13F-HR 1 h86649e13f-hr.txt A I M MANAGEMENT GROUP INC. - DATED 03/31/01 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: March 31, 2001 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: A I M Management Group Inc. --------------------------- Address: 11 Greenway Plaza, Suite 100 ---------------------------- Houston, TX 77046 ----------------- 13F File Number: 28-1983 ---- 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: Carol Relihan Title: Senior Vice President, Secretary and General Counsel Phone: (713) 214-1191 Signature, Place, and Date of Signing: /s/ CAROL F. RELIHAN Houston, Texas 5/11/01 -------------------------------- ---------------------------- ---------- 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: 5 Form 13F Information Table Entry Total: 2,384 Form 13F Information Table Value Total: $78,699,054 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

3 FORM 13F INFORMATION TABLE

Page 1/90 4 ACTERNA CORP COMMON 00503U105 2,100 350,000 SH DEFINED 1 350,000 ACTERNA CORP COMMON 00503U105 258 43,000 SH DEFINED 1,4 43,000 ACTERNA CORP COMMON 00503U105 960 160,000 SH DEFINED 2 160,000 ACTIVE POWER INC COMMON 00504W100 1,755 86,400 SH DEFINED 1 86,400 ADC TELECOMMUNICATIONS INC COMMON 000886101 15,048 1,770,400 SH DEFINED 1 1,770,400 ADC TELECOMMUNICATIONS INC COMMON 000886101 85,000 10,000,000 SH DEFINED 1,2 10,000,000 ADC TELECOMMUNICATIONS INC COMMON 000886101 519 61,100 SH DEFINED 1,4 61,100 ADC TELECOMMUNICATIONS INC COMMON 000886101 7,970 937,600 SH DEFINED 2 937,600 ADC TELECOMMUNICATIONS INC COMMON 000886101 413 48,600 SH DEFINED 2,3 48,600 ADELPHIA COMMUNICATIONS COMMON 006848105 21,295 525,800 SH DEFINED 1 525,800 ADELPHIA COMMUNICATIONS COMMON 006848105 579 14,300 SH DEFINED 1,4 14,300 ADELPHIA COMMUNICATIONS COMMON 006848105 2,179 53,800 SH DEFINED 2 53,800 ADTRAN INC COMMON 00738A106 7,000 285,000 SH DEFINED 1 285,000 ADVANCED DIGITAL INFO CORP. COMMON 007525108 781 45,100 SH DEFINED 1 45,100 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 7,299 510,000 SH DEFINED 1 510,000 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 43 3,015 SH DEFINED 5 3,015 ADVANCED MICRO DEVICES COMMON 007903107 47,777 1,800,200 SH DEFINED 1 1,800,200 ADVANCED MICRO DEVICES COMMON 007903107 21,508 810,400 SH DEFINED 1,2 810,400 ADVANCED MICRO DEVICES COMMON 007903107 1,481 55,800 SH DEFINED 2 55,800 ADVANCED MICRO DEVICES COMMON 007903107 127 4,800 SH DEFINED 2,3 4,800 ADVANCED NEUROMODULATION SYSTEMS COMMON 00757T101 968 88,000 SH DEFINED 1 88,000 ADVANCEPCS COMMON 00790K109 651 12,000 SH DEFINED 1 12,000 AEGON N.V. ADR COMMON 007924103 542 18,526 SH DEFINED 1 18,526 AEROFLEX INC COMMON 007768104 13,968 1,354,500 SH DEFINED 1 1,354,500 AEROFLEX INC COMMON 007768104 23 2,200 SH DEFINED 1,4 2,200 AEROFLEX INC COMMON 007768104 516 50,000 SH DEFINED 2 50,000 AEROFLEX INC COMMON 007768104 60 5,800 SH DEFINED 2,3 5,800

Page 2/90 5 AES CORP COMMON 00130H105 47,061 941,976 SH DEFINED 1 941,976 AES CORP COMMON 00130H105 138,989 2,782,000 SH DEFINED 1,2 2,782,000 AES CORP COMMON 00130H105 1,589 31,800 SH DEFINED 1,4 31,800 AES CORP COMMON 00130H105 3,377 67,600 SH DEFINED 2 67,600 AES CORP COMMON 00130H105 1,998 40,000 SH DEFINED 2,3 40,000 AES TRUST III CVT PFD 6.75% CONVERT 00808N202 8,619 110,000 SH DEFINED 1 110,000 AES TRUST III CVT PFD 6.75% CONVERT 00808N202 1,175 15,000 SH DEFINED 2 15,000 AFC ENTERPRISES COMMON 00104Q107 2,839 147,500 SH DEFINED 1,4 147,500 AFFILIATED COMPUTER SERVICES COMMON 008190100 24,753 381,400 SH DEFINED 1 381,400 AFFILIATED MANAGERS GROUP INC COMMON 008252108 37,638 800,800 SH DEFINED 1 800,800 AFFILIATED MANAGERS GROUP INC COMMON 008252108 80 1,700 SH DEFINED 1,4 1,700 AFFILIATED MANAGERS GROUP INC COMMON 008252108 2,111 44,920 SH DEFINED 2 44,920 AFFILIATED MANAGERS GROUP INC COMMON 008252108 244 5,200 SH DEFINED 2,3 5,200 AFFYMETRIX, INC COMMON 00826T108 1,669 60,000 SH DEFINED 1 60,000 AFLAC INC COMMON 001055102 32,470 1,179,000 SH DEFINED 1 1,179,000 AFLAC INC COMMON 001055102 110,166 4,000,200 SH DEFINED 1,2 4,000,200 AFLAC INC COMMON 001055102 9,231 335,200 SH DEFINED 2 335,200 AFLAC INC COMMON 001055102 545 19,800 SH DEFINED 2,3 19,800 AGERE SYSTEMS INC CL A COMMON 00845V100 1,545 250,000 SH DEFINED 1 250,000 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 495 12,881 SH DEFINED 5 12,881 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 64,353 1,675,850 SH DEFINED 1 1,675,850 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 234 6,100 SH DEFINED 2 6,100 AIRGATE PCS INC COMMON 009367103 29,204 776,191 SH DEFINED 1 776,191 AIRGATE PCS INC COMMON 009367103 68 1,800 SH DEFINED 1,4 1,800 AIRGATE PCS INC COMMON 009367103 1,872 49,750 SH DEFINED 2 49,750 AIRGATE PCS INC COMMON 009367103 218 5,800 SH DEFINED 2,3 5,800 AKSYS LTD COMMON 010196103 4,106 801,200 SH DEFINED 1 801,200

Page 3/90 6 ALAMOSA HOLDINGS INC COMMON 011589108 3,243 307,000 SH DEFINED 1 307,000 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 14,854 424,400 SH DEFINED 1 424,400 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 305 8,700 SH DEFINED 1,4 8,700 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 1,166 33,300 SH DEFINED 2 33,300 ALBERTSON'S INC COMMON 013104104 1,286 40,400 SH DEFINED 1 40,400 ALCAN INC COMMON 013716105 11,876 329,900 SH DEFINED 1,4 329,900 ALCOA INC COMMON 013817101 55,960 1,556,600 SH DEFINED 1 1,556,600 ALCOA INC COMMON 013817101 165 4,600 SH DEFINED 2 4,600 ALCOA INC COMMON 013817101 453 12,592 SH DEFINED 5 12,592 ALEXION PHARMACEUTICALS INC COMMON 015351109 684 30,000 SH DEFINED 1 30,000 ALIGN TECHNOLOGY INC COMMON 016255101 1,813 250,000 SH DEFINED 1 250,000 ALLEGHENY ENERGY INC COMMON 017361106 14,771 319,300 SH DEFINED 1 319,300 ALLEGIANCE TELECOM INC COMMON 01747T102 11,832 802,200 SH DEFINED 1 802,200 ALLERGAN INC COMMON 018490102 193,050 2,603,500 SH DEFINED 1 2,603,500 ALLERGAN INC COMMON 018490102 156,419 2,109,500 SH DEFINED 1,2 2,109,500 ALLERGAN INC COMMON 018490102 10,218 137,800 SH DEFINED 1,4 137,800 ALLERGAN INC COMMON 018490102 4,338 58,500 SH DEFINED 2 58,500 ALLERGAN INC COMMON 018490102 1,461 19,700 SH DEFINED 2,3 19,700 ALLERGAN INC COMMON 018490102 116 1,562 SH DEFINED 5 1,562 ALLIANCE ATLANTIS COMM COMMON 01853E204 220 20,000 SH DEFINED 1 20,000 ALLIANCE CAPITAL MANAGEMENT HLDG COMMON 01855A101 2,019 49,000 SH DEFINED 1 49,000 ALLIANCE PHARMACEUTICAL CP COMMON 018773101 4 1,083 SH DEFINED 1 1,083 ALLIANCE RESOURCE PARTNERS COMMON 01877R108 1,324 60,700 SH DEFINED 1 60,700 ALLIANCE RESOURCE PARTNERS COMMON 01877R108 116 5,300 SH DEFINED 1,4 5,300

Page 4/90 7 ALLIANT TECHSYSTEMS INC COMMON 018804104 1,195 13,500 SH DEFINED 1 13,500 ALLIANT TECHSYSTEMS INC COMMON 018804104 27 300 SH DEFINED 2,3 300 ALLIED CAPITAL CORP COMMON 01903Q108 7,696 382,400 SH DEFINED 1 382,400 ALLIED WASTE INDUSTRIES INC COMMON 019589308 16 1,000 SH DEFINED 1 1,000 ALPHA INDUSTRIES INC COMMON 020753109 29,621 1,880,700 SH DEFINED 1 1,880,700 ALPHA INDUSTRIES INC COMMON 020753109 61 3,860 SH DEFINED 1,4 3,860 ALPHA INDUSTRIES INC COMMON 020753109 1,174 74,510 SH DEFINED 2 74,510 ALPHA INDUSTRIES INC COMMON 020753109 150 9,500 SH DEFINED 2,3 9,500 ALPHARMA INC CL A COMMON 020813101 11,727 358,200 SH DEFINED 1 358,200 ALPHARMA INC CL A COMMON 020813101 28 861 SH DEFINED 5 861 ALTERA CORP COMMON 021441100 18,586 867,000 SH DEFINED 1 867,000 ALTERA CORP COMMON 021441100 28,553 1,331,900 SH DEFINED 1,2 1,331,900 ALTERA CORP COMMON 021441100 4,590 214,100 SH DEFINED 1,4 214,100 ALTERA CORP COMMON 021441100 3,141 146,500 SH DEFINED 2 146,500 ALTERA CORP COMMON 021441100 144 6,700 SH DEFINED 2,3 6,700 ALZA CORP COMMON 022615108 8,060 199,000 SH DEFINED 1 199,000 AMAZON.COM INC CVT 144A CONVERT 023135AD8 1,343 3,500,000 PRN DEFINED 1 3,500,000 AMAZON.COM INC CVT 144A CONVERT 023135AD8 192 500,000 PRN DEFINED 2,3 500,000 AMBAC INC COMMON 023139108 19,654 309,850 SH DEFINED 1 309,850 AMBAC INC COMMON 023139108 46 726 SH DEFINED 5 726 AMDOCS LTD COMMON G02602103 226,713 4,733,050 SH DEFINED 1 4,733,050 AMDOCS LTD COMMON G02602103 45,505 950,000 SH DEFINED 1,2 950,000 AMDOCS LTD COMMON G02602103 6,390 133,400 SH DEFINED 2 133,400 AMDOCS LTD COMMON G02602103 690 14,400 SH DEFINED 2,3 14,400 AMERICA MOVIL SER L ADR COMMON 02364W105 9,388 640,836 SH DEFINED 1 640,836 AMERICA MOVIL SER L ADR COMMON 02364W105 4,146 283,010 SH DEFINED 1,4 283,010 AMERICA MOVIL SER L ADR COMMON 02364W105 871 59,476 SH DEFINED 2 59,476 AMERICA MOVIL SER L ADR COMMON 02364W105 57 3,900 SH DEFINED 2,3 3,900

Page 5/90 8 AMERICAN CAPITAL STRATEGIES COMMON 024937104 12,821 504,000 SH DEFINED 1 504,000 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 57,752 2,008,750 SH DEFINED 1 2,008,750 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 615 21,400 SH DEFINED 1,4 21,400 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 5,415 188,350 SH DEFINED 2 188,350 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 359 12,500 SH DEFINED 2,3 12,500 AMERICAN EXPRESS CO COMMON 025816109 656,216 15,889,000 SH DEFINED 1 15,889,000 AMERICAN EXPRESS CO COMMON 025816109 359,310 8,700,000 SH DEFINED 1,2 8,700,000 AMERICAN EXPRESS CO COMMON 025816109 1,094 26,500 SH DEFINED 1,4 26,500 AMERICAN EXPRESS CO COMMON 025816109 26,153 633,255 SH DEFINED 2 633,255 AMERICAN EXPRESS CO COMMON 025816109 1,231 29,800 SH DEFINED 2,3 29,800 AMERICAN EXPRESS CO COMMON 025816109 136 3,285 SH DEFINED 5 3,285 AMERICAN HOME PRODUCTS CORP COMMON 026609107 134,444 2,288,400 SH DEFINED 1 2,288,400 AMERICAN HOME PRODUCTS CORP COMMON 026609107 146,875 2,500,000 SH DEFINED 1,2 2,500,000 AMERICAN HOME PRODUCTS CORP COMMON 026609107 3,983 67,800 SH DEFINED 2 67,800 AMERICAN HOME PRODUCTS CORP COMMON 026609107 68 1,157 SH DEFINED 5 1,157 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 1,283,464 15,943,647 SH DEFINED 1 15,943,647 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 583,625 7,250,000 SH DEFINED 1,2 7,250,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 2,536 31,500 SH DEFINED 1,4 31,500 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 42,890 532,800 SH DEFINED 2 532,800 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 2,761 34,300 SH DEFINED 2,3 34,300 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 282 3,507 SH DEFINED 5 3,507 AMERICAN PHYSICIANS CAP INC COMMON 028884104 1,369 75,000 SH DEFINED 1 75,000 AMERICAN POWER CONVERSION CORP COMMON 029066107 202 15,700 SH DEFINED 1 15,700 AMERICAN POWER CONVERSION CORP COMMON 029066107 2,325 180,400 SH DEFINED 1,2 180,400 AMERICAN POWER CONVERSION CORP COMMON 029066107 168 13,000 SH DEFINED 2 13,000 AMERICAN POWER CONVERSION CORP COMMON 029066107 12 900 SH DEFINED 2,3 900 AMERICAN STANDARD COMPANIES COMMON 029712106 3,397 57,500 SH DEFINED 1 57,500

Page 6/90 9 AMERICAN TOWER CORP -CL A COMMON 029912201 14,262 770,900 SH DEFINED 1 770,900 AMERICAN TOWER CORP -CL A COMMON 029912201 52 2,800 SH DEFINED 1,4 2,800 AMERICAN TOWER CORP -CL A COMMON 029912201 1,380 74,600 SH DEFINED 2 74,600 AMERICAN TOWER CORP -CL A COMMON 029912201 165 8,900 SH DEFINED 2,3 8,900 AMERICREDIT CORP COMMON 03060R101 46,057 1,420,200 SH DEFINED 1 1,420,200 AMERICREDIT CORP COMMON 03060R101 58 1,800 SH DEFINED 1,4 1,800 AMERICREDIT CORP COMMON 03060R101 1,612 49,700 SH DEFINED 2 49,700 AMERICREDIT CORP COMMON 03060R101 191 5,900 SH DEFINED 2,3 5,900 AMERISOURCE HEALTH CORP COMMON 03071P102 60,896 1,241,500 SH DEFINED 1 1,241,500 AMERISOURCE HEALTH CORP COMMON 03071P102 71,123 1,450,000 SH DEFINED 1,2 1,450,000 AMERISOURCE HEALTH CORP COMMON 03071P102 692 14,100 SH DEFINED 1,4 14,100 AMERISOURCE HEALTH CORP COMMON 03071P102 2,551 52,000 SH DEFINED 2 52,000 AMERISOURCE HEALTH CORP COMMON 03071P102 1,006 20,500 SH DEFINED 2,3 20,500 AMGEN INC COMMON 031162100 236,441 3,928,400 SH DEFINED 1 3,928,400 AMGEN INC COMMON 031162100 60,188 1,000,000 SH DEFINED 1,2 1,000,000 AMGEN INC COMMON 031162100 10,491 174,300 SH DEFINED 1,4 174,300 AMGEN INC COMMON 031162100 1,921 31,925 SH DEFINED 2 31,925 AMGEN INC COMMON 031162100 253 4,200 SH DEFINED 2,3 4,200 AMGEN INC COMMON 031162100 186 3,095 SH DEFINED 5 3,095 AMPHENOL CORP-CL A COMMON 032095101 4,410 140,000 SH DEFINED 1 140,000 AMPHENOL CORP-CL A COMMON 032095101 3,106 98,600 SH DEFINED 1,4 98,600 AMPHENOL CORP-CL A COMMON 032095101 33 1,058 SH DEFINED 5 1,058 ANADARKO PETROLEUM CORP COMMON 032511107 62,213 990,970 SH DEFINED 1 990,970 ANADARKO PETROLEUM CORP COMMON 032511107 142,825 2,275,000 SH DEFINED 1,2 2,275,000 ANADARKO PETROLEUM CORP COMMON 032511107 17,957 286,025 SH DEFINED 1,4 286,025 ANADARKO PETROLEUM CORP COMMON 032511107 9,389 149,556 SH DEFINED 2 149,556 ANADARKO PETROLEUM CORP COMMON 032511107 1,563 24,900 SH DEFINED 2,3 24,900 ANADIGICS INC COMMON 032515108 3,114 235,000 SH DEFINED 1 235,000 ANADIGICS INC COMMON 032515108 265 20,000 SH DEFINED 1,4 20,000

Page 7/90 10 ANALOG DEVICES INC COMMON 032654105 516,192 14,243,700 SH DEFINED 1 14,243,700 ANALOG DEVICES INC COMMON 032654105 288,913 7,972,200 SH DEFINED 1,2 7,972,200 ANALOG DEVICES INC COMMON 032654105 725 20,000 SH DEFINED 1,4 20,000 ANALOG DEVICES INC COMMON 032654105 21,907 604,500 SH DEFINED 2 604,500 ANALOG DEVICES INC COMMON 032654105 2,011 55,500 SH DEFINED 2,3 55,500 ANALOG DEVICES INC COMMON 032654105 45 1,240 SH DEFINED 5 1,240 ANAREN MICROWAVE INC COMMON 032744104 19,517 1,553,600 SH DEFINED 1 1,553,600 ANAREN MICROWAVE INC COMMON 032744104 334 26,600 SH DEFINED 1,4 26,600 ANAREN MICROWAVE INC COMMON 032744104 2,462 196,000 SH DEFINED 2 196,000 ANAREN MICROWAVE INC COMMON 032744104 177 14,100 SH DEFINED 2,3 14,100 ANDRX GROUP COMMON 034553107 15,166 309,500 SH DEFINED 1 309,500 ANDRX GROUP COMMON 034553107 6,444 131,500 SH DEFINED 1,4 131,500 ANDRX GROUP COMMON 034553107 2,310 47,150 SH DEFINED 2 47,150 ANDRX GROUP COMMON 034553107 142 2,900 SH DEFINED 2,3 2,900 ANHEUSER-BUSCH COS INC COMMON 035229103 31,324 682,000 SH DEFINED 1 682,000 ANHEUSER-BUSCH COS INC COMMON 035229103 32,151 700,000 SH DEFINED 1,2 700,000 ANHEUSER-BUSCH COS INC COMMON 035229103 8,382 182,500 SH DEFINED 1,4 182,500 ANHEUSER-BUSCH COS INC COMMON 035229103 23 500 SH DEFINED 2 500 ANNALY MORTGAGE MANAGEMENT COMMON 035710409 788 70,000 SH DEFINED 1 70,000 ANNUITY AND LIFE RE (HOLDINGS) LTD COMMON G03910109 5,679 190,900 SH DEFINED 1 190,900 ANTHRACITE CAPITAL INC COMMON 037023108 869 90,000 SH DEFINED 1 90,000 AOL TIME WARNER INC COMMON 00184A105 885,203 22,047,400 SH DEFINED 1 22,047,400 AOL TIME WARNER INC COMMON 00184A105 341,275 8,500,000 SH DEFINED 1,2 8,500,000 AOL TIME WARNER INC COMMON 00184A105 3,614 90,000 SH DEFINED 1,4 90,000 AOL TIME WARNER INC COMMON 00184A105 22,737 566,300 SH DEFINED 2 566,300 AOL TIME WARNER INC COMMON 00184A105 723 18,000 SH DEFINED 2,3 18,000 AOL TIME WARNER INC COMMON 00184A105 228 5,687 SH DEFINED 5 5,687 AON CORP COMMON 037389103 4,083 115,000 SH DEFINED 1 115,000

Page 8/90 11 APACHE CORP COMMON 037411105 67,139 1,165,400 SH DEFINED 1 1,165,400 APACHE CORP COMMON 037411105 63,371 1,100,000 SH DEFINED 1,2 1,100,000 APACHE CORP COMMON 037411105 4,033 70,000 SH DEFINED 2 70,000 APACHE CORP COMMON 037411105 1,152 20,000 SH DEFINED 2,3 20,000 APACHE CORP COMMON 037411105 36 623 SH DEFINED 5 623 APARTMENT INVT & MGMT CL A COMMON 03748R101 10,116 227,590 SH DEFINED 1 227,590 APOGENT TECHNOLOGIES INC COMMON 03760A101 12,820 633,400 SH DEFINED 1 633,400 APOGENT TECHNOLOGIES INC COMMON 03760A101 88 4,339 SH DEFINED 5 4,339 APOLLO GROUP INC-CL A COMMON 037604105 46,392 1,413,850 SH DEFINED 1 1,413,850 APOLLO GROUP INC-CL A COMMON 037604105 144 4,400 SH DEFINED 1,4 4,400 APOLLO GROUP INC-CL A COMMON 037604105 3,261 99,390 SH DEFINED 2 99,390 APOLLO GROUP INC-CL A COMMON 037604105 341 10,400 SH DEFINED 2,3 10,400 APPLERA CORP-APPLIED BIOSYSTEMS COMMON 038020103 12,210 440,000 SH DEFINED 1 440,000 APPLIED FILMS CORP COMMON 038197109 1,445 125,000 SH DEFINED 1 125,000 APPLIED MATERIALS INC COMMON 038222105 215,938 4,964,100 SH DEFINED 1 4,964,100 APPLIED MATERIALS INC COMMON 038222105 197,390 4,537,700 SH DEFINED 1,2 4,537,700 APPLIED MATERIALS INC COMMON 038222105 6,107 140,400 SH DEFINED 1,4 140,400 APPLIED MATERIALS INC COMMON 038222105 4,063 93,400 SH DEFINED 2 93,400 APPLIED MATERIALS INC COMMON 038222105 2,145 49,300 SH DEFINED 2,3 49,300 APPLIED MATERIALS INC COMMON 038222105 52 1,186 SH DEFINED 5 1,186 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 19,091 1,157,000 SH DEFINED 1 1,157,000 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 132 8,000 SH DEFINED 1,4 8,000 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 5 279 SH DEFINED 5 279 APRIA HEALTHCARE GROUP COMMON 037933108 68,023 2,813,200 SH DEFINED 1 2,813,200 APRIA HEALTHCARE GROUP COMMON 037933108 172 7,100 SH DEFINED 1,4 7,100 APRIA HEALTHCARE GROUP COMMON 037933108 3,958 163,700 SH DEFINED 2 163,700 APRIA HEALTHCARE GROUP COMMON 037933108 452 18,700 SH DEFINED 2,3 18,700 APW LTD COMMON G04397108 837 97,500 SH DEFINED 1 97,500

Page 9/90 12 ARADIGM CORP COMMON 038505103 9,286 1,615,000 SH DEFINED 1 1,615,000 ARCH COAL INC COMMON 039380100 396 13,200 SH DEFINED 1 13,200 ARCH COAL INC COMMON 039380100 156 5,200 SH DEFINED 1,4 5,200 ASIAINFO HOLDINGS INC COMMON 04518A104 2,195 181,000 SH DEFINED 1 181,000 ASIAINFO HOLDINGS INC COMMON 04518A104 24 2,000 SH DEFINED 2,3 2,000 ASM LITHOGRAPHY CVT 144A CONVERT 00207EAB6 1,206 1,250,000 PRN DEFINED 1 1,250,000 ASM LITHOGRAPHY HOLDING NV COMMON N07059111 889 41,000 SH DEFINED 1 41,000 ASM LITHOGRAPHY HOLDING NV COMMON N07059111 4 200 SH DEFINED 2,3 200 ASPEN TECHNOLOGY INC COMMON 045327103 47,977 2,009,500 SH DEFINED 1 2,009,500 ASPEN TECHNOLOGY INC COMMON 045327103 155 6,500 SH DEFINED 1,4 6,500 ASPEN TECHNOLOGY INC COMMON 045327103 3,565 149,300 SH DEFINED 2 149,300 ASPEN TECHNOLOGY INC COMMON 045327103 408 17,100 SH DEFINED 2,3 17,100 ASYST TECHNOLOGIES INC COMMON 04648X107 1,625 125,000 SH DEFINED 1 125,000 AT&T CORP-LIBERTY MEDIA CL A COMMON 001957208 42,213 3,015,200 SH DEFINED 1 3,015,200 AT&T CORP-LIBERTY MEDIA CL A COMMON 001957208 25,900 1,850,000 SH DEFINED 1,2 1,850,000 AT&T CORP-LIBERTY MEDIA CL A COMMON 001957208 308 22,000 SH DEFINED 2 22,000 AT&T CORP-LIBERTY MEDIA CL A COMMON 001957208 47 3,363 SH DEFINED 5 3,363 AT&T LATIN AMERICA CORP CL A COMMON 04649A106 2,290 904,650 SH DEFINED 1 904,650 ATLANTIC COAST AIRLINES HLDG COMMON 048396105 800 38,100 SH DEFINED 1 38,100 ATLAS AIR WORLDWIDE HLDGS COMMON 049164106 56 2,000 SH DEFINED 1 2,000 ATMEL CORP COMMON 049513104 1,963 200,000 SH DEFINED 1 200,000 ATMI INC. COMMON 00207R101 4,903 265,000 SH DEFINED 1 265,000 ATS MEDICAL INC COMMON 002083103 4,331 450,000 SH DEFINED 1 450,000 AURORA BIOSCIENCES CORP COMMON 051920106 1,073 60,000 SH DEFINED 1 60,000

Page 10/90 13 AUTOMATIC DATA PROCESSING INC COMMON 053015103 364,912 6,710,400 SH DEFINED 1 6,710,400 AUTOMATIC DATA PROCESSING INC COMMON 053015103 6,526 120,000 SH DEFINED 2 120,000 AUTOMATIC DATA PROCESSING INC COMMON 053015103 11 200 SH DEFINED 2,3 200 AVAYA INC COMMON 053499109 3,575 275,000 SH DEFINED 1 275,000 AVNET INC COMMON 053807103 15,828 772,100 SH DEFINED 1 772,100 AVNET INC COMMON 053807103 41 1,977 SH DEFINED 5 1,977 AVOCENT CORP COMMON 053893103 16,738 767,350 SH DEFINED 1 767,350 AVOCENT CORP COMMON 053893103 50 2,300 SH DEFINED 1,4 2,300 AVOCENT CORP COMMON 053893103 1,358 62,250 SH DEFINED 2 62,250 AVOCENT CORP COMMON 053893103 163 7,475 SH DEFINED 2,3 7,475 AXA S A ADR COMMON 054536107 6,913 126,260 SH DEFINED 1 126,260 B.F. GOODRICH CO COMMON 382388106 13,092 341,200 SH DEFINED 1 341,200 BAKER HUGHES INC COMMON 057224107 41,775 1,150,500 SH DEFINED 1 1,150,500 BAKER HUGHES INC COMMON 057224107 152,792 4,208,000 SH DEFINED 1,2 4,208,000 BAKER HUGHES INC COMMON 057224107 3,631 100,000 SH DEFINED 1,4 100,000 BAKER HUGHES INC COMMON 057224107 2,404 66,200 SH DEFINED 2,3 66,200 BALLARD POWER SYSTEMS INC COMMON 05858H104 2,796 70,000 SH DEFINED 1,4 70,000 BANK OF AMERICA CORP COMMON 060505104 87,463 1,597,499 SH DEFINED 1 1,597,499 BANK OF AMERICA CORP COMMON 060505104 973 17,766 SH DEFINED 5 17,766 BANK OF NEW YORK CO COMMON 064057102 367,951 7,472,600 SH DEFINED 1 7,472,600 BANK OF NEW YORK CO COMMON 064057102 73,860 1,500,000 SH DEFINED 1,2 1,500,000 BANK OF NEW YORK CO COMMON 064057102 9,597 194,900 SH DEFINED 2 194,900 BANK OF NEW YORK CO COMMON 064057102 25 500 SH DEFINED 2,3 500 BANK ONE CORP COMMON 06423A103 34,053 941,200 SH DEFINED 1 941,200 BANK ONE CORP COMMON 06423A103 269 7,427 SH DEFINED 5 7,427

Page 11/90 14 BANK UNITED CORP RIGHTS TRUST COMMON 065416117 109 436,100 SH DEFINED 1 436,100 BANK UNITED CORP RIGHTS TRUST COMMON 065416117 0 1,200 SH DEFINED 1,4 1,200 BANK UNITED CORP RIGHTS TRUST COMMON 065416117 8 32,790 SH DEFINED 2 32,790 BANK UNITED CORP RIGHTS TRUST COMMON 065416117 1 3,900 SH DEFINED 2,3 3,900 BAR TECHNOLOGIES WTS EXP 4/1/01 COMMON 067016113 0 6,000 SH DEFINED 1 6,000 BARNES & NOBLE INC COMMON 067774109 5,975 250,000 SH DEFINED 1 250,000 BARNES & NOBLE INC COMMON 067774109 67 2,816 SH DEFINED 5 2,816 BARR LABORATORIES INC COMMON 068306109 13,578 237,500 SH DEFINED 1 237,500 BARR LABORATORIES INC COMMON 068306109 1,526 26,700 SH DEFINED 1,4 26,700 BARR LABORATORIES INC COMMON 068306109 5,580 97,600 SH DEFINED 2 97,600 BARRICK GOLD CORP COMMON 067901108 5,709 399,500 SH DEFINED 1,4 399,500 BAXTER INTERNATIONAL INC COMMON 071813109 312,159 3,315,900 SH DEFINED 1 3,315,900 BAXTER INTERNATIONAL INC COMMON 071813109 70,134 745,000 SH DEFINED 1,2 745,000 BAXTER INTERNATIONAL INC COMMON 071813109 9,461 100,500 SH DEFINED 2 100,500 BAXTER INTERNATIONAL INC COMMON 071813109 1,017 10,800 SH DEFINED 2,3 10,800 BCE INC COMMON 05534B109 19,186 852,324 SH DEFINED 1,4 852,324 BE AEROSPACE INC COMMON 073302101 581 31,600 SH DEFINED 1 31,600 BEA SYSTEMS INC COMMON 073325102 104,096 3,543,700 SH DEFINED 1 3,543,700 BEA SYSTEMS INC COMMON 073325102 7,476 254,500 SH DEFINED 1,4 254,500 BEA SYSTEMS INC COMMON 073325102 2,297 78,200 SH DEFINED 2 78,200 BEA SYSTEMS INC COMMON 073325102 29 1,000 SH DEFINED 2,3 1,000 BEA SYSTEMS INC COMMON 073325102 10 346 SH DEFINED 5 346 BEBE STORES INC COMMON 075571109 3,091 139,700 SH DEFINED 1 139,700 BECKMAN COULTER INC COMMON 075811109 16,566 423,800 SH DEFINED 1 423,800 BECKMAN COULTER INC COMMON 075811109 256 6,538 SH DEFINED 5 6,538

Page 12/90 15 BED BATH AND BEYOND INC COMMON 075896100 83,213 3,387,800 SH DEFINED 1 3,387,800 BED BATH AND BEYOND INC COMMON 075896100 323,213 13,158,800 SH DEFINED 1,2 13,158,800 BED BATH AND BEYOND INC COMMON 075896100 2,466 100,400 SH DEFINED 1,4 100,400 BED BATH AND BEYOND INC COMMON 075896100 28,436 1,157,700 SH DEFINED 2 1,157,700 BED BATH AND BEYOND INC COMMON 075896100 2,250 91,600 SH DEFINED 2,3 91,600 BED BATH AND BEYOND INC COMMON 075896100 11 456 SH DEFINED 5 456 BELL MICROPRODUCTS INC COMMON 078137106 2,263 200,000 SH DEFINED 1 200,000 BELLSOUTH CORP COMMON 079860102 55,504 1,356,400 SH DEFINED 1 1,356,400 BELLSOUTH CORP COMMON 079860102 3,413 83,400 SH DEFINED 2 83,400 BELLSOUTH CORP COMMON 079860102 32 789 SH DEFINED 5 789 BERGEN BRUNSWIG CORP CL. A COMMON 083739102 1,660 100,000 SH DEFINED 1 100,000 BEST BUY CO INC COMMON 086516101 235,405 6,546,300 SH DEFINED 1 6,546,300 BEST BUY CO INC COMMON 086516101 4,063 113,000 SH DEFINED 2 113,000 BEST BUY CO INC COMMON 086516101 4 100 SH DEFINED 2,3 100 BIOCHEM PHARMA INC COMMON 09058T108 11,646 383,400 SH DEFINED 1 383,400 BIOCHEM PHARMA INC COMMON 09058T108 12,715 418,600 SH DEFINED 1,2 418,600 BIOCHEM PHARMA INC COMMON 09058T108 720 23,700 SH DEFINED 1,4 23,700 BIOCHEM PHARMA INC COMMON 09058T108 641 21,100 SH DEFINED 2 21,100 BIOMET INC COMMON 090613100 26,354 669,050 SH DEFINED 1 669,050 BIOMET INC COMMON 090613100 137,865 3,499,950 SH DEFINED 1,2 3,499,950 BIOMET INC COMMON 090613100 10,169 258,150 SH DEFINED 2 258,150 BIOMET INC COMMON 090613100 670 17,000 SH DEFINED 2,3 17,000 BIOSITE DIAGNOSTICS INC COMMON 090945106 30,465 812,400 SH DEFINED 1 812,400 BIOSITE DIAGNOSTICS INC COMMON 090945106 71 1,900 SH DEFINED 1,4 1,900 BIOSITE DIAGNOSTICS INC COMMON 090945106 2,591 69,100 SH DEFINED 2 69,100 BIOSITE DIAGNOSTICS INC COMMON 090945106 248 6,600 SH DEFINED 2,3 6,600 BIOSOURCE INTERNATIONAL INC COMMON 09066H104 1,294 200,000 SH DEFINED 1 200,000

Page 13/90 16 BIOVAIL CORP COMMON 09067J109 115,526 3,197,500 SH DEFINED 1 3,197,500 BIOVAIL CORP COMMON 09067J109 63,950 1,770,000 SH DEFINED 1,2 1,770,000 BIOVAIL CORP COMMON 09067J109 52,688 1,458,300 SH DEFINED 1,4 1,458,300 BIOVAIL CORP COMMON 09067J109 10,702 296,200 SH DEFINED 2 296,200 BIOVAIL CORP COMMON 09067J109 1,203 33,300 SH DEFINED 2,3 33,300 BIOVAIL CORP COMMON 09067J109 52 1,444 SH DEFINED 5 1,444 BIRCH TELECOM WTS 144A COMMON 09069B112 1 10 SH DEFINED 2 10 BJ SERVICES CO COMMON 055482103 84,465 1,186,300 SH DEFINED 1 1,186,300 BJ SERVICES CO COMMON 055482103 137,416 1,930,000 SH DEFINED 1,2 1,930,000 BJ SERVICES CO COMMON 055482103 28,245 396,700 SH DEFINED 1,4 396,700 BJ SERVICES CO COMMON 055482103 9,106 127,900 SH DEFINED 2 127,900 BJ SERVICES CO COMMON 055482103 1,310 18,400 SH DEFINED 2,3 18,400 BJ SERVICES CO COMMON 055482103 41 580 SH DEFINED 5 580 BJ'S WHOLESALE CLUB INC COMMON 05548J106 10,206 213,300 SH DEFINED 1 213,300 BLACK BOX CORP COMMON 091826107 517 11,600 SH DEFINED 1 11,600 BLOCK H&R INC COMMON 093671105 112,285 2,243,000 SH DEFINED 1 2,243,000 BLOCK H&R INC COMMON 093671105 995 19,872 SH DEFINED 5 19,872 BMC SOFTWARE, INC COMMON 055921100 121,120 5,633,500 SH DEFINED 1 5,633,500 BMC SOFTWARE, INC COMMON 055921100 167,163 7,775,000 SH DEFINED 1,2 7,775,000 BMC SOFTWARE, INC COMMON 055921100 462 21,500 SH DEFINED 1,4 21,500 BMC SOFTWARE, INC COMMON 055921100 9,783 455,000 SH DEFINED 2 455,000 BMC SOFTWARE, INC COMMON 055921100 1,402 65,200 SH DEFINED 2,3 65,200 BMC SOFTWARE, INC COMMON 055921100 549 25,520 SH DEFINED 5 25,520 BOEING CO COMMON 097023105 48,412 869,000 SH DEFINED 1 869,000 BOEING CO COMMON 097023105 278,550 5,000,000 SH DEFINED 1,2 5,000,000 BOEING CO COMMON 097023105 13,019 233,700 SH DEFINED 1,4 233,700 BOEING CO COMMON 097023105 9,844 176,700 SH DEFINED 2 176,700 BOEING CO COMMON 097023105 2,630 47,200 SH DEFINED 2,3 47,200 BOUYGUES OFFSHORE SA ADR COMMON 102112109 544 21,700 SH DEFINED 1 21,700

Page 14/90 17 BOWATER INC COMMON 102183100 14,310 301,900 SH DEFINED 1 301,900 BOWATER INC COMMON 102183100 119 2,500 SH DEFINED 2 2,500 BP AMOCO PLC ADR COMMON 055622104 424,618 8,557,400 SH DEFINED 1 8,557,400 BP AMOCO PLC ADR COMMON 055622104 5,458 110,000 SH DEFINED 1,4 110,000 BP AMOCO PLC ADR COMMON 055622104 7,820 157,600 SH DEFINED 2 157,600 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 1,649 100,000 SH DEFINED 1 100,000 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 3,953 239,700 SH DEFINED 1,4 239,700 BRASIL DISTR PAO ADR COMMON 20440T201 8,628 277,419 SH DEFINED 1 277,419 BRASIL DISTR PAO ADR COMMON 20440T201 28 900 SH DEFINED 1,4 900 BREEZECOM LTD COMMON M20385106 669 100,000 SH DEFINED 1 100,000 BRINKER INTL INC COMMON 109641100 8,787 314,850 SH DEFINED 1 314,850 BRINKER INTL INC COMMON 109641100 83,730 3,000,000 SH DEFINED 1,2 3,000,000 BRINKER INTL INC COMMON 109641100 6,073 217,600 SH DEFINED 2 217,600 BRINKER INTL INC COMMON 109641100 406 14,550 SH DEFINED 2,3 14,550 BRISTOL-MYERS SQUIBB CO COMMON 110122108 2,768 46,600 SH DEFINED 1 46,600 BROADWING INC COMMON 111620100 35,850 1,872,045 SH DEFINED 1 1,872,045 BROADWING INC COMMON 111620100 1,822 95,142 SH DEFINED 2 95,142 BROADWING INC COMMON 111620100 28 1,446 SH DEFINED 5 1,446 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 137,849 6,598,800 SH DEFINED 1 6,598,800 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 15,668 750,000 SH DEFINED 1,2 750,000 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 3,146 150,600 SH DEFINED 1,4 150,600 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 2,396 114,700 SH DEFINED 2 114,700 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 21 1,000 SH DEFINED 2,3 1,000 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 14 683 SH DEFINED 5 683 BROOKS AUTOMATION INC COMMON 11434A100 3,975 100,000 SH DEFINED 1 100,000 BRUKER DALTONICS INC COMMON 116795105 1,961 125,000 SH DEFINED 1 125,000

Page 15/90 18 BURLINGTON RESOURCES INC COMMON 122014103 9,890 221,000 SH DEFINED 1 221,000 BURLINGTON RESOURCES INC COMMON 122014103 75,404 1,685,000 SH DEFINED 1,2 1,685,000 BURLINGTON RESOURCES INC COMMON 122014103 1,061 23,700 SH DEFINED 2,3 23,700 BUSINESS OBJECTS ADR COMMON 12328X107 26,786 867,550 SH DEFINED 1 867,550 BUSINESS OBJECTS ADR COMMON 12328X107 81 2,610 SH DEFINED 1,4 2,610 BUSINESS OBJECTS ADR COMMON 12328X107 1,379 44,654 SH DEFINED 2 44,654 BUSINESS OBJECTS ADR COMMON 12328X107 162 5,250 SH DEFINED 2,3 5,250 C&D TECHNOLOGIES INC COMMON 124661109 4,642 168,200 SH DEFINED 1 168,200 CADENCE DESIGN SYSTEMS COMMON 127387108 12,819 693,300 SH DEFINED 1 693,300 CADENCE DESIGN SYSTEMS COMMON 127387108 46,225 2,500,000 SH DEFINED 1,2 2,500,000 CADENCE DESIGN SYSTEMS COMMON 127387108 3,262 176,400 SH DEFINED 2 176,400 CADENCE DESIGN SYSTEMS COMMON 127387108 220 11,900 SH DEFINED 2,3 11,900 CAL DIVE INTL INC COMMON 127914109 31,155 1,227,800 SH DEFINED 1 1,227,800 CAL DIVE INTL INC COMMON 127914109 96 3,800 SH DEFINED 1,4 3,800 CAL DIVE INTL INC COMMON 127914109 2,535 99,900 SH DEFINED 2 99,900 CAL DIVE INTL INC COMMON 127914109 294 11,600 SH DEFINED 2,3 11,600 CALLAWAY GOLF COMPANY COMMON 131193104 771 34,700 SH DEFINED 1 34,700 CALPINE CORP COMMON 131347106 235,455 4,275,552 SH DEFINED 1 4,275,552 CALPINE CORP COMMON 131347106 389,516 7,073,100 SH DEFINED 1,2 7,073,100 CALPINE CORP COMMON 131347106 37,557 681,984 SH DEFINED 1,4 681,984 CALPINE CORP COMMON 131347106 7,572 137,500 SH DEFINED 2 137,500 CALPINE CORP COMMON 131347106 4,631 84,100 SH DEFINED 2,3 84,100 CALPINE CORP COMMON 131347106 52 945 SH DEFINED 5 945 CAMBREX CORP COMMON 132011107 9,635 231,900 SH DEFINED 1 231,900 CANADIAN NATIONAL RAILWAY COMMON 136375102 22,753 604,000 SH DEFINED 1 604,000 CANADIAN NATIONAL RAILWAY COMMON 136375102 14,729 391,000 SH DEFINED 1,4 391,000 CANADIAN NATIONAL RAILWAY COMMON 136375102 192 5,100 SH DEFINED 2 5,100 CANADIAN NATIONAL RAILWAY COMMON 136375102 29 779 SH DEFINED 5 779

Page 16/90 19 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 27,195 38,850,000 PRN DEFINED 1 38,850,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 28,560 40,800,000 PRN DEFINED 1,2 40,800,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 2,065 2,950,000 PRN DEFINED 2 2,950,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 6,382 9,117,000 PRN DEFINED 1 9,117,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 8,190 11,700,000 PRN DEFINED 1,2 11,700,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 350 500,000 PRN DEFINED 2 500,000 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 65,817 1,185,900 SH DEFINED 1 1,185,900 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 172,050 3,100,000 SH DEFINED 1,2 3,100,000 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 988 17,800 SH DEFINED 1,4 17,800 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 16,556 298,300 SH DEFINED 2 298,300 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 849 15,300 SH DEFINED 2,3 15,300 CAPSTONE TURBINE CORP COMMON 14067D102 3,714 130,900 SH DEFINED 1 130,900 CAPSTONE TURBINE CORP COMMON 14067D102 445 15,700 SH DEFINED 1,4 15,700 CAPSTONE TURBINE CORP COMMON 14067D102 3 100 SH DEFINED 2,3 100 CARDINAL HEALTH INC COMMON 14149Y108 39,329 406,500 SH DEFINED 1 406,500 CARDINAL HEALTH INC COMMON 14149Y108 114,939 1,188,000 SH DEFINED 1,2 1,188,000 CARDINAL HEALTH INC COMMON 14149Y108 5,699 58,900 SH DEFINED 2 58,900 CARDINAL HEALTH INC COMMON 14149Y108 1,461 15,100 SH DEFINED 2,3 15,100 CAREMARK RX INC COMMON 141705103 12,761 978,600 SH DEFINED 1 978,600 CAREMARK RX INC COMMON 141705103 604 46,300 SH DEFINED 1,4 46,300 CAREMARK RX INC COMMON 141705103 2,206 169,200 SH DEFINED 2 169,200 CARRAMERICA REALTY CORP COMMON 144418100 622 21,800 SH DEFINED 1 21,800 CATAPULT COMMUNICATIONS CORP COMMON 149016107 1,913 75,000 SH DEFINED 1 75,000 CATERPILLAR, INC. COMMON 149123101 2,441 55,000 SH DEFINED 1,4 55,000 CBRL GROUP INC COMMON 12489V106 32,714 1,798,700 SH DEFINED 1 1,798,700 CBRL GROUP INC COMMON 12489V106 118 6,500 SH DEFINED 1,4 6,500 CBRL GROUP INC COMMON 12489V106 3,170 174,300 SH DEFINED 2 174,300 CBRL GROUP INC COMMON 12489V106 367 20,200 SH DEFINED 2,3 20,200

Page 17/90 20 CDW COMPUTER CENTERS INC COMMON 125129106 25,901 835,500 SH DEFINED 1 835,500 CDW COMPUTER CENTERS INC COMMON 125129106 52,015 1,677,900 SH DEFINED 1,2 1,677,900 CDW COMPUTER CENTERS INC COMMON 125129106 71 2,300 SH DEFINED 1,4 2,300 CDW COMPUTER CENTERS INC COMMON 125129106 5,511 177,770 SH DEFINED 2 177,770 CDW COMPUTER CENTERS INC COMMON 125129106 481 15,500 SH DEFINED 2,3 15,500 CEC ENTERTAINMENT INC COMMON 125137109 79,372 1,789,675 SH DEFINED 1 1,789,675 CEC ENTERTAINMENT INC COMMON 125137109 218 4,920 SH DEFINED 1,4 4,920 CEC ENTERTAINMENT INC COMMON 125137109 4,304 97,050 SH DEFINED 2 97,050 CEC ENTERTAINMENT INC COMMON 125137109 499 11,250 SH DEFINED 2,3 11,250 CELCARIBE ORD TRUST CTFS 144A COMMON 150898104 2,846 2,276,400 SH DEFINED 1 2,276,400 CELESTICA INC COMMON 15101Q108 328,952 11,927,200 SH DEFINED 1 11,927,200 CELESTICA INC COMMON 15101Q108 214,217 7,767,100 SH DEFINED 1,2 7,767,100 CELESTICA INC COMMON 15101Q108 5,792 210,000 SH DEFINED 1,4 210,000 CELESTICA INC COMMON 15101Q108 14,253 516,800 SH DEFINED 2 516,800 CELESTICA INC COMMON 15101Q108 656 23,800 SH DEFINED 2,3 23,800 CELESTICA INC COMMON 15101Q108 22 802 SH DEFINED 5 802 CEMEX SA ADR WTS COMMON 151290871 26 16,212 SH DEFINED 1 16,212 CENDANT CORP COMMON 151313103 15,044 1,031,109 SH DEFINED 1 1,031,109 CENTURYTEL INC COMMON 156700106 3,594 125,000 SH DEFINED 1 125,000 CENTURYTEL INC COMMON 156700106 49 1,721 SH DEFINED 5 1,721 CEPHALON INC COMMON 156708109 9,579 199,299 SH DEFINED 1 199,299 CEPHALON INC COMMON 156708109 5 100 SH DEFINED 2,3 100 CERAGON NETWORKS LTD COMMON M22013102 2,475 400,000 SH DEFINED 1 400,000 CERIDIAN CORP COMMON 15677T106 109,964 5,944,000 SH DEFINED 1 5,944,000 CERIDIAN CORP COMMON 15677T106 922 49,845 SH DEFINED 5 49,845 CERNER CORP COMMON 156782104 7,535 220,000 SH DEFINED 1 220,000 CERNER CORP COMMON 156782104 610 17,800 SH DEFINED 1,4 17,800 CERNER CORP COMMON 156782104 2,230 65,100 SH DEFINED 2 65,100

Page 18/90 21 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 3,713 150,000 SH DEFINED 1 150,000 CHARTER COMM INC CVT 144A 5.75 CONVERT 16117MAA5 1,828 1,500,000 PRN DEFINED 1 1,500,000 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 43,592 1,926,700 SH DEFINED 1 1,926,700 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 670 29,600 SH DEFINED 1,4 29,600 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 2,484 109,800 SH DEFINED 2 109,800 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 38 1,700 SH DEFINED 2,3 1,700 CHARTERED SEMICONDUCTOR ADR COMMON 16133R106 5,459 227,000 SH DEFINED 1 227,000 CHECK POINT SOFTWARE TECH COMMON M22465104 256,239 5,394,500 SH DEFINED 1 5,394,500 CHECK POINT SOFTWARE TECH COMMON M22465104 6,493 136,700 PUT DEFINED 1 136,700 CHECK POINT SOFTWARE TECH COMMON M22465104 301,739 6,352,400 SH DEFINED 1,2 6,352,400 CHECK POINT SOFTWARE TECH COMMON M22465104 15,772 332,038 SH DEFINED 1,4 332,038 CHECK POINT SOFTWARE TECH COMMON M22465104 23,030 484,849 SH DEFINED 2 484,849 CHECK POINT SOFTWARE TECH COMMON M22465104 2,629 55,350 SH DEFINED 2,3 55,350 CHECK POINT SOFTWARE TECH COMMON M22465104 45 940 SH DEFINED 5 940 CHEVRON CORP COMMON 166751107 179,463 2,044,000 SH DEFINED 1 2,044,000 CHEVRON CORP COMMON 166751107 211 2,400 SH DEFINED 1,4 2,400 CHEVRON CORP COMMON 166751107 5,531 63,000 SH DEFINED 2 63,000 CHICO'S FAS INC COMMON 168615102 4,922 150,000 SH DEFINED 1 150,000 CHINA MOBILE HK LTD SP ADR COMMON 16941M109 220 10,000 SH DEFINED 1 10,000 CHINA MOBILE HK LTD SP ADR COMMON 16941M109 440 20,000 SH DEFINED 1,4 20,000 CHINA MOBILE HK LTD SP ADR COMMON 16941M109 9 421 SH DEFINED 5 421 CHRISTOPHER & BANKS CORP COMMON 171046105 16,472 546,800 SH DEFINED 1 546,800 CIENA CORP COMMON 171779101 54,379 1,306,400 SH DEFINED 1 1,306,400 CIENA CORP COMMON 171779101 4,541 109,100 SH DEFINED 1,4 109,100 CIENA CORP COMMON 171779101 433 10,400 SH DEFINED 2 10,400 CIENA CORP COMMON 171779101 8 200 SH DEFINED 2,3 200

Page 19/90 22 CIGNA CORP COMMON 125509109 393,066 3,661,200 SH DEFINED 1 3,661,200 CIGNA CORP COMMON 125509109 110,516 1,029,400 SH DEFINED 1,2 1,029,400 CIGNA CORP COMMON 125509109 6,689 62,300 SH DEFINED 2 62,300 CIGNA CORP COMMON 125509109 966 9,000 SH DEFINED 2,3 9,000 CIMA LABS INC COMMON 171796105 13,363 215,100 SH DEFINED 1 215,100 CIMA LABS INC COMMON 171796105 43 700 SH DEFINED 1,4 700 CIMA LABS INC COMMON 171796105 1,234 19,870 SH DEFINED 2 19,870 CIMA LABS INC COMMON 171796105 149 2,400 SH DEFINED 2,3 2,400 CIRRUS LOGIC INC COMMON 172755100 13,651 913,900 SH DEFINED 1 913,900 CIRRUS LOGIC INC COMMON 172755100 30 2,000 SH DEFINED 1,4 2,000 CIRRUS LOGIC INC COMMON 172755100 742 49,700 SH DEFINED 2 49,700 CIRRUS LOGIC INC COMMON 172755100 91 6,100 SH DEFINED 2,3 6,100 CIRRUS LOGIC INC COMMON 172755100 45 2,985 SH DEFINED 5 2,985 CISCO SYSTEMS INC COMMON 17275R102 359,345 22,725,368 SH DEFINED 1 22,725,368 CISCO SYSTEMS INC COMMON 17275R102 42,536 2,690,000 CALL DEFINED 1 2,690,000 CISCO SYSTEMS INC COMMON 17275R102 229,281 14,500,000 SH DEFINED 1,2 14,500,000 CISCO SYSTEMS INC COMMON 17275R102 4,080 258,000 SH DEFINED 1,4 258,000 CISCO SYSTEMS INC COMMON 17275R102 15,348 970,600 SH DEFINED 2 970,600 CISCO SYSTEMS INC COMMON 17275R102 576 36,400 SH DEFINED 2,3 36,400 CISCO SYSTEMS INC COMMON 17275R102 120 7,562 SH DEFINED 5 7,562 CITIGROUP INC COMMON 172967101 1,207,453 26,844,222 SH DEFINED 1 26,844,222 CITIGROUP INC COMMON 172967101 507,599 11,285,000 SH DEFINED 1,2 11,285,000 CITIGROUP INC COMMON 172967101 14,900 331,266 SH DEFINED 1,4 331,266 CITIGROUP INC COMMON 172967101 32,234 716,633 SH DEFINED 2 716,633 CITIGROUP INC COMMON 172967101 2,264 50,333 SH DEFINED 2,3 50,333 CITIGROUP INC COMMON 172967101 947 21,054 SH DEFINED 5 21,054 CITRIX SYSTEMS INC COMMON 177376100 22,492 1,064,700 SH DEFINED 1 1,064,700 CITRIX SYSTEMS INC COMMON 177376100 80,820 3,825,800 SH DEFINED 1,2 3,825,800 CITRIX SYSTEMS INC COMMON 177376100 828 39,200 SH DEFINED 1,4 39,200 CITRIX SYSTEMS INC COMMON 177376100 7,493 354,700 SH DEFINED 2 354,700 CITRIX SYSTEMS INC COMMON 177376100 562 26,600 SH DEFINED 2,3 26,600 CITY NATIONAL CORP COMMON 178566105 2,881 75,000 SH DEFINED 1,4 75,000

Page 20/90 23 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 31,026 569,800 SH DEFINED 1 569,800 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 2,821 51,800 SH DEFINED 2 51,800 CLOROX COMPANY COMMON 189054109 4,718 150,000 SH DEFINED 1 150,000 CLOROX COMPANY COMMON 189054109 44 1,386 SH DEFINED 5 1,386 CLOSURE MEDICAL CORP COMMON 189093107 408 24,000 SH DEFINED 1 24,000 CLOSURE MEDICAL CORP COMMON 189093107 7 400 SH DEFINED 2,3 400 CLUB REGINA RESORTS INC WTS COMMON 189473119 0 20 SH DEFINED 2 200 C-MAC INDUSTRIES INC COMMON 125920108 1,215 60,000 SH DEFINED 1 60,000 C-MAC INDUSTRIES INC COMMON 125920108 435 21,500 SH DEFINED 1,4 21,500 C-MAC INDUSTRIES INC COMMON 125920108 1,582 78,100 SH DEFINED 2 78,100 CMS ENERGY CORPORATION COMMON 125896100 16,272 549,900 SH DEFINED 1 549,900 CNOOC LTD ADR COMMON 126132109 19,205 1,091,200 SH DEFINED 1 1,091,200 CNOOC LTD ADR COMMON 126132109 69 3,900 SH DEFINED 1,4 3,900 CNOOC LTD ADR COMMON 126132109 2,804 159,300 SH DEFINED 2 159,300 CNOOC LTD ADR COMMON 126132109 28 1,600 SH DEFINED 2,3 1,600 COCA-COLA CO COMMON 191216100 24,973 553,000 SH DEFINED 1 553,000 COCA-COLA CO COMMON 191216100 194 4,300 SH DEFINED 2 4,300 COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 23,936 1,249,900 SH DEFINED 1 1,249,900 COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 9,452 493,600 SH DEFINED 1,4 493,600 COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 2,126 111,000 SH DEFINED 2 111,000 COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 146 7,600 SH DEFINED 2,3 7,600 COFLEXIP-ADR COMMON 192384105 6,525 100,000 SH DEFINED 1 100,000 COGNOS INC COMMON 19244C109 1,613 100,000 SH DEFINED 1,4 100,000 COINSTAR INC COMMON 19259P300 6,700 400,000 SH DEFINED 1,4 400,000

Page 21/90 24 COLGATE PALMOLIVE CO COMMON 194162103 48,645 880,300 SH DEFINED 1 880,300 COLGATE PALMOLIVE CO COMMON 194162103 387 7,000 SH DEFINED 2 7,000 COLGATE PALMOLIVE CO COMMON 194162103 64 1,167 SH DEFINED 5 1,167 COLUMBIA SPORTSWEAR CO COMMON 198516106 946 20,800 SH DEFINED 1 20,800 COLUMBIA SPORTSWEAR CO COMMON 198516106 55 1,200 SH DEFINED 2 1,200 COMCAST CORP SPECIAL CL A COMMON 200300200 1,179,618 28,128,000 SH DEFINED 1 28,128,000 COMCAST CORP SPECIAL CL A COMMON 200300200 167,750 4,000,000 SH DEFINED 1,2 4,000,000 COMCAST CORP SPECIAL CL A COMMON 200300200 32,829 782,800 SH DEFINED 2 782,800 COMCAST CORP SPECIAL CL A COMMON 200300200 826 19,700 SH DEFINED 2,3 19,700 COMMSCOPE INC COMMON 203372107 8,006 480,000 SH DEFINED 1 480,000 COMMSCOPE INC COMMON 203372107 909 54,500 SH DEFINED 1,4 54,500 COMMSCOPE INC COMMON 203372107 3,371 202,100 SH DEFINED 2 202,100 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 47,850 1,678,950 SH DEFINED 1 1,678,950 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 49,974 2,140,200 SH DEFINED 1 2,140,200 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 6,437 275,670 SH DEFINED 1,4 275,670 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 4,247 181,900 SH DEFINED 2 181,900 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 262 11,200 SH DEFINED 2,3 11,200 COMPAQ COMPUTER CORP COMMON 204493100 329,162 18,085,800 SH DEFINED 1 18,085,800 COMPAQ COMPUTER CORP COMMON 204493100 40,950 2,250,000 SH DEFINED 1,2 2,250,000 COMPAQ COMPUTER CORP COMMON 204493100 4,945 271,700 SH DEFINED 2 271,700 COMPAQ COMPUTER CORP COMMON 204493100 5 300 SH DEFINED 2,3 300 COMPAQ COMPUTER CORP COMMON 204493100 541 29,724 SH DEFINED 5 29,724 COMPUTER ASSOCIATES INTL COMMON 204912109 69,363 2,550,100 SH DEFINED 1 2,550,100 COMPUTER ASSOCIATES INTL COMMON 204912109 592 21,777 SH DEFINED 5 21,777 COMPUWARE CORP COMMON 205638109 30,064 3,083,500 SH DEFINED 1 3,083,500 COMPUWARE CORP COMMON 205638109 109 11,200 SH DEFINED 1,4 11,200 COMPUWARE CORP COMMON 205638109 2,911 298,600 SH DEFINED 2 298,600 COMPUWARE CORP COMMON 205638109 338 34,700 SH DEFINED 2,3 34,700 COMSTOCK RESOURCES INC COMMON 205768203 225 20,000 SH DEFINED 1 20,000

Page 22/90 25 COMVERSE TECH 1.50 12/1/05 144A CONVERT 205862AH8 1,269 1,500,000 PRN DEFINED 1 1,500,000 COMVERSE TECHNOLOGY INC COMMON 205862402 214,354 3,639,900 SH DEFINED 1 3,639,900 COMVERSE TECHNOLOGY INC COMMON 205862402 245,571 4,170,000 SH DEFINED 1,2 4,170,000 COMVERSE TECHNOLOGY INC COMMON 205862402 8,521 144,690 SH DEFINED 1,4 144,690 COMVERSE TECHNOLOGY INC COMMON 205862402 13,406 227,650 SH DEFINED 2 227,650 COMVERSE TECHNOLOGY INC COMMON 205862402 1,430 24,280 SH DEFINED 2,3 24,280 COMVERSE TECHNOLOGY INC COMMON 205862402 67 1,131 SH DEFINED 5 1,131 CONCORD CAMERA CORP COMMON 206156101 1,059 150,000 SH DEFINED 1 150,000 CONCORD EFS INC COMMON 206197105 124,223 3,071,982 SH DEFINED 1 3,071,982 CONCORD EFS INC COMMON 206197105 253 6,260 SH DEFINED 1,4 6,260 CONCORD EFS INC COMMON 206197105 5,035 124,520 SH DEFINED 2 124,520 CONCORD EFS INC COMMON 206197105 615 15,200 SH DEFINED 2,3 15,200 CONCORD EFS INC COMMON 206197105 82 2,031 SH DEFINED 5 2,031 CONMED CORP COMMON 207410101 77 4,000 SH DEFINED 1 4,000 CONOCO INC CL B COMMON 208251405 198 7,000 SH DEFINED 1 7,000 CONSECO INC COMMON 208464107 12,800 795,000 SH DEFINED 1 795,000 CONSECO INC COMMON 208464107 79 4,888 SH DEFINED 5 4,888 CONSTELLATION BRANDS INC A COMMON 21036P108 12,119 168,900 SH DEFINED 1 168,900 CONSTELLATION ENERGY GROUP COMMON 210371100 29,631 671,900 SH DEFINED 1 671,900 CONVERGENT COMMUNICATIONS CO COMMON 211914403 17 182,250 SH DEFINED 1 182,250 CONVERGYS CORP COMMON 212485106 25,776 714,600 SH DEFINED 1 714,600 CONVERGYS CORP COMMON 212485106 1,407 39,000 SH DEFINED 2 39,000 CONVERGYS CORP COMMON 212485106 37 1,015 SH DEFINED 5 1,015

Page 23/90 26 COOPER CAMERON CORP COMMON 216640102 61,488 1,138,665 SH DEFINED 1 1,138,665 COOPER CAMERON CORP COMMON 216640102 58,679 1,086,649 SH DEFINED 1,2 1,086,649 COOPER CAMERON CORP COMMON 216640102 722 13,370 SH DEFINED 1,4 13,370 COOPER CAMERON CORP COMMON 216640102 10,126 187,523 SH DEFINED 2 187,523 COOPER CAMERON CORP COMMON 216640102 759 14,050 SH DEFINED 2,3 14,050 COOPER CAMERON CORP COMMON 216640102 28 523 SH DEFINED 5 523 COORS (ADOLPH) CO COMMON 217016104 12,106 185,000 SH DEFINED 1 185,000 COORS (ADOLPH) CO COMMON 217016104 104 1,590 SH DEFINED 5 1,590 COORSTEK INC COMMON 217020106 3,445 125,000 SH DEFINED 1 125,000 COPART INC COMMON 217204106 12,974 633,200 SH DEFINED 1 633,200 COPEL-CIA PARANAENSE ENER-SP ADR COMMON 20441B407 3,791 456,800 SH DEFINED 1 456,800 COR THERAPEUTICS INC COMMON 217753102 461 20,500 SH DEFINED 1 20,500 COR THERAPEUTICS INC COMMON 217753102 9 400 SH DEFINED 2,3 400 CORE LABORATORIES N.V. COMMON N22717107 17,364 925,100 SH DEFINED 1 925,100 CORE LABORATORIES N.V. COMMON N22717107 62 3,300 SH DEFINED 1,4 3,300 CORE LABORATORIES N.V. COMMON N22717107 1,682 89,600 SH DEFINED 2 89,600 CORE LABORATORIES N.V. COMMON N22717107 195 10,400 SH DEFINED 2,3 10,400 CORNING INC COMMON 219350105 16,378 791,600 SH DEFINED 1 791,600 CORNING INC COMMON 219350105 82,692 3,996,700 SH DEFINED 1,2 3,996,700 CORNING INC COMMON 219350105 2,793 135,000 SH DEFINED 1,4 135,000 CORNING INC COMMON 219350105 7,051 340,800 SH DEFINED 2 340,800 CORNING INC COMMON 219350105 401 19,400 SH DEFINED 2,3 19,400 CORNING INC CVT 0% 11/8/15 CONVERT 219350AJ4 794 1,345,000 PRN DEFINED 1 1,345,000 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 27,800 920,900 SH DEFINED 1 920,900 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 82 2,700 SH DEFINED 1,4 2,700 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 2,258 74,800 SH DEFINED 2 74,800 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 266 8,800 SH DEFINED 2,3 8,800 COST PLUS INC CALIFORNIA COMMON 221485105 325 14,100 SH DEFINED 1 14,100

Page 24/90 27 COSTCO WHOLESALE CORP COMMON 22160K105 126,817 3,231,000 SH DEFINED 1 3,231,000 COSTCO WHOLESALE CORP COMMON 22160K105 1,974 50,300 SH DEFINED 2 50,300 COSTCO WHOLESALE CORP COMMON 22160K105 47 1,207 SH DEFINED 5 1,207 COUNTRYWIDE CREDIT INDUSTRIES, INC. COMMON 222372104 9,663 195,800 SH DEFINED 1 195,800 COUNTRYWIDE CREDIT INDUSTRIES, INC. COMMON 222372104 111,215 2,253,600 SH DEFINED 1,2 2,253,600 COUNTRYWIDE CREDIT INDUSTRIES, INC. COMMON 222372104 7,861 159,300 SH DEFINED 2 159,300 COUNTRYWIDE CREDIT INDUSTRIES, INC. COMMON 222372104 558 11,300 SH DEFINED 2,3 11,300 COVANTA ENERGY CORPORATION COMMON 22281N103 793 47,200 SH DEFINED 1 47,200 COX COMMUNICATIONS INC CL A COMMON 224044107 1,064,201 23,920,000 SH DEFINED 1 23,920,000 COX COMMUNICATIONS INC CL A COMMON 224044107 18,997 427,000 SH DEFINED 2 427,000 COX RADIO INC CL A COMMON 224051102 17,470 831,500 SH DEFINED 1 831,500 CRAYFISH CO LTD SPONS ADR COMMON 225226208 1,386 151,840 SH DEFINED 1 151,840 CRAYFISH CO LTD SPONS ADR COMMON 225226208 1 100 SH DEFINED 1,4 100 CRAYFISH CO LTD SPONS ADR COMMON 225226208 152 16,690 SH DEFINED 2 16,690 CRAYFISH CO LTD SPONS ADR COMMON 225226208 5 500 SH DEFINED 2,3 500 CRED SUIS FIRST BOSTON CVT CONVERT 2254C0AJ6 33 35,000 PRN DEFINED 1,4 35,000 CREDENCE SYSTEMS CO COMMON 225302108 19,578 955,000 SH DEFINED 1 955,000 CREDENCE SYSTEMS CO COMMON 225302108 33,263 1,622,600 SH DEFINED 1,2 1,622,600 CREDENCE SYSTEMS CO COMMON 225302108 543 26,500 SH DEFINED 1,4 26,500 CREDENCE SYSTEMS CO COMMON 225302108 451 22,000 SH DEFINED 2,3 22,000 CROSS TIMBERS OIL CO COMMON 227573102 968 39,100 SH DEFINED 1 39,100 CROWN CASTLE INT CVT PFD 6.25 CONVERT 228227401 8,085 250,000 SH DEFINED 1 250,000 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 14,323 966,974 SH DEFINED 1 966,974 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 51,844 3,500,000 SH DEFINED 1,2 3,500,000 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 764 51,600 SH DEFINED 1,4 51,600 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 6,575 443,900 SH DEFINED 2 443,900 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 252 17,000 SH DEFINED 2,3 17,000

Page 25/90 28 CSC HOLDINGS INC PFD M PREFERRED 126304401 1 10 SH DEFINED 2 10 CSK AUTO CORP COMMON 125965103 759 110,000 SH DEFINED 1 110,000 CTS CORP COMMON 126501105 1,639 79,000 SH DEFINED 1 79,000 CVS CORP COMMON 126650100 3,480 59,500 SH DEFINED 1 59,500 CVS CORP COMMON 126650100 35,638 609,300 SH DEFINED 1,2 609,300 CVS CORP COMMON 126650100 509 8,700 SH DEFINED 2,3 8,700 CYBERNET INTERNET SERVICE WTS COMMON 232503110 12 24,000 SH DEFINED 1 24,000 CYBERONICS INC COMMON 23251P102 6,475 400,000 SH DEFINED 1 400,000 CYMER INC COMMON 232572107 4,326 200,000 SH DEFINED 1 200,000 CYTYC CORP COMMON 232946103 581 35,200 SH DEFINED 1 35,200 CYTYC CORP COMMON 232946103 10 600 SH DEFINED 2,3 600 D.R. HORTON INC. COMMON 23331A109 1,761 83,250 SH DEFINED 1 83,250 DANAHER CORP COMMON 235851102 9,499 174,100 SH DEFINED 1 174,100 DANAHER CORP COMMON 235851102 109,120 2,000,000 SH DEFINED 1,2 2,000,000 DANAHER CORP COMMON 235851102 7,786 142,700 SH DEFINED 2 142,700 DANAHER CORP COMMON 235851102 529 9,700 SH DEFINED 2,3 9,700 DARDEN RESTAURANTS, INC. COMMON 237194105 2,375 100,000 SH DEFINED 1 100,000 DARDEN RESTAURANTS, INC. COMMON 237194105 848 35,700 SH DEFINED 1,4 35,700 DARDEN RESTAURANTS, INC. COMMON 237194105 3,092 130,200 SH DEFINED 2 130,200 DAVITA INC COMMON 23918K108 3,481 205,000 SH DEFINED 1 205,000 DAYTON SUPERIOR WTS 144A COMMON 240028118 138 11,000 SH DEFINED 1 11,000 DDI CORP COMMON 233162106 3,991 236,500 SH DEFINED 1 236,500 DEB SHOPS INC COMMON 242728103 1,788 100,000 SH DEFINED 1 100,000

Page 26/90 29 DELL COMPUTER CORP COMMON 247025109 32,466 1,263,900 SH DEFINED 1 1,263,900 DELL COMPUTER CORP COMMON 247025109 62,934 2,450,000 CALL DEFINED 1 2,450,000 DELL COMPUTER CORP COMMON 247025109 102,750 4,000,000 SH DEFINED 1,2 4,000,000 DELL COMPUTER CORP COMMON 247025109 7,049 274,400 SH DEFINED 2 274,400 DELL COMPUTER CORP COMMON 247025109 557 21,700 SH DEFINED 2,3 21,700 DEVON ENERGY CORP COMMON 25179M103 15,440 265,300 SH DEFINED 1 265,300 DEVON ENERGY CORP COMMON 25179M103 59,364 1,020,000 SH DEFINED 1,2 1,020,000 DEVON ENERGY CORP COMMON 25179M103 908 15,600 SH DEFINED 2 15,600 DEVON ENERGY CORP COMMON 25179M103 844 14,500 SH DEFINED 2,3 14,500 DEVON ENERGY CORP COMMON 25179M103 37 629 SH DEFINED 5 629 DEVON ENERGY-KERRMCGEE CVT PFD CONVERT 492386305 24,318 453,700 SH DEFINED 1 453,700 DEVON ENERGY-KERRMCGEE CVT PFD CONVERT 492386305 3,538 66,000 SH DEFINED 2 66,000 DEVRY INC COMMON 251893103 20,076 668,100 SH DEFINED 1 668,100 DEVRY INC COMMON 251893103 72 2,400 SH DEFINED 1,4 2,400 DEVRY INC COMMON 251893103 1,947 64,800 SH DEFINED 2 64,800 DEVRY INC COMMON 251893103 225 7,500 SH DEFINED 2,3 7,500 DIACRIN INC COMMON 25243N103 333 280,000 SH DEFINED 1 280,000 DIAMONDCLUSTER INTL INC A COMMON 25278P106 21,687 2,496,300 SH DEFINED 1 2,496,300 DIAMONDCLUSTER INTL INC A COMMON 25278P106 60 6,940 SH DEFINED 1,4 6,940 DIAMONDCLUSTER INTL INC A COMMON 25278P106 1,294 149,000 SH DEFINED 2 149,000 DIAMONDCLUSTER INTL INC A COMMON 25278P106 154 17,700 SH DEFINED 2,3 17,700 DIGITAL LIGHTWAVE INC COMMON 253855100 10,156 576,200 SH DEFINED 1 576,200 DIGITAL LIGHTWAVE INC COMMON 253855100 25 1,400 SH DEFINED 1,4 1,400 DIGITAL LIGHTWAVE INC COMMON 253855100 699 39,670 SH DEFINED 2 39,670 DIGITAL LIGHTWAVE INC COMMON 253855100 86 4,900 SH DEFINED 2,3 4,900 DOBSON COMM PIK PFD PREFERRED 256072307 23,098 24,971 SH DEFINED 1 24,971 DOBSON COMMUNICATIONS CORP A COMMON 256069105 83 5,000 SH DEFINED 1 5,000 DOCUMENTUM INC COMMON 256159104 1,100 100,000 SH DEFINED 1 100,000

Page 27/90 30 DOLLAR GENERAL CORP COMMON 256669102 25,671 1,255,900 SH DEFINED 1 1,255,900 DOLLAR GENERAL CORP COMMON 256669102 67 3,300 SH DEFINED 1,4 3,300 DOLLAR GENERAL CORP COMMON 256669102 1,797 87,900 SH DEFINED 2 87,900 DOLLAR GENERAL CORP COMMON 256669102 184 9,000 SH DEFINED 2,3 9,000 DOLLAR TREE STORES INC COMMON 256747106 13,056 677,700 SH DEFINED 1 677,700 DOLLAR TREE STORES INC COMMON 256747106 482 25,000 SH DEFINED 1,4 25,000 DOLLAR TREE STORES INC COMMON 256747106 1,753 91,001 SH DEFINED 2 91,001 DOLLAR TREE STORES INC COMMON 256747106 8 400 SH DEFINED 2,3 400 DOWNEY FINANCIAL CORP COMMON 261018105 2,002 44,200 SH DEFINED 1 44,200 DOWNEY FINANCIAL CORP COMMON 261018105 72 1,600 SH DEFINED 2 1,600 DRIL-QUIP INC COMMON 262037104 960 40,000 SH DEFINED 1 40,000 DST SYSTEMS INC COMMON 233326107 45,964 953,800 SH DEFINED 1 953,800 DST SYSTEMS INC COMMON 233326107 77,403 1,606,200 SH DEFINED 1,2 1,606,200 DST SYSTEMS INC COMMON 233326107 6,207 128,800 SH DEFINED 1,4 128,800 DST SYSTEMS INC COMMON 233326107 4,424 91,800 SH DEFINED 2 91,800 DST SYSTEMS INC COMMON 233326107 1,301 27,000 SH DEFINED 2,3 27,000 DTE ENERGY CO COMMON 233331107 7,642 192,000 SH DEFINED 1 192,000 DUKE POWER CO COMMON 264399106 66,815 1,563,300 SH DEFINED 1 1,563,300 DUKE POWER CO COMMON 264399106 2,731 63,900 SH DEFINED 1,4 63,900 DUKE POWER CO COMMON 264399106 419 9,800 SH DEFINED 2 9,800 DUKE POWER CO COMMON 264399106 9 200 SH DEFINED 2,3 200 DUKE POWER CO COMMON 264399106 32 751 SH DEFINED 5 751 DUPONT PHOTOMASKS COMMON 26613X101 3,949 90,000 SH DEFINED 1 90,000 DYNEGY INC COMMON 26816Q101 226,046 4,431,400 SH DEFINED 1 4,431,400 DYNEGY INC COMMON 26816Q101 438,487 8,596,100 SH DEFINED 1,2 8,596,100 DYNEGY INC COMMON 26816Q101 41,456 812,700 SH DEFINED 1,4 812,700 DYNEGY INC COMMON 26816Q101 13,936 273,200 SH DEFINED 2 273,200 DYNEGY INC COMMON 26816Q101 4,183 82,000 SH DEFINED 2,3 82,000 E M C CORP MASS COMMON 268648102 116 3,940 SH DEFINED 5 3,940

Page 28/90 31 EARTHGRAINS CO COMMON 270319106 6,547 308,100 SH DEFINED 1 308,100 EARTHGRAINS CO COMMON 270319106 39 1,847 SH DEFINED 5 1,847 EARTHLINK INC COMMON 270321102 4,062 335,000 SH DEFINED 1 335,000 EARTHWATCH CORP CVT PFD CONVERT 270324502 59 117,221 SH DEFINED 1 117,221 EARTHWATCH INC CVT PFD144A SER C CONVERT 270324601 505 2,021,026 SH DEFINED 1 2,021,026 EAST WEST BANCORP INC COMMON 27579R104 712 37,000 SH DEFINED 1 37,000 EASTMAN KODAK CO COMMON 277461109 973 24,400 SH DEFINED 1 24,400 EATON VANCE CORP COMMON 278265103 28,516 918,400 SH DEFINED 1 918,400 EATON VANCE CORP COMMON 278265103 99 3,200 SH DEFINED 1,4 3,200 EATON VANCE CORP COMMON 278265103 2,331 75,070 SH DEFINED 2 75,070 EATON VANCE CORP COMMON 278265103 270 8,700 SH DEFINED 2,3 8,700 ECLIPSYS CORP COMMON 278856109 13,625 698,700 SH DEFINED 1 698,700 ECLIPSYS CORP COMMON 278856109 39 2,000 SH DEFINED 1,4 2,000 ECLIPSYS CORP COMMON 278856109 967 49,580 SH DEFINED 2 49,580 ECLIPSYS CORP COMMON 278856109 113 5,800 SH DEFINED 2,3 5,800 EDEN BIOSCIENCE CORP COMMON 279445100 1,488 100,000 SH DEFINED 1 100,000 EDISON INTERNATIONAL COMMON 281020107 52,910 4,185,900 SH DEFINED 1 4,185,900 EDISON INTERNATIONAL COMMON 281020107 41,080 3,250,000 SH DEFINED 1,2 3,250,000 EDISON INTERNATIONAL COMMON 281020107 29 2,300 SH DEFINED 2 2,300 EDISON INTERNATIONAL COMMON 281020107 547 43,245 SH DEFINED 5 43,245 EDISON SCHOOLS INC COMMON 281033100 6,637 327,760 SH DEFINED 1 327,760 EDWARDS (A.G.) INC COMMON 281760108 7,030 190,000 SH DEFINED 1 190,000 EDWARDS (A.G.) INC COMMON 281760108 855 23,100 SH DEFINED 1,4 23,100 EDWARDS (A.G.) INC COMMON 281760108 3,130 84,600 SH DEFINED 2 84,600 EDWARDS J D & CO COMMON 281667105 38 3,868 SH DEFINED 5 3,868

Page 29/90 32 EDWARDS LIFESCIENCES CORP COMMON 28176E108 17,387 887,100 SH DEFINED 1 887,100 EDWARDS LIFESCIENCES CORP COMMON 28176E108 31 1,605 SH DEFINED 5 1,605 EFUNDS CORP COMMON 28224R101 1,028 53,400 SH DEFINED 1 53,400 EGL INC COMMON 268484102 244 10,000 SH DEFINED 1 10,000 EL PASO CORP COMMON 28336L109 126,519 1,937,500 SH DEFINED 1 1,937,500 EL PASO CORP COMMON 28336L109 145,619 2,230,000 SH DEFINED 1,2 2,230,000 EL PASO CORP COMMON 28336L109 10,951 167,700 SH DEFINED 1,4 167,700 EL PASO CORP COMMON 28336L109 3,010 46,100 SH DEFINED 2 46,100 EL PASO CORP COMMON 28336L109 2,344 35,900 SH DEFINED 2,3 35,900 EL PASO CORP COMMON 28336L109 28 436 SH DEFINED 5 436 EL PASO ENERGY CAP CVT PFD 4.75% CONVERT 283678209 6,683 82,500 SH DEFINED 1 82,500 ELAN CORP ADR COMMON 284131208 15,090 288,800 SH DEFINED 1 288,800 ELAN CORP ADR COMMON 284131208 104,500 2,000,000 SH DEFINED 1,2 2,000,000 ELAN CORP ADR COMMON 284131208 7,435 142,300 SH DEFINED 2 142,300 ELAN CORP ADR COMMON 284131208 580 11,100 SH DEFINED 2,3 11,100 ELANTEC SEMICONDUCTOR INC COMMON 284155108 2,655 100,000 SH DEFINED 1 100,000 ELECTRO SCIENTIFIC INDUSTRIES INC COMMON 285229100 5,613 200,000 SH DEFINED 1 200,000 ELECTRONIC ARTS INC COMMON 285512109 18,608 343,000 SH DEFINED 1 343,000 ELECTRONIC ARTS INC COMMON 285512109 53,311 982,700 SH DEFINED 1,2 982,700 ELECTRONIC ARTS INC COMMON 285512109 163 3,000 SH DEFINED 1,4 3,000 ELECTRONIC ARTS INC COMMON 285512109 5,105 94,100 SH DEFINED 2 94,100 ELECTRONIC ARTS INC COMMON 285512109 456 8,400 SH DEFINED 2,3 8,400 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 117,189 2,097,900 SH DEFINED 1 2,097,900 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 167,580 3,000,000 SH DEFINED 1,2 3,000,000 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 12,485 223,500 SH DEFINED 2 223,500 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 804 14,400 SH DEFINED 2,3 14,400 ELECTRONIC RETAILING WTS EXP 2/1/04 COMMON 285825113 23 23,312 SH DEFINED 1 23,312

Page 30/90 33 EMBRAER AIRCRAFT ADR COMMON 29081M102 1,982 52,300 SH DEFINED 1 52,300 EMBRATEL PARTICIPACOES ADR COMMON 29081N100 7,799 838,600 SH DEFINED 1 838,600 EMBRATEL PARTICIPACOES ADR COMMON 29081N100 800 86,000 SH DEFINED 1,4 86,000 EMBRATEL PARTICIPACOES ADR COMMON 29081N100 913 98,200 SH DEFINED 2 98,200 EMC CORP COMMON 268648102 457,219 15,551,680 SH DEFINED 1 15,551,680 EMC CORP COMMON 268648102 4,410 150,000 PUT DEFINED 1 150,000 EMC CORP COMMON 268648102 58,800 2,000,000 SH DEFINED 1,2 2,000,000 EMC CORP COMMON 268648102 11,375 386,900 SH DEFINED 1,4 386,900 EMC CORP COMMON 268648102 8,342 283,750 SH DEFINED 2 283,750 EMC CORP COMMON 268648102 253 8,600 SH DEFINED 2,3 8,600 EMCORE CORP COMMON 290846104 9,017 359,800 SH DEFINED 1 359,800 EMCORE CORP COMMON 290846104 33 1,300 SH DEFINED 1,4 1,300 EMCORE CORP COMMON 290846104 873 34,820 SH DEFINED 2 34,820 EMCORE CORP COMMON 290846104 105 4,200 SH DEFINED 2,3 4,200 EMMIS COMMUNICATIONS CORP. COMMON 291525103 6,488 256,300 SH DEFINED 1 256,300 EMULEX CORP COMMON 292475209 151 8,000 SH DEFINED 1 8,000 EMULEX CORP COMMON 292475209 2 100 SH DEFINED 2,3 100 ENCORE ACQUISITION CO COMMON 29255W100 762 60,000 SH DEFINED 1 60,000 ENDESA - SPONDORED ADR COMMON 29258N107 655 39,600 SH DEFINED 1 39,600 ENERGY EAST CORP COMMON 29266M109 9,204 530,500 SH DEFINED 1 530,500 ENRON CORP COMMON 293561106 175,532 3,021,200 SH DEFINED 1 3,021,200 ENRON CORP COMMON 293561106 261,450 4,500,000 SH DEFINED 1,2 4,500,000 ENRON CORP COMMON 293561106 9,607 165,350 SH DEFINED 1,4 165,350 ENRON CORP COMMON 293561106 12,021 206,900 SH DEFINED 2 206,900 ENRON CORP COMMON 293561106 1,871 32,200 SH DEFINED 2,3 32,200 ENRON CORP COMMON 293561106 95 1,636 SH DEFINED 5 1,636

Page 31/90 34 ENSCO INTERNATIONAL INC COMMON 26874Q100 95,438 2,726,800 SH DEFINED 1 2,726,800 ENSCO INTERNATIONAL INC COMMON 26874Q100 122,500 3,500,000 SH DEFINED 1,2 3,500,000 ENSCO INTERNATIONAL INC COMMON 26874Q100 917 26,200 SH DEFINED 1,4 26,200 ENSCO INTERNATIONAL INC COMMON 26874Q100 12,100 345,700 SH DEFINED 2 345,700 ENSCO INTERNATIONAL INC COMMON 26874Q100 606 17,300 SH DEFINED 2,3 17,300 ENSCO INTERNATIONAL INC COMMON 26874Q100 454 12,982 SH DEFINED 5 12,982 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 6,744 171,600 SH DEFINED 1 171,600 EOG RESOURCES INC COMMON 26875P101 33,128 803,500 SH DEFINED 1 803,500 EOG RESOURCES INC COMMON 26875P101 1,979 48,000 SH DEFINED 2 48,000 EOG RESOURCES INC COMMON 26875P101 39 946 SH DEFINED 5 946 EQUIFAX INC COMMON 294429105 67,934 2,173,900 SH DEFINED 1 2,173,900 EQUIFAX INC COMMON 294429105 615 19,664 SH DEFINED 5 19,664 EQUINIX INC WTS 144A COMMON 29444U114 1,534 21,830 SH DEFINED 1 21,830 EQUINIX INC WTS 144A COMMON 29444U114 12 170 SH DEFINED 2,3 170 EQUITABLE RESOURCES INC COMMON 294549100 145 2,100 SH DEFINED 1 2,100 EQUITABLE RESOURCES INC COMMON 294549100 62 900 SH DEFINED 1,4 900 EVEREST REINSURANCE HLDGS, INC COMMON G3223R108 8,435 126,800 SH DEFINED 1 126,800 EVEREST REINSURANCE HLDGS, INC COMMON G3223R108 13 200 SH DEFINED 2,3 200 EXAR CORP COMMON 300645108 981 50,000 SH DEFINED 1 50,000 EXELON CORP COMMON 30161N101 13,546 206,500 SH DEFINED 1 206,500 EXFO ELECTRO-OPTICAL ENGINEERING COMMON 302043104 2,050 84,300 SH DEFINED 1 84,300 EXFO ELECTRO-OPTICAL ENGINEERING COMMON 302043104 5,747 236,370 SH DEFINED 1,4 236,370 EXFO ELECTRO-OPTICAL ENGINEERING COMMON 302043104 88 3,600 SH DEFINED 2 3,600 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 15,555 308,400 SH DEFINED 1 308,400 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 55 1,100 SH DEFINED 1,4 1,100 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 1,507 29,870 SH DEFINED 2 29,870 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 177 3,500 SH DEFINED 2,3 3,500

Page 32/90 35 EXPRESS SCRIPTS INC CL A COMMON 302182100 70,861 817,500 SH DEFINED 1 817,500 EXPRESS SCRIPTS INC CL A COMMON 302182100 1,248 14,400 SH DEFINED 1,4 14,400 EXPRESS SCRIPTS INC CL A COMMON 302182100 8,283 95,560 SH DEFINED 2 95,560 EXPRESS SCRIPTS INC CL A COMMON 302182100 494 5,700 SH DEFINED 2,3 5,700 EXXON MOBIL CORP COMMON 30231G102 564,744 6,972,146 SH DEFINED 1 6,972,146 EXXON MOBIL CORP COMMON 30231G102 129,600 1,600,000 SH DEFINED 1,2 1,600,000 EXXON MOBIL CORP COMMON 30231G102 23,182 286,200 SH DEFINED 1,4 286,200 EXXON MOBIL CORP COMMON 30231G102 12,215 150,801 SH DEFINED 2 150,801 EXXON MOBIL CORP COMMON 30231G102 222 2,743 SH DEFINED 5 2,743 F.Y.I. INC COMMON 302712104 2,675 80,000 SH DEFINED 1 80,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1,963 65,000 SH DEFINED 1 65,000 FAIRCHILD SEMICONDUCTOR INTL CL A COMMON 303726103 639 48,000 SH DEFINED 1 48,000 FAMILY DOLLAR STORES INC COMMON 307000109 11,676 454,300 SH DEFINED 1 454,300 FAMILY DOLLAR STORES INC COMMON 307000109 64,250 2,500,000 SH DEFINED 1,2 2,500,000 FAMILY DOLLAR STORES INC COMMON 307000109 4,567 177,700 SH DEFINED 2 177,700 FAMILY DOLLAR STORES INC COMMON 307000109 311 12,100 SH DEFINED 2,3 12,100 FAMILY DOLLAR STORES INC COMMON 307000109 77 2,994 SH DEFINED 5 2,994 FANNIE MAE COMMON 313586109 627,980 7,889,200 SH DEFINED 1 7,889,200 FANNIE MAE COMMON 313586109 214,920 2,700,000 SH DEFINED 1,2 2,700,000 FANNIE MAE COMMON 313586109 21,810 274,000 SH DEFINED 1,4 274,000 FANNIE MAE COMMON 313586109 15,379 193,200 SH DEFINED 2 193,200 FANNIE MAE COMMON 313586109 2,802 35,200 SH DEFINED 2,3 35,200 FASTENAL CO COMMON 311900104 9,805 179,900 SH DEFINED 1 179,900 FASTENAL CO COMMON 311900104 33 600 SH DEFINED 1,4 600 FASTENAL CO COMMON 311900104 959 17,600 SH DEFINED 2 17,600 FASTENAL CO COMMON 311900104 109 2,000 SH DEFINED 2,3 2,000 FEDERAL AGRICULTURAL MTG CORP COMMON 313148306 1,359 57,000 SH DEFINED 1 57,000 FEDERAL HOME LN MTG CORP COMMON 313400301 912 14,061 SH DEFINED 5 14,061

Page 33/90 36 FEDERAL NAT MORTGAGE ASSN COMMON 313586109 171 2,144 SH DEFINED 5 2,144 FEDERATED INVESTORS INC COMMON 314211103 31,123 1,097,800 SH DEFINED 1 1,097,800 FEDERATED INVESTORS INC COMMON 314211103 499 17,600 SH DEFINED 1,4 17,600 FEDERATED INVESTORS INC COMMON 314211103 4,275 150,800 SH DEFINED 2 150,800 FEDERATED INVESTORS INC COMMON 314211103 315 11,100 SH DEFINED 2,3 11,100 FEI CO COMMON 30241L109 8,273 375,000 SH DEFINED 1 375,000 FIDELITY NATIONAL FINANCIAL COMMON 316326107 31,725 1,185,100 SH DEFINED 1 1,185,100 FIDELITY NATIONAL FINANCIAL COMMON 316326107 993 37,100 SH DEFINED 1,4 37,100 FIDELITY NATIONAL FINANCIAL COMMON 316326107 5,715 213,500 SH DEFINED 2 213,500 FIDELITY NATIONAL FINANCIAL COMMON 316326107 276 10,300 SH DEFINED 2,3 10,300 FIFTH THIRD BANCORP COMMON 316773100 68,833 1,288,100 SH DEFINED 1 1,288,100 FIFTH THIRD BANCORP COMMON 316773100 71,441 1,336,900 SH DEFINED 1,2 1,336,900 FIFTH THIRD BANCORP COMMON 316773100 497 9,300 SH DEFINED 2 9,300 FIFTH THIRD BANCORP COMMON 316773100 1,021 19,100 SH DEFINED 2,3 19,100 FIFTH THIRD BANCORP COMMON 316773100 54 1,008 SH DEFINED 5 1,008 FIRST DATA CORP COMMON 319963104 1,299,206 21,758,600 SH DEFINED 1 21,758,600 FIRST DATA CORP COMMON 319963104 141,513 2,370,000 SH DEFINED 1,2 2,370,000 FIRST DATA CORP COMMON 319963104 20,707 346,800 SH DEFINED 2 346,800 FIRST DATA CORP COMMON 319963104 2,293 38,400 SH DEFINED 2,3 38,400 FIRST DATA CORP COMMON 319963104 889 14,896 SH DEFINED 5 14,896 FIRST HEALTH GROUP CORP COMMON 320960107 121,751 2,774,950 SH DEFINED 1 2,774,950 FIRST HEALTH GROUP CORP COMMON 320960107 1,597 36,400 SH DEFINED 1,4 36,400 FIRST HEALTH GROUP CORP COMMON 320960107 6,555 149,400 SH DEFINED 2 149,400 FIRST HEALTH GROUP CORP COMMON 320960107 759 17,300 SH DEFINED 2,3 17,300 FIRST HEALTH GROUP CORP COMMON 320960107 76 1,725 SH DEFINED 5 1,725 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 8,350 400,000 SH DEFINED 1 400,000 FIRST REPUBLIC NON CVT 144A PREFERRED 336163209 4,475 5,000 SH DEFINED 1 5,000 FIRST UNION CORP COMMON 337358105 4,125 125,000 SH DEFINED 1,4 125,000

Page 34/90 37 FISERV INC COMMON 337738108 168,311 3,745,450 SH DEFINED 1 3,745,450 FISERV INC COMMON 337738108 269,625 6,000,000 SH DEFINED 1,2 6,000,000 FISERV INC COMMON 337738108 878 19,540 SH DEFINED 1,4 19,540 FISERV INC COMMON 337738108 26,758 595,450 SH DEFINED 2 595,450 FISERV INC COMMON 337738108 1,848 41,125 SH DEFINED 2,3 41,125 FLEET BOSTON FINANCIAL CORP COMMON 339030108 89,120 2,360,800 SH DEFINED 1 2,360,800 FLEET BOSTON FINANCIAL CORP COMMON 339030108 660 17,491 SH DEFINED 5 17,491 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 1,203 80,200 SH DEFINED 1 80,200 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 5 300 SH DEFINED 2,3 300 FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 21,716 611,559 SH DEFINED 1 611,559 FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 2,535 71,400 SH DEFINED 1,4 71,400 FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 2,850 80,250 SH DEFINED 2 80,250 FOOTSTAR INC COMMON 344912100 9,395 234,000 SH DEFINED 1 234,000 FORD MOTOR CO COMMON 345370860 4,218 150,000 SH DEFINED 1,4 150,000 FOREST LABORATORIES INC COMMON 345838106 64,311 1,085,600 SH DEFINED 1 1,085,600 FOREST LABORATORIES INC COMMON 345838106 191,938 3,240,000 SH DEFINED 1,2 3,240,000 FOREST LABORATORIES INC COMMON 345838106 8,696 146,800 SH DEFINED 1,4 146,800 FOREST LABORATORIES INC COMMON 345838106 10,936 184,600 SH DEFINED 2 184,600 FOREST LABORATORIES INC COMMON 345838106 1,712 28,900 SH DEFINED 2,3 28,900 FOREST OIL CORP COMMON 346091705 641 21,450 SH DEFINED 1 21,450 FORRESTER RESEARCH INC COMMON 346563109 15,123 635,100 SH DEFINED 1 635,100 FORRESTER RESEARCH INC COMMON 346563109 48 2,000 SH DEFINED 1,4 2,000 FORRESTER RESEARCH INC COMMON 346563109 1,214 50,970 SH DEFINED 2 50,970 FORRESTER RESEARCH INC COMMON 346563109 143 6,000 SH DEFINED 2,3 6,000 FOUR SEASONS HOTELS INC COMMON 35100E104 7,884 159,300 SH DEFINED 1 159,300 FOUR SEASONS HOTELS INC COMMON 35100E104 17,037 344,250 SH DEFINED 1,4 344,250 FOUR SEASONS HOTELS INC COMMON 35100E104 260 5,250 SH DEFINED 2 5,250 FPL GROUP INC COMMON 302571104 12,959 211,400 SH DEFINED 1 211,400

Page 35/90 38 FREDDIE MAC COMMON 313400301 868,933 13,403,260 SH DEFINED 1 13,403,260 FREDDIE MAC COMMON 313400301 386,789 5,966,200 SH DEFINED 1,2 5,966,200 FREDDIE MAC COMMON 313400301 17,666 272,500 SH DEFINED 1,4 272,500 FREDDIE MAC COMMON 313400301 22,619 348,900 SH DEFINED 2 348,900 FREDDIE MAC COMMON 313400301 3,196 49,300 SH DEFINED 2,3 49,300 FRED'S INC COMMON 356108100 8,006 350,000 SH DEFINED 1 350,000 FRONTIER AIRLINES INC COMMON 359065109 4,570 375,000 SH DEFINED 1 375,000 FUELCELL ENERGY INC COMMON 35952H106 717 14,200 SH DEFINED 1 14,200 FUELCELL ENERGY INC COMMON 35952H106 379 7,500 SH DEFINED 1,4 7,500 G A P INC COMMON 364760108 812 34,231 SH DEFINED 5 34,231 GABELLI ASSET MANAGEMENT CL A COMMON 36239Y102 168 5,000 SH DEFINED 1 5,000 GAP INC COMMON 364760108 237,746 10,023,000 SH DEFINED 1 10,023,000 GAP INC COMMON 364760108 47,440 2,000,000 SH DEFINED 1,2 2,000,000 GAP INC COMMON 364760108 640 27,000 SH DEFINED 1,4 27,000 GAP INC COMMON 364760108 2,410 101,600 SH DEFINED 2 101,600 GARMIN LTD COMMON G37260109 12,064 607,000 SH DEFINED 1 607,000 GATEWAY INC COMMON 367626108 10,790 641,900 SH DEFINED 1 641,900 GATEWAY INC COMMON 367626108 129 7,702 SH DEFINED 5 7,702 GATX CORP COMMON 361448103 13,180 310,400 SH DEFINED 1 310,400 GENENCOR INTL INC COMMON 368709101 1,509 150,000 SH DEFINED 1 150,000 GENENTECH INC COMMON 368710406 30,128 596,600 SH DEFINED 1 596,600 GENENTECH INC COMMON 368710406 33,835 670,000 SH DEFINED 1,2 670,000 GENENTECH INC COMMON 368710406 6,828 135,200 SH DEFINED 1,4 135,200 GENENTECH INC COMMON 368710406 114 2,250 SH DEFINED 2 2,250 GENENTECH INC COMMON 368710406 136 2,700 SH DEFINED 2,3 2,700

Page 36/90 39 GENERAL ELECTRIC CO COMMON 369604103 881,220 21,051,600 SH DEFINED 1 21,051,600 GENERAL ELECTRIC CO COMMON 369604103 376,740 9,000,000 SH DEFINED 1,2 9,000,000 GENERAL ELECTRIC CO COMMON 369604103 879 21,000 SH DEFINED 1,4 21,000 GENERAL ELECTRIC CO COMMON 369604103 13,671 326,600 SH DEFINED 2 326,600 GENERAL ELECTRIC CO COMMON 369604103 1,486 35,500 SH DEFINED 2,3 35,500 GENERAL ELECTRIC CO COMMON 369604103 323 7,720 SH DEFINED 5 7,720 GENERAL MOTORS COMMON 370442105 980 18,900 SH DEFINED 1 18,900 GENERAL MOTORS CORP CL H COMMON 370442832 54,064 2,772,500 SH DEFINED 1 2,772,500 GENERAL MOTORS CORP CL H COMMON 370442832 97,500 5,000,000 SH DEFINED 1,2 5,000,000 GENERAL MOTORS CORP CL H COMMON 370442832 3,900 200,000 SH DEFINED 1,4 200,000 GENERAL MOTORS CORP CL H COMMON 370442832 9,204 472,000 SH DEFINED 2 472,000 GENERAL MOTORS CORP CL H COMMON 370442832 491 25,200 SH DEFINED 2,3 25,200 GENESCO INC COMMON 371532102 35,012 1,277,800 SH DEFINED 1 1,277,800 GENESCO INC COMMON 371532102 126 4,600 SH DEFINED 1,4 4,600 GENESCO INC COMMON 371532102 2,737 99,900 SH DEFINED 2 99,900 GENESCO INC COMMON 371532102 318 11,600 SH DEFINED 2,3 11,600 GENETECH INC CVT SER REGS 144A CONVERT 771196AG7 479 650,000 PRN DEFINED 1 650,000 GENZYME CORP COMMON 372917104 103,184 1,142,300 SH DEFINED 1 1,142,300 GENZYME CORP COMMON 372917104 7,561 83,700 SH DEFINED 2 83,700 GENZYME CORP COMMON 372917104 9 100 SH DEFINED 2,3 100 GEORGIA PACIFIC CORP COMMON 373298108 13,794 469,200 SH DEFINED 1 469,200 GETTY IMAGES INC COMMON 374276103 806 50,000 SH DEFINED 1 50,000 GIBRALTAR STEEL CORP COMMON 37476F103 1,036 65,000 SH DEFINED 1 65,000 GILEAD SCIENCES INC COMMON 375558103 25,565 786,600 SH DEFINED 1 786,600 GILEAD SCIENCES INC COMMON 375558103 13 400 SH DEFINED 2,3 400

Page 37/90 40 GLOBAL CROSSING LTD COMMON G3921A100 32,756 2,428,200 SH DEFINED 1 2,428,200 GLOBAL CROSSING LTD COMMON G3921A100 661 49,000 SH DEFINED 2 49,000 GLOBAL CROSSING LTD COMMON G3921A100 8 600 SH DEFINED 2,3 600 GLOBAL MARINE INC COMMON 379352404 9,900 386,700 SH DEFINED 1 386,700 GLOBAL MARINE INC COMMON 379352404 7,099 277,300 SH DEFINED 1,4 277,300 GLOBAL MARINE INC COMMON 379352404 100 3,900 SH DEFINED 2 3,900 GOLDEN STATE BANCORP COMMON 381197102 15,365 551,100 SH DEFINED 1 551,100 GOLDEN WEST FINANCIAL CORP COMMON 381317106 6,724 103,600 SH DEFINED 1 103,600 GOLDEN WEST FINANCIAL CORP COMMON 381317106 8,976 138,300 SH DEFINED 1,4 138,300 GOLDEN WEST FINANCIAL CORP COMMON 381317106 130 2,000 SH DEFINED 2 2,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 140,526 1,651,300 SH DEFINED 1 1,651,300 GOLDMAN SACHS GROUP INC COMMON 38141G104 374,440 4,400,000 SH DEFINED 1,2 4,400,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 10,340 121,500 SH DEFINED 1,4 121,500 GOLDMAN SACHS GROUP INC COMMON 38141G104 24,713 290,400 SH DEFINED 2 290,400 GOLDMAN SACHS GROUP INC COMMON 38141G104 1,634 19,200 SH DEFINED 2,3 19,200 GOLDMAN SACHS GROUP INC COMMON 38141G104 35 416 SH DEFINED 5 416 GRANITE CONSTRUCTION INC COMMON 387328107 802 23,600 SH DEFINED 1 23,600 GRANT PRIDECO INC COMMON 38821G101 7,931 461,100 SH DEFINED 1 461,100 GREATER BAY BANCORP COMMON 391648102 13,380 531,200 SH DEFINED 1 531,200 GREATER BAY BANCORP COMMON 391648102 35 1,400 SH DEFINED 1,4 1,400 GREATER BAY BANCORP COMMON 391648102 1,005 39,900 SH DEFINED 2 39,900 GREATER BAY BANCORP COMMON 391648102 113 4,500 SH DEFINED 2,3 4,500 GREY WOLF INC COMMON 397888108 5,688 875,000 SH DEFINED 1 875,000 GT GROUP TELECOM CL B COMMON 362359408 98 18,000 SH DEFINED 1 18,000 GT GROUP TELECOM INC WTS 144A COMMON 362359101 1,142 32,400 SH DEFINED 1 32,400 GT GROUP TELECOM INC WTS 144A COMMON 362359101 4 100 SH DEFINED 1,4 100

Page 38/90 41 GUIDANT CORP COMMON 401698105 187,149 4,159,800 SH DEFINED 1 4,159,800 GUIDANT CORP COMMON 401698105 3,703 82,300 SH DEFINED 2 82,300 GUILFORD PHARMACEUTICALS INC COMMON 401829106 16,373 885,000 SH DEFINED 1 885,000 GULF INDONESIA RESOURCES LTD COMMON 402284103 2,146 241,700 SH DEFINED 1 241,700 GULF INDONESIA RESOURCES LTD COMMON 402284103 23 2,600 SH DEFINED 2,3 2,600 GULF STATES STEEL WTS EXP 4/15/03 COMMON 402548119 0 17,930 SH DEFINED 1 17,930 GULFMARK OFFSHORE INC COMMON 402629109 3,238 100,000 SH DEFINED 1 100,000 GYMBOREE CORP COMMON 403777105 16,500 1,650,000 SH DEFINED 1 1,650,000 HAIN CELESTIAL GROUP INC COMMON 405217100 11,078 382,000 SH DEFINED 1 382,000 HAIN CELESTIAL GROUP INC COMMON 405217100 29 1,000 SH DEFINED 1,4 1,000 HAIN CELESTIAL GROUP INC COMMON 405217100 721 24,850 SH DEFINED 2 24,850 HAIN CELESTIAL GROUP INC COMMON 405217100 84 2,900 SH DEFINED 2,3 2,900 HALL KINION & ASSOCIATES INC COMMON 406069104 7,425 1,284,400 SH DEFINED 1 1,284,400 HALL KINION & ASSOCIATES INC COMMON 406069104 26 4,500 SH DEFINED 1,4 4,500 HALL KINION & ASSOCIATES INC COMMON 406069104 717 124,100 SH DEFINED 2 124,100 HALL KINION & ASSOCIATES INC COMMON 406069104 83 14,400 SH DEFINED 2,3 14,400 HALLIBURTON CO COMMON 406216101 34,200 930,600 SH DEFINED 1 930,600 HALLIBURTON CO COMMON 406216101 272 7,400 SH DEFINED 2 7,400 HALLIBURTON CO COMMON 406216101 74 2,005 SH DEFINED 5 2,005 HANDSPRING INC COMMON 410293104 11,152 959,300 SH DEFINED 1 959,300 HANDSPRING INC COMMON 410293104 8 700 SH DEFINED 2,3 700 HANOVER COMPRESSOR INC COMMON 410768105 50,330 1,587,700 SH DEFINED 1 1,587,700 HANOVER COMPRESSOR INC COMMON 410768105 155 4,900 SH DEFINED 1,4 4,900 HANOVER COMPRESSOR INC COMMON 410768105 3,709 117,000 SH DEFINED 2 117,000 HANOVER COMPRESSOR INC COMMON 410768105 431 13,600 SH DEFINED 2,3 13,600

Page 39/90 42 HARLEY-DAVIDSON INC COMMON 412822108 39,631 1,044,300 SH DEFINED 1 1,044,300 HARLEY-DAVIDSON INC COMMON 412822108 7,590 200,000 PUT DEFINED 1 200,000 HARLEY-DAVIDSON INC COMMON 412822108 259,844 6,847,000 SH DEFINED 1,2 6,847,000 HARLEY-DAVIDSON INC COMMON 412822108 683 18,000 SH DEFINED 1,4 18,000 HARLEY-DAVIDSON INC COMMON 412822108 13,541 356,800 SH DEFINED 2 356,800 HARLEY-DAVIDSON INC COMMON 412822108 1,928 50,800 SH DEFINED 2,3 50,800 HARLEY-DAVIDSON INC COMMON 412822108 23 598 SH DEFINED 5 598 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 3,839 150,000 SH DEFINED 1 150,000 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 36 1,424 SH DEFINED 5 1,424 HARRAH'S ENTERTAINMENT INC COMMON 413619107 12,746 433,100 SH DEFINED 1 433,100 HARTFORD FINANCIAL SERVICES GRP COMMON 416515104 170,481 2,889,500 SH DEFINED 1 2,889,500 HARTFORD FINANCIAL SERVICES GRP COMMON 416515104 5,198 88,100 SH DEFINED 2 88,100 HCA THE HEALTHCARE CO COMMON 404119109 371,885 9,234,800 SH DEFINED 1 9,234,800 HCA THE HEALTHCARE CO COMMON 404119109 235,580 5,850,000 SH DEFINED 1,2 5,850,000 HCA THE HEALTHCARE CO COMMON 404119109 7,659 190,200 SH DEFINED 1,4 190,200 HCA THE HEALTHCARE CO COMMON 404119109 16,406 407,400 SH DEFINED 2 407,400 HCA THE HEALTHCARE CO COMMON 404119109 2,593 64,400 SH DEFINED 2,3 64,400 HCC INSURANCE HOLDINGS INC COMMON 404132102 37,453 1,416,000 SH DEFINED 1 1,416,000 HCC INSURANCE HOLDINGS INC COMMON 404132102 106 4,000 SH DEFINED 1,4 4,000 HCC INSURANCE HOLDINGS INC COMMON 404132102 2,632 99,500 SH DEFINED 2 99,500 HCC INSURANCE HOLDINGS INC COMMON 404132102 307 11,600 SH DEFINED 2,3 11,600 HEALTH MANAGEMENT ASSOCIATES A COMMON 421933102 232,403 14,945,500 SH DEFINED 1 14,945,500 HEALTH MANAGEMENT ASSOCIATES A COMMON 421933102 181,063 11,643,900 SH DEFINED 1,2 11,643,900 HEALTH MANAGEMENT ASSOCIATES A COMMON 421933102 3,058 196,648 SH DEFINED 1,4 196,648 HEALTH MANAGEMENT ASSOCIATES A COMMON 421933102 19,024 1,223,400 SH DEFINED 2 1,223,400 HEALTH MANAGEMENT ASSOCIATES A COMMON 421933102 1,065 68,513 SH DEFINED 2,3 68,513 HEALTH MANAGEMENT ASSOCIATES A COMMON 421933102 549 35,279 SH DEFINED 5 35,279

Page 40/90 43 HEALTHSOUTH CORP COMMON 421924101 80,566 6,250,300 SH DEFINED 1 6,250,300 HEALTHSOUTH CORP COMMON 421924101 1,237 95,960 SH DEFINED 1,4 95,960 HEALTHSOUTH CORP COMMON 421924101 5,135 398,400 SH DEFINED 2 398,400 HEALTHSOUTH CORP COMMON 421924101 596 46,200 SH DEFINED 2,3 46,200 HEALTHSOUTH CORP COMMON 421924101 22 1,734 SH DEFINED 5 1,734 HEDSTROM HOLDINGS INC 144A COMMON 422914200 0 303 SH DEFINED 2 303 HEIDRICK & STRUGGLES INTL COMMON 422819102 28,859 997,300 SH DEFINED 1 997,300 HEIDRICK & STRUGGLES INTL COMMON 422819102 81 2,800 SH DEFINED 1,4 2,800 HEIDRICK & STRUGGLES INTL COMMON 422819102 2,165 74,800 SH DEFINED 2 74,800 HEIDRICK & STRUGGLES INTL COMMON 422819102 252 8,700 SH DEFINED 2,3 8,700 HELMERICH & PAYNE, INC. COMMON 423452101 9,260 200,000 SH DEFINED 1 200,000 HENRY SCHEIN, INC COMMON 806407102 603 16,400 SH DEFINED 1 16,400 HERMAN MILLER, INC. COMMON 600544100 4,856 210,000 SH DEFINED 1 210,000 HI/FN INC COMMON 428358105 3,344 200,000 SH DEFINED 1 200,000 HISPANIC BROADCASTING CORP COMMON 43357B104 53,576 2,805,000 SH DEFINED 1 2,805,000 HISPANIC BROADCASTING CORP COMMON 43357B104 110,780 5,800,000 SH DEFINED 1,2 5,800,000 HISPANIC BROADCASTING CORP COMMON 43357B104 1,206 63,130 SH DEFINED 1,4 63,130 HISPANIC BROADCASTING CORP COMMON 43357B104 12,675 663,600 SH DEFINED 2 663,600 HISPANIC BROADCASTING CORP COMMON 43357B104 665 34,800 SH DEFINED 2,3 34,800 HISPANIC BROADCASTING CORP COMMON 43357B104 8 424 SH DEFINED 5 424 HITACHI LTD ADR COMMON 433578507 4,363 50,000 SH DEFINED 1 50,000 HOME DEPOT INC COMMON 437076102 164,478 3,816,200 SH DEFINED 1 3,816,200 HOME DEPOT INC COMMON 437076102 53,875 1,250,000 SH DEFINED 1,2 1,250,000 HOME DEPOT INC COMMON 437076102 3,069 71,200 SH DEFINED 2 71,200 HOME DEPOT INC COMMON 437076102 250 5,800 SH DEFINED 2,3 5,800 HOME DEPOT INC COMMON 437076102 125 2,890 SH DEFINED 5 2,890 HOMESTORE.COM INC COMMON 437852106 4,073 171,500 SH DEFINED 1 171,500

Page 41/90 44 HONEYWELL INTL INC COMMON 438516106 497,768 12,200,200 SH DEFINED 1 12,200,200 HONEYWELL INTL INC COMMON 438516106 40,800 1,000,000 SH DEFINED 1,2 1,000,000 HONEYWELL INTL INC COMMON 438516106 12,795 313,600 SH DEFINED 1,4 313,600 HONEYWELL INTL INC COMMON 438516106 8,384 205,500 SH DEFINED 2 205,500 HUMAN GENOME SCIENCES INC COMMON 444903108 667 14,500 SH DEFINED 2 14,500 I B M COMMON 459200101 71 741 SH DEFINED 5 741 I2 TECHNOLOGIES INC COMMON 465754109 11,923 822,300 SH DEFINED 1 822,300 I2 TECHNOLOGIES INC COMMON 465754109 218 15,000 SH DEFINED 1,4 15,000 I2 TECHNOLOGIES INC COMMON 465754109 4 300 SH DEFINED 2,3 300 I2 TECHNOLOGIES INC COMMON 465754109 9 619 SH DEFINED 5 619 ICN PHARMACEUTICALS INC COMMON 448924100 68,786 2,704,900 SH DEFINED 1 2,704,900 ICU MEDICAL INC COMMON 44930G107 6,055 173,000 SH DEFINED 1 173,000 ICU MEDICAL INC COMMON 44930G107 4 100 SH DEFINED 2,3 100 IDEC PHARMACEUTICALS CORP COMMON 449370105 57,072 1,426,800 SH DEFINED 1 1,426,800 IDEC PHARMACEUTICALS CORP COMMON 449370105 36,000 900,000 SH DEFINED 1,2 900,000 IDEC PHARMACEUTICALS CORP COMMON 449370105 360 9,000 SH DEFINED 1,4 9,000 IDEC PHARMACEUTICALS CORP COMMON 449370105 732 18,300 SH DEFINED 2,3 18,300 IDEC PHARMACEUTICALS CORP COMMON 449370105 10 249 SH DEFINED 5 249 II-VI INC COMMON 902104108 2,525 200,000 SH DEFINED 1 200,000 ILLINOIS TOOL WORKS COMMON 452308109 1,626 28,600 SH DEFINED 1 28,600 I-MANY INC COMMON 44973Q103 1,308 115,000 SH DEFINED 1 115,000 IMMUNEX CORP COMMON 452528102 1,288 90,000 SH DEFINED 1 90,000 IMS HEALTH INC COMMON 449934108 60,836 2,443,200 SH DEFINED 1 2,443,200 IMS HEALTH INC COMMON 449934108 10 400 SH DEFINED 2,3 400 IMS HEALTH INC COMMON 449934108 270 10,849 SH DEFINED 5 10,849 INAMED CORP COMMON 453235103 26,838 1,130,000 SH DEFINED 1 1,130,000

Page 42/90 45 INCYTE PHARMACEUTICALS INC COMMON 45337C102 3,300 215,000 SH DEFINED 1 215,000 INDYMAC MORTGAGE HOLDINGS COMMON 456607100 908 31,600 SH DEFINED 1 31,600 INET TECHNOLOGIES INC COMMON 45662V105 1,182 201,200 SH DEFINED 1 201,200 INFORTE CORP COMMON 45677R107 6,175 771,900 SH DEFINED 1 771,900 INFORTE CORP COMMON 45677R107 21 2,650 SH DEFINED 1,4 2,650 INFORTE CORP COMMON 45677R107 609 76,180 SH DEFINED 2 76,180 INFORTE CORP COMMON 45677R107 69 8,600 SH DEFINED 2,3 8,600 INFOSYS TECHNOLOGIES ADR COMMON 456788108 104 1,590 SH DEFINED 1,4 1,590 INFOSYS TECHNOLOGIES ADR COMMON 456788108 1,464 22,350 SH DEFINED 2 22,350 INFOSYS TECHNOLOGIES ADR COMMON 456788108 26 390 SH DEFINED 2,3 390 INGERSOLL RAND CO COMMON 456866102 4,765 120,000 SH DEFINED 1 120,000 INGERSOLL RAND CO COMMON 456866102 2,645 66,600 SH DEFINED 1,4 66,600 INGERSOLL RAND CO COMMON 456866102 35 892 SH DEFINED 5 892 INSIGHT ENTERPRISES INC COMMON 45765U103 16,163 765,112 SH DEFINED 1 765,112 INSITUFORM TECHNOLOGIES INC COMMON 457667103 27,663 847,900 SH DEFINED 1 847,900 INSITUFORM TECHNOLOGIES INC COMMON 457667103 101 3,100 SH DEFINED 1,4 3,100 INSITUFORM TECHNOLOGIES INC COMMON 457667103 2,667 81,760 SH DEFINED 2 81,760 INSITUFORM TECHNOLOGIES INC COMMON 457667103 297 9,100 SH DEFINED 2,3 9,100 INTEGRATED DEVICE TECH INC COMMON 458118106 6,662 225,000 SH DEFINED 1 225,000 INTEGRATED DEVICE TECH INC COMMON 458118106 46 1,548 SH DEFINED 5 1,548 INTEGRATED MEASUREMENT SYSTEMS COMMON 457923100 1,991 175,000 SH DEFINED 1 175,000 INTEL CORP COMMON 458140100 59,558 2,263,500 SH DEFINED 1 2,263,500 INTEL CORP COMMON 458140100 65,781 2,500,000 SH DEFINED 1,2 2,500,000 INTEL CORP COMMON 458140100 7,118 270,500 SH DEFINED 2 270,500 INTEL CORP COMMON 458140100 318 12,100 SH DEFINED 2,3 12,100 INTERMAGNETICS GENERAL CORP COMMON 458771102 4,850 200,000 SH DEFINED 1 200,000

Page 43/90 46 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 27,466 545,500 SH DEFINED 1 545,500 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 1,118 22,200 SH DEFINED 1,4 22,200 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 5,322 105,700 SH DEFINED 2 105,700 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 141 2,800 SH DEFINED 2,3 2,800 INTERNATIONAL PAPER CO COMMON 460146103 34,067 944,200 SH DEFINED 1 944,200 INTERNATIONAL PAPER CO COMMON 460146103 433 11,991 SH DEFINED 5 11,991 INTERNATIONAL SPEEDWAY CORP CL-A COMMON 460335201 3,803 102,600 SH DEFINED 1 102,600 INTERNATIONAL SPEEDWAY CORP CL-A COMMON 460335201 11 300 SH DEFINED 1,4 300 INTERNATIONAL SPEEDWAY CORP CL-A COMMON 460335201 352 9,500 SH DEFINED 2 9,500 INTERNATIONAL SPEEDWAY CORP CL-A COMMON 460335201 41 1,100 SH DEFINED 2,3 1,100 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 7,964 291,100 SH DEFINED 1 291,100 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 1,051 38,400 SH DEFINED 2 38,400 INTERPUBLIC GROUP OF COMPANIES INC COMMON 460690100 39,073 1,137,500 SH DEFINED 1 1,137,500 INTERPUBLIC GROUP OF COMPANIES INC COMMON 460690100 302 8,800 SH DEFINED 2 8,800 INTERPUBLIC GROUP OF COMPANIES INC COMMON 460690100 10 300 SH DEFINED 2,3 300 INTERPUBLIC GROUP OF COMPANIES INC COMMON 460690100 55 1,610 SH DEFINED 5 1,610 INTERSIL HLDG CORP WARRANT 144A COMMON 46069S117 215 800 SH DEFINED 1 800 INTERSIL HLDG CORP WARRANT 144A COMMON 46069S117 7 25 SH DEFINED 1,4 255 INTERWOVEN INC COMMON 46114T102 604 60,000 SH DEFINED 1 60,000 INT'L BUSINESS MACHINES CORP COMMON 459200101 83,734 870,600 SH DEFINED 1 870,600 INT'L BUSINESS MACHINES CORP COMMON 459200101 914 9,500 SH DEFINED 2 9,500 INT'L FLAVORS AND FRAGRANCES, INC. COMMON 459506101 838 38,000 SH DEFINED 1 38,000 INTRANET SOLUTIONS INC COMMON 460939309 4,692 196,000 SH DEFINED 1 196,000 INTRAWEST CORP COMMON 460915200 1,725 100,000 SH DEFINED 1 100,000

Page 44/90 47 INTUIT INC COMMON 461202103 15,401 555,000 SH DEFINED 1 555,000 INTUIT INC COMMON 461202103 111,000 4,000,000 SH DEFINED 1,2 4,000,000 INTUIT INC COMMON 461202103 8,053 290,200 SH DEFINED 2 290,200 INTUIT INC COMMON 461202103 538 19,400 SH DEFINED 2,3 19,400 INVERNESS MEDICAL TECHNOLOGY INC COMMON 461268104 6,903 265,000 SH DEFINED 1 265,000 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 36,091 704,900 SH DEFINED 1 704,900 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 87 1,700 SH DEFINED 1,4 1,700 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 2,381 46,500 SH DEFINED 2 46,500 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 246 4,800 SH DEFINED 2,3 4,800 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 29,178 497,700 SH DEFINED 1 497,700 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 94 1,600 SH DEFINED 1,4 1,600 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 2,046 34,900 SH DEFINED 2 34,900 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 235 4,000 SH DEFINED 2,3 4,000 INVITROGEN CORP COMMON 46185R100 37,057 675,600 SH DEFINED 1 675,600 INVITROGEN CORP COMMON 46185R100 60,335 1,100,000 SH DEFINED 1,2 1,100,000 INVITROGEN CORP COMMON 46185R100 735 13,400 SH DEFINED 1,4 13,400 INVITROGEN CORP COMMON 46185R100 3,225 58,800 SH DEFINED 2 58,800 INVITROGEN CORP COMMON 46185R100 894 16,300 SH DEFINED 2,3 16,300 IPCS INC WTS 144A COMMON 44980Y115 142 7,000 SH DEFINED 1 7,000 IRON MOUNTAIN INC COMMON 462846106 51,391 1,341,100 SH DEFINED 1 1,341,100 IRON MOUNTAIN INC COMMON 462846106 69 1,800 SH DEFINED 1,4 1,800 IRON MOUNTAIN INC COMMON 462846106 1,905 49,700 SH DEFINED 2 49,700 IRON MOUNTAIN INC COMMON 462846106 226 5,900 SH DEFINED 2,3 5,900 ISHARES TRUST-RUSSELL 2000 COMMON 464287655 30,643 342,000 SH DEFINED 1 342,000 IVAX CORP COMMON 465823102 44,450 1,411,100 SH DEFINED 1 1,411,100 IVAX CORP COMMON 465823102 154,901 4,917,500 SH DEFINED 1,2 4,917,500 IVAX CORP COMMON 465823102 12,156 385,900 SH DEFINED 1,4 385,900 IVAX CORP COMMON 465823102 173 5,500 SH DEFINED 2 5,500 IVAX CORP COMMON 465823102 2,473 78,500 SH DEFINED 2,3 78,500

Page 45/90 48 J. D. EDWARDS & COMPANY COMMON 281667105 6,630 680,000 SH DEFINED 1 680,000 J. JILL GROUP INC COMMON 466189917 3,063 175,000 SH DEFINED 1 175,000 J. JILL GROUP INC. COMMON 466189107 3,605 206,000 SH DEFINED 1 206,000 J.C. PENNY CORP. COMMON 708160106 9,594 600,000 PUT DEFINED 1 600,000 J.P. MORGAN CHASE & CO COMMON 46625H100 1,050 23,379 SH DEFINED 5 23,379 JACK HENRY & ASSOCIATES INC COMMON 426281101 129,594 5,471,000 SH DEFINED 1 5,471,000 JACK HENRY & ASSOCIATES INC COMMON 426281101 379 16,000 SH DEFINED 1,4 16,000 JACK HENRY & ASSOCIATES INC COMMON 426281101 11,273 475,900 SH DEFINED 2 475,900 JACK HENRY & ASSOCIATES INC COMMON 426281101 1,120 47,300 SH DEFINED 2,3 47,300 JACK IN THE BOX INC COMMON 466367109 31,918 1,065,700 SH DEFINED 1 1,065,700 JACK IN THE BOX INC COMMON 466367109 69 2,300 SH DEFINED 1,4 2,300 JACK IN THE BOX INC COMMON 466367109 1,492 49,800 SH DEFINED 2 49,800 JACK IN THE BOX INC COMMON 466367109 180 6,000 SH DEFINED 2,3 6,000 JACOBS ENGINEERING GROUP INC COMMON 469814107 4,779 82,400 SH DEFINED 1 82,400 JACOBS ENGINEERING GROUP INC COMMON 469814107 17 300 SH DEFINED 1,4 300 JACOBS ENGINEERING GROUP INC COMMON 469814107 447 7,700 SH DEFINED 2 7,700 JACOBS ENGINEERING GROUP INC COMMON 469814107 46 800 SH DEFINED 2,3 800 JAZZTEL PLC ADR COMMON 47214R152 66 8,609 SH DEFINED 1 8,609 JDS UNIPHASE CORP COMMON 46612J101 63,390 3,438,080 SH DEFINED 1 3,438,080 JDS UNIPHASE CORP COMMON 46612J101 27,656 1,500,000 SH DEFINED 1,2 1,500,000 JDS UNIPHASE CORP COMMON 46612J101 1,991 108,000 SH DEFINED 1,4 108,000 JDS UNIPHASE CORP COMMON 46612J101 2,187 118,600 SH DEFINED 2 118,600 JDS UNIPHASE CORP COMMON 46612J101 51 2,771 SH DEFINED 5 2,771 JEFFERSON SMURFIT GRP ADR COMMON 47508W107 275 16,500 SH DEFINED 1 16,500 JOHNSON & JOHNSON COMMON 478160104 572,334 6,543,200 SH DEFINED 1 6,543,200 JOHNSON & JOHNSON COMMON 478160104 12,333 141,000 SH DEFINED 2 141,000

Page 46/90 49 JONES APPAREL GROUP INC COMMON 480074103 46,528 1,230,900 SH DEFINED 1 1,230,900 JONES APPAREL GROUP INC COMMON 480074103 635 16,800 SH DEFINED 1,4 16,800 JONES APPAREL GROUP INC COMMON 480074103 2,147 56,800 SH DEFINED 2 56,800 JONES APPAREL GROUP INC COMMON 480074103 223 5,900 SH DEFINED 2,3 5,900 JONES APPAREL GROUP INC COMMON 480074103 12 319 SH DEFINED 5 319 JP MORGAN CHASE & CO COMMON 46625H100 1,036,682 23,088,690 SH DEFINED 1 23,088,690 JP MORGAN CHASE & CO COMMON 46625H100 718,400 16,000,000 SH DEFINED 1,2 16,000,000 JP MORGAN CHASE & CO COMMON 46625H100 7,745 172,500 SH DEFINED 1,4 172,500 JP MORGAN CHASE & CO COMMON 46625H100 43,810 975,730 SH DEFINED 2 975,730 JP MORGAN CHASE & CO COMMON 46625H100 2,411 53,690 SH DEFINED 2,3 53,690 JUNIPER NETWORKS INC COMMON 48203R104 71,300 1,878,300 SH DEFINED 1 1,878,300 JUNIPER NETWORKS INC COMMON 48203R104 34,164 900,000 SH DEFINED 1,2 900,000 JUNIPER NETWORKS INC COMMON 48203R104 3,549 93,500 SH DEFINED 1,4 93,500 JUNIPER NETWORKS INC COMMON 48203R104 1,583 41,700 SH DEFINED 2 41,700 JUNIPER NETWORKS INC COMMON 48203R104 15 400 SH DEFINED 2,3 400 JUNIPER NETWORKS INC COMMON 48203R104 16 425 SH DEFINED 5 425 KB HOME COMMON 48666K109 2,448 75,000 SH DEFINED 1,4 75,000 KEITHLEY INSTRUMENTS INC COMMON 487584104 10,206 630,000 SH DEFINED 1 630,000 KEMET CORP COMMON 488360108 2,880 170,000 SH DEFINED 1 170,000 KENNETH COLE PRODUCTIONS CL A COMMON 193294105 1,248 50,000 SH DEFINED 1 50,000 KENT ELECTRONICS CORP COMMON 490553104 2,700 150,000 SH DEFINED 1 150,000 KERR-MCGEE CORP COMMON 492386107 47,740 735,600 SH DEFINED 1 735,600 KERR-MCGEE CORP COMMON 492386107 72,364 1,115,000 SH DEFINED 1,2 1,115,000 KERR-MCGEE CORP COMMON 492386107 8,684 133,800 SH DEFINED 2 133,800 KERR-MCGEE CORP COMMON 492386107 350 5,400 SH DEFINED 2,3 5,400 KERR-MCGEE CVT CONVERT 492386AP2 1,236 1,000,000 PRN DEFINED 1 1,000,000 KESTREL SOLUTIONS CVT 144A CONVERT 49254QAA0 15,525 17,250,000 PRN DEFINED 1 17,250,000

Page 47/90 50 KEY ENERGY GROUP COMMON 492914106 26,147 2,443,600 SH DEFINED 1 2,443,600 KEYSPAN CORP COMMON 49337W100 3,012 79,000 SH DEFINED 1 79,000 KIMBERLY-CLARK CORP COMMON 494368103 283,529 4,180,000 SH DEFINED 1 4,180,000 KIMBERLY-CLARK CORP COMMON 494368103 5,223 77,000 SH DEFINED 2 77,000 KINDER MORGAN INC COMMON 49455P101 67,080 1,260,900 SH DEFINED 1 1,260,900 KINDER MORGAN INC COMMON 49455P101 1,271 23,900 SH DEFINED 1,4 23,900 KINDER MORGAN INC COMMON 49455P101 8,134 152,900 SH DEFINED 2 152,900 KINDER MORGAN INC COMMON 49455P101 399 7,500 SH DEFINED 2,3 7,500 KING PHARMACEUTICALS INC COMMON 495582108 10,004 245,500 SH DEFINED 1 245,500 KING PHARMACEUTICALS INC COMMON 495582108 57,274 1,405,500 SH DEFINED 1,2 1,405,500 KING PHARMACEUTICALS INC COMMON 495582108 835 20,500 SH DEFINED 2,3 20,500 KLA-TENCOR CORP COMMON 482480100 52,676 1,337,800 SH DEFINED 1 1,337,800 KLA-TENCOR CORP COMMON 482480100 160,311 4,071,400 SH DEFINED 1,2 4,071,400 KLA-TENCOR CORP COMMON 482480100 1,213 30,800 SH DEFINED 1,4 30,800 KLA-TENCOR CORP COMMON 482480100 5,469 138,900 SH DEFINED 2 138,900 KLA-TENCOR CORP COMMON 482480100 1,390 35,300 SH DEFINED 2,3 35,300 KLA-TENCOR CORP COMMON 482480100 9 223 SH DEFINED 5 223 KMC TELECOM HLDNGS-WTSEXP 4/15/08 COMMON 482562121 0 35 SH DEFINED 1 35 KNIGHT TRADING GROUP INC COMMON 499063105 12,765 872,800 SH DEFINED 1 872,800 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 1 53,095 SH DEFINED 1 53,095 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 0 500 SH DEFINED 2,3 500 KOHLS CORP COMMON 500255104 78,309 1,269,400 SH DEFINED 1 1,269,400 KOHLS CORP COMMON 500255104 336,211 5,450,000 SH DEFINED 1,2 5,450,000 KOHLS CORP COMMON 500255104 16,453 266,700 SH DEFINED 1,4 266,700 KOHLS CORP COMMON 500255104 13,214 214,200 SH DEFINED 2 214,200 KOHLS CORP COMMON 500255104 2,097 34,000 SH DEFINED 2,3 34,000 KOHLS CORP COMMON 500255104 30 485 SH DEFINED 5 485 KONINKLIJKE PHILIPS ELECTRS SPONS A COMMON 500472303 278 10,395 SH DEFINED 5 10,395

Page 48/90 51 KOPIN CORP COMMON 500600101 277 48,100 SH DEFINED 1 48,100 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 30,713 1,322,706 SH DEFINED 1 1,322,706 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 2,875 123,800 SH DEFINED 1,4 123,800 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 3,307 142,419 SH DEFINED 2 142,419 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 127 5,450 SH DEFINED 2,3 5,450 KROGER CORP COMMON 501044101 345,810 13,408,700 SH DEFINED 1 13,408,700 KROGER CORP COMMON 501044101 4,454 172,700 SH DEFINED 2 172,700 KROGER CORP COMMON 501044101 857 33,248 SH DEFINED 5 33,248 KULICKE & SOFFA INDUSTRIES COMMON 501242101 5,866 432,500 SH DEFINED 1 432,500 L S I LOGIC CORP COMMON 502161102 10,287 654,000 SH DEFINED 1 654,000 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 26,077 330,300 SH DEFINED 1 330,300 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 10,911 138,200 SH DEFINED 1,2 138,200 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 6,087 77,100 SH DEFINED 1,4 77,100 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 2,250 28,500 SH DEFINED 2 28,500 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 63 800 SH DEFINED 2,3 800 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 47 601 SH DEFINED 5 601 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 125,132 1,040,600 SH DEFINED 1 1,040,600 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 57,720 480,000 SH DEFINED 1,2 480,000 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 8,819 73,340 SH DEFINED 1,4 73,340 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 12,109 100,700 SH DEFINED 2 100,700 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 1,359 11,300 SH DEFINED 2,3 11,300 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 34 282 SH DEFINED 5 282 LABRANCHE & CO INC COMMON 505447102 20,904 650,000 SH DEFINED 1 650,000 LABRANCHE & CO INC COMMON 505447102 58 1,800 SH DEFINED 1,4 1,800 LABRANCHE & CO INC COMMON 505447102 1,524 47,400 SH DEFINED 2 47,400 LABRANCHE & CO INC COMMON 505447102 170 5,300 SH DEFINED 2,3 5,300 LAM RESEARCH CORP COMMON 512807108 16,668 701,800 SH DEFINED 1 701,800 LAM RESEARCH CORP COMMON 512807108 4,133 174,000 SH DEFINED 1,4 174,000 LAM RESEARCH CORP COMMON 512807108 55 2,300 SH DEFINED 2 2,300

Page 49/90 52 LAMAR ADV CVT 5.25 CONVERT 512815AF8 1,318 1,300,000 PRN DEFINED 1 1,300,000 LAMAR ADVERTISING CO COMMON 512815101 76,978 2,094,650 SH DEFINED 1 2,094,650 LAMAR ADVERTISING CO COMMON 512815101 165,375 4,500,000 SH DEFINED 1,2 4,500,000 LAMAR ADVERTISING CO COMMON 512815101 963 26,200 SH DEFINED 1,4 26,200 LAMAR ADVERTISING CO COMMON 512815101 18,471 502,600 SH DEFINED 2 502,600 LAMAR ADVERTISING CO COMMON 512815101 805 21,900 SH DEFINED 2,3 21,900 LANDAMERICA FINANCIAL GROUP COMMON 514936103 4,394 123,500 SH DEFINED 1 123,500 LARGE SCALE BIOLOGY CORP COMMON 517053104 513 108,000 SH DEFINED 1 108,000 LATTICE SEMICONDUCTOR CORP COMMON 518415104 6,820 375,000 SH DEFINED 1 375,000 LATTICE SEMICONDUCTOR CORP COMMON 518415104 50 2,731 SH DEFINED 5 2,731 LEARNING TREE INTL INC COMMON 522015106 5,675 273,900 SH DEFINED 1 273,900 LEGG MASON INC COMMON 524901105 26,780 636,100 SH DEFINED 1 636,100 LEGG MASON INC COMMON 524901105 63 1,500 SH DEFINED 1,4 1,500 LEGG MASON INC COMMON 524901105 1,688 40,100 SH DEFINED 2 40,100 LEGG MASON INC COMMON 524901105 194 4,600 SH DEFINED 2,3 4,600 LEHMAN BROTHERS HOLDING INC COMMON 524908100 26,334 420,000 SH DEFINED 1 420,000 LEHMAN BROTHERS HOLDING INC COMMON 524908100 12,390 197,600 SH DEFINED 1,4 197,600 LEHMAN BROTHERS HOLDING INC COMMON 524908100 107 1,700 SH DEFINED 2 1,700 LEHMAN BROTHERS HOLDING INC COMMON 524908100 19 300 SH DEFINED 2,3 300 LEVEL 3 COMM INC COMMON 52729N100 7,186 413,600 SH DEFINED 1 413,600 LIFEPOINT HOSPITALS INC COMMON 53219L109 70,338 1,967,500 SH DEFINED 1 1,967,500 LIFEPOINT HOSPITALS INC COMMON 53219L109 136 3,800 SH DEFINED 1,4 3,800 LIFEPOINT HOSPITALS INC COMMON 53219L109 3,557 99,500 SH DEFINED 2 99,500 LIFEPOINT HOSPITALS INC COMMON 53219L109 429 12,000 SH DEFINED 2,3 12,000 LIGHTBRIDGE INC COMMON 532226107 598 52,300 SH DEFINED 1 52,300 LILLY (ELI) & CO COMMON 532457108 7,666 100,000 SH DEFINED 1 100,000 LILLY (ELI) & CO COMMON 532457108 537 7,000 SH DEFINED 2 7,000

Page 50/90 53 LINCARE HOLDINGS INC COMMON 532791100 96,156 1,816,400 SH DEFINED 1 1,816,400 LINCARE HOLDINGS INC COMMON 532791100 836 15,800 SH DEFINED 1,4 15,800 LINCARE HOLDINGS INC COMMON 532791100 8,920 168,500 SH DEFINED 2 168,500 LINCARE HOLDINGS INC COMMON 532791100 794 15,000 SH DEFINED 2,3 15,000 LINEAR TECHNOLOGY CORP COMMON 535678106 26,941 656,100 SH DEFINED 1 656,100 LINEAR TECHNOLOGY CORP COMMON 535678106 112,922 2,750,000 SH DEFINED 1,2 2,750,000 LINEAR TECHNOLOGY CORP COMMON 535678106 6,024 146,700 SH DEFINED 2 146,700 LINEAR TECHNOLOGY CORP COMMON 535678106 411 10,000 SH DEFINED 2,3 10,000 LINENS 'N THINGS INC COMMON 535679104 55,619 2,022,500 SH DEFINED 1 2,022,500 LINENS 'N THINGS INC COMMON 535679104 152 5,540 SH DEFINED 1,4 5,540 LINENS 'N THINGS INC COMMON 535679104 3,424 124,500 SH DEFINED 2 124,500 LINENS 'N THINGS INC COMMON 535679104 396 14,400 SH DEFINED 2,3 14,400 LOCKHEAD MARTIN CORP COMMON 539830109 43,714 1,226,200 SH DEFINED 1 1,226,200 LOCKHEAD MARTIN CORP COMMON 539830109 139,035 3,900,000 SH DEFINED 1,2 3,900,000 LOCKHEAD MARTIN CORP COMMON 539830109 5,565 156,100 SH DEFINED 2 156,100 LOCKHEAD MARTIN CORP COMMON 539830109 1,312 36,800 SH DEFINED 2,3 36,800 LONG DISTANCE INTL WTS EXP 4/13/08 COMMON 542904115 0 26,430 SH DEFINED 1 26,430 LONG DISTANCE INTL WTS EXP 4/13/08 COMMON 542904115 0 300 SH DEFINED 2,3 300 LORAL SPACE & COMMUNICATIONS COMMON G56462107 6 2,664 SH DEFINED 1 2,664 LOUIS DREYFUS NATURAL GAS CORP COMMON 546011107 5,550 150,000 SH DEFINED 1 150,000 LOWES COMPANIES CVT 144A CONVERT 548661CD7 8,466 13,000,000 PRN DEFINED 1 13,000,000 LOWE'S COMPANIES INC COMMON 548661107 17,599 301,100 SH DEFINED 1 301,100 LOWE'S COMPANIES INC COMMON 548661107 139,941 2,394,200 SH DEFINED 1,2 2,394,200 LOWE'S COMPANIES INC COMMON 548661107 9,948 170,200 SH DEFINED 2 170,200 LOWE'S COMPANIES INC COMMON 548661107 678 11,600 SH DEFINED 2,3 11,600 LTX CORP COMMON 502392103 9,344 500,000 SH DEFINED 1 500,000

Page 51/90 54 MACROMEDIA INC COMMON 556100105 4,979 310,000 SH DEFINED 1 310,000 MACROMEDIA INC COMMON 556100105 429 26,700 SH DEFINED 1,4 26,700 MACROMEDIA INC COMMON 556100105 1,568 97,600 SH DEFINED 2 97,600 MACROVISION CORP COMMON 555904101 44,704 1,026,200 SH DEFINED 1 1,026,200 MACROVISION CORP COMMON 555904101 701 16,100 SH DEFINED 1,4 16,100 MACROVISION CORP COMMON 555904101 4,002 91,870 SH DEFINED 2 91,870 MACROVISION CORP COMMON 555904101 200 4,600 SH DEFINED 2,3 4,600 MANUGISTICS GROUP INC COMMON 565011103 423 23,100 SH DEFINED 1 23,100 MANUGISTICS GROUP INC COMMON 565011103 1,773 96,800 SH DEFINED 1,4 96,800 MANUGISTICS GROUP INC COMMON 565011103 24 1,300 SH DEFINED 2 1,300 MARINE DRILLING CO INC COMMON 568240204 59,531 2,233,800 SH DEFINED 1 2,233,800 MARINE DRILLING CO INC COMMON 568240204 139 5,200 SH DEFINED 1,4 5,200 MARINE DRILLING CO INC COMMON 568240204 3,472 130,300 SH DEFINED 2 130,300 MARINE DRILLING CO INC COMMON 568240204 384 14,400 SH DEFINED 2,3 14,400 MARSH & MCLENNAN CO COMMON 571748102 84,410 888,250 SH DEFINED 1 888,250 MARSH & MCLENNAN CO COMMON 571748102 71,273 750,000 SH DEFINED 1,2 750,000 MARSH & MCLENNAN CO COMMON 571748102 1,045 11,000 SH DEFINED 1,4 11,000 MARSH & MCLENNAN CO COMMON 571748102 4,466 47,000 SH DEFINED 2 47,000 MARSH & MCLENNAN CO COMMON 571748102 22 231 SH DEFINED 5 231 MARTIN MARIETTA MATERIALS INC COMMON 573284106 4,697 110,000 SH DEFINED 1 110,000 MARTIN MARIETTA MATERIALS INC COMMON 573284106 45 1,043 SH DEFINED 5 1,043 MASCO CORP COMMON 574599106 41,094 1,702,300 SH DEFINED 1 1,702,300 MASCO CORP COMMON 574599106 568 23,518 SH DEFINED 5 23,518 MATTEL INC COMMON 577081102 86,955 4,901,660 SH DEFINED 1 4,901,660 MATTEL INC COMMON 577081102 709 39,969 SH DEFINED 5 39,969 MAVERICK TUBE CORP COMMON 577914104 2,060 100,000 SH DEFINED 1 100,000

Page 52/90 55 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 25,374 610,100 SH DEFINED 1 610,100 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 83,180 2,000,000 SH DEFINED 1,2 2,000,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 4,870 117,100 SH DEFINED 1,4 117,100 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 5,976 143,700 SH DEFINED 2 143,700 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 412 9,900 SH DEFINED 2,3 9,900 MBNA CORP COMMON 55262L100 19,834 599,200 SH DEFINED 1 599,200 MBNA CORP COMMON 55262L100 192,374 5,811,900 SH DEFINED 1,2 5,811,900 MBNA CORP COMMON 55262L100 13,465 406,800 SH DEFINED 2 406,800 MBNA CORP COMMON 55262L100 940 28,400 SH DEFINED 2,3 28,400 MCCAW INTL LTD WTS EXP 4/15/07 COMMON 579472119 800 39,500 SH DEFINED 1 39,500 MCDATA CORP COMMON 580031102 1,093 48,200 SH DEFINED 1 48,200 MCDATA CORP COMMON 580031102 66 2,900 SH DEFINED 2 2,900 MCDATA CORP CL A COMMON 580031201 58,557 3,102,359 SH DEFINED 1 3,102,359 MCDATA CORP CL A COMMON 580031201 29,528 1,564,420 SH DEFINED 1,2 1,564,420 MCDATA CORP CL A COMMON 580031201 661 35,000 SH DEFINED 1,4 35,000 MCDATA CORP CL A COMMON 580031201 5,083 269,281 SH DEFINED 2 269,281 MCDATA CORP CL A COMMON 580031201 155 8,237 SH DEFINED 2,3 8,237 MCKESSON HBOC INC COMMON 58155Q103 79,102 2,957,100 SH DEFINED 1 2,957,100 MCKESSON HBOC INC COMMON 58155Q103 66 2,470 SH DEFINED 1,4 2,470 MCKESSON HBOC INC COMMON 58155Q103 1,336 49,950 SH DEFINED 2 49,950 MCKESSON HBOC INC COMMON 58155Q103 158 5,900 SH DEFINED 2,3 5,900 MCKESSON HBOC INC COMMON 58155Q103 440 16,459 SH DEFINED 5 16,459 MCLEOD INC COMMON 582266102 24,295 2,806,700 SH DEFINED 1 2,806,700 MCLEOD INC COMMON 582266102 1,781 205,800 SH DEFINED 2 205,800 MDU RESOURCES GROUP INC COMMON 552690109 932 26,100 SH DEFINED 1 26,100 MEASUREMENT SPECIALTIES INC COMMON 583421102 2,401 125,000 SH DEFINED 1 125,000 MEDIAONE GROUP CVT PFD 7.00% CONVERT 58440J500 982 32,200 SH DEFINED 1 32,200

Page 53/90 56 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 61,421 1,370,400 SH DEFINED 1 1,370,400 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 89,640 2,000,000 SH DEFINED 1,2 2,000,000 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 1,496 33,380 SH DEFINED 1,4 33,380 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 13,926 310,710 SH DEFINED 2 310,710 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 562 12,550 SH DEFINED 2,3 12,550 MEDTRONIC INC COMMON 585055106 167,134 3,654,000 SH DEFINED 1 3,654,000 MEDTRONIC INC COMMON 585055106 182,960 4,000,000 SH DEFINED 1,2 4,000,000 MEDTRONIC INC COMMON 585055106 572 12,500 SH DEFINED 1,4 12,500 MEDTRONIC INC COMMON 585055106 14,230 311,100 SH DEFINED 2 311,100 MEDTRONIC INC COMMON 585055106 892 19,500 SH DEFINED 2,3 19,500 MEDTRONIC INC COMMON 585055106 142 3,100 SH DEFINED 5 3,100 MELLON FINANCIAL CORP COMMON 58551A108 3,347 82,600 SH DEFINED 1 82,600 MENTOR GRAPHICS CORP COMMON 587200106 1,155 56,000 SH DEFINED 1 56,000 MENTOR GRAPHICS CORP COMMON 587200106 2 100 SH DEFINED 2,3 100 MERCK & CO COMMON 589331107 145,819 1,921,200 SH DEFINED 1 1,921,200 MERCK & CO COMMON 589331107 4,706 62,000 SH DEFINED 2 62,000 MERCK & CO COMMON 589331107 65 858 SH DEFINED 5 858 MERCURY COMPUTER SYSTEMS INC COMMON 589378108 1,305 34,000 SH DEFINED 1 34,000 MERCURY COMPUTER SYSTEMS INC COMMON 589378108 23 600 SH DEFINED 2,3 600 MERCURY INTERACTIVE CORP COMMON 589405109 9,137 218,200 SH DEFINED 1 218,200 MERCURY INTERACTIVE CORP COMMON 589405109 34 800 SH DEFINED 1,4 800 MERCURY INTERACTIVE CORP COMMON 589405109 832 19,880 SH DEFINED 2 19,880 MERCURY INTERACTIVE CORP COMMON 589405109 113 2,700 SH DEFINED 2,3 2,700 MERRILL LYNCH & CO COMMON 590188108 235,201 4,245,500 SH DEFINED 1 4,245,500 MERRILL LYNCH & CO COMMON 590188108 531,962 9,602,200 SH DEFINED 1,2 9,602,200 MERRILL LYNCH & CO COMMON 590188108 10,050 181,400 SH DEFINED 1,4 181,400 MERRILL LYNCH & CO COMMON 590188108 21,235 383,300 SH DEFINED 2 383,300 MERRILL LYNCH & CO COMMON 590188108 3,440 62,100 SH DEFINED 2,3 62,100 MERRILL LYNCH & CO COMMON 590188108 121 2,178 SH DEFINED 5 2,178 METHODE ELECTRONICS CL A COMMON 591520200 11,530 642,800 SH DEFINED 1 642,800

Page 54/90 57 METRO ONE TELECOMMUNICATIONS COMMON 59163F105 1,074 32,800 SH DEFINED 1 32,800 METRO ONE TELECOMMUNICATIONS COMMON 59163F105 20 600 SH DEFINED 2,3 600 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 9,199 223,500 SH DEFINED 1 223,500 MGIC INVESTMENT CORP COMMON 552848103 70,719 1,033,600 SH DEFINED 1 1,033,600 MGIC INVESTMENT CORP COMMON 552848103 3,093 45,200 SH DEFINED 2 45,200 MGIC INVESTMENT CORP COMMON 552848103 394 5,764 SH DEFINED 5 5,764 MGM GRAND, INC. COMMON 552953101 10,299 410,300 SH DEFINED 1 410,300 MGM GRAND, INC. COMMON 552953101 75,300 3,000,000 SH DEFINED 1,2 3,000,000 MGM GRAND, INC. COMMON 552953101 5,198 207,100 SH DEFINED 2 207,100 MGM GRAND, INC. COMMON 552953101 369 14,700 SH DEFINED 2,3 14,700 MICHAELS STORES INC COMMON 594087108 689 23,000 SH DEFINED 1 23,000 MICREL INC COMMON 594793101 18,785 672,400 SH DEFINED 1 672,400 MICREL INC COMMON 594793101 49 1,760 SH DEFINED 1,4 1,760 MICREL INC COMMON 594793101 838 29,990 SH DEFINED 2 29,990 MICREL INC COMMON 594793101 101 3,600 SH DEFINED 2,3 3,600 MICROCELL TELECOMMUNICATIONS COMMON 59501T304 2,951 265,257 SH DEFINED 1 265,257 MICROCHIP TECHNOLOGY INC COMMON 595017104 60,915 2,406,500 SH DEFINED 1 2,406,500 MICROCHIP TECHNOLOGY INC COMMON 595017104 107,501 4,246,968 SH DEFINED 1,2 4,246,968 MICROCHIP TECHNOLOGY INC COMMON 595017104 96 3,795 SH DEFINED 1,4 3,795 MICROCHIP TECHNOLOGY INC COMMON 595017104 10,652 420,838 SH DEFINED 2 420,838 MICROCHIP TECHNOLOGY INC COMMON 595017104 732 28,925 SH DEFINED 2,3 28,925 MICROMUSE INC COMMON 595094103 3,439 91,000 SH DEFINED 1 91,000 MICROMUSE INC COMMON 595094103 15 400 SH DEFINED 2,3 400 MICRON TECHNOLOGY INC COMMON 595112103 79,758 1,920,500 SH DEFINED 1 1,920,500 MICRON TECHNOLOGY INC COMMON 595112103 145,355 3,500,000 SH DEFINED 1,2 3,500,000 MICRON TECHNOLOGY INC COMMON 595112103 10,054 242,100 SH DEFINED 2 242,100 MICRON TECHNOLOGY INC COMMON 595112103 731 17,600 SH DEFINED 2,3 17,600

Page 55/90 58 MICROSOFT CORP COMMON 594918104 335,759 6,139,591 SH DEFINED 1 6,139,591 MICROSOFT CORP COMMON 594918104 410,156 7,500,000 SH DEFINED 1,2 7,500,000 MICROSOFT CORP COMMON 594918104 1,777 32,500 SH DEFINED 1,4 32,500 MICROSOFT CORP COMMON 594918104 26,600 486,400 SH DEFINED 2 486,400 MICROSOFT CORP COMMON 594918104 1,602 29,300 SH DEFINED 2,3 29,300 MICROSOFT CORP COMMON 594918104 146 2,665 SH DEFINED 5 2,665 MILLENIUM SEACARRIERS WTS COMMON 60036B115 0 100 SH DEFINED 1 100 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 3,046 100,000 SH DEFINED 1 100,000 MILLER HERMAN INC COMMON 600544100 34 1,461 SH DEFINED 5 1,461 MILLIPORE CORP COMMON 601073109 4,163 90,000 SH DEFINED 1 90,000 MINNESOTA MINING & MFG CO COMMON 604059105 1,714 16,500 SH DEFINED 1 16,500 MIPS TECHNOLOGIES INC COMMON 604567107 6,841 275,000 SH DEFINED 1 275,000 MIPS TECHNOLOGIES INC COMMON 604567107 619 24,900 SH DEFINED 1,4 24,900 MIPS TECHNOLOGIES INC COMMON 604567107 2,266 91,100 SH DEFINED 2 91,100 MIRANT CORP COMMON 604675108 18,201 512,700 SH DEFINED 1 512,700 MIRANT CORP COMMON 604675108 120,700 3,400,000 SH DEFINED 1,2 3,400,000 MIRANT CORP COMMON 604675108 3,955 111,400 SH DEFINED 1,4 111,400 MIRANT CORP COMMON 604675108 1,704 48,000 SH DEFINED 2,3 48,000 MIRANT TRUST I CVT PFD 6.25% CONVERT 60467Q102 4,902 65,800 SH DEFINED 1 65,800 MITCHELL ENERGY & DEVELOPMENT COMMON 606592202 3,938 75,000 SH DEFINED 1 75,000 MOBILE MINI INC COMMON 60740F105 4,823 175,000 SH DEFINED 1 175,000 MOLDFLOW CORP COMMON 608507109 687 36,600 SH DEFINED 1 36,600 MOLECULAR DEVICES CORP COMMON 60851C107 546 12,000 SH DEFINED 1 12,000 MOLECULAR DEVICES CORP COMMON 60851C107 9 200 SH DEFINED 2,3 200

Page 56/90 59 MOLEX INC CL A COMMON 608554200 3,918 140,875 SH DEFINED 1 140,875 MOLEX INC CL A COMMON 608554200 42 1,516 SH DEFINED 5 1,516 MONSANTO CO COMMON 61166W101 18,868 532,100 SH DEFINED 1 532,100 MONTANA POWER CO COMMON 612085100 2,513 178,200 SH DEFINED 1 178,200 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 826,505 15,448,700 SH DEFINED 1 15,448,700 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 409,275 7,650,000 SH DEFINED 1,2 7,650,000 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 2,194 41,000 SH DEFINED 1,4 41,000 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 29,168 545,200 SH DEFINED 2 545,200 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 1,295 24,200 SH DEFINED 2,3 24,200 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 152 2,837 SH DEFINED 5 2,837 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 1,413 200,000 SH DEFINED 1 200,000 NABORS INDUSTRIES INC COMMON 629568106 60,891 1,174,600 SH DEFINED 1 1,174,600 NABORS INDUSTRIES INC COMMON 629568106 213,202 4,112,700 SH DEFINED 1,2 4,112,700 NABORS INDUSTRIES INC COMMON 629568106 18,932 365,200 SH DEFINED 1,4 365,200 NABORS INDUSTRIES INC COMMON 629568106 15,998 308,600 SH DEFINED 2 308,600 NABORS INDUSTRIES INC COMMON 629568106 1,835 35,400 SH DEFINED 2,3 35,400 NANOMETRICS INC COMMON 630077105 788 50,000 SH DEFINED 1 50,000 NASDAQ-100 SHARES COMMON 631100104 120,245 3,071,400 SH DEFINED 1 3,071,400 NASDAQ-100 SHARES COMMON 631100104 220,826 5,640,500 SH DEFINED 1,2 5,640,500 NASDAQ-100 SHARES COMMON 631100104 3,962 101,200 SH DEFINED 1,4 101,200 NASDAQ-100 SHARES COMMON 631100104 25,737 657,400 SH DEFINED 2 657,400 NASDAQ-100 SHARES COMMON 631100104 1,057 27,000 SH DEFINED 2,3 27,000 NATIONAL DATA CORP COMMON 635621105 3,503 150,000 SH DEFINED 1 150,000 NATIONAL DATA CORP COMMON 635621105 616 26,400 SH DEFINED 1,4 26,400 NATIONAL DATA CORP COMMON 635621105 2,279 97,600 SH DEFINED 2 97,600 NATIONAL INSTRUMENTS CORP COMMON 636518102 79,078 2,423,850 SH DEFINED 1 2,423,850 NATIONAL INSTRUMENTS CORP COMMON 636518102 260 7,960 SH DEFINED 1,4 7,960 NATIONAL INSTRUMENTS CORP COMMON 636518102 6,094 186,800 SH DEFINED 2 186,800 NATIONAL INSTRUMENTS CORP COMMON 636518102 705 21,600 SH DEFINED 2,3 21,600

Page 57/90 60 NATIONAL-OILWELL INC COMMON 637071101 104,790 3,026,000 SH DEFINED 1 3,026,000 NATIONAL-OILWELL INC COMMON 637071101 1,544 44,600 SH DEFINED 1,4 44,600 NATIONAL-OILWELL INC COMMON 637071101 10,579 305,500 SH DEFINED 2 305,500 NATIONAL-OILWELL INC COMMON 637071101 700 20,200 SH DEFINED 2,3 20,200 NATIONWIDE FINANCIAL SERVICES-CL A COMMON 638612101 10,437 274,800 SH DEFINED 1 274,800 NATURAL MICROSYSTEMS CORP COMMON 638882100 4,438 500,000 SH DEFINED 1 500,000 NDS GROUP PLC-SPONS ADR COMMON 628891103 9,458 244,070 SH DEFINED 1 244,070 NDS GROUP PLC-SPONS ADR COMMON 628891103 22 580 SH DEFINED 1,4 580 NDS GROUP PLC-SPONS ADR COMMON 628891103 6 150 SH DEFINED 2,3 150 NETAMERICA.COM WTS PRIV PLACEMENT COMMON 754091924 0 83,333 SH DEFINED 1 83,333 NETEGRITY INC COMMON 64110P107 12,436 505,000 SH DEFINED 1 505,000 NEWFIELD EXPLORATION CO COMMON 651290108 22,298 638,900 SH DEFINED 1 638,900 NEWFIELD EXPLORATION CO COMMON 651290108 63 1,800 SH DEFINED 1,4 1,800 NEWFIELD EXPLORATION CO COMMON 651290108 1,738 49,800 SH DEFINED 2 49,800 NEWFIELD EXPLORATION CO COMMON 651290108 202 5,800 SH DEFINED 2,3 5,800 NEWPARK RESOURCES INC COMMON 651718504 2,248 250,000 SH DEFINED 1 250,000 NEWPORT CORP COMMON 651824104 25,143 859,300 SH DEFINED 1 859,300 NEWPORT CORP COMMON 651824104 2,323 79,400 SH DEFINED 1,4 79,400 NEWPORT CORP COMMON 651824104 1,741 59,500 SH DEFINED 2 59,500 NEWPORT CORP COMMON 651824104 6 200 SH DEFINED 2,3 200 NEWPOWER HOLDINGS INC COMMON 652463100 370 56,900 SH DEFINED 1 56,900 NEWPOWER HOLDINGS INC COMMON 652463100 766 117,800 SH DEFINED 1,4 117,800 NEXTEL COMM CVT 144A CONVERT 65332VAW3 651 1,000,000 PRN DEFINED 1 1,000,000 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 471,099 32,772,090 SH DEFINED 1 32,772,090 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 8,704 605,500 SH DEFINED 2 605,500 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 4 300 SH DEFINED 2,3 300

Page 58/90 61 NEXTEL INTERNATIONAL CL B COMMON 65332A927 0 18 SH DEFINED 2 18 NEXTEL PARTNERS INC CL A COMMON 65333F107 8,433 614,000 SH DEFINED 1 614,000 NEXTEL PARTNERS INC CL A COMMON 65333F107 15 1,100 SH DEFINED 2,3 1,100 NIAGARA MOHAWK HOLDINGS INC COMMON 653520106 9,628 569,700 SH DEFINED 1 569,700 NIKE INC CLASS B COMMON 654106103 20,466 504,700 SH DEFINED 1 504,700 NIKE INC CLASS B COMMON 654106103 121,650 3,000,000 SH DEFINED 1,2 3,000,000 NIKE INC CLASS B COMMON 654106103 8,617 212,500 SH DEFINED 2 212,500 NIKE INC CLASS B COMMON 654106103 596 14,700 SH DEFINED 2,3 14,700 NIPPON TELEGRAPH & TELEPH-SP ADR COMMON 654624105 1,068 33,100 SH DEFINED 1 33,100 NISOURCE INC COMMON 65473P105 14,975 481,200 SH DEFINED 1 481,200 NOBLE AFFILIATES INC COMMON 654894104 4,382 105,000 SH DEFINED 1 105,000 NOBLE AFFILIATES INC COMMON 654894104 39 941 SH DEFINED 5 941 NOBLE DRILLING CORP COMMON 655042109 16,110 349,000 SH DEFINED 1 349,000 NOBLE DRILLING CORP COMMON 655042109 114,431 2,479,000 SH DEFINED 1,2 2,479,000 NOBLE DRILLING CORP COMMON 655042109 5,816 126,000 SH DEFINED 2 126,000 NOBLE DRILLING CORP COMMON 655042109 859 18,600 SH DEFINED 2,3 18,600 NOKIA CORP ADR COMMON 654902204 249,074 10,378,100 SH DEFINED 1 10,378,100 NOKIA CORP ADR COMMON 654902204 54,000 2,250,000 SH DEFINED 1,2 2,250,000 NOKIA CORP ADR COMMON 654902204 5,558 231,600 SH DEFINED 2 231,600 NOKIA CORP ADR COMMON 654902204 5 200 SH DEFINED 2,3 200 NOKIA CORP ADR COMMON 654902204 56 2,336 SH DEFINED 5 2,336 NORTEL NETWORKS CORP COMMON 656568102 216,272 15,393,000 SH DEFINED 1 15,393,000 NORTEL NETWORKS CORP COMMON 656568102 56,200 4,000,000 SH DEFINED 1,2 4,000,000 NORTEL NETWORKS CORP COMMON 656568102 27,026 1,923,578 SH DEFINED 1,4 1,923,578 NORTEL NETWORKS CORP COMMON 656568102 3,713 264,300 SH DEFINED 2 264,300 NORTEL NETWORKS CORP COMMON 656568102 73 5,178 SH DEFINED 5 5,178

Page 59/90 62 NORTHERN TRUST CORP COMMON 665859104 5,356 85,700 SH DEFINED 1 85,700 NORTHERN TRUST CORP COMMON 665859104 47,444 759,100 SH DEFINED 1,2 759,100 NORTHERN TRUST CORP COMMON 665859104 5,650 90,400 SH DEFINED 1,4 90,400 NORTHERN TRUST CORP COMMON 665859104 3,463 55,400 SH DEFINED 2 55,400 NORTHERN TRUST CORP COMMON 665859104 256 4,100 SH DEFINED 2,3 4,100 NORTHROP GRUMMAN CO COMMON 666807102 1,157 13,300 SH DEFINED 1 13,300 NORTHROP GRUMMAN CO COMMON 666807102 13,468 154,800 SH DEFINED 1,2 154,800 NORTHROP GRUMMAN CO COMMON 666807102 931 10,700 SH DEFINED 2 10,700 NORTHROP GRUMMAN CO COMMON 666807102 70 800 SH DEFINED 2,3 800 NOVELLUS SYSTEMS INC COMMON 670008101 43,572 1,074,200 SH DEFINED 1 1,074,200 NOVELLUS SYSTEMS INC COMMON 670008101 5,346 131,800 SH DEFINED 1,4 131,800 NOVELLUS SYSTEMS INC COMMON 670008101 2,641 65,100 SH DEFINED 2 65,100 NOVELLUS SYSTEMS INC COMMON 670008101 12 300 SH DEFINED 2,3 300 NOVELLUS SYSTEMS INC COMMON 670008101 55 1,361 SH DEFINED 5 1,361 NOVEN PHARMACEUTICALS INC COMMON 670009109 202 7,150 SH DEFINED 1 7,150 NRG ENERGY INC COMMON 629377102 40,888 1,123,300 SH DEFINED 1 1,123,300 NRG ENERGY INC COMMON 629377102 3,389 93,100 SH DEFINED 1,4 93,100 NRG ENERGY INC COMMON 629377102 5,922 162,700 SH DEFINED 2 162,700 NTELOS INC-WT 144A COMMON 67019U119 99 19,865 SH DEFINED 1 19,865 NTELOS INC-WT 144A COMMON 67019U119 0 60 SH DEFINED 2 60 NTELOS INC-WT 144A COMMON 67019U119 0 75 SH DEFINED 2,3 75 NVIDIA CORP. COMMON 67066G104 5,888 90,700 SH DEFINED 1 90,700 NVIDIA CORP. COMMON 67066G104 19 300 SH DEFINED 2,3 300 OCEAN ENERGY INC COMMON 67481E106 1,159 70,000 SH DEFINED 1,4 70,000 OCEANEERING INTERNATIONAL INC COMMON 675232102 133 6,200 SH DEFINED 1 6,200 OCEANEERING INTERNATIONAL INC COMMON 675232102 54 2,500 SH DEFINED 1,4 2,500

Page 60/90 63 OM GROUP INC COMMON 670872100 53,830 1,010,900 SH DEFINED 1 1,010,900 OM GROUP INC COMMON 670872100 176 3,300 SH DEFINED 1,4 3,300 OM GROUP INC COMMON 670872100 3,983 74,800 SH DEFINED 2 74,800 OM GROUP INC COMMON 670872100 463 8,700 SH DEFINED 2,3 8,700 OMNICOM GROUP INC COMMON 681919106 887,496 10,708,200 SH DEFINED 1 10,708,200 OMNICOM GROUP INC COMMON 681919106 248,640 3,000,000 SH DEFINED 1,2 3,000,000 OMNICOM GROUP INC COMMON 681919106 7,227 87,200 SH DEFINED 1,4 87,200 OMNICOM GROUP INC COMMON 681919106 37,893 457,200 SH DEFINED 2 457,200 OMNICOM GROUP INC COMMON 681919106 1,227 14,800 SH DEFINED 2,3 14,800 ON ASSIGNMENT INC COMMON 682159108 12,817 614,000 SH DEFINED 1 614,000 ON ASSIGNMENT INC COMMON 682159108 40 1,900 SH DEFINED 1,4 1,900 ON ASSIGNMENT INC COMMON 682159108 1,040 49,800 SH DEFINED 2 49,800 ON ASSIGNMENT INC COMMON 682159108 121 5,800 SH DEFINED 2,3 5,800 ONESOURCE INFORMATION SERVICE COMMON 68272J106 1,285 250,000 SH DEFINED 1 250,000 ONI SYSTEMS CORP COMMON 68273F103 6,435 330,000 SH DEFINED 1 330,000 ONO FINANCE PLC WARRANT COMMON 682735113 25 550 SH DEFINED 1 550 OPENWAVE SYSTEMS INC COMMON 683718100 1,440 72,600 SH DEFINED 1 72,600 OPENWAVE SYSTEMS INC COMMON 683718100 4 200 SH DEFINED 2,3 200 OPTIMAL ROBOTICS CORP COMMON 68388R208 1,303 50,000 SH DEFINED 1 50,000 ORACLE SYSTEMS CORP COMMON 68389X105 338,575 22,601,800 SH DEFINED 1 22,601,800 ORACLE SYSTEMS CORP COMMON 68389X105 89,880 6,000,000 SH DEFINED 1,2 6,000,000 ORACLE SYSTEMS CORP COMMON 68389X105 824 55,000 SH DEFINED 1,4 55,000 ORACLE SYSTEMS CORP COMMON 68389X105 5,967 398,300 SH DEFINED 2 398,300 ORACLE SYSTEMS CORP COMMON 68389X105 106 7,088 SH DEFINED 5 7,088 ORAPHARMA INC COMMON 68554E106 2,617 335,000 SH DEFINED 1 335,000 ORATEC INTERVENTIONS INC COMMON 68554M108 40 5,000 SH DEFINED 1 5,000

Page 61/90 64 ORION POWER HOLDINGS INC COMMON 686286105 47,686 1,553,300 SH DEFINED 1 1,553,300 ORION POWER HOLDINGS INC COMMON 686286105 587 19,121 SH DEFINED 5 19,121 ORTHODONTIC CENTERS OF AMERICA, INC COMMON 68750P103 7,101 346,400 SH DEFINED 1 346,400 O'SULLIVAN IND WTS 144A COMMON 67104R112 14 25,000 SH DEFINED 1 25,000 O'SULLIVAN INDS WT PFD SER B 144A COMMON 67104R138 14 25,000 SH DEFINED 1 25,000 OUTBACK STEAKHOUSE INC COMMON 689899102 12,666 497,500 SH DEFINED 1 497,500 OUTBACK STEAKHOUSE INC COMMON 689899102 578 22,700 SH DEFINED 1,4 22,700 OUTBACK STEAKHOUSE INC COMMON 689899102 2,159 84,800 SH DEFINED 2 84,800 OUTBACK STEAKHOUSE INC COMMON 689899102 52 2,056 SH DEFINED 5 2,056 OWENS & MINOR INC COMMON 690732102 83 5,000 SH DEFINED 1 5,000 OXFORD HEALTH PLANS INC COMMON 691471106 27,339 1,022,000 SH DEFINED 1 1,022,000 OXFORD HEALTH PLANS INC COMMON 691471106 67,678 2,530,000 SH DEFINED 1,2 2,530,000 OXFORD HEALTH PLANS INC COMMON 691471106 383 14,300 SH DEFINED 1,4 14,300 OXFORD HEALTH PLANS INC COMMON 691471106 1,394 52,100 SH DEFINED 2 52,100 OXFORD HEALTH PLANS INC COMMON 691471106 976 36,500 SH DEFINED 2,3 36,500 P G & E CORP COMMON 69331C108 70,592 5,670,000 SH DEFINED 1 5,670,000 P G & E CORP COMMON 69331C108 49,800 4,000,000 SH DEFINED 1,2 4,000,000 P G & E CORP COMMON 69331C108 35 2,800 SH DEFINED 2 2,800 P.F. CHANGS CHINA BISTRO INC COMMON 69333Y108 6,024 172,100 SH DEFINED 1 172,100 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 55,798 2,029,000 SH DEFINED 1 2,029,000 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 171 6,200 SH DEFINED 1,4 6,200 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 3,832 139,350 SH DEFINED 2 139,350 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 446 16,200 SH DEFINED 2,3 16,200 PACIFICARE HEALTH SYSTEMS "A" COMMON 695112102 75 3,000 SH DEFINED 1 3,000 PAIN THERAPEUTICS INC COMMON 69562K100 4,071 390,000 SH DEFINED 1 390,000 PANERA BREAD CO COMMON 69840W108 4,013 150,000 SH DEFINED 1 150,000

Page 62/90 65 PARKER-HANNIFIN CORP COMMON 701094104 67,746 1,705,600 SH DEFINED 1 1,705,600 PARKER-HANNIFIN CORP COMMON 701094104 652 16,417 SH DEFINED 5 16,417 PARTNERRE LTD -BERMUDA COMMON G6852T105 6,922 140,500 SH DEFINED 1 140,500 PATHNET INC 144A WTS 4/15/08 COMMON 70321G117 0 30 SH DEFINED 2 30 PATTERSON DENTAL CO COMMON 703412106 10,267 333,900 SH DEFINED 1 333,900 PATTERSON DENTAL CO COMMON 703412106 37 1,200 SH DEFINED 1,4 1,200 PATTERSON DENTAL CO COMMON 703412106 1,002 32,590 SH DEFINED 2 32,590 PATTERSON DENTAL CO COMMON 703412106 120 3,900 SH DEFINED 2,3 3,900 PATTERSON ENERGY INC COMMON 703414102 110,684 3,499,900 SH DEFINED 1 3,499,900 PATTERSON ENERGY INC COMMON 703414102 1,670 52,810 SH DEFINED 1,4 52,810 PATTERSON ENERGY INC COMMON 703414102 11,885 375,800 SH DEFINED 2 375,800 PATTERSON ENERGY INC COMMON 703414102 731 23,100 SH DEFINED 2,3 23,100 PAYCHEX INC COMMON 704326107 10,159 274,118 SH DEFINED 1 274,118 PAYCHEX INC COMMON 704326107 74,125 2,000,000 SH DEFINED 1,2 2,000,000 PAYCHEX INC COMMON 704326107 5,236 141,280 SH DEFINED 2 141,280 PAYCHEX INC COMMON 704326107 359 9,687 SH DEFINED 2,3 9,687 PEGASUS SHIPPING LTD PREFERRED 70557C996 900 15,000 SH DEFINED 1 15,000 PEGASUS SHIPPING WTS 144A COMMON 70557C921 0 15,000 SH DEFINED 1 15,000 PENN NATIONAL GAMING INC COMMON 707569109 2,500 200,000 SH DEFINED 1 200,000 PEOPLESOFT INC COMMON 712713106 5,508 235,000 SH DEFINED 1 235,000 PEOPLESOFT INC COMMON 712713106 9 400 SH DEFINED 2,3 400 PEPSI BOTTLING GROUP INC COMMON 713409100 5,394 141,900 SH DEFINED 1 141,900 PEPSI BOTTLING GROUP INC COMMON 713409100 5,508 144,900 SH DEFINED 1,4 144,900 PEPSI BOTTLING GROUP INC COMMON 713409100 141 3,700 SH DEFINED 2 3,700

Page 63/90 66 PEPSICO INC COMMON 713448108 243,659 5,544,000 SH DEFINED 1 5,544,000 PEPSICO INC COMMON 713448108 147,835 3,363,700 SH DEFINED 1,2 3,363,700 PEPSICO INC COMMON 713448108 14,328 326,000 SH DEFINED 1,4 326,000 PEPSICO INC COMMON 713448108 4,184 95,200 SH DEFINED 2 95,200 PEPSICO INC COMMON 713448108 2,105 47,900 SH DEFINED 2,3 47,900 PEPSICO INC COMMON 713448108 19 438 SH DEFINED 5 438 PEREGRINE SYSTEMS INC COMMON 71366Q101 15,042 771,400 SH DEFINED 1 771,400 PERFORMANCE FOOD GROUP CO. COMMON 713755106 5,250 100,000 SH DEFINED 1 100,000 PERKINELMER INC COMMON 714046109 14,502 276,500 SH DEFINED 1 276,500 PERKINELMER INC COMMON 714046109 414 7,900 SH DEFINED 1,4 7,900 PERKINELMER INC COMMON 714046109 2,412 45,980 SH DEFINED 2 45,980 PERKINELMER INC COMMON 714046109 126 2,400 SH DEFINED 2,3 2,400 PETROLEO BRASILEIRO S.A.- ADR COMMON 71654V101 122 5,600 SH DEFINED 1,4 5,600 PF.NET COMMUNICATIONS WTS 144A COMMON 69333S119 400 20,000 SH DEFINED 1 20,000 PFIZER INC COMMON 717081103 1,471,338 35,930,100 SH DEFINED 1 35,930,100 PFIZER INC COMMON 717081103 786,052 19,195,400 SH DEFINED 1,2 19,195,400 PFIZER INC COMMON 717081103 20,284 495,325 SH DEFINED 1,4 495,325 PFIZER INC COMMON 717081103 41,045 1,002,325 SH DEFINED 2 1,002,325 PFIZER INC COMMON 717081103 5,139 125,500 SH DEFINED 2,3 125,500 PFIZER INC COMMON 717081103 380 9,278 SH DEFINED 5 9,278 PG&E CORP COMMON 69331C108 488 39,163 SH DEFINED 5 39,163 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 3,581 85,000 SH DEFINED 1 85,000 PHARMACIA CORP COMMON 71713U102 277,562 5,510,470 SH DEFINED 1 5,510,470 PHARMACIA CORP COMMON 71713U102 171,329 3,401,400 SH DEFINED 1,2 3,401,400 PHARMACIA CORP COMMON 71713U102 2,367 47,000 SH DEFINED 1,4 47,000 PHARMACIA CORP COMMON 71713U102 4,916 97,600 SH DEFINED 2 97,600 PHARMACIA CORP COMMON 71713U102 912 18,100 SH DEFINED 2,3 18,100 PHARMACIA CORP COMMON 71713U102 437 8,666 SH DEFINED 5 8,666

Page 64/90 67 PHARMACIA CVT PFD CONVERT 71713U201 15,717 352,000 SH DEFINED 1 352,000 PHARMACIA CVT PFD CONVERT 71713U201 44,650 1,000,000 SH DEFINED 1,2 1,000,000 PHILIP MORRIS COS. INC. COMMON 718154107 47,450 1,000,000 CALL DEFINED 1 1,000,000 PHILIPS ELECTRONICS NY ADR COMMON 500472303 41,694 1,561,555 SH DEFINED 1 1,561,555 PHOTON DYNAMICS INC COMMON 719364101 5,281 250,000 SH DEFINED 1 250,000 PINNACLE SYSTEMS INC COMMON 723481107 2,109 250,000 SH DEFINED 1 250,000 PINNACLE WEST CORP COMMON 723484101 15,114 329,500 SH DEFINED 1 329,500 PIXELWORKS INC COMMON 72581M107 6,813 681,300 SH DEFINED 1 681,300 PIXELWORKS INC COMMON 72581M107 19 1,900 SH DEFINED 1,4 1,900 PIXELWORKS INC COMMON 72581M107 498 49,750 SH DEFINED 2 49,750 PIXELWORKS INC COMMON 72581M107 73 7,300 SH DEFINED 2,3 7,300 PLACER DOME INC COMMON 725906101 3,676 425,000 SH DEFINED 1,4 425,000 PLATO LEARNING INC COMMON 72764Y100 822 41,300 SH DEFINED 1 41,300 PLEXUS CORP COMMON 729132100 6,586 257,000 SH DEFINED 1 257,000 PLEXUS CORP COMMON 729132100 28 1,100 SH DEFINED 1,4 1,100 PLEXUS CORP COMMON 729132100 638 24,880 SH DEFINED 2 24,880 PLEXUS CORP COMMON 729132100 74 2,900 SH DEFINED 2,3 2,900 PNC FINANCIAL SERVICES GROUP COMMON 693475105 34,044 502,500 SH DEFINED 1 502,500 PNC FINANCIAL SERVICES GROUP COMMON 693475105 3,719 54,900 SH DEFINED 2 54,900 POGO PRODUCING CO COMMON 730448107 207 7,000 SH DEFINED 1 7,000 POHANG IRON & STEEL ADR COMMON 730450103 13,859 772,115 SH DEFINED 1 772,115 POHANG IRON & STEEL ADR COMMON 730450103 45 2,520 SH DEFINED 1,4 2,520 POHANG IRON & STEEL ADR COMMON 730450103 1,422 79,200 SH DEFINED 2 79,200 POHANG IRON & STEEL ADR COMMON 730450103 18 1,000 SH DEFINED 2,3 1,000

Page 65/90 68 POLYCOM INC COMMON 73172K104 16,304 1,317,500 SH DEFINED 1 1,317,500 POLYCOM INC COMMON 73172K104 40 3,210 SH DEFINED 1,4 3,210 POLYCOM INC COMMON 73172K104 736 59,500 SH DEFINED 2 59,500 POLYCOM INC COMMON 73172K104 77 6,200 SH DEFINED 2,3 6,200 POLYMEDICA CORP COMMON 731738100 17,404 765,000 SH DEFINED 1 765,000 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 2,842 49,000 SH DEFINED 1,4 49,000 POWER-ONE INC COMMON 739308104 13,719 946,800 SH DEFINED 1 946,800 POWER-ONE INC COMMON 739308104 44 3,040 SH DEFINED 1,4 3,040 POWER-ONE INC COMMON 739308104 819 56,500 SH DEFINED 2 56,500 POWER-ONE INC COMMON 739308104 91 6,300 SH DEFINED 2,3 6,300 POWERTEL INC COMMON 73936C109 13,918 253,047 SH DEFINED 1 253,047 POWERTEL INC COMMON 73936C109 39 705 SH DEFINED 1,4 705 POWERTEL INC COMMON 73936C109 1,107 20,129 SH DEFINED 2 20,129 POWERTEL INC COMMON 73936C109 133 2,418 SH DEFINED 2,3 2,418 POWERWAVE TECHNOLOGIES INC COMMON 739363109 29,130 2,138,000 SH DEFINED 1 2,138,000 POWERWAVE TECHNOLOGIES INC COMMON 739363109 2,622 192,420 SH DEFINED 1,4 192,420 POWERWAVE TECHNOLOGIES INC COMMON 739363109 4,464 327,600 SH DEFINED 2 327,600 POWERWAVE TECHNOLOGIES INC COMMON 739363109 161 11,800 SH DEFINED 2,3 11,800 PRAECIS PHARMACEUTICALS INC COMMON 739421105 598 30,000 SH DEFINED 1 30,000 PRECISE SOFTWARE SOLUTIONS COMMON M41450103 6,201 410,000 SH DEFINED 1 410,000 PRECISION DRILLING CORP COMMON 74022D100 250 7,000 SH DEFINED 1,4 7,000 PRI AUTOMATION COMMON 69357H106 3,254 190,000 SH DEFINED 1 190,000 PRIDE INTL INC COMMON 741932107 66,480 2,798,000 SH DEFINED 1 2,798,000 PRIDE INTL INC COMMON 741932107 133 5,600 SH DEFINED 1,4 5,600 PRIDE INTL INC COMMON 741932107 3,550 149,400 SH DEFINED 2 149,400 PRIDE INTL INC COMMON 741932107 411 17,300 SH DEFINED 2,3 17,300 PRIMUS TELECOMMUNICATIONS GROUP INC COMMON 741929103 142 42,902 SH DEFINED 1 42,902

Page 66/90 69 PRIORITY HEALTHCARE CORP COMMON 74264T102 6,795 180,000 SH DEFINED 1 180,000 PROBUSINESS SERVICES INC COMMON 742674104 3,291 150,000 SH DEFINED 1 150,000 PROCTER & GAMBLE CO COMMON 742718109 1,371 21,900 SH DEFINED 1 21,900 PROFESSIONAL DETAILING INC COMMON 74312N107 42,881 694,600 SH DEFINED 1 694,600 PROFESSIONAL DETAILING INC COMMON 74312N107 99 1,600 SH DEFINED 1,4 1,600 PROFESSIONAL DETAILING INC COMMON 74312N107 2,137 34,620 SH DEFINED 2 34,620 PROFESSIONAL DETAILING INC COMMON 74312N107 253 4,100 SH DEFINED 2,3 4,100 PROGRESSIVE CORP COMMON 743315103 5,173 53,300 SH DEFINED 1 53,300 PROSPERITY BANCSHARES INC COMMON 743606105 780 40,000 SH DEFINED 1 40,000 PROTEIN DESIGN LABS INC COMMON 74369L103 4,450 100,000 SH DEFINED 1 100,000 PROTON ENERGY SYSTEMS INC COMMON 74371K101 102 13,700 SH DEFINED 1 13,700 PROVIDIAN FINANCIAL CORP COMMON 74406A102 28,542 581,900 SH DEFINED 1 581,900 PROVIDIAN FINANCIAL CORP COMMON 74406A102 179,033 3,650,000 SH DEFINED 1,2 3,650,000 PROVIDIAN FINANCIAL CORP COMMON 74406A102 12,778 260,500 SH DEFINED 2 260,500 PROVIDIAN FINANCIAL CORP COMMON 74406A102 878 17,900 SH DEFINED 2,3 17,900 PROVINCE HEALTHCARE CO COMMON 743977100 121,319 3,985,850 SH DEFINED 1 3,985,850 PROVINCE HEALTHCARE CO COMMON 743977100 271 8,895 SH DEFINED 1,4 8,895 PROVINCE HEALTHCARE CO COMMON 743977100 5,368 176,349 SH DEFINED 2 176,349 PROVINCE HEALTHCARE CO COMMON 743977100 622 20,450 SH DEFINED 2,3 20,450 PROXIM INC COMMON 744284100 5,647 561,200 SH DEFINED 1 561,200 PROXIM INC COMMON 744284100 20 2,000 SH DEFINED 1,4 2,000 PROXIM INC COMMON 744284100 524 52,100 SH DEFINED 2 52,100 PROXIM INC COMMON 744284100 63 6,300 SH DEFINED 2,3 6,300 PSS WORLD MEDICAL INC COMMON 69366A100 9,250 2,070,000 SH DEFINED 1 2,070,000 PUB SVC NEW HAMPSHIRE PFD SER A PREFERRED 744482837 9 352 SH DEFINED 2 352

Page 67/90 70 QLOGIC CORP COMMON 747277101 180 8,000 SH DEFINED 1 8,000 QLOGIC CORP COMMON 747277101 2 100 SH DEFINED 2,3 100 QUAKER OATS CO COMMON 747402105 25,480 260,000 SH DEFINED 1 260,000 QUAKER OATS CO COMMON 747402105 80,850 825,000 SH DEFINED 1,2 825,000 QUAKER OATS CO COMMON 747402105 59 600 SH DEFINED 2 600 QUALCOMM INC COMMON 747525103 2,152 38,000 SH DEFINED 1 38,000 QUANTA SERVICES INC COMMON 74762E102 25,530 1,143,820 SH DEFINED 1 1,143,820 QUANTA SERVICES INC COMMON 74762E102 3,044 136,400 SH DEFINED 1,4 136,400 QUANTA SERVICES INC COMMON 74762E102 2,239 100,300 SH DEFINED 2 100,300 QUEST DIAGNOSTICS INC COMMON 74834L100 54,975 618,600 SH DEFINED 1 618,600 QUEST DIAGNOSTICS INC COMMON 74834L100 63,098 710,000 SH DEFINED 1,2 710,000 QUEST DIAGNOSTICS INC COMMON 74834L100 5,037 56,680 SH DEFINED 1,4 56,680 QUEST DIAGNOSTICS INC COMMON 74834L100 2,719 30,600 SH DEFINED 2 30,600 QUEST DIAGNOSTICS INC COMMON 74834L100 1,218 13,700 SH DEFINED 2,3 13,700 QUEST SOFTWARE INC COMMON 74834T103 1,775 100,000 SH DEFINED 1 100,000 QUICKSILVER INC COMMON 74838C106 50,040 1,884,750 SH DEFINED 1 1,884,750 QUICKSILVER INC COMMON 74838C106 164 6,160 SH DEFINED 1,4 6,160 QUICKSILVER INC COMMON 74838C106 3,321 125,100 SH DEFINED 2 125,100 QUICKSILVER INC COMMON 74838C106 389 14,650 SH DEFINED 2,3 14,650 QUORUM HEALTH GROUP INC COMMON 749084109 39,260 2,585,000 SH DEFINED 1 2,585,000 QWEST COMMUNICATIONS INTL INC COMMON 749121109 52,463 1,496,800 SH DEFINED 1 1,496,800 QWEST COMMUNICATIONS INTL INC COMMON 749121109 3,680 105,000 SH DEFINED 2 105,000 QWEST COMMUNICATIONS INTL INC COMMON 749121109 7 200 SH DEFINED 2,3 200 RADIAN GROUP INC COMMON 750236101 29,363 433,398 SH DEFINED 1 433,398 RADIAN GROUP INC COMMON 750236101 341 5,028 SH DEFINED 5 5,028 RADIANT SYSTEMS INC COMMON 75025N102 4,489 325,000 SH DEFINED 1 325,000 RADIO ONE INC COMMON 75040P108 7,464 425,000 SH DEFINED 1 425,000

Page 68/90 71 RADIO ONE INC CL D COMMON 75040P405 4,074 265,000 SH DEFINED 1 265,000 RADIOSHACK CORP COMMON 750438103 12,265 334,300 SH DEFINED 1 334,300 RADIOSHACK CORP COMMON 750438103 128,415 3,500,000 SH DEFINED 1,2 3,500,000 RADIOSHACK CORP COMMON 750438103 9,022 245,900 SH DEFINED 2 245,900 RADIOSHACK CORP COMMON 750438103 631 17,200 SH DEFINED 2,3 17,200 RAILAMERICA INC WTS 144A COMMON 75075M111 362 17,900 SH DEFINED 1 17,900 RAILAMERICA INC WTS 144A COMMON 75075M111 1 50 SH DEFINED 2 50 RAILAMERICA INC WTS 144A COMMON 75075M111 1 50 SH DEFINED 2,3 50 RAMBUS INC. COMMON 750917106 3,090 150,000 SH DEFINED 1 150,000 RARE HOSPITALITY INTERNATIONAL INC COMMON 753820109 6,530 262,500 SH DEFINED 1 262,500 RATIONAL SOFTWARE CORP COMMON 75409P202 5,355 301,700 SH DEFINED 1 301,700 RAYMOND JAMES FINANCIAL INC COMMON 754730109 9,182 330,300 SH DEFINED 1 330,300 RAYMOND JAMES FINANCIAL INC COMMON 754730109 47 1,700 SH DEFINED 2 1,700 RAYOVAC CORP COMMON 755081106 2,618 150,000 SH DEFINED 1 150,000 RAYTHEON CO CL A COMMON 755111309 7,300 250,000 SH DEFINED 1 250,000 RAYTHEON CO CL A COMMON 755111309 65 2,213 SH DEFINED 5 2,213 READER'S DIGEST ASSOC INC CL A COMMON 755267101 3,160 115,000 SH DEFINED 1 115,000 REGENERATION TECHNOLOGIES COMMON 75886N100 312 29,000 SH DEFINED 1 29,000 REGENERATION TECHNOLOGIES COMMON 75886N100 5 500 SH DEFINED 2,3 500 REHABCARE GROUP INC COMMON 759148109 26,253 637,200 SH DEFINED 1 637,200 REHABCARE GROUP INC COMMON 759148109 91 2,200 SH DEFINED 1,4 2,200 REHABCARE GROUP INC COMMON 759148109 2,456 59,600 SH DEFINED 2 59,600 REHABCARE GROUP INC COMMON 759148109 288 7,000 SH DEFINED 2,3 7,000 RELIANT ENERGY INC COMMON 75952J108 8,824 195,000 SH DEFINED 1 195,000 RELIANT ENERGY INC COMMON 75952J108 6,679 147,600 SH DEFINED 1,4 147,600

Page 69/90 72 RELIANT ENERGY CVT 2 9/15/29 CONVERT 75952J207 1,066 17,000 SH DEFINED 1 17,000 REMEC INC COMMON 759543101 949 94,900 SH DEFINED 1 94,900 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 749 10,700 SH DEFINED 1 10,700 RENT-A-CENTER INC COMMON 76009N100 12,683 276,100 SH DEFINED 1 276,100 REPUBLIC BANCORP COMMON 760282103 840 68,200 SH DEFINED 1 68,200 REPUBLIC SERVICES INC COMMON 760759100 6,281 335,000 SH DEFINED 1 335,000 REPUBLIC SERVICES INC COMMON 760759100 78 4,156 SH DEFINED 5 4,156 RESEARCH IN MOTION COMMON 760975102 1,648 75,000 SH DEFINED 1,4 75,000 RESORT AT SUMMER WTS EXP 12/15/07 COMMON 754053114 0 21,665 SH DEFINED 1 21,665 REYNOLDS & REYNOLDS CL A COMMON 761695105 558 29,000 SH DEFINED 1 29,000 ROBERT HALF INTL INC COMMON 770323103 33,174 1,484,300 SH DEFINED 1 1,484,300 ROBERT HALF INTL INC COMMON 770323103 114 5,110 SH DEFINED 1,4 5,110 ROBERT HALF INTL INC COMMON 770323103 2,224 99,500 SH DEFINED 2 99,500 ROBERT HALF INTL INC COMMON 770323103 259 11,600 SH DEFINED 2,3 11,600 ROGERS COMMUNICATIONS CL B COMMON 775109200 5,464 368,200 SH DEFINED 1,4 368,200 ROHN INDUSTRIES INC COMMON 775381106 1,606 400,000 SH DEFINED 1 400,000 ROWAN COMPANIES INC COMMON 779382100 31,196 1,134,400 SH DEFINED 1 1,134,400 ROWAN COMPANIES INC COMMON 779382100 99,624 3,622,700 SH DEFINED 1,2 3,622,700 ROWAN COMPANIES INC COMMON 779382100 685 24,900 SH DEFINED 1,4 24,900 ROWAN COMPANIES INC COMMON 779382100 9,545 347,100 SH DEFINED 2 347,100 ROWAN COMPANIES INC COMMON 779382100 484 17,600 SH DEFINED 2,3 17,600 ROWAN COMPANIES INC COMMON 779382100 34 1,250 SH DEFINED 5 1,250 ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 32,055 578,200 SH DEFINED 1 578,200 ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 249 4,500 SH DEFINED 2 4,500

Page 70/90 73 RSA SECURITY INC COMMON 749719100 8,332 337,500 SH DEFINED 1 337,500 RUDOLPH TECHNOLOGIES INC COMMON 781270103 3,399 98,000 SH DEFINED 1 98,000 RURAL CELLULAR CORP COMMON 781904107 9,711 360,500 SH DEFINED 1 360,500 RURAL CELLULAR CORP COMMON 781904107 19 700 SH DEFINED 1,4 700 RURAL CELLULAR CORP COMMON 781904107 546 20,280 SH DEFINED 2 20,280 RURAL CELLULAR CORP COMMON 781904107 65 2,400 SH DEFINED 2,3 2,400 RYANAIR HOLDINGS ADR COMMON 783513104 12,820 288,100 SH DEFINED 1 288,100 RYANAIR HOLDINGS ADR COMMON 783513104 20 450 SH DEFINED 1,4 450 RYANAIR HOLDINGS ADR COMMON 783513104 53 1,200 SH DEFINED 2 1,200 RYANAIR HOLDINGS ADR COMMON 783513104 12 270 SH DEFINED 2,3 270 S & P 400 MID CAP EXCH TRADED INDEX COMMON 595635103 52,201 618,500 SH DEFINED 1 618,500 S & P 500 DEPOSITORY RECEIPT COMMON 78462F103 875 7,500 SH DEFINED 2 7,500 SAFENET INC COMMON 78645R107 1,856 150,000 SH DEFINED 1 150,000 SAFETY COMPONENTS INTL INC COMMON 786474205 2 535 SH DEFINED 2 535 SAFEWAY INC COMMON 786514208 700,659 12,704,600 SH DEFINED 1 12,704,600 SAFEWAY INC COMMON 786514208 137,875 2,500,000 SH DEFINED 1,2 2,500,000 SAFEWAY INC COMMON 786514208 25,876 469,200 SH DEFINED 2 469,200 SAFEWAY INC COMMON 786514208 667 12,100 SH DEFINED 2,3 12,100 SAFEWAY INC COMMON 786514208 115 2,093 SH DEFINED 5 2,093 SALIX PHARMACEUTICALS LTD COMMON G77770108 1,350 90,000 SH DEFINED 1 90,000 SANGSTAT MEDICAL CORP COMMON 801003104 2,663 300,000 SH DEFINED 1 300,000 SANMINA CORP COMMON 800907107 69,627 3,559,200 SH DEFINED 1 3,559,200 SANMINA CORP COMMON 800907107 39,125 2,000,000 SH DEFINED 1,2 2,000,000 SANMINA CORP COMMON 800907107 4,312 220,440 SH DEFINED 2 220,440 SANMINA CORP COMMON 800907107 198 10,100 SH DEFINED 2,3 10,100 SANMINA CORP COMMON 800907107 49 2,502 SH DEFINED 5 2,502

Page 71/90 74 SANTA FE INTERNATIONAL CORP COMMON G7805C108 17,524 539,200 SH DEFINED 1 539,200 SANTA FE INTERNATIONAL CORP COMMON G7805C108 69,680 2,144,000 SH DEFINED 1,2 2,144,000 SANTA FE INTERNATIONAL CORP COMMON G7805C108 5,346 164,500 SH DEFINED 2 164,500 SANTA FE INTERNATIONAL CORP COMMON G7805C108 345 10,600 SH DEFINED 2,3 10,600 SATCON TECHNOLOGY CORP COMMON 803893106 51 5,000 SH DEFINED 1,4 5,000 SBA COMMUNICATIONS CORP COMMON 78388J106 8,433 533,300 SH DEFINED 1 533,300 SBA COMMUNICATIONS CORP COMMON 78388J106 17 1,100 SH DEFINED 1,4 1,100 SBA COMMUNICATIONS CORP COMMON 78388J106 482 30,500 SH DEFINED 2 30,500 SBA COMMUNICATIONS CORP COMMON 78388J106 55 3,500 SH DEFINED 2,3 3,500 SBC COMMUNICATIONS INC COMMON 78387G103 151,174 3,387,277 SH DEFINED 1 3,387,277 SBC COMMUNICATIONS INC COMMON 78387G103 5,945 133,200 SH DEFINED 2 133,200 SBC COMMUNICATIONS INC COMMON 78387G103 317 7,104 SH DEFINED 5 7,104 SBS TECHNOLOGIES INC COMMON 78387P103 1,116 75,000 SH DEFINED 1 75,000 SCANSOURCE INC COMMON 806037107 2,890 85,000 SH DEFINED 1 85,000 SCHERING PLOUGH CORP COMMON 806605101 81 2,212 SH DEFINED 5 2,212 SCHERING-PLOUGH CORP COMMON 806605101 259,600 7,106,500 SH DEFINED 1 7,106,500 SCHERING-PLOUGH CORP COMMON 806605101 36,530 1,000,000 SH DEFINED 1,2 1,000,000 SCHERING-PLOUGH CORP COMMON 806605101 3,869 105,900 SH DEFINED 2 105,900 SCHLUMBERGER LTD COMMON 806857108 56,152 974,700 SH DEFINED 1 974,700 SCHLUMBERGER LTD COMMON 806857108 37,447 650,000 SH DEFINED 1,2 650,000 SCHLUMBERGER LTD COMMON 806857108 10,825 187,900 SH DEFINED 1,4 187,900 SCHLUMBERGER LTD COMMON 806857108 305 5,300 SH DEFINED 2 5,300 SCHWAB (CHARLES) CORP COMMON 808513105 23,628 1,532,300 SH DEFINED 1 1,532,300 SCHWAB (CHARLES) CORP COMMON 808513105 123,360 8,000,000 SH DEFINED 1,2 8,000,000 SCHWAB (CHARLES) CORP COMMON 808513105 5,181 336,000 SH DEFINED 1,4 336,000 SCHWAB (CHARLES) CORP COMMON 808513105 7,082 459,300 SH DEFINED 2 459,300 SCHWAB (CHARLES) CORP COMMON 808513105 487 31,600 SH DEFINED 2,3 31,600 SCHWAB (CHARLES) CORP COMMON 808513105 19 1,229 SH DEFINED 5 1,229

Page 72/90 75 SCI SYSTEMS INC COMMON 783890106 8,388 460,900 SH DEFINED 1 460,900 SCI SYSTEMS INC COMMON 783890106 29,120 1,600,000 CALL DEFINED 1 1,600,000 SCI SYSTEMS INC COMMON 783890106 288 15,800 SH DEFINED 1,4 15,800 SCI SYSTEMS INC COMMON 783890106 1,059 58,200 SH DEFINED 2 58,200 SCI SYSTEMS INC COMMON 783890106 7 400 SH DEFINED 2,3 400 SCIENTIFIC ATLANTA INC COMMON 808655104 2,412 58,000 SH DEFINED 1 58,000 SCIENTIFIC ATLANTA INC COMMON 808655104 12 300 SH DEFINED 2,3 300 SEARS ROEBUCK & CO COMMON 812387108 5,114 145,000 SH DEFINED 1,4 145,000 SECURE COMPUTING CORP COMMON 813705100 21,071 2,189,200 SH DEFINED 1 2,189,200 SECURE COMPUTING CORP COMMON 813705100 36 3,700 SH DEFINED 1,4 3,700 SECURE COMPUTING CORP COMMON 813705100 958 99,500 SH DEFINED 2 99,500 SECURE COMPUTING CORP COMMON 813705100 115 11,900 SH DEFINED 2,3 11,900 SEI CORP COMMON 784117103 59,013 1,892,200 SH DEFINED 1 1,892,200 SEI CORP COMMON 784117103 845 27,100 SH DEFINED 1,4 27,100 SEI CORP COMMON 784117103 5,901 189,200 SH DEFINED 2 189,200 SEI CORP COMMON 784117103 377 12,100 SH DEFINED 2,3 12,100 SEMTECH CORP COMMON 816850101 21,366 725,800 SH DEFINED 1 725,800 SEMTECH CORP COMMON 816850101 568 19,290 SH DEFINED 1,4 19,290 SEMTECH CORP COMMON 816850101 2,651 90,050 SH DEFINED 2 90,050 SEMTECH CORP COMMON 816850101 85 2,900 SH DEFINED 2,3 2,900 SENSORMATIC ELECTRONICS CORP COMMON 817265101 12,823 674,900 SH DEFINED 1 674,900 SHARPER IMAGE CORP COMMON 820013100 3,169 300,000 SH DEFINED 1 300,000 SHAW GROUP INC COMMON 820280105 98,558 2,110,000 SH DEFINED 1 2,110,000 SHAW GROUP INC COMMON 820280105 743 15,900 SH DEFINED 1,4 15,900 SHAW GROUP INC COMMON 820280105 8,483 181,600 SH DEFINED 2 181,600 SHAW GROUP INC COMMON 820280105 757 16,200 SH DEFINED 2,3 16,200 SHERWIN WILLIAMS CO COMMON 824348106 35,590 1,396,800 SH DEFINED 1 1,396,800 SHERWIN WILLIAMS CO COMMON 824348106 413 16,209 SH DEFINED 5 16,209

Page 73/90 76 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 25,428 581,200 SH DEFINED 1 581,200 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 22,229 508,100 SH DEFINED 1,2 508,100 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 1,641 37,500 SH DEFINED 1,4 37,500 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 2,581 59,000 SH DEFINED 2 59,000 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 4 100 SH DEFINED 2,3 100 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 31 718 SH DEFINED 5 718 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 868 100,000 SH DEFINED 1 100,000 SILICON VALLEY BANCSHARES COMMON 827064106 18,328 779,900 SH DEFINED 1 779,900 SILICON VALLEY BANCSHARES COMMON 827064106 42 1,800 SH DEFINED 1,4 1,800 SILICON VALLEY BANCSHARES COMMON 827064106 1,155 49,150 SH DEFINED 2 49,150 SILICON VALLEY BANCSHARES COMMON 827064106 139 5,900 SH DEFINED 2,3 5,900 SIX FLAGS INC COMMON 83001P109 3,386 175,000 SH DEFINED 1 175,000 SIX FLAGS INC COMMON 83001P109 586 30,300 SH DEFINED 1,4 30,300 SIX FLAGS INC COMMON 83001P109 2,142 110,700 SH DEFINED 2 110,700 SKECHERS USA INC CL A COMMON 830566105 6,000 250,000 SH DEFINED 1 250,000 SKILSOFT CORP COMMON 83066P101 2,945 125,000 SH DEFINED 1 125,000 SKY NETWORK TELEVISION ADR COMMON 83080U102 80 5,400 SH DEFINED 1 5,400 SKYWEST INC. COMMON 830879102 6,975 300,000 SH DEFINED 1 300,000 SMITH INTERNATIONAL INC COMMON 832110100 15,823 225,400 SH DEFINED 1 225,400 SMITH INTERNATIONAL INC COMMON 832110100 74,412 1,060,000 SH DEFINED 1,2 1,060,000 SMITH INTERNATIONAL INC COMMON 832110100 7,627 108,650 SH DEFINED 1,4 108,650 SMITH INTERNATIONAL INC COMMON 832110100 8,543 121,700 SH DEFINED 2 121,700 SMITH INTERNATIONAL INC COMMON 832110100 365 5,200 SH DEFINED 2,3 5,200 SMITHFIELD FOODS INC COMMON 832248108 3,250 100,000 SH DEFINED 1 100,000 SMITHFIELD FOODS INC COMMON 832248108 569 17,500 SH DEFINED 1,4 17,500 SMITHFIELD FOODS INC COMMON 832248108 2,113 65,000 SH DEFINED 2 65,000 SOLECTRON CORP COMMON 834182107 28,420 1,495,000 SH DEFINED 1 1,495,000 SOLECTRON CORP COMMON 834182107 513 27,000 SH DEFINED 2 27,000

Page 74/90 77 SONIC CORP COMMON 835451105 39,643 1,581,750 SH DEFINED 1 1,581,750 SONIC CORP COMMON 835451105 103 4,125 SH DEFINED 1,4 4,125 SONIC CORP COMMON 835451105 2,807 112,015 SH DEFINED 2 112,015 SONIC CORP COMMON 835451105 331 13,200 SH DEFINED 2,3 13,200 SONICBLUE INC COMMON 83546Q109 713 150,000 SH DEFINED 1 150,000 SONICWALL INC COMMON 835470105 24,580 2,016,800 SH DEFINED 1 2,016,800 SONICWALL INC COMMON 835470105 67 5,500 SH DEFINED 1,4 5,500 SONICWALL INC COMMON 835470105 1,823 149,600 SH DEFINED 2 149,600 SONICWALL INC COMMON 835470105 212 17,400 SH DEFINED 2,3 17,400 SONUS NETWORKS INC COMMON 835916107 21,737 1,089,400 SH DEFINED 1 1,089,400 SONUS NETWORKS INC COMMON 835916107 3,991 200,000 CALL DEFINED 1 200,000 SONUS NETWORKS INC COMMON 835916107 14 700 SH DEFINED 2,3 700 SOUTHERN CO COMMON 842587107 17,187 489,800 SH DEFINED 1 489,800 SOUTHERN CO COMMON 842587107 4,660 132,800 SH DEFINED 1,4 132,800 SOUTHERN CO COMMON 842587107 2,112 60,200 SH DEFINED 2 60,200 SOUTHWEST AIRLINES CO COMMON 844741108 2,053 115,650 SH DEFINED 1 115,650 SOUTHWEST AIRLINES CO COMMON 844741108 14,447 813,900 SH DEFINED 1,4 813,900 SOUTHWEST AIRLINES CO COMMON 844741108 114 6,450 SH DEFINED 2 6,450 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 38,433 1,224,950 SH DEFINED 1 1,224,950 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 104 3,300 SH DEFINED 1,4 3,300 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 2,636 84,030 SH DEFINED 2 84,030 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 311 9,900 SH DEFINED 2,3 9,900 SPECIALTY LABORATORIES INC COMMON 84749R100 2,450 100,000 SH DEFINED 1 100,000 SPECTRASITE HOLDINGS INC COMMON 84760T100 972 225,300 SH DEFINED 1 225,300 SPINNAKER EXPLORATION CO COMMON 84855W109 12,411 284,000 SH DEFINED 1 284,000 STANFORD MICRODEVICES INC COMMON 854399102 793 125,000 SH DEFINED 1 125,000 STARBUCKS CORP COMMON 855244109 4,244 100,000 SH DEFINED 1 100,000

Page 75/90 78 STARMEDIA NETWORK INC COMMON 855546107 975 325,100 SH DEFINED 1 325,100 STARMEDIA NETWORK INC COMMON 855546107 2 640 SH DEFINED 1,4 640 STARR SURGICAL CO COMMON 852312305 2,954 690,000 SH DEFINED 1 690,000 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 13,828 406,600 SH DEFINED 1 406,600 STATE STREET BOSTON CORP COMMON 857477103 39,433 422,200 SH DEFINED 1 422,200 STATE STREET BOSTON CORP COMMON 857477103 142,435 1,525,000 SH DEFINED 1,2 1,525,000 STATE STREET BOSTON CORP COMMON 857477103 9,219 98,700 SH DEFINED 2 98,700 STATE STREET BOSTON CORP COMMON 857477103 523 5,600 SH DEFINED 2,3 5,600 STEIN MART INC COMMON 858375108 510 46,600 SH DEFINED 1 46,600 STERLING CHEMICALS WTS EXP 8/15/08 COMMON 85916E111 11 7,500 SH DEFINED 1 7,500 STILLWATER MINING CO COMMON 86074Q102 698 25,800 SH DEFINED 1 25,800 STILWELL FINANCIAL INC COMMON 860831106 53,299 1,987,300 SH DEFINED 1 1,987,300 STILWELL FINANCIAL INC COMMON 860831106 132,089 4,925,000 SH DEFINED 1,2 4,925,000 STILWELL FINANCIAL INC COMMON 860831106 577 21,500 SH DEFINED 1,4 21,500 STILWELL FINANCIAL INC COMMON 860831106 7,822 291,650 SH DEFINED 2 291,650 STILWELL FINANCIAL INC COMMON 860831106 392 14,600 SH DEFINED 2,3 14,600 STOLT OFFSHORE SA ADR COMMON 861567105 295 20,000 SH DEFINED 1,4 20,000 STONE ENERGY CORP COMMON 861642106 11,046 224,200 SH DEFINED 1 224,200 STONE ENERGY CORP COMMON 861642106 25 500 SH DEFINED 1,4 500 STONE ENERGY CORP COMMON 861642106 716 14,540 SH DEFINED 2 14,540 STONE ENERGY CORP COMMON 861642106 84 1,700 SH DEFINED 2,3 1,700 SUIZA FOODS CORP COMMON 865077101 4,088 85,000 SH DEFINED 1 85,000 SUMMA INDUSTRIES COMMON 86562T105 894 100,000 SH DEFINED 1 100,000 SUN INTERNATIONAL HOTELS LTD. COMMON P8797T133 2,875 125,000 SH DEFINED 1 125,000 SUN LIFE FINANCIAL SVCS CANADA COMMON 866796105 4,751 245,000 SH DEFINED 1,4 245,000

Page 76/90 79 SUN MICROSYSTEMS INC COMMON 866810104 61,320 3,989,600 SH DEFINED 1 3,989,600 SUN MICROSYSTEMS INC COMMON 866810104 27,895 1,814,900 SH DEFINED 1,2 1,814,900 SUN MICROSYSTEMS INC COMMON 866810104 1,074 69,900 SH DEFINED 2 69,900 SUN MICROSYSTEMS INC COMMON 866810104 46 3,000 SH DEFINED 2,3 3,000 SUN MICROSYSTEMS INC COMMON 866810104 71 4,590 SH DEFINED 5 4,590 SUNGARD DATA SYSTEMS INC COMMON 867363103 152,150 3,090,600 SH DEFINED 1 3,090,600 SUNGARD DATA SYSTEMS INC COMMON 867363103 216,612 4,400,000 SH DEFINED 1,2 4,400,000 SUNGARD DATA SYSTEMS INC COMMON 867363103 286 5,800 SH DEFINED 1,4 5,800 SUNGARD DATA SYSTEMS INC COMMON 867363103 22,071 448,330 SH DEFINED 2 448,330 SUNGARD DATA SYSTEMS INC COMMON 867363103 2,402 48,800 SH DEFINED 2,3 48,800 SWIFT TRANSPORTATION COMMON 870756103 453 24,500 SH DEFINED 1 24,500 SYBRON DENTAL SPECIALTIES INC COMMON 871142105 112 5,333 SH DEFINED 1 5,333 SYMBOL TECHNOLOGIES INC COMMON 871508107 7,908 226,600 SH DEFINED 1 226,600 SYMBOL TECHNOLOGIES INC COMMON 871508107 64,415 1,845,700 SH DEFINED 1,2 1,845,700 SYMBOL TECHNOLOGIES INC COMMON 871508107 932 26,700 SH DEFINED 2,3 26,700 SYMMETRICOM INC COMMON 871543104 3,334 275,000 SH DEFINED 1 275,000 SYNCOR INTL CORP DEL COMMON 87157J106 53,858 1,670,000 SH DEFINED 1 1,670,000 SYNOPSYS INC COMMON 871607107 26,163 557,400 SH DEFINED 1 557,400 SYNOPSYS INC COMMON 871607107 582 12,400 SH DEFINED 1,4 12,400 SYNOPSYS INC COMMON 871607107 3,722 79,300 SH DEFINED 2 79,300 SYNOPSYS INC COMMON 871607107 225 4,800 SH DEFINED 2,3 4,800 SYSCO CORP COMMON 871829107 53,341 2,012,100 SH DEFINED 1 2,012,100 SYSCO CORP COMMON 871829107 429 16,200 SH DEFINED 2 16,200 SYSCO CORP COMMON 871829107 74 2,809 SH DEFINED 5 2,809 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 13,714 703,260 SH DEFINED 1 703,260 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 117 5,980 SH DEFINED 1,4 5,980 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 3,543 181,696 SH DEFINED 2 181,696 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 33 1,700 SH DEFINED 2,3 1,700

Page 77/90 80 TARGET CORP COMMON 87612E106 1,062,845 29,458,000 SH DEFINED 1 29,458,000 TARGET CORP COMMON 87612E106 261,580 7,250,000 SH DEFINED 1,2 7,250,000 TARGET CORP COMMON 87612E106 505 14,000 SH DEFINED 1,4 14,000 TARGET CORP COMMON 87612E106 18,884 523,400 SH DEFINED 2 523,400 TARGET CORP COMMON 87612E106 11 300 SH DEFINED 2,3 300 TARGET CORP COMMON 87612E106 724 20,064 SH DEFINED 5 20,064 TCF FINANCIAL CORP COMMON 872275102 21,941 580,600 SH DEFINED 1 580,600 TCF FINANCIAL CORP COMMON 872275102 461 12,200 SH DEFINED 1,4 12,200 TCF FINANCIAL CORP COMMON 872275102 3,350 88,650 SH DEFINED 2 88,650 TCF FINANCIAL CORP COMMON 872275102 219 5,800 SH DEFINED 2,3 5,800 TCR HOLDING CORP CL B COMMON 871961991 0 2,898 SH DEFINED 2 2,898 TD WATERHOUSE GROUP COMMON 872362108 3,099 286,900 SH DEFINED 1 286,900 TD WATERHOUSE GROUP COMMON 872362108 2,061 190,800 SH DEFINED 1,4 190,800 TD WATERHOUSE GROUP COMMON 872362108 6 600 SH DEFINED 2,3 600 TECH DATA CORPORATION COMMON 878237106 5,163 175,000 SH DEFINED 1 175,000 TECHNE CORP COMMON 878377100 20,030 766,700 SH DEFINED 1 766,700 TECHNE CORP COMMON 878377100 57 2,200 SH DEFINED 1,4 2,200 TECHNE CORP COMMON 878377100 1,557 59,600 SH DEFINED 2 59,600 TECHNE CORP COMMON 878377100 180 6,900 SH DEFINED 2,3 6,900 TEKTRONIX INC COMMON 879131100 64,625 2,368,100 SH DEFINED 1 2,368,100 TEKTRONIX INC COMMON 879131100 70,954 2,600,000 SH DEFINED 1,2 2,600,000 TEKTRONIX INC COMMON 879131100 1,083 39,700 SH DEFINED 1,4 39,700 TEKTRONIX INC COMMON 879131100 10,643 390,000 SH DEFINED 2 390,000 TEKTRONIX INC COMMON 879131100 592 21,700 SH DEFINED 2,3 21,700 TELE1 EUROPE HLDG AB ADR COMMON 87944T201 124 44,911 SH DEFINED 1 44,911 TELE1 EUROPE HLDG AB ADR COMMON 87944T201 3 1,056 SH DEFINED 2 1,056 TELECOMUNICACOES DE S P ADR COMMON 87929A102 3 200 SH DEFINED 1,4 200 TELEFONICA SA - ADR COMMON 879382208 116 2,422 SH DEFINED 1 2,422

Page 78/90 81 TELEFONOS DE MEXICO ADR COMMON 879403780 20,212 640,836 SH DEFINED 1 640,836 TELEFONOS DE MEXICO ADR COMMON 879403780 8,926 283,010 SH DEFINED 1,4 283,010 TELEFONOS DE MEXICO ADR COMMON 879403780 1,876 59,476 SH DEFINED 2 59,476 TELEFONOS DE MEXICO ADR COMMON 879403780 123 3,900 SH DEFINED 2,3 3,900 TELLIUM PRIVATE PLACEMENT CONVERT 87967E917 20,000 666,667 SH DEFINED 1 666,667 TENET HEALTHCARE CORP COMMON 88033G100 83,374 1,894,860 SH DEFINED 1 1,894,860 TENET HEALTHCARE CORP COMMON 88033G100 231,000 5,250,000 SH DEFINED 1,2 5,250,000 TENET HEALTHCARE CORP COMMON 88033G100 4,880 110,900 SH DEFINED 1,4 110,900 TENET HEALTHCARE CORP COMMON 88033G100 8,664 196,900 SH DEFINED 2 196,900 TENET HEALTHCARE CORP COMMON 88033G100 2,473 56,200 SH DEFINED 2,3 56,200 TERADYNE INC COMMON 880770102 105,547 3,198,400 SH DEFINED 1 3,198,400 TERADYNE INC COMMON 880770102 125,103 3,791,000 SH DEFINED 1,2 3,791,000 TERADYNE INC COMMON 880770102 7,379 223,600 SH DEFINED 1,4 223,600 TERADYNE INC COMMON 880770102 1,924 58,300 SH DEFINED 2 58,300 TERADYNE INC COMMON 880770102 1,475 44,700 SH DEFINED 2,3 44,700 TERADYNE INC COMMON 880770102 15 459 SH DEFINED 5 459 TETRA TECH INC COMMON 88162G103 74,220 3,665,200 SH DEFINED 1 3,665,200 TETRA TECH INC COMMON 88162G103 251 12,400 SH DEFINED 1,4 12,400 TETRA TECH INC COMMON 88162G103 6,047 298,600 SH DEFINED 2 298,600 TETRA TECH INC COMMON 88162G103 695 34,300 SH DEFINED 2,3 34,300 TETRA TECHNOLOGIES INC COMMON 88162F105 3,038 150,000 SH DEFINED 1 150,000 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 93,753 1,716,300 SH DEFINED 1 1,716,300 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 72,651 1,330,000 SH DEFINED 1,2 1,330,000 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 11,351 207,800 SH DEFINED 1,4 207,800 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 10,827 198,200 SH DEFINED 2 198,200 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 1,338 24,500 SH DEFINED 2,3 24,500 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 64 1,169 SH DEFINED 5 1,169

Page 79/90 82 TEXAS INSTRUMENTS INC COMMON 882508104 71,183 2,297,700 SH DEFINED 1 2,297,700 TEXAS INSTRUMENTS INC COMMON 882508104 38,725 1,250,000 SH DEFINED 1,2 1,250,000 TEXAS INSTRUMENTS INC COMMON 882508104 496 16,000 SH DEFINED 1,4 16,000 TEXAS INSTRUMENTS INC COMMON 882508104 232 7,500 SH DEFINED 2 7,500 TEXAS INSTRUMENTS INC COMMON 882508104 204 6,600 SH DEFINED 2,3 6,600 TEXAS INSTRUMENTS INC COMMON 882508104 9 275 SH DEFINED 5 275 THE BISYS GROUP INC COMMON 055472104 14,439 270,200 SH DEFINED 1 270,200 THE BISYS GROUP INC COMMON 055472104 21 400 SH DEFINED 2,3 400 THE MEN'S WEARHOUSE INC COMMON 587118100 68,254 3,162,837 SH DEFINED 1 3,162,837 THE MEN'S WEARHOUSE INC COMMON 587118100 15,747 729,700 SH DEFINED 1,2 729,700 THE MEN'S WEARHOUSE INC COMMON 587118100 163 7,532 SH DEFINED 1,4 7,532 THE MEN'S WEARHOUSE INC COMMON 587118100 4,605 213,391 SH DEFINED 2 213,391 THE MEN'S WEARHOUSE INC COMMON 587118100 475 22,007 SH DEFINED 2,3 22,007 THE PMI GROUP INC COMMON 69344M101 5,491 84,500 SH DEFINED 1 84,500 THE TALBOTS INC COMMON 874161102 27,302 642,700 SH DEFINED 1 642,700 THE TALBOTS INC COMMON 874161102 106,200 2,500,000 SH DEFINED 1,2 2,500,000 THE TALBOTS INC COMMON 874161102 4,031 94,900 SH DEFINED 1,4 94,900 THE TALBOTS INC COMMON 874161102 8,762 206,270 SH DEFINED 2 206,270 THE TALBOTS INC COMMON 874161102 637 15,000 SH DEFINED 2,3 15,000 THE WILLIAMS COMPANIES INC COMMON 969457100 535,719 12,502,200 SH DEFINED 1 12,502,200 THE WILLIAMS COMPANIES INC COMMON 969457100 143,072 3,338,900 SH DEFINED 1,2 3,338,900 THE WILLIAMS COMPANIES INC COMMON 969457100 13,879 323,900 SH DEFINED 2 323,900 THE WILLIAMS COMPANIES INC COMMON 969457100 2,053 47,900 SH DEFINED 2,3 47,900 THERMA-WAVE INC COMMON 88343A108 947 75,000 SH DEFINED 1 75,000 THERMO ELECTRON CORP COMMON 883556102 90 4,000 SH DEFINED 1 4,000 TIDEWATER INC COMMON 886423102 136 3,000 SH DEFINED 1 3,000

Page 80/90 83 TIFFANY & CO COMMON 886547108 4,900 179,800 SH DEFINED 1 179,800 TIFFANY & CO COMMON 886547108 34,063 1,250,000 SH DEFINED 1,2 1,250,000 TIFFANY & CO COMMON 886547108 2,433 89,300 SH DEFINED 2 89,300 TIFFANY & CO COMMON 886547108 166 6,100 SH DEFINED 2,3 6,100 TIME WARNER TELECOM INC CL A COMMON 887319101 29,009 797,500 SH DEFINED 1 797,500 TIME WARNER TELECOM INC CL A COMMON 887319101 2,015 55,400 SH DEFINED 2 55,400 TITAN CORP COMMON 888266103 11,652 648,400 SH DEFINED 1 648,400 TJX COMPANIES INC COMMON 872540109 14,605 456,400 SH DEFINED 1 456,400 TJX COMPANIES INC COMMON 872540109 160,000 5,000,000 SH DEFINED 1,2 5,000,000 TJX COMPANIES INC COMMON 872540109 371 11,600 SH DEFINED 1,4 11,600 TJX COMPANIES INC COMMON 872540109 12,752 398,500 SH DEFINED 2 398,500 TJX COMPANIES INC COMMON 872540109 778 24,300 SH DEFINED 2,3 24,300 TOLL BROTHERS, INC. COMMON 889478103 1,925 50,000 SH DEFINED 1 50,000 TOLLGRADE COMMUNICATIONS INC COMMON 889542106 9,656 375,000 SH DEFINED 1 375,000 TOO INC COMMON 890333107 41,963 2,239,200 SH DEFINED 1 2,239,200 TOO INC COMMON 890333107 99 5,260 SH DEFINED 1,4 5,260 TOO INC COMMON 890333107 1,861 99,300 SH DEFINED 2 99,300 TOO INC COMMON 890333107 217 11,600 SH DEFINED 2,3 11,600 TOYS R US INC COMMON 892335100 3,238 129,000 SH DEFINED 1 129,000 TOYS R US INC COMMON 892335100 37,650 1,500,000 SH DEFINED 1,2 1,500,000 TOYS R US INC COMMON 892335100 2,625 104,600 SH DEFINED 2 104,600 TOYS R US INC COMMON 892335100 183 7,300 SH DEFINED 2,3 7,300 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 428,973 9,895,571 SH DEFINED 1 9,895,571 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 166,353 3,837,450 SH DEFINED 1,2 3,837,450 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 759 17,500 SH DEFINED 1,4 17,500 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 12,192 281,250 SH DEFINED 2 281,250 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 529 12,200 SH DEFINED 2,3 12,200 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 703 16,226 SH DEFINED 5 16,226 TRANSWITCH CORP COMMON 894065101 1,708 130,150 SH DEFINED 1 130,150

Page 81/90 84 TRANSWITCH CORP CVT 144A NTS 4.5 CONVERT 894065AA9 820 1,250,000 PRN DEFINED 1 1,250,000 TRAVELCENTERS OF AMERICA WTS 144A COMMON 894172113 154 15,000 SH DEFINED 1 15,000 TRIAD HOSPITALS INC COMMON 89579K109 92,909 3,288,800 SH DEFINED 1 3,288,800 TRIAD HOSPITALS INC COMMON 89579K109 1,379 48,800 SH DEFINED 1,4 48,800 TRIAD HOSPITALS INC COMMON 89579K109 6,681 236,500 SH DEFINED 2 236,500 TRIAD HOSPITALS INC COMMON 89579K109 226 8,000 SH DEFINED 2,3 8,000 TRIBUNE CVT 2.00 05/18/2029 CONVERT 896047305 71 700 SH DEFINED 1 700 TRICON GLOBAL RESTAURANTS INC COMMON 895953107 25,129 658,000 SH DEFINED 1 658,000 TRICON GLOBAL RESTAURANTS INC COMMON 895953107 379 9,922 SH DEFINED 5 9,922 TRIGON HEALTHCARE INC COMMON 89618L100 3,126 60,700 SH DEFINED 1 60,700 TRIGON HEALTHCARE INC COMMON 89618L100 32,502 631,100 SH DEFINED 1,2 631,100 TRIGON HEALTHCARE INC COMMON 89618L100 489 9,500 SH DEFINED 2,3 9,500 TRIKON TECHNOLOGIES INC COMMON 896187408 1,266 125,000 SH DEFINED 1 125,000 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 4,444 300,000 SH DEFINED 1 300,000 TUBOS DE ACERO DE MEXICO-SP ADR COMMON 898592506 5,933 541,800 SH DEFINED 1 541,800 TUBOS DE ACERO DE MEXICO-SP ADR COMMON 898592506 25 2,300 SH DEFINED 1,4 2,300 TWEETER HOME ENTERTAINMENT GRP COMMON 901167106 11,760 605,000 SH DEFINED 1 605,000 TXU CORP COMMON 873168108 10,289 249,000 SH DEFINED 1 249,000 TXU CORP COMMON 873168108 254 6,158 SH DEFINED 5 6,158 TYCO INTERNATIONAL LTD COMMON 902124106 1,105,404 25,570,300 SH DEFINED 1 25,570,300 TYCO INTERNATIONAL LTD COMMON 902124106 280,995 6,500,000 SH DEFINED 1,2 6,500,000 TYCO INTERNATIONAL LTD COMMON 902124106 1,297 30,000 SH DEFINED 1,4 30,000 TYCO INTERNATIONAL LTD COMMON 902124106 18,144 419,700 SH DEFINED 2 419,700 TYCO INTERNATIONAL LTD COMMON 902124106 26 600 SH DEFINED 2,3 600 TYCO INTERNATIONAL LTD COMMON 902124106 463 10,718 SH DEFINED 5 10,718 UBIQUITEL OPERATING WTS 144A COMMON 903474112 620 31,000 SH DEFINED 1 31,000

Page 82/90 85 ULTICOM INC COMMON 903844108 8,452 458,400 SH DEFINED 1 458,400 ULTICOM INC COMMON 903844108 20 1,100 SH DEFINED 1,4 1,100 ULTICOM INC COMMON 903844108 551 29,870 SH DEFINED 2 29,870 ULTICOM INC COMMON 903844108 66 3,600 SH DEFINED 2,3 3,600 ULTIMATE ELECTRONICS INC COMMON 903849107 10,000 400,000 SH DEFINED 1 400,000 ULTRATECH STEPPER, INC. COMMON 904034105 603 24,500 SH DEFINED 1 24,500 UNISYS CORP COMMON 909214108 9,139 652,800 SH DEFINED 1 652,800 UNISYS CORP COMMON 909214108 105,000 7,500,000 SH DEFINED 1,2 7,500,000 UNISYS CORP COMMON 909214108 7,647 546,200 SH DEFINED 2 546,200 UNISYS CORP COMMON 909214108 510 36,400 SH DEFINED 2,3 36,400 UNITED AUSTRALIA PACIFIC INC COMMON 902745926 0 50 SH DEFINED 2 50 UNITED NATURAL FOODS INC COMMON 911163103 3,164 225,000 SH DEFINED 1 225,000 UNITED TECHNOLOGIES CORP COMMON 913017109 101,081 1,379,000 SH DEFINED 1 1,379,000 UNITED TECHNOLOGIES CORP COMMON 913017109 212,570 2,900,000 SH DEFINED 1,2 2,900,000 UNITED TECHNOLOGIES CORP COMMON 913017109 5,585 76,200 SH DEFINED 2 76,200 UNITED TECHNOLOGIES CORP COMMON 913017109 2,331 31,800 SH DEFINED 2,3 31,800 UNITED TECHNOLOGIES CORP COMMON 913017109 98 1,340 SH DEFINED 5 1,340 UNITEDGLOBALCOM INC CL A COMMON 913247508 1,101 83,896 SH DEFINED 1 83,896 UNITEDHEALTH GROUP INC COMMON 91324P102 618,965 10,444,900 SH DEFINED 1 10,444,900 UNITEDHEALTH GROUP INC COMMON 91324P102 262,788 4,434,500 SH DEFINED 1,2 4,434,500 UNITEDHEALTH GROUP INC COMMON 91324P102 21,428 361,600 SH DEFINED 1,4 361,600 UNITEDHEALTH GROUP INC COMMON 91324P102 8,456 142,700 SH DEFINED 2 142,700 UNITEDHEALTH GROUP INC COMMON 91324P102 2,287 38,600 SH DEFINED 2,3 38,600 UNITEDHEALTH GROUP INC COMMON 91324P102 438 7,397 SH DEFINED 5 7,397 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 5,775 165,000 SH DEFINED 1 165,000

Page 83/90 86 UNIVERSAL HEALTH SERVICES B COMMON 913903100 68,547 776,300 SH DEFINED 1 776,300 UNIVERSAL HEALTH SERVICES B COMMON 913903100 70,693 800,600 SH DEFINED 1,2 800,600 UNIVERSAL HEALTH SERVICES B COMMON 913903100 1,413 16,000 SH DEFINED 1,4 16,000 UNIVERSAL HEALTH SERVICES B COMMON 913903100 5,174 58,600 SH DEFINED 2 58,600 UNIVERSAL HEALTH SERVICES B COMMON 913903100 1,157 13,100 SH DEFINED 2,3 13,100 UNIVISION COMMUNICATIONS-A COMMON 914906102 74,076 1,941,200 SH DEFINED 1 1,941,200 UNIVISION COMMUNICATIONS-A COMMON 914906102 127,058 3,329,600 SH DEFINED 1,2 3,329,600 UNIVISION COMMUNICATIONS-A COMMON 914906102 1,927 50,500 SH DEFINED 1,4 50,500 UNIVISION COMMUNICATIONS-A COMMON 914906102 17,477 458,000 SH DEFINED 2 458,000 UNIVISION COMMUNICATIONS-A COMMON 914906102 633 16,600 SH DEFINED 2,3 16,600 UNIVISION COMMUNICATIONS-A COMMON 914906102 9 235 SH DEFINED 5 235 UNUMPROVIDENT CORP COMMON 91529Y106 72,419 2,478,400 SH DEFINED 1 2,478,400 UNUMPROVIDENT CORP COMMON 91529Y106 710 24,305 SH DEFINED 5 24,305 USA EDUCATION INC COMMON 90390U102 15,424 212,300 SH DEFINED 1 212,300 UTI ENERGY CORP COMMON 903387108 10,588 350,000 SH DEFINED 1 350,000 UTILICORP UNITED INC COMMON 918005109 13,196 407,800 SH DEFINED 1 407,800 UTILICORP UNITED INC COMMON 918005109 113 3,500 SH DEFINED 1,4 3,500 UTSTARCOM INC COMMON 918076100 52,166 3,137,800 SH DEFINED 1 3,137,800 UTSTARCOM INC COMMON 918076100 1,953 117,500 SH DEFINED 1,4 117,500 UTSTARCOM INC COMMON 918076100 8,716 524,300 SH DEFINED 2 524,300 UTSTARCOM INC COMMON 918076100 224 13,500 SH DEFINED 2,3 13,500 VALERO ENERGY CORP COMMON 91913Y100 23,231 654,400 SH DEFINED 1 654,400 VALERO ENERGY CORP COMMON 91913Y100 85 2,400 SH DEFINED 2 2,400 VANS INC COMMON 921930103 33,932 1,503,900 SH DEFINED 1 1,503,900 VANS INC COMMON 921930103 120 5,300 SH DEFINED 1,4 5,300 VANS INC COMMON 921930103 2,809 124,500 SH DEFINED 2 124,500 VANS INC COMMON 921930103 325 14,400 SH DEFINED 2,3 14,400

Page 84/90 87 VARCO INTERNATONAL INC COMMON 922122106 25,127 1,216,800 SH DEFINED 1 1,216,800 VARCO INTERNATONAL INC COMMON 922122106 91 4,400 SH DEFINED 1,4 4,400 VARCO INTERNATONAL INC COMMON 922122106 2,055 99,500 SH DEFINED 2 99,500 VARCO INTERNATONAL INC COMMON 922122106 240 11,600 SH DEFINED 2,3 11,600 VARIAN INC COMMON 922206107 64,998 2,542,700 SH DEFINED 1 2,542,700 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 17,121 281,600 SH DEFINED 1 281,600 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 43 700 SH DEFINED 1,4 700 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1,210 19,900 SH DEFINED 2 19,900 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 140 2,300 SH DEFINED 2,3 2,300 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 6,573 205,800 SH DEFINED 1 205,800 VEECO INSTUMENTS INC COMMON 922417100 9,144 220,000 SH DEFINED 1 220,000 VEECO INSTUMENTS INC COMMON 922417100 370 8,900 SH DEFINED 1,4 8,900 VEECO INSTUMENTS INC COMMON 922417100 1,351 32,500 SH DEFINED 2 32,500 VENATOR GROUP INC COMMON 922944103 55,012 3,986,400 SH DEFINED 1 3,986,400 VENATOR GROUP INC COMMON 922944103 1,252 90,700 SH DEFINED 1,4 90,700 VENATOR GROUP INC COMMON 922944103 7,965 577,200 SH DEFINED 2 577,200 VENATOR GROUP INC COMMON 922944103 413 29,900 SH DEFINED 2,3 29,900 VENTANA MEDICAL SYSTEMS COMMON 92276H106 930 40,000 SH DEFINED 1 40,000 VERADO HOLDINGS INC B COMMON 92335X100 2 2,765 SH DEFINED 1 2,765 VERITAS DGC INC COMMON 92343P107 3,994 125,000 SH DEFINED 1 125,000 VERITAS SOFTWARE CORP COMMON 923436109 305,115 6,598,500 SH DEFINED 1 6,598,500 VERITAS SOFTWARE CORP COMMON 923436109 276,964 5,989,700 SH DEFINED 1,2 5,989,700 VERITAS SOFTWARE CORP COMMON 923436109 7,283 157,500 SH DEFINED 1,4 157,500 VERITAS SOFTWARE CORP COMMON 923436109 12,138 262,500 SH DEFINED 2 262,500 VERITAS SOFTWARE CORP COMMON 923436109 1,739 37,600 SH DEFINED 2,3 37,600 VERITAS SOFTWARE CORP COMMON 923436109 136 2,931 SH DEFINED 5 2,931 VERITAS SOFTWARE CVT CONVERT 923436AB5 18,145 3,750,000 PRN DEFINED 1 3,750,000 VERITAS SOFTWARE CVT CONVERT 923436AB5 60,484 12,500,000 PRN DEFINED 1,2 12,500,000

Page 85/90 88 VERITAS SOFTWARE CVT 1.856 CONVERT 92343RAA1 14,534 10,208,000 PRN DEFINED 1 10,208,000 VERITAS SOFTWARE CVT 1.856 CONVERT 92343RAA1 2,278 1,600,000 PRN DEFINED 2 1,600,000 VERITY INC COMMON 92343C106 17,494 771,100 SH DEFINED 1 771,100 VERITY INC COMMON 92343C106 64 2,800 SH DEFINED 1,4 2,800 VERITY INC COMMON 92343C106 1,697 74,800 SH DEFINED 2 74,800 VERITY INC COMMON 92343C106 202 8,900 SH DEFINED 2,3 8,900 VERIZON COMMUNICATIONS INC COMMON 92343V104 33,359 676,648 SH DEFINED 1 676,648 VERIZON COMMUNICATIONS INC COMMON 92343V104 2,958 60,000 SH DEFINED 2 60,000 VERIZON COMMUNICATIONS INC COMMON 92343V104 243 4,927 SH DEFINED 5 4,927 VERSATEL TELECOM INTL ADR COMMON 925301103 2,406 487,225 SH DEFINED 1 487,225 VERSATEL TELECOM INTL ADR COMMON 925301103 7 1,418 SH DEFINED 2,3 1,418 VERSIGN INC COMMON 92343E102 4,536 128,000 SH DEFINED 1 128,000 VERSIGN INC COMMON 92343E102 687 19,400 SH DEFINED 2 19,400 VIACOM INC CL B COMMON 925524308 92,570 2,105,304 SH DEFINED 1 2,105,304 VIACOM INC CL B COMMON 925524308 5,447 123,883 SH DEFINED 2 123,883 VIACOM INC CL B COMMON 925524308 65 1,474 SH DEFINED 5 1,474 VIASYSTEMS GROUP INC COMMON 92553H100 1,325 441,600 SH DEFINED 1 441,600 VIRAGE LOGIC CORP COMMON 92763R104 2,388 200,000 SH DEFINED 1 200,000 VIRATA CORP COMMON 927646109 9,144 700,000 SH DEFINED 1 700,000 VIRATA CORP COMMON 927646109 489 37,400 SH DEFINED 1,4 37,400 VIRATA CORP COMMON 927646109 1,701 130,200 SH DEFINED 2 130,200 VITAL SIGNS INC COMMON 928469105 819 25,500 SH DEFINED 1 25,500 VODAFONE GROUP PLC SP ADR COMMON 92857W100 54,703 2,014,850 SH DEFINED 1 2,014,850 VODAFONE GROUP PLC SP ADR COMMON 92857W100 445 16,400 SH DEFINED 2 16,400 VODAFONE GROUP PLC SP ADR COMMON 92857W100 78 2,890 SH DEFINED 5 2,890

Page 86/90 89 WADDELL & REED FINANCIAL CL A COMMON 930059100 50,378 1,777,000 SH DEFINED 1 1,777,000 WADDELL & REED FINANCIAL CL A COMMON 930059100 108 3,800 SH DEFINED 1,4 3,800 WADDELL & REED FINANCIAL CL A COMMON 930059100 4,805 169,500 SH DEFINED 2 169,500 WADDELL & REED FINANCIAL CL A COMMON 930059100 340 12,000 SH DEFINED 2,3 12,000 WAL MART STORES INC COMMON 931142103 135 2,675 SH DEFINED 5 2,675 WALGREEN CO COMMON 931422109 595,166 14,587,400 SH DEFINED 1 14,587,400 WALGREEN CO COMMON 931422109 193,800 4,750,000 SH DEFINED 1,2 4,750,000 WALGREEN CO COMMON 931422109 530 13,000 SH DEFINED 1,4 13,000 WALGREEN CO COMMON 931422109 17,254 422,900 SH DEFINED 2 422,900 WALGREEN CO COMMON 931422109 506 12,400 SH DEFINED 2,3 12,400 WALGREEN CO COMMON 931422109 20 481 SH DEFINED 5 481 WAL-MART STORES INC COMMON 931142103 123,190 2,439,400 SH DEFINED 1 2,439,400 WAL-MART STORES INC COMMON 931142103 949 18,800 SH DEFINED 2 18,800 WAL-MART STORES INC COMMON 931142103 258 5,100 SH DEFINED 2,3 5,100 WALT DISNEY CO COMMON 254687106 7,307 255,500 SH DEFINED 1 255,500 WALT DISNEY CO COMMON 254687106 85,800 3,000,000 SH DEFINED 1,2 3,000,000 WALT DISNEY CO COMMON 254687106 5,906 206,500 SH DEFINED 2 206,500 WALT DISNEY CO COMMON 254687106 418 14,600 SH DEFINED 2,3 14,600 WASHINGTON MUTUAL INC COMMON 939322103 2,644 48,300 SH DEFINED 1 48,300 WASHINGTON MUTUAL INC COMMON 939322103 11,087 202,500 SH DEFINED 1,4 202,500 WASHINGTON MUTUAL INC COMMON 939322103 148 2,700 SH DEFINED 2 2,700 WASTE CONNECTIONS INC COMMON 941053100 694 24,100 SH DEFINED 1 24,100 WASTE MANAGEMENT INC COMMON 94106L109 121,359 4,913,317 SH DEFINED 1 4,913,317 WASTE MANAGEMENT INC COMMON 94106L109 924 37,390 SH DEFINED 5 37,390 WATERS CORP COMMON 941848103 40,356 868,800 SH DEFINED 1 868,800 WATERS CORP COMMON 941848103 69,350 1,493,000 SH DEFINED 1,2 1,493,000 WATERS CORP COMMON 941848103 7,288 156,900 SH DEFINED 1,4 156,900 WATERS CORP COMMON 941848103 2,550 54,900 SH DEFINED 2 54,900 WATERS CORP COMMON 941848103 887 19,100 SH DEFINED 2,3 19,100 WATERS CORP COMMON 941848103 32 679 SH DEFINED 5 679

Page 87/90 90 WATSON PHARMACEUTICALS COMMON 942683103 20,561 390,900 SH DEFINED 1 390,900 WATSON PHARMACEUTICALS COMMON 942683103 44 828 SH DEFINED 5 828 WATSON WYATT & CO HOLDINGS COMMON 942712100 399 24,800 SH DEFINED 1 24,800 WAUSAU-MOSINEE PAPER CORP COMMON 943315101 827 63,600 SH DEFINED 1 63,600 WEATHERFORD INTERNATIONAL INC COMMON 947074100 82,158 1,664,800 SH DEFINED 1 1,664,800 WEATHERFORD INTERNATIONAL INC COMMON 947074100 103,635 2,100,000 SH DEFINED 1,2 2,100,000 WEATHERFORD INTERNATIONAL INC COMMON 947074100 1,056 21,400 SH DEFINED 1,4 21,400 WEATHERFORD INTERNATIONAL INC COMMON 947074100 10,896 220,800 SH DEFINED 2 220,800 WEATHERFORD INTERNATIONAL INC COMMON 947074100 518 10,500 SH DEFINED 2,3 10,500 WEATHERFORD INTERNATIONAL INC COMMON 947074100 669 13,559 SH DEFINED 5 13,559 WEBSENSE INC COMMON 947684106 356 30,000 SH DEFINED 1 30,000 WEBSENSE INC COMMON 947684106 6 500 SH DEFINED 2,3 500 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 24,380 255,800 SH DEFINED 1 255,800 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 131,823 1,383,100 SH DEFINED 1,2 1,383,100 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 1,191 12,500 SH DEFINED 1,4 12,500 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 13,524 141,900 SH DEFINED 2 141,900 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 696 7,300 SH DEFINED 2,3 7,300 WELLS FARGO CO COMMON 949746101 7,940 160,500 SH DEFINED 1 160,500 WESTCOAST ENERGY INC COMMON 95751D102 2,744 118,700 SH DEFINED 1 118,700 WESTERN WIRELESS CORP CL A COMMON 95988E204 25,996 639,900 SH DEFINED 1 639,900 WESTERN WIRELESS CORP CL A COMMON 95988E204 37 900 SH DEFINED 1,4 900 WESTERN WIRELESS CORP CL A COMMON 95988E204 2,617 64,430 SH DEFINED 2 64,430 WESTERN WIRELESS CORP CL A COMMON 95988E204 118 2,900 SH DEFINED 2,3 2,900 WET SEAL INC CL-A COMMON 961840105 3,331 130,000 SH DEFINED 1 130,000 WHITNEY HOLDING CORP COMMON 966612103 1,978 50,000 SH DEFINED 1 50,000

Page 88/90 91 WHOLE FOODS MARKET INC COMMON 966837106 5,266 125,000 SH DEFINED 1 125,000 WHOLE FOODS MARKET INC COMMON 966837106 366 8,700 SH DEFINED 1,4 8,700 WHOLE FOODS MARKET INC COMMON 966837106 1,356 32,200 SH DEFINED 2 32,200 WILLBROS GROUP INC COMMON 969199108 1,718 150,000 SH DEFINED 1 150,000 WILLIAMS-SONOMA INC COMMON 969904101 8,663 330,000 SH DEFINED 1 330,000 WILLIAMS-SONOMA INC COMMON 969904101 36 1,363 SH DEFINED 5 1,363 WINSLOEW FURNITURE WTS COMMON 975377110 23 2,220 SH DEFINED 1 2,220 WIRELESS FACILITIES INC COMMON 97653A103 206 50,000 SH DEFINED 1 50,000 WISCONSIN ENERGY CORP COMMON 976657106 8,632 400,000 SH DEFINED 1 400,000 WISCONSIN ENERGY CORP COMMON 976657106 60 2,765 SH DEFINED 5 2,765 WORLD ACCESS 144A CVT PFD SER D CONVERT 98141A911 1,138 18,960 SH DEFINED 1 18,960 WORLD ACCESS 144A CVT PFD SER D CONVERT 98141A911 13 215 SH DEFINED 2,3 215 WORLDCOM INC COMMON 98157D106 9,991 534,650 SH DEFINED 1 534,650 WORLDCOM INC COMMON 98157D106 8,409 450,000 SH DEFINED 1,4 450,000 WYSDOM INC COMMON 983600107 3,000 789,474 SH DEFINED 1,4 789,474 XCARE.NET INC COMMON 98388Y101 4,405 661,800 SH DEFINED 1 661,800 XCEL ENERGY INC COMMON 98389B100 7,597 252,300 SH DEFINED 1 252,300 XILINX INC COMMON 983919101 65,789 1,873,000 SH DEFINED 1 1,873,000 XILINX INC COMMON 983919101 45,663 1,300,000 SH DEFINED 1,2 1,300,000 XILINX INC COMMON 983919101 492 14,000 SH DEFINED 1,4 14,000 XILINX INC COMMON 983919101 351 10,000 SH DEFINED 2 10,000 XILINX INC COMMON 983919101 81 2,300 SH DEFINED 2,3 2,300 XILINX INC COMMON 983919101 105 2,993 SH DEFINED 5 2,993 XL CAPITAL LTD CL A COMMON G98255105 56,619 744,300 SH DEFINED 1 744,300 XL CAPITAL LTD CL A COMMON G98255105 442 5,815 SH DEFINED 5 5,815

Page 89/90 92 ZEBRA TECHNOLOGIES CORP COMMON 989207105 6,291 165,000 SH DEFINED 1 165,000 ZEBRA TECHNOLOGIES CORP COMMON 989207105 52 1,351 SH DEFINED 5 1,351 ZENGINE INC COMMON 98935C107 2,988 771,106 SH DEFINED 1 771,106 ZENGINE INC COMMON 98935C107 11 2,730 SH DEFINED 1,4 2,730 ZENGINE INC COMMON 98935C107 269 69,446 SH DEFINED 2 69,446 ZENGINE INC COMMON 98935C107 33 8,443 SH DEFINED 2,3 8,443 ZIONS BANCORPORATION COMMON 989701107 13,726 263,500 SH DEFINED 1 263,500 ZOLL MEDICAL CORP COMMON 989922109 34,526 990,000 SH DEFINED 1 990,000 ZOLL MEDICAL CORP COMMON 989922109 52 1,500 SH DEFINED 1,4 1,500 ZOLL MEDICAL CORP COMMON 989922109 1,387 39,760 SH DEFINED 2 39,760 ZOLL MEDICAL CORP COMMON 989922109 160 4,600 SH DEFINED 2,3 4,600 ZORAN CORP COMMON 98975F101 32,371 2,114,000 SH DEFINED 1 2,114,000 ZORAN CORP COMMON 98975F101 31 2,000 SH DEFINED 1,4 2,000 ZORAN CORP COMMON 98975F101 761 49,680 SH DEFINED 2 49,680 ZORAN CORP COMMON 98975F101 89 5,800 SH DEFINED 2,3 5,800 ZYGO CORP COMMON 989855101 2,083 110,000 SH DEFINED 1 110,000

Page 90/90

A I M MANAGEMENT GROUP INC /DE/ 13F-HR