UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
 Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2004
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:

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

13F File Number: 28-10106
The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:

Name:   Michael Roughton
Title:  Vice-President
Phone:  515-248-3842	

Signature, Place, and Date of Signing:
Michael Roughton Des Moines, Iowa February 14, 2005
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:  1973
Form 13F Information Table Value Total:  $16003153  (X$1000)	

List of Other Included Managers:
No. 13F File Number Name

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

                                                                  FORM 13F INFORMATION TABLE
                          TITLE OF     VALU SHARES/  S PUT/ INVSTMT       OTH              VOTING AUTHOR
       NAME OF ISSUER     CLAS  CUSIP (X$10 PRN AMT  P CALL DSCRETN      MANAG  SOLE    SHARED    NONE
---------------------------------------------------- ------ -------    --------------- -------- --------
3COM CORP.                COM 88553510 8808  2086977 SH     DEFINED    1,3,4   2086977
3M COMPANY                COM 88579Y1042754   534674 SH     DEFINED    1,3,4    534674
4KIDS ENTERTAINMENT, INC. COM 35086510 1977    97712 SH     DEFINED    1,3,4     97712
99 CENTS ONLY STORES      COM 65440K10  387    27258 SH     DEFINED    1,3,4     27258
AAR CORP.                 COM 00036110  526    42060 SH     DEFINED    1,3,4     42060
AARON RENTS INC.          COM 00253520 2309   106052 SH     DEFINED    1,3,4    106052
ABBOTT LABORATORIES       COM 0028241042273   998246 SH     DEFINED    1,3,4    998246
ABERCROMBIE & FITCH CO.   COM 00289620 1168    37079 SH     DEFINED    1,3,4     37079
ABM INDUSTRIES, INC.      COM 00095710 1277    63290 SH     DEFINED    1,3,4     63290
ABN-AMRO HOLDINGS         COM 00093710  250    11003 SH     DEFINED    1,3,4     11003
ACADIA REALTY TRUST       COM 00423910 4638   315000 SH     DEFINED    2,3,4    315000
ACCENTURE LTD.            COM G1150G11 1594    58960 SH     DEFINED    1,3,4     58960
ACCREDO HEALTH, INC.      COM 00437V10 1488    63240 SH     DEFINED    1,3,4     63240
ACE LTD                   COM G0070K1017159   428341 SH     DEFINED    1,3,4    428341
ACTEL CORP.               COM 00493410  520    33894 SH     DEFINED    1,3,4     33894
ACTION PERFORMANCE COS INCCOM 00493310  239    23949 SH     DEFINED    1,3,4     23949
ACTIVISION, INC.          COM 0049302016443  1185842 SH     DEFINED    1,3,4   1185842
ACUITY BRANDS INC.        COM 00508Y10 5963   250921 SH     DEFINED    1,3,4    250921
ACXIOM CORP.              COM 00512510  800    33732 SH     DEFINED    1,3,4     33732
ADAPTEC, INC.             COM 00651F10 1092   143431 SH     DEFINED    1,3,4    143431
ADC COMMUNICATIONS, INC.  COM 00088610  911   507431 SH     DEFINED    1,3,4    507431
ADESA INC                 COM 00686U10  611    37141 SH     DEFINED    1,3,4     37141
ADMINISTAFF, INC.         COM 00709410 3805   325089 SH     DEFINED    1,3,4    325089
ADOBE SYSTEMS, INC.       COM 00724F10 9138   184723 SH     DEFINED    1,3,4    184723
ADTRAN INC.               COM 00738A10  703    31235 SH     DEFINED    1,3,4     31235
ADVANCE AUTO PARTS        COM 00751Y10 2445    71016 SH     DEFINED    1,3,4     71016
ADVANCED ENERGY INDUSTRIESCOM 00797310  392    42629 SH     DEFINED    1,3,4     42629
ADVANCED FIBRE COMMUNICATICOM 00754A10  548    34689 SH     DEFINED    1,3,4     34689
ADVANCED MARKETING SERVICECOM 00753T10  261    24854 SH     DEFINED    1,3,4     24854
ADVANCED MEDICAL OPTICS   COM 00763M1010663   269479 SH     DEFINED    1,3,4    269479
ADVANCED MICRO DEVICES    COM 00790310 2890   222636 SH     DEFINED    1,3,4    222636
ADVENT SOFTWARE INC       COM 00797410  219    13020 SH     DEFINED    1,3,4     13020
ADVO, INC.                COM 00758510 1233  39846.5 SH     DEFINED    1,3,4     39847
AEROFLEX INC.             COM 00776810 1025    96802 SH     DEFINED    1,3,4     96802
AEROPOSTALE, INC.         COM 00786510 2200    83944 SH     DEFINED    1,3,4     83944
AES CORP.                 COM 00130H10 4065   406758 SH     DEFINED    1,3,4    406758
AETNA INC- NEW            COM 00817Y1024229   242504 SH     DEFINED    1,3,4    242504
AFFILIATED COMP SVCS -CLA COM 00819010 4469    80274 SH     DEFINED    1,3,4     80274
AFFYMETRIX, INC.          COM 00826T1014029   456838 SH     DEFINED    1,3,4    456838
AFLAC, INC.               COM 0010551028136   717640 SH     DEFINED    1,3,4    717640
AG WASTE RECOVERY SYSTEMS COM 63150000   11    56819 SH     DEFINED    3,4       56819
AGCO CORP.                COM 00108410  797    35391 SH     DEFINED    1,3,4     35391
AGILENT TECHNOLOGIES INC  COM 00846U10 6603 306114.00SH     DEFINED    1,3,4    306114
AGILYSYS, INC.            COM 00847J10  725    42013 SH     DEFINED    1,3,4     42013
AGL RESOURCES IN          COM 0012041014037   456258 SH     DEFINED    1,3,4    456258
AIFUL CORP                COM 00873N10   41     1672 SH     DEFINED    1,3,4      1672
AIR PRODUCTS & CHEMICALS, COM 00915810 7751   142578 SH     DEFINED    1,3,4    142578
AIRGAS INC.               COM 00936310 5540   230023 SH     DEFINED    1,3,4    230023
AIRTRAN HOLDINGS, INC.    COM 00949P10  334    33551 SH     DEFINED    1,3,4     33551
AK STEEL HOLDING CORP.    COM 00154710 5442   667100 SH     DEFINED    1,3,4    667100
ALASKA AIRGROUP INC.      COM 01165910  264    10527 SH     DEFINED    1,3,4     10527
ALBANY INTL CORP. -CLA    COM 01234810 1287    43215 SH     DEFINED    1,3,4     43215
ALBEMARLE CORP.           COM 01265310 8566   244143 SH     DEFINED    1,3,4    244143
ALBERTO-CULVER CO.        COM 0130681012524   288033 SH     DEFINED    1,3,4    288033
ALBERTSONS, INC.          COM 01310410 5522   230718 SH     DEFINED    1,3,4    230718
ALCOA, INC.               COM 0138171018381   547123 SH     DEFINED    1,3,4    547123
ALEXANDER & BALDWIN INC.  COM 01448210  565    16705 SH     DEFINED    1,3,4     16705
ALIGN TECHNOLOGY INC      COM 01625510 2402   157250 SH     DEFINED    1,3,4    157250
ALLEGHANY CORP            COM 01717510 2199     8059 SH     DEFINED    1,3,4      8059
ALLEGHENY ENERGY          COM 01736110 1268    79737 SH     DEFINED    1,3,4     79737
ALLEGHENY TECHNOLOGIES, INCOM 01741R10 1093    59767 SH     DEFINED    1,3,4     59767
ALLERGAN, INC.            COM 01849010 5996    82627 SH     DEFINED    1,3,4     82627
ALLETE INC                COM 01852230 1258    38701 SH     DEFINED    1,3,4     38701
ALLIANCE DATA SYSTEMS CORPCOM 01858110 2599    64091 SH     DEFINED    1,3,4     64091
ALLIANCE SEMICONDUCTOR CORCOM 01877H10  161    46036 SH     DEFINED    1,3,4     46036
ALLIANT CORP.             COM 01880210 1101    44399 SH     DEFINED    1,3,4     44399
ALLIANT TECHSYSTEMS, INC. COM 0188041030319   501221 SH     DEFINED    1,3,4    501221
ALLIED WASTE INDUSTRIES, ICOM 01958930 1762   199614 SH     DEFINED    1,3,4    199614
ALLMERICA FINANCIAL CORP. COM 01975410  564    20870 SH     DEFINED    1,3,4     20870
ALLSTATE CORP.            COM 0200021021637   451000 SH     DEFINED    1,3,4    451000
ALLTEL CORP.              COM 0200391010676   194454 SH     DEFINED    1,3,4    194454
ALPHARMA INC. - CL A      COM 02081310 1250    68450 SH     DEFINED    1,3,4     68450
ALTERA CORP.              COM 02144110 4636   237020 SH     DEFINED    1,3,4    237020
ALTRIA GROUP, INC.        COM 02209S1074694  1587815 SH     DEFINED    1,3,4   1587815
AMB PROPERTY CORP.        COM 00163T1016353   441767 SH     DEFINED    1,3,4    441767
AMB PROPERTY CORP.        COM 00163T1012879   347900 SH     DEFINED    2,3,4    347900
AMBAC FINANCIAL GROUP, INCCOM 02313910 5443    68032 SH     DEFINED    1,3,4     68032
AMCOL INTERNATIONAL CORP  COM 02341W10 3571   186769 SH     DEFINED    1,3,4    186769
AMDOCS LTD.               COM G0260210  463    21140 SH     DEFINED    1,3,4     21140
AMEM STANDARD CO INC.     COM 02971210 6289   161551 SH     DEFINED    1,3,4    161551
AMERADA HESS CORP.        COM 0235511020509   230403 SH     DEFINED    1,3,4    230403
AMEREN CORP.              COM 0236081030886   669231 SH     DEFINED    1,3,4    669231
AMERICAN AXLE & MFG HOLDINCOM 02406110 3990   136365 SH     DEFINED    1,3,4    136365
AMERICAN DISTRIBUTORS PLC COM 02540*11    0  1241676 SH     DEFINED    3,4     1241676
AMERICAN EAGLE OUTFITTERS COM 02553E10 8669   235223 SH     DEFINED    1,3,4    235223
AMERICAN ELECTRIC POWER COCOM 02553710 7958   249021 SH     DEFINED    1,3,4    249021
AMERICAN EXPRESS CO.      COM 0258161041506   806555 SH     DEFINED    1,3,4    806555
AMERICAN FINL GROUP INC.  COM 02593210  859    28872 SH     DEFINED    1,3,4     28872
AMERICAN GREETINGS CORP.  COM 02637510  672    26747 SH     DEFINED    1,3,4     26747
AMERICAN HEALTHWAYS INC   COM 02649V10 3684   126618 SH     DEFINED    1,3,4    126618
AMERICAN HOME MORTGAGE INVCOM 02660R1015379   550151 SH     DEFINED    1,3,4    550151
AMERICAN INTERNATIONAL GROCOM 02687410117316 1725411 SH     DEFINED    1,3,4   1725411
AMERICAN ITALIAN PASTA CO.COM 02707010  615    23548 SH     DEFINED    1,3,4     23548
AMERICAN MEDICAL SYS HLDGSCOM 02744M10 4228   116493 SH     DEFINED    1,3,4    116493
AMERICAN POWER CONVERSION COM 0290661022866  1314649 SH     DEFINED    1,3,4   1314649
AMERICAN STATES WATER CO. COM 02989910  542    21741 SH     DEFINED    1,3,4     21741
AMERICAS CAR MART INC     COM 03062T10 1583    46860 SH     DEFINED    1,3,4     46860
AMERICREDIT CORP.         COM 03060R10 1294    61789 SH     DEFINED    1,3,4     61789
AMERIGROUP CORP. COM      COM 03073T10 5516    98115 SH     DEFINED    1,3,4     98115
AMERISOURCEBERGEN CORP    COM 03073E10 3785    70529 SH     DEFINED    1,3,4     70529
AMERITRADE HOLDING CORP.  COM 03074K10  221    18500 SH     DEFINED    1,3,4     18500
AMERUS LIFE GROUP.        COM 03072M10 4845   118277 SH     DEFINED    1,3,4    118277
AMETEK INC.               COM 03110010  808    26745 SH     DEFINED    1,3,4     26745
AMGEN                     COM 0311621048678   858908 SH     DEFINED    1,3,4    858908
AMPHENOL CORP             COM 0320951021275   621051 SH     DEFINED    1,3,4    621051
AMSOUTH BANCORPORATION    COM 03216510 5842   239298 SH     DEFINED    1,3,4    239298
AMSURG CORP.              COM 03232P40  837    39582 SH     DEFINED    1,3,4     39582
ANADARKO PETROLEUN CORP.  COM 0325111010424   157105 SH     DEFINED    1,3,4    157105
ANALOG DEVICES            COM 0326541010102   260368 SH     DEFINED    1,3,4    260368
ANALOGIC CORP.            COM 03265720  741    17796 SH     DEFINED    1,3,4     17796
ANCHOR BANCORP, INC./WI   COM 03283910  782    30080 SH     DEFINED    1,3,4     30080
ANDREW CORP.              COM 03442510 1234   101667 SH     DEFINED    1,3,4    101667
ANGELICA CORP.            COM 03466310  291    11685 SH     DEFINED    1,3,4     11685
ANGLO AMERICAN PLC        COM 03485P10  139     5740 SH     DEFINED    1,3,4      5740
ANHEUSER-BUSCH COS., INC. COM 0352291026748   535687 SH     DEFINED    1,3,4    535687
ANIMAS CORP               COM 03525Y10 1844   114530 SH     DEFINED    1,3,4    114530
ANIXTER INT'L, INC.       COM 03529010 1692    48281 SH     DEFINED    1,3,4     48281
ANNTAYLOR STORES CORP.    COM 03611510 8246   352571 SH     DEFINED    1,3,4    352571
ANSYS INC.                COM 03662Q10 5459   109776 SH     DEFINED    1,3,4    109776
ANTEON INTERNATIONAL CORP.COM 03674E10 2320    63320 SH     DEFINED    1,3,4     63320
ANTHEM, INC.              COM 03674B1023141   265223 SH     DEFINED    1,3,4    265223
AON CORP.                 COM 0373891035485  1235013 SH     DEFINED    1,3,4   1235013
APACHE CORP.              COM 0374111055652  1110876 SH     DEFINED    1,3,4   1110876
APARTMENT INVESTMENT & MANCOM 03748R10 2067    59374 SH     DEFINED    1,3,4     59374
APOGEE ENTERPRISES, INC.  COM 03759810  466    35709 SH     DEFINED    1,3,4     35709
APOLLO GROUP INC.         COM 03760410 9265   126251 SH     DEFINED    1,3,4    126251
APOLLO INVESTMENT CORP    COM 03761U10 4021   284110 SH     DEFINED    1,3,4    284110
APPLE COMPUTER, INC.      COM 03783310 9431   243603 SH     DEFINED    1,3,4    243603
APPLEBEES INT'L, INC.     COM 03789910 1048    41428 SH     DEFINED    1,3,4     41428
APPLERA CORP-APPLIED BIOSYCOM 03802010 6847   362927 SH     DEFINED    1,3,4    362927
APPLICA INCORPORATED      COM 03815A10  126    31395 SH     DEFINED    1,3,4     31395
APPLIED FILMS CORP.       COM 03819710 2083   115581 SH     DEFINED    1,3,4    115581
APPLIED INDUSTRIAL TECH, ICOM 03820C10 3647   102148 SH     DEFINED    1,3,4    102148
APPLIED MATERIALS, INC.   COM 0382221018676  1132767 SH     DEFINED    1,3,4   1132767
APPLIED MICRO CIRCUITS CORCOM 03822W10  615   199433 SH     DEFINED    1,3,4    199433
APPLIED SIGNAL TECHNOLOGY COM 03823710  466    14593 SH     DEFINED    1,3,4     14593
APRIA HEALTHCARE GROUP INCCOM 03793310 5945   218118 SH     DEFINED    1,3,4    218118
APTARGROUP, INC.          COM 03833610 2089    47489 SH     DEFINED    1,3,4     47489
AQUA AMERICA INC          COM 03836W10  807    36474 SH     DEFINED    1,3,4     36474
AQUILA, INC.              COM 03840P10  285    92427 SH     DEFINED    1,3,4     92427
ARBITRON, INC.            COM 03875Q1029414   803400 SH     DEFINED    1,3,4    803400
ARBOR REALTY TRUST INC    COM 03892310 1701    76610 SH     DEFINED    1,3,4     76610
ARCELOR                   COM 03937T10   81     4408 SH     DEFINED    1,3,4      4408
ARCH CAPITAL GROUP LTD    COM G0450A1025189   646718 SH     DEFINED    1,3,4    646718
ARCH CHEMICALS, INC.      COM 03937R10  873    30539 SH     DEFINED    1,3,4     30539
ARCH COAL, INC.           COM 03938010  765    21507 SH     DEFINED    1,3,4     21507
ARCHER-DANIELS-MIDLAND CO.COM 0394831031128  1833636 SH     DEFINED    1,3,4   1833636
ARCHSTONE-SMITH TRUST     COM 03958310 3622   114440 SH     DEFINED    1,3,4    114440
ARCHSTONE-SMITH TRUST     COM 0395831016635   525900 SH     DEFINED    2,3,4    525900
ARCTIC CAT, INC.          COM 03967010  699    27047 SH     DEFINED    1,3,4     27047
ARDEN REALTY INC.         COM 03979310 1938    59500 SH     DEFINED    2,3,4     59500
ARGOSY GAMING COMPANY     COM 04022810 1511    38448 SH     DEFINED    1,3,4     38448
ARKANSAS BEST CORP.       COM 04079010 1186    32508 SH     DEFINED    1,3,4     32508
ARMOR HOLDINGS, INC.      COM 04226010 1776    42732 SH     DEFINED    1,3,4     42732
ARQULE, INC.              COM 04269E10  175    37607 SH     DEFINED    1,3,4     37607
ARRAY BIOPHARMA INC       COM 04269X10  665    95620 SH     DEFINED    1,3,4     95620
ARRIVA PLC                COM 0230346   566    70462 SH     DEFINED    3,4       70462
ARROW ELECTRONICS INC.    COM 04273510 6124   271373 SH     DEFINED    1,3,4    271373
ARTESYN TECHNOLOGIES, INC.COM 04312710  511    51133 SH     DEFINED    1,3,4     51133
ARTHROCARE CORP.          COM 04313610  828    28174 SH     DEFINED    1,3,4     28174
ARVINMERITOR, INC.        COM 04335310 3553   189336 SH     DEFINED    1,3,4    189336
ASCENTIAL SOFTWARE CORP.  COM 04362P20  308    23011 SH     DEFINED    1,3,4     23011
ASHLAND, INC.             COM 04420410 2500    44579 SH     DEFINED    1,3,4     44579
ASHWORTH, INC.            COM 04516H10  142    17543 SH     DEFINED    1,3,4     17543
ASK JEEVES INC            COM 04517410 2530    77310 SH     DEFINED    1,3,4     77310
ASPECT COMMUNICATIONS     COM 04523Q10 7923   797678 SH     DEFINED    1,3,4    797678
ASSET ACCEPTANCE CAPITAL  COM 04543P10 3595   211815 SH     DEFINED    1,3,4    211815
ASSOCIATED BANC-CORP.     COM 04548710 1384    43174 SH     DEFINED    1,3,4     43174
ASTEC INDUSTRIES, INC.    COM 04622410  493    25887 SH     DEFINED    1,3,4     25887
ASTORIA FINL CORP.        COM 04626510 1064    29999 SH     DEFINED    1,3,4     29999
ASTRAZENECA GROUP PLC.    COM 04635310   96     2334 SH     DEFINED    1,3,4      2334
AT&T CORP.                COM 00195750 7174   500995 SH     DEFINED    1,3,4    500995
AT&T WIRELESS GROUP       COM 00209A1025305  1712234 SH     DEFINED    1,3,4   1712234
ATMEL CORP.               COM 04951310  673   186510 SH     DEFINED    1,3,4    186510
ATMI, INC.                COM 00207R10  839    40918 SH     DEFINED    1,3,4     40918
ATMOS ENERGY CORP.        COM 04956010 2057    81660 SH     DEFINED    1,3,4     81660
ATWOOD OCEANICS INC.      COM 05009510  856    18086 SH     DEFINED    1,3,4     18086
AUDIOVOX CORP.            COM 05075710  505    30062 SH     DEFINED    1,3,4     30062
AUTODESK, INC.            COM 0527691023797   489467 SH     DEFINED    1,3,4    489467
AUTOMATIC DATA PROCESSING,COM 0530151015214   368139 SH     DEFINED    1,3,4    368139
AUTONATION INC.           COM 05329W10 2859   167238 SH     DEFINED    1,3,4    167238
AUTOZONE, INC.            COM 05333210 4029    52180 SH     DEFINED    1,3,4     52180
AVALONBAY COMMUNITIES, INCCOM 0534841017232   286200 SH     DEFINED    2,3,4    286200
AVAYA, INC.               COM 05349910 3958   283936 SH     DEFINED    1,3,4    283936
AVERY DENNISON CORP.      COM 05361110 4558    69292 SH     DEFINED    1,3,4     69292
AVIALL, INC.              COM 05366B10 6537   320412 SH     DEFINED    1,3,4    320412
AVID TECHNOLOGY, INC.     COM 05367P10 4987   106380 SH     DEFINED    1,3,4    106380
AVISTA CORP.              COM 05379B10 1141    63148 SH     DEFINED    1,3,4     63148
AVNET, INC.               COM 0538071016644   971875 SH     DEFINED    1,3,4    971875
AVOCENT CORPORATION.      COM 05389310  501    19312 SH     DEFINED    1,3,4     19312
AVON PRODUCTS, INC.       COM 0543031025652   587426 SH     DEFINED    1,3,4    587426
AXA                       COM 05453610  142     7000 SH     DEFINED    1,3,4      7000
AXCELIS TECHNOLOGIES, INC.COM 05454010 1079   130379 SH     DEFINED    1,3,4    130379
AZTAR CORP.               COM 05480210 1197    45149 SH     DEFINED    1,3,4     45149
BAKER HUGHES, INC.        COM 0572241010729   245407 SH     DEFINED    1,3,4    245407
BALDOR ELECTRIC CO.       COM 05774110 1018    42970 SH     DEFINED    1,3,4     42970
BALL CORP.                COM 0584981032773   875586 SH     DEFINED    1,3,4    875586
BALLY TOTAL FITNESS HOLDINCOM 05873K10  162    44445 SH     DEFINED    1,3,4     44445
BANCO CENTRAL DE URUGUAY  COM 55713630    0  3500000 SH     DEFINED    3,4     3500000
BANCO CENTRAL DE URUGUAY  COM 55713740    0  1500000 SH     DEFINED    3,4     1500000
BANCO SANTANDER CEN       COM 05964H10  216    22050 SH     DEFINED    1,3,4     22050
BANDAG INC.               COM 05981510  333     7596 SH     DEFINED    1,3,4      7596
BANK OF AMERICA CORP.     COM 060505101536623546421.0SH     DEFINED    1,3,4   3546421
BANK OF HAWAII CORP.      COM 06254010 7003   148150 SH     DEFINED    1,3,4    148150
BANK OF IRELAND           COM 46267Q10  149     2750 SH     DEFINED    1,3,4      2750
BANK OF NEW YORK          COM 0640571014260   488907 SH     DEFINED    1,3,4    488907
BANK OF NOVA SCOTIA       COM 06414910  214     7280 SH     DEFINED    1,3,4      7280
BANKATLANTIC BANCORP      COM 06590850 1430    78033 SH     DEFINED    1,3,4     78033
BANKNORTH GROUP, INC.     COM 06646R10 2369    67803 SH     DEFINED    1,3,4     67803
BANKUNITED FINANCIAL CORP COM 06652B10 1138    39144 SH     DEFINED    1,3,4     39144
BANTA CORP.               COM 06682110 8278   208280 SH     DEFINED    1,3,4    208280
BARCLAYS PLC              COM 06738E20  309     8037 SH     DEFINED    1,3,4      8037
BARD (C.R.), INC.         COM 0673831014313   252667 SH     DEFINED    1,3,4    252667
BARNES & NOBLE, INC.      COM 0677741025182   680435 SH     DEFINED    1,3,4    680435
BARNES GROUP, INC.        COM 06780610  828    30190 SH     DEFINED    1,3,4     30190
BARR PHARMACEUTICALS, INC.COM 06830610 3359    80952 SH     DEFINED    1,3,4     80952
BASF AG                   COM 05526250   84     1425 SH     DEFINED    1,3,4      1425
BASSETT FURNITURE INDS.   COM 07020310  283    15238 SH     DEFINED    1,3,4     15238
BAUSCH & LOMB, INC.       COM 0717071031961   480929 SH     DEFINED    1,3,4    480929
BAXTER INTERNATIONAL, INC.COM 0718131012416   386191 SH     DEFINED    1,3,4    386191
BB&T CORP.                COM 0549371013832   348428 SH     DEFINED    1,3,4    348428
BEAR STEARNS CO.          COM 07390210 6244    64910 SH     DEFINED    1,3,4     64910
BEBE STORES INC.          COM 07557110 2451   116090 SH     DEFINED    1,3,4    116090
BECKMAN COULTER, INC.     COM 0758111023233   413933 SH     DEFINED    1,3,4    413933
BECTON, DICKINSON & CO.   COM 0758871029970   579814 SH     DEFINED    1,3,4    579814
BED BATH & BEYOND, INC.   COM 07589610 7575   204086 SH     DEFINED    1,3,4    204086
BEI TECHNOLOGIES, INC.    COM 05538P10  528    19279 SH     DEFINED    1,3,4     19279
BEL FUSE INC-CL B         COM 07734730  493    14773 SH     DEFINED    1,3,4     14773
BELDEN CDT INC            COM 07745410 1337    61126 SH     DEFINED    1,3,4     61126
BELL MICROPRODUCTS, INC.  COM 07813710  284    36493 SH     DEFINED    1,3,4     36493
BELLSOUTH CORP.           COM 0798601031865  1174796 SH     DEFINED    1,3,4   1174796
BELO CORP. CLASS A        COM 0805551014445   641018 SH     DEFINED    1,3,4    641018
BEMIS CO.                 COM 0814371012082   454920 SH     DEFINED    1,3,4    454920
BENCHMARK ELECTRONICS, INCCOM 08160H1020743   696402 SH     DEFINED    1,3,4    696402
BERKLEY (WR) CORP         COM 0844231024028   569846 SH     DEFINED    1,3,4    569846
BERKSHIRE HATHAWAY INC-CL COM 08467020  727      253 SH     DEFINED    1,3,4       253
BEST BUY CO., INC.        COM 0865161012343   227467 SH     DEFINED    1,3,4    227467
BEVERLY ENTERPRISES       COM 08785130 2962   391170 SH     DEFINED    1,3,4    391170
BHP BILLITON LTD          COM 08860610  217    10460 SH     DEFINED    1,3,4     10460
BIG 5 SPORTING GOODS CORP COM 08915P10 1945    85361 SH     DEFINED    1,3,4     85361
BIG LOTS, INC.            COM 08930210  880    72267 SH     DEFINED    1,3,4     72267
BIOGEN IDEC INC           COM 09062X1013043   213321 SH     DEFINED    1,3,4    213321
BIOLASE TECHNOLOGY INC    COM 09091110  260    31728 SH     DEFINED    1,3,4     31728
BIOMED REALTY TRUST INC   COM 09063H10 6659   378600 SH     DEFINED    2,3,4    378600
BIOMET, INC.              COM 0906131025599   546087 SH     DEFINED    1,3,4    546087
BIOSITE, INC.             COM 09094510 1015    20730 SH     DEFINED    1,3,4     20730
BIRMINGHAM SOUTHEAST, LLC COM 0912502#    0   227670 SH     DEFINED    3,4      227670
BISYS GROUP, INC.         COM 05547210  691    47322 SH     DEFINED    1,3,4     47322
BJ SERVICES CO.           COM 0554821029300   559101 SH     DEFINED    1,3,4    559101
BJS WHOLESALE CLUB INC.   COM 05548J10 2696    98790 SH     DEFINED    1,3,4     98790
BLACK & DECKER CORP.      COM 09179710 5162    66642 SH     DEFINED    1,3,4     66642
BLACK BOX CORP.           COM 09182610  848    22891 SH     DEFINED    1,3,4     22891
BLACK HILLS CORP.         COM 09211310  355    12727 SH     DEFINED    1,3,4     12727
BLOCK (H.& R.), INC.      COM 09367110 5114   103429 SH     DEFINED    1,3,4    103429
BLUEBERRY PATCH LTD., THE COM 09534510    0      440 SH     DEFINED    3,4         440
BLYTH INDUSTRIES INC.     COM 09643P10  495    16013 SH     DEFINED    1,3,4     16013
BMC SOFTWARE, INC.        COM 05592110 2217   139989 SH     DEFINED    1,3,4    139989
BNP PARIBAS - SPONSORED ADCOM 05565A20  389    12100 SH     DEFINED    1,3,4     12100
BOB EVANS FARMS           COM 09676110  375    13835 SH     DEFINED    1,3,4     13835
BOEING CO.                COM 0970231027253   528079 SH     DEFINED    1,3,4    528079
BOISE CASCADE CORP.       COM 0973831013021   391290 SH     DEFINED    1,3,4    391290
BORDERS GROUP INC.        COM 09970910 4645   187447 SH     DEFINED    1,3,4    187447
BORG WARNER INC           COM 09972410  950    21886 SH     DEFINED    1,3,4     21886
BOSTON COMMUNICATIONS GROUCOM 10058210 2734   311895 SH     DEFINED    1,3,4    311895
BOSTON PRIVATE FINL HLDGS.COM 10111910  890    35679 SH     DEFINED    1,3,4     35679
BOSTON PROPERTIES INC.    COM 10112110 4752    85800 SH     DEFINED    1,3,4     85800
BOSTON PROPERTIES INC.    COM 1011211040304   727600 SH     DEFINED    2,3,4    727600
BOSTON SCIENTIFIC CORP.   COM 1011371021064   530164 SH     DEFINED    1,3,4    530164
BOWATER INC.              COM 10218310  835    21822 SH     DEFINED    1,3,4     21822
BOWNE & CO., INC.         COM 10304310  597    46008 SH     DEFINED    1,3,4     46008
BOYD GAMING CORP          COM 10330410  954    33992 SH     DEFINED    1,3,4     33992
BP PLC                    COM 05562210   73     1270 SH     DEFINED    1,3,4      1270
BRADLEY PHARMACEUTICALS, ICOM 10457610  417    20464 SH     DEFINED    1,3,4     20464
BRADY CORP.               COM 10467410 1518    31055 SH     DEFINED    1,3,4     31055
BRANDYWINE REALTY TRUST   COM 10536820 1558    54700 SH     DEFINED    1,3,4     54700
BRASCAN CORP.             COM 10549P60  184     6098 SH     DEFINED    1,3,4      6098
BRE PROPERTIES CL A       COM 05564E10 3783    98700 SH     DEFINED    2,3,4     98700
BRIGGS & STRATTON CORP.   COM 1090431037787   465334 SH     DEFINED    1,3,4    465334
BRINKER INTERNATIONAL INC COM 10964110 1102    35234 SH     DEFINED    1,3,4     35234
BRISTOL MYERS SQUIBB CO.  COM 1101221029163  1232187 SH     DEFINED    1,3,4   1232187
BRISTOL WEST HOLDINGS INC COM 11037M10 1322    77066 SH     DEFINED    1,3,4     77066
BRITISH AMERICAN TOBACCO PCOM 11044810  119     4110 SH     DEFINED    1,3,4      4110
BROADCOM CORP.            COM 11132010 5526   202612 SH     DEFINED    1,3,4    202612
BROCADE COMMUNICATIONS SYSCOM 11162110 5648   999500 SH     DEFINED    1,3,4    999500
BROOKFIELD HOMES CORP.    COM 11272310 7709   292566 SH     DEFINED    1,3,4    292566
BROOKFIELD PROPERTIES CORPCOM 1129001025324   785000 SH     DEFINED    2,3,4    785000
BROOKLINE BANCORP INC.    COM 11373M10 1209    77148 SH     DEFINED    1,3,4     77148
BROOKS AUTOMATION INC,    COM 11434010 2160   152810 SH     DEFINED    1,3,4    152810
BROOKSTONE, INC.          COM 11453710 1050    55573 SH     DEFINED    1,3,4     55573
BROOKTROUT, INC.          COM 11458010  151    16959 SH     DEFINED    1,3,4     16959
BROWN & BROWN, INC.       COM 11523610 1235    27020 SH     DEFINED    1,3,4     27020
BROWN SHOE, INC.          COM 11573610  601    23702 SH     DEFINED    1,3,4     23702
BROWN-FORMAN DISTILLERS COCOM 1156372010485   228992 SH     DEFINED    1,3,4    228992
BRUNSWICK CORP.           COM 1170431017566   383889 SH     DEFINED    1,3,4    383889
BRUSH WELLMAN, INC.       COM 11742110  511    24711 SH     DEFINED    1,3,4     24711
BUCKEYE TECHNOLOGIES, INC.COM 11825510 2680   240571 SH     DEFINED    1,3,4    240571
BUCYRUS INTERNATIONAL INC COM 11875910  548    16256 SH     DEFINED    1,3,4     16256
BUILDING MATERIALS HLDG. CCOM 12011310  487    17563 SH     DEFINED    1,3,4     17563
BURLINGTON COAT FACTORY WHCOM 12157910 1232    58218 SH     DEFINED    1,3,4     58218
BURLINGTON NORTHERN SANTA COM 12189T10 8948   233598 SH     DEFINED    1,3,4    233598
BURLINGTON RESOURCES, INC.COM 1220141031573   773846 SH     DEFINED    1,3,4    773846
C H ROBINSON WORLDWIDE INCCOM 12541W10 1556    33487 SH     DEFINED    1,3,4     33487
C&D TECHNOLOGIES, INC.    COM 12466110  626    33009 SH     DEFINED    1,3,4     33009
CABOT CORP.               COM 12705510  930    24198 SH     DEFINED    1,3,4     24198
CABOT MICROELECTRONICS CORCOM 12709P10  350     9721 SH     DEFINED    1,3,4      9721
CABOT OIL & GAS CORP      COM 12709710 1932    43110 SH     DEFINED    1,3,4     43110
CACI INTERNATIONAL, INC. CCOM 12719030 3119    59043 SH     DEFINED    1,3,4     59043
CADENCE DESIGN SYSTEMS, INCOM 12738710 1378   105593 SH     DEFINED    1,3,4    105593
CAESARS ENTERTAINMENT INC COM 12768710 2031   121466 SH     DEFINED    1,3,4    121466
CAL DIVE INTERNATIONAL INCCOM 1279141016088   451693 SH     DEFINED    1,3,4    451693
CALIFORNIA PIZZA KITCHEN, COM 13054D10 1823    83410 SH     DEFINED    1,3,4     83410
CALLAWAY GOLF CO.         COM 13119310  311    29497 SH     DEFINED    1,3,4     29497
CALPINE CORP.             COM 13134710  799   278410 SH     DEFINED    1,3,4    278410
CAMBREX CORP.             COM 13201110  746    34056 SH     DEFINED    1,3,4     34056
CAMDEN PROPERTY TRUST     COM 13313110 7808   169000 SH     DEFINED    2,3,4    169000
CAMPBELL SOUP CO.         COM 13442910 6787   258170 SH     DEFINED    1,3,4    258170
CANADIAN NATURAL RESOURCESCOM 13638510  215     5380 SH     DEFINED    1,3,4      5380
CANDELA CORP.             COM 1369071012748  1104853 SH     DEFINED    1,3,4   1104853
CANON, INC.               COM 13800630  177     3738 SH     DEFINED    1,3,4      3738
CAPITAL AUTOMOTIVE REIT   COM 1397331021444   685638 SH     DEFINED    1,3,4    685638
CAPITAL AUTOMOTIVE REIT   COM 13973310 7819   250000 SH     DEFINED    2,3,4    250000
CAPITAL CORP OF THE WEST  COM 14006510 4233    98455 SH     DEFINED    1,3,4     98455
CAPITAL ONE FINANCIAL CORPCOM 14040H1037088   501784 SH     DEFINED    1,3,4    501784
CAPTARIS, INC.            COM 14071N10  178    41151 SH     DEFINED    1,3,4     41151
CARAUSTAR INDUSTRIES, INC.COM 14090910 2464   146994 SH     DEFINED    1,3,4    146994
CARBO CERAMICS, INC.      COM 14078110 3617    50164 SH     DEFINED    1,3,4     50164
CARDINAL HEALTH, INC.     COM 14149Y1011865   271120 SH     DEFINED    1,3,4    271120
CARDSYSTEMS SOLUTIONS, INCCOM 006247$$  167   333500 SH     DEFINED    3,4      333500
CARDSYSTEMS SOLUTIONS, INCCOM 06249000    0  1000000 SH     DEFINED    3,4     1000000
CAREER EDUCATION CORP.    COM 14166510 1142    40143 SH     DEFINED    1,3,4     40143
CAREMARK RX, INC.         COM 1417051010810   337090 SH     DEFINED    1,3,4    337090
CARLISLE COS INC.         COM 1423391019059   298106 SH     DEFINED    1,3,4    298106
CARMAX, INC.              COM 14313010  881    40787 SH     DEFINED    1,3,4     40787
CARMIKE CINEMAS INC       COM 14343640 2201    62530 SH     DEFINED    1,3,4     62530
CARNIVAL CORP.            COM 1436583018780   397118 SH     DEFINED    1,3,4    397118
CARPENTER TECHNOLOGY CORP.COM 14428510 1482    31023 SH     DEFINED    1,3,4     31023
CARREKER CORP.            COM 14443310  243    32043 SH     DEFINED    1,3,4     32043
CASCADE NATURAL GAS CORP. COM 14733910  312    14668 SH     DEFINED    1,3,4     14668
CASEYS GENERAL STORES, INCCOM 14752810 1214    65283 SH     DEFINED    1,3,4     65283
CASH AMERICA INTL, INC.   COM 14754D10  906    36933 SH     DEFINED    1,3,4     36933
CASTLE (A M) & CO.        COM 14841110  207    20601 SH     DEFINED    1,3,4     20601
CATALINA MARKETING CORP.  COM 14886710 6238   270445 SH     DEFINED    1,3,4    270445
CATAPULT COMMUNICATIONS COCOM 14901610  349    18846 SH     DEFINED    1,3,4     18846
CATELLUS DEVELOPMENT CORP.COM 1491131014206   535896 SH     DEFINED    1,3,4    535896
CATELLUS DEVELOPMENT CORP.COM 14911310 3961   149262 SH     DEFINED    2,3,4    149262
CATERPILLAR, INC.         COM 1491231021256   264237 SH     DEFINED    1,3,4    264237
CATO CORP. - CI A         COM 14920510  596    26889 SH     DEFINED    1,3,4     26889
CBL & ASSOCIATES PROPERTIECOM 12483010 2373    38923 SH     DEFINED    1,3,4     38923
CBL & ASSOCIATES PROPERTIECOM 1248301020840   342000 SH     DEFINED    2,3,4    342000
CBRL GROUP INC.           COM 12489V1013722   380203 SH     DEFINED    1,3,4    380203
C-COR INC                 COM 1250101010422  1233163 SH     DEFINED    1,3,4   1233163
CDI CORP.                 COM 12507110  530    25695 SH     DEFINED    1,3,4     25695
CDW CORP                  COM 12512N10 1895    32601 SH     DEFINED    1,3,4     32601
CEC ENTERTAINMENT, INC.   COM 12513710 1756    47800 SH     DEFINED    1,3,4     47800
CELL GENESYS, INC.        COM 15092110  922   102741 SH     DEFINED    1,3,4    102741
CENCOSUD SA               COM 15132H20 3320   153600 SH     DEFINED    1,3,4    153600
CENDANT CORP.             COM 1513131029794  1379425 SH     DEFINED    1,3,4   1379425
CENTENE CORP.             COM 15135B10 1135    26657 SH     DEFINED    1,3,4     26657
CENTERPOINT ENERGY, INC.  COM 15189T10 2021   195008 SH     DEFINED    1,3,4    195008
CENTERPOINT PROPERTIES CORCOM 15189510 4851   111300 SH     DEFINED    1,3,4    111300
CENTERPOINT PROPERTIES CORCOM 1518951021228   487100 SH     DEFINED    2,3,4    487100
CENTEX CORP.              COM 15231210 3928    77819 SH     DEFINED    1,3,4     77819
CENTRAL GARDEN & PET CO   COM 15352710 3092   101003 SH     DEFINED    1,3,4    101003
CENTRAL PARKING CORP.     COM 15478510  627    47708 SH     DEFINED    1,3,4     47708
CENTRAL VERMONT PUB SERV  COM 15577110  315    15821 SH     DEFINED    1,3,4     15821
CENTURY ALUMINUM COMPANY  COM 1564311025269   911190 SH     DEFINED    1,3,4    911190
CENTURYTEL, INC.          COM 1567001012923   377513 SH     DEFINED    1,3,4    377513
CEPHALON, INC.            COM 15670810 3649    76178 SH     DEFINED    1,3,4     76178
CERIDIAN CORP.            COM 1567791021183  1150447 SH     DEFINED    1,3,4   1150447
CERNER CORP.              COM 15678210 2038    47081 SH     DEFINED    1,3,4     47081
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CHAMPION ENTERPRISES, INC.COM 15849610  953    92982 SH     DEFINED    1,3,4     92982
CHARLES RIVER ASSOCIATES, COM 15985210 4367   113976 SH     DEFINED    1,3,4    113976
CHARLES RIVER LABORATORIESCOM 1598641012893   281515 SH     DEFINED    1,3,4    281515
CHARLOTTE RUSSE HOLDING, ICOM 16104810 1020    88798 SH     DEFINED    1,3,4     88798
CHARMING SHOPPES, INC.    COM 16113310  331    46500 SH     DEFINED    1,3,4     46500
CHARTER MUNICIPAL MTG ACCPCOM 16090810  625    28380 SH     DEFINED    1,3,4     28380
CHATTEM INC               COM 16245610 4617   143161 SH     DEFINED    1,3,4    143161
CHECK POINT SOFTWARE TECHNCOM M2246510 5630   331949 SH     DEFINED    1,3,4    331949
CHECKERS DRIVE-IN RESTAURACOM 16280930 1561   132810 SH     DEFINED    1,3,4    132810
CHECKFREE  CORP           COM 16281310  939    34009 SH     DEFINED    1,3,4     34009
CHECKPOINT SYSTEMS, INC.  COM 16282510  765    49023 SH     DEFINED    1,3,4     49023
CHEESECAKE FACTORY, INC.  COM 16307210  884    20323 SH     DEFINED    1,3,4     20323
CHELSEA PROPERTY GROUP, INCOM 1634211021590   321780 SH     DEFINED    2,3,4    321780
CHEMED CORP               COM 16359R10  909    16225 SH     DEFINED    1,3,4     16225
CHEREPOVETS MK SEVERSTAL  COM 7743751  4522   111370 SH     DEFINED    1,3,4    111370
CHESAPEAKE CORP.          COM 16515910  613    25450 SH     DEFINED    1,3,4     25450
CHESAPEAKE ENERGY CORP.   COM 1651671011572   731118 SH     DEFINED    1,3,4    731118
CHEVRONTEXACO, CORP.      COM 16676410108908 2030389 SH     DEFINED    1,3,4   2030389
CHICAGO MERCANTILE EXCHANGCOM 16776010  354     2200 SH     DEFINED    1,3,4      2200
CHICO'S FAS INC.          COM 16861510 7803   228160 SH     DEFINED    1,3,4    228160
CHILDRENS PLACE           COM 16890510  842    35117 SH     DEFINED    1,3,4     35117
CHIRON CORP.              COM 17004010 5233   118355 SH     DEFINED    1,3,4    118355
CHITTENDEN CORP.          COM 17022810 1643    60219 SH     DEFINED    1,3,4     60219
CHOICE HOTELS INTL., INC. COM 16990510 4606    79961 SH     DEFINED    1,3,4     79961
CHOICEPOINT, INC.         COM 17038810 1486 34759.995SH     DEFINED    1,3,4     34760
CHRISTOPHER & BANKS CORP  COM 17104610  764    47600 SH     DEFINED    1,3,4     47600
CHUBB CORP.               COM 1712321010139   144334 SH     DEFINED    1,3,4    144334
CHURCH & DWIGHT, INC.     COM 17134010  678  24237.5 SH     DEFINED    1,3,4     24238
CIA VALE DO RIO DOCE      COM 20441220  183     8100 SH     DEFINED    1,3,4      8100
CIBER INC.                COM 17163B10  595    78632 SH     DEFINED    1,3,4     78632
CIENA CORP.               COM 17177910  700   357092 SH     DEFINED    1,3,4    357092
CIGNA CORP.               COM 12550910 6648    95449 SH     DEFINED    1,3,4     95449
CIMAREX ENERGY CO.        COM 17179810 8157   233554 SH     DEFINED    1,3,4    233554
CINCINNATI BELL INC.      COM 17187110  336    96172 SH     DEFINED    1,3,4     96172
CINCINNATI FINANCIAL CORP.COM 17206210 7151   173978 SH     DEFINED    1,3,4    173978
CINERGY CORP.             COM 17247410 4520   114172 SH     DEFINED    1,3,4    114172
CINTAS CORP.              COM 17290810 4596   109424 SH     DEFINED    1,3,4    109424
CIRCUIT CITY STORES, INC. COM 17273710 1934   125896 SH     DEFINED    1,3,4    125896
CISCO SYSTEMS, INC.       COM 17275R1084097  4646787 SH     DEFINED    1,3,4   4646787
CITIGROUP, INC.           COM 17296710188674 4276240 SH     DEFINED    1,3,4   4276240
CITIZENS COMMUNICATIONS COCOM 17453B1042460  3171158 SH     DEFINED    1,3,4   3171158
CITRIX SYSTEMS INC.       COM 17737610 3042   173774 SH     DEFINED    1,3,4    173774
CITY HOLDING CO           COM 1778351011096   337269 SH     DEFINED    1,3,4    337269
CITY NATIONAL CORP.       COM 1785661039716   611500 SH     DEFINED    1,3,4    611500
CLAIRE'S STORES, INC.     COM 1795841018268   729483 SH     DEFINED    1,3,4    729483
CLARCOR, INC.             COM 1798951013207   277095 SH     DEFINED    1,3,4    277095
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CLECO CORP.               COM 12561W10 1063    61446 SH     DEFINED    1,3,4     61446
CLEVELAND-CLIFFS, INC.    COM 1858961014708   181832 SH     DEFINED    1,3,4    181832
CLOROX CO.                COM 18905410 7117   133638 SH     DEFINED    1,3,4    133638
CMS ENERGY CORP.          COM 12589610  982   103871 SH     DEFINED    1,3,4    103871
CNF INC                   COM 12612W1016796   409695 SH     DEFINED    1,3,4    409695
COACH, INC.               COM 18975410 6844   161352 SH     DEFINED    1,3,4    161352
COACHMEN INDUSTRIES, INC. COM 18987310  318    20445 SH     DEFINED    1,3,4     20445
COCA-COLA CO.             COM 1912161074237  1853567 SH     DEFINED    1,3,4   1853567
COCA-COLA ENTERPRISES     COM 1912191014466   765404 SH     DEFINED    1,3,4    765404
COGNEX CORP.              COM 19242210 4417   168586 SH     DEFINED    1,3,4    168586
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COHERENT, INC.            COM 19247910 1023    39553 SH     DEFINED    1,3,4     39553
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COLGATE-PALMOLIVE CO.     COM 1941621015113   334470 SH     DEFINED    1,3,4    334470
COLLEGIATE FUNDING SERVICECOM 19458M10 4043   322024 SH     DEFINED    1,3,4    322024
COLONIAL BANCGROUP        COM 19549330 1069    52376 SH     DEFINED    1,3,4     52376
COLONIAL PROPERTIES TRUST COM 19587210 1423    35488 SH     DEFINED    1,3,4     35488
COLUMBIA BANKING SYSTEM INCOM 1972361010873   457279 SH     DEFINED    1,3,4    457279
COMCAST CORP.             COM 20030N1049277  1744899 SH     DEFINED    1,3,4   1744899
COMERICA, INC.            COM 2003401020391   343511 SH     DEFINED    1,3,4    343511
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COMMERCE BANCSHARES, INC. COM 20052510 1649    34300 SH     DEFINED    1,3,4     34300
COMMERCIAL FEDERAL CORP   COM 20164710 1394    51810 SH     DEFINED    1,3,4     51810
COMMERCIAL METALS CO.     COM 2017231016306   410406 SH     DEFINED    1,3,4    410406
COMMERCIAL NET LEASE REALTCOM 20221810 1232    67638 SH     DEFINED    1,3,4     67638
COMMONWEALTH INDUSTRIES   COM 20300410  194    21202 SH     DEFINED    1,3,4     21202
COMMONWEALTH TELEPHONE ENTCOM 20334910 1197    27478 SH     DEFINED    1,3,4     27478
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COMMUNITY BANK SYSTEM INC.COM 20360710 1003    39883 SH     DEFINED    1,3,4     39883
COMMUNITY FIRST BANKSHARESCOM 20390210 1544    48149 SH     DEFINED    1,3,4     48149
COMMUNITY HEALTH SYSTEMS  COM 20366810 5892   220860 SH     DEFINED    1,3,4    220860
COMMUNITY TRUST BANCORP, ICOM 20414910 2000    64420 SH     DEFINED    1,3,4     64420
COMPASS BANCSHARES INC.   COM 20449H10 2108    48096 SH     DEFINED    1,3,4     48096
COMPUTER ASSOCIATES INTL ICOM 20491210 9679   368125 SH     DEFINED    1,3,4    368125
COMPUTER SCIENCES CORP.   COM 20536310 6872   145955 SH     DEFINED    1,3,4    145955
COMPUWARE CORP.           COM 20563810 1265   244656 SH     DEFINED    1,3,4    244656
COMTECH TELECOMMUNICATIONSCOM 20582620 8076   297974 SH     DEFINED    1,3,4    297974
COMVERSE TECHNOLOGY, INC. COM 20586240 2315   122718 SH     DEFINED    1,3,4    122718
CONAGRA FOODS, INC.       COM 20588710 8521   331471 SH     DEFINED    1,3,4    331471
CONCORD COMMUNICATIONS INCCOM 20618610  210    23873 SH     DEFINED    1,3,4     23873
CONMED CORP.              COM 20741010 5023   190980 SH     DEFINED    1,3,4    190980
CONNETICS CORP.           COM 20819210 3206   118590 SH     DEFINED    1,3,4    118590
CONOCOPHILLIPS            COM 20825C1058243   702998 SH     DEFINED    1,3,4    702998
CONSOLIDATED EDISON, INC. COM 20911510 6371   151459 SH     DEFINED    1,3,4    151459
CONSOLIDATED GRAPHICS INC COM 20934110 6556   156446 SH     DEFINED    1,3,4    156446
CONSTELLATION BRANDS INC -COM 21036P10 1602    42063 SH     DEFINED    1,3,4     42063
CONSTELLATION ENERGY GROUPCOM 2103711030609   768534 SH     DEFINED    1,3,4    768534
CONTINENTAL AG            COM 21077120  105     1924 SH     DEFINED    1,3,4      1924
CONVERGYS CORP.           COM 21248510 1202    89418 SH     DEFINED    1,3,4     89418
COOPER CAMERON CORP.      COM 21664010 1180    21541 SH     DEFINED    1,3,4     21541
COOPER COMPANIES, INC.    COM 2166484012804   186839 SH     DEFINED    1,3,4    186839
COOPER INDUSTRIES, LTD. - COM G2418210 3533    59884 SH     DEFINED    1,3,4     59884
COOPER TIRE & RUBBER      COM 21683110  962    47633 SH     DEFINED    1,3,4     47633
COORS (ADOLPH) CO. CLASS BCOM 21701610 1586    23450 SH     DEFINED    1,3,4     23450
COPART INC.               COM 21720410  671    35285 SH     DEFINED    1,3,4     35285
CORINTHIAN COLLEGES, INC. COM 21886810  476    35366 SH     DEFINED    1,3,4     35366
CORN PRODUCTS INTL, INC.  COM 21902310 2217    48093 SH     DEFINED    1,3,4     48093
CORNING, INC.             COM 21935010 9714   877233 SH     DEFINED    1,3,4    877233
CORPBANCA SA              COM 21987A10 3723   138601 SH     DEFINED    1,3,4    138601
CORPORATE OFFICE PROPERTIECOM 22002T1011230   438300 SH     DEFINED    2,3,4    438300
CORPORATE SERVICES GROUP PCOM 02251600   11    82587 SH     DEFINED    3,4       82587
COST PLUS INC/CALIFORNIA  COM 22148510 1005    28530 SH     DEFINED    1,3,4     28530
COSTCO WHOLESALE CORP.    COM 22160K1025479   613098 SH     DEFINED    1,3,4    613098
COTT CORP                 COM 22163N10  131     4544 SH     DEFINED    1,3,4      4544
COUNTRYWIDE FINANCIAL CORPCOM 2223721029946 760320.00SH     DEFINED    1,3,4    760320
COVANCE INC.              COM 22281610  984    24561 SH     DEFINED    1,3,4     24561
COVENTRY HEALTH CARE      COM 22286210 9599   179859 SH     DEFINED    1,3,4    179859
CPI CORP.                 COM 12590210  133    10118 SH     DEFINED    1,3,4     10118
CRANE CO.                 COM 22439910 2396    83010 SH     DEFINED    1,3,4     83010
CREDENCE SYSTEMS CORP.    COM 22530210  271    37385 SH     DEFINED    1,3,4     37385
CREDICORP, LTD.           COM G2519Y10 3699   263281 SH     DEFINED    1,3,4    263281
CREDIT SUISSE GROUP       COM 22540110  262     8210 SH     DEFINED    1,3,4      8210
CREE, INC.                COM 2254471010444   342010 SH     DEFINED    1,3,4    342010
CRH PLC                   COM 12626K20  156     6600 SH     DEFINED    1,3,4      6600
CROMPTON CORPORATION      COM 22711610  425    44940 SH     DEFINED    1,3,4     44940
CROSS COUNTRY HEALTHCARE, COM 22748310  649    41783 SH     DEFINED    1,3,4     41783
CRT PROPERTIES INC        COM 22876P10 7964   371258 SH     DEFINED    1,3,4    371258
CRYOLIFE, INC.            COM 22890310  215    30370 SH     DEFINED    1,3,4     30370
CSG SYSTEMS INTL INC.     COM 12634910  318    20404 SH     DEFINED    1,3,4     20404
CSK AUTO CORP.            COM 12596510 5995   450005 SH     DEFINED    1,3,4    450005
CSX CORP.                 COM 12640810 4470   134752 SH     DEFINED    1,3,4    134752
CTS CORP.                 COM 12650110  596    47089 SH     DEFINED    1,3,4     47089
CUBIC CORP                COM 22966910  800    34853 SH     DEFINED    1,3,4     34853
CULLEN FROST BANKERS, INC.COM 22989910 4054    87210 SH     DEFINED    1,3,4     87210
CUMMINS, INC.             COM 2310211033007   446632 SH     DEFINED    1,3,4    446632
CUNO INCORPORATED         COM 12658310 1275    22123 SH     DEFINED    1,3,4     22123
CURATIVE HEALTH SERVICES, COM 23126W10  109    16851 SH     DEFINED    1,3,4     16851
CURTISS-WRIGHT CORP.      COM 23156110 1596    27874 SH     DEFINED    1,3,4     27874
CVB FINANCIAL CORP        COM 12660010 4132   186033 SH     DEFINED    1,3,4    186033
CVS CORP.                 COM 1266501010568   250830 SH     DEFINED    1,3,4    250830
CYBERONICS, INC.          COM 23251P10  638    31101 SH     DEFINED    1,3,4     31101
CYMER, INC.               COM 23257210 1373    47987 SH     DEFINED    1,3,4     47987
CYPRESS SEMICONDUCTOR CORPCOM 23280610  435    49136 SH     DEFINED    1,3,4     49136
CYTEC INDUSTRIES, INC.    COM 23282010  752    15349 SH     DEFINED    1,3,4     15349
CYTYC CORP.               COM 23294610 3943   163205 SH     DEFINED    1,3,4    163205
D R HORTON INC.           COM 23331A1014969   452095 SH     DEFINED    1,3,4    452095
DADE BEHRING HOLDINGS INC COM 23342J20 5840   104780 SH     DEFINED    1,3,4    104780
DAIWA HOUSE INDUSTRY CO LTCOM 23406220   33      339 SH     DEFINED    1,3,4       339
DAKTRONICS INC            COM 23426410  605    24677 SH     DEFINED    1,3,4     24677
DANA CORP.                COM 23581110 8715   493017 SH     DEFINED    1,3,4    493017
DANAHER CORP.             COM 2358511010266   200063 SH     DEFINED    1,3,4    200063
DARDEN RESTAURANTS, INC.  COM 23719410 2308    98981 SH     DEFINED    1,3,4     98981
DATASCOPE CORP.           COM 23811310  719    19292 SH     DEFINED    1,3,4     19292
DAVITA, INC.              COM 23918K10 7419   238112 SH     DEFINED    1,3,4    238112
DEAN FOODS CO.            COM 2423701011614   386899 SH     DEFINED    1,3,4    386899
DECISIONONE CORP          COM 24345710    0     1166 SH     DEFINED    3,4        1166
DECISIONONE WARRANTS      COM 24345711    0      684 SH     DEFINED    3,4         684
DECISIONONE WARRANTS      COM 24345712    0     1180 SH     DEFINED    3,4        1180
DECISIONONE WARRANTS      COM 24345713    0      700 SH     DEFINED    3,4         700
DECODE GENETICS, INC.     COM 24358610 5720   759928 SH     DEFINED    1,3,4    759928
DEERE & CO.               COM 2441991037974   588318 SH     DEFINED    1,3,4    588318
DEL MONTE FOODS CO.       COM 24522P1020566  1960751 SH     DEFINED    1,3,4   1960751
DELL INC                  COM 24702R1061128  1717234 SH     DEFINED    1,3,4   1717234
DELPHI CORP.              COM 24712610 3273 352037.00SH     DEFINED    1,3,4    352037
DELPHI FINANCIAL GROUP - CCOM 24713110 1661    41192 SH     DEFINED    1,3,4     41192
DELTA & PINE LAND CO.     COM 2473571015960   596451 SH     DEFINED    1,3,4    596451
DELTA AIRLINES, INC.      COM 24736110  240    78794 SH     DEFINED    1,3,4     78794
DELTIC TIMBER CORP.       COM 24785010  629    15828 SH     DEFINED    1,3,4     15828
DELUXE CORP.              COM 24801910 3091    75386 SH     DEFINED    1,3,4     75386
DENDRITE INT'L, INC.      COM 2482391010687   662719 SH     DEFINED    1,3,4    662719
DENTSPLY INTERNATIONAL, INCOM 2490301021630   416452 SH     DEFINED    1,3,4    416452
DEPARTMENT 56             COM 24950910  282    17498 SH     DEFINED    1,3,4     17498
DESARROLLADORA HOMEX SA DECOM 25030W10  387    18690 SH     DEFINED    1,3,4     18690
DESIGN WITHIN REACH INC   COM 25055710 1353    78715 SH     DEFINED    1,3,4     78715
DEVELOPERS DIVERS REALTY CCOM 25159110 7102   181454 SH     DEFINED    1,3,4    181454
DEVELOPERS DIVERS REALTY CCOM 2515911025442   649852 SH     DEFINED    2,3,4    649852
DEVON ENERGY CORP.        COM 25179M1027890   392771 SH     DEFINED    1,3,4    392771
DEVRY, INC.               COM 25189310  574    27560 SH     DEFINED    1,3,4     27560
DIAGEO PLC                COM 25243Q20  160     3170 SH     DEFINED    1,3,4      3170
DIAGNOSTIC PRODUCTS CORP. COM 25245010 1553    37970 SH     DEFINED    1,3,4     37970
DIEBOLD, INC.             COM 2536511024531   525297 SH     DEFINED    1,3,4    525297
DIGI INT'L, INC.          COM 25379810  324    28262 SH     DEFINED    1,3,4     28262
DIGITAL INSIGHT CORP      COM 25385P10  631    46197 SH     DEFINED    1,3,4     46197
DIGITAL RIVER, INC.       COM 25388B10 5920   198808 SH     DEFINED    1,3,4    198808
DIGITAS, INC.             COM 25388K1013187  1705903 SH     DEFINED    1,3,4   1705903
DILLARDS DEPT STORES INC. COM 25406710 1034    52389 SH     DEFINED    1,3,4     52389
DIME COMMUNITY BANCORP    COM 25392210  815 48593.000SH     DEFINED    1,3,4     48593
DIMON, INC.               COM 25439410  346    58911 SH     DEFINED    1,3,4     58911
DIONEX CORP.              COM 2545461010109   184705 SH     DEFINED    1,3,4    184705
DIRECT GENERAL CORP.      COM 25456W20 1863    64390 SH     DEFINED    1,3,4     64390
DISNEY (WALT) CO.         COM 2546871030186  1338394 SH     DEFINED    1,3,4   1338394
DITECH COMMUNICATIONS, INCCOM 25500M1014393   642828 SH     DEFINED    1,3,4    642828
DJ ORTHOPEDICS INCS       COM 23325G10 9117   516276 SH     DEFINED    1,3,4    516276
DOLLAR GENERAL            COM 25666910 4161   206635 SH     DEFINED    1,3,4    206635
DOLLAR TREE STORES, INC.  COM 25674710 1204    44524 SH     DEFINED    1,3,4     44524
DOMINION RESOURCES, INC.  COM 25746U1013542   207531 SH     DEFINED    1,3,4    207531
DONALDSON CO., INC.       COM 25765110  958    33866 SH     DEFINED    1,3,4     33866
DONNELLEY (R.R.) & SONS COCOM 25786710 4303   137438 SH     DEFINED    1,3,4    137438
DORAL FINANCIAL CORP.     COM 25811P10 1026    24780 SH     DEFINED    1,3,4     24780
DOVER CORP.               COM 2600031016342   420350 SH     DEFINED    1,3,4    420350
DOW CHEMICAL CO.          COM 2605431030754   680746 SH     DEFINED    1,3,4    680746
DOW JONES & CO., INC.     COM 26056110 2094    51603 SH     DEFINED    1,3,4     51603
DOWNEY FINANCIAL CORP.    COM 26101810 2008    36482 SH     DEFINED    1,3,4     36482
DPL, INC.                 COM 23329310 1025    49606 SH     DEFINED    1,3,4     49606
DRESS BARN, INC.          COM 26157010  676    38643 SH     DEFINED    1,3,4     38643
DREW INDUSTRIES INC       COM 26168L20 1805    50330 SH     DEFINED    1,3,4     50330
DREYFUS GOVT. CASH MGMT.  COM 26200620    0        1 SH     DEFINED    3,4           1
DRIL-QUIP                 COM 26203710  501    22558 SH     DEFINED    1,3,4     22558
DRS TECHNOLOGIES, INC.    COM 23330X10 1330    35476 SH     DEFINED    1,3,4     35476
DSP GROUP, INC.           COM 23332B1011412   542303 SH     DEFINED    1,3,4    542303
DST SYSTEMS INC.          COM 2333261031998   719669 SH     DEFINED    1,3,4    719669
DTE ENERGY CO.            COM 23333110 4596   108976 SH     DEFINED    1,3,4    108976
DUKE POWER CO.            COM 2643991013515   590438 SH     DEFINED    1,3,4    590438
DUN & BRADSTREET CORP.    COM 26483E1024497   417343 SH     DEFINED    1,3,4    417343
DUPONT PHOTOMASKS, INC.   COM 26613X10  410    23972 SH     DEFINED    1,3,4     23972
DUQUESNE LIGHT HOLDINGS, ICOM 26623310 8397   467683 SH     DEFINED    1,3,4    467683
DYAX CORP                 COM 26746E10 6178   808183 SH     DEFINED    1,3,4    808183
DYCOM INDUSTRIES, INC.    COM 26747510 5916   208533 SH     DEFINED    1,3,4    208533
DYNEGY INC.               COM 26816Q10 1181   238075 SH     DEFINED    1,3,4    238075
E TRADE FINANCIAL CORP.   COM 2692461014639  1281947 SH     DEFINED    1,3,4   1281947
E. SUN FINANCIAL HOLDING CCOM 26915N20  637    41422 SH     DEFINED    1,3,4     41422
E.I. DUPONT CO.           COM 2635341027605   644979 SH     DEFINED    1,3,4    644979
E.ON AG                   COM 26878010  141     1927 SH     DEFINED    1,3,4      1927
E.PIPHANY, INC.           COM 26881V10  633   157470 SH     DEFINED    1,3,4    157470
E.SUN FINANCIAL HOLDING COCOM 26915N10 1201    78037 SH     DEFINED    1,3,4     78037
EAGLE MATERIALS INC       COM 26969P1020439   286724 SH     DEFINED    1,3,4    286724
EAST WEST BANCORP, INC.   COM 27579R10 2207    65638 SH     DEFINED    1,3,4     65638
EASTMAN CHEMICAL CO.      COM 27743210 2339    49210 SH     DEFINED    1,3,4     49210
EASTMAN KODAK CO.         COM 2774611023229   721008 SH     DEFINED    1,3,4    721008
EATON CORP.               COM 2780581021759   343034 SH     DEFINED    1,3,4    343034
EATON VANCE CORP.         COM 2782651013468   333492 SH     DEFINED    1,3,4    333492
EBAY, INC.                COM 2786421039091   425229 SH     DEFINED    1,3,4    425229
ECOLAB, INC.              COM 27886510 5378   170803 SH     DEFINED    1,3,4    170803
EDGE TECHNOLOGIES         COM 27985*20   90   909600 SH     DEFINED    3,4      909600
EDISON INTERNATIONAL      COM 2810201021729   820030 SH     DEFINED    1,3,4    820030
EDO CORP.                 COM 28134710  723    26026 SH     DEFINED    1,3,4     26026
EDUCATE INC               COM 28138P10  313    26550 SH     DEFINED    1,3,4     26550
EDUCATION MANAGEMENT CORP.COM 28139T10  763    28688 SH     DEFINED    1,3,4     28688
EDWARDS (A.G.), INC.      COM 28176010 1073    31068 SH     DEFINED    1,3,4     31068
EDWARDS LIFESCIENCES CORP.COM 28176E1011123   332050 SH     DEFINED    1,3,4    332050
EFUNDS CORP.              COM 28224R10 1171    62859 SH     DEFINED    1,3,4     62859
EGL INC.                  COM 26848410 1764    58302 SH     DEFINED    1,3,4     58302
EISAI CO LTD              COM 28257930  143     5274 SH     DEFINED    1,3,4      5274
EL PASO CORP.             COM 28336L10 3691   402101 SH     DEFINED    1,3,4    402101
EL PASO ELECTRIC CO.      COM 28367785  996    62082 SH     DEFINED    1,3,4     62082
ELEC & ELTEK INTERNATIONALCOM 6298188   232    81000 SH     DEFINED    1,3,4     81000
ELECTRO SCIENTIFIC INDS, ICOM 28522910  636    36840 SH     DEFINED    1,3,4     36840
ELECTRONIC ARTS, INC.     COM 28551210 9174   199483 SH     DEFINED    1,3,4    199483
ELECTRONIC DATA SYSTEMS COCOM 28566110 6235   321396 SH     DEFINED    1,3,4    321396
ELECTRONICS BOUTIQUE HLDGSCOM 28604510 2860    83718 SH     DEFINED    1,3,4     83718
ELECTRONICS FOR IMAGING, ICOM 28608210 6604   406537 SH     DEFINED    1,3,4    406537
ELIZABETH ARDEN INC.      COM 28660G10  540    25600 SH     DEFINED    1,3,4     25600
ELKCORP                   COM 28745610 2787   100401 SH     DEFINED    1,3,4    100401
EMC CORP.                 COM 2686481017731  1536909 SH     DEFINED    1,3,4   1536909
EMCOR GROUP INC.          COM 29084Q10  740    19750 SH     DEFINED    1,3,4     19750
EMERSON ELECTRIC CO.      COM 2910111016395   264888 SH     DEFINED    1,3,4    264888
EMERSON RADIO CORP.       COM 29108712    0    47249 SH     DEFINED    3,4       47249
EMMIS COMMUNICATIONS - CL COM 2915251013888   769211 SH     DEFINED    1,3,4    769211
ENCORE WIRE CORP          COM 29256210 1357   102450 SH     DEFINED    1,3,4    102450
ENDO PHARMACEUTICALS HLDGSCOM 29264F20 6094   331954 SH     DEFINED    1,3,4    331954
ENEL SPA                  COM 29265W10  166     4100 SH     DEFINED    1,3,4      4100
ENERGEN CORP.             COM 29265N1038345   743810 SH     DEFINED    1,3,4    743810
ENERGIZER HOLDINGS, INC.  COM 29266R10 1413    30577 SH     DEFINED    1,3,4     30577
ENERGY EAST CORP.         COM 29266M10 1445    57530 SH     DEFINED    1,3,4     57530
ENERPLUS RESOURCES FUND   COM 29274D60 2744    84390 SH     DEFINED    1,3,4     84390
ENESCO GROUP INC.         COM 29297310  127    18616 SH     DEFINED    1,3,4     18616
ENGELHARD CORP.           COM 29284510 2227    78526 SH     DEFINED    1,3,4     78526
ENGINEERED SUPPORT SYSTEMSCOM 2928661019358   424266 SH     DEFINED    1,3,4    424266
ENI SPA                   COM 26874R10  288     2562 SH     DEFINED    1,3,4      2562
ENNIS INC                 COM 29338910  658    30700 SH     DEFINED    1,3,4     30700
ENSCO INTERNATIONAL, INC. COM 26874Q10 1933    59223 SH     DEFINED    1,3,4     59223
ENTERCOM COMMUNICATIONS COCOM 29363910  639    19548 SH     DEFINED    1,3,4     19548
ENTERGY CORP.             COM 29364G10 8657   142883 SH     DEFINED    1,3,4    142883
ENTERTAINMENT PROPERTIES TCOM 29380T1017190   454896 SH     DEFINED    1,3,4    454896
ENTERTAINMENT PROPERTIES TCOM 29380T10 4110   108700 SH     DEFINED    2,3,4    108700
ENZO BIOCHEM, INC.        COM 29410010  593    40230 SH     DEFINED    1,3,4     40230
EOG RESOURCES, INC.       COM 26875P10 4867    73926 SH     DEFINED    1,3,4     73926
EON LABS, INC.            COM 29412E10 6293   290090 SH     DEFINED    1,3,4    290090
EPICOR SOFTWARE CORP.     COM 29426L10 2807   233270 SH     DEFINED    1,3,4    233270
EPIQ SYSTEMS INC.         COM 26882D10  365    23296 SH     DEFINED    1,3,4     23296
EQUIFAX, INC.             COM 29442910 2272    86253 SH     DEFINED    1,3,4     86253
EQUITABLE RESOURCES, INC. COM 2945491018443   339631 SH     DEFINED    1,3,4    339631
EQUITY OFFICE PROPERTIES  COM 29474110 6937   254387 SH     DEFINED    1,3,4    254387
EQUITY OFFICE PROPERTIES  COM 2947411017682   648969 SH     DEFINED    2,3,4    648969
EQUITY RESIDENTIAL        COM 29476L10 5484   177074 SH     DEFINED    1,3,4    177074
EQUITY RESIDENTIAL        COM 29476L1017463   563299 SH     DEFINED    2,3,4    563299
ERESEARCHTECHNOLOGY, INC. COM 29481V10 7431   557571 SH     DEFINED    1,3,4    557571
ERICSSON (LM) TEL         COM 29482160  266     8500 SH     DEFINED    1,3,4      8500
ESS TECHNOLOGY            COM 26915110  351    51530 SH     DEFINED    1,3,4     51530
ESSEX PROPERTY TRUST INC  COM 29717810 2147    29924 SH     DEFINED    1,3,4     29924
ESSEX PROPERTY TRUST INC  COM 2971781010504   146200 SH     DEFINED    2,3,4    146200
ESTERLINE TECHOLOGIES     COM 29742510  846    27613 SH     DEFINED    1,3,4     27613
ETHAN ALLEN INTERIORS INC COM 2976021016488   474535 SH     DEFINED    1,3,4    474535
EVEREST RE GROUP LTD.     COM G3223R1035401   476150 SH     DEFINED    1,3,4    476150
EVERGREEN MARINE CORP.-144COM 30024610 1131 122274.18SH     DEFINED    1,3,4    122274
EXAR CORP                 COM 30064510 3191   225334 SH     DEFINED    1,3,4    225334
EXELON CORPORATION.       COM 30161N1044604  1215738 SH     DEFINED    1,3,4   1215738
EXPEDITORS INT'L WASH, INCCOM 30213010 2148    41542 SH     DEFINED    1,3,4     41542
EXPRESS SCRIPTS, INC. - CLCOM 30218210 3181    48669 SH     DEFINED    1,3,4     48669
EXPRESSJET HOLDINGS, INC. COM 30218U10 6756   674948 SH     DEFINED    1,3,4    674948
EXTRA SPACE STORAGE INC   COM 30225T10 3412   267800 SH     DEFINED    2,3,4    267800
EXXON MOBIL CORP.         COM 30231G10263932 5461132 SH     DEFINED    1,3,4   5461132
EYETECH PHARMACEUTICALS INCOM 30229710 9923   291980 SH     DEFINED    1,3,4    291980
F5 NETWORKS INC.          COM 31561610 2348    77100 SH     DEFINED    1,3,4     77100
FACTSET RESEARCH SYSTEMS, COM 30307510 1953    40519 SH     DEFINED    1,3,4     40519
FAIR ISAAC CORPORATION    COM 30325010  804    27573 SH     DEFINED    1,3,4     27573
FAIRCHILD SEMICON INTL CL-COM 3037261010090   711724 SH     DEFINED    1,3,4    711724
FAMILY DOLLAR STORES      COM 30700010 2861   105559 SH     DEFINED    1,3,4    105559
FANNIE MAE                COM 3135861039233   618900 SH     DEFINED    1,3,4    618900
FASTENAL CO.              COM 31190010 1885    32745 SH     DEFINED    1,3,4     32745
FEDDERS CORP.             COM 31313550  165    39773 SH     DEFINED    1,3,4     39773
FEDERAL REALTY INVESTMENT COM 3137472020510   466168 SH     DEFINED    1,3,4    466168
FEDERAL REALTY INVESTMENT COM 31374720 2615    59400 SH     DEFINED    2,3,4     59400
FEDERAL SIGNAL CORP.      COM 31385510  350    18873 SH     DEFINED    1,3,4     18873
FEDERATED DEPARTMENT STORECOM 31410H10 9517   209639 SH     DEFINED    1,3,4    209639
FEDERATED INVESTORS, INC. COM 3142111015736   553220 SH     DEFINED    1,3,4    553220
FEDEX CORPORATION         COM 31428X1017215   201011 SH     DEFINED    1,3,4    201011
FEI COMPANY               COM 30241L10  859    43386 SH     DEFINED    1,3,4     43386
FERRO CORP.               COM 31540510  357    16431 SH     DEFINED    1,3,4     16431
FIDELITY NATIONAL FINL, INCOM 3163261050964  1337688 SH     DEFINED    1,3,4   1337688
FIFTH THIRD BANCORP       COM 3167731017762   360854 SH     DEFINED    1,3,4    360854
FILENET CORP.             COM 31686910  902    51427 SH     DEFINED    1,3,4     51427
FINANCIAL FEDERAL CORP    COM 31749210  841    22509 SH     DEFINED    1,3,4     22509
FINDWHAT.COM              COM 31779410  736    39281 SH     DEFINED    1,3,4     39281
FIRST AMERICAN CORPORATIONCOM 31852230 6455   209330 SH     DEFINED    1,3,4    209330
FIRST BANCORP/PUERTO RICO COM 31867210 8905   184355 SH     DEFINED    1,3,4    184355
FIRST DATA CORP.          COM 3199631023513   540635 SH     DEFINED    1,3,4    540635
FIRST HEALTH              COM 3209601015301   950839 SH     DEFINED    1,3,4    950839
FIRST HORIZON NATIONAL CORCOM 32051710 3401    78535 SH     DEFINED    1,3,4     78535
FIRST HORIZON PHARMACEUTICCOM 32051K10 5012   250515 SH     DEFINED    1,3,4    250515
FIRST MARBLEHEAD CORP./THECOM 32077110 2932    63212 SH     DEFINED    1,3,4     63212
FIRST MIDWEST BANCORP, INCCOM 32086710 6491   187970 SH     DEFINED    1,3,4    187970
FIRST REPUBLIC BANK       COM 33615810  951    20663 SH     DEFINED    1,3,4     20663
FIRSTENERGY CORP.         COM 33793210 8502   207019 SH     DEFINED    1,3,4    207019
FIRSTFED FINANCIAL CORP   COM 33790710 2722    55658 SH     DEFINED    1,3,4     55658
FIRSTMERIT CORP.          COM 33791510  876    33261 SH     DEFINED    1,3,4     33261
FISERV, INC.              COM 33773810 4294   123084 SH     DEFINED    1,3,4    123084
FISHER SCIENTIFIC INTL    COM 33803220 4205    72092 SH     DEFINED    1,3,4     72092
FLAGSTAR BANCORP INC.     COM 33793010 6719   315844 SH     DEFINED    1,3,4    315844
FLEETWOOD ENTERPRISES, INCCOM 33909910 1098    72254 SH     DEFINED    1,3,4     72254
FLIR SYSTEMS, INC.        COM 30244510 2576    44036 SH     DEFINED    1,3,4     44036
FLORIDA ROCK INDS         COM 34114010 2764  56459.5 SH     DEFINED    1,3,4     56460
FLOWERS FOODS, INC.       COM 34349810 1476    57157 SH     DEFINED    1,3,4     57157
FLOWSERVE CORP.           COM 34354P10  523    21675 SH     DEFINED    1,3,4     21675
FLUOR CORP.(NEW)          COM 34341210 2333    52335 SH     DEFINED    1,3,4     52335
FLUSHING FINANCIAL CORP.  COM 34387310 3892 204540.00SH     DEFINED    1,3,4    204540
FLYI INC                  COM 34407T10  231    59143 SH     DEFINED    1,3,4     59143
FMC CORP.                 COM 3024913021976   452447 SH     DEFINED    1,3,4    452447
FMC TECHNOLOGIES, INC.    COM 30249U10 7181   214991 SH     DEFINED    1,3,4    214991
FOOT LOCKER INC           COM 3448491013865   585009 SH     DEFINED    1,3,4    585009
FORD MOTOR CO.            COM 3453708625142 1789959.0SH     DEFINED    1,3,4   1789959
FOREST CITY ENTERPRISES INCOM 34555010 5601   101679 SH     DEFINED    1,3,4    101679
FOREST LABORATORIES -CI A COM 3458381012736   283169 SH     DEFINED    1,3,4    283169
FOREST OIL CORP.          COM 34609170  699    23109 SH     DEFINED    1,3,4     23109
FORTUNE BRANDS, INC.      COM 34963110 6705    90471 SH     DEFINED    1,3,4     90471
FORWARD AIR CORPORATION   COM 34985310 1126    28079 SH     DEFINED    1,3,4     28079
FOSSIL, INC.              COM 34988210 2862    92321 SH     DEFINED    1,3,4     92321
FOUNDRY NEWORKS INC.      COM 35063R10 1676   176600 SH     DEFINED    1,3,4    176600
FPL GROUP, INC.           COM 30257110 7939   116211 SH     DEFINED    1,3,4    116211
FRANKLIN RESOURCES, INC.  COM 35461310 9231   165555 SH     DEFINED    1,3,4    165555
FREDDIE MAC               COM 3134003028853   442279 SH     DEFINED    1,3,4    442279
FRED'S INC.               COM 35610810  914    51143 SH     DEFINED    1,3,4     51143
FREEPORT MCMORAN, INC.    COM 35671D8527806   686464 SH     DEFINED    1,3,4    686464
FREMONT GENERAL CORP.     COM 35728810 6107   263742 SH     DEFINED    1,3,4    263742
FRONTIER AIRLINES, INC.   COM 35906510  354    46450 SH     DEFINED    1,3,4     46450
FRONTIER OIL CORP.        COM 35914P10  829    35119 SH     DEFINED    1,3,4     35119
FULLER (H.B.) CO.         COM 35969410 1023    37317 SH     DEFINED    1,3,4     37317
FURNITURE BRANDS INTL, INCCOM 36092110  537    21458 SH     DEFINED    1,3,4     21458
G & K SERVICES, INC.      COM 36126810 1085    27220 SH     DEFINED    1,3,4     27220
GABLES RESIDENTIAL TRUST  COM 36241810 1306    38194 SH     DEFINED    1,3,4     38194
GAIL INDIA LTD            COM 3235520  2525   101414 SH     DEFINED    1,3,4    101414
GALLAGHER (ARTHUR J.) & COCOM 3635761018025   543985 SH     DEFINED    1,3,4    543985
GANNETT CO., INC.         COM 3647301015591   186143 SH     DEFINED    1,3,4    186143
GAP, INC., THE            COM 3647601010619   567888 SH     DEFINED    1,3,4    567888
GARDNER DENVER, INC.      COM 3655581011764   426772 SH     DEFINED    1,3,4    426772
GARTNER, INC.             COM 36665110  497    42378 SH     DEFINED    1,3,4     42378
GATEWAY, INC.             COM 36762610 1151   233799 SH     DEFINED    1,3,4    233799
GATX CORP.                COM 36144810  513    19342 SH     DEFINED    1,3,4     19342
GENCORP, INC.             COM 36868210  795    58467 SH     DEFINED    1,3,4     58467
GENENTECH, INC.           COM 36871040  899    17160 SH     DEFINED    1,3,4     17160
GENERAL COMMUNICATIONS    COM 36938510  680    74815 SH     DEFINED    1,3,4     74815
GENERAL DYNAMICS CORP.    COM 3695501031307   306620 SH     DEFINED    1,3,4    306620
GENERAL ELECTRIC CO.      COM 36960410275960 8218256 SH     DEFINED    1,3,4   8218256
GENERAL GROWTH PROPERTIES COM 3700211022937   739827 SH     DEFINED    1,3,4    739827
GENERAL GROWTH PROPERTIES COM 3700211011837   381800 SH     DEFINED    2,3,4    381800
GENERAL MARITIME CORP     COM Y2692M10   40     1150 SH     DEFINED    1,3,4      1150
GENERAL MILLS, INC.       COM 3703341010729   239039 SH     DEFINED    1,3,4    239039
GENERAL MOTORS CORP.      COM 3704421015075   354912 SH     DEFINED    1,3,4    354912
GENESCO INC.              COM 37153210 1615    68483 SH     DEFINED    1,3,4     68483
GENLYTE GROUP, INC.       COM 37230210 5102    79227 SH     DEFINED    1,3,4     79227
GEN-PROBE INC.            COM 36866T10 4954   124233 SH     DEFINED    1,3,4    124233
GENTEX CORP.              COM 3719011037097  1055918 SH     DEFINED    1,3,4   1055918
GENTIVA HEALTH SERVICES INCOM 37247A10  523    31984 SH     DEFINED    1,3,4     31984
GENUINE PARTS CO.         COM 37246010 4212   109769 SH     DEFINED    1,3,4    109769
GENZYME CORP.             COM 37291710 7809   143564 SH     DEFINED    1,3,4    143564
GEO GROUP INC/THE         COM 36159R10 1105    54029 SH     DEFINED    1,3,4     54029
GEORGIA GULF              COM 37320020 1926    43179 SH     DEFINED    1,3,4     43179
GEORGIA PACIFIC GROUP     COM 3732981015874   441697 SH     DEFINED    1,3,4    441697
GERBER SCIENTIFIC, INC.   COM 37373010  190    29000 SH     DEFINED    1,3,4     29000
GIBRALTAR STEEL CORP.     COM 37476F10 2993    82837 SH     DEFINED    1,3,4     82837
GILEAD SCIENCES, INC.     COM 3755581011443   306169 SH     DEFINED    1,3,4    306169
GILLETTE CO., THE         COM 3757661030102   721109 SH     DEFINED    1,3,4    721109
GLATFELTER                COM 37731610  216    17187 SH     DEFINED    1,3,4     17187
GLAXOSMITHKLINE PLC       COM 37733W10  152     3474 SH     DEFINED    1,3,4      3474
GLENBOROUGH REALTY TRUST ICOM 37803P10  867    41642 SH     DEFINED    1,3,4     41642
GLOBAL IMAGING SYSTEMS, INCOM 37934A10 5506   177224 SH     DEFINED    1,3,4    177224
GLOBAL PAYMENTS, INC.     COM 37940X1020419   381327 SH     DEFINED    1,3,4    381327
GOLD BANC CORPORATION, INCCOM 37990710  706    52305 SH     DEFINED    1,3,4     52305
GOLDEN WEST FINANCIAL CORPCOM 3813171010669    96196 SH     DEFINED    1,3,4     96196
GOLDMAN SACHS GROUP INC.  COM 38141G1055528   595488 SH     DEFINED    1,3,4    595488
GOODRICH CORP.            COM 38238810 3141   100082 SH     DEFINED    1,3,4    100082
GOODYEAR TIRE & RUBBER CO.COM 38255010 1180   109996 SH     DEFINED    1,3,4    109996
GOODYS FAMILY CLOTHING, INCOM 38258810  364    43013 SH     DEFINED    1,3,4     43013
GRACO, INC.               COM 38410910 1244    37078 SH     DEFINED    1,3,4     37078
GRAINGER (W.W.), INC.     COM 38480210 3295    57090 SH     DEFINED    1,3,4     57090
GRAMERCY CAPITAL CORP/NEW COM 38487110 7963   510612 SH     DEFINED    1,3,4    510612
GRANITE CONSTRUCTION, INC.COM 38732810  389    16316 SH     DEFINED    1,3,4     16316
GRANT PRIDECO, INC.       COM 38821G10  989    48126 SH     DEFINED    1,3,4     48126
GREAT ATLANTIC & PACIFIC TCOM 39006410  306    50302 SH     DEFINED    1,3,4     50302
GREAT LAKES CHEMICAL      COM 39056810  811    31863 SH     DEFINED    1,3,4     31863
GREAT PLAINS ENERGY, INC. COM 39116410 3638   124677 SH     DEFINED    1,3,4    124677
GREATER BAY BANCORP       COM 39164810  580    20087 SH     DEFINED    1,3,4     20087
GREEN MOUNTAIN POWER CORP.COM 39315410  178     6634 SH     DEFINED    1,3,4      6634
GREENPOINT FINANCIAL      COM 39538410 2411    51941 SH     DEFINED    1,3,4     51941
GREIF INC                 COM 39762410 3236    76789 SH     DEFINED    1,3,4     76789
GRIFFON CORP.             COM 39843310 6321   299480 SH     DEFINED    1,3,4    299480
GROUP 1 AUTOMOTIVE INC.   COM 39890510  816    29837 SH     DEFINED    1,3,4     29837
GTECH HOLDINGS CORP.      COM 4005181023731   937162 SH     DEFINED    1,3,4    937162
GUESS? INC.               COM 40161710 1472    82722 SH     DEFINED    1,3,4     82722
GUIDANT CORP.             COM 4016981043279   655344 SH     DEFINED    1,3,4    655344
GUITAR CENTER, INC.       COM 40204010 1421    32813 SH     DEFINED    1,3,4     32813
GYMBOREE CORP.            COM 40377710  580    39899 SH     DEFINED    1,3,4     39899
HAEMONETICS CORP/MASS     COM 40502410 3405   103700 SH     DEFINED    1,3,4    103700
HAGGAR CORP.              COM 40517310  159     9395 SH     DEFINED    1,3,4      9395
HAIN CELESTIAL GROUP, INC.COM 40521710  844    47533 SH     DEFINED    1,3,4     47533
HALLIBURTON CO.           COM 40621610 9383   278587 SH     DEFINED    1,3,4    278587
HANARO TELECOM INC        COM 40964920   38    13200 SH     DEFINED    1,3,4     13200
HANCOCK FABRICS, INC.     COM 40990010  294    24637 SH     DEFINED    1,3,4     24637
HANCOCK HOLDING CO        COM 41012010 3559   111950 SH     DEFINED    1,3,4    111950
HANOVER COMPRESSOR CO.    COM 41076810  409    30578 SH     DEFINED    1,3,4     30578
HARLAND (JOHN H.) CO.     COM 4126931011053   352491 SH     DEFINED    1,3,4    352491
HARLEY-DAVIDSON INC.      COM 4128221011648   195963 SH     DEFINED    1,3,4    195963
HARMAN INTERNATIONAL      COM 41308610 2789    25897 SH     DEFINED    1,3,4     25897
HARMONIC. INC.            COM 41316010  630    94230 SH     DEFINED    1,3,4     94230
HARRAH'S ENTERTAINMENT    COM 4136191034390   649094 SH     DEFINED    1,3,4    649094
HARRIS CORP.              COM 41387510 1427    26006 SH     DEFINED    1,3,4     26006
HARSCO CORP.              COM 41586410  726    16134 SH     DEFINED    1,3,4     16134
HARTE HANKS INC.          COM 4161961017296   691583 SH     DEFINED    1,3,4    691583
HARTFORD FINANCIAL SVCS. GCOM 4165151012628   203990 SH     DEFINED    1,3,4    203990
HASBRO, INC.              COM 41805610 2111   112099 SH     DEFINED    1,3,4    112099
HAVERTY FURNITURE         COM 41959610  516    29460 SH     DEFINED    1,3,4     29460
HAWAIIAN ELECTRIC INDS    COM 41987010  841    31575 SH     DEFINED    1,3,4     31575
HBOS PLC                  COM 42205M10   73     1808 SH     DEFINED    1,3,4      1808
HCA, INC.                 COM 4041191011574   303370 SH     DEFINED    1,3,4    303370
HCC INSURANCE HOLDINGS, INCOM 40413210  766    25370 SH     DEFINED    1,3,4     25370
HEADWATERS, INC.          COM 42210P10 4878   157978 SH     DEFINED    1,3,4    157978
HEALTH CARE PROPERTIES INVCOM 42191510  414    15900 SH     DEFINED    2,3,4     15900
HEALTH CARE REIT INC.     COM 42217K10  440    12500 SH     DEFINED    2,3,4     12500
HEALTH MANAGEMNT ASSOC.   COM 4219331012905   631519 SH     DEFINED    1,3,4    631519
HEALTH NET,  INC          COM 42222G10 1085    43907 SH     DEFINED    1,3,4     43907
HEALTHCARE REALTY TRUST, ICOM 4219461017439   446773 SH     DEFINED    1,3,4    446773
HEALTHCARE REALTY TRUST, ICOM 42194610  426    10900 SH     DEFINED    2,3,4     10900
HEARTLAND EXPRESS, INC.   COM 4223471017490   948160 SH     DEFINED    1,3,4    948160
HEIDRICK & STRUGGLES INTL.COM 42281910 6115   212194 SH     DEFINED    1,3,4    212194
HEINZ (H.J.) CO.          COM 42307410 7985 221758.5 SH     DEFINED    1,3,4    221759
HELIX TECHNOLOGY CORP.    COM 42331910  463    34071 SH     DEFINED    1,3,4     34071
HELMERICH & PAYNE, INC.   COM 42345210  573    19770 SH     DEFINED    1,3,4     19770
HENRY (JACK) & ASSOCIATES COM 42628110  661    35398 SH     DEFINED    1,3,4     35398
HENRY SCHEIN, INC.        COM 80640710 1065    17090 SH     DEFINED    1,3,4     17090
HERCULES, INC.            COM 42705610  994    70109 SH     DEFINED    1,3,4     70109
HERSHEY FOODS CORP.       COM 42786610 7211   154472 SH     DEFINED    1,3,4    154472
HEWLETT-PACKARD CO.       COM 4282361036838  1964999 SH     DEFINED    1,3,4   1964999
HIBBETT SPORTING GOODS INCCOM 42856510  627    30574 SH     DEFINED    1,3,4     30574
HIBERNIA CORP. - CL A     COM 4286561021445   812035 SH     DEFINED    1,3,4    812035
HIGHLAND HOSPITALITY CORP COM 43014110 2646   232045 SH     DEFINED    2,3,4    232045
HIGHWOODS PROPERTIES, INC.COM 43128410  519    21031 SH     DEFINED    1,3,4     21031
HILB ROGAL & HOBBS CO.    COM 43129410 1689    46718 SH     DEFINED    1,3,4     46718
HILLENBRAND INDUSTRIES    COM 4315731022108   437627 SH     DEFINED    1,3,4    437627
HILTON HOTELS CORP.       COM 43284810 4551   241464 SH     DEFINED    1,3,4    241464
HINDALCO INDUSTRIES LTD 14COM 43306410 2701    92759 SH     DEFINED    1,3,4     92759
HITACHI LTD               COM 43357850  150     2489 SH     DEFINED    1,3,4      2489
HI-TECH PHARMACAL CO. INC.COM 42840B10 2618   164417 SH     DEFINED    1,3,4    164417
HNI CORP                  COM 4042511013170   332747 SH     DEFINED    1,3,4    332747
HOLOGIC INC.              COM 43644010  519    26754 SH     DEFINED    1,3,4     26754
HOME DEPOT, INC.          COM 4370761058319  1487738 SH     DEFINED    1,3,4   1487738
HONEYWELL INTERNATIONAL, ICOM 4385161019382   540443 SH     DEFINED    1,3,4    540443
HOOKER FURNITURE CORP.    COM 43903810 1284    46411 SH     DEFINED    1,3,4     46411
HOOPER HOLMES, INC.       COM 43910410  378    84831 SH     DEFINED    1,3,4     84831
HORACE MANN EDUCATORS     COM 44032710  292    16769 SH     DEFINED    1,3,4     16769
HORMEL FOODS CORP.        COM 44045210 1453    54424 SH     DEFINED    1,3,4     54424
HOSPIRA INC               COM 44106010 3003    98216 SH     DEFINED    1,3,4     98216
HOSPITALITY PROPERTIES TR COM 44106M10 1121    26347 SH     DEFINED    1,3,4     26347
HOSPITALITY PROPERTIES TR COM 44106M10  662    15600 SH     DEFINED    2,3,4     15600
HOST MARRIOTT CORP.       COM 44107P1012136   864970 SH     DEFINED    1,3,4    864970
HOST MARRIOTT CORP.       COM 44107P10  233    16600 SH     DEFINED    2,3,4     16600
HOT TOPIC, INC.           COM 44133910 1037    60930 SH     DEFINED    1,3,4     60930
HOUSTON EXPLORATION CO.   COM 4421201010849   182825 SH     DEFINED    1,3,4    182825
HOVNANIAN ENTERPRISES-A   COM 4424872011650   290539 SH     DEFINED    1,3,4    290539
HSBC HOLDINGS PLC         COM 40428040   76      946 SH     DEFINED    1,3,4       946
HUB GROUP INC             COM 44332010 1928    51770 SH     DEFINED    1,3,4     51770
HUBBELL, INC. - CL B      COM 44351020 3844    85766 SH     DEFINED    1,3,4     85766
HUDSON RIVER BANCORP      COM 44412810 1257    66235 SH     DEFINED    1,3,4     66235
HUDSON UNITED BANCORP     COM 4441651018690   507098 SH     DEFINED    1,3,4    507098
HUGHES SUPPLY, INC.       COM 4444821017508   582378 SH     DEFINED    1,3,4    582378
HUMANA, INC.              COM 44485910 2016   100780 SH     DEFINED    1,3,4    100780
HUNT (JB) TRANSPRT SVCS, ICOM 44565810 6061   163169 SH     DEFINED    1,3,4    163169
HUNTINGTON BANCSHARES, INCCOM 4461501029956  1202563 SH     DEFINED    1,3,4   1202563
HUTCHINSON TECHNOLOGY, INCCOM 44840710  908    34010 SH     DEFINED    1,3,4     34010
HYDRIL                    COM 44877410 1288    30027 SH     DEFINED    1,3,4     30027
HYPERION SOLUTIONS CORP.  COM 44914M1015784   464306 SH     DEFINED    1,3,4    464306
IBERIABANK CORP           COM 45082810 1621    28080 SH     DEFINED    1,3,4     28080
ICU MEDICAL, INC.         COM 44930G10  466    17908 SH     DEFINED    1,3,4     17908
IDACORP, INC.             COM 45110710  433    14975 SH     DEFINED    1,3,4     14975
IDEX CORP.                COM 45167R10 2232    65757 SH     DEFINED    1,3,4     65757
IDEXX LABS, INC.          COM 45168D10 2359    46414 SH     DEFINED    1,3,4     46414
IDT CORP.                 COM 44894730 7300   485765 SH     DEFINED    1,3,4    485765
IHOP CORP.                COM 44962310 1011    26360 SH     DEFINED    1,3,4     26360
ILLINOIS TOOL WORKS, INC. COM 4523081018552   199099 SH     DEFINED    1,3,4    199099
IMAGISTICS INTL INC       COM 45247T10 7007   208692 SH     DEFINED    1,3,4    208692
IMATION CORP.             COM 45245A10  495    13945 SH     DEFINED    1,3,4     13945
IMC GLOBAL, INC.          COM 44966910  787    45423 SH     DEFINED    1,3,4     45423
IMCO RECYCLING, INC.      COM 44968110  233    20277 SH     DEFINED    1,3,4     20277
IMMUCOR, INC.             COM 45252610  961    38874 SH     DEFINED    1,3,4     38874
IMPAC MORTGAGE HOLDINGS, ICOM 45254P1027077  1029505 SH     DEFINED    1,3,4   1029505
IMPERIAL TOBACCO GROUP- ADCOM 45314210  175     4007 SH     DEFINED    1,3,4      4007
IMS HEALTH, INC.          COM 4499341042042  1757662 SH     DEFINED    1,3,4   1757662
INAMED CORP               COM 45323510 9624   201864 SH     DEFINED    1,3,4    201864
INCO, LTD.                COM 45325840   89     2289 SH     DEFINED    1,3,4      2289
INDEPENDANCE COMMUNITY BANCOM 4534141012389   317240 SH     DEFINED    1,3,4    317240
INDEPENDENT BANK CORP - MACOM 45383610 1537    49770 SH     DEFINED    1,3,4     49770
INDYMAC BANCORP, INC.     COM 45660710 8628   238424 SH     DEFINED    1,3,4    238424
INFINITY PROPERTY & CASUALCOM 45665Q1015061   509993 SH     DEFINED    1,3,4    509993
INFORMATION HOLDINGS, INC.COM 45672710  744    27292 SH     DEFINED    1,3,4     27292
ING GROEP NV              COM 45683710  161     6372 SH     DEFINED    1,3,4      6372
INGERSOLL-RAND CO.        COM G4776G1010211   150257 SH     DEFINED    1,3,4    150257
INPUT/OUTPUT, INC.        COM 45765210 1019    99294 SH     DEFINED    1,3,4     99294
INSIGHT ENTERPRISES, INC. COM 45765U10 6341   376573 SH     DEFINED    1,3,4    376573
INSITUFORM TECNOL, INC. - COM 45766710  654    34887 SH     DEFINED    1,3,4     34887
INSURANCE AUTO AUCTIONS, ICOM 45787510  262    15173 SH     DEFINED    1,3,4     15173
INTEGRA LIFESCIENCES HOLDICOM 45798520 1205    37526 SH     DEFINED    1,3,4     37526
INTEGRATED CIRCUIT SYSTEMSCOM 45811K20  612    28462 SH     DEFINED    1,3,4     28462
INTEGRATED DEVICE TECH, INCOM 45811810  395    41614 SH     DEFINED    1,3,4     41614
INTEL CORP.               COM 4581401085310  4252488 SH     DEFINED    1,3,4   4252488
INTERCONTINENTAL HOTELS GRCOM 45857310  129    11100 SH     DEFINED    1,3,4     11100
INTERFACE, INC.- CI A     COM 45866510  545    67570 SH     DEFINED    1,3,4     67570
INTERMAGNETICS GENERAL CORCOM 45877110  779    33764 SH     DEFINED    1,3,4     33764
INTERNATIONAL BANCSHARES CCOM 45904410 1624 44190.75 SH     DEFINED    1,3,4     44191
INTERNATIONAL BUSINESS MACCOM 4592001095272  1111230 SH     DEFINED    1,3,4   1111230
INTERNATIONAL FLAVORS&FRAGCOM 4595061010109   264683 SH     DEFINED    1,3,4    264683
INTERNATIONAL PAPER CO.   COM 4601461012341 305433.00SH     DEFINED    1,3,4    305433
INTERNET SECURITY SYSTEMS COM 46060X10 1048    61594 SH     DEFINED    1,3,4     61594
INTERPUBLIC GROUP OF COS.,COM 4606901017618  1663854 SH     DEFINED    1,3,4   1663854
INTERSECTIONS INC         COM 46098130 1255    85898 SH     DEFINED    1,3,4     85898
INTERSIL CORP.            COM 46069S10  940    59027 SH     DEFINED    1,3,4     59027
INTER-TEL, INC.- SER A    COM 45837210  720    33552 SH     DEFINED    1,3,4     33552
INTERWAVE COMMUNICATION   COM 6246HMS0    3    500.2 SH     DEFINED    3,4         500
INTL GAME TECHNOLOGY      COM 4599021020560   571946 SH     DEFINED    1,3,4    571946
INTL RECTIFIER CORP.      COM 46025410 5801   169237 SH     DEFINED    1,3,4    169237
INT'L SPEEDWAY CORP.      COM 46033520 1041    20884 SH     DEFINED    1,3,4     20884
INTRADO INC.              COM 46117A10  228    22621 SH     DEFINED    1,3,4     22621
INTUIT INC.               COM 4612021029392   647518 SH     DEFINED    1,3,4    647518
INVACARE CORP.            COM 46120310 1871    40661 SH     DEFINED    1,3,4     40661
INVERESK RESEARCH GROUP INCOM 46123810 1729    46820 SH     DEFINED    1,3,4     46820
INVESTMENT TECHNOLOGY GP, COM 46145F10  836    54612 SH     DEFINED    1,3,4     54612
INVESTORS FINANCIAL SCVS CCOM 46191510 1169    25991 SH     DEFINED    1,3,4     25991
INVISION TECHNOLOGIES, INCCOM 46185110 1031    23015 SH     DEFINED    1,3,4     23015
INVITROGEN CORP.          COM 46185R10 5324    96835 SH     DEFINED    1,3,4     96835
IONICS, INC.              COM 46221810  799    29506 SH     DEFINED    1,3,4     29506
IPAYMENT INC              COM 46262E10 1349    33545 SH     DEFINED    1,3,4     33545
IRSA                      COM 45004720 1136   140160 SH     DEFINED    1,3,4    140160
IRWN FINANCIAL CORP.      COM 46411910  951    36922 SH     DEFINED    1,3,4     36922
ISHARES DOW JONES US REAL COM 46428773    1        5 SH     DEFINED    2,3,4         5
ISHARES GS$ INVESTOP CORPOCOM 4642872483820   750000 SH     DEFINED    3,4      750000
ISHARES MSCI JAPAN INDEX FCOM 46428684  323    33208 SH     DEFINED    1,3,4     33208
ISHARES RUSSELL 1000 VALUECOM 46428759 5123    84610 SH     DEFINED    1,3,4     84610
ISHARES RUSSELL 2000 INDEXCOM 46428765 2501    21937 SH     DEFINED    1,3,4     21937
ISHARES RUSSELL MIDCAP VALCOM 46428747 2132    21300 SH     DEFINED    1,3,4     21300
ISHARES S&P 500 INDEX FUNDCOM 46428720 3152    28222 SH     DEFINED    1,3,4     28222
ISHARES TRUST - S&P MIDCAPCOM 46428750  590     4960 SH     DEFINED    1,3,4      4960
ISHARES TRUST-S&P SM-CAP 6COM 46428780 9379    65006 SH     DEFINED    1,3,4     65006
ISTAR FINANCIAL, INC.     COM 45031U10 4078    98960 SH     DEFINED    1,3,4     98960
ITO-YOKADO CO LTD         COM 46571440   83     2404 SH     DEFINED    1,3,4      2404
ITRON, INC.               COM 46574110  478    27363 SH     DEFINED    1,3,4     27363
ITT EDUCATIONAL SERVICES, COM 45068B10  647    17933 SH     DEFINED    1,3,4     17933
ITT INDUSTRIES, INC.      COM 4509111016750   209443 SH     DEFINED    1,3,4    209443
IVAX CORP.                COM 46582310 1878    98093 SH     DEFINED    1,3,4     98093
J & J SNACK FOODS CORP.   COM 46603210  501    11734 SH     DEFINED    1,3,4     11734
J2 GLOBAL COMMUNICATIONS, COM 46626E20  956    30316 SH     DEFINED    1,3,4     30316
JABIL CIRCUIT INC.        COM 46631310 2930   127297 SH     DEFINED    1,3,4    127297
JACK IN THE BOX, INC.     COM 46636710 1524    48018 SH     DEFINED    1,3,4     48018
JACOBS ENGINEERING GROUP  COM 46981410  842    22089 SH     DEFINED    1,3,4     22089
JAKKS PACIFIC INC.        COM 47012E10  786    34087 SH     DEFINED    1,3,4     34087
JANUS CAPITAL GROUP, INC. COM 47102X10 2045   150155 SH     DEFINED    1,3,4    150155
JDA SOFTWARE GROUP, INC.  COM 46612K10  412    37908 SH     DEFINED    1,3,4     37908
JDS UNIPHASE CORP.        COM 46612J10 3041   903406 SH     DEFINED    1,3,4    903406
JEFFERIES GROUP, INC.     COM 47231910  766    22206 SH     DEFINED    1,3,4     22206
JEFFERSON-PILOT CORP.     COM 4750701026901   541617 SH     DEFINED    1,3,4    541617
JETBLUE AIRWAYS CORP.     COM 47714310  849    40531 SH     DEFINED    1,3,4     40531
JILL GROUP, INC.          COM 46618910  522    26222 SH     DEFINED    1,3,4     26222
JLG INDUSTRIES INC.       COM 46621010  955    56962 SH     DEFINED    1,3,4     56962
JO-ANN STORES INC.        COM 47758P30  825    29378 SH     DEFINED    1,3,4     29378
JOHNSON & JOHNSON         COM 47816010111134 1972831 SH     DEFINED    1,3,4   1972831
JOHNSON CONTROLS, INC.    COM 47836610 6779   119475 SH     DEFINED    1,3,4    119475
JONES APPAREL GROUP INC   COM 48007410 2798    78226 SH     DEFINED    1,3,4     78226
JOS A BANK CLOTHEIERS, INCCOM 48083810 2108    76089 SH     DEFINED    1,3,4     76089
JOURNAL COMMUNICATIONS, INCOM 48113010 7736   441072 SH     DEFINED    1,3,4    441072
JOY GLOBAL INC.           COM 48116510 7728   224752 SH     DEFINED    1,3,4    224752
JPMORGAN CHASE & CO.      COM 46625H10125712 3164310 SH     DEFINED    1,3,4   3164310
JUNIPER NETWORKS, INC.    COM 48203R10 4656   197300 SH     DEFINED    1,3,4    197300
K2, INC.                  COM 48273210 2412   168235 SH     DEFINED    1,3,4    168235
KAMAN CORP. CLASS A       COM 48354810  355    29628 SH     DEFINED    1,3,4     29628
KANBAY INTERNATIONAL INC  COM 48369P20  994    46760 SH     DEFINED    1,3,4     46760
KANSAS CITY SOUTHERN      COM 48517030 1238    81753 SH     DEFINED    1,3,4     81753
KAYDON CORP.              COM 48658710 1061    36798 SH     DEFINED    1,3,4     36798
KB HOME                   COM 48666K1025252   298757 SH     DEFINED    1,3,4    298757
KCS ENERGY, INC.          COM 4824342016573  1191581 SH     DEFINED    1,3,4   1191581
KEANE, INC.               COM 48666510  369    24231 SH     DEFINED    1,3,4     24231
KEITHLEY INSTURMENTS, INC.COM 48758410  370    21147 SH     DEFINED    1,3,4     21147
KELLOGG CO.               COM 4878361012038   282089 SH     DEFINED    1,3,4    282089
KELLWOOD CO.              COM 4880441010489   287770 SH     DEFINED    1,3,4    287770
KELLY SERVICES, INC. -CI ACOM 48815220  369    13800 SH     DEFINED    1,3,4     13800
KEMET CORP.               COM 48836010  274    33920 SH     DEFINED    1,3,4     33920
KENNAMETAL, INC.          COM 48917010 2971    65849 SH     DEFINED    1,3,4     65849
KENNETH COLE PRODUCTIONS-ACOM 19329410 7706   273762 SH     DEFINED    1,3,4    273762
KENSEY NASH CORP          COM 4900571011884   453714 SH     DEFINED    1,3,4    453714
KERR-MCGEE CORP.          COM 49238610 6280   109606 SH     DEFINED    1,3,4    109606
KEYCORP                   COM 4932671022686   718220 SH     DEFINED    1,3,4    718220
KEYSPAN CORP.             COM 49337W10 3936   100475 SH     DEFINED    1,3,4    100475
KILROY REALTY CORP.       COM 49427F10 1409    37069 SH     DEFINED    1,3,4     37069
KILROY REALTY CORP.       COM 49427F10 1019    26800 SH     DEFINED    2,3,4     26800
KIMBERLY-CLARK CORP.      COM 4943681023115   357933 SH     DEFINED    1,3,4    357933
KIMCO REALTY CORP.        COM 49446R1035069   683474 SH     DEFINED    1,3,4    683474
KIMCO REALTY CORP.        COM 49446R1029332   571900 SH     DEFINED    2,3,4    571900
KINDER MORGAN, INC.       COM 49455P10 4893    77892 SH     DEFINED    1,3,4     77892
KINDRED HEALTHCARE INC    COM 49458010 1824    74780 SH     DEFINED    1,3,4     74780
KING PHARMACEUTICALS, INC.COM 49558210 1807   151530 SH     DEFINED    1,3,4    151530
KIRBY CORP.               COM 49726610 1288    32048 SH     DEFINED    1,3,4     32048
KLA-TENCOR CORP.          COM 48248010 6119   147617 SH     DEFINED    1,3,4    147617
KNIGHT TRANSPORTATION, INCCOM 49906410 1575    73544 SH     DEFINED    1,3,4     73544
KNIGHT-RIDDER, INC.       COM 4990401016624   253929 SH     DEFINED    1,3,4    253929
KOHLS CORP.               COM 5002551010332   214336 SH     DEFINED    1,3,4    214336
KONINKLIJKE PHILIPS ELEC. COM 50047230  120     5227 SH     DEFINED    1,3,4      5227
KOOKMIN BANK              COM 50049M10   61     1888 SH     DEFINED    1,3,4      1888
KOPIN CORP                COM 50060010  373    91453 SH     DEFINED    1,3,4     91453
KORN/FERRY INTERNATIONAL  COM 50064320 7755   425155 SH     DEFINED    1,3,4    425155
KRISPY KREME DOUGHNUTS, INCOM 50101410  306    24214 SH     DEFINED    1,3,4     24214
KROGER CO., THE           COM 50104410 7195   463871 SH     DEFINED    1,3,4    463871
KRONOS INC.               COM 50105210 1796    40623 SH     DEFINED    1,3,4     40623
K-SWISS, INC. CLASS A     COM 48268610  875    45479 SH     DEFINED    1,3,4     45479
KT&G CORP.-144A           COM 48268G10 1575   119449 SH     DEFINED    1,3,4    119449
KULICKE & SOFFA           COM 50124210  375    66599 SH     DEFINED    1,3,4     66599
L-3 COMMUNICATIONS HOLDINGCOM 50242410 2806    41927 SH     DEFINED    1,3,4     41927
LABONE, INC.              COM 50540L10  653    22307 SH     DEFINED    1,3,4     22307
LABOR READY, INC.         COM 5054012020012  1427514 SH     DEFINED    1,3,4   1427514
LABORATORY CORP OF AMERICACOM 50540R4033383   763579 SH     DEFINED    1,3,4    763579
LABRANCHE & CO., INC.     COM 50544710  195    23461 SH     DEFINED    1,3,4     23461
LACLEDE GROUP INC.        COM 50559710  800    27366 SH     DEFINED    1,3,4     27366
LAM RESEARCH CORP.        COM 51280710 1149    52552 SH     DEFINED    1,3,4     52552
LAMAR ADVERTISING CO.     COM 51281510 4883   117337 SH     DEFINED    1,3,4    117337
LANCASTER COLONY CORP.    COM 5138471010922   258967 SH     DEFINED    1,3,4    258967
LANCE, INC.               COM 51460610 2247   139020 SH     DEFINED    1,3,4    139020
LANDAMERICA FINANCIAL GROUCOM 51493610 1078    23681 SH     DEFINED    1,3,4     23681
LANDRYS RESTAURANTS       COM 51508L10 3997   146468 SH     DEFINED    1,3,4    146468
LANDSTAR SYSTEM, INC.     COM 51509810 2320    39505 SH     DEFINED    1,3,4     39505
LASALLE HOTEL PROPERTIES  COM 51794210 3175   115010 SH     DEFINED    1,3,4    115010
LASALLE HOTEL PROPERTIES  COM 5179421010270   372000 SH     DEFINED    2,3,4    372000
LATTICE SEMICONDUCTOR CORPCOM 51841510  222    44478 SH     DEFINED    1,3,4     44478
LAUREATE EDUCATION INC    COM 51861310  673    17908 SH     DEFINED    1,3,4     17908
LAWSON PRODUCTS           COM 52077610  501    12291 SH     DEFINED    1,3,4     12291
LA-Z-BOY, INC.            COM 50533610 1030    67835 SH     DEFINED    1,3,4     67835
LEADING EDGE MEASUREMENT SCOM LEMS1234    0   250000 SH     DEFINED    3,4      250000
LEAR CORP.                COM 52186510 8014   147205 SH     DEFINED    1,3,4    147205
LECG CORP                 COM 52323410 2507   148310 SH     DEFINED    1,3,4    148310
LEE ENTERPRISES           COM 52376810  820    17711 SH     DEFINED    1,3,4     17711
LEGG MASON, INC.          COM 52490110 3163  59365.5 SH     DEFINED    1,3,4     59366
LEGGETT & PLATT, INC.     COM 52466010 3382   120238 SH     DEFINED    1,3,4    120238
LEHMAN BROTHERS HOLDINGS, COM 5249081040940   513603 SH     DEFINED    1,3,4    513603
LENNAR CORP.              COM 52605710 2913    61194 SH     DEFINED    1,3,4     61194
LENNOX INTERNATIONAL, INC.COM 52610710 1145    76728 SH     DEFINED    1,3,4     76728
LEUCADIA NATIONAL CORP    COM 5272881026774   472603 SH     DEFINED    1,3,4    472603
LEXINGTON CORPORATE PPTYS COM 52904310 1370    63025 SH     DEFINED    1,3,4     63025
LEXINGTON CORPORATE PPTYS COM 52904310  843    38800 SH     DEFINED    2,3,4     38800
LEXINGTON GENETICS, INC.  COM 52887210 9852  1494098 SH     DEFINED    1,3,4   1494098
LEXMARK INTERNATIONAL, INCCOM 5297711032136   382504 SH     DEFINED    1,3,4    382504
LIBBEY, INC.              COM 52989810  331    17933 SH     DEFINED    1,3,4     17933
LIBERTY MEDIA GROUP       COM 5307181027421  3144554 SH     DEFINED    1,3,4   3144554
LIBERTY MEDIA INTERNATIONACOM 53071910 5035 150983.3 SH     DEFINED    1,3,4    150983
LIBERTY PROPERTY TRUST    COM 53117210 1331    33391 SH     DEFINED    1,3,4     33391
LIFEPOINT HOSPITALS, INC. COM 53219L1015623   520584 SH     DEFINED    1,3,4    520584
LIGAND PHARMACEUTICALS, INCOM 53220K20 2695   269045 SH     DEFINED    1,3,4    269045
LILLY (ELI) & CO.         COM 5324571043472   723985 SH     DEFINED    1,3,4    723985
LIMITED BRANDS, INC.      COM 53271610 6620   297018 SH     DEFINED    1,3,4    297018
LINCARE HOLDINGS, INC.    COM 53279110 1158    39190 SH     DEFINED    1,3,4     39190
LINCOLN ELECTRIC HOLDINGS COM 53390010 7648   243950 SH     DEFINED    1,3,4    243950
LINCOLN NATIONAL CORP.    COM 5341871026830   570968 SH     DEFINED    1,3,4    570968
LINDSAY MANUFACTURING CO. COM 53555510  411    15345 SH     DEFINED    1,3,4     15345
LINEAR TECHNOLOGIES CORP. COM 53567810 7665   211256 SH     DEFINED    1,3,4    211256
LINENS N THINGS, INC.     COM 53567910 1363    58881 SH     DEFINED    1,3,4     58881
LION BIOSCIENCE           COM 53619110   91    59192 SH     DEFINED    3,4       59192
LITTELFUSE, INC.          COM 53700810 9067   262577 SH     DEFINED    1,3,4    262577
LIZ CLAIBORNE, INC.       COM 53932010 2548    67569 SH     DEFINED    1,3,4     67569
LOCKHEED MARTIN CORP.     COM 5398301015590   279527 SH     DEFINED    1,3,4    279527
LODGENET ENTERTAINMENT CORCOM 54021110  362    27340 SH     DEFINED    1,3,4     27340
LOEWS CORP.               COM 5404241026284   449304 SH     DEFINED    1,3,4    449304
LONE STAR STEAKHOUSE SALOOCOM 54230710  742    28628 SH     DEFINED    1,3,4     28628
LONE STAR TECHNOLOGIES, INCOM 54231210 1427    37786 SH     DEFINED    1,3,4     37786
LONGS DRUG STORES CORP.   COM 54316210 1178    48667 SH     DEFINED    1,3,4     48667
LONGVIEW FIBRE CO.        COM 54321310  309    20029 SH     DEFINED    1,3,4     20029
LOUISIANA PACIFIC CORP.   COM 5463471024188   932281 SH     DEFINED    1,3,4    932281
LOWE'S COMPANIES, INC.    COM 5486611027404   504254 SH     DEFINED    1,3,4    504254
LSI LOGIC CORP.           COM 50216110 1042   244052 SH     DEFINED    1,3,4    244052
LTX CORP.                 COM 50239210  133    23920 SH     DEFINED    1,3,4     23920
LUBRIZOL CORP.            COM 54927110  884    25538 SH     DEFINED    1,3,4     25538
LUCENT TECHNOLOGIES, INC. COM 54946310 9557  3015777 SH     DEFINED    1,3,4   3015777
LUKOIL HOLDING            COM 6778621015368   123621 SH     DEFINED    1,3,4    123621
LYDALL, INC.              COM 55081910  195    21080 SH     DEFINED    1,3,4     21080
LYONDELL CHEMICAL CO.     COM 55207810 1570    69993 SH     DEFINED    1,3,4     69993
M & T BANK CORPORATION    COM 55261F1035514   371096 SH     DEFINED    1,3,4    371096
M/I HOMES, INC.           COM 55305B10 7795   183697 SH     DEFINED    1,3,4    183697
MACDERMID, INC.           COM 55427310 9497   327971 SH     DEFINED    1,3,4    327971
MACERICH CO.              COM 5543821012375   232200 SH     DEFINED    2,3,4    232200
MACK-CALI REALTY CORP.    COM 55448910 1053    23774 SH     DEFINED    1,3,4     23774
MACK-CALI REALTY CORP.    COM 55448910  332     7500 SH     DEFINED    2,3,4      7500
MACROMEDIA, INC.          COM 55610010  546    27214 SH     DEFINED    1,3,4     27214
MACROVISION CORP          COM 55590410 7703   319771 SH     DEFINED    1,3,4    319771
MAF BANCORP INC.          COM 55261R10 1836    42549 SH     DEFINED    1,3,4     42549
MAGELLAN HEALTH SERVICES ICOM 5590792020980   573872 SH     DEFINED    1,3,4    573872
MAGNA INTERNATIONAL-CL A  COM 55922240 8831   119233 SH     DEFINED    1,3,4    119233
MAGNETEK, INC.            COM 55942410  278    37163 SH     DEFINED    1,3,4     37163
MAGNUM HUNTER RESOURCES INCOM 55972F20 5516   478010 SH     DEFINED    1,3,4    478010
MAHANAGAR TELEPHONE NIGAM COM 55977840 3024   429038 SH     DEFINED    1,3,4    429038
MANDALAY RESORT GROUP     COM 56256710 1814    26472 SH     DEFINED    1,3,4     26472
MANHATTAN ASSOCIATES, INC.COM 56275010  960    39261 SH     DEFINED    1,3,4     39261
MANITOWOC CO.             COM 56357110 1235    34879 SH     DEFINED    1,3,4     34879
MANOR CARE, INC.          COM 56405510 1641    54854 SH     DEFINED    1,3,4     54854
MANPOWER, INC. WI         COM 56418H1015261   343040 SH     DEFINED    1,3,4    343040
MANTECH INTERNATIONAL CORPCOM 56456310  790    42209 SH     DEFINED    1,3,4     42209
MAPINFO CORP              COM 56510510  283    26349 SH     DEFINED    1,3,4     26349
MARATHON OIL CORP.        COM 5658491067375  1632178 SH     DEFINED    1,3,4   1632178
MARCUS CORP.              COM 56633010  758    38871 SH     DEFINED    1,3,4     38871
MARRIOTT INTERNATIONAL, INCOM 57190320 7457   143627 SH     DEFINED    1,3,4    143627
MARSH & MCLENNAN COS., INCCOM 5717481014986   327425 SH     DEFINED    1,3,4    327425
MARSHALL & IISLEY CORP.   COM 5718341051359  1274332 SH     DEFINED    1,3,4   1274332
MARTIN MARIETTA MATERIALS COM 57328410  856    18911 SH     DEFINED    1,3,4     18911
MASCO CORP.               COM 5745991023405   677927 SH     DEFINED    1,3,4    677927
MASSEY ENERGY CO,         COM 57620610 2866    98991 SH     DEFINED    1,3,4     98991
MASTEC, INC.              COM 57632310 1522   290000 SH     DEFINED    1,3,4    290000
MATERIAL SCIENCES CORP    COM 57667410  252    18657 SH     DEFINED    1,3,4     18657
MATRIA HEALTHCARE INC     COM 57681720 1278    45130 SH     DEFINED    1,3,4     45130
MATSUSHITA ELEC IND       COM 57687920  139    10350 SH     DEFINED    1,3,4     10350
MATTEL, INC.              COM 5770811021211  1170248 SH     DEFINED    1,3,4   1170248
MAVERICK TUBE CORP        COM 57791410 7384   239790 SH     DEFINED    1,3,4    239790
MAX RE CAPITAL LTD        COM G6052F10 4711   235705 SH     DEFINED    1,3,4    235705
MAXIM INTEGRATED PRODUCTS COM 57772K10 8874   209904 SH     DEFINED    1,3,4    209904
MAXIM PHARACEUTICALS INC  COM 57772M10 2784  1042787 SH     DEFINED    1,3,4   1042787
MAXIMUS, INC.             COM 57793310  813    28296 SH     DEFINED    1,3,4     28296
MAY DEPARTMENT STORES CO. COM 57777810 4686   182813 SH     DEFINED    1,3,4    182813
MAYTAG CORP.              COM 57859210  906    49508 SH     DEFINED    1,3,4     49508
MB FINANCIAL, INC.        COM 55264U1010343   260967 SH     DEFINED    1,3,4    260967
MBIA, INC.                COM 55262C10 5226    89854 SH     DEFINED    1,3,4     89854
MBNA CORP.                COM 55262L1037565  1491076 SH     DEFINED    1,3,4   1491076
MCAFEE INC                COM 57906410 1227    61261 SH     DEFINED    1,3,4     61261
MCCLATCHY CO              COM 57948910 1197    16900 SH     DEFINED    1,3,4     16900
MCCORMICK & CO.           COM 5797802021406   623258 SH     DEFINED    1,3,4    623258
MCCORMICK & SCHMICK'S SEAFCOM 57979310 2370   197730 SH     DEFINED    1,3,4    197730
MCDATA CORP.              COM 58003120    0       44 SH     DEFINED    3,4          44
MCDATA CORPORATION-A      COM 58003120  231    46562 SH     DEFINED    1,3,4     46562
MCDONALDS CORP.           COM 5801351041520  1481100 SH     DEFINED    1,3,4   1481100
MCGRAW-HILL, INC.         COM 5806451016691   209385 SH     DEFINED    1,3,4    209385
MCKESSON CORP.            COM 58155Q10 4722   184165 SH     DEFINED    1,3,4    184165
MDC HOLDINGS, INC.        COM 5526761013156   180300 SH     DEFINED    1,3,4    180300
MDU RESOURCES GROUP, INC. COM 5526901044331  1683752 SH     DEFINED    1,3,4   1683752
MEADE INSTRUMENTS CORP.   COM 58306210   78    26074 SH     DEFINED    1,3,4     26074
MEADWESTVACO CORP.        COM 5833341010077   316004 SH     DEFINED    1,3,4    316004
MEDCO HEALTH SOLUTIONS, INCOM 58405U10 5270 170692.99SH     DEFINED    1,3,4    170693
MEDIA GENERAL - CLASS A   COM 58440410 5356    95684 SH     DEFINED    1,3,4     95684
MEDICIS PHARMACEUTICAL-CL COM 58469030 2883    74021 SH     DEFINED    1,3,4     74021
MEDIMMUNE, INC.           COM 5846991031209  1317039 SH     DEFINED    1,3,4   1317039
MEDTRONIC, INC.           COM 5850551040948   788959 SH     DEFINED    1,3,4    788959
MELLON FINANCIAL CORP.    COM 58551A10 7366   266338 SH     DEFINED    1,3,4    266338
MEMBERWORKS, INC.         COM 58600210  362    13734 SH     DEFINED    1,3,4     13734
MENS WEARHOUSE, INC., (THECOM 58711810 3951   135892 SH     DEFINED    1,3,4    135892
MENTOR CORP.              COM 58718810 1860    55236 SH     DEFINED    1,3,4     55236
MENTOR GRAPHICS CORP.     COM 58720010  302    28127 SH     DEFINED    1,3,4     28127
MERCANTILE BANKSHARES CORPCOM 58740510 1485    31014 SH     DEFINED    1,3,4     31014
MERCK & CO., INC.         COM 5893311047083  1426787 SH     DEFINED    1,3,4   1426787
MERCURY COMPUTER SYSTEMS, COM 58937810  747    27674 SH     DEFINED    1,3,4     27674
MERCURY GENERAL CORP      COM 5894001020601   389479 SH     DEFINED    1,3,4    389479
MERCURY INTERACTIVE CORP. COM 58940510 2040    58429 SH     DEFINED    1,3,4     58429
MEREDITH CORP.            COM 58943310 1642    32002 SH     DEFINED    1,3,4     32002
MERIDIAN RESOURCE CORP    COM 58977Q1010212  1156756 SH     DEFINED    1,3,4   1156756
MERIT MEDICAL SYSTEMS INC COM 58988910  519 34374.325SH     DEFINED    1,3,4     34374
MERITAGE HOMES CORP       COM 59001A10 1329    16905 SH     DEFINED    1,3,4     16905
MERRILL LYNCH & CO., INC. COM 5901881045005   905234 SH     DEFINED    1,3,4    905234
MESA AIR GROUP, INC.      COM 59047910  212    41191 SH     DEFINED    1,3,4     41191
METAL MANAGEMENT INC      COM 59109720 9504   522910 SH     DEFINED    1,3,4    522910
METHODE ELECTRONICS       COM 59152020 5277   412754 SH     DEFINED    1,3,4    412754
METLIFE, INC.             COM 59156R1026561   687180 SH     DEFINED    1,3,4    687180
METRO-GOLDWYN-MAYER INC.  COM 59161010   34     2952 SH     DEFINED    1,3,4      2952
MGI PHARMA, INC.          COM 55288010 5245   196466 SH     DEFINED    1,3,4    196466
MGIC INVESTMENT CORP. (WISCOM 5528481010509   157898 SH     DEFINED    1,3,4    157898
MICHAELS STORES, INC.     COM 59408710 3170    53504 SH     DEFINED    1,3,4     53504
MICREL, INC.              COM 59479310 8654   831501 SH     DEFINED    1,3,4    831501
MICROCHIP TECHNOLOGY, INC.COM 59501710 2168    80729 SH     DEFINED    1,3,4     80729
MICRON TECHNOLOGY         COM 59511210 4621   384579 SH     DEFINED    1,3,4    384579
MICROS SYSTEMS, INC.      COM 59490110 5789   115552 SH     DEFINED    1,3,4    115552
MICROSEMI CORP            COM 5951371015453  1095692 SH     DEFINED    1,3,4   1095692
MICROSOFT CORP.           COM 59491810200375 7246647 SH     DEFINED    1,3,4   7246647
MICROSTRATEGY, INC.       COM 59497240 9222   224424 SH     DEFINED    1,3,4    224424
MID-AMERICA APT CMNTYS INCCOM 59522J10 7112   182500 SH     DEFINED    2,3,4    182500
MIDAS, INC.               COM 59562610  329    20456 SH     DEFINED    1,3,4     20456
MILACRON, INC.            COM 59870910  143    46658 SH     DEFINED    1,3,4     46658
MILLENNIUM PHARMACTCLS, INCOM 59990210 1639   119643 SH     DEFINED    1,3,4    119643
MILLER (HERMAN), INC.     COM 60054410  688    27941 SH     DEFINED    1,3,4     27941
MILLIPORE CORP.           COM 60107310 5897   123243 SH     DEFINED    1,3,4    123243
MILLS CORP.               COM 60114810 8336   160710 SH     DEFINED    1,3,4    160710
MILLS CORP.               COM 6011481017234   332200 SH     DEFINED    2,3,4    332200
MINERALS TECHNOLOGIES, INCCOM 60315810  470     8069 SH     DEFINED    1,3,4      8069
MITSUBISHI CORP.          COM 60676930  295    13710 SH     DEFINED    1,3,4     13710
MITSUBISHI TOKYO FINL GROUCOM 60681610  142    17000 SH     DEFINED    1,3,4     17000
MKS INSTRUMENTS, INC.     COM 55306N10 5783   377308 SH     DEFINED    1,3,4    377308
mm02 PLC                  COM 55309W10  149     8367 SH     DEFINED    1,3,4      8367
MOBILE MINI INC           COM 60740F10  472    19016 SH     DEFINED    1,3,4     19016
MODINE MANUFACTURING CO.  COM 60782810  408    13528 SH     DEFINED    1,3,4     13528
MOHAWK INDUSTRIES, INC.   COM 6081901028156   354623 SH     DEFINED    1,3,4    354623
MOLEX, INC.               COM 60855410 3551   118952 SH     DEFINED    1,3,4    118952
MONACO COACH CORP.        COM 60886R10  828  38334.5 SH     DEFINED    1,3,4     38335
MONEYGRAM INTERNATIONAL INCOM 60935Y10 9943   582158 SH     DEFINED    1,3,4    582158
MONSANTO                  COM 61166W10 6098   167503 SH     DEFINED    1,3,4    167503
MONSTER WORLDWIDE, INC.   COM 61174210 1831    74396 SH     DEFINED    1,3,4     74396
MOODY'S  CORP.            COM 61536910 7289    99457 SH     DEFINED    1,3,4     99457
MOOG INC                  COM 61539420 6768   186451 SH     DEFINED    1,3,4    186451
MORGAN STANLEY            COM 6174464451973  1054341 SH     DEFINED    1,3,4   1054341
MOTIVE INC                COM 61980V10 1362   121401 SH     DEFINED    1,3,4    121401
MOTOROLA, INC.            COM 6200761048881  2710017 SH     DEFINED    1,3,4   2710017
MOVIE GALLERY, INC.       COM 62458110  737    42144 SH     DEFINED    1,3,4     42144
MPS GROUP, INC.           COM 55340910  346    41283 SH     DEFINED    1,3,4     41283
MRO SOFTWARE, INC.        COM 55347W10  320    32586 SH     DEFINED    1,3,4     32586
MUELLER INDUSTRIES        COM 62475610 5840   136017 SH     DEFINED    1,3,4    136017
MULTIMEDIA GAMES, INC.    COM 62545310 4942   318801 SH     DEFINED    1,3,4    318801
MURPHY OIL CORP.          COM 62671710 3129    36079 SH     DEFINED    1,3,4     36079
MYERS INDUSTRIES, INC.    COM 62846410  477    43482 SH     DEFINED    1,3,4     43482
MYKROLIS CORPORATION      COM 62852P10 2643   262365 SH     DEFINED    1,3,4    262365
MYLAN LABORATORIES, INC.  COM 62853010 3034   168574 SH     DEFINED    1,3,4    168574
NABORS INDUSTRIES, LTD.   COM G6359F10 4418    93315 SH     DEFINED    1,3,4     93315
NASH FINCH CO.            COM 63115810 2407    76480 SH     DEFINED    1,3,4     76480
NATIONAL BANK OF GREECE SACOM 63364340   72  15482.2 SH     DEFINED    1,3,4     15482
NATIONAL CITY CORP.       COM 6354051017583   455482 SH     DEFINED    1,3,4    455482
NATIONAL COMMERCE FINANCIACOM 63545P10 2753    80500 SH     DEFINED    1,3,4     80500
NATIONAL FUEL GAS CO.     COM 6361801010985   387700 SH     DEFINED    1,3,4    387700
NATIONAL GRID TRANSCO PLC COM 63627410  248     5800 SH     DEFINED    1,3,4      5800
NATIONAL INSTRUMENTS CORP.COM 63651810  934    30905 SH     DEFINED    1,3,4     30905
NATIONAL PRESTO INDS., INCCOM 63721510  375     8897 SH     DEFINED    1,3,4      8897
NATIONAL SEMICONDUCTOR CORCOM 63764010 3477   224633 SH     DEFINED    1,3,4    224633
NATIONAL-OILWELL, INC.    COM 63707110 1106    33681 SH     DEFINED    1,3,4     33681
NATIONWIDE FINANCIAL SERV-COM 63861210 3347    95294 SH     DEFINED    1,3,4     95294
NATURES SUNSHINE PRODS, INCOM 63902710  295    19670 SH     DEFINED    1,3,4     19670
NAUTILUS GROUP, INC.      COM 63910B10  964    42708 SH     DEFINED    1,3,4     42708
NAVISTAR INTERNATIONAL CORCOM 63934E10 1651    44492 SH     DEFINED    1,3,4     44492
NBTY, INC.                COM 62878210 1882    87248 SH     DEFINED    1,3,4     87248
NCO GROUP INC.            COM 62885810 5021   186244 SH     DEFINED    1,3,4    186244
NCR CORP.                 COM 62886E1029024   585239 SH     DEFINED    1,3,4    585239
NDCHEALTH CORP.           COM 63948010  755    46974 SH     DEFINED    1,3,4     46974
NEIMAN MARCUS GROUP, INC.-COM 6402042044167   768113 SH     DEFINED    1,3,4    768113
NELSON (THOMAS), INC.     COM 64037610  374    19048 SH     DEFINED    1,3,4     19048
NEOPHARM, INC.            COM 64091910 3973   464123 SH     DEFINED    1,3,4    464123
NESTLE SA                 COM 64106940  263     4573 SH     DEFINED    1,3,4      4573
NETEGRITY, INC.           COM 64110P10  375    49967 SH     DEFINED    1,3,4     49967
NETGEAR, INC.             COM 64111Q10 1596   130550 SH     DEFINED    1,3,4    130550
NETWORK APPLIANCE, INC.   COM 64120L10 5162   224845 SH     DEFINED    1,3,4    224845
NETWORK EQUIPMENT TECH, INCOM 64120810  209    31678 SH     DEFINED    1,3,4     31678
NEW CENTURY FINANCIAL CORPCOM 64352D1018081   300273 SH     DEFINED    1,3,4    300273
NEW JERSEY RESOURCES      COM 64602510 1496    36089 SH     DEFINED    1,3,4     36089
NEW PLAN EXCEL REALTY TRUSCOM 64805310 1005    40096 SH     DEFINED    1,3,4     40096
NEW YORK COMMUNITY BANCORPCOM 64944510 2133   103813 SH     DEFINED    1,3,4    103813
NEW YORK TIMES CO.        COM 65011110 3629    92900 SH     DEFINED    1,3,4     92900
NEWCASTLE INVESTMENT CORP.COM 65105M1018046   587858 SH     DEFINED    1,3,4    587858
NEWELL RUBBERMAID, INC.   COM 65122910 3458   172443 SH     DEFINED    1,3,4    172443
NEWFIELD EXPLORATION CO.  COM 6512901017683   288731 SH     DEFINED    1,3,4    288731
NEWMONT MINING CORP. (HOLDCOM 6516391028779   631981 SH     DEFINED    1,3,4    631981
NEWPORT CORP.             COM 65182410  193    16731 SH     DEFINED    1,3,4     16731
NEWS CORP LTD.            COM 65248770  373    11339 SH     DEFINED    1,3,4     11339
NEWTEK CAPITAL, INC.      COM 65252610  585   149909 SH     DEFINED    3,4      149909
NEXTEL COMMS              COM 65332V1026417  1108174 SH     DEFINED    1,3,4   1108174
NICOR, INC.               COM 65408610 1018    27642 SH     DEFINED    1,3,4     27642
NIKE, INC.                COM 6541061025315   321238 SH     DEFINED    1,3,4    321238
NIPPON TELEGRAPH &TELE    COM 65462410   72     3600 SH     DEFINED    1,3,4      3600
NISOURCE, INC.            COM 65473P10 3467   165283 SH     DEFINED    1,3,4    165283
NISSAN MOTOR CO LTD       COM 65474440  250    11471 SH     DEFINED    1,3,4     11471
NOBLE CORP.               COM G6542210 3780    83993 SH     DEFINED    1,3,4     83993
NOBLE ENERGY, INC.        COM 6550441018066   310201 SH     DEFINED    1,3,4    310201
NOMURA HOLDINGS, INC.     COM 65535H20  147    11430 SH     DEFINED    1,3,4     11430
NORDSON CORP.             COM 65566310 3477   101372 SH     DEFINED    1,3,4    101372
NORDSTROM, INC.           COM 6556641015824   413674 SH     DEFINED    1,3,4    413674
NORFOLK SOUTHERN CORP.    COM 6558441014301   481054 SH     DEFINED    1,3,4    481054
NORTH FORK BANCORPORATION,COM 6594241032677   735242 SH     DEFINED    1,3,4    735242
NORTHEAST UTILITIES       COM 66439710  978    50284 SH     DEFINED    1,3,4     50284
NORTHERN TRUST CORP.      COM 66585910 5647   138460 SH     DEFINED    1,3,4    138460
NORTHROP GRUMMAN CORP.    COM 6668071022058   413592 SH     DEFINED    1,3,4    413592
NORTHWEST AIRLINES CORP.  COM 66728010 2220   270600 SH     DEFINED    1,3,4    270600
NORTHWEST NATURAL GAS CO. COM 66765510 1132    35668 SH     DEFINED    1,3,4     35668
NOVARTIS AG               COM 66987V10  226     4820 SH     DEFINED    1,3,4      4820
NOVELL, INC.              COM 67000610 1530   242563 SH     DEFINED    1,3,4    242563
NOVELLUS SYSTEMS INC.     COM 67000810 2388    89658 SH     DEFINED    1,3,4     89658
NOVEN PHARMACEUTICALS, INCCOM 67000910  635    30528 SH     DEFINED    1,3,4     30528
NSTAR                     COM 67019E10 1026    20830 SH     DEFINED    1,3,4     20830
NU SKIN ENTERPRISES INC-A COM 67018T1010428   443420 SH     DEFINED    1,3,4    443420
NUCOR CORP.               COM 67034610 4541    49723 SH     DEFINED    1,3,4     49723
NUI CORP.                 COM 62943110  276    20830 SH     DEFINED    1,3,4     20830
NUVEEN INVESTMENTS, INC.  COM 67090F1012993   439017 SH     DEFINED    1,3,4    439017
NVIDIA CORP.              COM 67066G10 1532   105363 SH     DEFINED    1,3,4    105363
NVO-NORDISK A/S           COM 67010020   88     1600 SH     DEFINED    1,3,4      1600
NVR, INC.                 COM 62944T10 4595     8331 SH     DEFINED    1,3,4      8331
NYFIX, INC.               COM 67071210  257    42175 SH     DEFINED    1,3,4     42175
O CAHRLEYS, INC.          COM 67082310  451    27823 SH     DEFINED    1,3,4     27823
O REILLY AUTOMOTIVE, INC. COM 68609110  828    21609 SH     DEFINED    1,3,4     21609
OAO GAZPROM-144A          COM 3682871010717   300005 SH     DEFINED    1,3,4    300005
OCA INC                   COM 67083Q10  307    65354 SH     DEFINED    1,3,4     65354
OCCIDENTAL PETROLEUM CORP.COM 6745991031461   562343 SH     DEFINED    1,3,4    562343
OCEANEERING INTERNATIONAL COM 67523210 1209    32864 SH     DEFINED    1,3,4     32864
OCTEL CORP. COM.          COM 67572710 1439    67691 SH     DEFINED    1,3,4     67691
ODYSSEY HEALTHCARE INC.   COM 67611V10  849    47791 SH     DEFINED    1,3,4     47791
OFFICE DEPOT, INC.        COM 67622010 2959   196514 SH     DEFINED    1,3,4    196514
OFFSHORE LOGISTICS        COM 67625510 8403   244162 SH     DEFINED    1,3,4    244162
OGE ENERGY, CORP.         COM 6708371010849   429984 SH     DEFINED    1,3,4    429984
OHIO CASUALTY CORP.       COM 67724010  505    24096 SH     DEFINED    1,3,4     24096
OLD DOMINION FREIGHT LINE COM 67958010 3384   117420 SH     DEFINED    1,3,4    117420
OLD REPUBLIC INTL, CORP.  COM 68022310 1788    71421 SH     DEFINED    1,3,4     71421
OLIN, CORP.               COM 68066520  549    27379 SH     DEFINED    1,3,4     27379
OM GROUP, INC.            COM 67087210 1351    36986 SH     DEFINED    1,3,4     36986
OMI CORP-NEW              COM Y6476W10 3674   229480 SH     DEFINED    1,3,4    229480
OMNICARE, INC.            COM 68190410 1156    40825 SH     DEFINED    1,3,4     40825
OMNICOM                   COM 68191910 8612   117896 SH     DEFINED    1,3,4    117896
OMNIVISION TECHNOLOGIES, ICOM 68212810 2344   165670 SH     DEFINED    1,3,4    165670
OMNOVA SOLUTIONS, INC.    COM 68212910  316    52562 SH     DEFINED    1,3,4     52562
OMRON CORP                COM 68215130   75     3400 SH     DEFINED    1,3,4      3400
ON ASSIGNMENT INC.        COM 68215910  148    32915 SH     DEFINED    1,3,4     32915
ONEOK, INC.               COM 68268010 9974   383517 SH     DEFINED    1,3,4    383517
ONYX PHARMACEUTICALS INC. COM 68339910 1157    26867 SH     DEFINED    1,3,4     26867
ORACLE CORP.              COM 68389X1037258  3302971 SH     DEFINED    1,3,4   3302971
ORBITAL SCIENCES CORP.    COM 68556410 9585   839116 SH     DEFINED    1,3,4    839116
ORIENTAL FINANCIAL GROUP  COM 68618W10 8122   300066 SH     DEFINED    1,3,4    300066
OSHKOSH B'GOSH, INC.-CL A COM 68822220  306    15330 SH     DEFINED    1,3,4     15330
OSHKOSH TRUCK CORP.       COM 6882392017927   314105 SH     DEFINED    1,3,4    314105
OSTEOTECH, INC.           COM 68858210   79    22376 SH     DEFINED    1,3,4     22376
OUTBACK STEAKHOUSE INC.   COM 68989910 1200    28893 SH     DEFINED    1,3,4     28893
OVERNITE CORP.            COM 69032210 3138    99850 SH     DEFINED    1,3,4     99850
OVERSEAS SHIPHOLDING GROUPCOM 69036810  761    15437 SH     DEFINED    1,3,4     15437
OWENS & MINOR, INC.       COM 6907321011661   459167 SH     DEFINED    1,3,4    459167
OXFORD INDUSTRIES, INC.   COM 69149730 5159   138488 SH     DEFINED    1,3,4    138488
P G & E CORP.             COM 69331C10 7656   251856 SH     DEFINED    1,3,4    251856
P.F. CHANGS CHINA BISTRO ICOM 69333Y10 1615    33410 SH     DEFINED    1,3,4     33410
PACCAR, INC.              COM 6937181021078   304899 SH     DEFINED    1,3,4    304899
PACIFIC CAPITAL BANCORP   COM 69404P1016241 548904.99SH     DEFINED    1,3,4    548905
PACIFIC SUNWEAR OF CALIFORCOM 69487310 2274   108113 SH     DEFINED    1,3,4    108113
PACIFICARE HEALTH SYSTEMS,COM 69511210 1236    33733 SH     DEFINED    1,3,4     33733
PACKAGING CORP OF AMERICA COM 69515610 1022    41877 SH     DEFINED    1,3,4     41877
PACTIV CORP.              COM 69525710 2190    94273 SH     DEFINED    1,3,4     94273
PALISADE SYSTEMS, INC.    COM 06252000    0   100000 SH     DEFINED    3,4      100000
PALL CORP.                COM 69642930 1920    78476 SH     DEFINED    1,3,4     78476
PALMONE INC               COM 69713P10  829    27224 SH     DEFINED    1,3,4     27224
PAN PACIFIC RETAIL PPTYS ICOM 69806L1017705   327200 SH     DEFINED    2,3,4    327200
PANERA BREAD, CO.         COM 69840W10 1479    39398 SH     DEFINED    1,3,4     39398
PANTRY INC/THE            COM 69865710 2222    88267 SH     DEFINED    1,3,4     88267
PAPA JOHNS INTERNATIONAL, COM 69881310  673    21916 SH     DEFINED    1,3,4     21916
PAR PHARMACEUTICAL COS INCCOM 69888P10  479    13311 SH     DEFINED    1,3,4     13311
PARAMETRIC TECH           COM 69917310 1405   266564 SH     DEFINED    1,3,4    266564
PAREXEL INTERNATIONAL, CORCOM 69946210  669    34053 SH     DEFINED    1,3,4     34053
PARK ELECTROCHEMICAL CORP.COM 70041620  551    25946 SH     DEFINED    1,3,4     25946
PARKER-HANNIFIN CORP.     COM 70109410 4440    75423 SH     DEFINED    1,3,4     75423
PATINA OIL & GAS CORP.    COM 70322410 2719    92099 SH     DEFINED    1,3,4     92099
PATTERSON COS INC         COM 70339510 2053    26818 SH     DEFINED    1,3,4     26818
PATTERSON-UTI ENERGY, INC.COM 70348110 1250    65444 SH     DEFINED    1,3,4     65444
PAXAR CORP.               COM 70422710 1177    51714 SH     DEFINED    1,3,4     51714
PAYCHEX, INC.             COM 70432610 7690   254979 SH     DEFINED    1,3,4    254979
PAYLESS SHOESOURCE, INC.  COM 70437910  269    26711 SH     DEFINED    1,3,4     26711
PC-TEL, INC.              COM 69325Q10  224    27220 SH     DEFINED    1,3,4     27220
PE CORP-CELERA GENOMICS GRCOM 03802020 4030   344548 SH     DEFINED    1,3,4    344548
PEABODY ENERGY CORP       COM 70454910 1497    25181 SH     DEFINED    1,3,4     25181
PEDIATRIX MEDICAL GROUP, ICOM 70532410 4351    79398 SH     DEFINED    1,3,4     79398
PEGASUS SYSTEMS, INC.     COM 70590610  345    28999 SH     DEFINED    1,3,4     28999
PENFORD CORP.             COM 70705110  198    11455 SH     DEFINED    1,3,4     11455
PENN NATIONAL GAMING      COM 7075691013527   334737 SH     DEFINED    1,3,4    334737
PENN-AMERICA GROUP, INC.  COM 70724710 3127   229657 SH     DEFINED    1,3,4    229657
PENNEY (J.C.) CO., INC. (HCOM 70816010 6413   181677 SH     DEFINED    1,3,4    181677
PENTAIR, INC.             COM 70963110 1375    39357 SH     DEFINED    1,3,4     39357
PEOPLES ENERGY CORP.      COM 71103010  984    23608 SH     DEFINED    1,3,4     23608
PEOPLESOFT, INC.          COM 71271310 4565   230140 SH     DEFINED    1,3,4    230140
PEP BOYS-MANNY, MOE & JACKCOM 71327810 1099    78519 SH     DEFINED    1,3,4     78519
PEPCO HOLDINGS, INC.      COM 71329110 1444    72785 SH     DEFINED    1,3,4     72785
PEPSI BOTTLING GROUP INC  COM 71340910 4363   160848 SH     DEFINED    1,3,4    160848
PEPSIAMERICAS, INC.       COM 71343P20 1029    54209 SH     DEFINED    1,3,4     54209
PEPSICO, INC.             COM 7134481055490  1140578 SH     DEFINED    1,3,4   1140578
PERFORMANCE FOOD GROUP CO.COM 71375510 1437    60540 SH     DEFINED    1,3,4     60540
PERICOM SEMICONDUCTOR CORPCOM 71383110  330    34436 SH     DEFINED    1,3,4     34436
PERKINELMER, INC.         COM 71404610 1432    83305 SH     DEFINED    1,3,4     83305
PEROT SYS CORP CL-A       COM 7142651011738   730871 SH     DEFINED    1,3,4    730871
PERRIGO, CO.              COM 71429010  568    27710 SH     DEFINED    1,3,4     27710
PERRY ELLIS INTERNATIONAL COM 28885310 1225    54470 SH     DEFINED    1,3,4     54470
PETROBRAS BRASILEIRO S.A. COM 71654V4016663   472595 SH     DEFINED    1,3,4    472595
PETRO-CANADA              COM 71644E10   69     1320 SH     DEFINED    1,3,4      1320
PETROCHINA CO. LTD. - ADR COM 71646E10 1247    23203 SH     DEFINED    1,3,4     23203
PETROKAZAKHSTAN INC       COM 71649P10   94     2732 SH     DEFINED    1,3,4      2732
PETROLEUM DEVELOPMENT CORPCOM 71657810  930    21236 SH     DEFINED    1,3,4     21236
PETSMART, INC.            COM 71676810 1615    56938 SH     DEFINED    1,3,4     56938
PFF BANCORP INC.          COM 69331W10 5461   142709 SH     DEFINED    1,3,4    142709
PFIZER, INC.              COM 71708110156242 5106271 SH     DEFINED    1,3,4   5106271
PHARMACEUTICAL PROD DEV, ICOM 71712410 5118   142138 SH     DEFINED    1,3,4    142138
PHELPS DODGE CORP.        COM 7172651019146   208116 SH     DEFINED    1,3,4    208116
PHILADELPHIA CONS HLDG CO COM 71752810 1597    28998 SH     DEFINED    1,3,4     28998
PHILIPPINE LONG DISTANCE TCOM 7182526010663   425707 SH     DEFINED    1,3,4    425707
PHILLIPS-VAN HEUSEN       COM 71859210  892    40146 SH     DEFINED    1,3,4     40146
PHOENIX TECHNOLOGIES LTD  COM 71915310  166    32007 SH     DEFINED    1,3,4     32007
PHOTON DYNAMICS, INC.     COM 71936410  441    21925 SH     DEFINED    1,3,4     21925
PHOTRONICS INC.           COM 71940510  706    42502 SH     DEFINED    1,3,4     42502
PIEDMONT NATURAL GAS CO   COM 72018610 2195    49998 SH     DEFINED    1,3,4     49998
PIER I IMPORTS, INC.      COM 72027910 6352   351501 SH     DEFINED    1,3,4    351501
PILGRIM'S PRIDE CORP      COM 7214671014554   537418 SH     DEFINED    1,3,4    537418
PINNACLE AIRLINES CORPORATCOM 72344310 1818   180120 SH     DEFINED    1,3,4    180120
PINNACLE ENTERTAINMENT, INCOM 72345610  645    46470 SH     DEFINED    1,3,4     46470
PINNACLE SYSTEMS INC.     COM 72348110  370    89750 SH     DEFINED    1,3,4     89750
PINNACLE WEST CAPITAL CORPCOM 72348410 2380    57283 SH     DEFINED    1,3,4     57283
PIONEER CORP              COM 72364610   65     3100 SH     DEFINED    1,3,4      3100
PIONEER NATURAL RESOURCES,COM 7237871019700   571408 SH     DEFINED    1,3,4    571408
PIPER JAFFRAY COS         COM 72407810 1024    25894 SH     DEFINED    1,3,4     25894
PITNEY BOWES, INC.        COM 7244791019483   441833 SH     DEFINED    1,3,4    441833
PLAINS EXPLORATION & PRODUCOM 7265051019021   797293 SH     DEFINED    1,3,4    797293
PLANAR SYSTEMS, INC.      COM 72690010  208    19079 SH     DEFINED    1,3,4     19079
PLANTRONICS INC.          COM 7274931010078   233108 SH     DEFINED    1,3,4    233108
PLATINUM UNDERWRITERS HOLDCOM G7127P10 2218    75795 SH     DEFINED    1,3,4     75795
PLEXUS CORP.              COM 72913210 2649   239915 SH     DEFINED    1,3,4    239915
PLUM CREEK TIMBER CO INC. COM 72925110 4029   114994 SH     DEFINED    1,3,4    114994
PMC-SIERRA, INC.          COM 69344F10 3578   406465 SH     DEFINED    1,3,4    406465
PMI GROUP, INC.           COM 69344M1012637   311438 SH     DEFINED    1,3,4    311438
PNC BANK CORP.            COM 6934751020816   384713 SH     DEFINED    1,3,4    384713
PNM RESOURCES INC.        COM 69349H10 2779   123564 SH     DEFINED    1,3,4    123564
POGO PRODUCING CO.        COM 7304481010417   219527 SH     DEFINED    1,3,4    219527
POLARIS INDS, INC.        COM 73106810 6425   115123 SH     DEFINED    1,3,4    115123
POLO RALPH LAUREN CORP.   COM 7315721025630   704798 SH     DEFINED    1,3,4    704798
POLYCOM, INC.             COM 73172K1028236  1424646 SH     DEFINED    1,3,4   1424646
POLYMEDICA CORP.          COM 73173810 3892   126343 SH     DEFINED    1,3,4    126343
POLYONE CORPORATION       COM 73179P10  894   119545 SH     DEFINED    1,3,4    119545
POPE & TALBOT, INC.       COM 73282710  368    20664 SH     DEFINED    1,3,4     20664
PORTFOLIO RECOVERY ASSOCIACOM 73640Q10 6908   234994 SH     DEFINED    1,3,4    234994
POSCO                     COM 6934831010826   286123 SH     DEFINED    1,3,4    286123
POSSIS MEDICAL INC        COM 73740710  373    23693 SH     DEFINED    1,3,4     23693
POTLATCH CORP.            COM 73762810  540    11574 SH     DEFINED    1,3,4     11574
POWER INTEGRATIONS, INC.  COM 73927610  825    40330 SH     DEFINED    1,3,4     40330
POWER-ONE, INC.           COM 73930810  334    52603 SH     DEFINED    1,3,4     52603
POWERWAVE TECHNOLOGIES, INCOM 73936310  249    40925 SH     DEFINED    1,3,4     40925
PPG INDUSTRIES, INC.      COM 6935061015771   257386 SH     DEFINED    1,3,4    257386
PPL CORP., INC.           COM 69351T1019257   408135 SH     DEFINED    1,3,4    408135
PRAXAIR, INC.             COM 74005P10 8717   203903 SH     DEFINED    1,3,4    203903
PRECISION CASTPARTS CORP. COM 74018910 1532    25461 SH     DEFINED    1,3,4     25461
PRENTISS PROPERTIES TRUST COM 74070610 1557    43250 SH     DEFINED    1,3,4     43250
PREPAID LEGAL SERVICES, INCOM 74006510  521    20234 SH     DEFINED    1,3,4     20234
PRESIDENTIAL LIFE         COM 74088410  658    38272 SH     DEFINED    1,3,4     38272
PRG-SCHULTZ INTERNATIONAL COM 69357C10  461    80702 SH     DEFINED    1,3,4     80702
PRIDE INTERNATIONAL, INC. COM 74153Q10 1056    53324 SH     DEFINED    1,3,4     53324
PRIME HOSPITALITY CORP.   COM 74191710  706    58188 SH     DEFINED    1,3,4     58188
PRINCIPAL FINANCIAL GROUP COM 74251V10 1012    28092 SH     DEFINED    1,3,4     28092
PRIORITY HLTHCARE CP- CL BCOM 74264T10 1147    56918 SH     DEFINED    1,3,4     56918
PRIVATEBANCORP INC        COM 74296210  714    26495 SH     DEFINED    1,3,4     26495
PROASSURANCE CORP.        COM 74267C10 1334    38058 SH     DEFINED    1,3,4     38058
PROCTER & GAMBLE CO.      COM 74271810110610 2043821 SH     DEFINED    1,3,4   2043821
PROGRESS ENERGY, INC.     COM 74326310 6557   154878 SH     DEFINED    1,3,4    154878
PROGRESS ENERGY, INC. - CVCOM 743263AA    0      160 SH     DEFINED    1,3,4       160
PROGRESS SOFTWARE CORP.   COM 74331210 4333   217741 SH     DEFINED    1,3,4    217741
PROGRESSIVE CORP.         COM 7433151025283   298327 SH     DEFINED    1,3,4    298327
PROLOGIS                  COM 7434101016740   475082 SH     DEFINED    1,3,4    475082
PROLOGIS                  COM 7434101023329   662030 SH     DEFINED    2,3,4    662030
PROTECTIVE LIFE, CORP.    COM 74367410 1074    27217 SH     DEFINED    1,3,4     27217
PROTEIN DESIGN LABS INC.  COM 74369L10  727    37301 SH     DEFINED    1,3,4     37301
PROVIDENT BANKSHARES CORP COM 74385910 1449    43062 SH     DEFINED    1,3,4     43062
PROVIDIAN FINANCIAL CORP. COM 74406A10 2852   183612 SH     DEFINED    1,3,4    183612
PROVINCE HEALTHCARE CO.   COM 74397710 3973   189839 SH     DEFINED    1,3,4    189839
PRUDENTIAL FINANCIAL, INC.COM 7443201015763   335038 SH     DEFINED    1,3,4    335038
PS BUSINESS PARKS INC/CA  COM 69360J10 7889   197832 SH     DEFINED    1,3,4    197832
PUBLIC SERVICE ENTERPRISE COM 74457310 6345   148809 SH     DEFINED    1,3,4    148809
PUBLIC STORAGE INC.       COM 74460D1016697   336900 SH     DEFINED    2,3,4    336900
PUGET ENERGY, INC.        COM 74531010  884    39012 SH     DEFINED    1,3,4     39012
PULTE HOMES INC.          COM 7458671027587   449550 SH     DEFINED    1,3,4    449550
QLOGIC CORP.              COM 74727710 1713    57937 SH     DEFINED    1,3,4     57937
QRS CORP.                 COM 74726X10  142    20802 SH     DEFINED    1,3,4     20802
QUAKER CHEMICAL CORP.     COM 74731610  304    12596 SH     DEFINED    1,3,4     12596
QUALCOMM, INC.            COM 7475251042282  1082913 SH     DEFINED    1,3,4   1082913
QUANEX CORP.              COM 7476201010227   199417 SH     DEFINED    1,3,4    199417
QUANTA SERVICES, INC.     COM 74762E10  277    46004 SH     DEFINED    1,3,4     46004
QUANTUM CORP.             COM 74790620  162    71331 SH     DEFINED    1,3,4     71331
QUEST DIAGNOSTIC          COM 74834L10 5635    63909 SH     DEFINED    1,3,4     63909
QUEST SOFTWARE INC.       COM 74834T10 2548   229200 SH     DEFINED    1,3,4    229200
QUESTAR CORP.             COM 7483561068396  1492692 SH     DEFINED    1,3,4   1492692
QUICKSILVER INC.          COM 74838C10 9196   361797 SH     DEFINED    1,3,4    361797
QUILMES INDUSTRIAL QUINS SCOM 74838Y20 1860   103139 SH     DEFINED    1,3,4    103139
QWEST COMMUNICATIONS INTL COM 74912110 3815 1145193.0SH     DEFINED    1,3,4   1145193
R&G FINANCIAL CORP. CL B  COM 7491361019267   498467 SH     DEFINED    1,3,4    498467
RADIAN GROUP INC.         COM 75023610 1681    36373 SH     DEFINED    1,3,4     36373
RADIANT SYSTEMS, INC.     COM 75025N10  137    34467 SH     DEFINED    1,3,4     34467
RADIOSHACK CORP           COM 75043810 3766   131288 SH     DEFINED    1,3,4    131288
RADISYS CORP              COM 75045910 7612   546232 SH     DEFINED    1,3,4    546232
RALCORP HOLDINGS, INC.    COM 75102810 1379    38162 SH     DEFINED    1,3,4     38162
RAMCO-GERSHENSON PROPERTIECOM 75145220 1475    54480 SH     DEFINED    1,3,4     54480
RARE HOSPITALITY INTL., INCOM 75382010 2686   100815 SH     DEFINED    1,3,4    100815
RAYMOND JAMES FINANCIAL COCOM 75473010 2618   108468 SH     DEFINED    1,3,4    108468
RAYONIER, INC.            COM 7549071011880   262681 SH     DEFINED    1,3,4    262681
RAYOVAC CORP.             COM 75508110 3661   138960 SH     DEFINED    1,3,4    138960
RAYTHEON CO.              COM 7551115028403   747774 SH     DEFINED    1,3,4    747774
READERS DIGEST ASSN, INC. COM 75526710  572    39040 SH     DEFINED    1,3,4     39040
REALTY INCOME CORP        COM 75610910  172     3800 SH     DEFINED    2,3,4      3800
REDWOOD TRUST, INC.       COM 75807540 2228    35694 SH     DEFINED    1,3,4     35694
REEBOK INTERNATL., LTD.   COM 7581101010975   298928 SH     DEFINED    1,3,4    298928
REGAL BELOIT              COM 75875010  777    31902 SH     DEFINED    1,3,4     31902
REGENCY CENTERS CORP.     COM 75884910 4340    93400 SH     DEFINED    2,3,4     93400
REGENERON PHARMACEUT      COM 75886F10 1877   216519 SH     DEFINED    1,3,4    216519
REGIONS FINANCIAL CORP    COM 7591EP10 9583   289861 SH     DEFINED    1,3,4    289861
REGIS CORP. MN            COM 7589321017380   432146 SH     DEFINED    1,3,4    432146
REHABCARE GROUP INC.      COM 75914810  489    21243 SH     DEFINED    1,3,4     21243
RELIANCE STEEL & ALUMINUM COM 75950910 1684    42444 SH     DEFINED    1,3,4     42444
REMINGTON OIL & GAS CORP. COM 75959430  941    35910 SH     DEFINED    1,3,4     35910
RENAL CARE GROUP, INC.    COM 75993010  847    26301 SH     DEFINED    1,3,4     26301
RENT-A-CENTER, INC.       COM 76009N10 6169   238655 SH     DEFINED    1,3,4    238655
REPSOL YPF SA             COM 76026T20  256    11730 SH     DEFINED    1,3,4     11730
REPUBLIC BANCORP          COM 76028210 1288    83514 SH     DEFINED    1,3,4     83514
REPUBLIC WASTE INC. CLASS COM 7607591044175  1484386 SH     DEFINED    1,3,4   1484386
RESMED INC.               COM 76115210 2101    44123 SH     DEFINED    1,3,4     44123
RESPIRONICS, INC.         COM 7612301017694   331145 SH     DEFINED    1,3,4    331145
RETEK, INC.               COM 76128Q10   96    21936 SH     DEFINED    1,3,4     21936
REWARDS NETWORK, INC.     COM 76155710  214    32316 SH     DEFINED    1,3,4     32316
REYNOLDS & REYNOLDS - CL ACOM 7616951014852   602111 SH     DEFINED    1,3,4    602111
REYNOLDS AMERICAN INC     COM 76171310 7529   110637 SH     DEFINED    1,3,4    110637
RF MICRO DEVICES, INC.    COM 74994110  464    73183 SH     DEFINED    1,3,4     73183
RIGGS NATL CORP. WASH DC  COM 76657010  848    38169 SH     DEFINED    1,3,4     38169
RITE AID CORP.            COM 76775410 6478  1840850 SH     DEFINED    1,3,4   1840850
RLI CORPORATION           COM 74960710 1233    32893 SH     DEFINED    1,3,4     32893
ROBBINS & MEYERS, INC.    COM 77019610  415    18926 SH     DEFINED    1,3,4     18926
ROBERT HALF INTL, INC.    COM 77032310 3791   147236 SH     DEFINED    1,3,4    147236
ROCHE HOLDINGS LTD-SPONS ACOM 77119510  103      990 SH     DEFINED    1,3,4       990
ROCK-TENN CO.             COM 77273920 3694   234851 SH     DEFINED    1,3,4    234851
ROCKWELL AUTOMATION, INC. COM 77390310 4471   115626 SH     DEFINED    1,3,4    115626
ROCKWELL COLLINS.         COM 7743411014903   401327 SH     DEFINED    1,3,4    401327
ROGERS CORP               COM 77513310  926    21841 SH     DEFINED    1,3,4     21841
ROHM AND HAAS CO.         COM 7753711018647   433919 SH     DEFINED    1,3,4    433919
ROLLINS, INC.             COM 77571110 6136   252700 SH     DEFINED    1,3,4    252700
ROPER INDUSTRIES, INC.    COM 77669610 2777    48274 SH     DEFINED    1,3,4     48274
ROSS STORES INC.          COM 7782961017711   755482 SH     DEFINED    1,3,4    755482
ROWAN COS., INC.          COM 77938210 1767    66998 SH     DEFINED    1,3,4     66998
ROXIO, INC.               COM 78000810  225    45226 SH     DEFINED    1,3,4     45226
RPM INTERNATIONAL, INC.   COM 74968510 1736    98560 SH     DEFINED    1,3,4     98560
RSA SECURITY, INC.        COM 74971910 8716   451573 SH     DEFINED    1,3,4    451573
RTI INT'L METALS, INC.    COM 74973W10  536    27678 SH     DEFINED    1,3,4     27678
RUBY TUESDAY, INC.        COM 7811821014256   511601 SH     DEFINED    1,3,4    511601
RUDDICK CORP.             COM 78125810  359    18321 SH     DEFINED    1,3,4     18321
RUDOLPH TECHNOLOGIES INC  COM 78127010  367    21856 SH     DEFINED    1,3,4     21856
RUSS BERRIE AND CO., INC. COM 78223310  551    27171 SH     DEFINED    1,3,4     27171
RUSSELL CORP.             COM 78235210  716    42582 SH     DEFINED    1,3,4     42582
RWE AG                    COM 74975E30   78     1632 SH     DEFINED    1,3,4      1632
RYAN'S FAMILY STEAK HOUSESCOM 78352010  802    54335 SH     DEFINED    1,3,4     54335
RYDER SYSTEM, INC.        COM 78354910 8852   188044 SH     DEFINED    1,3,4    188044
RYERSON TULL, INC.        COM 78375P10  559    32521 SH     DEFINED    1,3,4     32521
RYLAND GROUP, INC.        COM 78376410 1676    18070 SH     DEFINED    1,3,4     18070
S & P DEPOSITARY RECEIPT  COM 78462F10  236     2110 SH     DEFINED    1,3,4      2110
S1 CORPORATION            COM 78463B10 1942   243310 SH     DEFINED    3,4      243310
SABMILLER PLC             COM 78572M10   47     3631 SH     DEFINED    1,3,4      3631
SABRE HOLDINGS CORP.      COM 78590510 2112    86094 SH     DEFINED    1,3,4     86094
SAFECO CORP.              COM 78642910 3607    78906 SH     DEFINED    1,3,4     78906
SAFEWAY, INC.             COM 78651420 5411   280336 SH     DEFINED    1,3,4    280336
SAKS, INC.                COM 79377W10  671    55629 SH     DEFINED    1,3,4     55629
SAMSUNG ELECTRONICS-Reg S COM 4942818   709     3578 SH     DEFINED    1,3,4      3578
SANDERSON FARMS, INC.     COM 80001310  870    26007 SH     DEFINED    1,3,4     26007
SANDISK CORP.             COM 80004C10 7595   260892 SH     DEFINED    1,3,4    260892
SANMINA-SCI CORPORATION.  COM 80090710 3175   450396 SH     DEFINED    1,3,4    450396
SANOFI-AVENTIS            COM 80105N10  109     3000 SH     DEFINED    1,3,4      3000
SANTARUS INC              COM 80281730 2697   297346 SH     DEFINED    1,3,4    297346
SAP AG                    COM 80305420  101     2600 SH     DEFINED    1,3,4      2600
SARA LEE CORP.            COM 8031111012176   532731 SH     DEFINED    1,3,4    532731
SAVIENT PHARMACEUTICALS INCOM 80517Q10  180    78594 SH     DEFINED    1,3,4     78594
SBC COMMUNICATIONS, INC.  COM 78387G1081343  3134502 SH     DEFINED    1,3,4   3134502
SBS TECHNOLOGIES INC      COM 78387P10 1408   115318 SH     DEFINED    1,3,4    115318
SCANA CORP.               COM 80589M1014840   397464 SH     DEFINED    1,3,4    397464
SCANSOURCE, INC.          COM 80603710 3993    62560 SH     DEFINED    1,3,4     62560
SCHERING-PLOUGH CORP.     COM 8066051017611   924369 SH     DEFINED    1,3,4    924369
SCHLUMBERGER, LTD.        COM 8068571026679   396358 SH     DEFINED    1,3,4    396358
SCHNITZER STEEL INDS.     COM 8068821028287   874351 SH     DEFINED    1,3,4    874351
SCHOLASTIC CORP.          COM 80706610  479    15530 SH     DEFINED    1,3,4     15530
SCHOOL SPECIALTY, INC.    COM 80786310 1162    29549 SH     DEFINED    1,3,4     29549
SCHULMAN (A.), INC.       COM 80819410  872    39569 SH     DEFINED    1,3,4     39569
SCHWAB, CHARLES CORP.     COM 80851310 7878   857183 SH     DEFINED    1,3,4    857183
SCHWEITZER-MAUDUIT INT'L, COM 80854110  629    19405 SH     DEFINED    1,3,4     19405
SCIENTIFIC GAMES CORP.    COM 80874P10 9852   515707 SH     DEFINED    1,3,4    515707
SCIENTIFIC-ATLANTA, INC.  COM 80865510 4423   170480 SH     DEFINED    1,3,4    170480
SCM MICROSYSTEMS, INC.    COM 78401810   53    20121 SH     DEFINED    1,3,4     20121
SCOTTISH POWER PLC        COM 81013T70  207     6690 SH     DEFINED    1,3,4      6690
SCOTTISH RE GROUP LTD     COM G7885T10 2106    99414 SH     DEFINED    1,3,4     99414
SCOTTS CO.                COM 81018610 9843   153455 SH     DEFINED    1,3,4    153455
SCP POOL CORP.            COM 78402810 1843    68906 SH     DEFINED    1,3,4     68906
SCPIE HOLDINGS INC.       COM 78402P10  116    12928 SH     DEFINED    1,3,4     12928
SCRIPPS CO., E.W.         COM 8110542011497   240654 SH     DEFINED    1,3,4    240654
SCS TRANSPORTATION, INC.  COM 81111T10  964    50980 SH     DEFINED    1,3,4     50980
SEACOR HOLDINGS, INC.     COM 81190410 1115    23908 SH     DEFINED    1,3,4     23908
SEALED AIR CORP.          COM 81211K10 2469    53288 SH     DEFINED    1,3,4     53288
SEARS ROEBUCK & CO.       COM 81238710 5298   132996 SH     DEFINED    1,3,4    132996
SEI INVESTMENTS CO.       COM 7841171015167   450418 SH     DEFINED    1,3,4    450418
SELECT COMFORT CORP.      COM 81616X10  872    47835 SH     DEFINED    1,3,4     47835
SELECT MEDICAL CORP.      COM 81619610  948    70531 SH     DEFINED    1,3,4     70531
SELECTIVE INS GROUP INC   COM 81630010 5796   155811 SH     DEFINED    1,3,4    155811
SEMPRA ENERGY             COM 8168511038597  1066632 SH     DEFINED    1,3,4   1066632
SEMTECH CORP.             COM 81685010 3595   187555 SH     DEFINED    1,3,4    187555
SENSIENT TECHNOLOGIES CORPCOM 81725T10  396    18384 SH     DEFINED    1,3,4     18384
SEPRACOR INC.             COM 81731510 1674    34353 SH     DEFINED    1,3,4     34353
SEQUA CORP. - CI A        COM 81732010  215     4095 SH     DEFINED    1,3,4      4095
SERENA SOFTWARE, INC.     COM 81749210 8212   490941 SH     DEFINED    1,3,4    490941
SERVICEMASTER COMPANY     COM 81760N1016538  1285979 SH     DEFINED    1,3,4   1285979
SFBC INTL., INC.          COM 78412110 1219    46330 SH     DEFINED    1,3,4     46330
SHARP CORP                COM 81988220  125     9105 SH     DEFINED    1,3,4      9105
SHAW GROUP, INC.          COM 82028010  997    83201 SH     DEFINED    1,3,4     83201
SHELL SHOCKED SOUND, INC. COM SHELL123   19   187500 SH     DEFINED    3,4      187500
SHERWIN-WILLIAMS CO., THE COM 8243481013451   306049 SH     DEFINED    1,3,4    306049
SHOPKO STORES, INC.       COM 82491110  669    38305 SH     DEFINED    1,3,4     38305
SHUFFLE MASTER, INC.      COM 82554910 1136    30258 SH     DEFINED    1,3,4     30258
SHURGARD STORAGE CENTERS-ACOM 82567D10 2323    59971 SH     DEFINED    1,3,4     59971
SIEBEL SYSTEMS, INC.      COM 82617010 2417   320001 SH     DEFINED    1,3,4    320001
SIEMENS AG                COM 82619750  213     2890 SH     DEFINED    1,3,4      2890
SIERRA HEALTH SERVICES, INCOM 8263221020354   424681 SH     DEFINED    1,3,4    424681
SIERRA PACIFIC RESOURCES  COM 82642810 3067   343244 SH     DEFINED    1,3,4    343244
SIGMA-ALDRICH CORP.       COM 82655210 2537    43816 SH     DEFINED    1,3,4     43816
SIGNATURE BANK            COM 82669G10  856    31976 SH     DEFINED    1,3,4     31976
SIGNET GROUP PLC          COM 82668L87   85     1372 SH     DEFINED    1,3,4      1372
SILGAN HOLDINGS INC.      COM 82704810 7180   155113 SH     DEFINED    1,3,4    155113
SILICON LABORATORIES, INC.COM 82691910 4676   141238 SH     DEFINED    1,3,4    141238
SILICON STORAGE TECHNOLOGYCOM 82705710 1307   204970 SH     DEFINED    1,3,4    204970
SILICON VY BANCSHARES     COM 82706410  518    13978 SH     DEFINED    1,3,4     13978
SIMON PROPERTY GROUP, INC.COM 82880610 6999   130569 SH     DEFINED    1,3,4    130569
SIMON PROPERTY GROUP, INC.COM 8288061033117   617600 SH     DEFINED    2,3,4    617600
SIMPSON MANUFACTURING INC COM 82907310 5863    92799 SH     DEFINED    1,3,4     92799
SINCLAIR BROADCAST GROUP -COM 82922610 1466   200860 SH     DEFINED    1,3,4    200860
SIRF TECHNOLOGY HOLDINGS ICOM 82967H10  352    24761 SH     DEFINED    1,3,4     24761
SIX FLAGS INC,.           COM 83001P10  195    36486 SH     DEFINED    1,3,4     36486
SK TELECOM CO LTD.        COM 78440P1014532   747346 SH     DEFINED    1,3,4    747346
SKYLINE CORP.             COM 83083010  436    10944 SH     DEFINED    1,3,4     10944
SKYWEST INC.              COM 83087910 4617   307099 SH     DEFINED    1,3,4    307099
SKYWORKS SOLUTIONS, INC.  COM 83088M10 4102   431829 SH     DEFINED    1,3,4    431829
SL GREEN REALTY CORP.     COM 78440X1013810   266558 SH     DEFINED    1,3,4    266558
SL GREEN REALTY CORP.     COM 78440X1018482   356800 SH     DEFINED    2,3,4    356800
SLM CORP.                 COM 78442P1012213   273881 SH     DEFINED    1,3,4    273881
SMITH (A.O.) CORPORATION  COM 83186520  937    38395 SH     DEFINED    1,3,4     38395
SMITH INTERNATIONAL, INC. COM 83211010 2491    41094 SH     DEFINED    1,3,4     41094
SMITHFIELD FOODS INC.     COM 83224810 1084    43345 SH     DEFINED    1,3,4     43345
SMUCKER (JM) CO.          COM 83269640 1022    22884 SH     DEFINED    1,3,4     22884
SNAP-ON TOOLS, INC.       COM 83303410  997    36265 SH     DEFINED    1,3,4     36265
SOLA INTL INC.            COM 83409210  801    41995 SH     DEFINED    1,3,4     41995
SOLECTRON CORP.           COM 83418210 2984   604031 SH     DEFINED    1,3,4    604031
SONIC CORP.               COM 83545110 1991    77734 SH     DEFINED    1,3,4     77734
SONIC SOLUTIONS INC       COM 83546010  498    30567 SH     DEFINED    1,3,4     30567
SONOCO PRODUCTS CO.       COM 83549510 1013    38425 SH     DEFINED    1,3,4     38425
SOTHEBY'S HOLDING CIA     COM 83589810  387    24782 SH     DEFINED    1,3,4     24782
SOURCECORP                COM 83616710  454    20575 SH     DEFINED    1,3,4     20575
SOUTH FINANCIAL GROUP, INCCOM 83784110 3853   136667 SH     DEFINED    1,3,4    136667
SOUTHERN CO.              COM 8425871013906   463831 SH     DEFINED    1,3,4    463831
SOUTHERN UNION COMPANY    COM 84403010 2164 106816.1 SH     DEFINED    1,3,4    106816
SOUTHTRUST CORP.          COM 84473010 8690   208794 SH     DEFINED    1,3,4    208794
SOUTHWEST AIRLINES CO.    COM 84474110 6750   495680 SH     DEFINED    1,3,4    495680
SOUTHWEST BANCORP OF TEXASCOM 84476R10 1814    90214 SH     DEFINED    1,3,4     90214
SOUTHWEST GAS CO.         COM 84489510 1104    46038 SH     DEFINED    1,3,4     46038
SOUTHWESTERN ENERGY CO    COM 84546710 3464    82380 SH     DEFINED    1,3,4     82380
SOVEREIGN BANCORP INC.    COM 84590510 4698   215323 SH     DEFINED    1,3,4    215323
SOVRAN SELF STORAGE, INC. COM 84610H10  775    19773 SH     DEFINED    1,3,4     19773
SOVRAN SELF STORAGE, INC. COM 84610H10  353     9000 SH     DEFINED    2,3,4      9000
SPANISH BROADCASTING SYS CCOM 84642588 1431   145410 SH     DEFINED    1,3,4    145410
SPHERION CORPORATION.     COM 84842010  622    79447 SH     DEFINED    1,3,4     79447
SPINNAKER EXPLORATION CO  COM 84855W10 5162   147291 SH     DEFINED    1,3,4    147291
SPORTS AUTHORITY INC.     COM 84917U10 2121    91430 SH     DEFINED    1,3,4     91430
SPRINT CORP. (FON GROUP)  COM 8520611022610  1123040 SH     DEFINED    1,3,4   1123040
SPSS, INC.                COM 78462K10  304    22931 SH     DEFINED    1,3,4     22931
SPX CORP.                 COM 78463510 1073    30275 SH     DEFINED    1,3,4     30275
SRA INTERNATIONAL, INC.   COM 78464R10 5869   113864 SH     DEFINED    1,3,4    113864
SS&C TECHNOLOGIES INC     COM 85227Q10 4686   239946 SH     DEFINED    1,3,4    239946
ST MARY LAND & EXPLOR CO. COM 79222810 1487    37400 SH     DEFINED    1,3,4     37400
ST PAUL TRAVELERS COS INC/COM 7928601013899   420674 SH     DEFINED    1,3,4    420674
ST. JUDE MEDICAL, INC.    COM 7908491010195   135470 SH     DEFINED    1,3,4    135470
STANCORP FINANCIAL GROUP  COM 8528911019685   276492 SH     DEFINED    1,3,4    276492
STANDARD MICROSYSTEMS CORPCOM 85362610 3448   196828 SH     DEFINED    1,3,4    196828
STANDARD MOTOR PRODS      COM 85366610  385    25786 SH     DEFINED    1,3,4     25786
STANDARD PACIFIC CP       COM 85375C10 5832   103458 SH     DEFINED    1,3,4    103458
STANDARD REGISTER CO., THECOM 85388710  392    37270 SH     DEFINED    1,3,4     37270
STANDEX INTERNATIONAL CORPCOM 85423110  388    15906 SH     DEFINED    1,3,4     15906
STANLEY WORKS             COM 85461610 2186    51377 SH     DEFINED    1,3,4     51377
STAPLES, INC.             COM 85503010 9931   333154 SH     DEFINED    1,3,4    333154
STARBUCKS CORP.           COM 8552441011361   249804 SH     DEFINED    1,3,4    249804
STARTEK INC.              COM 85569C10  594    18869 SH     DEFINED    1,3,4     18869
STARWOOD HOTELS & RESORTS COM 85590A20 6068   130580 SH     DEFINED    1,3,4    130580
STARWOOD HOTELS & RESORTS COM 85590A2025859   557100 SH     DEFINED    2,3,4    557100
STATE AUTO FINANCIAL CORP COM 85570710 3636   125600 SH     DEFINED    1,3,4    125600
STATE STREET CORP.        COM 85747710 9642   225794 SH     DEFINED    1,3,4    225794
STATOIL ASA               COM 85771P10  198    13700 SH     DEFINED    1,3,4     13700
STEEL DYNAMICS INC.       COM 85811910 3806    98549 SH     DEFINED    1,3,4     98549
STEEL TECHNOLOGIES        COM 85814710  786    30660 SH     DEFINED    1,3,4     30660
STEIN MART INC.           COM 85837510 7932   521069 SH     DEFINED    1,3,4    521069
STERICYCLE, INC.          COM 85891210  814    17715 SH     DEFINED    1,3,4     17715
STERIS CORP.              COM 85915210  598    27073 SH     DEFINED    1,3,4     27073
STERLING BANCSHARES INC   COM 85890710  789    58521 SH     DEFINED    1,3,4     58521
STERLING FINL CORP.       COM 85931910 9288   263675 SH     DEFINED    1,3,4    263675
STEWART & STEVENSON SERVICCOM 86034210  664    37519 SH     DEFINED    1,3,4     37519
STEWART INFO SVCS         COM 86037210 9691   245879 SH     DEFINED    1,3,4    245879
STOLT OFFSHORE SA         COM 86156710  488    99972 SH     DEFINED    1,3,4     99972
STONE ENERGY CORP.        COM 86164210 1522    34742 SH     DEFINED    1,3,4     34742
STORAGE TECHNOLOGY, INC.  COM 8621112041241  1632463 SH     DEFINED    1,3,4   1632463
STRIDE RITE CORP.         COM 86331410  503    49211 SH     DEFINED    1,3,4     49211
STRYKER CORP.             COM 8636671012127   252181 SH     DEFINED    1,3,4    252181
STURM RUGER & CO INC.     COM 86415910  313    35104 SH     DEFINED    1,3,4     35104
SUEZ                      COM 86468610   82     3787 SH     DEFINED    1,3,4      3787
SUMMIT PROPERTIES, INC.   COM 86623910 1079    39900 SH     DEFINED    2,3,4     39900
SUN MICROSYSTEMS, INC.    COM 86681010 8450  2092701 SH     DEFINED    1,3,4   2092701
SUNGARD DATA SYSTEMS      COM 8673631013171   554302 SH     DEFINED    1,3,4    554302
SUNOCO, INC.              COM 86764P10 4629    62585 SH     DEFINED    1,3,4     62585
SUNRISE SENIOR LIVING, INCCOM 86768K10  940    26809 SH     DEFINED    1,3,4     26809
SUNTRUST BANKS, INC.      COM 8679141028081   398790 SH     DEFINED    1,3,4    398790
SUPERIOR INDUSTRIES, INC. COM 86816810  312    10443 SH     DEFINED    1,3,4     10443
SUPERTEX , INC.           COM 86853210  325    16863 SH     DEFINED    1,3,4     16863
SUPERVALU, INC.           COM 86853610 2756   100138 SH     DEFINED    1,3,4    100138
SURGUTNEFTEGAZ            COM 86886120 4766   132030 SH     DEFINED    1,3,4    132030
SURMODICS, INC.           COM 86887310  546    22859 SH     DEFINED    1,3,4     22859
SUSQUEHANNA BANCSHARES INCCOM 86909910 1486    60579 SH     DEFINED    1,3,4     60579
SWIFT ENERGY CO.          COM 87073810  874    36455 SH     DEFINED    1,3,4     36455
SWIFT TRANSPORTATIONS CO.,COM 87075610  528    31350 SH     DEFINED    1,3,4     31350
SWS GROUP INC.            COM 78503N10  362    22372 SH     DEFINED    1,3,4     22372
SYBASE, INC.              COM 87113010  510    37270 SH     DEFINED    1,3,4     37270
SYBRON DENTAL SPECIALTIES COM 8711421021709   730951 SH     DEFINED    1,3,4    730951
SYCAMORE NETWORKS, INC.   COM 87120610 1600   423102 SH     DEFINED    1,3,4    423102
SYMANTEC CORP.            COM 8715031013371   243651 SH     DEFINED    1,3,4    243651
SYMBION INC               COM 87150710 2916   181045 SH     DEFINED    1,3,4    181045
SYMBOL TECHNOLOGIES       COM 87150810 1909   151557 SH     DEFINED    1,3,4    151557
SYMMETRICOM INC.          COM 87154310  940    99416 SH     DEFINED    1,3,4     99416
SYNAPTICS INC.            COM 87157D10  653    32396 SH     DEFINED    1,3,4     32396
SYNOPSYS INC.             COM 8716071018863  1191615 SH     DEFINED    1,3,4   1191615
SYNOVUS FINANCIAL CORP.   COM 87161C10 5073   194082 SH     DEFINED    1,3,4    194082
SYSCO CORP.               COM 8718291012450   416059 SH     DEFINED    1,3,4    416059
SYSTEM SOFTWARE ASSOC., INCOM 87WARRAN    0   185096 SH     DEFINED    3,4      185096
T ROWE PRICE GROUP INC.   COM 74144T10 4070    79826 SH     DEFINED    1,3,4     79826
TAIWAN SEMICONDUCTOR MFG LCOM 87403910  124 17380.57 SH     DEFINED    1,3,4     17381
TAKE-TWO INTERACTIVE SOFTWCOM 87405410 1923    58566 SH     DEFINED    1,3,4     58566
TALISMAN ENERGY, INC.     COM 87425E10  109     4200 SH     DEFINED    1,3,4      4200
TALX CORP.                COM 87491810  414    17916 SH     DEFINED    1,3,4     17916
TANGER FACTORY OUTLET CENTCOM 87546510 6351   141900 SH     DEFINED    2,3,4    141900
TANOX INC                 COM 87588Q10 4333   256890 SH     DEFINED    1,3,4    256890
TARGET CORP.              COM 87612E1026173   578319 SH     DEFINED    1,3,4    578319
TATA MOTORS LTD           COM 87656850 3484   388511 SH     DEFINED    1,3,4    388511
TAUBMAN CENTERS INC       COM 87666410 6983   270558 SH     DEFINED    2,3,4    270558
TBC CORP.                 COM 87218010  649    29016 SH     DEFINED    1,3,4     29016
TCF FINANCIAL CORP.       COM 8722751058324  1925274 SH     DEFINED    1,3,4   1925274
TDK CORP                  COM 87235140  117     1740 SH     DEFINED    1,3,4      1740
TECH DATA CORP.           COM 87823710  871    22750 SH     DEFINED    1,3,4     22750
TECHNE CORP.              COM 87837710 7309   191676 SH     DEFINED    1,3,4    191676
TECHNITROL, INC.          COM 87855510 1030    52729 SH     DEFINED    1,3,4     52729
TECO ENERGY               COM 87237510 1700   125888 SH     DEFINED    1,3,4    125888
TECUMSEH PRODUCTS CO.     COM 87889520  309     7246 SH     DEFINED    1,3,4      7246
TEEKAY SHIPPING CORP      COM Y8564W10  543    12600 SH     DEFINED    1,3,4     12600
TEKELEC                   COM 87910110 8146   488236 SH     DEFINED    1,3,4    488236
TEKTRONIX, INC.           COM 8791311016452   494974 SH     DEFINED    1,3,4    494974
TELEDYNE TECHNOLOGIES     COM 87936010 1059    42360 SH     DEFINED    1,3,4     42360
TELEFLEX INC.             COM 87936910  670    15777 SH     DEFINED    1,3,4     15777
TELEPHON & DATA           COM 87943310 9896   117492 SH     DEFINED    1,3,4    117492
TELLABS, INC.             COM 87966410 2422   263388 SH     DEFINED    1,3,4    263388
TEMPLE-INLAND, INC.       COM 8798681020242   301526 SH     DEFINED    1,3,4    301526
TEMPUR-PEDIC INTERNATIONALCOM 88023U10 2503   167050 SH     DEFINED    1,3,4    167050
TENARIS SA - ADR          COM 88031M10 6926   152007 SH     DEFINED    1,3,4    152007
TENET HEALTHCARE CORP.    COM 88033G10 3154   292402 SH     DEFINED    1,3,4    292402
TENNECO AUTOMOTIVE, INC.  COM 88034910 9923   757195 SH     DEFINED    1,3,4    757195
TERADYNE, INC.            COM 88077010 1636   122096 SH     DEFINED    1,3,4    122096
TEREX CORP                COM 8807791018545   427270 SH     DEFINED    1,3,4    427270
TESCO PLC                 COM 88157530  214    13700 SH     DEFINED    1,3,4     13700
TESORO PETROLEUM CORPORATICOM 8816091020378   690111 SH     DEFINED    1,3,4    690111
TETRA TECH, INC.          COM 88162G10  930    73357 SH     DEFINED    1,3,4     73357
TETRA TECHNOLOGIES, INC./DCOM 88162F10  898    29076 SH     DEFINED    1,3,4     29076
TEVA PHARMACEUTICAL INDS LCOM 88162420  108     4140 SH     DEFINED    1,3,4      4140
TEXAS INDUSTRIES, INC.    COM 88249110 1430    27822 SH     DEFINED    1,3,4     27822
TEXAS INSTRUMENTS, INC.   COM 8825081023499  1104313 SH     DEFINED    1,3,4   1104313
TEXTRON, INC.             COM 88320310 5602    87223 SH     DEFINED    1,3,4     87223
THE BRINKS CO.            COM 10969610 4477   148251 SH     DEFINED    1,3,4    148251
THE STEAK N SHAKE COMPANY COM 85787310  611    35713 SH     DEFINED    1,3,4     35713
THERAGENICS CORP.         COM 88337510  141    39093 SH     DEFINED    1,3,4     39093
THERMO ELECTRON CORP.     COM 88355610 2781   102923 SH     DEFINED    1,3,4    102923
THIRD WAVE TECHNOLOGIES INCOM 88428W10   21     3100 SH     DEFINED    1,3,4      3100
THOMAS & BETTS CORP.      COM 88431510  619    23123 SH     DEFINED    1,3,4     23123
THOMAS INDUSTRIES, INC.   COM 88442510  719    22774 SH     DEFINED    1,3,4     22774
THOR INDUSTRIES, INC.     COM 88516010 3779   142779 SH     DEFINED    1,3,4    142779
THORNBURG MORTGAGE        COM 88521810 8769   302327 SH     DEFINED    1,3,4    302327
THQ INC.                  COM 87244340  996    51063 SH     DEFINED    1,3,4     51063
THREE-FIVE SYSTEMS, INC.  COM 88554L10   70    28394 SH     DEFINED    1,3,4     28394
TIBCO SOFTWARE, INC.      COM 88632Q10 3716   436578 SH     DEFINED    1,3,4    436578
TIDEWATER INC.            COM 88642310  774    23776 SH     DEFINED    1,3,4     23776
TIFFANY & CO.             COM 8865471013987   455042 SH     DEFINED    1,3,4    455042
TIMBERLAND CO. -CL A      COM 88710010  784    13835 SH     DEFINED    1,3,4     13835
TIME WARNER, INC.         COM 8873171067647  4192178 SH     DEFINED    1,3,4   4192178
TIMKEN CO.                COM 88738910 3501   142246 SH     DEFINED    1,3,4    142246
TITAN CORP.               COM 88826610  458    33081 SH     DEFINED    1,3,4     33081
TJX COS., INC.            COM 8725401028839  1308689 SH     DEFINED    1,3,4   1308689
TOLL BROTHERS, INC.       COM 88947810 1358    29301 SH     DEFINED    1,3,4     29301
TOLLGRADE COMMUNICATIONS, COM 88954210  156    17147 SH     DEFINED    1,3,4     17147
TOMKINS PLC               COM 89003020  152     7870 SH     DEFINED    1,3,4      7870
TOO, INC.                 COM 89033310  809    44895 SH     DEFINED    1,3,4     44895
TOOTSIE INDS              COM 89051610 2728    93889 SH     DEFINED    1,3,4     93889
TORCHMARK CORP.           COM 8910271022779   428358 SH     DEFINED    1,3,4    428358
TORO CO.                  COM 8910921017571   257273 SH     DEFINED    1,3,4    257273
TORONTO-DOMINION BANK     COM 89116050  160     4407 SH     DEFINED    1,3,4      4407
TOTAL FINA ELF SA         COM 89151E10  351     3430 SH     DEFINED    1,3,4      3430
TOWER AUTOMOTIVE INC.     COM 89170710  159    75870 SH     DEFINED    1,3,4     75870
TOYOTA MOTOR CORP         COM 89233130  280     3661 SH     DEFINED    1,3,4      3661
TOYS 'R' US, INC.         COM 89233510 2383   134369 SH     DEFINED    1,3,4    134369
TRACTOR SUPPLY COMPANY    COM 89235610 1570    49903 SH     DEFINED    1,3,4     49903
TRANSOCEAN, INC.          COM G9007810 7222   201760 SH     DEFINED    1,3,4    201760
TREDEGAR INDUSTRIES, INC. COM 89465010  912    50116 SH     DEFINED    1,3,4     50116
TRIAD GUARANTY, INC.      COM 89592510 1283    23110 SH     DEFINED    1,3,4     23110
TRIAD HOSPITALS, INC.     COM 89579K10 1037    30115 SH     DEFINED    1,3,4     30115
TRIARC COS, INC.          COM 89592730  959    83731 SH     DEFINED    1,3,4     83731
TRIBUNE CO.               COM 89604710 8235   200265 SH     DEFINED    1,3,4    200265
TRIMBLE NAVIGATION LTD    COM 89623910 6328   200285 SH     DEFINED    1,3,4    200285
TRINITY INDUSTRIES, INC.  COM 89652210  579    18484 SH     DEFINED    1,3,4     18484
TRIQUINT SEMICONDUCTOR INCCOM 89674K10  211    53843 SH     DEFINED    1,3,4     53843
TRIUMPH GROUP, INC.       COM 89681810  700    20688 SH     DEFINED    1,3,4     20688
TRNSACTN SYS ARCHTCTS     COM 8934161010222   549849 SH     DEFINED    1,3,4    549849
TRUSTCO BANK CORP./NY     COM 89834910 1240    96932 SH     DEFINED    1,3,4     96932
TTM TECHNOLOGIES          COM 87305R10 2752   309643 SH     DEFINED    1,3,4    309643
TUPPERWARE CORP.          COM 89989610  391    22960 SH     DEFINED    1,3,4     22960
TXU CORP.                 COM 8731681038107   795218 SH     DEFINED    1,3,4    795218
TYCO INTERNATIONAL, LTD.  COM 9021241041489  1353108 SH     DEFINED    1,3,4   1353108
TYSON FOODS, INC.         COM 90249410 2721   170122 SH     DEFINED    1,3,4    170122
UBS AG - REG              COM H8920M85  256     3640 SH     DEFINED    1,3,4      3640
UCBH HOLDINGS, INC.       COM 90262T30 2307    59045 SH     DEFINED    1,3,4     59045
UGI CORP.                 COM 9026811011855   318241 SH     DEFINED    1,3,4    318241
UICI                      COM 90273710 1979    60510 SH     DEFINED    1,3,4     60510
UIL HOLDINGS CORPORATION  COM 90274810  931    18942 SH     DEFINED    1,3,4     18942
UINIVERSAL AMERICAN FINANCCOM 91337710 3870   299281 SH     DEFINED    1,3,4    299281
ULTRATECH STEPPER, INC.   COM 90403410  489    31019 SH     DEFINED    1,3,4     31019
UMPQUA HOLDINGS CORP.     COM 90421410 1289    57106 SH     DEFINED    1,3,4     57106
UNILEVER N.V.             COM 90478470  131     2250 SH     DEFINED    1,3,4      2250
UNION PACIFIC CORP.       COM 90781810 9557   163120 SH     DEFINED    1,3,4    163120
UNIONBANCAL CORP.         COM 9089061030228   510458 SH     DEFINED    1,3,4    510458
UNISOURCE ENERGY CORP HLD COM 90920510 1089    44695 SH     DEFINED    1,3,4     44695
UNISYS CORP.              COM 9092141013092  1268282 SH     DEFINED    1,3,4   1268282
UNIT CORP.                COM 9092181020053   571627 SH     DEFINED    1,3,4    571627
UNITED BANKSHARES, INC./WVCOM 90990710 1960    56571 SH     DEFINED    1,3,4     56571
UNITED DEFENSE INDUSTRIES COM 91018B10 5871   146824 SH     DEFINED    1,3,4    146824
UNITED DOMINION REALTY TRUCOM 91019710  995    50156 SH     DEFINED    1,3,4     50156
UNITED DOMINION REALTY TRUCOM 9101971012425   626200 SH     DEFINED    2,3,4    626200
UNITED MICROELECTRONICS   COM 91087320  110    32744 SH     DEFINED    1,3,4     32744
UNITED NATURAL FOODS, INC.COM 91116310 1387    52157 SH     DEFINED    1,3,4     52157
UNITED ONLINE, INC.       COM 91126810 6569   683002 SH     DEFINED    1,3,4    683002
UNITED PARCEL SERVICE-CL BCOM 9113121055449   730395 SH     DEFINED    1,3,4    730395
UNITED RENTALS INC,       COM 91136310  482    30488 SH     DEFINED    1,3,4     30488
UNITED STATES STEEL CORP. COM 91290910 2673    71119 SH     DEFINED    1,3,4     71119
UNITED STATIONERS, INC.   COM 9130041018933   436205 SH     DEFINED    1,3,4    436205
UNITED SURGICAL PARTNERS ICOM 91301630 5775   168063 SH     DEFINED    1,3,4    168063
UNITED TECHNOLOGIES CORP. COM 9130171048822   522816 SH     DEFINED    1,3,4    522816
UNITEDHEALTH GROUP, INC.  COM 91324P1035977   487881 SH     DEFINED    1,3,4    487881
UNITRIN INC.              COM 91327510 1118    26835 SH     DEFINED    1,3,4     26835
UNIVERSAL COMPRESSION HOLDCOM 9134311014449   424034 SH     DEFINED    1,3,4    424034
UNIVERSAL CORP.           COM 91345610  446    10011 SH     DEFINED    1,3,4     10011
UNIVERSAL FOREST PRODS, INCOM 91354310 8734   255447 SH     DEFINED    1,3,4    255447
UNIVERSAL HEALTH SERVICES,COM 91390310  993    22817 SH     DEFINED    1,3,4     22817
UNIVISION COMMUNICATIONS ICOM 91490610 6397   202344 SH     DEFINED    1,3,4    202344
UNOCAL CORP.              COM 91528910 8487   197383 SH     DEFINED    1,3,4    197383
UNUMPROVIDENT CORP.       COM 91529Y10 2917   185934 SH     DEFINED    1,3,4    185934
UPM-KYMMENE OYJ           COM 91543610  102     5224 SH     DEFINED    1,3,4      5224
URBAN OUTFITTERS, INC.    COM 91704710 1086    31556 SH     DEFINED    1,3,4     31556
URS CORP.                 COM 90323610 3741   140206 SH     DEFINED    1,3,4    140206
US BANCORP.               COM 9029733049242  1703871 SH     DEFINED    1,3,4   1703871
USANA HEALTH SCIENCES INC.COM 90328M10 6742   193753 SH     DEFINED    1,3,4    193753
USF CORP.                 COM 91729Q10 1299    36237 SH     DEFINED    1,3,4     36237
USG CORP.                 COM 9032934011530   632475 SH     DEFINED    1,3,4    632475
UST, INC.                 COM 9029111036957   917877 SH     DEFINED    1,3,4    917877
UTSTARCOM, INC.           COM 91807610  720    44669 SH     DEFINED    1,3,4     44669
VAIL RESORTS, INC.        COM 91879Q10 1857   102950 SH     DEFINED    1,3,4    102950
VALASSIS COMMUNICATIONS, ICOM 91886610  602    20305 SH     DEFINED    1,3,4     20305
VALEANT PHARMACEUTICALS INCOM 91911X10  796    32940 SH     DEFINED    1,3,4     32940
VALERO ENERGY CORP.       COM 91913Y1013018   162285 SH     DEFINED    1,3,4    162285
VALMONT INDUSTRIES        COM 92025310  653    31146 SH     DEFINED    1,3,4     31146
VALSPAR CORP.             COM 92035510 1406    30041 SH     DEFINED    1,3,4     30041
VARCO INTERNATIONAL, INC. COM 92212210 1028    38265 SH     DEFINED    1,3,4     38265
VARIAN INC.               COM 92220610  518    13608 SH     DEFINED    1,3,4     13608
VARIAN MEDICAL SYSTEMS, INCOM 92220P10 9962   288224 SH     DEFINED    1,3,4    288224
VARIAN SEMICONDUCTOR EQUIPCOM 9222071014285   462230 SH     DEFINED    1,3,4    462230
VCA ANTECH INC.           COM 91819410 3910   189443 SH     DEFINED    1,3,4    189443
VECTREN CORPORATION       COM 92240G10  745    29790 SH     DEFINED    1,3,4     29790
VEECO INSTRUMENTS, INC.   COM 92241710  813    38698 SH     DEFINED    1,3,4     38698
VENTAS, INC.              COM 92276F1021007   810453 SH     DEFINED    1,3,4    810453
VENTAS, INC.              COM 92276F1020141   776834 SH     DEFINED    2,3,4    776834
VENTIV HEALTH INC         COM 92279310   36     2100 SH     DEFINED    1,3,4      2100
VERITAS DGC INC.          COM 92343P10 3007   132025 SH     DEFINED    1,3,4    132025
VERITAS SOFTWARE CORP.    COM 92343610 5021   282265 SH     DEFINED    1,3,4    282265
VERITY INC.               COM 92343C10 1859   144343 SH     DEFINED    1,3,4    144343
VERIZON COMMUNICATIONS.   COM 92343V10100446 2550631 SH     DEFINED    1,3,4   2550631
VERO GROUP PLC            COM 09333440  644   185254 SH     DEFINED    3,4      185254
VERTEX PHARMACEUTICALS, INCOM 92532F10  330    31365 SH     DEFINED    1,3,4     31365
VF CORP.                  COM 91820410 3438    69461 SH     DEFINED    1,3,4     69461
VIACOM, INC.              COM 9255243037261  1110216 SH     DEFINED    1,3,4   1110216
VIAD CORP                 COM 92552R40  686    28879 SH     DEFINED    1,3,4     28879
VIASAT, INC.              COM 92552V10  704    34903 SH     DEFINED    1,3,4     34903
VIASYS HEALTHCARE, INC.   COM 92553Q20  673    40252 SH     DEFINED    1,3,4     40252
VICOR CORP.               COM 92581510  556    54932 SH     DEFINED    1,3,4     54932
VINEYARD NATIONAL BANCORP COM 92742610 1133    40000 SH     DEFINED    1,3,4     40000
VINTAGE PETROLEUM, INC.   COM 92746010 9662   481464 SH     DEFINED    1,3,4    481464
VIRGINIA COMMERCE BANCORP COM 92778Q10 1384    51248 SH     DEFINED    1,3,4     51248
VISHAY INTRTECHNOLOGY     COM 92829810  838    65130 SH     DEFINED    1,3,4     65130
VISTEON CORP.             COM 92839U10  639 81294.997SH     DEFINED    1,3,4     81295
VISX INC/DE               COM 92844S10  398    19405 SH     DEFINED    1,3,4     19405
VITAL SIGNS, INC.         COM 92846910  531    16577 SH     DEFINED    1,3,4     16577
VIVENDI UNIVERSAL         COM 92851S20  157     6110 SH     DEFINED    1,3,4      6110
VODAFONE GROUP PLC        COM 92857W10 1136    47068 SH     DEFINED    1,3,4     47068
VOLT INFO SCIENCES, INC.  COM 92870310  573    19859 SH     DEFINED    1,3,4     19859
VOLVO                     COM 92885640  163     4650 SH     DEFINED    1,3,4      4650
VORNADO REALTY            COM 9290421020690   330050 SH     DEFINED    2,3,4    330050
VULCAN MATERIALS CO.      COM 9291601029928   587376 SH     DEFINED    1,3,4    587376
VYMPEL COM                COM 68370R10 8060    74079 SH     DEFINED    1,3,4     74079
WABASH NATIONAL CORP.     COM 92956610 1209    44048 SH     DEFINED    1,3,4     44048
WACHOVIA CORP.            COM 9299031060216  1282529 SH     DEFINED    1,3,4   1282529
WADDELL & REED FINANCIAL -COM 93005910  713    32352 SH     DEFINED    1,3,4     32352
WALGREEN CO.              COM 9314221023094   644521 SH     DEFINED    1,3,4    644521
WAL-MART STORES, INC.     COM 93114210150856 2835676 SH     DEFINED    1,3,4   2835676
WARNACO GROUP, INC.       COM 93439040 5787   260455 SH     DEFINED    1,3,4    260455
WASHINGTON FEDERAL, INC.  COM 93882410  776    30766 SH     DEFINED    1,3,4     30766
WASHINGTON GROUP INTL, INCCOM 93886220 6983   201701 SH     DEFINED    1,3,4    201701
WASHINGTON MUTUAL, INC.   COM 9393221021439   548449 SH     DEFINED    1,3,4    548449
WASHINGTON POST CI B      COM 93964010 3452     3751 SH     DEFINED    1,3,4      3751
WASTE CONNECTIONS, INC.   COM 94105310 1982    62605 SH     DEFINED    1,3,4     62605
WASTE MANAGEMENT, INC.    COM 94106L1025618   936954 SH     DEFINED    1,3,4    936954
WATERS CORP.              COM 94184810 3313    75194 SH     DEFINED    1,3,4     75194
WATSCO, INC.              COM 9426222015413   513550 SH     DEFINED    1,3,4    513550
WATSON PHARMACEUTICALS    COM 94268310 2028    68658 SH     DEFINED    1,3,4     68658
WATSON WYATT & CO. HOLDINGCOM 94271210 1105    42006 SH     DEFINED    1,3,4     42006
WATTS WATER TECHNOLOGIES, COM 94274910 1131    42132 SH     DEFINED    1,3,4     42132
WAUSAU-MOSINEE PAPER CORP.COM 94331510 1123    67420 SH     DEFINED    1,3,4     67420
WAYPOINT FINANCIAL CORP.  COM 94675610 1199    43570 SH     DEFINED    1,3,4     43570
WCI COMMUNITIES INC       COM 92923C10 2118    90820 SH     DEFINED    1,3,4     90820
WD-40 CO.                 COM 92923610  628    21995 SH     DEFINED    1,3,4     21995
WEATHERFORD INTL LTD.     COM G950891015816   309963 SH     DEFINED    1,3,4    309963
WEBSENSE, INC.            COM 94768410 1267    30362 SH     DEFINED    1,3,4     30362
WEBSTER FINANCIAL CORP.   COM 94789010 1025    20798 SH     DEFINED    1,3,4     20798
WEBWX COMMUNICATIONS, INC.COM 94767L10 3489   159907 SH     DEFINED    1,3,4    159907
WEIGHT WATCHERS INTL., INCCOM 9486261027116   698633 SH     DEFINED    1,3,4    698633
WEINGARTEN REALTY INVST   COM 94874110 7227   218940 SH     DEFINED    1,3,4    218940
WELLCARE HEALTH PLANS INC COM 94946T10  306    16155 SH     DEFINED    1,3,4     16155
WELLCHOICE, INC.          COM 94947510 7181   192340 SH     DEFINED    1,3,4    192340
WELLMAN INC.              COM 94970210  355    41759 SH     DEFINED    1,3,4     41759
WELLPOINT HEALTH NETWORKS COM 94973H1011792   112231 SH     DEFINED    1,3,4    112231
WELLS FARGO & CO.         COM 9497461081096  1360010 SH     DEFINED    1,3,4   1360010
WENDY'S INTERNATIONAL     COM 95059010 2419    72104 SH     DEFINED    1,3,4     72104
WERNER ENTERPRISES        COM 95075510 2755   142787 SH     DEFINED    1,3,4    142787
WESTAMERICA BACORPORATION COM 95709010  685    12436 SH     DEFINED    1,3,4     12436
WESTAR ENERGY, INC.       COM 95709T10 3301   163070 SH     DEFINED    1,3,4    163070
WESTCORP                  COM 95790710 4657   109520 SH     DEFINED    1,3,4    109520
WESTELL TECHNOLOGIES INC  COM 95754110 3191   617081 SH     DEFINED    1,3,4    617081
WESTERN GAS RESOURCES INC.COM 95825910  827    28923 SH     DEFINED    1,3,4     28923
WESTERN WIRELESS CORP-CL ACOM 95988E20 7401   287830 SH     DEFINED    1,3,4    287830
WESTWOOD ONE, INC.        COM 96181510  751    38131 SH     DEFINED    1,3,4     38131
WEYERHAEUSER CO.          COM 9621661027007   406246 SH     DEFINED    1,3,4    406246
WFS FINANCIAL INC         COM 92923B1012254   263280 SH     DEFINED    1,3,4    263280
WGL HOLDINGS, INC.        COM 92924F10  539    19075 SH     DEFINED    1,3,4     19075
W-H ENERGY SERVICES, INC. COM 92925E10  743    35882 SH     DEFINED    1,3,4     35882
WHEELING-PITTSBURGH CORP  COM 96314230 1402    44770 SH     DEFINED    1,3,4     44770
WHIRLPOOL CORP.           COM 96332010 3860    64277 SH     DEFINED    1,3,4     64277
WHITING PETROLEUM CORP    COM 96638710 4730   155580 SH     DEFINED    1,3,4    155580
WHITNEY HOLDING CORP.     COM 96661210 2237    53275 SH     DEFINED    1,3,4     53275
WHOLE FOODS MARKET, INC.  COM 96683710 2567    29896 SH     DEFINED    1,3,4     29896
WILLIAMS CO. INC., THE    COM 96945710 3967   327978 SH     DEFINED    1,3,4    327978
WILLIAMS-SONOMA, INC.     COM 96990410 1717    45588 SH     DEFINED    1,3,4     45588
WILMINGTON TRUST CO.      COM 97180710  945    26027 SH     DEFINED    1,3,4     26027
WILSON GREATBATCH TECH., ICOM 97223210  498    27891 SH     DEFINED    1,3,4     27891
WIND RIVER SYSTEMS        COM 97314910 3724   305512 SH     DEFINED    1,3,4    305512
WINN-DIXIE STORES, INC.   COM 97428010  268    91317 SH     DEFINED    1,3,4     91317
WINNEBAGO INDUSTRIES      COM 97463710 3435    99256 SH     DEFINED    1,3,4     99256
WINTRUST FINANCIAL CORP.  COM 97650W10 1536    26775 SH     DEFINED    1,3,4     26775
WISCONSIN ENERGY CORP.    COM 97665710 1471    46120 SH     DEFINED    1,3,4     46120
WMS INDUSTRIES, INC.      COM 92929710 1013    39272 SH     DEFINED    1,3,4     39272
WOLVERINE TUBE, INC.      COM 97809310  224    19324 SH     DEFINED    1,3,4     19324
WOLVERINE WORLD WIDE      COM 97809710 9713   385027 SH     DEFINED    1,3,4    385027
WOODWARD COVENER CO.      COM 98074510  995    14743 SH     DEFINED    1,3,4     14743
WORLD ACCEPTANCE CORP     COM 98141910  576    24793 SH     DEFINED    1,3,4     24793
WORLD FUEL SERVICES CORP  COM 98147510 2125    59310 SH     DEFINED    1,3,4     59310
WORTHINGTON INDUSTRIES, INCOM 98181110 1183    55469 SH     DEFINED    1,3,4     55469
WPP GROUP PLC.            COM 92930930  128     2714 SH     DEFINED    1,3,4      2714
WPS RESOURCES CORP        COM 92931B10 1852    41088 SH     DEFINED    1,3,4     41088
WRIGHT MEDICAL GROUP, INC.COM 98235T10 3236   128642 SH     DEFINED    1,3,4    128642
WRIGLEY (WM) JR. CO.      COM 98252610 9067   143284 SH     DEFINED    1,3,4    143284
WYETH                     COM 9830241033107   885149 SH     DEFINED    1,3,4    885149
XCEL ENERGY INC.          COM 98389B10 4355   251622 SH     DEFINED    1,3,4    251622
XEROX CORP.               COM 98412110 7447   528704 SH     DEFINED    1,3,4    528704
XILINX, INC.              COM 98391910 5904   218509 SH     DEFINED    1,3,4    218509
XL CAPITAL LTD.           COM G9825510 6419    86804 SH     DEFINED    1,3,4     86804
X-RITE, INC.              COM 98385710  396    27080 SH     DEFINED    1,3,4     27080
XTO ENERGY, INC.          COM 98385X1026854   826886 SH     DEFINED    1,3,4    826886
YAHOO INC.                COM 9843321029336   865026 SH     DEFINED    1,3,4    865026
YELLOW ROADWAY CORP.      COM 9855771010379   221402 SH     DEFINED    1,3,4    221402
YORK INTL                 COM 98667010  512    16242 SH     DEFINED    1,3,4     16242
YUM BRANDS, INC.          COM 9884981047244  1161824 SH     DEFINED    1,3,4   1161824
ZALE CORP.                COM 98885810 8361   297458 SH     DEFINED    1,3,4    297458
ZEBRA TECHNOLOGIES CP -CL COM 9892071010164   166592 SH     DEFINED    1,3,4    166592
ZENITH NATIONAL INSURANCE COM 98939010 1065    25147 SH     DEFINED    1,3,4     25147
ZHEJIANG SOUTHEAST ELECTRICOM 6045641   134   199996 SH     DEFINED    1,3,4    199996
ZIMMER HOLDINGS, INC.     COM 98956P1021925   277364 SH     DEFINED    1,3,4    277364
ZIONS BANCORPORATION      COM 9897011012676   207651 SH     DEFINED    1,3,4    207651
ZIX CORP.                 COM 98974P10  188    41646 SH     DEFINED    1,3,4     41646
ZURICH FINANCIAL SVCS-ADR COM 98982M10  154    10800 SH     DEFINED    1,3,4     10800