13F-HR 1 k58646e13f-hr.txt FORM 13F 1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2000 --------------------------- Check here if Amendment [ ]; Amendment Number: -------- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: World Asset Management, L.L.C. ------------------------------------------ Address: 255 E. Brown Street ------------------------------------------ Birmingham, MI 48009 ------------------------------------------ ------------------------------------------ Form 13F File Number: 28-4980 ------------- 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: Mary Ann C. Shumaker -------------------------------------------- Title: Associate General Counsel -------------------------------------------- Phone: 248-647-9200 -------------------------------------------- Signature, Place, and Date of Signing: /s/ Mary Ann C. Shumaker Birmingham, MI 11/14/2000 ------------------------ ----------------------------------- --------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ x ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) 2 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 ----------------------- Form 13F Information Table Entry Total: 4,135 ----------------------- Form 13F Information Table Value Total: $ 20,018,247 ----------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 01 28-1874 Munder Capital Management ----- ------------------- -------------------------- 02 28-412 Comerica Bank [Repeat as necessary.] 3 World Asset Management, L.L.C. Form 13F Information Table 9/30/2000

4 ACE CASH EXPRESS INC Common 004403101 45 4,128 Defined 1,2 3,378 750 ACKERLEY COMMUNICATNS Common 004527107 97 9,710 Defined 1,2 8,010 1,700 ACLARA BIOSCIENCES INC Common 00461P106 425 13,984 Defined 1,2 11,484 2,500 ACME COMMUNICATIONS INC Common 004631107 60 6,699 Defined 1,2 5,549 1,150 ACNIELSEN CORP Common 004833109 1,619 67,990 Defined 1,2 20,434 47,556 ACTIVISION INC Common 004930202 153 10,196 Defined 1,2 8,396 1,800 ACTION PERFORMANCE COS INC Common 004933107 93 27,084 Defined 1,2 8,784 18,300 ACTEL CORP Common 004934105 1,423 39,610 Defined 1,2 12,910 26,700 ACTIVE POWER INC Common 00504W100 952 15,350 Defined 1,2 12,700 2,650 ACTRADE FINANCIAL TECH Common 00507P102 108 3,594 Defined 1,2 2,944 650 ACTUATE SOFTWARE Common 00508B102 785 22,722 Defined 1,2 18,722 4,000 ACUSON CORP Common 005113105 814 35,781 Defined 1,2 9,733 26,048 ACXIOM CORP Common 005125109 3,295 103,789 Defined 1,2 31,249 72,540 ADAC LABORATORIES Common 005313200 841 40,404 Defined 1,2 11,271 29,133 ADAPTIVE BROADBAND CORP Common 00650M104 1,211 62,128 Defined 1,2 20,228 41,900 ADAPTEC INC Common 00651F108 2,194 109,724 Defined 1,2 51,174 58,550 ADECO SA ADR 006754105 6,074 73,980 Defined 1,2 57,680 16,300 ADELPHIA BUSINESS SOLUTIONS Common 006847107 166 14,084 Defined 1,2 11,484 2,600 ADELPHIA COMMUN -CL A Common 006848105 1,266 45,932 Defined 1,2 37,732 8,200 ADEPT TECHNOLOGY INC Common 006854103 211 4,006 Defined 1,2 3,281 725 ADMINISTAFF INC. Common 007094105 1,698 22,429 Defined 1,2 7,329 15,100 PROVIDA ADR 00709P108 198 9,462 Defined 1,2 7,462 2,000 ADOBE SYSTEMS INC Common 00724F101 20,286 130,666 Defined 1,2 61,678 68,988 ADTRAN INC Common 00738A106 1,927 45,286 Defined 1,2 13,686 31,600 ADVANCE PARADIGM INC Common 007491103 1,762 41,761 Defined 1,2 13,611 28,150 ADVANCED DIGITAL INFO CORP Common 007525108 387 25,477 Defined 1,2 17,177 8,300 ADVANCED LIGHTING TECH INC Common 00753C102 103 8,352 Defined 1,2 6,852 1,500 ADVANCED INFO SERVICE ADR 00753G103 628 74,420 Defined 1,2 58,220 16,200 ADVANCED MARKETING SERVICES Common 00753T105 91 5,146 Defined 1,2 4,246 900 ADVANCED FIBRE COMMUNICATIONS Common 00754A105 1,581 41,745 Defined 1,2 26,345 15,400 ADVANCED RADIO TELECOM Common 00754U101 101 11,847 Defined 1,2 9,747 2,100 ADVANCED TISSUE SCI -CL A Common 00755F103 780 104,808 Defined 1,2 32,658 72,150 ADVANTAGE LEARNING SYS INC Common 00757K100 483 13,787 Defined 1,2 11,387 2,400 ADVO INC Common 007585102 1,116 33,805 Defined 1,2 11,005 22,800 AEROFLEX INC Common 007768104 2,410 49,564 Defined 1,2 16,214 33,350 ADVANCED MICRO DEVICES Common 007903107 8,027 339,764 Defined 1,2 159,388 180,376 AEGON NV ADR 007924103 23,645 636,901 Defined 1,2 493,101 143,800 ADVANTA CORP -CL A Common 007942105 124 11,011 Defined 1,2 9,071 1,940 ADVANCED ENERGY INDS INC Common 007973100 378 11,457 Defined 1,2 9,457 2,000 ADVENT SOFTWARE INC Common 007974108 1,121 16,040 Defined 1,2 9,940 6,100 AETHER SYSTEMS INC Common 00808V105 1,629 15,440 Defined 1,2 12,690 2,750 AETNA INC Common 008117103 8,910 153,455 Defined 1,2 72,793 80,662 AFFILIATED COMP SVCS -CL A Common 008190100 2,900 58,142 Defined 1,2 17,542 40,600 AFFILIATED MANAGERS GROUP INC Common 008252108 514 9,031 Defined 1,2 7,431 1,600 AFFYMETRIX INC Common 00826T108 1,583 31,736 Defined 1,2 18,336 13,400 AFTERMARKET TECHNOLOGY Common 008318107 50 8,352 Defined 1,2 6,852 1,500 AGENCY.COM LTD Common 008447104 213 14,273 Defined 1,2 11,773 2,500 AGILENT TECHNOLOGIES INC Common 00846U101 24,131 493,097 Defined 1,2 231,509 261,588 AGILE SOFTWARE CORP Common 00846X105 1,694 18,840 Defined 1,2 15,440 3,400 AGNICO EAGLE MINES LTD Common 008474108 153 26,328 Defined 1,2 20,128 6,200 AGRIBRANDS INTERNATIONAL Common 00849R105 716 16,404 Defined 1,2 5,304 11,100 AGRITOPE INC Common 00855D107 3 280 Defined 1,2 0 280 AIR PRODUCTS & CHEMICALS INC Common 009158106 9,001 250,040 Defined 1,2 117,564 132,476 AIRBORNE FREIGHT CORP Common 009266107 584 57,345 Defined 1,2 17,349 39,996 AIRGAS INC Common 009363102 530 77,785 Defined 1,2 23,476 54,309

5 Airgate Pcs Inc Common 009367103 227 5,050 Defined 1,2 4,150 900 AIRNET COMMUNICATIONS CORP Common 00941P106 225 10,099 Defined 1,2 8,299 1,800 AIRTRAN HOLDINGS INC Common 00949P108 118 26,606 Defined 1,2 21,906 4,700 AKAMAI TECHNOLOGIES Common 00971T101 288 5,490 Defined 1,2 3,023 2,467 ELECTROLUX AB ADR 010198208 2,537 100,241 Defined 1,2 78,191 22,050 AKZO NOBEL NV ADR 010199305 6,781 160,979 Defined 1,2 125,379 35,600 ALABAMA NATL BANCORPORATION Common 010317105 97 4,467 Defined 1,2 3,667 800 ALAMOSA PCS HOLDINGS INC Common 011593100 402 24,858 Defined 1,2 20,458 4,400 ALASKA AIRGROUP INC Common 011659109 745 31,046 Defined 1,2 9,350 21,696 ALASKA COMM SYSTEMS GROUP Common 01167P101 84 13,205 Defined 1,2 10,905 2,300 ALBANY INTL CORP -CL A Common 012348108 433 36,068 Defined 1,2 10,847 25,221 ALBANY MOLECULAR RESEARCH, INC. Common 012423109 671 11,944 Defined 1,2 9,844 2,100 ALBEMARLE CORP Common 012653101 1,086 53,795 Defined 1,2 16,291 37,504 ALBERT FISHER GROUP ADR 012760203 3 4,200 Defined 1,2 2,800 1,400 ALBERTA ENERGY CO LTD Common 012873105 2,068 49,680 Defined 1,2 38,680 11,000 ALBERTO-CULVER CO -CL B Common 013068101 1,753 60,834 Defined 1,2 28,779 32,055 ALBERTSONS INC Common 013104104 9,719 462,809 Defined 1,2 216,478 246,331 ALCAN ALUMINIUM LTD Common 013716105 6,912 238,863 Defined 1,2 112,189 126,674 ALCOA INC Common 013817101 23,843 941,961 Defined 1,2 442,731 499,230 ALCATEL ALSTHOM -XXX ADR 013904305 36,300 577,329 Defined 1,2 451,976 125,353 ALEXANDER & BALDWIN INC REIT 014482103 1,423 54,721 Defined 1,2 14,347 40,374 ALEXANDER'S INC REIT 014752109 207 2,534 Defined 1,2 1,834 700 ALEXANDRIA REAL ESTATE EQUITIES REIT 015271109 264 7,704 Defined 1,2 5,604 2,100 ALEXION PHARMACEUTICALS INC Common 015351109 697 6,118 Defined 1,2 5,018 1,100 ALFA CORP Common 015385107 276 15,828 Defined 1,2 13,028 2,800 ALKERMES INC Common 01642T108 1,253 32,442 Defined 1,2 18,142 14,300 ALLAIRE CORP Common 016714107 93 10,975 Defined 1,2 8,975 2,000 ALLEGHANY CORP Common 017175100 588 3,001 Defined 1,2 2,461 540 ALLEGHENY ENERGY INC Common 017361106 4,956 129,785 Defined 1,2 39,051 90,734 ALLEGHENY TECHNOLOGIES INC Common 01741R102 1,618 89,280 Defined 1,2 41,934 47,346 ALLEGIANCE TELECOM INC Common 01747T102 2,112 56,693 Defined 1,2 36,043 20,650 ALLEN GROUP Common 018091108 785 46,360 Defined 1,2 15,060 31,300 ALLERGAN INC Common 018490102 13,408 158,792 Defined 1,2 66,848 91,944 ALLETE Common 018522102 1,926 87,049 Defined 1,2 26,317 60,732 ALLIANCE BANCORP INC Common 01852J105 70 3,898 Defined 1,2 3,185 713 ALLIANCE ATLANTIS COMM B Common 01853E204 165 9,552 Defined 1,2 7,452 2,100 ALLIANCE PHARMACEUTICAL CP Common 018773101 1,201 78,755 Defined 1,2 25,455 53,300 ALLIANCE SEMICONDUCTOR CORP Common 01877H100 1,371 68,968 Defined 1,2 22,268 46,700 ALLIANT ENERGY Common 018802108 2,714 92,402 Defined 1,2 27,931 64,471 ALLIANT TECHSYSTEMS INC Common 018804104 1,236 15,051 Defined 1,2 4,901 10,150 ALLIED CAPITAL CP Common 01903Q108 676 32,564 Defined 1,2 26,814 5,750 ALLIED DOMECQ ADR 019121102 2,949 591,808 Defined 1,2 458,458 133,350 ALLIED IRISH BANKS ADR 019228402 5,268 240,814 Defined 1,2 189,514 51,300 ALLIED RISER COMMUNICATIONS Common 019496108 152 23,013 Defined 1,2 18,963 4,050 ALLIED WASTE INDS INC Common 019589308 1,967 214,077 Defined 1,2 100,489 113,588 ALLIED ZURICH PLC ADR 01959Q101 9,873 436,146 Defined 1,2 344,422 91,724 ALLMERICA FINANCIAL CORP Common 019754100 3,989 62,386 Defined 1,2 18,786 43,600 ALLSCRIPTS, INC. Common 019886100 152 10,778 Defined 1,2 8,878 1,900 ALLSTATE CORP Common 020002101 27,793 799,812 Defined 1,2 375,478 424,334 ALLTEL CORP Common 020039103 18,072 346,291 Defined 1,2 161,687 184,604 ALLTRISTA CORP Common 020040101 53 2,573 Defined 1,2 2,123 450 ALPARGATAS ADR 020545109 1 1,300 Defined 1,2 1,100 200 ALPHA INDS Common 020753109 2,435 71,480 Defined 1,2 23,130 48,350 ALPHARMA INC Common 020813101 4,255 69,619 Defined 1,2 21,403 48,216 ALSTOM SA ADR 021244108 2,784 118,487 Defined 1,2 93,987 24,500

6 ALTERA CORP Common 021441100 20,853 436,720 Defined 1,2 204,232 232,488 ALTEON WEBSYSTEMS INC Common 02145A109 1,821 16,800 Defined 1,2 13,800 3,000 ALTERRA HEALTHCARE Common 02146C104 4 1,700 Defined 1,2 0 1,700 ALZA CORP Common 022615108 11,862 137,137 Defined 1,2 59,535 77,602 AMAZON.COM INC Common 023135106 5,506 143,244 Defined 1,2 117,344 25,900 AMBAC INC Common 023139108 6,012 82,078 Defined 1,2 24,673 57,405 AMCAST INDL CORP Common 023395106 131 13,858 Defined 1,2 4,458 9,400 AMCOR LTD -XXX ADR 02341R302 1,000 90,393 Defined 1,2 70,393 20,000 AMCOL INTERNATIONAL CORP Common 02341W103 53 10,875 Defined 1,2 8,975 1,900 AMER GROUP ADR 023512205 314 27,607 Defined 1,2 21,607 6,000 AMERADA HESS CORP Common 023551104 6,577 98,262 Defined 1,2 46,249 52,013 AMERCO Common 023586100 179 9,127 Defined 1,2 7,527 1,600 AMEREN CORP Common 023608102 6,276 149,870 Defined 1,2 70,350 79,520 AMERICA ONLINE INC Common 02364J104 133,483 2,483,413 Defined 1,2 1,180,365 1,303,048 AMERICA WEST HOLDINGS Common 023657208 174 14,273 Defined 1,2 11,773 2,500 AMERICA ONLINE LATIN AMERICA INC Common 02365B100 80 10,200 Defined 1,2 8,400 1,800 AMCORE FINL INC Common 023912108 217 11,046 Defined 1,2 9,071 1,975 AMERICAN AXLE AND MANUFACTURING Common 024061103 201 18,740 Defined 1,2 15,440 3,300 AMERICAN CLASSIC VOYAGES CO Common 024928103 124 8,448 Defined 1,2 6,948 1,500 AM CAP STRATEGIES LTD Common 024937104 228 9,613 Defined 1,2 7,913 1,700 AMERICAN ELECTRIC POWER Common 025537101 13,710 350,419 Defined 1,2 164,725 185,694 AMERN EAGLE OUTFITTERS INC Common 02553E106 1,722 54,681 Defined 1,2 16,481 38,200 AMERICAN EXPRESS Common 025816109 88,057 1,449,492 Defined 1,2 680,977 768,515 AMERICAN FINL GROUP INC Common 025932104 1,590 68,584 Defined 1,2 20,623 47,961 AMERICAN FREIGHTWAYS CORP Common 02629V108 857 53,984 Defined 1,2 17,484 36,500 AMERICAN GENERAL CORP Common 026351106 21,481 275,399 Defined 1,2 129,122 146,277 AMERICAN GREETINGS -CL A Common 026375105 1,237 70,686 Defined 1,2 33,271 37,415 AMERICAN HOME PRODUCTS CORP Common 026609107 79,420 1,404,104 Defined 1,2 666,503 737,601 AMERICAN INTERNATIONAL GROUP Common 026874107 241,849 2,527,491 Defined 1,2 1,172,996 1,354,495 AMER ISRAELI PAPER MLS -ORD ADR 027069509 39 586 Defined 1,2 586 0 AMERICAN ITALIAN PASTA CO Common 027070101 583 30,369 Defined 1,2 9,869 20,500 AMERICAN MANAGEMENT SYSTEMS Common 027352103 1,199 69,765 Defined 1,2 22,765 47,000 AMERICAN MED SECURITY GROUP INC Common 02744P101 9 1,400 Defined 1,2 0 1,400 AMERICAN NATIONAL INSURANCE Common 028591105 689 10,782 Defined 1,2 8,782 2,000 AMERICAN RETIREMENT CORP Common 028913101 7 1,300 Defined 1,2 0 1,300 AMERICAN PWR CNVRSION Common 029066107 4,053 211,216 Defined 1,2 99,826 111,390 AMERICAN SOFTWARE -CL A Common 029683109 31 9,031 Defined 1,2 7,431 1,600 AMERN STANDARD CO INC Common 029712106 3,639 81,885 Defined 1,2 24,680 57,205 AMERICAN STATES WATER CO Common 029899101 446 14,758 Defined 1,2 4,758 10,000 AMERICAN TOWER CORP Common 029912201 2,271 60,255 Defined 1,2 49,215 11,040 AMERICAN SUPERCONDUCTOR CP Common 030111108 382 7,769 Defined 1,2 6,369 1,400 AMERICAN TELESOURCE INTL INC Common 03018P108 60 26,120 Defined 1,2 21,520 4,600 AMERICAN WATER WORKS INC Common 030411102 3,184 115,505 Defined 1,2 34,690 80,815 AMERICAN WOODMARK CORP Common 030506109 65 3,279 Defined 1,2 2,702 577 AMERICREDIT CORP Common 03060R101 3,658 126,945 Defined 1,2 41,345 85,600 AMERON INC/DE Common 030710107 60 1,639 Defined 1,2 1,351 288 AMERIPATH Common 03071D109 127 8,788 Defined 1,2 7,238 1,550 AMERISOURCE HEALTH CORP Common 03071P102 1,202 25,581 Defined 1,2 17,081 8,500 AMERITRADE HLDG CORP -CL A Common 03072H109 1,288 72,590 Defined 1,2 58,190 14,400 AMERUS GROUP CO Common 03072M108 259 10,056 Defined 1,2 8,299 1,757 AMES DEPT STORES INC Common 030789507 282 48,783 Defined 1,2 15,883 32,900 AMETEK INC Common 031100100 800 37,742 Defined 1,2 11,377 26,365 AMGEN INC Common 031162100 78,002 1,117,055 Defined 1,2 525,635 591,420 AMKOR TECHNOLOGY INC Common 031652100 1,608 61,566 Defined 1,2 50,566 11,000 AMOY PROPERTIES ADR 031892102 1,562 320,486 Defined 1,2 250,736 69,750

7 AMPAL AMERICAN ISRAEL Common 032015109 101 7,687 Defined 1,2 6,328 1,359 AMPHENOL CORP CLASS A Common 032095101 963 16,910 Defined 1,2 13,896 3,014 AMSOUTH BANCORPORATION Common 032165102 5,159 412,756 Defined 1,2 192,702 220,054 AMSTEEL CORP BERHAD ADR 032182107 59 786,633 Defined 1,2 601,793 184,840 AMYLIN PHARMACEUTICALS INC Common 032346108 273 25,441 Defined 1,2 20,941 4,500 AMTRAN INC Common 03234G106 54 4,928 Defined 1,2 4,053 875 AMWAY JAPAN LTD ADR 03234J100 725 163,344 Defined 1,2 126,610 36,734 AMVESCAP PLC ADR 03235E100 8,305 74,907 Defined 1,2 59,007 15,900 ANADARKO PETROLEUM CORP Common 032511107 17,631 265,283 Defined 1,2 124,646 140,637 ANADIGICS INC Common 032515108 266 12,040 Defined 1,2 9,940 2,100 ANALOG DEVICES Common 032654105 31,697 383,911 Defined 1,2 181,899 202,012 ANALOGIC CORP Common 032657207 822 21,379 Defined 1,2 6,979 14,400 ANALYSTS INTERNATIONAL CORP Common 032681108 271 37,584 Defined 1,2 12,234 25,350 ANANGEL AMER SHIPHLDGS ADR 032721201 3 400 Defined 1,2 400 0 ANAREN MICROWAVE INC Common 032744104 599 4,419 Defined 1,2 3,619 800 ANCHOR BANCORP INC/WI Common 032839102 603 38,407 Defined 1,2 12,507 25,900 ANCHOR GAMING Common 033037102 1,509 18,967 Defined 1,2 6,167 12,800 ANDREW CORP Common 034425108 2,333 89,077 Defined 1,2 41,474 47,603 ANDRX GROUP Common 034553107 2,860 30,630 Defined 1,2 21,230 9,400 ANESTA CORP Common 034603100 125 5,414 Defined 1,2 4,439 975 ANGELICA CORP Common 034663104 139 14,352 Defined 1,2 4,652 9,700 ANGLO IRISH BANCORP ADR 035058106 330 14,515 Defined 1,2 11,315 3,200 ANGLOGOLD ADR 035128206 1,866 101,542 Defined 1,2 80,142 21,400 ANHEUSER-BUSCH COS INC Common 035229103 41,621 983,660 Defined 1,2 463,500 520,160 ANIXTER INTERNATIONAL CORP Common 035290105 1,806 61,992 Defined 1,2 20,092 41,900 ANNTAYLOR STORES CORP Common 036115103 1,844 47,965 Defined 1,2 15,565 32,400 ANSYS INC Common 03662Q105 77 6,408 Defined 1,2 5,308 1,100 ANTEC CORP Common 03664P105 1,319 44,700 Defined 1,2 13,400 31,300 ANTENNA TV ADR 03672N100 360 16,380 Defined 1,2 12,680 3,700 ANSWERTHINK CONSULTING GROUP Common 036916104 287 17,672 Defined 1,2 14,572 3,100 ANTIGENICS INC/DEL Common 037032109 149 10,099 Defined 1,2 8,299 1,800 MOSENERGO ADR 037376308 519 142,185 Defined 1,2 112,485 29,700 AO TORGOVY DOM GUM ADR 037379104 2 700 Defined 1,2 0 700 TATNEFT ADR 03737P306 570 57,355 Defined 1,2 44,655 12,700 AON CORP Common 037389103 10,965 279,365 Defined 1,2 131,075 148,290 APACHE CORP Common 037411105 7,881 133,293 Defined 1,2 62,505 70,788 APASCO ADR 037488103 793 29,951 Defined 1,2 23,351 6,600 APARTMENT INVT & MGMT CO REIT 03748R101 1,612 34,992 Defined 1,2 26,108 8,884 APOGEE ENTERPRISES INC Common 037598109 262 46,070 Defined 1,2 14,970 31,100 APHTON CORP Common 03759P101 230 8,004 Defined 1,2 5,404 2,600 APOLLO GROUP INC -CL A Common 037604105 3,523 88,349 Defined 1,2 26,599 61,750 APPLE COMPUTER INC Common 037833100 9,159 355,698 Defined 1,2 166,260 189,438 APPLEBEES INTL INC Common 037899101 1,022 44,414 Defined 1,2 14,414 30,000 APRIA HEALTHCARE GROUP Common 037933108 948 68,006 Defined 1,2 18,604 49,402 APPLIED ANALYTICAL INDUSTRIES Common 037939105 65 8,390 Defined 1,2 5,790 2,600 APPLICA INC Common 03815A106 236 38,210 Defined 1,2 12,410 25,800 Applied Digital Solu Common 038188108 77 20,391 Defined 1,2 16,791 3,600 APPLIED INDUSTRIAL TECH Common 03820C105 584 33,705 Defined 1,2 11,005 22,700 APPLIED MAGNETICS CORP Common 038213104 0 2,300 Defined 1,2 0 2,300 APPLIED MATERIAL Common 038222105 51,982 876,405 Defined 1,2 414,124 462,281 APPLIED MICRO CIRUCUITS CORP Common 03822W109 12,946 62,520 Defined 1,2 40,820 21,700 APPLIED SCI & TECH Common 038236105 85 5,729 Defined 1,2 4,729 1,000 APPLIED THEORY CORP Common 03828R104 58 9,517 Defined 1,2 7,817 1,700 APROPOS TECHNOLOGY INC Common 038334108 57 6,311 Defined 1,2 5,211 1,100 APTARGROUP INC Common 038336103 1,425 59,518 Defined 1,2 19,318 40,200

8 ARACRUZ CELULOSE SA ADR 038496204 717 43,307 Defined 1,2 33,208 10,099 ARADIGM CORP Common 038505103 160 6,990 Defined 1,2 5,790 1,200 ARCH CAPITAL GROUP LTD Common 03937L105 80 5,050 Defined 1,2 4,150 900 ARCH CHEMICALS INC Common 03937R102 672 36,820 Defined 1,2 11,920 24,900 ARCH COAL INC Common 039380100 154 15,438 Defined 1,2 12,738 2,700 ARCHER-DANIELS-MIDLAND CO Common 039483102 5,935 688,081 Defined 1,2 323,667 364,414 ARCHSTONE COMMUNITIES TRUST REIT 039581103 1,935 78,774 Defined 1,2 55,874 22,900 ARCTIC CAT INC Common 039670104 508 40,250 Defined 1,2 13,125 27,125 ARDEN REALTY GROUP REIT 039793104 914 34,099 Defined 1,2 24,399 9,700 AREA BANCSHARES CORP NEW Common 039872106 149 6,701 Defined 1,2 5,501 1,200 Aremissoft Corp Del Common 040026106 233 6,215 Defined 1,2 5,115 1,100 ARGONAUT GROUP INC Common 040157109 158 9,031 Defined 1,2 7,431 1,600 ARGOSY GAMING CORP Common 040228108 208 11,457 Defined 1,2 9,457 2,000 ARGUSS HOLDINGS INC Common 040282105 111 5,414 Defined 1,2 4,439 975 ARIAD PHARMACEUTICALS INC Common 04033A100 133 10,585 Defined 1,2 8,685 1,900 ARIBA INC Common 04033V104 15,250 106,448 Defined 1,2 78,648 27,800 ARKANSAS BEST CORP Common 040790107 504 32,752 Defined 1,2 10,652 22,100 ARM HOLDINGS PLC ADR 042068106 5,771 175,220 Defined 1,2 139,520 35,700 ARMSTRONG HOLDINGS INC Common 042384107 530 44,376 Defined 1,2 20,782 23,594 ARNOLD INDUSTRIES INC Common 042595108 491 29,083 Defined 1,2 8,775 20,308 ARQULE INC Common 04269E107 94 5,511 Defined 1,2 4,536 975 ARROW ELECTRONICS INC Common 042735100 3,930 115,373 Defined 1,2 34,633 80,740 ARROW INTERNATIONAL Common 042764100 441 12,131 Defined 1,2 7,431 4,700 ART TECHNOLOGY GROUP INC Common 04289L107 2,567 27,095 Defined 1,2 22,195 4,900 ARTISAN COMPONENTS INC Common 042923102 75 5,825 Defined 1,2 4,825 1,000 ARTESYN TECHNOLOGIES Common 043127109 1,839 63,141 Defined 1,2 20,441 42,700 ARTHROCARE CORP Common 043136100 87 4,467 Defined 1,2 3,667 800 ARTISOFT INC Common 04314L106 47 6,215 Defined 1,2 5,115 1,100 ARTISTDIRECT INC Common 04315D103 18 14,954 Defined 1,2 12,314 2,640 ARVINMERITOR INC Common 043353101 1,222 83,209 Defined 1,2 25,122 58,087 ASHANTI GOLDFIELDS CO. LTD ADR 043743202 145 56,757 Defined 1,2 44,857 11,900 ASHFORD.COM INC Common 044093102 61 18,061 Defined 1,2 14,861 3,200 ASHLAND INC Common 044204105 2,585 76,734 Defined 1,2 35,990 40,744 ASHTON MINING ADR 045074101 17 3,000 Defined 1,2 2,100 900 ASHWORTH INC Common 04516H101 174 22,109 Defined 1,2 7,209 14,900 ASIA PULP & PAPER ADR 04516V100 232 132,519 Defined 1,2 105,419 27,100 ASIA SATELLITE TELECOMMUNICATIONS ADR 04516X106 536 21,447 Defined 1,2 17,247 4,200 ASK JEEVES, INC Common 045174109 276 14,370 Defined 1,2 11,870 2,500 ASPECT MEDICAL SYSTEMS INC Common 045235108 83 6,701 Defined 1,2 5,501 1,200 ASPECT COMMUNICATIONS Common 04523Q102 1,785 86,563 Defined 1,2 28,263 58,300 ASPEN TECHNOLOGY INC Common 045327103 1,948 43,171 Defined 1,2 14,071 29,100 ASSOCIATED BANC CORP Common 045487105 2,116 80,592 Defined 1,2 24,266 56,326 ASSOCIATED ESTATES RLTY CORP REIT 045604105 94 11,605 Defined 1,2 7,905 3,700 AT HOME NETWORK Common 045919107 2,469 174,805 Defined 1,2 121,783 53,022 ASSOCIATES FIRST CAPITAL CORP Common 046008108 30,135 793,029 Defined 1,2 373,019 420,010 ASTEC INDUSTRIES INC Common 046224101 349 31,929 Defined 1,2 10,329 21,600 ASTORIA FINL CORP Common 046265104 2,309 59,777 Defined 1,2 17,918 41,859 ASTRAZENECA PLC ADR 046353108 50,855 967,516 Defined 1,2 758,921 208,595 ASTROPOWER INC Common 04644A101 182 4,589 Defined 1,2 3,764 825 ASYST TECHNOLOGIES INC Common 04648X107 254 12,526 Defined 1,2 10,326 2,200 AT&T LATIN AMERICA CORP Common 04649A106 138 16,369 Defined 1,2 13,419 2,950 ATLANTIC COAST AIRLINES INC Common 048396105 1,126 34,976 Defined 1,2 11,376 23,600 ATLAS AIR INC Common 049164106 1,893 44,800 Defined 1,2 13,400 31,400 ATLAS COPCO ADR 049255706 1,203 70,036 Defined 1,2 53,937 16,099 ATMEL CORP Common 049513104 8,246 542,944 Defined 1,2 163,076 379,868

9 ATMOS ENERGY CORP Common 049560105 1,086 52,651 Defined 1,2 17,151 35,500 ATWOOD OCEANICS Common 050095108 956 22,925 Defined 1,2 7,425 15,500 AUDIBLE INC Common 05069A104 13 11,168 Defined 1,2 9,168 2,000 AUDIOVOX CORP -CL A Common 050757103 564 37,417 Defined 1,2 12,217 25,200 AURA SYSTEMS INC Common 051526101 4 4,444 Defined 1,2 0 4,444 AURORA FOODS INC Common 05164B106 90 27,188 Defined 1,2 22,388 4,800 AURORA BIOSCIENCES CORP Common 051920106 555 8,159 Defined 1,2 6,659 1,500 AUSPEX SYSTEMS INC Common 052116100 614 49,586 Defined 1,2 16,086 33,500 AUSTRLIA & NW ZEALND BK ADR 052528304 6,270 174,168 Defined 1,2 136,568 37,600 AUTOBYTEL.COM, INC. Common 05275N106 37 8,155 Defined 1,2 6,755 1,400 AUTODESK INC Common 052769106 1,619 63,789 Defined 1,2 29,848 33,941 AUTOLIV INC ADR 052800109 1,033 52,958 Defined 1,2 40,058 12,900 AUTOMATIC DATA PROCESSING Common 053015103 45,611 682,035 Defined 1,2 321,117 360,918 AUTONATION INC Common 05329W102 878 146,312 Defined 1,2 120,432 25,880 AUTOZONE INC Common 053332102 3,174 139,902 Defined 1,2 65,599 74,303 AVALON BAY COMMUNITIES INC REIT 053484101 1,660 34,805 Defined 1,2 24,849 9,956 AVANT CORP Common 053487104 1,269 69,510 Defined 1,2 21,210 48,300 AVANEX CORP Common 05348W109 316 2,938 Defined 1,2 2,413 525 AVANT IMMUNOTHERAPEUTICS INC Common 053491106 219 20,295 Defined 1,2 16,695 3,600 AVATAR HOLDINGS INC Common 053494100 66 3,404 Defined 1,2 2,799 605 AVAYA INC Common 053499109 7 300 Defined 1,2 0 300 AVANTGO INC Common 05349M100 100 5,000 Defined 1,2 4,000 1,000 AVENTIS SA ADR 053561106 31,354 416,314 Defined 1,2 320,750 95,564 AVERY DENNISON CORP Common 053611109 5,635 121,502 Defined 1,2 57,372 64,130 AVICI SYSTEMS INC Common 05367L109 1,784 18,750 Defined 1,2 15,500 3,250 AVID TECHNOLOGY INC Common 05367P100 583 41,659 Defined 1,2 13,559 28,100 Avigen Inc Common 053690103 274 6,894 Defined 1,2 5,694 1,200 AVIRON Common 053762100 557 9,552 Defined 1,2 6,852 2,700 AVIS RENT A CAR INC Common 053790101 374 12,622 Defined 1,2 10,422 2,200 AVISTA CORP Common 05379B107 1,778 79,005 Defined 1,2 25,805 53,200 AVNET INC Common 053807103 2,978 104,966 Defined 1,2 32,432 72,534 AVOCENT CORP Common 053893103 2,783 50,490 Defined 1,2 15,191 35,299 AVON PRODUCTS Common 054303102 10,538 257,818 Defined 1,2 121,880 135,938 AXA ADR 054536107 24,619 380,590 Defined 1,2 300,340 80,250 AWARE INC MASS Common 05453N100 1,437 37,320 Defined 1,2 12,120 25,200 AXCELIS TECHNOLOGIES INC Common 054540109 459 38,645 Defined 1,2 31,845 6,800 AXENT TECHNOLOGIES INC Common 05459C108 340 15,770 Defined 1,2 9,650 6,120 ARRIS PHARMACEUTICAL CORP Common 054635107 97 14,273 Defined 1,2 11,773 2,500 AZTAR CORP Common 054802103 1,027 66,775 Defined 1,2 21,975 44,800 BB&T CORP Common 054937107 13,159 436,821 Defined 1,2 204,249 232,572 AZURIX CORP Common 05501M104 169 47,483 Defined 1,2 39,083 8,400 B A A ADR 05518L206 4,720 600,634 Defined 1,2 465,384 135,250 BAE SYSTEMS CANADA INC Common 055231104 194 12,861 Defined 1,2 10,061 2,800 BASF AG ADR 055262505 5,191 142,455 Defined 1,2 106,255 36,200 BCE INC Common 05534B109 8,128 347,702 Defined 1,2 266,402 81,300 BG PLC SPON ADR ADR 055434203 12,482 388,554 Defined 1,2 297,008 91,546 BHC COMMUNICATIONS -CL A Common 055448104 1,436 9,127 Defined 1,2 7,527 1,600 BISYS GROUP INC Common 055472104 3,807 49,240 Defined 1,2 14,940 34,300 BJ SERVICES CO Common 055482103 5,941 97,190 Defined 1,2 29,398 67,792 BJS WHOLESALE CLUB Common 05548J106 2,937 86,054 Defined 1,2 25,924 60,130 BMC INDUSTRIES INC/MN Common 055607105 313 45,554 Defined 1,2 14,854 30,700 BOC GROUP PLC ADR 055617609 3,514 134,492 Defined 1,2 107,392 27,100 BOK FINANCIAL CORP Common 05561Q201 368 19,875 Defined 1,2 16,345 3,530 BP AMOCO PLC ADR 055622104 98,696 1,862,193 Defined 1,2 1,438,671 423,522 BRE PROPERTIES -CL A REIT 05564E106 774 24,174 Defined 1,2 17,274 6,900

10 BSB BANCORP Common 055652101 93 4,176 Defined 1,2 3,426 750 BT FINANCIAL CORP Common 055763106 125 6,753 Defined 1,2 5,535 1,218 BMC SOFTWARE INC Common 055921100 5,171 270,386 Defined 1,2 126,226 144,160 BACOU USA INC Common 056439102 223 8,587 Defined 1,2 5,887 2,700 BAKER-HUGHES INC Common 057224107 13,372 360,181 Defined 1,2 169,006 191,175 BAKER (J) INC Common 057232100 105 23,302 Defined 1,2 7,602 15,700 BALDOR ELECTRIC Common 057741100 1,140 56,119 Defined 1,2 18,233 37,886 BALDWIN & LYONS -CL B Common 057755209 103 5,339 Defined 1,2 4,439 900 BALL CORP Common 058498106 1,019 32,151 Defined 1,2 15,019 17,132 BALLARD POWER SYSTEMS Common 05858H104 2,522 23,081 Defined 1,2 22,581 500 BALLY TOTAL FITNESS Common 05873K108 241 9,645 Defined 1,2 7,913 1,732 BANCFIRST CORP/OK Common 05945F103 105 3,294 Defined 1,2 2,702 592 BANCO BILBAO VIZCAYA ADR 05946K101 24,984 1,665,625 Defined 1,2 1,279,392 386,233 BANCO COMERCIAL PORTGE ADR 059479303 2,048 78,778 Defined 1,2 61,338 17,440 BANCO DE A. EDWARDS ADR 059504100 252 19,400 Defined 1,2 15,500 3,900 BANCO FRANCES DEL RIO DE LA SP ADR 059591107 614 29,593 Defined 1,2 23,052 6,541 BANCO GANADERO ADR 059594408 64 17,652 Defined 1,2 14,052 3,600 BANCO RIO DE LA PLATA ADR 059644104 460 55,712 Defined 1,2 44,012 11,700 BSCH GROUP ADR 05964H105 22,412 2,049,126 Defined 1,2 1,606,310 442,816 BANCO WEISE ADR 059651109 1 1,100 Defined 1,2 0 1,100 BANCO SANTANDER CHILE ADR 05965F108 918 62,787 Defined 1,2 50,287 12,500 BANCO SANTIAGO ADR ADR 05965L105 989 50,705 Defined 1,2 40,505 10,200 BANCOLUMBIA SA ADR 05968L102 80 24,691 Defined 1,2 19,091 5,600 BANCORPSOUTH INC Common 059692103 331 22,993 Defined 1,2 18,863 4,130 BANCWEST CORP NEW Common 059790105 552 28,401 Defined 1,2 23,353 5,048 BANDAG INC Common 059815100 881 24,524 Defined 1,2 7,324 17,200 BANDAI LTD ADR 059822106 847 105,179 Defined 1,2 81,779 23,400 BANCO ESPADOL DE CREDITO ADR 059878207 4,628 679,845 Defined 1,2 536,645 143,200 BANGOR HYDRO-ELEC CO Common 060077104 299 12,349 Defined 1,2 4,049 8,300 BANKAMERICA CORP Common 060505104 93,502 1,785,237 Defined 1,2 839,796 945,441 BANK AUSTRIA ADR 060593100 2,016 185,592 Defined 1,2 150,992 34,600 BANK OF EAST ASIA ADR 061874103 1,720 766,343 Defined 1,2 592,460 173,883 BANK OF GRANITE CORPORATION Common 062401104 105 4,581 Defined 1,2 3,763 818 BANK OF MONTREAL Common 063671101 6,465 143,062 Defined 1,2 111,205 31,857 BANK OF NEW YORK CO INC Common 064057102 45,180 805,893 Defined 1,2 377,782 428,111 BANC ONE CORP Common 06423A103 48,578 1,257,689 Defined 1,2 590,707 666,982 BANK OF TOKYO-MITSUBISHI, LTD ADR ADR 065379109 30,067 2,572,537 Defined 1,2 1,977,757 594,780 BANK UNITED CORP Common 065412108 664 13,108 Defined 1,2 10,808 2,300 BANKATLANTIC BANCORP Common 065908501 54 12,857 Defined 1,2 10,572 2,285 BANKINTER SA ADR 066460205 1,571 39,298 Defined 1,2 31,998 7,300 BANKNORTH GROUP INC Common 06646R107 3,045 170,338 Defined 1,2 51,168 119,170 BANKUNITED FINANCIAL CORP Common 06652B103 53 7,187 Defined 1,2 5,887 1,300 BANTA CORP Common 066821109 716 29,364 Defined 1,2 8,862 20,502 BARD (C.R.) INC Common 067383109 2,619 61,988 Defined 1,2 26,147 35,841 BARCLAYS PLC/ENGLAND ADR 06738E204 24,144 218,372 Defined 1,2 168,772 49,600 BARNES & NOBLE INC Common 067774109 1,448 73,557 Defined 1,2 22,629 50,928 BARNES GROUP INC Common 067806109 567 30,859 Defined 1,2 10,059 20,800 BARNESANDNOBLE.COM Common 067846105 61 12,429 Defined 1,2 10,229 2,200 BARRICK GOLD CORPORATION Common 067901108 6,613 433,618 Defined 1,2 202,467 231,151 BARNETT INC Common 068062108 86 6,604 Defined 1,2 5,404 1,200 BARR LABORATORIES INC Common 068306109 4,014 60,535 Defined 1,2 18,610 41,925 BARRA INC Common 068313105 1,533 24,705 Defined 1,2 7,405 17,300 BARRETT RESOURCES CORP Common 068480201 2,081 55,047 Defined 1,2 17,797 37,250 BASS PLC ADR 069904209 4,338 433,778 Defined 1,2 342,389 91,389 BASIN EXPL INC Common 070107107 146 7,476 Defined 1,2 6,176 1,300

11 BASSETT FURNITURE INDS Common 070203104 278 19,611 Defined 1,2 6,380 13,231 BATTLE MTN GOLD CO Common 071593107 93 53,211 Defined 1,2 43,811 9,400 BAUSCH & LOMB INC Common 071707103 2,548 65,438 Defined 1,2 27,614 37,824 BAXTER INTERNATIONAL INC Common 071813109 25,222 316,013 Defined 1,2 149,008 167,005 BAY VIEW CAP CORP Common 07262L101 142 13,218 Defined 1,2 10,870 2,348 BAYER A G ADR 072730302 15,196 411,003 Defined 1,2 320,203 90,800 BANCO BHIF ADR 073297103 27 1,834 Defined 1,2 1,834 0 BE AEROSPACE INC Common 073302101 672 41,679 Defined 1,2 13,579 28,100 BE FREE INC Common 073308108 104 24,565 Defined 1,2 20,265 4,300 Be Inc Common 073309106 59 14,566 Defined 1,2 11,966 2,600 BEA SYSTEMS Common 073325102 10,718 137,632 Defined 1,2 81,832 55,800 BEAR STEARNS COMPANIES INC Common 073902108 7,465 118,494 Defined 1,2 55,757 62,737 BEAZER HOMES USA INC Common 07556Q105 93 3,424 Defined 1,2 2,799 625 BEBE STORES INC Common 075571109 149 10,003 Defined 1,2 8,203 1,800 BECKMAN COULTER INC Common 075811109 2,684 34,798 Defined 1,2 10,412 24,386 BECTON DICKINSON & CO Common 075887109 8,153 308,377 Defined 1,2 129,687 178,690 BED BATH & BEYOND INC Common 075896100 7,533 308,866 Defined 1,2 144,530 164,336 BEDFORD PPTY INVS INC REIT 076446301 220 10,841 Defined 1,2 7,141 3,700 BEIJING YANHUA PETROCHEMICAL LTD ADR 07725N108 4 750 Defined 1,2 750 0 BEL FUSE INC Common 077347201 194 4,346 Defined 1,2 3,571 775 BELCO OIL & GAS Common 077410108 111 12,526 Defined 1,2 10,326 2,200 BELDEN INC Common 077459105 959 40,576 Defined 1,2 13,176 27,400 BELL & HOWELL CO Common 077852101 210 9,613 Defined 1,2 7,913 1,700 BELL CANADA INTERNATIONAL Common 077914109 298 13,796 Defined 1,2 10,796 3,000 BELLSOUTH CORP Common 079860102 82,418 2,047,661 Defined 1,2 958,041 1,089,620 BELO (AH) CORP -SER A COM Common 080555105 2,549 138,227 Defined 1,2 41,639 96,588 BEMIS CO Common 081437105 1,873 58,303 Defined 1,2 27,354 30,949 BENCHMARK ELECTRONICS INC Common 08160H101 1,643 31,604 Defined 1,2 10,254 21,350 BENETTON GROUP SPA ADR 081795403 1,868 51,363 Defined 1,2 39,867 11,496 BERGEN BRUNSWIG CORP -CL A Common 083739102 2,010 172,017 Defined 1,2 47,633 124,384 BERINGER WINE ESTATES HOLDINGS INC Common 084102102 1,814 32,652 Defined 1,2 10,652 22,000 BERKLEY (W R) CORP Common 084423102 359 10,389 Defined 1,2 8,589 1,800 BERKSHIRE HATHAWAY INC Common 084670108 40,057 622 Defined 1,2 507 115 BERRY PETROLEUM -CL A Common 085789105 154 8,545 Defined 1,2 7,045 1,500 BESPAK ADR 086342102 126 14,920 Defined 1,2 11,820 3,100 BEST BUY CO INC Common 086516101 14,252 224,001 Defined 1,2 105,754 118,247 BESTFOODS INC Common 08658U101 21,908 301,142 Defined 1,2 141,807 159,335 BETHLEHEM STEEL CORP Common 087509105 432 144,093 Defined 1,2 67,817 76,276 BEVERLY ENTERPRISES Common 087851309 317 53,375 Defined 1,2 33,775 19,600 BEYOND.COM CORP Common 08860E101 4 3,500 Defined 1,2 0 3,500 BIACORE INTERNATIONAL AB ADR 088658109 18 500 Defined 1,2 500 0 BILLING CONCEPTS CORP Common 090063108 224 70,368 Defined 1,2 22,868 47,500 BILLITON PLC ADR 090171109 695 195,946 Defined 1,2 191,746 4,200 BINDLEY WESTERN INDS Common 090324104 1,966 61,439 Defined 1,2 18,730 42,709 BINDVIEW DEVELOPMENT CORPORATION Common 090327107 158 20,877 Defined 1,2 17,177 3,700 BIO-RAD LABS -CL A Common 090572207 136 6,028 Defined 1,2 4,053 1,975 BIO TECHNOLOGY GENERAL CORP Common 090578105 1,098 96,034 Defined 1,2 29,834 66,200 BIOCHEM PHARMA INC Common 09058T108 1,305 59,467 Defined 1,2 45,467 14,000 BIOCRYST PHARMACEUTICALS Common 09058V103 147 7,040 Defined 1,2 5,790 1,250 BIOGEN INC Common 090597105 10,911 178,861 Defined 1,2 76,107 102,754 BIOMATRIX INC Common 09060P102 713 40,736 Defined 1,2 12,636 28,100 BIOMET INC Common 090613100 7,537 215,330 Defined 1,2 90,642 124,688 BIOMARIN PHARMACEUTICAL INC. Common 09061G101 262 14,273 Defined 1,2 11,773 2,500 Biopure Corp Common 09065H105 181 10,001 Defined 1,2 8,271 1,730 BIOVAIL CORP Common 09067J109 2,354 28,900 Defined 1,2 20,700 8,200

12 BIOSITE DIAGNOSTICS INC Common 090945106 221 5,536 Defined 1,2 4,536 1,000 BIRMINGHAM STEEL CORP Common 091250100 139 51,748 Defined 1,2 16,998 34,750 BIOMIRA INC Common 09161R106 56 5,357 Defined 1,2 5,157 200 BLACK & DECKER CORP Common 091797100 3,138 91,774 Defined 1,2 43,205 48,569 BLACK BOX CORP Common 091826107 1,444 30,975 Defined 1,2 10,075 20,900 BLACK HILLS CORP Common 092113109 761 27,111 Defined 1,2 8,167 18,944 BLACKROCK INC Common 09247X101 117 3,642 Defined 1,2 2,992 650 BLAIR CORP Common 092828102 76 3,229 Defined 1,2 2,654 575 BLANCH E W HLDGS INC Common 093210102 444 21,382 Defined 1,2 6,982 14,400 BLAZE SOFTWARE INC Common 09347T109 109 8,641 Defined 1,2 7,141 1,500 BLOCK DRUG -CL A Common 093644102 400 9,278 Defined 1,2 7,621 1,657 BLOCK H & R INC Common 093671105 3,996 107,831 Defined 1,2 50,247 57,584 BLOCKBUSTER INC. Common 093679108 110 12,527 Defined 1,2 10,302 2,225 BLOUNT INTERNATIONAL INC - NEW Common 095180105 140 12,429 Defined 1,2 10,229 2,200 BLUE CIRCLE INDUSTRIES ADR 095342408 2,669 439,914 Defined 1,2 341,614 98,300 BLUE MARTINI SOFTWARE INC Common 095698106 936 27,622 Defined 1,2 22,822 4,800 BLUE SQUARE ADR 096055108 208 18,527 Defined 1,2 14,527 4,000 BLUESTONE SOFTWARE Common 09623P102 143 8,253 Defined 1,2 6,813 1,440 BLYTH INC Common 09643P108 1,319 56,263 Defined 1,2 16,963 39,300 BOB EVANS FARMS Common 096761101 769 41,563 Defined 1,2 12,510 29,053 BOCA RESORTS INC Common 09688t106 181 16,410 Defined 1,2 13,510 2,900 BODY SHOP INTL. ADR 096895107 166 22,047 Defined 1,2 17,247 4,800 BOEING CO Common 097023105 60,921 967,004 Defined 1,2 458,749 508,255 BOISE CASCADE CORP Common 097383103 1,664 62,626 Defined 1,2 29,462 33,164 BOMBAY CO INC Common 097924104 137 56,224 Defined 1,2 18,312 37,912 BONE CARE INTERNATIONAL INC Common 098072101 97 4,685 Defined 1,2 3,860 825 BOOKER ADR 098561202 328 34,218 Defined 1,2 25,518 8,700 BOOKHAM TECHNOLOGY PLC ADR 09856Q108 1,715 40,000 Defined 1,2 36,500 3,500 BOOKS-A-MILLION INC Common 098570104 78 29,903 Defined 1,2 9,703 20,200 BORAL LIMITED ADR 099514101 348 81,375 Defined 1,2 60,300 21,075 BORDERS GROUP INC Common 099709107 1,280 91,868 Defined 1,2 27,668 64,200 BORG WARNER INC Common 099724106 1,018 30,745 Defined 1,2 9,245 21,500 BOSTON BEER COMPANY Common 100557107 52 5,729 Defined 1,2 4,729 1,000 BOSTON PROPERTIES INC REIT 101121101 1,556 36,233 Defined 1,2 26,333 9,900 BOSTON SCIENTIFIC CORP Common 101137107 7,319 445,246 Defined 1,2 208,241 237,005 BOTTOMLINE TECHNOLOGIES INC Common 101388106 167 4,467 Defined 1,2 3,667 800 BOUYGUES OFFSHORE S.A. ADR 102112109 492 18,917 Defined 1,2 15,217 3,700 BOWATER INC Common 102183100 2,731 58,807 Defined 1,2 17,714 41,093 BOWNE & CO INC Common 103043105 548 56,225 Defined 1,2 18,325 37,900 BOYD GAMING CORP Common 103304101 125 25,248 Defined 1,2 20,748 4,500 BOYDS COLLECTION Common 103354106 176 23,886 Defined 1,2 19,686 4,200 BOYKIN LODGING CO REIT 103430104 99 9,548 Defined 1,2 6,748 2,800 BRADY CORP Common 104674106 1,141 37,732 Defined 1,2 12,232 25,500 BRANDYWINE REALTY TRUST REIT 105368203 415 20,472 Defined 1,2 14,572 5,900 BRASCAN CORP Common 10549P606 1,941 150,770 Defined 1,2 118,020 32,750 TELE CELULAR SUL PART ADR 105530109 1,413 24,262 Defined 1,2 18,662 5,600 BRAUN CONSULTING Common 105651103 160 8,059 Defined 1,2 6,659 1,400 BREAKAWAY SOLUTIONS INC Common 106372105 127 14,273 Defined 1,2 11,773 2,500 BRENTON BKS INC Common 107211104 99 8,181 Defined 1,2 6,755 1,426 BRIDGFORD FOODS CORP Common 108763103 55 4,458 Defined 1,2 3,667 791 BRIGGS & STRATTON Common 109043109 908 24,005 Defined 1,2 11,213 12,792 BRIGHT HORIZONS Common 109195107 122 4,757 Defined 1,2 3,957 800 BRIGHT STATION PLC ADR 10921M106 16 4,378 Defined 1,2 4,278 100 BRIGHTPOINT INC Common 109473108 468 92,950 Defined 1,2 30,350 62,600 BRILLIANCE CHINA AUTO -VTG ADR 10949Q105 86 2,822 Defined 1,2 2,722 100

13 BRINKER INTL INC Common 109641100 2,306 76,538 Defined 1,2 23,032 53,506 BRIO TECHNOLOGY INC Common 109704106 119 11,264 Defined 1,2 9,264 2,000 BRISTOL MYERS SQUIBB Common 110122108 120,972 2,117,674 Defined 1,2 1,005,096 1,112,578 BRITISH AIRWAYS PLC ADR 110419306 2,571 60,139 Defined 1,2 47,239 12,900 BRITISH AMERICAN TOBACCO PLC ADR 110448107 5,699 436,289 Defined 1,2 344,526 91,763 BRIT BIO-TECH GRP PLC ADR 110515103 101 36,769 Defined 1,2 29,069 7,700 BRITISH ENERGY PLC ADR 110793304 148 14,192 Defined 1,2 13,892 300 BRITISH SKY BRDCSTG GP ADR 111013108 14,569 154,987 Defined 1,2 121,287 33,700 BRITISH TELECOM PLC ADR 111021408 38,553 360,100 Defined 1,2 277,600 82,500 BROADBASE SOFTWARE INC Common 11130R100 255 18,837 Defined 1,2 15,537 3,300 BROADCOM Common 111320107 59,202 242,882 Defined 1,2 113,512 129,370 BROADVISION INC Common 111412102 3,328 129,571 Defined 1,2 83,356 46,215 BROADWING INC Common 111620100 6,497 254,148 Defined 1,2 76,297 177,851 BROCADE COMMUNICATIONS SYSTEMS INC Common 111621108 11,019 46,691 Defined 1,2 36,091 10,600 BROOKDALE LIVING CMNTYS INC Common 112462106 60 4,006 Defined 1,2 3,281 725 BROOKLINE BANCORP INC Common 113739106 128 11,166 Defined 1,2 9,166 2,000 BROOKS AUTOMATION INC Common 11434A100 225 6,797 Defined 1,2 5,597 1,200 BROOKTROUT TECHNOLOGY Common 114580103 670 20,353 Defined 1,2 6,653 13,700 BROWN & BROWN INC Common 115236101 352 11,072 Defined 1,2 9,072 2,000 BROWN-FORMAN -CL B Common 115637209 4,103 74,941 Defined 1,2 35,218 39,723 BROWN (TOM) INC Common 115660201 352 14,370 Defined 1,2 11,870 2,500 BROWN GROUP INC Common 115736100 279 30,344 Defined 1,2 9,909 20,435 BRUNSWICK CORP Common 117043109 1,751 95,926 Defined 1,2 45,070 50,856 BRUSH WELLMAN INC Common 117421107 587 27,154 Defined 1,2 8,854 18,300 BSQUARE CORP Common 11776U102 205 13,205 Defined 1,2 10,905 2,300 BUCKEYE TECHNOLOGIES CORP Common 118255108 1,209 58,289 Defined 1,2 18,889 39,400 BUCKLE INC Common 118440106 97 8,302 Defined 1,2 6,852 1,450 UNKNOWN Common 119003101 58 14,952 Defined 1,2 12,352 2,600 BUFETE INDL ADR 11942H100 0 900 Defined 1,2 800 100 BUILDING MATERIALS HOLDING CO Common 120113105 187 21,069 Defined 1,2 6,869 14,200 BUNZL PLC ADR 120738307 1,305 47,023 Defined 1,2 37,123 9,900 BURLINGTON COAT FACTORY WRHS Common 121579106 1,059 74,000 Defined 1,2 24,200 49,800 BURLINGTON NORTHERN SANTA FE CORP Common 12189T104 9,495 440,349 Defined 1,2 206,662 233,687 BURLINGTON RESOURCES INC Common 122014103 8,632 234,493 Defined 1,2 110,622 123,871 BURNHAM PACIFIC PPTY INC REIT 12232C108 106 17,456 Defined 1,2 12,256 5,200 BURNS INTERNATIONAL Common 122374101 173 8,059 Defined 1,2 6,659 1,400 BURNS, PHILIP & CO. ADR 122393309 7 4,200 Defined 1,2 2,800 1,400 BUSH BOAKE ALLEN INC Common 123162109 376 7,866 Defined 1,2 6,466 1,400 BUSH INDUSTRIES -CL A Common 123164105 49 4,224 Defined 1,2 3,474 750 BUSINESS OBJECTS ADR 12328X107 2,206 19,510 Defined 1,2 15,310 4,200 BUTLER MFG CO Common 123655102 244 10,646 Defined 1,2 3,446 7,200 BUY.COM INC Common 124269101 148 53,308 Defined 1,2 43,908 9,400 C & D TECHNOLOGIES INC Common 124661109 2,472 43,555 Defined 1,2 14,055 29,500 Cais Internet Inc Common 12476Q102 45 9,224 Defined 1,2 7,624 1,600 CBL & ASSOCIATES PPTYS INC REIT 124830100 332 13,264 Defined 1,2 9,264 4,000 CCC INFORMATION SVCS GROUP I Common 12487Q109 97 12,031 Defined 1,2 7,431 4,600 CB RICHARD ELLIS SVCS Common 12489L108 102 8,352 Defined 1,2 6,852 1,500 CBRL GROUP INC Common 12489V106 959 66,716 Defined 1,2 20,127 46,589 CFW COMMUNICATIONS CO Common 124923103 142 5,243 Defined 1,2 4,343 900 C Bridge Internet So Common 12500B105 149 7,962 Defined 1,2 6,562 1,400 C-COR ELECTRONICS INC Common 125010108 859 56,093 Defined 1,2 18,293 37,800 C-CUBE MICROSYSTEMS INC Common 12501N108 1,797 87,654 Defined 1,2 26,554 61,100 CDI CORP Common 125071100 508 31,729 Defined 1,2 10,329 21,400 CDW COMPUTER CENTERS INC Common 125129106 7,099 102,885 Defined 1,2 30,945 71,940 CEC ENTERTAINMENT INC Common 125137109 1,436 44,865 Defined 1,2 14,503 30,362

14 CE ENERGY GROUP Common 12541M102 1,111 27,863 Defined 1,2 9,063 18,800 C H ROBINSON Common 12541W100 2,798 49,640 Defined 1,2 14,940 34,700 CIGNA CORP Common 125509109 17,958 172,010 Defined 1,2 81,121 90,889 CIT GROUP INC Common 125577106 5,030 287,447 Defined 1,2 134,747 152,700 CKE RESTAURANTS INC Common 12561E105 259 84,486 Defined 1,2 27,563 56,923 CLECO CORP HOLDING CO Common 12561W105 1,236 26,441 Defined 1,2 7,903 18,538 CMG INFORMATION SERVICES INC Common 125750109 3,869 138,470 Defined 1,2 94,522 43,948 CMS ENERGY CORP Common 125896100 3,250 120,643 Defined 1,2 56,504 64,139 CPI CORP Common 125902106 274 12,902 Defined 1,2 4,202 8,700 CPB INC Common 125903104 98 3,642 Defined 1,2 2,992 650 CSS INDS INC Common 125906107 75 3,763 Defined 1,2 3,088 675 C.P. POKPHAND ADR 125918102 3 4,600 Defined 1,2 3,200 1,400 CMAC INDUSTRIES INC Common 125920108 575 10,000 Defined 1,2 10,000 0 CTG RESOURCES INC Common 125957100 149 3,695 Defined 1,2 2,895 800 CSK AUTO CORP Common 125965103 51 11,264 Defined 1,2 9,264 2,000 CNA FINANCIAL CORP Common 126117100 2,838 74,185 Defined 1,2 61,085 13,100 CNA SURETY CORP Common 12612L108 200 17,382 Defined 1,2 14,282 3,100 CNF TRANSPORTATION INC Common 12612W104 1,274 57,239 Defined 1,2 17,156 40,083 CNET NETWORKS INC Common 12613R104 1,122 46,061 Defined 1,2 28,661 17,400 C P & L ENERGY Common 12614C106 7,255 174,030 Defined 1,2 82,032 91,998 CRH PLC ADR 12626K203 3,430 217,809 Defined 1,2 171,209 46,600 CSG SYSTEMS INTL INC Common 126349109 2,027 69,907 Defined 1,2 18,607 51,300 CSK CORP ADR 126375302 866 36,087 Defined 1,2 28,387 7,700 C S R ADR 126396308 1,281 145,750 Defined 1,2 113,750 32,000 CSX CORP Common 126408103 5,199 238,344 Defined 1,2 112,121 126,223 Ctc Communications G Common 126419100 187 9,224 Defined 1,2 7,624 1,600 CT COMMUNICATIONS INC Common 126426402 154 7,573 Defined 1,2 6,273 1,300 CTS CORP Common 126501105 2,332 46,060 Defined 1,2 14,960 31,100 CUNO INC Common 126583103 601 26,994 Defined 1,2 8,794 18,200 CVB FINANCIAL CORP Common 126600105 171 10,155 Defined 1,2 8,324 1,831 CVS CORP Common 126650100 19,744 426,324 Defined 1,2 199,909 226,415 CV THERAPEUTICS INC Common 126667104 574 7,380 Defined 1,2 6,080 1,300 CABLE & WIRELESS PLC ADR 126830207 22,403 526,353 Defined 1,2 413,943 112,410 CABLEVISION SYSTEMS -CL A Common 12686C109 3,510 52,925 Defined 1,2 43,425 9,500 CABLETRON SYSTEMS Common 126920107 5,906 201,049 Defined 1,2 93,973 107,076 CABLE DESIGN TECH CP -CL A Common 126924109 1,753 72,109 Defined 1,2 23,559 48,550 CACHEFLOW INC Common 126946102 2,069 14,468 Defined 1,2 11,938 2,530 CABOT CORP Common 127055101 2,462 77,704 Defined 1,2 23,518 54,186 CABOT INDUSTRIAL TRUST REIT 127072106 389 19,527 Defined 1,2 15,527 4,000 CABOT OIL & GAS CORP -CL A Common 127097103 980 48,111 Defined 1,2 15,643 32,468 CABOT MICROELECTRONICS CORP Common 12709P103 461 9,613 Defined 1,2 7,913 1,700 CACI INTL INC -CL A Common 127190304 405 18,900 Defined 1,2 6,100 12,800 CADBURY SCHWEPPES PLC -ADS ADR 127209302 6,934 288,165 Defined 1,2 223,897 64,268 CADENCE DESIGN SYS INC Common 127387108 7,450 290,005 Defined 1,2 87,073 202,932 CADIZ INC Common 127537108 143 14,273 Defined 1,2 11,773 2,500 CAL DIVE INTERNATIONAL INC Common 127914109 1,499 26,204 Defined 1,2 8,504 17,700 CALDERA SYSTEMS INC Common 128780103 65 15,828 Defined 1,2 13,028 2,800 CALGON CARBON CORP Common 129603106 107 15,731 Defined 1,2 12,931 2,800 CALICO COMMERCE INC Common 129897104 83 13,594 Defined 1,2 11,194 2,400 CALIFORNIA AMPLIFIER INC Common 129900106 123 5,339 Defined 1,2 4,439 900 CALIFORNIA MICRO DEVICES CP Common 130439102 63 4,467 Defined 1,2 3,667 800 CALIFORNIA WATER SERVICE CO Common 130788102 140 5,241 Defined 1,2 4,341 900 CALIPER TECHNOLOGIES CORP Common 130876105 495 8,545 Defined 1,2 7,045 1,500 CALLAWAY GOLF CO Common 131193104 1,363 88,655 Defined 1,2 26,678 61,977 CALPINE CORP Common 131347106 16,970 162,584 Defined 1,2 48,824 113,760

15 CAMBREX CORP Common 132011107 1,546 41,789 Defined 1,2 13,789 28,000 CAMBIOR Common 13201L103 4 7,800 Defined 1,2 0 7,800 CAMBRIDGE TECHNOLOGY PARTNER Common 132524109 322 73,671 Defined 1,2 22,271 51,400 CAMDEN PROPERTY TRUST REIT 133131102 668 21,544 Defined 1,2 14,583 6,961 CAMINUS CORP Common 133766105 247 6,215 Defined 1,2 5,115 1,100 CAMPBELL RESOURCES INC Common 134422609 0 510 Defined 1,2 460 50 CAMPBELL SOUP CO Common 134429109 11,847 457,873 Defined 1,2 215,779 242,094 CANADIAN PACIFIC LTD -ORD Common 135923100 4,723 181,662 Defined 1,2 139,307 42,355 CANADIAN IMPERIAL BANK OF COMMERCE Common 136069101 7,220 220,883 Defined 1,2 172,183 48,700 CANADIAN NATIONAL RAILWAY Common 136375102 806 27,481 Defined 1,2 22,781 4,700 CANADIAN NATURAL RESOURCES Common 136385101 34 1,000 Defined 1,2 1,000 0 CANADIAN OCCIDENTAL PETRO Common 136420106 1,878 74,558 Defined 1,2 57,558 17,000 CANAL PLUS ADR 137041208 6,702 223,778 Defined 1,2 175,178 48,600 CANON INC ADR 138006309 20,923 472,825 Defined 1,2 362,125 110,700 CANTAB PHARMACEUT PLC ADR 138084207 5 483 Defined 1,2 483 0 CAPITAL AUTOMOTIVE REIT Common 139733109 150 11,506 Defined 1,2 8,106 3,400 CAPITAL ONE FINL CORP Common 14040H105 15,042 214,698 Defined 1,2 100,708 113,990 CAPITOL FEDERAL FINANCIAL Common 14057C106 518 35,443 Defined 1,2 29,143 6,300 CAPITOL TRANSAMERICA CORP Common 140640103 54 4,589 Defined 1,2 3,764 825 CAPROCK COMMUNICATIONS CORP Common 140667106 78 15,342 Defined 1,2 12,642 2,700 CAPSTONE TURBINE CORPORATION Common 14067D102 2,051 29,615 Defined 1,2 24,415 5,200 CAPTEC NET LEASE REALTY INC REIT 140724105 57 4,974 Defined 1,2 3,474 1,500 CARBO CERAMICS INC Common 140781105 157 5,922 Defined 1,2 4,922 1,000 CARAUSTAR INDUSTRIES INC Common 140909102 476 42,985 Defined 1,2 13,885 29,100 CARDINAL HEALTH INC Common 14149Y108 26,733 303,133 Defined 1,2 141,816 161,317 CARDIODYNAMICS INTL CORP Common 141597104 88 16,896 Defined 1,2 13,896 3,000 CAREER EDUCATION CORP Common 141665109 355 7,986 Defined 1,2 6,562 1,424 CAREMARK RX INC Common 141705103 1,188 105,636 Defined 1,2 66,585 39,051 CAREMATRIX CORP Common 141706101 0 84 Defined 1,2 0 84 CAREY INTERNATIONAL INC Common 141750109 72 3,981 Defined 1,2 3,281 700 CARLISLE COS INC Common 142339100 1,481 35,680 Defined 1,2 10,698 24,982 CARLTON COMMUN PLC ADR 142872209 2,624 64,384 Defined 1,2 49,984 14,400 CARNIVAL CORP Common 143658102 15,796 641,456 Defined 1,2 301,307 340,149 CARPENTER TECHNOLOGY Common 144285103 754 25,890 Defined 1,2 7,710 18,180 CARRAMERICA REALTY REIT 144418100 1,130 37,352 Defined 1,2 26,152 11,200 CARRIER ACCESS CORP COM Common 144460102 250 12,606 Defined 1,2 8,106 4,500 CARRIER1 INTL ADR 144500303 29 4,067 Defined 1,2 3,767 300 CARTER-WALLACE INC Common 146285101 1,402 57,368 Defined 1,2 16,102 41,266 CASCADE CORP Common 147195101 73 4,685 Defined 1,2 3,860 825 CASCADE NATURAL GAS CORP Common 147339105 320 18,308 Defined 1,2 6,008 12,300 CASELLA WASTE SYSTEMS INC Common 147448104 92 9,127 Defined 1,2 7,527 1,600 CASEYS GENERAL STORES INC Common 147528103 1,072 82,486 Defined 1,2 26,686 55,800 CASH AMERICA INTL INC Common 14754D100 312 42,705 Defined 1,2 13,905 28,800 CASTLE (A M) & CO Common 148411101 225 23,352 Defined 1,2 7,602 15,750 CASTLE & COOKE INC Common 148433105 132 6,900 Defined 1,2 5,694 1,206 CATALINA MARKETING CORP Common 148867104 3,817 101,457 Defined 1,2 30,157 71,300 CATALYTICA INC Common 148885106 166 13,401 Defined 1,2 11,001 2,400 CATHAY PACIFIC AIRWAYS ADR 148906308 1,958 213,470 Defined 1,2 166,770 46,700 CATELLUS DEVELOPMENT CORP REIT 149111106 1,054 60,209 Defined 1,2 35,609 24,600 CATERPILLAR INC Common 149123101 12,697 376,216 Defined 1,2 176,922 199,294 CATHAY BANCORP Common 149150104 180 3,690 Defined 1,2 3,040 650 CATO CORP -CL A Common 149205106 515 41,238 Defined 1,2 13,438 27,800 CELL GENESYS INC Common 150921104 516 17,194 Defined 1,2 11,194 6,000 CELLSTAR CORP Common 150925105 77 24,372 Defined 1,2 20,072 4,300 CELERITEK INC Common 150926103 173 4,589 Defined 1,2 3,764 825

16 CELL THERAPEUTICS INC Common 150934107 654 9,806 Defined 1,2 8,106 1,700 CELESTICA INC Common 15101Q108 4,307 62,190 Defined 1,2 48,190 14,000 CELGENE CORP Common 151020104 1,750 29,420 Defined 1,2 21,520 7,900 CELL PATHWAYS INC Common 15114R101 91 11,168 Defined 1,2 9,168 2,000 CELLTECH GROUP PLC ADR 151158102 1,345 34,367 Defined 1,2 25,563 8,804 CEMEX ADR 151290889 3,426 170,784 Defined 1,2 130,044 40,740 CENDANT CORP Common 151313103 8,612 791,877 Defined 1,2 371,176 420,701 CENTENNIAL BANCORP Common 15133T104 51 8,425 Defined 1,2 6,914 1,511 CENTENNIAL CELLULR CP -CL A Common 15133V208 847 38,489 Defined 1,2 31,459 7,030 CENTER TRUST INC REIT 151845104 86 14,415 Defined 1,2 10,615 3,800 CENTERPOINT PROPERTIES CORP REIT 151895109 494 10,714 Defined 1,2 7,814 2,900 CENTEX CORP Common 152312104 2,069 64,404 Defined 1,2 30,234 34,170 CENTILLIUM COMMUNICATIONS INC Common 152319109 1,244 12,962 Defined 1,2 10,712 2,250 CENTEX CONSTRN PRODS INC Common 15231R109 188 7,573 Defined 1,2 6,273 1,300 ELECTROBRAS ADR 15234Q207 5,701 584,400 Defined 1,2 472,800 111,600 CENTRA SOFTWARE INC Common 15234X103 63 9,710 Defined 1,2 8,010 1,700 GERASUL SA ADR 15235B100 390 50,449 Defined 1,2 39,929 10,520 CENTRAL GARDEN & PET CO Common 153527106 47 6,797 Defined 1,2 5,597 1,200 CENTRAL PARKING CORP Common 154785109 1,207 60,922 Defined 1,2 19,722 41,200 CENTRAL VERMONT PUB SERV Common 155771108 194 19,024 Defined 1,2 6,224 12,800 CENTURA BANKS INC Common 15640T100 2,554 66,650 Defined 1,2 21,550 45,100 CENTURA SOFTWARE CORP Common 15640W103 55 15,828 Defined 1,2 13,028 2,800 CENTURY ALUMINUM Common 156431108 103 8,255 Defined 1,2 6,755 1,500 CENTURY BUSINESS SVCS INC Common 156490104 51 38,645 Defined 1,2 31,845 6,800 CENTURY SOUTH BKS INC Common 156683104 103 5,632 Defined 1,2 4,632 1,000 CENTURYTEL Common 156700106 4,199 154,077 Defined 1,2 72,212 81,865 CEPHALON INC Common 156708109 3,182 65,613 Defined 1,2 18,813 46,800 CERIDIAN CORP Common 15677T106 4,457 158,840 Defined 1,2 74,622 84,218 CERNER CORP Common 156782104 2,815 60,623 Defined 1,2 18,223 42,400 CERUS CORP Common 157085101 286 5,146 Defined 1,2 4,246 900 CHAMPION ENTERPRISES INC Common 158496109 335 78,755 Defined 1,2 25,455 53,300 CHAMPIONSHIP AUTO RACING Common 158711101 154 6,311 Defined 1,2 5,211 1,100 CHARLES RIVER ASSOCIATES INC Common 159852102 43 3,520 Defined 1,2 2,895 625 CHARLES RIVER LABORATORIES Common 159864107 446 13,108 Defined 1,2 10,808 2,300 CHARTER ONE FINL INC Common 160903100 5,711 234,285 Defined 1,2 107,341 126,944 CHARTER MUN MTG ACCEP CO Common 160908109 116 8,347 Defined 1,2 6,847 1,500 CHARLOTTE RUSSE HOLDING INC Common 161048103 108 8,155 Defined 1,2 6,755 1,400 CHARMING SHOPPES Common 161133103 213 40,879 Defined 1,2 33,679 7,200 CHARTER COMMUNICATIONS INC Common 16117M107 1,120 68,846 Defined 1,2 56,646 12,200 CHARTERED SEMICONDUCTOR ADR 16133R106 213 3,502 Defined 1,2 2,902 600 CHASE MANHATTAN CORP Common 16161A108 65,801 1,424,649 Defined 1,2 669,020 755,629 CHATEAU PROPERTIES INC REIT 161726104 399 14,890 Defined 1,2 10,657 4,233 CHATTEM INC Common 162456107 7 700 Defined 1,2 0 700 CHEAP TICKETS INC Common 162672109 102 9,806 Defined 1,2 8,106 1,700 CHECKFREE CORP Common 162813109 3,679 87,830 Defined 1,2 26,530 61,300 CHECKPOINT SYSTEMS INC Common 162825103 380 50,239 Defined 1,2 16,539 33,700 CHEESECAKE FACTORY INC Common 163072101 2,227 51,495 Defined 1,2 16,645 34,850 CHELSEA GCA REALTY INC REIT 163262108 301 8,580 Defined 1,2 6,080 2,500 CHEMED CORP Common 163596109 522 16,404 Defined 1,2 5,304 11,100 CHEMFIRST INC Common 16361A106 527 25,321 Defined 1,2 8,231 17,090 CHEMICAL FINANCIAL CORP Common 163731102 134 5,707 Defined 1,2 4,676 1,031 CHESAPEAKE CORP Common 165159104 347 18,017 Defined 1,2 5,385 12,632 CHESAPEAKE ENERGY CORP Common 165167107 345 47,969 Defined 1,2 39,469 8,500 CHEVRON CORP Common 166751107 60,620 711,090 Defined 1,2 333,702 377,388 CHICOS FAS INC Common 168615102 983 28,900 Defined 1,2 9,400 19,500

17 CHILES OFFSHORE INC Common 16888M104 158 7,300 Defined 1,2 6,000 1,300 THE CHILDRENS PLACE Common 168905107 268 10,389 Defined 1,2 8,589 1,800 CHINA MOBILE LTD ADR 16941M109 40,291 1,242,104 Defined 1,2 971,104 271,000 CHINA UNICOM LTD ADR 16945R104 3,263 149,600 Defined 1,2 83,200 66,400 CHIPPAC INC Common 169657103 472 39,750 Defined 1,2 32,750 7,000 CHOICE HOTELS Common 169905106 237 21,556 Defined 1,2 17,756 3,800 CHIQUITA BRANDS INTL Common 170032106 348 111,314 Defined 1,2 36,314 75,000 CHIREX INC Common 170038103 221 7,115 Defined 1,2 5,115 2,000 CHIRON CORP Common 170040109 10,653 236,731 Defined 1,2 64,641 172,090 CHITTENDEN CORP Common 170228100 1,135 44,173 Defined 1,2 14,373 29,800 CHOICEPOINT INC Common 170388102 3,088 67,307 Defined 1,2 21,743 45,564 CHOICE ONE COMMUNICATIONS INC Common 17038P104 153 12,527 Defined 1,2 10,307 2,220 CHORDIANT SOFTWARE INC Common 170404107 115 14,856 Defined 1,2 12,256 2,600 CHRIS-CRAFT INDS Common 170520100 3,393 41,186 Defined 1,2 12,344 28,842 CHRISTOPHER & BANKS CORP Common 171046105 160 4,128 Defined 1,2 3,378 750 CHROMAVISION MEDICAL SYSTEMS INC Common 17111P104 75 7,886 Defined 1,2 6,466 1,420 CHRONIMED Common 171164106 10 1,400 Defined 1,2 0 1,400 CHUBB CORP Common 171232101 15,122 191,114 Defined 1,2 89,783 101,331 CHURCH & DWIGHT INC Common 171340102 827 45,013 Defined 1,2 13,593 31,420 CHURCHILL DOWNS INC Common 171484108 104 4,006 Defined 1,2 3,281 725 CHYRON CORP Common 171605207 36 14,273 Defined 1,2 11,773 2,500 CIBA SPECIALTY CHEMICALS HOLDING IN ADR 17162W206 36 1,300 Defined 1,2 1,000 300 CIBER INC Common 17163B102 822 99,601 Defined 1,2 32,401 67,200 CIENA CORP Common 171779101 14,121 114,984 Defined 1,2 94,184 20,800 CINAR CORP Common 171905300 2 779 Defined 1,2 579 200 CINCINNATI FINANCIAL CORP Common 172062101 6,244 175,886 Defined 1,2 82,349 93,537 CINERGY CORP Common 172474108 5,727 173,223 Defined 1,2 81,537 91,686 CIRCLE INTERNATIONAL GROUP INC Common 172574105 889 29,380 Defined 1,2 9,580 19,800 CIRCUIT CITY STORES INC Common 172737108 5,134 223,227 Defined 1,2 104,907 118,320 CIRRUS LOGIC INC Common 172755100 3,111 77,165 Defined 1,2 23,232 53,933 CISCO SYSTEMS INC Common 17275R102 424,501 7,683,277 Defined 1,2 3,627,975 4,055,302 CITADEL COMMUNICATIONS CORP Common 172853202 254 14,956 Defined 1,2 12,256 2,700 CINTAS CORP Common 172908105 8,576 196,866 Defined 1,2 59,251 137,615 CITIGROUP INC Common 172967101 263,211 4,868,650 Defined 1,2 2,299,961 2,568,689 CITIZENS BANKING CORP Common 174420109 443 19,282 Defined 1,2 15,848 3,434 CITIZENS COMMUNICATIONS CO Common 17453B101 1,433 106,664 Defined 1,2 87,140 19,524 CITIZENS INC Common 174740100 64 9,591 Defined 1,2 7,872 1,719 CITRIX SYSTEMS INC Common 177376100 4,037 201,204 Defined 1,2 95,238 105,966 CITY NATIONAL CORP Common 178566105 2,164 56,029 Defined 1,2 16,870 39,159 CLAIRES STORES INC Common 179584107 1,079 59,927 Defined 1,2 18,121 41,806 CLARCOR INC Common 179895107 790 40,516 Defined 1,2 13,166 27,350 CLARENT CORPORATION Common 180461105 524 13,305 Defined 1,2 10,905 2,400 CLARINS ADR 180515207 806 49,659 Defined 1,2 38,915 10,744 Clarus Corp Common 182707109 131 5,729 Defined 1,2 4,729 1,000 CLAYTON HOMES INC Common 184190106 1,624 162,411 Defined 1,2 48,786 113,625 CLEAR CHANNEL COMMUNICATIONS Common 184502102 35,991 637,015 Defined 1,2 299,430 337,585 CLEARNET COMMUN INC -CL A Common 184902104 881 19,889 Defined 1,2 15,189 4,700 CLEVELAND-CLIFFS INC Common 185896107 283 12,375 Defined 1,2 3,757 8,618 CLICK COMMERCE INC Common 18681D109 643 15,050 Defined 1,2 12,410 2,640 CLICKACTION INC Common 18681E107 42 4,589 Defined 1,2 3,764 825 CLOROX CO/DE Common 189054109 10,188 257,520 Defined 1,2 120,498 137,022 CLOSURE MEDICAL CORP Common 189093107 162 6,414 Defined 1,2 4,439 1,975 CLP HOLDINGS LTD ADR 18946Q101 5,724 1,275,062 Defined 1,2 1,002,122 272,940 COACHMEN INDUSTRIES INC Common 189873102 269 25,784 Defined 1,2 8,384 17,400 COASTAL CORP Common 190441105 17,373 234,379 Defined 1,2 110,277 124,102

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24 DURECT CORPORATION Common 266605104 15 1,000 Defined 1,2 800 200 DYCOM INDUSTRIES INC Common 267475101 2,911 69,929 Defined 1,2 22,854 47,075 DYNEGY INC CLASS A Common 26816Q101 20,764 364,288 Defined 1,2 109,604 254,684 ECI TELECOMMUNICATIONS LTD ADR 268258100 1,363 44,505 Defined 1,2 34,884 9,621 ECHAPMAN.COM INC Common 26830Q103 42 5,825 Defined 1,2 4,825 1,000 ELECTRICIDADE DE PORTUGAL ADR 268353109 5,369 169,769 Defined 1,2 131,969 37,800 EEX CORP Common 26842V207 83 17,330 Defined 1,2 14,282 3,048 EGL INC Common 268484102 1,435 47,440 Defined 1,2 15,440 32,000 E-LOAN INC Common 26861P107 72 17,089 Defined 1,2 14,089 3,000 EMC CORP/MA Common 268648102 234,289 2,363,573 Defined 1,2 1,114,685 1,248,888 EMI GROUP ADR 268694205 3,639 227,238 Defined 1,2 176,768 50,470 ENSCO INTERNATIONAL INC Common 26874Q100 6,197 162,005 Defined 1,2 48,891 113,114 ENI S.P.A. ADR 26874R108 23,945 452,320 Defined 1,2 350,720 101,600 EOG RESOURCES INC Common 26875P101 1,861 47,878 Defined 1,2 39,178 8,700 E.ON AG ADR ADR 268780103 14,437 279,650 Defined 1,2 222,150 57,500 EPIX MEDICAL INC Common 26881Q101 67 4,757 Defined 1,2 3,957 800 E.PIPHANY INC Common 26881V100 1,033 13,408 Defined 1,2 10,808 2,600 ESS TECHNOLOGY INC Common 269151106 1,106 77,272 Defined 1,2 23,372 53,900 E SPIRE COMMUNICATIONS INC Common 269153102 62 21,070 Defined 1,2 17,370 3,700 E'TOWN CORP Common 269242103 237 3,545 Defined 1,2 2,895 650 E TRADE GROUP INC Common 269246104 5,810 353,447 Defined 1,2 106,071 247,376 E V N ADR 269265104 544 96,389 Defined 1,2 75,309 21,080 EARTHGRAINS COMPANY Common 270319106 1,303 70,657 Defined 1,2 23,085 47,572 EARTHLINK INC Common 270321102 473 51,875 Defined 1,2 42,389 9,486 EARTHSHELL CORP Common 27032B100 51 40,589 Defined 1,2 33,389 7,200 EARTHWEB INC Common 27032C108 36 4,249 Defined 1,2 3,474 775 EAST WEST BANCORP INC Common 27579R104 179 9,127 Defined 1,2 7,527 1,600 EASTERN ENTERPRISES Common 27637F100 1,895 29,695 Defined 1,2 14,047 15,648 EASTGROUP PROPERTIES REIT 277276101 193 8,683 Defined 1,2 5,983 2,700 EASTMAN CHEMICAL CO Common 277432100 3,088 83,593 Defined 1,2 39,556 44,037 EASTMAN KODAK CO Common 277461109 13,762 336,677 Defined 1,2 157,934 178,743 EATON CORP Common 278058102 4,902 79,545 Defined 1,2 37,476 42,069 EATON VANCE CORP Common 278265103 3,024 59,292 Defined 1,2 19,292 40,000 EBAY INC Common 278642103 9,391 136,726 Defined 1,2 87,526 49,200 Ebenx Inc Common 278668108 75 6,604 Defined 1,2 5,404 1,200 ECHELON CORP Common 27874N105 414 14,084 Defined 1,2 11,484 2,600 ECHO BAY MINES LTD Common 278751102 43 56,999 Defined 1,2 46,899 10,100 ECHOSTAR COMMUN CORP -CL A Common 278762109 4,953 93,904 Defined 1,2 77,104 16,800 ECLIPSE SURGICAL TECH INC Common 278849104 49 12,136 Defined 1,2 10,036 2,100 ECLIPSYS CORPORATION Common 278856109 294 18,383 Defined 1,2 12,256 6,127 ECOLAB INC Common 278865100 5,075 140,717 Defined 1,2 65,952 74,765 EDGEWATER TECH INC Common 280358102 258 49,109 Defined 1,2 15,909 33,200 EDISON INTERNATIONAL Common 281020107 6,855 354,936 Defined 1,2 166,612 188,324 EDISON SCHOOLS INC Common 281033100 541 17,024 Defined 1,2 13,924 3,100 EDUCATION MANAGEMENT CORP Common 28139T101 317 11,750 Defined 1,2 9,650 2,100 JDEDWARDS Common 281667105 1,151 44,474 Defined 1,2 36,574 7,900 EDWARDS (A G) INC Common 281760108 5,062 96,761 Defined 1,2 29,131 67,630 EDWARDS LIFESCIENCE CORP Common 28176E108 1,496 68,582 Defined 1,2 20,630 47,952 EFFICIENT NETWORKS INC Common 282056100 837 22,432 Defined 1,2 18,432 4,000 EGAIN COMMUNICATIONS CORP Common 28225C103 110 11,652 Defined 1,2 9,602 2,050 EGANA INTERNATIONAL HOLDINGS ADR 28225R209 7 778 Defined 1,2 699 79 EGGHEAD.COM INC Common 282329101 46 20,010 Defined 1,2 13,407 6,603 EGLOBE INC Common 282339100 43 35,540 Defined 1,2 29,240 6,300 EIDOS PLC ADR ADR 282485101 269 49,975 Defined 1,2 38,775 11,200 EISAI CO ADR 282579309 5,187 164,371 Defined 1,2 130,271 34,100

25 EIRCOM PLC ADR 28257P105 455 50,584 Defined 1,2 49,484 1,100 EL PASO ELECTRIC CO Common 283677854 305 22,139 Defined 1,2 18,239 3,900 EL PASO ENERGY CORP Common 283905107 15,677 254,394 Defined 1,2 118,957 135,437 ELAN CORP PLC ADR 284131208 8,263 150,930 Defined 1,2 116,080 34,850 ELANTEC SEMICONDUCTOR INC Common 284155108 788 7,912 Defined 1,2 6,562 1,350 ELCOM INTERNATIONAL INC Common 284434107 55 12,429 Defined 1,2 10,229 2,200 ELCOR CORP Common 284443108 472 32,543 Defined 1,2 10,593 21,950 ELECTRIC FUEL CORP Common 284871100 79 7,380 Defined 1,2 6,080 1,300 ELECTRO RENT CORP Common 285218103 128 10,003 Defined 1,2 8,203 1,800 ELECTRO SCIENTIFIC INDS INC Common 285229100 1,551 44,164 Defined 1,2 14,364 29,800 ELECTROGLAS INC Common 285324109 586 34,341 Defined 1,2 11,141 23,200 ELECTRONIC ARTS INC Common 285512109 7,550 152,918 Defined 1,2 45,992 106,926 ELECTRONIC DATA SYSTEMS INC Common 285661104 20,991 505,815 Defined 1,2 238,671 267,144 ELECTRONICS BOUTIQUE Common 286045109 194 9,031 Defined 1,2 7,431 1,600 ELECTRONICS FOR IMAGING INC Common 286082102 735 29,121 Defined 1,2 18,721 10,400 ELOQUENT INC Common 290140102 19 6,894 Defined 1,2 5,694 1,200 ELOT INC Common 290143106 42 25,927 Defined 1,2 21,327 4,600 ELOYALTY CORP Common 290151109 1,048 82,221 Defined 1,2 26,871 55,350 ELRON ELECTRONIC INDS -ORD Common 290160100 421 11,613 Defined 1,2 9,113 2,500 ELSEVIER N V ADR 290259100 4,301 189,596 Defined 1,2 146,696 42,900 EMAIL LIMITED ADR 290769207 275 83,121 Defined 1,2 64,821 18,300 EMAGIN CORPORATION Common 29076N107 108 10,099 Defined 1,2 8,299 1,800 EMACHINES INC Common 29076P102 60 58,650 Defined 1,2 48,270 10,380 EMBARCADERO TECHNOLOGIES INC Common 290787100 549 10,682 Defined 1,2 8,782 1,900 EMBRAER SA ADR 29081M102 31 1,000 Defined 1,2 1,000 0 EMBRATEL ADR 29081N100 2,121 114,639 Defined 1,2 87,339 27,300 EMBOTELLADORA ANDINA ADR 29081P204 473 37,259 Defined 1,2 29,459 7,800 EMBOTELLADORA ANDINA SA SER B A ADR 29081P303 317 30,964 Defined 1,2 24,164 6,800 EMCORE CORP Common 290846104 557 13,402 Defined 1,2 11,002 2,400 EMCOR GROUP INC Common 29084Q100 110 4,224 Defined 1,2 3,474 750 EMERGE INTERACTIVE INC Common 29088W103 177 11,168 Defined 1,2 9,168 2,000 EMERSON ELECTRIC CO Common 291011104 31,423 469,006 Defined 1,2 218,668 250,338 EMISPHERE TECHNOLOGIES, INC Common 291345106 209 6,990 Defined 1,2 5,790 1,200 EMMIS BROADCASTING CP -CL A Common 291525103 411 16,603 Defined 1,2 13,703 2,900 EMPIRE DISTRICT ELECTRIC CO Common 291641108 183 6,990 Defined 1,2 5,790 1,200 EMPRESAS ICA SOC CTL ADR 292448107 101 57,951 Defined 1,2 45,251 12,700 EMPRESA NACIONAL DE ELCTRCID S ADR 29244T101 1,555 141,406 Defined 1,2 109,676 31,730 EMULEX CORP Common 292475209 1,808 14,763 Defined 1,2 12,063 2,700 Emusic Com Inc Common 292476108 28 17,382 Defined 1,2 14,282 3,100 ENCAL ENERGY LTD Common 29250D107 364 57,699 Defined 1,2 44,599 13,100 ENBRIDGE INC Common 29250N105 1,657 74,979 Defined 1,2 57,579 17,400 ENCOMPASS SERVICES CORP Common 29255U104 207 25,440 Defined 1,2 20,965 4,475 ENDESA ADR 29258N107 9,966 531,536 Defined 1,2 418,736 112,800 ENDO PHARMACEUTICALS HLDGS Warrant 29264F114 3 1,300 Defined 1,2 0 1,300 ENDO PHARMACEUTICALS HLDGS Common 29264F205 368 37,490 Defined 1,2 29,690 7,800 ENDOSONICS CORP Common 29264K105 16 1,500 Defined 1,2 0 1,500 ENDOCARE INC Common 29264P104 100 5,050 Defined 1,2 4,150 900 ENERGY CONVERSION DEV Common 292659109 213 5,729 Defined 1,2 4,729 1,000 ENERGEN CORP Common 29265N108 1,485 49,922 Defined 1,2 16,222 33,700 ENEL SPA ADR 29265W108 5,075 129,456 Defined 1,2 112,756 16,700 ENERGIS PLC ADR 29266H100 948 27,038 Defined 1,2 26,538 500 ENERGY EAST CORPORATION Common 29266M109 3,468 153,278 Defined 1,2 46,254 107,024 ENERGIZER HOLDINGS INC Common 29266R108 2,746 112,085 Defined 1,2 33,781 78,304 ENERSIS ADR 29274F104 916 51,401 Defined 1,2 39,958 11,443 ENGAGE TECHNOLOGIES INC Common 292827102 579 71,204 Defined 1,2 57,804 13,400

26 ENGELHARD CORP Common 292845104 2,273 139,873 Defined 1,2 65,278 74,595 ENESCO GROUP INC Common 292973104 132 22,399 Defined 1,2 7,299 15,100 ENHANCE FINANCIAL SVCS GRP Common 293310108 825 63,451 Defined 1,2 20,551 42,900 ENNIS BUSINESS FORMS Common 293389102 50 6,601 Defined 1,2 5,401 1,200 ENODIS PLC ADR 293491106 12 1,000 Defined 1,2 1,000 0 ENRON CORP Common 293561106 70,006 798,925 Defined 1,2 377,513 421,412 ENTEGRIS INC Common 29362U104 260 27,188 Defined 1,2 22,388 4,800 ENTERCOM Common 293639100 413 13,793 Defined 1,2 11,243 2,550 ENTERGY CORP Common 29364G103 9,035 242,563 Defined 1,2 113,974 128,589 ENTERPRISE OIL PLC ADR 293779302 2,202 93,195 Defined 1,2 73,059 20,136 Enterprise Prods Par Common 293792107 534 18,439 Defined 1,2 15,139 3,300 ENTERTAINMENT PROPERTIES TRUST REIT 29380T105 86 8,087 Defined 1,2 5,887 2,200 ENTREMED INC Common 29382F103 204 7,311 Defined 1,2 5,211 2,100 Entrade Inc Common 29382L100 27 7,187 Defined 1,2 5,887 1,300 ENTRAVISION COMMUNICATIONS Common 29382R107 417 24,000 Defined 1,2 19,800 4,200 ENTRUST TECHNOLOGIES INC Common 293848107 601 21,753 Defined 1,2 17,853 3,900 ENZON INC Common 293904108 1,090 16,511 Defined 1,2 13,491 3,020 ENZO BIOCHEM INC Common 294100102 2,200 45,351 Defined 1,2 13,782 31,569 ENVISION DEVELOPMENT CORP Common 29410N102 39 3,520 Defined 1,2 2,895 625 EPCOS AG ADR 29410P107 2,659 32,873 Defined 1,2 27,673 5,200 Eplus Inc Common 294268107 80 3,885 Defined 1,2 3,185 700 EPICOR SOFTWARE CORP Common 29426l108 260 74,319 Defined 1,2 22,419 51,900 EPRESENCE INC Common 294348107 265 39,206 Defined 1,2 12,706 26,500 EPRISE CORP Common 294352109 88 10,196 Defined 1,2 8,396 1,800 EQUANT N.V. Common 294409107 3,200 87,222 Defined 1,2 73,122 14,100 EQUIFAX INC Common 294429105 4,123 153,066 Defined 1,2 72,505 80,561 EQUINIX INC Common 29444U106 274 30,900 Defined 1,2 25,580 5,320 EQUITABLE RESOURCES INC Common 294549100 854 13,476 Defined 1,2 11,001 2,475 EQUITY INNS INC REIT 294703103 135 20,347 Defined 1,2 14,647 5,700 EQUITY OFFICE PROPERTIES TRUST REIT 294741103 4,830 155,481 Defined 1,2 116,106 39,375 EQUITY ONE INC REIT 294752100 56 5,464 Defined 1,2 3,764 1,700 EQUITY RESIDENTIAL PPTYS TR REIT 29476L107 3,261 67,937 Defined 1,2 48,880 19,057 ERICSSON (L M) TEL ADR 294821400 60,882 4,110,169 Defined 1,2 3,140,969 969,200 ERIE INDEMNITY CO -CL A Common 29530P102 773 26,316 Defined 1,2 21,616 4,700 ESCO TECHNOLOGIES INC Common 296315104 88 5,050 Defined 1,2 4,150 900 ESHARE TECHNOLOGIES INC Common 296428105 23 8,838 Defined 1,2 7,238 1,600 ESPEED INC - CL A Common 296643109 120 4,224 Defined 1,2 3,474 750 ESPIRITO SNTO FNL ADR 29665F200 408 21,379 Defined 1,2 16,679 4,700 Esoft Inc Common 296904105 38 6,408 Defined 1,2 5,308 1,100 ESSEX PROPERTY TRUST REIT 297178105 534 9,648 Defined 1,2 6,948 2,700 ESTERLINE TECHNOLOGIES Common 297425100 567 28,783 Defined 1,2 9,383 19,400 ETHAN ALLEN INTERIORS INC Common 297602104 1,869 66,003 Defined 1,2 21,353 44,650 ETHYL CORP Common 297659104 141 97,879 Defined 1,2 29,491 68,388 ETOYS INC Common 297862104 263 49,230 Defined 1,2 40,530 8,700 EVANS & SUTHERLAND CMP CORP Common 299096107 7 1,200 Defined 1,2 0 1,200 EVERGREEN RESOURCES INC Common 299900308 213 6,118 Defined 1,2 5,018 1,100 EVOKE COMMUNICATIONS INC Common 30048Q202 124 18,935 Defined 1,2 15,585 3,350 EVOLVE SOFTWARE INC Common 30049P104 359 14,950 Defined 1,2 12,300 2,650 EXABYTE CORP Common 300615101 460 40,923 Defined 1,2 12,423 28,500 EXAR CORP Common 300645108 911 7,526 Defined 1,2 6,176 1,350 EXCALIBUR TECHNOLOGIES Common 300651205 403 5,997 Defined 1,2 4,922 1,075 EXCEL TECHNOLOGY INC Common 30067T103 151 4,710 Defined 1,2 3,860 850 EXCELON CORPORATION Common 300691102 147 11,847 Defined 1,2 9,747 2,100 EXCHANGE APPLICATIONS Common 300867108 47 10,389 Defined 1,2 8,589 1,800 EXE TECHNOLOGIES INC Common 301504106 252 16,800 Defined 1,2 13,860 2,940

27 EXELIXIS INC Common 30161Q104 545 17,382 Defined 1,2 14,282 3,100 Extended Systems Inc Common 301973103 221 4,103 Defined 1,2 3,378 725 EXIDE CORP Common 302051107 78 8,641 Defined 1,2 7,141 1,500 EXODUS COMMUNICATIONS INC Common 302088109 10,281 208,213 Defined 1,2 137,513 70,700 EXPEDIA INC Common 302125109 234 17,965 Defined 1,2 14,765 3,200 EXPEDITORS INTL WASH INC Common 302130109 3,856 85,580 Defined 1,2 27,680 57,900 EXPRESS SCRIPTS INC -CL A Common 302182100 3,496 48,394 Defined 1,2 13,396 34,998 EXTENDED STAY AMERICA Common 30224P101 511 38,577 Defined 1,2 31,749 6,828 EXTENSITY INC Common 302255104 202 9,613 Defined 1,2 7,913 1,700 EXTREME NETWORKS INC Common 30226D106 5,052 44,120 Defined 1,2 35,320 8,800 EXULT INC Common 302284104 472 34,178 Defined 1,2 28,178 6,000 EXXON MOBIL CORP Common 30231G102 338,246 3,795,186 Defined 1,2 1,780,874 2,014,312 F & M BANCORP/MD Common 302367107 88 4,436 Defined 1,2 3,622 814 F & M NATL CORP Common 302374103 246 10,052 Defined 1,2 8,279 1,773 FBL FINANCIAL GROUP Common 30239F106 196 12,040 Defined 1,2 9,940 2,100 FEI CO Common 30241L109 246 11,361 Defined 1,2 9,361 2,000 FMC CORP Common 302491303 2,233 33,297 Defined 1,2 15,605 17,692 F N B CORP/PA Common 302520101 189 8,861 Defined 1,2 7,277 1,584 FPIC INS GROUP INC Common 302563101 54 3,885 Defined 1,2 3,185 700 FPL GROUP INC Common 302571104 12,759 194,056 Defined 1,2 91,425 102,631 FSI INTL INC Common 302633102 145 10,196 Defined 1,2 8,396 1,800 FVC.COM INC Common 30266P100 35 6,990 Defined 1,2 5,790 1,200 FYI INC Common 302712104 950 25,411 Defined 1,2 8,311 17,100 FAHNESTOCK VINER HLDG -CL A Common 302921101 158 7,022 Defined 1,2 5,322 1,700 FACTORY 2-U INC Common 303072102 630 20,600 Defined 1,2 6,700 13,900 FACTSET RESEARCH SYSTEMS Common 303075105 2,036 54,154 Defined 1,2 17,754 36,400 FAIR ISAAC & COMPANY INC Common 303250104 1,097 25,698 Defined 1,2 7,798 17,900 FAIRCHILD CORP -CL A Common 303698104 65 10,150 Defined 1,2 8,396 1,754 FAIRCHILD SEMICONDUCTOR INTL INC Common 303726103 910 32,341 Defined 1,2 26,441 5,900 FAIRFAX FINANCIAL HLDG RTS Warrant 303901110 0 3,500 Defined 1,2 400 3,100 FAIRFIELD COMMUNITIES INC Common 304231301 168 16,603 Defined 1,2 13,703 2,900 FAIRMARKET INC Common 305158107 37 11,361 Defined 1,2 9,361 2,000 FAMILY DOLLAR STORES Common 307000109 3,885 201,810 Defined 1,2 60,553 141,257 FARMER BROS CO Common 307675108 139 771 Defined 1,2 628 143 FARM FAMILY HOLDINGS INC Common 307901108 78 2,477 Defined 1,2 2,027 450 FARMERS CAPITAL BK CORP Common 309562106 106 2,941 Defined 1,2 2,413 528 FASTENAL CO Common 311900104 2,571 44,623 Defined 1,2 13,396 31,227 F.H. FAULDING & CO. ADR 312020209 410 19,777 Defined 1,2 15,507 4,270 FEDDERS CORP Common 313135105 230 59,262 Defined 1,2 19,202 40,060 FED HOME LOAN MTG CO Common 313400301 40,841 755,436 Defined 1,2 355,752 399,684 FEDERAL-MOGUL CORP Common 313549107 449 82,608 Defined 1,2 24,962 57,646 FEDERAL NATL MORTGAGE ASSN Common 313586109 78,138 1,092,836 Defined 1,2 515,209 577,627 FEDERAL REALTY INVS TRUST REIT 313747206 419 21,933 Defined 1,2 15,633 6,300 FEDERAL SIGNAL CORP Common 313855108 1,057 53,170 Defined 1,2 16,098 37,072 FEDERATED DEPT STORES Common 31410H101 5,878 225,000 Defined 1,2 106,870 118,130 FEDERATED INVESTORS Common 314211103 1,209 48,851 Defined 1,2 39,951 8,900 FEDEX CORP Common 31428X106 13,813 311,519 Defined 1,2 145,891 165,628 FELCOR LODGING TRUST INC REIT 31430F101 736 31,811 Defined 1,2 21,211 10,600 FERRO CORP Common 315405100 772 40,521 Defined 1,2 12,238 28,283 F5 NETWORKS INC Common 315616102 294 8,643 Defined 1,2 7,093 1,550 FIAT SPA ADR 315621888 4,854 206,546 Defined 1,2 161,154 45,392 FIBERNET TELECOM GROUP INC Common 315653105 191 11,264 Defined 1,2 9,264 2,000 FIDELITY NATIONAL FINL INC Common 316326107 2,793 112,853 Defined 1,2 36,787 76,066 FIFTH THIRD BANCORP Common 316773100 27,323 507,148 Defined 1,2 237,751 269,397 FILA HLDGS S P A ADR 316850106 138 15,115 Defined 1,2 11,915 3,200

28 FILENET CORP Common 316869106 1,040 57,170 Defined 1,2 18,570 38,600 FINANCIAL FEDERAL CORP Common 317492106 147 6,068 Defined 1,2 5,018 1,050 FINISAR CORPORATION Common 31787A101 3,025 62,542 Defined 1,2 51,242 11,300 FINISH LINE INC -CL A Common 317923100 54 7,380 Defined 1,2 6,080 1,300 FINOVA GROUP INC Common 317928109 521 71,822 Defined 1,2 21,685 50,137 FIREPOND INC Common 318224102 208 14,370 Defined 1,2 11,870 2,500 FIRST AMER FINL CP CA Common 318522307 2,211 105,928 Defined 1,2 34,332 71,596 FIRST BANCORP HLDG CO Common 318672102 1,096 44,831 Defined 1,2 14,531 30,300 FIRST BUSEY CORP Common 319383105 102 5,511 Defined 1,2 4,536 975 FIRST CHARTER CORP Common 319439105 182 12,601 Defined 1,2 10,326 2,275 FIRST CITIZENS BANCSH -CL A Common 31946M103 328 4,589 Defined 1,2 3,764 825 FIRST COMMONWLTH FINL CP/PA Common 319829107 229 23,597 Defined 1,2 19,397 4,200 FIRST CONSULTING GROUP INC Common 31986R103 68 12,304 Defined 1,2 8,010 4,294 FIRST FED CAP CORP Common 319960100 91 7,380 Defined 1,2 6,080 1,300 FIRST DATA CORP Common 319963104 17,409 445,658 Defined 1,2 207,266 238,392 FIRST ESSEX BANCORP Common 320103104 65 3,059 Defined 1,2 2,509 550 FIRST FINL BANCORP INC/OH Common 320209109 297 18,853 Defined 1,2 15,518 3,335 FIRST FINL BANKSHARES INC Common 32020R109 128 3,996 Defined 1,2 3,281 715 FST FINL CORP IND Common 320218100 83 2,720 Defined 1,2 2,220 500 FIRST FINANCIAL HOLDINGS INC Common 320239106 83 5,414 Defined 1,2 4,439 975 FIRST INDL REALTY TRUST INC REIT 32054K103 635 20,665 Defined 1,2 14,765 5,900 FIRST INDIANA CORP Common 32054R108 135 5,171 Defined 1,2 4,246 925 FIRST MERCHANTS CORP Common 320817109 96 4,346 Defined 1,2 3,571 775 FIRST MIDWEST BANCORP INC Common 320867104 1,828 68,662 Defined 1,2 22,412 46,250 FIRST HEALTH GROUP CORP Common 320960107 1,981 61,417 Defined 1,2 17,167 44,250 FIRST NIAGARA FINANCIAL GROUP Common 33582U100 99 10,679 Defined 1,2 8,779 1,900 FIRST PACIFIC ADR 335889200 404 271,017 Defined 1,2 210,717 60,300 FIRST REPUBLIC BANK Common 336158100 113 3,763 Defined 1,2 3,088 675 FIRST SECURITY CORP/DE Common 336294103 3,790 232,308 Defined 1,2 69,721 162,587 FIRST SENTINEL BANCORP INC Common 33640T103 140 14,663 Defined 1,2 12,063 2,600 1ST SOURCE CORP Common 336901103 169 8,031 Defined 1,2 6,586 1,445 FIRST TENNESSEE NATL CORP Common 337162101 3,113 152,317 Defined 1,2 45,892 106,425 FIRST UNION CORP (N C) Common 337358105 34,419 1,069,314 Defined 1,2 502,867 566,447 FIRST UNION RE EQ & MTG INV REIT 337400105 47 17,263 Defined 1,2 12,063 5,200 FIRST VIRGINIA BANKS INC Common 337477103 2,324 54,514 Defined 1,2 16,370 38,144 FIRST WASHINGTON RLTY TR INC REIT 337489504 133 5,260 Defined 1,2 3,860 1,400 FIRSTWORLD COMMUNICATIONS Common 337625305 38 18,740 Defined 1,2 15,440 3,300 FIRSTAR CORP Common 33763V109 23,461 1,048,542 Defined 1,2 489,845 558,697 FISERV INC Common 337738108 8,683 145,025 Defined 1,2 43,512 101,513 FIRSTFED FINANCIAL CORP/CA Common 337907109 159 6,894 Defined 1,2 5,694 1,200 FIRSTMERIT CORP Common 337915102 2,384 103,925 Defined 1,2 31,324 72,601 FIRST ENERGY CORP Common 337932107 6,730 249,853 Defined 1,2 117,391 132,462 FISHER SCIENTIFIC INTL INC Common 338032204 551 16,314 Defined 1,2 13,414 2,900 FLEETBOSTON FINANCIAL CORP Common 339030108 38,391 984,378 Defined 1,2 461,469 522,909 FLEETWOOD ENTERPRISES Common 339099103 736 54,282 Defined 1,2 17,582 36,700 FLEMING COMPANIES INC Common 339130106 858 65,667 Defined 1,2 21,367 44,300 FLETCHER CHALLENGE BLDG ADR ADR 339317109 198 19,271 Defined 1,2 15,146 4,125 FLETCHER CHALLENGE ENERGY ADR ADR 339318107 695 19,367 Defined 1,2 15,242 4,125 FLETCHER CHALLENGE ADR 339324402 154 47,460 Defined 1,2 37,468 9,992 FLORIDA EAST COAST INDS Common 340632108 605 14,759 Defined 1,2 12,159 2,600 FLORIDA PROGRESS CORP Common 341109106 5,703 107,728 Defined 1,2 50,544 57,184 FLORIDA ROCK INDS Common 341140101 1,212 30,736 Defined 1,2 10,036 20,700 FLOW INTL CORP Common 343468104 265 24,405 Defined 1,2 7,905 16,500 FLOWERS INDUSTRIES INC Common 343496105 2,285 117,196 Defined 1,2 35,288 81,908 FLOWSERVE CORP Common 34354P105 723 43,973 Defined 1,2 13,203 30,770

29 FLUOR CORP Common 343861100 2,483 82,769 Defined 1,2 38,896 43,873 FLUSHING FINANCIAL CORP Common 343873105 62 3,885 Defined 1,2 3,185 700 FOAMEX INTERNATIONAL INC Common 344123104 64 10,196 Defined 1,2 8,396 1,800 FOCAL COMMUNICATIONS CORP Common 344155106 385 24,962 Defined 1,2 20,362 4,600 FOOTSTAR Common 344912100 1,044 32,322 Defined 1,2 10,522 21,800 FORCENERGY INC Common 345206205 254 9,710 Defined 1,2 8,010 1,700 FORD MOTOR CO NEW Common 345370860 51,894 2,050,125 Defined 1,2 967,734 1,082,391 FORENINGSSPARBANKEN AB ADR 34551P106 4,170 293,209 Defined 1,2 231,359 61,850 FOREST CITY ENTRPRS -CL A Common 345550107 552 15,336 Defined 1,2 10,036 5,300 FOREST LABORATORIES -CL A Common 345838106 12,943 112,851 Defined 1,2 30,877 81,974 FOREST OIL CORP Common 346091606 351 21,653 Defined 1,2 17,853 3,800 FORRESTER RESEARCH Common 346563109 532 8,351 Defined 1,2 6,891 1,460 FORT JAMES CORP Common 347471104 6,850 224,119 Defined 1,2 105,192 118,927 FORTIS AMEV ADR 34956J101 6,535 213,409 Defined 1,2 164,923 48,486 FORTUNE BRANDS Common 349631101 4,540 171,331 Defined 1,2 80,681 90,650 FORWARD AIR CORP Common 349853101 1,239 35,200 Defined 1,2 11,400 23,800 FOSSIL INC Common 349882100 709 53,286 Defined 1,2 17,336 35,950 FOSTER WHEELER CORP Common 350244109 494 68,186 Defined 1,2 22,286 45,900 FOSTERS BREWING GROUP LTD SPON ADR 350258307 2,074 890,362 Defined 1,2 702,722 187,640 FOUNDRY NETWORKS INC Common 35063R100 3,280 49,004 Defined 1,2 38,504 10,500 4KIDS ENTERTAINMENT INC Common 350865101 336 19,900 Defined 1,2 6,400 13,500 FOUR SEASONS HOTELS Common 35100E104 1,170 15,984 Defined 1,2 12,384 3,600 FOX ENTERTAINMENT GROUP Common 35138T107 1,894 71,465 Defined 1,2 58,865 12,600 FRANCE TELECOM ADR 35177Q105 58,479 555,620 Defined 1,2 437,920 117,700 FRANCHISE FINL CORP AMERICA REIT 351807102 656 29,134 Defined 1,2 21,134 8,000 FRANKLIN COVEY CO Common 353469109 251 34,271 Defined 1,2 11,171 23,100 FRANKLIN ELECTRIC CO Common 353514102 154 2,234 Defined 1,2 1,834 400 FRANKLIN RESOURCES INC Common 354613101 11,823 266,115 Defined 1,2 124,999 141,116 FREEMARKETS INC Common 356602102 865 15,149 Defined 1,2 12,449 2,700 FREEPORT-MCMORAN COOPER & GOLD Common 35671D857 1,468 166,559 Defined 1,2 78,382 88,177 FREESERVE PLC ADR 356872101 870 25,820 Defined 1,2 10,420 15,400 FREMONT GENERAL CORP Common 357288109 403 117,252 Defined 1,2 38,222 79,030 FRESENIUS MEDICAL CARE AG ADR 358029106 3,921 131,239 Defined 1,2 104,353 26,886 FRIEDE GOLDMAN HALTER INC Common 358430106 573 81,092 Defined 1,2 26,320 54,772 FRITZ COS INC Common 358846103 733 61,070 Defined 1,2 19,808 41,262 FRONTIER AIRLINES INC Common 359065109 140 7,187 Defined 1,2 5,887 1,300 FRONTIER FINANCIAL CORP/WA Common 35907K105 131 6,989 Defined 1,2 5,789 1,200 FRONTIER OIL CORP Common 35914P105 82 11,168 Defined 1,2 9,168 2,000 FRONTLINE CAPITAL GROUP Common 35921N101 232 14,109 Defined 1,2 11,609 2,500 FRONTLINE LTD ADR 35921R102 113 7,159 Defined 1,2 7,059 100 FROZEN FOOD EXPRESS INDS Common 359360104 69 27,054 Defined 1,2 8,854 18,200 FUELCELL ENERGY INC Common 35952H106 599 6,224 Defined 1,2 5,116 1,108 FUJI PHOTO FILM ADR 359586302 9,085 271,201 Defined 1,2 205,401 65,800 FULLER (H. B.) CO Common 359694106 476 16,563 Defined 1,2 5,014 11,549 FULTON FINANCIAL CORP Common 360271100 541 27,288 Defined 1,2 22,475 4,813 FURNITURE BRANDS INTERNATIONAL Common 360921100 965 58,046 Defined 1,2 17,546 40,500 FUTURELINK CORPORATION Common 36114Q208 87 28,257 Defined 1,2 23,257 5,000 G&K SERVICES INC -CL A Common 361268105 956 34,071 Defined 1,2 11,071 23,000 GATX CORP Common 361448103 2,281 54,467 Defined 1,2 16,867 37,600 GBC BANCORP/CA Common 361475106 647 19,000 Defined 1,2 6,200 12,800 GPU INC Common 36225X100 4,285 132,089 Defined 1,2 62,326 69,763 GSI LUMONICS Common 36229U102 314 19,058 Defined 1,2 16,158 2,900 GT GROUP TELECOM Common 362359408 77 5,832 Defined 1,2 4,932 900 GABLES RESIDENTIAL TRUST REIT 362418105 374 13,754 Defined 1,2 9,554 4,200 GADZOOX NETWORKS, INC. Common 362555104 74 10,389 Defined 1,2 8,589 1,800

30 GALILEO INTERNATIONAL INC Common 363547100 1,629 105,126 Defined 1,2 31,686 73,440 GALLAGHER (ARTHUR J.) & CO Common 363576109 3,761 63,611 Defined 1,2 20,611 43,000 GALLAHER GROUP PLC ADR 363595109 2,156 92,718 Defined 1,2 73,348 19,370 GANNETT CO Common 364730101 15,301 288,698 Defined 1,2 135,409 153,289 GAP INC Common 364760108 18,577 923,072 Defined 1,2 434,932 488,140 GARDNER DENVER MACHINERY INC Common 365558105 410 25,218 Defined 1,2 8,218 17,000 GARTNER GROUP INC -CL A Common 366651107 2 200 Defined 1,2 0 200 GARTNER GROUP Common 366651206 1,094 100,582 Defined 1,2 30,342 70,240 GASONICS INTERNATIONAL CORP Common 367278108 82 6,701 Defined 1,2 5,501 1,200 GATEWAY INC Common 367626108 16,515 353,253 Defined 1,2 165,005 188,248 GAYLORD ENTERTAINMENT -CL A Common 367905106 321 13,448 Defined 1,2 11,098 2,350 GAYLORD CONTAINER CP Common 368145108 38 22,332 Defined 1,2 18,432 3,900 GELTEX PHARMACEUTICALS INC Common 368538104 438 9,359 Defined 1,2 6,659 2,700 GENAISSANCE PHARMACEUTICALS Common 36867W105 182 8,800 Defined 1,2 7,275 1,525 GENCORP INC Common 368682100 573 70,560 Defined 1,2 22,860 47,700 GENE LOGIC INC Common 368689105 237 10,292 Defined 1,2 8,492 1,800 GENENCOR INTERNATIONAL INC Common 368709101 711 24,000 Defined 1,2 19,825 4,175 GENENTECH INC Common 368710406 6,311 33,985 Defined 1,2 27,985 6,000 GENER S A ADR 368731105 586 44,844 Defined 1,2 35,844 9,000 GENERAL CABLE CORP Common 369300108 104 13,688 Defined 1,2 11,288 2,400 GENERAL COMMUNICATION -CL A Common 369385109 622 86,983 Defined 1,2 28,383 58,600 GENERAL DYNAMICS CORP Common 369550108 13,562 215,914 Defined 1,2 101,927 113,987 GENERAL ELECTRIC CO Common 369604103 614,099 10,645,275 Defined 1,2 5,063,739 5,581,536 GENERAL GROWTH PPTYS INC REIT 370021107 871 27,058 Defined 1,2 20,158 6,900 GENERAL MAGIC INC Common 370253106 123 20,877 Defined 1,2 17,177 3,700 GENERAL MILLS INC Common 370334104 11,016 310,307 Defined 1,2 145,861 164,446 GENERAL MOTORS CORP Common 370442105 37,856 582,396 Defined 1,2 274,693 307,703 GENERAL MOTORS CL H Common 370442832 3,459 93,021 Defined 1,2 76,621 16,400 GENERAL SEMICONDUCTOR INC Common 370787103 768 63,004 Defined 1,2 20,404 42,600 GENESCO INC Common 371532102 148 8,738 Defined 1,2 7,238 1,500 GENTEX CORP Common 371901109 3,098 123,919 Defined 1,2 40,319 83,600 GENESIS HEALTH VENTURES INC Common 371912106 1 4,550 Defined 1,2 0 4,550 GENLYTE GROUP INC Common 372302109 142 5,536 Defined 1,2 4,536 1,000 GENOME THERAPTCS Common 372430108 172 8,352 Defined 1,2 6,852 1,500 GENOMIC SOLUTIONS Common 37243R109 159 9,224 Defined 1,2 7,624 1,600 GENRAD INC Common 372447102 132 12,040 Defined 1,2 9,940 2,100 GENSET ADR 37244T104 322 11,699 Defined 1,2 9,399 2,300 GENTIA SOFTWARE PLC ADR 37245A104 1 400 Defined 1,2 400 0 GENTEK INC Common 37245X104 124 8,155 Defined 1,2 6,755 1,400 GENUINE PARTS CO Common 372460105 3,659 191,948 Defined 1,2 90,263 101,685 GENUS INC Common 372461103 29 7,573 Defined 1,2 6,273 1,300 GENZYME TRANSGENICS CORP Common 37246E105 407 11,554 Defined 1,2 9,554 2,000 GENUITY INC Common 37248E103 460 70,397 Defined 1,2 57,997 12,400 GENZYME CORP Common 372917104 7,585 111,234 Defined 1,2 30,473 80,761 GENZYME SURGICAL PRODUCTS Common 372917609 13 1,754 Defined 1,2 0 1,754 GEORGIA GULF CORP Common 373200203 424 37,035 Defined 1,2 11,184 25,851 GEORGIA-PACIFIC CORP Common 373298108 4,382 186,459 Defined 1,2 87,659 98,800 THE TIMBER COMPANY Common 373298702 2,520 93,769 Defined 1,2 28,229 65,540 GEOWORKS Common 373692102 54 7,380 Defined 1,2 6,080 1,300 GERBER SCIENTIFIC INC Common 373730100 316 36,620 Defined 1,2 11,920 24,700 GERDAU SA ADR 373737105 86 6,658 Defined 1,2 6,558 100 GERMAN AMERICAN BANCORP Common 373865104 48 3,692 Defined 1,2 3,040 652 GERON CORPORATION Common 374163103 245 8,641 Defined 1,2 7,141 1,500 GETTHERE.COM INC Common 374266104 240 13,544 Defined 1,2 11,194 2,350 GETTY IMAGES Common 374276103 743 24,405 Defined 1,2 17,005 7,400

31 GETTY REALTY CORP Common 374297109 59 5,146 Defined 1,2 4,246 900 GIBRALTAR STEEL CORP Common 37476F103 84 5,075 Defined 1,2 4,150 925 GILEAD SCIENCES INC Common 375558103 6,581 59,996 Defined 1,2 16,509 43,487 GILLETTE CO Common 375766102 35,254 1,141,838 Defined 1,2 538,194 603,644 GLATFELTER (P H) CO Common 377316104 602 49,621 Defined 1,2 14,927 34,694 GLAXO WELLCOME PLC ADR 37733W105 61,259 1,013,598 Defined 1,2 794,650 218,948 GLENAYRE TECHNOLOGIES INC Common 377899109 283 26,060 Defined 1,2 21,423 4,637 GLENBOROUGH REALITY TRUST INC REIT 37803P105 299 16,587 Defined 1,2 11,387 5,200 GLIMCHER REALTY TRUST REIT 379302102 192 12,871 Defined 1,2 9,071 3,800 GLOBAL INDUSTRIES LTD Common 379336100 465 37,191 Defined 1,2 30,591 6,600 GLOBAL IMAGING SYSTEMS Common 37934A100 46 7,769 Defined 1,2 6,369 1,400 GLOBAL MARINE INC Common 379352404 6,356 205,865 Defined 1,2 62,001 143,864 GLOBAL TELESYSTEMS GROUP Common 37936U104 366 80,224 Defined 1,2 65,524 14,700 GLOBAL SPORTS INC Common 37937A107 70 8,838 Defined 1,2 7,238 1,600 Globalnet Financial Common 37937R209 38 5,997 Defined 1,2 4,922 1,075 GLOBECOMM SYSTEMS INC Common 37956X103 61 4,757 Defined 1,2 3,957 800 GLOBESPAN INC Common 379571102 3,295 27,006 Defined 1,2 21,906 5,100 GLOBIX CORP Common 37957F101 346 14,856 Defined 1,2 12,256 2,600 GLORIOUS SUN ENTERPRISES LTD ADR 379610108 6 3,700 Defined 1,2 3,700 0 GOLD BANC CORP INC Common 379907108 79 15,342 Defined 1,2 12,642 2,700 GOAMERICA INC Common 38020R106 169 19,130 Defined 1,2 15,730 3,400 GOLD FIELDS OF SOUTH AFRICA ADR 380597500 8 63,894 Defined 1,2 50,094 13,800 GOLD FIELDS LIMITED ADR 38059T106 455 148,679 Defined 1,2 117,492 31,187 GOLD PEAK INDUSTRIES ADR 380672105 5 1,700 Defined 1,2 1,300 400 GOLDEN STATE BANCORP INC Common 381197102 1,177 49,799 Defined 1,2 40,812 8,987 GOLDEN WEST FINANCIAL CORP Common 381317106 9,255 172,583 Defined 1,2 80,984 91,599 GOLDMAN SACHS GROUP Common 38141G104 3,363 29,517 Defined 1,2 24,317 5,200 GOLF TRUST OF AMERICA INC REIT 38168B103 53 3,899 Defined 1,2 2,799 1,100 GOODMAN FIELDER ADR 382382208 463 178,877 Defined 1,2 139,527 39,350 GOODRICH (B F) CO Common 382388106 4,336 110,635 Defined 1,2 52,035 58,600 GOODYEAR TIRE & RUBBER CO Common 382550101 3,068 170,461 Defined 1,2 80,333 90,128 GOODYS FAMILY CLOTHING INC Common 382588101 213 54,124 Defined 1,2 17,624 36,500 GORMAN-RUPP CO Common 383082104 58 3,520 Defined 1,2 2,895 625 GOTTSCHALKS INC Common 383485109 128 20,873 Defined 1,2 6,773 14,100 GO2NET INC Common 383486107 685 12,622 Defined 1,2 10,422 2,200 GOTO.COM Common 38348T107 328 19,905 Defined 1,2 16,405 3,500 GRACE (W R) & CO Common 38388F108 508 73,944 Defined 1,2 34,832 39,112 GRACO INC Common 384109104 1,086 33,664 Defined 1,2 10,964 22,700 GRAINGER (W W) INC Common 384802104 2,705 102,810 Defined 1,2 48,403 54,407 GRANDETEL TECHNOLOGIES INC Common 386560205 2 5,707 Defined 1,2 0 5,707 GRANITE CONSTRUCTION INC Common 387328107 778 32,091 Defined 1,2 9,636 22,455 GRANT PRIDECO Common 38821G101 2,801 127,670 Defined 1,2 38,351 89,319 GREAT AMERN FINL RES INC Common 389915109 313 17,089 Defined 1,2 14,089 3,000 GREAT ATLANTIC & PAC TEA CO Common 390064103 706 63,800 Defined 1,2 20,700 43,100 GREAT LAKES CHEMICAL CORP Common 390568103 1,683 57,401 Defined 1,2 26,895 30,506 GREAT LAKES REIT REIT 390752103 164 9,462 Defined 1,2 6,562 2,900 GREAT PLAINS SOFTWARE Common 39119E105 977 34,752 Defined 1,2 10,652 24,100 GREATER BAY BANCORP Common 391648102 1,632 23,500 Defined 1,2 7,100 16,400 GREEN MOUNTAIN POWER CORP Common 393154109 69 9,100 Defined 1,2 3,000 6,100 GREENBRIER COMPANIES INC Common 393657101 49 5,727 Defined 1,2 4,727 1,000 GREENPOINT FINANCIAL CORP Common 395384100 3,557 120,058 Defined 1,2 36,131 83,927 GREIF BROS CORP -CL A Common 397624107 303 9,127 Defined 1,2 7,527 1,600 GREY GLOBAL GROUP INC Common 39787M108 324 523 Defined 1,2 435 88 GREY WOLD INC Common 397888108 416 72,341 Defined 1,2 59,541 12,800 Gric Communications Common 398081109 57 7,866 Defined 1,2 6,466 1,400

32 GRIFFON CORP Common 398433102 374 49,442 Defined 1,2 16,046 33,396 GROUP 1 AUTOMOTIVE Common 398905109 387 35,577 Defined 1,2 11,577 24,000 GROUPE DANONE ADR 399449107 11,539 413,589 Defined 1,2 320,589 93,000 GROUPE AB ADR 39944Q109 76 4,636 Defined 1,2 4,536 100 CGI GROUP INC A Common 39945C109 893 116,210 Defined 1,2 90,710 25,500 GRUPO FINANCIERO GALICIA ADR 399909100 839 55,957 Defined 1,2 43,373 12,584 GRUMA SA ADR 400131306 34 9,947 Defined 1,2 9,747 200 GRUPO CARSO ADR 400485207 1,517 253,573 Defined 1,2 198,323 55,250 GRUPO INDL MASECA ADR 400488409 163 34,239 Defined 1,2 26,839 7,400 GRUPO INDL DURANGO SA ADR 40048E109 7 900 Defined 1,2 800 100 GRUPO CASA AUTREY ADR 40048P104 154 15,419 Defined 1,2 12,219 3,200 GRUPO IMSA S.A. ADR 40048T106 180 19,759 Defined 1,2 15,559 4,200 GRUPO RADIO CENTRO ADR 40049C102 6 600 Defined 1,2 500 100 GRUPO TRIBASA ADR 40049F204 1 390 Defined 1,2 280 110 GRUPO TELEVISA ADR 40049J206 5,078 88,023 Defined 1,2 67,923 20,100 GRUPO ELEKTRA ADR 40050A102 223 23,454 Defined 1,2 16,954 6,500 NUEVO GRUPO IUSACELL ADR 40050B100 131 11,062 Defined 1,2 9,962 1,100 GTECH HOLDINGS CORP Common 400518106 680 41,050 Defined 1,2 12,338 28,712 GRUPO FINANCIERO BBVA ADR 40051M204 1,739 148,243 Defined 1,2 115,443 32,800 GUANGSHEN RAILWAY CO. LTD. ADR 40065W107 315 48,879 Defined 1,2 38,079 10,800 GUCCI GROUP N.V. ADR ADR 401566104 3,505 34,743 Defined 1,2 26,743 8,000 GUESS INC Common 401617105 198 17,575 Defined 1,2 14,475 3,100 GUIDANT CORP Common 401698105 23,464 331,937 Defined 1,2 156,901 175,036 GUILFORD MILLS INC Common 401794102 60 31,909 Defined 1,2 10,359 21,550 GUILFORD PHARMACEUTICAL INC Common 401829106 254 11,017 Defined 1,2 7,817 3,200 GUITAR CENTER, INC. Common 402040109 110 8,934 Defined 1,2 7,334 1,600 GULF CANADA RES LTD -ORD Common 40218L305 787 146,369 Defined 1,2 112,696 33,673 GULF INDONESIA RESOURCES LTD ADR 402284103 523 48,136 Defined 1,2 37,886 10,250 GYMBOREE CORP Common 403777105 221 40,582 Defined 1,2 13,182 27,400 HMT TECHNOLOGY CORP Common 403917107 19 5,600 Defined 1,2 0 5,600 HCA THE HEALTHCARE CO Common 404119109 22,420 603,918 Defined 1,2 285,705 318,213 HCC INS HLDGS INC Common 404132102 405 19,955 Defined 1,2 16,405 3,550 HNC SOFTWARE INC Common 40425P107 4,642 56,741 Defined 1,2 17,391 39,350 HRPT PROPERTIES TRUST REIT 40426W101 504 71,977 Defined 1,2 51,377 20,600 H POWER CORP Common 40427A108 719 21,500 Defined 1,2 17,750 3,750 H S B C HOLDINGS ADR 404280406 52,435 734,384 Defined 1,2 563,012 171,372 HSB GROUP INC Common 40428N109 1,366 34,047 Defined 1,2 10,215 23,832 HS RESOURCES INC Common 404297103 1,023 30,422 Defined 1,2 9,922 20,500 HA-LO INDS INC Common 404429102 427 106,849 Defined 1,2 34,599 72,250 HAEMONETICS CORPORATION Common 405024100 352 13,792 Defined 1,2 8,492 5,300 HAGGAR CORP Common 405173105 136 10,846 Defined 1,2 3,546 7,300 HAIN CELESTIAL GROUP Common 405217100 1,701 48,436 Defined 1,2 15,636 32,800 HALL KINION & ASSOCIATES INC Common 406069104 149 5,243 Defined 1,2 4,343 900 HALLIBURTON CO Common 406216101 23,817 486,673 Defined 1,2 227,651 259,022 HAMILTON BANCORP INC. Common 407013101 70 4,103 Defined 1,2 3,378 725 HANARO TELECOM INC ADR 409649209 198 45,325 Defined 1,2 41,325 4,000 HANCOCK FABRICS INC Common 409900107 150 29,990 Defined 1,2 9,746 20,244 HANCOCK HLDG CO Common 410120109 138 4,452 Defined 1,2 3,667 785 JOHN HANCOCK FINANCIAL SRVCS Common 41014S106 3,429 127,589 Defined 1,2 105,089 22,500 HANDLEMAN CO Common 410252100 143 11,533 Defined 1,2 9,457 2,076 HANDSPRING INC Common 410293104 3,507 50,785 Defined 1,2 41,785 9,000 HANG LUNG DEV LTD ADR 410430300 753 149,602 Defined 1,2 116,902 32,700 HANG SENG BANK ADR 41043C304 11,506 1,067,902 Defined 1,2 845,902 222,000 HANGER ORTHOPEDIC GRP Common 41043F208 123 32,819 Defined 1,2 10,219 22,600 HANOVER COMPRESSOR CO Common 410768105 2,257 68,534 Defined 1,2 20,634 47,900

33 HANOVER DIRECT INC Common 410783104 48 85,545 Defined 1,2 70,445 15,100 HANSON PLC ADR 411352404 2,047 73,587 Defined 1,2 57,313 16,274 HARCOURT GENERAL INC Common 41163G101 4,658 78,951 Defined 1,2 37,011 41,940 HARBOR FLORIDA BANCSHARES Common 411901101 127 10,499 Defined 1,2 8,683 1,816 HARKEN ENERGY CORP Common 412552101 41 66,126 Defined 1,2 54,426 11,700 HARLAND (JOHN H.) CO Common 412693103 726 47,393 Defined 1,2 15,293 32,100 HARLEY-DAVIDSON INC Common 412822108 15,719 328,336 Defined 1,2 155,136 173,200 HARLEYSVILLE GROUP INC Common 412824104 222 11,654 Defined 1,2 9,554 2,100 HARLEYSVILLE NATL CORP/PA Common 412850109 109 3,596 Defined 1,2 2,958 638 HARMAN INTERNATIONAL INDS Common 413086109 2,223 56,850 Defined 1,2 18,414 38,436 HARMONIC LIGHTWAVES INC Common 413160102 620 25,815 Defined 1,2 19,011 6,804 HARMONY GOLD MINING ADR 413216300 163 31,730 Defined 1,2 24,830 6,900 HARRAHS ENTERTAINMENT INC Common 413619107 3,526 128,235 Defined 1,2 60,096 68,139 HARRIS CORP Common 413875105 2,307 81,129 Defined 1,2 24,494 56,635 HARRIS FINANCIAL INC Common 414541102 107 13,787 Defined 1,2 11,387 2,400 Harris Interactive I Common 414549105 59 13,108 Defined 1,2 10,808 2,300 HARSCO CORP Common 415864107 1,042 47,208 Defined 1,2 14,164 33,044 HARTE HANKS COMMUN INC Common 416196103 2,161 79,304 Defined 1,2 24,004 55,300 HARTFORD FINANCIAL SERVICES GROUP Common 416515104 17,841 244,606 Defined 1,2 114,567 130,039 HARTMARX CORP Common 417119104 147 48,953 Defined 1,2 15,963 32,990 HASBRO INC Common 418056107 2,153 188,228 Defined 1,2 88,113 100,115 HAVERTY FURNITURE Common 419596101 91 8,352 Defined 1,2 6,852 1,500 HAWAIIAN ELECTRIC INDS Common 419870100 1,341 38,451 Defined 1,2 11,570 26,881 HAYES LEMMERZ INTL INC COM Common 420781106 133 12,333 Defined 1,2 10,133 2,200 HEARME INC Common 421903105 44 10,875 Defined 1,2 8,975 1,900 HEALTH CARE PPTYS INVEST INC REIT 421915109 825 27,860 Defined 1,2 20,096 7,764 HEALTHSOUTH CORP Common 421924101 3,833 471,738 Defined 1,2 197,086 274,652 HEALTH MANAGEMNT ASSC Common 421933102 5,954 286,075 Defined 1,2 85,877 200,198 HEALTHCARE REALTY TRUST REIT 421946104 435 20,598 Defined 1,2 15,247 5,351 HEALTHPLAN SVCS CORP Common 421959107 9 1,700 Defined 1,2 0 1,700 HEARTPORT INC Common 421969106 13 4,100 Defined 1,2 0 4,100 Healthextras Inc Common 422211102 52 11,168 Defined 1,2 9,168 2,000 HEARST-ARGYLE TELVSN INC Common 422317107 418 20,894 Defined 1,2 17,177 3,717 HEARTLAND EXPRESS INC Common 422347104 735 42,328 Defined 1,2 13,892 28,436 HEICO CORP Common 422806109 45 3,424 Defined 1,2 2,799 625 HEICO CORP Common 422806208 41 3,270 Defined 1,2 2,690 580 HEIDRICK & STRUGGLES INTL Common 422819102 1,642 31,959 Defined 1,2 10,359 21,600 HEINZ (H J) CO Common 423074103 13,999 377,713 Defined 1,2 177,517 200,196 HELIX TECHNOLOGY CORP Common 423319102 1,118 37,426 Defined 1,2 12,226 25,200 HELLENIC TELECOMMUNICATIONS ORG. ADR 423325307 5,105 551,944 Defined 1,2 441,144 110,800 HELLER FINANCIAL Common 423328103 524 18,362 Defined 1,2 15,089 3,273 HELMERICH & PAYNE Common 423452101 2,107 58,339 Defined 1,2 17,639 40,700 HEMISPHERX BIOPHARMA INC Common 42366C103 84 11,847 Defined 1,2 9,747 2,100 HENDERSON LAND DEVELOPMENT ADR 425166303 5,004 970,399 Defined 1,2 754,249 216,150 HENRY (JACK) & ASSOCIATES Common 426281101 2,946 67,909 Defined 1,2 22,009 45,900 HERBALIFE INTL INC CL A Common 426908208 12 1,266 Defined 1,2 0 1,266 HERCULES INC Common 427056106 1,662 117,648 Defined 1,2 55,235 62,413 HERSHEY FOODS CORP Common 427866108 8,142 150,435 Defined 1,2 70,350 80,085 HERTZ CORP Common 428040109 521 16,410 Defined 1,2 13,510 2,900 HEWLETT-PACKARD CO Common 428236103 105,516 1,087,795 Defined 1,2 509,974 577,821 HEXCEL CORP Common 428291108 199 14,856 Defined 1,2 12,256 2,600 HI/FN INC Common 428358105 247 3,632 Defined 1,2 2,992 640 HIBERNIA CORP -CL A Common 428656102 2,297 187,508 Defined 1,2 56,304 131,204 HIGH SPEED ACCESS CORP Common 42979U102 82 22,528 Defined 1,2 18,528 4,000 HIGHWOODS PROPERTIES INC REIT 431284108 742 31,395 Defined 1,2 22,195 9,200

34 HILB ROGAL & HAMILTON CO Common 431294107 904 21,686 Defined 1,2 7,086 14,600 HILLENBRAND INDUSTRIES Common 431573104 3,283 73,358 Defined 1,2 22,162 51,196 LADBROKE GROUP INC ADR 43283M109 1,927 336,831 Defined 1,2 260,231 76,600 HILTON HOTELS CORP Common 432848109 4,629 400,351 Defined 1,2 188,514 211,837 HITACHI LTD ADR 433578507 21,586 188,938 Defined 1,2 146,793 42,145 HISPANIC BROADCASTING -CL A Common 43357B104 3,560 127,726 Defined 1,2 38,576 89,150 HOLDERBANK FINANCIERE GLARIS ADR 434864104 2,780 133,378 Defined 1,2 105,278 28,100 HOLLINGER INTERNATIONAL INC Common 435569108 704 42,001 Defined 1,2 34,451 7,550 HOLLINGER INC Common 43556C606 120 13,332 Defined 1,2 12,932 400 HOLLIS-EDEN PHARMACEUTICALS Common 435902101 41 4,589 Defined 1,2 3,764 825 Hollywood Com Inc Common 436137103 57 9,420 Defined 1,2 7,720 1,700 HOLLYWOOD ENTMT CORP Common 436141105 139 18,644 Defined 1,2 15,344 3,300 HOLOGIC INC Common 436440101 200 26,928 Defined 1,2 8,328 18,600 HOME DEPOT INC Common 437076102 133,454 2,515,028 Defined 1,2 1,183,923 1,331,105 HOME PROPERTIES NEW YORK INC REIT 437306103 340 11,382 Defined 1,2 8,782 2,600 HOMESTAKE MINING Common 437614100 1,489 287,016 Defined 1,2 134,486 152,530 HOMESTORE.COM INC. Common 437852106 1,581 33,817 Defined 1,2 27,117 6,700 HON INDUSTRIES Common 438092108 1,737 70,548 Defined 1,2 21,302 49,246 HONDA MOTOR LTD -AM SHARES ADR 438128308 20,175 275,666 Defined 1,2 214,316 61,350 HONEYWELL INT INC Common 438516106 31,070 872,145 Defined 1,2 409,320 462,825 HONG KONG & CHINA GAS ADR 438550303 2,442 1,953,779 Defined 1,2 1,513,447 440,332 HONGKONG ELECTRIC HOLDINGS ADR 438580300 3,470 1,122,602 Defined 1,2 884,752 237,850 HONGKONG LAND HOLDINGS ADR 438581209 2,325 252,718 Defined 1,2 194,868 57,850 HOOPER HOLMES INC Common 439104100 1,098 115,487 Defined 1,2 36,187 79,300 HOPEWELL HOLDINGS ADR 439555301 185 496,599 Defined 1,2 384,049 112,550 HORACE MANN EDUCATORS CORP Common 440327104 782 47,758 Defined 1,2 14,358 33,400 HORIZON OFFSHORE INC Common 44043J105 133 7,573 Defined 1,2 6,273 1,300 HORMEL FOODS CORP Common 440452100 2,751 164,824 Defined 1,2 49,632 115,192 HOSPITALITY PPTYS TR REIT 44106M102 685 29,291 Defined 1,2 21,691 7,600 HOST MARRIOTT CORP REIT 44107P104 1,385 123,108 Defined 1,2 89,108 34,000 HOT TOPIC INC Common 441339108 120 4,006 Defined 1,2 3,281 725 HOTEL RESERVATIONS INC Common 441451101 242 6,604 Defined 1,2 5,404 1,200 HOTJOBS.COM, LTD. Common 441474103 220 12,915 Defined 1,2 10,615 2,300 HOUGHTON MIFFLIN CO Common 441560109 1,408 35,870 Defined 1,2 10,780 25,090 HOUSEHOLD INTERNATIONAL INC Common 441815107 29,107 514,030 Defined 1,2 241,785 272,245 HOUSTON EXPLORATION COMPANY Common 442120101 245 9,710 Defined 1,2 8,010 1,700 HUANENG POWER INTL INC ADR 443304100 336 21,003 Defined 1,2 15,603 5,400 HUBBELL INC -CL B Common 443510201 1,790 71,419 Defined 1,2 21,478 49,941 HUDSON CITY BANCORP Common 443683107 796 46,804 Defined 1,2 38,504 8,300 HUDSON UNITED BANCORP Common 444165104 2,238 81,023 Defined 1,2 26,408 54,615 HUFFY CORP Common 444356109 179 17,091 Defined 1,2 5,591 11,500 HUGHES SUPPLY INC Common 444482103 767 39,103 Defined 1,2 12,653 26,450 HUGOTON RTY TR TEX Common 444717102 254 16,213 Defined 1,2 13,313 2,900 HUMANA INC Common 444859102 2,156 200,515 Defined 1,2 85,458 115,057 HUMAN GENOME SCIENCES INC Common 444903108 4,682 27,042 Defined 1,2 18,142 8,900 HUNT (JB) TRANSPRT SVCS INC Common 445658107 529 41,458 Defined 1,2 12,431 29,027 HUNTER DOUGLAS NV ADR 445681208 514 75,928 Defined 1,2 60,228 15,700 HUNTINGDON INTL-PLC ADR 445891203 0 19 Defined 1,2 0 19 HUNTINGTON BANCSHARES Common 446150104 4,007 272,804 Defined 1,2 128,442 144,362 HUTCHINSON TECH Common 448407106 868 41,189 Defined 1,2 13,389 27,800 HYDRIL COMPANY Common 448774109 11 500 Defined 1,2 400 100 ICN PHARMACEUTICALS INC Common 448924100 3,404 102,361 Defined 1,2 28,040 74,321 IDT CORP Common 448947101 381 9,806 Defined 1,2 8,106 1,700 HYPERCOM CORP Common 44913M105 145 13,984 Defined 1,2 11,484 2,500 HYPERION SOLUTIONS CORP Common 44914M104 1,504 58,121 Defined 1,2 17,531 40,590

35 HYSAN DEVELOPMENT ADR 449162304 760 291,877 Defined 1,2 226,227 65,650 HYSEQ INC Common 449163302 195 5,339 Defined 1,2 4,439 900 IBP INC Common 449223106 2,266 123,739 Defined 1,2 37,311 86,428 ICG COMMUNICATIONS Common 449246107 9 19,660 Defined 1,2 16,212 3,448 ICICI LTD ADR 44926P202 1,260 114,555 Defined 1,2 83,955 30,600 ICOS CORPORATION Common 449295104 1,301 24,040 Defined 1,2 15,440 8,600 IDEC PHARMACEUTICALS CORP Common 449370105 10,751 61,309 Defined 1,2 15,809 45,500 IDG BOOKS Common 449384106 55 5,997 Defined 1,2 4,922 1,075 IDX SYSTEMS CORP Common 449491109 236 14,661 Defined 1,2 9,361 5,300 IGEN INC Common 449536101 200 9,915 Defined 1,2 5,115 4,800 IHOP CORP Common 449623107 638 33,358 Defined 1,2 10,858 22,500 IMC GLOBAL INC Common 449669100 1,955 134,825 Defined 1,2 40,595 94,230 IMCO RECYCLING INC Common 449681105 152 25,274 Defined 1,2 8,174 17,100 I-LINK INC Common 449927102 36 10,778 Defined 1,2 8,878 1,900 IMS HEALTH Common 449934108 6,718 323,751 Defined 1,2 152,217 171,534 IRSA INVERSIONERS Y REP S A ADR 450047204 264 11,400 Defined 1,2 8,837 2,563 IRT PROPERTY CO REIT 450058102 158 18,038 Defined 1,2 12,738 5,300 I-STAT CORP Common 450312103 196 8,680 Defined 1,2 6,080 2,600 ITC DELTACOM INC Common 45031T104 285 24,762 Defined 1,2 20,362 4,400 UNKNOWN Common 450328109 0 40 Defined 1,2 0 40 ITT EDUCATIONAL SVCS INC Common 45068B109 263 9,710 Defined 1,2 8,010 1,700 Itxc Corp Common 45069F109 229 15,635 Defined 1,2 12,835 2,800 IXL ENTERPRISES Common 450718101 133 30,497 Defined 1,2 24,897 5,600 IASIAWORKS INC Common 45072L101 165 16,500 Defined 1,2 13,740 2,760 Ibasis Inc Common 450732102 217 13,691 Defined 1,2 11,291 2,400 IBEAM BROADCASTING CORP Common 45073P101 293 42,966 Defined 1,2 35,416 7,550 IBIS TECHNOLOGY INC Common 450909106 122 3,351 Defined 1,2 2,751 600 ITT INDUSTRIES INC Common 450911102 3,128 96,436 Defined 1,2 45,280 51,156 ICON PLC ADR 45103T107 102 5,664 Defined 1,2 4,364 1,300 IDACORP INC HLDG CO Common 451107106 2,050 44,329 Defined 1,2 13,300 31,029 IDEX CORP Common 45167R104 1,392 49,814 Defined 1,2 16,214 33,600 IDEXX LABS INC Common 45168D104 1,796 67,142 Defined 1,2 18,642 48,500 IGATE CAPITAL CORPORATION Common 45169U105 108 20,002 Defined 1,2 16,502 3,500 IKON OFFICE SOLUTIONS Common 451713101 239 60,687 Defined 1,2 49,987 10,700 IDENTIX INC Common 451906101 163 13,401 Defined 1,2 11,001 2,400 ILEX ONCOLOGY, INC. Common 451923106 304 10,099 Defined 1,2 8,299 1,800 ILLINOIS TOOL WORKS Common 452308109 18,506 331,207 Defined 1,2 154,408 176,799 ILUMINA INC Common 452327109 585 12,900 Defined 1,2 10,600 2,300 ILLUMINET HOLDINGS INC Common 452334105 336 12,095 Defined 1,2 9,988 2,107 Imagex Com Inc Common 45244D102 37 9,127 Defined 1,2 7,527 1,600 IMATION CORP Common 45245A107 781 41,908 Defined 1,2 12,524 29,384 IMCLONE SYSTEMS INC Common 45245W109 1,677 14,323 Defined 1,2 10,398 3,925 Imanage Inc Common 45245Y105 71 8,934 Defined 1,2 7,334 1,600 Immersion Corp Common 452521107 101 6,504 Defined 1,2 5,404 1,100 IMMUNEX CORP Common 452528102 14,039 322,745 Defined 1,2 166,945 155,800 IMMUNE RESPONSE CORP/DEL Common 45252T106 316 45,957 Defined 1,2 14,857 31,100 IMMUNOGEN INC Common 45253H101 458 13,401 Defined 1,2 11,001 2,400 IMPERIAL BANCORP Common 452556103 1,416 74,033 Defined 1,2 24,133 49,900 IMPATH INC Common 45255G101 398 6,312 Defined 1,2 5,212 1,100 IMPCO TECHNOLOGIES INC Common 45255W106 101 3,520 Defined 1,2 2,895 625 IMPERIAL CHEM INDS PLC ADR 452704505 2,219 95,709 Defined 1,2 73,759 21,950 IMPERIAL CREDIT INDS INC Common 452729106 21 13,411 Defined 1,2 11,001 2,410 IMPERIAL HOLDINGS LTD ADR 452833106 881 111,978 Defined 1,2 87,183 24,795 IMATRON INC Common 452906100 95 40,975 Defined 1,2 33,775 7,200 IMMUNOMEDICS INC Common 452907108 511 24,405 Defined 1,2 16,405 8,000

36 IMPERIAL OIL LTD Common 453038408 6,061 232,496 Defined 1,2 182,730 49,766 IMPERIAL TOBACCO GRP ADR 453142101 2,696 144,763 Defined 1,2 114,538 30,225 IMPSAT FIBER NETWORKS ADR 45321T103 98 8,903 Defined 1,2 8,203 700 IMRGLOBAL CORPORATION Common 45321W106 182 15,681 Defined 1,2 12,931 2,750 INAMED CORP Common 453235103 235 8,352 Defined 1,2 6,852 1,500 INCO LTD Common 453258402 3,206 198,791 Defined 1,2 93,283 105,508 INCYTE GENOMICS INC Common 45337C102 3,740 90,954 Defined 1,2 22,654 68,300 INDEPENDENCE CMNTY BK CORP Common 453414104 386 27,578 Defined 1,2 22,678 4,900 INDEPENDENT ENERGY HOLDING ADR 45384X108 38 4,960 Defined 1,2 4,060 900 INDUS INTL INC Common 45578L100 67 13,787 Defined 1,2 11,387 2,400 INDUS-MATEMATIK INTL Common 455792101 52 12,915 Defined 1,2 10,615 2,300 INDUSTRIAS BACHOCO SA ADR 456463108 112 13,843 Defined 1,2 11,043 2,800 INDUSTRIE NATUZZI ADR 456478106 386 32,192 Defined 1,2 25,192 7,000 INFINEON TECHNOLOGIES AG ADR 45662N103 5,844 123,042 Defined 1,2 100,442 22,600 INFINITY BROADCASTING CORP CL A Common 45662S102 5,182 157,041 Defined 1,2 129,335 27,706 INET TECHNOLOGIES INC Common 45662V105 560 19,144 Defined 1,2 15,344 3,800 INFOCURE CORP Common 45665A108 54 13,594 Defined 1,2 11,194 2,400 INFOCUS CORPORATION Common 45665B106 2,539 47,900 Defined 1,2 13,300 34,600 INFOGRAMES INC Common 45665T107 61 8,409 Defined 1,2 6,929 1,480 INFORMATICA CORP Common 45666Q102 1,286 13,787 Defined 1,2 11,387 2,400 INFONET SERVICES CORPORATION Common 45666T106 1,300 123,041 Defined 1,2 100,891 22,150 INFORMATION ARCHITECTS CORP Common 45669R107 39 11,847 Defined 1,2 9,747 2,100 INFORMATION HLDGS INC Common 456727106 310 8,740 Defined 1,2 7,180 1,560 INFORMIX CORP Common 456779107 1,380 334,548 Defined 1,2 100,518 234,030 INFORTE CORP Common 45677R107 177 5,026 Defined 1,2 4,126 900 INFOSPACE COM INC COM Common 45678T102 3,395 112,225 Defined 1,2 76,525 35,700 INFOUSA INC Common 456818301 102 20,391 Defined 1,2 16,791 3,600 ING GROEP NV ADR ADR 456837103 35,144 533,497 Defined 1,2 416,997 116,500 INGERSOLL-RAND CO Common 456866102 5,958 175,879 Defined 1,2 82,885 92,994 INFORMATION RESOURCES INC Common 456905108 332 48,763 Defined 1,2 15,963 32,800 INGRAM MICRO INC Common 457153104 403 29,332 Defined 1,2 23,932 5,400 INHALE THERAPEUTIC SYSTEMS Common 457191104 1,093 19,396 Defined 1,2 13,896 5,500 INKTOMI CORP Common 457277101 6,534 57,313 Defined 1,2 36,863 20,450 INNOVEX INC Common 457647105 335 24,615 Defined 1,2 8,015 16,600 INPUT/OUTPUT INC Common 457652105 811 84,290 Defined 1,2 27,490 56,800 INSIGHT ENTERPRISES INC Common 45765U103 1,868 68,566 Defined 1,2 22,341 46,225 INSITUFORM TECNOL INC -CL A Common 457667103 1,386 41,209 Defined 1,2 13,409 27,800 INPRISE CORPORATION Common 45766C102 162 30,382 Defined 1,2 20,362 10,020 INSIGNIA FINL GROUP INC Common 45767A105 88 8,577 Defined 1,2 7,045 1,532 INSIGHT COMMUNCATIONS COMPANY INC Common 45768V108 316 19,905 Defined 1,2 16,405 3,500 INRANGE TECHNOLOGIES Common 45769V206 106 2,000 Defined 1,2 1,600 400 INNKEEPERS USA TRUST REIT 4576J0104 189 18,424 Defined 1,2 13,124 5,300 INSPIRE PHARMACEUTICALS INC Common 457733103 300 10,000 Defined 1,2 8,250 1,750 INSTEEL INDUSTRIES Common 45774W108 57 14,045 Defined 1,2 4,545 9,500 INSTRUMENTARIUM CP ADR 457805208 307 27,064 Defined 1,2 21,414 5,650 INSURANCE AUTO AUCTIONS INC Common 457875102 314 19,423 Defined 1,2 6,323 13,100 INTERACTIVE INVESTOR INTL INC ADR 457955102 106 15,167 Defined 1,2 14,767 400 Integral Sys Inc Md Common 45810H107 59 3,520 Defined 1,2 2,895 625 INTEGRATED DEVICE TECH INC Common 458118106 11,107 122,734 Defined 1,2 36,858 85,876 INTEGRATED ELECTRICAL SERVICES Common 45811E103 105 15,245 Defined 1,2 12,545 2,700 INTEGRATED CIRCUIT SYSTEMS - OLD Common 45811K208 474 25,634 Defined 1,2 21,134 4,500 INTEGRATED HEALTH SVCS INC Common 45812C106 1 6,699 Defined 1,2 0 6,699 INTEGRATED SILICON SOLUTION Common 45812P107 145 10,196 Defined 1,2 8,396 1,800 INTEL CORP Common 458140100 302,405 7,275,906 Defined 1,2 3,432,562 3,843,344 INTELECT COMMUNICATIONS INC Common 458144102 50 34,664 Defined 1,2 28,564 6,100

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44 MASSIMO DA MILANO INC Common 576286108 0 4,331 Defined 1,2 0 4,331 MASTEC INC Common 576323109 593 18,964 Defined 1,2 15,489 3,475 MATAV-CABLE SYSTEMS MEDIA LTD. ADR 576561104 323 8,008 Defined 1,2 6,108 1,900 MATERIAL SCIENCES CORP Common 576674105 281 24,728 Defined 1,2 8,028 16,700 MATRIX PHARMACEUTICAL INC Common 576844104 145 9,320 Defined 1,2 7,720 1,600 MATRIXONE INC Common 57685P304 680 16,993 Defined 1,2 13,993 3,000 MATSUSHITA ELECTRIC ADR 576879209 29,825 113,564 Defined 1,2 88,086 25,478 MATTEL INC Common 577081102 5,214 466,092 Defined 1,2 218,242 247,850 MATTHEWS INTL CORP -CL A Common 577128101 157 5,339 Defined 1,2 4,439 900 MATTSON TECHNOLOGY INC Common 577223100 118 7,962 Defined 1,2 6,562 1,400 MAVESA ADR 577717101 150 34,825 Defined 1,2 27,225 7,600 MAXTOR CORP Common 577729205 482 45,928 Defined 1,2 37,828 8,100 MAXIM INTEGRATED PRODUCTS Common 57772K101 24,649 306,442 Defined 1,2 144,602 161,840 MAXIM PHARMACEUTICALS INC Common 57772M107 517 8,507 Defined 1,2 7,004 1,503 MAXWELL TECHNOLOGIES INC Common 577767106 13 700 Defined 1,2 0 700 MAXYGEN INC Common 577776107 675 13,011 Defined 1,2 10,751 2,260 MAY DEPARTMENT STORES CO Common 577778103 7,097 346,182 Defined 1,2 162,496 183,686 MAXXAM INC Common 577913106 160 8,046 Defined 1,2 2,409 5,637 MAVERICK TUBE CORP Common 577914104 196 7,283 Defined 1,2 5,983 1,300 MAXIMUS INC Common 577933104 774 34,984 Defined 1,2 11,384 23,600 MAYNE NICKLESS LTD ADR 578450207 442 39,406 Defined 1,2 31,206 8,200 MAYORS JEWELERS INC Common 578462103 122 32,657 Defined 1,2 10,607 22,050 MAYR-MELNHOF-KARTON AG ADR 578471203 267 25,218 Defined 1,2 19,818 5,400 MAYTAG CORP Common 578592107 2,649 85,284 Defined 1,2 39,892 45,392 MCAFEE.COM CORPORATION Common 579062100 47 3,132 Defined 1,2 2,577 555 MCCLATCHY NEWSPAPERS -CL A Common 579489105 638 18,133 Defined 1,2 14,958 3,175 MCCORMICK & CO Common 579780206 2,395 80,515 Defined 1,2 24,187 56,328 MCDATA CORPORATION Common 580031102 4,062 33,050 Defined 1,2 27,300 5,750 MCDERMOTT INTL INC Common 580037109 721 65,547 Defined 1,2 30,930 34,617 MCDONALDS CORP Common 580135101 43,682 1,447,022 Defined 1,2 675,190 771,832 MCGRATH RENTCORP Common 580589109 96 5,049 Defined 1,2 4,149 900 MCGRAW-HILL COMPANIES Common 580645109 13,589 213,782 Defined 1,2 99,926 113,856 MCK COMMUNICATIONS Common 581243102 178 7,866 Defined 1,2 6,466 1,400 MCKESSON HBOC CORP Common 58155Q103 9,873 323,039 Defined 1,2 145,098 177,941 MCLEODUSA INCORPORATED Common 582266102 3,365 235,142 Defined 1,2 192,783 42,359 MCMORAN EXPLORATION CO Common 582411104 74 6,399 Defined 1,2 5,308 1,091 MEAD CORP Common 582834107 2,621 112,108 Defined 1,2 52,791 59,317 MEADE INSTRUMENTS CORP Common 583062104 549 27,200 Defined 1,2 8,800 18,400 MECHANICAL TECHNOLOGY INC Common 583538103 154 14,273 Defined 1,2 11,773 2,500 MEDAREX INC Common 583916101 1,686 14,374 Defined 1,2 11,754 2,620 MEDALLION FINANCIAL CORP Common 583928106 95 5,632 Defined 1,2 4,632 1,000 MEDFORD BANCORP INC Common 584131106 53 3,302 Defined 1,2 2,702 600 MEDIA GENERAL -CL A Common 584404107 1,173 27,284 Defined 1,2 8,175 19,109 MEDIA 100 INC Common 58440W105 52 4,757 Defined 1,2 3,957 800 Mediaplex Inc Common 58446B105 55 13,401 Defined 1,2 11,001 2,400 MEDIACOM COMMUNICATIONS CORP Common 58446K105 396 24,565 Defined 1,2 20,265 4,300 MEDICAL ASSURANCE INC Common 58449U100 115 9,414 Defined 1,2 7,778 1,636 MEDICAL MANAGER CORPORATION Common 58461U103 -653 -16,494 Defined 1,2 -13,619 -2,875 MEDICALOGIC Common 584642102 79 22,168 Defined 1,2 18,276 3,892 MEDICIS PHARMACEUT CP -CL A Common 584690309 3,350 54,473 Defined 1,2 15,773 38,700 MEDIMMUNE INC Common 584699102 19,029 246,329 Defined 1,2 107,044 139,285 MEDQUIST INC Common 584949101 93 4,600 Defined 1,2 0 4,600 MEDITRUST CORP REIT 58501T306 217 73,734 Defined 1,2 55,160 18,574 MEDTRONIC INC Common 585055106 66,965 1,292,450 Defined 1,2 612,768 679,682 MELLON FINANCIAL CORP Common 58551A108 24,682 532,223 Defined 1,2 249,613 282,610

45 MEMBERWORKS INC Common 586002107 948 28,850 Defined 1,2 8,797 20,053 MENS WEARHOUSE INC Common 587118100 1,958 69,165 Defined 1,2 22,565 46,600 MENTOR CORP Common 587188103 712 45,176 Defined 1,2 12,676 32,500 MENTOR GRAPHICS CORP Common 587200106 1,770 75,121 Defined 1,2 22,660 52,461 MIRANT PLC -SP ADR ADR 587336108 4 600 Defined 1,2 500 100 MERCANTILE BANKSHARES CORP Common 587405101 2,997 82,569 Defined 1,2 24,897 57,672 MERCATOR SOFTWARE INC Common 587587106 196 11,850 Defined 1,2 9,650 2,200 MERCHANTS N Y BANCORP INC Common 589167105 160 7,769 Defined 1,2 6,369 1,400 MERCK & CO Common 589331107 184,875 2,483,626 Defined 1,2 1,176,137 1,307,489 MERCURY COMPUTER SYS Common 589378108 980 35,231 Defined 1,2 11,431 23,800 MERCURY GENERAL CORP Common 589400100 624 22,046 Defined 1,2 18,046 4,000 MERCURY INTERACTIVE CORP Common 589405109 13,548 86,428 Defined 1,2 41,078 45,350 MEREDITH CORP Common 589433101 1,658 56,215 Defined 1,2 26,149 30,066 MERIDIAN RESOURCE CORP Common 58977Q109 130 18,837 Defined 1,2 15,537 3,300 MERISTAR HOSPITALITY CORP REIT 58984Y103 508 25,100 Defined 1,2 17,736 7,364 MERIDIAN GOLD Common 589975101 204 30,004 Defined 1,2 24,704 5,300 MERIX CORP Common 590049102 263 4,055 Defined 1,2 3,330 725 MERRILL LYNCH & CO Common 590188108 57,302 868,214 Defined 1,2 410,830 457,384 MESA AIR GROUP Common 590479101 297 54,251 Defined 1,2 17,451 36,800 MESABA HOLDINGS INC Common 59066B102 88 8,205 Defined 1,2 6,755 1,450 MESSAGEMEDIA INC Common 590787107 57 22,625 Defined 1,2 18,625 4,000 MESTEK INC Common 590829107 58 3,520 Defined 1,2 2,895 625 META GROUP INC Common 591002100 53 4,249 Defined 1,2 3,474 775 METACREATIONS CORP Common 591016100 126 11,163 Defined 1,2 9,168 1,995 METALS USA INC Common 591324108 43 14,759 Defined 1,2 12,159 2,600 METASOLV SOFTWARE INC Common 591393103 583 14,275 Defined 1,2 11,745 2,530 METAWAVE COMMUNICATIONS CORP Common 591409107 274 14,955 Defined 1,2 12,295 2,660 METHANEX CORP Common 59151K108 472 93,254 Defined 1,2 72,654 20,600 METHODE ELECTRONICS -CL A Common 591520200 2,627 59,282 Defined 1,2 19,182 40,100 METLIFE INC Common 59156R108 2,144 81,857 Defined 1,2 67,357 14,500 METRICOM INC Common 591596101 320 12,429 Defined 1,2 10,229 2,200 METRIS COMPANIES INC Common 591598107 938 23,750 Defined 1,2 19,349 4,401 METRO-GOLDWYN-MAYER INC Common 591610100 2,007 83,612 Defined 1,2 68,805 14,807 METRO INFORMATION SVCS INC Common 59162P104 42 6,118 Defined 1,2 5,018 1,100 METROCALL INC Common 591647102 103 34,209 Defined 1,2 28,209 6,000 METROGAS ADR 591673207 296 32,280 Defined 1,2 25,233 7,047 METROMEDIA FIBER NTWK -CL A Common 591689104 4,722 194,222 Defined 1,2 159,322 34,900 METROMEDIA INTL GROUP INC Common 591695101 143 38,231 Defined 1,2 31,363 6,868 METSO CORP ADR 592671101 764 75,473 Defined 1,2 59,678 15,795 METTLER-TOLEDO INTL ADR 592688105 948 21,554 Defined 1,2 17,154 4,400 MICHAEL FOODS INC Common 594079105 712 30,471 Defined 1,2 9,871 20,600 MICHAELS STORES INC Common 594087108 2,213 55,322 Defined 1,2 17,922 37,400 MICREL INC Common 594793101 6,675 99,627 Defined 1,2 29,787 69,840 MICROS SYSTEMS INC Common 594901100 430 28,533 Defined 1,2 9,333 19,200 MICROSOFT CORP Common 594918104 341,473 5,661,722 Defined 1,2 2,690,431 2,971,291 Microvision Inc Wash Common 594960106 180 4,710 Defined 1,2 3,860 850 MICROSTRATEGY Common 594972101 317 11,606 Defined 1,2 8,106 3,500 MICROCHIP TECHNOLOGY INC Common 595017104 4,602 139,194 Defined 1,2 42,094 97,100 MICROCELL TELECOMMUNICATIONS INC. Common 59501T304 609 20,968 Defined 1,2 16,268 4,700 MICROMUSE INC Common 595094103 2,890 14,384 Defined 1,2 11,484 2,900 MICRON ELECTRONICS INC Common 595100108 352 39,131 Defined 1,2 32,231 6,900 MICRON TECHNOLOGY INC Common 595112103 27,960 607,817 Defined 1,2 288,641 319,176 MICROSEMI CORP Common 595137100 210 5,511 Defined 1,2 4,536 975 MICROTUNE INE Common 59514P109 822 15,350 Defined 1,2 12,650 2,700 MID-AMERICA APT CMNTYS INC REIT 59522J103 236 9,849 Defined 1,2 6,749 3,100

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47 MUELLER INDUSTRIES Common 624756102 1,284 57,206 Defined 1,2 18,606 38,600 MULTEX.COM INC Common 625367107 203 11,847 Defined 1,2 9,747 2,100 MURPHY OIL CORP Common 626717102 3,416 52,699 Defined 1,2 15,902 36,797 MUSICLAND STORES CORP Common 62758B109 93 13,205 Defined 1,2 10,905 2,300 MUTUAL RISK MANAGEMENT LTD Common 628351108 1,509 68,764 Defined 1,2 22,232 46,532 MYERS INDUSTRIES INC Common 628464109 455 35,851 Defined 1,2 11,662 24,189 MYLAN LABORATORIES Common 628530107 4,367 162,114 Defined 1,2 44,103 118,011 MYRIAD GENETICS INC Common 62855J104 743 8,598 Defined 1,2 6,948 1,650 MYPOINTS COM INC Common 62855T102 64 11,684 Defined 1,2 9,644 2,040 NABI Common 628716102 101 14,470 Defined 1,2 11,870 2,600 NAHC INC Common 62874P107 0 7,600 Defined 1,2 0 7,600 N B T BANCORP INC Common 628778102 88 7,326 Defined 1,2 6,003 1,323 NBTY INC Common 628782104 757 115,853 Defined 1,2 37,253 78,600 NCH CORP Common 628850109 222 6,274 Defined 1,2 1,927 4,347 NCI BUILDING SYSTEMS INC Common 628852105 108 7,380 Defined 1,2 6,080 1,300 NCL HOLDING ASA ADR 628853103 62 5,987 Defined 1,2 5,887 100 NCO GROUP INC Common 628858102 358 30,161 Defined 1,2 9,061 21,100 NCR CORP Common 62886E108 3,942 104,249 Defined 1,2 49,089 55,160 NCT GROUP INC Common 62888Q109 35 111,472 Defined 1,2 91,772 19,700 NS GROUP INC Common 628916108 172 8,641 Defined 1,2 7,141 1,500 NEC CORP ADR 629050204 20,168 181,085 Defined 1,2 140,785 40,300 NL INDUSTRIES Common 629156407 434 20,493 Defined 1,2 16,888 3,605 NPC INTERNATIONAL INC Common 629360306 89 9,127 Defined 1,2 7,527 1,600 NPS PHARMACEUTICALS INC Common 62936P103 544 9,613 Defined 1,2 7,913 1,700 NTL INC Common 629407107 2,875 62,068 Defined 1,2 51,340 10,728 NTT DOCOMO ticker NTDMY xhld 70%off ADR 62942M201 82,530 575,365 Defined 1,2 445,565 129,800 NUI CORP Common 629430109 649 21,500 Defined 1,2 7,000 14,500 NVR INC Common 62944T105 1,198 14,785 Defined 1,2 4,785 10,000 NX NETWORKS Common 629478108 91 13,787 Defined 1,2 11,387 2,400 NYMAGIC INC Common 629484106 56 3,763 Defined 1,2 3,088 675 NABISCO HLDGS CORP -CL A Common 629526104 1,122 20,877 Defined 1,2 17,177 3,700 NABISCO GROUP HOLDINGS Common 62952P102 10,170 356,849 Defined 1,2 167,246 189,603 NABORS INDUSTRIES Common 629568106 8,999 171,746 Defined 1,2 51,689 120,057 NACCO INDUSTRIES -CL A Common 629579103 139 3,302 Defined 1,2 2,702 600 NANOGEN INC Common 630075109 162 8,352 Defined 1,2 6,852 1,500 NANOMETRICS INC Common 630077105 243 4,540 Defined 1,2 3,725 815 NASH FINCH CO Common 631158102 198 18,947 Defined 1,2 6,147 12,800 NASHUA CORP Common 631226107 84 9,917 Defined 1,2 3,217 6,700 NATIONAL AUSTRALIA BK -ADS ADR 632525408 11,499 165,753 Defined 1,2 129,353 36,400 NATIONAL BANK OF GREECE ADR 633643408 609 72,183 Defined 1,2 70,083 2,100 NATIONAL BEVERAGE CORP Common 635017106 54 7,380 Defined 1,2 6,080 1,300 NATIONAL CITY BANCORP/MN Common 635312101 64 3,424 Defined 1,2 2,799 625 NATIONAL CITY CORP Common 635405103 14,653 662,293 Defined 1,2 310,861 351,432 NATIONAL COMM BANCORP/TN Common 635449101 4,772 239,369 Defined 1,2 71,837 167,532 NATIONAL DATA CORP Common 635621105 1,806 55,047 Defined 1,2 17,947 37,100 SHERWOOD GROUP INC Common 635646102 1,081 34,930 Defined 1,2 11,330 23,600 NATIONAL EQUIPMENT SERVICES Common 635847106 44 8,934 Defined 1,2 7,334 1,600 NATIONAL FUEL GAS CO Common 636180101 2,590 46,207 Defined 1,2 13,979 32,228 NATIONAL GOLF PPTYS INC REIT 63623G109 143 6,918 Defined 1,2 5,018 1,900 NATIONAL GRID ADR 636274102 6,886 159,667 Defined 1,2 126,337 33,330 NATIONAL HEALTH INVS INC REIT 63633D104 0 -2 Defined 1,2 -2 0 NATIONAL INFORMATION CONSORTIUM INC Common 636491102 86 21,556 Defined 1,2 17,756 3,800 NATIONAL INSTRUMENTS CORP Common 636518102 3,703 83,927 Defined 1,2 27,177 56,750 NATIONAL-OILWELL Common 637071101 839 26,856 Defined 1,2 22,104 4,752 NATIONAL PENN BANCSHARES INC Common 637138108 138 7,179 Defined 1,2 5,904 1,275

48 NATIONAL PRESTO INDS INC Common 637215104 346 11,553 Defined 1,2 3,753 7,800 NATIONAL PROCESSING INC Common 637229105 286 20,488 Defined 1,2 16,888 3,600 NATIONAL R V HOLDINGS INC Common 637277104 39 3,885 Defined 1,2 3,185 700 NATIONAL SEMICONDUCTOR CORP Common 637640103 7,764 192,905 Defined 1,2 90,746 102,159 NATIONAL SERVICE INDS INC Common 637657107 876 44,794 Defined 1,2 21,063 23,731 NATIONAL STEEL CORP -CL B Common 637844309 50 16,800 Defined 1,2 13,800 3,000 NATL WSTN LIFE INS CO -CL A Common 638522102 96 1,312 Defined 1,2 1,062 250 NATL WESTMINSTER BANK ADR 638539403 4,975 42,700 Defined 1,2 0 42,700 NATIONSRENT INC Common 638588103 93 23,693 Defined 1,2 19,493 4,200 NATIONWIDE FINANCIAL SERVICES INC Common 638612101 367 9,810 Defined 1,2 8,010 1,800 NATIONWIDE HEALTH PPTYS INC REIT 638620104 399 25,056 Defined 1,2 17,756 7,300 NATURAL MICROSYSTEMS CORP Common 638882100 721 13,402 Defined 1,2 11,002 2,400 NATURES SUNSHINE PRODS INC Common 639027101 224 30,142 Defined 1,2 8,997 21,145 NAUTICA ENTERPRISES INC Common 639089101 672 51,953 Defined 1,2 16,853 35,100 NAVISTAR INTERNATIONL Common 63934E108 1,966 65,658 Defined 1,2 30,912 34,746 NAVISITE INC Common 63935M109 612 22,721 Defined 1,2 18,721 4,000 NAVIGANT CONSULTING Common 63935N107 167 48,651 Defined 1,2 14,651 34,000 NEIMAN-MARCUS GROUP INC Common 640204202 1,802 55,553 Defined 1,2 16,753 38,800 NELSON (THOMAS) INC Common 640376109 193 23,524 Defined 1,2 7,712 15,812 NEOFORMA.COM INC Common 640475109 104 27,964 Defined 1,2 23,064 4,900 NEON COMMUNICATIONS INC Common 640506101 237 6,797 Defined 1,2 5,597 1,200 NEON SYSTEMS INC Common 640509105 40 3,642 Defined 1,2 2,992 650 NEORX CORPORATION Common 640520300 233 9,517 Defined 1,2 7,817 1,700 NEOSE Common 640522108 272 5,632 Defined 1,2 4,632 1,000 NEPTUNE ORIENT LINES ADR 640773206 362 101,056 Defined 1,2 79,356 21,700 NERA AS ADR 640806105 65 10,789 Defined 1,2 10,389 400 NEOPHARM INC Common 640919106 79 2,000 Defined 1,2 1,600 400 NETBANK INC Common 640933107 143 12,136 Defined 1,2 10,036 2,100 NETWORK ASSOCIATES INC Common 640938106 3,669 162,164 Defined 1,2 48,730 113,434 NESTLE S A ADR 641069406 44,950 431,629 Defined 1,2 330,781 100,848 NET.GENESIS CORP Common 64107E107 74 8,546 Defined 1,2 7,006 1,540 NET PERCEPTIONS INC Common 64107U101 51 10,778 Defined 1,2 8,878 1,900 NET2PHONE, INC. Common 64108N106 164 7,283 Defined 1,2 5,983 1,300 NETCENTIVES INC Common 64108P101 129 16,798 Defined 1,2 13,848 2,950 NETCOM AB ADR 64108R107 2,754 53,937 Defined 1,2 42,537 11,400 Netcreations Inc Common 64110N102 67 6,311 Defined 1,2 5,211 1,100 NETEGRITY INC Common 64110P107 826 11,799 Defined 1,2 9,699 2,100 NETERGY NETWORKS INC Common 64111F108 69 7,673 Defined 1,2 6,273 1,400 NETGURU INC Common 64111K107 91 5,339 Defined 1,2 4,439 900 NETMANAGE INC Common 641144100 55 26,063 Defined 1,2 21,423 4,640 NETOPIA INC Common 64114K104 77 6,990 Defined 1,2 5,790 1,200 Netobjects Inc Common 64114L102 39 12,429 Defined 1,2 10,229 2,200 NETRO CORP Common 64114R109 1,208 20,395 Defined 1,2 16,695 3,700 NETSOL INTERNATIONAL INC Common 64115A105 64 4,249 Defined 1,2 3,474 775 NETSPEAK CORP Common 64115D109 64 5,632 Defined 1,2 4,632 1,000 Netsolve Inc Common 64115J106 42 5,825 Defined 1,2 4,825 1,000 NETPLIANCE INC Common 64115K103 37 24,469 Defined 1,2 20,169 4,300 NETIQ CORP Common 64115P102 470 7,158 Defined 1,2 5,847 1,311 NETSCOUT SYSTEMS INC Common 64115T104 251 10,585 Defined 1,2 8,685 1,900 Netsilicon Inc Common 64115X105 52 2,477 Defined 1,2 2,027 450 Netratings Inc Common 64116M108 244 13,012 Defined 1,2 10,712 2,300 NETWORK EQUIPMENT TECH INC Common 641208103 381 35,691 Defined 1,2 11,591 24,100 NETWORK APPLIANCE INC Common 64120L104 42,985 337,466 Defined 1,2 159,726 177,740 NETWORK ACCESS SOLUTIONS Common 64120S109 79 19,033 Defined 1,2 15,633 3,400 NETWORK ENGINES INC Common 64121A107 531 12,964 Defined 1,2 10,664 2,300

49 NETWORK PERIPHERALS INC Common 64121R100 106 6,215 Defined 1,2 5,115 1,100 NETWORK PLUS CORP Common 64122D506 209 24,274 Defined 1,2 20,024 4,250 NET2000 COMMUNICATIONS INC Common 64122G103 97 15,245 Defined 1,2 12,545 2,700 NETZERO INC Common 64122R109 90 42,433 Defined 1,2 34,933 7,500 NETWORK COMMERCE INC Common 64122T105 126 22,528 Defined 1,2 18,528 4,000 Netzee Inc Common 64122W108 33 8,545 Defined 1,2 7,045 1,500 NEUBERGER BERMAN INC Common 641234109 1,224 19,904 Defined 1,2 16,404 3,500 NEUROGEN CORP Common 64124E106 246 7,911 Defined 1,2 5,211 2,700 NEUROCRINE BIOSCIENCES INC Common 64125C109 402 8,934 Defined 1,2 7,334 1,600 NEW CENTURY FINANCIAL CORP Common 64352D101 70 5,997 Defined 1,2 4,922 1,075 NEW ENGLAND BUSINESS SVC INC Common 643872104 405 22,319 Defined 1,2 7,319 15,000 NEW ERA OF NETWORKS INC Common 644312100 432 17,773 Defined 1,2 11,773 6,000 NEWFOCUS INC Common 644383101 159 2,016 Defined 1,2 1,641 375 NEW HORIZONS WORLDWIDE INC Common 645526104 47 3,885 Defined 1,2 3,185 700 NEW JERSEY RESOURCES Common 646025106 1,190 29,300 Defined 1,2 9,600 19,700 NEW PLAN EXCEL REALTY TRUST REIT 648053106 655 47,830 Defined 1,2 34,470 13,360 NEW WORLD DEV LTD ADR 649274305 1,694 594,880 Defined 1,2 464,080 130,800 NEW YORK TIMES CO -CL A Common 650111107 7,132 181,421 Defined 1,2 85,430 95,991 NEWELL RUBBERMAID INC Common 651229106 6,692 293,337 Defined 1,2 136,427 156,910 NEWFIELD EXPLORATION CO Common 651290108 3,317 71,038 Defined 1,2 23,238 47,800 NEWMONT MINING CORP Common 651639106 3,122 183,627 Defined 1,2 86,190 97,437 NEWPARK RESOURCES Common 651718504 259 28,044 Defined 1,2 23,064 4,980 NEWPORT CORP Common 651824104 1,809 11,361 Defined 1,2 9,361 2,000 NEWPORT NEWS SHIPBUILDING Common 652228107 1,550 35,741 Defined 1,2 10,687 25,054 NEWS CORP LTD ADR 652487703 24,393 435,102 Defined 1,2 336,002 99,100 NEWSEDGE CORP Common 65249Q106 5 2,800 Defined 1,2 0 2,800 NEXTERA Common 65332E101 46 12,526 Defined 1,2 10,326 2,200 NEXELL THERAPEUTICS INC Common 65332H203 70 7,574 Defined 1,2 6,225 1,349 NEXTCARD INC Common 65332K107 194 21,363 Defined 1,2 17,563 3,800 NEXTEL COMMUNICATIONS Common 65332V103 38,365 820,639 Defined 1,2 388,851 431,788 NEXT LEVEL COMMUNICATION INC Common 65333U104 2,196 33,208 Defined 1,2 27,358 5,850 NIAGARA MOHAWK POWER Common 653520106 2,751 174,685 Defined 1,2 82,002 92,683 NICE SYSTEMS LTD ADR 653656108 351 4,871 Defined 1,2 3,871 1,000 NICOR INC Common 654086107 1,826 50,449 Defined 1,2 23,695 26,754 NIKE INC -CL B Common 654106103 11,798 294,486 Defined 1,2 138,021 156,465 NIKU CORP Common 654113109 80 3,277 Defined 1,2 2,702 575 99 CENTS ONLY STORES Common 65440K106 2,838 56,543 Defined 1,2 18,278 38,265 NIPPON TELEGRPH & TELE ADR 654624105 87,299 1,781,608 Defined 1,2 1,384,930 396,678 NISOURCE INC Common 65473P105 3,471 142,398 Defined 1,2 42,790 99,608 NISSAN MOTOR CO LTD ADR 654744408 7,723 690,311 Defined 1,2 529,711 160,600 NOBLE AFFILIATES INC Common 654894104 2,426 65,354 Defined 1,2 19,762 45,592 NOKIA CORP ADR 654902204 97,235 2,442,329 Defined 1,2 1,887,529 554,800 NOBLE DRILLING CORP Common 655042109 7,880 156,807 Defined 1,2 47,147 109,660 NORDSON CORP Common 655663102 1,081 38,010 Defined 1,2 11,466 26,544 NORDSTROM INC Common 655664100 2,215 142,339 Defined 1,2 67,089 75,250 NORFOLK SOUTHERN CORP Common 655844108 6,097 416,923 Defined 1,2 195,925 220,998 NORMANDY MINING LTD ADR 656190204 790 95,713 Defined 1,2 75,425 20,288 NORSK HYDRO AS ADR 656531605 5,484 129,600 Defined 1,2 100,720 28,880 NORTEK INC Common 656559101 76 4,371 Defined 1,2 3,571 800 NORTEL NETWORKS CORP Common 656568102 198,542 3,333,344 Defined 1,2 1,527,221 1,806,123 NORTH FORK BANCORPORATION Common 659424105 4,433 204,986 Defined 1,2 61,642 143,344 NORTH PITTSBURGH SYSTEMS Common 661562108 83 6,118 Defined 1,2 5,018 1,100 NORTHEAST UTILITIES Common 664397106 3,789 174,698 Defined 1,2 52,551 122,147 NORTHERN TRUST CORP Common 665859104 21,532 242,276 Defined 1,2 114,072 128,204 NORTHFIELD LABORATORIES INC Common 666135108 90 7,129 Defined 1,2 4,729 2,400

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57 QUINENCO SA ADR 748718103 513 59,478 Defined 1,2 47,478 12,000 QUINTILES TRANSNATIONAL CORP Common 748767100 2,162 135,682 Defined 1,2 59,334 76,348 QUINTUS CORPORATION Common 748798105 137 16,021 Defined 1,2 13,221 2,800 QUOKKA SPORTS, INC. Common 749077103 72 18,061 Defined 1,2 14,861 3,200 QUORUM HEALTH GROUP INC Common 749084109 1,174 90,328 Defined 1,2 25,155 65,173 QWEST COMMUNICATION INTL Common 749121109 86,249 1,794,527 Defined 1,2 848,697 945,830 R&B FALCON CORP Common 74912E101 2,191 78,588 Defined 1,2 64,752 13,836 RCN CORP Common 749361101 685 33,020 Defined 1,2 27,020 6,000 RFS HOTEL INVESTORS INC REIT 74955J108 172 13,654 Defined 1,2 9,554 4,100 R H DONNELLEY Common 74955w307 275 13,012 Defined 1,2 10,712 2,300 RGS ENERGY GROUP INC. Common 74956K104 405 14,370 Defined 1,2 11,870 2,500 RLI CORP Common 749607107 632 16,378 Defined 1,2 5,278 11,100 RPC INC Common 749660106 135 11,457 Defined 1,2 9,457 2,000 RPM INC-OHIO Common 749685103 1,118 123,326 Defined 1,2 37,218 86,108 RSA SECURITY INC Common 749719100 3,091 71,673 Defined 1,2 21,773 49,900 RMI TITANIUM CO Common 74973W107 501 34,678 Defined 1,2 11,278 23,400 RWE AG ADR 74975E303 6,590 187,640 Defined 1,2 148,440 39,200 RACAL ELECTRS PLC ADR 749815403 1,156 85,553 Defined 1,2 63,853 21,700 RF MICRO DEVICES INC Common 749941100 2,719 84,968 Defined 1,2 53,268 31,700 RADIAN GROUP Common 750236101 4,254 63,018 Defined 1,2 20,418 42,600 RADIANT SYSTEMS INC Common 75025N102 238 11,118 Defined 1,2 9,168 1,950 RADIO ONE INC Common 75040P108 75 9,031 Defined 1,2 7,431 1,600 RADIO UNICA COMMUNICATIONS Common 75040Q106 33 8,643 Defined 1,2 7,093 1,550 RADIOSHACK CORP Common 750438103 12,969 200,683 Defined 1,2 95,413 105,270 RADISYS CORP Common 750459109 1,430 28,287 Defined 1,2 9,287 19,000 RAINBOW TECHNOLOGIES INC Common 750862104 177 5,000 Defined 1,2 4,150 850 RAINMAKER SYSTEMS INC Common 750875106 29 15,731 Defined 1,2 12,931 2,800 RAMBUS INC Common 750917106 3,927 49,742 Defined 1,2 31,942 17,800 RALCORP HOLDINGS INC Common 751028101 699 49,456 Defined 1,2 16,056 33,400 RALSTON PURINA GROUP Common 751277302 7,995 337,538 Defined 1,2 157,098 180,440 RAMCO ENERGY PLC ADR 75144Q101 98 14,236 Defined 1,2 11,236 3,000 RAMCO-GERSHENSON PROPERTIES REIT 751452202 53 3,606 Defined 1,2 2,606 1,000 RAMP NETWORKS INC Common 751567108 30 8,545 Defined 1,2 7,045 1,500 RAMTRON INTERNATIONAL CORP Common 751907304 78 6,604 Defined 1,2 5,404 1,200 RANK GROUP PLC ADR 753037100 925 216,108 Defined 1,2 169,947 46,161 RARE HOSPITALITY INTL INC Common 753820109 147 7,235 Defined 1,2 5,935 1,300 RARE MEDIUM GROUP INC Common 75382N109 150 20,198 Defined 1,2 16,598 3,600 RATIONAL SOFTWARE CORP Common 75409P202 15,236 219,618 Defined 1,2 66,042 153,576 Ravisent Technologie Common 754440105 19 6,604 Defined 1,2 5,404 1,200 RAYMOND JAMES FINANCIAL CORP Common 754730109 2,546 77,304 Defined 1,2 25,229 52,075 RAYONIER INC Common 754907103 1,152 32,043 Defined 1,2 9,636 22,407 RAYOVAC Common 755081106 191 11,168 Defined 1,2 9,168 2,000 RAYTHEON CO Common 755111408 10,494 369,012 Defined 1,2 174,237 194,775 RAZORFISH INC Common 755236106 392 37,940 Defined 1,2 31,266 6,674 READ-RITE CORP Common 755246105 1,164 103,470 Defined 1,2 33,470 70,000 READERS DIGEST ASSN -CL A Common 755267101 4,346 123,066 Defined 1,2 37,216 85,850 REALNETWORKS INC Common 75605L104 3,097 77,924 Defined 1,2 51,724 26,200 REALTY INCOME CORP REIT 756109104 343 14,726 Defined 1,2 10,326 4,400 RECKSON ASSOCS RLTY CORP REIT 75621K106 552 21,644 Defined 1,2 15,344 6,300 RED HAT, INC. Common 756577102 1,101 64,524 Defined 1,2 51,724 12,800 REDBACK NETWORKS Common 757209101 9,779 59,629 Defined 1,2 48,829 10,800 REDIFF.COM ADR 757479100 36 4,860 Defined 1,2 4,160 700 REEBOK INTERNATIONAL LTD Common 758110100 1,169 62,157 Defined 1,2 29,172 32,985 REED INTL PLC ADR 758212872 5,247 161,765 Defined 1,2 125,765 36,000 REGAL BELOIT Common 758750103 590 34,788 Defined 1,2 11,288 23,500

58 REGENT COMMUNICATIONS INC Common 758865109 78 14,080 Defined 1,2 11,580 2,500 REGENERON PHARMACEUT Common 75886F107 2,108 64,619 Defined 1,2 19,819 44,800 REGIS CORP/MN Common 758932107 1,024 68,246 Defined 1,2 22,246 46,000 REGENCY REALTY CORP REIT 758939102 651 28,395 Defined 1,2 22,195 6,200 REGIONS FINL CORP Common 758940100 5,437 239,664 Defined 1,2 112,393 127,271 REHABCARE GROUP INC Common 759148109 248 5,825 Defined 1,2 4,825 1,000 REGISTER.COM Common 75914G101 19 1,995 Defined 1,2 1,641 354 REINSURANCE GROUP AMER INC Common 759351109 691 20,173 Defined 1,2 16,598 3,575 RELIANCE STEEL & ALUMINUM CO Common 759509102 976 46,322 Defined 1,2 15,222 31,100 RELIANT ENERGY Common 75952J108 14,904 320,506 Defined 1,2 150,551 169,955 REMEC INC Common 759543101 353 11,995 Defined 1,2 9,795 2,200 REMEDY CORP Common 759548100 1,085 57,478 Defined 1,2 17,078 40,400 REMINGTON OIL & GAS CORP Common 759594302 375 35,891 Defined 1,2 11,591 24,300 REPUBLIC BANCSHARES INC Common 759929102 41 4,249 Defined 1,2 3,474 775 RENAL CARE GROUP INC Common 759930100 1,627 87,348 Defined 1,2 25,123 62,225 RENTERS CHOICE INC Common 76009N100 340 9,806 Defined 1,2 8,106 1,700 RENT-WAY INC Common 76009U104 292 9,613 Defined 1,2 7,913 1,700 RENTOKIL INITIAL PLC ADR 760125104 3,624 162,061 Defined 1,2 125,961 36,100 REPSOL SA ADR 76026T205 8,506 464,501 Defined 1,2 353,001 111,500 REPUBLIC BANCORP INC Common 760282103 173 18,228 Defined 1,2 15,035 3,193 REPUBLIC GYPSUM CO Common 760473108 360 19,600 Defined 1,2 6,350 13,250 REPUBLIC SEC FINL CORP Common 760758102 97 19,696 Defined 1,2 16,212 3,484 REPUBLIC SERVICES INC Common 760759100 934 71,176 Defined 1,2 58,576 12,600 RESEARCH FRONTIERS INC Common 760911107 95 4,928 Defined 1,2 4,053 875 RES-CARE INC Common 760943100 46 10,081 Defined 1,2 8,106 1,975 RESMED INC Common 761152107 1,663 53,215 Defined 1,2 16,515 36,700 RESONATE INC Common 76115Q104 427 10,800 Defined 1,2 8,950 1,850 RESORTS WORLD ADR 761191105 1,211 149,631 Defined 1,2 116,531 33,100 RESOURCE AMERICA INC Common 761195205 81 9,517 Defined 1,2 7,817 1,700 RESPIRONICS INC Common 761230101 884 52,977 Defined 1,2 16,059 36,918 RETEK INC Common 76128Q109 1,009 19,032 Defined 1,2 15,682 3,350 REUTERS GROUP PLC ADR 76132M102 13,822 122,998 Defined 1,2 94,302 28,696 REVLON Common 761525500 54 8,059 Defined 1,2 6,659 1,400 REX STORES CORP Common 761624105 54 2,752 Defined 1,2 2,268 484 REXAM PLC ADR 761655307 793 253,801 Defined 1,2 197,288 56,513 REYNOLDS & REYNOLDS -CL A Common 761695105 1,789 89,999 Defined 1,2 27,082 62,917 RJ REYNOLDS TOBACCO HOLDNGS Common 76182K105 3,863 119,795 Defined 1,2 36,142 83,653 RHODIA ADR 762397107 330 29,651 Defined 1,2 23,351 6,300 RHYTHMS NETCONNECTIONS INC Common 762430205 235 31,848 Defined 1,2 26,248 5,600 RIBOZYME PHARMACEUTICALS INC Common 762567105 177 6,118 Defined 1,2 5,018 1,100 RICA FOODS INC Common 762582203 85 5,146 Defined 1,2 4,246 900 RICHMOND COUNTY FINL CORP Common 764556106 277 11,437 Defined 1,2 9,457 1,980 RICOH CO LTD ADR 765658307 7,105 78,147 Defined 1,2 60,947 17,200 RIGGS NATL CORP WASH D C Common 766570105 577 47,082 Defined 1,2 15,282 31,800 RIO ALGOM LTD Common 766889109 616 32,439 Defined 1,2 25,539 6,900 RIO TINTO LTD ADR 767202104 4,568 85,206 Defined 1,2 66,246 18,960 RIO TINTO PLC ADR 767204100 8,914 149,808 Defined 1,2 116,273 33,535 RITE AID CORP Common 767754104 363 90,807 Defined 1,2 90,807 0 RIVERDEEP GROUP PLC ADR 76870Q109 110 4,960 Defined 1,2 4,260 700 RIVIANA FOODS INC Common 769536103 96 5,729 Defined 1,2 4,729 1,000 ROADWAY EXPRESS Common 769742107 577 32,155 Defined 1,2 10,455 21,700 ROBBINS & MYERS INC Common 770196103 426 18,044 Defined 1,2 5,844 12,200 ROBERT HALF INTL INC Common 770323103 7,308 210,683 Defined 1,2 63,269 147,414 ROBERTS PHARMACEUTICAL CORP Common 770491108 107 3,600 Defined 1,2 0 3,600 ROBOTIC VISION SYSTEMS INC Common 771074101 352 59,000 Defined 1,2 19,200 39,800

59 ROCHE HOLDINGS LTD ADR 771195104 35,064 398,722 Defined 1,2 307,995 90,727 ROCK-TENN COMPANY Common 772739207 94 9,420 Defined 1,2 7,720 1,700 ROCKWELL INTL CORP Common 773903109 6,095 201,482 Defined 1,2 95,199 106,283 ROGERS CORP Common 775133101 190 5,997 Defined 1,2 4,922 1,075 ROGERS WIRELESS COMMUNICATIONS CL B Common 775315104 311 10,248 Defined 1,2 7,448 2,800 ROHM & HAAS CO Common 775371107 6,860 236,042 Defined 1,2 110,910 125,132 ROLLINS INC Common 775711104 524 35,346 Defined 1,2 10,601 24,745 ROLLINS TRUCK LEASING Common 775741101 612 96,887 Defined 1,2 31,675 65,212 ROLLS-ROYCE ADR 775781206 1,980 156,858 Defined 1,2 123,258 33,600 ROPER INDUSTRIES INC/DE Common 776696106 1,687 50,838 Defined 1,2 16,738 34,100 ROSETTA INPHARMATICS Common 777777103 342 12,250 Defined 1,2 10,100 2,150 ROSLYN BANCORP INC Common 778162107 1,701 76,018 Defined 1,2 22,918 53,100 ROSS STORES INC Common 778296103 1,401 97,461 Defined 1,2 29,321 68,140 ROSTELECOM ADR 778529107 572 64,852 Defined 1,2 51,352 13,500 ROUSE CO REIT 779273101 977 39,175 Defined 1,2 28,275 10,900 ROWAN COS INC Common 779382100 2,967 102,316 Defined 1,2 48,307 54,009 ROYAL GROUP TECHNOLOGIES LTD Common 779915107 723 36,134 Defined 1,2 28,634 7,500 ROYAL & SUN ALLIANCE INSURANCE GRP ADR 78004V202 4,959 147,831 Defined 1,2 116,686 31,145 ROYAL APPLIANCE MFG CO Common 780076105 149 25,044 Defined 1,2 8,144 16,900 ROYAL BANK OF CANADA Common 780087102 9,984 167,797 Defined 1,2 131,297 36,500 ROYAL DUTCH PET -NY REG Common 780257804 139,982 2,335,474 Defined 1,2 1,096,211 1,239,263 ROYAL NEDLLOYD GROUP ADR 780349304 254 25,949 Defined 1,2 20,549 5,400 ROYAL OAK MINES INC Common 78051D105 0 6,600 Defined 1,2 4,300 2,300 ROYAL KPN NV ADR 780641205 11,653 538,864 Defined 1,2 417,926 120,938 ROYAL VOPAK ADR 780743100 331 9,280 Defined 1,2 6,880 2,400 RUBY TUESDAYS Common 781182100 1,149 102,105 Defined 1,2 33,105 69,000 RUDDICK CORP Common 781258108 757 54,554 Defined 1,2 16,388 38,166 RUDOLPH TECHNOLOGIES Common 781270103 201 5,997 Defined 1,2 4,922 1,075 RURAL CELLULAR CORP -CL A Common 781904107 301 4,416 Defined 1,2 3,610 806 RUSS BERRIE & CO INC Common 782233100 657 33,285 Defined 1,2 10,785 22,500 RUSSELL CORP Common 782352108 560 35,263 Defined 1,2 16,680 18,583 RYANAIR HOLDINGS PLC ADR 783513104 1,476 38,348 Defined 1,2 30,048 8,300 RYAN'S FAMILY STK HOUSES INC Common 783519101 418 54,341 Defined 1,2 17,781 36,560 RYDER SYSTEM INC Common 783549108 1,211 65,677 Defined 1,2 30,634 35,043 RYERSON TULL INC Common 78375P107 275 29,113 Defined 1,2 8,712 20,401 RYLAND GROUP INC Common 783764103 665 21,446 Defined 1,2 6,946 14,500 S & T BANCORP INC Common 783859101 207 10,875 Defined 1,2 8,975 1,900 SBC COMMUNICATIONS INC Common 78387G103 186,006 3,720,122 Defined 1,2 1,732,746 1,987,376 SBA COMMUNICATIONS CORP Common 78388J106 655 15,607 Defined 1,2 12,857 2,750 SCI SYSTEMS INC Common 783890106 6,981 170,270 Defined 1,2 51,300 118,970 SCM MICROSYSTEMS INC Common 784018103 221 5,825 Defined 1,2 4,825 1,000 SCP POOL CORP Common 784028102 834 28,137 Defined 1,2 9,137 19,000 SCPIE HOLDINGS INC Common 78402P104 314 15,581 Defined 1,2 5,081 10,500 SDL INC Common 784076101 11,746 37,973 Defined 1,2 25,573 12,400 SEI CORP Common 784117103 4,408 62,300 Defined 1,2 18,900 43,400 SEMCO EMERGY INC Common 78412D109 111 7,226 Defined 1,2 5,983 1,243 SGL CARBON AG ADR 784188203 774 35,994 Defined 1,2 28,194 7,800 SJW CORP Common 784305104 147 1,239 Defined 1,2 1,014 225 SKF AB ADR 784375404 835 63,029 Defined 1,2 48,929 14,100 SK TELECOM CO ADR 78440P108 7,745 302,253 Defined 1,2 230,585 71,668 SL GREEN REALTY CORP REIT 78440X101 367 13,068 Defined 1,2 9,168 3,900 SLI INC Common 78442T108 423 57,813 Defined 1,2 18,713 39,100 SPS TECHNOLOGIES INC Common 784626103 1,012 20,869 Defined 1,2 6,769 14,100 SPSS INC Common 78462K102 439 16,381 Defined 1,2 5,281 11,100 SPX CORP Common 784635104 5,302 37,354 Defined 1,2 11,284 26,070

60 S1 CORPORATION Common 78463B101 261 21,891 Defined 1,2 18,061 3,830 SRS LABS INC Common 78464M106 42 5,075 Defined 1,2 4,150 925 SVI HOLDINGS INC Common 784872103 65 13,108 Defined 1,2 10,808 2,300 SABA SOFTWARE INC Common 784932105 495 17,672 Defined 1,2 14,572 3,100 SABRE GROUP HOLDINGS Common 785905100 4,077 140,890 Defined 1,2 66,215 74,675 SAES GETTERS SPA ADR 786362103 4 500 Defined 1,2 500 0 SAFECO CORP Common 786429100 3,790 139,068 Defined 1,2 65,573 73,495 SAFEGUARD SCIENTIFICS INC Common 786449108 960 48,172 Defined 1,2 39,372 8,800 SAFEWAY INC Common 786514208 25,338 542,705 Defined 1,2 254,483 288,222 SAGA COMMUNICATIONS -CL A Common 786598102 96 5,847 Defined 1,2 4,825 1,022 SAGA PETROLEUM ADR 786609206 268 15,700 Defined 1,2 0 15,700 SAGA SYSTEMS INC Common 786610105 517 49,233 Defined 1,2 16,133 33,100 SAGENT TECHNOLOGY INC Common 786693101 92 12,136 Defined 1,2 10,036 2,100 ST FRANCIS CAP CORP Common 789374105 62 4,006 Defined 1,2 3,281 725 ST GEORGE BANK LTD ADR 789547106 1,555 128,245 Defined 1,2 101,545 26,700 ST JOE CORP Common 790148100 957 34,471 Defined 1,2 28,371 6,100 ST JOSEPH LIGHT & POWER Common 790654107 66 3,399 Defined 1,2 2,799 600 ST JUDE MEDICAL INC Common 790849103 5,248 102,896 Defined 1,2 43,322 59,574 ST MARY LAND & EXPLOR CO Common 792228108 868 37,634 Defined 1,2 12,234 25,400 ST PAUL COS Common 792860108 12,001 243,369 Defined 1,2 114,073 129,296 SAKS INC Common 79377W108 1,639 165,930 Defined 1,2 49,913 116,017 SALEM COMMUNICATIONS CORP Common 794093104 92 7,283 Defined 1,2 5,983 1,300 SALTON, INC. Common 795757103 609 18,857 Defined 1,2 6,157 12,700 SAN MIGUEL ADR 799085501 1,164 108,623 Defined 1,2 82,109 26,514 SAN PAOLO-IMI SPA ADR 799175104 12,679 389,366 Defined 1,2 307,439 81,927 SANCHEZ COMPUTER ASSOCS INC Common 799702105 157 10,099 Defined 1,2 8,299 1,800 SANDERSON FARMS INC Common 800013104 38 5,632 Defined 1,2 4,632 1,000 SANDISK CORP Common 80004C101 1,809 27,095 Defined 1,2 22,195 4,900 SANDVIK ADR 800212201 2,943 146,503 Defined 1,2 113,703 32,800 SANDY SPRING BANCORP INC Common 800363103 98 3,933 Defined 1,2 3,233 700 SANGAMO BIOSCIENCES INC Common 800677106 346 8,934 Defined 1,2 7,334 1,600 SANMINA CORP Common 800907107 15,440 164,914 Defined 1,2 77,614 87,300 SANGSTAT MEDICAL CORP Common 801003104 137 10,683 Defined 1,2 5,983 4,700 SANTA CRUZ OPERATION INC Common 801833104 43 14,566 Defined 1,2 11,966 2,600 SANTA ISABLE S.A. ADR 802233106 69 11,989 Defined 1,2 8,989 3,000 SANTANDER BANCORP Common 802809103 285 17,245 Defined 1,2 14,205 3,040 SANTOS LTD ADR 803021609 1,160 84,765 Defined 1,2 66,565 18,200 SANYO ELECTRIC CO LTD ADR 803038306 9,378 216,217 Defined 1,2 167,417 48,800 SAP AG ADR 803054204 17,867 290,517 Defined 1,2 221,313 69,204 SAPIENT Common 803062108 5,165 126,948 Defined 1,2 60,688 66,260 SAPPI LIMITED ADR 803069202 902 123,375 Defined 1,2 97,675 25,700 SARA LEE CORP Common 803111103 19,155 943,034 Defined 1,2 444,633 498,401 SASOL LTD ADR 803866300 2,659 332,407 Defined 1,2 255,657 76,750 SATCON TECHNOLOGY CORP Common 803893106 198 5,536 Defined 1,2 4,536 1,000 SATYAM INFOWAY ADR 804099109 65 4,767 Defined 1,2 3,667 1,100 SAUER INC Common 804137107 202 18,351 Defined 1,2 15,151 3,200 SAUL CENTERS INC REIT 804395101 116 7,307 Defined 1,2 5,207 2,100 SAVIA SA ADR 805175106 1,180 63,776 Defined 1,2 50,576 13,200 SAVVIS COMMUNICATIONS CORP Common 805423100 338 37,578 Defined 1,2 30,958 6,620 SAWAKO CORP ADR 805444205 1 574 Defined 1,2 512 62 SAWTEK INC Common 805468105 2,185 56,737 Defined 1,2 15,037 41,700 SCANA CORP Common 80589M102 3,795 122,906 Defined 1,2 37,025 85,881 SCANIA AB SPON ADR B ADR 806018206 1,202 50,339 Defined 1,2 39,639 10,700 HENRY SCHEIN Common 806407102 330 16,532 Defined 1,2 13,607 2,925 SCHERING-PLOUGH Common 806605101 73,564 1,582,021 Defined 1,2 748,866 833,155

61 SCHLUMBERGER LTD Common 806857108 51,345 623,777 Defined 1,2 291,785 331,992 SCHOLASTIC CORP Common 807066105 1,588 19,961 Defined 1,2 5,976 13,985 SCHOOL SPECIALITY INC Common 807863105 616 28,900 Defined 1,2 9,400 19,500 SCHULER HOMES INC Common 808188106 78 8,059 Defined 1,2 6,659 1,400 SCHULMAN (A.) INC Common 808194104 381 34,651 Defined 1,2 10,397 24,254 SCHWAB (CHARLES) CORP Common 808513105 52,706 1,484,684 Defined 1,2 705,795 778,889 SCHWARZ PHARMA ADR 808533103 168 12,178 Defined 1,2 9,478 2,700 SCHWEITZER MAUDUIT INTL INC Common 808541106 339 25,344 Defined 1,2 8,244 17,100 SCICLONE PHARMACEUTICALS INC Common 80862K104 135 12,429 Defined 1,2 10,229 2,200 SCIENCE DYNAMICS CORP Common 808631105 80 7,187 Defined 1,2 5,887 1,300 SCIENT CORP Common 80864H109 614 29,346 Defined 1,2 23,546 5,800 SCIENTIFIC-ATLANTA INC Common 808655104 10,933 171,831 Defined 1,2 81,667 90,164 Scientific Learning Common 808760102 25 4,589 Defined 1,2 3,764 825 SCIOS NOVA INC Common 808905103 209 20,184 Defined 1,2 12,835 7,349 SCIQUEST.COM INC Common 80908Q107 79 11,457 Defined 1,2 9,457 2,000 SCITEX CORP LTD -ORD Common 809090103 298 24,091 Defined 1,2 18,991 5,100 SCOR GROUP ADR 80917Q106 820 19,010 Defined 1,2 15,210 3,800 SCOTT TECHNOLOGIES Common 810022301 497 28,027 Defined 1,2 9,127 18,900 SCOTTISH & SOUTHERN ENERGY PLC ADR 81012K309 1,831 22,440 Defined 1,2 17,440 5,000 SCOTTISH POWER ADR 81013T705 5,023 167,076 Defined 1,2 131,726 35,350 SCOTTS COMPANY Common 810186106 1,561 46,587 Defined 1,2 15,187 31,400 SCREAMINGMEDIA INC Common 810883108 143 15,300 Defined 1,2 12,600 2,700 SCRIPPS (E W) CO -CL A Common 811054204 1,720 31,855 Defined 1,2 26,055 5,800 SEABOARD CORP Common 811543107 99 610 Defined 1,2 500 110 SEACHANGE INTERNATIONAL INC Common 811699107 288 8,641 Defined 1,2 7,141 1,500 SEACOAST FINL SVCS CORP Common 81170Q106 113 10,307 Defined 1,2 8,492 1,815 SEAGATE TECHNOLOGY Common 811804103 17,259 250,136 Defined 1,2 116,609 133,527 SEAGRAM CO LTD Common 811850106 27,045 470,868 Defined 1,2 223,246 247,622 SEACOR HLDGS INC Common 811904101 1,313 28,152 Defined 1,2 9,102 19,050 SEALED AIR CORP Common 81211K100 4,128 91,225 Defined 1,2 43,250 47,975 SEARS ROEBUCK & CO Common 812387108 12,190 376,009 Defined 1,2 175,303 200,706 SECOND BANCORP INC Common 813114105 60 4,223 Defined 1,2 3,473 750 SECURE COMPUTING CORP Common 813705100 261 10,003 Defined 1,2 8,203 1,800 SEGA CORPORATION ADR 815793104 504 212,402 Defined 1,2 165,352 47,050 SEITEL INC Common 816074306 576 40,093 Defined 1,2 12,993 27,100 SELECTICA INC Common 816288104 65 1,639 Defined 1,2 1,351 288 SELECTIVE INS GROUP INC Common 816300107 770 43,091 Defined 1,2 14,091 29,000 SEMTECH CORP Common 816850101 3,109 75,140 Defined 1,2 23,140 52,000 SEMPRA ENERGY Common 816851109 4,632 222,537 Defined 1,2 104,745 117,792 SEMITOOL INC Common 816909105 147 11,457 Defined 1,2 9,457 2,000 SENETEK PLC ADR 817209307 3 2,200 Defined 1,2 1,700 500 SENIOR HOUSING PROP TRUST REIT 81721M109 118 12,707 Defined 1,2 9,647 3,060 SENSAR CORPORATION Common 817253107 52 2,695 Defined 1,2 2,220 475 SENSORMATIC ELECTRONICS Common 817265101 1,357 90,446 Defined 1,2 27,278 63,168 SEPRACOR INC Common 817315104 11,214 91,401 Defined 1,2 25,931 65,470 SEQUA CORP -CL A Common 817320104 518 12,193 Defined 1,2 3,664 8,529 SEQUENOM INC Common 817337108 413 9,806 Defined 1,2 8,106 1,700 SEQUOIA SOFTWARE CORP Common 817439102 78 12,040 Defined 1,2 9,940 2,100 SERENA SOFTWARE Common 817492101 734 15,926 Defined 1,2 13,076 2,850 SEROLOGICALS CORP Common 817523103 16 2,250 Defined 1,2 0 2,250 SERONO SA ADR 81752M101 938 31,000 Defined 1,2 24,000 7,000 SERVICE CORP INTERNATIONAL Common 817565104 269 110,410 Defined 1,2 90,710 19,700 SERVICEMASTER CO Common 81760N109 1,222 123,712 Defined 1,2 101,862 21,850 7-ELEVEN INC Common 817826209 423 33,209 Defined 1,2 27,329 5,880 SHANDONG HUANENG PWR DEV LTD S ADR 819419102 307 40,324 Defined 1,2 31,324 9,000

62 SHANGHAI CHLOR-ALKALI CHEMICAL ADR 819422106 16 6,369 Defined 1,2 4,367 2,002 SHANGHAI ERFANGJI ADR 819423104 5 1,950 Defined 1,2 1,600 350 SHANGHAI PETROCHEM LTD ADR 819424102 645 47,791 Defined 1,2 37,391 10,400 SHANGHAI TYRE & RUBR LTD ADR 819425109 16 4,870 Defined 1,2 3,190 1,680 SHAW GROUP INC Common 820280105 2,078 29,476 Defined 1,2 9,576 19,900 SHAW INDUSTRIES INC Common 820286102 2,746 148,417 Defined 1,2 44,810 103,607 SHAW COMMUNICATIONS B Common 82028K200 1,784 78,637 Defined 1,2 59,637 19,000 SHELL TRAN&TRADE -NY SH ADR 822703609 45,722 934,298 Defined 1,2 725,766 208,532 SHERWIN-WILLIAMS CO Common 824348106 3,800 177,781 Defined 1,2 83,811 93,970 SHILOH INDUSTRIES INC Common 824543102 44 5,825 Defined 1,2 4,825 1,000 SHIN CORPORATION ADR 824550206 518 37,672 Defined 1,2 30,011 7,661 SHIRE PHARMACUTICALS GROUP ADR 82481R106 1,558 30,178 Defined 1,2 21,025 9,153 SHISEIDO CO LTD ADR 824841407 2,957 238,114 Defined 1,2 184,664 53,450 SHOPKO STORES INC Common 824911101 511 49,229 Defined 1,2 15,929 33,300 SHOP AT HOME INC Common 825066301 30 12,333 Defined 1,2 10,133 2,200 SHORELINE FINL CORP Common 825190101 66 4,672 Defined 1,2 3,846 826 SHUN TAK HOLDINGS ADR 825646102 131 86,337 Defined 1,2 67,437 18,900 SHURGARD STORAGE CTRS -CL A REIT 82567D104 354 15,701 Defined 1,2 11,001 4,700 SICOR INC Common 825846108 576 56,176 Defined 1,2 30,205 25,971 SIDERURGICA VENEZOLANA SIVENSA ADR 825865405 3 1,449 Defined 1,2 1,000 449 SIEBEL SYS INC Common 826170102 49,902 448,302 Defined 1,2 212,918 235,384 SIEBERT FINANCIAL CORP Common 826176109 70 9,224 Defined 1,2 7,624 1,600 SIEMENS AG ADR 826197402 39,705 308,714 Defined 1,2 243,714 65,000 SIERRA HEALTH SERVICES Common 826322109 226 48,191 Defined 1,2 14,741 33,450 SIERRA PACIFIC RESOURCES Common 826428104 1,653 91,847 Defined 1,2 27,736 64,111 SIGMA-ALDRICH Common 826552101 2,946 89,284 Defined 1,2 41,727 47,557 SIGNET GROUP PLC ADR 82668L872 729 31,006 Defined 1,2 24,806 6,200 SIGNALSOFT CORP Common 82668M102 378 9,300 Defined 1,2 7,700 1,600 SILICON LABORATORIES INC Common 826919102 55 1,336 Defined 1,2 1,091 245 SILGAN HOLDINGS INC Common 827048109 67 7,187 Defined 1,2 5,887 1,300 SILICON GRAPHICS INC Common 827056102 309 74,974 Defined 1,2 61,374 13,600 SILICON STORAGE TECH Common 827057100 980 36,029 Defined 1,2 29,529 6,500 SILICON IMAGE INC Common 82705T102 520 20,974 Defined 1,2 17,274 3,700 SILICON VY BANCSHARES Common 827064106 4,683 80,419 Defined 1,2 26,019 54,400 SILICON VALLEY GROUP INC Common 827066101 1,497 56,907 Defined 1,2 18,607 38,300 SILICONIX INC Common 827079203 568 12,040 Defined 1,2 9,940 2,100 SILVERSTREAM SOFTWARE, INC. Common 827907106 246 8,155 Defined 1,2 6,755 1,400 SIMIONE CENTRAL HLDGS INC Common 828654301 2 630 Defined 1,2 494 136 SIMON DEBARTOLO GROUP REIT 828806109 2,181 93,040 Defined 1,2 67,840 25,200 SIMPLE TECHNOLOGY INC Common 828820100 97 10,000 Defined 1,2 8,200 1,800 SIMPSON INDUSTRIES Common 829060102 362 29,556 Defined 1,2 9,606 19,950 SIMPSON MANUFACTURING INC Common 829073105 896 20,060 Defined 1,2 6,460 13,600 SIMSMETAL ADR 829202100 155 11,796 Defined 1,2 9,396 2,400 SINCLAIR BROADCAST GP -CL A Common 829226109 200 18,254 Defined 1,2 15,054 3,200 SINGER CO N V Common 82930F109 0 2,900 Defined 1,2 2,900 0 SIRIUS SATTELITE RADIO INC Common 82966U103 904 17,093 Defined 1,2 13,993 3,100 SITEL CORP Common 82980K107 84 28,743 Defined 1,2 23,643 5,100 SIPEX CORP Common 829909100 376 8,934 Defined 1,2 7,334 1,600 SIX FLAGS Common 83001P109 1,430 92,254 Defined 1,2 27,854 64,400 SKILLSOFT CORPORATION Common 83066P101 96 5,243 Defined 1,2 4,343 900 SKYPHARMA PLC ADR 830808101 279 22,509 Defined 1,2 17,409 5,100 SKY FINANCIAL Common 83080P103 556 31,347 Defined 1,2 25,785 5,562 SKY NETWORK TELEVISION LTD ADR 83080U102 39 2,802 Defined 1,2 2,702 100 SKYLINE CORP Common 830830105 306 14,377 Defined 1,2 4,662 9,715 SKYWEST INC Common 830879102 2,334 45,539 Defined 1,2 14,789 30,750

63 SMART & FINAL INC Common 831683107 83 11,797 Defined 1,2 9,747 2,050 SMALLWORLDWIDE PLC ADR 83168P108 6 300 Defined 1,2 300 0 SMEDVIG ADR 83169H105 327 16,912 Defined 1,2 12,112 4,800 SMARTSERV ONLINE INC Common 83169M203 76 2,112 Defined 1,2 1,737 375 Smartdisk Corp Common 83169Q105 116 8,059 Defined 1,2 6,659 1,400 SMARTFORCE PLC ADR 83170A206 1,360 28,716 Defined 1,2 18,416 10,300 SMITH AND NEPHEW PLC ADR 83175M205 365 8,373 Defined 1,2 8,210 163 SMITH (A O) CORP Common 831865209 489 38,894 Defined 1,2 12,644 26,250 SMITH INTERNATIONAL INC Common 832110100 4,832 59,244 Defined 1,2 17,832 41,412 SMITH CHARLES E RES RLTY INC REIT 832197107 482 10,617 Defined 1,2 7,817 2,800 SMITHFIELD FOODS INC Common 832248108 2,475 94,280 Defined 1,2 30,780 63,500 SMITHKLINE BEECHAM PLC ADR 832378301 43,246 630,173 Defined 1,2 490,433 139,740 SMUCKER (JM) CO Common 832696306 691 28,412 Defined 1,2 8,422 19,990 SMURFIT-STONE CONTAINER CORP Common 832727101 1,182 98,503 Defined 1,2 72,761 25,742 SNAP-ON INC Common 833034101 1,514 64,267 Defined 1,2 30,144 34,123 SNOWBALL.COM INC Common 83335R102 22 15,245 Defined 1,2 12,545 2,700 SOC QUIMICA MINERA ADR 833635105 278 13,371 Defined 1,2 10,371 3,000 SOC GENERALE ADR 83364L109 12,349 1,104,568 Defined 1,2 865,768 238,800 SOCKET COMMUNICATIONS INC Common 833672108 125 8,059 Defined 1,2 6,659 1,400 SODEXHO MARRIOT SERVICES Common 833793102 420 25,564 Defined 1,2 21,037 4,527 SOFTNET SYSTEMS INC Common 833964109 68 11,361 Defined 1,2 9,361 2,000 SOFTWARE.COM Common 83402P104 3,506 19,326 Defined 1,2 15,826 3,500 SOFTWARE TECHNOLOGIES INC Common 834040107 637 27,834 Defined 1,2 22,952 4,882 SOHU.COM INC Common 83408W103 25 4,230 Defined 1,2 3,730 500 SOLA INTL INC Common 834092108 278 43,185 Defined 1,2 12,985 30,200 SOLECTRON CORP Common 834182107 30,201 654,760 Defined 1,2 307,212 347,548 SOLUTIA INC Common 834376105 1,421 124,934 Defined 1,2 37,669 87,265 Somera Communication Common 834458101 184 19,323 Defined 1,2 15,923 3,400 SONERA OYJ ADR 835433202 3,640 144,152 Defined 1,2 112,972 31,180 SONIC CORP Common 835451105 916 29,086 Defined 1,2 9,436 19,650 SONIC AUTOMOTIVE INC Common 83545G102 104 12,526 Defined 1,2 10,326 2,200 SONIC INNOVATIONS INC Common 83545M109 84 7,962 Defined 1,2 6,562 1,400 SONIC FOUNDRY INC Common 83545R108 78 8,738 Defined 1,2 7,238 1,500 SONICWALL INC Common 835470105 592 20,778 Defined 1,2 17,178 3,600 SONOCO PRODUCTS CO Common 835495102 2,108 116,691 Defined 1,2 35,195 81,496 SONS OF GWALIA ADR 835688201 189 13,078 Defined 1,2 10,178 2,900 SONOSIGHT INC Common 83568G104 70 3,763 Defined 1,2 3,088 675 SONY CORP -AMER SHARES ADR 835699307 43,422 430,184 Defined 1,2 328,424 101,760 SOTHEBY'S HOLDINGS -CL A Common 835898107 1,717 69,020 Defined 1,2 20,820 48,200 SONUS NETWORKS INC Common 835916107 255 2,016 Defined 1,2 1,641 375 Source Information M Common 836151209 49 7,187 Defined 1,2 5,887 1,300 SOUTH AFRICAN BREWERIES PLC ADR 836220103 1,488 219,690 Defined 1,2 176,536 43,154 SOUTH CHINA MORNING POST ADR 837399104 741 194,068 Defined 1,2 152,268 41,800 SOUTH FINANCIAL GROUP Common 837841105 910 72,084 Defined 1,2 23,484 48,600 SOUTH JERSEY INDUSTRIES Common 838518108 134 4,597 Defined 1,2 3,764 833 SOUTHCORP HOLDINGS ADR 841295108 406 29,274 Defined 1,2 23,574 5,700 SOUTHDOWN INC Common 841297104 3,019 42,367 Defined 1,2 12,724 29,643 SOUTHERN CO Common 842587107 22,893 705,770 Defined 1,2 331,747 374,023 SOUTHERN ENERGY INC Common 842816100 60 1,900 Defined 1,2 1,520 380 SOUTHERN PERU COPPER Common 843611104 577 37,250 Defined 1,2 28,950 8,300 SOUTHERN UNION CO Common 844030106 1,667 84,164 Defined 1,2 28,264 55,900 SOUTHTRUST CORP Common 844730101 5,799 184,469 Defined 1,2 86,255 98,214 SOUTHWEST AIRLINES Common 844741108 13,253 546,517 Defined 1,2 254,796 291,721 SOUTHWEST BANCORPORATION/TX Common 84476R109 1,544 47,243 Defined 1,2 15,343 31,900 SOUTHWEST GAS CORP Common 844895102 1,098 52,448 Defined 1,2 17,148 35,300

64 SOUTHWEST SECURITIES GROUP Common 845224104 770 26,310 Defined 1,2 8,570 17,740 SOUTHWESTERN ENERGY CO Common 845467109 363 41,485 Defined 1,2 13,485 28,000 SOVEREIGN BANCORP INC Common 845905108 2,464 266,374 Defined 1,2 79,874 186,500 SOVRAN SELF STORAGE INC REIT 84610H108 132 6,439 Defined 1,2 4,439 2,000 SPACELABS MED INC Common 846247104 166 16,771 Defined 1,2 5,071 11,700 SPANISH BROADCASTING SYS Common 846425882 154 13,108 Defined 1,2 10,808 2,300 SPARTAN MOTORS INC Common 846819100 58 18,683 Defined 1,2 6,083 12,600 SPARTECH CORP Common 847220209 174 11,168 Defined 1,2 9,168 2,000 SPECIALTY EQUIPMENT COS INC Common 847497203 798 32,309 Defined 1,2 10,509 21,800 SPECTRA-PHYSICS LASERS INC Common 847568102 359 6,701 Defined 1,2 5,501 1,200 SPECTRALINK CORP Common 847580107 74 7,866 Defined 1,2 6,466 1,400 SPECTRIAN CORP Common 847608106 67 4,346 Defined 1,2 3,571 775 SPECTRASITE HOLDINGS INC Common 84760T100 941 50,681 Defined 1,2 41,881 8,800 SPEEDFAM IPEC INC Common 847705100 604 52,804 Defined 1,2 16,006 36,798 SPEEDWAY MOTORSPORTS INC COM Common 847788106 352 16,896 Defined 1,2 13,896 3,000 SPHERION CORPORATION Common 848420105 1,274 106,715 Defined 1,2 34,735 71,980 SPIEGEL INC -CL A Common 848457107 374 53,404 Defined 1,2 44,004 9,400 SPIEKER PROPERTIES INC REIT 848497103 1,963 34,097 Defined 1,2 24,897 9,200 SPINNAKER EXPLORATION CO Common 84855W109 358 10,252 Defined 1,2 8,522 1,730 SPIRENT PLC ADR 84856M100 560 28,392 Defined 1,2 27,792 600 SPORTSLINE USA INC Common 848934105 197 14,282 Defined 1,2 8,782 5,500 SPRINGS INDUSTRIES -CL A Common 851783100 554 19,659 Defined 1,2 9,166 10,493 SPRINT CORP Common 852061100 28,209 962,344 Defined 1,2 452,346 509,998 SPRINT PCS GROUP Common 852061506 35,132 1,001,996 Defined 1,2 474,552 527,444 ST ASSEMBLY TEST SERVICES LTD ADR 85227G102 640 33,471 Defined 1,2 27,971 5,500 STAAR SURGICAL CO Common 852312305 128 7,397 Defined 1,2 4,922 2,475 STAMPS COM INC Common 852857101 76 19,809 Defined 1,2 16,309 3,500 STANCORP FINL CORP Common 852891100 552 12,915 Defined 1,2 10,615 2,300 STANDARD MICROSYSTEMS CORP Common 853626109 574 26,334 Defined 1,2 8,534 17,800 STANDARD MOTOR PRODS Common 853666105 165 20,596 Defined 1,2 6,696 13,900 STANDARD PACIFIC CP Common 85375C101 895 49,730 Defined 1,2 16,230 33,500 STANDARD REGISTER CO Common 853887107 516 32,229 Defined 1,2 9,736 22,493 STANDEX INTERNATIONAL CORP Common 854231107 401 20,783 Defined 1,2 6,783 14,000 STANLEY WORKS Common 854616109 2,205 95,616 Defined 1,2 44,673 50,943 Starbase Corp Common 854910205 100 17,575 Defined 1,2 14,475 3,100 STAR TELECOMMUNICATIONS INC Common 854923109 47 23,740 Defined 1,2 19,590 4,150 STAPLES INC Common 855030102 7,054 497,218 Defined 1,2 232,087 265,131 STARBUCKS CORP Common 855244109 8,174 204,039 Defined 1,2 95,459 108,580 STARMEDIA NETWORK INC Common 855546107 197 26,315 Defined 1,2 21,665 4,650 STARTECH Common 85569C107 676 23,325 Defined 1,2 7,625 15,700 STATE AUTO FINL CORP Common 855707105 204 15,535 Defined 1,2 12,835 2,700 STATE STREET CORP Common 857477103 23,034 177,186 Defined 1,2 82,642 94,544 STATEN IS BANCORP INC Common 857550107 1,215 60,735 Defined 1,2 19,835 40,900 STATION CASINOS INC Common 857689103 351 24,615 Defined 1,2 20,265 4,350 STEEL DYNAMICS Common 858119100 714 77,695 Defined 1,2 25,195 52,500 STEEL TECHNOLOGIES Common 858147101 111 17,624 Defined 1,2 5,724 11,900 STEELCASE Common 858155203 207 12,333 Defined 1,2 10,133 2,200 STEIN MART INC Common 858375108 776 71,758 Defined 1,2 23,158 48,600 STEINWAY MUSICAL INSTRUMENTS Common 858495104 60 3,424 Defined 1,2 2,799 625 STEPAN CO Common 858586100 78 3,885 Defined 1,2 3,185 700 STERLING BANCSHRS/TX Common 858907108 161 10,585 Defined 1,2 8,685 1,900 STERICYCLE INC Common 858912108 147 5,997 Defined 1,2 4,922 1,075 STERIS CORP Common 859152100 1,053 87,724 Defined 1,2 23,904 63,820 STERLING FINL CORP Common 859317109 69 3,642 Defined 1,2 2,992 650 STEWART & STEVENSON SERVICES Common 860342104 577 33,089 Defined 1,2 9,927 23,162

65 STEWART ENTERPRISES -CL A Common 860370105 242 124,900 Defined 1,2 37,700 87,200 STEWART INFO SVCS Common 860372101 87 5,632 Defined 1,2 4,632 1,000 STILLWATER MINING CO Common 86074Q102 1,742 64,337 Defined 1,2 21,037 43,300 STILWELL FINANCIAL Common 860831106 10,591 243,475 Defined 1,2 114,665 128,810 STMICROELECTRONICS NV ADR 861012102 22,944 481,774 Defined 1,2 375,074 106,700 STOCKWALK.COM GROUP INC Common 86149C104 34 7,962 Defined 1,2 6,562 1,400 STOLT-NIELSEN SA ADR 861565109 353 18,363 Defined 1,2 13,613 4,750 STOLT OFFSHORE ADR ADR 861567105 139 10,924 Defined 1,2 8,424 2,500 STONE ENERGY CORP Common 861642106 1,678 30,509 Defined 1,2 9,909 20,600 STONERIDGE INC Common 86183P102 87 9,031 Defined 1,2 7,431 1,600 STORAGE USA INC REIT 861907103 458 15,015 Defined 1,2 10,615 4,400 STORA ENSO OYJ ADR 86210M106 1,697 205,723 Defined 1,2 190,723 15,000 STORAGE TECHNOLOGY CP -CL A Common 862111200 1,618 119,326 Defined 1,2 35,963 83,363 STORAGENETWORKS INC Common 86211E103 3,661 35,829 Defined 1,2 29,529 6,300 STRATOS LIGHTWAVE INC Common 863100103 820 25,441 Defined 1,2 20,941 4,500 STRATTEC SEC CORP Common 863111100 60 1,812 Defined 1,2 1,483 329 STRAYER ED INC Common 863236105 135 6,165 Defined 1,2 5,115 1,050 STRIDE RITE CORP Common 863314100 366 72,224 Defined 1,2 23,524 48,700 STRUCTURAL DYNAMICS RESEARCH Common 863555108 695 42,418 Defined 1,2 12,821 29,597 STRYKER CORP Common 863667101 10,881 253,408 Defined 1,2 69,142 184,266 STUDENT ADVANTAGE INC Common 86386Q105 107 14,566 Defined 1,2 11,966 2,600 STUDENT LOAN CORP Common 863902102 393 8,059 Defined 1,2 6,659 1,400 STURM RUGER & CO INC Common 864159108 367 44,841 Defined 1,2 14,541 30,300 SUFFOLK BANCORP Common 864739107 68 2,477 Defined 1,2 2,027 450 SUIZA FOODS Common 865077101 1,663 32,815 Defined 1,2 9,815 23,000 SULZER MEDICA LTD ADR 865580104 1,464 56,290 Defined 1,2 44,690 11,600 SUMITOMO METAL IND ADR 865621304 1,233 211,534 Defined 1,2 160,834 50,700 SUMITOMO TRUST&BANKING ADR 865625206 5,257 775,987 Defined 1,2 615,887 160,100 SUMMIT BANCORP Common 866005101 6,599 191,278 Defined 1,2 89,525 101,753 SUMMIT BANCSHARES INC/TX Common 866011109 46 2,598 Defined 1,2 2,123 475 SUMMIT PROPERTIES INC REIT 866239106 333 13,840 Defined 1,2 9,740 4,100 SUN COMMUNITIES INC REIT 866674104 299 9,459 Defined 1,2 6,659 2,800 SUN HUNG KAI PROPERTIES ADR 86676H302 12,757 1,353,220 Defined 1,2 1,047,520 305,700 SUN LIFE FINANCIAL SERVICES ADR 866796105 56 2,730 Defined 1,2 2,130 600 SUN MICROSYSTEMS INC Common 866810104 200,875 1,720,560 Defined 1,2 811,012 909,548 SUN HEALTHCARE GROUP INC Common 866933104 0 212 Defined 1,2 0 212 SUNBEAM CORPORATION Common 867071102 57 43,533 Defined 1,2 35,852 7,681 SUNCOR ENERGY INC Common 867229106 1,658 74,945 Defined 1,2 57,745 17,200 SUNGARD DATA SYSTEMS INC Common 867363103 6,664 155,645 Defined 1,2 46,675 108,970 SUNGLASS HUT INTL INC Common 86736F106 114 17,382 Defined 1,2 14,282 3,100 SUNOCO INC Common 86764P109 2,580 95,788 Defined 1,2 45,073 50,715 SUNQUEST INFORMATION SYS INC Common 867654105 120 8,811 Defined 1,2 5,211 3,600 SUNRISE ASSISTED LIVING Common 86768K106 224 10,338 Defined 1,2 7,238 3,100 SUNRISE TECHNOLOGY INTL INC Common 86769L103 135 18,837 Defined 1,2 15,537 3,300 SUNRISE TELECOM INC Common 86769Y105 578 20,050 Defined 1,2 16,550 3,500 SUNRISE MEDICAL INC Common 867910101 238 39,620 Defined 1,2 12,020 27,600 SUNTRUST BANKS INC Common 867914103 16,209 325,402 Defined 1,2 152,350 173,052 SUPERCONDUCTOR TECHNOLOGIES Common 867931107 126 6,990 Defined 1,2 5,790 1,200 SUPERGEN INC Common 868059106 253 13,205 Defined 1,2 10,905 2,300 SUPERIOR CONSULTANT HOLDINGS Common 868146101 3 1,700 Defined 1,2 0 1,700 SUPERIOR ENERGY SERVICES INC Common 868157108 286 27,285 Defined 1,2 22,485 4,800 SUPERIOR INDUSTRIES INTL Common 868168105 914 30,450 Defined 1,2 9,154 21,296 SUPERIOR TELECOM INC Common 868365107 49 8,190 Defined 1,2 6,730 1,460 SUPER-SOL LTD ADR 868511205 435 23,505 Defined 1,2 18,505 5,000 SUPERTEX INC Common 868532102 250 4,953 Defined 1,2 4,053 900

66 SUPERVALU INC Common 868536103 2,175 144,378 Defined 1,2 67,724 76,654 SUPPORT.COM Common 868587106 413 13,496 Defined 1,2 11,146 2,350 SURGUTNEFTEGAZ ADR 868861204 3,709 253,608 Defined 1,2 193,108 60,500 SUSQUEHANNA BANCSHARES INC Common 869099101 996 65,284 Defined 1,2 21,191 44,093 SVENSKA CELLULOSA ADR 869587402 2,013 114,044 Defined 1,2 89,044 25,000 SWEDISH MATCH CO SPON ADR ADR 870309507 795 25,243 Defined 1,2 19,763 5,480 SWIFT ENERGY CO Common 870738101 1,534 36,900 Defined 1,2 12,000 24,900 SWIFT TRANSPORTATION CO INC Common 870756103 969 74,164 Defined 1,2 22,364 51,800 SWIRE PACIFIC ADR 870794302 3,390 543,842 Defined 1,2 412,342 131,500 SWISS RE ADR 870887205 14,389 150,729 Defined 1,2 119,829 30,900 SWISSCOM AG ADR 871013108 9,417 382,430 Defined 1,2 301,430 81,000 SWITCHBOARD INC Common 871045100 65 10,003 Defined 1,2 8,203 1,800 SYBASE INC Common 871130100 2,414 104,964 Defined 1,2 31,524 73,440 SYBRON INTL CORP Common 87114F106 3,259 135,775 Defined 1,2 37,228 98,547 SYCAMORE NETWORKS INC Common 871206108 10,739 99,439 Defined 1,2 81,639 17,800 SYKES ENTERPRISES INC Common 871237103 261 48,633 Defined 1,2 14,633 34,000 SYLVAN LEARNING SYSTEMS INC Common 871399101 652 44,044 Defined 1,2 13,144 30,900 SYMANTEC CORP Common 871503108 3,154 71,684 Defined 1,2 21,613 50,071 SYMBOL TECHNOLOGIES Common 871508107 5,807 161,583 Defined 1,2 48,605 112,978 SYMMETRICOM INC Common 871543104 585 37,431 Defined 1,2 12,181 25,250 SYMYX TECHNOLOGIES INC Common 87155S108 522 12,042 Defined 1,2 9,892 2,150 SYNCOR INTL CORP/DE Common 87157J106 1,465 39,800 Defined 1,2 13,000 26,800 SYNOPSYS INC Common 871607107 3,178 83,916 Defined 1,2 25,269 58,647 SYNOVUS FINANCIAL CP Common 87161C105 6,593 311,172 Defined 1,2 145,306 165,866 SYNTEL INC Common 87162H103 157 20,035 Defined 1,2 12,835 7,200 SYNTROLEUM CORPORATION Common 871630109 270 13,255 Defined 1,2 10,905 2,350 SYSCO CORP Common 871829107 16,796 362,656 Defined 1,2 170,658 191,998 SYSTEMAX INC Common 871851101 38 13,787 Defined 1,2 11,387 2,400 SYSTEMS & COMPUTER TECH CORP Common 871873105 955 54,391 Defined 1,2 17,591 36,800 TBC CORP Common 872180104 172 35,344 Defined 1,2 11,494 23,850 TCF FINANCIAL CORP Common 872275102 3,554 94,452 Defined 1,2 28,426 66,026 TDK CORP -ADS ADR 872351408 9,672 75,121 Defined 1,2 58,621 16,500 TD WATERHOUSE SECURITIES Common 872362108 316 16,993 Defined 1,2 13,993 3,000 TECO ENERGY INC Common 872375100 4,233 147,226 Defined 1,2 44,431 102,795 THQ INC Common 872443403 809 34,809 Defined 1,2 10,409 24,400 T I GROUP ADR 872472709 1,515 142,341 Defined 1,2 110,941 31,400 TJX COMPANIES INC Common 872540109 7,213 320,563 Defined 1,2 149,482 171,081 TLC THE LASER CENTER Common 87255E108 13 3,478 Defined 1,2 3,378 100 TPI ENTERPRISES INC Common 872623103 0 600 Defined 1,2 0 600 TRW INC Common 872649108 5,454 134,251 Defined 1,2 63,432 70,819 TMP WORLDWIDE Common 872941109 2,939 36,515 Defined 1,2 29,915 6,600 TTM TECHNOLOGIES Common 87305R109 24 1,000 Defined 1,2 800 200 TVX GOLD INC Common 87308K200 27 16,563 Defined 1,2 12,583 3,980 TXU CORP Common 873168108 11,423 288,282 Defined 1,2 135,224 153,058 TACO CABANA -CL A Common 873425102 83 19,213 Defined 1,2 6,213 13,000 TAG HEUER INTERNATIONAL SA ADR 873773105 356 28,648 Defined 1,2 23,448 5,200 TAIWAN SEMICONDUCTOR MFG LTD ADR 874039100 21,353 1,047,996 Defined 1,2 791,618 256,378 TAKE-TWO INTERACTIVE SOFTWARE Common 874054109 120 9,517 Defined 1,2 7,817 1,700 TALARIAN INC Common 874090103 148 7,719 Defined 1,2 6,369 1,350 TALBOTS INC Common 874161102 830 12,526 Defined 1,2 10,326 2,200 TALISMAN ENERGY INC Common 87425E103 2,037 58,110 Defined 1,2 46,020 12,090 TALK.COM INC Common 874264104 578 131,241 Defined 1,2 42,691 88,550 TANGER FACTORY OUTLET CTRS REIT 875465106 92 4,195 Defined 1,2 2,895 1,300 TANNING TECHNOLOGY CORP Common 87588P101 115 8,352 Defined 1,2 6,852 1,500 TANOX INC Common 87588Q109 582 17,186 Defined 1,2 14,186 3,000

67 TARGET CORP Common 87612E106 25,425 992,184 Defined 1,2 465,294 526,890 TARGETED GENETICS CORP Common 87612M108 175 14,759 Defined 1,2 12,159 2,600 TARRANT APPAREL GROUP Common 876289109 48 6,408 Defined 1,2 5,308 1,100 TATE & LYLE ADR 876570607 801 57,541 Defined 1,2 44,641 12,900 TAUBMAN CTRS INC REIT 876664103 336 29,048 Defined 1,2 20,748 8,300 TAYLOR NELSON AGB ADR 877255109 930 14,436 Defined 1,2 11,536 2,900 TECH DATA CORP Common 878237106 2,612 61,107 Defined 1,2 18,807 42,300 TECH-SYM CORP Common 878308105 71 2,355 Defined 1,2 1,930 425 TECHNE CORP Common 878377100 4,081 36,441 Defined 1,2 11,141 25,300 TECHNITROL INC Common 878555101 2,753 27,254 Defined 1,2 8,854 18,400 TECHNOLOGY SOLUTIONS CO Common 87872T108 45 17,965 Defined 1,2 14,765 3,200 TECUMSEH PRODUCTS CO -CL A Common 878895200 948 22,634 Defined 1,2 6,741 15,893 TEJON RANCH CO Common 879080109 131 5,171 Defined 1,2 4,246 925 TEKELEC Common 879101103 993 30,204 Defined 1,2 19,204 11,000 TEKTRONIX INC Common 879131100 4,021 52,354 Defined 1,2 24,831 27,523 TELAXIS COMMUNICATIONS CORP Common 879202109 40 6,604 Defined 1,2 5,404 1,200 TELCOM SEMICONDUCTOR INC Common 87921P107 449 30,200 Defined 1,2 9,800 20,400 TELE CELULAR SUL PART ADR 879238103 368 12,283 Defined 1,2 9,483 2,800 TELE CENTRO OESTE CELULAR ADR 87923P105 484 45,506 Defined 1,2 35,206 10,300 TELE DANMARK ADR 879242105 6,894 245,103 Defined 1,2 189,603 55,500 TELE NORTE LESTE ADR 879246106 3,008 131,477 Defined 1,2 102,871 28,606 TELE NORDESTE CELULAR ADR 87924W109 307 6,530 Defined 1,2 4,780 1,750 TELE NORTE CELULAR ADR 87924Y105 100 2,493 Defined 1,2 1,773 720 TELE SUDESTE CELULAR ADR 879252104 611 29,081 Defined 1,2 23,301 5,780 TELECOM ARGENTINA ADR 879273209 2,410 111,425 Defined 1,2 86,525 24,900 TELECOM CP NEW ZEALAND ADR 879278208 2,635 131,745 Defined 1,2 103,245 28,500 TELECOM ITALIA SPA ADR 87927W106 30,799 293,322 Defined 1,2 230,372 62,950 TELECOMUNICACOES BRASILEIRAS ADR 879287100 8 199,898 Defined 1,2 152,798 47,100 TELEBRAS UNIT ADR 879287308 1,908 24,118 Defined 1,2 23,218 900 TELECORP PCS INC Common 879299105 681 35,836 Defined 1,2 29,336 6,500 TELECOM DE SAO PAULO ADR 87929A102 1,391 88,994 Defined 1,2 72,994 16,000 TELECOMMUNICATION SYSTEMS Common 87929J103 97 5,075 Defined 1,2 4,175 900 TELEDYNE TECHNOLOGIES Common 879360105 1,492 51,214 Defined 1,2 16,664 34,550 TELEFLEX INC Common 879369106 1,545 44,933 Defined 1,2 13,493 31,440 TELEFONICA DE ARGENT ADR 879378206 4,845 132,975 Defined 1,2 103,675 29,300 TELEFONICA S.A. ADR 879382208 34,195 575,302 Defined 1,2 441,253 134,049 TELEFONICA del PERU ADR 879384105 1,016 132,200 Defined 1,2 102,900 29,300 TELEFONOS DE MEX ADR 879403780 16,931 318,324 Defined 1,2 242,324 76,000 TELEGLOBE INC Common 87941V100 1,535 73,086 Defined 1,2 56,886 16,200 TELEPHONE & DATA Common 879433100 7,808 70,534 Defined 1,2 21,295 49,239 TELE LESTE CELULAR ADR 87943B102 100 2,493 Defined 1,2 1,773 720 TELEMIG CELULAR ADR 87944E105 346 6,530 Defined 1,2 4,780 1,750 TELE1 EUROPE HOLDING ADR 87944T201 126 14,003 Defined 1,2 13,703 300 TELESCAN INC Common 879516102 17 6,797 Defined 1,2 5,597 1,200 TELESPECTRUM Common 87951U109 8 13,401 Defined 1,2 11,001 2,400 TELESP CELULAR ADR 87952L108 1,572 47,737 Defined 1,2 36,837 10,900 TELEVISION BROADCASTS LTD ADR 879531309 1,394 116,157 Defined 1,2 91,757 24,400 TELEWEST COMMUN PLC ADR 87956P105 2,319 118,925 Defined 1,2 94,158 24,767 TELEX-CHILE ADR 87957Q102 1 559 Defined 1,2 420 139 TELIGENT, INC Common 87959Y103 202 15,540 Defined 1,2 12,690 2,850 TELLABS INC Common 879664100 21,240 444,815 Defined 1,2 209,789 235,026 TELSTRA CORP LTD ADR 87969N204 7,730 475,704 Defined 1,2 376,104 99,600 TELXON CORP Common 879700102 508 29,047 Defined 1,2 9,447 19,600 TELOCITY INC Common 87971D103 113 34,568 Defined 1,2 28,468 6,100 TEMPLE-INLAND INC Common 879868107 2,119 55,951 Defined 1,2 26,525 29,426

68 TELETECH HOLDINGS Common 879939106 630 25,444 Defined 1,2 20,844 4,600 TELESYSTEM INTERNATIONAL WIRELESS Common 879946101 520 37,010 Defined 1,2 29,410 7,600 TENFOLD CORP Common 88033A103 63 14,273 Defined 1,2 11,773 2,500 TENET HEALTHCARE CORP Common 88033G100 13,819 379,916 Defined 1,2 160,634 219,282 TENNANT CO Common 880345103 163 3,690 Defined 1,2 3,040 650 TENNECO AUTOMOTIVE Common 880349105 305 58,700 Defined 1,2 19,164 39,536 TERADYNE INC Common 880770102 6,600 188,558 Defined 1,2 88,892 99,666 TERAYON COMMUNICATION SYSTEMS Common 880775101 854 25,155 Defined 1,2 20,555 4,600 TEREX CORP Common 880779103 146 11,168 Defined 1,2 9,168 2,000 TERREMARK WORLDWIDE INC Common 881448104 202 79,234 Defined 1,2 65,234 14,000 TESCO ADR 881575302 13,710 1,252,639 Defined 1,2 973,889 278,750 TESORO PETROLEUM CORP Common 881609101 128 12,915 Defined 1,2 10,615 2,300 TEVA PHARM INDS ADR 881624209 5,125 70,020 Defined 1,2 55,340 14,680 TETRA TECHNOLOGIES INC/DE Common 88162F105 340 22,389 Defined 1,2 7,289 15,100 TETRA TECH INC Common 88162G103 1,896 66,372 Defined 1,2 21,647 44,725 TEXACO INC Common 881694103 31,505 600,086 Defined 1,2 282,376 317,710 TEXAS BIOTECH CORP Common 88221T104 264 16,507 Defined 1,2 13,607 2,900 TEXAS INDUSTRIES INC Common 882491103 1,115 34,984 Defined 1,2 11,384 23,600 TEXAS INSTRUMENTS INC Common 882508104 87,457 1,853,392 Defined 1,2 883,768 969,624 TEXAS REGL BCSHS INC -CL A Common 882673106 167 5,875 Defined 1,2 4,825 1,050 TEXTRON INC Common 883203101 7,152 155,062 Defined 1,2 73,759 81,303 THERAGENICS CORP Common 883375107 333 51,219 Defined 1,2 15,919 35,300 THERMA-WAVE INC Common 88343A108 248 8,641 Defined 1,2 7,141 1,500 THERMO ELECTRON CORP Common 883556102 4,927 189,514 Defined 1,2 89,002 100,512 THERMO CARDIOSYSTEMS Common 88355K200 178 20,235 Defined 1,2 12,835 7,400 THERMO FIBERTEK INC Common 88355W105 104 24,808 Defined 1,2 20,458 4,350 THESTREET DOT COM Common 88368Q103 46 10,292 Defined 1,2 8,492 1,800 THOMAS & BETTS CORP Common 884315102 1,107 63,457 Defined 1,2 29,951 33,506 THOMAS INDUSTRIES INC Common 884425109 518 25,594 Defined 1,2 8,344 17,250 THOMSON CSF ADR 885094409 1,028 24,400 Defined 1,2 4,200 20,200 THOMSON MULTIMEDIA ADR 885118109 1,179 22,888 Defined 1,2 22,388 500 THOR INDUSTRIES INC Common 885160101 462 19,966 Defined 1,2 6,466 13,500 THORATEC LABORATORIES CORP Common 885175307 197 8,934 Defined 1,2 7,334 1,600 3COM CORP Common 885535104 7,992 416,545 Defined 1,2 125,034 291,511 3DO COMPANY Common 88553W105 97 14,566 Defined 1,2 11,966 2,600 3DFX INTERACTIVE INC Common 88553X103 49 10,003 Defined 1,2 8,203 1,800 THREE-FIVE SYSTEMS INC Common 88554L108 1,038 35,494 Defined 1,2 11,595 23,899 3 DIMENSIONAL PHARMACEUTICAL Common 88554W104 268 7,450 Defined 1,2 6,150 1,300 TIBCO SOFTWARE, INC Common 88632Q103 6,740 79,819 Defined 1,2 62,899 16,920 TICKETS.COM INC Common 88633M101 24 23,597 Defined 1,2 19,397 4,200 TICKETMASTER ONLINE CITY SRCH Common 88633P203 250 14,763 Defined 1,2 12,063 2,700 TIDEWATER INC Common 886423102 2,966 65,197 Defined 1,2 19,695 45,502 TIFFANY & CO Common 886547108 6,075 157,531 Defined 1,2 74,631 82,900 TIMBERLAND CO -CL A Common 887100105 2,751 67,109 Defined 1,2 21,909 45,200 TIME WARNER INC Common 887315109 111,621 1,426,462 Defined 1,2 676,296 750,166 TIME WARNER TELECOM Common 887319101 647 13,401 Defined 1,2 11,001 2,400 TIMKEN CO Common 887389104 915 66,867 Defined 1,2 31,516 35,351 TITAN CORP Common 888266103 1,037 62,861 Defined 1,2 19,057 43,804 TITAN INTERNATIONAL Common 88830M102 197 34,281 Defined 1,2 11,181 23,100 TITAN PHARMACEUTICALS INC Common 888314101 675 10,389 Defined 1,2 8,589 1,800 TITANIUM METALS CORP Common 888339108 103 12,622 Defined 1,2 10,422 2,200 TIVO INC Common 888706108 297 15,344 Defined 1,2 12,594 2,750 TNT POST GROEP NV ADR 888742103 6,270 269,658 Defined 1,2 209,739 59,919 TOKIO MARINE &FIRE INS ADR 889090403 8,718 173,699 Defined 1,2 136,429 37,270 TOLL BROTHERS INC Common 889478103 2,070 60,222 Defined 1,2 19,622 40,600

69 TOLLGRADE COMMUNICATIONS INC Common 889542106 714 5,146 Defined 1,2 4,246 900 TOMKINS PLC ADR 890030208 1,454 149,157 Defined 1,2 114,657 34,500 TOO INC Common 890333107 295 12,429 Defined 1,2 10,229 2,200 TOOTSIE ROLL INDS Common 890516107 535 13,629 Defined 1,2 11,136 2,493 TOPPS CO INC Common 890786106 169 18,351 Defined 1,2 15,151 3,200 TORCHMARK CORP Common 891027104 3,878 139,451 Defined 1,2 65,360 74,091 TORO CO Common 891092108 658 20,879 Defined 1,2 6,779 14,100 TORONTO DOMINION BANK Common 891160509 1,680 56,963 Defined 1,2 55,763 1,200 TOSCO CORP Common 891490302 4,904 157,256 Defined 1,2 74,156 83,100 TOTAL FINA ELF ADR ADR 89151E109 52,664 717,124 Defined 1,2 551,437 165,687 TOWER AUTOMOTIVE INC Common 891707101 744 79,389 Defined 1,2 25,889 53,500 TOTAL SYSTEM SERVICES INC Common 891906109 1,326 78,895 Defined 1,2 64,945 13,950 TOWN & COUNTRY TRUST REIT 892081100 154 8,576 Defined 1,2 6,176 2,400 TOYOTA MOTOR CORP ADR 892331307 83,479 1,063,426 Defined 1,2 822,726 240,700 TOYS R US INC Common 892335100 3,835 235,984 Defined 1,2 110,729 125,255 TRACTOR SUPPLY CO Common 892356106 39 3,545 Defined 1,2 2,895 650 TRAMMELL CROW COMPANY Common 89288R106 213 14,177 Defined 1,2 11,677 2,500 TRANS WORLD AIRLINES Common 893349837 51 26,995 Defined 1,2 22,195 4,800 TRANS WORLD ENTMT CORP Common 89336Q100 196 19,566 Defined 1,2 16,116 3,450 TRNSACTN SYS ARCHTCTS -CL A Common 893416107 635 39,063 Defined 1,2 11,763 27,300 TRANSATLANTIC HOLDINGS INC Common 893521104 1,298 14,030 Defined 1,2 11,580 2,450 TRANSCANADA PIPELINES LTD Common 893526103 2,699 289,852 Defined 1,2 231,794 58,058 TRANSKARYOTIC THERAPIES INC Common 893735100 552 12,827 Defined 1,2 7,527 5,300 TRANS MARITIMA MEX ADR 893868208 1 100 Defined 1,2 0 100 TRANSPORTADOR DE GAS DEL SUR S ADR 893870204 308 40,771 Defined 1,2 32,071 8,700 TRANSMONTAIGNE OIL CO Common 893934109 61 12,429 Defined 1,2 10,229 2,200 TRAVELOCITY.COM INC Common 893953109 123 8,704 Defined 1,2 5,404 3,300 TRANSWITCH CORP Common 894065101 6,129 96,134 Defined 1,2 28,934 67,200 TRANZ RAIL HOLDING LTD. ADR 894116102 97 22,226 Defined 1,2 17,826 4,400 TREDEGAR INDUSTRIES INC Common 894650100 1,095 63,224 Defined 1,2 20,724 42,500 TRENDWEST RESORTS INC Common 894917103 115 6,894 Defined 1,2 5,694 1,200 TREX COMPANY INC Common 89531P105 174 5,729 Defined 1,2 4,729 1,000 TREX MED CORP Common 89531R101 3 2,500 Defined 1,2 0 2,500 TRIAD HOSPITALS INC Common 89579K109 405 13,787 Defined 1,2 11,387 2,400 TRIANGLE PHARMACEUTICALS INC Common 89589H104 146 17,338 Defined 1,2 12,738 4,600 TRIAD GUARANTY INC Common 895925105 161 5,414 Defined 1,2 4,439 975 TRIARC COS INC -CL A Common 895927101 907 36,829 Defined 1,2 11,829 25,000 TRICON GLOBAL RESTAURANTS Common 895953107 4,866 158,889 Defined 1,2 74,996 83,893 TRIBUNE CO Common 896047107 14,755 338,231 Defined 1,2 157,977 180,254 TRICO MARINE SERVICES INC Common 896106101 213 13,401 Defined 1,2 11,001 2,400 TRICORD SYSTEMS INC Common 896121100 146 9,806 Defined 1,2 8,106 1,700 TRICOM S.A. ADR 89612A100 34 2,220 Defined 1,2 2,220 0 TRIGON HEALTHCARE Common 89618L100 2,455 46,700 Defined 1,2 13,300 33,400 TRIMBLE NAVIGATION LTD Common 896239100 864 38,630 Defined 1,2 12,530 26,100 TRIMERIS INC Common 896263100 441 6,311 Defined 1,2 5,211 1,100 TRINITY INDUSTRIES Common 896522109 1,039 44,465 Defined 1,2 13,374 31,091 TRINITY MIRROR PLC ADR 89653Q105 364 25,019 Defined 1,2 19,619 5,400 TRIPATH TECHNOLOGY Common 89672P104 267 10,500 Defined 1,2 8,600 1,900 TRIQUINT SEMICONDUCTOR INC Common 89674K103 3,348 91,878 Defined 1,2 27,578 64,300 TRITEL INC Common 89675X104 566 39,519 Defined 1,2 32,569 6,950 TRITON PCS HOLDINGS INC Common 89677M106 598 21,751 Defined 1,2 17,901 3,850 TRIUMPH GROUP INC Common 896818101 122 3,404 Defined 1,2 2,799 605 TRIZETTO GROUP INC Common 896882107 134 8,643 Defined 1,2 7,093 1,550 TRIZEC HAHN CORP Common 896938107 1,148 68,268 Defined 1,2 52,068 16,200 TRIPATH IMAGING INC Common 896942109 80 11,457 Defined 1,2 9,457 2,000

70 TROY GROUP INC Common 89733N106 30 4,346 Defined 1,2 3,571 775 TRUE NORTH COMMUNICATIONS Common 897844106 2,971 83,097 Defined 1,2 26,897 56,200 TRUST CO NJ JERSEY CITY Common 898304100 133 7,962 Defined 1,2 6,562 1,400 TRUSTCO BANK CORP/NY Common 898349105 1,099 89,278 Defined 1,2 28,898 60,380 TRUSTMARK CORP Common 898402102 547 28,067 Defined 1,2 22,967 5,100 TUBOS DE ACERO DE MEX ADR 898592506 649 38,727 Defined 1,2 30,427 8,300 TUCKER ANTHONY SUTRO Common 898647102 962 37,900 Defined 1,2 12,300 25,600 TUESDAY MORNING CORP Common 899035505 124 15,828 Defined 1,2 13,028 2,800 Tularik Inc Common 899165104 638 19,323 Defined 1,2 15,923 3,400 TUMBLEWEED SOFTWARE CORPORATION Common 899690101 576 11,287 Defined 1,2 9,337 1,950 TUPPERWARE CORP Common 899896104 1,127 62,621 Defined 1,2 29,758 32,863 TURKCELL ILETISIM HIZMET ADR 900111105 1,179 107,165 Defined 1,2 88,765 18,400 TURNSTONE SYSTEMS INC Common 900423104 251 5,415 Defined 1,2 4,440 975 TUSCARORA INC Common 900902107 52 3,763 Defined 1,2 3,088 675 TUT SYSTEMS INC Common 901103101 528 6,118 Defined 1,2 5,018 1,100 TV AZTECA ADR 901145102 633 49,200 Defined 1,2 41,600 7,600 TWEETER HOME ENTMT GROUP INC Common 901167106 261 7,187 Defined 1,2 5,887 1,300 21TH CENTURY INSURANCE GROUP Common 90130N103 587 34,671 Defined 1,2 28,371 6,300 24 / 7 MEDIA INC COM Common 901314104 130 12,900 Defined 1,2 8,840 4,060 TWINLAB CORP Common 901774109 61 14,054 Defined 1,2 9,554 4,500 II-VI INC Common 902104108 97 5,196 Defined 1,2 4,246 950 TYCO INTL LTD Common 902124106 95,291 1,836,940 Defined 1,2 861,594 975,346 TYLER TECHNOLOGIES INC Common 902252105 35 17,575 Defined 1,2 14,475 3,100 TYSON FOODS INC -CL A Common 902494103 2,647 264,692 Defined 1,2 79,639 185,053 UAL CORP Common 902549500 859 20,443 Defined 1,2 16,691 3,752 UCAR INTERNATIONAL Common 90262K109 669 52,702 Defined 1,2 15,902 36,800 UGI CORP Common 902681105 1,093 45,057 Defined 1,2 14,657 30,400 UICI Common 902737105 131 18,740 Defined 1,2 15,440 3,300 UIL HOLDING CORP Common 902748102 1,219 23,708 Defined 1,2 7,708 16,000 UMB FINANCIAL CORP Common 902788108 323 8,667 Defined 1,2 7,132 1,535 USX-MARATHON GROUP Common 902905827 9,664 340,570 Defined 1,2 159,854 180,716 U S B HOLDING INC Common 902910108 86 6,443 Defined 1,2 5,279 1,164 UST INC Common 902911106 4,040 176,632 Defined 1,2 83,332 93,300 US PLASTIC LUMBER CO Common 902948108 53 13,691 Defined 1,2 11,291 2,400 U S RESTAURANT PPTYS Common 902971100 75 7,883 Defined 1,2 5,983 1,900 US BANCORP INC Common 902973106 18,587 817,003 Defined 1,2 381,382 435,621 USA NETWORKS INC Common 902984103 2,663 121,393 Defined 1,2 99,573 21,820 URS CORP Common 903236107 358 27,031 Defined 1,2 8,831 18,200 U S CAN CORP Common 90328W105 107 5,414 Defined 1,2 4,439 975 USG CORP Common 903293405 1,305 52,077 Defined 1,2 15,677 36,400 US LEC Common 90331S109 37 4,371 Defined 1,2 3,571 800 USEC INC Common 90333E108 148 34,761 Defined 1,2 28,661 6,100 US AGGREGATES, INC. Common 90334D109 99 5,997 Defined 1,2 4,922 1,075 U S INTERACTIVE INC Common 90334M109 27 10,778 Defined 1,2 8,878 1,900 USX-U S STEEL GROUP Common 90337T101 1,472 96,930 Defined 1,2 45,562 51,368 UTI ENERGY CORP Common 903387108 334 7,476 Defined 1,2 6,176 1,300 US ONCOLOGY INC Common 90338W103 747 164,758 Defined 1,2 50,396 114,362 US WIRELESS CORPORATION Common 90339C106 92 5,825 Defined 1,2 4,825 1,000 UBIQUITEL INC Common 903474302 236 26,216 Defined 1,2 21,616 4,600 ULTICOM INC Common 903844108 705 14,952 Defined 1,2 12,352 2,600 Ultimate Electrs Inc Common 903849107 181 4,394 Defined 1,2 3,619 775 USA EDUCATION INC Common 90390U102 8,132 168,762 Defined 1,2 80,002 88,760 ULTRAMAR DIAMOND SHAMROCK CORP Common 904000106 2,593 102,171 Defined 1,2 30,849 71,322 ULTRATECH STEPPER INC Common 904034105 564 35,104 Defined 1,2 11,404 23,700 UNIFI INC Common 904677101 680 66,705 Defined 1,2 20,144 46,561

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73 VIACOM INC -CL B Common 925524308 95,690 1,635,719 Defined 1,2 775,273 860,446 Viatel, Inc Common 925529208 208 20,339 Defined 1,2 16,771 3,568 THE VIALINK CO Common 92552Q101 72 8,059 Defined 1,2 6,659 1,400 VIAD CORP Common 92552R109 2,924 110,081 Defined 1,2 33,054 77,027 VIASAT INC Common 92552V100 811 36,234 Defined 1,2 11,734 24,500 VIASYSTEMS GROUP INC Common 92553H100 302 17,768 Defined 1,2 14,668 3,100 VIANT CORP Common 92553N107 113 19,230 Defined 1,2 15,730 3,500 Viador Inc Common 92553R108 61 6,990 Defined 1,2 5,790 1,200 VIASOURCE COMMUNICATIONS Common 92553W107 80 13,400 Defined 1,2 11,000 2,400 VICAL INC Common 925602104 250 9,662 Defined 1,2 6,562 3,100 VICINITY CORP Common 925653107 125 11,361 Defined 1,2 9,361 2,000 VICOR CORP Common 925815102 3,827 70,535 Defined 1,2 23,035 47,500 VICORP RESTAURANTS INC Common 925817108 53 2,720 Defined 1,2 2,220 500 VIA NET.WORKS INC Common 925912107 206 21,412 Defined 1,2 17,602 3,810 VIDESH SANCHAR NIGAM ADR 92659G402 280 35,000 Defined 1,2 31,000 4,000 VIENNA INTERNATIONAL AIRPORT ADR 926628108 293 32,418 Defined 1,2 25,618 6,800 VIGNETTE Common 926734104 2,446 81,871 Defined 1,2 64,185 17,686 VIA CONCHA Y TORO ADR 927191106 314 8,497 Defined 1,2 6,397 2,100 VINA TECHNOLOGIES INC Common 92719D100 188 13,500 Defined 1,2 11,100 2,400 VINTAGE PETROLEUM INC Common 927460105 2,385 104,823 Defined 1,2 34,123 70,700 VION PHARMACEUTICALS INC Common 927624106 184 10,292 Defined 1,2 8,492 1,800 VIRAGE INC Common 92763Q106 133 7,866 Defined 1,2 6,466 1,400 VIRATA CORP Common 927646109 1,262 19,080 Defined 1,2 15,730 3,350 VIRCO MANUFACTURING Common 927651109 56 4,598 Defined 1,2 3,769 829 VIROLOGIC INC Common 92823R201 134 7,962 Defined 1,2 6,562 1,400 VIROPHARMA INC Common 928241108 160 6,191 Defined 1,2 5,091 1,100 VISHAY INTRTECHNOLOGY Common 928298108 4,995 162,438 Defined 1,2 48,830 113,608 VISTEON Common 92839U107 2,169 143,417 Defined 1,2 66,704 76,713 VISUAL NETWORKS Common 928444108 339 51,635 Defined 1,2 16,735 34,900 VISX INC/DE Common 92844S105 2,098 77,902 Defined 1,2 21,402 56,500 VITAL SIGNS INC Common 928469105 630 23,766 Defined 1,2 6,666 17,100 VITESSE SEMICONDUCTOR CORP Common 928497106 19,065 214,360 Defined 1,2 63,550 150,810 VITRIA TECHNOLOGY INC Common 92849Q104 2,409 51,664 Defined 1,2 42,364 9,300 VITRO SOCIEDAD ANONIMA ADR 928502301 178 67,650 Defined 1,2 52,710 14,940 VIVENDI ADR 92851S105 20,068 1,354,772 Defined 1,2 1,083,172 271,600 VIVUS INC Common 928551100 55 13,012 Defined 1,2 10,712 2,300 VIXEL CORP Common 928552108 61 9,515 Defined 1,2 7,865 1,650 VNU ADR 92856P106 5,393 107,223 Defined 1,2 83,523 23,700 VODAFONE GROUP PLC ADR 92857W100 100,337 2,711,806 Defined 1,2 2,285,256 426,550 VOICESTREAM WIRELESS CORP Common 928615103 7,630 65,744 Defined 1,2 53,828 11,916 VOLKSWAGEN AG ADR 928662303 7,983 869,938 Defined 1,2 683,038 186,900 VOLT INFO SCIENCES INC Common 928703107 540 25,131 Defined 1,2 8,231 16,900 VOLVO AB ADR 928856400 4,045 250,839 Defined 1,2 194,639 56,200 VTECH HOLDINGS LIMITED ADR 928929108 298 11,899 Defined 1,2 9,499 2,400 WMC LIMITED ADR 928947100 2,654 161,459 Defined 1,2 125,572 35,887 VORNADO REALTY TRUST REIT 929042109 1,694 45,617 Defined 1,2 32,617 13,000 VOYAGER.NET, INC. Common 92906W101 77 12,819 Defined 1,2 10,519 2,300 VULCAN MATERIALS CO Common 929160109 4,433 110,315 Defined 1,2 51,871 58,444 WD-40 CO Common 929236107 543 25,535 Defined 1,2 8,335 17,200 WFS FINANCIAL INC Common 92923B106 194 11,457 Defined 1,2 9,457 2,000 W HOLDING COMPANY INC Common 929251106 172 16,836 Defined 1,2 13,896 2,940 WJ COMMUNICATIONS INC Common 929284107 817 22,075 Defined 1,2 18,100 3,975 WMS INDUSTRIES INC Common 929297109 280 12,429 Defined 1,2 10,229 2,200 WPP GROUP PLC ADR 929309300 5,118 86,287 Defined 1,2 67,727 18,560 CAREY DIVERSIFIED LLC Common 92930Y107 179 10,196 Defined 1,2 8,396 1,800

74 WPS RESOURCES CORP Common 92931B106 353 10,778 Defined 1,2 8,878 1,900 WABASH NATIONAL CORP Common 929566107 348 38,140 Defined 1,2 12,340 25,800 WABTEC Common 929740108 212 20,981 Defined 1,2 17,295 3,686 WACHOVIA CORP Common 929771103 12,540 221,209 Defined 1,2 104,352 116,857 WACKENHUT CORP - CL A Common 929794105 91 6,118 Defined 1,2 5,018 1,100 WACKENHUT CORRECTIONS CORP Common 929798106 71 9,031 Defined 1,2 7,431 1,600 WACOAL CORP ADR 930004205 720 17,463 Defined 1,2 13,763 3,700 WADDELL AND REED FINANCIAL Common 930059100 2,999 96,745 Defined 1,2 29,105 67,640 WAL-MART STORES Common 931142103 232,674 4,834,785 Defined 1,2 2,283,679 2,551,106 WALGREEN CO Common 931422109 41,601 1,096,568 Defined 1,2 516,193 580,375 WALLACE COMPUTER SVCS INC Common 932270101 721 47,286 Defined 1,2 14,265 33,021 WALTER INDUSTRIES INC Common 93317Q105 170 19,128 Defined 1,2 15,728 3,400 WARNACO GROUP INC -CL A Common 934390105 247 61,732 Defined 1,2 18,693 43,039 WARNER CHILCOTT LABS ADR 934435207 15 500 Defined 1,2 500 0 WASHINGTON FED INC Common 938824109 1,980 87,042 Defined 1,2 28,142 58,900 WASHINGTON GAS LIGHT CO Common 938837101 1,466 54,563 Defined 1,2 16,477 38,086 WASHINGTON GROUP INTL Common 938862109 998 87,262 Defined 1,2 28,262 59,000 WASHINGTON MUTUAL INC Common 939322103 23,468 589,461 Defined 1,2 275,526 313,935 WASHINGTON POST -CL B Common 939640108 5,888 11,154 Defined 1,2 3,274 7,880 WASHINGTON REIT REIT 939653101 387 19,303 Defined 1,2 13,703 5,600 WASTE CONNECTIONS INC Common 941053100 268 10,441 Defined 1,2 8,501 1,940 WASTE INDUSTRIES INC Common 941058109 44 5,632 Defined 1,2 4,632 1,000 WASTE MANAGEMENT Common 94106L109 11,796 676,454 Defined 1,2 318,135 358,319 WATCHGUARD TECHNOLOGIES INC Common 941105108 559 9,323 Defined 1,2 7,663 1,660 WATER PIK TECHNOLOGIES Common 94113U100 0 5 Defined 1,2 0 5 WATERFORD WEDGWOOD PLC ADR 941513301 445 41,364 Defined 1,2 32,264 9,100 WATERS CORPORATION Common 941848103 13,396 150,520 Defined 1,2 45,220 105,300 WATSCO INC Common 942622200 460 44,671 Defined 1,2 14,521 30,150 WATSON PHARMACEUTICALS INC Common 942683103 7,891 121,629 Defined 1,2 52,072 69,557 WATTS INDUSTRIES INC Common 942749102 440 44,038 Defined 1,2 14,238 29,800 WAUSAU-MOSINEE PAPER CORP. Common 943315101 466 60,186 Defined 1,2 18,118 42,068 WAVE SYSTEMS CORP Common 943526103 301 17,965 Defined 1,2 14,765 3,200 EVI WEATHERFORD INTL, INC. Common 947074100 5,481 127,470 Defined 1,2 38,451 89,019 WEBB (DEL E) CORP Common 947423109 205 7,380 Defined 1,2 6,080 1,300 WEBEX COMMUNICATIONS INC Common 94767L109 564 15,300 Defined 1,2 12,700 2,600 WEBSENSE INC Common 947684106 187 7,866 Defined 1,2 6,466 1,400 WEBMETHODS INC Common 94768C108 1,401 12,173 Defined 1,2 10,061 2,112 WEBLINK WIRELESS INC Common 94769A101 131 17,089 Defined 1,2 14,089 3,000 WEBMD CORPORATION Common 94769M105 3,024 198,298 Defined 1,2 161,355 36,943 WEBSTER FINL CORP WATERBURY Common 947890109 1,678 62,298 Defined 1,2 18,798 43,500 WEBTRENDS CORP Common 94844D104 396 10,585 Defined 1,2 8,685 1,900 WEBVAN GROUP INC Common 94845V103 153 65,999 Defined 1,2 54,300 11,699 WEINGARTEN REALTY INVST REIT 948741103 604 14,822 Defined 1,2 10,422 4,400 WEIRTON STEEL CORP Common 948774104 42 16,896 Defined 1,2 13,896 3,000 WEIS MARKETS INC Common 948849104 672 16,921 Defined 1,2 13,896 3,025 WELLMAN INC Common 949702104 544 37,656 Defined 1,2 11,280 26,376 WELLPOINT HLTH NETWRK -CL A Common 94973H108 6,526 67,977 Defined 1,2 32,002 35,975 WELLS FARGO & CO Common 949746101 82,531 1,796,603 Defined 1,2 841,617 954,986 WEMBLEY PLC ADR 950468207 293 8,308 Defined 1,2 6,008 2,300 WENDY'S INTERNATIONAL INC Common 950590109 2,487 123,959 Defined 1,2 58,218 65,741 WERNER ENTERPRISES INC Common 950755108 926 78,768 Defined 1,2 25,719 53,049 WESBANCO INC Common 950810101 169 7,866 Defined 1,2 6,466 1,400 WESCAST INDUSTRIES -CL A Common 950813105 208 6,714 Defined 1,2 5,114 1,600 WESCO FINANCIAL CORP Common 950817106 737 2,938 Defined 1,2 2,413 525 WESCO INTL INC Common 95082P105 132 16,507 Defined 1,2 13,607 2,900

75 WESLEY JESSEN VISIONCARE, INC. Common 951018100 1,125 29,280 Defined 1,2 9,580 19,700 WEST COAST BANCORP/OR Common 952145100 75 6,286 Defined 1,2 5,162 1,124 WEST MARINE INC Common 954235107 57 6,894 Defined 1,2 5,694 1,200 WEST PHARMACEUTICAL SERVICES Common 955306105 135 5,824 Defined 1,2 4,824 1,000 WEST TELESERVICES CORP Common 956188106 570 25,927 Defined 1,2 21,327 4,600 WESTAMERICA BANCORPORATION Common 957090103 1,418 42,417 Defined 1,2 12,717 29,700 WESTCOAST ENERGY INC Common 95751D102 1,096 57,123 Defined 1,2 44,123 13,000 WESTELL TECH INC -CL A Common 957541105 198 15,342 Defined 1,2 12,642 2,700 WESTCORP Common 957907108 162 10,768 Defined 1,2 8,878 1,890 WESTERN DIGITAL CORP Common 958102105 331 56,417 Defined 1,2 46,417 10,000 WESTERN GAS RESOURCES INC Common 958259103 326 13,011 Defined 1,2 10,711 2,300 WESTERN MULTIPLEX CORP Common 95874P107 336 20,900 Defined 1,2 17,200 3,700 WESTERN INVT REAL ESTATE TR REIT 959261108 115 9,355 Defined 1,2 6,755 2,600 WESTERN RESOURCES INC Common 959425109 1,756 81,200 Defined 1,2 24,500 56,700 WESTERN WIRELESS CORP Common 95988E204 1,028 28,846 Defined 1,2 23,546 5,300 WESTFIELD AMERICA REIT REIT 959910100 549 39,938 Defined 1,2 28,538 11,400 WESTPAC BANKING ADR 961214301 7,472 214,263 Defined 1,2 166,463 47,800 WESTPOINT STEVENS INC Common 961238102 712 58,142 Defined 1,2 17,542 40,600 WESTVACO CORP Common 961548104 2,933 109,898 Defined 1,2 51,724 58,174 WESTWOOD ONE INC Common 961815107 2,816 131,377 Defined 1,2 39,627 91,750 WET SEAL INC -CL A Common 961840105 359 22,895 Defined 1,2 7,395 15,500 WEYERHAEUSER CO Common 962166104 9,694 240,099 Defined 1,2 112,560 127,539 WHIRLPOOL CORP Common 963320106 3,051 78,488 Defined 1,2 36,859 41,629 WHITE ELECTRONIC DESIGNS Common 963801105 89 7,380 Defined 1,2 6,080 1,300 WHITEHALL JEWELLERS INC Common 965063100 54 6,846 Defined 1,2 5,646 1,200 WHITMAN CORP Common 96647R107 1,853 160,270 Defined 1,2 48,312 111,958 WHITNEY HOLDING CORP Common 966612103 1,372 37,772 Defined 1,2 12,247 25,525 WHOLE FOODS MARKET INC Common 966837106 2,321 43,231 Defined 1,2 14,431 28,800 WIENERBERGER BAUSTOFFINDUSTRIE AG ADR 967662107 487 113,731 Defined 1,2 74,531 39,200 WILD OATS MARKETS INC Common 96808B107 111 9,420 Defined 1,2 7,720 1,700 WILEY (JOHN) & SONS -CL A Common 968223206 570 24,862 Defined 1,2 20,362 4,500 WILLAMETTE INDUSTRIES Common 969133107 3,349 119,613 Defined 1,2 56,290 63,323 WILLIAMS COMMUNICATIONS GRP Common 969455104 553 27,674 Defined 1,2 22,774 4,900 WILLIAMS COS INC Common 969457100 20,355 481,785 Defined 1,2 226,479 255,306 CLAYTON WILLIAMS ENERGY INC Common 969490101 152 3,763 Defined 1,2 3,088 675 WILLIAMS HOLDINGS ADR 96949E309 1,950 135,270 Defined 1,2 106,719 28,551 WILLIAMS-SONOMA INC Common 969904101 2,261 65,051 Defined 1,2 19,651 45,400 WILMINGTON TRUST CORP Common 971807102 2,055 38,324 Defined 1,2 11,469 26,855 WIND RIVER SYSTEMS INC Common 973149107 4,381 91,397 Defined 1,2 25,593 65,804 WINK COMMUNICATIONS Common 974168106 150 12,526 Defined 1,2 10,326 2,200 WINN-DIXIE STORES INC Common 974280109 2,221 154,521 Defined 1,2 72,137 82,384 WINNEBAGO INDUSTRIES Common 974637100 442 35,327 Defined 1,2 11,427 23,900 WINSTAR COMMUNICATIONS Common 975515107 688 44,369 Defined 1,2 29,819 14,550 WINSTON HOTELS INC REIT 97563A102 77 8,966 Defined 1,2 6,466 2,500 WINTRUST FINANCIAL CORP Common 97650W108 60 3,545 Defined 1,2 2,895 650 WIRELESS FACILITIES INC Common 97653A103 981 17,005 Defined 1,2 13,655 3,350 WISCONSIN CENTRAL TRANSPORTN Common 976592105 608 57,542 Defined 1,2 17,342 40,200 WISCONSIN ENERGY CORP Common 976657106 2,858 143,356 Defined 1,2 43,118 100,238 WIT SOUNDVIEW GROUP INC Common 977383108 286 31,752 Defined 1,2 26,152 5,600 WITNESS SYSTEMS INC Common 977424100 158 8,739 Defined 1,2 7,199 1,540 WOLFORD AG ADR 977819101 65 14,043 Defined 1,2 11,243 2,800 WOLTERS KLUWER ADR 977874205 3,196 157,491 Defined 1,2 123,635 33,856 WOLVERINE TUBE INC Common 978093102 298 20,006 Defined 1,2 6,506 13,500 WOLVERINE WORLD WIDE Common 978097103 644 69,202 Defined 1,2 22,434 46,768 WOODSIDE PETROLEUM ADR 980228308 2,798 377,299 Defined 1,2 292,299 85,000

76 WOODWARD GOVERNOR Common 980745103 204 4,589 Defined 1,2 3,764 825 WOOLTRU ADR 980860100 276 237,555 Defined 1,2 186,405 51,150 WORKFLOW MANAGEMENT INC. Common 98137N109 32 5,146 Defined 1,2 4,246 900 WORLD ACCESS INC Common 98141A101 133 24,648 Defined 1,2 20,265 4,383 WORLDGATE COMMUNICATIONS INC Common 98156L307 181 8,641 Defined 1,2 7,141 1,500 WORLD WRESTLING FED ENTMT Common 98156Q108 71 4,662 Defined 1,2 3,812 850 WORLDCOM INC Common 98157D106 95,125 3,131,700 Defined 1,2 1,468,984 1,662,716 WORTHINGTON INDUSTRIES Common 981811102 881 94,011 Defined 1,2 44,355 49,656 WORLDPAGES.COM INC Common 981922107 83 19,616 Defined 1,2 16,116 3,500 WRIGLEY (WM) JR CO Common 982526105 9,239 123,388 Defined 1,2 58,441 64,947 XM SATELLITE RADIO HOLD - CL A Common 983759101 560 13,012 Defined 1,2 10,712 2,300 X-RITE INC Common 983857103 310 35,394 Defined 1,2 11,494 23,900 XCEED INC Common 98388N105 22 8,738 Defined 1,2 7,238 1,500 XCEL ENERGY INC Common 98389B100 10,290 374,189 Defined 1,2 173,594 200,595 XILINX INC Common 983919101 30,443 355,538 Defined 1,2 168,012 187,526 XIRCOM INC Common 983922105 1,268 50,206 Defined 1,2 16,406 33,800 XEIKON NV ADR 984003103 229 16,494 Defined 1,2 12,894 3,600 XENOVA GROUP PLC ADR 984111104 10 6,022 Defined 1,2 5,922 100 XEROX CORP Common 984121103 11,021 731,696 Defined 1,2 341,020 390,676 XOMED SURGICAL PRODS Common 98412V107 60 900 Defined 1,2 0 900 XTRA CORP Common 984138107 219 4,928 Defined 1,2 4,053 875 XPEDIOR INC Common 98413B100 66 20,197 Defined 1,2 16,647 3,550 XYBERNAUT CORP Common 984149104 90 15,149 Defined 1,2 12,449 2,700 YPF SOCIEDAD ANONIMA ADR 984245100 25 776 Defined 1,2 676 100 YAHOO! Common 984332106 53,848 591,738 Defined 1,2 280,588 311,150 THE YANKEE CANDLE COMPANY Common 984757104 444 22,042 Defined 1,2 18,142 3,900 YANZHOU COAL MINING ADR 984846105 133 9,859 Defined 1,2 7,559 2,300 XICOR INC Common 984903104 70 8,545 Defined 1,2 7,045 1,500 YELLOW CORP Common 985509108 618 40,882 Defined 1,2 13,282 27,600 YORK INTL Common 986670107 1,110 44,614 Defined 1,2 13,396 31,218 YOUNG AND RUBICAM INC Common 987425105 3,876 78,313 Defined 1,2 36,973 41,340 YOUNG BROADCASTING -CL A Common 987434107 144 4,589 Defined 1,2 3,764 825 YOUTHSTREAM MEDIA NETWORKS Common 987819109 43 11,361 Defined 1,2 9,361 2,000 Z-TEL TECHNOLOGIES INC Common 988792107 98 13,498 Defined 1,2 11,098 2,400 ZALE CORP Common 988858106 1,908 58,829 Defined 1,2 19,029 39,800 ZAMBA CORP Common 988881108 54 12,819 Defined 1,2 10,519 2,300 ZAPME! CORPORATION Common 98912E100 31 17,768 Defined 1,2 14,668 3,100 ZEBRA TECHNOLOGIES CP -CL A Common 989207105 2,426 50,475 Defined 1,2 16,365 34,110 ZENITH NATIONAL INSURANCE CP Common 989390109 623 28,481 Defined 1,2 9,281 19,200 ZIFF DAVIS INC Common 989511100 345 42,437 Defined 1,2 34,837 7,600 ZILA INCORPORATED Common 989513205 75 20,679 Defined 1,2 14,379 6,300 ZIONS BANCORPORATION Common 989701107 5,219 102,047 Defined 1,2 30,663 71,384 ZIXIT CORP Common 98974P100 839 27,514 Defined 1,2 8,914 18,600 ZORAN CORP Common 98975F101 279 5,729 Defined 1,2 4,729 1,000 ZONAGEN INC Common 98975L108 3 900 Defined 1,2 0 900 ZOLTEK COMPANIES Common 98975W104 60 7,573 Defined 1,2 6,273 1,300 ZYGO CORP Common 989855101 507 5,825 Defined 1,2 4,825 1,000 ZOLL MEDICAL CORP Common 989922109 170 3,497 Defined 1,2 2,857 640 ZOMAX INC Common 989929104 45 6,408 Defined 1,2 5,308 1,100 BENCKISER NV Common D0882P103 898 23,030 Defined 1,2 18,230 4,800 CELANESE AG Common D1497A101 533 31,119 Defined 1,2 23,899 7,220 DAIMLER CHRYSLER AG Common D1668R123 23,277 524,385 Defined 1,2 409,368 115,017 AMDOCS LTD Common G02602103 5,232 83,878 Defined 1,2 62,278 21,600 APW LIMITED Common G04397108 3,188 65,402 Defined 1,2 21,177 44,225 ASIA PACIFIC RESOURCES INTL HLDG Common G05345106 12 9,600 Defined 1,2 6,500 3,100

77 CHINA YUCHAI INTERNATIONAL Common G21082105 2 1,700 Defined 1,2 1,300 400 CHINADOT COM CORP Common G2108N109 134 10,055 Defined 1,2 6,755 3,300 DSG INTERNATIONAL LTD Common G28471103 2 500 Defined 1,2 500 0 ELAN PLC Warrantr G29539148 10 10,000 Defined 1,2 0 10,000 EL SITIO Common G30177102 37 9,820 Defined 1,2 8,320 1,500 ESG Re LTD Common G31215109 23 7,897 Defined 1,2 6,297 1,600 XCELERA.COM INC Common G31611109 2 100 Defined 1,2 0 100 EVEREST RE GROUP LTD Common G3223R108 2,668 53,891 Defined 1,2 16,291 37,600 FLAG TELECOM HOLDINGS LTD Common G3529L102 351 31,880 Defined 1,2 25,430 6,450 FRESH DELMONTE PRODUCE INC Common G36738105 143 21,749 Defined 1,2 17,949 3,800 GLOBAL CROSSING LTD Common G3921A100 29,780 960,660 Defined 1,2 450,261 510,399 HELEN OF TROY CORP LTD Common G4388N106 84 11,750 Defined 1,2 9,650 2,100 ICO GLOBAL COMMUNICATIONS Common G4705T109 22 6,100 Defined 1,2 6,100 0 LASALLE RE HOLDINGS LTD Common G5383Q101 168 8,880 Defined 1,2 6,980 1,900 LORAL SPACE & COMMUNICATIONS Common G56462107 735 119,932 Defined 1,2 98,720 21,212 MARVELL TECHNOLOGY GROUP INC Common G5876H105 2,576 33,403 Defined 1,2 27,503 5,900 OPENTV CORPORATION Common G67543101 46 1,374 Defined 1,2 0 1,374 ORIENT EXPRESS HOTELS LTD ADR G67743107 29 1,500 Defined 1,2 1,500 0 PARTNERRE LTD Common G6852T105 1,476 31,113 Defined 1,2 24,813 6,300 PEAK INTERNATIONAL LTD Common G69586108 4 500 Defined 1,2 500 0 SANTA FE INTERNATIONAL CORP Common G7805C108 2,100 46,607 Defined 1,2 38,407 8,200 SINA.COM ADR G81477104 8 600 Defined 1,2 0 600 TRANSOCEAN SEDCO FOREX INC Common G90078109 13,525 230,696 Defined 1,2 107,976 122,720 TRENWICK GROUP INC Common G9032C109 1,010 53,166 Defined 1,2 17,216 35,950 TYCOM LTD ADR G9144B106 58 1,500 Defined 1,2 0 1,500 WHITE MOUNTAINS INSURANCE GP Common G9618E107 647 2,370 Defined 1,2 1,930 440 XL CAPITAL LTD Common G98255105 4,273 58,134 Defined 1,2 45,734 12,400 XOMA CORP Common G9825R107 381 26,413 Defined 1,2 21,713 4,700 UBS AG Common H8920G155 33,498 247,326 Defined 1,2 188,286 59,040 METRO INTERNATIONA SA CL A Common L63631102 35 3,216 Defined 1,2 2,466 750 METRO INTERNATIONA SA CLB Common L63631110 93 7,504 Defined 1,2 5,754 1,750 MILLICOM INTL CELLULAR SA Common L6388F102 963 27,083 Defined 1,2 21,411 5,672 STOLT OFFSHORE SA Common L8873E103 174 11,682 Defined 1,2 9,182 2,500 AUDIOCODES LTD Common M15342104 148 1,737 Defined 1,2 1,737 0 BACKWEB TECHNOLOGIES LTD Common M15633106 33 3,285 Defined 1,2 3,185 100 CHECKPOINT SYSTEMS INC Common M22465104 14,092 89,474 Defined 1,2 69,774 19,700 COMMTOUCH SOFTWARE LTD Common M25596103 24 1,255 Defined 1,2 1,255 0 ECTEL LTD Common M29925100 27 1,351 Defined 1,2 1,351 0 ELBIT MEDICAL IMAGING LTD ORD Common M37605108 116 11,992 Defined 1,2 9,392 2,600 ELBIT SYSTEMS LTD Common M3760D101 203 14,150 Defined 1,2 10,950 3,200 ELSCINT LTD -ORD Common M40168102 8 1,360 Defined 1,2 300 1,060 FLOWARE WIRELESS SYSTEMS LTD Common M45919103 197 7,900 Defined 1,2 7,000 900 FUNDTECH CORPORATION Common M47095100 132 5,553 Defined 1,2 4,353 1,200 GALILEO TECHNOLOGY LTD Common M47298100 242 7,631 Defined 1,2 7,431 200 GILAT SATELLITE NETWORKS LTD Common M51474100 548 7,129 Defined 1,2 5,629 1,500 INTERNET GOLD-GOLDEN LINES Common M56595107 9 1,641 Defined 1,2 1,641 0 JACADA LTD Common M6184R101 13 1,544 Defined 1,2 1,544 0 METALINK LTD Common M69897102 20 1,062 Defined 1,2 1,062 0 M-SYSTEMS FLASH DISK PIONEER Common M7061C100 74 1,944 Defined 1,2 1,744 200 ORBOTECH LTD Common M75253100 879 16,076 Defined 1,2 12,626 3,450 ORCKIT COMMUNICATIONS LTD Common M7531S107 66 8,490 Defined 1,2 6,490 2,000 RADWARE LTD Common M81873107 252 8,394 Defined 1,2 6,094 2,300 TIOGA TECHNOLOGIES LTD Common M8789G100 71 8,490 Defined 1,2 6,490 2,000 ASM LITHOGRAPHY HOLDING NV Common N07059111 6,973 215,799 Defined 1,2 168,699 47,100 BAAN COMPANY NV Common N08044104 241 111,725 Defined 1,2 86,925 24,800

78 CNH GLOBAL N.V. Common N20935107 839 83,904 Defined 1,2 65,304 18,600 COMPLETETEL EUROPE NV Common N21590109 1 97 Defined 1,2 97 0 CORE LABORATORIES Common N22717107 385 15,684 Defined 1,2 12,084 3,600 KPNQWEST NV ADR N50919104 1,234 42,555 Defined 1,2 39,955 2,600 MADGE NETWORKS N.V. Common N5424G106 97 24,132 Defined 1,2 18,949 5,183 QIAGEN N.V. Common N72482107 3,424 72,652 Defined 1,2 57,752 14,900 SAPIENS INTERNATIONAL CORP Common N7716A102 7 1,834 Defined 1,2 1,834 0 TOOLEX INTERNATIONAL N. V. Common N8715N103 162 15,412 Defined 1,2 11,912 3,500 BANCO LATINAMERICANO Common P16994132 317 11,413 Defined 1,2 9,113 2,300 PANAMERICAN BEVERAGES Common P74823108 1,164 68,477 Defined 1,2 56,877 11,600 ROYAL CARIBBEAN CRUISES LTD Common V7780T103 1,873 72,769 Defined 1,2 59,969 12,800 ASE TEST LTD Common Y02516105 859 40,894 Defined 1,2 32,194 8,700 CREATIVE TECHNOLOGY Common Y1775U107 956 46,058 Defined 1,2 36,158 9,900 FLEXTRONICS INTL LTD Common Y2573F102 121 1,472 Defined 1,2 772 700 GIGAMEDIA LTD Common Y2711Y104 40 4,943 Defined 1,2 4,493 450 OMI CORP Common Y6476W104 195 23,304 Defined 1,2 19,204 4,100 TOTAL 20,018,247

WORLD ASSET MANAGEMENT LLC 13F-HR