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

                                    FORM 13F

                               FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: March 31, 2002
Check here if Amendment [x]; Amendment Number: 1
This Amendment (Check only one.): [x] is a restatement
                                  [ ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

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

13F File Number:  28-10106

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

Person Signing this Report on Behalf of Reporting Manager:

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



    Michael Roughton        Des Moines, Iowa       May 16, 2002

Report Type (Check only one.):

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

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

                                 Report Summary:

Number of Other Included Managers:       4
Form 13F Information Table Entry Total:  1866
Form 13F Information Table Value Total:  $20622029  (X$1000)

List of Other Included Managers:

 No.  13F File Number    Name

 01   28-1549            Invista Capital Management, LLC
 02   28-5133            BT Financial Group Limited
 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 AUTHORITY
       NAME OF ISSUER          TITLE OF CLASS     CUSIP   (X$1000) PRN AMT  PRN CALL DSCRETN   MANAGERS     SOLE    SHARED    NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AAR CORP.                      COM              000361105      155    14359 SH       DEFINED 1,3,4             803
ADC COMMUNICATIONS, INC.       COM              000886101     3465   851336 SH       DEFINED 1,3,4          812530
ABN-AMRO HOLDINGS ADR          COM              000937102      606    31963 SH       DEFINED 1,3,4           31963
ABM INDUSTRIES, INC.           COM              000957100      480    13073 SH       DEFINED 1,3,4             736
AFLAC, INC.                    COM              001055102    27408   929087 SH       DEFINED 1,3,4          925795
AGCO CORP.                     COM              001084102      337    14755 SH       DEFINED 1,3,4            1271
AGL RESOURCES IN               COM              001204106     8971   381750 SH       DEFINED 1,3,4          371343
AES CORP.                      COM              00130H105     3129   347693 SH       DEFINED 1,3,4          344324
AK STEEL HOLDING CORP.         COM              001547108      316    22077 SH       DEFINED 1,3,4            1901
AMB PROPERTY CORP.             COM              00163T109    23297   847180 SH       DEFINED 1,3,4          796580
AMR CORP.                      COM              001765106     2080    78760 SH       DEFINED 1,3,4           77785
AOL TIME WARNER                COM              00184A105   107453  4543473 SH       DEFINED 1,3,4         4434699
ATI TECHNOLOGIES, INC.         COM              001941103     8304   619700 SH       DEFINED 1,3,4          617160
AT&T CORP.                     COM              001957109    79668  5074383 SH       DEFINED 1,3,4         4958253
ATMI, INC.                     COM              00207R101      511    16236 SH       DEFINED 1,3,4             914
AT & T WIRELESS SERVICES       COM              00209A106    21500  2402190 SH       DEFINED 1,3,4         2385120
AXT INC.                       COM              00246W103      128    11953 SH       DEFINED 1,3,4             667
AARON RENTS INC.               COM              002535201      244    10685 SH       DEFINED 1,3,4             601
ABBOTT LABORATORIES            COM              002824100    67683  1286758 SH       DEFINED 1,3,4         1264869
ABERCROMBIE & FITCH CO.        COM              002896207     3192   103638 SH       DEFINED 1,3,4           85121
ACCLAIM ENMNT, INC.            COM              004325205     3682   811000 SH       DEFINED 1,3,4          811000
ACCREDO HEALTH, INC.           COM              00437V104      799    13958 SH       DEFINED 1,3,4             786
ACTIVISION, INC.               COM              004930202      332    11123 SH       DEFINED 1,3,4             958
ACTION PERFORMANCE COS INC     COM              004933107    10101   205087 SH       DEFINED 1,3,4          196294
ACTEL CORP.                    COM              004934105     4771   230365 SH       DEFINED 1,3,4          218262
ACTRADE FINANCIAL TECH         COM              00507P102     4218   274940 SH       DEFINED 1,3,4          274940
ACTUATE CORPORATION            COM              00508B102     3753   519870 SH       DEFINED 1,3,4          516532
ACUITY BRANDS INC.             COM              00508Y102     4067   246013 SH       DEFINED 1,3,4          225163
ACXIOM CORP.                   COM              005125109    18648  1088000 SH       DEFINED 1,3,4         1071677
ADAPTEC, INC.                  COM              00651F108    14042  1050282 SH       DEFINED 1,3,4          996802
ADELPHIA COMMUNICATIONS - CL A COM              006848105     2068   138760 SH       DEFINED 1,3,4          138760
ADMINISTAFF, INC.              COM              007094105      408    14758 SH       DEFINED 1,3,4             831
ADOBE SYSTEMS, INC.            COM              00724F101    16060   398598 SH       DEFINED 1,3,4          397104
ADTRAN INC.                    COM              00738A106     4280   177319 SH       DEFINED 1,3,4          169928
ADVANCED DIGITAL INFO CORP     COM              007525108     4060   312080 SH       DEFINED 1,3,4          312080
ADVANCED MARKETING SERVICES    COM              00753T105      247    10276 SH       DEFINED 1,3,4             578
ADVANCED FIBRE COMMUNICATION   COM              00754A105      322    16794 SH       DEFINED 1,3,4            1446
ADVANCED TISSUE SCI - CLASS A  COM              00755F103      123    39099 SH       DEFINED 1,3,4            2182
ADVO, INC.                     COM              007585102      451    10687 SH       DEFINED 1,3,4             601
AEROFLEX INC.                  COM              007768104      412    32072 SH       DEFINED 1,3,4            1805
ADVANCED MICRO DEVICES, INC.   COM              007903107     9134   620954 SH       DEFINED 1,3,4          618811
ADVANCE PCS                    COM              00790K109     8254   274315 SH       DEFINED 1,3,4          226612
AEGON N.V.-AMERICAN REG SHR    COM              007924103      207     8455 SH       DEFINED 1,3,4
ADVANCED ENERGY INDUSTRIES     COM              007973100      612    17018 SH       DEFINED 1,3,4             958
ADVENT SOFTWARE INC            COM              007974108      410     6930 SH       DEFINED 1,3,4             597
AETNA INC- NEW                 COM              00817Y108     2856    73579 SH       DEFINED 1,3,4           72669
AFFILIATED COMP SVCS -CLA      COM              008190100     1510    26901 SH       DEFINED 1,3,4            2317
AFFILIATED MANAGERS GROUP, INC COM              008252108     9067   126230 SH       DEFINED 1,3,4          125850
AGERE SYSTEMS, INC.            COM              00845V100     6913  1777120 SH       DEFINED 1,3,4         1777120
AGILENT TECHNOLOGIES INC       COM              00846U101    11008   314888 SH       DEFINED 1,3,4          311969
AGNICO-EAGLE MINES LTD         COM              008474108     2378   178100 SH       DEFINED 1,3,4          177000
AIR PRODUCTS & CHEMICALS, INC. COM              009158106    11277   218341 SH       DEFINED 1,3,4          216907
AIRBORNE INC.                  COM              009269101    11236   642419 SH       DEFINED 1,3,4          633409
AIRGAS INC.                    COM              009363102     8771   436358 SH       DEFINED 1,3,4          423292
AIRGATE PCS, INC. COM          COM              009367103     1582   113000 SH       DEFINED 1,3,4          113000
AIRTRAN HOLDINGS, INC.         COM              00949P108     3504   579240 SH       DEFINED 1,3,4          575515
AKZO NOBEL NV                  COM              010199305      225     4799 SH       DEFINED 1,3,4
ALAMOSA HOLDINGS, INC.         COM              011589108     1088   216220 SH       DEFINED 1,3,4          216220
ALBANY INTL CORP. -CLA         COM              012348108     4666   153978 SH       DEFINED 1,3,4          148131
ALBEMARLE CORP.                COM              012653101     2265    82194 SH       DEFINED 1,3,4           73673
ALBERTO-CULVER CO.; CLASS B    COM              013068101     7586   140489 SH       DEFINED 1,3,4          140126
ALBERTSON'S, INC.              COM              013104104    16607   501119 SH       DEFINED 1,3,4          498556
ALCAN INC.                     COM              013716105    52516  1325158 SH       DEFINED 1,3,4         1300368
ALCOA, INC.                    COM              013817101    28363   751550 SH       DEFINED 1,3,4          725631
ALEXANDER & BALDWIN INC.       COM              014482103      229     8296 SH       DEFINED 1,3,4             714
ALEXANDRIA REAL ESTATE EQUITIE COM              015271109     1057    23700 SH       DEFINED 1,3,4            5000
ALLEGHENY ENERGY, INC.         COM              017361106    11849   286553 SH       DEFINED 1,3,4          285765
ALLEGHENY TECHNOLOGIES, INC.   COM              01741R102     7797   471418 SH       DEFINED 1,3,4          469252
ALLEN TELECOM, INC.            COM              018091108      109    16273 SH       DEFINED 1,3,4             916
ALLERGAN, INC.                 COM              018490102     9163   141740 SH       DEFINED 1,3,4          140915
ALLETE                         COM              018522102     7076   243228 SH       DEFINED 1,3,4          227484
ALLIANCE SEMICONDUCTOR CORP.   COM              01877H100      251    21817 SH       DEFINED 1,3,4            1228
ALLIANCE RESOURCE PARTNERS     COM              01877R108     1346    55680 SH       DEFINED 1,3,4           55680
ALLIANT ENERGY CORP.           COM              018802108    21020   695554 SH       DEFINED 1,3,4          679157
ALLIANT TECHSYSTEMS, INC.      COM              018804104     1356    13299 SH       DEFINED 1,3,4             749
ALLIED WASTE INDUSTRIES, INC.  COM              019589308     5494   422620 SH       DEFINED 1,3,4          420985
ALLMERICA FINANCIAL CORP.      COM              019754100      487    10839 SH       DEFINED 1,3,4             934
ALLSTATE CORP.                 COM              020002101    18525   490460 SH       DEFINED 1,3,4          460313
ALLTEL CORP.                   COM              020039103    38944   701064 SH       DEFINED 1,3,4          699105
ALPHA INDUSTRIES, INC.         COM              020753109      361    23653 SH       DEFINED 1,3,4            1332
ALPHARMA INC. - CL A           COM              020813101      327    22858 SH       DEFINED 1,3,4            1287
ALTERA CORP.                   COM              021441100     5805   265410 SH       DEFINED 1,3,4          262980
AMBAC FINANCIAL GROUP, INC.    COM              023139108    34093   577162 SH       DEFINED 1,3,4          559627
AMERADA HESS CORP.             COM              023551104     3579    45096 SH       DEFINED 1,3,4           44538
AMEREN CORP.                   COM              023608102    37008   865689 SH       DEFINED 1,3,4          864822
AMERICA MOVIL S.A. DE C.V.     COM              02364W105    16407   826133 SH       DEFINED 1,3,4          819131
AMERICA FIRST MORTGAGE INVST.  COM              023934102     2296   256550 SH       DEFINED 1,3,4          256550
AMERICAN AXLE & MFG HOLDINGS   COM              024061103     7919   273066 SH       DEFINED 1,3,4          273066
AM CAP STRATEGIES LTD.         COM              024937104     3192   103100 SH       DEFINED 1,3,4          103100
AMERICAN ELECTRIC POWER CO., I COM              025537101    11922   258665 SH       DEFINED 1,3,4          236053
AMERICAN EAGLE OUTFITTERS      COM              02553E106     6127   247371 SH       DEFINED 1,3,4          232919
AMERICAN EXPRESS CO.           COM              025816109    50402  1230524 SH       DEFINED 1,3,4         1195958
AMERICAN FINL GROUP INC.       COM              025932104      402    13998 SH       DEFINED 1,3,4            1205
AMERICAN FINANCIAL HOLDINGS    COM              026075101     2614    98244 SH       DEFINED 1,3,4           86126
AMERICAN GREETINGS CORP.       COM              026375105     9626   530353 SH       DEFINED 1,3,4          529947
AMERICAN INTERNATIONAL GROUP,  COM              026874107   210905  2923554 SH       DEFINED 1,3,4         2869674
AMERICAN ITALIAN PASTA CO.     COM              027070101     2184    48113 SH       DEFINED 1,3,4           39135
AMERICAN MANAGEMENT SYSTEMS, I COM              027352103      416    22294 SH       DEFINED 1,3,4            1255
AMERICAN MEDICAL SYS HLDGS     COM              02744M108     3608   160300 SH       DEFINED 1,3,4          160300
AMERICAN NATIONAL INSURANCE CO COM              028591105     2937    31080 SH       DEFINED 1,3,4           31080
AMERICAN POWER CONVERSION CORP COM              029066107     1465    99091 SH       DEFINED 1,3,4           97858
AMERICAN STANDARD, INC.        COM              029712106    15822   223638 SH       DEFINED 1,3,4          210197
AMERICAN TOWER CORP. CL A      COM              029912201     2223   404250 SH       DEFINED 1,3,4          401720
AMERICAN WATER WORKS, INC.     COM              030411102    13653   311711 SH       DEFINED 1,3,4          292985
AMERICREDIT CORP.              COM              03060R101      661    17393 SH       DEFINED 1,3,4            1498
AMERUS LIFE GROUP.             COM              03072M108    10709   278521 SH       DEFINED 1,3,4          278521
AMERISOURCEBERGEN CORP.        COM              03073E105    57194   837399 SH       DEFINED 1,3,4          836745
AMETEK INC.                    COM              031100100      250     6720 SH       DEFINED 1,3,4             578
AMSOUTH BANCORP.               COM              032165102    27639  1257466 SH       DEFINED 1,3,4         1232363
AMYLIN PHARMACEUTICALS, INC.   COM              032346108    13139  1312538 SH       DEFINED 1,3,4         1308838
ANADARKO PETROLEUN CORP.       COM              032511107     7137   126448 SH       DEFINED 1,3,4          124881
ANADIGICS, INC.                COM              032515108     4490   363890 SH       DEFINED 1,3,4          361600
ANALOG DEVICES, INC.           COM              032654105    16493   366178 SH       DEFINED 1,3,4          363882
ANALOGIC CORP.                 COM              032657207      294     7060 SH       DEFINED 1,3,4             395
ANANLYSTS INT'L CORP.          COM              032681108       52    12933 SH       DEFINED 1,3,4             721
ANCHOR BANCORP, INC./WI        COM              032839102      267    13320 SH       DEFINED 1,3,4             750
ANDREW CORP.                   COM              034425108     3866   231103 SH       DEFINED 1,3,4          230584
ANHEUSER-BUSCH COS., INC.      COM              035229103    37814   724408 SH       DEFINED 1,3,4          718830
ANIXTER INT'L, INC.            COM              035290105     5613   189439 SH       DEFINED 1,3,4          170840
ANNALY MORTGAGE MANAGEMENT     COM              035710409    20359  1199019 SH       DEFINED 1,3,4         1199019
ANNTAYLOR STORES CORP.         COM              036115103      674    15602 SH       DEFINED 1,3,4             879
ANSYS INC.                     COM              03662Q105      209     7716 SH       DEFINED 1,3,4             434
ANTHEM INC.                    COM              03674B104     5593    97150 SH       DEFINED 1,3,4           97150
ANTEON INTERNATIONAL CORP.     COM              03674E108     5533   266000 SH       DEFINED 1,3,4          266000
AON CORP.                      COM              037389103     5269   150553 SH       DEFINED 1,3,4          135018
APACHE CORP.                   COM              037411105    10877   191221 SH       DEFINED 1,3,4          190357
APARTMENT INVESTMENT & MANAGEM COM              03748R101     2298    47500 SH       DEFINED 1,3,4           10600
APOGEE ENTERPRISES, INC.       COM              037598109     1811   148407 SH       DEFINED 1,3,4          134113
APOLLO GROUP INC.              COM              037604105     1264    23595 SH       DEFINED 1,3,4            2033
APOGENT TECHNOLOGIES, INC.     COM              03760A101    14153   573468 SH       DEFINED 1,3,4          553529
APPLE COMPUTER, INC.           COM              037833100     8028   339155 SH       DEFINED 1,3,4          336931
APPLEBEES INT'L, INC.          COM              037899101      719    19809 SH       DEFINED 1,3,4            1115
APRIA HEALTHCARE GROUP INC     COM              037933108     8730   356164 SH       DEFINED 1,3,4          345957
APPLERA CORPORATION-APPLIED BI COM              038020103     6005   268668 SH       DEFINED 1,3,4          267329
APPLICA INCORPORATED           COM              03815A106      107    12419 SH       DEFINED 1,3,4             692
APPLIED INDUSTRIAL TECH, INC.  COM              03820C105      198    10266 SH       DEFINED 1,3,4             573
APPLIED MATERIALS, INC.        COM              038222105    66126  1218462 SH       DEFINED 1,3,4         1190438
APPLIED MICRO CIRCUITS CORP.   COM              03822W109     1214   151702 SH       DEFINED 1,3,4          149807
APTARGROUP, INC.               COM              038336103     4405   125672 SH       DEFINED 1,3,4          107529
AQUILA, INC.                   COM              03840P102    16468   662976 SH       DEFINED 1,3,4          636666
ARACRUZ CLEULOSE SA            COM              038496204     4312   208810 SH       DEFINED 1,3,4          207510
ARBITRON INC.                  COM              03875Q108     8648   255851 SH       DEFINED 1,3,4          241128
ARCH CHEMICALS, INC.           COM              03937R102      262    11868 SH       DEFINED 1,3,4             668
ARCH COAL, INC.                COM              039380100      229    10727 SH       DEFINED 1,3,4             924
ARCHER-DANIELS-MIDLAND CO.     COM              039483102     4657   334303 SH       DEFINED 1,3,4          330165
ARCHSTONE-SMITH TRUST          COM              039583109     1834    68445 SH       DEFINED 1,3,4           14210
ARCTIC CAT, INC.               COM              039670104      252    12501 SH       DEFINED 1,3,4             704
ARDEN REALTY GROUP, INC.       COM              039793104     5494   193440 SH       DEFINED 1,3,4          144940
ARGOSY GAMING COMPANY          COM              040228108     4825   131501 SH       DEFINED 1,3,4          116967
ARKANSAS BEST CORP.            COM              040790107     6788   244263 SH       DEFINED 1,3,4          231943
ARMOR HOLDINGS, INC.           COM              042260109      442    16315 SH       DEFINED 1,3,4             919
ARQULE, INC.                   COM              04269E107      137    10864 SH       DEFINED 1,3,4             606
ARROW ELECTRONICS INC.         COM              042735100      571    20431 SH       DEFINED 1,3,4            1760
ARTESYN TECHNOLOGIES, INC.     COM              043127109     9347  1003946 SH       DEFINED 1,3,4          981487
ARTHROCARE CORP.               COM              043136100      219    12184 SH       DEFINED 1,3,4             686
ARVINMERITOR, INC.             COM              043353101     2837    99367 SH       DEFINED 1,3,4           86877
ASCENTIAL SOFTWARE CORP.       COM              04362P108      205    53157 SH       DEFINED 1,3,4            4580
ASHLAND, INC.                  COM              044204105     2668    58619 SH       DEFINED 1,3,4           39342
ASPECT COMMUNICATIONS          COM              04523Q102      108    27739 SH       DEFINED 1,3,4            1548
ASPEN TECHNOLOGY, INC.         COM              045327103      389    17003 SH       DEFINED 1,3,4             957
ASSOCIATED BANCORP.            COM              045487105    13400   352362 SH       DEFINED 1,3,4          340060
ASTEC INDUSTRIES, INC.         COM              046224101      184    10469 SH       DEFINED 1,3,4             584
ASTORIA FINL CORP.             COM              046265104     4558   156908 SH       DEFINED 1,3,4          139629
ASTROPOWER, INC.               COM              04644A101      321     7684 SH       DEFINED 1,3,4             432
ATLANTIC COAST AIRLINES HOLDIN COM              048396105      563    23484 SH       DEFINED 1,3,4            1322
ATMEL CORP.                    COM              049513104      967    95413 SH       DEFINED 1,3,4            8220
ATMOS ENERGY CORP.             COM              049560105      518    21969 SH       DEFINED 1,3,4            1237
ATRIX LABS, INC.               COM              04962L101     2846   125000 SH       DEFINED 1,3,4          125000
ATWOOD OCEANICS INC.           COM              050095108      340     7397 SH       DEFINED 1,3,4             416
AUDIOVOX CORP.                 COM              050757103       88    12231 SH       DEFINED 1,3,4             683
AUTODESK, INC.                 COM              052769106     6318   135315 SH       DEFINED 1,3,4          134970
AUTOLIV, INC.                  COM              052800109     6588   271800 SH       DEFINED 1,3,4          271800
AUTOMATIC DATA PROCESSING, INC COM              053015103    73395  1259565 SH       DEFINED 1,3,4         1222008
AUTONATION INC.                COM              05329W102     1609   115100 SH       DEFINED 1,3,4          115100
AUTOZONE, INC.                 COM              053332102    13824   200788 SH       DEFINED 1,3,4          200113
AVALONBAY COMM., INC.          COM              053484101      587    11787 SH       DEFINED 1,3,4            2400
AVANT! CORPORATION             COM              053487104     6576   328327 SH       DEFINED 1,3,4          309248
AVAYA, INC.                    COM              053499109     1313   177908 SH       DEFINED 1,3,4          175683
AVENTIS ADR                    COM              053561106      379     5509 SH       DEFINED 1,3,4
AVERY DENNISON CORP.           COM              053611109     9545   156404 SH       DEFINED 1,3,4          155712
AVID TECHNOLOGY, INC.          COM              05367P100      194    13919 SH       DEFINED 1,3,4             777
AVISTA CORP.                   COM              05379B107      395    25432 SH       DEFINED 1,3,4            1432
AVNET, INC.                    COM              053807103    11250   415733 SH       DEFINED 1,3,4          393514
AVOCENT CORPORATION.           COM              053893103     3913   146073 SH       DEFINED 1,3,4          136838
AVON PRODUCTS, INC.            COM              054303102    11178   205784 SH       DEFINED 1,3,4          204296
AXA                            COM              054536107      354    15790 SH       DEFINED 1,3,4
AWARE INC/MASS                 COM              05453N100       77    12102 SH       DEFINED 1,3,4             676
AXCELIS TECHNOLOGIES, INC.     COM              054540109      745    52094 SH       DEFINED 1,3,4            2933
AZTAR CORP.                    COM              054802103     5288   241476 SH       DEFINED 1,3,4          223026
BB&T CORP.                     COM              054937107     8958   235060 SH       DEFINED 1,3,4          232164
BISYS GROUP, INC.              COM              055472104    18563   526611 SH       DEFINED 1,3,4          504349
BJ SERVICES CO.                COM              055482103     8797   255208 SH       DEFINED 1,3,4          225903
BJS WHOLESALE CLUB INC.        COM              05548J106     2566    57402 SH       DEFINED 1,3,4           43875
BP PLC                         COM              055622104      407     7672 SH       DEFINED 1,3,4            3500
BRE PROPERTIES, INC.           COM              05564E106     4389   135000 SH       DEFINED 1,3,4          116900
BMC SOFTWARE, INC.             COM              055921100     2413   124070 SH       DEFINED 1,3,4          122538
BAKER HUGHES, INC.             COM              057224107    15338   400991 SH       DEFINED 1,3,4          398872
BALDOR ELECTRIC CO.            COM              057741100      410    18121 SH       DEFINED 1,3,4            1020
BALL CORP.                     COM              058498106     1344    28470 SH       DEFINED 1,3,4           28124
BALLY TOTAL FITNESS HOLDINGS   COM              05873K108     6155   280391 SH       DEFINED 1,3,4          264025
BANCO BRADESCO ADR             COM              059460204     1768    58424 SH       DEFINED 1,3,4           43768
BANCO SANTANDER CHILE  SPONS A COM              05965F108     2168   139848 SH       DEFINED 1,3,4          104438
BANK OF AMERICA CORP.          COM              060505104   143020  2102610 SH       DEFINED 1,3,4         2062466
BANK OF NEW YORK               COM              064057102    33363   793978 SH       DEFINED 1,3,4          782593
BANK ONE CORP.                 COM              06423A103    64607  1546373 SH       DEFINED 1,3,4         1511820
BANKATLANTIC BANCORP           COM              065908501    18446  1418892 SH       DEFINED 1,3,4         1418892
BANKNORTH GROUP, INC.          COM              06646R107    10598   402214 SH       DEFINED 1,3,4          373781
BANKUNITED FINANCIAL CORP CL-A COM              06652B103     1989   132800 SH       DEFINED 1,3,4          132800
BANTA CORP.                    COM              066821109    10818   302929 SH       DEFINED 1,3,4          298306
BARD (C.R.), INC.              COM              067383109    11596   196384 SH       DEFINED 1,3,4          196062
BARCLAYS PLC                   COM              06738E204      377     3056 SH       DEFINED 1,3,4
BARNES & NOBLE, INC.           COM              067774109      427    13770 SH       DEFINED 1,3,4            1186
BARNES GROUP, INC.             COM              067806109      241     9846 SH       DEFINED 1,3,4             554
BARNESANDNOBLE.COM INC.        COM              067846105     2361  1475394 SH       DEFINED 1,3,4         1465927
BARRICK GOLD CORP.             COM              067901108     5056   272425 SH       DEFINED 1,3,4          269041
BARR LABORATORIES, INC.        COM              068306109     2428    36884 SH       DEFINED 1,3,4           28811
BARRA INC.                     COM              068313105    10621   175343 SH       DEFINED 1,3,4          164338
BASSETT FURNITURE INDS.        COM              070203104     1313    64070 SH       DEFINED 1,3,4           58150
BAUSCH & LOMB, INC.            COM              071707103     1214    27229 SH       DEFINED 1,3,4           26892
BAXTER INTERNATIONAL, INC.     COM              071813109    28509   478974 SH       DEFINED 1,3,4          475250
BE AEROSPACE, INC.             COM              073302101     2495   251308 SH       DEFINED 1,3,4          233531
BEA SYSTEMS, INC.              COM              073325102    15520  1132050 SH       DEFINED 1,3,4         1078830
BEAR STEARNS COS., INC.        COM              073902108    31135   496170 SH       DEFINED 1,3,4          495551
BECKMAN COULTER, INC.          COM              075811109    26477   518448 SH       DEFINED 1,3,4          506961
BECTON, DICKINSON & CO.        COM              075887109     5574   147760 SH       DEFINED 1,3,4          131128
BED BATH & BEYOND, INC.        COM              075896100    80800  2394060 SH       DEFINED 1,3,4         2299939
BELDEN, INC.                   COM              077459105      313    13142 SH       DEFINED 1,3,4             740
BELLSOUTH CORP.                COM              079860102   105218  2854536 SH       DEFINED 1,3,4         2795421
BELO CORP CLASS A              COM              080555105      524    22558 SH       DEFINED 1,3,4            1943
BEMIS CO., INC.                COM              081437105    11215   206352 SH       DEFINED 1,3,4          206020
BENCHMARK ELECTRONICS, INC.    COM              08160H101     6209   221764 SH       DEFINED 1,3,4          211847
BEST BUY CO., INC.             COM              086516101     8522   107595 SH       DEFINED 1,3,4          106261
BEVERLY ENTERPRISES            COM              087851309     1448   201050 SH       DEFINED 1,3,4          201050
BIG LOTS, INC.                 COM              089302103      816    58074 SH       DEFINED 1,3,4           57353
BIO RAD LABORATORIES           COM              090572207     2463    65600 SH       DEFINED 1,3,4           65600
BIO TECHNOLOGY GENERAL CORP.   COM              090578105     2510   511192 SH       DEFINED 1,3,4          481797
BIOGEN, INC.                   COM              090597105    54838  1117780 SH       DEFINED 1,3,4         1116849
BIOMET, INC.                   COM              090613100    54019  1996256 SH       DEFINED 1,3,4         1934049
BLACK & DECKER CORP.           COM              091797100     1890    40618 SH       DEFINED 1,3,4           40116
BLACK BOX CORP.                COM              091826107     2963    61189 SH       DEFINED 1,3,4           51007
BLACK HILLS CORP.              COM              092113109     1585    47332 SH       DEFINED 1,3,4           42367
H&R BLOCK, INC.                COM              093671105    70685  1590220 SH       DEFINED 1,3,4         1555906
BLOCKBUSTER, INC.              COM              093679108     3493   148820 SH       DEFINED 1,3,4          148820
BLYTH INDUSTRIES INC.          COM              09643P108     1892    71348 SH       DEFINED 1,3,4           62531
BOB EVANS FARMS                COM              096761101    13435   476086 SH       DEFINED 1,3,4          469537
BOEING CO.                     COM              097023105    38771   803550 SH       DEFINED 1,3,4          772597
BOISE CASCADE CORP.            COM              097383103    18496   510366 SH       DEFINED 1,3,4          509602
BORDERS GROUP INC.             COM              099709107     8000   334601 SH       DEFINED 1,3,4          319339
BORG WARNER INC                COM              099724106    10197   162063 SH       DEFINED 1,3,4          157126
BOSTON PRIVATE FINL HLDGS.     COM              101119105      317    11858 SH       DEFINED 1,3,4             668
BOSTON PROPERTIES, INC.        COM              101121101    17189   435710 SH       DEFINED 1,3,4          435710
BOSTON SCIENTIFIC CORP.        COM              101137107    23417   933312 SH       DEFINED 1,3,4          930769
BOWATER INC.                   COM              102183100      558    11198 SH       DEFINED 1,3,4             964
BOWNE & CO., INC.              COM              103043105      249    17711 SH       DEFINED 1,3,4             997
BRADY CORP.                    COM              104674106      446    12291 SH       DEFINED 1,3,4             692
BRANDYWINE REALTY TRUST        COM              105368203     3373   141149 SH       DEFINED 1,3,4          126349
BRIGGS & STRATTON CORP.        COM              109043109     8925   194013 SH       DEFINED 1,3,4          182601
BRINKER INTERNATIONAL INC      COM              109641100      646    19925 SH       DEFINED 1,3,4            1716
BRISTOL-MYERS SQUIBB CO.       COM              110122108    64364  1589630 SH       DEFINED 1,3,4         1560095
BROADCOM CORP.                 COM              111320107     5871   163524 SH       DEFINED 1,3,4          161869
BROADWING, INC.                COM              111620100      313    44826 SH       DEFINED 1,3,4            3862
BROCADE COMMUNICATIONS SYSTEM  COM              111621108     1458    54000 SH       DEFINED 1,3,4           54000
BROOKFIELD PROPERTIES CORP.    COM              112900105      707    37200 SH       DEFINED 1,3,4            7200
BROOKS AUTOMATION INC,         COM              11434A100     3020    66460 SH       DEFINED 1,3,4           56030
BROOKSTONE, INC.               COM              114537103     2399   149943 SH       DEFINED 1,3,4          148979
BROWN-FORMAN DISTILLERS CORP.  COM              115637209     2526    34720 SH       DEFINED 1,3,4           34290
TOM BROWN, INC.                COM              115660201     2393    87672 SH       DEFINED 1,3,4           67517
BROWN SHOE, INC.               COM              115736100     3903   200578 SH       DEFINED 1,3,4          191764
BRUNSWICK CORP.                COM              117043109     1218    44576 SH       DEFINED 1,3,4           44020
BUCKEYE TECHNOLOGIES, INC.     COM              118255108      192    18597 SH       DEFINED 1,3,4            1047
BURLINGTON COAT FACTORY WHAREH COM              121579106      457    23743 SH       DEFINED 1,3,4            1337
BURLINGTON NORTHERN SANTA FE C COM              12189T104    16522   547435 SH       DEFINED 1,3,4          528679
BURLINGTON RESOURCES, INC.     COM              122014103     6846   170763 SH       DEFINED 1,3,4          148488
C&D TECHNOLOGIES, INC.         COM              124661109     5252   249877 SH       DEFINED 1,3,4          235516
CBL & ASSOCIATES PROPERTIES, I COM              124830100     8024   226979 SH       DEFINED 1,3,4          187779
CTRL GROUP INC.                COM              12489V106     2181    76607 SH       DEFINED 1,3,4           66183
C-COR.NET CORP.                COM              125010108      341    18945 SH       DEFINED 1,3,4            1067
CDI CORP.                      COM              125071100      234    10212 SH       DEFINED 1,3,4             574
CDW COMPUTER CENTERS INC       COM              125129106      911    18089 SH       DEFINED 1,3,4            1558
CEC ENTERTAINMENT, INC.        COM              125137109     4682   101334 SH       DEFINED 1,3,4           87017
CH ENERGY GROUP INC.           COM              12541M102     6996   147440 SH       DEFINED 1,3,4          139182
C H ROBINSON WORLDWIDE INC     COM              12541W100      582    17318 SH       DEFINED 1,3,4            1492
CIGNA CORP.                    COM              125509109     8864    87423 SH       DEFINED 1,3,4           75631
CLECO CORP.                    COM              12561W105     5356   224118 SH       DEFINED 1,3,4          215694
CMS ENERGY CORP.               COM              125896100     1552    68568 SH       DEFINED 1,3,4           67729
CNF INC                        COM              12612W104      330    10010 SH       DEFINED 1,3,4             862
CSG SYSTEMS INTL INC.          COM              126349109      309    10869 SH       DEFINED 1,3,4             936
CSX CORP.                      COM              126408103     4165   109283 SH       DEFINED 1,3,4          107935
CTS CORP.                      COM              126501105      251    15444 SH       DEFINED 1,3,4             870
CUNO INCORPORATED              COM              126583103      326     8788 SH       DEFINED 1,3,4             494
CVB FINANCIAL CORP             COM              126600105     1416    70217 SH       DEFINED 1,3,4           70217
CVS CORP.                      COM              126650100     6820   198658 SH       DEFINED 1,3,4          196195
CV THERAPEUTICS INC.           COM              126667104     7770   214650 SH       DEFINED 1,3,4          213600
CABLEVISION SYSTEMS CORP-RAINB COM              12686C844    19890   805900 SH       DEFINED 1,3,4          805900
CABLE DESIGN TECH CP. CL A     COM              126924109     3045   228079 SH       DEFINED 1,3,4          205812
CABOT CORP.                    COM              127055101    12144   329550 SH       DEFINED 1,3,4          317899
CABOT OIL & GAS CORP CL A      COM              127097103      422    17063 SH       DEFINED 1,3,4             961
CABOT MICROELECTRONICS CORP.   COM              12709P103      335     4949 SH       DEFINED 1,3,4             426
CACI INTERNATIONAL, INC. CL -  COM              127190304     4575   130300 SH       DEFINED 1,3,4          116296
CADENCE DESIGN SYSTEMS, INC.   COM              127387108     1133    50112 SH       DEFINED 1,3,4            4317
CAL DIVE INTERNATIONAL INC     COM              127914109     1956    78572 SH       DEFINED 1,3,4           61741
CALLAWAY GOLF CO.              COM              131193104     5172   268670 SH       DEFINED 1,3,4          252465
CALPINE CORP.                  COM              131347106     1971   155174 SH       DEFINED 1,3,4          153255
CAMBREX CORP.                  COM              132011107     4142    98376 SH       DEFINED 1,3,4           85376
CAMDEN PROPERTY TRUST          COM              133131102     8785   224560 SH       DEFINED 1,3,4          184960
CAMPBELL SOUP CO.              COM              134429109     5577   208098 SH       DEFINED 1,3,4          205515
CANON, INC.                    COM              138006309      395    10638 SH       DEFINED 1,3,4            2180
CAPITAL AUTOMOTIVE REIT        COM              139733109    11820   513910 SH       DEFINED 1,3,4          456570
CAPITAL ONE FINANCIAL CORP.    COM              14040H105    17988   281721 SH       DEFINED 1,3,4          280367
CAPSTONE TURBINE CORP.         COM              14067D102     2478   760125 SH       DEFINED 1,3,4          755245
CAPSTEAD MORTGAGE CORP         COM              14067E506     1890    97650 SH       DEFINED 1,3,4           97650
CAPTARIS, INC.                 COM              14071N104       59    16969 SH       DEFINED 1,3,4             947
CARBO CERAMICS, INC.           COM              140781105      327     7985 SH       DEFINED 1,3,4             449
CARAUSTAR INDUSTRIES, INC.     COM              140909102      156    14891 SH       DEFINED 1,3,4             831
CARDINAL HEALTH, INC.          COM              14149Y108    86848  1225107 SH       DEFINED 1,3,4         1184281
CAREMARK RX, INC.              COM              141705103     1947    99825 SH       DEFINED 1,3,4           99825
CARLISLE COS INC.              COM              142339100     7541   172489 SH       DEFINED 1,3,4          166821
CARNIVAL CORP.                 COM              143658102    17411   533275 SH       DEFINED 1,3,4          529575
CARPENTER TECHNOLOGY CORP.     COM              144285103     6022   208071 SH       DEFINED 1,3,4          203917
CARRAMERICA REALTY CORP.       COM              144418100     9875   314400 SH       DEFINED 1,3,4          263400
CARREKER CORPORATION           COM              144433109      102    11704 SH       DEFINED 1,3,4             653
CASEYS GENERAL STORES, INC.    COM              147528103      358    26497 SH       DEFINED 1,3,4            1492
CASH AMERICA INTL, INC.        COM              14754D100      116    13183 SH       DEFINED 1,3,4             736
CATALINA MARKETING CORP.       COM              148867104      412    11293 SH       DEFINED 1,3,4             973
CATAPULT COMMUNICATIONS CORP   COM              149016107     2630   104212 SH       DEFINED 1,3,4           97630
CATERPILLAR, INC.              COM              149123101    19660   345817 SH       DEFINED 1,3,4          343649
CATO CORP. - CI A              COM              149205106      298    13353 SH       DEFINED 1,3,4             753
CELESTICA INC.                 COM              15101Q108     2770    76385 SH       DEFINED 1,3,4           76385
CEMEX SA-SPON ADR PART CER     COM              151290889     3830   129652 SH       DEFINED 1,3,4          117516
CENDANT CORP.                  COM              151313103    17969   935880 SH       DEFINED 1,3,4          929689
CENTERPOINT PROPERTIES CORP.   COM              151895109      595    11000 SH       DEFINED 1,3,4            2570
CENTEX CORP.                   COM              152312104     1657    31909 SH       DEFINED 1,3,4           31525
CENTRAL PARKING CORP.          COM              154785109     4555   198119 SH       DEFINED 1,3,4          180071
CENTURY ALUMINUM COMPANY       COM              156431108      178    10965 SH       DEFINED 1,3,4             612
CENTURYTEL, INC.               COM              156700106    44043  1295391 SH       DEFINED 1,3,4         1294500
CEPHALON, INC.                 COM              156708109     5401    85734 SH       DEFINED 1,3,4           60212
CERIDIAN CORP.                 COM              156779100    23647  1072432 SH       DEFINED 1,3,4         1045033
CERNER CORP.                   COM              156782104      892    18698 SH       DEFINED 1,3,4            1053
CERTEGY, INC.                  COM              156880106      562    14161 SH       DEFINED 1,3,4            1283
CHAMPION ENTERPRISES, INC.     COM              158496109     4261   532683 SH       DEFINED 1,3,4          508351
CHARLES RIVER LABORATORIES     COM              159864107     8031   259070 SH       DEFINED 1,3,4          258350
CHARTER ONE FINANCIAL, INC.    COM              160903100    33396  1069714 SH       DEFINED 1,3,4         1068297
CHARTER COMMUNICATIONS, INC.;  COM              16117M107    18646  1651565 SH       DEFINED 1,3,4         1651565
CHECKFREE  CORP                COM              162813109      243    15861 SH       DEFINED 1,3,4            1366
CHECKPOINT SYSTEMS, INC.       COM              162825103      270    16932 SH       DEFINED 1,3,4             953
CHEESECAKE FACTORY, INC.       COM              163072101      956    25912 SH       DEFINED 1,3,4            1459
CHELSEA PROPERTY GROUP INC.    COM              163421100     4519    83620 SH       DEFINED 1,3,4           50620
CHEMFIRST, INC.                COM              16361A106     2164    80897 SH       DEFINED 1,3,4           73821
CHESAPEAKE CORP.               COM              165159104      220     8111 SH       DEFINED 1,3,4             456
CHEVRONTEXACO, CORP.           COM              166764100    86111   953922 SH       DEFINED 1,3,4          936651
CHICAGO BRIDGE & IRON-NY       COM              167250109     2161    72700 SH       DEFINED 1,3,4           72700
CHICO'S FAS INC.               COM              168615102      732    21708 SH       DEFINED 1,3,4            1222
CHIRON CORP.                   COM              170040109     9074   197723 SH       DEFINED 1,3,4          196529
CHITTENDEN CORP.               COM              170228100      499    17134 SH       DEFINED 1,3,4             965
CHOICEPOINT, INC.              COM              170388102      742    12885 SH       DEFINED 1,3,4            1110
CHRISTOPHER & BANKS CORP       COM              171046105     2550    77618 SH       DEFINED 1,3,4           64678
CHUBB CORP.                    COM              171232101    12038   164674 SH       DEFINED 1,3,4          163603
CHURCH & DWIGHT, INC.          COM              171340102      236     8013 SH       DEFINED 1,3,4             690
CIBER INC.                     COM              17163B102     2124   232098 SH       DEFINED 1,3,4          200275
CIENA CORP.                    COM              171779101     1505   167276 SH       DEFINED 1,3,4          165197
CINCINNATI FINANCIAL CORP.     COM              172062101     3585    82103 SH       DEFINED 1,3,4           81085
CINERGY CORP.                  COM              172474108     9254   258854 SH       DEFINED 1,3,4          224071
CIRCUIT CITY STORES, INC.      COM              172737108     3927   217668 SH       DEFINED 1,3,4          216353
CIRRUS LOGIC, INC.             COM              172755100    11407   604490 SH       DEFINED 1,3,4          587524
CISCO SYSTEMS, INC.            COM              17275R102   164235  9700850 SH       DEFINED 1,3,4         9491820
CINTAS CORP.                   COM              172908105     4302    86280 SH       DEFINED 1,3,4           85208
CITIGROUP, INC.                COM              172967101   298808  6034090 SH       DEFINED 1,3,4         5880944
CITIZENS COMMUNICATIONS CO.    COM              17453B101     1526   141940 SH       DEFINED 1,3,4          140175
CITRIX SYSTEMS INC.            COM              177376100     1649    95433 SH       DEFINED 1,3,4           94253
CITY NATIONAL CORP.            COM              178566105    14434   274364 SH       DEFINED 1,3,4          265350
CLARCOR, INC.                  COM              179895107      422    13180 SH       DEFINED 1,3,4             742
CLARK/BARDES, INC.             COM              180668105     1832    63600 SH       DEFINED 1,3,4           63600
CLAYTON HOMES, INC.            COM              184190106      472    28205 SH       DEFINED 1,3,4            2430
CLEAR CHANNEL COMMUNICATIONS,  COM              184502102    20883   406203 SH       DEFINED 1,3,4          402434
CLOROX CO.                     COM              189054109    42921   983755 SH       DEFINED 1,3,4          982287
COACH, INC.                    COM              189754104      459     9043 SH       DEFINED 1,3,4             778
COCA-COLA BTLNG CONS           COM              191098102      229     4679 SH       DEFINED 1,3,4             261
COCA-COLA CO.                  COM              191216100   106783  2043309 SH       DEFINED 1,3,4         2027631
COCA-COLA ENTERPRISES, INC.    COM              191219104    17574   935771 SH       DEFINED 1,3,4          932966
COGNEX CORP.                   COM              192422103      681    23429 SH       DEFINED 1,3,4            1319
COHERENT, INC.                 COM              192479103     5271   155479 SH       DEFINED 1,3,4          141024
COHU INC.                      COM              192576106      314    11014 SH       DEFINED 1,3,4             620
COLGATE-PALMOLIVE CO.          COM              194162103    27815   486703 SH       DEFINED 1,3,4          483224
COLONIAL BANCGROUP             COM              195493309      352    23610 SH       DEFINED 1,3,4            2034
COLONIAL PROPERTIES TRUST      COM              195872106      384    11155 SH       DEFINED 1,3,4             628
COLUMBIA SPORTSWEAR CO.        COM              198516106     3739   111440 SH       DEFINED 1,3,4          110740
COMCAST CORP.                  COM              200300200    86285  2713377 SH       DEFINED 1,3,4         2619667
COMERICA, INC.                 COM              200340107    14256   227848 SH       DEFINED 1,3,4          226725
COMMERCE BANCORP, INC./NJ      COM              200519106      609    13556 SH       DEFINED 1,3,4            1168
COMMERCE BANCSHARES, INC.      COM              200525103     9102   205832 SH       DEFINED 1,3,4          194662
COMMERCE GROUP, INC.           COM              200641108     2998    77480 SH       DEFINED 1,3,4           77480
COMMERCIAL FEDERAL CORP        COM              201647104    14102   524222 SH       DEFINED 1,3,4          500821
COMMERCIAL METALS CO.          COM              201723103      295     7024 SH       DEFINED 1,3,4             395
COMMONWEALTH TELEPHONE ENTERPR COM              203349105     4823   126100 SH       DEFINED 1,3,4          126100
COMMSCOPE, INC.                COM              203372107     1623    93268 SH       DEFINED 1,3,4           83629
COMMUNITY HEALTH SYSTEMS       COM              203668108     9892   447390 SH       DEFINED 1,3,4          445620
COMMUNITY FIRST BANKSHARES     COM              203902101      556    21500 SH       DEFINED 1,3,4            1210
CIA VALE DO RIO DOCE - ADR     COM              204412209    10903   398060 SH       DEFINED 1,3,4          378540
COMPANHIA PARANAENSE DE ENERSI COM              20441B407     1366   175072 SH       DEFINED 1,3,4          130669
COMPANHIA DE BEBIDAS DAS AMERI COM              20441W203     3887   199238 SH       DEFINED 1,3,4          181539
MINAS BUENAVENTURA             COM              204448104     2088    77300 SH       DEFINED 1,3,4           76820
COMPAQ COMPUTER CORP.          COM              204493100    18245  1745918 SH       DEFINED 1,3,4         1679003
COMPASS BANCSHARES INC.        COM              20449H109      807    26130 SH       DEFINED 1,3,4            2251
COMPUTER ASSOCIATES INTL INC.  COM              204912109    30256  1382183 SH       DEFINED 1,3,4         1357234
COMPUTER SCIENCES CORP.        COM              205363104    20441   402773 SH       DEFINED 1,3,4          401699
COMPUTER TASK GROUP, INC.      COM              205477102       64    11156 SH       DEFINED 1,3,4             623
COMPUWARE CORP.                COM              205638109    15775  1221942 SH       DEFINED 1,3,4         1219590
COMSTOCK RES INC COM NEW       COM              205768203     3177   415900 SH       DEFINED 1,3,4          415900
COMVERSE TECHNOLOGY, INC.      COM              205862402     4777   377004 SH       DEFINED 1,3,4          375831
CONAGRA FOODS, INC.            COM              205887102     6652   274289 SH       DEFINED 1,3,4          270902
CONCORD CAMERA CORP.           COM              206156101      132    14667 SH       DEFINED 1,3,4             818
CONCORD EFS, INC.              COM              206197105     8586   258216 SH       DEFINED 1,3,4          255019
CONECTIV INC.                  COM              206829103      452    18179 SH       DEFINED 1,3,4            1566
CONEXANT SYSTEMS, INC.         COM              207142100     1561   129544 SH       DEFINED 1,3,4          127933
CONMED CORP.                   COM              207410101      337    13484 SH       DEFINED 1,3,4             759
CONNETICS CORP.                COM              208192104     1123   115800 SH       DEFINED 1,3,4          115800
CONOCO INC.                    COM              208251504    31502  1079564 SH       DEFINED 1,3,4         1023071
CONSECO, INC.                  COM              208464107      632   174511 SH       DEFINED 1,3,4          172339
CONSOL ENERGY, INC.            COM              20854P109     1966    74900 SH       DEFINED 1,3,4           74900
CONSOLIDATED EDISON, INC.      COM              209115104     4519   107825 SH       DEFINED 1,3,4          106484
CONSOLIDATED GRAPHICS INC      COM              209341106     1619    81341 SH       DEFINED 1,3,4           74692
CONSTELLATION BRANDS INC - A   COM              21036P108     1286    23404 SH       DEFINED 1,3,4            1318
CONSTELLATION ENERGY GROUP, IN COM              210371100     7381   239241 SH       DEFINED 1,3,4          199549
CONVERGYS CORP.                COM              212485106     3630   122751 SH       DEFINED 1,3,4          121664
CONVERIUM HOLDING AG           COM              21248N107      209     8000 SH       DEFINED 1,3,4
COOPER CAMERON CORP.           COM              216640102     2024    39593 SH       DEFINED 1,3,4           29487
COOPER COMPANIES, INC.         COM              216648402      386     8140 SH       DEFINED 1,3,4             458
COOPER INDUSTRIES, INC.        COM              216669101    21567   514108 SH       DEFINED 1,3,4          489776
COOPER TIRE & RUBBER CO.       COM              216831107     6659   307593 SH       DEFINED 1,3,4          307132
COORS (ADOLPH) CO. CLASS B     COM              217016104     1236    18325 SH       DEFINED 1,3,4           18097
COPART INC.                    COM              217204106      333    18569 SH       DEFINED 1,3,4            1600
CORINTHIAN COLLEGES, INC.      COM              218868107     2565    50741 SH       DEFINED 1,3,4           39733
CORIXA CORP.                   COM              21887F100     2291   371320 SH       DEFINED 1,3,4          371320
CORN PRODUCTS INTL, INC.       COM              219023108     4068   126329 SH       DEFINED 1,3,4          108494
CORNING, INC.                  COM              219350105     3663   480749 SH       DEFINED 1,3,4          474796
COST PLUS INC/CALIFORNIA       COM              221485105      314    11493 SH       DEFINED 1,3,4             647
COSTCO WHOLESALE CORP.         COM              22160K105    19909   499977 SH       DEFINED 1,3,4          497124
COUNTRYWIDE CREDIT INDUSTRIES, COM              222372104    17199   384329 SH       DEFINED 1,3,4          383559
COVANCE INC.                   COM              222816100      251    12364 SH       DEFINED 1,3,4            1065
COVENTRY HEALTH CARE           COM              222862104      912    35065 SH       DEFINED 1,3,4            1975
CRANE CO.                      COM              224399105      829    30314 SH       DEFINED 1,3,4           29938
CREDENCE SYSTEMS CORP.         COM              225302108      272    12364 SH       DEFINED 1,3,4            1065
CREDIT SUISSE GROUP            COM              225401108      321     8590 SH       DEFINED 1,3,4
CREE, INC.                     COM              225447101      203    14880 SH       DEFINED 1,3,4            1281
CRESTLINE CAPITAL CORP.        COM              226153104     2715    80704 SH       DEFINED 1,3,4           80704
CELESTICA INC.                 COM              226336200     1144    31640 SH       DEFINED 1,3,4           24984
CROMPTON CORPORATION           COM              227116100      286    23161 SH       DEFINED 1,3,4            1995
CROWN CASTLE INTL CORP.        COM              228227104     6910  1045400 SH       DEFINED 1,3,4         1041080
CRYOLIFE, INC.                 COM              228903100      211    10094 SH       DEFINED 1,3,4             568
CULLEN FROST BANKERS, INC.     COM              229899109      986    27480 SH       DEFINED 1,3,4            1547
CUMMINS, INC.                  COM              231021106      989    20948 SH       DEFINED 1,3,4           20687
CURTISS-WRIGHT CORP.           COM              231561101      358     5387 SH       DEFINED 1,3,4             303
CYGNUS INC.                    COM              232560102       78    19887 SH       DEFINED 1,3,4            1099
CYMER, INC.                    COM              232572107     6159   124022 SH       DEFINED 1,3,4          107034
CYPRESS SEMICONDUCTOR CORP.    COM              232806109     2740   119152 SH       DEFINED 1,3,4           96624
CYTEC INDUSTRIES, INC.         COM              232820100     3073   101035 SH       DEFINED 1,3,4           93600
CYTYC CORP.                    COM              232946103     3463   128637 SH       DEFINED 1,3,4          105848
DDI CORP/CA                    COM              233162106     4095   480040 SH       DEFINED 1,3,4          477095
DMC STRATEX NETWORKS INC.      COM              23322L106     5908  1085951 SH       DEFINED 1,3,4         1040069
DPL, INC.                      COM              233293109      662    25926 SH       DEFINED 1,3,4            2234
DQE, INC.                      COM              23329J104      244    11455 SH       DEFINED 1,3,4             987
DRS TECHNOLOGIES, INC.         COM              23330X100      366     8833 SH       DEFINED 1,3,4             497
D R HORTON INC.                COM              23331A109      749    19866 SH       DEFINED 1,3,4            1711
DST SYSTEMS, INC.              COM              233326107    15028   301769 SH       DEFINED 1,3,4          279225
DSP GROUP, INC.                COM              23332B106     8902   434903 SH       DEFINED 1,3,4          429173
DTE ENERGY CO.                 COM              233331107    12963   284898 SH       DEFINED 1,3,4          283873
DANA CORP.                     COM              235811106     3337   155411 SH       DEFINED 1,3,4          154472
DANAHER CORP.                  COM              235851102    31827   448148 SH       DEFINED 1,3,4          440588
DARDEN RESTAURANTS, INC.       COM              237194105     8605   212000 SH       DEFINED 1,3,4          211263
DATASCOPE CORP.                COM              238113104      232     7902 SH       DEFINED 1,3,4             444
DAVITA, INC.                   COM              23918K108     7107   280900 SH       DEFINED 1,3,4          280900
DEAN FOODS CO.                 COM              242370104    21617   285488 SH       DEFINED 1,3,4          277341
DEERE & CO.                    COM              244199105    11572   254054 SH       DEFINED 1,3,4          252561
DELL COMPUTER CORP.            COM              247025109    58099  2225160 SH       DEFINED 1,3,4         2208710
DELPHI CORP.                   COM              247126105     4552   284704 SH       DEFINED 1,3,4          281172
DELPHI FINANCIAL GROUP - CLASS COM              247131105      428    10903 SH       DEFINED 1,3,4             613
DELTA & PINE LAND CO.          COM              247357106     8160   430167 SH       DEFINED 1,3,4          409508
DELTA AIRLINES, INC.           COM              247361108     7154   218647 SH       DEFINED 1,3,4          200468
DENBURY RESOURCES, INC.        COM              247916208     4407   519641 SH       DEFINED 1,3,4          519641
DELUXE CORP.                   COM              248019101    14911   322330 SH       DEFINED 1,3,4          321913
DENDRITE INT'L, INC.           COM              248239105     4486   419225 SH       DEFINED 1,3,4          399299
DENTSPLY INTERNATIONAL, INC.   COM              249030107     8893   239954 SH       DEFINED 1,3,4          225374
DEVELOPERS DIVERSIFIED REALTY  COM              251591103     4242   202017 SH       DEFINED 1,3,4          121417
DEVON ENERGY CORP.             COM              25179M103    22414   464349 SH       DEFINED 1,3,4          449239
DEVRY, INC.                    COM              251893103      431    14308 SH       DEFINED 1,3,4            1233
DIAGEO PLC                     COM              25243Q205      221     4217 SH       DEFINED 1,3,4
DIAGNOSTIC PRODUCTS CORP.      COM              252450101      653    15114 SH       DEFINED 1,3,4             851
DIAL CORP.                     COM              25247D101    19702  1093364 SH       DEFINED 1,3,4         1075595
DIEBOLD, INC.                  COM              253651103    23677   581182 SH       DEFINED 1,3,4          567810
DIGENE CORP.                   COM              253752109     1652    46200 SH       DEFINED 1,3,4           45900
DIGI INT'L, INC.               COM              253798102       63    11645 SH       DEFINED 1,3,4             648
DIGITAL INSIGHT CORP           COM              25385P106    10737   389717 SH       DEFINED 1,3,4          389717
DIME COMMUNITY BANCORP         COM              253922108     1767    57360 SH       DEFINED 1,3,4           48668
DILLARDS DEPT STORES INC.      COM              254067101     8564   358924 SH       DEFINED 1,3,4          358399
DIME BANCORP-WT                COM              25429Q110       30   232670 SH       DEFINED 1,3,4          219510
DIMON, INC.                    COM              254394109      165    23862 SH       DEFINED 1,3,4            1332
DIONEX CORP.                   COM              254546104      279    11457 SH       DEFINED 1,3,4             645
DISNEY (WALT) CO. HOLDING CO.  COM              254687106    48002  2079825 SH       DEFINED 1,3,4         2044912
DISTRIBUCION Y SERVICIO ADR    COM              254753106     1668   115845 SH       DEFINED 1,3,4           86619
DIRECT FOCUS, INC.             COM              254931108     3370    88570 SH       DEFINED 1,3,4           88010
DOLE FOOD CO., INC.            COM              256605106     7377   237957 SH       DEFINED 1,3,4          227496
DOLLAR GENERAL CORP.           COM              256669102     7650   469902 SH       DEFINED 1,3,4          467809
DOLLAR TREE STORES, INC.       COM              256747106      782    23829 SH       DEFINED 1,3,4            2802
DOMINION RESOURCES, INC.       COM              25746U109    53006   813481 SH       DEFINED 1,3,4          811824
DONALDSON CO., INC.            COM              257651109    14942   371592 SH       DEFINED 1,3,4          363328
DONNELLEY (R.R.) & SONS CO.    COM              257867101     1808    58129 SH       DEFINED 1,3,4           57417
DORAL FINANCIAL CORP.          COM              25811P100     3448   101560 SH       DEFINED 1,3,4          100920
DOVER CORP.                    COM              260003108    12097   295049 SH       DEFINED 1,3,4          293772
DOW CHEMICAL CO.               COM              260543103    20130   615235 SH       DEFINED 1,3,4          592990
DOW JONES & CO., INC.          COM              260561105     2498    42911 SH       DEFINED 1,3,4           42380
DOWNEY FINANCIAL CORP.         COM              261018105     6908   151486 SH       DEFINED 1,3,4          137247
DRESS BARN, INC.               COM              261570105      290     9778 SH       DEFINED 1,3,4             550
DREYER'S GRAND ICE CREAM, INC. COM              261878102     2828    68664 SH       DEFINED 1,3,4           62208
DRIL-QUIP                      COM              262037104      237     9247 SH       DEFINED 1,3,4             520
DU PONT (E.I.) DE NEMOURS      COM              263534109    44152   936424 SH       DEFINED 1,3,4          902672
DUANE READE, INC.              COM              263578106     2715    79900 SH       DEFINED 1,3,4           79900
DUKE ENERGY CORP.              COM              264399106    37445   990618 SH       DEFINED 1,3,4          985411
DUKE REALTY CORP.              COM              264411505      507    19500 SH       DEFINED 1,3,4            4300
DUN & BRADSTREET CORP.         COM              26483E100    17623   440472 SH       DEFINED 1,3,4          426589
DUPONT PHOTOMASKS, INC.        COM              26613X101    15626   300497 SH       DEFINED 1,3,4          291482
DYCOM INDUSTRIES, INC.         COM              267475101     1525   101989 SH       DEFINED 1,3,4           93043
DYNEGY INC.                    COM              26816Q101     7910   272773 SH       DEFINED 1,3,4          270560
EMC CORP.                      COM              268648102    34643  2906300 SH       DEFINED 1,3,4         2847870
ENSCO INTERNATIONAL, INC.      COM              26874Q100      832    27595 SH       DEFINED 1,3,4            2377
ENI SPA                        COM              26874R108      361     4926 SH       DEFINED 1,3,4
EOG RESOURCES, INC.            COM              26875P101     3429    84539 SH       DEFINED 1,3,4           83811
E.ON AG                        COM              268780103      351     6947 SH       DEFINED 1,3,4
ESS TECHNOLOGY                 COM              269151106     6538   315224 SH       DEFINED 1,3,4          291579
E TRADE GROUP, INC.            COM              269246104      719    76366 SH       DEFINED 1,3,4            6579
EAST WEST BANCORP, INC.        COM              27579R104     5611   191582 SH       DEFINED 1,3,4          179130
EASTMAN CHEMICAL CO.           COM              277432100     1912    39183 SH       DEFINED 1,3,4           38697
EASTMAN KODAK CO.              COM              277461109     9194   294955 SH       DEFINED 1,3,4          293112
EATON CORP.                    COM              278058102     7282    89927 SH       DEFINED 1,3,4           89492
EATON VANCE CORP.              COM              278265103      567    14189 SH       DEFINED 1,3,4            1223
ECOLAB, INC.                   COM              278865100     8461   185056 SH       DEFINED 1,3,4          184250
EDISON INTERNATIONAL           COM              281020107     2766   165115 SH       DEFINED 1,3,4          163059
EDO CORP.                      COM              281347104      283    10494 SH       DEFINED 1,3,4             588
EDUCATION MANAGEMENT CORP.     COM              28139T101     3518    83422 SH       DEFINED 1,3,4           76913
EDWARDS (A.G.), INC.           COM              281760108      719    16350 SH       DEFINED 1,3,4            1409
EDWARDS LIFESCIENCES CORP., IN COM              28176E108      339    12133 SH       DEFINED 1,3,4            1045
EFUNDS CORP.                   COM              28224R101     3137   195470 SH       DEFINED 1,3,4          170976
EL PASO CORPORATION            COM              28336L109    22713   515848 SH       DEFINED 1,3,4          512630
EL PASO ELECTRIC CO.           COM              283677854     6448   411993 SH       DEFINED 1,3,4          386563
ELANTEC SEMICONDUCTOR, INC.    COM              284155108      529    12360 SH       DEFINED 1,3,4             696
ELCOR CORP.                    COM              284443108     3693   166354 SH       DEFINED 1,3,4          156582
ELECTRO SCIENTIFIC INDS, INC.  COM              285229100      535    14600 SH       DEFINED 1,3,4             822
ELECTROGLAS, INC.              COM              285324109      191    11274 SH       DEFINED 1,3,4             635
ELECTRONIC ARTS, INC.          COM              285512109    11396   187441 SH       DEFINED 1,3,4          161606
ELECTRONIC DATA SYSTEMS CORP.  COM              285661104    33565   578801 SH       DEFINED 1,3,4          575778
EMCOR GROUP INC.               COM              29084Q100     2261    38988 SH       DEFINED 1,3,4           31508
EMERSON ELECTRIC CO.           COM              291011104    23329   406501 SH       DEFINED 1,3,4          384998
EMMIS COMMUNICATIONS - CL A    COM              291525103      282    10541 SH       DEFINED 1,3,4             907
ENDOCARE, INC.                 COM              29264P104     5511   279591 SH       DEFINED 1,3,4          279591
ENERGEN CORP.                  COM              29265N108      442    16707 SH       DEFINED 1,3,4             941
ENERGY EAST CORP.              COM              29266M109     1269    58345 SH       DEFINED 1,3,4           36463
ENERGIZER HOLDINGS, INC.       COM              29266R108     9833   414027 SH       DEFINED 1,3,4          396914
ENGELHARD CORP.                COM              292845104    18996   612179 SH       DEFINED 1,3,4          611357
ENGINEERED SUPPORT SYSTEMS     COM              292866100    10309   222900 SH       DEFINED 1,3,4          222900
ENTEGRIS, INC.                 COM              29362U104     5521   341847 SH       DEFINED 1,3,4          339647
ENTERASYS NETWORKS, INC.       COM              293637104      172    40765 SH       DEFINED 1,3,4            3746
ENTERCOM COMMUNICATIONS CORP   COM              293639100      549    10014 SH       DEFINED 1,3,4             863
ENTERGY CORP.                  COM              29364G103    30857   710835 SH       DEFINED 1,3,4          709441
ENZO BIOCHEM, INC.             COM              294100102     5977   294999 SH       DEFINED 1,3,4          280646
EPLUS, INC.                    COM              294268107     3666   386255 SH       DEFINED 1,3,4          383873
EPRESENCE, INC.                COM              294348107       52    12344 SH       DEFINED 1,3,4             689
EQUIFAX, INC.                  COM              294429105     2200    73562 SH       DEFINED 1,3,4           72647
EQUITABLE RESOURCES, INC.      COM              294549100     7737   222267 SH       DEFINED 1,3,4          210289
EQUITY OFFICE PROPERTIES TRUST COM              294741103    26202   873693 SH       DEFINED 1,3,4          732251
EQUITY RESIDENTIAL PROPERTIES  COM              29476L107    30516  1061786 SH       DEFINED 1,3,4          963779
ESCO TECHNOLOGIES INC.         COM              296315104     2504    64460 SH       DEFINED 1,3,4           64460
ESSEX PROPERTY TRUST, INC.     COM              297178105      626    12000 SH       DEFINED 1,3,4            2600
ESTERLINE TECHOLOGIES          COM              297425100     2011    98582 SH       DEFINED 1,3,4           88124
ETHAN ALLEN INTERIORS INC      COM              297602104      788    20712 SH       DEFINED 1,3,4            1166
EVERGREEN RES INC.             COM              299900308     1881    45109 SH       DEFINED 1,3,4           35509
EXAR CORP                      COM              300645108      429    20880 SH       DEFINED 1,3,4            1176
EXELON CORP.                   COM              30161N101    25776   486611 SH       DEFINED 1,3,4          484586
EXPEDITORS INT'L WASH, INC.    COM              302130109      645    10574 SH       DEFINED 1,3,4             911
EXPRESS SCRIPTS, INC. - CL A   COM              302182100      934    16225 SH       DEFINED 1,3,4            1397
EXTENDED STAY OF AMERICA, INC. COM              30224P101     3613   207668 SH       DEFINED 1,3,4          174151
EXTREME NETWORKS, INC.         COM              30226D106     5425   521600 SH       DEFINED 1,3,4          519560
EXXON MOBIL CORP.              COM              30231G102   292950  6683780 SH       DEFINED 1,3,4         6572078
FEI COMPANY                    COM              30241L109      233     6554 SH       DEFINED 1,3,4             564
FMC CORP.                      COM              302491303     5581   133142 SH       DEFINED 1,3,4          127296
FMC TECHNOLOGIES, INC.         COM              30249U101      267    13398 SH       DEFINED 1,3,4            1224
F.N.B. CORPORATION             COM              302520101     1885    64334 SH       DEFINED 1,3,4           64334
FPL GROUP, INC.                COM              302571104     8106   136114 SH       DEFINED 1,3,4          135005
FACTORY 2-U STORES INC         COM              303072102     2102   162954 SH       DEFINED 1,3,4          156482
FACTSET RESEARCH SYSTEMS, INC. COM              303075105      723    17908 SH       DEFINED 1,3,4            1008
FAIR ISAAC & COMPANY INC.      COM              303250104    25292   398997 SH       DEFINED 1,3,4          387326
FAIRCHILD SEMICON INTL CL-A    COM              303726103      585    20441 SH       DEFINED 1,3,4            1761
FAMILY DOLLAR STORES           COM              307000109     2936    87617 SH       DEFINED 1,3,4           86528
FASTENAL CO.                   COM              311900104      586     7775 SH       DEFINED 1,3,4             670
FEDDERS CORP.                  COM              313135501       57    19031 SH       DEFINED 1,3,4            1054
FREDDIE MAC                    COM              313400301    56710   894904 SH       DEFINED 1,3,4          877491
FANNIE MAE                     COM              313586109   126921  1588901 SH       DEFINED 1,3,4         1557234
FEDERAL SIGNAL CORP.           COM              313855108      219     9226 SH       DEFINED 1,3,4             795
FEDERATED DEPARTMENT STORES, I COM              31410H101    17232   421824 SH       DEFINED 1,3,4          401674
FEDERATED INVESTORS, INC.; CLA COM              314211103     9339   288680 SH       DEFINED 1,3,4          288680
FEDEX CORP.                    COM              31428X106    40506   697184 SH       DEFINED 1,3,4          695303
FELCOR LODGING TRUST, INC.     COM              31430F101     2753   129555 SH       DEFINED 1,3,4          129555
FERRO CORP.                    COM              315405100      202     7023 SH       DEFINED 1,3,4             605
FIDELITY NATIONAL FINANCIAL, I COM              316326107    34383  1303853 SH       DEFINED 1,3,4         1287809
FIFTH THIRD BANCORP            COM              316773100    85514  1267247 SH       DEFINED 1,3,4         1226988
FILENET CORP.                  COM              316869106     9086   531664 SH       DEFINED 1,3,4          513887
FINANCIAL FEDERAL CORP         COM              317492106      292     8897 SH       DEFINED 1,3,4             500
FINISAR CORP.                  COM              31787A101     8240  1070110 SH       DEFINED 1,3,4         1065890
THE FINISH LINE CL-A           COM              317923100    11032   597920 SH       DEFINED 1,3,4          597920
FIRST AMERICAN CORPORATION     COM              318522307      781    36699 SH       DEFINED 1,3,4            2067
FIRST BANCORP/PUERTO RICO      COM              318672102      411    14211 SH       DEFINED 1,3,4             800
FIRST CITIZENS BCSHS CL A      COM              31946M103     1606    15600 SH       DEFINED 1,3,4           15600
FIRST CONSULTING GROUP, INC.   COM              31986R103     1238   124200 SH       DEFINED 1,3,4          124200
FIRST DATA CORP.               COM              319963104    30756   352502 SH       DEFINED 1,3,4          350097
FIRST ESSEX BANCORP, INC.      COM              320103104     1391    45700 SH       DEFINED 1,3,4           45700
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103     4665   136192 SH       DEFINED 1,3,4          136192
FIRST MIDWEST BANCORP, INC.    COM              320867104     1694    58320 SH       DEFINED 1,3,4           33703
FIRST HEALTH                   COM              320960107      493    20414 SH       DEFINED 1,3,4            1758
FIRST REPUBLIC BANK            COM              336158100      207     7282 SH       DEFINED 1,3,4             409
FIRST TENNESSEE NATIONAL CORP. COM              337162101    12872   367251 SH       DEFINED 1,3,4          343536
FIRST VIRGINIA BANKS, INC.     COM              337477103      525     9798 SH       DEFINED 1,3,4             843
FISERV, INC.                   COM              337738108     9474   206003 SH       DEFINED 1,3,4          204806
FIRSTFED FINANCIAL CORP        COM              337907109      242     9247 SH       DEFINED 1,3,4             520
FIRSTMERIT CORP.               COM              337915102     4583   159185 SH       DEFINED 1,3,4          143298
FLAGSTAR BANCORP INC.          COM              337930101     1170    50255 SH       DEFINED 1,3,4           50255
FIRSTENERGY CORP.              COM              337932107    30655   886489 SH       DEFINED 1,3,4          884610
FLEETBOSTON FINANCIAL CORP.    COM              339030108    33507   957337 SH       DEFINED 1,3,4          919623
FLEETWOOD ENTERPRISES, INC.    COM              339099103      202    18693 SH       DEFINED 1,3,4            1044
FLEMING COMPANIES, INC.        COM              339130106     6161   275024 SH       DEFINED 1,3,4          251026
FLORIDA ROCK INDS              COM              341140101     4545   114084 SH       DEFINED 1,3,4           99802
FLUOR CORP.(NEW)               COM              343412102     1654    40552 SH       DEFINED 1,3,4           40047
FLOWSERVE CORP.                COM              34354P105      291     9085 SH       DEFINED 1,3,4             783
FOMENTO ECONOMICO MEXICANO SA  COM              344419106     4568    96886 SH       DEFINED 1,3,4           72135
FOOT LOCKER INC                COM              344849104     2176   134500 SH       DEFINED 1,3,4          134500
FOOTSTAR INC.                  COM              344912100      325    10655 SH       DEFINED 1,3,4             599
FORD MOTOR COMPANY             COM              345370860    22537  1366727 SH       DEFINED 1,3,4         1355305
FOREST LABORATORIES, INC.      COM              345838106    13445   164563 SH       DEFINED 1,3,4          163438
FOREST OIL CORP.               COM              346091705     2357    79568 SH       DEFINED 1,3,4           70365
FORTUNE BRANDS, INC.           COM              349631101     8599   174166 SH       DEFINED 1,3,4          173231
FORWARD AIR CORPORATION        COM              349853101      365    11546 SH       DEFINED 1,3,4             650
FOSSIL, INC.                   COM              349882100     2270    85367 SH       DEFINED 1,3,4           69699
FRANKLIN COVEY CO.             COM              353469109       27    10655 SH       DEFINED 1,3,4             592
FRANKLIN RESOURCES, INC.       COM              354613101     8021   191344 SH       DEFINED 1,3,4          189697
FRED'S INC.                    COM              356108100      488    13562 SH       DEFINED 1,3,4             764
FREEPORT MCMORAN, INC.         COM              35671D857    15687   890296 SH       DEFINED 1,3,4          856326
FREMONT GENERAL CORP.          COM              357288109      231    37830 SH       DEFINED 1,3,4            2130
FRONTIER AIRLINES, INC.        COM              359065109     3755   204959 SH       DEFINED 1,3,4          189825
FRONTIER OIL CORP.             COM              35914P105     1431    66623 SH       DEFINED 1,3,4           66623
FULTON FIN CORP                COM              360271100     1127    45000 SH       DEFINED 1,3,4           45000
FURNITURE BRANDS INTL, INC.    COM              360921100     1430    39237 SH       DEFINED 1,3,4           29013
G & K SERVICES, INC.           COM              361268105      412    11061 SH       DEFINED 1,3,4             623
GATX CORP.                     COM              361448103      317     9975 SH       DEFINED 1,3,4             859
GBC BANCORP                    COM              361475106      206     6169 SH       DEFINED 1,3,4             344
GABLES RESIDENTIAL TRUST       COM              362418105     1613    51938 SH       DEFINED 1,3,4           51938
GALLAGHER (ARTHUR J.) & CO.    COM              363576109      569    17358 SH       DEFINED 1,3,4            1495
GALYANS TRADING COMPANY        COM              36458R101     6878   449574 SH       DEFINED 1,3,4          447764
GANNETT CO., INC.              COM              364730101    20293   266664 SH       DEFINED 1,3,4          264995
GAP, INC., THE                 COM              364760108     6613   439717 SH       DEFINED 1,3,4          434265
GARDNER DENVER, INC.           COM              365558105      205     8347 SH       DEFINED 1,3,4             466
GARTNER INC - CL B             COM              366651206      225    17344 SH       DEFINED 1,3,4            1494
GATEWAY, INC.                  COM              367626108     1037   164010 SH       DEFINED 1,3,4          161960
GEMSTAR-TV GUIDE INTERNATIONAL COM              36866W106    11886   803647 SH       DEFINED 1,3,4          803647
GENCORP, INC.                  COM              368682100     6443   409882 SH       DEFINED 1,3,4          388175
GENERAL COMMUNICATIONS         COM              369385109     1353   155464 SH       DEFINED 1,3,4          127877
GENERAL DYNAMICS CORP.         COM              369550108    16415   174723 SH       DEFINED 1,3,4          173452
GENERAL ELECTRIC CO.           COM              369604103   385725 10299743 SH       DEFINED 1,3,4        10140058
GENERAL GROWTH PROPERTIES, INC COM              370021107     2462    55700 SH       DEFINED 1,3,4           12000
GENERAL MILLS, INC.            COM              370334104    19012   389185 SH       DEFINED 1,3,4          386881
GENERAL MOTORS CORP.           COM              370442105    39984   661435 SH       DEFINED 1,3,4          644151
GENESCO INC.                   COM              371532102      321    11660 SH       DEFINED 1,3,4             655
GENESEE & WYOMING, INC.        COM              371559105     1537    64949 SH       DEFINED 1,3,4           64949
GENESIS MICROCHIP, INC.        COM              37184C103     3793   145870 SH       DEFINED 1,3,4          144930
GENTEX CORP.                   COM              371901109     6139   207183 SH       DEFINED 1,3,4          193125
GENLYTE GROUP, INC.            COM              372302109     1433    38140 SH       DEFINED 1,3,4           38140
GENUINE PARTS CO.              COM              372460105     3301    89780 SH       DEFINED 1,3,4           88685
GENZYME CORP.                  COM              372917104    16321   373737 SH       DEFINED 1,3,4          372398
GEORGIA GULF                   COM              373200203      455    16961 SH       DEFINED 1,3,4             955
GEORGIA-PACIFIC GROUP          COM              373298108    26665   890326 SH       DEFINED 1,3,4          888883
GERBER SCIENTIFIC, INC.        COM              373730100     3209   436595 SH       DEFINED 1,3,4          425458
GILEAD SCIENCES, INC.          COM              375558103     1426    39633 SH       DEFINED 1,3,4            3415
GILLETTE CO.                   COM              375766102    30008   882324 SH       DEFINED 1,3,4          875664
GLATFELTER                     COM              377316104     2013   112184 SH       DEFINED 1,3,4          104184
GLAXOSMITHKLINE PLC            COM              37733W105      259     5500 SH       DEFINED 1,3,4            1000
GLENBOROUGH REALTY TRUST, INC. COM              37803P105     2051    95411 SH       DEFINED 1,3,4           84611
GLOBAL IMAGING SYSTEMS, INC.   COM              37934A100     4008   217832 SH       DEFINED 1,3,4          217832
GLOBAL SPORTS, INC.            COM              37937A107     1690    98830 SH       DEFINED 1,3,4           98190
GLOBAL PAYMENTS, INC.          COM              37940X102     3385    92358 SH       DEFINED 1,3,4           73901
GLOBESPANVIRATA, INC.          COM              37957V106     5106   342211 SH       DEFINED 1,3,4          340792
GOLDEN STATE BANCORP           COM              381197102    29176   982693 SH       DEFINED 1,3,4          957267
GOLDEN WEST FINANCIAL CORP.    COM              381317106     5115    80550 SH       DEFINED 1,3,4           79557
GOODRICH CORP.                 COM              382388106     1690    53415 SH       DEFINED 1,3,4           52774
GOODYEAR TIRE & RUBBER CO.     COM              382550101     6695   261821 SH       DEFINED 1,3,4          260796
GOODYS FAMILY CLOTHING, INC.   COM              382588101      136    17346 SH       DEFINED 1,3,4             968
GRACO, INC.                    COM              384109104     3853    94327 SH       DEFINED 1,3,4           78636
GRAINGER (W. W.), INC.         COM              384802104    16600   295223 SH       DEFINED 1,3,4          294635
GRANITE CONSTRUCTION, INC.     COM              387328107      207     8425 SH       DEFINED 1,3,4             726
GRANT PRIDECO, INC.            COM              38821G101     3728   272521 SH       DEFINED 1,3,4          250816
GREAT ATLANTIC & PACIFIC TEA C COM              390064103     7538   270379 SH       DEFINED 1,3,4          251025
GREAT LAKES CHEMICAL           COM              390568103      718    25500 SH       DEFINED 1,3,4           25184
GREAT PLAINS ENERGY, INC.      COM              391164100      316    12680 SH       DEFINED 1,3,4            1092
GREATER BAY BANCORP            COM              391648102    10303   301972 SH       DEFINED 1,3,4          291913
GREENPOINT FINANCIAL           COM              395384100      897    20523 SH       DEFINED 1,3,4            1768
GRIFFON CORP.                  COM              398433102     4266   254680 SH       DEFINED 1,3,4          238090
GROUP 1 AUTOMOTIVE INC.        COM              398905109      475    12164 SH       DEFINED 1,3,4             685
GROUPE DANONE                  COM              399449107      273    11499 SH       DEFINED 1,3,4
GRUPO TELEVISA SA GDR          COM              40049J206    21551   444268 SH       DEFINED 1,3,4          427794
GRUPO ELECTRA S.A. - SPON GDR  COM              40050A102     2217   260775 SH       DEFINED 1,3,4          196129
GTECH HOLDINGS CORP.           COM              400518106     9007   184750 SH       DEFINED 1,3,4          179385
GUIDANT CORP.                  COM              401698105    41516   958348 SH       DEFINED 1,3,4          938756
GYMBOREE CORP.                 COM              403777105     3359   227757 SH       DEFINED 1,3,4          211961
HCA INC.                       COM              404119109    20775   471300 SH       DEFINED 1,3,4          468052
HCC INSURANCE HOLDINGS, INC.   COM              404132102      348    12437 SH       DEFINED 1,3,4            1071
HDFC BANK LTD. ADR             COM              40415F101     1655   113595 SH       DEFINED 1,3,4           90717
HNC SOFTWARE, INC.             COM              40425P107     2569   152896 SH       DEFINED 1,3,4          135064
HSBC HOLDINGS PLC              COM              404280406      216     3701 SH       DEFINED 1,3,4
HAEMONETICS CORP/MASS          COM              405024100      450    14163 SH       DEFINED 1,3,4             798
HAIN CELESTIAL GROUP, INC.     COM              405217100      403    18112 SH       DEFINED 1,3,4            1020
HALLIBURTON CO.                COM              406216101     3745   219363 SH       DEFINED 1,3,4          216648
JOHN HANCOCK FINANCIAL SERVICE COM              41014S106    30417   796458 SH       DEFINED 1,3,4          794574
HANDLEMAN CO.                  COM              410252100     6734   655702 SH       DEFINED 1,3,4          655702
HANOVER COMPRESSOR CO.         COM              410768105     1890   105053 SH       DEFINED 1,3,4           93225
HARLAND (JOHN H.) CO.          COM              412693103     3237   111365 SH       DEFINED 1,3,4           96707
HARLEY DAVIDSON, INC.          COM              412822108    16676   302492 SH       DEFINED 1,3,4          300582
HARMAN INTERNATIONAL           COM              413086109     5497   111380 SH       DEFINED 1,3,4           95073
HARMONIC. INC.                 COM              413160102     7166   617794 SH       DEFINED 1,3,4          588016
HARRAHS ENTERTAINMENT, INC.    COM              413619107    16900   381828 SH       DEFINED 1,3,4          381122
HARRIS CORP.                   COM              413875105      487    13553 SH       DEFINED 1,3,4            1168
HARSCO CORP.                   COM              415864107    13960   356679 SH       DEFINED 1,3,4          349194
HARTE HANKS INC.               COM              416196103     5199   164318 SH       DEFINED 1,3,4          152513
HARTFORD FINANCIAL SVCS. GROUP COM              416515104    17310   254112 SH       DEFINED 1,3,4          241621
HASBRO, INC.                   COM              418056107     2979   188302 SH       DEFINED 1,3,4          187212
HAWAIIAN ELECTRIC INDS         COM              419870100    10858   246706 SH       DEFINED 1,3,4          240358
HEALTH CARE PROPERTIES INVEST, COM              421915109     1104    27220 SH       DEFINED 1,3,4           27220
HEALTHSOUTH CORP.              COM              421924101     2853   198815 SH       DEFINED 1,3,4          196339
HEALTH MANAGEMENT ASSOCIATION, COM              421933102    26404  1273722 SH       DEFINED 1,3,4         1272193
HEALTH NET,  INC               COM              42222G108     6416   233835 SH       DEFINED 1,3,4          210692
HEARTLAND EXPRESS, INC.        COM              422347104     6285   314878 SH       DEFINED 1,3,4          289592
HEIDRICK & STRUGGLES INTL.     COM              422819102      200     9636 SH       DEFINED 1,3,4             542
HEINZ (H.J.) CO.               COM              423074103     7384   177925 SH       DEFINED 1,3,4          175717
HELIX TECHNOLOGY CORP.         COM              423319102      347    13697 SH       DEFINED 1,3,4             771
HELMERICH & PAYNE, INC.        COM              423452101     1440    35918 SH       DEFINED 1,3,4           26580
HENRY (JACK) & ASSOCIATES      COM              426281101    12608   568421 SH       DEFINED 1,3,4          551688
HERCULES, INC.                 COM              427056106      733    55105 SH       DEFINED 1,3,4           54417
HERSHEY FOODS CORP.            COM              427866108     4753    69341 SH       DEFINED 1,3,4           68487
HEWLETT-PACKARD CO.            COM              428236103    35143  1958910 SH       DEFINED 1,3,4         1906861
HIBERNIA CORP, CLASS A         COM              428656102    41071  2150338 SH       DEFINED 1,3,4         2120551
HIGHWOODS PROPERTIES, INC.     COM              431284108     1697    60410 SH       DEFINED 1,3,4           60410
HILB ROGAL & HAMILTON CO.      COM              431294107      472    15117 SH       DEFINED 1,3,4             851
HILLENBRAND INDUSTRIES         COM              431573104    21808   353851 SH       DEFINED 1,3,4          342107
HILTON HOTELS CORP.            COM              432848109     2684   187709 SH       DEFINED 1,3,4          185381
HINES HORTICULTURE, INC.       COM              433245107     1895   478505 SH       DEFINED 1,3,4          475527
HISPANIC BROADCASTING - CL A   COM              43357B104      647    22229 SH       DEFINED 1,3,4            1915
HOLLY CORP                     COM              435758305     2032   109550 SH       DEFINED 1,3,4          109550
HOLLYWOOD ENTERTAINMENT CORP.  COM              436141105    10383   618010 SH       DEFINED 1,3,4          616590
HOLOGIC INC.                   COM              436440101      157    10133 SH       DEFINED 1,3,4             570
HOME DEPOT, INC.               COM              437076102   130368  2681924 SH       DEFINED 1,3,4         2640401
HOME PROPERTIES OF NY INC      COM              437306103     5922   171891 SH       DEFINED 1,3,4          171891
HON INDUSTRIES, INC.           COM              438092108      341    12017 SH       DEFINED 1,3,4            1035
HONDA MOTOR CO LTD             COM              438128308      262    12368 SH       DEFINED 1,3,4
HONEYWELL INTERNATIONAL, INC.  COM              438516106    29885   780891 SH       DEFINED 1,3,4          739071
HOOPER HOLMES, INC.            COM              439104100      362    34556 SH       DEFINED 1,3,4            1946
HORMEL FOODS CORP.             COM              440452100      778    28429 SH       DEFINED 1,3,4            2449
HOSPITALITY PROPERTIES TRUST   COM              44106M102    15480   450923 SH       DEFINED 1,3,4          404614
HOST MARRIOTT CORP.            COM              44107P104     2850   238500 SH       DEFINED 1,3,4           52893
HOT TOPIC, INC.                COM              441339108     6064   290131 SH       DEFINED 1,3,4          273144
HOTEL RESERVATIONS, INC.       COM              441451101     5069    86010 SH       DEFINED 1,3,4           85650
HOUSEHOLD INTERNATIONAL, INC.  COM              441815107    38573   679101 SH       DEFINED 1,3,4          676215
HUBBELL, INC. - CL B           COM              443510201      395    12013 SH       DEFINED 1,3,4            1035
HUDSON UNITED BANCORP          COM              444165104    14948   469902 SH       DEFINED 1,3,4          446591
HUGHES SUPPLY, INC.            COM              444482103      491    12601 SH       DEFINED 1,3,4             710
HUMANA, INC.                   COM              444859102     1157    85489 SH       DEFINED 1,3,4           84421
HUMAN GENOME SCIENCES INC      COM              444903108     2763   126820 SH       DEFINED 1,3,4          126820
HUNT (JB) TRANSPRT SVCS, INC.  COM              445658107     1816    63872 SH       DEFINED 1,3,4           57135
HUNTINGTON BANCSHARES, INC.    COM              446150104     2510   127396 SH       DEFINED 1,3,4          125812
HUTCHINSON TECHNOLOGY, INC.    COM              448407106     3916   181532 SH       DEFINED 1,3,4          168762
ICN PHARMACEUTICALS, INC.      COM              448924100      531    16712 SH       DEFINED 1,3,4            1440
HYPERION SOLUTIONS CORP.       COM              44914M104      474    17559 SH       DEFINED 1,3,4             989
ICOS CORP.                     COM              449295104     2390    51960 SH       DEFINED 1,3,4           51960
IDEC PHARMACEUTICALS CORP.     COM              449370105     2010    31257 SH       DEFINED 1,3,4            2693
IHOP CORP.                     COM              449623107      373    11066 SH       DEFINED 1,3,4             623
IMC GLOBAL, INC.               COM              449669100      347    23549 SH       DEFINED 1,3,4            2028
IMS HEALTH, INC.               COM              449934108    67896  3024336 SH       DEFINED 1,3,4         3022472
ISTAR FINANCIAL, INC.          COM              45031U101     8413   291100 SH       DEFINED 1,3,4          291100
ITT EDUCATIONAL SERVICES, INC. COM              45068B109      557    12378 SH       DEFINED 1,3,4             697
ITT INDUSTRIES, INC.           COM              450911102    25448   403677 SH       DEFINED 1,3,4          403120
IDACORP, INC.                  COM              451107106    38379   947618 SH       DEFINED 1,3,4          940600
IDEX CORP.                     COM              45167R104     4378   118314 SH       DEFINED 1,3,4          102824
IDEXX LABS, INC.               COM              45168D104      482    17969 SH       DEFINED 1,3,4            1012
IKON OFFICE SOLUTIONS, INC.    COM              451713101     2424   206810 SH       DEFINED 1,3,4          206810
ILEX ONCOLOGY, INC.            COM              451923106     1286    74500 SH       DEFINED 1,3,4           74500
ILLINOIS TOOL WORKS, INC.      COM              452308109    24001   331733 SH       DEFINED 1,3,4          321410
IMATION CORP.                  COM              45245A107     5925   223341 SH       DEFINED 1,3,4          216797
IMAGISTICS INTL INC            COM              45247T104      166    10465 SH       DEFINED 1,3,4             611
IMMUNEX CORP.                  COM              452528102    14390   475556 SH       DEFINED 1,3,4          472122
IMPAC MORTGAGE HOLDINGS, INC.  COM              45254P102     7326   777670 SH       DEFINED 1,3,4          774090
IMPATH, INC.                   COM              45255G101      353     8599 SH       DEFINED 1,3,4             483
IMMUNOMEDICS, INC.             COM              452907108     7500   395580 SH       DEFINED 1,3,4          395580
INAMED CORP                    COM              453235103      354    10747 SH       DEFINED 1,3,4             604
INCO, LTD.                     COM              453258402     3826   195523 SH       DEFINED 1,3,4          194371
INCYTE GENOMICS, INC.          COM              45337C102      162    13608 SH       DEFINED 1,3,4            1172
INDEPENDANCE COMMUNITY BANK    COM              453414104     4560   162120 SH       DEFINED 1,3,4          151106
INDEPENDENT BANK CORP - MASS.  COM              453836108     2137    82560 SH       DEFINED 1,3,4           82560
INDYMAC BANCORP, INC.          COM              456607100    12852   520325 SH       DEFINED 1,3,4          507882
INET TECHNOLOGIES, INC.        COM              45662V105     6902   731108 SH       DEFINED 1,3,4          726583
INFOCUS CORPORATION.           COM              45665B106     5829   320112 SH       DEFINED 1,3,4          311709
INFORMATION HOLDINGS, INC.     COM              456727106      335    11636 SH       DEFINED 1,3,4             655
ING GROEP NV                   COM              456837103      355    13187 SH       DEFINED 1,3,4
INFORMATION RESOURCES, INC.    COM              456905108     2398   260970 SH       DEFINED 1,3,4          246175
INGRAM MICRO, INC.             COM              457153104     1798   108650 SH       DEFINED 1,3,4          108650
INHALE THERAPEUTIC SYSTEMS     COM              457191104    11053  1047681 SH       DEFINED 1,3,4         1044431
INKTOMI CORP.                  COM              457277101     8078  2341450 SH       DEFINED 1,3,4         2341450
INPUT/OUTPUT, INC.             COM              457652105      250    27447 SH       DEFINED 1,3,4            1545
INSIGHT ENTERPRISES, INC.      COM              45765U103     2405   106209 SH       DEFINED 1,3,4           84644
INSITUFORM TECNOL, INC. - CI A COM              457667103    10291   407257 SH       DEFINED 1,3,4          392691
INSTINE GROUP, INC.            COM              457750107     2609   400780 SH       DEFINED 1,3,4          398200
INTEGRATED DEVICE TECH, INC.   COM              458118106     3513   105679 SH       DEFINED 1,3,4           86133
INTEL CORP.                    COM              458140100   184025  6051451 SH       DEFINED 1,3,4         5969301
INTER-TEL, INC.- SER A         COM              458372109      238    12874 SH       DEFINED 1,3,4             725
INTERACTIVE INTELLIGENCE INC   COM              45839M103     2885   526499 SH       DEFINED 1,3,4          523243
INTERFACE, INC.- CI A          COM              458665106      173    27166 SH       DEFINED 1,3,4            1516
INTERMAGNETICS GENERAL CORP.   COM              458771102      239     8770 SH       DEFINED 1,3,4             493
INTERMET CORP.                 COM              45881K104       96    13621 SH       DEFINED 1,3,4             758
INTERMUNE, INC.                COM              45884X103     9852   327640 SH       DEFINED 1,3,4          326510
INTERNATIONAL BUSINESS MACHINE COM              459200101   164693  1583590 SH       DEFINED 1,3,4         1572725
INTERNATIONAL FLAVORS & FRAGRA COM              459506101     7943   227140 SH       DEFINED 1,3,4          226543
INTERNATIONAL GAME TECHNOLOGY  COM              459902102    93506  1500421 SH       DEFINED 1,3,4         1499860
INTL MULTIFOODS CORP.          COM              460043102      241    10128 SH       DEFINED 1,3,4             570
INTERNATIONAL PAPER CO.        COM              460146103    11215   260753 SH       DEFINED 1,3,4          246042
INTL RECTIFIER CORP.           COM              460254105     4474    98525 SH       DEFINED 1,3,4           86269
INT'L SPEEDWAY CORP.           COM              460335201      498    10895 SH       DEFINED 1,3,4             938
INTERNET PICTURES CORP.        COM              46059S200      399   142613 SH       DEFINED 1,3,4          141696
INTERNET SECURITY SYSTEMS INC. COM              46060X107      224     9792 SH       DEFINED 1,3,4             843
INTERPUBLIC GROUP OF COS., INC COM              460690100    14136   412366 SH       DEFINED 1,3,4          390562
INTERSIL CORP.                 COM              46069S109     2038    71900 SH       DEFINED 1,3,4           71900
INTERSTATE BAKERIES CP.        COM              46072H108     6924   286013 SH       DEFINED 1,3,4          276533
INTERVOICE-BRITE, INC.         COM              461142101      115    18042 SH       DEFINED 1,3,4            1016
INTUIT, INC.                   COM              461202103    29275   763168 SH       DEFINED 1,3,4          761828
INVACARE CORP.                 COM              461203101      618    16433 SH       DEFINED 1,3,4             925
INTUITIVE SURGICAL INC.        COM              46120E107    10000  1063851 SH       DEFINED 1,3,4         1060086
INVESTMENT TECHNOLOGY GP, INC. COM              46145F105      525     9956 SH       DEFINED 1,3,4             858
INVESTORS FINANCIAL SCVS CP    COM              461915100     2713    35673 SH       DEFINED 1,3,4           29666
IONICS, INC.                   COM              462218108      299     9340 SH       DEFINED 1,3,4             525
IRWN FINANCIAL CORP.           COM              464119106     8370   447380 SH       DEFINED 1,3,4          447380
ISHARES S&P 500 INDEX FUND     COM              464287200     1706    14888 SH       DEFINED 1,3,4           14888
ISHARES TRUST-S&P MIDCAP 400   COM              464287507    27321   253040 SH       DEFINED 1,3,4          253040
ISHARES RUSSELL 2000 VALUE     COM              464287630     4743    33900 SH       DEFINED 1,3,4           33900
ISHARES RUSSELL 2000 INDEX     COM              464287655    27201   271520 SH       DEFINED 1,3,4          271520
ISHARES TRUST - S&P SM-CAP 600 COM              464287804    28094   229140 SH       DEFINED 1,3,4          229140
ITRON, INC.                    COM              465741106      258     8682 SH       DEFINED 1,3,4             488
IVAX CORP.                     COM              465823102    11541   719041 SH       DEFINED 1,3,4          682075
IVEX PACKAGING CORP.           COM              465855104     3445   150300 SH       DEFINED 1,3,4          150300
JDS UNIPHASE CORP.             COM              46612J101     5650   959253 SH       DEFINED 1,3,4          950732
JLG INDUSTRIES INC.            COM              466210101     4644   313791 SH       DEFINED 1,3,4          290659
JABIL CIRCUIT, INC.            COM              466313103    10226   434581 SH       DEFINED 1,3,4          433337
JACK IN THE BOX, INC.          COM              466367109    13354   450373 SH       DEFINED 1,3,4          429505
JACOBS ENGINEERING GROUP       COM              469814107     2036    28566 SH       DEFINED 1,3,4           23525
JAKKS PACIFIC INC.             COM              47012E106      233    10224 SH       DEFINED 1,3,4             575
JEFFERIES GROUP, INC.          COM              472319102     3962    82203 SH       DEFINED 1,3,4           68963
JEFFERSON-PILOT CORP.          COM              475070108    26453   528219 SH       DEFINED 1,3,4          504072
JOHNSON & JOHNSON              COM              478160104   258724  3983435 SH       DEFINED 1,3,4         3901785
JOHNSON CONTROLS, INC.         COM              478366107    27530   311738 SH       DEFINED 1,3,4          311186
JONES APPAREL GROUP INC        COM              480074103     5531   158264 SH       DEFINED 1,3,4          140774
JONES LANG LASALLE INC.        COM              48020Q107     4844   218670 SH       DEFINED 1,3,4          218670
KLA-TENCOR CORP.               COM              482480100    13209   198631 SH       DEFINED 1,3,4          197454
KPMG CONSULTING, INC.          COM              48265R109     2057   101850 SH       DEFINED 1,3,4          101850
K-SWISS, INC. CLASS A          COM              482686102      208     4945 SH       DEFINED 1,3,4             278
KAMAN CORP. CLASS A            COM              483548103      203    11962 SH       DEFINED 1,3,4             674
KANSAS CITY SOUTHERN INDS.     COM              485170302     4919   308600 SH       DEFINED 1,3,4          278854
KEANE, INC.                    COM              486665102      264    15469 SH       DEFINED 1,3,4            1332
KB HOME                        COM              48666K109    11356   261658 SH       DEFINED 1,3,4          261341
KELLOGG CO.                    COM              487836108    22750   677678 SH       DEFINED 1,3,4          675114
KELLWOOD CO.                   COM              488044108      295    12165 SH       DEFINED 1,3,4             685
KELLY SERVICES, INC. -CI A     COM              488152208      207     7350 SH       DEFINED 1,3,4             633
KEMET CORP.                    COM              488360108      341    17594 SH       DEFINED 1,3,4            1515
KENNAMETAL, INC.               COM              489170100     9650   238685 SH       DEFINED 1,3,4          232866
KERR-MCGEE CORP.               COM              492386107     4394    69914 SH       DEFINED 1,3,4           69284
KEY ENERGY SERVICES, INC.      COM              492914106     6777   632190 SH       DEFINED 1,3,4          630750
KEYCORP                        COM              493267108     5737   215255 SH       DEFINED 1,3,4          212585
KEYSPAN CORP.                  COM              49337W100     2570    70618 SH       DEFINED 1,3,4           69742
KIMBALL INTERNATIONAL, INC.    COM              494274103     1512    92700 SH       DEFINED 1,3,4           92700
KILROY REALTY CORP.            COM              49427F108     5291   187544 SH       DEFINED 1,3,4          173703
KIMBERLY CLARK CORP.           COM              494368103    27434   424346 SH       DEFINED 1,3,4          409979
KIMCO REALTY CORP.             COM              49446R109     8742   267350 SH       DEFINED 1,3,4          267350
KINDER MORGAN, INC.            COM              49455P101     3039    62758 SH       DEFINED 1,3,4           61997
KING PHARMACEUTICALS, INC.     COM              495582108     7482   213697 SH       DEFINED 1,3,4          212148
KIRBY CORP.                    COM              497266106     2674    89421 SH       DEFINED 1,3,4           77313
KNIGHT-RIDDER, INC.            COM              499040103    16743   243744 SH       DEFINED 1,3,4          243215
KOGER EQUITY, INC.             COM              500228101     2287   128000 SH       DEFINED 1,3,4          128000
KOHLS CORP.                    COM              500255104    72945  1025222 SH       DEFINED 1,3,4          992370
KONINKLIJKE AHOLD NV           COM              500467303      234     8964 SH       DEFINED 1,3,4
KONINKLIJKE PHILIPS ELEC.      COM              500472303      235     7767 SH       DEFINED 1,3,4
KOOKMIN BANK - ADR             COM              50049M109      886    21027 SH       DEFINED 1,3,4           17214
KOPIN CORP                     COM              500600101      319    34990 SH       DEFINED 1,3,4            1971
KOREA TELECOM CORP. ADR        COM              50063P103    29686  1237941 SH       DEFINED 1,3,4         1197088
KORN/FERRY INTERNATIONAL       COM              500643200     2142   215286 SH       DEFINED 1,3,4          206877
KROGER CO.                     COM              501044101    16094   726267 SH       DEFINED 1,3,4          721215
KROLL, INC.                    COM              501049100      200    12042 SH       DEFINED 1,3,4             678
KRONOS INC.                    COM              501052104      498    10608 SH       DEFINED 1,3,4             597
KULICKE & SOFFA                COM              501242101     7158   343979 SH       DEFINED 1,3,4          317200
LSI LOGIC CORP.                COM              502161102    21631  1272439 SH       DEFINED 1,3,4         1270125
LSI INDUSTRIES, INC.           COM              50216C108     3305   167176 SH       DEFINED 1,3,4          167176
LTX CORP.                      COM              502392103      271     9949 SH       DEFINED 1,3,4             857
L-3 COMMUNICATIONS HOLDINGS, I COM              502424104    27927   249344 SH       DEFINED 1,3,4          242002
LA-Z-BOY, INC.                 COM              505336107      894    32554 SH       DEFINED 1,3,4            1833
LABOR READY, INC.              COM              505401208      169    21658 SH       DEFINED 1,3,4            1209
LABRANCHE & CO., INC.          COM              505447102     3432   110531 SH       DEFINED 1,3,4           99537
LACLEDE GROUP INC.             COM              505597104      235    10096 SH       DEFINED 1,3,4             568
LAFARGE NORTH AMERICA, INC.    COM              505862102     9245   213800 SH       DEFINED 1,3,4          213800
LAM RESEARCH CORP.             COM              512807108     3740   127556 SH       DEFINED 1,3,4          103983
LAMAR ADVERTISING CO.          COM              512815101     1948    47950 SH       DEFINED 1,3,4           47950
LANCASTER COLONY CORP.         COM              513847103      279     7538 SH       DEFINED 1,3,4             649
LANCE, INC.                    COM              514606102      222    15532 SH       DEFINED 1,3,4             875
LANDAMERICA FINANCIAL GROUP, I COM              514936103      344     9937 SH       DEFINED 1,3,4             559
LANDS END, INC.                COM              515086106      274     6099 SH       DEFINED 1,3,4             525
LANDRYS RESTAURANTS            COM              51508L103     3978   173256 SH       DEFINED 1,3,4          162074
LANDSTAR SYSTEM, INC.          COM              515098101      401     4324 SH       DEFINED 1,3,4             243
LATTICE SEMICONDUCTOR CORP.    COM              518415104     2435   138913 SH       DEFINED 1,3,4          118431
LEAR CORP.                     COM              521865105     5777   121356 SH       DEFINED 1,3,4          109333
LEE ENTERPRISES                COM              523768109      334     9044 SH       DEFINED 1,3,4             778
LEGATO SYSTEMS INC.            COM              524651106      165    18332 SH       DEFINED 1,3,4            1579
LEGGETT & PLATT, INC.          COM              524660107     8549   344699 SH       DEFINED 1,3,4          343456
LEGG MASON, INC.               COM              524901105      727    13689 SH       DEFINED 1,3,4            1179
LEHMAN BROTHERS HOLDINGS, INC. COM              524908100    43498   672927 SH       DEFINED 1,3,4          671398
LENNAR CORP.                   COM              526057104    28357   537475 SH       DEFINED 1,3,4          525444
LENNOX INTERNATIONAL, INC.     COM              526107107     5580   422085 SH       DEFINED 1,3,4          393538
LEUCADIA NATIONAL CORP         COM              527288104      405    11337 SH       DEFINED 1,3,4             977
LEVEL 3 COMMUNICATIONS         COM              52729N100     1675   470395 SH       DEFINED 1,3,4          470395
LEXMARK INTERNATIONAL, INC., C COM              529771107     3778    66073 SH       DEFINED 1,3,4           65253
LIBBEY, INC.                   COM              529898108      315     8186 SH       DEFINED 1,3,4             460
LIBERTY MEDIA CORP; CLASS A    COM              530718105     4707   372417 SH       DEFINED 1,3,4          302480
LIBERTY PROPERTY TRUST         COM              531172104     1664    51600 SH       DEFINED 1,3,4           11300
LIFEPOINT HOSPITALS, INC.      COM              53219L109     8755   236888 SH       DEFINED 1,3,4          228903
LILLY (ELI) & CO.              COM              532457108    66473   872353 SH       DEFINED 1,3,4          865263
LIMITED, INC., THE             COM              532716107     4704   262793 SH       DEFINED 1,3,4          259529
LINCARE HOLDINGS, INC.         COM              532791100      599    22074 SH       DEFINED 1,3,4            1901
LINCOLN NATIONAL CORP.         COM              534187109    27647   544985 SH       DEFINED 1,3,4          516685
LINEAR TECHNOLOGIES CORP.      COM              535678106    59496  1345447 SH       DEFINED 1,3,4         1296937
LINENS N THINGS, INC.          COM              535679104     2861    93723 SH       DEFINED 1,3,4           73223
LITTELFUSE, INC.               COM              537008104     3101   125200 SH       DEFINED 1,3,4          125200
LIZ CLAIBORNE, INC.            COM              539320101     1519    53552 SH       DEFINED 1,3,4           52889
LOCAL FINANCIAL CORP.          COM              539553107     1549    98400 SH       DEFINED 1,3,4           98400
LOCKHEED MARTIN CORP.          COM              539830109    44317   769654 SH       DEFINED 1,3,4          766863
LOEWS CORP.                    COM              540424108     7178   122538 SH       DEFINED 1,3,4          121331
LONE STAR STEAKHOUSE SALOON    COM              542307103     4167   199487 SH       DEFINED 1,3,4          187345
LONE STAR TECHNOLOGIES, INC    COM              542312103      307    13476 SH       DEFINED 1,3,4             759
LONGS DRUG STORES CORP.        COM              543162101      218     7812 SH       DEFINED 1,3,4             713
LONGVIEW FIBRE CO.             COM              543213102      108    10467 SH       DEFINED 1,3,4             901
LOUISIANA PACIFIC CORP.        COM              546347105     6234   580413 SH       DEFINED 1,3,4          579750
LOWE'S COS., INC.              COM              548661107    29797   685145 SH       DEFINED 1,3,4          680261
LUBRIZOL CORP.                 COM              549271104     9733   279776 SH       DEFINED 1,3,4          270202
LUBYS, INC.                    COM              549282101       81    11984 SH       DEFINED 1,3,4             668
LUCENT TECHNOLOGIES, INC.      COM              549463107    13900  2938720 SH       DEFINED 1,3,4         2845569
LYONDELL CHEMICAL CO.          COM              552078107      400    24094 SH       DEFINED 1,3,4            2075
M & T BANK CORP.               COM              55261F104    16559   206039 SH       DEFINED 1,3,4          188640
MAF BANCORP INC.               COM              55261R108     2054    58260 SH       DEFINED 1,3,4           46913
MBIA, INC.                     COM              55262C100    31559   577052 SH       DEFINED 1,3,4          576118
MBNA CORP.                     COM              55262L100    28153   729923 SH       DEFINED 1,3,4          724551
MDC HOLDINGS, INC.             COM              552676108      617    14272 SH       DEFINED 1,3,4             804
MDU RESOURCES GROUP, INC.      COM              552690109      444    14320 SH       DEFINED 1,3,4            1234
MCSI INC.                      COM              55270M108     7439   624564 SH       DEFINED 1,3,4          624564
MGIC INVESTMENT CORP. (WIS.)   COM              552848103    20765   303443 SH       DEFINED 1,3,4          278657
MGI PHARMA, INC.               COM              552880106      177    12859 SH       DEFINED 1,3,4             718
M/I SCHOTTENSTEIN HOMES, INC.  COM              55305B101     3715    65570 SH       DEFINED 1,3,4           65570
MKS INSTRUMENTS, INC.          COM              55306N104     6614   193179 SH       DEFINED 1,3,4          192639
MPS GROUP, INC.                COM              553409103      176    20122 SH       DEFINED 1,3,4            1734
MRO SOFTWARE, INC.             COM              55347W105      151    12169 SH       DEFINED 1,3,4             685
MACDERMID, INC.                COM              554273102      372    17178 SH       DEFINED 1,3,4             967
THE MACERICH CO.               COM              554382101     8660   287220 SH       DEFINED 1,3,4          233220
MACK-CALI REALTY CORP.         COM              554489104     2039    58800 SH       DEFINED 1,3,4           13000
MACROVISION CORP               COM              555904101      277    10387 SH       DEFINED 1,3,4             894
MACROMEDIA, INC.               COM              556100105      246    12060 SH       DEFINED 1,3,4            1039
MAGELLAN HEALTH SERVICES       COM              559079108     1344   235850 SH       DEFINED 1,3,4          235850
MAGNETEK, INC.                 COM              559424106      140    12004 SH       DEFINED 1,3,4             672
MAIL-WELL INC.                 COM              560321200     1288   205100 SH       DEFINED 1,3,4          205100
MANDALAY RESORT GROUP          COM              562567107      445    14508 SH       DEFINED 1,3,4            1250
MANHATTAN ASSOCIATES, INC.     COM              562750109      562    14748 SH       DEFINED 1,3,4             830
MANITOWOC CO.                  COM              563571108     1888    47792 SH       DEFINED 1,3,4           35541
MANOR CARE, INC.               COM              564055101     1207    51821 SH       DEFINED 1,3,4           51175
MANPOWER, INC. WI              COM              56418H100      606    15583 SH       DEFINED 1,3,4            1342
MANUFACTURED HOME COMMUNITIES, COM              564682102      845    25600 SH       DEFINED 1,3,4            5700
MARATHON OIL CORP.             COM              565849106    48752  1692765 SH       DEFINED 1,3,4         1654212
MARCUS CORP.                   COM              566330106      252    15640 SH       DEFINED 1,3,4             881
MARSH & MCLENNAN COS., INC.    COM              571748102    26701   236839 SH       DEFINED 1,3,4          235107
MARSHALL & IISLEY CORP.        COM              571834100    19833   318655 SH       DEFINED 1,3,4          317982
MARRIOTT INTERNATIONAL, INC.;  COM              571903202    27064   602095 SH       DEFINED 1,3,4          600575
MARTIN MARIETTA MATERIALS      COM              573284106      420     9945 SH       DEFINED 1,3,4             857
MASCO CORP.                    COM              574599106     6946   253044 SH       DEFINED 1,3,4          230950
MASSEY ENERGY COMPANY          COM              576206106     8851   523705 SH       DEFINED 1,3,4          485966
MATTEL, INC.                   COM              577081102    23629  1133820 SH       DEFINED 1,3,4         1131092
MAXTOR CORP                    COM              577729205     3183   457950 SH       DEFINED 1,3,4          455010
MAXIM INTEGRATED PRODUCTS      COM              57772K101    70069  1257740 SH       DEFINED 1,3,4         1210380
MAXWELL SHOE CO. INC.          COM              577766108     1443    90184 SH       DEFINED 1,3,4           89604
MAY DEPARTMENT STORES CO.      COM              577778103    12570   360702 SH       DEFINED 1,3,4          332873
MAVERICK TUBE CORP             COM              577914104     2821   172840 SH       DEFINED 1,3,4          171710
MAXIMUS, INC.                  COM              577933104      381    12403 SH       DEFINED 1,3,4             698
MAYTAG CORP.                   COM              578592107     3371    76173 SH       DEFINED 1,3,4           75691
MCAFEE.COM CORP                COM              579062100      755    45862 SH       DEFINED 1,3,4           45862
MCCORMICK & CO.                COM              579780206     9327   182409 SH       DEFINED 1,3,4          169424
MCDATA CORPORATION-A           COM              580031201      273    23081 SH       DEFINED 1,3,4            1985
MCDATA CORP.                   COM              580031201        1    23081 SH       OTHER   1,3,4              44
MCDERMOTT INTERNATIONAL, INC.  COM              580037109      486    31225 SH       DEFINED 1,3,4           30836
MCDONALD'S CORP.               COM              580135101    32825  1182869 SH       DEFINED 1,3,4         1112780
MCGRAW-HILL COS., INC.         COM              580645109    29841   437235 SH       DEFINED 1,3,4          436016
MCKESSON CORPORATION           COM              58155Q103    35625   951782 SH       DEFINED 1,3,4          949972
MCLEOD USA, INC.               COM              582266102      924  5131325 SH       DEFINED 1,3,4         5131325
MEADWESTVACO CORP.             COM              583334107     3906   117813 SH       DEFINED 1,3,4          102871
MEDAREX, INC.                  COM              583916101     5841   362130 SH       DEFINED 1,3,4          359810
MEDCATH CORPORATION            COM              58404W109     1849   105920 SH       DEFINED 1,3,4          105920
MEDIA GENERAL - CLASS A        COM              584404107      299     4707 SH       DEFINED 1,3,4             405
MEDIACOM COMMUNICATIONS CORP   COM              58446K105     5485   391500 SH       DEFINED 1,3,4          389950
MEDICIS PHARMACEUTICAL-CL A    COM              584690309     4316    77768 SH       DEFINED 1,3,4           62322
MEDIMMUNE, INC.                COM              584699102    32287   820936 SH       DEFINED 1,3,4          818400
MEDQUIST, INC.                 COM              584949101     2745    91500 SH       DEFINED 1,3,4           91500
MEDTRONIC, INC.                COM              585055106   113870  2518701 SH       DEFINED 1,3,4         2441203
MELLON FINANCIAL CORP.         COM              58551A108    19183   497095 SH       DEFINED 1,3,4          494144
MENS WEARHOUSE, INC., (THE)    COM              587118100     3050   130604 SH       DEFINED 1,3,4          108541
MENTOR CORP.                   COM              587188103      452    12514 SH       DEFINED 1,3,4             705
MENTOR GRAPHICS CORP.          COM              587200106    10424   493077 SH       DEFINED 1,3,4          481000
MERCANTILE BANKSHARES CORP.    COM              587405101      619    14307 SH       DEFINED 1,3,4            1233
MERCK & CO., INC.              COM              589331107   110669  1922007 SH       DEFINED 1,3,4         1884974
MERCURY COMPUTER SYSTEMS, INC. COM              589378108      378    11812 SH       DEFINED 1,3,4             665
MERCURY INTERACTIVE CORP.      COM              589405109     1583    42042 SH       DEFINED 1,3,4           41522
MEREDITH CORP.                 COM              589433101     1066    25068 SH       DEFINED 1,3,4           24756
MERISTAR HOSPITALITY CORP.     COM              58984Y103     1248    68400 SH       DEFINED 1,3,4           14800
MERIX CORP                     COM              590049102     3510   187790 SH       DEFINED 1,3,4          187790
MERRILL LYNCH & CO., INC.      COM              590188108    44571   804816 SH       DEFINED 1,3,4          783938
MESA AIR GROUP, INC.           COM              590479101     3640   325026 SH       DEFINED 1,3,4          306351
METHODE ELECTRONICS - CL A     COM              591520200     3613   290206 SH       DEFINED 1,3,4          272081
METLIFE, INC.                  COM              59156R108    15996   507823 SH       DEFINED 1,3,4          503251
METRIS COMPANIES, INC.         COM              591598107      261    13068 SH       DEFINED 1,3,4            1126
METRO ONE COMMUNICATIONS       COM              59163F105      330    13023 SH       DEFINED 1,3,4             733
METTLER-TOLEDO INTL            COM              592688105    10986   242720 SH       DEFINED 1,3,4          242050
MICHAELS STORES, INC.          COM              594087108     1327    35109 SH       DEFINED 1,3,4            1977
MICREL, INC.                   COM              594793101      480    19034 SH       DEFINED 1,3,4            1639
MICROS SYSTEMS, INC.           COM              594901100      238     9361 SH       DEFINED 1,3,4             526
MICROSOFT CORP.                COM              594918104   295455  4898939 SH       DEFINED 1,3,4         4824354
MICROCHIP TECHNOLOGY, INC.     COM              595017104     1140    27257 SH       DEFINED 1,3,4            2349
MICROMUSE INC.                 COM              595094103     1809   206500 SH       DEFINED 1,3,4          206500
MICRON TECHNOLOGY              COM              595112103    10055   305627 SH       DEFINED 1,3,4          301843
MICROSEMI CORP                 COM              595137100     1760   107845 SH       DEFINED 1,3,4           93458
MICROTUNE, INC.                COM              59514P109     7521   523380 SH       DEFINED 1,3,4          520690
MID ATLANTIC MEDICAL SERVICES, COM              59523C107     7448   261339 SH       DEFINED 1,3,4          236871
S & P MID-CAP DEPOSITARY RECEI COM              595635103    67853   686420 SH       DEFINED 1,3,4          686420
MIDWEST EXPRESS HOLDINGS       COM              597911106     2605   142418 SH       DEFINED 1,3,4          135438
MIDWAY GAMES, INC.             COM              598148104     4281   318054 SH       DEFINED 1,3,4          294672
MILACRON, INC.                 COM              598709103      261    17898 SH       DEFINED 1,3,4            1008
MILLENNIUM PHARMACTCLS, INC.   COM              599902103     1280    57368 SH       DEFINED 1,3,4            4943
MILLER (HERMAN), INC.          COM              600544100      369    15522 SH       DEFINED 1,3,4            1337
MILLIPORE CORP.                COM              601073109     1074    24269 SH       DEFINED 1,3,4           23969
MILLS CORP.                    COM              601148109     6664   238358 SH       DEFINED 1,3,4          210258
MINERALS TECHNOLOGIES, INC.    COM              603158106      210     4011 SH       DEFINED 1,3,4             346
MINNESOTA MINING & MFG. CO.    COM              604059105    41188   358124 SH       DEFINED 1,3,4          350052
MIRANT CORPORATION             COM              604675108     2941   203537 SH       DEFINED 1,3,4          201010
MISSISSIPPI CHEMICAL CORP.     COM              605288208       38    13968 SH       DEFINED 1,3,4             779
MOBILE MINI INC                COM              60740F105      243     7537 SH       DEFINED 1,3,4             424
MODINE MANUFACTURING CO.       COM              607828100     1692    62695 SH       DEFINED 1,3,4           56448
MOHAWK INDUSTRIES, INC.        COM              608190104    12923   215067 SH       DEFINED 1,3,4          202796
MOLECULAR DEVICES CORP.        COM              60851C107     3936   216602 SH       DEFINED 1,3,4          216602
MOLEX, INC.                    COM              608554101     3423    98734 SH       DEFINED 1,3,4           97506
MONACO COACH CORP.             COM              60886R103      372    15289 SH       DEFINED 1,3,4             861
MONSANTO                       COM              61166W101    31585   999850 SH       DEFINED 1,3,4          999850
MONY GROUP INC.                COM              615337102     3724    92356 SH       DEFINED 1,3,4           83440
MOODY'S CORP.                  COM              615369105    12188   296538 SH       DEFINED 1,3,4          295555
MOOG INC                       COM              615394202     5492   171610 SH       DEFINED 1,3,4          171610
MORGAN STANLEY DEAN WITTER & C COM              617446448    74067  1292387 SH       DEFINED 1,3,4         1255715
MOTOROLA, INC.                 COM              620076109    31012  2183932 SH       DEFINED 1,3,4         2097551
MOVIE GALLERY, INC.            COM              624581104    10766   627000 SH       DEFINED 1,3,4          625280
MUELLER INDUSTRIES             COM              624756102     3530   100885 SH       DEFINED 1,3,4           84007
MURPHY OIL CORP.               COM              626717102      891     9286 SH       DEFINED 1,3,4             800
MYERS INDUSTRIES, INC.         COM              628464109      185    12747 SH       DEFINED 1,3,4             711
MYKROLIS CORPORATION           COM              62852P103     1846   120726 SH       DEFINED 1,3,4          120726
MYLAN LABORATORIES, INC.       COM              628530107    12388   420496 SH       DEFINED 1,3,4          396923
NBTY, INC.                     COM              628782104     6803   398781 SH       DEFINED 1,3,4          365572
NCR CORP.                      COM              62886E108     7010   156656 SH       DEFINED 1,3,4          156044
NRG ENERGY, INC.               COM              629377102     1096    90900 SH       DEFINED 1,3,4           90900
NUI CORP.                      COM              629431107      206     8287 SH       DEFINED 1,3,4             466
NVR, INC.                      COM              62944T105     1276     4044 SH       DEFINED 1,3,4             227
NABORS INDUSTRIES, INC.        COM              629568106    10579   250396 SH       DEFINED 1,3,4          249508
NACCO INDUSTRIES, INC.         COM              629579103     6265    94510 SH       DEFINED 1,3,4           94510
NASH FINCH CO.                 COM              631158102     5742   210728 SH       DEFINED 1,3,4          204800
NATIONAL CITY CORP.            COM              635405103    43793  1423684 SH       DEFINED 1,3,4         1406858
NATIONAL COMMERCE FINANCIAL CO COM              63545P104     1159    41706 SH       DEFINED 1,3,4            3593
NATIONAL FUEL GAS CO.          COM              636180101      397    16321 SH       DEFINED 1,3,4            1405
NATIONAL GRID GROUP - ADR      COM              636274102     3811   116555 SH       DEFINED 1,3,4          116555
NATIONAL INSTRUMENTS CORP.     COM              636518102      439    10493 SH       DEFINED 1,3,4             903
NATIONAL OILWELL, INC.         COM              637071101    15301   604054 SH       DEFINED 1,3,4          588439
NATIONAL SEMICONDUCTOR CORP.   COM              637640103     7923   235179 SH       DEFINED 1,3,4          234061
NATIONWIDE FINANCIAL SERVICES, COM              638612101     8239   192510 SH       DEFINED 1,3,4          168210
NATIONWIDE HEALTH PPTYS, INC.  COM              638620104     1592    78990 SH       DEFINED 1,3,4           78990
NAUTICA ENTERPRISES INC.       COM              639089101      269    17742 SH       DEFINED 1,3,4             999
NAVISTAR INTERNATIONAL CORP.   COM              63934E108     1348    30439 SH       DEFINED 1,3,4           30063
NAVIGANT INTERNATIONAL, INC.   COM              63935R108     1362    93900 SH       DEFINED 1,3,4           93900
NDCHEALTH CORP.                COM              639480102    21273   584577 SH       DEFINED 1,3,4          567348
NEIMAN MARCUS GROUP, INC.-CL A COM              640204202      337     9775 SH       DEFINED 1,3,4             841
NET.B@NK, INC.                 COM              640933107     3016   178460 SH       DEFINED 1,3,4          178460
NETWORK ASSOCIATES INC.        COM              640938106      698    28835 SH       DEFINED 1,3,4            2484
NETEGRITY, INC.                COM              64110P107     5064   342420 SH       DEFINED 1,3,4          323259
NETSOLVE INC.                  COM              64115J106     1495   189261 SH       DEFINED 1,3,4          188049
NETIQ CORP.                    COM              64115P102    13620   624474 SH       DEFINED 1,3,4          622939
NETSCOUT SYSTEMS, INC          COM              64115T104     2857   398973 SH       DEFINED 1,3,4          396418
NETWORK EQUIPMENT TECH, INC.   COM              641208103       61    11822 SH       DEFINED 1,3,4             660
NETWORK APPLIANCE, INC.        COM              64120L104     3463   169909 SH       DEFINED 1,3,4          167808
NEUBERGER BERMAN, INC.         COM              641234109      676    14422 SH       DEFINED 1,3,4            1242
NEW JERSEY RESOURCES CORP.     COM              646025106     4371   144550 SH       DEFINED 1,3,4          130994
NEW PLAN EXCEL REALTY TRUST    COM              648053106      484    24132 SH       DEFINED 1,3,4            6648
NEW YORK COMMUNITY BANCORP     COM              649445103      580    20962 SH       DEFINED 1,3,4            1806
NEW YORK TIMES CO.             COM              650111107     3672    76727 SH       DEFINED 1,3,4           75775
NEWELL RUBBERMAID, INC.        COM              651229106     9342   292314 SH       DEFINED 1,3,4          290629
NEWFIELD EXPLORATION CO.       COM              651290108    11715   316706 SH       DEFINED 1,3,4          294144
NEWMONT MINING CORP. (HOLDING  COM              651639106     7255   262017 SH       DEFINED 1,3,4          259542
NEWS CORP. LTD. ADR            COM              652487703    47323  1667483 SH       DEFINED 1,3,4         1632092
NEXTEL COMMS                   COM              65332V103     2192   407453 SH       DEFINED 1,3,4          402418
NICOR, INC.                    COM              654086107     1026    22515 SH       DEFINED 1,3,4           22234
NIKE, INC.                     COM              654106103    16513   275169 SH       DEFINED 1,3,4          263677
99 CENTS ONLY STORES           COM              65440K106      407    10625 SH       DEFINED 1,3,4             915
NISOURCE, INC.                 COM              65473P105     7195   313510 SH       DEFINED 1,3,4          272161
NISOURCE INC. - SAILS          COM              65473P600       68    29146 SH       DEFINED 1,3,4           29146
NISSAN MOTOR CO LTD            COM              654744408      269    18590 SH       DEFINED 1,3,4
NOBLE AFFILIATES, INC.         COM              654894104     5302   135750 SH       DEFINED 1,3,4          124829
NOBLE DRILLING CORP.           COM              655042109    23221   561033 SH       DEFINED 1,3,4          560201
NOMURA HOLDINGS, INC.          COM              65535H208      146    10990 SH       DEFINED 1,3,4
NORDSON CORP.                  COM              655663102      205     6802 SH       DEFINED 1,3,4             585
NORDSTROM, INC.                COM              655664100     1669    68110 SH       DEFINED 1,3,4           67263
NORFOLK SOUTHERN CORP.         COM              655844108    41462  1731901 SH       DEFINED 1,3,4         1729466
NORTEK, INC.                   COM              656559101     6922   192280 SH       DEFINED 1,3,4          192280
NORTEL NETWORKS CORP NEW       COM              656568102    13180  2935374 SH       DEFINED 1,3,4         2828369
NORTH FORK BANCORP., INC.      COM              659424105    33106   930983 SH       DEFINED 1,3,4          900583
NORTHEAST UTILITIES            COM              664397106      571    28721 SH       DEFINED 1,3,4            2475
NORTHERN TRUST CORP.           COM              665859104    14121   234911 SH       DEFINED 1,3,4          233511
NORTHROP GRUMMAN CORP.         COM              666807102    26846   237468 SH       DEFINED 1,3,4          236774
NORTHWEST NATURAL GAS CO.      COM              667655104      377    13462 SH       DEFINED 1,3,4             758
NORTHWESTERN CORP.             COM              668074107      322    14652 SH       DEFINED 1,3,4             825
NOVELL, INC.                   COM              670006105      714   183578 SH       DEFINED 1,3,4          181288
NOVELLUS SYSTEMS INC.          COM              670008101     4865    89858 SH       DEFINED 1,3,4           88956
NOVEN PHARMACEUTICALS, INC.    COM              670009109      249    12010 SH       DEFINED 1,3,4             676
NSTAR                          COM              67019E107      493    10868 SH       DEFINED 1,3,4             936
NUCOR CORP.                    COM              670346105     2532    39417 SH       DEFINED 1,3,4           38926
NVIDIA CORP.                   COM              67066G104     6789   153037 SH       DEFINED 1,3,4          152126
NYFIX, INC.                    COM              670712108     5367   358726 SH       DEFINED 1,3,4          342658
O CAHRLEYS, INC.               COM              670823103     5619   260747 SH       DEFINED 1,3,4          249740
OGE ENERGY, CORP.              COM              670837103      383    15970 SH       DEFINED 1,3,4            1376
OM GROUP, INC.                 COM              670872100     5286    73106 SH       DEFINED 1,3,4           59153
OSI PHARMACEUTICALS, INC.      COM              671040103     9293   237360 SH       DEFINED 1,3,4          236550
OAK TECHNOLOGY, INC.           COM              671802106     4015   269850 SH       DEFINED 1,3,4          269850
OAKLEY INC. COM                COM              673662102     3086   172410 SH       DEFINED 1,3,4          171305
OCCIDENTAL PETROLEUM CORP.     COM              674599105     5534   189849 SH       DEFINED 1,3,4          187495
OCEAN ENERGY, INC.             COM              67481E106      697    35213 SH       DEFINED 1,3,4            3034
OCEANEERING INTERNATIONAL      COM              675232102      367    12640 SH       DEFINED 1,3,4             712
OCTEL CORP. COM.               COM              675727101     1227    65100 SH       DEFINED 1,3,4           65100
OCULAR SCIENCES, INC.          COM              675744106     2153    76900 SH       DEFINED 1,3,4           76900
OFFICE DEPOT, INC.             COM              676220106     3120   157163 SH       DEFINED 1,3,4          155233
OFFSHORE LOGISTICS             COM              676255102      257    11915 SH       DEFINED 1,3,4             671
OHIO CASUALTY CORP.            COM              677240103      234    12334 SH       DEFINED 1,3,4            1062
OLD REPUBLIC INTL, CORP.       COM              680223104      779    24375 SH       DEFINED 1,3,4            2100
OLIN, CORP.                    COM              680665205     6507   346101 SH       DEFINED 1,3,4          336986
OMNICARE, INC.                 COM              681904108      496    19145 SH       DEFINED 1,3,4            1649
OMNICOM GROUP, INC.            COM              681919106    15346   162559 SH       DEFINED 1,3,4          161387
OMNOVA SOLUTIONS, INC.         COM              682129101      176    21163 SH       DEFINED 1,3,4            1181
ON ASSIGNMENT INC.             COM              682159108      214    11971 SH       DEFINED 1,3,4             674
ONEOK, INC.                    COM              682680103      257    12338 SH       DEFINED 1,3,4            1156
ONI SYSTEMS CORP.              COM              68273F103     3042   493100 SH       DEFINED 1,3,4          489940
VIMPEL COMMUNICATION SPONS.    COM              68370R109     1477    45894 SH       DEFINED 1,3,4           33667
ORACLE CORP.                   COM              68389X105    56590  4421056 SH       DEFINED 1,3,4         4386281
O REILLY AUTOMOTIVE, INC.      COM              686091109      887    28106 SH       DEFINED 1,3,4            1582
ORTHODONTIC CENTERS OF AMER    COM              68750P103      738    26732 SH       DEFINED 1,3,4            1505
OSHKOSH B'GOSH, INC.-CL A      COM              688222207      274     6401 SH       DEFINED 1,3,4             360
OSHKOSH TRUCK CORP.            COM              688239201     4378    76944 SH       DEFINED 1,3,4           68503
OUTBACK STEAKHOUSE INC.        COM              689899102      561    15683 SH       DEFINED 1,3,4            1351
OVERTURE SERVICES, INC.        COM              69039R100     1724    61744 SH       DEFINED 1,3,4           61744
OWENS & MINOR, INC.            COM              690732102     3276   166812 SH       DEFINED 1,3,4          149720
OWENS-ILLINOIS, INC.           COM              690768403    10230   601750 SH       DEFINED 1,3,4          600525
OXFORD HEALTH PLANS, INC.      COM              691471106      750    17939 SH       DEFINED 1,3,4            1546
PC-TEL, INC.                   COM              69325Q105       90    10409 SH       DEFINED 1,3,4             580
P G & E CORP.                  COM              69331C108     4632   196584 SH       DEFINED 1,3,4          194139
PFF BANCORP INC.               COM              69331W104     2738    87760 SH       DEFINED 1,3,4           87760
P.F. CHANGS CHINA BISTRO INC   COM              69333Y108      427     6413 SH       DEFINED 1,3,4             360
PLX TECHNOLOGY, INC.           COM              693417107     3708   303900 SH       DEFINED 1,3,4          303900
PMC-SIERRA, INC.               COM              69344F106     1362    83648 SH       DEFINED 1,3,4           82605
THE PMI GROUP, INC.            COM              69344M101    12351   163027 SH       DEFINED 1,3,4          154686
PNC FINANCIAL SERVICES GROUP   COM              693475105    19857   322929 SH       DEFINED 1,3,4          308575
PNM RESOURCES INC.             COM              69349H107    10258   334586 SH       DEFINED 1,3,4          327260
PPG INDUSTRIES, INC.           COM              693506107    13113   238809 SH       DEFINED 1,3,4          237743
PPL CORP., INC.                COM              69351T106     2952    74529 SH       DEFINED 1,3,4           73605
PRG-SCHULTZ INTERNATIONAL INC. COM              69357C107      478    33991 SH       DEFINED 1,3,4            1914
PRI AUTOMATION INC.            COM              69357H106     1950    83651 SH       DEFINED 1,3,4           83111
PS BUSINESS PARKS, INC.        COM              69360J107     1883    54200 SH       DEFINED 1,3,4           11500
PACCAR, INC.                   COM              693718108     2856    39008 SH       DEFINED 1,3,4           38525
PACIFIC CENTURY FINL CORP      COM              694058108      410    15739 SH       DEFINED 1,3,4            1356
PACIFIC SUNWEAR OF CALIFORNIA  COM              694873100     4721   191913 SH       DEFINED 1,3,4          174268
PACKAGING CORP OF AMERICA      COM              695156109     3504   177067 SH       DEFINED 1,3,4          157294
PACTIV CORP.                   COM              695257105     1616    80734 SH       DEFINED 1,3,4           79729
PALL CORP.                     COM              696429307     1272    62093 SH       DEFINED 1,3,4           61320
PALM, INC.                     COM              696642107     1166   292335 SH       DEFINED 1,3,4          288693
PANAMSAT CORP.                 COM              697933109    16997   743843 SH       DEFINED 1,3,4          743843
PAN PACIFIC RETAIL PROPERTIES, COM              69806L104     3519   115100 SH       DEFINED 1,3,4           70100
PANERA BREAD, CO.              COM              69840W108      482     7559 SH       DEFINED 1,3,4             425
PAPA JOHNS INTERNATIONAL, INC. COM              698813102     6168   221223 SH       DEFINED 1,3,4          215965
PARADYNE NETWORKS, INC.        COM              69911G107     1783   575318 SH       DEFINED 1,3,4          571608
PARAMETRIC TECH                COM              699173100      798   132063 SH       DEFINED 1,3,4          130407
PAREXEL INTERNATIONAL, CORP.   COM              699462107      214    13358 SH       DEFINED 1,3,4             752
PARK ELECTROCHEMICAL CORP.     COM              700416209      302    10407 SH       DEFINED 1,3,4             585
PARK PLACE ENTERTAINMENT CORP. COM              700690100      651    61741 SH       DEFINED 1,3,4            5319
PARKER-HANNIFIN CORP.          COM              701094104     2971    59546 SH       DEFINED 1,3,4           58808
PATINA OIL & GAS CORP.         COM              703224105     8123   257724 SH       DEFINED 1,3,4          246792
PATTERSON DENTAL CO.           COM              703412106      606    13865 SH       DEFINED 1,3,4            1194
PATTERSON-UTI ENERGY, INC.     COM              703481101      465    15649 SH       DEFINED 1,3,4            1348
PAXAR CORP.                    COM              704227107     5879   342409 SH       DEFINED 1,3,4          321274
PAYCHEX, INC.                  COM              704326107    58190  1465743 SH       DEFINED 1,3,4         1407690
PAYLESS SHOESOURCE, INC.       COM              704379106      278     4554 SH       DEFINED 1,3,4             392
PEABODY ENERGY CORP.           COM              704549104    11453   395630 SH       DEFINED 1,3,4          395630
PECHINEY S.A.                  COM              705151207      227     8570 SH       DEFINED 1,3,4
PEDIATRIX MEDICAL GROUP, INC.  COM              705324101     3549    87061 SH       DEFINED 1,3,4           74720
PEGASUS SYSTEMS, INC.          COM              705906105      243    13154 SH       DEFINED 1,3,4             741
PENSTAR, INC.                  COM              706552106     4806   500587 SH       DEFINED 1,3,4          498697
PENN VIRGINIA CORP             COM              707882106     1200    29880 SH       DEFINED 1,3,4           29880
J.C. PENNEY CO., INC. (HOLDING COM              708160106    14841   716587 SH       DEFINED 1,3,4          714924
PENNZOIL-QUAKER STATE, CO.     COM              709323109      350    16295 SH       DEFINED 1,3,4            1403
PENTAIR, INC.                  COM              709631105    19500   433624 SH       DEFINED 1,3,4          424436
PENTON MEDIA, INC.             COM              709668107      129    17070 SH       DEFINED 1,3,4             953
PEOPLES ENERGY CORP.           COM              711030106     6745   171280 SH       DEFINED 1,3,4          171056
PEOPLESOFT, INC.               COM              712713106    10617   290642 SH       DEFINED 1,3,4          288733
PEP BOYS-MANNY, MOE & JACK     COM              713278109     2239   134540 SH       DEFINED 1,3,4          108598
PEPSI BOTTLING GROUP INC       COM              713409100     3750   144969 SH       DEFINED 1,3,4          143172
PEPSIAMERICAS, INC.            COM              71343P200      461    31947 SH       DEFINED 1,3,4            2752
PEPSICO, INC.                  COM              713448108    74585  1448260 SH       DEFINED 1,3,4         1437225
PERFORMANCE FOOD GROUP CO.     COM              713755106    11441   350300 SH       DEFINED 1,3,4          328217
PERICOM SEMICONDUCTOR CORP.    COM              713831105      191    13538 SH       DEFINED 1,3,4             762
PERKINELMER, INC.              COM              714046109     1154    62376 SH       DEFINED 1,3,4           61603
PEROT SYS CORP CL-A            COM              714265105     1656    83000 SH       DEFINED 1,3,4           83000
PERRIGO, CO.                   COM              714290103      180    15038 SH       DEFINED 1,3,4            1296
PETROLEO BRASILEIRO ADR        COM              71654V408     2509    94774 SH       DEFINED 1,3,4           71557
PETSMART, INC.                 COM              716768106    14269  1052270 SH       DEFINED 1,3,4         1052270
PFIZER, INC.                   COM              717081103   332523  8367467 SH       DEFINED 1,3,4         8174419
PHARMACEUTICAL PROD DEV, INC.  COM              717124101     4396   126138 SH       DEFINED 1,3,4           99867
PHARMACEUTICAL RESOURCES, INC. COM              717125108    12285   579750 SH       DEFINED 1,3,4          579750
PHARMACEUTICALS HOLDRS TRUST   COM              71712A206    32631   342400 SH       DEFINED 1,3,4          342400
PHARMACIA CORP.                COM              71713U102    45163  1001852 SH       DEFINED 1,3,4          961512
PHELPS DODGE CORP.             COM              717265102     1678    39857 SH       DEFINED 1,3,4           39361
PHILADELPHIA CONS HLDG CO      COM              717528103     2060    51752 SH       DEFINED 1,3,4           41228
PHILADELPHIA SUBURBAN CORP.    COM              718009608      857    36476 SH       DEFINED 1,3,4            2054
PHILIP MORRIS COS., INC.       COM              718154107   133879  2541845 SH       DEFINED 1,3,4         2506268
PHILLIPS PETROLEUM CO.         COM              718507106    13086   208376 SH       DEFINED 1,3,4          194202
PHILLIPS-VAN HEUSEN            COM              718592108     3645   258333 SH       DEFINED 1,3,4          244381
PHOENIX COMPANIES, INC.        COM              71902E109     2594   135100 SH       DEFINED 1,3,4          135100
PHOENIX TECHNOLOGIES LTD       COM              719153108      184    13495 SH       DEFINED 1,3,4             760
PHOTON DYNAMICS, INC.          COM              719364101      460     9041 SH       DEFINED 1,3,4             508
PHOTRONICS INC.                COM              719405102    21428   635275 SH       DEFINED 1,3,4          619975
PIEDMONT NATURAL GAS CO        COM              720186105      620    17409 SH       DEFINED 1,3,4             980
PIER I IMPORTS, INC.           COM              720279108     1029    49952 SH       DEFINED 1,3,4            2813
PINNACLE ENTERTAINMENT, INC.   COM              723456109      110    13600 SH       DEFINED 1,3,4             759
PINNACLE SYSTEMS INC.          COM              723481107      243    30542 SH       DEFINED 1,3,4            1719
PINNACLE WEST CAPITAL CORP.    COM              723484101    20233   446157 SH       DEFINED 1,3,4          445624
PIONEER NATURAL RESOURCES, CO. COM              723787107      475    21325 SH       DEFINED 1,3,4            1837
PIONEER STANDARD ELECTRONICS   COM              723877106      240    16982 SH       DEFINED 1,3,4             956
PITNEY BOWES, INC.             COM              724479100    24834   580224 SH       DEFINED 1,3,4          578687
PITTSTON CO. - BRINKS GROUP    COM              725701106      279    11121 SH       DEFINED 1,3,4             958
PLACER DOME, INC.              COM              725906101     4106   335163 SH       DEFINED 1,3,4          333085
PLAINS RESOURCES, INC.         COM              726540503      310    12469 SH       DEFINED 1,3,4             702
PLEXUS CORP.                   COM              729132100     3421   144950 SH       DEFINED 1,3,4          136229
PLUM CREEK TIMBER CO. INC. (RE COM              729251108    37276  1254647 SH       DEFINED 1,3,4         1252593
POGO PRODUCING CO.             COM              730448107     3559   112285 SH       DEFINED 1,3,4           85215
POHANG IRON & STEEL CO. LTD. A COM              730450103     4348   166288 SH       DEFINED 1,3,4          126719
POLARIS INDS, INC.             COM              731068102      782    12283 SH       DEFINED 1,3,4             692
POLYCOM, INC.                  COM              73172K104      503    20451 SH       DEFINED 1,3,4            1762
POLYONE CORPORATION            COM              73179P106      611    50110 SH       DEFINED 1,3,4            2821
POPE & TALBOT, INC.            COM              732827100     4770   325347 SH       DEFINED 1,3,4          317466
POTOMAC ELECTRIC POWER CO.     COM              737679100      514    22015 SH       DEFINED 1,3,4            1896
POWER INTEGRATIONS, INC.       COM              739276103      285    14937 SH       DEFINED 1,3,4             841
POWER-ONE, INC.                COM              739308104      327    39919 SH       DEFINED 1,3,4           39417
POWERWAVE TECHNOLOGIES, INC.   COM              739363109     3735   290181 SH       DEFINED 1,3,4          276200
PRAXAIR, INC.                  COM              74005P104    10927   182725 SH       DEFINED 1,3,4          181711
PREPAID LEGAL SERVICES, INC.   COM              740065107      326    11420 SH       DEFINED 1,3,4             643
PRECISION CASTPARTS CORP.      COM              740189105    22729   641878 SH       DEFINED 1,3,4          632162
PRENTISS PROPERTY TRUST        COM              740706106     5262   178243 SH       DEFINED 1,3,4          156643
PRESIDENTIAL LIFE              COM              740884101      357    15681 SH       DEFINED 1,3,4             883
PRICE COMMUNICATIONS CORP.     COM              741437305     3110   176280 SH       DEFINED 1,3,4          166001
T ROWE PRICE GROUP, INC.       COM              74144T108     8963   230232 SH       DEFINED 1,3,4          229455
PRICELINE.COM, INC.            COM              741503106     3255   622310 SH       DEFINED 1,3,4          622310
PRIDE INTERNATIONAL, INC.      COM              74153Q102     8228   517505 SH       DEFINED 1,3,4          491264
PRIME HOSPITALITY CORP.        COM              741917108      315    23942 SH       DEFINED 1,3,4            1348
PRIORITY HLTHCARE CP- CL B     COM              74264T102      632    24280 SH       DEFINED 1,3,4            1367
PROCTER & GAMBLE CO.           COM              742718109   142429  1580967 SH       DEFINED 1,3,4         1561222
PROGRESS ENERGY, INC.          COM              743263105     5569   111297 SH       DEFINED 1,3,4          109919
PROGRESS SOFTWARE CORP.        COM              743312100      347    19125 SH       DEFINED 1,3,4            1077
PROGRESSIVE CORP.              COM              743315103    39485   236978 SH       DEFINED 1,3,4          236517
PROLOGIS TRUST                 COM              743410102    18260   782030 SH       DEFINED 1,3,4          745800
PROTECTIVE LIFE, CORP.         COM              743674103     6099   195621 SH       DEFINED 1,3,4          182782
PROTEIN DESIGN LABS INC.       COM              74369L103      309    18022 SH       DEFINED 1,3,4            1553
PROVIDENT BANKSHARES CORP      COM              743859100      328    13669 SH       DEFINED 1,3,4             770
PROVIDENT FINANCIAL GROUP      COM              743866105      290    10081 SH       DEFINED 1,3,4             868
PROVINCE HEALTHCARE CO.        COM              743977100     6298   198244 SH       DEFINED 1,3,4          182273
PROVIDIAN FINANCIAL CORP.      COM              74406A102     1090   144345 SH       DEFINED 1,3,4          142547
PUBLIC SERVICE ENTERPRISE GROU COM              744573106     7085   154694 SH       DEFINED 1,3,4          153392
PUBLIC STORAGE INC.            COM              74460D109    17598   475500 SH       DEFINED 1,3,4          402200
PUGET ENERGY, INC.             COM              745310102      369    17768 SH       DEFINED 1,3,4            1530
PULTE HOMES INC.               COM              745867101     1465    30610 SH       DEFINED 1,3,4           30233
QLOGIC CORP.                   COM              747277101     6550   132262 SH       DEFINED 1,3,4          131677
QUALCOM, INC.                  COM              747525103    19007   504971 SH       DEFINED 1,3,4          500136
QUANEX CORP.                   COM              747620102     7567   213159 SH       DEFINED 1,3,4          206341
QUANTA SERVICES, INC.          COM              74762E102    10547   609985 SH       DEFINED 1,3,4          597486
QUANTUM CORP.                  COM              747906204      254    31907 SH       DEFINED 1,3,4            2749
QUEST DIAGNOSTIC               COM              74834L100     1635    19735 SH       DEFINED 1,3,4            1700
QUESTAR CORP.                  COM              748356102    12882   501032 SH       DEFINED 1,3,4          446838
QUICKSILVER INC.               COM              74838C106     2944   134538 SH       DEFINED 1,3,4          122029
QUINTILES TRANSNATIONAL CORP   COM              748767100     1108    62429 SH       DEFINED 1,3,4           61675
QWEST COMMUNICATIONS INTERNATI COM              749121109    12390  1507321 SH       DEFINED 1,3,4         1496810
R&G FINANCIAL CORP. CL B       COM              749136107     6028   302449 SH       DEFINED 1,3,4          302449
RCN CORP.                      COM              749361101     1965  1393447 SH       DEFINED 1,3,4         1384522
R.H. DONNELLEY CORP.           COM              74955W307     6654   218675 SH       DEFINED 1,3,4          218675
RGS ENERGY GROUP, INC.         COM              74956K104      728    18539 SH       DEFINED 1,3,4            1044
RLI CORPORATION                COM              749607107      271     5248 SH       DEFINED 1,3,4             295
RPM, INC.                      COM              749685103    23705  1524468 SH       DEFINED 1,3,4         1501927
RSA SECURITY, INC.             COM              749719100      104    11514 SH       DEFINED 1,3,4             992
RTI INT'L METALS, INC.         COM              74973W107      128    11080 SH       DEFINED 1,3,4             618
RF MICRO DEVICES, INC.         COM              749941100     2934   163901 SH       DEFINED 1,3,4          132555
RADIAN GROUP INC.              COM              750236101      943    19219 SH       DEFINED 1,3,4            1655
RADIANT SYSTEMS, INC.          COM              75025N102      133    14645 SH       DEFINED 1,3,4             817
RADIOSHACK CORP                COM              750438103     2738    91161 SH       DEFINED 1,3,4           90032
RAINBOW TECHNOLOGIES, INC.     COM              750862104      140    13940 SH       DEFINED 1,3,4             778
RALCORP HOLDINGS, INC.         COM              751028101      435    16008 SH       DEFINED 1,3,4             901
RANGE RESOURCES CORP           COM              75281A109     2062   397230 SH       DEFINED 1,3,4          397230
RARE HOSPITALITY INTL., INC    COM              753820109     3060   120374 SH       DEFINED 1,3,4          109546
RATIONAL SOFTWARE CORP.        COM              75409P202     1558    98405 SH       DEFINED 1,3,4           97180
RAYMOND JAMES FINANCIAL CORP.  COM              754730109      889    25969 SH       DEFINED 1,3,4            1462
RAYONIER, INC.                 COM              754907103    29422   552212 SH       DEFINED 1,3,4          547105
RAYOVAC CORP.                  COM              755081106     2404   155600 SH       DEFINED 1,3,4          155600
RAYTHEON CO.                   COM              755111507    30883   752326 SH       DEFINED 1,3,4          749861
READ-RITE CORP.                COM              755246105     2250   733031 SH       DEFINED 1,3,4          667947
READERS DIGEST ASSN - CL A     COM              755267101      457    20411 SH       DEFINED 1,3,4            1758
REALTY INCOME CORP.            COM              756109104      515    15500 SH       DEFINED 1,3,4            3600
RECKSON ASSOCIATES REALTY CORP COM              75621K106     4027   163300 SH       DEFINED 1,3,4          163300
REDWOOD TRUST, INC.            COM              758075402     7284   267510 SH       DEFINED 1,3,4          267510
REEBOK INTERNATL., LTD.        COM              758110100     8861   327816 SH       DEFINED 1,3,4          327445
REGAL BELOIT                   COM              758750103     1154    45173 SH       DEFINED 1,3,4           32836
REGENCY CENTERS CORP.          COM              758849103     1232    42470 SH       DEFINED 1,3,4           42470
REGENERON PHARMACEUT           COM              75886F107     8127   325201 SH       DEFINED 1,3,4          301838
REGIS CORP. MN                 COM              758932107      635    22600 SH       DEFINED 1,3,4            1272
REGIONS FINANCIAL CORP.        COM              758940100     3970   115579 SH       DEFINED 1,3,4          114144
REHABCARE GROUP INC.           COM              759148109      264     9262 SH       DEFINED 1,3,4             521
REINSURANCE GROUP OF AMERICA   COM              759351109     2329    74400 SH       DEFINED 1,3,4           74400
RELIANCE STEEL & ALUMINUM CO.  COM              759509102      466    16884 SH       DEFINED 1,3,4             951
RELIANT RESOURCES, INC.        COM              75952B105     1082    64000 SH       DEFINED 1,3,4           64000
RELIANT ENERGY, INC.           COM              75952J108    16155   626388 SH       DEFINED 1,3,4          584160
REMINGTON OIL & GAS CORP. - CL COM              759594302      242    12000 SH       DEFINED 1,3,4             676
RENAL CARE GROUP, INC.         COM              759930100     3297   100508 SH       DEFINED 1,3,4           75681
RENT-A-CENTER, INC.            COM              76009N100    19357   378885 SH       DEFINED 1,3,4          378125
REPUBLIC SERVICES, INC.        COM              760759100    14080   753757 SH       DEFINED 1,3,4          722086
RESMED INC.                    COM              761152107      690    17201 SH       DEFINED 1,3,4             969
RESPIRONICS, INC.              COM              761230101    14097   435089 SH       DEFINED 1,3,4          418491
RETEK, INC.                    COM              76128Q109     1693    64509 SH       DEFINED 1,3,4           54619
REYNOLDS & REYNOLDS            COM              761695105    19277   642576 SH       DEFINED 1,3,4          629457
R.J. REYNOLDS TOBACCO HOLDINGS COM              76182K105    45726   706199 SH       DEFINED 1,3,4          688736
RIGGS NATL CORP. WASH DC       COM              766570105      234    15240 SH       DEFINED 1,3,4             858
RIGHT MANAGEMENT CONSULTANTS   COM              766573109     8416   332370 SH       DEFINED 1,3,4          332370
RIVERDEEP GROUP PLC            COM              76870Q109     5420   242500 SH       DEFINED 1,3,4          239407
ROADWAY CORP.                  COM              769742107     3092    83567 SH       DEFINED 1,3,4           73783
ROBERT HALF INTL, INC.         COM              770323103     2624    88883 SH       DEFINED 1,3,4           87775
ROCK-TENN CO.                  COM              772739207     1601    74650 SH       DEFINED 1,3,4           74650
ROCKWELL AUTOMATION, INC.      COM              773903109     8502   423829 SH       DEFINED 1,3,4          422664
ROCKWELL COLLINS               COM              774341101     6732   266933 SH       DEFINED 1,3,4          265773
ROGERS CORP                    COM              775133101      279     8394 SH       DEFINED 1,3,4             472
ROHM & HAAS CO.                COM              775371107    10323   244214 SH       DEFINED 1,3,4          242824
ROPER INDUSTRIES, INC.         COM              776696106      827    16617 SH       DEFINED 1,3,4             936
ROSLYN BANCORP, INC.           COM              778162107      373    18018 SH       DEFINED 1,3,4            1552
ROSS STORES INC.               COM              778296103      616    16296 SH       DEFINED 1,3,4            1403
ROUSE CO.                      COM              779273101     5202   167900 SH       DEFINED 1,3,4           98800
ROWAN COS., INC.               COM              779382100     1097    47593 SH       DEFINED 1,3,4           47003
ROXIO, INC.                    COM              780008108     3611   159128 SH       DEFINED 1,3,4          149447
ROYAL BANK OF CANADA           COM              780087102      674    20202 SH       DEFINED 1,3,4            3122
ROYAL DUTCH PETROLEUM CO. ADR  COM              780257804    94123  1732754 SH       DEFINED 1,3,4         1719357
RUBY TUESDAY, INC.             COM              781182100      802    34490 SH       DEFINED 1,3,4            1942
RUDOLPH TECHNOLOGIES INC       COM              781270103      372     8619 SH       DEFINED 1,3,4             485
RURAL CELLULAR CORP - CL A     COM              781904107     1766   394190 SH       DEFINED 1,3,4          391660
RUSS BERRIE AND CO., INC.      COM              782233100      346    10760 SH       DEFINED 1,3,4             605
RUSSELL CORP.                  COM              782352108      255    17110 SH       DEFINED 1,3,4             963
RYANAIR HOLDINGS PLC ADR       COM              783513104     1438    47916 SH       DEFINED 1,3,4           47256
RYAN'S FAMILY STEAK HOUSES, IN COM              783519101     2196    91493 SH       DEFINED 1,3,4           76099
RYDER SYSTEM, INC.             COM              783549108     5061   171331 SH       DEFINED 1,3,4          170948
RYERSON TULL, INC.             COM              78375P107      145    13250 SH       DEFINED 1,3,4             740
RYLAND GROUP, INC.             COM              783764103     3049    33801 SH       DEFINED 1,3,4           27109
SBC COMMUNICATIONS, INC.       COM              78387G103   138611  3702215 SH       DEFINED 1,3,4         3638086
SBA COMMUNICATIONS CORP        COM              78388J106     2205   670120 SH       DEFINED 1,3,4          665815
SCP POOL CORP.                 COM              784028102     2686    85551 SH       DEFINED 1,3,4           72952
SEI INVESTMENTS CO.            COM              784117103     9243   215910 SH       DEFINED 1,3,4          195678
SK TELECOM CO. LTD. ADR        COM              78440P108     3565   144899 SH       DEFINED 1,3,4          115532
SL GREEN REALTY CORP.          COM              78440X101     6400   190480 SH       DEFINED 1,3,4          142880
SLI, INC.                      COM              78442T108       45    17829 SH       DEFINED 1,3,4             995
SPS TECHNOLOGIES, INC.         COM              784626103      297     7010 SH       DEFINED 1,3,4             394
S & P DEPOSITARY RECEIPT       COM              78462F103      373     3250 SH       DEFINED 1,3,4            3250
SPX CORP.                      COM              784635104     1169     8255 SH       DEFINED 1,3,4             711
SABRE HOLDINGS CORP.           COM              785905100    14501   310458 SH       DEFINED 1,3,4          309612
SAFECO CORP.                   COM              786429100     2967    92595 SH       DEFINED 1,3,4           70038
SAFEWAY, INC.                  COM              786514208    23000   510884 SH       DEFINED 1,3,4          479280
ST. JUDE MEDICAL, INC.         COM              790849103    35975   466304 SH       DEFINED 1,3,4          465756
ST MARY LAND & EXPLOR CO.      COM              792228108      322    14833 SH       DEFINED 1,3,4             835
ST. PAUL COS., INC.            COM              792860108    10469   228334 SH       DEFINED 1,3,4          227026
SAKS, INC.                     COM              79377W108      383    29090 SH       DEFINED 1,3,4            2506
SANDISK CORP.                  COM              80004C101      304    13995 SH       DEFINED 1,3,4            1205
SANMINA-SCI CORPORATION.       COM              800907107     3121   265628 SH       DEFINED 1,3,4          262335
SANGSTAT MEDICAL CORP.         COM              801003104     4743   176600 SH       DEFINED 1,3,4          176600
SAPIENT CORPORATION            COM              803062108      304    63949 SH       DEFINED 1,3,4           63158
SARA LEE CORP.                 COM              803111103    16217   781187 SH       DEFINED 1,3,4          736197
SATYAM COMPUTER SERVICES       COM              804098101      665    53219 SH       DEFINED 1,3,4           33440
SCANA CORP.                    COM              80589M102      657    21463 SH       DEFINED 1,3,4            1849
SCANSOURCE, INC.               COM              806037107     3829    63700 SH       DEFINED 1,3,4           63700
HENRY SCHEIN, INC.             COM              806407102      385     8746 SH       DEFINED 1,3,4             753
SCHERING AG                    COM              806585204      273     4710 SH       DEFINED 1,3,4
SCHERING-PLOUGH CORP.          COM              806605101    41088  1312711 SH       DEFINED 1,3,4         1265366
SCHLUMBERGER LTD.              COM              806857108    23641   401924 SH       DEFINED 1,3,4          398291
SCHOLASTIC CORP.               COM              807066105    13783   254349 SH       DEFINED 1,3,4          247687
SCHOOL SPECIALTY, INC.         COM              807863105      257     9634 SH       DEFINED 1,3,4             542
SCHWAB, CHARLES CORP.          COM              808513105     9090   694449 SH       DEFINED 1,3,4          685829
SCIENTIFIC-ATLANTA, INC.       COM              808655104     1837    79534 SH       DEFINED 1,3,4           78549
SCIOS, INC.                    COM              808905103     5212   180170 SH       DEFINED 1,3,4          179035
SCOTTISH POWER PLC             COM              81013T705      331    16190 SH       DEFINED 1,3,4
SCOTTS CO.                     COM              810186106     2799    61139 SH       DEFINED 1,3,4           46381
SEACOAST FINL SERVICES CORP    COM              81170Q106     1984   100780 SH       DEFINED 1,3,4          100780
SEACOR SMIT, INC.              COM              811904101     1944    39678 SH       DEFINED 1,3,4           29544
SEALED AIR CORP.               COM              81211K100    15524   329730 SH       DEFINED 1,3,4          329205
SEARS, ROEBUCK & CO.           COM              812387108    19980   389706 SH       DEFINED 1,3,4          387672
SEITEL INC.                    COM              816074306      123    13390 SH       DEFINED 1,3,4             747
SELECT MEDICAL CORP.           COM              816196109     1842   115080 SH       DEFINED 1,3,4          115080
SELECTIVE INS GROUP INC        COM              816300107      364    13622 SH       DEFINED 1,3,4             767
SEMTECH CORP.                  COM              816850101      527    14438 SH       DEFINED 1,3,4            1244
SEMPRA ENERGY                  COM              816851109     9677   384779 SH       DEFINED 1,3,4          383472
SENSIENT TECHNOLOGIES CORP     COM              81725T100      223     9699 SH       DEFINED 1,3,4             835
SEPRACOR INC.                  COM              817315104     2388   123108 SH       DEFINED 1,3,4          108515
SEROLOGICALS CORPORATION       COM              817523103     3258   207900 SH       DEFINED 1,3,4          207900
SERVICEMASTER COMPANY          COM              81760N109     7342   533930 SH       DEFINED 1,3,4          533930
7-ELEVEN, INC.                 COM              817826209     1376   123400 SH       DEFINED 1,3,4          123400
SHAW GROUP, INC.               COM              820280105      589    21421 SH       DEFINED 1,3,4            1206
SHELL TRANSPORT & TRADING-ADR  COM              822703609      378     8543 SH       DEFINED 1,3,4
SHERWIN-WILLIAMS CO., THE      COM              824348106     2282    80130 SH       DEFINED 1,3,4           79157
SHOPKO STORES, INC.            COM              824911101     5672   313362 SH       DEFINED 1,3,4          298865
SHURGARD STORAGE CENTER        COM              82567D104      878    25886 SH       DEFINED 1,3,4            2679
SIEBEL SYSTEMS, INC.           COM              826170102    38445  1178940 SH       DEFINED 1,3,4         1133984
SIERRA HEALTH SERVICES, INC.   COM              826322109     5351   409102 SH       DEFINED 1,3,4          395031
SIERRA PACIFIC RESOURCES       COM              826428104      316    20923 SH       DEFINED 1,3,4            1803
SIGMA-ALDRICH CORP.            COM              826552101     8596   183039 SH       DEFINED 1,3,4          182577
SILICON VY BANCSHARES          COM              827064106      286     9469 SH       DEFINED 1,3,4             815
SILICONWARE PRECISION          COM              827084864     6747  1297540 SH       DEFINED 1,3,4         1289200
SIMON PROPERTY GROUP, INC.     COM              828806109     3854   118100 SH       DEFINED 1,3,4           25300
SIMPSON MANUFACTURING INC      COM              829073105     2030    33195 SH       DEFINED 1,3,4           27065
SIX FLAGS INC,.                COM              83001P109     7964   445927 SH       DEFINED 1,3,4          426566
SKECHERS USA INC CL-A          COM              830566105     9504   502580 SH       DEFINED 1,3,4          500570
SKILLSOFT CORP.                COM              83066P101     4781   207410 SH       DEFINED 1,3,4          206078
SKYWEST INC.                   COM              830879102     6928   277894 SH       DEFINED 1,3,4          248219
SMARTFORCE PLC                 COM              83170A206     5905   562420 SH       DEFINED 1,3,4          558950
SMITH (A.O.) CORPORATION       COM              831865209     2226    87479 SH       DEFINED 1,3,4           75467
SMITH INTERNATIONAL, INC.      COM              832110100      686    10124 SH       DEFINED 1,3,4             872
SMITHFIELD FOODS INC.          COM              832248108    10334   395926 SH       DEFINED 1,3,4          375029
SMURFIT-STONE CONTAINER CORP.  COM              832727101     1825   106500 SH       DEFINED 1,3,4          106500
SNAP-ON TOOLS, INC.            COM              833034101     4342   127510 SH       DEFINED 1,3,4          127145
SOCIEDAD QUIMICA MINERA DE CHI COM              833635105     1340    57040 SH       DEFINED 1,3,4           42640
SOLA INTL INC.                 COM              834092108     2298   156136 SH       DEFINED 1,3,4          143815
SOLECTRON CORP.                COM              834182107     5324   682557 SH       DEFINED 1,3,4          677381
SOLUTIA, INC.                  COM              834376105     8209   943559 SH       DEFINED 1,3,4          920087
SONIC CORP.                    COM              835451105      549    21344 SH       DEFINED 1,3,4            1202
SONIC AUTOMOTIVE, INC.         COM              83545G102     5925   197646 SH       DEFINED 1,3,4          197646
SONICWALL, INC.                COM              835470105     2119   162500 SH       DEFINED 1,3,4          162500
SONOCO PRODUCTS CO.            COM              835495102     5782   202086 SH       DEFINED 1,3,4          184187
SOTHEBY'S HOLDING CIA          COM              835898107      202    12564 SH       DEFINED 1,3,4            1082
SOURCECORP                     COM              836167106     4867   165043 SH       DEFINED 1,3,4          155273
SOUTH FINANCIAL GROUP, INC.    COM              837841105     4408   216586 SH       DEFINED 1,3,4          195734
SOUTHERN CO.                   COM              842587107     9361   353385 SH       DEFINED 1,3,4          349001
SOUTHERN UNION COMPANY         COM              844030106     2966   161923 SH       DEFINED 1,3,4          135572
SOUTHTRUST CORP.               COM              844730101     4644   175924 SH       DEFINED 1,3,4          173744
SOUTHWEST AIRLINES CO.         COM              844741108     9129   471787 SH       DEFINED 1,3,4          466956
SOUTHWEST BANCORP OF TEXAS     COM              84476R109     7506   225123 SH       DEFINED 1,3,4          207831
SOUTHWEST GAS CO.              COM              844895102     3636   145440 SH       DEFINED 1,3,4          129086
SOUTHWESTERN ENERGY CO         COM              845467109      169    13466 SH       DEFINED 1,3,4             752
SOVEREIGN BANCORP INC.         COM              845905108     7290   518875 SH       DEFINED 1,3,4          470866
SPANISH BROADCASTING SYS CLA   COM              846425882     4123   304278 SH       DEFINED 1,3,4          303873
SPECTRASITE HOLDINGS INC       COM              84760T100     1279  1195220 SH       DEFINED 1,3,4         1187495
SPHERION CORPORATION.          COM              848420105      345    31194 SH       DEFINED 1,3,4            1756
SPRINT CORP.                   COM              852061100    13478   881479 SH       DEFINED 1,3,4          832677
SPRINT CORP. PCS GROUP         COM              852061506     8900   864916 SH       DEFINED 1,3,4          858684
STANCORP FINANCIAL GROUP       COM              852891100    20029   364163 SH       DEFINED 1,3,4          358560
STANDARD PACIFIC CP            COM              85375C101      441    15701 SH       DEFINED 1,3,4             884
STANDARD REGISTER CO., THE     COM              853887107      416    14776 SH       DEFINED 1,3,4             832
STANLEY WORKS                  COM              854616109    11056   239054 SH       DEFINED 1,3,4          238518
STAPLES, INC.                  COM              855030102    13722   687137 SH       DEFINED 1,3,4          684225
STARBUCKS CORP.                COM              855244109     4494   194287 SH       DEFINED 1,3,4          191877
STARWOOD HOTELS & RESORTS WORL COM              85590A203     9911   263525 SH       DEFINED 1,3,4          232078
STATE STREET CORP.             COM              857477103    39164   707195 SH       DEFINED 1,3,4          680547
STATEN ISLAND BANCORP, INC.    COM              857550107      664    33759 SH       DEFINED 1,3,4            1901
STATOIL ASA                    COM              85771P102      219    27600 SH       DEFINED 1,3,4
THE STEAK N SHAKE COMPANY      COM              857873103      210    14921 SH       DEFINED 1,3,4             840
STEEL DYNAMICS INC.            COM              858119100      401    24463 SH       DEFINED 1,3,4            1377
STEIN MART INC.                COM              858375108      221    22036 SH       DEFINED 1,3,4            1241
STERLING BANCSHARES INC        COM              858907108      302    22632 SH       DEFINED 1,3,4            1274
STERIS CORP.                   COM              859152100     4095   196318 SH       DEFINED 1,3,4          183316
STERLING BANCORP-NY            COM              859158107     2108    66088 SH       DEFINED 1,3,4           66088
STEWART INFO SVCS              COM              860372101     2570   128502 SH       DEFINED 1,3,4          119530
STILLWATER MINING CO.          COM              86074Q102      391    20724 SH       DEFINED 1,3,4            1167
STILWELL FINANCIAL INC         COM              860831106    11298   461332 SH       DEFINED 1,3,4          459939
STONE ENERGY CORP.             COM              861642106     4445   114717 SH       DEFINED 1,3,4          101209
STORAGE TECHNOLOGY, INC.       COM              862111200     4097   191069 SH       DEFINED 1,3,4          171370
STRATOS LIGHTWAVE, INC.        COM              863100103      159    35970 SH       DEFINED 1,3,4            2007
STRIDE RITE CORP.              COM              863314100      185    22426 SH       DEFINED 1,3,4            1263
STRYKER CORP.                  COM              863667101    10369   171870 SH       DEFINED 1,3,4          170630
STURM RUGER & CO INC.          COM              864159108      186    14392 SH       DEFINED 1,3,4             810
SUN COMMUNITIES, INC.          COM              866674104      523    13300 SH       DEFINED 1,3,4            2800
SUN MICROSYSTEMS, INC.         COM              866810104    44293  5021911 SH       DEFINED 1,3,4         4899891
SUNGARD DATA SYSTEMS, INC.     COM              867363103    52268  1585312 SH       DEFINED 1,3,4         1532974
SUNOCO, INC.                   COM              86764P109    15999   399883 SH       DEFINED 1,3,4          399390
SUNRISE ASSISTED LIVING, INC.  COM              86768K106     2795   102543 SH       DEFINED 1,3,4           91406
SUNTRUST BANKS, INC.           COM              867914103     9854   147674 SH       DEFINED 1,3,4          145854
SUPERGEN, INC.                 COM              868059106     1034   183700 SH       DEFINED 1,3,4          183530
SUPERIOR INDUSTRIES, INC.      COM              868168105      259     5307 SH       DEFINED 1,3,4             457
SUPERVALU, INC.                COM              868536103     4417   171197 SH       DEFINED 1,3,4          170361
SURMODICS, INC.                COM              868873100      394     9046 SH       DEFINED 1,3,4             509
SUSQUEHANNA BANCSHARES INC     COM              869099101      515    21030 SH       DEFINED 1,3,4            1184
SWIFT ENERGY CO.               COM              870738101     3538   179588 SH       DEFINED 1,3,4          166306
SWIFT TRANSPORTATIONS CO., INC COM              870756103      383    17462 SH       DEFINED 1,3,4            1504
SYBASE, INC.                   COM              871130100    16620   951350 SH       DEFINED 1,3,4          932853
SYBRON DENTAL SPECIALTIES      COM              871142105      408    20280 SH       DEFINED 1,3,4            1142
SYLVAN LEARNING SYSTEMS, INC.  COM              871399101     4993   176729 SH       DEFINED 1,3,4          169476
SYMANTEC CORP.                 COM              871503108     1201    29152 SH       DEFINED 1,3,4            2511
SYMBOL TECHNOLOGIES            COM              871508107     1301   115746 SH       DEFINED 1,3,4          114303
SYMMETRICOM INC.               COM              871543104       74    11925 SH       DEFINED 1,3,4             670
SYNCOR INTL CORP/DE            COM              87157J106     9952   365213 SH       DEFINED 1,3,4          351687
SYNOPSYS INC.                  COM              871607107      684    12408 SH       DEFINED 1,3,4            1069
SYNOVUS FINANCIAL CORP.        COM              87161C105    13597   446082 SH       DEFINED 1,3,4          444245
SYSCO CORP.                    COM              871829107    60011  2012435 SH       DEFINED 1,3,4         1925768
SYSTEMS & COMPUTER TECH CORP.  COM              871873105     1930   146308 SH       DEFINED 1,3,4          129597
TBC CORP.                      COM              872180104      163    11219 SH       DEFINED 1,3,4             632
TCF FINANCIAL CORP.            COM              872275102    43864   833760 SH       DEFINED 1,3,4          819414
TECO ENERGY, INC.              COM              872375100     4173   145773 SH       DEFINED 1,3,4          144893
THQ INC.                       COM              872443403      648    13196 SH       DEFINED 1,3,4             743
TJX COS., INC.                 COM              872540109     5550   138724 SH       DEFINED 1,3,4          137005
TRW, INC.                      COM              872649108     3299    64088 SH       DEFINED 1,3,4           63292
TMP WORLDWIDE, INC.            COM              872941109    15725   456191 SH       DEFINED 1,3,4          436984
TXU CORP.                      COM              873168108     7338   134619 SH       DEFINED 1,3,4          132949
TAIWAN SEMICONDUCTOR MFG. CO.  COM              874039100     1946    93805 SH       DEFINED 1,3,4           79964
TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109     4121   205024 SH       DEFINED 1,3,4          185238
TALBOTS, INC.                  COM              874161102     8293   234260 SH       DEFINED 1,3,4          234260
TARGET CORP.                   COM              87612E106    35232   817073 SH       DEFINED 1,3,4          797981
TAUBMAN CENTERS                COM              876664103     4076   270670 SH       DEFINED 1,3,4          270670
TECH DATA CORP.                COM              878237106    11555   251795 SH       DEFINED 1,3,4          241473
TECHNE CORP.                   COM              878377100    16503   598570 SH       DEFINED 1,3,4          577620
TECHNITROL, INC.               COM              878555101     2342    98226 SH       DEFINED 1,3,4           80712
TECUMSEH PRODUCTS CO.          COM              878895200     2218    41610 SH       DEFINED 1,3,4           38150
TEKTRONIX, INC.                COM              879131100     1103    46624 SH       DEFINED 1,3,4           46046
TELEDYNE TECHNOLOGIES          COM              879360105      282    17022 SH       DEFINED 1,3,4             958
TELEFLEX INC.                  COM              879369106      435     7964 SH       DEFINED 1,3,4             686
TELEFONOS DE MEXICO SA ADR     COM              879403780     8388   207680 SH       DEFINED 1,3,4          155617
TELEPHON & DATA                COM              879433100     1059    12002 SH       DEFINED 1,3,4            1034
TELLABS, INC.                  COM              879664100     5816   555480 SH       DEFINED 1,3,4          552895
TELLIUM, INC.                  COM              87967E107     6932  3000980 SH       DEFINED 1,3,4         2991470
TEMPLE-INLAND, INC.            COM              879868107     8453   149022 SH       DEFINED 1,3,4          148710
TENET HEALTHCARE CORP.         COM              88033G100    86353  1288470 SH       DEFINED 1,3,4         1260143
TERADYNE, INC.                 COM              880770102     5158   130825 SH       DEFINED 1,3,4          129685
TERAYON COMMUNICATION SYS      COM              880775101     5639   664970 SH       DEFINED 1,3,4          664970
TEREX CORP                     COM              880779103     3526   156030 SH       DEFINED 1,3,4          155095
TESORO PETROLEUM CORPORATION   COM              881609101     9999   711688 SH       DEFINED 1,3,4          711688
TEVA PHARMACEUTICAL ADR        COM              881624209     6598   120687 SH       DEFINED 1,3,4           90833
TETRA TECHNOLOGIES, INC./DE    COM              88162F105     2307    79427 SH       DEFINED 1,3,4           72320
TETRA TECH, INC.               COM              88162G103      401    28027 SH       DEFINED 1,3,4            1578
TEXAS BIOTECH CORP.            COM              88221T104     7538  1225650 SH       DEFINED 1,3,4         1219503
TEXAS INDUSTRIES, INC.         COM              882491103     5291   128429 SH       DEFINED 1,3,4          117870
TEXAS INSTRUMENTS, INC.        COM              882508104    77258  2334090 SH       DEFINED 1,3,4         2289275
TEXTRON, INC.                  COM              883203101     3665    71727 SH       DEFINED 1,3,4           70835
THERAGENICS CORP.              COM              883375107     1956   197533 SH       DEFINED 1,3,4          182564
THERMA-WAVE, INC.              COM              88343A108      223    15409 SH       DEFINED 1,3,4             868
THERMO ELECTRON CORP.          COM              883556102     8838   426360 SH       DEFINED 1,3,4          425240
THOMAS & BETTS CORP.           COM              884315102      623    29438 SH       DEFINED 1,3,4           29069
THOMAS INDUSTRIES, INC.        COM              884425109      238     8127 SH       DEFINED 1,3,4             457
THOR INDUSTRIES, INC.          COM              885160101      358     7560 SH       DEFINED 1,3,4             425
THORNBURG MORTGAGE             COM              885218107     5910   294923 SH       DEFINED 1,3,4          294923
3COM CORP.                     COM              885535104      441    72173 SH       DEFINED 1,3,4            6218
3 DO CO.                       COM              88553W105     1144  1121191 SH       DEFINED 1,3,4         1113995
THREE-FIVE SYSTEMS, INC.       COM              88554L108      169    11428 SH       DEFINED 1,3,4             637
TIDEWATER INC.                 COM              886423102     6217   146808 SH       DEFINED 1,3,4          135469
TIFFANY & CO.                  COM              886547108    10393   292357 SH       DEFINED 1,3,4          291439
TIMBERLAND CO. -CL A           COM              887100105     5132   121475 SH       DEFINED 1,3,4          113475
TIME WARNER TELECOM CLA A      COM              887319101     9316  1532225 SH       DEFINED 1,3,4         1526033
TIMKEN CO.                     COM              887389104      740    32036 SH       DEFINED 1,3,4            1833
TITAN CORP.                    COM              888266103      321    15534 SH       DEFINED 1,3,4            1339
TITAN INTERNATIONAL, INC.      COM              88830M102       56    11058 SH       DEFINED 1,3,4             616
TOLL BROTHERS, INC.            COM              889478103     1968    39476 SH       DEFINED 1,3,4           21767
TOLLGRADE COMMUNICATIONS, INC. COM              889542106     6643   271012 SH       DEFINED 1,3,4          264221
TOO, INC.                      COM              890333107     2201    74641 SH       DEFINED 1,3,4           58455
TOOTSIE INDS                   COM              890516107      490    10663 SH       DEFINED 1,3,4             919
TORCHMARK CORP.                COM              891027104    27702   687570 SH       DEFINED 1,3,4          686788
TORO CO.                       COM              891092108    11613   194848 SH       DEFINED 1,3,4          188654
TOTAL FINA ELF SA              COM              89151E109      669     8730 SH       DEFINED 1,3,4
TOWER AUTOMOTIVE INC.          COM              891707101     7993   571302 SH       DEFINED 1,3,4          547037
TOYS R US, INC.                COM              892335100    13942   776307 SH       DEFINED 1,3,4          775061
TPG NV                         COM              892339102      213    10100 SH       DEFINED 1,3,4
TRANSKARYOTIC THERAPIES, INC.  COM              893735100    15288   355132 SH       DEFINED 1,3,4          355132
TRANSMETA CORP                 COM              89376R109     2589   667340 SH       DEFINED 1,3,4          663040
TRAVELOCITY.COM, INC.          COM              893953109     2011    71900 SH       DEFINED 1,3,4           71900
TRANSWITCH CORP.               COM              894065101       61    18739 SH       DEFINED 1,3,4            1614
TRAVELERS PROPERTY CASUALTY    COM              89420G109     1996    99820 SH       DEFINED 1,3,4           68290
TREDEGAR INDUSTRIES, INC.      COM              894650100      382    20404 SH       DEFINED 1,3,4            1149
TRIAD HOSPITALS, INC.          COM              89579K109      508    14764 SH       DEFINED 1,3,4            1271
TRIARC COS, INC. -CI A         COM              895927101      303    10897 SH       DEFINED 1,3,4             613
TRICON GLOBAL RESTAURANTS      COM              895953107    12623   214758 SH       DEFINED 1,3,4          213839
TRIBUNE CO.                    COM              896047107     6897   151718 SH       DEFINED 1,3,4          149839
TRIGON HEALTHCARE INC.         COM              89618L100      541     7333 SH       DEFINED 1,3,4             631
TRIMBLE NAVIGATION LTD         COM              896239100      222    13346 SH       DEFINED 1,3,4             752
TRINITY INDUSTRIES, INC.       COM              896522109      219     9015 SH       DEFINED 1,3,4             776
TRIQUINT SEMICONDUCTOR INC.    COM              89674K103      321    26696 SH       DEFINED 1,3,4            2300
TRIUMPH GROUP, INC.            COM              896818101      331     8452 SH       DEFINED 1,3,4             475
TRUSTCO BANK CORP./NY          COM              898349105      492    38091 SH       DEFINED 1,3,4            2145
TRUSTMARK CORP                 COM              898402102     8154   322800 SH       DEFINED 1,3,4          322800
TUBOS DE ACERO DE MEXICO SA AD COM              898592506     2658   251801 SH       DEFINED 1,3,4          189807
TUESDAY MORNING CORP.          COM              899035505     1249    61200 SH       DEFINED 1,3,4           61200
TULARIK, INC.                  COM              899165104     7823   475872 SH       DEFINED 1,3,4          473717
TUPPERWARE CORP.               COM              899896104      672    29526 SH       DEFINED 1,3,4           29157
TYCO INTERNATIONAL LTD.        COM              902124106    54249  1678499 SH       DEFINED 1,3,4         1627714
TYSON FOODS, INC.              COM              902494103      905    72538 SH       DEFINED 1,3,4            6250
UCAR INTERNATIONAL INC.        COM              90262K109      162    11430 SH       DEFINED 1,3,4             985
UCBH HOLDINGS, INC.            COM              90262T308     6940   192895 SH       DEFINED 1,3,4          182535
UGI CORP.                      COM              902681105     2825    90137 SH       DEFINED 1,3,4           76277
UICI                           COM              902737105      485    25568 SH       DEFINED 1,3,4            1435
UIL HOLDINGS CORPORATION       COM              902748102      445     7661 SH       DEFINED 1,3,4             431
UMB FINANCIAL CORP.            COM              902788108     2074    48360 SH       DEFINED 1,3,4           48360
UST, INC.                      COM              902911106    40097  1029972 SH       DEFINED 1,3,4         1028915
US BANCORP                     COM              902973304    30954  1371472 SH       DEFINED 1,3,4         1359370
USA NETWORKS, INC.             COM              902984103    24278   764195 SH       DEFINED 1,3,4          764195
URS CORP.                      COM              903236107     7210   227434 SH       DEFINED 1,3,4          218219
USEC, INC.                     COM              90333E108     2935   458650 SH       DEFINED 1,3,4          458650
US ONCOLOGY, INC.              COM              90338W103     2554   289873 SH       DEFINED 1,3,4          242034
ULTIMATE ELECTRONICS INC       COM              903849107     2972   105942 SH       DEFINED 1,3,4          100334
USA EDUCATION, INC.            COM              90390U102    30644   313329 SH       DEFINED 1,3,4          312342
ULTRATECH STEPPER, INC.        COM              904034105      250    12000 SH       DEFINED 1,3,4             676
UNIFI INC.                     COM              904677101      104    11031 SH       DEFINED 1,3,4             950
UNILEVER NV                    COM              904784709    26485   466288 SH       DEFINED 1,3,4          462682
UNION PACIFIC CORP.            COM              907818108    35857   577041 SH       DEFINED 1,3,4          575474
UNION PLANTERS CORP.           COM              908068109    35194   742641 SH       DEFINED 1,3,4          741775
UNISOURCE ENERGY CORP HLD CO.  COM              909205106     4577   223693 SH       DEFINED 1,3,4          206789
UNISYS CORP.                   COM              909214108     5839   462310 SH       DEFINED 1,3,4          460273
UNIT CORP.                     COM              909218109      352    19246 SH       DEFINED 1,3,4            1084
UNITED BUSINESS MEDIA PLC      COM              90969M101      106    12210 SH       DEFINED 1,3,4
UNITED BANKSHARES, INC./WV     COM              909907107     6475   219275 SH       DEFINED 1,3,4          197523
UNITED DEFENSE INDUSTRIES      COM              91018B104     2042    76190 SH       DEFINED 1,3,4           76190
UNITED DOMINION REALTY TRUST,  COM              910197102     3341   210930 SH       DEFINED 1,3,4          114630
UNITED MICROELECTRONICS        COM              910873207     3473   458721 SH       DEFINED 1,3,4          424745
UNITED NATURAL FOODS, INC.     COM              911163103      249     9983 SH       DEFINED 1,3,4             561
UNITED RENTALS INC,            COM              911363109     1850    67324 SH       DEFINED 1,3,4           53594
US AIRWAYS GROUP, INC.         COM              911905107      222    34488 SH       DEFINED 1,3,4           34058
UNITED STATES STEEL CORP.      COM              912909108      820    45155 SH       DEFINED 1,3,4           44589
UNITED STATIONERS, INC.        COM              913004107      690    18108 SH       DEFINED 1,3,4            1020
UNITED TECHNOLOGIES CORP.      COM              913017109    49795   671089 SH       DEFINED 1,3,4          658465
UNITEDHEALTH GROUP, INC.       COM              91324P102    21254   278125 SH       DEFINED 1,3,4          276160
UNITRIN INC.                   COM              913275103      556    13842 SH       DEFINED 1,3,4            1192
UNIVERSAL CORP.                COM              913456109      213     5403 SH       DEFINED 1,3,4             465
UNIVERSAL FOREST PRODS, INC.   COM              913543104     4118   172358 SH       DEFINED 1,3,4          162371
UNIVERSAL HEALTH SERVICES, INC COM              913903100    23234   563258 SH       DEFINED 1,3,4          551533
UNIVISION COMMUNICATIONS INC.  COM              914906102     4485   106793 SH       DEFINED 1,3,4          105467
UNOCAL CORP.                   COM              915289102     6703   172103 SH       DEFINED 1,3,4          132746
UNUMPROVIDENT CORP.            COM              91529Y106     3433   122903 SH       DEFINED 1,3,4          121377
USFREIGHTWAYS CORP.            COM              916906100      500    14116 SH       DEFINED 1,3,4             795
VF CORP.                       COM              918204108     2440    56424 SH       DEFINED 1,3,4           55725
VALASSIS COMMUNICATIONS        COM              918866104    34261   886913 SH       DEFINED 1,3,4          876885
VALENCE TECHNOLOGY, INC.       COM              918914102       74    24348 SH       DEFINED 1,3,4            1358
VALERO ENERGY CORP.            COM              91913Y100    34560   697907 SH       DEFINED 1,3,4          678005
VALMONT INDUSTRIES             COM              920253101      234    13088 SH       DEFINED 1,3,4             737
VALSPAR CORP.                  COM              920355104     9886   210064 SH       DEFINED 1,3,4          200775
VARCO INTERNATIONAL, INC.      COM              922122106      395    19668 SH       DEFINED 1,3,4            1694
VARIAN INC.                    COM              922206107     3286    86600 SH       DEFINED 1,3,4           86600
VARIAN SEMICONDUCTOR EQUIP     COM              922207105     3057    67934 SH       DEFINED 1,3,4           51387
VARIAN MEDICAL SYSTEMS, INC.   COM              92220P105    24934   609635 SH       DEFINED 1,3,4          575629
VECTREN CORPORATION            COM              92240G101      356    13874 SH       DEFINED 1,3,4            1195
VEECO INSTRUMENTS, INC.        COM              922417100      538    15370 SH       DEFINED 1,3,4             865
VERITAS SOFTWARE CORP.         COM              923436109    52345  1194270 SH       DEFINED 1,3,4         1152852
VERITY INC.                    COM              92343C106     3246   183612 SH       DEFINED 1,3,4          165958
VERISIGN, INC.                 COM              92343E102     3411   126340 SH       DEFINED 1,3,4          126340
VERITAS DGC INC.               COM              92343P107     2664   157556 SH       DEFINED 1,3,4          141932
VERIZON COMMUNICATIONS.        COM              92343V104   117331  2547469 SH       DEFINED 1,3,4         2513165
VERTEX PHARMACEUTICALS, INC.   COM              92532F100      428    15362 SH       DEFINED 1,3,4            1323
VESTA INSURANCE GROUP INC      COM              925391104     2244   374000 SH       DEFINED 1,3,4          374000
VIACOM, INC.; CLASS B          COM              925524308    73559  1520762 SH       DEFINED 1,3,4         1495695
VIAD CORP.                     COM              92552R109    18128   647431 SH       DEFINED 1,3,4          630779
VIASAT, INC.                   COM              92552V100     4937   352151 SH       DEFINED 1,3,4          339083
VIASYS HEALTHCARE, INC.        COM              92553Q209      314    13950 SH       DEFINED 1,3,4             828
VICOR CORP.                    COM              925815102      383    22667 SH       DEFINED 1,3,4            1276
VIGNETTE CORP.                 COM              926734104     5409  1572310 SH       DEFINED 1,3,4         1566940
VINTAGE PETROLEUM, INC.        COM              927460105      496    33737 SH       DEFINED 1,3,4            1900
VISHAY INTRTECHNOLOGY          COM              928298108      664    32640 SH       DEFINED 1,3,4            2812
VISTEON CORP.                  COM              92839U107     1097    66258 SH       DEFINED 1,3,4           65428
VISUAL NETWORKS, INC.          COM              928444108       50    17035 SH       DEFINED 1,3,4             951
VISX INC/DE                    COM              92844S105      199    11257 SH       DEFINED 1,3,4             970
VITAL SIGNS, INC.              COM              928469105      255     6923 SH       DEFINED 1,3,4             389
VITESSE SEMICONDUCTOR CORP     COM              928497106     3373   344197 SH       DEFINED 1,3,4          342956
VODAFONE GROUP PLC             COM              92857W100      347    18842 SH       DEFINED 1,3,4
VORNADO REALTY TRUST           COM              929042109     3361    76100 SH       DEFINED 1,3,4           16200
VULCAN MATERIALS CO.           COM              929160109     2448    51497 SH       DEFINED 1,3,4           50859
WD-40 CO.                      COM              929236107      254     8417 SH       DEFINED 1,3,4             473
WGL HOLDINGS, INC.             COM              92924F106      267     9953 SH       DEFINED 1,3,4             857
WMS INDUSTRIES, INC.           COM              929297109      327    17194 SH       DEFINED 1,3,4             968
WPP GROUP PLC.                 COM              929309300      241     4264 SH       DEFINED 1,3,4
WPS RESOURCES CORP             COM              92931B106      249     6313 SH       DEFINED 1,3,4             544
WABASH NATIONAL CORP.          COM              929566107      122    12299 SH       DEFINED 1,3,4             686
WACKENHUT CORRECTIONS CORP.    COM              929798106     1891   126099 SH       DEFINED 1,3,4          126099
WACHOVIA CORP                  COM              929903102    42764  1153277 SH       DEFINED 1,3,4         1114243
WADDELL & REED FINANCIAL - A   COM              930059100      500    16401 SH       DEFINED 1,3,4            1413
WAL-MART STORES, INC.          COM              931142103   228061  3720417 SH       DEFINED 1,3,4         3692301
WALGREEN CO.                   COM              931422109    28675   731687 SH       DEFINED 1,3,4          725243
WALLACE COMPUTER SVCS INC.     COM              932270101     3446   170578 SH       DEFINED 1,3,4          162903
WALTER INDUSTRIES INC.         COM              93317Q105     3784   287340 SH       DEFINED 1,3,4          287340
WASHINGTON FEDERAL, INC.       COM              938824109     5753   240326 SH       DEFINED 1,3,4          208311
WASHINGTON MUTUAL, INC.        COM              939322103    53306  1608987 SH       DEFINED 1,3,4         1552806
WASHINGTON POST CI B           COM              939640108     1181     1945 SH       DEFINED 1,3,4             167
WASTE CONNECTIONS, INC.        COM              941053100      491    14661 SH       DEFINED 1,3,4             826
WASTE MANAGEMENT, INC.         COM              94106L109    14674   538483 SH       DEFINED 1,3,4          534522
WATERS CORP.                   COM              941848103    13260   474096 SH       DEFINED 1,3,4          473271
WATSCO, INC.                   COM              942622200      255    14258 SH       DEFINED 1,3,4             803
WATSON PHARMACEUTICALS         COM              942683103     2142    79075 SH       DEFINED 1,3,4           58375
WATTS INDUSTRIES, INC.         COM              942749102      238    14182 SH       DEFINED 1,3,4             799
WAUSAU-MOSINEE PAPER CORP.     COM              943315101      135    10557 SH       DEFINED 1,3,4             910
WAYPOINT FINANCIAL CORP.       COM              946756103     2341   141510 SH       DEFINED 1,3,4          141510
WEATHERFORD INTERNATIONAL, INC COM              947074100    14283   299881 SH       DEFINED 1,3,4          278386
WEBWX COMMUNICATIONS, INC.     COM              94767L109     3454   209971 SH       DEFINED 1,3,4          209971
WEBSTER FINANCIAL CORP.        COM              947890109     9260   247386 SH       DEFINED 1,3,4          238160
WEINGARTEN REALTY INVESTORS    COM              948741103     1414    27500 SH       DEFINED 1,3,4            7100
WELLMAN INC.                   COM              949702104      280    17025 SH       DEFINED 1,3,4             959
WELLPOINT HEALTH NETWORKS 'A'  COM              94973H108    36085   566757 SH       DEFINED 1,3,4          548730
WELLS FARGO CO.                COM              949746101    70116  1419361 SH       DEFINED 1,3,4         1393469
WENDY'S INTERNATIONAL          COM              950590109     1861    53205 SH       DEFINED 1,3,4           52540
WERNER ENTERPRISES             COM              950755108     2964   141498 SH       DEFINED 1,3,4          109508
WESTAMERICA BACORPORATION      COM              957090103      303     7085 SH       DEFINED 1,3,4             610
WESTERN DIGITAL CORP           COM              958102105    11845  1901360 SH       DEFINED 1,3,4         1896780
WESTERN GAS RESOURCES INC.     COM              958259103     4882   131174 SH       DEFINED 1,3,4          125056
WESTERN RESOURCES INC.         COM              959425109     3717   216726 SH       DEFINED 1,3,4          203598
WESTERN WIRELESS CORP-CL A     COM              95988E204     2141   244930 SH       DEFINED 1,3,4          243350
WESTPORT RESOURCES CORP.       COM              961418100     1466    74600 SH       DEFINED 1,3,4           74600
WESTWOOD ONE, INC.             COM              961815107     6143   160187 SH       DEFINED 1,3,4          140094
WET SEAL, INC.                 COM              961840105     7297   209131 SH       DEFINED 1,3,4          199067
WEYERHAEUSER CO.               COM              962166104    13142   209072 SH       DEFINED 1,3,4          207690
WHIRLPOOL CORP.                COM              963320106    24397   322928 SH       DEFINED 1,3,4          322507
WHITNEY HOLDING CORP.          COM              966612103      705    14130 SH       DEFINED 1,3,4             796
WHOLE FOODS MARKET, INC.       COM              966837106     1362    29812 SH       DEFINED 1,3,4            1678
WILLIAMS COS., INC.            COM              969457100    26274  1115199 SH       DEFINED 1,3,4         1111944
WILLIAMS-SONOMA, INC.          COM              969904101      537    11681 SH       DEFINED 1,3,4            1006
WILMINGTON TRUST CO.           COM              971807102      450     6692 SH       DEFINED 1,3,4             576
WIND RIVER SYSTEMS             COM              973149107      217    15990 SH       DEFINED 1,3,4            1377
WINN-DIXIE STORES, INC.        COM              974280109     1141    71159 SH       DEFINED 1,3,4           70269
WINNEBAGO INDUSTRIES           COM              974637100      465    11080 SH       DEFINED 1,3,4             624
WISCONSIN ENERGY CORP.         COM              976657106      594    23874 SH       DEFINED 1,3,4            2057
WOLVERINE WORLD WIDE           COM              978097103      399    22214 SH       DEFINED 1,3,4            1251
WOODWARD COVENER CO.           COM              980745103    11423   166031 SH       DEFINED 1,3,4          160316
WORLDCOM                       COM              98157D106    21122  3133864 SH       DEFINED 1,3,4         2987649
WORTHINGTON INDUSTRIES, INC.   COM              981811102    15168   987491 SH       DEFINED 1,3,4          984969
WRIGHT MEDICAL GROUP, INC.     COM              98235T107     2764   137600 SH       DEFINED 1,3,4          137600
WRIGLEY (WM) JR. CO.           COM              982526105     6105   114513 SH       DEFINED 1,3,4          113094
WYETH                          COM              983024100    74890  1140745 SH       DEFINED 1,3,4         1122923
X-RITE, INC.                   COM              983857103       91    11385 SH       DEFINED 1,3,4             635
XTO ENERGY, INC.               COM              98385X106     4083   203653 SH       DEFINED 1,3,4          141272
XCEL ENERGY INC.               COM              98389B100    12163   479814 SH       DEFINED 1,3,4          477493
XILINX, INC.                   COM              983919101    13936   349614 SH       DEFINED 1,3,4          347498
XEROX CORP.                    COM              984121103    11840  1101417 SH       DEFINED 1,3,4         1096877
YAHOO!, INC.                   COM              984332106    10359   560857 SH       DEFINED 1,3,4          557208
YELLOW CORP.                   COM              985509108     6856   259805 SH       DEFINED 1,3,4          247294
YORK INTL                      COM              986670107     8758   243969 SH       DEFINED 1,3,4          236686
ZALE CORP.                     COM              988858106    10885   268095 SH       DEFINED 1,3,4          250500
ZEBRA TECHNOLOGIES CP -CL A    COM              989207105      913    16872 SH       DEFINED 1,3,4             950
ZENITH NATIONAL INSURANCE CO.  COM              989390109      274     9375 SH       DEFINED 1,3,4             527
ZIMMER HOLDINGS, INC.          COM              98956P102     3360    98668 SH       DEFINED 1,3,4           97443
ZIONS BANCORPORATION           COM              989701107    13955   235452 SH       DEFINED 1,3,4          234875
ZOMAX, INC. /MN                COM              989929104     4019   550488 SH       DEFINED 1,3,4          546968
ACE LTD.                       COM              G0070K103    10371   248717 SH       DEFINED 1,3,4          247082
AMDOCS LTD.                    COM              G02602103    33007  1238532 SH       DEFINED 1,3,4         1206276
BUNGE LIMITED                  COM              G16962105     1696    78354 SH       DEFINED 1,3,4           58746
EVEREST RE GROUP LTD           COM              G3223R108    13972   201503 SH       DEFINED 1,3,4          191904
GLOBAL SANTAFE CORP            COM              G3930E101     1295    39602 SH       DEFINED 1,3,4           39602
INGERSOLL-RAND CO., CL. A      COM              G4776G101    13298   265861 SH       DEFINED 1,3,4          246250
TOMMY HILFIGER CORP.           COM              G8915Z102     5201   362452 SH       DEFINED 1,3,4          360122
TRANSOCEAN SEDCO FOREX, INC.   COM              G90078109    13513   406646 SH       DEFINED 1,3,4          404634
TRENWICK GROUP, LTD.           COM              G9032C109      177    19702 SH       DEFINED 1,3,4            1099
XL CAPITAL LTD.; CLASS A       COM              G98255105    12800   137118 SH       DEFINED 1,3,4          136282
UBS AG - REG                   COM              H8920M855      512    10290 SH       DEFINED 1,3,4
AUDIOCODES LTD                 COM              M15342104     1421   418070 SH       DEFINED 1,3,4          415390
CHECK POINT SOFTWARE TECH LTD  COM              M22465104    50504  1661323 SH       DEFINED 1,3,4         1616297
PRECISE SOFTWARE SOLUTIONS     COM              M41450103     4735   203320 SH       DEFINED 1,3,4          202035
LUMENIS LTD.                   COM              M6778Q105     5235   471580 SH       DEFINED 1,3,4          465451
RADVISION LTD.                 COM              M81869105     1624   237471 SH       DEFINED 1,3,4          178685
ASM HLDG NV                    COM              N07059111     2488    98070 SH       DEFINED 1,3,4           98070
METRON TECHNOLOGY N.V.         COM              N5665B105     7089   652846 SH       DEFINED 1,3,4          649301
QIAGEN NV                      COM              N72482107      168    11250 SH       DEFINED 1,3,4
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103     1314    58270 SH       DEFINED 1,3,4           12080
ASE TEST LTD                   COM              Y02516105    14551   932130 SH       DEFINED 1,3,4          880040
FLEXTRONICS INTERNATIONAL LTD. COM              Y2573F102    19362  1060934 SH       DEFINED 1,3,4         1036091
AOL Time Warner Incorporated   COM              00184A105     2562   108336 SH       DEFINED 2,4            108336
A T & T Corp                   COM              001957109    23035  1467169 SH       DEFINED 2,4           1467169
AT and T Wireless Services Inc COM              00209A106     1569   175315 SH       DEFINED 2,4            175315
Abercrombie & Fitch Co A       COM              002896207    43297  1405737 SH       DEFINED 2,4           1405737
Advanced Semiconductor E-ADR   COM              00756M404     6936  1362719 SH       DEFINED 2,4           1362719
Alcoa Inc                      COM              01381710     56162  1488119 SH       DEFINED 2,4           1488119
American International Group   COM              026874107    49893   691610 SH       DEFINED 2,4            691610
Amkor Technologies Inc.        COM              031652100    11886   532772 SH       DEFINED 2,4            532772
Applied Materials Inc          COM              038222105    18663   687799 SH       DEFINED 2,4            687799
Bank Of America Corp           COM              060505104    49328   725205 SH       DEFINED 2,4            725205
Bank of New York Co Inc        COM              06405710     51959  1236540 SH       DEFINED 2,4           1236540
Broadcom Corporation-Cl A      COM              111320107      842    23441 SH       DEFINED 2,4             23441
Chevrontexaco Corporation      COM              166764100      437     4845 SH       DEFINED 2,4              4845
Cisco Systems Inc              COM              17275R102     3666   216529 SH       DEFINED 2,4            216529
Citigroup Inc                  COM              172967101    96388  1946453 SH       DEFINED 2,4           1946453
Colgate-Palmolive              COM              194162103    28793   503810 SH       DEFINED 2,4            503810
Companhia Paranaense De Ene AD COM              20441B40        87    11119 SH       DEFINED 2,4             11119
Conoco Inc                     COM              208251504    41406  1418998 SH       DEFINED 2,4           1418998
Cox Communications Inc         COM              224044107     1111    29527 SH       DEFINED 2,4             29527
Delphi Corporation             COM              247126105    36201  2263983 SH       DEFINED 2,4           2263983
The Walt Disney Co             COM              25468710      1657    71776 SH       DEFINED 2,4             71776
Dow Chemical Corp              COM              260543103    26747   817442 SH       DEFINED 2,4            817442
Dupont (EI) De Nemours & Co.   COM              263534109      236     5000 SH       DEFINED 2,4              5000
Duke Energy Corp               COM              264399106    76371  2020407 SH       DEFINED 2,4           2020407
Electronic Data Systems Corpor COM              285661104      971    16752 SH       DEFINED 2,4             16752
Exxon Mobil Corporation        COM              30231G102    91204  2080858 SH       DEFINED 2,4           2080858
Fannie Mae                     COM              313586109    30217   378274 SH       DEFINED 2,4            378274
Fomento Economico Mex SP ADR   COM              344419106      254     5396 SH       DEFINED 2,4              5396
General Electric Corp          COM              369604103    54999  1468604 SH       DEFINED 2,4           1468604
Grupo Elektra S.A.-Spon GDR    COM              40050A102      129    15233 SH       DEFINED 2,4             15233
Home Depot Inc                 COM              437076102    23628   486083 SH       DEFINED 2,4            486083
Honeywell International Inc    COM              438516106    58357  1524870 SH       DEFINED 2,4           1524870
Intel Corporation              COM              458140100     3654   120148 SH       DEFINED 2,4            120148
International Business Machine COM              459200101    59044   567733 SH       DEFINED 2,4            567733
International Paper Co.        COM              460146103    23826   553965 SH       DEFINED 2,4            553965
Johnson & Johnson              COM              478160104    46604   717534 SH       DEFINED 2,4            717534
KPMG Consulting Inc            COM              48265R109    29083  1439767 SH       DEFINED 2,4           1439767
Kookmin Bank - Spons ADR       COM              50049M109     5387   127888 SH       DEFINED 2,4            127888
Korea Telecom Corporation ADR  COM              50063P103     2298    95840 SH       DEFINED 2,4             95840
Laboratory Corp of America Hol COM              50540R409    22820   476105 SH       DEFINED 2,4            476105
Magna International Inc - Clas COM              559222401    22090   300539 SH       DEFINED 2,4            300539
Maxim Integrated  Products     COM              57772K101    33799   606704 SH       DEFINED 2,4            606704
Microsoft Corp                 COM              59491810     90748  1504691 SH       DEFINED 2,4           1504691
Micron Technology Inc          COM              59511210      2348    71372 SH       DEFINED 2,4             71372
Morgan Stanley Dean Witter and COM              617446448    27303   476411 SH       DEFINED 2,4            476411
National Aust Bank Ltd         COM              662460800   338489  9906034 SH       DEFINED 2,4           9906034
Oracle Corporation             COM              68389X10     28039  2190541 SH       DEFINED 2,4           2190541
Pepsico Inc                    COM              713448108    43930   853012 SH       DEFINED 2,4            853012
Petroleo Brasileiro SA-ADR     COM              71654V408      394    14881 SH       DEFINED 2,4             14881
Pfizer Inc                     COM              717081103   104469  2628821 SH       DEFINED 2,4           2628821
Pharmacia Corporation          COM              71713U102    22720   504003 SH       DEFINED 2,4            504003
Pohang Iron & Steel Ltd ADR    COM              73045010      6145   235000 SH       DEFINED 2,4            235000
Proctor & Gamble Company       COM              74271810     52203   579457 SH       DEFINED 2,4            579457
Qwest Communications Internati COM              749121109      595    72351 SH       DEFINED 2,4             72351
ResMed Inc                     COM              761152107    63994  1594655 SH       DEFINED 2,4           1594655
Rockwell Collins               COM              774341101    13134   520784 SH       DEFINED 2,4            520784
Rouse Co                       COM              779273101    10161   327973 SH       DEFINED 2,4            327973
SBC Communications Inc         COM              78387G103    55429  1480472 SH       DEFINED 2,4           1480472
SK Telecom Co Ltd-ADR          COM              78440P108     7473   303787 SH       DEFINED 2,4            303787
Safeway Inc                    COM              786514208    28484   632705 SH       DEFINED 2,4            632705
Siebel Systems Inc             COM              826170102    20829   638735 SH       DEFINED 2,4            638735
Siliconware Precision Ind Co - COM              827084864     5425  1043352 SH       DEFINED 2,4           1043352
Sun Microsystems Incorporated  COM              86681010       887   100576 SH       DEFINED 2,4            100576
Taiwan Semiconductor ADR       COM              874039100     8219   396083 SH       DEFINED 2,4            396083
Telefonos de Mexico SA de CV-S COM              879403780      504    12485 SH       DEFINED 2,4             12485
Teva Pharmaceutical Industries COM              881624209      257     4709 SH       DEFINED 2,4              4709
Texas Instruments Inc          COM              88250810      1106    33427 SH       DEFINED 2,4             33427
Travelers Property Casualty Co COM              89420G10     20139  1006944 SH       DEFINED 2,4           1006944
Tubos De Acero De Mex-Sp ADR   COM              898592506      157    14702 SH       DEFINED 2,4             14702
Tyco International Ltd         COM              902124106    21414   662572 SH       DEFINED 2,4            662572
Veritas Software Corporation   COM              923436109    41301   942303 SH       DEFINED 2,4            942303
Viacom Inc-Class B             COM              92552430     87817  1815525 SH       DEFINED 2,4           1815525
Vornado Realty Trust           COM              929042109    18902   428038 SH       DEFINED 2,4            428038
Wachovia Corporation           COM              929903102    10307   277960 SH       DEFINED 2,4            277960
Wal-Mart Stores Inc            COM              931142103    81861  1335422 SH       DEFINED 2,4           1335422
Wells Fargo Company            COM              949746101    30897  1250872 SH       DEFINED 2,4           1250872
Wipro Limited-ADR              COM              97651M109     6608   354968 SH       DEFINED 2,4            354968
Worldcom Inc - Worldcom Group  COM              98157D106     1859   551570 SH       DEFINED 2,4            551570
Wyeth                          COM              983024100    71258  2170848 SH       DEFINED 2,4           2170848
Ingersoll Rand                 COM              G4776G10     12868   514522 SH       DEFINED 2,4            514522
RADVision Ltd                  COM              M8186910        92    26914 SH       DEFINED 2,4             26914
Flextronics International Ltd  COM              Y2573F10      1481   162262 SH       DEFINED 2,4            162262