3223R108    39644   692988 SH       DEFINED 1,3,4          692988
FRESH DEL MONTE PRODUCE, INC.  COM              G36738105     5675   372030 SH       DEFINED 1,3,4          372030
GLOBAL CROSSING, LTD.          COM              G3921A100        0      567 SH       DEFINED 1,3,4             567
INGERSOLL-RAND CO.             COM              G4776G101     3949   102376 SH       DEFINED 1,3,4          102376
NABORS INDUSTRIES, LTD.        COM              G6359F103     3118    78165 SH       DEFINED 1,3,4           78165
NOBLE CORP.                    COM              G65422100     6562   208798 SH       DEFINED 1,3,4          208798
O2MICRO INTERNATIONAL LTD      COM              G6797E106     2271   211040 SH       DEFINED 1,3,4          211040
PLATINUM UNDERWRITERS HOLDINGS COM              G7127P100     6564   258825 SH       DEFINED 1,3,4          258825
SCOTTISH ANNUITY & LIFE HOLDIN COM              G7885T104      977    56040 SH       DEFINED 1,3,4           56040
TRANSOCEAN, INC.               COM              G90078109     3655   178755 SH       DEFINED 1,3,4          178755
WEATHERFORD INTL LTD.          COM              G95089101     9690   256514 SH       DEFINED 1,3,4          256514
XL CAPITAL LTD.                COM              G98255105     5186    73250 SH       DEFINED 1,3,4           73250
UBS AG - REG                   COM              H8920M855      109     2540 SH       DEFINED 1,3,4            2540
LEADING EDGE MEASUREMENT SYSTE COM              LEMS12345      500   500000 SH       DEFINED 3,4            500000
CHECK POINT SOFTWARE TECH LTD  COM              M22465104     1462   101100 SH       DEFINED 1,3,4          101100
RADVISION, LTD.                COM              M81869105     1592   248706 SH       DEFINED 1,3,4          248706
ASE TEST LIMITED               COM              Y02516105     2776   879495 SH       DEFINED 1,3,4          879495
FLEXTRONICS INTL LTD.          COM              Y2573F102      719    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