UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
 Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2003
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:

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

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

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

Signature, Place, and Date of Signing:
Michael Roughton Des Moines, Iowa November 14, 2003
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE

                                 Report Summary:

Number of Other Included Managers:       4
Form 13F Information Table Entry Total:  1979
Form 13F Information Table Value Total:  $14581271  (X$1000)	

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

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

                                                                  FORM 13F INFORMATION TABLE
                                                           VALUE   SHARES/  SH/ PUT/ INVSTMT    OTHER                  VOTING AUTHOR
       NAME OF ISSUER          TITLE OF CLASS     CUSIP   (X$1000) PRN AMT  PRN CALL DSCRETN   MANAGERS     SOLE    SHARED    NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR CORP.                      COM              000361105      227    28602 SH       DEFINED 1,3,4           28602
ADC COMMUNICATIONS, INC.       COM              000886101     6277  2698008 SH       DEFINED 1,3,4         2698008
ABN-AMRO HOLDINGS              COM              000937102      202    11003 SH       DEFINED 1,3,4           11003
ABM INDUSTRIES, INC.           COM              000957100      624    44200 SH       DEFINED 1,3,4           44200
AFLAC, INC.                    COM              001055102    22376   692809 SH       DEFINED 1,3,4          692809
AGCO CORP.                     COM              001084102      382    22210 SH       DEFINED 1,3,4           22210
AGL RESOURCES IN               COM              001204106     5395   191646 SH       DEFINED 1,3,4          191646
AES CORP.                      COM              00130H105     3229   435959 SH       DEFINED 1,3,4          435959
AMB PROPERTY CORP.             COM              00163T109    14472   469795 SH       DEFINED 1,3,4          469795
AMB PROPERTY CORP.             COM              00163T109     2394    77700 SH       DEFINED 2,3,4           77700
AOL TIME WARNER                COM              00184A105    52527  3477124 SH       DEFINED 1,3,4         3477124
ATI TECHNOLOGIES, INC.         COM              001941103      178    12000 SH       DEFINED 1,3,4           12000
AT&T CORP.                     COM              001957505    20718   961441 SH       DEFINED 1,3,4          961441
ATMI, INC.                     COM              00207R101      703    27737 SH       DEFINED 1,3,4           27737
AT&T WIRELESS GROUP            COM              00209A106    34193  4181254 SH       DEFINED 1,3,4         4181254
AAIPHARMA, INC.                COM              00252W104     6206   362653 SH       DEFINED 1,3,4          362653
AARON RENTS INC.               COM              002535201      616    29378 SH       DEFINED 1,3,4           29378
ABBOTT LABORATORIES            COM              002824100    39318   924075 SH       DEFINED 1,3,4          924075
ABERCROMBIE & FITCH CO.        COM              002896207     3521   126987 SH       DEFINED 1,3,4          126987
ACADIA REALTY TRUST            COM              004239109       18     1700 SH       DEFINED 1,3,4            1700
ACADIA REALTY TRUST            COM              004239109      479    43600 SH       DEFINED 2,3,4           43600
ACCREDO HEALTH, INC.           COM              00437V104     5673   202518 SH       DEFINED 1,3,4          202518
ACTIVISION, INC.               COM              004930202      301    25138 SH       DEFINED 1,3,4           25138
ACTION PERFORMANCE COS INC     COM              004933107      394    16062 SH       DEFINED 1,3,4           16062
ACTEL CORP.                    COM              004934105      539    22386 SH       DEFINED 1,3,4           22386
ACUITY BRANDS INC.             COM              00508Y102      674    37307 SH       DEFINED 1,3,4           37307
ACXIOM CORP.                   COM              005125109      418    26485 SH       DEFINED 1,3,4           26485
CARDSYSTEMS SOLUTIONS, INC.    COM              006247$$T      334   667000 SH       DEFINED 3,4            667000
ADAPTEC, INC.                  COM              00651F108      733    97127 SH       DEFINED 1,3,4           97127
ADECCO                         COM              006754105      139    11191 SH       DEFINED 1,3,4           11191
ADMINISTAFF, INC.              COM              007094105     1343   151137 SH       DEFINED 1,3,4          151137
ADOBE SYSTEMS, INC.            COM              00724F101     6840   174180 SH       DEFINED 1,3,4          174180
ADOLOR CORP.                   COM              00724X102     4731   257614 SH       DEFINED 1,3,4          257614
ADTRAN INC.                    COM              00738A106     8115   132679 SH       DEFINED 1,3,4          132679
ADVANCE AUTO PARTS             COM              00751Y106     3820    53858 SH       DEFINED 1,3,4           53858
ADVANCED DIGITAL INFO CORP     COM              007525108     8654   617165 SH       DEFINED 1,3,4          617165
ADVANCED MARKETING SERVICES    COM              00753T105      174    17110 SH       DEFINED 1,3,4           17110
ADVANCED FIBRE COMMUNICATION   COM              00754A105     8932   426356 SH       DEFINED 1,3,4          426356
ADVANCED NEUROMODULATION SYS I COM              00757T101      838    21000 SH       DEFINED 1,3,4           21000
ADVO, INC.                     COM              007585102     4517   108481 SH       DEFINED 1,3,4          108481
ADVISORY BOARD CO.             COM              00762W107     5706   125526 SH       DEFINED 1,3,4          125526
ADVANCED MEDICAL OPTICS        COM              00763M108     7339   408637 SH       DEFINED 1,3,4          408637
AEROFLEX INC.                  COM              007768104      521    59211 SH       DEFINED 1,3,4           59211
AEROPOSTALE, INC.              COM              007865108    10275   379868 SH       DEFINED 1,3,4          379868
ADVANCED MICRO DEVICES         COM              007903107     2214   199363 SH       DEFINED 1,3,4          199363
ADVANCE PCS                    COM              00790K109     2129    46712 SH       DEFINED 1,3,4           46712
ADVANCED ENERGY INDUSTRIES     COM              007973100      549    28988 SH       DEFINED 1,3,4           28988
ADVENT SOFTWARE INC            COM              007974108      143     8897 SH       DEFINED 1,3,4            8897
AETNA INC- NEW                 COM              00817Y108    38862   636889 SH       DEFINED 1,3,4          636889
AFFILIATED COMP SVCS -CLA      COM              008190100    10587   217516 SH       DEFINED 1,3,4          217516
AFFILIATED MANAGERS GROUP, INC COM              008252108       24      400 SH       DEFINED 1,3,4             400
AGERE SYSTEMS, INC.            COM              00845V209     1738   601671 SH       DEFINED 1,3,4          601671
AGILENT TECHNOLOGIES INC       COM              00846U101    17203 778043.00SH       DEFINED 1,3,4          778043
AGILE SOFTWARE CORP.           COM              00846X105      451    47400 SH       DEFINED 1,3,4           47400
AGILYSYS, INC.                 COM              00847J105      251    28841 SH       DEFINED 1,3,4           28841
AGRIUM, INC.                   COM              008916108     1398   111045 SH       DEFINED 1,3,4          111045
AIR PRODUCTS & CHEMICALS, INC. COM              009158106     5888   130462 SH       DEFINED 1,3,4          130462
AIRGAS INC.                    COM              009363102     3567   200559 SH       DEFINED 1,3,4          200559
AIRTRAN HOLDINGS, INC.         COM              00949P108    17284  1031979 SH       DEFINED 1,3,4         1031979
ELECTROLUX AB                  COM              010198208      109     2500 SH       DEFINED 1,3,4            2500
ALABAMA NATL BANCORPORATION    COM              010317105     1055    22200 SH       DEFINED 1,3,4           22200
ALASKA AIRGROUP INC.           COM              011659109      202     7300 SH       DEFINED 1,3,4            7300
ALBANY INTL CORP. -CLA         COM              012348108     9587   310933 SH       DEFINED 1,3,4          310933
ALBEMARLE CORP.                COM              012653101      309    11299 SH       DEFINED 1,3,4           11299
ALBERTO-CULVER CO.             COM              013068101    10303   175087 SH       DEFINED 1,3,4          175087
ALBERTO-CULVER CO.             COM              013068200      874    15230 SH       DEFINED 1,3,4           15230
ALBERTSONS, INC.               COM              013104104     4327   210363 SH       DEFINED 1,3,4          210363
ALCOA, INC.                    COM              013817101    13552   518165 SH       DEFINED 1,3,4          518165
ALEXANDER & BALDWIN INC.       COM              014482103      318    11355 SH       DEFINED 1,3,4           11355
ALEXANDRIA REAL EST EQUITIES   COM              015271109     1444    30117 SH       DEFINED 1,3,4           30117
ALEXANDRIA REAL EST EQUITIES   COM              015271109     3436    71540 SH       DEFINED 2,3,4           71540
ALLEGHENY ENERGY               COM              017361106      710    78168 SH       DEFINED 1,3,4           78168
ALLEGHENY TECHNOLOGIES, INC.   COM              01741R102      295    46600 SH       DEFINED 1,3,4           46600
ALLERGAN, INC.                 COM              018490102     6788    86187 SH       DEFINED 1,3,4           86187
ALLETE                         COM              018522102      648    23682 SH       DEFINED 1,3,4           23682
ALLIANCE SEMICONDUCTOR CORP.   COM              01877H100      166    31430 SH       DEFINED 1,3,4           31430
ALLIANT CORP.                  COM              018802108      662    30245 SH       DEFINED 1,3,4           30245
ALLIANT TECHSYSTEMS, INC.      COM              018804104    31779   661350 SH       DEFINED 1,3,4          661350
ALLIED DOMECQ PLC              COM              019121201      151     5860 SH       DEFINED 1,3,4            5860
ALLIED WASTE INDUSTRIES, INC.  COM              019589308     1297   120032 SH       DEFINED 1,3,4          120032
ALLMERICA FINANCIAL CORP.      COM              019754100      346    14532 SH       DEFINED 1,3,4           14532
ALLSTATE CORP.                 COM              020002101    35080   960132 SH       DEFINED 1,3,4          960132
ALLTEL CORP.                   COM              020039103    12021   259343 SH       DEFINED 1,3,4          259343
ALLSTREAM, INC. - CLASS B      COM              02004C204    16377   419440 SH       DEFINED 1,3,4          419440
ALPHARMA INC. - CL A           COM              020813101      861    46426 SH       DEFINED 1,3,4           46426
ALTERA CORP.                   COM              021441100     6057   320488 SH       DEFINED 1,3,4          320488
ALTRIA GROUP, INC.             COM              02209S103    58028  1324832 SH       DEFINED 1,3,4         1324832
CORPORATE SERVICES GROUP PLC ( COM              022516000       24   165174 SH       DEFINED 3,4            165174
ARRIVA PLC                     COM              023034600      924   140924 SH       DEFINED 3,4            140924
AMBAC FINANCIAL GROUP, INC.    COM              023139108    26861   419793 SH       DEFINED 1,3,4          419793
AMERADA HESS CORP.             COM              023551104     2589    51703 SH       DEFINED 1,3,4           51703
AMEREN CORP.                   COM              023608102    25992   605747 SH       DEFINED 1,3,4          605747
AMERICA MOVIL - SERIES L       COM              02364W105    18113   783682 SH       DEFINED 1,3,4          783682
AMCORE FINANCIAL, INC.         COM              023912108     5071   201518 SH       DEFINED 1,3,4          201518
AMERICAN AXLE & MFG HOLDINGS   COM              024061103     4221   142752 SH       DEFINED 1,3,4          142752
AMERICAN ELECTRIC POWER CO., I COM              025537101     7803   259996 SH       DEFINED 1,3,4          259996
AMERICAN EAGLE OUTFITTERS      COM              02553E106      288    19470 SH       DEFINED 1,3,4           19470
AMERICAN EXPRESS CO.           COM              025816109    35209   781264 SH       DEFINED 1,3,4          781264
AMERICAN FINL GROUP INC.       COM              025932104      419    19083 SH       DEFINED 1,3,4           19083
AMERICAN FINANCIAL REALTY TR   COM              02607P305      104     7256 SH       DEFINED 1,3,4            7256
AMERICAN FINANCIAL REALTY TR   COM              02607P305     2347   166544 SH       DEFINED 2,3,4          166544
AMERICAN GREETINGS CORP.       COM              026375105      723    37816 SH       DEFINED 1,3,4           37816
AMERICAN HEALTHWAYS INC        COM              02649V104      592    14081 SH       DEFINED 1,3,4           14081
AMERICAN HOME MTG. HOLDINGS, I COM              02660M108     7065   402094 SH       DEFINED 1,3,4          402094
AMERICAN INTERNATIONAL GROUP,  COM              026874107   116928  2026514 SH       DEFINED 1,3,4         2026514
AMERICAN ITALIAN PASTA CO.     COM              027070101     1920    49661 SH       DEFINED 1,3,4           49661
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103      487    38027 SH       DEFINED 1,3,4           38027
AMERICAN MEDICAL SYS HLDGS     COM              02744M108      643    29582 SH       DEFINED 1,3,4           29582
AMERICAN POWER CONVERSION CORP COM              029066107    18674  1089405 SH       DEFINED 1,3,4         1089405
AMEM STANDARD CO INC.          COM              029712106    14685   174282 SH       DEFINED 1,3,4          174282
AMERICAN STATES WATER CO.      COM              029899101      322    13647 SH       DEFINED 1,3,4           13647
AMERICAN TOWER CORP. CL A      COM              029912201      624    61525 SH       DEFINED 1,3,4           61525
AMERICREDIT CORP.              COM              03060R101      441    42817 SH       DEFINED 1,3,4           42817
AMERON INTERNATIONAL CORP      COM              030710107     3615   109452 SH       DEFINED 1,3,4          109452
AMERUS LIFE GROUP.             COM              03072M108      365    10710 SH       DEFINED 1,3,4           10710
AMERISOURCEBERGEN CORP         COM              03073E105     6826   126319 SH       DEFINED 1,3,4          126319
AMERIGROUP CORP. COM           COM              03073T102     7530   168670 SH       DEFINED 1,3,4          168670
AMERITRADE HOLDING CORP.       COM              03074K100      356    31650 SH       DEFINED 1,3,4           31650
AMETEK INC.                    COM              031100100     8475   197648 SH       DEFINED 1,3,4          197648
AMGEN                          COM              031162100    79633  1233264 SH       DEFINED 1,3,4         1233264
AMIS HOLDINGS, INC.            COM              031538101      821    44488 SH       DEFINED 1,3,4           44488
AMKOR TECHNOLOGY INC.          COM              031652100     1247    87700 SH       DEFINED 1,3,4           87700
AMPHENOL CORP                  COM              032095101     6300   121040 SH       DEFINED 1,3,4          121040
AMSOUTH BANCORPORATION         COM              032165102     4647   218928 SH       DEFINED 1,3,4          218928
AMSURG CORP.                   COM              03232P405      590    17865 SH       DEFINED 1,3,4           17865
AMVESCAP PLC                   COM              03235E100       27     1700 SH       DEFINED 1,3,4            1700
ANADARKO PETROLEUN CORP.       COM              032511107     6008   143907 SH       DEFINED 1,3,4          143907
ANALOG DEVICES                 COM              032654105     7990   210165 SH       DEFINED 1,3,4          210165
ANALOGIC CORP.                 COM              032657207     6401   133321 SH       DEFINED 1,3,4          133321
ANCHOR BANCORP, INC./WI        COM              032839102      496    21065 SH       DEFINED 1,3,4           21065
ANDREW CORP.                   COM              034425108     2079   169799 SH       DEFINED 1,3,4          169799
ANGELICA CORP.                 COM              034663104      151     7923 SH       DEFINED 1,3,4            7923
ANGLO AMERICAN PLC             COM              03485P102      105     5740 SH       DEFINED 1,3,4            5740
ANHEUSER-BUSCH COS., INC.      COM              035229103    53853  1091574 SH       DEFINED 1,3,4         1091574
ANIXTER INT'L, INC.            COM              035290105      744    32513 SH       DEFINED 1,3,4           32513
ANNTAYLOR STORES CORP.         COM              036115103     2597    80909 SH       DEFINED 1,3,4           80909
ANSYS INC.                     COM              03662Q105      479    13516 SH       DEFINED 1,3,4           13516
ANTHEM, INC.                   COM              03674B104    14883   208678 SH       DEFINED 1,3,4          208678
ANTEON INTERNATIONAL CORP.     COM              03674E108     9845   321812 SH       DEFINED 1,3,4          321812
ANWORTH MORTGAGE ASST CORP.    COM              037347101     2973   208144 SH       DEFINED 1,3,4          208144
AON CORP.                      COM              037389103    12311   590321 SH       DEFINED 1,3,4          590321
APACHE CORP.                   COM              037411105    42380   611435 SH       DEFINED 1,3,4          611435
APARTMENT INVESTMENT & MANAGEM COM              03748R101     2249    57145 SH       DEFINED 1,3,4           57145
APARTMENT INVESTMENT & MANAGEM COM              03748R101     3314    84200 SH       DEFINED 2,3,4           84200
APOGEE ENTERPRISES, INC.       COM              037598109      254    24664 SH       DEFINED 1,3,4           24664
APOLLO GROUP INC.              COM              037604105    16952   256724 SH       DEFINED 1,3,4          256724
APOGENT TECHNOLOGIES, INC.     COM              03760A101      526    25195 SH       DEFINED 1,3,4           25195
APPLE COMPUTER, INC.           COM              037833100     4309   208900 SH       DEFINED 1,3,4          208900
APPLEBEES INT'L, INC.          COM              037899101     1875    59557 SH       DEFINED 1,3,4           59557
APRIA HEALTHCARE GROUP INC     COM              037933108     7493   273579 SH       DEFINED 1,3,4          273579
APPLERA CORP-APPLIED BIOSYSTEM COM              038020103     2680   120026 SH       DEFINED 1,3,4          120026
PE CORP-CELERA GENOMICS GRP    COM              038020202    15310  1309273 SH       DEFINED 1,3,4         1309273
APPLICA INCORPORATED           COM              03815A106      130    21229 SH       DEFINED 1,3,4           21229
APPLIED FILMS CORP.            COM              038197109     5554   186783 SH       DEFINED 1,3,4          186783
APPLIED INDUSTRIAL TECH, INC.  COM              03820C105      335    17028 SH       DEFINED 1,3,4           17028
APPLIED MATERIALS, INC.        COM              038222105    33242  1832638 SH       DEFINED 1,3,4         1832638
APPLIED MICRO CIRCUITS CORP.   COM              03822W109    14839  3048454 SH       DEFINED 1,3,4         3048454
APTARGROUP, INC.               COM              038336103     1193    32495 SH       DEFINED 1,3,4           32495
AQUILA, INC.                   COM              03840P102      182    53460 SH       DEFINED 1,3,4           53460
ARAMARK CORP-CL B              COM              038521100     1584    63315 SH       DEFINED 1,3,4           63315
ARBITRON, INC.                 COM              03875Q108    25896   733383 SH       DEFINED 1,3,4          733383
ARCH CHEMICALS, INC.           COM              03937R102     1843    88734 SH       DEFINED 1,3,4           88734
ARCH COAL, INC.                COM              039380100      330    14997 SH       DEFINED 1,3,4           14997
ARCHER-DANIELS-MIDLAND CO.     COM              039483102     4840   369684 SH       DEFINED 1,3,4          369684
ARCHSTONE-SMITH TRUST          COM              039583109      261     9900 SH       DEFINED 1,3,4            9900
ARCHSTONE-SMITH TRUST          COM              039583109     6472   245300 SH       DEFINED 2,3,4          245300
ARCTIC CAT, INC.               COM              039670104      379    19609 SH       DEFINED 1,3,4           19609
ARGOSY GAMING COMPANY          COM              040228108      638    26224 SH       DEFINED 1,3,4           26224
ARKANSAS BEST CORP.            COM              040790107     1689    61384 SH       DEFINED 1,3,4           61384
ARMOR HOLDINGS, INC.           COM              042260109      416    24850 SH       DEFINED 1,3,4           24850
ARQULE, INC.                   COM              04269E107      116    25183 SH       DEFINED 1,3,4           25183
ARROW ELECTRONICS INC.         COM              042735100     2609   141713 SH       DEFINED 1,3,4          141713
ARTESYN TECHNOLOGIES, INC.     COM              043127109      262    34759 SH       DEFINED 1,3,4           34759
ARTHROCARE CORP.               COM              043136100      332    18539 SH       DEFINED 1,3,4           18539
ARVINMERITOR, INC.             COM              043353101      334    18765 SH       DEFINED 1,3,4           18765
ASCENTIAL SOFTWARE CORP.       COM              04362P207     6698   361464 SH       DEFINED 1,3,4          361464
SEPARATE ACCOUNT LI - MM       COM              0439895MM   264911 19196865 SH       DEFINED 1,3,4        19196865
ASHLAND, INC.                  COM              044204105     1284    39132 SH       DEFINED 1,3,4           39132
ASHWORTH, INC.                 COM              04516H101       81    11640 SH       DEFINED 1,3,4           11640
ASSOCIATED BANC-CORP.          COM              045487105      758    20150 SH       DEFINED 1,3,4           20150
ASTEC INDUSTRIES, INC.         COM              046224101      180    17690 SH       DEFINED 1,3,4           17690
ASTORIA FINL CORP.             COM              046265104      714    23237 SH       DEFINED 1,3,4           23237
ASTRAZENECA GROUP PLC.         COM              046353108      128     2970 SH       DEFINED 1,3,4            2970
JARVIS HOTELS PLC              COM              047618400     4416  1891752 SH       DEFINED 3,4           1891752
ATLANTIC COAST AIRLINES HOLDIN COM              048396105     2622   307660 SH       DEFINED 1,3,4          307660
ATMEL CORP.                    COM              049513104      515   128443 SH       DEFINED 1,3,4          128443
ATMOS ENERGY CORP.             COM              049560105     1074    45001 SH       DEFINED 1,3,4           45001
ATWOOD OCEANICS INC.           COM              050095108      296    12435 SH       DEFINED 1,3,4           12435
AUDIOVOX CORP.                 COM              050757103      259    20576 SH       DEFINED 1,3,4           20576
AUTODESK, INC.                 COM              052769106     1092    64102 SH       DEFINED 1,3,4           64102
AUTOMATIC DATA PROCESSING, INC COM              053015103    14335   399894 SH       DEFINED 1,3,4          399894
AUTONATION INC.                COM              05329W102     2786   158904 SH       DEFINED 1,3,4          158904
AUTOZONE, INC.                 COM              053332102     6338    70842 SH       DEFINED 1,3,4           70842
AVAYA, INC.                    COM              053499109     2602   238906 SH       DEFINED 1,3,4          238906
AVERY DENNISON CORP.           COM              053611109     3207    63476 SH       DEFINED 1,3,4           63476
AVIALL, INC.                   COM              05366B102     9294   751616 SH       DEFINED 1,3,4          751616
AVID TECHNOLOGY, INC.          COM              05367P100     1411    26782 SH       DEFINED 1,3,4           26782
AVISTA CORP.                   COM              05379B107      672    43354 SH       DEFINED 1,3,4           43354
AVNET, INC.                    COM              053807103      593    35940 SH       DEFINED 1,3,4           35940
AVOCENT CORPORATION.           COM              053893103      399    13202 SH       DEFINED 1,3,4           13202
AVON PRODUCTS, INC.            COM              054303102     8792   136105 SH       DEFINED 1,3,4          136105
AXCELIS TECHNOLOGIES, INC.     COM              054540109      732    88814 SH       DEFINED 1,3,4           88814
AZTAR CORP.                    COM              054802103      550    31130 SH       DEFINED 1,3,4           31130
BB&T CORP.                     COM              054937107    11149   310610 SH       DEFINED 1,3,4          310610
BEI TECHNOLOGIES, INC.         COM              05538P104      204    13056 SH       DEFINED 1,3,4           13056
BISYS GROUP, INC.              COM              055472104      494    37729 SH       DEFINED 1,3,4           37729
BJ SERVICES CO.                COM              055482103    14900   436098 SH       DEFINED 1,3,4          436098
BJS WHOLESALE CLUB INC.        COM              05548J106      369    18994 SH       DEFINED 1,3,4           18994
BP PLC                         COM              055622104       63     1500 SH       DEFINED 1,3,4            1500
BNP PARIBAS - SPONSORED ADR    COM              05565A202      297    12100 SH       DEFINED 1,3,4           12100
BMC SOFTWARE, INC.             COM              055921100     1852   132925 SH       DEFINED 1,3,4          132925
BAKER HUGHES, INC.             COM              057224107     5705   192797 SH       DEFINED 1,3,4          192797
BALDOR ELECTRIC CO.            COM              057741100      620    29416 SH       DEFINED 1,3,4           29416
BALL CORP.                     COM              058498106    16226   300444 SH       DEFINED 1,3,4          300444
BALLY TOTAL FITNESS HOLDINGS   COM              05873K108      263    30516 SH       DEFINED 1,3,4           30516
BANCO SANTANDER CEN            COM              05964H105      140    16450 SH       DEFINED 1,3,4           16450
BANCO SANTANDER-CHILE - ADR    COM              05965X109     1870    81172 SH       DEFINED 1,3,4           81172
BANCORPSOUTH, INC.             COM              059692103     4989   227779 SH       DEFINED 1,3,4          227779
BANDAG INC.                    COM              059815100     3185    94401 SH       DEFINED 1,3,4           94401
BANK OF AMERICA CORP.          COM              060505104   119946  1537023 SH       DEFINED 1,3,4         1537023
BANK OF HAWAII CORP.           COM              062540109     4029   119856 SH       DEFINED 1,3,4          119856
BANK OF THE OZARKS             COM              063904106     1744    39200 SH       DEFINED 1,3,4           39200
BANK OF NEW YORK               COM              064057102    12906   443336 SH       DEFINED 1,3,4          443336
BANK OF NOVA SCOTIA            COM              064149107     1242    26633 SH       DEFINED 1,3,4           26633
BANK ONE CORP.                 COM              06423A103    25642   663494 SH       DEFINED 1,3,4          663494
BANKNORTH GROUP, INC.          COM              06646R107     1285    45559 SH       DEFINED 1,3,4           45559
BANKUNITED FINANCIAL CORP CL-A COM              06652B103      560    26585 SH       DEFINED 1,3,4           26585
BANTA CORP.                    COM              066821109      252     6971 SH       DEFINED 1,3,4            6971
BARD (C.R.), INC.              COM              067383109    17899   252147 SH       DEFINED 1,3,4          252147
BARCLAYS PLC                   COM              06738E204      351    11294 SH       DEFINED 1,3,4           11294
BARNES & NOBLE, INC.           COM              067774109      478    18823 SH       DEFINED 1,3,4           18823
BARNES GROUP, INC.             COM              067806109      522    20234 SH       DEFINED 1,3,4           20234
BARR LABORATORIES, INC.        COM              068306109     1280    18798 SH       DEFINED 1,3,4           18798
BARRA INC.                     COM              068313105     6829   181945 SH       DEFINED 1,3,4          181945
BASSETT FURNITURE INDS.        COM              070203104      141    10421 SH       DEFINED 1,3,4           10421
BAUSCH & LOMB, INC.            COM              071707103    12473   282522 SH       DEFINED 1,3,4          282522
BAXTER INTERNATIONAL, INC.     COM              071813109    10188   350479 SH       DEFINED 1,3,4          350479
BEA SYSTEMS, INC.              COM              073325102     8212   681310 SH       DEFINED 1,3,4          681310
BEAR STEARNS CO.               COM              073902108    29369   392736 SH       DEFINED 1,3,4          392736
BEARINGPOINT, INC.             COM              074002106       34     4400 SH       DEFINED 1,3,4            4400
BEBE STORES INC.               COM              075571109     2938   108488 SH       DEFINED 1,3,4          108488
BECKMAN COULTER, INC.          COM              075811109    20162   442700 SH       DEFINED 1,3,4          442700
BECTON, DICKINSON & CO.        COM              075887109    40218  1113350 SH       DEFINED 1,3,4         1113350
BED BATH & BEYOND, INC.        COM              075896100    30285   793365 SH       DEFINED 1,3,4          793365
BEL FUSE INC-CL B              COM              077347300      258     9869 SH       DEFINED 1,3,4            9869
BELDEN, INC.                   COM              077459105      399    22806 SH       DEFINED 1,3,4           22806
BELL MICROPRODUCTS, INC.       COM              078137106      150    22803 SH       DEFINED 1,3,4           22803
BELLSOUTH CORP.                COM              079860102    52101  2200307 SH       DEFINED 1,3,4         2200307
BELO CORP. CLASS A             COM              080555105    12060   497496 SH       DEFINED 1,3,4          497496
BEMIS CO.                      COM              081437105     1350    30452 SH       DEFINED 1,3,4           30452
BENCHMARK ELECTRONICS, INC.    COM              08160H101    18754   443705 SH       DEFINED 1,3,4          443705
BERKLEY (WR) CORP              COM              084423102    12192   355900 SH       DEFINED 1,3,4          355900
BEST BUY CO., INC.             COM              086516101    29488   620465 SH       DEFINED 1,3,4          620465
BHP BILLITON LTD               COM              088606108      148    10460 SH       DEFINED 1,3,4           10460
BIG LOTS, INC.                 COM              089302103     1057    66930 SH       DEFINED 1,3,4           66930
BIO RAD LABORATORIES           COM              090572207     1037    20340 SH       DEFINED 1,3,4           20340
BIOGEN INC.                    COM              090597105    19308   504836 SH       DEFINED 1,3,4          504836
BIOMET, INC.                   COM              090613100    21832   649619 SH       DEFINED 1,3,4          649619
BIOSITE, INC.                  COM              090945106      394    13901 SH       DEFINED 1,3,4           13901
BLACK & DECKER CORP.           COM              091797100     2208    54399 SH       DEFINED 1,3,4           54399
BLACK BOX CORP.                COM              091826107      644    16334 SH       DEFINED 1,3,4           16334
BLACK HILLS CORP.              COM              092113109     1228    39729 SH       DEFINED 1,3,4           39729
VERO GROUP PLC                 COM              093334400     1182   370508 SH       DEFINED 3,4            370508
BLOCK (H.& R.), INC.           COM              093671105     7561   175185 SH       DEFINED 1,3,4          175185
BLOCKBUSTER, INC.              COM              093679108    16150   768940 SH       DEFINED 1,3,4          768940
BLYTH INDUSTRIES INC.          COM              09643P108      339    12589 SH       DEFINED 1,3,4           12589
BOB EVANS FARMS                COM              096761101      252     9495 SH       DEFINED 1,3,4            9495
BOEING CO.                     COM              097023105    16604   483679 SH       DEFINED 1,3,4          483679
BOISE CASCADE CORP.            COM              097383103    21504   779286 SH       DEFINED 1,3,4          779286
BORDERS GROUP INC.             COM              099709107    18252   964484 SH       DEFINED 1,3,4          964484
BORG WARNER INC                COM              099724106      501     7403 SH       DEFINED 1,3,4            7403
BOSTON COMMUNICATIONS GROUP    COM              100582105     4055   406116 SH       DEFINED 1,3,4          406116
BOSTON PRIVATE FINL HLDGS.     COM              101119105      479    20408 SH       DEFINED 1,3,4           20408
BOSTON PROPERTIES INC.         COM              101121101     6114   140700 SH       DEFINED 1,3,4          140700
BOSTON PROPERTIES INC.         COM              101121101     9987   229700 SH       DEFINED 2,3,4          229700
BOSTON SCIENTIFIC CORP.        COM              101137107    15373   241003 SH       DEFINED 1,3,4          241003
BOWATER INC.                   COM              102183100      637    15172 SH       DEFINED 1,3,4           15172
BOWNE & CO., INC.              COM              103043105      454    30291 SH       DEFINED 1,3,4           30291
BRADLEY PHARMACEUTICALS, INC.  COM              104576103     9534   349908 SH       DEFINED 1,3,4          349908
BRADY CORP.                    COM              104674106      662    20835 SH       DEFINED 1,3,4           20835
BRASIL TELECOM PART SA         COM              105530109     1169    30500 SH       DEFINED 1,3,4           30500
BRIGGS & STRATTON CORP.        COM              109043109    21992   374039 SH       DEFINED 1,3,4          374039
BRINKER INTERNATIONAL INC      COM              109641100     4893   146748 SH       DEFINED 1,3,4          146748
THE BRINKS CO.                 COM              109696104      256    14864 SH       DEFINED 1,3,4           14864
BRISTOL MYERS SQUIBB CO.       COM              110122108    30560  1190871 SH       DEFINED 1,3,4         1190871
BRITISH AMERICAN TOBACCO PLC   COM              110448107      139     6510 SH       DEFINED 1,3,4            6510
BROADCOM CORP.                 COM              111320107    11003   413404 SH       DEFINED 1,3,4          413404
BROOKFIELD PROPERTIES CORP.    COM              112900105      350    14900 SH       DEFINED 1,3,4           14900
BROOKFIELD PROPERTIES CORP.    COM              112900105     8901   378700 SH       DEFINED 2,3,4          378700
BROOKLINE BANCORP INC.         COM              11373M107      763    51765 SH       DEFINED 1,3,4           51765
BROOKS AUTOMATION INC,         COM              114340102      695    33298 SH       DEFINED 1,3,4           33298
BROOKSTONE, INC.               COM              114537103     1536    77570 SH       DEFINED 1,3,4           77570
BROOKTROUT, INC.               COM              114580103       83    11068 SH       DEFINED 1,3,4           11068
BROWN & BROWN, INC.            COM              115236101      577    18731 SH       DEFINED 1,3,4           18731
BROWN-FORMAN DISTILLERS CORP.  COM              115637209     2748    34768 SH       DEFINED 1,3,4           34768
TOM BROWN, INC.                COM              115660201     1053    40914 SH       DEFINED 1,3,4           40914
BROWN SHOE, INC.               COM              115736100    10345   326329 SH       DEFINED 1,3,4          326329
BRUNSWICK CORP.                COM              117043109     7493   291703 SH       DEFINED 1,3,4          291703
BRUSH WELLMAN, INC.            COM              117421107      156    14873 SH       DEFINED 1,3,4           14873
BUCKEYE TECHNOLOGIES, INC.     COM              118255108      298    33204 SH       DEFINED 1,3,4           33204
BUILDING MATERIALS HLDG. CP.   COM              120113105      158    11951 SH       DEFINED 1,3,4           11951
BURLINGTON COAT FACTORY WHAREH COM              121579106     3212   171784 SH       DEFINED 1,3,4          171784
BURLINGTON NORTHERN SANTA FE C COM              12189T104    15695   543499 SH       DEFINED 1,3,4          543499
BURLINGTON RESOURCES, INC.     COM              122014103    26536   550504 SH       DEFINED 1,3,4          550504
BUTLER MFG. CO.                COM              123655102       85     5683 SH       DEFINED 1,3,4            5683
C&D TECHNOLOGIES, INC.         COM              124661109      436    22971 SH       DEFINED 1,3,4           22971
CBL & ASSOCIATES PROPERTIES, I COM              124830100    25940   519973 SH       DEFINED 1,3,4          519973
CBL & ASSOCIATES PROPERTIES, I COM              124830100    11637   233100 SH       DEFINED 2,3,4          233100
CBRL GROUP INC.                COM              12489V106    14602   411473 SH       DEFINED 1,3,4          411473
C-COR.NET CORP.                COM              125010108      213    32697 SH       DEFINED 1,3,4           32697
CDI CORP.                      COM              125071100    10129   374532 SH       DEFINED 1,3,4          374532
CDW CORP                       COM              12512N105     2938    50948 SH       DEFINED 1,3,4           50948
CEC ENTERTAINMENT, INC.        COM              125137109      908    23120 SH       DEFINED 1,3,4           23120
CH ENERGY GROUP INC.           COM              12541M102     1890    42917 SH       DEFINED 1,3,4           42917
C H ROBINSON WORLDWIDE INC     COM              12541W100     1728    46462 SH       DEFINED 1,3,4           46462
CIGNA CORP.                    COM              125509109     3611    80861 SH       DEFINED 1,3,4           80861
C.I.T. GROUP, INC.-A           COM              125581108       17      600 SH       DEFINED 1,3,4             600
CLECO CORP.                    COM              12561W105     9286   568074 SH       DEFINED 1,3,4          568074
CMS ENERGY CORP.               COM              125896100      625    85719 SH       DEFINED 1,3,4           85719
CPI CORP.                      COM              125902106      133     7274 SH       DEFINED 1,3,4            7274
CSK AUTO CORP.                 COM              125965103     8428   546744 SH       DEFINED 1,3,4          546744
CNF INC                        COM              12612W104      437    13595 SH       DEFINED 1,3,4           13595
CSG SYSTEMS INTL INC.          COM              126349109      211    14332 SH       DEFINED 1,3,4           14332
CSX CORP.                      COM              126408103     3586   122669 SH       DEFINED 1,3,4          122669
CTS CORP.                      COM              126501105      385    31036 SH       DEFINED 1,3,4           31036
CUNO INCORPORATED              COM              126583103      590    14988 SH       DEFINED 1,3,4           14988
CVS CORP.                      COM              126650100    20770   668914 SH       DEFINED 1,3,4          668914
CV THERAPEUTICS INC.           COM              126667104     4675   212536 SH       DEFINED 1,3,4          212536
CABLE & WIRELESS PLC - AD      COM              126830207      189    33484 SH       DEFINED 1,3,4           33484
CABLEVISION SYSTEMS - CL A     COM              12686C109      927    51190 SH       DEFINED 1,3,4           51190
CABLE DESIGN TECH CP. CL A     COM              126924109      323    40216 SH       DEFINED 1,3,4           40216
CABOT CORP.                    COM              127055101      480    16908 SH       DEFINED 1,3,4           16908
CABOT OIL & GAS CORP           COM              127097103     9866   379376 SH       DEFINED 1,3,4          379376
CABOT MICROELECTRONICS CORP.   COM              12709P103      374     6738 SH       DEFINED 1,3,4            6738
CACI INTERNATIONAL, INC. CL -  COM              127190304    19291   450266 SH       DEFINED 1,3,4          450266
CADENCE DESIGN SYSTEMS, INC.   COM              127387108     1013    75681 SH       DEFINED 1,3,4           75681
CAL DIVE INTERNATIONAL INC     COM              127914109      660    33830 SH       DEFINED 1,3,4           33830
CALLAWAY GOLF CO.              COM              131193104     6826   478405 SH       DEFINED 1,3,4          478405
CALPINE CORP.                  COM              131347106     1068   220482 SH       DEFINED 1,3,4          220482
CAMBREX CORP.                  COM              132011107      526    23097 SH       DEFINED 1,3,4           23097
CAMPBELL SOUP CO.              COM              134429109     6261   236139 SH       DEFINED 1,3,4          236139
CANADIAN NATURAL RESOURCES     COM              136385101      110     2690 SH       DEFINED 1,3,4            2690
CANDELA CORP.                  COM              136907102     6959   545515 SH       DEFINED 1,3,4          545515
CANON, INC.                    COM              138006309      342     7038 SH       DEFINED 1,3,4            7038
CAPITAL AUTOMOTIVE REIT        COM              139733109    11320   370897 SH       DEFINED 1,3,4          370897
CAPITAL AUTOMOTIVE REIT        COM              139733109    10554   345800 SH       DEFINED 2,3,4          345800
CAPITAL CORP OF THE WEST       COM              140065103     1166    36177 SH       DEFINED 1,3,4           36177
CAPITAL ONE FINANCIAL CORP.    COM              14040H105     9044   158539 SH       DEFINED 1,3,4          158539
CAPTARIS, INC.                 COM              14071N104      149    27415 SH       DEFINED 1,3,4           27415
CARBO CERAMICS, INC.           COM              140781105      506    13971 SH       DEFINED 1,3,4           13971
CARAUSTAR INDUSTRIES, INC.     COM              140909102      215    25071 SH       DEFINED 1,3,4           25071
CARDINAL HEALTH, INC.          COM              14149Y108    36403   623466 SH       DEFINED 1,3,4          623466
CAREER EDUCATION CORP.         COM              141665109     2726    60155 SH       DEFINED 1,3,4           60155
CAREMARK RX, INC.              COM              141705103     1258    55700 SH       DEFINED 1,3,4           55700
CARLISLE COS INC.              COM              142339100    10803   247694 SH       DEFINED 1,3,4          247694
CARMAX, INC.                   COM              143130102      924    28347 SH       DEFINED 1,3,4           28347
CARNIVAL CORP.                 COM              143658300    11921   362400 SH       DEFINED 1,3,4          362400
CARPENTER TECHNOLOGY CORP.     COM              144285103      134     6124 SH       DEFINED 1,3,4            6124
CARREKER CORP.                 COM              144433109      168    21146 SH       DEFINED 1,3,4           21146
CASCADE CORP.                  COM              147195101     1398    63389 SH       DEFINED 1,3,4           63389
CASCADE NATURAL GAS CORP.      COM              147339105      193     9974 SH       DEFINED 1,3,4            9974
CASEYS GENERAL STORES, INC.    COM              147528103      630    44715 SH       DEFINED 1,3,4           44715
CASH AMERICA INTL, INC.        COM              14754D100      378    23200 SH       DEFINED 1,3,4           23200
CASTLE (A M) & CO.             COM              148411101       55    14188 SH       DEFINED 1,3,4           14188
CATALINA MARKETING CORP.       COM              148867104      223    14636 SH       DEFINED 1,3,4           14636
CATAPULT COMMUNICATIONS CORP   COM              149016107      147    11560 SH       DEFINED 1,3,4           11560
CATERPILLAR, INC.              COM              149123101    14808   215121 SH       DEFINED 1,3,4          215121
CATHAY FINANCIAL 144A          COM              14915V106     2626   201342 SH       DEFINED 1,3,4          201342
CATO CORP. - CI A              COM              149205106      366    18232 SH       DEFINED 1,3,4           18232
CAVCO INDUSTRIES INC.          COM              149568107       51     2379 SH       DEFINED 1,3,4            2379
CELGENE CORP.                  COM              151020104      828    19120 SH       DEFINED 1,3,4           19120
CEMEX SA                       COM              151290889     3443   138031 SH       DEFINED 1,3,4          138031
CENDANT CORP.                  COM              151313103    32261  1726074 SH       DEFINED 1,3,4         1726074
CENTENE CORP.                  COM              15135B101      535    17607 SH       DEFINED 1,3,4           17607
CENTERPOINT PROPERTIES CORP.   COM              151895109      293     4300 SH       DEFINED 1,3,4            4300
CENTERPOINT PROPERTIES CORP.   COM              151895109     7363   108100 SH       DEFINED 2,3,4          108100
CENTERPOINT ENERGY, INC.       COM              15189T107     1614   176457 SH       DEFINED 1,3,4          176457
CENTEX CORP.                   COM              152312104    24437   313818 SH       DEFINED 1,3,4          313818
CENTILLIUM COMMUNICATIONS, INC COM              152319109     2109   298510 SH       DEFINED 1,3,4          298510
CENTRAL GARDEN & PET CO        COM              153527106     2378    91022 SH       DEFINED 1,3,4           91022
CENTRAL PACIFIC FINANCIAL CO.  COM              154760102     2883   117580 SH       DEFINED 1,3,4          117580
CENTRAL PARKING CORP.          COM              154785109      399    32419 SH       DEFINED 1,3,4           32419
CENTRAL VERMONT PUB SERV       COM              155771108     1579    71116 SH       DEFINED 1,3,4           71116
CENTURY ALUMINUM COMPANY       COM              156431108     1481   136364 SH       DEFINED 1,3,4          136364
CENTURYTEL, INC.               COM              156700106    10800   318849 SH       DEFINED 1,3,4          318849
CEPHALON, INC.                 COM              156708109     5628   122542 SH       DEFINED 1,3,4          122542
CERIDIAN CORP.                 COM              156779100    17505   940093 SH       DEFINED 1,3,4          940093
CERNER CORP.                   COM              156782104      977    31704 SH       DEFINED 1,3,4           31704
CERTEGY, INC.                  COM              156880106    10176   316892 SH       DEFINED 1,3,4          316892
CHAMPION ENTERPRISES, INC.     COM              158496109      327    51479 SH       DEFINED 1,3,4           51479
CHARLES RIVER ASSOCIATES, INC. COM              159852102     2596    90987 SH       DEFINED 1,3,4           90987
CHARLES RIVER LABORATORIES     COM              159864107      384    12493 SH       DEFINED 1,3,4           12493
CHARTER ONE FINANCIAL INC.     COM              160903100    24321   795341 SH       DEFINED 1,3,4          795341
CHECKERS DRIVE-IN RESTAURANT   COM              162809305     1073   116598 SH       DEFINED 1,3,4          116598
CHECKFREE  CORP                COM              162813109      434    21708 SH       DEFINED 1,3,4           21708
CHECKPOINT SYSTEMS, INC.       COM              162825103      465    29452 SH       DEFINED 1,3,4           29452
CHEESECAKE FACTORY, INC.       COM              163072101      511    14098 SH       DEFINED 1,3,4           14098
CHELSEA PROPERTY GROUP, INC.   COM              163421100    11491   239886 SH       DEFINED 1,3,4          239886
CHELSEA PROPERTY GROUP, INC.   COM              163421100    13041   272180 SH       DEFINED 2,3,4          272180
CHEMICAL FINANCIAL CORP.       COM              163731102     3065    99047 SH       DEFINED 1,3,4           99047
CHESAPEAKE CORP.               COM              165159104      310    13795 SH       DEFINED 1,3,4           13795
CHEVRONTEXACO, CORP.           COM              166764100    58265   815418 SH       DEFINED 1,3,4          815418
CHICAGO MERCANTILE EXCHANGE    COM              167760107     6003    87240 SH       DEFINED 1,3,4           87240
CHICO'S FAS INC.               COM              168615102      726    23672 SH       DEFINED 1,3,4           23672
CHILDRENS PLACE                COM              168905107      408    23902 SH       DEFINED 1,3,4           23902
CHOICE HOTELS INTL., INC.      COM              169905106    12273   422924 SH       DEFINED 1,3,4          422924
CHIRON CORP.                   COM              170040109     7111   137511 SH       DEFINED 1,3,4          137511
CHITTENDEN CORP.               COM              170228100      975    32776 SH       DEFINED 1,3,4           32776
CHOICEPOINT, INC.              COM              170388102      788 23553.995SH       DEFINED 1,3,4           23554
CHRISTOPHER & BANKS CORP       COM              171046105      798    33554 SH       DEFINED 1,3,4           33554
CHUBB CORP.                    COM              171232101     6982   107598 SH       DEFINED 1,3,4          107598
CHURCH & DWIGHT, INC.          COM              171340102     1160    33238 SH       DEFINED 1,3,4           33238
CIBER INC.                     COM              17163B102      432    56857 SH       DEFINED 1,3,4           56857
CIENA CORP.                    COM              171779101     6107  1033601 SH       DEFINED 1,3,4         1033601
CIMA LABS, INC.                COM              171796105      363    13008 SH       DEFINED 1,3,4           13008
CIMAREX ENERGY CO.             COM              171798101      734 37353.003SH       DEFINED 1,3,4           37353
CINCINNATI BELL INC.           COM              171871106    10075  1979977 SH       DEFINED 1,3,4         1979977
CINCINNATI FINANCIAL CORP.     COM              172062101     3676    91979 SH       DEFINED 1,3,4           91979
CINERGY CORP.                  COM              172474108     3738   101941 SH       DEFINED 1,3,4          101941
CIRCUIT CITY STORES, INC.      COM              172737108     1146   120142 SH       DEFINED 1,3,4          120142
CIRCOR INTERNATIONAL, INC.     COM              17273K109     1194    62243 SH       DEFINED 1,3,4           62243
CISCO SYSTEMS, INC.            COM              17275R102   145237  7433015 SH       DEFINED 1,3,4         7433015
CITADEL  BROADCASTING, CORP.   COM              17285T106       14      700 SH       DEFINED 1,3,4             700
CINTAS CORP.                   COM              172908105     3602    97729 SH       DEFINED 1,3,4           97729
CITIGROUP, INC.                COM              172967101   220494  4844894 SH       DEFINED 1,3,4         4844894
CITIZENS COMMUNICATIONS CO.    COM              17453B101    16742  1492912 SH       DEFINED 1,3,4         1492912
CITIZENS FIRST BANCORP INC.    COM              17461R106     1200    58140 SH       DEFINED 1,3,4           58140
CITRIX SYSTEMS INC.            COM              177376100    18597   842524 SH       DEFINED 1,3,4          842524
CITY HOLDING CO                COM              177835105     5567   167834 SH       DEFINED 1,3,4          167834
CITY NATIONAL CORP.            COM              178566105     4572    89724 SH       DEFINED 1,3,4           89724
CLAIRE'S STORES, INC.          COM              179584107    11294   337560 SH       DEFINED 1,3,4          337560
CLARCOR, INC.                  COM              179895107     7711   197796 SH       DEFINED 1,3,4          197796
CLEAR CHANNEL COMMUNICATIONS,  COM              184502102    13746   359049 SH       DEFINED 1,3,4          359049
CLEVELAND-CLIFFS, INC.         COM              185896107      239     9270 SH       DEFINED 1,3,4            9270
CLOROX CO.                     COM              189054109     5729   124808 SH       DEFINED 1,3,4          124808
COACH, INC.                    COM              189754104    21297   390001 SH       DEFINED 1,3,4          390001
COACHMEN INDUSTRIES, INC.      COM              189873102      161    13942 SH       DEFINED 1,3,4           13942
COCA-COLA CO.                  COM              191216100    63336  1474355 SH       DEFINED 1,3,4         1474355
COCA-COLA ENTERPRISES          COM              191219104    30165  1582846 SH       DEFINED 1,3,4         1582846
COGNEX CORP.                   COM              192422103     5879   223482 SH       DEFINED 1,3,4          223482
COGNIZANT TECH SOLUTIONS CORP. COM              192446102    11468   314503 SH       DEFINED 1,3,4          314503
COHERENT, INC.                 COM              192479103      653    26756 SH       DEFINED 1,3,4           26756
COHU INC.                      COM              192576106     2312   118044 SH       DEFINED 1,3,4          118044
COINSTAR, INC.                 COM              19259P300      259    19294 SH       DEFINED 1,3,4           19294
KENNETH COLE PRODUCTIONS-A     COM              193294105     8247   315793 SH       DEFINED 1,3,4          315793
COLGATE-PALMOLIVE CO.          COM              194162103    32804   586993 SH       DEFINED 1,3,4          586993
COLONIAL BANCGROUP             COM              195493309      497    34659 SH       DEFINED 1,3,4           34659
COLONIAL PROPERTIES TRUST      COM              195872106      842    23304 SH       DEFINED 1,3,4           23304
COLUMBIA BANKING SYSTEM INC.   COM              197236102     4759   270647 SH       DEFINED 1,3,4          270647
COLUMBIA SPORTSWEAR CO.        COM              198516106     1922    36460 SH       DEFINED 1,3,4           36460
COMCAST CORP.                  COM              20030N101    45672  1479083 SH       DEFINED 1,3,4         1479083
COMCAST CORP.                  COM              20030N200    18843   637957 SH       DEFINED 1,3,4          637957
COMERICA, INC.                 COM              200340107     4725   101484 SH       DEFINED 1,3,4          101484
COMMERCE BANCORP, INC./NJ      COM              200519106    11181   233364 SH       DEFINED 1,3,4          233364
COMMERCIAL FEDERAL CORP        COM              201647104      962    39527 SH       DEFINED 1,3,4           39527
COMMERCIAL METALS CO.          COM              201723103      460    25100 SH       DEFINED 1,3,4           25100
COMMONWEALTH INDUSTRIES        COM              203004106       66    14378 SH       DEFINED 1,3,4           14378
COMMONWEALTH TELEPHONE ENTERPR COM              203349105     3541    88325 SH       DEFINED 1,3,4           88325
COMMSCOPE, INC.                COM              203372107      192    16225 SH       DEFINED 1,3,4           16225
COMMUNITY BANK SYSTEM INC.     COM              203607106     5594   127354 SH       DEFINED 1,3,4          127354
COMMUNITY HEALTH SYSTEMS       COM              203668108      619    28489 SH       DEFINED 1,3,4           28489
COMMUNITY FIRST BANKSHARES     COM              203902101     7171   271259 SH       DEFINED 1,3,4          271259
CIA VALE DO RIO DOCE           COM              204412209    17606   431347 SH       DEFINED 1,3,4          431347
COMPANHIA DE BEBIDAS           COM              20441W203     4793   221347 SH       DEFINED 1,3,4          221347
COMPASS BANCSHARES INC.        COM              20449H109     1212    35133 SH       DEFINED 1,3,4           35133
COMPUTER ASSOCIATES INTL INC.  COM              204912109    26647  1020599 SH       DEFINED 1,3,4         1020599
COMPUTER SCIENCES CORP.        COM              205363104    25086   667719 SH       DEFINED 1,3,4          667719
COMPUWARE CORP.                COM              205638109     1242   231392 SH       DEFINED 1,3,4          231392
COMSTOCK RES INC COM NEW       COM              205768203     6105   456853 SH       DEFINED 1,3,4          456853
COMVERSE TECHNOLOGY, INC.      COM              205862402    30879  2064147 SH       DEFINED 1,3,4         2064147
CONAGRA FOODS, INC.            COM              205887102     6556   308727 SH       DEFINED 1,3,4          308727
CONCERTO SOFTWARE, INC.        COM              20602T106       83    10010 SH       DEFINED 1,3,4           10010
CONCORD CAMERA CORP.           COM              206156101      265    25092 SH       DEFINED 1,3,4           25092
CONCORD COMMUNICATIONS INC     COM              206186108      210    15988 SH       DEFINED 1,3,4           15988
CONCORD EFS, INC.              COM              206197105     3833   280741 SH       DEFINED 1,3,4          280741
CONMED CORP.                   COM              207410101      540    26061 SH       DEFINED 1,3,4           26061
CONNETICS CORP.                COM              208192104     2353   130258 SH       DEFINED 1,3,4          130258
CONOCOPHILLIPS                 COM              20825C104    32982   602493 SH       DEFINED 1,3,4          602493
CONSOLIDATED EDISON, INC.      COM              209115104     5253   128975 SH       DEFINED 1,3,4          128975
CONSOLIDATED GRAPHICS INC      COM              209341106     2867   112847 SH       DEFINED 1,3,4          112847
CONSTELLATION BRANDS INC - A   COM              21036P108     8000   262414 SH       DEFINED 1,3,4          262414
CONSTELLATION ENERGY GROUP     COM              210371100     9575   267682 SH       DEFINED 1,3,4          267682
CONTINENTAL AIRLINES-CL B      COM              210795308     1083    65283 SH       DEFINED 1,3,4           65283
CONVERGYS CORP.                COM              212485106     1505    81858 SH       DEFINED 1,3,4           81858
CONVERIUM HOLDING AG           COM              21248N107      119     5190 SH       DEFINED 1,3,4            5190
COOPER CAMERON CORP.           COM              216640102     1790    38674 SH       DEFINED 1,3,4           38674
COOPER COMPANIES, INC.         COM              216648402     4862   119312 SH       DEFINED 1,3,4          119312
COOPER TIRE & RUBBER           COM              216831107      668    42651 SH       DEFINED 1,3,4           42651
COORS (ADOLPH) CO. CLASS B     COM              217016104     1123    20852 SH       DEFINED 1,3,4           20852
COPART INC.                    COM              217204106      263    24600 SH       DEFINED 1,3,4           24600
CORINTHIAN COLLEGES, INC.      COM              218868107      686    12000 SH       DEFINED 1,3,4           12000
CORIXA CORP.                   COM              21887F100     4523   568091 SH       DEFINED 1,3,4          568091
CORN PRODUCTS INTL, INC.       COM              219023108     1031    32374 SH       DEFINED 1,3,4           32374
CORNING, INC.                  COM              219350105     9124   968592 SH       DEFINED 1,3,4          968592
CORPORATE EXECUTIVE BOARD CO.  COM              21988R102     6094   129800 SH       DEFINED 1,3,4          129800
CORPORATE OFFICE PROPERTIES    COM              22002T108     1102    59481 SH       DEFINED 1,3,4           59481
CORPORATE OFFICE PROPERTIES    COM              22002T108     3554   191900 SH       DEFINED 2,3,4          191900
CORRECTIONAL PROPERTIES TRUST  COM              22025E104     1158    46357 SH       DEFINED 1,3,4           46357
COST PLUS INC/CALIFORNIA       COM              221485105      711    19232 SH       DEFINED 1,3,4           19232
COSTCO WHOLESALE CORP.         COM              22160K105    18954   609870 SH       DEFINED 1,3,4          609870
COUNTRYWIDE FINANCIAL CORP.    COM              222372104    44421   567531 SH       DEFINED 1,3,4          567531
COUSINS PROPERTIES, INC.       COM              222795106       86     3100 SH       DEFINED 1,3,4            3100
COUSINS PROPERTIES, INC.       COM              222795106     1983    71500 SH       DEFINED 2,3,4           71500
COVANCE INC.                   COM              222816100      379    16867 SH       DEFINED 1,3,4           16867
COVENTRY HEALTH CARE           COM              222862104     6359   120562 SH       DEFINED 1,3,4          120562
COX RADIO INC-CL A             COM              224051102       24     1100 SH       DEFINED 1,3,4            1100
CRANE CO.                      COM              224399105      788    34003 SH       DEFINED 1,3,4           34003
CREDENCE SYSTEMS CORP.         COM              225302108      196    17290 SH       DEFINED 1,3,4           17290
CREDIT SUISSE GROUP            COM              225401108      297     9310 SH       DEFINED 1,3,4            9310
CREE, INC.                     COM              225447101      373    20081 SH       DEFINED 1,3,4           20081
CROMPTON CORPORATION           COM              227116100     2128   365658 SH       DEFINED 1,3,4          365658
CROSS A.T. & CO.               COM              227478104       82    13522 SH       DEFINED 1,3,4           13522
CROSS COUNTRY HEALTHCARE, INC. COM              227483104      407    28894 SH       DEFINED 1,3,4           28894
CROWN HOLDINGS INC             COM              228368106       17     2500 SH       DEFINED 1,3,4            2500
CRYOLIFE, INC.                 COM              228903100      115    17691 SH       DEFINED 1,3,4           17691
CUBIC CORP                     COM              229669106     5442   216613 SH       DEFINED 1,3,4          216613
CULLEN FROST BANKERS, INC.     COM              229899109     2767    74312 SH       DEFINED 1,3,4           74312
CUMMINS, INC.                  COM              231021106     1054    23793 SH       DEFINED 1,3,4           23793
CURATIVE HEALTH SERVICES, INC. COM              23126W100      204    11403 SH       DEFINED 1,3,4           11403
CURTISS-WRIGHT CORP.           COM              231561101      655     9266 SH       DEFINED 1,3,4            9266
CYMER, INC.                    COM              232572107     1300    31599 SH       DEFINED 1,3,4           31599
CYPRESS SEMICONDUCTOR CORP.    COM              232806109      571    32417 SH       DEFINED 1,3,4           32417
CYTEC INDUSTRIES, INC.         COM              232820100     6796   186175 SH       DEFINED 1,3,4          186175
CYTYC CORP.                    COM              232946103      453    30048 SH       DEFINED 1,3,4           30048
DPL, INC.                      COM              233293109      587    34658 SH       DEFINED 1,3,4           34658
DRS TECHNOLOGIES, INC.         COM              23330X100      485    20170 SH       DEFINED 1,3,4           20170
D R HORTON INC.                COM              23331A109     1392    42593 SH       DEFINED 1,3,4           42593
DST SYSTEMS INC.               COM              233326107    21237   564661 SH       DEFINED 1,3,4          564661
DSP GROUP, INC.                COM              23332B106     7233   290211 SH       DEFINED 1,3,4          290211
DTE ENERGY CO.                 COM              233331107     3556    96460 SH       DEFINED 1,3,4           96460
DANA CORP.                     COM              235811106     1319    85447 SH       DEFINED 1,3,4           85447
DANAHER CORP.                  COM              235851102    18231   246805 SH       DEFINED 1,3,4          246805
DARDEN RESTAURANTS, INC.       COM              237194105     1810    95215 SH       DEFINED 1,3,4           95215
DATASCOPE CORP.                COM              238113104      408    13263 SH       DEFINED 1,3,4           13263
DAVITA, INC.                   COM              23918K108     7228   227040 SH       DEFINED 1,3,4          227040
DEAN FOODS CO.                 COM              242370104    24347   784567 SH       DEFINED 1,3,4          784567
DEERE & CO.                    COM              244199105    12653   237484 SH       DEFINED 1,3,4          237484
DELL INC                       COM              24702R101    77555  2322652 SH       DEFINED 1,3,4         2322652
DELPHI CORP.                   COM              247126105     2917 322186.00SH       DEFINED 1,3,4          322186
DELPHI FINANCIAL GROUP - CLASS COM              247131105      856    18444 SH       DEFINED 1,3,4           18444
DELTA & PINE LAND CO.          COM              247357106    10909   474254 SH       DEFINED 1,3,4          474254
DELTA AIRLINES, INC.           COM              247361108     5348   402318 SH       DEFINED 1,3,4          402318
DELTIC TIMBER CORP.            COM              247850100      307    10687 SH       DEFINED 1,3,4           10687
DENBURY RESOURCES, INC.        COM              247916208     6339   513057 SH       DEFINED 1,3,4          513057
DELUXE CORP.                   COM              248019101     9455   235681 SH       DEFINED 1,3,4          235681
DENDRITE INT'L, INC.           COM              248239105      552    36298 SH       DEFINED 1,3,4           36298
DENTSPLY INTERNATIONAL, INC.   COM              249030107    21127   471104 SH       DEFINED 1,3,4          471104
DEPARTMENT 56                  COM              249509100      152    11779 SH       DEFINED 1,3,4           11779
DEUTSCHE TELEKOM AG -SP ADR    COM              251566105      209    14530 SH       DEFINED 1,3,4           14530
DEVELOPERS DIVERS REALTY CORP. COM              251591103     6656   222844 SH       DEFINED 1,3,4          222844
DEVELOPERS DIVERS REALTY CORP. COM              251591103    11829   395952 SH       DEFINED 2,3,4          395952
DEVON ENERGY CORP.             COM              25179M103     7010   145550 SH       DEFINED 1,3,4          145550
DEVRY, INC.                    COM              251893103      452    19167 SH       DEFINED 1,3,4           19167
DIAGNOSTIC PRODUCTS CORP.      COM              252450101      940    25816 SH       DEFINED 1,3,4           25816
DIAL CORPORATION               COM              25247D101    29173  1354383 SH       DEFINED 1,3,4         1354383
DIEBOLD, INC.                  COM              253651103    12095   238890 SH       DEFINED 1,3,4          238890
DIGI INT'L, INC.               COM              253798102      119    18145 SH       DEFINED 1,3,4           18145
DIGITAL INSIGHT CORP           COM              25385P106    13751   690945 SH       DEFINED 1,3,4          690945
DIGITAL RIVER, INC.            COM              25388B104     8411   307551 SH       DEFINED 1,3,4          307551
DIGITAS, INC.                  COM              25388K104     4790   659580 SH       DEFINED 1,3,4          659580
DIME COMMUNITY BANCORP         COM              253922108     6123   266106 SH       DEFINED 1,3,4          266106
DILLARDS DEPT STORES INC.      COM              254067101      667    47923 SH       DEFINED 1,3,4           47923
DIMON, INC.                    COM              254394109      278    40175 SH       DEFINED 1,3,4           40175
DIONEX CORP.                   COM              254546104     6376   161899 SH       DEFINED 1,3,4          161899
DIRECT GENERAL CORP.           COM              25456W204     1511    60255 SH       DEFINED 1,3,4           60255
DISNEY (WALT) CO.              COM              254687106    26029  1290621 SH       DEFINED 1,3,4         1290621
DITECH COMMUNICATIONS, INC.    COM              25500M103     4136   471260 SH       DEFINED 1,3,4          471260
DOCUMENTUM, INC.               COM              256159104     2003    93970 SH       DEFINED 1,3,4           93970
DOLLAR GENERAL                 COM              256669102     5522   276060 SH       DEFINED 1,3,4          276060
DOLLAR TREE STORES, INC.       COM              256747106     1737    51933 SH       DEFINED 1,3,4           51933
DOMINION HOMES, INC.           COM              257386102      915    35600 SH       DEFINED 1,3,4           35600
DOMINION RESOURCES, INC.       COM              25746U109    11515   186150 SH       DEFINED 1,3,4          186150
DONALDSON CO., INC.            COM              257651109      641    11885 SH       DEFINED 1,3,4           11885
DONNELLEY (R.R.) & SONS CO.    COM              257867101     1612    65016 SH       DEFINED 1,3,4           65016
DORAL FINANCIAL CORP.          COM              25811P100    10574   224983 SH       DEFINED 1,3,4          224983
DOVER CORP.                    COM              260003108    13813   390495 SH       DEFINED 1,3,4          390495
DOW CHEMICAL CO.               COM              260543103    17210   528893 SH       DEFINED 1,3,4          528893
DOW JONES & CO., INC.          COM              260561105     2863    60547 SH       DEFINED 1,3,4           60547
DOWNEY FINANCIAL CORP.         COM              261018105     1174    25081 SH       DEFINED 1,3,4           25081
DRESS BARN, INC.               COM              261570105      359    26192 SH       DEFINED 1,3,4           26192
DRIL-QUIP                      COM              262037104      261    15530 SH       DEFINED 1,3,4           15530
E.I. DUPONT CO.                COM              263534109    23338   583486 SH       DEFINED 1,3,4          583486
DUANE READE, INC.              COM              263578106      344    21587 SH       DEFINED 1,3,4           21587
DUKE POWER CO.                 COM              264399106     9264   520119 SH       DEFINED 1,3,4          520119
DUKE REALTY CORP.              COM              264411505       61     2100 SH       DEFINED 1,3,4            2100
DUKE REALTY CORP.              COM              264411505     1300    44500 SH       DEFINED 2,3,4           44500
DUN & BRADSTREET CORP.         COM              26483E100    26271   632570 SH       DEFINED 1,3,4          632570
DUPONT PHOTOMASKS, INC.        COM              26613X101      371    16222 SH       DEFINED 1,3,4           16222
DUQUESNE LIGHT HOLDINGS, INC.  COM              266233105     7897   511176 SH       DEFINED 1,3,4          511176
DYCOM INDUSTRIES, INC.         COM              267475101      265    13115 SH       DEFINED 1,3,4           13115
DYNEGY INC.                    COM              26816Q101      790   219716 SH       DEFINED 1,3,4          219716
EGL INC.                       COM              268484102      238    12934 SH       DEFINED 1,3,4           12934
EMC CORP.                      COM              268648102    17784  1408222 SH       DEFINED 1,3,4         1408222
ENSCO INTERNATIONAL, INC.      COM              26874Q100     1119    41649 SH       DEFINED 1,3,4           41649
ENI SPA                        COM              26874R108      238     3102 SH       DEFINED 1,3,4            3102
EOG RESOURCES, INC.            COM              26875P101     4956   118675 SH       DEFINED 1,3,4          118675
E.ON AG                        COM              268780103      362     7427 SH       DEFINED 1,3,4            7427
E.PIPHANY, INC.                COM              26881V100     2210   442780 SH       DEFINED 1,3,4          442780
EPIQ SYSTEMS INC.              COM              26882D109     4832   284818 SH       DEFINED 1,3,4          284818
ESS TECHNOLOGY                 COM              269151106      373    34725 SH       DEFINED 1,3,4           34725
E TRADE GROUP, INC.            COM              269246104     6996   755613 SH       DEFINED 1,3,4          755613
EAST WEST BANCORP, INC.        COM              27579R104     2630    61429 SH       DEFINED 1,3,4           61429
EASTMAN CHEMICAL CO.           COM              277432100     1487    44368 SH       DEFINED 1,3,4           44368
EASTMAN KODAK CO.              COM              277461109     3465   165413 SH       DEFINED 1,3,4          165413
EATON CORP.                    COM              278058102    12135   136960 SH       DEFINED 1,3,4          136960
EATON VANCE CORP.              COM              278265103      632    18944 SH       DEFINED 1,3,4           18944
EBAY, INC.                     COM              278642103    20057   376268 SH       DEFINED 1,3,4          376268
ECOLAB, INC.                   COM              278865100     5367   212554 SH       DEFINED 1,3,4          212554
EDGE TECHNOLOGIES              COM              27985*201     6240  1819200 SH       DEFINED 3,4           1819200
EDISON INTERNATIONAL           COM              281020107    34678  1815703 SH       DEFINED 1,3,4         1815703
EDO CORP.                      COM              281347104      358    17703 SH       DEFINED 1,3,4           17703
EDUCATION MANAGEMENT CORP.     COM              28139T101      562     9773 SH       DEFINED 1,3,4            9773
EDWARDS (A.G.), INC.           COM              281760108      837    21787 SH       DEFINED 1,3,4           21787
EDWARDS LIFESCIENCES CORP., IN COM              28176E108    22951   847505 SH       DEFINED 1,3,4          847505
EFUNDS CORP.                   COM              28224R101      516    42032 SH       DEFINED 1,3,4           42032
EL PASO CORP.                  COM              28336L109     2535   345825 SH       DEFINED 1,3,4          345825
EL PASO ELECTRIC CO.           COM              283677854     1558   134914 SH       DEFINED 1,3,4          134914
ELECTRO SCIENTIFIC INDS, INC.  COM              285229100      528    25022 SH       DEFINED 1,3,4           25022
ELECTRONIC ARTS, INC.          COM              285512109    11945   129529 SH       DEFINED 1,3,4          129529
ELECTRONIC DATA SYSTEMS CORP.  COM              285661104     5568   275788 SH       DEFINED 1,3,4          275788
ELECTRONICS BOUTIQUE HLDGS     COM              286045109     1963    68747 SH       DEFINED 1,3,4           68747
ELECTRONICS FOR IMAGING, INC.  COM              286082102     9577   410747 SH       DEFINED 1,3,4          410747
ELIZABETH ARDEN INC.           COM              28660G106     1267    76987 SH       DEFINED 1,3,4           76987
ELKCORP                        COM              287456107      415    17538 SH       DEFINED 1,3,4           17538
EMCOR GROUP INC.               COM              29084Q100      575    13462 SH       DEFINED 1,3,4           13462
EMERSON ELECTRIC CO.           COM              291011104    12782   242959 SH       DEFINED 1,3,4          242959
EMERSON RADIO CORP             COM              291087203      736   196800 SH       DEFINED 1,3,4          196800
EMMIS COMMUNICATIONS - CL A    COM              291525103      300    14895 SH       DEFINED 1,3,4           14895
EMULEX CORP.                   COM              292475209    31949  1254418 SH       DEFINED 1,3,4         1254418
ENCOR ACQUISITION CO.          COM              29255W100     1426    66155 SH       DEFINED 1,3,4           66155
ENDESA -ADR                    COM              29258N107      132     8460 SH       DEFINED 1,3,4            8460
ENDO PHARMACEUTICALS HLDGS     COM              29264F205     9014   440724 SH       DEFINED 1,3,4          440724
ENERGEN CORP.                  COM              29265N108    14773   408541 SH       DEFINED 1,3,4          408541
ENERGY EAST CORP.              COM              29266M109      927    41343 SH       DEFINED 1,3,4           41343
ENERGIZER HOLDINGS, INC.       COM              29266R108    17992   489386 SH       DEFINED 1,3,4          489386
ENGELHARD CORP.                COM              292845104     7134   257910 SH       DEFINED 1,3,4          257910
ENGINEERED SUPPORT SYSTEMS     COM              292866100    17064   282051 SH       DEFINED 1,3,4          282051
ENESCO GROUP INC.              COM              292973104       98    12613 SH       DEFINED 1,3,4           12613
ENTEGRIS, INC.                 COM              29362U104     2525   223372 SH       DEFINED 1,3,4          223372
ENTERASYS NETWORKS, INC.       COM              293637104     4208  1052544 SH       DEFINED 1,3,4         1052544
ENTERCOM COMMUNICATIONS CORP   COM              293639100      634    14066 SH       DEFINED 1,3,4           14066
ENTERGY CORP.                  COM              29364G103    40346   745187 SH       DEFINED 1,3,4          745187
ENTERTAINMENT PROPERTIES TR    COM              29380T105    10037   334422 SH       DEFINED 1,3,4          334422
ENTERTAINMENT PROPERTIES TR    COM              29380T105     2600    86600 SH       DEFINED 2,3,4           86600
ENZO BIOCHEM, INC.             COM              294100102      520    26850 SH       DEFINED 1,3,4           26850
EPLUS, INC.                    COM              294268107     2135   136892 SH       DEFINED 1,3,4          136892
EQUIFAX, INC.                  COM              294429105     5979   268488 SH       DEFINED 1,3,4          268488
EQUITABLE RESOURCES, INC.      COM              294549100    11538   280800 SH       DEFINED 1,3,4          280800
EQUITY OFFICE PROPERTIES       COM              294741103     6868   249470 SH       DEFINED 1,3,4          249470
EQUITY OFFICE PROPERTIES       COM              294741103    13653   495869 SH       DEFINED 2,3,4          495869
EQUITY RESIDENTIAL             COM              29476L107     4984   170224 SH       DEFINED 1,3,4          170224
EQUITY RESIDENTIAL             COM              29476L107     9598   327800 SH       DEFINED 2,3,4          327800
ERICSSON (LM) TEL              COM              294821608      181    12400 SH       DEFINED 1,3,4           12400
ESSEX PROPERTY TRUST INC       COM              297178105     1185    18912 SH       DEFINED 1,3,4           18912
ESTERLINE TECHOLOGIES          COM              297425100      364    18822 SH       DEFINED 1,3,4           18822
ETHAN ALLEN INTERIORS INC      COM              297602104     1195    33327 SH       DEFINED 1,3,4           33327
EVERGREEN RES INC.             COM              299900308     2327    86166 SH       DEFINED 1,3,4           86166
EVERGREEN MARINE CORP.-144A    COM              300246105      744 93627.34 SH       DEFINED 1,3,4           93627
EXAR CORP                      COM              300645108     2727   193160 SH       DEFINED 1,3,4          193160
EXELON CORPORATION.            COM              30161N101    37736   594453 SH       DEFINED 1,3,4          594453
EXPEDITORS INT'L WASH, INC.    COM              302130109      983    28676 SH       DEFINED 1,3,4           28676
EXPRESS SCRIPTS, INC. - CL A   COM              302182100     3806    62237 SH       DEFINED 1,3,4           62237
EXPRESSJET HOLDINGS, INC.      COM              30218U108     6572   476220 SH       DEFINED 1,3,4          476220
EXTENDED STAY AMERICA, INC.    COM              30224P101      387    26002 SH       DEFINED 1,3,4           26002
EXXON MOBIL CORP.              COM              30231G102   234958  6419816 SH       DEFINED 1,3,4         6419816
FEI COMPANY                    COM              30241L109      686    29527 SH       DEFINED 1,3,4           29527
FLIR SYSTEMS, INC.             COM              302445101     3354   130926 SH       DEFINED 1,3,4          130926
FMC CORP.                      COM              302491303      243     9668 SH       DEFINED 1,3,4            9668
FMC TECHNOLOGIES, INC.         COM              30249U101     5601   261399 SH       DEFINED 1,3,4          261399
FPL GROUP, INC.                COM              302571104     6700   106112 SH       DEFINED 1,3,4          106112
FACTSET RESEARCH SYSTEMS, INC. COM              303075105     4310    97210 SH       DEFINED 1,3,4           97210
FAIR ISAAC CORPORATION         COM              303250104    18415   312334 SH       DEFINED 1,3,4          312334
FAIRCHILD SEMICON INTL CL-A    COM              303726103      535    32143 SH       DEFINED 1,3,4           32143
FAMILY DOLLAR STORES           COM              307000109     3937    98862 SH       DEFINED 1,3,4           98862
FASTENAL CO.                   COM              311900104     6015   159278 SH       DEFINED 1,3,4          159278
FEDDERS CORP.                  COM              313135501      157    26613 SH       DEFINED 1,3,4           26613
FREDDIE MAC                    COM              313400301    21490   410573 SH       DEFINED 1,3,4          410573
FANNIE MAE                     COM              313586109    58314   830591 SH       DEFINED 1,3,4          830591
FEDERAL REALTY INVESTMENT TRUS COM              313747206    15528   421254 SH       DEFINED 1,3,4          421254
FEDERAL SIGNAL CORP.           COM              313855108      234    15843 SH       DEFINED 1,3,4           15843
FEDERATED DEPARTMENT STORES    COM              31410H101    14202   338993 SH       DEFINED 1,3,4          338993
FEDERATED INVESTORS, INC. - CL COM              314211103    11320   408679 SH       DEFINED 1,3,4          408679
FEDEX CORPORATION              COM              31428X106    30342   470957 SH       DEFINED 1,3,4          470957
FERRO CORP.                    COM              315405100      238    11172 SH       DEFINED 1,3,4           11172
FIDELITY NATIONAL FINL, INC.   COM              316326107    54172  1801844 SH       DEFINED 1,3,4         1801844
FIFTH THIRD BANCORP            COM              316773100    24249   438731 SH       DEFINED 1,3,4          438731
FILENET CORP.                  COM              316869106      655    32775 SH       DEFINED 1,3,4           32775
FINANCIAL FEDERAL CORP         COM              317492106      509    16630 SH       DEFINED 1,3,4           16630
FINLAY ENTERPRISES, INC.       COM              317884203     1834   126300 SH       DEFINED 1,3,4          126300
FIRST AMERICAN CORPORATION     COM              318522307    20922   840158 SH       DEFINED 1,3,4          840158
FIRST BANCORP/PUERTO RICO      COM              318672102     2619    85236 SH       DEFINED 1,3,4           85236
FIRST FEDERAL CAPITAL          COM              319960100     4408   214563 SH       DEFINED 1,3,4          214563
FIRST DATA CORP.               COM              319963104    21577   539961 SH       DEFINED 1,3,4          539961
FIRST MIDWEST BANCORP, INC.    COM              320867104     3097   104237 SH       DEFINED 1,3,4          104237
FIRST HEALTH                   COM              320960107      682    25993 SH       DEFINED 1,3,4           25993
FIRST NIAGARA FINANCIAL GROUP, COM              33582V108     4860   321823 SH       DEFINED 1,3,4          321823
FIRST REPUBLIC BANK            COM              336158100     4483   145372 SH       DEFINED 1,3,4          145372
FIRST TENNESSEE NATIONAL CORP. COM              337162101    30615   721135 SH       DEFINED 1,3,4          721135
FISERV, INC.                   COM              337738108     5722   157905 SH       DEFINED 1,3,4          157905
FIRSTFED FINANCIAL CORP        COM              337907109    10137   256612 SH       DEFINED 1,3,4          256612
FIRSTMERIT CORP.               COM              337915102      597    24248 SH       DEFINED 1,3,4           24248
FLAGSTAR BANCORP INC.          COM              337930101     1240    53989 SH       DEFINED 1,3,4           53989
FIRSTENERGY CORP.              COM              337932107     5984   187725 SH       DEFINED 1,3,4          187725
FISHER SCIENTIFIC INTL         COM              338032204      658    16552 SH       DEFINED 1,3,4           16552
FLEET BOSTON FINANCIAL CORP.   COM              339030108    19316   640522 SH       DEFINED 1,3,4          640522
FLEETWOOD ENTERPRISES, INC.    COM              339099103      298    32271 SH       DEFINED 1,3,4           32271
FLORIDA ROCK INDS              COM              341140101     1277    25759 SH       DEFINED 1,3,4           25759
FLUOR CORP.(NEW)               COM              343412102     1769    47406 SH       DEFINED 1,3,4           47406
FLOWERS FOODS, INC.            COM              343498101      926    40565 SH       DEFINED 1,3,4           40565
FLOWSERVE CORP.                COM              34354P105      315    15736 SH       DEFINED 1,3,4           15736
FLUSHING FINANCIAL CORP.       COM              343873105     1255    60188 SH       DEFINED 1,3,4           60188
FOOTSTAR INC.                  COM              344912100      122    18104 SH       DEFINED 1,3,4           18104
FORD MOTOR CO.                 COM              345370860    22527 2091519.0SH       DEFINED 1,3,4         2091519
FOREST LABORATORIES -CI A      COM              345838106    28779   559293 SH       DEFINED 1,3,4          559293
FOREST OIL CORP.               COM              346091705     6451   269390 SH       DEFINED 1,3,4          269390
FORTUNE BRANDS, INC.           COM              349631101    16432   289503 SH       DEFINED 1,3,4          289503
FORWARD AIR CORPORATION        COM              349853101      529    19136 SH       DEFINED 1,3,4           19136
FOSSIL, INC.                   COM              349882100     1016    41848 SH       DEFINED 1,3,4           41848
FOUNDRY NEWORKS INC.           COM              35063R100     1074    49955 SH       DEFINED 1,3,4           49955
4KIDS ENTERTAINMENT, INC.      COM              350865101     3481   164973 SH       DEFINED 1,3,4          164973
FOX ENTERTAINMENT GRP, INC. A  COM              35138T107    15854   566352 SH       DEFINED 1,3,4          566352
FRANKLIN RESOURCES, INC.       COM              354613101    16881   381768 SH       DEFINED 1,3,4          381768
FRED'S INC.                    COM              356108100     1154    34974 SH       DEFINED 1,3,4           34974
FREEMARKETS INC.               COM              356602102     4409   566711 SH       DEFINED 1,3,4          566711
FREEPORT MCMORAN, INC.         COM              35671D857    28872   872380 SH       DEFINED 1,3,4          872380
FREMONT GENERAL CORP.          COM              357288109      866    68062 SH       DEFINED 1,3,4           68062
FRONTIER AIRLINES, INC.        COM              359065109      516    31419 SH       DEFINED 1,3,4           31419
FRONTIER OIL CORP.             COM              35914P105      344    23476 SH       DEFINED 1,3,4           23476
FULLER (H.B.) CO.              COM              359694106      619    25494 SH       DEFINED 1,3,4           25494
FURNITURE BRANDS INTL, INC.    COM              360921100      367    15275 SH       DEFINED 1,3,4           15275
G & K SERVICES, INC.           COM              361268105      652    18621 SH       DEFINED 1,3,4           18621
GATX CORP.                     COM              361448103      287    13448 SH       DEFINED 1,3,4           13448
GBC BANCORP                    COM              361475106      402    10419 SH       DEFINED 1,3,4           10419
GABLES RESIDENTIAL TRUST       COM              362418105      801    24741 SH       DEFINED 1,3,4           24741
GALLAGHER (ARTHUR J.) & CO.    COM              363576109    16235   574029 SH       DEFINED 1,3,4          574029
GAMESTOP CORP.                 COM              36466R101     7697   483973 SH       DEFINED 1,3,4          483973
GANNETT CO., INC.              COM              364730101    12052   155411 SH       DEFINED 1,3,4          155411
GAP, INC., THE                 COM              364760108    10221   597212 SH       DEFINED 1,3,4          597212
GARDNER DENVER, INC.           COM              365558105     5550   264255 SH       DEFINED 1,3,4          264255
GARTNER INC - CL B             COM              366651206      231    21289 SH       DEFINED 1,3,4           21289
GATEWAY, INC.                  COM              367626108     1046   185795 SH       DEFINED 1,3,4          185795
OAO GAZPROM-144A               COM              368287108     3991   161090 SH       DEFINED 1,3,4          161090
GEN-PROBE INC.                 COM              36866T103     3878    71600 SH       DEFINED 1,3,4           71600
GENCORP, INC.                  COM              368682100      352    39286 SH       DEFINED 1,3,4           39286
GENERAL COMMUNICATIONS         COM              369385109      423    50289 SH       DEFINED 1,3,4           50289
GENERAL DYNAMICS CORP.         COM              369550108     8875   113738 SH       DEFINED 1,3,4          113738
GENERAL ELECTRIC CO.           COM              369604103   226961  7614031 SH       DEFINED 1,3,4         7614031
GENERAL GROWTH PROPERTIES      COM              370021107     9650   134580 SH       DEFINED 1,3,4          134580
GENERAL GROWTH PROPERTIES      COM              370021107    16931   236100 SH       DEFINED 2,3,4          236100
GENERAL MILLS, INC.            COM              370334104    10100   214536 SH       DEFINED 1,3,4          214536
GENERAL MOTORS CORP.           COM              370442105    14018   342567 SH       DEFINED 1,3,4          342567
GENESCO INC.                   COM              371532102      315    19526 SH       DEFINED 1,3,4           19526
GENTEX CORP.                   COM              371901109    15080   432818 SH       DEFINED 1,3,4          432818
GENLYTE GROUP, INC.            COM              372302109     3179    71370 SH       DEFINED 1,3,4           71370
GENUINE PARTS CO.              COM              372460105     3191    99723 SH       DEFINED 1,3,4           99723
GENZYME CORP.                  COM              372917104     6740   145796 SH       DEFINED 1,3,4          145796
GEORGIA GULF                   COM              373200203     3285   140846 SH       DEFINED 1,3,4          140846
GEORGIA PACIFIC GROUP          COM              373298108     7035   290149 SH       DEFINED 1,3,4          290149
GERBER SCIENTIFIC, INC.        COM              373730100      141    19916 SH       DEFINED 1,3,4           19916
GETTY IMAGES, INC.             COM              374276103      615    17500 SH       DEFINED 1,3,4           17500
GETTY REALTY CORP.             COM              374297109     2797   114220 SH       DEFINED 1,3,4          114220
GIBRALTAR STEEL CORP.          COM              37476F103     3063   138942 SH       DEFINED 1,3,4          138942
GILEAD SCIENCES, INC.          COM              375558103     6843   122251 SH       DEFINED 1,3,4          122251
GILLETTE CO., THE              COM              375766102    19036   595455 SH       DEFINED 1,3,4          595455
GLACIER BANCORP, INC.          COM              37637Q105     1432    52200 SH       DEFINED 1,3,4           52200
GLATFELTER                     COM              377316104      142    11987 SH       DEFINED 1,3,4           11987
GLAXOSMITHKLINE PLC            COM              37733W105      248     5810 SH       DEFINED 1,3,4            5810
GLENBOROUGH REALTY TRUST INC   COM              37803P105      470    24964 SH       DEFINED 1,3,4           24964
GLIMCHER REALTY TRUST          COM              379302102      856    40638 SH       DEFINED 1,3,4           40638
GLOBAL IMAGING SYSTEMS, INC.   COM              37934A100     5075   206526 SH       DEFINED 1,3,4          206526
GLOBAL PAYMENTS, INC.          COM              37940X102    20268   562906 SH       DEFINED 1,3,4          562906
GLOBESPANVIRATA, INC.          COM              37957V106     6910   957091 SH       DEFINED 1,3,4          957091
GOLDEN WEST FINANCIAL CORP.    COM              381317106    15593   174249 SH       DEFINED 1,3,4          174249
GOLDMAN SACHS GROUP INC.       COM              38141G104    41689   496810 SH       DEFINED 1,3,4          496810
GOODRICH CORP.                 COM              382388106     1632    67416 SH       DEFINED 1,3,4           67416
GOODYEAR TIRE & RUBBER CO.     COM              382550101      651   100760 SH       DEFINED 1,3,4          100760
GOODYS FAMILY CLOTHING, INC.   COM              382588101      288    29242 SH       DEFINED 1,3,4           29242
GRACO, INC.                    COM              384109104    15824   421297 SH       DEFINED 1,3,4          421297
GRAFTECH INTERNATIONAL LTD.    COM              384313102       19     2400 SH       DEFINED 1,3,4            2400
GRAINGER (W.W.), INC.          COM              384802104     2492    52355 SH       DEFINED 1,3,4           52355
GRANITE CONSTRUCTION, INC.     COM              387328107      211    11380 SH       DEFINED 1,3,4           11380
GRANT PRIDECO, INC.            COM              38821G101      336    33263 SH       DEFINED 1,3,4           33263
GREAT ATLANTIC & PACIFIC TEA C COM              390064103      279    34589 SH       DEFINED 1,3,4           34589
GREAT LAKES CHEMICAL           COM              390568103      573    28986 SH       DEFINED 1,3,4           28986
GREAT PLAINS ENERGY, INC.      COM              391164100     3632   119697 SH       DEFINED 1,3,4          119697
GREATER BAY BANCORP            COM              391648102      318    15158 SH       DEFINED 1,3,4           15158
GREEN MOUNTAIN POWER CORP.     COM              393154109       99     4469 SH       DEFINED 1,3,4            4469
GREENPOINT FINANCIAL           COM              395384100     1142    38224 SH       DEFINED 1,3,4           38224
GRIFFON CORP.                  COM              398433102    10677   594505 SH       DEFINED 1,3,4          594505
GROUP 1 AUTOMOTIVE INC.        COM              398905109      697    20296 SH       DEFINED 1,3,4           20296
GROUP 1 SOFTWARE INC           COM              39943Y103     8381   466103 SH       DEFINED 1,3,4          466103
GRUPO TELEVISA SA              COM              40049J206    15604   426355 SH       DEFINED 1,3,4          426355
GTECH HOLDINGS CORP.           COM              400518106    38594   900800 SH       DEFINED 1,3,4          900800
GRUPO FINANCIERO BBVA          COM              40051M204      118     6800 SH       DEFINED 1,3,4            6800
GUIDANT CORP.                  COM              401698105    24576   524593 SH       DEFINED 1,3,4          524593
GUITAR CENTER, INC.            COM              402040109     5559   172929 SH       DEFINED 1,3,4          172929
GYMBOREE CORP.                 COM              403777105      995    70288 SH       DEFINED 1,3,4           70288
HCA, INC.                      COM              404119109    10582   287091 SH       DEFINED 1,3,4          287091
HCC INSURANCE HOLDINGS, INC.   COM              404132102      509    17452 SH       DEFINED 1,3,4           17452
HSBC HOLDINGS PLC              COM              404280406      260     3946 SH       DEFINED 1,3,4            3946
HAEMONETICS CORP/MASS          COM              405024100      512    21628 SH       DEFINED 1,3,4           21628
HAGGAR CORP.                   COM              405173105       87     5790 SH       DEFINED 1,3,4            5790
HAIN CELESTIAL GROUP, INC.     COM              405217100      553    30581 SH       DEFINED 1,3,4           30581
HALLIBURTON CO.                COM              406216101     6107   251697 SH       DEFINED 1,3,4          251697
HANCOCK FABRICS, INC.          COM              409900107      257    16539 SH       DEFINED 1,3,4           16539
JOHN HANCOCK FINANCIAL SRVCS   COM              41014S106    25683   759715 SH       DEFINED 1,3,4          759715
HANGER ORTHOPEDIC GRP.         COM              41043F208     6497   423231 SH       DEFINED 1,3,4          423231
HANOVER COMPRESSOR CO.         COM              410768105      199    19957 SH       DEFINED 1,3,4           19957
HARLAND (JOHN H.) CO.          COM              412693103     5770   218069 SH       DEFINED 1,3,4          218069
HARLEY-DAVIDSON INC.           COM              412822108    35547   737458 SH       DEFINED 1,3,4          737458
HARMAN INTERNATIONAL           COM              413086109     2845    28914 SH       DEFINED 1,3,4           28914
HARMONIC. INC.                 COM              413160102      344    54296 SH       DEFINED 1,3,4           54296
HARRAH'S ENTERTAINMENT         COM              413619107    18292   434285 SH       DEFINED 1,3,4          434285
HARRIS CORP.                   COM              413875105      649    18165 SH       DEFINED 1,3,4           18165
HARSCO CORP.                   COM              415864107      453    11753 SH       DEFINED 1,3,4           11753
HARTE HANKS INC.               COM              416196103      456    24918 SH       DEFINED 1,3,4           24918
HARTFORD FINANCIAL SVCS. GROUP COM              416515104    24792   471136 SH       DEFINED 1,3,4          471136
HASBRO, INC.                   COM              418056107    16769   897496 SH       DEFINED 1,3,4          897496
HAVERTY FURNITURE              COM              419596101      360    19703 SH       DEFINED 1,3,4           19703
HAWAIIAN ELECTRIC INDS         COM              419870100      448    10265 SH       DEFINED 1,3,4           10265
HEALTH MANAGEMNT ASSOC.        COM              421933102    19797   907504 SH       DEFINED 1,3,4          907504
HEALTHCARE REALTY TRUST, INC.  COM              421946104     1071    33471 SH       DEFINED 1,3,4           33471
HEALTHCARE REALTY TRUST, INC.  COM              421946104     1973    61700 SH       DEFINED 2,3,4           61700
HEALTH CARE REIT INC.          COM              42217K106     4513   146234 SH       DEFINED 1,3,4          146234
HEALTH CARE REIT INC.          COM              42217K106     1728    56000 SH       DEFINED 2,3,4           56000
HEALTH NET,  INC               COM              42222G108    10756   339757 SH       DEFINED 1,3,4          339757
HEARTLAND EXPRESS, INC.        COM              422347104    11425   475751 SH       DEFINED 1,3,4          475751
HEIDRICK & STRUGGLES INTL.     COM              422819102      276    16402 SH       DEFINED 1,3,4           16402
HEINZ (H.J.) CO.               COM              423074103     6925 201956.5 SH       DEFINED 1,3,4          201957
HELIX TECHNOLOGY CORP.         COM              423319102      384    23441 SH       DEFINED 1,3,4           23441
HELMERICH & PAYNE, INC.        COM              423452101      360    13725 SH       DEFINED 1,3,4           13725
HENRY (JACK) & ASSOCIATES      COM              426281101      417    24075 SH       DEFINED 1,3,4           24075
HERCULES, INC.                 COM              427056106      720    64435 SH       DEFINED 1,3,4           64435
HERLEY INDUSTRIES, INC.        COM              427398102     6351   362378 SH       DEFINED 1,3,4          362378
HERSHEY FOODS CORP.            COM              427866108    13279   182656 SH       DEFINED 1,3,4          182656
HEWLETT-PACKARD CO.            COM              428236103    44726  2310162 SH       DEFINED 1,3,4         2310162
HI-TECH PHARMACAL CO. INC.     COM              42840B101     4931   210170 SH       DEFINED 1,3,4          210170
HIBERNIA CORP. - CL A          COM              428656102    15958   787733 SH       DEFINED 1,3,4          787733
HILB ROGAL & HAMILTON CO.      COM              431294107     5690   183361 SH       DEFINED 1,3,4          183361
HILLENBRAND INDUSTRIES         COM              431573104    21284   377264 SH       DEFINED 1,3,4          377264
HILTON HOTELS CORP.            COM              432848109     3708   228741 SH       DEFINED 1,3,4          228741
HILTON HOTELS CORP.            COM              432848109     4532   279400 SH       DEFINED 2,3,4          279400
HINDALCO INDUSTRIES LTD 144A/R COM              433064102     1267    62250 SH       DEFINED 1,3,4           62250
HOLLYWOOD ENTERTAINMENT CORP.  COM              436141105     8373   492473 SH       DEFINED 1,3,4          492473
HOLOGIC INC.                   COM              436440101      242    17766 SH       DEFINED 1,3,4           17766
HOME DEPOT, INC.               COM              437076102    44891  1409535 SH       DEFINED 1,3,4         1409535
HOME PROPERTIES OF NY INC      COM              437306103     1619    41326 SH       DEFINED 1,3,4           41326
HOME PROPERTIES OF NY INC      COM              437306103     4536   115700 SH       DEFINED 2,3,4          115700
HON HAI PRECISION-144A         COM              438090102      865   102414 SH       DEFINED 1,3,4          102414
HON INDUSTRIES, INC.           COM              438092108     3825   103532 SH       DEFINED 1,3,4          103532
HONDA MOTOR CO LTD             COM              438128308      153     7668 SH       DEFINED 1,3,4            7668
HONEYWELL INTERNATIONAL, INC.  COM              438516106    13039   494765 SH       DEFINED 1,3,4          494765
HOOKER FURNITURE CORP.         COM              439038100      270     7709 SH       DEFINED 1,3,4            7709
HOOPER HOLMES, INC.            COM              439104100      388    58180 SH       DEFINED 1,3,4           58180
HORACE MANN EDUCATORS          COM              440327104      166    11705 SH       DEFINED 1,3,4           11705
HORMEL FOODS CORP.             COM              440452100      869    37903 SH       DEFINED 1,3,4           37903
HOSPITALITY PROPERTIES TR      COM              44106M102      602    17147 SH       DEFINED 1,3,4           17147
HOST MARRIOTT CORP.            COM              44107P104      190    17675 SH       DEFINED 1,3,4           17675
HOST MARRIOTT CORP.            COM              44107P104     4366   406925 SH       DEFINED 2,3,4          406925
HOT TOPIC, INC.                COM              441339108      955    42453 SH       DEFINED 1,3,4           42453
HOUSTON EXPLORATION CO.        COM              442120101     7583   216107 SH       DEFINED 1,3,4          216107
HOVNANIAN ENTERPRISES-A        COM              442487203     8263   128374 SH       DEFINED 1,3,4          128374
HUBBELL, INC. - CL B           COM              443510201      588    16280 SH       DEFINED 1,3,4           16280
HUDSON UNITED BANCORP          COM              444165104    22473   638911 SH       DEFINED 1,3,4          638911
HUFFY CORP.                    COM              444356109       84    14021 SH       DEFINED 1,3,4           14021
HUGHES SUPPLY, INC.            COM              444482103      686    21073 SH       DEFINED 1,3,4           21073
HUMANA, INC.                   COM              444859102     2087   115461 SH       DEFINED 1,3,4          115461
HUMAN GENOME SCIENCES INC      COM              444903108     5975   437320 SH       DEFINED 1,3,4          437320
HUNT (JB) TRANSPRT SVCS, INC.  COM              445658107     7592   291845 SH       DEFINED 1,3,4          291845
HUNTINGTON BANCSHARES, INC.    COM              446150104     2606   131510 SH       DEFINED 1,3,4          131510
HUTCHINSON TECHNOLOGY, INC.    COM              448407106     5011   151334 SH       DEFINED 1,3,4          151334
HYDRIL CO.                     COM              448774109      416    20450 SH       DEFINED 1,3,4           20450
ICN PHARMACEUTICALS, INC.      COM              448924100     3970   231294 SH       DEFINED 1,3,4          231294
HYPERION SOLUTIONS CORP.       COM              44914M104     3732   129129 SH       DEFINED 1,3,4          129129
HYUNDAI MOTOR CO.-144A         COM              449187707      199    13877 SH       DEFINED 1,3,4           13877
ICOS CORP.                     COM              449295104     6689   174600 SH       DEFINED 1,3,4          174600
ICU MEDICAL, INC.              COM              44930G107     4165   153115 SH       DEFINED 1,3,4          153115
IDEC PHARMACEUTICALS CORP.     COM              449370105     1453    43790 SH       DEFINED 1,3,4           43790
IHOP CORP.                     COM              449623107      633    19389 SH       DEFINED 1,3,4           19389
IMC GLOBAL, INC.               COM              449669100      198    31543 SH       DEFINED 1,3,4           31543
IMCO RECYCLING, INC.           COM              449681105       83    13825 SH       DEFINED 1,3,4           13825
IMS HEALTH, INC.               COM              449934108    33069  1567263 SH       DEFINED 1,3,4         1567263
ISTAR FINANCIAL, INC.          COM              45031U101    11026   283140 SH       DEFINED 1,3,4          283140
ITT EDUCATIONAL SERVICES, INC. COM              45068B109     1928    40280 SH       DEFINED 1,3,4           40280
IBERIABANK CORP                COM              450828108     1252    23764 SH       DEFINED 1,3,4           23764
ITT INDUSTRIES, INC.           COM              450911102    14405   240772 SH       DEFINED 1,3,4          240772
ICICI BANK LTD                 COM              45104G104     2640   250148 SH       DEFINED 1,3,4          250148
IDACORP, INC.                  COM              451107106      266    10466 SH       DEFINED 1,3,4           10466
IDEX CORP.                     COM              45167R104     1071    29412 SH       DEFINED 1,3,4           29412
IDINE REWARDS NETWORK, INC.    COM              45168A100      332    20416 SH       DEFINED 1,3,4           20416
IDEXX LABS, INC.               COM              45168D104     8730   205496 SH       DEFINED 1,3,4          205496
ILEX ONCOLOGY, INC.            COM              451923106     2875   172915 SH       DEFINED 1,3,4          172915
ILLINOIS TOOL WORKS, INC.      COM              452308109    25706   387939 SH       DEFINED 1,3,4          387939
IMATION CORP.                  COM              45245A107      315     9734 SH       DEFINED 1,3,4            9734
IMAGISTICS INTL INC            COM              45247T104     5319   183654 SH       DEFINED 1,3,4          183654
IMMUCOR, INC.                  COM              452526106     3882   144065 SH       DEFINED 1,3,4          144065
INAMED CORP                    COM              453235103    12770   173886 SH       DEFINED 1,3,4          173886
INDEPENDANCE COMMUNITY BANK    COM              453414104     9606   275158 SH       DEFINED 1,3,4          275158
INDEPENDENT BANK CORP - MASS.  COM              453836108     1084    42327 SH       DEFINED 1,3,4           42327
INDEVUS PHARMACEUTICALS, INC.  COM              454072109     2970   555281 SH       DEFINED 1,3,4          555281
INDYMAC BANCORP, INC.          COM              456607100    13166   568335 SH       DEFINED 1,3,4          568335
INFINEON TECHNOLOGIES          COM              45662N103      178    13820 SH       DEFINED 1,3,4           13820
INET TECHNOLOGIES, INC.        COM              45662V105     1447   111907 SH       DEFINED 1,3,4          111907
INFORMATION HOLDINGS, INC.     COM              456727106      376    18743 SH       DEFINED 1,3,4           18743
ING GROEP NV                   COM              456837103      116     6210 SH       DEFINED 1,3,4            6210
INGRAM MICRO, INC.             COM              457153104     1120    85890 SH       DEFINED 1,3,4           85890
INPUT/OUTPUT, INC.             COM              457652105      177    45997 SH       DEFINED 1,3,4           45997
INSIGHT ENTERPRISES, INC.      COM              45765U103      629    41489 SH       DEFINED 1,3,4           41489
INSITUFORM TECNOL, INC. - CI A COM              457667103      422    23751 SH       DEFINED 1,3,4           23751
INSURANCE AUTO AUCTIONS, INC.  COM              457875102      116    10342 SH       DEFINED 1,3,4           10342
INTEGRA LIFESCIENCES HOLDING   COM              457985208      679    23990 SH       DEFINED 1,3,4           23990
INTEGRATED DEVICE TECH, INC.   COM              458118106     6398   515215 SH       DEFINED 1,3,4          515215
INTEGRATED CIRCUIT SYSTEMS, IN COM              45811K208      574    19066 SH       DEFINED 1,3,4           19066
INTEL CORP.                    COM              458140100   138457  5033014 SH       DEFINED 1,3,4         5033014
INTER-TEL, INC.- SER A         COM              458372109    13454   547948 SH       DEFINED 1,3,4          547948
INTERACTIVE INTELLIGENCE INC   COM              45839M103     1126   373845 SH       DEFINED 1,3,4          373845
INTERFACE, INC.- CI A          COM              458665106      249    46066 SH       DEFINED 1,3,4           46066
INTERDIGITAL COMM CORP         COM              45866A105     4162   277384 SH       DEFINED 1,3,4          277384
INTERMAGNETICS GENERAL CORP.   COM              458771102     4196   187712 SH       DEFINED 1,3,4          187712
INTERMET CORP.                 COM              45881K104       95    22992 SH       DEFINED 1,3,4           22992
INTERMUNE, INC.                COM              45884X103     2590   135550 SH       DEFINED 1,3,4          135550
INTERNATIONAL BANCSHARES CRP   COM              459044103      808    19500 SH       DEFINED 1,3,4           19500
INTERNATIONAL BUSINESS MACHINE COM              459200101   103062  1166749 SH       DEFINED 1,3,4         1166749
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    19565   591309 SH       DEFINED 1,3,4          591309
INTL GAME TECHNOLOGY           COM              459902102    48245  1713964 SH       DEFINED 1,3,4         1713964
INTL MULTIFOODS CORP.          COM              460043102      406    17272 SH       DEFINED 1,3,4           17272
INTERNATIONAL PAPER CO.        COM              460146103    10759 275789.00SH       DEFINED 1,3,4          275789
INTL RECTIFIER CORP.           COM              460254105     8885   237261 SH       DEFINED 1,3,4          237261
INT'L SPEEDWAY CORP.           COM              460335201      655    14781 SH       DEFINED 1,3,4           14781
INTERNET SECURITY SYSTEMS INC. COM              46060X107      168    13629 SH       DEFINED 1,3,4           13629
INTERPUBLIC GROUP OF COS., INC COM              460690100    22938  1624381 SH       DEFINED 1,3,4         1624381
INTERSIL CORP.                 COM              46069S109      917    38670 SH       DEFINED 1,3,4           38670
INTERSTATE BAKERIES CP.        COM              46072H108      184    12275 SH       DEFINED 1,3,4           12275
INTUIT INC.                    COM              461202103    18859   390865 SH       DEFINED 1,3,4          390865
INVACARE CORP.                 COM              461203101     1046    27749 SH       DEFINED 1,3,4           27749
INVESTMENT TECHNOLOGY GP, INC. COM              46145F105      248    12952 SH       DEFINED 1,3,4           12952
INVISION TECHNOLOGIES, INC.    COM              461851107      377    15507 SH       DEFINED 1,3,4           15507
INVITROGEN CORP.               COM              46185R100     1157    19980 SH       DEFINED 1,3,4           19980
INVESTORS FINANCIAL SCVS CP    COM              461915100     1779    56737 SH       DEFINED 1,3,4           56737
IONICS, INC.                   COM              462218108      390    15823 SH       DEFINED 1,3,4           15823
BANK OF IRELAND                COM              46267Q103      106     2180 SH       DEFINED 1,3,4            2180
IRWN FINANCIAL CORP.           COM              464119106      613    25118 SH       DEFINED 1,3,4           25118
ISHARES MSCI JAPAN INDEX FUND  COM              464286848      317    36200 SH       DEFINED 1,3,4           36200
ISHARES MSCI HONG KONG INDEX F COM              464286871     2368   250000 SH       DEFINED 1,3,4          250000
ISHARES S&P 500 INDEX FUND     COM              464287200      754     7550 SH       DEFINED 1,3,4            7550
ISHARES MSCI EMERGING MKT IN   COM              464287234    25964   191008 SH       DEFINED 1,3,4          191008
ISHARES MSCI EAFE INDEX FUND   COM              464287465     5022    42900 SH       DEFINED 1,3,4           42900
ISHARES RUSSELL MILDCAP GROWTH COM              464287481     2684    40775 SH       DEFINED 1,3,4           40775
ISHARES TRUST - S&P MIDCAP 400 COM              464287507    19120   187051 SH       DEFINED 1,3,4          187051
ISHARES COHEN & STEERS RLTY    COM              464287564     1634    16600 SH       DEFINED 2,3,4           16600
ISHARES RUSSELL 1000 VALUE     COM              464287598     2129    41410 SH       DEFINED 1,3,4           41410
ISHARES TRUST - RUSSELL 2000 G COM              464287648    17539   333941 SH       DEFINED 1,3,4          333941
ISHARES TRUST - RUSSELL 2000   COM              464287655     4458    45968 SH       DEFINED 1,3,4           45968
ISHARES TRUST-S&P SM-CAP 600   COM              464287804    22107   188653 SH       DEFINED 1,3,4          188653
ISHARES TRUST S&P SMCAP GROWTH COM              464287887     8947   113600 SH       DEFINED 1,3,4          113600
ISLE OF CAPRI CASINOS          COM              464592104     1997   100845 SH       DEFINED 1,3,4          100845
ITRON, INC.                    COM              465741106      368    18391 SH       DEFINED 1,3,4           18391
IVAX CORP.                     COM              465823102     1050    53607 SH       DEFINED 1,3,4           53607
J & J SNACK FOODS CORP.        COM              466032109      269     7806 SH       DEFINED 1,3,4            7806
JDS UNIPHASE CORP.             COM              46612J101     4114  1142133 SH       DEFINED 1,3,4         1142133
JDA SOFTWARE GROUP, INC.       COM              46612K108      379    25629 SH       DEFINED 1,3,4           25629
JILL GROUP, INC.               COM              466189107      204    17580 SH       DEFINED 1,3,4           17580
JLG INDUSTRIES INC.            COM              466210101      445    38622 SH       DEFINED 1,3,4           38622
JP MORGAN CHASE & CO.          COM              46625H100    48545  1413931 SH       DEFINED 1,3,4         1413931
JSC MMC NORILSK NICKEL         COM              46626D108     4311    86407 SH       DEFINED 1,3,4           86407
J2 GLOBAL COMMUNICATIONS, INC. COM              46626E205     2036    53856 SH       DEFINED 1,3,4           53856
JABIL CIRCUIT INC.             COM              466313103     2972   114012 SH       DEFINED 1,3,4          114012
JACK IN THE BOX, INC.          COM              466367109      574    32334 SH       DEFINED 1,3,4           32334
JACOBS ENGINEERING GROUP       COM              469814107     6651   147616 SH       DEFINED 1,3,4          147616
JAKKS PACIFIC INC.             COM              47012E106      264    22083 SH       DEFINED 1,3,4           22083
JANUS CAPITAL GROUP, INC.      COM              47102X105     1922   137573 SH       DEFINED 1,3,4          137573
JARDEN CORP.                   COM              471109108     5579   147800 SH       DEFINED 1,3,4          147800
JEFFERIES GROUP, INC.          COM              472319102     1421    49258 SH       DEFINED 1,3,4           49258
JEFFERSON-PILOT CORP.          COM              475070108     3619    81498 SH       DEFINED 1,3,4           81498
JETBLUE AIRWAYS CORP.          COM              477143101     1089    17794 SH       DEFINED 1,3,4           17794
JO-ANN STORES, INC. CLASS A    COM              47758P109     8656   310175 SH       DEFINED 1,3,4          310175
JOHNSON & JOHNSON              COM              478160104   135931  2745041 SH       DEFINED 1,3,4         2745041
JOHNSON CONTROLS, INC.         COM              478366107     5671    59959 SH       DEFINED 1,3,4           59959
JONES APPAREL GROUP INC        COM              480074103     2266    75761 SH       DEFINED 1,3,4           75761
JOURNAL COMMUNICATIONS, INC.   COM              481130102     1235    74760 SH       DEFINED 1,3,4           74760
JUNIPER NETWORKS, INC.         COM              48203R104      381    25620 SH       DEFINED 1,3,4           25620
KCS ENERGY, INC.               COM              482434206     3089   454030 SH       DEFINED 1,3,4          454030
KLA-TENCOR CORP.               COM              482480100     6856   133464 SH       DEFINED 1,3,4          133464
K-SWISS, INC. CLASS A          COM              482686102      567    15845 SH       DEFINED 1,3,4           15845
KT&G CORP.-144A                COM              48268G100      360    39367 SH       DEFINED 1,3,4           39367
KT CORPORATION                 COM              48268K101     5107   256261 SH       DEFINED 1,3,4          256261
K2, INC.                       COM              482732104      362    24339 SH       DEFINED 1,3,4           24339
KAMAN CORP. CLASS A            COM              483548103      262    20279 SH       DEFINED 1,3,4           20279
KANSAS CITY SOUTHERN           COM              485170302      615    55408 SH       DEFINED 1,3,4           55408
KAYDON CORP.                   COM              486587108      595    25183 SH       DEFINED 1,3,4           25183
KEANE, INC.                    COM              486665102      223    17469 SH       DEFINED 1,3,4           17469
KB HOME                        COM              48666K109     5360    89876 SH       DEFINED 1,3,4           89876
KEITHLEY INSTURMENTS, INC.     COM              487584104      193    13923 SH       DEFINED 1,3,4           13923
KELLOGG CO.                    COM              487836108     9070   271997 SH       DEFINED 1,3,4          271997
KELLWOOD CO.                   COM              488044108     5151   153908 SH       DEFINED 1,3,4          153908
KELLY SERVICES, INC. -CI A     COM              488152208      243     9754 SH       DEFINED 1,3,4            9754
KEMET CORP.                    COM              488360108      299    23666 SH       DEFINED 1,3,4           23666
KENNAMETAL, INC.               COM              489170100      388    10395 SH       DEFINED 1,3,4           10395
KERR-MCGEE CORP.               COM              492386107     2604    58451 SH       DEFINED 1,3,4           58451
KEYCORP                        COM              493267108     6183   241631 SH       DEFINED 1,3,4          241631
KEYSPAN CORP.                  COM              49337W100     3199    91188 SH       DEFINED 1,3,4           91188
KEYSTONE PROPERTY TRUST        COM              493596100     1305    64363 SH       DEFINED 1,3,4           64363
KILROY REALTY CORP.            COM              49427F108      708    24849 SH       DEFINED 1,3,4           24849
KIMBERLY-CLARK CORP.           COM              494368103    14953   291374 SH       DEFINED 1,3,4          291374
KIMCO REALTY CORP.             COM              49446R109    34026   830506 SH       DEFINED 1,3,4          830506
KIMCO REALTY CORP.             COM              49446R109    17294   422100 SH       DEFINED 2,3,4          422100
KINDER MORGAN, INC.            COM              49455P101     3819    70686 SH       DEFINED 1,3,4           70686
KING PHARMACEUTICALS, INC.     COM              495582108     2116   139698 SH       DEFINED 1,3,4          139698
KIRBY CORP.                    COM              497266106      619    21673 SH       DEFINED 1,3,4           21673
KNIGHT-RIDDER, INC.            COM              499040103    15180   227548 SH       DEFINED 1,3,4          227548
KNIGHT TRANSPORTATION, INC.    COM              499064103      840    33563 SH       DEFINED 1,3,4           33563
KOHLS CORP.                    COM              500255104    16932   316430 SH       DEFINED 1,3,4          316430
KONINKLIJKE PHILIPS ELEC.      COM              500472303      120     5227 SH       DEFINED 1,3,4            5227
KOOKMIN BANK                   COM              50049M109      464    14043 SH       DEFINED 1,3,4           14043
KOPIN CORP                     COM              500600101      433    62400 SH       DEFINED 1,3,4           62400
KOREA ELECTRIC POWER           COM              500631106      421    40008 SH       DEFINED 1,3,4           40008
KORN/FERRY INTERNATIONAL       COM              500643200       82    10303 SH       DEFINED 1,3,4           10303
KOS PHARMACEUTICALS INC.       COM              500648100      832    24220 SH       DEFINED 1,3,4           24220
KRISPY KREME DOUGHNUTS, INC.   COM              501014104      612    15953 SH       DEFINED 1,3,4           15953
KROGER CO., THE                COM              501044101     7718   432027 SH       DEFINED 1,3,4          432027
KROLL, INC.                    COM              501049100      698    37450 SH       DEFINED 1,3,4           37450
KRONOS INC.                    COM              501052104      960    18120 SH       DEFINED 1,3,4           18120
KULICKE & SOFFA                COM              501242101      490    44919 SH       DEFINED 1,3,4           44919
LSI LOGIC CORP.                COM              502161102     2368   263481 SH       DEFINED 1,3,4          263481
LTX CORP.                      COM              502392103      153    13573 SH       DEFINED 1,3,4           13573
L-3 COMMUNICATIONS HOLDINGS IN COM              502424104     6837   158169 SH       DEFINED 1,3,4          158169
LA-Z-BOY, INC.                 COM              505336107     1087    49073 SH       DEFINED 1,3,4           49073
LABOR READY, INC.              COM              505401208      365    36122 SH       DEFINED 1,3,4           36122
LABRANCHE & CO., INC.          COM              505447102     4279   292960 SH       DEFINED 1,3,4          292960
LACLEDE GROUP INC.             COM              505597104      463    17133 SH       DEFINED 1,3,4           17133
LAM RESEARCH CORP.             COM              512807108     3570   161026 SH       DEFINED 1,3,4          161026
STATE BK OF INDIA-Reg S        COM              5131091        935    37055 SH       DEFINED 1,3,4           37055
LANCASTER COLONY CORP.         COM              513847103     9028   226980 SH       DEFINED 1,3,4          226980
LANCE, INC.                    COM              514606102      258    26163 SH       DEFINED 1,3,4           26163
LANDAMERICA FINANCIAL GROUP, I COM              514936103     3088    67401 SH       DEFINED 1,3,4           67401
LANDRYS RESTAURANTS            COM              51508L103     4777   231860 SH       DEFINED 1,3,4          231860
LANDSTAR SYSTEM, INC.          COM              515098101     4729    77495 SH       DEFINED 1,3,4           77495
LASALLE HOTEL PROPERTIES       COM              517942108       64     3700 SH       DEFINED 1,3,4            3700
LASALLE HOTEL PROPERTIES       COM              517942108     1524    88000 SH       DEFINED 2,3,4           88000
LATTICE SEMICONDUCTOR CORP.    COM              518415104      219    30822 SH       DEFINED 1,3,4           30822
LAWSON PRODUCTS                COM              520776105      228     8522 SH       DEFINED 1,3,4            8522
LEAR CORP.                     COM              521865105    16663   316557 SH       DEFINED 1,3,4          316557
LEE ENTERPRISES                COM              523768109      469    12215 SH       DEFINED 1,3,4           12215
LEGATO SYSTEMS INC.            COM              524651106      362    32272 SH       DEFINED 1,3,4           32272
LEGGETT & PLATT, INC.          COM              524660107     2419   111816 SH       DEFINED 1,3,4          111816
LEGG MASON, INC.               COM              524901105    21839   302485 SH       DEFINED 1,3,4          302485
LEHMAN BROTHERS HOLDINGS, INC. COM              524908100    32092   464504 SH       DEFINED 1,3,4          464504
LENNAR CORP.                   COM              526057104    17843   229320 SH       DEFINED 1,3,4          229320
LENNOX INTERNATIONAL, INC.     COM              526107107     7158   489930 SH       DEFINED 1,3,4          489930
LEUCADIA NATIONAL CORP         COM              527288104    15992   422575 SH       DEFINED 1,3,4          422575
LEVEL 3 COMMUNICATIONS         COM              52729N100      669   123250 SH       DEFINED 1,3,4          123250
LEXINGTON GENETICS, INC.       COM              528872104     1626   315330 SH       DEFINED 1,3,4          315330
LEXINGTON CORPORATE PPTYS TR   COM              529043101      606    31548 SH       DEFINED 1,3,4           31548
LEXINGTON CORPORATE PPTYS TR   COM              529043101     2327   121500 SH       DEFINED 2,3,4          121500
LEXMARK INTERNATIONAL, INC., C COM              529771107    30344   481577 SH       DEFINED 1,3,4          481577
LIBBEY, INC.                   COM              529898108      343    12188 SH       DEFINED 1,3,4           12188
LIBERTY MEDIA GROUP            COM              530718105    36893  3700371 SH       DEFINED 1,3,4         3700371
LIBERTY PROPERTY TRUST         COM              531172104      944    25514 SH       DEFINED 1,3,4           25514
LIBERTY PROPERTY TRUST         COM              531172104     3418    92400 SH       DEFINED 2,3,4           92400
LIFEPOINT HOSPITALS, INC.      COM              53219L109      280    11730 SH       DEFINED 1,3,4           11730
LILLY (ELI) & CO.              COM              532457108    39722   668736 SH       DEFINED 1,3,4          668736
LIMITED BRANDS, INC.           COM              532716107     9706   643887 SH       DEFINED 1,3,4          643887
LINCARE HOLDINGS, INC.         COM              532791100    18987   517959 SH       DEFINED 1,3,4          517959
LINCOLN NATIONAL CORP.         COM              534187109    24472   691845 SH       DEFINED 1,3,4          691845
LINDSAY MANUFACTURING CO.      COM              535555106      212    10538 SH       DEFINED 1,3,4           10538
LINEAR TECHNOLOGIES CORP.      COM              535678106    32073   895578 SH       DEFINED 1,3,4          895578
LINENS N THINGS, INC.          COM              535679104      973    40782 SH       DEFINED 1,3,4           40782
LION BIOSCIENCE                COM              536191109      564   118384 SH       DEFINED 3,4            118384
LIZ CLAIBORNE, INC.            COM              539320101     2124    62418 SH       DEFINED 1,3,4           62418
LOCAL FINANCIAL CORP.          COM              539553107     4644   259481 SH       DEFINED 1,3,4          259481
LOCKHEED MARTIN CORP.          COM              539830109    30403   658914 SH       DEFINED 1,3,4          658914
LOEWS CORP.                    COM              540424108     4299   106535 SH       DEFINED 1,3,4          106535
LONE STAR STEAKHOUSE SALOON    COM              542307103      389    18642 SH       DEFINED 1,3,4           18642
LONE STAR TECHNOLOGIES, INC    COM              542312103      345    25553 SH       DEFINED 1,3,4           25553
LONGS DRUG STORES CORP.        COM              543162101      206    10236 SH       DEFINED 1,3,4           10236
LONGVIEW FIBRE CO.             COM              543213102      135    13993 SH       DEFINED 1,3,4           13993
LOUISIANA PACIFIC CORP.        COM              546347105     2053   149348 SH       DEFINED 1,3,4          149348
LOWE'S COMPANIES, INC.         COM              548661107    24129   464947 SH       DEFINED 1,3,4          464947
LUBRIZOL CORP.                 COM              549271104     4229   130511 SH       DEFINED 1,3,4          130511
LUCENT TECHNOLOGIES, INC.      COM              549463107     5156  2386844 SH       DEFINED 1,3,4         2386844
LYDALL, INC.                   COM              550819106      176    14546 SH       DEFINED 1,3,4           14546
LYONDELL CHEMICAL CO.          COM              552078107      563    44348 SH       DEFINED 1,3,4           44348
M & T BANK CORPORATION         COM              55261F104    32856   376349 SH       DEFINED 1,3,4          376349
MAF BANCORP INC.               COM              55261R108     2053    53769 SH       DEFINED 1,3,4           53769
MBIA, INC.                     COM              55262C100     4593    83609 SH       DEFINED 1,3,4           83609
MBNA CORP.                     COM              55262L100    17295   758678 SH       DEFINED 1,3,4          758678
MB FINANCIAL, INC.             COM              55264U108     1495    33598 SH       DEFINED 1,3,4           33598
MDC HOLDINGS, INC.             COM              552676108     1402    26064 SH       DEFINED 1,3,4           26064
MDU RESOURCES GROUP, INC.      COM              552690109    12196   361039 SH       DEFINED 1,3,4          361039
MEMC ELECTONIC MATERIALS       COM              552715104     3741   343120 SH       DEFINED 1,3,4          343120
MFA MORTGAGE INVESTMENTS, INC. COM              55272X102     1097   115182 SH       DEFINED 1,3,4          115182
MGIC INVESTMENT CORP. (WIS.)   COM              552848103     2939    56466 SH       DEFINED 1,3,4           56466
MGI PHARMA, INC.               COM              552880106     3625    92310 SH       DEFINED 1,3,4           92310
M/I SCHOTTENSTEIN HOMES, INC.  COM              55305B101     4068   102542 SH       DEFINED 1,3,4          102542
MPS GROUP, INC.                COM              553409103      253    27935 SH       DEFINED 1,3,4           27935
MRO SOFTWARE, INC.             COM              55347W105      298    22037 SH       DEFINED 1,3,4           22037
MTS SYSTEMS CORPORATION        COM              553777103     1122    73609 SH       DEFINED 1,3,4           73609
MACDERMID, INC.                COM              554273102     5590   211474 SH       DEFINED 1,3,4          211474
MACERICH CO.                   COM              554382101     8925   236400 SH       DEFINED 1,3,4          236400
MACERICH CO.                   COM              554382101     3423    90700 SH       DEFINED 2,3,4           90700
MACK-CALI REALTY CORP.         COM              554489104      622    15918 SH       DEFINED 1,3,4           15918
MACROVISION CORP               COM              555904101     5304   287333 SH       DEFINED 1,3,4          287333
MACROMEDIA, INC.               COM              556100105     1195    48267 SH       DEFINED 1,3,4           48267
STEVEN MADDEN LTD              COM              556269108     4168   219708 SH       DEFINED 1,3,4          219708
MAGNETEK, INC.                 COM              559424106      102    21136 SH       DEFINED 1,3,4           21136
MANDALAY RESORT GROUP          COM              562567107     6542   165259 SH       DEFINED 1,3,4          165259
MANHATTAN ASSOCIATES, INC.     COM              562750109      693    26684 SH       DEFINED 1,3,4           26684
MANITOWOC CO.                  COM              563571108      511    23723 SH       DEFINED 1,3,4           23723
MANOR CARE, INC.               COM              564055101     1532    51073 SH       DEFINED 1,3,4           51073
MANPOWER, INC. WI              COM              56418H100     4609   124294 SH       DEFINED 1,3,4          124294
MANTECH INTERNATIONAL CORP.    COM              564563104     6272   251992 SH       DEFINED 1,3,4          251992
MANUFACTURED HOMES             COM              564682102      164     4200 SH       DEFINED 1,3,4            4200
MANUFACTURED HOMES             COM              564682102     4123   105200 SH       DEFINED 2,3,4          105200
MAPINFO CORP                   COM              565105103      134    13813 SH       DEFINED 1,3,4           13813
MARATHON OIL CORP.             COM              565849106    22921   804057 SH       DEFINED 1,3,4          804057
MARCUS CORP.                   COM              566330106      408    26492 SH       DEFINED 1,3,4           26492
MARSH & MCLENNAN COS., INC.    COM              571748102    14591   306479 SH       DEFINED 1,3,4          306479
MARSHALL & IISLEY CORP.        COM              571834100    22727   721156 SH       DEFINED 1,3,4          721156
MARRIOTT INTERNATIONAL, INC.   COM              571903202    18537   430721 SH       DEFINED 1,3,4          430721
MARTIN MARIETTA MATERIALS      COM              573284106      488    13403 SH       DEFINED 1,3,4           13403
MASCO CORP.                    COM              574599106     7603   310361 SH       DEFINED 1,3,4          310361
HON HAI PRECISION-Reg S        COM              5758218        311    36824 SH       DEFINED 1,3,4           36824
MASSEY ENERGY CO,              COM              576206106     6501   488697 SH       DEFINED 1,3,4          488697
MATERIAL SCIENCES CORP         COM              576674105      129    12701 SH       DEFINED 1,3,4           12701
MATSUSHITA ELEC IND            COM              576879209      158    13200 SH       DEFINED 1,3,4           13200
MATTEL, INC.                   COM              577081102    18843   993886 SH       DEFINED 1,3,4          993886
MAXTOR CORP                    COM              577729205    13291  1092080 SH       DEFINED 1,3,4         1092080
MAXIM INTEGRATED PRODUCTS      COM              57772K101    19938   504727 SH       DEFINED 1,3,4          504727
MAY DEPARTMENT STORES CO.      COM              577778103     4079   165624 SH       DEFINED 1,3,4          165624
MAVERICK TUBE CORP             COM              577914104      584    37642 SH       DEFINED 1,3,4           37642
MAXIMUS, INC.                  COM              577933104      648    18758 SH       DEFINED 1,3,4           18758
MAYTAG CORP.                   COM              578592107     1123    45004 SH       DEFINED 1,3,4           45004
MCCORMICK & CO.                COM              579780206    28212  1029063 SH       DEFINED 1,3,4         1029063
MCDATA CORPORATION-A           COM              580031201     8337   696591 SH       DEFINED 1,3,4          696591
MCDONALDS CORP.                COM              580135101    18329   778766 SH       DEFINED 1,3,4          778766
MCGRAW-HILL, INC.              COM              580645109     6831   109942 SH       DEFINED 1,3,4          109942
MCKESSON CORP.                 COM              58155Q103    14639   439771 SH       DEFINED 1,3,4          439771
MEADE INSTRUMENTS CORP.        COM              583062104       56    17787 SH       DEFINED 1,3,4           17787
MEADWESTVACO CORP.             COM              583334107     2930   114891 SH       DEFINED 1,3,4          114891
MEDAREX, INC.                  COM              583916101     1710   288060 SH       DEFINED 1,3,4          288060
MEDCO HEALTH SOLUTIONS, INC.   COM              58405U102     4041   155708 SH       DEFINED 1,3,4          155708
MEDIA GENERAL - CLASS A        COM              584404107     6488   106190 SH       DEFINED 1,3,4          106190
MEDICIS PHARMACEUTICAL-CL A    COM              584690309     1430    24390 SH       DEFINED 1,3,4           24390
MEDIMMUNE, INC.                COM              584699102    15445   467866 SH       DEFINED 1,3,4          467866
MEDTRONIC, INC.                COM              585055106    65554  1397061 SH       DEFINED 1,3,4         1397061
MELLON FINANCIAL CORP.         COM              58551A108     7546   250299 SH       DEFINED 1,3,4          250299
MEMBERWORKS, INC.              COM              586002107      343    10822 SH       DEFINED 1,3,4           10822
MENS WEARHOUSE, INC., (THE)    COM              587118100      913    35396 SH       DEFINED 1,3,4           35396
MENTOR CORP.                   COM              587188103      954    41688 SH       DEFINED 1,3,4           41688
MENTOR GRAPHICS CORP.          COM              587200106      328    18862 SH       DEFINED 1,3,4           18862
MERCANTILE BANKSHARES CORP.    COM              587405101      892    22369 SH       DEFINED 1,3,4           22369
MERCK & CO., INC.              COM              589331107    77411  1529262 SH       DEFINED 1,3,4         1529262
MERCURY COMPUTER SYSTEMS, INC. COM              589378108      407    18984 SH       DEFINED 1,3,4           18984
MERCURY INTERACTIVE CORP.      COM              589405109     3183    70079 SH       DEFINED 1,3,4           70079
MEREDITH CORP.                 COM              589433101     3184    68960 SH       DEFINED 1,3,4           68960
MERIDIAN BROTHERS INC.         COM              589584101     1152   115000 SH       DEFINED 1,3,4          115000
MERIT MEDICAL SYSTEMS INC      COM              589889104     4819 218086.00SH       DEFINED 1,3,4          218086
MERITAGE CORP COM              COM              59001A102     3350    70895 SH       DEFINED 1,3,4           70895
MERRILL LYNCH & CO., INC.      COM              590188108    52375   978492 SH       DEFINED 1,3,4          978492
MESA AIR GROUP, INC.           COM              590479101    11416  1028534 SH       DEFINED 1,3,4         1028534
METHODE ELECTRONICS - CL A     COM              591520200     4304   364450 SH       DEFINED 1,3,4          364450
METLIFE, INC.                  COM              59156R108    12554   447569 SH       DEFINED 1,3,4          447569
METRO-GOLDWYN-MAYER INC.       COM              591610100       23     1500 SH       DEFINED 1,3,4            1500
METRO ONE COMMUNICATIONS       COM              59163F105       76    22180 SH       DEFINED 1,3,4           22180
MICHAELS STORES, INC.          COM              594087108    23143   567886 SH       DEFINED 1,3,4          567886
MICREL, INC.                   COM              594793101     5549   455455 SH       DEFINED 1,3,4          455455
MICROS SYSTEMS, INC.           COM              594901100     7108   208010 SH       DEFINED 1,3,4          208010
MICROSOFT CORP.                COM              594918104   241764  8699633 SH       DEFINED 1,3,4         8699633
MICROCHIP TECHNOLOGY, INC.     COM              595017104     2365    98817 SH       DEFINED 1,3,4           98817
MICROMUSE INC.                 COM              595094103     4115   503069 SH       DEFINED 1,3,4          503069
MICRON TECHNOLOGY              COM              595112103     5419   403729 SH       DEFINED 1,3,4          403729
MICROSEMI CORP                 COM              595137100    11786   773532 SH       DEFINED 1,3,4          773532
MID-AMERICA APT CMNTYS INC.    COM              59522J103       36     1200 SH       DEFINED 1,3,4            1200
MID-AMERICA APT CMNTYS INC.    COM              59522J103      920    30500 SH       DEFINED 2,3,4           30500
MID ATLANTIC MEDICAL SERVICES, COM              59523C107     3122    60722 SH       DEFINED 1,3,4           60722
MIDAS, INC.                    COM              595626102      180    13547 SH       DEFINED 1,3,4           13547
S & P 400 MIDCAP DEP REC       COM              595635103    26139   279937 SH       DEFINED 1,3,4          279937
MIDWAY GAMES, INC.             COM              598148104      125    41803 SH       DEFINED 1,3,4           41803
MILACRON, INC.                 COM              598709103       68    30422 SH       DEFINED 1,3,4           30422
MILLENNIUM PHARMACTCLS, INC.   COM              599902103     1262    81838 SH       DEFINED 1,3,4           81838
MILLER (HERMAN), INC.          COM              600544100      453    19961 SH       DEFINED 1,3,4           19961
MILLIPORE CORP.                COM              601073109     1287    27901 SH       DEFINED 1,3,4           27901
MILLS CORP.                    COM              601148109     1615    41049 SH       DEFINED 1,3,4           41049
MILLS CORP.                    COM              601148109     9112   231600 SH       DEFINED 2,3,4          231600
MINERALS TECHNOLOGIES, INC.    COM              603158106     3436    67533 SH       DEFINED 1,3,4           67533
LIGHTHOUSE COMMUNICATIONS, INC COM              606600$$T        4   300000 SH       DEFINED 3,4            300000
MITSUBISHI CORP.               COM              606769305      235    13710 SH       DEFINED 1,3,4           13710
MOBILE MINI INC                COM              60740F105      248    12845 SH       DEFINED 1,3,4           12845
MODINE MANUFACTURING CO.       COM              607828100      222     9359 SH       DEFINED 1,3,4            9359
MOHAWK INDUSTRIES, INC.        COM              608190104     8633   121173 SH       DEFINED 1,3,4          121173
MOLEX, INC.                    COM              608554101    14713   514519 SH       DEFINED 1,3,4          514519
MONACO COACH CORP.             COM              60886R103      430  26088.5 SH       DEFINED 1,3,4           26089
MONRO MUFFLER BRAKE INC.       COM              610236101     1264    42661 SH       DEFINED 1,3,4           42661
MONSANTO                       COM              61166W101    34838  1455387 SH       DEFINED 1,3,4         1455387
MONSTER WORLDWIDE, INC.        COM              611742107     1620    64519 SH       DEFINED 1,3,4           64519
MONY GROUP INC.                COM              615337102      421    12866 SH       DEFINED 1,3,4           12866
MOODY'S  CORP.                 COM              615369105    25588   465613 SH       DEFINED 1,3,4          465613
MOOG INC                       COM              615394202     7159   182567 SH       DEFINED 1,3,4          182567
MORGAN STANLEY                 COM              617446448    46590   923204 SH       DEFINED 1,3,4          923204
MOTHERS WORK, INC.             COM              619903107     3942   129800 SH       DEFINED 1,3,4          129800
MOTOROLA, INC.                 COM              620076109    16023  1338582 SH       DEFINED 1,3,4         1338582
MOVIE GALLERY, INC.            COM              624581104     3443   175173 SH       DEFINED 1,3,4          175173
INTERWAVE COMMUNICATION        COM              6246HMS00        2     1000 SH       DEFINED 3,4              1000
MUELLER INDUSTRIES             COM              624756102      783    30773 SH       DEFINED 1,3,4           30773
MULTIMEDIA GAMES, INC.         COM              625453105     1905    52327 SH       DEFINED 1,3,4           52327
MURPHY OIL CORP.               COM              626717102     1476    25162 SH       DEFINED 1,3,4           25162
MYERS INDUSTRIES, INC.         COM              628464109      267    27039 SH       DEFINED 1,3,4           27039
MYLAN LABORATORIES, INC.       COM              628530107     4530   117323 SH       DEFINED 1,3,4          117323
NBTY, INC.                     COM              628782104     1394    59680 SH       DEFINED 1,3,4           59680
NCO GROUP INC.                 COM              628858102      547    23266 SH       DEFINED 1,3,4           23266
NCR CORP.                      COM              62886E108     9650   304284 SH       DEFINED 1,3,4          304284
NPS PHARMACEUTICALS, INC.      COM              62936P103     7741   277986 SH       DEFINED 1,3,4          277986
NTL INC.                       COM              62940M104     1033    21930 SH       DEFINED 1,3,4           21930
NTT DOCOMO, INC.               COM              62942M201      113     4650 SH       DEFINED 1,3,4            4650
NUI CORP.                      COM              629431107      212    14389 SH       DEFINED 1,3,4           14389
NVR, INC.                      COM              62944T105     2996     6423 SH       DEFINED 1,3,4            6423
NACCO INDUSTRIES, INC.         COM              629579103     1380    19285 SH       DEFINED 1,3,4           19285
NASH FINCH CO.                 COM              631158102      164    10736 SH       DEFINED 1,3,4           10736
AG WASTE RECOVERY SYSTEMS      COM              631500000      250   113638 SH       DEFINED 3,4            113638
NATIONAL CITY CORP.            COM              635405103    12779   433720 SH       DEFINED 1,3,4          433720
NATIONAL COMMERCE FINANCIAL CO COM              63545P104     1464    58946 SH       DEFINED 1,3,4           58946
NATIONAL FUEL GAS CO.          COM              636180101     7220   315783 SH       DEFINED 1,3,4          315783
NATIONAL INSTRUMENTS CORP.     COM              636518102      568    14145 SH       DEFINED 1,3,4           14145
NATIONAL-OILWELL, INC.         COM              637071101     6048   333243 SH       DEFINED 1,3,4          333243
NATIONAL PRESTO INDS., INC.    COM              637215104      205     6122 SH       DEFINED 1,3,4            6122
NATIONAL SEMICONDUCTOR CORP.   COM              637640103     8846   273874 SH       DEFINED 1,3,4          273874
NATURES SUNSHINE PRODS, INC.   COM              639027101      104    12498 SH       DEFINED 1,3,4           12498
NAUTILUS GROUP, INC.           COM              63910B102      369    29240 SH       DEFINED 1,3,4           29240
NAVISTAR INTERNATIONAL CORP.   COM              63934E108     1486    39982 SH       DEFINED 1,3,4           39982
NDCHEALTH CORP.                COM              639480102      658    31375 SH       DEFINED 1,3,4           31375
NEIMAN MARCUS GROUP, INC.-CL A COM              640204202    16692   400294 SH       DEFINED 1,3,4          400294
NELSON (THOMAS), INC.          COM              640376109      181    12922 SH       DEFINED 1,3,4           12922
NETWORK ASSOCIATES INC.        COM              640938106      638    46746 SH       DEFINED 1,3,4           46746
NESTLE SA                      COM              641069406       94     1623 SH       DEFINED 1,3,4            1623
NETEGRITY, INC.                COM              64110P107     1992   199235 SH       DEFINED 1,3,4          199235
NETWORK EQUIPMENT TECH, INC.   COM              641208103      187    20628 SH       DEFINED 1,3,4           20628
NETWORK APPLIANCE, INC.        COM              64120L104     4293   209318 SH       DEFINED 1,3,4          209318
NEUBERGER BERMAN, INC.         COM              641234109      807    19190 SH       DEFINED 1,3,4           19190
NEUROCRINEBIOSCIENCES, INC.    COM              64125C109      967    19540 SH       DEFINED 1,3,4           19540
NEW CENTURY FINANCIAL CORP.    COM              64352D101     7434   262469 SH       DEFINED 1,3,4          262469
NEW ENGLAND BUSINESS SVC., INC COM              643872104      312    11660 SH       DEFINED 1,3,4           11660
NEW JERSEY RESOURCES           COM              646025106     5882   163280 SH       DEFINED 1,3,4          163280
NEW PLAN EXCEL REALTY TRUST    COM              648053106      624    26695 SH       DEFINED 1,3,4           26695
NEW YORK COMMUNITY BANCORP     COM              649445103     6151   195209 SH       DEFINED 1,3,4          195209
NEW YORK TIMES CO.             COM              650111107     3726    85672 SH       DEFINED 1,3,4           85672
NEWCASTLE INVESTMENT CORP.     COM              65105M108    11321   492416 SH       DEFINED 1,3,4          492416
NEWELL RUBBERMAID, INC.        COM              651229106     3412   157320 SH       DEFINED 1,3,4          157320
NEWFIELD EXPLORATION CO.       COM              651290108    10664   276409 SH       DEFINED 1,3,4          276409
NEWMONT MINING CORP. (HOLDING  COM              651639106    25379   649369 SH       DEFINED 1,3,4          649369
NEWPORT CORP.                  COM              651824104      148    10616 SH       DEFINED 1,3,4           10616
NEWS CORP LTD.                 COM              652487703    32453   989318 SH       DEFINED 1,3,4          989318
NEWTEK CAPITAL, INC.           COM              652526104     1482   299818 SH       DEFINED 3,4            299818
NEXTEL COMMS                   COM              65332V103    12874   653873 SH       DEFINED 1,3,4          653873
NICOR, INC.                    COM              654086107      899    25660 SH       DEFINED 1,3,4           25660
NIKE, INC.                     COM              654106103     9702   159490 SH       DEFINED 1,3,4          159490
99 CENTS ONLY STORES           COM              65440K106     4670   144436 SH       DEFINED 1,3,4          144436
NIPPON TELEGRAPH &TELE         COM              654624105       82     3600 SH       DEFINED 1,3,4            3600
NISOURCE, INC.                 COM              65473P105     3836   192175 SH       DEFINED 1,3,4          192175
NISSAN MOTOR CO LTD            COM              654744408      401    18390 SH       DEFINED 1,3,4           18390
NOKIA CORP.                    COM              654902204       75     4816 SH       DEFINED 1,3,4            4816
NOBLE ENERGY, INC.             COM              655044105    10426   272205 SH       DEFINED 1,3,4          272205
NOMURA HOLDINGS, INC.          COM              65535H208      141     8830 SH       DEFINED 1,3,4            8830
NORDSON CORP.                  COM              655663102      241     9241 SH       DEFINED 1,3,4            9241
NORDSTROM, INC.                COM              655664100     1946    78476 SH       DEFINED 1,3,4           78476
NORFOLK SOUTHERN CORP.         COM              655844108     9595   518861 SH       DEFINED 1,3,4          518861
NORTEL NETWORKS CORP NEW       COM              656568102     1156   281798 SH       DEFINED 1,3,4          281798
NORTH FORK BANCORPORATION, INC COM              659424105    18036   519156 SH       DEFINED 1,3,4          519156
NORTHEAST UTILITIES            COM              664397106      660    36595 SH       DEFINED 1,3,4           36595
NORTHERN TRUST CORP.           COM              665859104     5387   126911 SH       DEFINED 1,3,4          126911
NORTHROP GRUMMAN CORP.         COM              666807102     9695   112453 SH       DEFINED 1,3,4          112453
NORTHWEST NATURAL GAS CO.      COM              667655104     5066   174696 SH       DEFINED 1,3,4          174696
NOVARTIS AG                    COM              66987V109      242     6244 SH       DEFINED 1,3,4            6244
NOVELL, INC.                   COM              670006105     1139   212906 SH       DEFINED 1,3,4          212906
NOVELLUS SYSTEMS INC.          COM              670008101     3673   108779 SH       DEFINED 1,3,4          108779
NOVEN PHARMACEUTICALS, INC.    COM              670009109      231    20204 SH       DEFINED 1,3,4           20204
NSTAR                          COM              67019E107      690    14530 SH       DEFINED 1,3,4           14530
NUCOR CORP.                    COM              670346105     2063    44835 SH       DEFINED 1,3,4           44835
NUEVO ENERGY CO.               COM              670509108     8955   492993 SH       DEFINED 1,3,4          492993
NVIDIA CORP.                   COM              67066G104     1462    91748 SH       DEFINED 1,3,4           91748
NYFIX, INC.                    COM              670712108      159    28059 SH       DEFINED 1,3,4           28059
O CAHRLEYS, INC.               COM              670823103      275    18693 SH       DEFINED 1,3,4           18693
OGE ENERGY, CORP.              COM              670837103      526    23359 SH       DEFINED 1,3,4           23359
OM GROUP, INC.                 COM              670872100      374    25465 SH       DEFINED 1,3,4           25465
NUVEEN INVESTMENTS, INC.       COM              67090F106    14094   512460 SH       DEFINED 1,3,4          512460
OSI PHARMACEUTICALS, INC.      COM              671040103      957    29500 SH       DEFINED 1,3,4           29500
OAK HILL FINANCIAL, INC.       COM              671337103     1069    36939 SH       DEFINED 1,3,4           36939
OCCIDENTAL PETROLEUM CORP.     COM              674599105    38685  1098065 SH       DEFINED 1,3,4         1098065
OCEANEERING INTERNATIONAL      COM              675232102      507    21733 SH       DEFINED 1,3,4           21733
OCTEL CORP. COM.               COM              675727101     1181    67743 SH       DEFINED 1,3,4           67743
ODYSSEY HEALTHCARE INC.        COM              67611V101      961    32222 SH       DEFINED 1,3,4           32222
OFFICE DEPOT, INC.             COM              676220106     6416   456362 SH       DEFINED 1,3,4          456362
OFFSHORE LOGISTICS             COM              676255102      412    20220 SH       DEFINED 1,3,4           20220
OHIO CASUALTY CORP.            COM              677240103      242    16683 SH       DEFINED 1,3,4           16683
LUKOIL HOLDING                 COM              677862104     3453    42036 SH       DEFINED 1,3,4           42036
OLD REPUBLIC INTL, CORP.       COM              680223104    26268   793586 SH       DEFINED 1,3,4          793586
OLIN, CORP.                    COM              680665205      251    15997 SH       DEFINED 1,3,4           15997
OMNICARE, INC.                 COM              681904108     2310    64015 SH       DEFINED 1,3,4           64015
OMNICOM                        COM              681919106     7847   109209 SH       DEFINED 1,3,4          109209
OMNOVA SOLUTIONS, INC.         COM              682129101      127    35880 SH       DEFINED 1,3,4           35880
ON ASSIGNMENT INC.             COM              682159108      118    22585 SH       DEFINED 1,3,4           22585
ONEOK, INC.                    COM              682680103    10826   536756 SH       DEFINED 1,3,4          536756
ONYX PHARMACEUTICALS INC.      COM              683399109     2088    96924 SH       DEFINED 1,3,4           96924
OPEN TEXT CORP.                COM              683715106     5446   159580 SH       DEFINED 1,3,4          159580
ORACLE CORP.                   COM              68389X105    36286  3234458 SH       DEFINED 1,3,4         3234458
O REILLY AUTOMOTIVE, INC.      COM              686091109      544    14777 SH       DEFINED 1,3,4           14777
ORTHODONTIC CENTERS OF AMER    COM              68750P103      354    45123 SH       DEFINED 1,3,4           45123
OSHKOSH B'GOSH, INC.-CL A      COM              688222207      276    10663 SH       DEFINED 1,3,4           10663
OSHKOSH TRUCK CORP.            COM              688239201     6431   162371 SH       DEFINED 1,3,4          162371
OSTEOTECH, INC.                COM              688582105      122    15349 SH       DEFINED 1,3,4           15349
OUTBACK STEAKHOUSE INC.        COM              689899102      775    20526 SH       DEFINED 1,3,4           20526
OVERSEAS SHIPHOLDING GROUP     COM              690368105      245     9519 SH       DEFINED 1,3,4            9519
OVERTURE SERVICES, INC.        COM              69039R100      465    17558 SH       DEFINED 1,3,4           17558
OWENS & MINOR, INC.            COM              690732102     4163   172809 SH       DEFINED 1,3,4          172809
OXFORD HEALTH PLANS, INC.      COM              691471106      938    22729 SH       DEFINED 1,3,4           22729
OXFORD INDUSTRIES, INC.        COM              691497309      464     7245 SH       DEFINED 1,3,4            7245
PC-TEL, INC.                   COM              69325Q105      192    18228 SH       DEFINED 1,3,4           18228
P G & E CORP.                  COM              69331C108     5664   237104 SH       DEFINED 1,3,4          237104
PFF BANCORP INC.               COM              69331W104     4088   128243 SH       DEFINED 1,3,4          128243
P.F. CHANGS CHINA BISTRO INC   COM              69333Y108     1031    22773 SH       DEFINED 1,3,4           22773
PMA CAPITAL CORP.              COM              693419202     5611   447592 SH       DEFINED 1,3,4          447592
PMC-SIERRA, INC.               COM              69344F106     9646   731263 SH       DEFINED 1,3,4          731263
PMI GROUP, INC.                COM              69344M101      882    26145 SH       DEFINED 1,3,4           26145
PNC BANK CORP.                 COM              693475105     7669   161228 SH       DEFINED 1,3,4          161228
POSCO                          COM              693483109     8594   300477 SH       DEFINED 1,3,4          300477
PNM RESOURCES INC.             COM              69349H107      319    11424 SH       DEFINED 1,3,4           11424
PPG INDUSTRIES, INC.           COM              693506107     5096    97552 SH       DEFINED 1,3,4           97552
PPL CORP., INC.                COM              69351T106    33440   816560 SH       DEFINED 1,3,4          816560
PRG-SCHULTZ INTERNATIONAL INC. COM              69357C107      312    55271 SH       DEFINED 1,3,4           55271
PS BUSINESS PARKS INC/CA       COM              69360J107     5808   153909 SH       DEFINED 1,3,4          153909
PS BUSINESS PARKS INC/CA       COM              69360J107     2548    67500 SH       DEFINED 2,3,4           67500
PACCAR, INC.                   COM              693718108    34705 464860.00SH       DEFINED 1,3,4          464860
PACIFIC CAPITAL BANCORP        COM              69404P101     7287   238985 SH       DEFINED 1,3,4          238985
PACIFIC SUNWEAR OF CALIFORNIA  COM              694873100     3967   192227 SH       DEFINED 1,3,4          192227
PACIFICARE HEALTH SYSTEMS, INC COM              695112102      498    10289 SH       DEFINED 1,3,4           10289
PACKAGING CORP OF AMERICA      COM              695156109      555    28567 SH       DEFINED 1,3,4           28567
PACTIV CORP.                   COM              695257105    12805   631295 SH       DEFINED 1,3,4          631295
PALATIN TECHNOLOGIES INC.      COM              696077304     1633   340100 SH       DEFINED 1,3,4          340100
PALL CORP.                     COM              696429307     1595    71155 SH       DEFINED 1,3,4           71155
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104     4784   111250 SH       DEFINED 1,3,4          111250
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104    10931   254000 SH       DEFINED 2,3,4          254000
PANERA BREAD, CO.              COM              69840W108     1095    26825 SH       DEFINED 1,3,4           26825
PAPA JOHNS INTERNATIONAL, INC. COM              698813102     3875   156215 SH       DEFINED 1,3,4          156215
PARAMETRIC TECH                COM              699173100      464   152810 SH       DEFINED 1,3,4          152810
PAREXEL INTERNATIONAL, CORP.   COM              699462107      353    23031 SH       DEFINED 1,3,4           23031
PARK ELECTROCHEMICAL CORP.     COM              700416209      406    17744 SH       DEFINED 1,3,4           17744
PARK PLACE ENTERTAINMENT CORP. COM              700690100      754    83535 SH       DEFINED 1,3,4           83535
PARKER-HANNIFIN CORP.          COM              701094104     3053    68351 SH       DEFINED 1,3,4           68351
PATINA OIL & GAS CORP.         COM              703224105     9755   269231 SH       DEFINED 1,3,4          269231
PATTERSON DENTAL CO.           COM              703412106     1076    18676 SH       DEFINED 1,3,4           18676
PATTERSON-UTI ENERGY, INC.     COM              703481101      595    22166 SH       DEFINED 1,3,4           22166
PAXAR CORP.                    COM              704227107      451    35055 SH       DEFINED 1,3,4           35055
PAYCHEX, INC.                  COM              704326107    28987   854236 SH       DEFINED 1,3,4          854236
PAYLESS SHOESOURCE, INC.       COM              704379106      240    18645 SH       DEFINED 1,3,4           18645
PEABODY ENERGY CORP            COM              704549104     5085   162044 SH       DEFINED 1,3,4          162044
PEDIATRIX MEDICAL GROUP, INC.  COM              705324101     3965    86153 SH       DEFINED 1,3,4           86153
PEGASUS COMMUNICATIONS CORP.   COM              705904605     1708   114798 SH       DEFINED 1,3,4          114798
PEGASUS SYSTEMS, INC.          COM              705906105      309    22435 SH       DEFINED 1,3,4           22435
PENFORD CORP.                  COM              707051108       96     7703 SH       DEFINED 1,3,4            7703
PENN-AMERICA GROUP, INC.       COM              707247102     2725   181959 SH       DEFINED 1,3,4          181959
PENN NATIONAL GAMING           COM              707569109     6708   314644 SH       DEFINED 1,3,4          314644
PENNEY (J.C.) CO., INC. (HOLDI COM              708160106     3333   155984 SH       DEFINED 1,3,4          155984
PENTAIR, INC.                  COM              709631105     3179    79709 SH       DEFINED 1,3,4           79709
PEOPLES ENERGY CORP.           COM              711030106      889    21561 SH       DEFINED 1,3,4           21561
PEOPLESOFT, INC.               COM              712713106     4518   248126 SH       DEFINED 1,3,4          248126
PEP BOYS-MANNY, MOE & JACK     COM              713278109     8077   527555 SH       DEFINED 1,3,4          527555
PEPCO HOLDINGS, INC.           COM              713291102      811    46825 SH       DEFINED 1,3,4           46825
PEPSI BOTTLING GROUP INC       COM              713409100     3161   153584 SH       DEFINED 1,3,4          153584
PEPSIAMERICAS, INC.            COM              71343P200      572    39473 SH       DEFINED 1,3,4           39473
PEPSICO, INC.                  COM              713448108    48979  1068654 SH       DEFINED 1,3,4         1068654
PERFORMANCE FOOD GROUP CO.     COM              713755106     1666    40945 SH       DEFINED 1,3,4           40945
PERICOM SEMICONDUCTOR CORP.    COM              713831105      230    23061 SH       DEFINED 1,3,4           23061
PERKINELMER, INC.              COM              714046109     1121    73420 SH       DEFINED 1,3,4           73420
PERRIGO, CO.                   COM              714290103      240    19181 SH       DEFINED 1,3,4           19181
PETROCHINA CO. LTD. - ADR      COM              71646E100      221     6580 SH       DEFINED 1,3,4            6580
PETROLEO BRASILEIRO S.A.       COM              71654V408     7816   340921 SH       DEFINED 1,3,4          340921
PETSMART, INC.                 COM              716768106      880    38770 SH       DEFINED 1,3,4           38770
PFIZER, INC.                   COM              717081103   204169  6720483 SH       DEFINED 1,3,4         6720483
PHARMACEUTICAL PROD DEV, INC.  COM              717124101     1206    50219 SH       DEFINED 1,3,4           50219
PHARMACEUTICAL RESOURCES, INC. COM              717125108     3342    48983 SH       DEFINED 1,3,4           48983
PHELPS DODGE CORP.             COM              717265102     2409    51449 SH       DEFINED 1,3,4           51449
PHILADELPHIA CONS HLDG CO      COM              717528103      908    19634 SH       DEFINED 1,3,4           19634
PHILADELPHIA SUBURBAN CORP.    COM              718009608      461    19126 SH       DEFINED 1,3,4           19126
PHILIPPINE LONG DISTANCE TELEP COM              718252604     2720   230539 SH       DEFINED 1,3,4          230539
PHILLIPS-VAN HEUSEN            COM              718592108      412    27234 SH       DEFINED 1,3,4           27234
PHOENIX TECHNOLOGIES LTD       COM              719153108      132    21802 SH       DEFINED 1,3,4           21802
PHOTON DYNAMICS, INC.          COM              719364101      423    14519 SH       DEFINED 1,3,4           14519
PHOTRONICS INC.                COM              719405102     5521   259672 SH       DEFINED 1,3,4          259672
PIEDMONT NATURAL GAS CO        COM              720186105     1170    30031 SH       DEFINED 1,3,4           30031
PIER I IMPORTS, INC.           COM              720279108     6012   312543 SH       DEFINED 1,3,4          312543
PINNACLE ENTERTAINMENT, INC.   COM              723456109      160    23290 SH       DEFINED 1,3,4           23290
PINNACLE SYSTEMS INC.          COM              723481107     1818   215798 SH       DEFINED 1,3,4          215798
PINNACLE WEST CAPITAL CORP.    COM              723484101     1856    52327 SH       DEFINED 1,3,4           52327
PIONEER CORP                   COM              723646105       78     3100 SH       DEFINED 1,3,4            3100
PIONEER NATURAL RESOURCES, CO. COM              723787107      821    32285 SH       DEFINED 1,3,4           32285
PITNEY BOWES, INC.             COM              724479100    13597   354855 SH       DEFINED 1,3,4          354855
PIXELWORKS INC.                COM              72581M107     1583   183700 SH       DEFINED 1,3,4          183700
PLAINS RESOURCES, INC.         COM              726540503      260    21194 SH       DEFINED 1,3,4           21194
PLANAR SYSTEMS, INC.           COM              726900103     2842   132641 SH       DEFINED 1,3,4          132641
PLANTRONICS INC.               COM              727493108    10828   453564 SH       DEFINED 1,3,4          453564
PLEXUS CORP.                   COM              729132100      183    11644 SH       DEFINED 1,3,4           11644
PLUM CREEK TIMBER CO INC.      COM              729251108     2672   104907 SH       DEFINED 1,3,4          104907
POGO PRODUCING CO.             COM              730448107    11744   259386 SH       DEFINED 1,3,4          259386
POLARIS INDS, INC.             COM              731068102     1451    19522 SH       DEFINED 1,3,4           19522
POLO RALPH LAUREN CORP.        COM              731572103    14238   530918 SH       DEFINED 1,3,4          530918
POLYCOM, INC.                  COM              73172K104    11506   692847 SH       DEFINED 1,3,4          692847
POLYMEDICA CORP.               COM              731738100      588    22270 SH       DEFINED 1,3,4           22270
POLYONE CORPORATION            COM              73179P106      324    82369 SH       DEFINED 1,3,4           82369
POPE & TALBOT, INC.            COM              732827100      213    14046 SH       DEFINED 1,3,4           14046
POPULAR INC.                   COM              733174106     9819   246633 SH       DEFINED 1,3,4          246633
PORTFOLIO RECOVERY ASSOCIATE   COM              73640Q105     4450   174970 SH       DEFINED 1,3,4          174970
POSSIS MEDICAL INC             COM              737407106      251    15984 SH       DEFINED 1,3,4           15984
POTLATCH CORP.                 COM              737628107      236     7862 SH       DEFINED 1,3,4            7862
CATHAY FINANCIAL REGS          COM              7388721        109     8323 SH       DEFINED 1,3,4            8323
POWELL INDUSTRIES INC.         COM              739128106     1291    76891 SH       DEFINED 1,3,4           76891
POWER INTEGRATIONS, INC.       COM              739276103     4039   121570 SH       DEFINED 1,3,4          121570
POWER-ONE, INC.                COM              739308104      489    48687 SH       DEFINED 1,3,4           48687
POWERWAVE TECHNOLOGIES, INC.   COM              739363109      111    17278 SH       DEFINED 1,3,4           17278
PRAXAIR, INC.                  COM              74005P104     6391   103162 SH       DEFINED 1,3,4          103162
PREPAID LEGAL SERVICES, INC.   COM              740065107     5966   254667 SH       DEFINED 1,3,4          254667
PRECISION CASTPARTS CORP.      COM              740189105      510    14494 SH       DEFINED 1,3,4           14494
PRESIDENTIAL LIFE              COM              740884101      398    26343 SH       DEFINED 1,3,4           26343
PRICE COMMUNICATIONS CORP.     COM              741437305      185    14851 SH       DEFINED 1,3,4           14851
T ROWE PRICE GROUP INC.        COM              74144T108     4757   115241 SH       DEFINED 1,3,4          115241
PRIDE INTERNATIONAL, INC.      COM              74153Q102      641    37719 SH       DEFINED 1,3,4           37719
PRIMA ENERGY CORP.             COM              741901201      287    11423 SH       DEFINED 1,3,4           11423
PRIME HOSPITALITY CORP.        COM              741917108      349    40173 SH       DEFINED 1,3,4           40173
PRINCIPAL FINANCIAL GROUP      COM              74251V102      546    17661 SH       DEFINED 1,3,4           17661
PRIORITY HLTHCARE CP- CL B     COM              74264T102     3178   154867 SH       DEFINED 1,3,4          154867
PROASSURANCE CORP.             COM              74267C106     1490    57656 SH       DEFINED 1,3,4           57656
PROCTER & GAMBLE CO.           COM              742718109   126233  1359922 SH       DEFINED 1,3,4         1359922
PRIVATEBANCORP INC             COM              742962103     2251    67873 SH       DEFINED 1,3,4           67873
PROGRESS ENERGY, INC.          COM              743263105     6231   140074 SH       DEFINED 1,3,4          140074
PROGRESS SOFTWARE CORP.        COM              743312100     4616   214635 SH       DEFINED 1,3,4          214635
PROGRESSIVE CORP.              COM              743315103    10429   150911 SH       DEFINED 1,3,4          150911
PROLOGIS                       COM              743410102    14863   491210 SH       DEFINED 1,3,4          491210
PROLOGIS                       COM              743410102    12962   428530 SH       DEFINED 2,3,4          428530
PROTECTIVE LIFE, CORP.         COM              743674103      563    18881 SH       DEFINED 1,3,4           18881
PROTEIN DESIGN LABS INC.       COM              74369L103      357    25660 SH       DEFINED 1,3,4           25660
PROVIDENT BANKSHARES CORP      COM              743859100     5480   193975 SH       DEFINED 1,3,4          193975
PROVIDENT FINANCIAL GROUP      COM              743866105      372    13369 SH       DEFINED 1,3,4           13369
PROVINCE HEALTHCARE CO.        COM              743977100      567    43758 SH       DEFINED 1,3,4           43758
PROVIDIAN FINANCIAL CORP.      COM              74406A102     1966   166739 SH       DEFINED 1,3,4          166739
PRUDENTIAL FINANCIAL, INC.     COM              744320102    29604   792425 SH       DEFINED 1,3,4          792425
PUBLIC SERVICE ENTERPRISE GROU COM              744573106     5457   129969 SH       DEFINED 1,3,4          129969
PUBLIC STORAGE INC.            COM              74460D109    13658   348115 SH       DEFINED 1,3,4          348115
PUBLIC STORAGE INC.            COM              74460D109     7635   194600 SH       DEFINED 2,3,4          194600
PUGET ENERGY, INC.             COM              745310102     6643   296169 SH       DEFINED 1,3,4          296169
PULTE HOMES INC.               COM              745867101     2901    42645 SH       DEFINED 1,3,4           42645
QRS CORP.                      COM              74726X105      122    14228 SH       DEFINED 1,3,4           14228
QLOGIC CORP.                   COM              747277101     4938   105093 SH       DEFINED 1,3,4          105093
QUAKER CHEMICAL CORP.          COM              747316107      195     8495 SH       DEFINED 1,3,4            8495
QUALCOMM, INC.                 COM              747525103    19409   466247 SH       DEFINED 1,3,4          466247
QUALITY SYSTEMS, INC.          COM              747582104     2316    57665 SH       DEFINED 1,3,4           57665
QUANEX CORP.                   COM              747620102    11179   332876 SH       DEFINED 1,3,4          332876
QUANTA SERVICES, INC.          COM              74762E102      262    31953 SH       DEFINED 1,3,4           31953
QUANTUM CORP.                  COM              747906204     5263  1709607 SH       DEFINED 1,3,4         1709607
QUEST DIAGNOSTIC               COM              74834L100     3666    60442 SH       DEFINED 1,3,4           60442
QUEST SOFTWARE INC.            COM              74834T103       28     2300 SH       DEFINED 1,3,4            2300
QUESTAR CORP.                  COM              748356102    34960  1134667 SH       DEFINED 1,3,4         1134667
QUICKSILVER INC.               COM              74838C106      787    49374 SH       DEFINED 1,3,4           49374
QUILMES INDUSTRIAL QUINS SA    COM              74838Y207     2000   132774 SH       DEFINED 1,3,4          132774
QWEST COMMUNICATIONS INTL      COM              749121109     3747  1101310 SH       DEFINED 1,3,4         1101310
R&G FINANCIAL CORP. CL B       COM              749136107     7377   252654 SH       DEFINED 1,3,4          252654
RC2 CORP                       COM              749388104     1019    52980 SH       DEFINED 1,3,4           52980
RLI CORPORATION                COM              749607107     3974   120642 SH       DEFINED 1,3,4          120642
RPM INTERNATIONAL, INC.        COM              749685103      445    33970 SH       DEFINED 1,3,4           33970
RSA SECURITY, INC.             COM              749719100    10922   764571 SH       DEFINED 1,3,4          764571
RTI INT'L METALS, INC.         COM              74973W107      194    18699 SH       DEFINED 1,3,4           18699
RF MICRO DEVICES, INC.         COM              749941100      466    50498 SH       DEFINED 1,3,4           50498
RADIAN GROUP INC.              COM              750236101     2314    52135 SH       DEFINED 1,3,4           52135
RADIANT SYSTEMS, INC.          COM              75025N102      158    24874 SH       DEFINED 1,3,4           24874
RADIO ONE, INC. CL D           COM              75040P405     4018   279997 SH       DEFINED 1,3,4          279997
RADIOSHACK CORP                COM              750438103     3550   124842 SH       DEFINED 1,3,4          124842
RADISYS CORP                   COM              750459109     3424   189733 SH       DEFINED 1,3,4          189733
RAINBOW TECHNOLOGIES, INC.     COM              750862104     1652   180841 SH       DEFINED 1,3,4          180841
RALCORP HOLDINGS, INC.         COM              751028101      721    25967 SH       DEFINED 1,3,4           25967
RARE HOSPITALITY INTL., INC    COM              753820109     1524 61226.000SH       DEFINED 1,3,4           61226
RAYMOND JAMES FINANCIAL CORP.  COM              754730109     1589    43669 SH       DEFINED 1,3,4           43669
RAYONIER, INC.                 COM              754907103    29612   729449 SH       DEFINED 1,3,4          729449
RAYTHEON CO.                   COM              755111507    20590   735408 SH       DEFINED 1,3,4          735408
READERS DIGEST ASSN, INC.      COM              755267101      397    28306 SH       DEFINED 1,3,4           28306
REALTY INCOME CORP             COM              756109104      174     4400 SH       DEFINED 1,3,4            4400
REALTY INCOME CORP             COM              756109104     3666    92400 SH       DEFINED 2,3,4           92400
REDWOOD TRUST, INC.            COM              758075402     6747   159140 SH       DEFINED 1,3,4          159140
REEBOK INTERNATL., LTD.        COM              758110100     9039   270264 SH       DEFINED 1,3,4          270264
REGAL BELOIT                   COM              758750103      462    22480 SH       DEFINED 1,3,4           22480
REGAL ENTERTAINMENT GROUP      COM              758766109     2217   119225 SH       DEFINED 1,3,4          119225
REGENCY CENTERS CORP.          COM              758849103     5712   155000 SH       DEFINED 1,3,4          155000
REGENCY CENTERS CORP.          COM              758849103     3824   103800 SH       DEFINED 2,3,4          103800
REGENERON PHARMACEUT           COM              75886F107      828    46804 SH       DEFINED 1,3,4           46804
REGIS CORP. MN                 COM              758932107    15293   476341 SH       DEFINED 1,3,4          476341
REGIONS FINANCIAL CORP.        COM              758940100    14163   413516 SH       DEFINED 1,3,4          413516
REHABCARE GROUP INC.           COM              759148109      245    14430 SH       DEFINED 1,3,4           14430
RELIANCE INDUSTRIES-144A       COM              759470107     5658   276926 SH       DEFINED 1,3,4          276926
RELIANCE STEEL & ALUMINUM CO.  COM              759509102      633    28548 SH       DEFINED 1,3,4           28548
REMINGTON OIL & GAS CORP. - CL COM              759594302      439    24048 SH       DEFINED 1,3,4           24048
RENAL CARE GROUP, INC.         COM              759930100     1507    44182 SH       DEFINED 1,3,4           44182
RENT-A-CENTER, INC.            COM              76009N100    19557   605384 SH       DEFINED 1,3,4          605384
RENTOKIL INITIAL PLC           COM              760125104       75     4200 SH       DEFINED 1,3,4            4200
REPSOL YPF SA                  COM              76026T205      103     6280 SH       DEFINED 1,3,4            6280
REPUBLIC BANCORP               COM              760282103      685    51564 SH       DEFINED 1,3,4           51564
REPUBLIC WASTE INC. CLASS A    COM              760759100    39292  1735466 SH       DEFINED 1,3,4         1735466
RESMED INC.                    COM              761152107     1315    29838 SH       DEFINED 1,3,4           29838
RESPIRONICS, INC.              COM              761230101     5976   143155 SH       DEFINED 1,3,4          143155
RETEK, INC.                    COM              76128Q109      101    14778 SH       DEFINED 1,3,4           14778
REYNOLDS & REYNOLDS - CL A     COM              761695105    14735   534774 SH       DEFINED 1,3,4          534774
RJ REYNOLDS TOBACCO HOLDINGS   COM              76182K105     1912    48340 SH       DEFINED 1,3,4           48340
RIGGS NATL CORP. WASH DC       COM              766570105      406    25669 SH       DEFINED 1,3,4           25669
ROADWAY CORP.                  COM              769742107      866    17869 SH       DEFINED 1,3,4           17869
ROBBINS & MEYERS, INC.         COM              770196103      287    12912 SH       DEFINED 1,3,4           12912
ROBERT HALF INTL, INC.         COM              770323103     1910    97701 SH       DEFINED 1,3,4           97701
ROCHE HOLDINGS LTD-SPONS ADR   COM              771195104       82      990 SH       DEFINED 1,3,4             990
ROCK-TENN CO.                  COM              772739207      456    31304 SH       DEFINED 1,3,4           31304
ROCKWELL AUTOMATION, INC.      COM              773903109    13210   503096 SH       DEFINED 1,3,4          503096
ROCKWELL COLLINS.              COM              774341101     9822   388824 SH       DEFINED 1,3,4          388824
ROGERS CORP                    COM              775133101      447    14486 SH       DEFINED 1,3,4           14486
ROHM AND HAAS CO.              COM              775371107     4264   127485 SH       DEFINED 1,3,4          127485
ROLLINS, INC.                  COM              775711104     3998   223982 SH       DEFINED 1,3,4          223982
ROPER INDUSTRIES, INC.         COM              776696106     1228    28292 SH       DEFINED 1,3,4           28292
ROSLYN BANCORP, INC.           COM              778162107      486    20774 SH       DEFINED 1,3,4           20774
ROSS STORES INC.               COM              778296103     2566    55326 SH       DEFINED 1,3,4           55326
ROTO-ROOTER INC.               COM              778787101      315     8866 SH       DEFINED 1,3,4            8866
ROWAN COS., INC.               COM              779382100     1324    53812 SH       DEFINED 1,3,4           53812
ROXIO, INC.                    COM              780008108      218    24685 SH       DEFINED 1,3,4           24685
KONINKLIJKE KPN NV             COM              780641205       75    10030 SH       DEFINED 1,3,4           10030
RUBY TUESDAY, INC.             COM              781182100     4304   178559 SH       DEFINED 1,3,4          178559
RUDDICK CORP.                  COM              781258108      195    12657 SH       DEFINED 1,3,4           12657
RUDOLPH TECHNOLOGIES INC       COM              781270103      284    14707 SH       DEFINED 1,3,4           14707
RUSS BERRIE AND CO., INC.      COM              782233100      622    18527 SH       DEFINED 1,3,4           18527
RUSSELL CORP.                  COM              782352108     1635   100331 SH       DEFINED 1,3,4          100331
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101      486    37828 SH       DEFINED 1,3,4           37828
RYDER SYSTEM, INC.             COM              783549108     6076   207445 SH       DEFINED 1,3,4          207445
RYERSON TULL, INC.             COM              78375P107      171    22296 SH       DEFINED 1,3,4           22296
RYLAND GROUP, INC.             COM              783764103     6831    93404 SH       DEFINED 1,3,4           93404
SBC COMMUNICATIONS, INC.       COM              78387G103    54233  2437245 SH       DEFINED 1,3,4         2437245
SBS TECHNOLOGIES INC           COM              78387P103      142    13113 SH       DEFINED 1,3,4           13113
SBA COMMUNICATIONS CORP        COM              78388J106     3383  1057086 SH       DEFINED 1,3,4         1057086
SCM MICROSYSTEMS, INC.         COM              784018103       97    13616 SH       DEFINED 1,3,4           13616
SCP POOL CORP.                 COM              784028102      883    31741 SH       DEFINED 1,3,4           31741
SCPIE HOLDINGS INC.            COM              78402P104       87     8858 SH       DEFINED 1,3,4            8858
SEI INVESTMENTS CO.            COM              784117103     7268   223590 SH       DEFINED 1,3,4          223590
SK TELECOM CO LTD.             COM              78440P108     3028   169678 SH       DEFINED 1,3,4          169678
SL GREEN REALTY CORP.          COM              78440X101     8374   232042 SH       DEFINED 1,3,4          232042
SL GREEN REALTY CORP.          COM              78440X101     7453   206400 SH       DEFINED 2,3,4          206400
SLM CORP.                      COM              78442P106    10106   259559 SH       DEFINED 1,3,4          259559
SPS TECHNOLOGIES, INC.         COM              784626103      523    11618 SH       DEFINED 1,3,4           11618
S & P DEPOSITARY RECEIPT       COM              78462F103      644     6440 SH       DEFINED 1,3,4            6440
SPSS, INC.                     COM              78462K102      260    15550 SH       DEFINED 1,3,4           15550
SPX CORP.                      COM              784635104     1027    22584 SH       DEFINED 1,3,4           22584
S1 CORPORATION                 COM              78463B101     2697   534120 SH       DEFINED 1,3,4          534120
S1 CORPORATION                 COM              78463B101     2456   486620 SH       DEFINED 3,4            486620
SWS GROUP INC.                 COM              78503N107      300    15230 SH       DEFINED 1,3,4           15230
SABRE HOLDINGS CORP.           COM              785905100     1778    82644 SH       DEFINED 1,3,4           82644
SAFECO CORP.                   COM              786429100     3585   101686 SH       DEFINED 1,3,4          101686
SAFEGUARD SCIENTIFICS, INC.    COM              786449108     2908   855100 SH       DEFINED 1,3,4          855100
SAFEWAY, INC.                  COM              786514208     5830   254189 SH       DEFINED 1,3,4          254189
ST JOE CO.                     COM              790148100     7679   239315 SH       DEFINED 1,3,4          239315
ST. JUDE MEDICAL, INC.         COM              790849103    31717   589958 SH       DEFINED 1,3,4          589958
ST MARY LAND & EXPLOR CO.      COM              792228108      638    25275 SH       DEFINED 1,3,4           25275
ST. PAUL COS., INC.            COM              792860108     4843   130772 SH       DEFINED 1,3,4          130772
SAKS, INC.                     COM              79377W108      453    39129 SH       DEFINED 1,3,4           39129
SALTON INC.                    COM              795757103       95    10046 SH       DEFINED 1,3,4           10046
SAMSUNG ELECTRONIC - 144 A     COM              796050888     4638    27400 SH       DEFINED 1,3,4           27400
SANDISK CORP.                  COM              80004C101     8270   129767 SH       DEFINED 1,3,4          129767
JOHN B. SANFILIPPO & SON       COM              800422107     4699   220980 SH       DEFINED 1,3,4          220980
SANMINA-SCI CORPORATION.       COM              800907107     2837   292474 SH       DEFINED 1,3,4          292474
SARA LEE CORP.                 COM              803111103     9142   498101 SH       DEFINED 1,3,4          498101
SAVIENT PHARMACEUTICALS INC.   COM              80517Q100     2795   554230 SH       DEFINED 1,3,4          554230
SCANA CORP.                    COM              80589M102    11927   348291 SH       DEFINED 1,3,4          348291
HENRY SCHEIN, INC.             COM              806407102     7750   136755 SH       DEFINED 1,3,4          136755
SCHERING-PLOUGH CORP.          COM              806605101    12875   844850 SH       DEFINED 1,3,4          844850
SCHLUMBERGER, LTD.             COM              806857108    16232   335421 SH       DEFINED 1,3,4          335421
SCHNITZER STEEL INDS.          COM              806882106     5369   178786 SH       DEFINED 1,3,4          178786
SCHOLASTIC CORP.               COM              807066105      311    10758 SH       DEFINED 1,3,4           10758
SCHOOL SPECIALTY, INC.         COM              807863105     1354    47898 SH       DEFINED 1,3,4           47898
SCHULMAN (A.), INC.            COM              808194104      421    26505 SH       DEFINED 1,3,4           26505
SCHWAB, CHARLES CORP.          COM              808513105     9304   781082 SH       DEFINED 1,3,4          781082
SCHWEITZER-MAUDUIT INT'L, INC. COM              808541106      333    13245 SH       DEFINED 1,3,4           13245
SCIENTIFIC-ATLANTA, INC.       COM              808655104     2670    85738 SH       DEFINED 1,3,4           85738
SCIENTIFIC GAMES CORP.         COM              80874P109     6386   559595 SH       DEFINED 1,3,4          559595
SCOTTS CO.                     COM              810186106     1555    28410 SH       DEFINED 1,3,4           28410
SCRIPPS CO., E.W.              COM              811054204    19181   225381 SH       DEFINED 1,3,4          225381
SCS TRANSPORTATION, INC.       COM              81111T102     3514   232942 SH       DEFINED 1,3,4          232942
SEACOAST FINL SERVICES CORP    COM              81170Q106      490    23567 SH       DEFINED 1,3,4           23567
SEACOR SMIT, INC.              COM              811904101      609    16853 SH       DEFINED 1,3,4           16853
SEALED AIR CORP.               COM              81211K100     3411    72175 SH       DEFINED 1,3,4           72175
SEARS ROEBUCK & CO.            COM              812387108     7126   163078 SH       DEFINED 1,3,4          163078
SELECT MEDICAL CORP.           COM              816196109     2247    77995 SH       DEFINED 1,3,4           77995
SELECTIVE INS GROUP INC        COM              816300107     6363   213723 SH       DEFINED 1,3,4          213723
SEMTECH CORP.                  COM              816850101      368    20102 SH       DEFINED 1,3,4           20102
SEMPRA ENERGY                  COM              816851109    10683   364000 SH       DEFINED 1,3,4          364000
SENSIENT TECHNOLOGIES CORP     COM              81725T100     8290   394901 SH       DEFINED 1,3,4          394901
SEPRACOR INC.                  COM              817315104     6546   237643 SH       DEFINED 1,3,4          237643
SEQUA CORP. - CI A             COM              817320104      121     2861 SH       DEFINED 1,3,4            2861
SERENA SOFTWARE, INC.          COM              817492101      673    36276 SH       DEFINED 1,3,4           36276
SERVICEMASTER COMPANY          COM              81760N109    11765  1146085 SH       DEFINED 1,3,4         1146085
SHARPER IMAGE CORP             COM              820013100     4726   205062 SH       DEFINED 1,3,4          205062
SHAW GROUP, INC.               COM              820280105      355    33901 SH       DEFINED 1,3,4           33901
SHERWIN-WILLIAMS CO., THE      COM              824348106     2469    83945 SH       DEFINED 1,3,4           83945
SHOPKO STORES, INC.            COM              824911101      393    26137 SH       DEFINED 1,3,4           26137
SHUFFLE MASTER, INC.           COM              825549108      408    14949 SH       DEFINED 1,3,4           14949
SHURGARD STORAGE CENTERS-A     COM              82567D104     1428    40379 SH       DEFINED 1,3,4           40379
SICOR, INC.                    COM              825846108      628    32593 SH       DEFINED 1,3,4           32593
SIEBEL SYSTEMS, INC.           COM              826170102     7498   771301 SH       DEFINED 1,3,4          771301
SIEMENS AG                     COM              826197501      207     3470 SH       DEFINED 1,3,4            3470
SIERRA HEALTH SERVICES, INC.   COM              826322109     9025   439305 SH       DEFINED 1,3,4          439305
SIERRA PACIFIC RESOURCES       COM              826428104      156    32103 SH       DEFINED 1,3,4           32103
SIGMA-ALDRICH CORP.            COM              826552101    21237   408898 SH       DEFINED 1,3,4          408898
SILICON LABORATORIES, INC.     COM              826919102     5535   123118 SH       DEFINED 1,3,4          123118
SILGAN HOLDINGS INC.           COM              827048109    11662   364349 SH       DEFINED 1,3,4          364349
SILICON STORAGE TECHNOLOGY     COM              827057100       37     4200 SH       DEFINED 1,3,4            4200
SILICON VY BANCSHARES          COM              827064106      260     9455 SH       DEFINED 1,3,4            9455
SIMON PROPERTY GROUP, INC.     COM              828806109    29492   676562 SH       DEFINED 1,3,4          676562
SIMON PROPERTY GROUP, INC.     COM              828806109    15466   354900 SH       DEFINED 2,3,4          354900
SIMPSON MANUFACTURING INC      COM              829073105     3175    77595 SH       DEFINED 1,3,4           77595
SINCLAIR BROADCAST GROUP - A   COM              829226109      841    82800 SH       DEFINED 1,3,4           82800
SIX FLAGS INC,.                COM              83001P109      131    25375 SH       DEFINED 1,3,4           25375
SKY FINANCIAL GROUP, INC.      COM              83080P103     4791   212852 SH       DEFINED 1,3,4          212852
SKYLINE CORP.                  COM              830830105      240     7536 SH       DEFINED 1,3,4            7536
SKYWEST INC.                   COM              830879102      901    51938 SH       DEFINED 1,3,4           51938
SKYWORKS SOLUTIONS, INC.       COM              83088M102     1215   132973 SH       DEFINED 1,3,4          132973
SMITH (A.O.) CORPORATION       COM              831865209     2498    89294 SH       DEFINED 1,3,4           89294
SMITH INTERNATIONAL, INC.      COM              832110100      986    27420 SH       DEFINED 1,3,4           27420
SMITHFIELD FOODS INC.          COM              832248108     4543   236691 SH       DEFINED 1,3,4          236691
SMUCKER (JM) CO.               COM              832696405      573    13686 SH       DEFINED 1,3,4           13686
SNAP-ON TOOLS, INC.            COM              833034101      921    33453 SH       DEFINED 1,3,4           33453
SOLA INTL INC.                 COM              834092108      352    22308 SH       DEFINED 1,3,4           22308
SOLECTRON CORP.                COM              834182107     2859   489138 SH       DEFINED 1,3,4          489138
SONIC CORP.                    COM              835451105      880    35005 SH       DEFINED 1,3,4           35005
SONOCO PRODUCTS CO.            COM              835495102      620    28433 SH       DEFINED 1,3,4           28433
SOTHEBY'S HOLDING CIA          COM              835898107      185    16867 SH       DEFINED 1,3,4           16867
SONUS NETWORKS, INC.           COM              835916107     1782   257060 SH       DEFINED 1,3,4          257060
SOURCECORP                     COM              836167106      341    14519 SH       DEFINED 1,3,4           14519
SOUTH FINANCIAL GROUP, INC.    COM              837841105    15218   611617 SH       DEFINED 1,3,4          611617
SOUTH JERSEY INDUSRIES         COM              838518108     1412    37281 SH       DEFINED 1,3,4           37281
SOUTHERN CO.                   COM              842587107    12305   419774 SH       DEFINED 1,3,4          419774
SOUTHERN FINANCIAL BANCORP     COM              842870107     1207    30656 SH       DEFINED 1,3,4           30656
SOUTHERN UNION COMPANY         COM              844030106    12555   738772 SH       DEFINED 1,3,4          738772
SOUTHTRUST CORP.               COM              844730101    20497   697420 SH       DEFINED 1,3,4          697420
SOUTHWEST AIRLINES CO.         COM              844741108     8550   483180 SH       DEFINED 1,3,4          483180
SOUTHWEST BANCORP OF TEXAS     COM              84476R109     1119    30638 SH       DEFINED 1,3,4           30638
SOUTHWEST GAS CO.              COM              844895102      688    30381 SH       DEFINED 1,3,4           30381
SOUTHWESTERN ENERGY CO         COM              845467109     4208   232399 SH       DEFINED 1,3,4          232399
SOVEREIGN BANCORP INC.         COM              845905108     1528    82430 SH       DEFINED 1,3,4           82430
SPEEDWAY MOTORSPORTS INC.      COM              847788106     3653   123780 SH       DEFINED 1,3,4          123780
SPHERION CORPORATION.          COM              848420105      374    53509 SH       DEFINED 1,3,4           53509
SPINNAKER EXPLORATION CO       COM              84855W109      716    29836 SH       DEFINED 1,3,4           29836
SPORTS AUTHORITY INC.          COM              84917U109     9882   314064 SH       DEFINED 1,3,4          314064
SPRINT CORP. (FON GROUP)       COM              852061100     7848   519643 SH       DEFINED 1,3,4          519643
SPRINT CORP. (PCS GROUP)       COM              852061506     4408   769092 SH       DEFINED 1,3,4          769092
SS&C TECHNOLOGIES INC          COM              85227Q100     6621   331228 SH       DEFINED 1,3,4          331228
STAGE STORES, INC.             COM              85254C305     4073   159800 SH       DEFINED 1,3,4          159800
STANCORP FINANCIAL GROUP       COM              852891100     4314    75116 SH       DEFINED 1,3,4           75116
STANDARD MICROSYSTEMS CORP     COM              853626109     2640    97906 SH       DEFINED 1,3,4           97906
STANDARD MOTOR PRODS           COM              853666105      180    17716 SH       DEFINED 1,3,4           17716
STANDARD PACIFIC CP            COM              85375C101     1111    29231 SH       DEFINED 1,3,4           29231
STANDARD REGISTER CO., THE     COM              853887107      420    25397 SH       DEFINED 1,3,4           25397
STANDEX INTERNATIONAL CORP     COM              854231107      260    10780 SH       DEFINED 1,3,4           10780
STANLEY WORKS                  COM              854616109     1439    48782 SH       DEFINED 1,3,4           48782
STAPLES, INC.                  COM              855030102    25850  1088500 SH       DEFINED 1,3,4         1088500
STARBUCKS CORP.                COM              855244109     8370   290713 SH       DEFINED 1,3,4          290713
STARTEK INC.                   COM              85569C107      409    12786 SH       DEFINED 1,3,4           12786
STARWOOD HOTELS & RESORTS      COM              85590A203     4128   118748 SH       DEFINED 1,3,4          118748
STARWOOD HOTELS & RESORTS      COM              85590A203     2873    82600 SH       DEFINED 2,3,4           82600
STATE BANK OF INDIA-144 A      COM              856552104     4468   176997 SH       DEFINED 1,3,4          176997
STATE STREET CORP.             COM              857477103     8857   196861 SH       DEFINED 1,3,4          196861
STATEN ISLAND BANCORP, INC.    COM              857550107     1025    52603 SH       DEFINED 1,3,4           52603
STATOIL ASA                    COM              85771P102      123    13700 SH       DEFINED 1,3,4           13700
THE STEAK N SHAKE COMPANY      COM              857873103      363    24289 SH       DEFINED 1,3,4           24289
STEEL DYNAMICS INC.            COM              858119100      649    42881 SH       DEFINED 1,3,4           42881
STEEL TECHNOLOGIES             COM              858147101      111     8770 SH       DEFINED 1,3,4            8770
STEIN MART INC.                COM              858375108      203    37395 SH       DEFINED 1,3,4           37395
STERLING BANCSHARES INC        COM              858907108      472    39679 SH       DEFINED 1,3,4           39679
STERICYCLE, INC.               COM              858912108      544    11496 SH       DEFINED 1,3,4           11496
STERIS CORP.                   COM              859152100    20286   881347 SH       DEFINED 1,3,4          881347
STERLING FINL CORP.            COM              859319105     5250   186498 SH       DEFINED 1,3,4          186498
STEWART & STEVENSON SERVICES,  COM              860342104     1612   107165 SH       DEFINED 1,3,4          107165
STEWART ENTERPRISES, INC.      COM              860370105     2053   540231 SH       DEFINED 1,3,4          540231
STEWART INFO SVCS              COM              860372101     4004   141602 SH       DEFINED 1,3,4          141602
STONE ENERGY CORP.             COM              861642106      838    23692 SH       DEFINED 1,3,4           23692
STORAGE TECHNOLOGY, INC.       COM              862111200    37888  1569307 SH       DEFINED 1,3,4         1569307
STRATASYS, INC.                COM              862685104     2004    47000 SH       DEFINED 1,3,4           47000
STRIDE RITE CORP.              COM              863314100      383    35437 SH       DEFINED 1,3,4           35437
STRYKER CORP.                  COM              863667101    10283   136572 SH       DEFINED 1,3,4          136572
STURM RUGER & CO INC.          COM              864159108      248    24166 SH       DEFINED 1,3,4           24166
SUN MICROSYSTEMS, INC.         COM              866810104     6154  1859086 SH       DEFINED 1,3,4         1859086
SUNGARD DATA SYSTEMS           COM              867363103    11354   431621 SH       DEFINED 1,3,4          431621
SUNOCO, INC.                   COM              86764P109     1773    44106 SH       DEFINED 1,3,4           44106
SUNRISE SENIOR LIVING, INC.    COM              86768K106      502    19038 SH       DEFINED 1,3,4           19038
SUNTRUST BANKS, INC.           COM              867914103     9777   161905 SH       DEFINED 1,3,4          161905
SUPERIOR INDUSTRIES, INC.      COM              868168105      296     7307 SH       DEFINED 1,3,4            7307
SUPERTEX , INC.                COM              868532102      202    11419 SH       DEFINED 1,3,4           11419
SUPERVALU, INC.                COM              868536103     1848    77397 SH       DEFINED 1,3,4           77397
SURMODICS, INC.                COM              868873100      422    15659 SH       DEFINED 1,3,4           15659
SUSQUEHANNA BANCSHARES INC     COM              869099101      918    35709 SH       DEFINED 1,3,4           35709
SWIFT ENERGY CO.               COM              870738101     2013   142463 SH       DEFINED 1,3,4          142463
SWIFT TRANSPORTATIONS CO., INC COM              870756103      518    22857 SH       DEFINED 1,3,4           22857
SYBASE, INC.                   COM              871130100      459    27267 SH       DEFINED 1,3,4           27267
SYBRON DENTAL SPECIALTIES      COM              871142105    11759   468957 SH       DEFINED 1,3,4          468957
SYCAMORE NETWORKS, INC.        COM              871206108     3368   687250 SH       DEFINED 1,3,4          687250
SYLVAN LEARNING SYSTEMS, INC.  COM              871399101      322    11807 SH       DEFINED 1,3,4           11807
SYMANTEC CORP.                 COM              871503108    37144   589461 SH       DEFINED 1,3,4          589461
SYMBOL TECHNOLOGIES            COM              871508107     1581   132189 SH       DEFINED 1,3,4          132189
SYMMETRICOM INC.               COM              871543104      240    37862 SH       DEFINED 1,3,4           37862
SYNOPSYS INC.                  COM              871607107     2344    76168 SH       DEFINED 1,3,4           76168
SYNOVUS FINANCIAL CORP.        COM              87161C105     4314   172825 SH       DEFINED 1,3,4          172825
SYSCO CORP.                    COM              871829107    38296  1170724 SH       DEFINED 1,3,4         1170724
SYSTEMS & COMPUTER TECH CORP.  COM              871873105     4610   442192 SH       DEFINED 1,3,4          442192
TBC CORP.                      COM              872180104      483    19498 SH       DEFINED 1,3,4           19498
TCF FINANCIAL CORP.            COM              872275102    45125 941178.92SH       DEFINED 1,3,4          941179
TDK CORP                       COM              872351408      103     1740 SH       DEFINED 1,3,4            1740
TECO ENERGY                    COM              872375100     1488   107598 SH       DEFINED 1,3,4          107598
THQ INC.                       COM              872443403      568    34614 SH       DEFINED 1,3,4           34614
TJX COS., INC.                 COM              872540109    17156   883336 SH       DEFINED 1,3,4          883336
TXU CORP.                      COM              873168108     8650   367213 SH       DEFINED 1,3,4          367213
TAIWAN SEMICONDUCTOR MFG LTD   COM              874039100      578 53410.68 SH       DEFINED 1,3,4           53411
TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109    11471   335667 SH       DEFINED 1,3,4          335667
TALISMAN ENERGY, INC.          COM              87425E103      111     2320 SH       DEFINED 1,3,4            2320
TALX CORP.                     COM              874918105      299    12140 SH       DEFINED 1,3,4           12140
TANOX INC                      COM              87588Q109     1837    91800 SH       DEFINED 1,3,4           91800
TARGET CORP.                   COM              87612E106    20090   533754 SH       DEFINED 1,3,4          533754
TECH DATA CORP.                COM              878237106      534    17322 SH       DEFINED 1,3,4           17322
TECHNE CORP.                   COM              878377100     2655    83414 SH       DEFINED 1,3,4           83414
TECHNITROL, INC.               COM              878555101      663    36086 SH       DEFINED 1,3,4           36086
TECUMSEH PRODUCTS CO.          COM              878895200      208     5563 SH       DEFINED 1,3,4            5563
TEKELEC                        COM              879101103     4562   292072 SH       DEFINED 1,3,4          292072
TEKTRONIX, INC.                COM              879131100    15595   630427 SH       DEFINED 1,3,4          630427
TELEDYNE TECHNOLOGIES          COM              879360105      419    28898 SH       DEFINED 1,3,4           28898
TELEFLEX INC.                  COM              879369106      467    10838 SH       DEFINED 1,3,4           10838
TELEPHON & DATA                COM              879433100     7862   139073 SH       DEFINED 1,3,4          139073
TELLABS, INC.                  COM              879664100     1613   238023 SH       DEFINED 1,3,4          238023
TEMPLE-INLAND, INC.            COM              879868107     1506    31044 SH       DEFINED 1,3,4           31044
TENET HEALTHCARE CORP.         COM              88033G100     3863   267022 SH       DEFINED 1,3,4          267022
TERADYNE, INC.                 COM              880770102     2020   108609 SH       DEFINED 1,3,4          108609
TEREX CORP                     COM              880779103      928    50095 SH       DEFINED 1,3,4           50095
TEVA PHARMACEUTICAL INDS LTD   COM              881624209    11723   205275 SH       DEFINED 1,3,4          205275
TETRA TECHNOLOGIES, INC./DE    COM              88162F105      403    19432 SH       DEFINED 1,3,4           19432
TETRA TECH, INC.               COM              88162G103     8417   422624 SH       DEFINED 1,3,4          422624
TEXAS INDUSTRIES, INC.         COM              882491103      465    18932 SH       DEFINED 1,3,4           18932
TEXAS INSTRUMENTS, INC.        COM              882508104    41763  1831868 SH       DEFINED 1,3,4         1831868
TEXTRON, INC.                  COM              883203101     3066    77693 SH       DEFINED 1,3,4           77693
THERAGENICS CORP.              COM              883375107      154    26876 SH       DEFINED 1,3,4           26876
THERMO ELECTRON CORP.          COM              883556102     6116   281949 SH       DEFINED 1,3,4          281949
THOMAS & BETTS CORP.           COM              884315102     1063    67510 SH       DEFINED 1,3,4           67510
THOMAS INDUSTRIES, INC.        COM              884425109      441    15465 SH       DEFINED 1,3,4           15465
THOR INDUSTRIES, INC.          COM              885160101     2871    53223 SH       DEFINED 1,3,4           53223
THORNBURG MORTGAGE             COM              885218107     5880   232086 SH       DEFINED 1,3,4          232086
3COM CORP.                     COM              885535104     5546   939748 SH       DEFINED 1,3,4          939748
THREE-FIVE SYSTEMS, INC.       COM              88554L108      107    19124 SH       DEFINED 1,3,4           19124
3M COMPANY                     COM              88579Y101    61048   883918 SH       DEFINED 1,3,4          883918
TIBCO SOFTWARE, INC.           COM              88632Q103     1543   288300 SH       DEFINED 1,3,4          288300
TIDEWATER INC.                 COM              886423102      484    17197 SH       DEFINED 1,3,4           17197
TIFFANY & CO.                  COM              886547108    20886   559539 SH       DEFINED 1,3,4          559539
TIMBERLAND CO. -CL A           COM              887100105      415     9750 SH       DEFINED 1,3,4            9750
TIMKEN CO.                     COM              887389104     1167    76841 SH       DEFINED 1,3,4           76841
TITAN CORP.                    COM              888266103      459    22003 SH       DEFINED 1,3,4           22003
TOLL BROTHERS, INC.            COM              889478103      610    20017 SH       DEFINED 1,3,4           20017
TOLLGRADE COMMUNICATIONS, INC. COM              889542106      195    12191 SH       DEFINED 1,3,4           12191
TOMKINS PLC                    COM              890030208      109     6470 SH       DEFINED 1,3,4            6470
TOO, INC.                      COM              890333107      455    30814 SH       DEFINED 1,3,4           30814
TOOTSIE INDS                   COM              890516107     4747   153475 SH       DEFINED 1,3,4          153475
TORCHMARK CORP.                COM              891027104    13199   324790 SH       DEFINED 1,3,4          324790
TORO CO.                       COM              891092108    10118   224837 SH       DEFINED 1,3,4          224837
TOTAL FINA ELF SA              COM              89151E109      260     3430 SH       DEFINED 1,3,4            3430
TOWER AUTOMOTIVE INC.          COM              891707101      226    50564 SH       DEFINED 1,3,4           50564
TOYS 'R' US, INC.              COM              892335100     1485   123480 SH       DEFINED 1,3,4          123480
TRACTOR SUPPLY COMPANY         COM              892356106     7125   217305 SH       DEFINED 1,3,4          217305
TRADESTATON GROUP INC.         COM              89267P105       40     5410 SH       DEFINED 1,3,4            5410
TRNSACTN SYS ARCHTCTS          COM              893416107      160     9763 SH       DEFINED 1,3,4            9763
TRAVELERS PROPERTY/CASUALTY IN COM              89420G406     9219   580610 SH       DEFINED 1,3,4          580610
TREDEGAR INDUSTRIES, INC.      COM              894650100      516    34198 SH       DEFINED 1,3,4           34198
TRIAD HOSPITALS, INC.          COM              89579K109      627    20617 SH       DEFINED 1,3,4           20617
TRIARC COS, INC.               COM              895927309      548    52772 SH       DEFINED 1,3,4           52772
TRIBUNE CO.                    COM              896047107    23587   514036 SH       DEFINED 1,3,4          514036
TRIMBLE NAVIGATION LTD         COM              896239100     1683    72607 SH       DEFINED 1,3,4           72607
TRINITY INDUSTRIES, INC.       COM              896522109      327    12667 SH       DEFINED 1,3,4           12667
TRIQUINT SEMICONDUCTOR INC.    COM              89674K103      205    36758 SH       DEFINED 1,3,4           36758
TRIUMPH GROUP, INC.            COM              896818101      423    14228 SH       DEFINED 1,3,4           14228
TRUSTCO BANK CORP./NY          COM              898349105      823    66700 SH       DEFINED 1,3,4           66700
TUESDAY MORNING CORP.          COM              899035505     1633    58650 SH       DEFINED 1,3,4           58650
TUPPERWARE CORP.               COM              899896104      439    33501 SH       DEFINED 1,3,4           33501
TYCO INTERNATIONAL, LTD.       COM              902124106    23973  1173224 SH       DEFINED 1,3,4         1173224
TYSON FOODS, INC.              COM              902494103     1358    96012 SH       DEFINED 1,3,4           96012
UCBH HOLDINGS, INC.            COM              90262T308     1223    40346 SH       DEFINED 1,3,4           40346
UGI CORP.                      COM              902681105     4514   156108 SH       DEFINED 1,3,4          156108
UICI                           COM              902737105    13249  1056246 SH       DEFINED 1,3,4         1056246
UIL HOLDINGS CORPORATION       COM              902748102      453    12987 SH       DEFINED 1,3,4           12987
UST, INC.                      COM              902911106    37135  1055496 SH       DEFINED 1,3,4         1055496
US BANCORP.                    COM              902973304    41610  1734778 SH       DEFINED 1,3,4         1734778
URS CORP.                      COM              903236107     1928    99236 SH       DEFINED 1,3,4           99236
USANA HEALTH SCIENCES INC.     COM              90328M107     3860    79990 SH       DEFINED 1,3,4           79990
USG CORP.                      COM              903293405     9834   570510 SH       DEFINED 1,3,4          570510
US ONCOLOGY, INC.              COM              90338W103     3122   427236 SH       DEFINED 1,3,4          427236
ULTIMATE ELECTRONICS INC       COM              903849107      123    13165 SH       DEFINED 1,3,4           13165
ULTRATECH STEPPER, INC.        COM              904034105      581    20534 SH       DEFINED 1,3,4           20534
UNIBANCO                       COM              90458E107     2189   110500 SH       DEFINED 1,3,4          110500
UNIFI INC.                     COM              904677101       71    14750 SH       DEFINED 1,3,4           14750
UNILEVER N.V.                  COM              904784709      285     4780 SH       DEFINED 1,3,4            4780
UNION PACIFIC CORP.            COM              907818108     8509   146305 SH       DEFINED 1,3,4          146305
UNION PLANTERS                 COM              908068109     3552   112376 SH       DEFINED 1,3,4          112376
UNIONBANCAL CORP.              COM              908906100    22384   451178 SH       DEFINED 1,3,4          451178
UNISOURCE ENERGY CORP HLD CO.  COM              909205106      576    30219 SH       DEFINED 1,3,4           30219
UNISYS CORP.                   COM              909214108    16552  1223757 SH       DEFINED 1,3,4         1223757
UNIT CORP.                     COM              909218109     4658   247033 SH       DEFINED 1,3,4          247033
UNITED BANKSHARES, INC./WV     COM              909907107     1110    37139 SH       DEFINED 1,3,4           37139
UNITED DEFENSE INDUSTRIES      COM              91018B104     5411   190448 SH       DEFINED 1,3,4          190448
UNITED DOMINION REALTY TRUST   COM              910197102      864    47193 SH       DEFINED 1,3,4           47193
UNITED DOMINION REALTY TRUST   COM              910197102     6479   353700 SH       DEFINED 2,3,4          353700
UNITED MICROELECTRONICS        COM              910873207      533 117650.24SH       DEFINED 1,3,4        117650.24
UNITED NATURAL FOODS, INC.     COM              911163103      582    17480 SH       DEFINED 1,3,4           17480
UNITED ONLINE, INC.            COM              911268100     6853   197461 SH       DEFINED 1,3,4          197461
UNITED PARCEL SERVICE-CL B     COM              911312106    42390   664508 SH       DEFINED 1,3,4          664508
UNITED RENTALS INC,            COM              911363109      337    21081 SH       DEFINED 1,3,4           21081
UNITED STATES STEEL CORP.      COM              912909108    11069   602572 SH       DEFINED 1,3,4          602572
UNITED STATIONERS, INC.        COM              913004107     6474   171857 SH       DEFINED 1,3,4          171857
UNITED SURGICAL PARTNERS INTER COM              913016309     6234   220375 SH       DEFINED 1,3,4          220375
UNITED TECHNOLOGIES CORP.      COM              913017109    43851   567439 SH       DEFINED 1,3,4          567439
UNITED THERAPEUTICS CORP.      COM              91307C102     6368   281812 SH       DEFINED 1,3,4          281812
UNITEDHEALTH GROUP, INC.       COM              91324P102    49400   981888 SH       DEFINED 1,3,4          981888
UNITRIN INC.                   COM              913275103      562    18503 SH       DEFINED 1,3,4           18503
UNIVERSAL COMPRESSION HOLDINGS COM              913431102      817    37907 SH       DEFINED 1,3,4           37907
UNIVERSAL CORP.                COM              913456109    10185   241922 SH       DEFINED 1,3,4          241922
UNIVERSAL FOREST PRODS, INC.   COM              913543104     9245   381018 SH       DEFINED 1,3,4          381018
UNIVERSAL HEALTH SERVICES, INC COM              913903100     2283    46156 SH       DEFINED 1,3,4           46156
UNIVISION COMMUNICATIONS INC.  COM              914906102     7344 230116.1 SH       DEFINED 1,3,4        230116.1
UNOCAL CORP.                   COM              915289102     4692   148923 SH       DEFINED 1,3,4          148923
UNUMPROVIDENT CORP.            COM              91529Y106     2554   172973 SH       DEFINED 1,3,4          172973
UPM-KYMMENE OYJ                COM              915436109       86     5224 SH       DEFINED 1,3,4            5224
URBAN OUTFITTERS, INC.         COM              917047102      913    34980 SH       DEFINED 1,3,4           34980
USF CORP.                      COM              91729Q101      772    24471 SH       DEFINED 1,3,4           24471
UTSTARCOM, INC.                COM              918076100     1376    43270 SH       DEFINED 1,3,4           43270
VF CORP.                       COM              918204108     2952    75806 SH       DEFINED 1,3,4           75806
VALASSIS COMMUNICATIONS, INC.  COM              918866104    12032   455673 SH       DEFINED 1,3,4          455673
VALERO ENERGY CORP.            COM              91913Y100     1201    31339 SH       DEFINED 1,3,4           31339
VALMONT INDUSTRIES             COM              920253101      421    21349 SH       DEFINED 1,3,4           21349
VALSPAR CORP.                  COM              920355104      648    13830 SH       DEFINED 1,3,4           13830
VARCO INTERNATIONAL, INC.      COM              922122106      477    28099 SH       DEFINED 1,3,4           28099
VARIAN INC.                    COM              922206107      293     9321 SH       DEFINED 1,3,4            9321
VARIAN SEMICONDUCTOR EQUIP     COM              922207105     1160    30918 SH       DEFINED 1,3,4           30918
VARIAN MEDICAL SYSTEMS, INC.   COM              92220P105    23969   417008 SH       DEFINED 1,3,4          417008
VECTREN CORPORATION            COM              92240G101      483    20444 SH       DEFINED 1,3,4           20444
VEECO INSTRUMENTS, INC.        COM              922417100     1754    87925 SH       DEFINED 1,3,4           87925
VENTAS, INC.                   COM              92276F100     3962   231462 SH       DEFINED 1,3,4          231462
VENTAS, INC.                   COM              92276F100     2163   126400 SH       DEFINED 2,3,4          126400
VERITAS SOFTWARE CORP.         COM              923436109    39643  1262338 SH       DEFINED 1,3,4         1262338
VERITY INC.                    COM              92343C106     6811   521342 SH       DEFINED 1,3,4          521342
VERITAS DGC INC.               COM              92343P107      243    30087 SH       DEFINED 1,3,4           30087
VERIZON COMMUNICATIONS.        COM              92343V104    66785  2058925 SH       DEFINED 1,3,4         2058925
VERINT SYSTEMS, INC.           COM              92343X100     5653   263968 SH       DEFINED 1,3,4          263968
VERTEX PHARMACEUTICALS, INC.   COM              92532F100      276    22692 SH       DEFINED 1,3,4           22692
VIACOM, INC.                   COM              925524308    40029  1045086 SH       DEFINED 1,3,4         1045086
VIAD CORP.                     COM              92552R109    15915   666839 SH       DEFINED 1,3,4          666839
VIASAT, INC.                   COM              92552V100      423    23556 SH       DEFINED 1,3,4           23556
VIASYS HEALTHCARE, INC.        COM              92553Q209      540    26975 SH       DEFINED 1,3,4           26975
VICOR CORP.                    COM              925815102      361    37543 SH       DEFINED 1,3,4           37543
VICURON PHARMACEUTICALS, INC.  COM              926471103     2029   114596 SH       DEFINED 1,3,4          114596
VIGNETTE CORP.                 COM              926734104     2778  1207450 SH       DEFINED 1,3,4         1207450
VINTAGE PETROLEUM, INC.        COM              927460105     6613   608082 SH       DEFINED 1,3,4          608082
VISHAY INTRTECHNOLOGY          COM              928298108      804    45739 SH       DEFINED 1,3,4           45739
VISTEON CORP.                  COM              92839U107      483 75033.997SH       DEFINED 1,3,4        75033.9975
VISX INC/DE                    COM              92844S105      252    13154 SH       DEFINED 1,3,4           13154
VITAL SIGNS, INC.              COM              928469105      338    11591 SH       DEFINED 1,3,4           11591
VITESSE SEMICONDUCTOR CORP     COM              928497106     7149  1116938 SH       DEFINED 1,3,4         1116938
VIVENDI UNIVERSAL              COM              92851S204      232    13020 SH       DEFINED 1,3,4           13020
VIVUS INC                      COM              928551100     1106   316100 SH       DEFINED 1,3,4          316100
VODAFONE GROUP PLC             COM              92857W100      405    20122 SH       DEFINED 1,3,4           20122
VOLT INFO SCIENCES, INC.       COM              928703107      224    13665 SH       DEFINED 1,3,4           13665
VORNADO REALTY                 COM              929042109      535    11150 SH       DEFINED 1,3,4           11150
VORNADO REALTY                 COM              929042109    13862   288600 SH       DEFINED 2,3,4          288600
VULCAN MATERIALS CO.           COM              929160109    15064   377631 SH       DEFINED 1,3,4          377631
WD-40 CO.                      COM              929236107      475    14941 SH       DEFINED 1,3,4           14941
WGL HOLDINGS, INC.             COM              92924F106      364    13316 SH       DEFINED 1,3,4           13316
W-H ENERGY SERVICES, INC.      COM              92925E108      434    24489 SH       DEFINED 1,3,4           24489
WMS INDUSTRIES, INC.           COM              929297109      611    26860 SH       DEFINED 1,3,4           26860
WPP GROUP PLC.                 COM              929309300      114     2714 SH       DEFINED 1,3,4            2714
WPS RESOURCES CORP             COM              92931B106      364     8902 SH       DEFINED 1,3,4            8902
WABASH NATIONAL CORP.          COM              929566107      370    23167 SH       DEFINED 1,3,4           23167
WABTEC                         COM              929740108     4224   266566 SH       DEFINED 1,3,4          266566
WACHOVIA CORP.                 COM              929903102    62385  1514416 SH       DEFINED 1,3,4         1514416
WADDELL & REED FINANCIAL - A   COM              930059100      542    22977 SH       DEFINED 1,3,4           22977
WAL-MART STORES, INC.          COM              931142103   188402  3373427 SH       DEFINED 1,3,4         3373427
WALGREEN CO.                   COM              931422109    18320   597859 SH       DEFINED 1,3,4          597859
WALTER INDUSTRIES INC.         COM              93317Q105      535    49760 SH       DEFINED 1,3,4           49760
WARNACO GROUP, INC.            COM              934390402     2036   130630 SH       DEFINED 1,3,4          130630
WASHINGTON FEDERAL, INC.       COM              938824109      482    19099 SH       DEFINED 1,3,4           19099
WASHINGTON GROUP INTL, INC.    COM              938862208     4916   182420 SH       DEFINED 1,3,4          182420
WASHINGTON MUTUAL, INC.        COM              939322103    22539 572499.00SH       DEFINED 1,3,4        572499.0002
WASHINGTON POST CI B           COM              939640108     1742     2611 SH       DEFINED 1,3,4            2611
WASTE CONNECTIONS, INC.        COM              941053100     9743   277545 SH       DEFINED 1,3,4          277545
WASTE MANAGEMENT, INC.         COM              94106L109    23673   904831 SH       DEFINED 1,3,4          904831
WATERS CORP.                   COM              941848103     1954    71190 SH       DEFINED 1,3,4           71190
WATSCO, INC.                   COM              942622200     6777   354669 SH       DEFINED 1,3,4          354669
WATSON PHARMACEUTICALS         COM              942683103    11433   274223 SH       DEFINED 1,3,4          274223
WATSON WYATT & CO. HOLDINGS    COM              942712100      665    29582 SH       DEFINED 1,3,4           29582
WATTS INDUSTRIES, INC.         COM              942749102     5537   314237 SH       DEFINED 1,3,4          314237
WAUSAU-MOSINEE PAPER CORP.     COM              943315101      170    14125 SH       DEFINED 1,3,4           14125
WAYPOINT FINANCIAL CORP.       COM              946756103      606    30278 SH       DEFINED 1,3,4           30278
WEBWX COMMUNICATIONS, INC.     COM              94767L109     2032   106874 SH       DEFINED 1,3,4          106874
WEBSENSE, INC.                 COM              947684106      420    19729 SH       DEFINED 1,3,4           19729
WEBMD CORP.                    COM              94769M105     2247   251899 SH       DEFINED 1,3,4          251899
WEBSTER FINANCIAL CORP.        COM              947890109      498    12512 SH       DEFINED 1,3,4           12512
WEINGARTEN REALTY INVST        COM              948741103      172     3800 SH       DEFINED 1,3,4            3800
WEINGARTEN REALTY INVST        COM              948741103     7229   160550 SH       DEFINED 2,3,4          160550
WELLMAN INC.                   COM              949702104      214    28638 SH       DEFINED 1,3,4           28638
WELLPOINT HEALTH NETWORKS 'A'  COM              94973H108     8918   115749 SH       DEFINED 1,3,4          115749
WELLS FARGO & CO.              COM              949746101    62763  1218701 SH       DEFINED 1,3,4         1218701
WENDY'S INTERNATIONAL          COM              950590109     2100    65057 SH       DEFINED 1,3,4           65057
WERNER ENTERPRISES             COM              950755108      401    17514 SH       DEFINED 1,3,4           17514
WEST MARINE INC.               COM              954235107     3808   200026 SH       DEFINED 1,3,4          200026
WESTAMERICA BACORPORATION      COM              957090103    10133   227907 SH       DEFINED 1,3,4          227907
WESTAR ENERGY, INC.            COM              95709T100     5124   278098 SH       DEFINED 1,3,4          278098
WESTERN GAS RESOURCES INC.     COM              958259103     1624    42650 SH       DEFINED 1,3,4           42650
WESTPORT RESOURCES CORP.       COM              961418100     1350    57346 SH       DEFINED 1,3,4           57346
WESTWOOD ONE, INC.             COM              961815107      890    29518 SH       DEFINED 1,3,4           29518
WET SEAL, INC.                 COM              961840105      263    26570 SH       DEFINED 1,3,4           26570
WEYERHAEUSER CO.               COM              962166104    18161   310778 SH       DEFINED 1,3,4          310778
WHIRLPOOL CORP.                COM              963320106     2704    39887 SH       DEFINED 1,3,4           39887
WHITE ELECTRONIC DESIGNS       COM              963801105     1699   158280 SH       DEFINED 1,3,4          158280
WHITNEY HOLDING CORP.          COM              966612103     3037    89320 SH       DEFINED 1,3,4           89320
WHOLE FOODS MARKET, INC.       COM              966837106     5549   100596 SH       DEFINED 1,3,4          100596
WILLIAMS CO. INC., THE         COM              969457100     8064   856098 SH       DEFINED 1,3,4          856098
WILLIAMS-SONOMA, INC.          COM              969904101     2137    79029 SH       DEFINED 1,3,4           79029
WILMINGTON TRUST CO.           COM              971807102      555    18056 SH       DEFINED 1,3,4           18056
WILSON GREATBATCH TECH., INC.  COM              972232102      685    19008 SH       DEFINED 1,3,4           19008
WIND RIVER SYSTEMS             COM              973149107      126    21870 SH       DEFINED 1,3,4           21870
WINN-DIXIE STORES, INC.        COM              974280109      769    80741 SH       DEFINED 1,3,4           80741
WINNEBAGO INDUSTRIES           COM              974637100      728    16306 SH       DEFINED 1,3,4           16306
WINTRUST FINANCIAL CORP.       COM              97650W108     9886   262268 SH       DEFINED 1,3,4          262268
WISCONSIN ENERGY CORP.         COM              976657106      984    32094 SH       DEFINED 1,3,4           32094
WOLVERINE TUBE, INC.           COM              978093102       41    11026 SH       DEFINED 1,3,4           11026
WOLVERINE WORLD WIDE           COM              978097103     3848   198524 SH       DEFINED 1,3,4          198524
WOODWARD COVENER CO.           COM              980745103      436     9995 SH       DEFINED 1,3,4            9995
WORTHINGTON INDUSTRIES, INC.   COM              981811102      614    49270 SH       DEFINED 1,3,4           49270
WRIGHT MEDICAL GROUP, INC.     COM              98235T107     1814    71788 SH       DEFINED 1,3,4           71788
WRIGLEY (WM) JR. CO.           COM              982526105    19793   358033 SH       DEFINED 1,3,4          358033
WYETH                          COM              983024100    36311   787597 SH       DEFINED 1,3,4          787597
X-RITE, INC.                   COM              983857103      208    18440 SH       DEFINED 1,3,4           18440
XTO ENERGY, INC.               COM              98385X106    13518 643862.74SH       DEFINED 1,3,4        643862.7405
XCEL ENERGY INC.               COM              98389B100     3553   229394 SH       DEFINED 1,3,4          229394
XILINX, INC.                   COM              983919101     5585   195952 SH       DEFINED 1,3,4          195952
XEROX CORP.                    COM              984121103    11326  1103788 SH       DEFINED 1,3,4         1103788
YAHOO INC.                     COM              984332106    12425   351125 SH       DEFINED 1,3,4          351125
YARDVILLE NATIONAL BANKCORP    COM              985021104     1074    51263 SH       DEFINED 1,3,4           51263
YELLOW CORP.                   COM              985509108     6709   224553 SH       DEFINED 1,3,4          224553
YORK INTL                      COM              986670107      375    10886 SH       DEFINED 1,3,4           10886
YOUNG BROADCASTING INC.-A      COM              987434107       78     3970 SH       DEFINED 1,3,4            3970
YUM BRANDS, INC.               COM              988498101     6956   234904 SH       DEFINED 1,3,4          234904
YUKOS                          COM              98849W108     4643 78697.500SH       DEFINED 1,3,4        78697.5003
ZALE CORP.                     COM              988858106     1090    24544 SH       DEFINED 1,3,4           24544
ZEBRA TECHNOLOGIES CP -CL A    COM              989207105    17055   330712 SH       DEFINED 1,3,4          330712
ZENITH NATIONAL INSURANCE CO.  COM              989390109      470    16870 SH       DEFINED 1,3,4           16870
ZIMMER HOLDINGS, INC.          COM              98956P102    35005   635292 SH       DEFINED 1,3,4          635292
ZIONS BANCORPORATION           COM              989701107    17694   316717 SH       DEFINED 1,3,4          316717
ZIX CORP.                      COM              98974P100      164    20425 SH       DEFINED 1,3,4           20425
ZORAN CORP.                    COM              98975F101     3611   185082 SH       DEFINED 1,3,4          185082
ZURICH FINANCIAL SVCS-ADR      COM              98982M107      135    10800 SH       DEFINED 1,3,4           10800
ACE LTD                        COM              G0070K103     5306   160551 SH       DEFINED 1,3,4          160551
AMDOCS LTD.                    COM              G02602103       69     3650 SH       DEFINED 1,3,4            3650
ARCH CAPITAL GROUP LTD         COM              G0450A105     4438   134546 SH       DEFINED 1,3,4          134546
BUNGE LIMITED                  COM              G16962105     1511    54904 SH       DEFINED 1,3,4           54904
COOPER INDUSTRIES, LTD. - CLAS COM              G24182100     2549    53113 SH       DEFINED 1,3,4           53113
EVEREST RE GROUP LTD.          COM              G3223R108    46466   618079 SH       DEFINED 1,3,4          618079
FRESH DEL MONTE PRODUCE, INC.  COM              G36738105     2722   110722 SH       DEFINED 1,3,4          110722
GLOBAL SANTAFE CORP            COM              G3930E101       32     1300 SH       DEFINED 1,3,4            1300
INGERSOLL-RAND CO.             COM              G4776G101     7032   131625 SH       DEFINED 1,3,4          131625
NABORS INDUSTRIES, LTD.        COM              G6359F103     3139    84181 SH       DEFINED 1,3,4           84181
NOBLE CORP.                    COM              G65422100     7340   215861 SH       DEFINED 1,3,4          215861
PLATINUM UNDERWRITERS HOLDINGS COM              G7127P100     3862   137492 SH       DEFINED 1,3,4          137492
SCOTTISH RE GROUP LTD          COM              G7885T104     1789    74092 SH       DEFINED 1,3,4           74092
TOMMY HILFIGER CORP.           COM              G8915Z102     1782   149780 SH       DEFINED 1,3,4          149780
TRANSOCEAN, INC.               COM              G90078109     3674   183401 SH       DEFINED 1,3,4          183401
WEATHERFORD INTL LTD.          COM              G95089101     9951   263390 SH       DEFINED 1,3,4          263390
WILLIS GROUP HOLDINGS LTD      COM              G96655108       18      600 SH       DEFINED 1,3,4             600
XL CAPITAL LTD.                COM              G98255105     7297    94232 SH       DEFINED 1,3,4           94232
UBS AG - REG                   COM              H8920M855      143     2540 SH       DEFINED 1,3,4            2540
LEADING EDGE MEASUREMENT SYSTE COM              LEMS12345      500   500000 SH       DEFINED 3,4            500000
RADVISION, LTD.                COM              M81869105     2008   242307 SH       DEFINED 1,3,4          242307
SHELL SHOCKED SOUND, INC.      COM              SHELL1234      350   175000 SH       DEFINED 3,4            175000
TATA ENGINEERING & LOCOMOTIVE  COM              Y85740127     1054   158766 SH       DEFINED 1,3,4          158766