13F-HR 1 h94107e13f-hr.txt AIM MANAGEMENT GROUP INC. - DATED 12/31/2001 -------------------------- OMB APPROVAL -------------------------- OMB Number: 3235-0006 Expires: April 30, 2000 Estimated average burden hours per response..... 33.99 -------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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 Form 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 RELIHAN -------------------------------------- Houston, Texas 2/13/02 [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 6 Form 13F Information Table Entry Total: 3,137 Form 13F Information Table Value Total: $76,608,680 (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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.]

FORM 13F INFORMATION TABLE

Page 1 / 117 ACCENTURE LTD CL A COMMON G1150G111 23,606 876,900 SH DEFINED 1 876,900 ACCENTURE LTD CL A COMMON G1150G111 114,819 4,265,200 SH DEFINED 1,2 4,265,200 ACCENTURE LTD CL A COMMON G1150G111 538 20,000 SH DEFINED 1,4 20,000 ACCENTURE LTD CL A COMMON G1150G111 5,925 220,100 SH DEFINED 2 220,100 ACCENTURE LTD CL A COMMON G1150G111 818 30,400 SH DEFINED 2,3 30,400 ACCREDO HEALTH INC COMMON 00437V104 8,162 205,600 SH DEFINED 1 205,600 ACCREDO HEALTH INC COMMON 00437V104 115 2,900 SH DEFINED 2 2,900 ACCREDO HEALTH INC COMMON 00437V104 12 300 SH DEFINED 2,3 300 ACE LTD COMMON G0070K103 181,525 4,521,174 SH DEFINED 1 4,521,174 ACE LTD COMMON G0070K103 116,828 2,909,800 SH DEFINED 1,2 2,909,800 ACE LTD COMMON G0070K103 1,843 45,900 SH DEFINED 1,4 45,900 ACE LTD COMMON G0070K103 14,223 354,250 SH DEFINED 2 354,250 ACE LTD COMMON G0070K103 1,136 28,300 SH DEFINED 2,3 28,300 ACE LTD COMMON G0070K103 6,043 158,612 SH DEFINED 5 158,612 ACTEL CORP COMMON 004934105 3,484 175,000 SH DEFINED 1 175,000 ACTEL CORP COMMON 004934105 58 2,900 SH DEFINED 2 2,900 ACTIVE POWER INC COMMON 00504W100 596 87,600 SH DEFINED 1 87,600 ACTIVISION INC COMMON 004930202 27,548 1,059,150 SH DEFINED 1 1,059,150 ACTIVISION INC COMMON 004930202 86 3,320 SH DEFINED 1,4 3,320 ACTIVISION INC COMMON 004930202 2,202 84,675 SH DEFINED 2 84,675 ACTIVISION INC COMMON 004930202 186 7,150 SH DEFINED 2,3 7,150 ACXIOM CORPORATION COMMON 005125109 2,096 120,000 SH DEFINED 1 120,000 ADC TELECOMMUNICATIONS INC COMMON 000886101 3,450 750,000 SH DEFINED 1 750,000 ADC TELECOMMUNICATIONS INC COMMON 000886101 552 120,000 SH DEFINED 1,4 120,000 ADC TELECOMMUNICATIONS INC COMMON 000886101 2,056 447,000 SH DEFINED 2 447,000 ADELPHIA COMMUNICATIONS COMMON 006848105 5,457 175,000 SH DEFINED 1 175,000 ADELPHIA COMMUNICATIONS COMMON 006848105 889 28,500 SH DEFINED 1,4 28,500 ADELPHIA COMMUNICATIONS COMMON 006848105 3,321 106,500 SH DEFINED 2 106,500

Page 2 / 117 ADMINISTAFF INC COMMON 007094105 18,417 671,900 SH DEFINED 1 671,900 ADMINISTAFF INC COMMON 007094105 55 2,000 SH DEFINED 1,4 2,000 ADMINISTAFF INC COMMON 007094105 1,931 70,460 SH DEFINED 2 70,460 ADMINISTAFF INC COMMON 007094105 156 5,700 SH DEFINED 2,3 5,700 ADOBE SYSTEMS INC COMMON 00724F101 14,516 467,500 SH DEFINED 1 467,500 ADOLOR CORP COMMON 00724X102 61 3,400 SH DEFINED 1 3,400 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 7,587 429,400 SH DEFINED 1 429,400 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 69 3,900 SH DEFINED 2 3,900 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 902 46,324 SH DEFINED 5 46,324 ADVANCED NEUROMODULATION SYS COMMON 00757T101 1,410 40,000 SH DEFINED 1 40,000 ADVANCEPCS COMMON 00790K109 3,675 125,200 SH DEFINED 1 125,200 ADVANCEPCS COMMON 00790K109 23,054 785,500 SH DEFINED 1,2 785,500 ADVANCEPCS COMMON 00790K109 3,997 136,200 SH DEFINED 1,4 136,200 ADVANCEPCS COMMON 00790K109 59 2,000 SH DEFINED 2 2,000 ADVANCEPCS COMMON 00790K109 244 8,300 SH DEFINED 2,3 8,300 AEROFLEX INC COMMON 007768104 11,263 595,000 SH DEFINED 1 595,000 AEROFLEX INC COMMON 007768104 83 4,400 SH DEFINED 2 4,400 AEROFLEX INC COMMON 007768104 15 800 SH DEFINED 6 800 AES CORP COMMON 00130H105 10,383 635,076 SH DEFINED 1 635,076 AES CORP COMMON 00130H105 1,153 70,500 SH DEFINED 2 70,500 AES CORP COMMON 00130H105 1 68 SH DEFINED 5 68 AFC ENTERPRISES COMMON 00104Q107 2,129 75,000 SH DEFINED 1 75,000 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 84,925 800,200 SH DEFINED 1 800,200 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 89,977 847,800 SH DEFINED 1,2 847,800 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 5,370 50,600 SH DEFINED 1,4 50,600 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 382 3,600 SH DEFINED 2 3,600 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 1,093 10,300 SH DEFINED 2,3 10,300

Page 3 / 117 AFFILIATED MANAGERS GROUP INC COMMON 008252108 58,794 834,200 SH DEFINED 1 834,200 AFFILIATED MANAGERS GROUP INC COMMON 008252108 137 1,940 SH DEFINED 1,4 1,940 AFFILIATED MANAGERS GROUP INC COMMON 008252108 4,647 65,930 SH DEFINED 2 65,930 AFFILIATED MANAGERS GROUP INC COMMON 008252108 381 5,400 SH DEFINED 2,3 5,400 AFFYMETRIX INC COMMON 00826T108 13,141 348,100 SH DEFINED 1 348,100 AFFYMETRIX INC COMMON 00826T108 585 15,500 SH DEFINED 1,4 15,500 AFLAC INC COMMON 001055102 39,927 1,625,700 SH DEFINED 1 1,625,700 AFLAC INC COMMON 001055102 97,722 3,978,900 SH DEFINED 1,2 3,978,900 AFLAC INC COMMON 001055102 8,908 362,700 SH DEFINED 2 362,700 AFLAC INC COMMON 001055102 550 22,400 SH DEFINED 2,3 22,400 AFLAC INC COMMON 001055102 42 1,534 SH DEFINED 5 1,534 AFLAC INC COMMON 001055102 14 550 SH DEFINED 6 550 AGCO CORP COMMON 001084102 1,578 100,000 SH DEFINED 1 100,000 AGERE SYSTEMS INC CL A COMMON 00845V100 2,902 510,000 SH DEFINED 1 510,000 AGERE SYSTEMS INC CL A COMMON 00845V100 47 8,300 SH DEFINED 2 8,300 AGERE SYSTEMS INC CL A COMMON 00845V100 4 720 SH DEFINED 5 720 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 88,034 1,876,650 SH DEFINED 1 1,876,650 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 4,691 100,000 SH DEFINED 1,4 100,000 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 3,697 78,800 SH DEFINED 2 78,800 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 5,242 114,660 SH DEFINED 5 114,660 AIRGATE PCS INC COMMON 009367103 44,961 987,065 SH DEFINED 1 987,065 AIRGATE PCS INC COMMON 009367103 872 19,140 SH DEFINED 1,4 19,140 AIRGATE PCS INC COMMON 009367103 6,032 132,430 SH DEFINED 2 132,430 AIRGATE PCS INC COMMON 009367103 246 5,400 SH DEFINED 2,3 5,400 AIRGATE PCS INC COMMON 009367103 18 400 SH DEFINED 6 400 AIRTRAN HOLDINGS INC COMMON 00949P108 4,990 756,000 SH DEFINED 1 756,000 AKSYS LTD COMMON 010196103 1,046 225,000 SH DEFINED 1 225,000 AKSYS LTD COMMON 010196103 16 3,500 SH DEFINED 2 3,500

Page 4 / 117 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 3,974 150,000 SH DEFINED 1 150,000 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 66 2,500 SH DEFINED 2 2,500 ALBERTA ENERGY LTD COMMON 012873105 17 472 SH DEFINED 5 472 ALCAN INC COMMON 013716105 11,498 320,000 SH DEFINED 1,4 320,000 ALCOA INC COMMON 013817101 135,589 3,814,050 SH DEFINED 1 3,814,050 ALCOA INC COMMON 013817101 15,998 450,000 SH DEFINED 1,2 450,000 ALCOA INC COMMON 013817101 3,601 101,300 SH DEFINED 2 101,300 ALCOA INC COMMON 013817101 6,525 169,032 SH DEFINED 5 169,032 ALEXION PHARMACEUTICALS INC COMMON 015351109 10,130 414,500 SH DEFINED 1 414,500 ALIGN TECHNOLOGY INC COMMON 016255101 1,238 275,000 SH DEFINED 1 275,000 ALIGN TECHNOLOGY INC COMMON 016255101 20 4,500 SH DEFINED 2 4,500 ALLEGHENY ENERGY INC COMMON 017361106 12,250 338,200 SH DEFINED 1 338,200 ALLERGAN INC COMMON 018490102 212,887 2,836,600 SH DEFINED 1 2,836,600 ALLERGAN INC COMMON 018490102 45,030 600,000 SH DEFINED 1,2 600,000 ALLERGAN INC COMMON 018490102 11,164 148,750 SH DEFINED 1,4 148,750 ALLERGAN INC COMMON 018490102 15,610 208,000 SH DEFINED 2 208,000 ALLERGAN INC COMMON 018490102 495 6,600 SH DEFINED 2,3 6,600 ALLERGAN INC COMMON 018490102 736 9,748 SH DEFINED 5 9,748 ALLIANCE ATLANTIS COMM COMMON 01853E204 226 20,000 SH DEFINED 1 20,000 ALLIANCE CAPITAL MANAGEMENT HLDG COMMON 01855A101 1,401 29,000 SH DEFINED 1 29,000 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 18,269 954,000 SH DEFINED 1 954,000 ALLIANCE RESOURCE PARTNERS COMMON 01877R108 331 12,200 SH DEFINED 1 12,200 ALLIANCE RESOURCE PARTNERS COMMON 01877R108 144 5,300 SH DEFINED 1,4 5,300

Page 5 / 117 ALLIANT TECHSYSTEMS INC COMMON 018804104 27,877 361,100 SH DEFINED 1 361,100 ALLIANT TECHSYSTEMS INC COMMON 018804104 3,752 48,600 SH DEFINED 1,4 48,600 ALLIANT TECHSYSTEMS INC COMMON 018804104 3,837 49,700 SH DEFINED 2 49,700 ALLIANT TECHSYSTEMS INC COMMON 018804104 8 100 SH DEFINED 2,3 100 ALLIANT TECHSYSTEMS INC COMMON 018804104 23 300 SH DEFINED 6 300 ALLIANZ AKTIENGESELLSCHAFT COMMON 018805101 21 910 SH DEFINED 5 910 ALLIED CAPITAL CORP COMMON 01903Q108 5,647 217,200 SH DEFINED 1 217,200 ALLIED WASTE INDUSTRIES INC COMMON 019589308 14 1,000 SH DEFINED 1 1,000 ALLSTATE CORP COMMON 020002101 1,685 50,000 SH DEFINED 1,4 50,000 ALPHA INDUSTRIES INC COMMON 020753109 65,779 3,017,400 SH DEFINED 1 3,017,400 ALPHA INDUSTRIES INC COMMON 020753109 3,387 155,360 SH DEFINED 1,4 155,360 ALPHA INDUSTRIES INC COMMON 020753109 3,212 147,320 SH DEFINED 2 147,320 ALPHA INDUSTRIES INC COMMON 020753109 273 12,500 SH DEFINED 2,3 12,500 ALPHA INDUSTRIES INC COMMON 020753109 59 2,476 SH DEFINED 5 2,476 ALTERA CORP COMMON 021441100 97,063 4,574,150 SH DEFINED 1 4,574,150 ALTERA CORP COMMON 021441100 90,185 4,250,000 SH DEFINED 1,2 4,250,000 ALTERA CORP COMMON 021441100 1,373 64,700 SH DEFINED 1,4 64,700 ALTERA CORP COMMON 021441100 9,351 440,650 SH DEFINED 2 440,650 ALTERA CORP COMMON 021441100 399 18,800 SH DEFINED 2,3 18,800 ALTERA CORP COMMON 021441100 3,691 162,190 SH DEFINED 5 162,190 ALTERA CORP COMMON 021441100 17 800 SH DEFINED 6 800 AMAZON.COM INC CVT 144A CONVERT 023135AD8 1,746 3,500,000 PRN DEFINED 1 3,500,000 AMAZON.COM INC CVT 144A CONVERT 023135AD8 249 500,000 PRN DEFINED 2,3 500,000 AMBAC INC COMMON 023139108 24,767 428,050 SH DEFINED 1 428,050 AMBAC INC COMMON 023139108 341 5,900 SH DEFINED 2 5,900 AMBAC INC COMMON 023139108 208 3,600 SH DEFINED 2,3 3,600 AMBAC INC COMMON 023139108 885 15,788 SH DEFINED 5 15,788

Page 6 / 117 AMDOCS LTD COMMON G02602103 167,941 4,943,800 SH DEFINED 1 4,943,800 AMDOCS LTD COMMON G02602103 3,309 97,400 SH DEFINED 2 97,400 AMDOCS LTD COMMON G02602103 153 4,500 SH DEFINED 2,3 4,500 AMERICA FIRST MORTGAGE INVESTMENT COMMON 023934102 1,313 150,000 SH DEFINED 1 150,000 AMERICA MOVIL SER L ADR COMMON 02364W105 32,472 1,666,936 SH DEFINED 1 1,666,936 AMERICA MOVIL SER L ADR COMMON 02364W105 6,275 322,110 SH DEFINED 1,4 322,110 AMERICA MOVIL SER L ADR COMMON 02364W105 39 2,000 SH DEFINED 2 2,000 AMERICA MOVIL SER L ADR COMMON 02364W105 76 3,900 SH DEFINED 2,3 3,900 AMERICAN CAPITAL STRATEGIES LTD COMMON 024937104 18,450 650,800 SH DEFINED 1 650,800 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 24,591 939,650 SH DEFINED 1 939,650 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 79 3,000 SH DEFINED 1,4 3,000 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 2,210 84,450 SH DEFINED 2 84,450 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 183 7,000 SH DEFINED 2,3 7,000 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 62 2,554 SH DEFINED 5 2,554 AMERICAN EXPRESS CO COMMON 025816109 141,307 3,959,300 SH DEFINED 1 3,959,300 AMERICAN EXPRESS CO COMMON 025816109 82,087 2,300,000 SH DEFINED 1,2 2,300,000 AMERICAN EXPRESS CO COMMON 025816109 1,952 54,700 SH DEFINED 1,4 54,700 AMERICAN EXPRESS CO COMMON 025816109 7,732 216,655 SH DEFINED 2 216,655 AMERICAN EXPRESS CO COMMON 025816109 268 7,500 SH DEFINED 2,3 7,500 AMERICAN HOME PRODUCTS CORP COMMON 026609107 81,670 1,331,000 SH DEFINED 1 1,331,000 AMERICAN HOME PRODUCTS CORP COMMON 026609107 42,952 700,000 SH DEFINED 1,2 700,000 AMERICAN HOME PRODUCTS CORP COMMON 026609107 7,035 114,650 SH DEFINED 2 114,650 AMERICAN HOME PRODUCTS CORP COMMON 026609107 389 6,468 SH DEFINED 5 6,468 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 1,110,156 13,981,810 SH DEFINED 1 13,981,810 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 399,382 5,030,000 SH DEFINED 1,2 5,030,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 1,945 24,500 SH DEFINED 1,4 24,500 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 56,807 715,450 SH DEFINED 2 715,450 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 1,604 20,200 SH DEFINED 2,3 20,200 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 1,430 17,352 SH DEFINED 5 17,352

Page 7 / 117 AMERICAN STANDARD CO COMMON 029712106 120,955 1,772,750 SH DEFINED 1 1,772,750 AMERICAN STANDARD CO COMMON 029712106 61 900 SH DEFINED 2 900 AMERICAN STANDARD CO COMMON 029712106 8,111 127,730 SH DEFINED 5 127,730 AMERICREDIT CORP COMMON 03060R101 45,331 1,436,800 SH DEFINED 1 1,436,800 AMERICREDIT CORP COMMON 03060R101 956 30,300 SH DEFINED 1,4 30,300 AMERICREDIT CORP COMMON 03060R101 5,274 167,150 SH DEFINED 2 167,150 AMERICREDIT CORP COMMON 03060R101 145 4,600 SH DEFINED 2,3 4,600 AMERICREDIT CORP COMMON 03060R101 57 2,464 SH DEFINED 5 2,464 AMERIGROUP CORP COMMON 03073T102 2,507 115,000 SH DEFINED 1 115,000 AMERISOURCEBERGEN CORP COMMON 03073E105 80,035 1,259,400 SH DEFINED 1 1,259,400 AMERISOURCEBERGEN CORP COMMON 03073E105 108,759 1,711,400 SH DEFINED 1,2 1,711,400 AMERISOURCEBERGEN CORP COMMON 03073E105 4,938 77,700 SH DEFINED 1,4 77,700 AMERISOURCEBERGEN CORP COMMON 03073E105 6,706 105,520 SH DEFINED 2 105,520 AMERISOURCEBERGEN CORP COMMON 03073E105 1,462 23,000 SH DEFINED 2,3 23,000 AMERISOURCEBERGEN CORP COMMON 03073E105 25 400 SH DEFINED 6 400 AMGEN INC COMMON 031162100 115,228 2,041,600 SH DEFINED 1 2,041,600 AMGEN INC COMMON 031162100 33,864 600,000 SH DEFINED 1,2 600,000 AMGEN INC COMMON 031162100 677 12,000 SH DEFINED 1,4 12,000 AMGEN INC COMMON 031162100 6,973 123,550 SH DEFINED 2 123,550 AMGEN INC COMMON 031162100 271 4,800 SH DEFINED 2,3 4,800 AMGEN INC COMMON 031162100 1,110 16,716 SH DEFINED 5 16,716 AMKOR TECHNOLOGIES INC COMMON 031652100 7,454 465,000 SH DEFINED 1 465,000 AMKOR TECHNOLOGIES INC COMMON 031652100 16 1,000 SH DEFINED 6 1,000 AMN HEALTHCARE SERVICES INC COMMON 001744101 7,951 290,200 SH DEFINED 1 290,200 AMPHENOL CORP-CL A COMMON 032095101 13,161 273,900 SH DEFINED 1 273,900 AMPHENOL CORP-CL A COMMON 032095101 4,771 99,300 SH DEFINED 1,4 99,300 AMPHENOL CORP-CL A COMMON 032095101 106 2,200 SH DEFINED 2 2,200 AMPHENOL CORP-CL A COMMON 032095101 1,111 23,446 SH DEFINED 5 23,446

Page 8 / 117 ANADARKO PETROLEUM CORP COMMON 032511107 14,734 259,170 SH DEFINED 1 259,170 ANADARKO PETROLEUM CORP COMMON 032511107 10,296 181,105 SH DEFINED 1,4 181,105 ANADARKO PETROLEUM CORP COMMON 032511107 1,464 25,756 SH DEFINED 2 25,756 ANADARKO PETROLEUM CORP COMMON 032511107 4 78 SH DEFINED 5 78 ANADIGICS INC COMMON 032515108 6,291 412,500 SH DEFINED 1 412,500 ANADIGICS INC COMMON 032515108 381 25,000 SH DEFINED 1,4 25,000 ANADIGICS INC COMMON 032515108 24 1,600 SH DEFINED 2 1,600 ANALOG DEVICES INC COMMON 032654105 550,081 12,392,000 SH DEFINED 1 12,392,000 ANALOG DEVICES INC COMMON 032654105 301,333 6,788,300 SH DEFINED 1,2 6,788,300 ANALOG DEVICES INC COMMON 032654105 444 10,000 SH DEFINED 1,4 10,000 ANALOG DEVICES INC COMMON 032654105 31,763 715,550 SH DEFINED 2 715,550 ANALOG DEVICES INC COMMON 032654105 1,767 39,800 SH DEFINED 2,3 39,800 ANALOG DEVICES INC COMMON 032654105 262 6,170 SH DEFINED 5 6,170 ANAREN MICROWAVE INC COMMON 032744104 19,643 1,134,100 SH DEFINED 1 1,134,100 ANAREN MICROWAVE INC COMMON 032744104 61 3,500 SH DEFINED 1,4 3,500 ANAREN MICROWAVE INC COMMON 032744104 2,068 119,390 SH DEFINED 2 119,390 ANAREN MICROWAVE INC COMMON 032744104 170 9,800 SH DEFINED 2,3 9,800 ANDRX GROUP COMMON 034553107 12,216 173,500 SH DEFINED 1 173,500 ANDRX GROUP COMMON 034553107 9,234 131,150 SH DEFINED 1,4 131,150 ANDRX GROUP COMMON 034553107 2,735 38,850 SH DEFINED 2 38,850 ANDRX GROUP COMMON 034553107 141 2,000 SH DEFINED 2,3 2,000 ANDRX GROUP COMMON 034553107 67 914 SH DEFINED 5 914 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 1,672 30,000 SH DEFINED 1 30,000 ANHEUSER-BUSCH COS INC COMMON 035229103 16,954 375,000 SH DEFINED 1 375,000 ANHEUSER-BUSCH COS INC COMMON 035229103 22,605 500,000 SH DEFINED 1,2 500,000 ANHEUSER-BUSCH COS INC COMMON 035229103 5,651 125,000 SH DEFINED 1,4 125,000 ANHEUSER-BUSCH COS INC COMMON 035229103 45 1,000 SH DEFINED 2 1,000 ANN TAYLOR STORES INC COMMON 036115103 5,478 156,500 SH DEFINED 1 156,500 ANN TAYLOR STORES INC COMMON 036115103 455 13,000 SH DEFINED 1,4 13,000 ANNALY MORTGAGE MANAGEMENT COMMON 035710409 1,776 111,000 SH DEFINED 1 111,000

Page 9 / 117 ANNUITY AND LIFE RE (HOLDINGS) LTD COMMON G03910109 1,725 68,700 SH DEFINED 1 68,700 ANTHEM INC COMMON 03674B104 87,377 1,765,200 SH DEFINED 1 1,765,200 ANTHEM INC COMMON 03674B104 762 15,400 SH DEFINED 1,4 15,400 ANTHEM INC COMMON 03674B104 4,455 90,000 SH DEFINED 2 90,000 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 1,820 200,000 SH DEFINED 1 200,000 AOL TIME WARNER INC COMMON 00184A105 683,104 21,280,500 SH DEFINED 1 21,280,500 AOL TIME WARNER INC COMMON 00184A105 288,900 9,000,000 SH DEFINED 1,2 9,000,000 AOL TIME WARNER INC COMMON 00184A105 1,124 35,000 SH DEFINED 1,4 35,000 AOL TIME WARNER INC COMMON 00184A105 38,026 1,184,600 SH DEFINED 2 1,184,600 AOL TIME WARNER INC COMMON 00184A105 966 30,100 SH DEFINED 2,3 30,100 AOL TIME WARNER INC COMMON 00184A105 796 24,808 SH DEFINED 5 24,808 AOL TIME WARNER INC COMMON 00184A105 19 600 SH DEFINED 6 600 AOL TIME WARNER INC COMMON 00184A105 42 1,300 CALL DEFINED 6 1,300 AON CORP COMMON 037389103 13,284 374,000 SH DEFINED 1 374,000 AON CORP COMMON 037389103 511 14,400 SH DEFINED 1,4 14,400 AON CORP COMMON 037389103 1,879 52,900 SH DEFINED 2 52,900 APACHE CORP COMMON 037411105 17,838 357,610 SH DEFINED 1 357,610 APACHE CORP COMMON 037411105 1,438 28,820 SH DEFINED 2 28,820 APACHE CORP COMMON 037411105 8 168 SH DEFINED 5 168 APARTMENT INVT & MGMT CL A COMMON 03748R101 8,350 182,590 SH DEFINED 1 182,590 APOGENT TECHNOLOGIES INC COMMON 03760A101 21,631 838,400 SH DEFINED 1 838,400 APOGENT TECHNOLOGIES INC COMMON 03760A101 671 26,000 SH DEFINED 1,4 26,000 APOGENT TECHNOLOGIES INC COMMON 03760A101 2,616 101,400 SH DEFINED 2 101,400 APOGENT TECHNOLOGIES INC COMMON 03760A101 1,835 75,194 SH DEFINED 5 75,194 APOLLO GROUP INC-CL A COMMON 037604105 63,642 1,413,950 SH DEFINED 1 1,413,950 APOLLO GROUP INC-CL A COMMON 037604105 5,985 132,980 SH DEFINED 1,4 132,980 APOLLO GROUP INC-CL A COMMON 037604105 6,031 133,990 SH DEFINED 2 133,990 APOLLO GROUP INC-CL A COMMON 037604105 486 10,800 SH DEFINED 2,3 10,800 APOLLO GROUP INC-CL A COMMON 037604105 124 2,754 SH DEFINED 5 2,754

Page 10 / 117 APPLE COMPUTER INC COMMON 037833100 8,396 383,400 SH DEFINED 1 383,400 APPLERA CORP-APPLIED BIOSYSTEMS COMMON 038020103 79 2,000 SH DEFINED 1 2,000 APPLERA CORP-CELERA GENOMICS COMMON 038020202 107 4,000 SH DEFINED 1 4,000 APPLIED FILMS CORP COMMON 038197109 6,563 210,000 SH DEFINED 1 210,000 APPLIED FILMS CORP COMMON 038197109 103 3,300 SH DEFINED 2 3,300 APPLIED MATERIALS INC COMMON 038222105 249,330 6,217,700 SH DEFINED 1 6,217,700 APPLIED MATERIALS INC COMMON 038222105 295,641 7,372,600 SH DEFINED 1,2 7,372,600 APPLIED MATERIALS INC COMMON 038222105 10,446 260,500 SH DEFINED 1,4 260,500 APPLIED MATERIALS INC COMMON 038222105 19,659 490,250 SH DEFINED 2 490,250 APPLIED MATERIALS INC COMMON 038222105 1,796 44,800 SH DEFINED 2,3 44,800 APPLIED MATERIALS INC COMMON 038222105 617 15,536 SH DEFINED 5 15,536 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 15,529 1,371,800 SH DEFINED 1 1,371,800 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 329 29,100 SH DEFINED 1,4 29,100 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 2,591 228,890 SH DEFINED 2 228,890 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 135 11,900 SH DEFINED 2,3 11,900 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 57 4,148 SH DEFINED 5 4,148 APPLIED MOLECULAR EVOLUTION COMMON 03823E108 49 4,000 SH DEFINED 1 4,000 APRIA HEALTHCARE GROUP COMMON 037933108 55,053 2,203,000 SH DEFINED 1 2,203,000 APRIA HEALTHCARE GROUP COMMON 037933108 101 4,030 SH DEFINED 1,4 4,030 APRIA HEALTHCARE GROUP COMMON 037933108 3,249 130,010 SH DEFINED 2 130,010 APRIA HEALTHCARE GROUP COMMON 037933108 272 10,900 SH DEFINED 2,3 10,900 AQUILA INC COMMON 03840J106 2,161 126,400 SH DEFINED 1 126,400 ARAMARK CORP CL B COMMON 038521100 8,011 297,800 SH DEFINED 1 297,800 ARAMARK CORP CL B COMMON 038521100 75 2,800 SH DEFINED 2 2,800 ARBITRON INC COMMON 03875Q108 66 2,208 SH DEFINED 5 2,208 ARENA PHARMACEUTICALS INC COMMON 040047102 72 6,000 SH DEFINED 1 6,000

Page 11 / 117 ARGONAUT TECHNOLOGIES INC COMMON 040175101 378 90,000 SH DEFINED 1 90,000 ARMOR HOLDINGS INC COMMON 042260109 3,374 125,000 SH DEFINED 1 125,000 ARMOR HOLDINGS INC COMMON 042260109 1,530 56,700 SH DEFINED 1,4 56,700 ARMOR HOLDINGS INC COMMON 042260109 57 2,100 SH DEFINED 2 2,100 ARQULE INC COMMON 04269E107 184 10,807 SH DEFINED 1 10,807 ARRAY BIOPHARMA INC COMMON 04269X105 4,532 305,000 SH DEFINED 1 305,000 ARRAY BIOPHARMA INC COMMON 04269X105 71 4,800 SH DEFINED 2 4,800 ARRIS GROUP INC COMMON 04269Q100 2,196 225,000 SH DEFINED 1 225,000 ASIAINFO HOLDINGS INC COMMON 04518A104 2,237 128,400 SH DEFINED 1 128,400 ASIAINFO HOLDINGS INC COMMON 04518A104 21 1,200 SH DEFINED 2,3 1,200 ASM LITHOGRAPHY CVT 144A CONVERT 00207EAB6 1,066 1,250,000 PRN DEFINED 1 1,250,000 ASML HOLDING NV COMMON N07059111 1,517 89,000 SH DEFINED 1 89,000 ASML HOLDING NV COMMON N07059111 138 8,100 SH DEFINED 2 8,100 ASML HOLDING NV COMMON N07059111 118 6,900 SH DEFINED 2,3 6,900 ASML HOLDINGS 144A CVT CONVERT 00208PAA2 2,989 2,500,000 PRN DEFINED 1 2,500,000 ASML HOLDINGS 144A CVT CONVERT 00208PAA2 18 15,000 PRN DEFINED 6 15,000 ASPEN TECHNOLOGY INC COMMON 045327103 13,813 822,200 SH DEFINED 1 822,200 ASPEN TECHNOLOGY INC COMMON 045327103 46 2,740 SH DEFINED 1,4 2,740 ASPEN TECHNOLOGY INC COMMON 045327103 1,109 66,040 SH DEFINED 2 66,040 ASPEN TECHNOLOGY INC COMMON 045327103 96 5,700 SH DEFINED 2,3 5,700 AT&T LATIN AMERICA CORP CL A COMMON 04649A106 949 804,650 SH DEFINED 1 804,650 ATI TECHNOLOGIES INC COMMON 001941103 42 3,414 SH DEFINED 5 3,414 ATMI INC. COMMON 00207R101 4,174 175,000 SH DEFINED 1 175,000 ATS MEDICAL INC COMMON 002083103 4,770 900,000 SH DEFINED 1 900,000

Page 12 / 117 AUTOMATIC DATA PROCESSING INC COMMON 053015103 313,643 5,325,000 SH DEFINED 1 5,325,000 AUTOMATIC DATA PROCESSING INC COMMON 053015103 6,567 111,500 SH DEFINED 2 111,500 AUTOZONE INC COMMON 053332102 37,652 524,400 SH DEFINED 1 524,400 AUTOZONE INC COMMON 053332102 93,362 1,300,300 SH DEFINED 1,2 1,300,300 AUTOZONE INC COMMON 053332102 4,400 61,280 SH DEFINED 1,4 61,280 AUTOZONE INC COMMON 053332102 5,150 71,730 SH DEFINED 2 71,730 AUTOZONE INC COMMON 053332102 883 12,300 SH DEFINED 2,3 12,300 AUTOZONE INC COMMON 053332102 100 1,486 SH DEFINED 5 1,486 AVAYA INC COMMON 053499109 6,075 500,000 SH DEFINED 1 500,000 AVAYA INC COMMON 053499109 1,033 85,000 SH DEFINED 1,4 85,000 AVAYA INC COMMON 053499109 3,839 316,000 SH DEFINED 2 316,000 AVENTIS COMMON 053561106 68 980 SH DEFINED 5 980 AVNET INC COMMON 053807103 3,324 130,500 SH DEFINED 1 130,500 AVNET INC COMMON 053807103 53 2,100 SH DEFINED 2 2,100 AVOCENT CORP COMMON 053893103 3,031 125,000 SH DEFINED 1 125,000 AVOCENT CORP COMMON 053893103 51 2,100 SH DEFINED 2 2,100 AVON PRODUCTS COMMON 054303102 7,989 171,800 SH DEFINED 1 171,800 AVON PRODUCTS COMMON 054303102 70 1,500 SH DEFINED 2 1,500 AXCELIS TECHNOLOGIES INC COMMON 054540109 19,437 1,507,900 SH DEFINED 1 1,507,900 AXCELIS TECHNOLOGIES INC COMMON 054540109 808 62,700 SH DEFINED 1,4 62,700 AXCELIS TECHNOLOGIES INC COMMON 054540109 1,231 95,500 SH DEFINED 2 95,500 AXCELIS TECHNOLOGIES INC COMMON 054540109 104 8,100 SH DEFINED 2,3 8,100 AXCELIS TECHNOLOGIES INC COMMON 054540109 44 3,254 SH DEFINED 5 3,254 AXT INC COMMON 00246W103 2,165 150,000 SH DEFINED 1 150,000 AXT INC COMMON 00246W103 36 2,500 SH DEFINED 2 2,500 BAKER HUGHES INC COMMON 057224107 150,585 4,129,000 SH DEFINED 1 4,129,000 BAKER HUGHES INC COMMON 057224107 14,588 400,000 SH DEFINED 1,2 400,000 BAKER HUGHES INC COMMON 057224107 3,111 85,300 SH DEFINED 2 85,300 BAKER HUGHES INC COMMON 057224107 66 1,800 SH DEFINED 2,3 1,800

Page 13 / 117 BANCO BILBAO VIZCAYA ARGENTA COMMON 05946K101 23 1,892 SH DEFINED 5 1,892 BANK NEW YORK INC COMMON 064057102 15 380 SH DEFINED 5 380 BANK OF AMERICA CORP COMMON 060505104 224,933 3,573,199 SH DEFINED 1 3,573,199 BANK OF AMERICA CORP COMMON 060505104 140,385 2,230,100 SH DEFINED 1,2 2,230,100 BANK OF AMERICA CORP COMMON 060505104 10,303 163,670 SH DEFINED 1,4 163,670 BANK OF AMERICA CORP COMMON 060505104 340 5,400 SH DEFINED 2 5,400 BANK OF AMERICA CORP COMMON 060505104 888 14,100 SH DEFINED 2,3 14,100 BANK OF AMERICA CORP COMMON 060505104 12,909 210,314 SH DEFINED 5 210,314 BANK OF NEW YORK CO COMMON 064057102 394,654 9,672,900 SH DEFINED 1 9,672,900 BANK OF NEW YORK CO COMMON 064057102 61,200 1,500,000 SH DEFINED 1,2 1,500,000 BANK OF NEW YORK CO COMMON 064057102 10,910 267,400 SH DEFINED 2 267,400 BANK OF NEW YORK CO COMMON 064057102 175 4,300 SH DEFINED 2,3 4,300 BANK ONE CORP COMMON 06423A103 100,513 2,573,950 SH DEFINED 1 2,573,950 BANK ONE CORP COMMON 06423A103 51 1,300 SH DEFINED 2 1,300 BANK ONE CORP COMMON 06423A103 6,405 171,062 SH DEFINED 5 171,062 BARNES & NOBLE INC COMMON 067774109 23,754 802,500 SH DEFINED 1 802,500 BARNES & NOBLE INC COMMON 067774109 595 20,100 SH DEFINED 1,4 20,100 BARNES & NOBLE INC COMMON 067774109 4,227 142,790 SH DEFINED 2 142,790 BARNES & NOBLE INC COMMON 067774109 175 5,900 SH DEFINED 2,3 5,900 BARNES & NOBLE INC COMMON 067774109 688 22,252 SH DEFINED 5 22,252 BARR LABORATORIES INC COMMON 068306109 12,959 163,300 SH DEFINED 1 163,300 BARR LABORATORIES INC COMMON 068306109 4,500 56,700 SH DEFINED 1,4 56,700 BARR LABORATORIES INC COMMON 068306109 4,349 54,800 SH DEFINED 2 54,800 BARRICK GOLD CORP COMMON 067901108 9,490 595,000 SH DEFINED 1,4 595,000 BAUSCH & LOMB INC COMMON 071707103 377 10,000 SH DEFINED 1 10,000

Page 14 / 117 BAXTER INTERNATIONAL INC COMMON 071813109 478,213 8,916,900 SH DEFINED 1 8,916,900 BAXTER INTERNATIONAL INC COMMON 071813109 184,745 3,444,800 SH DEFINED 1,2 3,444,800 BAXTER INTERNATIONAL INC COMMON 071813109 778 14,500 SH DEFINED 1,4 14,500 BAXTER INTERNATIONAL INC COMMON 071813109 17,510 326,500 SH DEFINED 2 326,500 BAXTER INTERNATIONAL INC COMMON 071813109 2,145 40,000 SH DEFINED 2,3 40,000 BAXTER INTERNATIONAL INC COMMON 071813109 252 4,850 SH DEFINED 5 4,850 BCE INC COMMON 05534B109 17,960 787,724 SH DEFINED 1,4 787,724 BEA SYSTEMS INC COMMON 073325102 7,340 476,300 SH DEFINED 1 476,300 BEA SYSTEMS INC COMMON 073325102 436 28,300 SH DEFINED 1,4 28,300 BEA SYSTEMS INC COMMON 073325102 1,629 105,700 SH DEFINED 2 105,700 BEA SYSTEMS INC COMMON 073325102 6 400 SH DEFINED 2,3 400 BEAR STEARNS COMPANIES INC COMMON 073902108 2,932 50,000 SH DEFINED 1,4 50,000 BEBE STORES INC COMMON 075571109 1,866 100,000 SH DEFINED 1 100,000 BECTON DICKINSON & CO COMMON 075887109 8,984 271,000 SH DEFINED 1 271,000 BECTON DICKINSON & CO COMMON 075887109 6,630 200,000 SH DEFINED 1,2 200,000 BECTON DICKINSON & CO COMMON 075887109 13 400 SH DEFINED 2 400 BED BATH AND BEYOND INC COMMON 075896100 148,387 4,377,200 SH DEFINED 1 4,377,200 BED BATH AND BEYOND INC COMMON 075896100 308,680 9,105,600 SH DEFINED 1,2 9,105,600 BED BATH AND BEYOND INC COMMON 075896100 1,197 35,300 SH DEFINED 1,4 35,300 BED BATH AND BEYOND INC COMMON 075896100 30,416 897,230 SH DEFINED 2 897,230 BED BATH AND BEYOND INC COMMON 075896100 2,048 60,400 SH DEFINED 2,3 60,400 BED BATH AND BEYOND INC COMMON 075896100 72 2,220 SH DEFINED 5 2,220 BELLSOUTH CORP COMMON 079860102 68,781 1,802,900 SH DEFINED 1 1,802,900 BELLSOUTH CORP COMMON 079860102 6,239 163,550 SH DEFINED 2 163,550 BELLSOUTH CORP COMMON 079860102 169 4,388 SH DEFINED 5 4,388 BERKLEY (W.R.) CORP COMMON 084423102 1,493 27,800 SH DEFINED 1 27,800

Page 15 / 117 BEST BUY CO INC COMMON 086516101 386,976 5,195,700 SH DEFINED 1 5,195,700 BEST BUY CO INC COMMON 086516101 123,897 1,663,500 SH DEFINED 1,2 1,663,500 BEST BUY CO INC COMMON 086516101 670 9,000 SH DEFINED 1,4 9,000 BEST BUY CO INC COMMON 086516101 6,681 89,700 SH DEFINED 2 89,700 BEST BUY CO INC COMMON 086516101 1,132 15,200 SH DEFINED 2,3 15,200 BEST BUY CO INC COMMON 086516101 59 822 SH DEFINED 5 822 BIACORE INTL AB COMMON 088658109 6 194 SH DEFINED 5 194 BIOGEN INC COMMON 090597105 57 1,000 SH DEFINED 1 1,000 BIOMARIN PHARMACEUTICAL COMMON 09061G101 4,428 329,500 SH DEFINED 1 329,500 BIOMARIN PHARMACEUTICAL COMMON 09061G101 242 18,000 SH DEFINED 1,4 18,000 BIOMET INC COMMON 090613100 29,668 960,125 SH DEFINED 1 960,125 BIOMET INC COMMON 090613100 166,488 5,387,975 SH DEFINED 1,2 5,387,975 BIOMET INC COMMON 090613100 433 14,000 SH DEFINED 1,4 14,000 BIOMET INC COMMON 090613100 10,796 349,375 SH DEFINED 2 349,375 BIOMET INC COMMON 090613100 1,148 37,150 SH DEFINED 2,3 37,150 BIOSOURCE INTERNATIONAL INC COMMON 09066H104 2,490 300,000 SH DEFINED 1 300,000 BIOSOURCE INTERNATIONAL INC COMMON 09066H104 39 4,700 SH DEFINED 2 4,700 BIOVAIL CORP COMMON 09067J109 165,223 2,937,300 SH DEFINED 1 2,937,300 BIOVAIL CORP COMMON 09067J109 101,852 1,810,700 SH DEFINED 1,2 1,810,700 BIOVAIL CORP COMMON 09067J109 77,020 1,369,240 SH DEFINED 1,4 1,369,240 BIOVAIL CORP COMMON 09067J109 1,614 28,700 SH DEFINED 2 28,700 BIOVAIL CORP COMMON 09067J109 1,688 30,000 SH DEFINED 2,3 30,000 BIOVAIL CORP COMMON 09067J109 1,202 21,978 SH DEFINED 5 21,978 BJ SERVICES CO COMMON 055482103 32,359 997,200 SH DEFINED 1 997,200 BJ SERVICES CO COMMON 055482103 3,644 112,300 SH DEFINED 1,4 112,300 BJ SERVICES CO COMMON 055482103 243 7,500 SH DEFINED 2 7,500 BJ SERVICES CO COMMON 055482103 117 3,600 SH DEFINED 2,3 3,600 BJ SERVICES CO COMMON 055482103 998 35,818 SH DEFINED 5 35,818

Page 16 / 117 BJ'S WHOLESALE CLUB INC COMMON 05548J106 32,361 733,800 SH DEFINED 1 733,800 BJ'S WHOLESALE CLUB INC COMMON 05548J106 587 13,300 SH DEFINED 1,4 13,300 BJ'S WHOLESALE CLUB INC COMMON 05548J106 5,680 128,790 SH DEFINED 2 128,790 BJ'S WHOLESALE CLUB INC COMMON 05548J106 216 4,900 SH DEFINED 2,3 4,900 BJ'S WHOLESALE CLUB INC COMMON 05548J106 59 1,316 SH DEFINED 5 1,316 BLACK & DECKER CORP COMMON 091797100 14,164 375,400 SH DEFINED 1 375,400 BLOCK H&R INC COMMON 093671105 241,740 5,408,050 SH DEFINED 1 5,408,050 BLOCK H&R INC COMMON 093671105 69,982 1,565,600 SH DEFINED 1,2 1,565,600 BLOCK H&R INC COMMON 093671105 4,153 92,900 SH DEFINED 1,4 92,900 BLOCK H&R INC COMMON 093671105 291 6,500 SH DEFINED 2 6,500 BLOCK H&R INC COMMON 093671105 742 16,600 SH DEFINED 2,3 16,600 BLOCK H&R INC COMMON 093671105 17,192 431,520 SH DEFINED 5 431,520 BLOCKBUSTER INC - CL A COMMON 093679108 30,684 1,217,600 SH DEFINED 1 1,217,600 BLOCKBUSTER INC - CL A COMMON 093679108 69,812 2,770,300 SH DEFINED 1,2 2,770,300 BLOCKBUSTER INC - CL A COMMON 093679108 58 2,300 SH DEFINED 2 2,300 BLOCKBUSTER INC - CL A COMMON 093679108 738 29,300 SH DEFINED 2,3 29,300 BMC SOFTWARE INC COMMON 055921100 71,687 4,379,150 SH DEFINED 1 4,379,150 BMC SOFTWARE INC COMMON 055921100 298 18,200 SH DEFINED 1,4 18,200 BMC SOFTWARE INC COMMON 055921100 1,151 70,300 SH DEFINED 2 70,300 BMC SOFTWARE INC COMMON 055921100 6,498 387,924 SH DEFINED 5 387,924 BNP PARIBAS - ADR COMMON 05565A202 70 3,196 SH DEFINED 5 3,196 BOEING CO COMMON 097023105 6,787 175,000 SH DEFINED 1 175,000 BOEING CO COMMON 097023105 19,390 500,000 SH DEFINED 1,2 500,000 BOEING CO COMMON 097023105 39 1,000 SH DEFINED 2 1,000 BORDERS GROUP INC COMMON 099709107 7,654 385,800 SH DEFINED 1 385,800 BORDERS GROUP INC COMMON 099709107 79,360 4,000,000 SH DEFINED 1,2 4,000,000 BORDERS GROUP INC COMMON 099709107 5,843 294,500 SH DEFINED 2 294,500 BORDERS GROUP INC COMMON 099709107 399 20,100 SH DEFINED 2,3 20,100

Page 17 / 117 BORLAND SOFTWARE CORP COMMON 099849101 9,528 608,400 SH DEFINED 1 608,400 BORLAND SOFTWARE CORP COMMON 099849101 9 600 SH DEFINED 2,3 600 BORLAND SOFTWARE CORP COMMON 099849101 19 1,200 SH DEFINED 6 1,200 BOWATER INC COMMON 102183100 13,027 273,100 SH DEFINED 1 273,100 BP PLC ADR COMMON 055622104 476,890 10,253,500 SH DEFINED 1 10,253,500 BP PLC ADR COMMON 055622104 10,102 217,200 SH DEFINED 2 217,200 BP PLC ADR COMMON 055622104 130 2,800 SH DEFINED 2,3 2,800 BP PLC ADR COMMON 055622104 61 1,392 SH DEFINED 5 1,392 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 1,040 70,000 SH DEFINED 1 70,000 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 3,359 226,200 SH DEFINED 1,4 226,200 BRINKER INTL INC COMMON 109641100 30,239 1,016,100 SH DEFINED 1 1,016,100 BRINKER INTL INC COMMON 109641100 89,280 3,000,000 SH DEFINED 1,2 3,000,000 BRINKER INTL INC COMMON 109641100 595 20,000 SH DEFINED 1,4 20,000 BRINKER INTL INC COMMON 109641100 6,570 220,750 SH DEFINED 2 220,750 BRINKER INTL INC COMMON 109641100 448 15,050 SH DEFINED 2,3 15,050 BRISTOL MYERS SQUIBB CO COMMON 110122108 5 102 SH DEFINED 5 102 BRISTOL-MYERS SQUIBB CO COMMON 110122108 471,561 9,246,300 SH DEFINED 1 9,246,300 BRISTOL-MYERS SQUIBB CO COMMON 110122108 165,750 3,250,000 SH DEFINED 1,2 3,250,000 BRISTOL-MYERS SQUIBB CO COMMON 110122108 2,749 53,900 SH DEFINED 1,4 53,900 BRISTOL-MYERS SQUIBB CO COMMON 110122108 17,717 347,400 SH DEFINED 2 347,400 BRISTOL-MYERS SQUIBB CO COMMON 110122108 1,122 22,000 SH DEFINED 2,3 22,000 BROADCOM CORP CL A COMMON 111320107 70,625 1,723,400 SH DEFINED 1 1,723,400 BROADCOM CORP CL A COMMON 111320107 1,120 27,320 SH DEFINED 1,4 27,320 BROADCOM CORP CL A COMMON 111320107 5,781 141,080 SH DEFINED 2 141,080 BROADCOM CORP CL A COMMON 111320107 512 12,500 SH DEFINED 2,3 12,500 BROADCOM CORP CL A COMMON 111320107 117 2,652 SH DEFINED 5 2,652 BROADCOM CORP CL A COMMON 111320107 20 500 SH DEFINED 6 500 BROADWING INC COMMON 111620100 1,188 125,000 SH DEFINED 1 125,000 BROADWING INC COMMON 111620100 333 35,000 SH DEFINED 1,4 35,000 BROADWING INC COMMON 111620100 1,245 131,000 SH DEFINED 2 131,000

Page 18 / 117 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 29,460 889,500 SH DEFINED 1 889,500 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 1,138 34,360 SH DEFINED 1,4 34,360 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 2,703 81,600 SH DEFINED 2 81,600 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 272 8,200 SH DEFINED 2,3 8,200 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 62 1,890 SH DEFINED 5 1,890 BROOKS AUTOMATION INC COMMON 11434A100 14,499 356,500 SH DEFINED 1 356,500 BROOKS AUTOMATION INC COMMON 11434A100 691 17,000 SH DEFINED 1,4 17,000 BROOKS AUTOMATION INC COMMON 11434A100 65 1,600 SH DEFINED 2 1,600 BROWN & BROWN INC COMMON 115236101 19,973 731,600 SH DEFINED 1 731,600 BROWN & BROWN INC COMMON 115236101 69 2,540 SH DEFINED 1,4 2,540 BROWN & BROWN INC COMMON 115236101 1,726 63,240 SH DEFINED 2 63,240 BROWN & BROWN INC COMMON 115236101 142 5,200 SH DEFINED 2,3 5,200 BROWN & BROWN INC COMMON 115236101 52 1,780 SH DEFINED 5 1,780 BRUKER AXS INC COMMON 11679P101 3,270 500,000 SH DEFINED 1 500,000 BRUKER AXS INC COMMON 11679P101 52 8,000 SH DEFINED 2 8,000 BRUKER DALTONICS INC COMMON 116795105 7,469 456,800 SH DEFINED 1 456,800 BRUKER DALTONICS INC COMMON 116795105 85 5,200 SH DEFINED 2 5,200 BRUKER DALTONICS INC COMMON 116795105 7 400 SH DEFINED 2,3 400 BRUNSWICK CORP COMMON 117043109 8,793 404,100 SH DEFINED 1 404,100 BRUNSWICK CORP COMMON 117043109 81 3,700 SH DEFINED 2 3,700 BRUNSWICK CORP COMMON 117043109 1,104 56,022 SH DEFINED 5 56,022 BUNGE LTD COMMON G16962105 5,047 216,800 SH DEFINED 1 216,800 BUNGE LTD COMMON G16962105 1,765 75,800 SH DEFINED 1,4 75,800 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 6,778 234,400 SH DEFINED 1 234,400 CABLEVISION SYSTEMS CORP COMMON 12686C109 27,673 583,200 SH DEFINED 1 583,200 CABLEVISION SYSTEMS CORP COMMON 12686C109 5,172 109,000 SH DEFINED 1,4 109,000 CABLEVISION SYSTEMS CORP COMMON 12686C109 3,018 63,600 SH DEFINED 2 63,600 CABLEVISION SYSTEMS CORP COMMON 12686C109 33 700 SH DEFINED 6 700

Page 19 / 117 CACI INTERNATIONAL INC CL A COMMON 127190304 9,476 240,000 SH DEFINED 1 240,000 CACI INTERNATIONAL INC CL A COMMON 127190304 95 2,400 SH DEFINED 2 2,400 CADENCE DESIGN SYSTEMS INC COMMON 127387108 36,249 1,653,700 SH DEFINED 1 1,653,700 CADENCE DESIGN SYSTEMS INC COMMON 127387108 32,880 1,500,000 SH DEFINED 1,2 1,500,000 CADENCE DESIGN SYSTEMS INC COMMON 127387108 329 15,000 SH DEFINED 1,4 15,000 CADENCE DESIGN SYSTEMS INC COMMON 127387108 2,637 120,300 SH DEFINED 2 120,300 CADENCE DESIGN SYSTEMS INC COMMON 127387108 434 19,800 SH DEFINED 2,3 19,800 CAL DIVE INTL INC COMMON 127914109 31,891 1,292,200 SH DEFINED 1 1,292,200 CAL DIVE INTL INC COMMON 127914109 94 3,800 SH DEFINED 1,4 3,800 CAL DIVE INTL INC COMMON 127914109 3,282 132,970 SH DEFINED 2 132,970 CAL DIVE INTL INC COMMON 127914109 267 10,800 SH DEFINED 2,3 10,800 CALIPER TECHNOLOGIES CORP COMMON 130876105 1,513 96,900 SH DEFINED 1 96,900 CALPINE CORP COMMON 131347106 19,246 1,146,300 SH DEFINED 1 1,146,300 CALPINE CORP COMMON 131347106 2,132 127,000 SH DEFINED 1,4 127,000 CALPINE CORP COMMON 131347106 1,902 113,300 SH DEFINED 2 113,300 CALPINE CORP COMMON 131347106 45 2,700 SH DEFINED 2,3 2,700 CALPINE CORP COMMON 131347106 115 5,314 SH DEFINED 5 5,314 CAMBREX CORP COMMON 132011107 12,958 297,200 SH DEFINED 1 297,200 CAMBREX CORP COMMON 132011107 153 3,500 SH DEFINED 2 3,500 CANADIAN NATIONAL RAILWAY COMMON 136375102 20,770 430,200 SH DEFINED 1 430,200 CANADIAN NATIONAL RAILWAY COMMON 136375102 9,724 201,400 SH DEFINED 1,4 201,400 CANADIAN NATIONAL RAILWAY COMMON 136375102 2,426 50,250 SH DEFINED 2 50,250 CANADIAN NATIONAL RAILWAY COMMON 136375102 216 4,836 SH DEFINED 5 4,836 CANADIAN PACIFIC RAILWAY COMMON 13645T100 29 1,494 SH DEFINED 5 1,494 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 3,401 40,006,000 PRN DEFINED 1 40,006,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 3,638 42,800,000 PRN DEFINED 1,2 42,800,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 260 3,055,000 PRN DEFINED 2 3,055,000

Page 20 / 117 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 1,075 12,647,000 PRN DEFINED 1 12,647,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 1,522 17,900,000 PRN DEFINED 1,2 17,900,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 65 770,000 PRN DEFINED 2 770,000 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 34,836 645,700 SH DEFINED 1 645,700 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 126,783 2,350,000 SH DEFINED 1,2 2,350,000 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 761 14,100 SH DEFINED 1,4 14,100 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 10,132 187,800 SH DEFINED 2 187,800 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 615 11,400 SH DEFINED 2,3 11,400 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1,103 22,056 SH DEFINED 5 22,056 CAPSTONE TURBINE CORP COMMON 14067D102 51 9,400 SH DEFINED 1 9,400 CAPSTONE TURBINE CORP COMMON 14067D102 27 5,000 SH DEFINED 1,4 5,000 CARDIAC SCIENCE COMMON 141410910 10,969 2,465,000 SH DEFINED 1 2,465,000 CARDIAC SCIENCE INC COMMON 141410209 223 50,000 SH DEFINED 1 50,000 CARDINAL HEALTH INC COMMON 14149Y108 90,411 1,398,250 SH DEFINED 1 1,398,250 CARDINAL HEALTH INC COMMON 14149Y108 106,689 1,650,000 SH DEFINED 1,2 1,650,000 CARDINAL HEALTH INC COMMON 14149Y108 14,772 228,450 SH DEFINED 2 228,450 CARDINAL HEALTH INC COMMON 14149Y108 407 6,300 SH DEFINED 2,3 6,300 CARDINAL HEALTH INC COMMON 14149Y108 371 5,428 SH DEFINED 5 5,428 CARDIODYNAMICS INTL CORP COMMON 141597104 1,223 185,000 SH DEFINED 1 185,000 CAREER EDUCATION CORP COMMON 141665109 3,257 95,000 SH DEFINED 1 95,000 CAREER EDUCATION CORP COMMON 141665109 51 1,500 SH DEFINED 2 1,500 CAREMARK RX INC COMMON 141705103 53,099 3,255,600 SH DEFINED 1 3,255,600 CAREMARK RX INC COMMON 141705103 135,650 8,317,000 SH DEFINED 1,2 8,317,000 CAREMARK RX INC COMMON 141705103 5,144 315,400 SH DEFINED 1,4 315,400 CAREMARK RX INC COMMON 141705103 11,370 697,140 SH DEFINED 2 697,140 CAREMARK RX INC COMMON 141705103 1,256 77,000 SH DEFINED 2,3 77,000 CARNIVAL CORP COMMON 143658102 7,750 276,000 SH DEFINED 1 276,000 CARNIVAL CORP COMMON 143658102 16,848 600,000 SH DEFINED 1,2 600,000 CARNIVAL CORP COMMON 143658102 67 2,400 SH DEFINED 2 2,400

Page 21 / 117 CARRAMERICA REALTY CORP COMMON 144418100 19,387 644,100 SH DEFINED 1 644,100 CASEY'S GENERAL STORES INC COMMON 147528103 1,681 112,800 SH DEFINED 1 112,800 CATALINA MARKETING CORP COMMON 148867104 10,788 310,900 SH DEFINED 1 310,900 CATALINA MARKETING CORP COMMON 148867104 42 1,200 SH DEFINED 1,4 1,200 CATALINA MARKETING CORP COMMON 148867104 1,333 38,420 SH DEFINED 2 38,420 CATALINA MARKETING CORP COMMON 148867104 111 3,200 SH DEFINED 2,3 3,200 CATAPULT COMMUNICATIONS CORP COMMON 149016107 3,518 135,000 SH DEFINED 1 135,000 CATAPULT COMMUNICATIONS CORP COMMON 149016107 55 2,100 SH DEFINED 2 2,100 CBRL GROUP INC COMMON 12489V106 24,456 830,700 SH DEFINED 1 830,700 CBRL GROUP INC COMMON 12489V106 94 3,180 SH DEFINED 1,4 3,180 CBRL GROUP INC COMMON 12489V106 3,083 104,730 SH DEFINED 2 104,730 CBRL GROUP INC COMMON 12489V106 259 8,800 SH DEFINED 2,3 8,800 C-COR.NET CORP COMMON 125010108 1,093 75,000 SH DEFINED 1 75,000 CDW COMPUTER CENTERS INC COMMON 125129106 94,197 1,753,800 SH DEFINED 1 1,753,800 CDW COMPUTER CENTERS INC COMMON 125129106 118,522 2,206,700 SH DEFINED 1,2 2,206,700 CDW COMPUTER CENTERS INC COMMON 125129106 167 3,110 SH DEFINED 1,4 3,110 CDW COMPUTER CENTERS INC COMMON 125129106 12,724 236,900 SH DEFINED 2 236,900 CDW COMPUTER CENTERS INC COMMON 125129106 1,198 22,300 SH DEFINED 2,3 22,300 CDW COMPUTER CENTERS INC COMMON 125129106 77 1,416 SH DEFINED 5 1,416 CEC ENTERTAINMENT INC COMMON 125137109 19,546 450,475 SH DEFINED 1 450,475 CEC ENTERTAINMENT INC COMMON 125137109 57 1,320 SH DEFINED 1,4 1,320 CEC ENTERTAINMENT INC COMMON 125137109 1,130 26,050 SH DEFINED 2 26,050 CEC ENTERTAINMENT INC COMMON 125137109 98 2,250 SH DEFINED 2,3 2,250 CELCARIBE ORD TRUST CTFS 144A COMMON 150898104 2,276 2,276,400 SH DEFINED 1 2,276,400 CELEGENE CORP COMMON 151020104 80 2,500 SH DEFINED 1 2,500

Page 22 / 117 CELESTICA INC COMMON 15101Q108 510,550 12,640,500 SH DEFINED 1 12,640,500 CELESTICA INC COMMON 15101Q108 318,172 7,877,500 SH DEFINED 1,2 7,877,500 CELESTICA INC COMMON 15101Q108 16,277 403,000 SH DEFINED 1,4 403,000 CELESTICA INC COMMON 15101Q108 26,415 654,000 SH DEFINED 2 654,000 CELESTICA INC COMMON 15101Q108 1,749 43,300 SH DEFINED 2,3 43,300 CELESTICA INC COMMON 15101Q108 152 3,594 SH DEFINED 5 3,594 CELL GENESYS INC COMMON 150921104 465 20,000 SH DEFINED 1 20,000 CELL THERAPEUTICS INC COMMON 150934107 3,783 156,700 SH DEFINED 1 156,700 CELL THERAPEUTICS INC COMMON 150934107 278 11,500 SH DEFINED 1,4 11,500 CEMEX SA WTS COMMON 151290863 41 16,212 SH DEFINED 1 16,212 CENDANT CORP COMMON 151313103 23,530 1,199,909 SH DEFINED 1 1,199,909 CENDANT CORP COMMON 151313103 42,162 2,150,000 SH DEFINED 1,2 2,150,000 CENDANT CORP COMMON 151313103 6,785 346,000 SH DEFINED 1,4 346,000 CENDANT CORP COMMON 151313103 169 8,600 SH DEFINED 2 8,600 CENDANT CORP COMMON 151313103 79 4,632 SH DEFINED 5 4,632 CENTENE CORP COMMON 15135B101 1,350 61,500 SH DEFINED 1 61,500 CENTEX CORP COMMON 152312104 5,138 90,000 SH DEFINED 1 90,000 CENTEX CORP COMMON 152312104 40 700 SH DEFINED 2 700 CEPHALON INC COMMON 156708109 36,273 479,899 SH DEFINED 1 479,899 CEPHALON INC COMMON 156708109 1,293 17,100 SH DEFINED 1,4 17,100 CEPHALON INC COMMON 156708109 2,555 33,800 SH DEFINED 2 33,800 CEPHALON INC COMMON 156708109 15 200 SH DEFINED 2,3 200 CEPHALON INC COMMON 156708109 50 688 SH DEFINED 5 688 CERIDIAN CORP COMMON 156779100 187,095 9,978,400 SH DEFINED 1 9,978,400 CERIDIAN CORP COMMON 156779100 236 12,600 SH DEFINED 2 12,600 CERIDIAN CORP COMMON 156779100 13,059 713,620 SH DEFINED 5 713,620

Page 23 / 117 CERNER CORP COMMON 156782104 39,560 792,300 SH DEFINED 1 792,300 CERNER CORP COMMON 156782104 97 1,940 SH DEFINED 1,4 1,940 CERNER CORP COMMON 156782104 3,353 67,150 SH DEFINED 2 67,150 CERNER CORP COMMON 156782104 280 5,600 SH DEFINED 2,3 5,600 CERTEGY INC COMMON 156880106 89,778 2,623,550 SH DEFINED 1 2,623,550 CERTEGY INC COMMON 156880106 151 4,400 SH DEFINED 2 4,400 CERTEGY INC COMMON 156880106 5,292 179,894 SH DEFINED 5 179,894 CHAMPIONSHIP AUTO RACING INC COMMON 158711101 1,110 69,000 SH DEFINED 1 69,000 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 23,938 715,000 SH DEFINED 1 715,000 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 57 1,700 SH DEFINED 2 1,700 CHARLOTTE RUSSE HOLDING COMMON 161048103 8,862 476,200 SH DEFINED 1 476,200 CHARTER COMM INC CVT 144A 5.75 CONVERT 16117MAA5 1,530 1,500,000 PRN DEFINED 1 1,500,000 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 10,959 667,000 SH DEFINED 1 667,000 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 3,102 188,800 SH DEFINED 1,4 188,800 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 1,687 102,700 SH DEFINED 2 102,700 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 171 10,400 SH DEFINED 2,3 10,400 CHARTERED SEMICONDUCTOR ADR COMMON 16133R106 3,966 150,000 SH DEFINED 1 150,000 CHECK POINT SOFTWARE TECH COMMON M22465104 151,347 3,794,100 SH DEFINED 1 3,794,100 CHECK POINT SOFTWARE TECH COMMON M22465104 8,273 207,390 SH DEFINED 1,4 207,390 CHECK POINT SOFTWARE TECH COMMON M22465104 8,130 203,800 SH DEFINED 2 203,800 CHECK POINT SOFTWARE TECH COMMON M22465104 276 6,920 SH DEFINED 2,3 6,920 CHECK POINT SOFTWARE TECH COMMON M22465104 56 1,468 SH DEFINED 5 1,468 CHEESECAKE FACTORY (THE) COMMON 163072101 5,403 155,400 SH DEFINED 1 155,400 CHEESECAKE FACTORY (THE) COMMON 163072101 17 500 SH DEFINED 1,4 500 CHEESECAKE FACTORY (THE) COMMON 163072101 657 18,900 SH DEFINED 2 18,900 CHEESECAKE FACTORY (THE) COMMON 163072101 52 1,500 SH DEFINED 2,3 1,500

Page 24 / 117 CHEVRONTEXACO CORP COMMON 166764100 326,915 3,648,200 SH DEFINED 1 3,648,200 CHEVRONTEXACO CORP COMMON 166764100 58,247 650,000 SH DEFINED 1,2 650,000 CHEVRONTEXACO CORP COMMON 166764100 9,069 101,200 SH DEFINED 2 101,200 CHICO'S FAS INC COMMON 168615102 7,146 180,000 SH DEFINED 1 180,000 CHICO'S FAS INC COMMON 168615102 115 2,900 SH DEFINED 2 2,900 CHIPPAC INC COMMON 169657103 6,493 875,000 SH DEFINED 1 875,000 CHIPPAC INC COMMON 169657103 43 5,800 SH DEFINED 2 5,800 CHIPPAC INC COMMON 169657103 19 2,600 SH DEFINED 6 2,600 CHIRON CORP COMMON 170040109 24,261 553,400 SH DEFINED 1 553,400 CHIRON CORP COMMON 170040109 38,961 888,700 SH DEFINED 1,2 888,700 CHIRON CORP COMMON 170040109 438 10,000 SH DEFINED 1,4 10,000 CHIRON CORP COMMON 170040109 105 2,400 SH DEFINED 2 2,400 CHIRON CORP COMMON 170040109 412 9,400 SH DEFINED 2,3 9,400 CHOLESTECH CORP COMMON 170393102 248 12,500 SH DEFINED 1 12,500 CHOLESTECH CORP COMMON 170393102 2 100 SH DEFINED 2,3 100 CHRISTOPHER & BANKS CORP COMMON 171046105 12,844 375,000 SH DEFINED 1 375,000 CHRISTOPHER & BANKS CORP COMMON 171046105 212 6,200 SH DEFINED 2 6,200 CIENA CORP COMMON 171779101 787 55,000 SH DEFINED 1 55,000 CIGNA CORP COMMON 125509109 212,576 2,294,400 SH DEFINED 1 2,294,400 CIGNA CORP COMMON 125509109 2,455 26,500 SH DEFINED 2 26,500 CIGNA CORP COMMON 125509109 3,609 39,558 SH DEFINED 5 39,558 CIMA LABS INC COMMON 171796105 9,395 259,900 SH DEFINED 1 259,900 CIMA LABS INC COMMON 171796105 25 700 SH DEFINED 1,4 700 CIMA LABS INC COMMON 171796105 782 21,620 SH DEFINED 2 21,620 CIMA LABS INC COMMON 171796105 65 1,800 SH DEFINED 2,3 1,800 CIMA LABS INC COMMON 171796105 34 980 SH DEFINED 5 980

Page 25 / 117 CINTAS CORP COMMON 172908105 17,429 363,100 SH DEFINED 1 363,100 CINTAS CORP COMMON 172908105 62 1,300 SH DEFINED 1,4 1,300 CINTAS CORP COMMON 172908105 2,147 44,720 SH DEFINED 2 44,720 CINTAS CORP COMMON 172908105 178 3,700 SH DEFINED 2,3 3,700 CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 296 37,000 SH DEFINED 1 37,000 CIRCUIT CITY STORES INC COMMON 172737108 27,907 1,075,400 SH DEFINED 1 1,075,400 CIRCUIT CITY STORES INC COMMON 172737108 127,835 4,926,200 SH DEFINED 1,2 4,926,200 CIRCUIT CITY STORES INC COMMON 172737108 571 22,000 SH DEFINED 1,4 22,000 CIRCUIT CITY STORES INC COMMON 172737108 3,885 149,700 SH DEFINED 2 149,700 CIRCUIT CITY STORES INC COMMON 172737108 830 32,000 SH DEFINED 2,3 32,000 CIRCUIT CITY STORES-CARMAX COMMON 172737306 4,321 190,000 SH DEFINED 1 190,000 CIRCUIT CITY STORES-CARMAX COMMON 172737306 70 3,100 SH DEFINED 2 3,100 CIRRUS LOGIC INC COMMON 172755100 2,644 200,000 SH DEFINED 1 200,000 CIRRUS LOGIC INC COMMON 172755100 13 1,000 SH DEFINED 6 1,000 CISCO SYSTEMS INC COMMON 17275R102 448,559 24,768,568 SH DEFINED 1 24,768,568 CISCO SYSTEMS INC COMMON 17275R102 453,081 25,018,300 SH DEFINED 1,2 25,018,300 CISCO SYSTEMS INC COMMON 17275R102 2,173 120,000 SH DEFINED 1,4 120,000 CISCO SYSTEMS INC COMMON 17275R102 35,054 1,935,600 SH DEFINED 2 1,935,600 CISCO SYSTEMS INC COMMON 17275R102 3,178 175,500 SH DEFINED 2,3 175,500 CISCO SYSTEMS INC COMMON 17275R102 1,030 50,398 SH DEFINED 5 50,398 CITIGROUP INC COMMON 172967101 1,225,152 24,270,040 SH DEFINED 1 24,270,040 CITIGROUP INC COMMON 172967101 201,920 4,000,000 SH DEFINED 1,2 4,000,000 CITIGROUP INC COMMON 172967101 1,843 36,500 SH DEFINED 1,4 36,500 CITIGROUP INC COMMON 172967101 54,892 1,087,400 SH DEFINED 2 1,087,400 CITIGROUP INC COMMON 172967101 1,636 32,400 SH DEFINED 2,3 32,400 CITIGROUP INC COMMON 172967101 10,923 228,044 SH DEFINED 5 228,044 CITRIX SYSTEMS INC COMMON 177376100 18,133 800,200 SH DEFINED 1 800,200 CITRIX SYSTEMS INC COMMON 177376100 45,320 2,000,000 SH DEFINED 1,2 2,000,000 CITRIX SYSTEMS INC COMMON 177376100 501 22,100 SH DEFINED 1,4 22,100 CITRIX SYSTEMS INC COMMON 177376100 6,191 273,230 SH DEFINED 2 273,230 CITRIX SYSTEMS INC COMMON 177376100 315 13,900 SH DEFINED 2,3 13,900

Page 26 / 117 CITY NATIONAL CORP COMMON 178566105 1,279 27,300 SH DEFINED 1,4 27,300 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 64,254 1,262,100 SH DEFINED 1 1,262,100 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 91,638 1,800,000 SH DEFINED 1,2 1,800,000 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 7,703 151,300 SH DEFINED 2 151,300 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 321 6,300 SH DEFINED 2,3 6,300 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 13 272 SH DEFINED 5 272 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 36 700 SH DEFINED 6 700 CLOROX CO COMMON 189054109 11,790 298,100 SH DEFINED 1 298,100 CLOROX CO COMMON 189054109 4,370 110,500 SH DEFINED 1,4 110,500 CLOROX CO COMMON 189054109 162 4,100 SH DEFINED 2 4,100 CLOROX CO COMMON 189054109 1,624 41,086 SH DEFINED 5 41,086 CLOSURE MEDICAL CORP COMMON 189093107 360 15,400 SH DEFINED 1 15,400 CLOSURE MEDICAL CORP COMMON 189093107 5 200 SH DEFINED 2,3 200 CMS ENERGY CORP COMMON 125896100 8,134 338,500 SH DEFINED 1 338,500 CMS ENERGY CORP COMMON 125896100 72 3,000 SH DEFINED 2 3,000 CNOOC LTD ADR COMMON 126132109 11,252 583,000 SH DEFINED 1 583,000 CNOOC LTD ADR COMMON 126132109 42 2,200 SH DEFINED 1,4 2,200 CNOOC LTD ADR COMMON 126132109 10 500 SH DEFINED 2,3 500 CNOOC LTD ADR COMMON 126132109 45 2,350 SH DEFINED 5 2,350 COACH INC COMMON 189754104 1,793 46,000 SH DEFINED 1 46,000 COACH INC COMMON 189754104 168 4,300 SH DEFINED 2 4,300 COACH INC COMMON 189754104 133 3,400 SH DEFINED 2,3 3,400 COCA-COLA CO COMMON 191216100 6,601 140,000 SH DEFINED 1 140,000 COCA-COLA CO COMMON 191216100 18,860 400,000 SH DEFINED 1,2 400,000 COCA-COLA CO COMMON 191216100 33 700 SH DEFINED 2 700 COCA-COLA ENTERPRISES INC COMMON 191219104 6,799 359,000 SH DEFINED 1 359,000 COCA-COLA ENTERPRISES INC COMMON 191219104 8,523 450,000 SH DEFINED 1,2 450,000 COCA-COLA ENTERPRISES INC COMMON 191219104 341 18,000 SH DEFINED 1,4 18,000 COCA-COLA ENTERPRISES INC COMMON 191219104 17 900 SH DEFINED 2 900

Page 27 / 117 COGNOS INC COMMON 19244C109 1,875 75,000 SH DEFINED 1 75,000 COGNOS INC COMMON 19244C109 33 1,300 SH DEFINED 2 1,300 COHERENT INC COMMON 192479103 773 25,000 SH DEFINED 1 25,000 COHU INC COMMON 192576106 14 700 SH DEFINED 6 700 COINSTAR INC COMMON 19259P300 1,000 40,000 SH DEFINED 1 40,000 COINSTAR INC COMMON 19259P300 4,693 187,700 SH DEFINED 1,4 187,700 COLGATE PALMOLIVE CO COMMON 194162103 56,930 985,800 SH DEFINED 1 985,800 COLGATE PALMOLIVE CO COMMON 194162103 17,325 300,000 SH DEFINED 1,2 300,000 COLGATE PALMOLIVE CO COMMON 194162103 5,994 103,800 SH DEFINED 2 103,800 COLGATE PALMOLIVE CO COMMON 194162103 374 6,408 SH DEFINED 5 6,408 COMCAST CORP SPECIAL CL A COMMON 200300200 517,169 14,365,800 SH DEFINED 1 14,365,800 COMCAST CORP SPECIAL CL A COMMON 200300200 153,000 4,250,000 SH DEFINED 1,2 4,250,000 COMCAST CORP SPECIAL CL A COMMON 200300200 20,862 579,500 SH DEFINED 2 579,500 COMCAST CORP SPECIAL CL A COMMON 200300200 853 23,700 SH DEFINED 2,3 23,700 COMERICA INC COMMON 200340107 6,590 115,000 SH DEFINED 1 115,000 COMMSCOPE INC COMMON 203372107 22,727 1,068,500 SH DEFINED 1 1,068,500 COMMSCOPE INC COMMON 203372107 62 2,900 SH DEFINED 1,4 2,900 COMMSCOPE INC COMMON 203372107 2,117 99,510 SH DEFINED 2 99,510 COMMSCOPE INC COMMON 203372107 172 8,100 SH DEFINED 2,3 8,100 COMMSCOPE INC COMMON 203372107 41 2,058 SH DEFINED 5 2,058 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 82,809 3,247,400 SH DEFINED 1 3,247,400 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 630 24,700 SH DEFINED 1,4 24,700 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 4,998 196,000 SH DEFINED 2 196,000 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 245 9,600 SH DEFINED 2,3 9,600 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 31,312 1,543,200 SH DEFINED 1 1,543,200 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 4,912 242,070 SH DEFINED 1,4 242,070 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 193 9,500 SH DEFINED 2,3 9,500 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 19 984 SH DEFINED 5 984

Page 28 / 117 COMPAQ COMPUTER CORP COMMON 204493100 14,352 1,470,500 SH DEFINED 1 1,470,500 COMPAQ COMPUTER CORP COMMON 204493100 26,352 2,700,000 SH DEFINED 1,2 2,700,000 COMPAQ COMPUTER CORP COMMON 204493100 410 42,000 SH DEFINED 1,4 42,000 COMPAQ COMPUTER CORP COMMON 204493100 54 5,500 SH DEFINED 2 5,500 COMPAQ COMPUTER CORP COMMON 204493100 72 7,120 SH DEFINED 5 7,120 COMPASS BANCSHARES INC COMMON 20449H109 14,792 522,700 SH DEFINED 1 522,700 COMPUTER ASSOCIATES INTL COMMON 204912109 203,508 5,900,500 SH DEFINED 1 5,900,500 COMPUTER ASSOCIATES INTL COMMON 204912109 129,117 3,743,600 SH DEFINED 1,2 3,743,600 COMPUTER ASSOCIATES INTL COMMON 204912109 179 5,200 SH DEFINED 2 5,200 COMPUTER ASSOCIATES INTL COMMON 204912109 1,121 32,500 SH DEFINED 2,3 32,500 COMPUTER ASSOCIATES INTL COMMON 204912109 9,954 299,198 SH DEFINED 5 299,198 COMPUTER SCIENCES CORP COMMON 205363104 24,495 500,100 SH DEFINED 1 500,100 COMPUWARE CORP COMMON 205638109 12,238 1,038,000 SH DEFINED 1 1,038,000 COMPUWARE CORP COMMON 205638109 46 3,900 SH DEFINED 1,4 3,900 COMPUWARE CORP COMMON 205638109 1,502 127,370 SH DEFINED 2 127,370 COMPUWARE CORP COMMON 205638109 127 10,800 SH DEFINED 2,3 10,800 COMVERSE TECH 1.50 12/1/05 144A CONVERT 205862AH8 1,146 1,500,000 PRN DEFINED 1 1,500,000 COMVERSE TECHNOLOGY INC COMMON 205862402 44,333 1,981,800 SH DEFINED 1 1,981,800 COMVERSE TECHNOLOGY INC COMMON 205862402 3,512 156,990 SH DEFINED 1,4 156,990 COMVERSE TECHNOLOGY INC COMMON 205862402 6,742 301,390 SH DEFINED 2 301,390 COMVERSE TECHNOLOGY INC COMMON 205862402 120 5,380 SH DEFINED 2,3 5,380 CONCORD EFS INC COMMON 206197105 82,816 2,526,414 SH DEFINED 1 2,526,414 CONCORD EFS INC COMMON 206197105 49,783 1,518,700 SH DEFINED 1,2 1,518,700 CONCORD EFS INC COMMON 206197105 86 2,620 SH DEFINED 1,4 2,620 CONCORD EFS INC COMMON 206197105 7,890 240,710 SH DEFINED 2 240,710 CONCORD EFS INC COMMON 206197105 852 26,000 SH DEFINED 2,3 26,000 CONCORD EFS INC COMMON 206197105 6 216 SH DEFINED 5 216 CONCURRENT COMPUTER CORP COMMON 206710204 9,801 660,000 SH DEFINED 1 660,000 CONCURRENT COMPUTER CORP COMMON 206710204 37 2,500 SH DEFINED 2 2,500 CONCURRENT COMPUTER CORP COMMON 206710204 15 1,000 SH DEFINED 6 1,000

Page 29 / 117 CONEXANT SYSTEMS CVT SUB NOTES CONVERT 207142AF7 5,210 8,000,000 PRN DEFINED 1 8,000,000 CONEXANT SYSTEMS CVT SUB NOTES CONVERT 207142AF7 23 35,000 PRN DEFINED 6 35,000 CONEXANT SYSTEMS INC COMMON 207142100 11,847 825,000 SH DEFINED 1 825,000 CONEXANT SYSTEMS INC COMMON 207142100 718 50,000 SH DEFINED 1,4 50,000 CONMED CORP COMMON 207410101 120 6,000 SH DEFINED 1 6,000 CONNETICS CORP COMMON 208192104 2,618 220,000 SH DEFINED 1 220,000 CONNETICS CORP COMMON 208192104 42 3,500 SH DEFINED 2 3,500 CONOCO INC COMMON 208251504 543 19,200 SH DEFINED 1 19,200 CONOCO INC COMMON 208251504 190 6,700 SH DEFINED 1,4 6,700 CONSTELLATION BRANDS INC A COMMON 21036P108 844 19,700 SH DEFINED 1 19,700 CONSTELLATION BRANDS INC A COMMON 21036P108 3,664 85,500 SH DEFINED 1,4 85,500 CONSTELLATION BRANDS INC A COMMON 21036P108 56 1,300 SH DEFINED 2 1,300 CONSTELLATION ENERGY GROUP COMMON 210371100 15,803 595,200 SH DEFINED 1 595,200 CONVERGYS CORP COMMON 212485106 15,720 419,300 SH DEFINED 1 419,300 CONVERGYS CORP COMMON 212485106 146 3,900 SH DEFINED 2 3,900 CONVERGYS CORP COMMON 212485106 1,362 40,996 SH DEFINED 5 40,996 COOPER CAMERON CORP COMMON 216640102 28,111 696,500 SH DEFINED 1 696,500 COOPER CAMERON CORP COMMON 216640102 81 2,000 SH DEFINED 1,4 2,000 COOPER CAMERON CORP COMMON 216640102 2,665 66,020 SH DEFINED 2 66,020 COOPER CAMERON CORP COMMON 216640102 218 5,400 SH DEFINED 2,3 5,400 COOPER CAMERON CORP COMMON 216640102 568 15,506 SH DEFINED 5 15,506 COOPER INDUSTRIES INC COMMON 216669101 13,161 376,900 SH DEFINED 1 376,900 COOPER INDUSTRIES INC COMMON 216669101 59 1,700 SH DEFINED 2 1,700 COORS (ADOLPH) CO COMMON 217016104 15,646 293,000 SH DEFINED 1 293,000 COORS (ADOLPH) CO COMMON 217016104 139 2,600 SH DEFINED 2 2,600 COORS (ADOLPH) CO COMMON 217016104 1,714 30,056 SH DEFINED 5 30,056 COORSTEK INC COMMON 217020106 7,801 245,000 SH DEFINED 1 245,000

Page 30 / 117 COPART INC COMMON 217204106 7,041 193,600 SH DEFINED 1 193,600 COPART INC COMMON 217204106 2,157 59,300 SH DEFINED 1,4 59,300 COPART INC COMMON 217204106 138 3,800 SH DEFINED 2 3,800 COPEL-CIA PARANAENSE ENE-SP ADR COMMON 20441B407 3,624 461,600 SH DEFINED 1 461,600 COR THERAPEUTICS INC COMMON 217753102 60 2,500 SH DEFINED 1 2,500 CORE LABORATORIES NV COMMON N22717107 14,647 1,044,700 SH DEFINED 1 1,044,700 CORE LABORATORIES NV COMMON N22717107 46 3,300 SH DEFINED 1,4 3,300 CORE LABORATORIES NV COMMON N22717107 1,608 114,680 SH DEFINED 2 114,680 CORE LABORATORIES NV COMMON N22717107 136 9,700 SH DEFINED 2,3 9,700 CORNELL COMPANIES INC COMMON 219141108 1,324 75,000 SH DEFINED 1 75,000 CORNING INC CVT 0% 11/8/15 CONVERT 219350AJ4 3,185 6,095,000 PRN DEFINED 1 6,095,000 CORNING INC CVT 0% 11/8/15 CONVERT 219350AJ4 131 250,000 PRN DEFINED 2 250,000 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 14,104 384,300 SH DEFINED 1 384,300 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 33 900 SH DEFINED 1,4 900 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 1,250 34,070 SH DEFINED 2 34,070 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 99 2,700 SH DEFINED 2,3 2,700 COST PLUS INC CALIFORNIA COMMON 221485105 2,385 90,000 SH DEFINED 1 90,000 COSTCO WHOLESALE CORP COMMON 22160K105 22,456 506,000 SH DEFINED 1 506,000 COSTCO WHOLESALE CORP COMMON 22160K105 2,516 56,700 SH DEFINED 2 56,700 COUNTRYWIDE CREDIT IND INC COMMON 222372104 19,088 465,900 SH DEFINED 1 465,900 COUNTRYWIDE CREDIT IND INC COMMON 222372104 63,368 1,546,700 SH DEFINED 1,2 1,546,700 COUNTRYWIDE CREDIT IND INC COMMON 222372104 45 1,100 SH DEFINED 1,4 1,100 COUNTRYWIDE CREDIT IND INC COMMON 222372104 5,304 129,470 SH DEFINED 2 129,470 COUNTRYWIDE CREDIT IND INC COMMON 222372104 455 11,100 SH DEFINED 2,3 11,100 COVANCE INC COMMON 222816100 7,037 310,000 SH DEFINED 1 310,000 COVANCE INC COMMON 222816100 50 2,200 SH DEFINED 2 2,200 COVENTRY HEALTH CARE INC COMMON 222862104 80 4,000 SH DEFINED 1 4,000

Page 31 / 117 COX COMMUNICATIONS INC CL A COMMON 224044107 816,994 19,494,000 SH DEFINED 1 19,494,000 COX COMMUNICATIONS INC CL A COMMON 224044107 16,554 395,000 SH DEFINED 2 395,000 COX COMMUNICATIONS INC CL A COMMON 224044107 34 800 SH DEFINED 6 800 COX RADIO INC CL A COMMON 224051102 21,709 852,000 SH DEFINED 1 852,000 COX RADIO INC CL A COMMON 224051102 20 800 SH DEFINED 2 800 COX RADIO INC CL A COMMON 224051102 33 1,300 SH DEFINED 6 1,300 CRAYFISH CO LTD SPONS ADR COMMON 225226208 1,275 151,840 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 4 500 SH DEFINED 2,3 500 CREDIT SUISSE FIRST BOSTON CVT CONVERT 2254C0AJ6 35 35,000 PRN DEFINED 1,4 35,000 CREDENCE SYSTEMS CORP COMMON 225302108 3,250 175,000 SH DEFINED 1 175,000 CREDENCE SYSTEMS CORP COMMON 225302108 52 2,800 SH DEFINED 2 2,800 CREE INC COMMON 225447101 19,449 660,200 SH DEFINED 1 660,200 CREE INC COMMON 225447101 457 15,500 SH DEFINED 1,4 15,500 CREE INC COMMON 225447101 3,226 109,520 SH DEFINED 2 109,520 CREE INC COMMON 225447101 127 4,300 SH DEFINED 2,3 4,300 CROSS COUNTRY INC COMMON 22748P105 795 30,000 SH DEFINED 1 30,000 CROWN CASTLE INT CVT PFD 6.25 CONVERT 228227401 6,500 250,000 SH DEFINED 1 250,000 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 684 64,086 SH DEFINED 1 64,086 CSC HOLDINGS INC PFD M PREFERRED 126304401 4,706 44,500 SH DEFINED 1 44,500 CSC HOLDINGS INC PFD M PREFERRED 126304401 53 500 SH DEFINED 2,3 500 CTS CORP COMMON 126501105 1,280 80,500 SH DEFINED 1 80,500 CUBIST PHARMACEUTICALS COMMON 229678107 252 7,000 SH DEFINED 1 7,000 CV THERAPEUTICS INC COMMON 126667104 364 7,000 SH DEFINED 1 7,000

Page 32 / 117 CVS CORP COMMON 126650100 6,808 230,000 SH DEFINED 1 230,000 CVS CORP COMMON 126650100 752 25,400 SH DEFINED 1,4 25,400 CVS CORP COMMON 126650100 2,842 96,000 SH DEFINED 2 96,000 CYMER INC COMMON 232572107 2,673 100,000 SH DEFINED 1 100,000 CYPRESS VOTING TRUST COMMON 232743914 1 1,070 SH DEFINED 1 1,070 CYTYC CORP COMMON 232946103 36,845 1,411,700 SH DEFINED 1 1,411,700 CYTYC CORP COMMON 232946103 73 2,800 SH DEFINED 1,4 2,800 CYTYC CORP COMMON 232946103 2,691 103,120 SH DEFINED 2 103,120 CYTYC CORP COMMON 232946103 224 8,600 SH DEFINED 2,3 8,600 CYTYC CORP COMMON 232946103 50 2,056 SH DEFINED 5 2,056 CYTYC CORP COMMON 232946103 23 900 SH DEFINED 6 900 D&K HEALTHCARE RESOURCES INC COMMON 232861104 4,898 86,000 SH DEFINED 1 86,000 D.R. HORTON INC. COMMON 23331A109 3,189 98,250 SH DEFINED 1 98,250 D.R. HORTON INC. COMMON 23331A109 49 1,500 SH DEFINED 2 1,500 DAL-TILE INTERNATIONAL INC COMMON 23426R108 9,398 404,200 SH DEFINED 1 404,200 DAL-TILE INTERNATIONAL INC COMMON 23426R108 86 3,700 SH DEFINED 2 3,700 DANAHER CORP COMMON 235851102 27,616 457,900 SH DEFINED 1 457,900 DANAHER CORP COMMON 235851102 24,124 400,000 SH DEFINED 1,2 400,000 DANAHER CORP COMMON 235851102 60 1,000 SH DEFINED 1,4 1,000 DANAHER CORP COMMON 235851102 2,010 33,330 SH DEFINED 2 33,330 DANAHER CORP COMMON 235851102 163 2,700 SH DEFINED 2,3 2,700 DARDEN RESTAURANTS INC COMMON 237194105 14,241 402,300 SH DEFINED 1 402,300 DARDEN RESTAURANTS INC COMMON 237194105 92,224 2,605,200 SH DEFINED 1,2 2,605,200 DARDEN RESTAURANTS INC COMMON 237194105 4,000 113,000 SH DEFINED 2 113,000 DARDEN RESTAURANTS INC COMMON 237194105 666 18,800 SH DEFINED 2,3 18,800 DAVITA INC COMMON 23918K108 6,433 263,100 SH DEFINED 1 263,100 DAVITA INC COMMON 23918K108 6,012 245,900 SH DEFINED 1,4 245,900 DAVITA INC COMMON 23918K108 166 6,800 SH DEFINED 2 6,800

Page 33 / 117 DAYTON SUPERIOR WTS 144A COMMON 240028118 223 11,000 SH DEFINED 1 11,000 DEB SHOPS INC COMMON 242728103 2,425 100,000 SH DEFINED 1 100,000 DEB SHOPS INC COMMON 242728103 39 1,600 SH DEFINED 2 1,600 DEERE & CO COMMON 244199105 3,192 73,100 SH DEFINED 1 73,100 DELIA*S CORP A COMMON 24688Q101 8,060 1,300,000 SH DEFINED 1 1,300,000 DELIA*S CORP A COMMON 24688Q101 30 4,900 SH DEFINED 2 4,900 DELIA*S CORP A COMMON 24688Q101 14 2,200 SH DEFINED 6 2,200 DELL COMPUTER CORP COMMON 247025109 95,687 3,520,500 SH DEFINED 1 3,520,500 DELL COMPUTER CORP COMMON 247025109 149,490 5,500,000 SH DEFINED 1,2 5,500,000 DELL COMPUTER CORP COMMON 247025109 938 34,500 SH DEFINED 1,4 34,500 DELL COMPUTER CORP COMMON 247025109 11,077 407,550 SH DEFINED 2 407,550 DELL COMPUTER CORP COMMON 247025109 560 20,600 SH DEFINED 2,3 20,600 DELL COMPUTER CORP COMMON 247025109 54 1,930 SH DEFINED 5 1,930 DELUXE CORP COMMON 248019101 1,052 25,300 SH DEFINED 1 25,300 DELUXE CORP COMMON 248019101 4,665 112,200 SH DEFINED 1,4 112,200 DELUXE CORP COMMON 248019101 67 1,600 SH DEFINED 2 1,600 DEVON ENERGY CORP COMMON 25179M103 7,170 185,500 SH DEFINED 1 185,500 DEVON ENERGY-KERRMCGEE CVT PFD CONVERT 492386305 14,750 397,300 SH DEFINED 1 397,300 DEVON ENERGY-KERRMCGEE CVT PFD CONVERT 492386305 2,190 59,000 SH DEFINED 2 59,000 DEVRY INC COMMON 251893103 8,859 311,400 SH DEFINED 1 311,400 DEVRY INC COMMON 251893103 34 1,200 SH DEFINED 1,4 1,200 DEVRY INC COMMON 251893103 1,092 38,390 SH DEFINED 2 38,390 DEVRY INC COMMON 251893103 94 3,300 SH DEFINED 2,3 3,300 DIACRIN INC COMMON 25243N103 37 20,000 SH DEFINED 1 20,000 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 5,832 132,700 SH DEFINED 1 132,700 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 40 900 SH DEFINED 2 900

Page 34 / 117 DIAL CORP COMMON 25247D101 12,334 719,200 SH DEFINED 1 719,200 DIAL CORP COMMON 25247D101 3,471 202,400 SH DEFINED 1,4 202,400 DIAL CORP COMMON 25247D101 132 7,700 SH DEFINED 2 7,700 DIAMONDCLUSTER INTL INC A COMMON 25278P106 10,732 819,200 SH DEFINED 1 819,200 DIAMONDCLUSTER INTL INC A COMMON 25278P106 26 2,000 SH DEFINED 1,4 2,000 DIAMONDCLUSTER INTL INC A COMMON 25278P106 857 65,440 SH DEFINED 2 65,440 DIAMONDCLUSTER INTL INC A COMMON 25278P106 73 5,600 SH DEFINED 2,3 5,600 DIANON SYSTEMS INC COMMON 252826102 7,296 120,000 SH DEFINED 1 120,000 DIANON SYSTEMS INC COMMON 252826102 67 1,100 SH DEFINED 2 1,100 DIEBOLD INC COMMON 253651103 8,375 207,100 SH DEFINED 1 207,100 DIEBOLD INC COMMON 253651103 81 2,000 SH DEFINED 2 2,000 DIEBOLD INC COMMON 253651103 1,008 25,986 SH DEFINED 5 25,986 DIGITAL INSIGHT CORP COMMON 25385P106 1,943 86,900 SH DEFINED 1 86,900 DIGITAL INSIGHT CORP COMMON 25385P106 29 1,300 SH DEFINED 2 1,300 DIRECT FOCUS INC COMMON 254931108 2,022 64,800 SH DEFINED 1 64,800 DISNEY WALT PRODUCTIONS COMMON 254687106 3,756 183,478 SH DEFINED 5 183,478 DIVERSA CORP COMMON 255064107 14 1,000 SH DEFINED 1 1,000 DOBSON COMM PIK PFD PREFERRED 256072307 24,909 26,499 SH DEFINED 1 26,499 DOBSON COMM PIK PFD PREFERRED 256072307 47 50 SH DEFINED 2,3 50 DOCTOR REDDY'S LAB ADR COMMON 256135203 8,637 455,800 SH DEFINED 1 455,800 DOCTOR REDDY'S LAB ADR COMMON 256135203 30 1,600 SH DEFINED 1,4 1,600 DOCTOR REDDY'S LAB ADR COMMON 256135203 17 900 SH DEFINED 2,3 900 DOCUMENTUM INC COMMON 256159104 3,801 175,000 SH DEFINED 1 175,000 DOCUMENTUM INC COMMON 256159104 59 2,700 SH DEFINED 2 2,700 DOLLAR GENERAL CORP COMMON 256669102 4,247 285,000 SH DEFINED 1 285,000 DOLLAR GENERAL CORP COMMON 256669102 751 50,400 SH DEFINED 1,4 50,400 DOLLAR GENERAL CORP COMMON 256669102 2,786 187,000 SH DEFINED 2 187,000

Page 35 / 117 DOLLAR TREE STORES INC COMMON 256747106 37,475 1,212,400 SH DEFINED 1 1,212,400 DOLLAR TREE STORES INC COMMON 256747106 949 30,700 SH DEFINED 1,4 30,700 DOLLAR TREE STORES INC COMMON 256747106 5,542 179,300 SH DEFINED 2 179,300 DOLLAR TREE STORES INC COMMON 256747106 195 6,300 SH DEFINED 2,3 6,300 DORAL FINANCIAL CORP COMMON 25811P100 10,265 328,900 SH DEFINED 1 328,900 DORAL FINANCIAL CORP COMMON 25811P100 28 900 SH DEFINED 1,4 900 DORAL FINANCIAL CORP COMMON 25811P100 1,036 33,200 SH DEFINED 2 33,200 DORAL FINANCIAL CORP COMMON 25811P100 81 2,600 SH DEFINED 2,3 2,600 DOVER CORP COMMON 260003108 13,857 373,800 SH DEFINED 1 373,800 DOVER CORP COMMON 260003108 130 3,500 SH DEFINED 2 3,500 DOVER CORP COMMON 260003108 1,487 40,334 SH DEFINED 5 40,334 DSP GROUP INC COMMON 23332B106 1,572 67,600 SH DEFINED 1 67,600 DST SYSTEMS INC COMMON 233326107 36,919 740,600 SH DEFINED 1 740,600 DST SYSTEMS INC COMMON 233326107 2,532 50,800 SH DEFINED 2 50,800 DST SYSTEMS INC COMMON 233326107 10 202 SH DEFINED 5 202 DTE ENERGY CO COMMON 233331107 8,182 195,100 SH DEFINED 1 195,100 DUANE READE INC COMMON 263578106 11,700 385,500 SH DEFINED 1 385,500 DUKE POWER CO COMMON 264399106 286,201 7,289,900 SH DEFINED 1 7,289,900 DUKE POWER CO COMMON 264399106 15,704 400,000 SH DEFINED 1,2 400,000 DUKE POWER CO COMMON 264399106 11,511 293,200 SH DEFINED 2 293,200 DUKE POWER CO COMMON 264399106 188 4,800 SH DEFINED 2,3 4,800 DUKE POWER CO COMMON 264399106 265 7,330 SH DEFINED 5 7,330 DUPONT DE NEMOUR & CO COMMON 263534109 417 9,800 SH DEFINED 1 9,800 DYAX CORP COMMON 26746E103 30 2,700 SH DEFINED 1 2,700 DYNACARE INC COMMON 267920205 2,197 130,100 SH DEFINED 1 130,100

Page 36 / 117 DYNEGY INC COMMON 26816Q101 162,642 6,378,100 SH DEFINED 1 6,378,100 DYNEGY INC COMMON 26816Q101 44,625 1,750,000 SH DEFINED 1,2 1,750,000 DYNEGY INC COMMON 26816Q101 5,460 214,100 SH DEFINED 1,4 214,100 DYNEGY INC COMMON 26816Q101 9,022 353,800 SH DEFINED 2 353,800 DYNEGY INC COMMON 26816Q101 115 4,500 SH DEFINED 2,3 4,500 DYNEGY INC COMMON 26816Q101 207 6,826 SH DEFINED 5 6,826 EARTHLINK INC COMMON 270321102 9,128 750,000 SH DEFINED 1 750,000 EARTHLINK INC COMMON 270321102 609 50,000 SH DEFINED 1,4 50,000 EARTHLINK INC COMMON 270321102 2,312 190,000 SH DEFINED 2 190,000 EARTHLINK INC COMMON 270321102 15 1,200 SH DEFINED 6 1,200 EARTHWATCH CORP CVT PFD CONVERT 270324502 2 124,851 SH DEFINED 1 124,851 EARTHWATCH INC CVT PFD144A SER C CONVERT 270324601 22 2,152,620 SH DEFINED 1 2,152,620 EASTMAN KODAK CO COMMON 277461109 2,652 90,100 SH DEFINED 1 90,100 EATON VANCE CORP COMMON 278265103 36,652 1,031,000 SH DEFINED 1 1,031,000 EATON VANCE CORP COMMON 278265103 132 3,710 SH DEFINED 1,4 3,710 EATON VANCE CORP COMMON 278265103 3,460 97,330 SH DEFINED 2 97,330 EATON VANCE CORP COMMON 278265103 288 8,100 SH DEFINED 2,3 8,100 EATON VANCE CORP COMMON 278265103 172 5,318 SH DEFINED 5 5,318 EBAY INC COMMON 278642103 28,620 427,800 SH DEFINED 1 427,800 EBAY INC COMMON 278642103 6,630 99,100 SH DEFINED 1,4 99,100 EBAY INC COMMON 278642103 127 1,900 SH DEFINED 2 1,900 EBAY INC COMMON 278642103 13 200 SH DEFINED 2,3 200 EBAY INC COMMON 278642103 42 614 SH DEFINED 5 614 ECHOSTAR COMMUNICATIONS CORP - A COMMON 278762109 923 33,600 SH DEFINED 1 33,600 ECHOSTAR COMMUNICATIONS CORP - A COMMON 278762109 4,013 146,100 SH DEFINED 1,4 146,100 ECHOSTAR COMMUNICATIONS CORP - A COMMON 278762109 60 2,200 SH DEFINED 2 2,200 ECLIPSYS CORP COMMON 278856109 4,147 247,600 SH DEFINED 1 247,600 ECLIPSYS CORP COMMON 278856109 42 2,500 SH DEFINED 2 2,500

Page 37 / 117 ECOLAB INC COMMON 278865100 435 10,800 SH DEFINED 1 10,800 ECOLAB INC COMMON 278865100 1,308 32,500 SH DEFINED 1,2 32,500 ECOLAB INC COMMON 278865100 4 100 SH DEFINED 2 100 ECTEL LTD COMMON M29925100 177 10,200 SH DEFINED 1 10,200 EDISON INTERNATIONAL COMMON 281020107 28,708 1,901,200 SH DEFINED 1 1,901,200 EDISON INTERNATIONAL COMMON 281020107 3,775 250,000 SH DEFINED 1,2 250,000 EDISON INTERNATIONAL COMMON 281020107 17 1,100 SH DEFINED 2 1,100 EDISON INTERNATIONAL COMMON 281020107 4,496 297,778 SH DEFINED 5 297,778 EDISON SCHOOLS INC COMMON 281033100 14,481 736,960 SH DEFINED 1 736,960 EDO CORP COMMON 281347104 1,719 65,000 SH DEFINED 1 65,000 EDO CORP COMMON 281347104 26 1,000 SH DEFINED 2 1,000 EDUCATION MANAGEMENT CORP. COMMON 28139T101 4,169 115,000 SH DEFINED 1 115,000 EDUCATION MANAGEMENT CORP. COMMON 28139T101 69 1,900 SH DEFINED 2 1,900 EDWARDS (A.G.) INC COMMON 281760108 4,417 100,000 SH DEFINED 1 100,000 EDWARDS (A.G.) INC COMMON 281760108 27 600 SH DEFINED 6 600 EISAI LTD COMMON 282579309 46 1,872 SH DEFINED 5 1,872 EL PASO CORP COMMON 28336L109 52,421 1,175,100 SH DEFINED 1 1,175,100 EL PASO CORP COMMON 28336L109 5,773 129,400 SH DEFINED 2 129,400 EL PASO CORP COMMON 28336L109 183 4,104 SH DEFINED 5 4,104 EL PASO ENERGY CAP CVT PFD 4.75% CONVERT 283678209 4,610 82,500 SH DEFINED 1 82,500 ELAN CORP ADR COMMON 284131208 32,065 711,600 SH DEFINED 1 711,600 ELAN CORP ADR COMMON 284131208 135,180 3,000,000 SH DEFINED 1,2 3,000,000 ELAN CORP ADR COMMON 284131208 75 1,660 SH DEFINED 1,4 1,660 ELAN CORP ADR COMMON 284131208 10,166 225,600 SH DEFINED 2 225,600 ELAN CORP ADR COMMON 284131208 852 18,900 SH DEFINED 2,3 18,900 ELAN CORP ADR COMMON 284131208 51 1,160 SH DEFINED 5 1,160

Page 38 / 117 ELANTEC SEMICONDUCTOR INC COMMON 284155108 19,830 516,400 SH DEFINED 1 516,400 ELANTEC SEMICONDUCTOR INC COMMON 284155108 96 2,500 SH DEFINED 2 2,500 ELANTEC SEMICONDUCTOR INC COMMON 284155108 19 500 SH DEFINED 2,3 500 ELANTEC SEMICONDUCTOR INC COMMON 284155108 19 500 SH DEFINED 6 500 ELECTRONIC ARTS INC COMMON 285512109 57,798 964,100 SH DEFINED 1 964,100 ELECTRONIC ARTS INC COMMON 285512109 89,925 1,500,000 SH DEFINED 1,2 1,500,000 ELECTRONIC ARTS INC COMMON 285512109 987 16,460 SH DEFINED 1,4 16,460 ELECTRONIC ARTS INC COMMON 285512109 9,811 163,660 SH DEFINED 2 163,660 ELECTRONIC ARTS INC COMMON 285512109 707 11,800 SH DEFINED 2,3 11,800 ELECTRONIC ARTS INC COMMON 285512109 88 1,458 SH DEFINED 5 1,458 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 62,422 910,600 SH DEFINED 1 910,600 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 257,302 3,753,500 SH DEFINED 1,2 3,753,500 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 2,907 42,400 SH DEFINED 1,4 42,400 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 15,328 223,600 SH DEFINED 2 223,600 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 1,570 22,900 SH DEFINED 2,3 22,900 ELECTRONICS FOR IMAGING INC COMMON 286082102 5,897 264,300 SH DEFINED 1 264,300 EMC CORP COMMON 268648102 31,007 2,307,100 SH DEFINED 1 2,307,100 EMC CORP COMMON 268648102 16,128 1,200,000 SH DEFINED 1,2 1,200,000 EMC CORP COMMON 268648102 2,927 217,750 SH DEFINED 2 217,750 EMC CORP COMMON 268648102 5 298 SH DEFINED 5 298 EMULEX CORP COMMON 292475209 25,634 648,800 SH DEFINED 1 648,800 EMULEX CORP COMMON 292475209 24 600 SH DEFINED 2,3 600 ENDESA - SPONDORED ADR COMMON 29258N107 621 39,600 SH DEFINED 1 39,600 ENDOCARE INC COMMON 29264P104 7,054 393,400 SH DEFINED 1 393,400 ENDOCARE INC COMMON 29264P104 14 800 SH DEFINED 2,3 800 ENERGY EAST CORP COMMON 29266M109 10,238 539,100 SH DEFINED 1 539,100 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 3,626 106,000 SH DEFINED 1 106,000 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 41 1,200 SH DEFINED 2 1,200 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 14 400 SH DEFINED 2,3 400

Page 39 / 117 ENI S P A COMMON 26874R108 62 1,052 SH DEFINED 5 1,052 ENRON CORP COMMON 293561106 54 90,000 CALL DEFINED 1 90,000 ENSCO INTERNATIONAL INC COMMON 26874Q100 148,853 5,990,050 SH DEFINED 1 5,990,050 ENSCO INTERNATIONAL INC COMMON 26874Q100 738 29,700 SH DEFINED 1,4 29,700 ENSCO INTERNATIONAL INC COMMON 26874Q100 4,003 161,100 SH DEFINED 2 161,100 ENSCO INTERNATIONAL INC COMMON 26874Q100 171 6,900 SH DEFINED 2,3 6,900 ENSCO INTERNATIONAL INC COMMON 26874Q100 7,425 369,034 SH DEFINED 5 369,034 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 9,270 185,400 SH DEFINED 1 185,400 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 45 900 SH DEFINED 2 900 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 3,900 326,400 SH DEFINED 1 326,400 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 39 3,300 SH DEFINED 2 3,300 ENZON INC COMMON 293904108 2,941 52,250 SH DEFINED 1 52,250 ENZON INC COMMON 293904108 236 4,200 SH DEFINED 1,4 4,200 EOG RESOURCES INC COMMON 26875P101 12,019 307,300 SH DEFINED 1 307,300 EOG RESOURCES INC COMMON 26875P101 1,486 38,000 SH DEFINED 2 38,000 EQUIFAX INC COMMON 294429105 31,317 1,296,750 SH DEFINED 1 1,296,750 EQUIFAX INC COMMON 294429105 17 700 SH DEFINED 2 700 EQUIFAX INC COMMON 294429105 3,499 140,586 SH DEFINED 5 140,586 EQUINIX INC WTS 144A COMMON 29444U114 1,078 21,830 SH DEFINED 1 21,830 EQUINIX INC WTS 144A COMMON 29444U114 8 170 SH DEFINED 2,3 170 EQUITABLE RESOURCES INC COMMON 294549100 143 4,200 SH DEFINED 1 4,200 EQUITABLE RESOURCES INC COMMON 294549100 61 1,800 SH DEFINED 1,4 1,800 EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 10,979 365,000 SH DEFINED 1,4 365,000 EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 21 700 SH DEFINED 6 700 EQUITY RESIDENTIAL PROPERTIES TRUST COMMON 29476L107 11,484 400,000 SH DEFINED 1,4 400,000

Page 40 / 117 ERICSSON (L.M.) TELEPHONE ADR COMMON 294821400 4,698 900,000 SH DEFINED 1 900,000 ERICSSON (L.M.) TELEPHONE ADR COMMON 294821400 5,220 1,000,000 CALL DEFINED 1 1,000,000 ERICSSON (L.M.) TELEPHONE ADR COMMON 294821400 16 3,000 CALL DEFINED 6 3,000 ESS TECHNOLOGY INC COMMON 269151106 1,065 50,100 SH DEFINED 1 50,100 ESS TECHNOLOGY INC COMMON 269151106 13 600 SH DEFINED 2,3 600 ESTEE LAUDER COMPANIES COMMON 518439104 2,725 85,000 SH DEFINED 1 85,000 ESTEE LAUDER COMPANIES COMMON 518439104 404 12,600 SH DEFINED 1,4 12,600 ESTEE LAUDER COMPANIES COMMON 518439104 1,548 48,300 SH DEFINED 2 48,300 EVEREST REINSURANCE HLDGS INC COMMON G3223R108 30,139 426,300 SH DEFINED 1 426,300 EVEREST REINSURANCE HLDGS INC COMMON G3223R108 431 6,100 SH DEFINED 2 6,100 EVEREST REINSURANCE HLDGS INC COMMON G3223R108 361 5,100 SH DEFINED 2,3 5,100 EXAR CORP COMMON 300645108 2,502 120,000 SH DEFINED 1 120,000 EXAR CORP COMMON 300645108 40 1,900 SH DEFINED 2 1,900 EXELIXIS INC COMMON 30161Q104 199 12,000 SH DEFINED 1 12,000 EXELON CORP COMMON 30161N101 3,715 77,600 SH DEFINED 1 77,600 EXFO ELECTRO-OPTICAL ENGINEERING COMMON 302043104 2,791 234,900 SH DEFINED 1,4 234,900 EXFO ELECTRO-OPTICAL ENGINEERING COMMON 302043104 76 6,400 SH DEFINED 2 6,400 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 23,959 420,700 SH DEFINED 1 420,700 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 456 8,000 SH DEFINED 1,4 8,000 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 3,878 68,090 SH DEFINED 2 68,090 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 199 3,500 SH DEFINED 2,3 3,500 EXPRESS SCRIPTS INC COMMON 302182100 92,127 1,970,200 SH DEFINED 1 1,970,200 EXPRESS SCRIPTS INC COMMON 302182100 1,486 31,780 SH DEFINED 1,4 31,780 EXPRESS SCRIPTS INC COMMON 302182100 10,869 232,440 SH DEFINED 2 232,440 EXPRESS SCRIPTS INC COMMON 302182100 505 10,800 SH DEFINED 2,3 10,800 EXPRESS SCRIPTS INC COMMON 302182100 90 2,182 SH DEFINED 5 2,182

Page 41 / 117 EXXON MOBIL CORP COMMON 30231G102 598,464 15,228,100 SH DEFINED 1 15,228,100 EXXON MOBIL CORP COMMON 30231G102 39,300 1,000,000 SH DEFINED 1,2 1,000,000 EXXON MOBIL CORP COMMON 30231G102 17,414 443,100 SH DEFINED 1,4 443,100 EXXON MOBIL CORP COMMON 30231G102 28,475 724,550 SH DEFINED 2 724,550 EXXON MOBIL CORP COMMON 30231G102 1,138 30,440 SH DEFINED 5 30,440 F.Y.I. INC COMMON 302712104 2,345 70,000 SH DEFINED 1 70,000 F.Y.I. INC COMMON 302712104 40 1,200 SH DEFINED 2 1,200 FACTORY 2-U STORES INC COMMON 303072102 802 40,000 SH DEFINED 1 40,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 2,272 65,000 SH DEFINED 1 65,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 38 1,100 SH DEFINED 2 1,100 FAIR ISAAC & COMPANY INC COMMON 303250104 1,481 23,500 SH DEFINED 1 23,500 FAIR ISAAC & COMPANY INC COMMON 303250104 4,077 64,700 SH DEFINED 1,4 64,700 FAIR ISAAC & COMPANY INC COMMON 303250104 57 900 SH DEFINED 2 900 FAIR ISAAC & COMPANY INC COMMON 303250104 6 100 SH DEFINED 2,3 100 FAIRCHILD SEMICON INTL CL A COMMON 303726103 2,045 72,500 SH DEFINED 1 72,500 FAMILY DOLLAR STORES INC COMMON 307000109 23,291 776,900 SH DEFINED 1 776,900 FAMILY DOLLAR STORES INC COMMON 307000109 53,964 1,800,000 SH DEFINED 1,2 1,800,000 FAMILY DOLLAR STORES INC COMMON 307000109 450 15,000 SH DEFINED 1,4 15,000 FAMILY DOLLAR STORES INC COMMON 307000109 3,397 113,300 SH DEFINED 2 113,300 FAMILY DOLLAR STORES INC COMMON 307000109 225 7,500 SH DEFINED 2,3 7,500 FAMILY DOLLAR STORES INC COMMON 307000109 859 28,812 SH DEFINED 5 28,812 FANNIE MAE COMMON 313586109 558,495 7,025,100 SH DEFINED 1 7,025,100 FANNIE MAE COMMON 313586109 187,246 2,355,300 SH DEFINED 1,2 2,355,300 FANNIE MAE COMMON 313586109 13,773 173,250 SH DEFINED 1,4 173,250 FANNIE MAE COMMON 313586109 25,710 323,400 SH DEFINED 2 323,400 FANNIE MAE COMMON 313586109 1,614 20,300 SH DEFINED 2,3 20,300 FANNIE MAE COMMON 313586109 849 10,800 SH DEFINED 5 10,800

Page 42 / 117 FASTENAL CO COMMON 311900104 27,542 414,600 SH DEFINED 1 414,600 FASTENAL CO COMMON 311900104 100 1,500 SH DEFINED 1,4 1,500 FASTENAL CO COMMON 311900104 2,590 38,990 SH DEFINED 2 38,990 FASTENAL CO COMMON 311900104 213 3,200 SH DEFINED 2,3 3,200 FBR ASSET INVESTMENT CORP COMMON 30241E303 1,661 59,100 SH DEFINED 1 59,100 FEDERAL AGRICULTURAL MTG CORP COMMON 313148306 2,835 70,000 SH DEFINED 1 70,000 FEDERAL AGRICULTURAL MTG CORP COMMON 313148306 45 1,100 SH DEFINED 2 1,100 FEDERATED INVESTORS INC COMMON 314211103 18,937 594,000 SH DEFINED 1 594,000 FEDERATED INVESTORS INC COMMON 314211103 64 2,000 SH DEFINED 1,4 2,000 FEDERATED INVESTORS INC COMMON 314211103 2,055 64,470 SH DEFINED 2 64,470 FEDERATED INVESTORS INC COMMON 314211103 172 5,400 SH DEFINED 2,3 5,400 FEDEX CORPORATION COMMON 31428X106 4,991 96,200 SH DEFINED 1 96,200 FEDEX CORPORATION COMMON 31428X106 51,880 1,000,000 SH DEFINED 1,2 1,000,000 FEDEX CORPORATION COMMON 31428X106 3,813 73,500 SH DEFINED 2 73,500 FEDEX CORPORATION COMMON 31428X106 259 5,000 SH DEFINED 2,3 5,000 FEI CO COMMON 30241L109 13,300 422,100 SH DEFINED 1 422,100 FEI CO COMMON 30241L109 167 5,300 SH DEFINED 2 5,300 FIDELITY NATIONAL FINANCIAL INC COMMON 316326107 2,728 110,000 SH DEFINED 1 110,000 FIDELITY NATIONAL FINANCIAL INC COMMON 316326107 45 1,800 SH DEFINED 2 1,800 FIFTH THIRD BANCORP COMMON 316773100 68,803 1,117,300 SH DEFINED 1 1,117,300 FIFTH THIRD BANCORP COMMON 316773100 18,474 300,000 SH DEFINED 1,2 300,000 FIFTH THIRD BANCORP COMMON 316773100 7,257 117,850 SH DEFINED 2 117,850 FIFTH THIRD BANCORP COMMON 316773100 342 5,698 SH DEFINED 5 5,698 FINISAR CORP COMMON 31787A101 5,092 500,700 SH DEFINED 1 500,700 FINISAR CORP COMMON 31787A101 646 63,500 SH DEFINED 1,4 63,500 FINISAR CORP COMMON 31787A101 2,446 240,500 SH DEFINED 2 240,500 FINISAR CORP COMMON 31787A101 60 5,570 SH DEFINED 5 5,570 FINISAR CORP COMMON 31787A101 7 700 SH DEFINED 6 700

Page 43 / 117 FIRST DATA CORP COMMON 319963104 1,134,352 14,459,550 SH DEFINED 1 14,459,550 FIRST DATA CORP COMMON 319963104 113,705 1,449,400 SH DEFINED 1,2 1,449,400 FIRST DATA CORP COMMON 319963104 27,677 352,800 SH DEFINED 2 352,800 FIRST DATA CORP COMMON 319963104 1,781 22,700 SH DEFINED 2,3 22,700 FIRST DATA CORP COMMON 319963104 7,692 105,020 SH DEFINED 5 105,020 FIRST HEALTH GROUP CORP COMMON 320960107 57,028 2,305,100 SH DEFINED 1 2,305,100 FIRST HEALTH GROUP CORP COMMON 320960107 37,110 1,500,000 SH DEFINED 1,2 1,500,000 FIRST HEALTH GROUP CORP COMMON 320960107 148 6,000 SH DEFINED 1,4 6,000 FIRST HEALTH GROUP CORP COMMON 320960107 7,241 292,690 SH DEFINED 2 292,690 FIRST HEALTH GROUP CORP COMMON 320960107 559 22,600 SH DEFINED 2,3 22,600 FIRST HEALTH GROUP CORP COMMON 320960107 1,126 46,820 SH DEFINED 5 46,820 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 17,602 598,900 SH DEFINED 1 598,900 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 62 2,100 SH DEFINED 2 2,100 FIRST REPUBLIC NON CVT 144A PREFERRED 336163209 4,875 5,000 SH DEFINED 1 5,000 FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 827 22,800 SH DEFINED 1 22,800 FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 3,619 99,800 SH DEFINED 1,4 99,800 FIRST TENNESSEE NATIONAL CORP. COMMON 337162101 54 1,500 SH DEFINED 2 1,500 FIRSTENERGY CORP COMMON 337932107 4,145 118,500 SH DEFINED 1 118,500 FIRSTENERGY CORP COMMON 337932107 63 1,800 SH DEFINED 1,4 1,800 FISERV INC COMMON 337738108 153,625 3,630,074 SH DEFINED 1 3,630,074 FISERV INC COMMON 337738108 406,962 9,616,300 SH DEFINED 1,2 9,616,300 FISERV INC COMMON 337738108 945 22,320 SH DEFINED 1,4 22,320 FISERV INC COMMON 337738108 39,914 943,145 SH DEFINED 2 943,145 FISERV INC COMMON 337738108 2,526 59,687 SH DEFINED 2,3 59,687 FISERV INC COMMON 337738108 120 3,078 SH DEFINED 5 3,078 FISHER & PAYKEL IND ADR COMMON 33774M106 1,469 52,200 SH DEFINED 1 52,200 FISHER & PAYKEL IND ADR COMMON 33774M106 14 500 SH DEFINED 2,3 500

Page 44 / 117 FLEET BOSTON FINANCIAL CORP COMMON 339030108 135,495 3,712,200 SH DEFINED 1 3,712,200 FLEET BOSTON FINANCIAL CORP COMMON 339030108 1,825 50,000 CALL DEFINED 1 50,000 FLEET BOSTON FINANCIAL CORP COMMON 339030108 73 2,000 SH DEFINED 2 2,000 FLEET BOSTON FINANCIAL CORP COMMON 339030108 8,821 241,660 SH DEFINED 5 241,660 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 1,924 80,200 SH DEFINED 1 80,200 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 132 5,500 SH DEFINED 2 5,500 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 96 4,000 SH DEFINED 2,3 4,000 FLIR SYSTEMS INC COMMON 302445101 5,688 150,000 SH DEFINED 1 150,000 FLIR SYSTEMS INC COMMON 302445101 46 1,200 SH DEFINED 2 1,200 FLORIDA ROCK INDS COMMON 341140101 2,059 56,300 SH DEFINED 1 56,300 FLOWSERVE CORP COMMON 34354P105 8,853 332,700 SH DEFINED 1 332,700 FOOT LOCKER INC COMMON 344849104 69,865 4,464,200 SH DEFINED 1 4,464,200 FOOT LOCKER INC COMMON 344849104 878 56,130 SH DEFINED 1,4 56,130 FOOT LOCKER INC COMMON 344849104 8,597 549,330 SH DEFINED 2 549,330 FOOT LOCKER INC COMMON 344849104 505 32,300 SH DEFINED 2,3 32,300 FOOT LOCKER INC COMMON 344849104 124 7,680 SH DEFINED 5 7,680 FOREST LABORATORIES INC COMMON 345838106 78,639 959,600 SH DEFINED 1 959,600 FOREST LABORATORIES INC COMMON 345838106 198,319 2,420,000 SH DEFINED 1,2 2,420,000 FOREST LABORATORIES INC COMMON 345838106 11,215 136,850 SH DEFINED 1,4 136,850 FOREST LABORATORIES INC COMMON 345838106 9,318 113,700 SH DEFINED 2 113,700 FOREST LABORATORIES INC COMMON 345838106 1,746 21,300 SH DEFINED 2,3 21,300 FOREST LABORATORIES INC COMMON 345838106 15 210 SH DEFINED 5 210 FOREST OIL CORP COMMON 346091705 4,667 165,450 SH DEFINED 1 165,450 FOREST OIL CORP COMMON 346091705 54 1,900 SH DEFINED 2 1,900 FORRESTER RESEARCH INC COMMON 346563109 7,250 360,000 SH DEFINED 1 360,000 FORRESTER RESEARCH INC COMMON 346563109 32 1,600 SH DEFINED 2 1,600 FORRESTER RESEARCH INC COMMON 346563109 24 1,200 SH DEFINED 6 1,200 FOSSIL INC COMMON 349882100 1,575 75,000 SH DEFINED 1 75,000 FOSSIL INC COMMON 349882100 25 1,200 SH DEFINED 2 1,200

Page 45 / 117 FOUNDRY NETWORKS INC COMMON 35063R100 2,282 280,000 SH DEFINED 1 280,000 FPL GROUP INC COMMON 302571104 12,098 214,500 SH DEFINED 1 214,500 FREDDIE MAC COMMON 313400301 865,750 13,237,760 SH DEFINED 1 13,237,760 FREDDIE MAC COMMON 313400301 245,132 3,748,200 SH DEFINED 1,2 3,748,200 FREDDIE MAC COMMON 313400301 14,962 228,775 SH DEFINED 1,4 228,775 FREDDIE MAC COMMON 313400301 30,568 467,400 SH DEFINED 2 467,400 FREDDIE MAC COMMON 313400301 1,779 27,200 SH DEFINED 2,3 27,200 FREDDIE MAC COMMON 313400301 10,189 153,978 SH DEFINED 5 153,978 FRED'S INC COMMON 356108100 8,602 210,000 SH DEFINED 1 210,000 FRED'S INC COMMON 356108100 57 1,400 SH DEFINED 2 1,400 FRONTIER AIRLINES INC COMMON 359065109 2,125 125,000 SH DEFINED 1 125,000 FRONTIER AIRLINES INC COMMON 359065109 34 2,000 SH DEFINED 2 2,000 FUELCELL ENERGY INC COMMON 35952H106 196 10,800 SH DEFINED 1 10,800 FUELCELL ENERGY INC COMMON 35952H106 112 6,200 SH DEFINED 1,4 6,200 FUJI PHOTO FILM LTD ADR COMMON 359586302 39 1,140 SH DEFINED 5 1,140 GABELLI ASSET MANAGEMENT CL A COMMON 36239Y102 181 4,200 SH DEFINED 1 4,200 GALLAGHER (ARTHUR J.) & CO COMMON 363576109 14,310 414,900 SH DEFINED 1 414,900 GALLAGHER (ARTHUR J.) & CO COMMON 363576109 52 1,500 SH DEFINED 1,4 1,500 GALLAGHER (ARTHUR J.) & CO COMMON 363576109 1,778 51,550 SH DEFINED 2 51,550 GALLAGHER (ARTHUR J.) & CO COMMON 363576109 152 4,400 SH DEFINED 2,3 4,400 GAP INC COMMON 364760108 152,706 10,954,550 SH DEFINED 1 10,954,550 GAP INC COMMON 364760108 6,970 500,000 SH DEFINED 1,2 500,000 GAP INC COMMON 364760108 82 5,900 SH DEFINED 2 5,900 GAP INC COMMON 364760108 7,799 589,470 SH DEFINED 5 589,470 GARMIN LTD COMMON G37260109 13,248 621,400 SH DEFINED 1 621,400 GARTNER GROUP INC COMMON 366651107 3,507 300,000 SH DEFINED 1 300,000

Page 46 / 117 GENENCOR INTL INC COMMON 368709101 2,825 177,000 SH DEFINED 1 177,000 GENENCOR INTL INC COMMON 368709101 46 2,900 SH DEFINED 2 2,900 GENENTECH INC COMMON 368710406 39,874 735,000 SH DEFINED 1 735,000 GENENTECH INC COMMON 368710406 597 11,000 SH DEFINED 1,4 11,000 GENENTECH INC COMMON 368710406 71 1,300 SH DEFINED 2,3 1,300 GENERAL DYNAMICS CORP COMMON 369550108 41,644 522,900 SH DEFINED 1 522,900 GENERAL DYNAMICS CORP COMMON 369550108 87,604 1,100,000 SH DEFINED 1,2 1,100,000 GENERAL DYNAMICS CORP COMMON 369550108 2 30 SH DEFINED 1,4 30 GENERAL DYNAMICS CORP COMMON 369550108 7,172 90,050 SH DEFINED 2 90,050 GENERAL DYNAMICS CORP COMMON 369550108 303 3,800 SH DEFINED 2,3 3,800 GENERAL ELECTRIC CO COMMON 369604103 1,214,212 30,294,700 SH DEFINED 1 30,294,700 GENERAL ELECTRIC CO COMMON 369604103 350,700 8,750,000 SH DEFINED 1,2 8,750,000 GENERAL ELECTRIC CO COMMON 369604103 62,232 1,552,700 SH DEFINED 2 1,552,700 GENERAL ELECTRIC CO COMMON 369604103 1,250 31,200 SH DEFINED 2,3 31,200 GENERAL ELECTRIC CO COMMON 369604103 1,448 37,604 SH DEFINED 5 37,604 GENERAL MARITIME CORP COMMON Y2692M103 358 35,800 SH DEFINED 1 35,800 GENERAL MARITIME CORP COMMON Y2692M103 132 13,200 SH DEFINED 1,4 13,200 GENERAL MILLS INC COMMON 370334104 1,498 28,800 SH DEFINED 1 28,800 GENERAL MILLS INC COMMON 370334104 6,595 126,800 SH DEFINED 1,4 126,800 GENERAL MILLS INC COMMON 370334104 99 1,900 SH DEFINED 2 1,900 GENESCO INC COMMON 371532102 16,961 817,000 SH DEFINED 1 817,000 GENESCO INC COMMON 371532102 54 2,600 SH DEFINED 1,4 2,600 GENESCO INC COMMON 371532102 1,346 64,860 SH DEFINED 2 64,860 GENESCO INC COMMON 371532102 114 5,500 SH DEFINED 2,3 5,500 GENESEE & WYOMING INC CL A COMMON 371559105 2,122 65,000 SH DEFINED 1 65,000 GENESIS HEALTH VENTURES COMMON 37183F107 1,400 65,100 SH DEFINED 1 65,100

Page 47 / 117 GENESIS MICROCHIP INC COMMON 371933102 60,288 911,800 SH DEFINED 1 911,800 GENESIS MICROCHIP INC COMMON 371933102 29,681 448,890 SH DEFINED 1,4 448,890 GENESIS MICROCHIP INC COMMON 371933102 946 14,300 SH DEFINED 2 14,300 GENESIS MICROCHIP INC COMMON 371933102 33 500 SH DEFINED 2,3 500 GENESIS MICROCHIP INC COMMON 371933102 39 682 SH DEFINED 5 682 GENESIS MICROCHIP INC COMMON 371933102 26 400 SH DEFINED 6 400 GENTEX CORP COMMON 371901109 43,717 1,635,500 SH DEFINED 1 1,635,500 GENTEX CORP COMMON 371901109 91 3,400 SH DEFINED 1,4 3,400 GENTEX CORP COMMON 371901109 3,204 119,850 SH DEFINED 2 119,850 GENTEX CORP COMMON 371901109 257 9,600 SH DEFINED 2,3 9,600 GENTEX CORP COMMON 371901109 761 31,890 SH DEFINED 5 31,890 GENTIVA HEALTH SERVICES COMMON 37247A102 2,195 100,000 SH DEFINED 1 100,000 GENTIVA HEALTH SERVICES COMMON 37247A102 18 800 SH DEFINED 6 800 GENTNER COMMUNICATIONS CORP COMMON 37245J105 3,336 200,000 SH DEFINED 1 200,000 GENTNER COMMUNICATIONS CORP COMMON 37245J105 17 1,000 SH DEFINED 6 1,000 GENZYME CORP COMMON 372917104 132,165 2,207,900 SH DEFINED 1 2,207,900 GENZYME CORP COMMON 372917104 7,291 121,800 SH DEFINED 1,4 121,800 GENZYME CORP COMMON 372917104 4,807 80,300 SH DEFINED 2 80,300 GENZYME CORP COMMON 372917104 6 100 SH DEFINED 2,3 100 GENZYME CORP COMMON 372917104 20 370 SH DEFINED 5 370 GENZYME-MOLECULAR ONCOLOGY COMMON 372917500 240 30,000 SH DEFINED 1 30,000 GETTY IMAGES INC COMMON 374276103 2,528 110,000 SH DEFINED 1 110,000 GETTY IMAGES INC COMMON 374276103 39 1,700 SH DEFINED 2 1,700 GIBRALTAR STEEL CORP COMMON 37476F103 1,402 80,000 SH DEFINED 1 80,000 GIBRALTAR STEEL CORP COMMON 37476F103 23 1,300 SH DEFINED 2 1,300 GILEAD SCIENCES INC COMMON 375558103 21,090 320,900 SH DEFINED 1 320,900 GILEAD SCIENCES INC COMMON 375558103 59 900 SH DEFINED 2 900 GILEAD SCIENCES INC COMMON 375558103 13 200 SH DEFINED 2,3 200

Page 48 / 117 GILLETTE CO COMMON 375766102 6,346 190,000 SH DEFINED 1 190,000 GILLETTE CO COMMON 375766102 18,370 550,000 SH DEFINED 1,2 550,000 GILLETTE CO COMMON 375766102 33 1,000 SH DEFINED 2 1,000 GLOBAL INDUSTRIES LTD COMMON 379336100 6,675 750,000 SH DEFINED 1 750,000 GLOBAL INDUSTRIES LTD COMMON 379336100 27 3,000 SH DEFINED 6 3,000 GLOBAL POWER EQUIPMENT GROUP COMMON 37941P108 1,397 92,800 SH DEFINED 1 92,800 GLOBAL POWER EQUIPMENT GROUP COMMON 37941P108 38 2,500 SH DEFINED 1,4 2,500 GLOBALSANTAFE CORP COMMON G3930E101 24,499 859,000 SH DEFINED 1 859,000 GLOBALSANTAFE CORP COMMON G3930E101 71 2,500 SH DEFINED 2 2,500 GLOBALSANTAFE CORP COMMON G3930E101 57 2,000 SH DEFINED 2,3 2,000 GLOBESPAN VIRATA INC COMMON 37957V106 3,937 304,000 SH DEFINED 1 304,000 GLOBESPAN VIRATA INC COMMON 37957V106 63 4,864 SH DEFINED 2 4,864 GOLD FIELDS LTD SPONS ADR COMMON 38059T106 3,993 824,900 SH DEFINED 1,4 824,900 GOLDMAN SACHS GROUP INC COMMON 38141G104 136,176 1,468,200 SH DEFINED 1 1,468,200 GOLDMAN SACHS GROUP INC COMMON 38141G104 333,900 3,600,000 SH DEFINED 1,2 3,600,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 1,159 12,500 SH DEFINED 1,4 12,500 GOLDMAN SACHS GROUP INC COMMON 38141G104 26,680 287,650 SH DEFINED 2 287,650 GOLDMAN SACHS GROUP INC COMMON 38141G104 1,688 18,200 SH DEFINED 2,3 18,200 GOLDMAN SACHS GROUP INC COMMON 38141G104 110 1,234 SH DEFINED 5 1,234 GOODRICH CORP COMMON 382388106 6,982 262,300 SH DEFINED 1 262,300 GRANITE CONSTRUCTION INC COMMON 387328107 1,435 59,600 SH DEFINED 1 59,600 GREATER BAY BANCORP COMMON 391648102 3,715 130,000 SH DEFINED 1 130,000 GREATER BAY BANCORP COMMON 391648102 60 2,100 SH DEFINED 2 2,100 GT GROUP TELECOM INC WTS 144A COMMON 362359101 162 32,380 SH DEFINED 1 32,380 GT GROUP TELECOM INC WTS 144A COMMON 362359101 1 100 SH DEFINED 1,4 100 GT GROUP TELECOM INC WTS 144A COMMON 362359101 0 20 SH DEFINED 2,3 20

Page 49 / 117 GUIDANT CORP COMMON 401698105 19,721 396,000 SH DEFINED 1 396,000 GUIDANT CORP COMMON 401698105 80,522 1,616,900 SH DEFINED 1,2 1,616,900 GUIDANT CORP COMMON 401698105 423 8,500 SH DEFINED 1,4 8,500 GUIDANT CORP COMMON 401698105 956 19,200 SH DEFINED 2,3 19,200 GUIDANT CORP COMMON 401698105 15 300 SH DEFINED 6 300 GUILFORD PHARMACEUTICALS INC COMMON 401829106 9,700 808,300 SH DEFINED 1 808,300 GULFMARK OFFSHORE INC COMMON 402629109 3,822 135,000 SH DEFINED 1 135,000 GULFMARK OFFSHORE INC COMMON 402629109 59 2,100 SH DEFINED 2 2,100 GYMBOREE CORP COMMON 403777105 4,176 350,000 SH DEFINED 1 350,000 GYMBOREE CORP COMMON 403777105 66 5,500 SH DEFINED 2 5,500 HAEMONETICS CORPORATION COMMON 405024100 2,049 60,400 SH DEFINED 1 60,400 HAEMONETICS CORPORATION COMMON 405024100 20 600 SH DEFINED 2 600 HAIN CELESTIAL GROUP INC COMMON 405217100 5,547 202,000 SH DEFINED 1 202,000 HAIN CELESTIAL GROUP INC COMMON 405217100 58 2,100 SH DEFINED 2 2,100 HALL KINION & ASSOCIATES INC COMMON 406069104 4,868 519,000 SH DEFINED 1 519,000 HALL KINION & ASSOCIATES INC COMMON 406069104 21 2,200 SH DEFINED 1,4 2,200 HALL KINION & ASSOCIATES INC COMMON 406069104 608 64,840 SH DEFINED 2 64,840 HALL KINION & ASSOCIATES INC COMMON 406069104 55 5,900 SH DEFINED 2,3 5,900 HALLIBURTON CO COMMON 406216101 231 10,778 SH DEFINED 5 10,778 HANOVER COMPRESSOR INC COMMON 410768105 49,808 1,971,800 SH DEFINED 1 1,971,800 HANOVER COMPRESSOR INC COMMON 410768105 5,285 209,240 SH DEFINED 1,4 209,240 HANOVER COMPRESSOR INC COMMON 410768105 6,938 274,650 SH DEFINED 2 274,650 HANOVER COMPRESSOR INC COMMON 410768105 354 14,000 SH DEFINED 2,3 14,000 HANOVER COMPRESSOR INC COMMON 410768105 66 2,562 SH DEFINED 5 2,562 HANOVER COMPRESSOR INC COMMON 410768105 20 800 SH DEFINED 6 800

Page 50 / 117 HARLEY-DAVIDSON INC COMMON 412822108 54,294 999,700 SH DEFINED 1 999,700 HARLEY-DAVIDSON INC COMMON 412822108 176,508 3,250,000 SH DEFINED 1,2 3,250,000 HARLEY-DAVIDSON INC COMMON 412822108 815 15,000 SH DEFINED 1,4 15,000 HARLEY-DAVIDSON INC COMMON 412822108 11,253 207,200 SH DEFINED 2 207,200 HARLEY-DAVIDSON INC COMMON 412822108 755 13,900 SH DEFINED 2,3 13,900 HARLEY-DAVIDSON INC COMMON 412822108 99 1,890 SH DEFINED 5 1,890 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 8,429 186,900 SH DEFINED 1 186,900 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 77 1,700 SH DEFINED 2 1,700 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 887 20,792 SH DEFINED 5 20,792 HARMONIC INC COMMON 413160102 14,124 1,175,000 SH DEFINED 1 1,175,000 HARMONIC INC COMMON 413160102 42 3,500 SH DEFINED 2 3,500 HARMONIC INC COMMON 413160102 18 1,500 SH DEFINED 6 1,500 HARRAH'S ENTERTAINMENT INC COMMON 413619107 14,193 383,500 SH DEFINED 1 383,500 HARTFORD FINANCIAL SERVICES GRP COMMON 416515104 207,923 3,309,300 SH DEFINED 1 3,309,300 HARTFORD FINANCIAL SERVICES GRP COMMON 416515104 660 10,500 SH DEFINED 1,4 10,500 HARTFORD FINANCIAL SERVICES GRP COMMON 416515104 6,742 107,300 SH DEFINED 2 107,300 HARTFORD FINANCIAL SERVICES GRP COMMON 416515104 29 492 SH DEFINED 5 492 HARVARD BIOSCIENCE INC COMMON 416906105 612 61,600 SH DEFINED 1 61,600 HARVARD BIOSCIENCE INC COMMON 416906105 7 700 SH DEFINED 2,3 700 HARVARD BIOSCIENCE INC COMMON 416906105 25 2,500 SH DEFINED 6 2,500 HASBRO INC COMMON 418056107 3,285 202,400 SH DEFINED 1 202,400 HASBRO INC COMMON 418056107 28,834 1,776,600 SH DEFINED 1,2 1,776,600 HASBRO INC COMMON 418056107 297 18,300 SH DEFINED 2,3 18,300 HCA INC COMMON 404119109 555,920 14,424,500 SH DEFINED 1 14,424,500 HCA INC COMMON 404119109 115,620 3,000,000 SH DEFINED 1,2 3,000,000 HCA INC COMMON 404119109 328 8,500 SH DEFINED 1,4 8,500 HCA INC COMMON 404119109 26,566 689,300 SH DEFINED 2 689,300 HCA INC COMMON 404119109 1,087 28,200 SH DEFINED 2,3 28,200 HCA INC COMMON 404119109 263 6,768 SH DEFINED 5 6,768

Page 51 / 117 HCC INSURANCE HOLDINGS INC COMMON 404132102 50,899 1,847,500 SH DEFINED 1 1,847,500 HCC INSURANCE HOLDINGS INC COMMON 404132102 152 5,500 SH DEFINED 1,4 5,500 HCC INSURANCE HOLDINGS INC COMMON 404132102 4,528 164,350 SH DEFINED 2 164,350 HCC INSURANCE HOLDINGS INC COMMON 404132102 369 13,400 SH DEFINED 2,3 13,400 HCC INSURANCE HOLDINGS INC COMMON 404132102 91 3,336 SH DEFINED 5 3,336 HDFC BANK LTD ADR COMMON 40415F101 2,085 143,300 SH DEFINED 1 143,300 HDFC BANK LTD ADR COMMON 40415F101 28 1,920 SH DEFINED 2,3 1,920 HEALTH CARE & RETIREMENT CORP. COMMON 421915109 27 750 SH DEFINED 6 750 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 116,674 6,341,000 SH DEFINED 1 6,341,000 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 57,329 3,115,700 SH DEFINED 1,2 3,115,700 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 130 7,048 SH DEFINED 1,4 7,048 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 7,727 419,940 SH DEFINED 2 419,940 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 582 31,613 SH DEFINED 2,3 31,613 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 5,506 282,208 SH DEFINED 5 282,208 HEALTHSOUTH CORP COMMON 421924101 815 55,000 SH DEFINED 1 55,000 HELEN OF TROY LTD COMMON G4388N106 124 10,000 SH DEFINED 1 10,000 HENRY JACK & ASSOC INC COMMON 426281101 128 5,364 SH DEFINED 5 5,364 HENRY SCHEIN INC COMMON 806407102 15,375 415,200 SH DEFINED 1 415,200 HENRY SCHEIN INC COMMON 806407102 56 1,500 SH DEFINED 1,4 1,500 HENRY SCHEIN INC COMMON 806407102 1,911 51,610 SH DEFINED 2 51,610 HENRY SCHEIN INC COMMON 806407102 159 4,300 SH DEFINED 2,3 4,300 HERMAN MILLER INC COMMON 600544100 13,985 591,100 SH DEFINED 1 591,100 HERMAN MILLER INC COMMON 600544100 128 5,400 SH DEFINED 2 5,400 HERMAN MILLER INC COMMON 600544100 1,605 73,426 SH DEFINED 5 73,426 HERSHEY FOODS CORP COMMON 427866108 6,404 94,600 SH DEFINED 1 94,600 HEWLETT PACKARD COMMON 428236103 8,935 435,000 SH DEFINED 1 435,000

Page 52 / 117 HI/FN INC COMMON 428358105 1,809 125,000 SH DEFINED 1 125,000 HI/FN INC COMMON 428358105 30 2,100 SH DEFINED 2 2,100 HISPANIC BROADCASTING CORP COMMON 43357B104 80,855 3,170,800 SH DEFINED 1 3,170,800 HISPANIC BROADCASTING CORP COMMON 43357B104 51,000 2,000,000 SH DEFINED 1,2 2,000,000 HISPANIC BROADCASTING CORP COMMON 43357B104 1,681 65,930 SH DEFINED 1,4 65,930 HISPANIC BROADCASTING CORP COMMON 43357B104 11,294 442,890 SH DEFINED 2 442,890 HISPANIC BROADCASTING CORP COMMON 43357B104 436 17,100 SH DEFINED 2,3 17,100 HISPANIC BROADCASTING CORP COMMON 43357B104 45 2,080 SH DEFINED 5 2,080 HOLLYWOOD ENTERTAINMENT CORP COMMON 436141105 4,287 300,000 SH DEFINED 1 300,000 HOME DEPOT INC COMMON 437076102 258,197 5,061,700 SH DEFINED 1 5,061,700 HOME DEPOT INC COMMON 437076102 320,924 6,291,400 SH DEFINED 1,2 6,291,400 HOME DEPOT INC COMMON 437076102 1,530 30,000 SH DEFINED 1,4 30,000 HOME DEPOT INC COMMON 437076102 30,466 597,250 SH DEFINED 2 597,250 HOME DEPOT INC COMMON 437076102 2,056 40,300 SH DEFINED 2,3 40,300 HOME DEPOT INC COMMON 437076102 942 20,188 SH DEFINED 5 20,188 HONDA MTR LTD COMMON 438128308 18 236 SH DEFINED 5 236 HONEYWELL INTL INC COMMON 438516106 3,740 110,600 SH DEFINED 1 110,600 HORIZON OFFSHORE INC. COMMON 44043J105 30 4,000 CALL DEFINED 6 4,000 HORIZON ORGANIC HOLDING CORP COMMON 44043T103 2,891 175,000 SH DEFINED 1 175,000 HORIZON ORGANIC HOLDING CORP COMMON 44043T103 48 2,900 SH DEFINED 2 2,900 HORIZON PCS INC 144A WTS COMMON 44043U118 1,207 29,980 SH DEFINED 1 29,980 HORIZON PCS INC 144A WTS COMMON 44043U118 1 20 SH DEFINED 2,3 20 HOT TOPIC INC COMMON 441339108 15,224 485,000 SH DEFINED 1 485,000 HOT TOPIC INC COMMON 441339108 63 2,000 SH DEFINED 2 2,000 HOT TOPIC INC COMMON 441339108 22 700 SH DEFINED 6 700 HOTEL RESERVATIONS INC CL A COMMON 441451101 1,826 39,700 SH DEFINED 1 39,700

Page 53 / 117 HOUSEHOLD INTERNATIONAL INC COMMON 441815107 55,912 965,000 SH DEFINED 1 965,000 HOUSEHOLD INTERNATIONAL INC COMMON 441815107 1,217 21,000 SH DEFINED 2 21,000 HUMAN GENOME SCIENCES INC COMMON 444903108 1,686 50,000 SH DEFINED 1 50,000 HUNTINGTON BANCSHARES COMMON 446150104 13,446 782,200 SH DEFINED 1 782,200 HYDRIL CO COMMON 448774109 414 23,500 SH DEFINED 1 23,500 I2 TECHNOLOGIES INC COMMON 465754109 1,580 200,000 SH DEFINED 1 200,000 ICN PHARMACEUTICALS INC COMMON 448924100 58,618 1,749,800 SH DEFINED 1 1,749,800 ICN PHARMACEUTICALS INC COMMON 448924100 1,233 36,800 SH DEFINED 1,4 36,800 ICN PHARMACEUTICALS INC COMMON 448924100 3,008 89,800 SH DEFINED 2 89,800 ICON PLC - SPONSORED ADR COMMON 45103T107 2,021 67,800 SH DEFINED 1 67,800 ICON PLC - SPONSORED ADR COMMON 45103T107 30 1,000 SH DEFINED 2 1,000 ICOS CORPORATION COMMON 449295104 1,723 30,000 SH DEFINED 1 30,000 ICU MEDICAL INC COMMON 44930G107 5,002 112,400 SH DEFINED 1 112,400 ICU MEDICAL INC COMMON 44930G107 71 1,600 SH DEFINED 2 1,600 ICU MEDICAL INC COMMON 44930G107 4 100 SH DEFINED 2,3 100 IDEC PHARMACEUTICALS CORP COMMON 449370105 87,804 1,273,809 SH DEFINED 1 1,273,809 IDEC PHARMACEUTICALS CORP COMMON 449370105 1,317 19,100 SH DEFINED 1,4 19,100 IDEC PHARMACEUTICALS CORP COMMON 449370105 2,364 34,300 SH DEFINED 2 34,300 IDEC PHARMACEUTICALS CORP COMMON 449370105 290 4,200 SH DEFINED 2,3 4,200 IDEC PHARMACEUTICALS CORP COMMON 449370105 5 74 SH DEFINED 5 74 II-VI INC COMMON 902104108 3,446 200,000 SH DEFINED 1 200,000 II-VI INC COMMON 902104108 57 3,300 SH DEFINED 2 3,300 IKON OFFICE SOLUTIONS INC COMMON 451713101 1,744 149,200 SH DEFINED 1 149,200 ILEX ONCOLOGY INC COMMON 451923106 3,723 137,700 SH DEFINED 1 137,700 ILEX ONCOLOGY INC COMMON 451923106 284 10,500 SH DEFINED 1,4 10,500

Page 54 / 117 ILLINOIS TOOL WORKS COMMON 452308109 5,052 74,600 SH DEFINED 1 74,600 IMCLONE SYSTEMS COMMON 45245W109 3,944 84,900 SH DEFINED 1 84,900 IMCLONE SYSTEMS COMMON 45245W109 325 7,000 SH DEFINED 1,4 7,000 IMPATH INC COMMON 45255G101 4,326 97,200 SH DEFINED 1 97,200 IMPATH INC COMMON 45255G101 58 1,300 SH DEFINED 2 1,300 IMPATH INC COMMON 45255G101 4 100 SH DEFINED 2,3 100 IMPERIAL TOBACCO GROUP PLC ADR COMMON 453142101 62 2,572 SH DEFINED 5 2,572 IMS HEALTH INC COMMON 449934108 99,155 5,082,250 SH DEFINED 1 5,082,250 IMS HEALTH INC COMMON 449934108 388 19,900 SH DEFINED 1,4 19,900 IMS HEALTH INC COMMON 449934108 2,693 138,030 SH DEFINED 2 138,030 IMS HEALTH INC COMMON 449934108 107 5,500 SH DEFINED 2,3 5,500 IMS HEALTH INC COMMON 449934108 6,163 300,938 SH DEFINED 5 300,938 INCYTE PHARMACEUTICALS INC COMMON 45337C102 5,238 267,800 SH DEFINED 1 267,800 INFOSYS TECHNOLOGIES ADR COMMON 456788108 201 3,240 SH DEFINED 1,4 3,240 INFOSYS TECHNOLOGIES ADR COMMON 456788108 52 840 SH DEFINED 2,3 840 INFOSYS TECHNOLOGIES ADR COMMON 456788108 35 618 SH DEFINED 5 618 ING GROEP N V COMMON 456837103 33 1,268 SH DEFINED 5 1,268 INSIGHT ENTERPRISES INC COMMON 45765U103 13,651 554,912 SH DEFINED 1 554,912 INSIGHT ENTERPRISES INC COMMON 45765U103 91 3,700 SH DEFINED 2 3,700 INSITUFORM TECHNOLOGIES INC COMMON 457667103 23,232 908,200 SH DEFINED 1 908,200 INSITUFORM TECHNOLOGIES INC COMMON 457667103 87 3,400 SH DEFINED 1,4 3,400 INSITUFORM TECHNOLOGIES INC COMMON 457667103 2,906 113,600 SH DEFINED 2 113,600 INSITUFORM TECHNOLOGIES INC COMMON 457667103 243 9,500 SH DEFINED 2,3 9,500 INTEGRA LIFESCIENCES HLDG COMMON 457985208 7,049 267,600 SH DEFINED 1 267,600 INTEGRA LIFESCIENCES HLDG COMMON 457985208 32 1,200 SH DEFINED 2 1,200 INTEGRA LIFESCIENCES HLDG COMMON 457985208 3 100 SH DEFINED 2,3 100

Page 55 / 117 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 13,188 583,800 SH DEFINED 1 583,800 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 316 14,000 SH DEFINED 1,4 14,000 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 75 3,300 SH DEFINED 2 3,300 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 29 1,300 SH DEFINED 2,3 1,300 INTEGRATED DEVICE TECH INC COMMON 458118106 2,260 85,000 SH DEFINED 1 85,000 INTEGRATED DEVICE TECH INC COMMON 458118106 351 13,200 SH DEFINED 1,4 13,200 INTEGRATED DEVICE TECH INC COMMON 458118106 1,276 48,000 SH DEFINED 2 48,000 INTEGRATED DEVICE TECH INC COMMON 458118106 1,214 41,178 SH DEFINED 5 41,178 INTEL CORP COMMON 458140100 175,255 5,572,500 SH DEFINED 1 5,572,500 INTEL CORP COMMON 458140100 224,971 7,153,300 SH DEFINED 1,2 7,153,300 INTEL CORP COMMON 458140100 1,573 50,000 SH DEFINED 1,4 50,000 INTEL CORP COMMON 458140100 12,453 395,950 SH DEFINED 2 395,950 INTEL CORP COMMON 458140100 1,506 47,900 SH DEFINED 2,3 47,900 INTEL CORP COMMON 458140100 74 2,278 SH DEFINED 5 2,278 INTERMUNE INC COMMON 45884X103 222 4,500 SH DEFINED 1 4,500 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 49,818 729,400 SH DEFINED 1 729,400 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 92,041 1,347,600 SH DEFINED 1,2 1,347,600 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 936 13,700 SH DEFINED 1,4 13,700 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 4,612 67,530 SH DEFINED 2 67,530 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 1,134 16,600 SH DEFINED 2,3 16,600 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 65 1,042 SH DEFINED 5 1,042 INTERNATIONAL PAPER CO COMMON 460146103 84,069 2,083,500 SH DEFINED 1 2,083,500 INTERNATIONAL PAPER CO COMMON 460146103 2,038 50,500 SH DEFINED 1,4 50,500 INTERNATIONAL PAPER CO COMMON 460146103 48 1,200 SH DEFINED 2 1,200 INTERNATIONAL PAPER CO COMMON 460146103 6,584 164,810 SH DEFINED 5 164,810 INTERNATIONAL RECTIFIER CORP COMMON 460254105 9,418 270,000 SH DEFINED 1 270,000 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 9,855 307,400 SH DEFINED 1 307,400 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 55 1,700 SH DEFINED 2 1,700 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 13 400 SH DEFINED 2,3 400 INTERPORE INTERNATIONAL COMMON 46062W107 17 2,000 SH DEFINED 6 2,000

Page 56 / 117 INTERPUBLIC GROUP CO INC COMMON 460690100 222,046 7,516,800 SH DEFINED 1 7,516,800 INTERPUBLIC GROUP CO INC COMMON 460690100 94,528 3,200,000 SH DEFINED 1,2 3,200,000 INTERPUBLIC GROUP CO INC COMMON 460690100 458 15,500 SH DEFINED 1,4 15,500 INTERPUBLIC GROUP CO INC COMMON 460690100 10,801 365,650 SH DEFINED 2 365,650 INTERPUBLIC GROUP CO INC COMMON 460690100 295 10,000 SH DEFINED 2,3 10,000 INTERPUBLIC GROUP CO INC COMMON 460690100 9,206 316,018 SH DEFINED 5 316,018 INTERPUBLIC GRP CONVERT 460690AJ9 3,871 4,900,000 PRN DEFINED 1 4,900,000 INTERPUBLIC GRP CONVERT 460690AJ9 79 100,000 PRN DEFINED 2 100,000 INTERSIL CORP COMMON 46069S109 35,910 1,113,500 SH DEFINED 1 1,113,500 INTERSIL CORP COMMON 46069S109 33,514 1,039,200 SH DEFINED 1,2 1,039,200 INTERSIL CORP COMMON 46069S109 63 1,940 SH DEFINED 1,4 1,940 INTERSIL CORP COMMON 46069S109 2,118 65,670 SH DEFINED 2 65,670 INTERSIL CORP COMMON 46069S109 529 16,400 SH DEFINED 2,3 16,400 INTERTAPE POLYMER GROUP INC COMMON 460919103 2,905 350,000 SH DEFINED 1 350,000 INT'L BUSINESS MACHINE CORP COMMON 459200101 607,461 5,022,000 SH DEFINED 1 5,022,000 INT'L BUSINESS MACHINE CORP COMMON 459200101 310,117 2,563,800 SH DEFINED 1,2 2,563,800 INT'L BUSINESS MACHINE CORP COMMON 459200101 29,871 246,950 SH DEFINED 2 246,950 INT'L BUSINESS MACHINE CORP COMMON 459200101 1,560 12,900 SH DEFINED 2,3 12,900 INT'L BUSINESS MACHINE CORP COMMON 459200101 479 4,144 SH DEFINED 5 4,144 INT'L FLAVORS AND FRAGRANCES INC COMMON 459506101 13,759 463,100 SH DEFINED 1 463,100 INTRADO INC COMMON 46117A100 5,422 202,300 SH DEFINED 1 202,300 INTRADO INC COMMON 46117A100 137 5,100 SH DEFINED 2 5,100 INTRADO INC COMMON 46117A100 16 600 SH DEFINED 2,3 600 INTRAWEST CORP COMMON 460915200 1,750 100,000 SH DEFINED 1 100,000 INTUIT INC COMMON 461202103 80,034 1,871,700 SH DEFINED 1 1,871,700 INTUIT INC COMMON 461202103 286,791 6,707,000 SH DEFINED 1,2 6,707,000 INTUIT INC COMMON 461202103 15,817 369,900 SH DEFINED 2 369,900 INTUIT INC COMMON 461202103 1,860 43,500 SH DEFINED 2,3 43,500 INTUIT INC COMMON 461202103 30 700 SH DEFINED 6 700

Page 57 / 117 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 48,367 1,237,950 SH DEFINED 1 1,237,950 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 176 4,515 SH DEFINED 1,4 4,515 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 5,706 146,055 SH DEFINED 2 146,055 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 475 12,150 SH DEFINED 2,3 12,150 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 76 1,318 SH DEFINED 5 1,318 INVESTORS FINANCIAL SERV CORP COMMON 461915100 75,473 1,139,900 SH DEFINED 1 1,139,900 INVESTORS FINANCIAL SERV CORP COMMON 461915100 245 3,700 SH DEFINED 1,4 3,700 INVESTORS FINANCIAL SERV CORP COMMON 461915100 7,098 107,200 SH DEFINED 2 107,200 INVESTORS FINANCIAL SERV CORP COMMON 461915100 609 9,200 SH DEFINED 2,3 9,200 INVESTORS FINANCIAL SERV CORP COMMON 461915100 132 2,004 SH DEFINED 5 2,004 INVISION TECHNOLOGIES INC. COMMON 461851107 3,724 125,000 SH DEFINED 1 125,000 INVISION TECHNOLOGIES INC. COMMON 461851107 15 500 SH DEFINED 6 500 INVITROGEN CORP COMMON 46185R100 75,722 1,222,700 SH DEFINED 1 1,222,700 INVITROGEN CORP COMMON 46185R100 1,367 22,080 SH DEFINED 1,4 22,080 INVITROGEN CORP COMMON 46185R100 5,297 85,530 SH DEFINED 2 85,530 INVITROGEN CORP COMMON 46185R100 272 4,400 SH DEFINED 2,3 4,400 INVITROGEN CORP COMMON 46185R100 60 882 SH DEFINED 5 882 INVITROGEN CORP COMMON 46185R100 12 200 SH DEFINED 6 200 IPCS INC WTS 144A COMMON 44980Y115 176 6,980 SH DEFINED 1 6,980 IPCS INC WTS 144A COMMON 44980Y115 1 20 SH DEFINED 2,3 20 IRELAND BANK COMMON 46267Q103 56 1,600 SH DEFINED 5 1,600 IRON MOUNTAIN INC COMMON 462846106 53,510 1,221,700 SH DEFINED 1 1,221,700 IRON MOUNTAIN INC COMMON 462846106 600 13,700 SH DEFINED 1,4 13,700 IRON MOUNTAIN INC COMMON 462846106 4,951 113,030 SH DEFINED 2 113,030 IRON MOUNTAIN INC COMMON 462846106 254 5,800 SH DEFINED 2,3 5,800 IRON MOUNTAIN INC COMMON 462846106 52 1,208 SH DEFINED 5 1,208 ISHARES TRUST RUSSELL COMMON 464287598 504 9,238 SH DEFINED 5 9,238 ISHARES TRUST RUSSELL COMMON 464287614 40 774 SH DEFINED 5 774 ISHARES TRUST RUSSELL COMMON 464287622 164 2,722 SH DEFINED 5 2,722

Page 58 / 117 ISHARES TRUST RUSSELL COMMON 464287671 7 160 SH DEFINED 5 160 ISHARES TRUST-RUSSELL 2000 COMMON 464287655 20,494 212,000 SH DEFINED 1 212,000 ISHARES TRUST S&P MDC COMMON 464287507 114 1,176 SH DEFINED 5 1,176 ISIS PHARMACEUTICALS INC COMMON 464330109 10,205 459,900 SH DEFINED 1 459,900 ISTA PHARMACEUTICALS INC COMMON 45031X105 34 5,000 SH DEFINED 6 5,000 ITRON INC COMMON 465741106 1,136 37,500 SH DEFINED 1 37,500 ITRON INC COMMON 465741106 15 500 SH DEFINED 2,3 500 ITT INDUSTRIES INC COMMON 450911102 8,423 166,800 SH DEFINED 1 166,800 ITT INDUSTRIES INC COMMON 450911102 76 1,500 SH DEFINED 2 1,500 IVAX CORP COMMON 465823102 101 5,000 SH DEFINED 1 5,000 IWO HOLDINGS INC WTS 144A 01/15/11 COMMON 45071T113 1,052 14,980 SH DEFINED 1 14,980 IWO HOLDINGS INC WTS 144A 01/15/11 COMMON 45071T113 1 20 SH DEFINED 2,3 20 J JILL GROUP INC COMMON 466189107 6,084 282,600 SH DEFINED 1 282,600 J JILL GROUP INC COMMON 466189107 58 2,700 SH DEFINED 2 2,700 J JILL GROUP INC COMMON 466189917 3,768 175,000 SH DEFINED 1 175,000 J.P. MORGAN CHASE & CO COMMON 46625H100 10,503 278,444 SH DEFINED 5 278,444 JABIL CIRCUIT INC COMMON 466313103 14,688 646,500 SH DEFINED 1 646,500 JABIL CIRCUIT INC COMMON 466313103 10,224 450,000 SH DEFINED 1,2 450,000 JABIL CIRCUIT INC COMMON 466313103 30 1,330 SH DEFINED 1,4 1,330 JABIL CIRCUIT INC COMMON 466313103 972 42,800 SH DEFINED 2 42,800 JABIL CIRCUIT INC COMMON 466313103 82 3,600 SH DEFINED 2,3 3,600 JABIL CIRCUIT INC COMMON 466313103 86 3,264 SH DEFINED 5 3,264 JABIL CIRCUIT INC COMMON 466313103 23 1,000 SH DEFINED 6 1,000

Page 59 / 117 JACK HENRY & ASSOCIATES INC COMMON 426281101 58,442 2,675,900 SH DEFINED 1 2,675,900 JACK HENRY & ASSOCIATES INC COMMON 426281101 213 9,760 SH DEFINED 1,4 9,760 JACK HENRY & ASSOCIATES INC COMMON 426281101 5,669 259,590 SH DEFINED 2 259,590 JACK HENRY & ASSOCIATES INC COMMON 426281101 470 21,500 SH DEFINED 2,3 21,500 JACK IN THE BOX INC COMMON 466367109 18,041 655,100 SH DEFINED 1 655,100 JACK IN THE BOX INC COMMON 466367109 77 2,800 SH DEFINED 2 2,800 JACOBS ENGINEERING GROUP INC COMMON 469814107 57,308 868,300 SH DEFINED 1 868,300 JACOBS ENGINEERING GROUP INC COMMON 469814107 561 8,500 SH DEFINED 1,4 8,500 JACOBS ENGINEERING GROUP INC COMMON 469814107 7,216 109,330 SH DEFINED 2 109,330 JACOBS ENGINEERING GROUP INC COMMON 469814107 620 9,400 SH DEFINED 2,3 9,400 JACOBS ENGINEERING GROUP INC COMMON 469814107 121 1,762 SH DEFINED 5 1,762 JDS UNIPHASE CORP COMMON 46612J101 30,034 3,440,280 SH DEFINED 1 3,440,280 JDS UNIPHASE CORP COMMON 46612J101 13,095 1,500,000 SH DEFINED 1,2 1,500,000 JDS UNIPHASE CORP COMMON 46612J101 1,927 220,700 SH DEFINED 1,4 220,700 JDS UNIPHASE CORP COMMON 46612J101 2,986 342,000 SH DEFINED 2 342,000 JDS UNIPHASE CORP COMMON 46612J101 36 4,100 SH DEFINED 2,3 4,100 JEFFERSON SMURFIT GRP ADR COMMON 47508W107 371 16,500 SH DEFINED 1 16,500 JOHNSON & JOHNSON COMMON 478160104 680,934 11,521,720 SH DEFINED 1 11,521,720 JOHNSON & JOHNSON COMMON 478160104 327,325 5,538,500 SH DEFINED 1,2 5,538,500 JOHNSON & JOHNSON COMMON 478160104 5,520 93,400 SH DEFINED 1,4 93,400 JOHNSON & JOHNSON COMMON 478160104 27,139 459,200 SH DEFINED 2 459,200 JOHNSON & JOHNSON COMMON 478160104 2,269 38,400 SH DEFINED 2,3 38,400 JOHNSON & JOHNSON COMMON 478160104 372 6,394 SH DEFINED 5 6,394 JOHNSON CONTROLS INC COMMON 478366107 5,370 66,500 SH DEFINED 1 66,500 JOHNSON CONTROLS INC COMMON 478366107 16,150 200,000 SH DEFINED 1,2 200,000 JOHNSON CONTROLS INC COMMON 478366107 4,441 55,000 SH DEFINED 1,4 55,000 JOHNSON CONTROLS INC COMMON 478366107 32 400 SH DEFINED 2 400 JOY GLOBAL INC COMMON 481165108 1,719 102,300 SH DEFINED 1,4 102,300

Page 60 / 117 JP MORGAN CHASE & CO COMMON 46625H100 682,915 18,787,200 SH DEFINED 1 18,787,200 JP MORGAN CHASE & CO COMMON 46625H100 141,765 3,900,000 SH DEFINED 1,2 3,900,000 JP MORGAN CHASE & CO COMMON 46625H100 5,453 150,000 SH DEFINED 1,4 150,000 JP MORGAN CHASE & CO COMMON 46625H100 23,116 635,930 SH DEFINED 2 635,930 JP MORGAN CHASE & CO COMMON 46625H100 261 7,190 SH DEFINED 2,3 7,190 JUNIPER NETWORKS INC COMMON 48203R104 2,634 139,000 SH DEFINED 1 139,000 JUNIPER NETWORKS INC COMMON 48203R104 364 19,200 SH DEFINED 1,4 19,200 JUNIPER NETWORKS INC COMMON 48203R104 1,402 74,000 SH DEFINED 2 74,000 KANA SOFTWARE INC COMMON 483600300 1,946 100,000 SH DEFINED 1 100,000 KANA SOFTWARE INC COMMON 483600300 12 600 SH DEFINED 6 600 KB HOME COMMON 48666K109 5,213 130,000 SH DEFINED 1 130,000 KEANE INC COMMON 486665102 20,432 1,133,200 SH DEFINED 1 1,133,200 KEANE INC COMMON 486665102 74 4,100 SH DEFINED 1,4 4,100 KEANE INC COMMON 486665102 2,123 117,770 SH DEFINED 2 117,770 KEANE INC COMMON 486665102 178 9,900 SH DEFINED 2,3 9,900 KEITHLEY INSTRUMENTS INC COMMON 487584104 3,042 180,000 SH DEFINED 1 180,000 KEITHLEY INSTRUMENTS INC COMMON 487584104 49 2,900 SH DEFINED 2 2,900 KEMET CORP COMMON 488360108 2,663 150,000 SH DEFINED 1 150,000 KEMET CORP COMMON 488360108 44 2,500 SH DEFINED 2 2,500 KENNAMETAL INC COMMON 489170100 10,172 252,600 SH DEFINED 1 252,600 KENNAMETAL INC COMMON 489170100 89 2,200 SH DEFINED 2 2,200 KENNAMETAL INC COMMON 489170100 1,504 37,690 SH DEFINED 5 37,690 KERR-MCGEE CORP COMMON 492386107 18,024 328,900 SH DEFINED 1 328,900 KERR-MCGEE CORP COMMON 492386107 1,074 19,600 SH DEFINED 2 19,600 KERR-MCGEE CORP COMMON 492386107 7 130 SH DEFINED 5 130 KERR-MCGEE CVT CONVERT 492386AP2 1,119 1,000,000 PRN DEFINED 1 1,000,000 KESTREL SOLUTIONS CVT 144A CONVERT 49254QAA0 550 11,000,000 PRN DEFINED 1 11,000,000

Page 61 / 117 KEY ENERGY GROUP INC COMMON 492914106 12,667 1,376,900 SH DEFINED 1 1,376,900 KEY ENERGY GROUP INC COMMON 492914106 215 23,400 SH DEFINED 1,4 23,400 KEY ENERGY GROUP INC COMMON 492914106 30 3,300 SH DEFINED 2 3,300 KEYSPAN CORP COMMON 49337W100 3,243 93,600 SH DEFINED 1 93,600 KIMBERLY-CLARK CORP COMMON 494368103 203,021 3,395,000 SH DEFINED 1 3,395,000 KIMBERLY-CLARK CORP COMMON 494368103 4,066 68,000 SH DEFINED 2 68,000 KINDER MORGAN INC COMMON 49455P101 44,040 790,800 SH DEFINED 1 790,800 KINDER MORGAN INC COMMON 49455P101 501 9,000 SH DEFINED 1,4 9,000 KINDER MORGAN INC COMMON 49455P101 3,828 68,730 SH DEFINED 2 68,730 KINDER MORGAN INC COMMON 49455P101 195 3,500 SH DEFINED 2,3 3,500 KINDER MORGAN INC COMMON 49455P101 67 1,368 SH DEFINED 5 1,368 KING PHARMACEUTICALS INC COMMON 495582108 112,928 2,680,466 SH DEFINED 1 2,680,466 KING PHARMACEUTICALS INC COMMON 495582108 84,202 1,998,633 SH DEFINED 1,2 1,998,633 KING PHARMACEUTICALS INC COMMON 495582108 16,015 380,133 SH DEFINED 1,4 380,133 KING PHARMACEUTICALS INC COMMON 495582108 2,861 67,898 SH DEFINED 2 67,898 KING PHARMACEUTICALS INC COMMON 495582108 840 19,933 SH DEFINED 2,3 19,933 KING PHARMACEUTICALS INC COMMON 495582108 66 1,664 SH DEFINED 5 1,664 KLA-TENCOR CORP COMMON 482480100 112,665 2,273,300 SH DEFINED 1 2,273,300 KLA-TENCOR CORP COMMON 482480100 86,978 1,755,000 SH DEFINED 1,2 1,755,000 KLA-TENCOR CORP COMMON 482480100 6,534 131,850 SH DEFINED 1,4 131,850 KLA-TENCOR CORP COMMON 482480100 11,567 233,400 SH DEFINED 2 233,400 KLA-TENCOR CORP COMMON 482480100 639 12,900 SH DEFINED 2,3 12,900 KLA-TENCOR CORP COMMON 482480100 549 10,928 SH DEFINED 5 10,928 KMC TELECOM HLDNGS-WTSEXP 4/15/08 COMMON 482562121 0 35 SH DEFINED 1 35 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

Page 62 / 117 KOHLS CORP COMMON 500255104 118,459 1,681,700 SH DEFINED 1 1,681,700 KOHLS CORP COMMON 500255104 323,834 4,597,300 SH DEFINED 1,2 4,597,300 KOHLS CORP COMMON 500255104 10,369 147,210 SH DEFINED 1,4 147,210 KOHLS CORP COMMON 500255104 24,007 340,810 SH DEFINED 2 340,810 KOHLS CORP COMMON 500255104 1,444 20,500 SH DEFINED 2,3 20,500 KOHLS CORP COMMON 500255104 72 1,066 SH DEFINED 5 1,066 KONINKLIJKE AHOLD NV COMMON 500467303 63 2,166 SH DEFINED 5 2,166 KOOKMIN BANK SPON ADR COMMON 50049M109 132 3,392 SH DEFINED 1,4 3,392 KOOKMIN BANK SPON ADR COMMON 50049M109 49 1,272 SH DEFINED 2,3 1,272 KOPIN CORP COMMON 500600101 3,990 285,000 SH DEFINED 1 285,000 KOPIN CORP COMMON 500600101 63 4,500 SH DEFINED 2 4,500 KPMG CONSULTING INC COMMON 48265R109 3,728 225,000 SH DEFINED 1 225,000 KRAFT FOODS INC A COMMON 50075N104 16,773 492,900 SH DEFINED 1 492,900 KRAFT FOODS INC A COMMON 50075N104 2,018 59,300 SH DEFINED 2 59,300 KRISPY KREME DOUGHNUTS INC COMMON 501014104 3,094 70,000 SH DEFINED 1 70,000 KRISPY KREME DOUGHNUTS INC COMMON 501014104 53 1,200 SH DEFINED 2 1,200 KROGER CORP COMMON 501044101 351,983 16,865,500 SH DEFINED 1 16,865,500 KROGER CORP COMMON 501044101 20,870 1,000,000 SH DEFINED 1,2 1,000,000 KROGER CORP COMMON 501044101 3,575 171,300 SH DEFINED 2 171,300 KROGER CORP COMMON 501044101 11,632 459,412 SH DEFINED 5 459,412 KRONOS INC COMMON 501052104 40,523 837,600 SH DEFINED 1 837,600 KRONOS INC COMMON 501052104 109 2,250 SH DEFINED 1,4 2,250 KRONOS INC COMMON 501052104 3,874 80,075 SH DEFINED 2 80,075 KRONOS INC COMMON 501052104 339 7,000 SH DEFINED 2,3 7,000 KULICKE & SOFFA INDUSTRIES COMMON 501242101 7,572 441,500 SH DEFINED 1 441,500 KULICKE & SOFFA INDUSTRIES COMMON 501242101 34 2,000 SH DEFINED 2 2,000 KULICKE & SOFFA INDUSTRIES COMMON 501242101 3 200 SH DEFINED 2,3 200

Page 63 / 117 L S I LOGIC CORP COMMON 502161102 4,040 256,000 SH DEFINED 1 256,000 L S I LOGIC CORP COMMON 502161102 66 4,200 SH DEFINED 2 4,200 L S I LOGIC CORP COMMON 502161102 5 306 SH DEFINED 5 306 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 51,489 572,100 SH DEFINED 1 572,100 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 81,900 910,000 SH DEFINED 1,2 910,000 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 8,998 99,980 SH DEFINED 1,4 99,980 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 6,669 74,100 SH DEFINED 2 74,100 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 432 4,800 SH DEFINED 2,3 4,800 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 1,106 13,266 SH DEFINED 5 13,266 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 102,332 1,265,700 SH DEFINED 1 1,265,700 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 53,312 659,400 SH DEFINED 1,2 659,400 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 13,225 163,570 SH DEFINED 1,4 163,570 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 7,933 98,120 SH DEFINED 2 98,120 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 833 10,300 SH DEFINED 2,3 10,300 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 107 1,394 SH DEFINED 5 1,394 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 36 450 SH DEFINED 6 450 LABRANCHE & CO INC COMMON 505447102 21,493 623,700 SH DEFINED 1 623,700 LABRANCHE & CO INC COMMON 505447102 76 2,200 SH DEFINED 1,4 2,200 LABRANCHE & CO INC COMMON 505447102 2,240 65,000 SH DEFINED 2 65,000 LABRANCHE & CO INC COMMON 505447102 190 5,500 SH DEFINED 2,3 5,500 LAM RESEARCH CORP COMMON 512807108 41,418 1,783,700 SH DEFINED 1 1,783,700 LAM RESEARCH CORP COMMON 512807108 82,192 3,539,700 SH DEFINED 1,2 3,539,700 LAM RESEARCH CORP COMMON 512807108 5,629 242,400 SH DEFINED 1,4 242,400 LAM RESEARCH CORP COMMON 512807108 7,510 323,430 SH DEFINED 2 323,430 LAM RESEARCH CORP COMMON 512807108 641 27,600 SH DEFINED 2,3 27,600 LAM RESEARCH CORP COMMON 512807108 89 4,068 SH DEFINED 5 4,068 LAMAR ADVERTISING CVT 5.25 CONVERT 512815AF8 1,446 1,300,000 PRN DEFINED 1 1,300,000 LAMAR ADVERTISING CO COMMON 512815101 124,236 2,934,250 SH DEFINED 1 2,934,250 LAMAR ADVERTISING CO COMMON 512815101 204,291 4,825,000 SH DEFINED 1,2 4,825,000 LAMAR ADVERTISING CO COMMON 512815101 1,838 43,400 SH DEFINED 1,4 43,400 LAMAR ADVERTISING CO COMMON 512815101 24,189 571,300 SH DEFINED 2 571,300 LAMAR ADVERTISING CO COMMON 512815101 1,143 27,000 SH DEFINED 2,3 27,000

Page 64 / 117 LANDSTAR SYSTEM INC COMMON 515098101 1,805 24,900 SH DEFINED 1 24,900 LANTRONIX INC COMMON 516548104 4,512 714,000 SH DEFINED 1 714,000 LATTICE SEMICONDUCTOR CORP COMMON 518415104 10,807 525,400 SH DEFINED 1 525,400 LATTICE SEMICONDUCTOR CORP COMMON 518415104 99 4,800 SH DEFINED 2 4,800 LATTICE SEMICONDUCTOR CORP COMMON 518415104 993 51,138 SH DEFINED 5 51,138 LEAR CORP COMMON 521865105 6,877 180,300 SH DEFINED 1 180,300 LEGATO SYSTEMS INC. COMMON 524651106 6,034 465,200 SH DEFINED 1 465,200 LEGG MASON INC COMMON 524901105 47,286 946,100 SH DEFINED 1 946,100 LEGG MASON INC COMMON 524901105 10,466 209,400 SH DEFINED 1,4 209,400 LEGG MASON INC COMMON 524901105 2,581 51,650 SH DEFINED 2 51,650 LEGG MASON INC COMMON 524901105 215 4,300 SH DEFINED 2,3 4,300 LEHMAN BROTHERS HLDGS INC COMMON 524908100 35,304 528,500 SH DEFINED 1 528,500 LEHMAN BROTHERS HLDGS INC COMMON 524908100 868 13,000 SH DEFINED 1,4 13,000 LEHMAN BROTHERS HLDGS INC COMMON 524908100 1,229 18,400 SH DEFINED 2 18,400 LEHMAN BROTHERS HLDGS INC COMMON 524908100 454 6,800 SH DEFINED 2,3 6,800 LEHMAN BROTHERS HLDGS INC COMMON 524908100 42 642 SH DEFINED 5 642 LENNAR CORP COMMON 526057104 1,639 35,000 SH DEFINED 1 35,000 LENNAR CORP COMMON 526057104 468 10,000 SH DEFINED 1,4 10,000 LENNAR CORP COMMON 526057104 1,723 36,800 SH DEFINED 2 36,800 LEXICON GENETICS INC COMMON 528872104 166 14,400 SH DEFINED 1 14,400 LIFEPOINT HOSPITALS INC COMMON 53219L109 41,325 1,214,000 SH DEFINED 1 1,214,000 LIFEPOINT HOSPITALS INC COMMON 53219L109 61 1,800 SH DEFINED 1,4 1,800 LIFEPOINT HOSPITALS INC COMMON 53219L109 2,355 69,190 SH DEFINED 2 69,190 LIFEPOINT HOSPITALS INC COMMON 53219L109 354 10,400 SH DEFINED 2,3 10,400 LILLY (ELI) & CO COMMON 532457108 102 1,300 SH DEFINED 1 1,300 LILLY (ELI) & CO COMMON 532457108 2,356 30,000 SH DEFINED 1,4 30,000

Page 65 / 117 LINCARE HLDGS INC COMMON 532791100 53,739 1,875,700 SH DEFINED 1 1,875,700 LINCARE HLDGS INC COMMON 532791100 698 24,350 SH DEFINED 1,4 24,350 LINCARE HLDGS INC COMMON 532791100 5,352 186,790 SH DEFINED 2 186,790 LINCARE HLDGS INC COMMON 532791100 275 9,600 SH DEFINED 2,3 9,600 LINCARE HLDGS INC COMMON 532791100 139 4,688 SH DEFINED 5 4,688 LINCOLN NATL CORP COMMON 534187109 1,914 39,400 SH DEFINED 1,4 39,400 LINEAR TECHNOLOGY CORP COMMON 535678106 35,878 919,000 SH DEFINED 1 919,000 LINEAR TECHNOLOGY CORP COMMON 535678106 128,477 3,290,900 SH DEFINED 1,2 3,290,900 LINEAR TECHNOLOGY CORP COMMON 535678106 8,476 217,100 SH DEFINED 2 217,100 LINEAR TECHNOLOGY CORP COMMON 535678106 617 15,800 SH DEFINED 2,3 15,800 LINEAR TECHNOLOGY CORP COMMON 535678106 5 116 SH DEFINED 5 116 LOCKHEED MARTIN CORP COMMON 539830109 84,874 1,818,600 SH DEFINED 1 1,818,600 LOCKHEED MARTIN CORP COMMON 539830109 263,671 5,649,700 SH DEFINED 1,2 5,649,700 LOCKHEED MARTIN CORP COMMON 539830109 7,351 157,500 SH DEFINED 1,4 157,500 LOCKHEED MARTIN CORP COMMON 539830109 10,589 226,900 SH DEFINED 2 226,900 LOCKHEED MARTIN CORP COMMON 539830109 2,161 46,300 SH DEFINED 2,3 46,300 LOCKHEED MARTIN CORP COMMON 539830109 4 78 SH DEFINED 5 78 LOEWS CORP COMMON 540424108 6,646 120,000 CALL DEFINED 1 120,000 LOEWS CORP COMMON 540424108 83 1,500 CALL DEFINED 6 1,500 LOUISIANA PACIFIC CORP COMMON 546347105 8,953 1,060,800 SH DEFINED 1 1,060,800 LOUISIANA PACIFIC CORP COMMON 546347105 83 9,800 SH DEFINED 2 9,800 LOWE'S COMPANIES INC COMMON 548661107 119,575 2,576,500 SH DEFINED 1 2,576,500 LOWE'S COMPANIES INC COMMON 548661107 415,411 8,950,900 SH DEFINED 1,2 8,950,900 LOWE'S COMPANIES INC COMMON 548661107 11,206 241,450 SH DEFINED 1,4 241,450 LOWE'S COMPANIES INC COMMON 548661107 21,780 469,300 SH DEFINED 2 469,300 LOWE'S COMPANIES INC COMMON 548661107 2,877 62,000 SH DEFINED 2,3 62,000 LOWE'S COMPANIES INC COMMON 548661107 45 998 SH DEFINED 5 998 LTX CORP COMMON 502392103 18,316 874,700 SH DEFINED 1 874,700 LTX CORP COMMON 502392103 53 2,520 SH DEFINED 1,4 2,520 LTX CORP COMMON 502392103 1,768 84,410 SH DEFINED 2 84,410 LTX CORP COMMON 502392103 147 7,000 SH DEFINED 2,3 7,000

Page 66 / 117 LUCENT TECH CVT PFD 144A CONVERT 549463206 5,525 5,000 SH DEFINED 1 5,000 LUCENT TECH CVT PFD 144A CONVERT 549463206 16,575 15,000 SH DEFINED 1,2 15,000 LUMENIS LTD COMMON M6778Q105 11,668 592,300 SH DEFINED 1 592,300 LUMENIS LTD COMMON M6778Q105 22 1,100 SH DEFINED 1,4 1,100 LUMENIS LTD COMMON M6778Q105 49 2,500 SH DEFINED 2 2,500 LUMINEX CORP COMMON 55027E102 1,696 100,000 SH DEFINED 1 100,000 LUMINEX CORP COMMON 55027E102 27 1,600 SH DEFINED 2 1,600 MACROMEDIA INC COMMON 556100105 2,225 125,000 SH DEFINED 1 125,000 MACROMEDIA INC COMMON 556100105 36 2,000 SH DEFINED 2 2,000 MACROVISION CORP COMMON 555904101 37,302 1,059,100 SH DEFINED 1 1,059,100 MACROVISION CORP COMMON 555904101 697 19,800 SH DEFINED 1,4 19,800 MACROVISION CORP COMMON 555904101 3,727 105,820 SH DEFINED 2 105,820 MACROVISION CORP COMMON 555904101 106 3,000 SH DEFINED 2,3 3,000 MACROVISION CORP COMMON 555904101 18 500 SH DEFINED 6 500 MANUGISTICS GROUP INC COMMON 565011103 190 9,000 SH DEFINED 1 9,000 MANULIFE FINANCIAL CORP COMMON 56501R106 51 1,864 SH DEFINED 5 1,864 MARSH & MCLENNAN CO COMMON 571748102 61,875 575,850 SH DEFINED 1 575,850 MARSH & MCLENNAN CO COMMON 571748102 26,863 250,000 SH DEFINED 1,2 250,000 MARSH & MCLENNAN CO COMMON 571748102 4,158 38,700 SH DEFINED 2 38,700 MARSH & MCLENNAN CO COMMON 571748102 21 196 SH DEFINED 5 196 MARSHALL & ILSLEY CORP COMMON 571834100 6,391 101,000 SH DEFINED 1 101,000 MARSHALL & ILSLEY CORP COMMON 571834100 57 900 SH DEFINED 2 900 MARTIN MARIETTA MATERIALS INC COMMON 573284106 8,239 176,800 SH DEFINED 1 176,800 MARTIN MARIETTA MATERIALS INC COMMON 573284106 70 1,500 SH DEFINED 2 1,500 MARTIN MARIETTA MATERIALS INC COMMON 573284106 984 23,152 SH DEFINED 5 23,152 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 10,563 294,900 SH DEFINED 1 294,900 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 122 3,400 SH DEFINED 2 3,400 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 14 400 SH DEFINED 2,3 400

Page 67 / 117 MASCO CORP COMMON 574599106 113,056 4,614,550 SH DEFINED 1 4,614,550 MASCO CORP COMMON 574599106 19,600 800,000 SH DEFINED 1,2 800,000 MASCO CORP COMMON 574599106 96 3,900 SH DEFINED 2 3,900 MASCO CORP COMMON 574599106 6,764 323,178 SH DEFINED 5 323,178 MASSEY ENERGY COMPANY COMMON 576206106 6,491 313,100 SH DEFINED 1 313,100 MASSEY ENERGY COMPANY COMMON 576206106 17 800 SH DEFINED 2 800 MATRIX PHARMACEUTICAL INC COMMON 576844104 39 25,000 SH DEFINED 1 25,000 MATTEL INC COMMON 577081102 143,741 8,357,010 SH DEFINED 1 8,357,010 MATTEL INC COMMON 577081102 34,544 2,008,400 SH DEFINED 1,2 2,008,400 MATTEL INC COMMON 577081102 136 7,900 SH DEFINED 2 7,900 MATTEL INC COMMON 577081102 296 17,200 SH DEFINED 2,3 17,200 MATTEL INC COMMON 577081102 7,911 429,692 SH DEFINED 5 429,692 MATTSON TECHNOLOGY INC COMMON 577223100 4,405 500,000 SH DEFINED 1 500,000 MATTSON TECHNOLOGY INC COMMON 577223100 40 4,500 CALL DEFINED 6 4,500 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 13,584 258,700 SH DEFINED 1 258,700 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 75,494 1,437,700 SH DEFINED 1,2 1,437,700 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 5,529 105,300 SH DEFINED 2 105,300 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 378 7,200 SH DEFINED 2,3 7,200 MAXIMUS INC COMMON 577933104 1,851 44,000 SH DEFINED 1 44,000 MAXYGEN INC COMMON 577776107 70 4,000 SH DEFINED 1 4,000 MBNA CORP COMMON 55262L100 19,110 542,900 SH DEFINED 1 542,900 MBNA CORP COMMON 55262L100 88,000 2,500,000 SH DEFINED 1,2 2,500,000 MBNA CORP COMMON 55262L100 5,217 148,200 SH DEFINED 2 148,200 MBNA CORP COMMON 55262L100 359 10,200 SH DEFINED 2,3 10,200 MCAFEE.COM CORP COMMON 579062100 4,791 141,300 SH DEFINED 1 141,300 MCAFEE.COM CORP COMMON 579062100 14 400 SH DEFINED 2,3 400 MCDATA CORP COMMON 580031102 1,381 55,000 SH DEFINED 1 55,000 MCDATA CORP COMMON 580031102 23 900 SH DEFINED 2 900

Page 68 / 117 MCDATA CORP CL A COMMON 580031201 45,324 1,849,951 SH DEFINED 1 1,849,951 MCDATA CORP CL A COMMON 580031201 38,328 1,564,420 SH DEFINED 1,2 1,564,420 MCDATA CORP CL A COMMON 580031201 368 15,000 SH DEFINED 1,4 15,000 MCDATA CORP CL A COMMON 580031201 2,926 119,425 SH DEFINED 2 119,425 MCDATA CORP CL A COMMON 580031201 212 8,637 SH DEFINED 2,3 8,637 MCG CAPITAL CORP COMMON 58047P107 1,930 108,400 SH DEFINED 1 108,400 MCKESSON CORP COMMON 58155Q103 107,873 2,884,300 SH DEFINED 1 2,884,300 MCKESSON CORP COMMON 58155Q103 5,517 147,510 SH DEFINED 1,4 147,510 MCKESSON CORP COMMON 58155Q103 3,544 94,770 SH DEFINED 2 94,770 MCKESSON CORP COMMON 58155Q103 284 7,600 SH DEFINED 2,3 7,600 MCKESSON CORP COMMON 58155Q103 5,039 135,204 SH DEFINED 5 135,204 MCSI INC COMMON 55270M108 4,690 200,000 SH DEFINED 1 200,000 MCSI INC COMMON 55270M108 75 3,200 SH DEFINED 2 3,200 MDU RESOURCES GROUP INC COMMON 552690109 1,951 69,300 SH DEFINED 1 69,300 MED DESIGN CORP COMMON 583926100 17,238 875,000 SH DEFINED 1 875,000 MED DESIGN CORP COMMON 583926100 4,728 240,000 CALL DEFINED 1 240,000 MED DESIGN CORP COMMON 583926100 79 4,000 SH DEFINED 2 4,000 MED DESIGN CORP COMMON 583926100 26 1,300 SH DEFINED 6 1,300 MED DESIGN CORP COMMON 583926100 16 800 CALL DEFINED 6 800 MEDAREX INC COMMON 583916101 95 5,300 SH DEFINED 1 5,300 MEDCATH CORP COMMON 58404W109 255 15,200 SH DEFINED 1 15,200 MEDIACOM COMMUNICATIONS CORP COMMON 58446K105 16,628 910,600 SH DEFINED 1 910,600 MEDIAONE GROUP CVT PFD 7.00% CONVERT 58440J500 874 32,200 SH DEFINED 1 32,200 MEDICINES CO COMMON 584688105 29 2,500 SH DEFINED 1 2,500

Page 69 / 117 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 98,668 1,527,600 SH DEFINED 1 1,527,600 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 129,180 2,000,000 SH DEFINED 1,2 2,000,000 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 1,032 15,980 SH DEFINED 1,4 15,980 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 18,985 293,930 SH DEFINED 2 293,930 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 907 14,050 SH DEFINED 2,3 14,050 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 74 1,246 SH DEFINED 5 1,246 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 32 500 SH DEFINED 6 500 MEDIMMUNE INC COMMON 584699102 3,986 86,000 SH DEFINED 1 86,000 MEDIMMUNE INC COMMON 584699102 464 10,000 SH DEFINED 1,4 10,000 MEDIMMUNE INC COMMON 584699102 1,715 37,000 SH DEFINED 2 37,000 MEDTRONIC INC COMMON 585055106 100,920 1,970,700 SH DEFINED 1 1,970,700 MEDTRONIC INC COMMON 585055106 166,433 3,250,000 SH DEFINED 1,2 3,250,000 MEDTRONIC INC COMMON 585055106 17,573 343,150 SH DEFINED 2 343,150 MEDTRONIC INC COMMON 585055106 645 12,600 SH DEFINED 2,3 12,600 MEDTRONIC INC COMMON 585055106 685 14,496 SH DEFINED 5 14,496 MELLON FINANCIAL CORP COMMON 58551A108 21,447 570,100 SH DEFINED 1 570,100 MELLON FINANCIAL CORP COMMON 58551A108 6,019 160,000 SH DEFINED 1,4 160,000 MELLON FINANCIAL CORP COMMON 58551A108 1,806 48,000 SH DEFINED 2 48,000 MENTOR CORP COMMON 587188103 2,927 102,500 SH DEFINED 1 102,500 MENTOR GRAPHICS CORP COMMON 587200106 4,759 201,900 SH DEFINED 1 201,900 MENTOR GRAPHICS CORP COMMON 587200106 40 1,700 SH DEFINED 2 1,700 MENTOR GRAPHICS CORP COMMON 587200106 1,170 51,622 SH DEFINED 5 51,622 MERCATOR SOFTWARE INC COMMON 587587106 14 1,700 SH DEFINED 6 1,700 MERCK & CO COMMON 589331107 43,206 734,800 SH DEFINED 1 734,800 MERCK & CO COMMON 589331107 41,160 700,000 SH DEFINED 1,2 700,000 MERCK & CO COMMON 589331107 2,769 47,100 SH DEFINED 2 47,100 MERCK & CO COMMON 589331107 12 172 SH DEFINED 5 172 MERCURY INTERACTIVE CORP COMMON 589405109 1,699 50,000 SH DEFINED 1 50,000

Page 70 / 117 MERIX CORP COMMON 590049102 16,167 937,200 SH DEFINED 1 937,200 MERIX CORP COMMON 590049102 31 1,800 SH DEFINED 6 1,800 MERRILL LYNCH & CO COMMON 590188108 210,002 4,029,200 SH DEFINED 1 4,029,200 MERRILL LYNCH & CO COMMON 590188108 300,732 5,770,000 SH DEFINED 1,2 5,770,000 MERRILL LYNCH & CO COMMON 590188108 1,564 30,000 SH DEFINED 1,4 30,000 MERRILL LYNCH & CO COMMON 590188108 30,084 577,200 SH DEFINED 2 577,200 MERRILL LYNCH & CO COMMON 590188108 1,079 20,700 SH DEFINED 2,3 20,700 MERRILL LYNCH & CO COMMON 590188108 532 10,618 SH DEFINED 5 10,618 METRIS COMPANIES INC COMMON 591598107 18,216 708,500 SH DEFINED 1 708,500 METRO ONE TELECOMMUNICATIONS COMMON 59163F105 4,010 132,550 SH DEFINED 1 132,550 METRO ONE TELECOMMUNICATIONS COMMON 59163F105 86 2,850 SH DEFINED 2 2,850 METRO ONE TELECOMMUNICATIONS COMMON 59163F105 14 450 SH DEFINED 2,3 450 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 24,831 478,900 SH DEFINED 1 478,900 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 78 1,500 SH DEFINED 2 1,500 MGIC INVESTMENT CORP COMMON 552848103 87,615 1,419,550 SH DEFINED 1 1,419,550 MGIC INVESTMENT CORP COMMON 552848103 9,258 150,000 SH DEFINED 1,2 150,000 MGIC INVESTMENT CORP COMMON 552848103 2,419 39,200 SH DEFINED 2 39,200 MGIC INVESTMENT CORP COMMON 552848103 2,336 39,904 SH DEFINED 5 39,904 MICREL INC COMMON 594793101 19,282 735,100 SH DEFINED 1 735,100 MICREL INC COMMON 594793101 67 2,560 SH DEFINED 1,4 2,560 MICREL INC COMMON 594793101 1,691 64,470 SH DEFINED 2 64,470 MICREL INC COMMON 594793101 142 5,400 SH DEFINED 2,3 5,400 MICROCHIP TECHNOLOGY INC COMMON 595017104 153,431 3,960,525 SH DEFINED 1 3,960,525 MICROCHIP TECHNOLOGY INC COMMON 595017104 236,402 6,102,268 SH DEFINED 1,2 6,102,268 MICROCHIP TECHNOLOGY INC COMMON 595017104 1,970 50,845 SH DEFINED 1,4 50,845 MICROCHIP TECHNOLOGY INC COMMON 595017104 22,946 592,302 SH DEFINED 2 592,302 MICROCHIP TECHNOLOGY INC COMMON 595017104 2,008 51,825 SH DEFINED 2,3 51,825 MICROCHIP TECHNOLOGY INC COMMON 595017104 65 1,802 SH DEFINED 5 1,802 MICROCHIP TECHNOLOGY INC COMMON 595017104 15 400 SH DEFINED 6 400

Page 71 / 117 MICROMUSE INC COMMON 595094103 2,625 175,000 SH DEFINED 1 175,000 MICROMUSE INC COMMON 595094103 41 2,700 SH DEFINED 2 2,700 MICROSEMI CORP COMMON 595137100 11,586 390,100 SH DEFINED 1 390,100 MICROSEMI CORP COMMON 595137100 45 1,500 SH DEFINED 2 1,500 MICROSEMI CORP COMMON 595137100 24 800 SH DEFINED 2,3 800 MICROSOFT CORP COMMON 594918104 1,060,816 16,007,491 SH DEFINED 1 16,007,491 MICROSOFT CORP COMMON 594918104 861,285 12,996,600 SH DEFINED 1,2 12,996,600 MICROSOFT CORP COMMON 594918104 11,352 171,300 SH DEFINED 1,4 171,300 MICROSOFT CORP COMMON 594918104 73,411 1,107,750 SH DEFINED 2 1,107,750 MICROSOFT CORP COMMON 594918104 4,752 71,700 SH DEFINED 2,3 71,700 MICROSOFT CORP COMMON 594918104 1,097 17,082 SH DEFINED 5 17,082 MICROTUNE INC COMMON 59514P109 8,211 350,000 SH DEFINED 1 350,000 MICROTUNE INC COMMON 59514P109 35 1,500 SH DEFINED 2 1,500 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 20 800 SH DEFINED 1 800 MILLIPORE CORP COMMON 601073109 18,143 298,900 SH DEFINED 1 298,900 MILLIPORE CORP COMMON 601073109 534 8,800 SH DEFINED 1,4 8,800 MILLIPORE CORP COMMON 601073109 2,167 35,700 SH DEFINED 2 35,700 MINAS BUENAVENTURA- SPONS ADR COMMON 204448104 1,609 77,600 SH DEFINED 1,4 77,600 MINNESOTA MINING & MFG CO COMMON 604059105 5,674 48,000 SH DEFINED 1,4 48,000 MIPS TECHNOLOGIES INC COMMON 604567107 1,728 200,000 SH DEFINED 1 200,000 MIPS TECHNOLOGIES INC COMMON 604567107 28 3,200 SH DEFINED 2 3,200 MIRANT CORP COMMON 604675108 93,655 5,846,148 SH DEFINED 1 5,846,148 MIRANT CORP COMMON 604675108 32,040 2,000,000 SH DEFINED 1,2 2,000,000 MIRANT CORP COMMON 604675108 2,162 134,936 SH DEFINED 2 134,936 MIRANT TRUST I CVT PFD 6.25% CONVERT 60467Q102 2,675 65,800 SH DEFINED 1 65,800 MIRVANT MEDICAL TECHNOLOGY COMMON 604690107 130 13,500 SH DEFINED 1 13,500

Page 72 / 117 MITCHELL ENERGY & DEV CORP CL A COMMON 606592202 3,998 75,000 SH DEFINED 1 75,000 MITCHELL ENERGY & DEV CORP CL A COMMON 606592202 64 1,200 SH DEFINED 2 1,200 MOBILE MINI INC COMMON 60740F105 6,963 178,000 SH DEFINED 1 178,000 MOBILE MINI INC COMMON 60740F105 113 2,900 SH DEFINED 2 2,900 MOBILE TELESYSTEMS SP ADR COMMON 607409109 4,404 123,500 SH DEFINED 1 123,500 MOBILE TELESYSTEMS SP ADR COMMON 607409109 14 400 SH DEFINED 1,4 400 MOBILE TELESYSTEMS SP ADR COMMON 607409109 4 100 SH DEFINED 2,3 100 MOHAWK INDUSTRIES INC COMMON 608190104 1,032 18,800 SH DEFINED 1 18,800 MOHAWK INDUSTRIES INC COMMON 608190104 4,500 82,000 SH DEFINED 1,4 82,000 MOHAWK INDUSTRIES INC COMMON 608190104 66 1,200 SH DEFINED 2 1,200 MOLDFLOW CORP COMMON 608507109 858 59,900 SH DEFINED 1 59,900 MOLEX INC CL A COMMON 608554200 8,496 314,075 SH DEFINED 1 314,075 MOLEX INC CL A COMMON 608554200 76 2,800 SH DEFINED 2 2,800 MOLEX INC CL A COMMON 608554200 841 33,670 SH DEFINED 5 33,670 MOODY'S CORP COMMON 615369105 961 24,100 SH DEFINED 1 24,100 MOODY'S CORP COMMON 615369105 4,197 105,300 SH DEFINED 1,4 105,300 MOODY'S CORP COMMON 615369105 64 1,600 SH DEFINED 2 1,600 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 665,837 11,902,700 SH DEFINED 1 11,902,700 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 335,640 6,000,000 SH DEFINED 1,2 6,000,000 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 1,175 21,000 SH DEFINED 1,4 21,000 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 38,420 686,800 SH DEFINED 2 686,800 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 1,583 28,300 SH DEFINED 2,3 28,300 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 668 12,036 SH DEFINED 5 12,036 MOTOROLA INC COMMON 620076109 74,142 4,936,200 SH DEFINED 1 4,936,200 MOTOROLA INC COMMON 620076109 45,060 3,000,000 SH DEFINED 1,2 3,000,000 MOTOROLA INC COMMON 620076109 114 7,600 SH DEFINED 2 7,600 MOTOROLA INC COMMON 620076109 6,081 367,682 SH DEFINED 5 367,682 MOVIE GALLERY INC COMMON 624581104 8,039 330,000 SH DEFINED 1 330,000

Page 73 / 117 MSC.SOFTWARE CORP COMMON 553531104 1,139 73,000 SH DEFINED 1 73,000 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 2,338 200,000 SH DEFINED 1 200,000 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 39 3,300 SH DEFINED 2 3,300 MURPHY OIL CORP COMMON 626717102 10,530 125,300 SH DEFINED 1 125,300 MYLAN LABORATORIES INC COMMON 628530107 6,083 162,200 SH DEFINED 1 162,200 MYLAN LABORATORIES INC COMMON 628530107 53,471 1,425,900 SH DEFINED 1,2 1,425,900 MYLAN LABORATORIES INC COMMON 628530107 555 14,800 SH DEFINED 2,3 14,800 MYRIAD GENETICS, INC. COMMON 62855J104 63 1,200 SH DEFINED 1 1,200 NABORS INDUSTRIES INC COMMON 629568106 58,325 1,698,950 SH DEFINED 1 1,698,950 NABORS INDUSTRIES INC COMMON 629568106 5,222 152,100 SH DEFINED 1,4 152,100 NABORS INDUSTRIES INC COMMON 629568106 31 900 SH DEFINED 2 900 NASDAQ-100 SHARES COMMON 631100104 17,063 436,400 SH DEFINED 1 436,400 NASDAQ-100 SHARES COMMON 631100104 117,300 3,000,000 SH DEFINED 1,2 3,000,000 NASDAQ-100 SHARES COMMON 631100104 8,731 223,300 SH DEFINED 2 223,300 NASDAQ-100 SHARES COMMON 631100104 590 15,100 SH DEFINED 2,3 15,100 NASDAQ-100 SHARES COMMON 631100104 684 17,500 PUT DEFINED 6 17,500 NATIONAL INSTRUMENTS CORP COMMON 636518102 52,555 1,402,950 SH DEFINED 1 1,402,950 NATIONAL INSTRUMENTS CORP COMMON 636518102 122 3,260 SH DEFINED 1,4 3,260 NATIONAL INSTRUMENTS CORP COMMON 636518102 3,207 85,610 SH DEFINED 2 85,610 NATIONAL INSTRUMENTS CORP COMMON 636518102 266 7,100 SH DEFINED 2,3 7,100 NATIONAL INSTRUMENTS CORP COMMON 636518102 123 3,408 SH DEFINED 5 3,408 NATIONAL-OILWELL INC COMMON 637071101 34,790 1,688,000 SH DEFINED 1 1,688,000 NATIONAL-OILWELL INC COMMON 637071101 538 26,100 SH DEFINED 1,4 26,100 NATIONAL-OILWELL INC COMMON 637071101 4,318 209,500 SH DEFINED 2 209,500 NATIONAL-OILWELL INC COMMON 637071101 223 10,800 SH DEFINED 2,3 10,800 NATIONAL-OILWELL INC COMMON 637071101 78 4,640 SH DEFINED 5 4,640

Page 74 / 117 NATIONWIDE FINANCIAL SERVICES-CL A COMMON 638612101 22,766 549,100 SH DEFINED 1 549,100 NATIONWIDE FINANCIAL SERVICES-CL A COMMON 638612101 29 700 SH DEFINED 1,4 700 NATIONWIDE FINANCIAL SERVICES-CL A COMMON 638612101 1,041 25,100 SH DEFINED 2 25,100 NATIONWIDE FINANCIAL SERVICES-CL A COMMON 638612101 87 2,100 SH DEFINED 2,3 2,100 NBTY INC COMMON 628782104 2,925 250,000 SH DEFINED 1 250,000 NBTY INC COMMON 628782104 18 1,500 SH DEFINED 6 1,500 NCO GROUP INC COMMON 628858102 2,189 95,600 SH DEFINED 1 95,600 NDS GROUP PLC COMMON 628891103 8 370 SH DEFINED 5 370 NESTLE S A COMMON 641069406 39 758 SH DEFINED 5 758 NETEGRITY INC COMMON 64110P107 4,840 250,000 SH DEFINED 1 250,000 NETEGRITY INC COMMON 64110P107 31 1,600 SH DEFINED 2 1,600 NETIQ CORP COMMON 64115P102 18,300 519,000 SH DEFINED 1 519,000 NETIQ CORP COMMON 64115P102 68 1,940 SH DEFINED 1,4 1,940 NETIQ CORP COMMON 64115P102 2,274 64,500 SH DEFINED 2 64,500 NETIQ CORP COMMON 64115P102 190 5,400 SH DEFINED 2,3 5,400 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 1,571 71,000 SH DEFINED 1 71,000 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 73 3,300 SH DEFINED 2 3,300 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 60 2,700 SH DEFINED 2,3 2,700 NETWORK APPLIANCE INC COMMON 64120L104 29,116 1,331,300 SH DEFINED 1 1,331,300 NETWORK APPLIANCE INC COMMON 64120L104 41,529 1,898,900 SH DEFINED 1,2 1,898,900 NETWORK APPLIANCE INC COMMON 64120L104 437 20,000 SH DEFINED 1,4 20,000 NETWORK APPLIANCE INC COMMON 64120L104 440 20,100 SH DEFINED 2,3 20,100 NETWORK ASSOCIATES INC COMMON 640938106 11,943 462,000 SH DEFINED 1 462,000 NETWORK ASSOCIATES INC COMMON 640938106 4,177 161,600 SH DEFINED 1,4 161,600 NETWORK ASSOCIATES INC COMMON 640938106 145 5,600 SH DEFINED 2 5,600 NETWORK ASSOCIATES INC COMMON 640938106 23 900 SH DEFINED 2,3 900 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 67 1,300 SH DEFINED 1 1,300

Page 75 / 117 NEW CENTURY FINANCIAL CORP COMMON 64352D101 1,394 103,000 SH DEFINED 1 103,000 NEWELL RUBBERMAID COMMON 651229106 8,356 303,100 SH DEFINED 1 303,100 NEWELL RUBBERMAID COMMON 651229106 77 2,800 SH DEFINED 2 2,800 NEWELL RUBBERMAID COMMON 651229106 990 38,592 SH DEFINED 5 38,592 NEWFIELD EXPLORATION CO COMMON 651290108 21,981 619,000 SH DEFINED 1 619,000 NEWFIELD EXPLORATION CO COMMON 651290108 69 1,940 SH DEFINED 1,4 1,940 NEWFIELD EXPLORATION CO COMMON 651290108 2,348 66,110 SH DEFINED 2 66,110 NEWFIELD EXPLORATION CO COMMON 651290108 192 5,400 SH DEFINED 2,3 5,400 NEWFIELD EXPLORATION CO COMMON 651290108 53 1,700 SH DEFINED 5 1,700 NEXTEL COMM CVT 144A CONVERT 65332VAW3 606 1,000,000 PRN DEFINED 1 1,000,000 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 207,067 18,893,000 SH DEFINED 1 18,893,000 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 4,220 385,000 SH DEFINED 2 385,000 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 49 4,500 SH DEFINED 2,3 4,500 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 11 1,000 SH DEFINED 6 1,000 NEXTEL PARTNERS INC CL A COMMON 65333F107 4,999 416,600 SH DEFINED 1 416,600 NEXTEL PARTNERS INC CL A COMMON 65333F107 82 6,800 SH DEFINED 2,3 6,800 NIAGARA MOHAWK HOLDINGS INC COMMON 653520106 10,264 578,900 SH DEFINED 1 578,900 NIKE INC CL B COMMON 654106103 155,729 2,769,000 SH DEFINED 1 2,769,000 NIKE INC CL B COMMON 654106103 85,507 1,520,400 SH DEFINED 1,2 1,520,400 NIKE INC CL B COMMON 654106103 9,274 164,900 SH DEFINED 2 164,900 NIKE INC CL B COMMON 654106103 433 7,700 SH DEFINED 2,3 7,700 NIKE INC CL B COMMON 654106103 1,034 19,520 SH DEFINED 5 19,520 NINTENDO LTD ADR COMMON 654445303 13 616 SH DEFINED 5 616 NISOURCE INC COMMON 65473P105 11,276 489,000 SH DEFINED 1 489,000 NOBLE AFFILIATES INC COMMON 654894104 5,350 151,600 SH DEFINED 1 151,600 NOBLE AFFILIATES INC COMMON 654894104 46 1,300 SH DEFINED 2 1,300 NOBLE AFFILIATES INC COMMON 654894104 810 24,762 SH DEFINED 5 24,762

Page 76 / 117 NOBLE DRILLING CORP COMMON 655042109 19,709 579,000 SH DEFINED 1 579,000 NOBLE DRILLING CORP COMMON 655042109 47,656 1,400,000 SH DEFINED 1,2 1,400,000 NOBLE DRILLING CORP COMMON 655042109 3,659 107,500 SH DEFINED 2 107,500 NOBLE DRILLING CORP COMMON 655042109 238 7,000 SH DEFINED 2,3 7,000 NOKIA CORP ADR COMMON 654902204 294,848 12,019,900 SH DEFINED 1 12,019,900 NOKIA CORP ADR COMMON 654902204 88,512 3,608,300 SH DEFINED 1,2 3,608,300 NOKIA CORP ADR COMMON 654902204 675 27,500 SH DEFINED 1,4 27,500 NOKIA CORP ADR COMMON 654902204 14,193 578,600 SH DEFINED 2 578,600 NOKIA CORP ADR COMMON 654902204 540 22,000 SH DEFINED 2,3 22,000 NOKIA CORP ADR COMMON 654902204 352 15,310 SH DEFINED 5 15,310 NORTEL NETWORKS CORP COMMON 656568102 17,289 2,305,178 SH DEFINED 1,4 2,305,178 NORTEL NETWORKS CVT 144A CONVERT 656568AA0 26,993 27,900,000 PRN DEFINED 1 27,900,000 NORTEL NETWORKS CVT 144A CONVERT 656568AA0 2,903 3,000,000 PRN DEFINED 2 3,000,000 NORTHROP GRUMMAN CO COMMON 666807102 5,545 55,000 SH DEFINED 1 55,000 NORTHROP GRUMMAN CO COMMON 666807102 15,122 150,000 SH DEFINED 1,2 150,000 NORTHROP GRUMMAN CO COMMON 666807102 1,542 15,300 SH DEFINED 1,4 15,300 NORTHROP GRUMMAN CO COMMON 666807102 30 300 SH DEFINED 2 300 NOVELLUS SYSTEMS INC COMMON 670008101 82,135 2,082,000 SH DEFINED 1 2,082,000 NOVELLUS SYSTEMS INC COMMON 670008101 130,185 3,300,000 SH DEFINED 1,2 3,300,000 NOVELLUS SYSTEMS INC COMMON 670008101 2,809 71,200 SH DEFINED 1,4 71,200 NOVELLUS SYSTEMS INC COMMON 670008101 11,957 303,100 SH DEFINED 2 303,100 NOVELLUS SYSTEMS INC COMMON 670008101 761 19,300 SH DEFINED 2,3 19,300 NOVELLUS SYSTEMS INC COMMON 670008101 2,022 53,104 SH DEFINED 5 53,104 NOVO-NORDISK A S ADR COMMON 670100205 36 930 SH DEFINED 5 930 NRG ENERGY INC COMMON 629377102 4,095 264,200 SH DEFINED 1 264,200 NTELOS INC-WT 144A COMMON 67019U119 0 18,845 SH DEFINED 1 18,845 NTT DOCOMO INC ADR COMMON 62942M201 28 424 SH DEFINED 5 424

Page 77 / 117 NUMERICAL TECHNOLOGIES INC COMMON 67053T101 1,183 33,600 SH DEFINED 1 33,600 NUMERICAL TECHNOLOGIES INC COMMON 67053T101 14 400 SH DEFINED 2,3 400 NVIDIA CORP COMMON 67066G104 55,641 831,700 SH DEFINED 1 831,700 NVIDIA CORP COMMON 67066G104 69,864 1,044,300 SH DEFINED 1,2 1,044,300 NVIDIA CORP COMMON 67066G104 7,138 106,700 SH DEFINED 1,4 106,700 NVIDIA CORP COMMON 67066G104 241 3,600 SH DEFINED 2 3,600 NVIDIA CORP COMMON 67066G104 776 11,600 SH DEFINED 2,3 11,600 NVIDIA CORP COMMON 67066G104 3 62 SH DEFINED 5 62 NVR INC. COMMON 62944T105 184 900 SH DEFINED 1 900 O2MICRO INTERNATIONAL LTD COMMON G6797E106 4,690 195,000 SH DEFINED 1 195,000 O2MICRO INTERNATIONAL LTD COMMON G6797E106 72 3,000 SH DEFINED 2 3,000 OCEANEERING INTERNATIONAL INC COMMON 675232102 5,225 236,200 SH DEFINED 1 236,200 OCEANEERING INTERNATIONAL INC COMMON 675232102 86 3,900 SH DEFINED 1,4 3,900 OCEANEERING INTERNATIONAL INC COMMON 675232102 15 700 SH DEFINED 6 700 ODYSSEY HEALTHCARE INC COMMON 67611V101 1,816 70,000 SH DEFINED 1 70,000 ODYSSEY RE HOLDINGS CORP COMMON 67612W108 15,649 884,100 SH DEFINED 1 884,100 ODYSSEY RE HOLDINGS CORP COMMON 67612W108 145 8,200 SH DEFINED 2 8,200 ODYSSEY RE HOLDINGS CORP COMMON 67612W108 1,520 98,706 SH DEFINED 5 98,706 OFFICE DEPOT INC COMMON 676220106 19,665 1,060,700 SH DEFINED 1 1,060,700 OFFICE DEPOT INC COMMON 676220106 164,322 8,863,100 SH DEFINED 1,2 8,863,100 OFFICE DEPOT INC COMMON 676220106 5,490 296,100 SH DEFINED 2 296,100 OFFICE DEPOT INC COMMON 676220106 1,213 65,400 SH DEFINED 2,3 65,400 OM GROUP INC COMMON 670872100 68,493 1,034,800 SH DEFINED 1 1,034,800 OM GROUP INC COMMON 670872100 185 2,800 SH DEFINED 1,4 2,800 OM GROUP INC COMMON 670872100 5,310 80,230 SH DEFINED 2 80,230 OM GROUP INC COMMON 670872100 430 6,500 SH DEFINED 2,3 6,500 OM GROUP INC COMMON 670872100 82 1,348 SH DEFINED 5 1,348 OM GROUP INC COMMON 670872100 20 300 SH DEFINED 6 300 OMNICELL INC COMMON 68213N109 5,002 562,000 SH DEFINED 1 562,000

Page 78 / 117 OMNICOM GROUP INC COMMON 681919106 738,254 8,262,500 SH DEFINED 1 8,262,500 OMNICOM GROUP INC COMMON 681919106 259,115 2,900,000 SH DEFINED 1,2 2,900,000 OMNICOM GROUP INC COMMON 681919106 35,240 394,400 SH DEFINED 2 394,400 OMNICOM GROUP INC COMMON 681919106 1,421 15,900 SH DEFINED 2,3 15,900 OMNICOM GROUP INC COMMON 681919106 27 318 SH DEFINED 5 318 ONESOURCE INFORMATION SERVICE COMMON 68272J106 2,350 250,000 SH DEFINED 1 250,000 ONESOURCE INFORMATION SERVICE COMMON 68272J106 39 4,100 SH DEFINED 2 4,100 ONI SYSTEMS CORP COMMON 68273F103 2,508 400,000 SH DEFINED 1 400,000 ONO FINANCE PLC WARRANT COMMON 682735113 6 550 SH DEFINED 1 550 ONYX PHARMACEUTICALS INC COMMON 683399109 205 40,000 SH DEFINED 1 40,000 OPTIMAL ROBOTICS CORP COMMON 68388R208 6,264 176,700 SH DEFINED 1 176,700 OPTIMAL ROBOTICS CORP COMMON 68388R208 5,956 168,000 SH DEFINED 1,4 168,000 OPTIMAL ROBOTICS CORP COMMON 68388R208 177 5,000 SH DEFINED 2 5,000 OPTIMAL ROBOTICS CORP COMMON 68388R208 11 300 SH DEFINED 2,3 300 OPTION CARE INC COMMON 683948103 1,722 88,100 SH DEFINED 1 88,100 ORACLE SYSTEMS CORP COMMON 68389X105 251,296 18,196,700 SH DEFINED 1 18,196,700 ORACLE SYSTEMS CORP COMMON 68389X105 41,430 3,000,000 SH DEFINED 1,2 3,000,000 ORACLE SYSTEMS CORP COMMON 68389X105 760 55,000 SH DEFINED 1,4 55,000 ORACLE SYSTEMS CORP COMMON 68389X105 10,569 765,350 SH DEFINED 2 765,350 ORACLE SYSTEMS CORP COMMON 68389X105 117 8,500 SH DEFINED 2,3 8,500 ORACLE SYSTEMS CORP COMMON 68389X105 514 36,666 SH DEFINED 5 36,666 ORAPHARMA INC COMMON 68554E106 584 130,000 SH DEFINED 1 130,000 ORASURE TECHNOLOGIES INC COMMON 68554V108 277 22,800 SH DEFINED 1 22,800 ORASURE TECHNOLOGIES INC COMMON 68554V108 4 300 SH DEFINED 2,3 300 ORATEC INTERVENTIONS INC COMMON 68554M108 32 5,000 SH DEFINED 1 5,000

Page 79 / 117 ORBOTECH LTD COMMON M75253100 5,342 171,500 SH DEFINED 1 171,500 ORBOTECH LTD COMMON M75253100 19 600 SH DEFINED 1,4 600 ORBOTECH LTD COMMON M75253100 3 100 SH DEFINED 2,3 100 O'REILLY AUTOMOTIVE, INC. COMMON 686091109 4,559 125,000 SH DEFINED 1 125,000 O'REILLY AUTOMOTIVE, INC. COMMON 686091109 18 500 SH DEFINED 6 500 ORION POWER HOLDINGS INC COMMON 686286105 46,326 1,774,950 SH DEFINED 1 1,774,950 ORION POWER HOLDINGS INC COMMON 686286105 75 2,900 SH DEFINED 5 2,900 ORTHODONTIC CENTERS OF AMERICA INC COMMON 68750P103 14,728 482,900 SH DEFINED 1 482,900 OSI SYSTEMS INC COMMON 671044105 460 25,200 SH DEFINED 1 25,200 OSI SYSTEMS INC COMMON 671044105 5 300 SH DEFINED 2,3 300 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 19,351 565,000 SH DEFINED 1 565,000 OUTBACK STEAKHOUSE INC COMMON 689899102 40,439 1,180,700 SH DEFINED 1,2 1,180,700 OUTBACK STEAKHOUSE INC COMMON 689899102 3,045 88,900 SH DEFINED 2 88,900 OUTBACK STEAKHOUSE INC COMMON 689899102 202 5,900 SH DEFINED 2,3 5,900 OUTBACK STEAKHOUSE INC COMMON 689899102 1,022 32,836 SH DEFINED 5 32,836 OWENS & MINOR INC COMMON 690732102 93 5,000 SH DEFINED 1 5,000 P G & E CORP COMMON 69331C108 114,618 5,957,300 SH DEFINED 1 5,957,300 P G & E CORP COMMON 69331C108 4,810 250,000 SH DEFINED 1,2 250,000 P G & E CORP COMMON 69331C108 46 2,400 SH DEFINED 2 2,400 P.F. CHANGS CHINA BISTRO INC COMMON 69333Y108 9,720 205,500 SH DEFINED 1 205,500 P.F. CHANGS CHINA BISTRO INC COMMON 69333Y108 118 2,500 SH DEFINED 2 2,500 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 1,634 80,000 SH DEFINED 1 80,000 PACIFICARE HEALTH SYSTEMS INC COMMON 695112102 16 1,000 SH DEFINED 1 1,000

Page 80 / 117 PACTIV CORP COMMON 695257105 8,071 454,700 SH DEFINED 1 454,700 PACTIV CORP COMMON 695257105 73 4,100 SH DEFINED 2 4,100 PAIN THERAPEUTICS INC COMMON 69562K100 2,290 250,000 SH DEFINED 1 250,000 PAIN THERAPEUTICS INC COMMON 69562K100 37 4,000 SH DEFINED 2 4,000 PANERA BREAD CO COMMON 69840W108 6,765 130,000 SH DEFINED 1 130,000 PANERA BREAD CO COMMON 69840W108 109 2,100 SH DEFINED 2 2,100 PARKER-HANNIFIN CORP COMMON 701094104 94,556 2,059,600 SH DEFINED 1 2,059,600 PARKER-HANNIFIN CORP COMMON 701094104 147 3,200 SH DEFINED 2 3,200 PARKER-HANNIFIN CORP COMMON 701094104 6,929 168,794 SH DEFINED 5 168,794 PARTNERRE LTD -BERMUDA COMMON G6852T105 1,469 27,200 SH DEFINED 1 27,200 PATTERSON DENTAL CO COMMON 703412106 19,118 467,100 SH DEFINED 1 467,100 PATTERSON DENTAL CO COMMON 703412106 70 1,700 SH DEFINED 1,4 1,700 PATTERSON DENTAL CO COMMON 703412106 2,378 58,110 SH DEFINED 2 58,110 PATTERSON DENTAL CO COMMON 703412106 196 4,800 SH DEFINED 2,3 4,800 PATTERSON DENTAL CO COMMON 703412106 56 1,470 SH DEFINED 5 1,470 PATTERSON-UTI ENERGY INC COMMON 703481101 61,350 2,631,900 SH DEFINED 1 2,631,900 PATTERSON-UTI ENERGY INC COMMON 703481101 170 7,310 SH DEFINED 1,4 7,310 PATTERSON-UTI ENERGY INC COMMON 703481101 4,699 201,570 SH DEFINED 2 201,570 PATTERSON-UTI ENERGY INC COMMON 703481101 375 16,100 SH DEFINED 2,3 16,100 PATTERSON-UTI ENERGY INC COMMON 703481101 87 4,310 SH DEFINED 5 4,310 PAYCHEX INC COMMON 704326107 68,108 1,943,718 SH DEFINED 1 1,943,718 PAYCHEX INC COMMON 704326107 75,932 2,167,000 SH DEFINED 1,2 2,167,000 PAYCHEX INC COMMON 704326107 783 22,340 SH DEFINED 1,4 22,340 PAYCHEX INC COMMON 704326107 12,755 364,010 SH DEFINED 2 364,010 PAYCHEX INC COMMON 704326107 802 22,887 SH DEFINED 2,3 22,887 PAYCHEX INC COMMON 704326107 59 1,694 SH DEFINED 5 1,694 PEABODY ENERGY CORP COMMON 704549104 2,374 84,200 SH DEFINED 1 84,200 PEABODY ENERGY CORP COMMON 704549104 96 3,400 SH DEFINED 1,4 3,400

Page 81 / 117 PEC SOLUTIONS INC COMMON 705107100 643 17,100 SH DEFINED 1 17,100 PEC SOLUTIONS INC COMMON 705107100 8 200 SH DEFINED 2,3 200 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 4,749 140,000 SH DEFINED 1 140,000 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 41 1,200 SH DEFINED 2 1,200 PEOPLESOFT INC COMMON 712713106 201,129 5,003,200 SH DEFINED 1 5,003,200 PEOPLESOFT INC COMMON 712713106 4,502 112,000 SH DEFINED 1,4 112,000 PEOPLESOFT INC COMMON 712713106 2,979 74,100 SH DEFINED 2 74,100 PEOPLESOFT INC COMMON 712713106 450 11,200 SH DEFINED 2,3 11,200 PEOPLESOFT INC COMMON 712713106 3 84 SH DEFINED 5 84 PEPSI BOTTLING GROUP INC COMMON 713409100 14,453 615,000 SH DEFINED 1 615,000 PEPSI BOTTLING GROUP INC COMMON 713409100 86,504 3,681,000 SH DEFINED 1,2 3,681,000 PEPSI BOTTLING GROUP INC COMMON 713409100 5,485 233,400 SH DEFINED 1,4 233,400 PEPSI BOTTLING GROUP INC COMMON 713409100 1,967 83,700 SH DEFINED 2 83,700 PEPSI BOTTLING GROUP INC COMMON 713409100 823 35,000 SH DEFINED 2,3 35,000 PEPSICO INC COMMON 713448108 374,684 7,695,300 SH DEFINED 1 7,695,300 PEPSICO INC COMMON 713448108 60,863 1,250,000 SH DEFINED 1,2 1,250,000 PEPSICO INC COMMON 713448108 6,919 142,100 SH DEFINED 1,4 142,100 PEPSICO INC COMMON 713448108 12,438 255,450 SH DEFINED 2 255,450 PEPSICO INC COMMON 713448108 151 3,100 SH DEFINED 2,3 3,100 PEPSICO INC COMMON 713448108 269 5,540 SH DEFINED 5 5,540 PERFORMANCE FOOD GROUP CO. COMMON 713755106 5,627 160,000 SH DEFINED 1 160,000 PERFORMANCE FOOD GROUP CO. COMMON 713755106 95 2,700 SH DEFINED 2 2,700 PERKINELMER INC COMMON 714046109 28,230 806,100 SH DEFINED 1 806,100 PERKINELMER INC COMMON 714046109 602 17,200 SH DEFINED 1,4 17,200 PERKINELMER INC COMMON 714046109 5,093 145,440 SH DEFINED 2 145,440 PERKINELMER INC COMMON 714046109 270 7,700 SH DEFINED 2,3 7,700 PEROT SYSTEMS CORP COMMON 714265105 13,451 658,700 SH DEFINED 1 658,700 PETROLEO BRASILEIRO S.A.- ADR COMMON 71654V101 154 6,950 SH DEFINED 1,4 6,950

Page 82 / 117 PETSMART, INC. COMMON 716768106 3,444 350,000 SH DEFINED 1 350,000 PETSMART, INC. COMMON 716768106 15 1,500 SH DEFINED 6 1,500 PEUGEOT CITROEN S A ADR COMMON 716825500 59 1,386 SH DEFINED 5 1,386 PF.NET COMMUNICATIONS WTS 144A COMMON 69333S119 0 20,000 SH DEFINED 1 20,000 PFIZER INC COMMON 717081103 999,856 25,090,500 SH DEFINED 1 25,090,500 PFIZER INC COMMON 717081103 428,180 10,744,800 SH DEFINED 1,2 10,744,800 PFIZER INC COMMON 717081103 55,348 1,388,900 SH DEFINED 2 1,388,900 PFIZER INC COMMON 717081103 1,419 35,600 SH DEFINED 2,3 35,600 PFIZER INC COMMON 717081103 1,767 40,804 SH DEFINED 5 40,804 PG&E CORP COMMON 69331C108 6,338 346,350 SH DEFINED 5 346,350 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 8,876 274,700 SH DEFINED 1 274,700 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 2,074 64,200 SH DEFINED 1,4 64,200 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 87 2,700 SH DEFINED 2 2,700 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 19 600 SH DEFINED 6 600 PHARMACEUTICAL RESOURCES INC COMMON 717125108 4,394 130,000 SH DEFINED 1 130,000 PHARMACEUTICAL RESOURCES INC COMMON 717125108 15 450 SH DEFINED 6 450 PHARMACIA CORP COMMON 71713U102 80,338 1,883,664 SH DEFINED 1 1,883,664 PHARMACIA CORP COMMON 71713U102 34,120 800,000 SH DEFINED 1,2 800,000 PHARMACIA CORP COMMON 71713U102 6,886 161,450 SH DEFINED 2 161,450 PHARMACIA CORP COM COMMON 71713U102 274 6,170 SH DEFINED 5 6,170 PHILIP MORRIS COS INC COMMON 718154107 4,590 100,100 SH DEFINED 1,4 100,100 PHILIPS ELECTRONICS NY ADR COMMON 500472303 109,142 3,749,305 SH DEFINED 1 3,749,305 PHILIPS ELECTRONICS NY ADR COMMON 500472303 57,891 1,988,700 SH DEFINED 1,2 1,988,700 PHILIPS ELECTRONICS NY ADR COMMON 500472303 49 1,700 SH DEFINED 2 1,700 PHILIPS ELECTRONICS NY ADR COMMON 500472303 629 21,600 SH DEFINED 2,3 21,600 PHILIPS ELECTRONICS NY ADR COMMON 500472303 6,307 232,986 SH DEFINED 5 232,986 PHOENIX COMPANIES INC COMMON 71902E109 10,819 584,800 SH DEFINED 1 584,800 PHOENIX COMPANIES INC COMMON 71902E109 820 44,300 SH DEFINED 1,4 44,300

Page 83 / 117 PHOTON DYNAMICS INC COMMON 719364101 11,413 250,000 SH DEFINED 1 250,000 PHOTON DYNAMICS INC COMMON 719364101 187 4,100 SH DEFINED 2 4,100 PHOTRONICS INC COMMON 719405102 14,891 475,000 SH DEFINED 1 475,000 PHOTRONICS INC COMMON 719405102 19 600 SH DEFINED 6 600 PHOTRONICS INC CVT 144A CONVERT 719405AB8 17 15,000 PRN DEFINED 6 15,000 PINNACLE SYSTEMS INC COMMON 723481107 3,176 400,000 SH DEFINED 1 400,000 PINNACLE SYSTEMS INC COMMON 723481107 51 6,400 SH DEFINED 2 6,400 PINNACLE WEST CORP COMMON 723484101 13,995 334,400 SH DEFINED 1 334,400 PIXELWORKS INC COMMON 72581M107 2,891 180,000 SH DEFINED 1 180,000 PIXELWORKS INC COMMON 72581M107 45 2,800 SH DEFINED 2 2,800 PLACER DOME INC COMMON 725906101 5,128 470,000 SH DEFINED 1,4 470,000 PLATO LEARNING INC COMMON 72764Y100 1,229 74,000 SH DEFINED 1 74,000 PLEXUS CORP COMMON 729132100 20,188 760,100 SH DEFINED 1 760,100 PLEXUS CORP COMMON 729132100 28 1,040 SH DEFINED 1,4 1,040 PLEXUS CORP COMMON 729132100 892 33,570 SH DEFINED 2 33,570 PLEXUS CORP COMMON 729132100 74 2,800 SH DEFINED 2,3 2,800 PLEXUS CORP COMMON 729132100 19 700 SH DEFINED 6 700 PLUM CREEK TIMBER CO INC COMMON 729251108 16,434 579,700 SH DEFINED 1 579,700 PMA CAPITAL CORP CL A COMMON 693419202 1,930 100,000 SH DEFINED 1 100,000 PNC FINANCIAL SERVICES GROUP COMMON 693475105 37,092 660,000 SH DEFINED 1 660,000 PNC FINANCIAL SERVICES GROUP COMMON 693475105 3,535 62,900 SH DEFINED 2 62,900

Page 84 / 117 POLYCOM INC COMMON 73172K104 75,880 2,205,800 SH DEFINED 1 2,205,800 POLYCOM INC COMMON 73172K104 51,397 1,494,100 SH DEFINED 1,2 1,494,100 POLYCOM INC COMMON 73172K104 1,042 30,290 SH DEFINED 1,4 30,290 POLYCOM INC COMMON 73172K104 8,027 233,340 SH DEFINED 2 233,340 POLYCOM INC COMMON 73172K104 915 26,600 SH DEFINED 2,3 26,600 POLYCOM INC COMMON 73172K104 14 400 SH DEFINED 6 400 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 4,297 70,000 SH DEFINED 1,4 70,000 POWER-ONE INC COMMON 739308104 8,068 775,000 SH DEFINED 1 775,000 POWER-ONE INC COMMON 739308104 53 5,100 SH DEFINED 2 5,100 POWER-ONE INC COMMON 739308104 21 2,000 SH DEFINED 6 2,000 POWERWAVE TECHNOLOGIES INC COMMON 739363109 16,084 930,800 SH DEFINED 1 930,800 POWERWAVE TECHNOLOGIES INC COMMON 739363109 2,609 151,000 SH DEFINED 1,4 151,000 POWERWAVE TECHNOLOGIES INC COMMON 739363109 97 5,600 SH DEFINED 2 5,600 POWERWAVE TECHNOLOGIES INC COMMON 739363109 14 800 SH DEFINED 6 800 PPL CORP COMMON 69351T106 3,373 96,800 SH DEFINED 1 96,800 PPL CORP COMMON 69351T106 934 26,800 SH DEFINED 1,4 26,800 PRAECIS PHARMACEUTICALS INC COMMON 739421105 19,253 3,308,100 SH DEFINED 1 3,308,100 PRAECIS PHARMACEUTICALS INC COMMON 739421105 8 1,300 SH DEFINED 2,3 1,300 PRECISE SOFTWARE SOLUTIONS COMMON M41450103 5,165 250,000 SH DEFINED 1 250,000 PRECISION DRILLING CORP COMMON 74022D100 5,810 225,000 SH DEFINED 1 225,000 PRECISION DRILLING CORP COMMON 74022D100 10,359 401,200 SH DEFINED 1,4 401,200 PRECISION DRILLING CORP COMMON 74022D100 18 700 SH DEFINED 6 700 PREPAID LEGAL SERVICES INC COMMON 740065107 7,856 358,700 SH DEFINED 1 358,700 PRIDE INTERNATIONAL INC COMMON 74153Q102 63,760 4,222,500 SH DEFINED 1 4,222,500 PRIDE INTERNATIONAL INC COMMON 74153Q102 297 19,700 SH DEFINED 1,4 19,700 PRIDE INTERNATIONAL INC COMMON 74153Q102 4,461 295,400 SH DEFINED 2 295,400 PRIDE INTERNATIONAL INC COMMON 74153Q102 365 24,200 SH DEFINED 2,3 24,200 PRIDE INTERNATIONAL INC COMMON 74153Q102 74 5,738 SH DEFINED 5 5,738 PRIDE INTERNATIONAL INC COMMON 74153Q102 23 1,500 SH DEFINED 6 1,500

Page 85 / 117 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 3,593 149,700 SH DEFINED 1 149,700 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 18,583 774,300 SH DEFINED 1,2 774,300 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 504 21,000 SH DEFINED 1,4 21,000 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 2,887 120,300 SH DEFINED 2 120,300 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 94 3,900 SH DEFINED 2,3 3,900 PRIORITY HEALTHCARE CORP COMMON 74264T102 8,094 230,000 SH DEFINED 1 230,000 PRIORITY HEALTHCARE CORP COMMON 74264T102 46 1,300 SH DEFINED 2 1,300 PRIORITY HEALTHCARE CORP COMMON 74264T102 21 600 SH DEFINED 6 600 PROBUSINESS SERVICES INC COMMON 742674104 3,666 195,000 SH DEFINED 1 195,000 PROBUSINESS SERVICES INC COMMON 742674104 56 3,000 SH DEFINED 2 3,000 PROCTER & GAMBLE CO COMMON 742718109 1,678 21,200 SH DEFINED 1 21,200 PROCTER & GAMBLE CO COMMON 742718109 7,367 93,100 SH DEFINED 1,4 93,100 PROCTER & GAMBLE CO COMMON 742718109 111 1,400 SH DEFINED 2 1,400 PROFIT RECOVERY GROUP INTL COMMON 743168106 2,060 252,800 SH DEFINED 1 252,800 PROGRESSIVE CORP COMMON 743315103 687 4,600 SH DEFINED 1 4,600 PROGRESSIVE CORP COMMON 743315103 2,986 20,000 SH DEFINED 1,4 20,000 PROGRESSIVE CORP COMMON 743315103 45 300 SH DEFINED 2 300 PROSPERITY BANCSHARES INC COMMON 743606105 2,294 85,000 SH DEFINED 1 85,000 PROSPERITY BANCSHARES INC COMMON 743606105 35 1,300 SH DEFINED 2 1,300 PROTEIN DESIGN LABS INC COMMON 74369L103 22,518 683,800 SH DEFINED 1 683,800 PROTEIN DESIGN LABS INC COMMON 74369L103 642 19,500 SH DEFINED 1,4 19,500 PROTON ENERGY SYSTEMS INC COMMON 74371K101 113 13,700 SH DEFINED 1 13,700 PROVIDIAN FINANCIAL CORP COMMON 74406A102 799 225,000 SH DEFINED 1 225,000 PROVIDIAN FINANCIAL CORP COMMON 74406A102 242 68,100 SH DEFINED 1,4 68,100 PROVIDIAN FINANCIAL CORP COMMON 74406A102 844 237,800 SH DEFINED 2 237,800 PROVIDIAN FINANCIAL CORP COMMON 74406A102 7 2,490 SH DEFINED 5 2,490

Page 86 / 117 PROVINCE HEALTHCARE CO COMMON 743977100 77,019 2,495,750 SH DEFINED 1 2,495,750 PROVINCE HEALTHCARE CO COMMON 743977100 60 1,950 SH DEFINED 1,4 1,950 PROVINCE HEALTHCARE CO COMMON 743977100 2,053 66,529 SH DEFINED 2 66,529 PROVINCE HEALTHCARE CO COMMON 743977100 171 5,550 SH DEFINED 2,3 5,550 PROVINCE HEALTHCARE CO COMMON 743977100 53 1,792 SH DEFINED 5 1,792 PRUDENTIAL FINANCIAL INC COMMON 744320102 69,546 2,095,400 SH DEFINED 1 2,095,400 PRUDENTIAL FINANCIAL INC COMMON 744320102 13,276 400,000 SH DEFINED 1,2 400,000 PRUDENTIAL FINANCIAL INC COMMON 744320102 4,369 131,650 SH DEFINED 2 131,650 PRUDENTIAL FINANCIAL INC COMMON 744320102 169 5,100 SH DEFINED 2,3 5,100 PRUDENTIAL FINANCIAL 6.75 CVT PFD CONVERT 744320201 14,550 250,000 SH DEFINED 1,2 250,000 PSS WORLD MEDICAL INC COMMON 69366A100 1,248 153,000 SH DEFINED 1 153,000 PUBLIC SERVICE ENTERPRISE GROUP COMMON 744573106 3,198 75,800 SH DEFINED 1 75,800 PUBLICIS GROUPE S A ADR COMMON 74463M106 32 1,298 SH DEFINED 5 1,298 QLOGIC CORP COMMON 747277101 66,903 1,503,100 SH DEFINED 1 1,503,100 QLOGIC CORP COMMON 747277101 331 7,440 SH DEFINED 1,4 7,440 QLOGIC CORP COMMON 747277101 3,900 87,630 SH DEFINED 2 87,630 QLOGIC CORP COMMON 747277101 249 5,600 SH DEFINED 2,3 5,600 QLOGIC CORP COMMON 747277101 50 1,008 SH DEFINED 5 1,008 QUALCOMM INC COMMON 747525103 57,444 1,137,500 SH DEFINED 1 1,137,500 QUALCOMM INC COMMON 747525103 30,300 600,000 SH DEFINED 1,2 600,000 QUALCOMM INC COMMON 747525103 884 17,500 SH DEFINED 1,4 17,500 QUALCOMM INC COMMON 747525103 1,338 26,500 SH DEFINED 2 26,500 QUALCOMM INC COMMON 747525103 283 5,600 SH DEFINED 2,3 5,600 QUALCOMM INC COMMON 747525103 82 1,394 SH DEFINED 5 1,394 QUANTA SERVICES INC COMMON 74762E102 22,644 1,467,500 SH DEFINED 1 1,467,500 QUANTA SERVICES INC COMMON 74762E102 91 5,900 SH DEFINED 1,4 5,900 QUANTA SERVICES INC COMMON 74762E102 2,236 144,900 SH DEFINED 2 144,900

Page 87 / 117 QUEST DIAGNOSTICS INC COMMON 74834L100 69,293 966,300 SH DEFINED 1 966,300 QUEST DIAGNOSTICS INC COMMON 74834L100 60,028 837,100 SH DEFINED 1,2 837,100 QUEST DIAGNOSTICS INC COMMON 74834L100 10,590 147,680 SH DEFINED 1,4 147,680 QUEST DIAGNOSTICS INC COMMON 74834L100 4,723 65,860 SH DEFINED 2 65,860 QUEST DIAGNOSTICS INC COMMON 74834L100 1,212 16,900 SH DEFINED 2,3 16,900 QUEST DIAGNOSTICS INC COMMON 74834L100 1,185 19,180 SH DEFINED 5 19,180 QUICKSILVER INC COMMON 74838C106 616 35,800 SH DEFINED 1 35,800 QUICKSILVER INC COMMON 74838C106 60 3,500 SH DEFINED 2 3,500 QUICKSILVER INC COMMON 74838C106 5 300 SH DEFINED 2,3 300 QUOVADX INC COMMON 74913K106 1,093 119,500 SH DEFINED 1 119,500 QWEST COMMUNICATIONS INTL INC COMMON 749121109 51,086 3,615,440 SH DEFINED 1 3,615,440 QWEST COMMUNICATIONS INTL INC COMMON 749121109 2,056 145,500 SH DEFINED 2 145,500 RADIAN GROUP INC COMMON 750236101 83,761 1,950,196 SH DEFINED 1 1,950,196 RADIAN GROUP INC COMMON 750236101 24,473 569,800 SH DEFINED 1,2 569,800 RADIAN GROUP INC COMMON 750236101 606 14,100 SH DEFINED 1,4 14,100 RADIAN GROUP INC COMMON 750236101 2,319 54,000 SH DEFINED 2 54,000 RADIAN GROUP INC COMMON 750236101 193 4,500 SH DEFINED 2,3 4,500 RADIAN GROUP INC COMMON 750236101 5,323 138,984 SH DEFINED 5 138,984 RADIO ONE INC COMMON 75040P108 5,541 300,000 SH DEFINED 1 300,000 RADIO ONE INC COMMON 75040P108 68 3,700 SH DEFINED 2 3,700 RADIO ONE INC CL D COMMON 75040P405 4,773 265,000 SH DEFINED 1 265,000 RADIO ONE INC CL D COMMON 75040P405 77 4,300 SH DEFINED 2 4,300 RAILAMERICA INC WTS 144A COMMON 75075M111 899 17,900 SH DEFINED 1 17,900 RAILAMERICA INC WTS 144A COMMON 75075M111 3 50 SH DEFINED 2 50 RAILAMERICA INC WTS 144A COMMON 75075M111 3 50 SH DEFINED 2,3 50 RARE HOSPITALITY INTERNATIONAL INC COMMON 753820109 4,846 215,000 SH DEFINED 1 215,000 RARE HOSPITALITY INTERNATIONAL INC COMMON 753820109 77 3,400 SH DEFINED 2 3,400 RAYMOND JAMES FINANCIAL INC COMMON 754730109 10,656 300,000 SH DEFINED 1 300,000

Page 88 / 117 RAYTHEON CO COMMON 755111507 13,615 419,300 SH DEFINED 1 419,300 RAYTHEON CO COMMON 755111507 127 3,900 SH DEFINED 2 3,900 RAYTHEON CO COMMON 755111507 1,597 48,746 SH DEFINED 5 48,746 RED HAT INC COMMON 756577102 1,598 225,000 SH DEFINED 1 225,000 RED HAT INC COMMON 756577102 25 3,500 SH DEFINED 2 3,500 REEBOK INTL LTD COMMON 758110100 1,060 40,000 SH DEFINED 1 40,000 REEBOK INTL LTD COMMON 758110100 21 800 SH DEFINED 6 800 REHABCARE GROUP INC COMMON 759148109 16,872 570,000 SH DEFINED 1 570,000 RELIANT ENERGY CVT 2 9/15/29 CONVERT 75952J207 874 17,000 SH DEFINED 1 17,000 RELIANT ENERGY INC COMMON 75952J108 4,904 184,900 SH DEFINED 1 184,900 RELIANT RESOURCES INC COMMON 75952B105 14,362 869,900 SH DEFINED 1 869,900 RELIANT RESOURCES INC COMMON 75952B105 31 1,900 SH DEFINED 2,3 1,900 REMEC INC COMMON 759543101 1,998 200,000 SH DEFINED 1 200,000 REMEC INC COMMON 759543101 33 3,300 SH DEFINED 2 3,300 RENAISSANCE LEARNING INC COMMON 75968L105 4,510 148,000 SH DEFINED 1 148,000 RENAISSANCE LEARNING INC COMMON 75968L105 15 500 SH DEFINED 6 500 RENAL CARE GROUP INC. COMMON 759930100 5,618 175,000 SH DEFINED 1 175,000 RENAL CARE GROUP INC. COMMON 759930100 16 500 SH DEFINED 6 500 RENT-A-CENTER INC COMMON 76009N100 5,193 154,700 SH DEFINED 1 154,700 RENT-A-CENTER INC COMMON 76009N100 57 1,700 SH DEFINED 2 1,700 RENTOKIL INITIAL ADR COMMON 760125104 24 1,304 SH DEFINED 5 1,304 REPUBLIC SERVICES INC COMMON 760759100 27,942 1,399,200 SH DEFINED 1 1,399,200 REPUBLIC SERVICES INC COMMON 760759100 130 6,500 SH DEFINED 2 6,500 REPUBLIC SERVICES INC COMMON 760759100 1,225 70,992 SH DEFINED 5 70,992 RESORT AT SUMMERLIN WTS EXP 12/15/07 COMMON 754053114 0 21,665 SH DEFINED 1 21,665

Page 89 / 117 RESPIRONICS INC COMMON 761230101 523 15,100 SH DEFINED 1 15,100 RESPIRONICS INC COMMON 761230101 7 200 SH DEFINED 2,3 200 RETEK INC COMMON 76128Q109 992 33,200 SH DEFINED 1 33,200 RETEK INC COMMON 76128Q109 12 400 SH DEFINED 2,3 400 RF MICRO DEVICES INC COMMON 749941100 67,761 3,523,700 SH DEFINED 1 3,523,700 RF MICRO DEVICES INC COMMON 749941100 1,679 87,300 SH DEFINED 1,4 87,300 RF MICRO DEVICES INC COMMON 749941100 4,990 259,510 SH DEFINED 2 259,510 RF MICRO DEVICES INC COMMON 749941100 275 14,300 SH DEFINED 2,3 14,300 RF MICRO DEVICES INC COMMON 749941100 105 4,324 SH DEFINED 5 4,324 RF MICRO DEVICES INC COMMON 749941100 12 600 SH DEFINED 6 600 RIBOZYME PHARMACEUTICALS INC COMMON 762567105 10 2,200 SH DEFINED 1 2,200 RICOH LTD ADR COMMON 765658307 44 486 SH DEFINED 5 486 RIVER STONE CVT 144A CONVERT 769320AA0 4,565 4,000,000 PRN DEFINED 1 4,000,000 RIVERDEEP GROUP PLC ADR COMMON 76870Q109 190 11,300 SH DEFINED 1 11,300 RJ REYNOLDS TOBACCO HOLDINGS COMMON 76182K105 1,689 30,000 SH DEFINED 1 30,000 ROBERT HALF INTL INC COMMON 770323103 147,328 5,517,900 SH DEFINED 1 5,517,900 ROBERT HALF INTL INC COMMON 770323103 5,340 200,000 SH DEFINED 1,2 200,000 ROBERT HALF INTL INC COMMON 770323103 304 11,400 SH DEFINED 1,4 11,400 ROBERT HALF INTL INC COMMON 770323103 8,704 326,010 SH DEFINED 2 326,010 ROBERT HALF INTL INC COMMON 770323103 718 26,900 SH DEFINED 2,3 26,900 ROBERT HALF INTL INC COMMON 770323103 6,504 241,344 SH DEFINED 5 241,344 ROCHE HLDGS INC CVT SER REGS 144A CONVERT 771196AG7 478 650,000 PRN DEFINED 1 650,000 ROGERS COMMUNICATIONS CL B COMMON 775109200 2,154 128,200 SH DEFINED 1,4 128,200 ROHM & HAAS CO COMMON 775371107 7,522 217,200 SH DEFINED 1 217,200 ROHM & HAAS CO COMMON 775371107 69 2,000 SH DEFINED 2 2,000 ROHM & HAAS CO COMMON 775371107 1,032 29,072 SH DEFINED 5 29,072

Page 90 / 117 ROSS STORES INC COMMON 778296103 26,864 837,400 SH DEFINED 1 837,400 ROSS STORES INC COMMON 778296103 48,120 1,500,000 SH DEFINED 1,2 1,500,000 ROSS STORES INC COMMON 778296103 3,545 110,500 SH DEFINED 1,4 110,500 ROSS STORES INC COMMON 778296103 3,593 112,000 SH DEFINED 2 112,000 ROSS STORES INC COMMON 778296103 241 7,500 SH DEFINED 2,3 7,500 ROWAN COMPANIES INC COMMON 779382100 1,356 70,000 SH DEFINED 1 70,000 ROWAN COMPANIES INC COMMON 779382100 411 21,200 SH DEFINED 1,4 21,200 ROWAN COMPANIES INC COMMON 779382100 1,433 74,000 SH DEFINED 2 74,000 ROYAL BANK CANDA MONTREAL COMMON 780087102 21 680 SH DEFINED 5 680 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 19,983 1,233,500 SH DEFINED 1 1,233,500 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 28,350 1,750,000 SH DEFINED 1,2 1,750,000 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 810 50,000 SH DEFINED 1,4 50,000 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 130 8,000 SH DEFINED 2 8,000 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 70 4,300 SH DEFINED 2,3 4,300 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 41 2,668 SH DEFINED 5 2,668 ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 471 9,600 SH DEFINED 1 9,600 ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 167 3,400 SH DEFINED 1,4 3,400 RURAL CELLULAR CORP COMMON 781904107 1,113 50,000 SH DEFINED 1 50,000 RURAL CELLULAR CORP COMMON 781904107 18 800 SH DEFINED 2 800 RYANAIR HOLDINGS ADR COMMON 783513104 17,063 532,400 SH DEFINED 1 532,400 RYANAIR HOLDINGS ADR COMMON 783513104 35 1,100 SH DEFINED 1,4 1,100 RYANAIR HOLDINGS ADR COMMON 783513104 24 740 SH DEFINED 2,3 740 RYANAIR HOLDINGS ADR COMMON 783513104 51 884 SH DEFINED 5 884 RYLAND GROUP INC COMMON 783764103 5,124 70,000 SH DEFINED 1 70,000 S & P 500 DEPOSITORY RECEIPT COMMON 78462F103 457 4,000 SH DEFINED 2,3 4,000 S & P 500 DEPOSITORY RECEIPT COMMON 78462F103 34 294 SH DEFINED 5 294

Page 91 / 117 SAFEWAY INC COMMON 786514208 391,815 9,384,800 SH DEFINED 1 9,384,800 SAFEWAY INC COMMON 786514208 64,713 1,550,000 SH DEFINED 1,2 1,550,000 SAFEWAY INC COMMON 786514208 17,510 419,400 SH DEFINED 2 419,400 SAFEWAY INC COMMON 786514208 267 6,400 SH DEFINED 2,3 6,400 SAFEWAY INC COMMON 786514208 524 11,754 SH DEFINED 5 11,754 SANGSTAT MEDICAL CORP COMMON 801003104 9,070 461,800 SH DEFINED 1 461,800 SANGSTAT MEDICAL CORP COMMON 801003104 96 4,900 SH DEFINED 2 4,900 SANMINA-SCI CORP COMMON 800907107 92,692 4,657,900 SH DEFINED 1 4,657,900 SANMINA-SCI CORP COMMON 800907107 70,645 3,550,000 SH DEFINED 1,2 3,550,000 SANMINA-SCI CORP COMMON 800907107 627 31,500 SH DEFINED 1,4 31,500 SANMINA-SCI CORP COMMON 800907107 14,296 718,390 SH DEFINED 2 718,390 SANMINA-SCI CORP COMMON 800907107 308 15,500 SH DEFINED 2,3 15,500 SANMINA-SCI CORP COMMON 800907107 287 13,410 SH DEFINED 5 13,410 SATYAM COMPUTER SERVICES-ADR COMMON 804098101 3,973 361,800 SH DEFINED 1 361,800 SATYAM COMPUTER SERVICES-ADR COMMON 804098101 21 1,900 SH DEFINED 1,4 1,900 SATYAM COMPUTER SERVICES-ADR COMMON 804098101 11 1,000 SH DEFINED 2,3 1,000 SAXON CAPITAL AQUISITION 144A COMMON 80556P104 4,050 400,000 SH DEFINED 1 400,000 SBC COMMUNICATIONS INC COMMON 78387G103 132,966 3,394,590 SH DEFINED 1 3,394,590 SBC COMMUNICATIONS INC COMMON 78387G103 39,170 1,000,000 SH DEFINED 1,2 1,000,000 SBC COMMUNICATIONS INC COMMON 78387G103 11,269 287,700 SH DEFINED 2 287,700 SBC COMMUNICATIONS INC COMMON 78387G103 503 13,444 SH DEFINED 5 13,444 SBS TECHNOLOGIES INC COMMON 78387P103 1,457 100,000 SH DEFINED 1 100,000 SBS TECHNOLOGIES INC COMMON 78387P103 23 1,600 SH DEFINED 2 1,600 SCANSOURCE INC COMMON 806037107 4,046 85,000 SH DEFINED 1 85,000 SCANSOURCE INC COMMON 806037107 67 1,400 SH DEFINED 2 1,400 SCHERING PLOUGH CORP COMMON 806605101 433 12,114 SH DEFINED 5 12,114 SCHERING-PLOUGH CORP COMMON 806605101 197,875 5,525,700 SH DEFINED 1 5,525,700 SCHERING-PLOUGH CORP COMMON 806605101 41,182 1,150,000 SH DEFINED 1,2 1,150,000 SCHERING-PLOUGH CORP COMMON 806605101 7,160 199,950 SH DEFINED 2 199,950

Page 92 / 117 SCHLUMBERGER LTD COMMON 806857108 36,108 657,100 SH DEFINED 1 657,100 SCHLUMBERGER LTD COMMON 806857108 8,199 149,200 SH DEFINED 1,4 149,200 SCHLUMBERGER LTD COMMON 806857108 3,335 60,700 SH DEFINED 2 60,700 SCHWAB (CHARLES) CORP COMMON 808513105 3,481 225,000 SH DEFINED 1 225,000 SCHWAB (CHARLES) CORP COMMON 808513105 331 21,400 SH DEFINED 1,4 21,400 SCHWAB (CHARLES) CORP COMMON 808513105 1,245 80,500 SH DEFINED 2 80,500 SCHWAB (CHARLES) CORP COMMON 808513105 15 950 SH DEFINED 6 950 SCIENTIFIC ATLANTA INC COMMON 808655104 35,989 1,503,300 SH DEFINED 1 1,503,300 SCIENTIFIC ATLANTA INC COMMON 808655104 718 30,000 SH DEFINED 1,4 30,000 SCIENTIFIC ATLANTA INC COMMON 808655104 5,341 223,090 SH DEFINED 2 223,090 SCIENTIFIC ATLANTA INC COMMON 808655104 259 10,800 SH DEFINED 2,3 10,800 SCIENTIFIC ATLANTA INC COMMON 808655104 82 3,054 SH DEFINED 5 3,054 SEACHANGE INTERNATIONAL INC COMMON 811699107 14,330 420,000 SH DEFINED 1 420,000 SEACHANGE INTERNATIONAL INC COMMON 811699107 92 2,700 SH DEFINED 2 2,700 SEACHANGE INTERNATIONAL INC COMMON 811699107 14 400 SH DEFINED 6 400 SECURE COMPUTING CORP COMMON 813705100 32,652 1,588,900 SH DEFINED 1 1,588,900 SECURE COMPUTING CORP COMMON 813705100 72 3,500 SH DEFINED 1,4 3,500 SECURE COMPUTING CORP COMMON 813705100 2,387 116,160 SH DEFINED 2 116,160 SECURE COMPUTING CORP COMMON 813705100 199 9,700 SH DEFINED 2,3 9,700 SEI CORP COMMON 784117103 51,962 1,151,900 SH DEFINED 1 1,151,900 SEI CORP COMMON 784117103 844 18,700 SH DEFINED 1,4 18,700 SEI CORP COMMON 784117103 5,725 126,910 SH DEFINED 2 126,910 SEI CORP COMMON 784117103 244 5,400 SH DEFINED 2,3 5,400 SEI CORP COMMON 784117103 66 1,628 SH DEFINED 5 1,628 SELECT MEDICAL CORP COMMON 816196109 7,321 455,300 SH DEFINED 1 455,300 SELECT MEDICAL CORP COMMON 816196109 39 2,400 SH DEFINED 2 2,400 SEMPRA ENERGY COMMON 816851109 3,314 135,000 SH DEFINED 1 135,000

Page 93 / 117 SEMTECH CORP COMMON 816850101 73,586 2,061,800 SH DEFINED 1 2,061,800 SEMTECH CORP COMMON 816850101 35,172 985,500 SH DEFINED 1,2 985,500 SEMTECH CORP COMMON 816850101 1,024 28,690 SH DEFINED 1,4 28,690 SEMTECH CORP COMMON 816850101 6,437 180,370 SH DEFINED 2 180,370 SEMTECH CORP COMMON 816850101 635 17,800 SH DEFINED 2,3 17,800 SEMTECH CORP COMMON 816850101 89 2,312 SH DEFINED 5 2,312 SEMTECH CORP COMMON 816850101 21 600 SH DEFINED 6 600 SEPRACOR INC COMMON 817315104 57 1,000 SH DEFINED 1 1,000 SEQUENOM INC COMMON 817337108 53 5,000 SH DEFINED 1 5,000 SERENA SOFTWARE INC COMMON 817492101 367 16,900 SH DEFINED 1 16,900 SERENA SOFTWARE INC COMMON 817492101 4 200 SH DEFINED 2,3 200 SERONO S A COMMON 81752M101 77 3,638 SH DEFINED 5 3,638 SERVICE CORP INTL CVT CONVERT 817565AU8 4,969 5,000,000 PRN DEFINED 1 5,000,000 SERVICE CORP INTL CVT CONVERT 817565AU8 10 10,000 PRN DEFINED 6 10,000 SHAW COMMUNICATIONS INC CL B COMMON 82028K200 19 898 SH DEFINED 5 898 SHAW GROUP INC COMMON 820280105 63,335 2,695,100 SH DEFINED 1 2,695,100 SHAW GROUP INC COMMON 820280105 4,370 185,950 SH DEFINED 1,4 185,950 SHAW GROUP INC COMMON 820280105 8,432 358,800 SH DEFINED 2 358,800 SHAW GROUP INC COMMON 820280105 374 15,900 SH DEFINED 2,3 15,900 SHAW GROUP INC COMMON 820280105 58 2,460 SH DEFINED 5 2,460 SHAW GROUP INC COMMON 820280105 31 1,300 SH DEFINED 6 1,300 SHAW GROUP INC COMMON 820280105 35 1,500 CALL DEFINED 6 1,500 SHAW GROUP INC CVT CONVERT 820280AC9 3,741 7,300,000 PRN DEFINED 1 7,300,000 SHAW GROUP INC CVT CONVERT 820280AC9 103 200,000 PRN DEFINED 2 200,000 SHELL TRANS & TRADING LTD COMMON 822703609 52 1,238 SH DEFINED 5 1,238

Page 94 / 117 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 5,128 140,100 SH DEFINED 1 140,100 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 28,508 778,900 SH DEFINED 1,2 778,900 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 355 9,700 SH DEFINED 1,4 9,700 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 3,429 93,700 SH DEFINED 2 93,700 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 143 3,900 SH DEFINED 2,3 3,900 SICOR INC COMMON 825846108 6,194 395,000 SH DEFINED 1 395,000 SICOR INC COMMON 825846108 2,733 174,300 SH DEFINED 1,4 174,300 SICOR INC COMMON 825846108 39 2,500 SH DEFINED 2 2,500 SIEBEL SYSTEMS INC COMMON 826170102 2,518 90,000 SH DEFINED 1 90,000 SIEBEL SYSTEMS INC COMMON 826170102 386 13,800 SH DEFINED 1,4 13,800 SIEBEL SYSTEMS INC COMMON 826170102 1,505 53,800 SH DEFINED 2 53,800 SIGMA-ALDRICH COMMON 826552101 1,379 35,000 SH DEFINED 1 35,000 SIGMA-ALDRICH COMMON 826552101 378 9,600 SH DEFINED 1,4 9,600 SIGMA-ALDRICH COMMON 826552101 1,458 37,000 SH DEFINED 2 37,000 SIMON PROPERTY GROUP INC COMMON 828806109 18 600 SH DEFINED 6 600 SIMPSON MANUFACTURING CO INC COMMON 829073105 11,878 207,300 SH DEFINED 1 207,300 SIMPSON MANUFACTURING CO INC COMMON 829073105 45 780 SH DEFINED 1,4 780 SIMPSON MANUFACTURING CO INC COMMON 829073105 1,491 26,020 SH DEFINED 2 26,020 SIMPSON MANUFACTURING CO INC COMMON 829073105 120 2,100 SH DEFINED 2,3 2,100 SIX FLAGS INC COMMON 83001P109 3,076 200,000 SH DEFINED 1 200,000 SK TELECOM CO LTD- SPONS ADR COMMON 78440P108 9,954 460,400 SH DEFINED 1 460,400 SK TELECOM CO LTD- SPONS ADR COMMON 78440P108 138 6,400 SH DEFINED 1,4 6,400 SK TELECOM CO LTD- SPONS ADR COMMON 78440P108 24 1,100 SH DEFINED 2,3 1,100 SK TELECOM CO LTD- SPONS ADR COMMON 78440P108 18 774 SH DEFINED 5 774 SKILSOFT CORP COMMON 83066P101 2,851 110,000 SH DEFINED 1 110,000 SKILSOFT CORP COMMON 83066P101 44 1,700 SH DEFINED 2 1,700 SKY NETWORK TELEVISION ADR COMMON 83080U102 89 5,400 SH DEFINED 1 5,400

Page 95 / 117 SMARTFORCE PLC ADR COMMON 83170A206 10,229 413,300 SH DEFINED 1 413,300 SMARTFORCE PLC ADR COMMON 83170A206 35 1,400 SH DEFINED 1,4 1,400 SMARTFORCE PLC ADR COMMON 83170A206 1,119 45,220 SH DEFINED 2 45,220 SMARTFORCE PLC ADR COMMON 83170A206 94 3,800 SH DEFINED 2,3 3,800 SMARTFORCE PLC ADR COMMON 83170A206 39 1,746 SH DEFINED 5 1,746 SMITH & NEPHEW P L C COMMON 83175M205 78 1,470 SH DEFINED 5 1,470 SMITH INTERNATIONAL INC COMMON 832110100 14,611 272,500 SH DEFINED 1 272,500 SMITH INTERNATIONAL INC COMMON 832110100 614 11,450 SH DEFINED 1,4 11,450 SMITH INTERNATIONAL INC COMMON 832110100 2,284 42,600 SH DEFINED 2 42,600 SMITHFIELD FOODS INC COMMON 832248108 934 42,400 SH DEFINED 1 42,400 SMITHFIELD FOODS INC COMMON 832248108 4,099 186,000 SH DEFINED 1,4 186,000 SMITHFIELD FOODS INC COMMON 832248108 57 2,600 SH DEFINED 2 2,600 SNAP-ON TOOLS CORP COMMON 833034101 12,128 360,300 SH DEFINED 1 360,300 SOLECTRON CORP COMMON 834182107 1,410 125,000 SH DEFINED 1 125,000 SOLECTRON CORP COMMON 834182107 395 35,000 SH DEFINED 1,4 35,000 SOLECTRON CORP COMMON 834182107 1,534 136,000 SH DEFINED 2 136,000 SONIC AUTOMOTIVE COMMON 83545G102 1,838 78,400 SH DEFINED 1 78,400 SONIC CORP COMMON 835451105 42,314 1,175,400 SH DEFINED 1 1,175,400 SONIC CORP COMMON 835451105 113 3,125 SH DEFINED 1,4 3,125 SONIC CORP COMMON 835451105 3,151 87,520 SH DEFINED 2 87,520 SONIC CORP COMMON 835451105 256 7,100 SH DEFINED 2,3 7,100 SONIC CORP COMMON 835451105 70 2,132 SH DEFINED 5 2,132 SONICWALL INC COMMON 835470105 55,917 2,876,400 SH DEFINED 1 2,876,400 SONICWALL INC COMMON 835470105 113 5,820 SH DEFINED 1,4 5,820 SONICWALL INC COMMON 835470105 4,015 206,540 SH DEFINED 2 206,540 SONICWALL INC COMMON 835470105 334 17,200 SH DEFINED 2,3 17,200 SONICWALL INC COMMON 835470105 25 1,300 SH DEFINED 6 1,300 SONUS NETWORKS INC COMMON 835916107 578 125,000 SH DEFINED 1 125,000

Page 96 / 117 SONY CORP SPON ADR COMMON 835699307 59 1,300 SH DEFINED 1,4 1,300 SOUTHERN CO COMMON 842587107 3,691 145,600 SH DEFINED 1 145,600 SOUTHTRUST CORP COMMON 844730101 1,288 52,200 SH DEFINED 1 52,200 SOUTHTRUST CORP COMMON 844730101 5,679 230,200 SH DEFINED 1,4 230,200 SOUTHTRUST CORP COMMON 844730101 79 3,200 SH DEFINED 2 3,200 SOUTHWEST AIRLINES CO COMMON 844741108 7,115 385,000 SH DEFINED 1 385,000 SOUTHWEST AIRLINES CO COMMON 844741108 16,632 900,000 SH DEFINED 1,2 900,000 SOUTHWEST AIRLINES CO COMMON 844741108 336 18,200 SH DEFINED 1,4 18,200 SOUTHWEST AIRLINES CO COMMON 844741108 1,209 65,400 SH DEFINED 2 65,400 SOUTHWEST AIRLINES CO COMMON 844741108 30 1,600 PUT DEFINED 6 1,600 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 24,605 812,850 SH DEFINED 1 812,850 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 76 2,500 SH DEFINED 1,4 2,500 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 2,029 67,040 SH DEFINED 2 67,040 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 166 5,500 SH DEFINED 2,3 5,500 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 49 1,788 SH DEFINED 5 1,788 SOVEREIGN BANCORP INC COMMON 845905108 13,260 1,083,300 SH DEFINED 1 1,083,300 SOVEREIGN BANCORP INC COMMON 845905108 61 5,000 SH DEFINED 2 5,000 SPECIALTY LABORATORIES INC COMMON 84749R100 4,536 165,000 SH DEFINED 1 165,000 SPECIALTY LABORATORIES INC COMMON 84749R100 74 2,700 SH DEFINED 2 2,700 SPINNAKER EXPLORATION CO COMMON 84855W109 5,351 130,000 SH DEFINED 1 130,000 SPINNAKER EXPLORATION CO COMMON 84855W109 58 1,400 SH DEFINED 2 1,400 SPRINT CORP (PCS GROUP) COMMON 852061506 410,149 16,802,500 SH DEFINED 1 16,802,500 SPRINT CORP (PCS GROUP) COMMON 852061506 146,460 6,000,000 SH DEFINED 1,2 6,000,000 SPRINT CORP (PCS GROUP) COMMON 852061506 9,674 396,300 SH DEFINED 1,4 396,300 SPRINT CORP (PCS GROUP) COMMON 852061506 16,164 662,200 SH DEFINED 2 662,200 SPRINT CORP (PCS GROUP) COMMON 852061506 1,089 44,600 SH DEFINED 2,3 44,600 SPRINT CORP (PCS GROUP) COMMON 852061506 47 1,876 SH DEFINED 5 1,876

Page 97 / 117 SPX CORP COMMON 784635104 34,800 254,200 SH DEFINED 1 254,200 SPX CORP COMMON 784635104 465 3,400 SH DEFINED 1,4 3,400 SPX CORP COMMON 784635104 1,930 14,100 SH DEFINED 2 14,100 SPX CORP COMMON 784635104 1,986 16,346 SH DEFINED 5 16,346 ST JUDE MEDICAL INC COMMON 790849103 37,497 482,900 SH DEFINED 1 482,900 ST JUDE MEDICAL INC COMMON 790849103 71,112 915,800 SH DEFINED 1,2 915,800 ST JUDE MEDICAL INC COMMON 790849103 466 6,000 SH DEFINED 1,4 6,000 ST JUDE MEDICAL INC COMMON 790849103 1,483 19,100 SH DEFINED 2 19,100 ST JUDE MEDICAL INC COMMON 790849103 909 11,700 SH DEFINED 2,3 11,700 ST JUDE MEDICAL INC COMMON 790849103 48 648 SH DEFINED 5 648 ST PAUL CO INC COMMON 792860108 2,638 60,000 SH DEFINED 1 60,000 ST PAUL CO INC COMMON 792860108 6,596 150,000 SH DEFINED 1,2 150,000 ST PAUL CO INC COMMON 792860108 22 500 SH DEFINED 2 500 STANLEY WORKS COMMON 854616109 9,174 197,000 SH DEFINED 1 197,000 STANLEY WORKS COMMON 854616109 93 2,000 SH DEFINED 2 2,000 STANLEY WORKS COMMON 854616109 1,007 24,092 SH DEFINED 5 24,092 STAPLES INC COMMON 855030102 2,682 143,400 SH DEFINED 1 143,400 STAPLES INC COMMON 855030102 28,043 1,499,600 SH DEFINED 1,2 1,499,600 STAPLES INC COMMON 855030102 2,053 109,800 SH DEFINED 2 109,800 STAPLES INC COMMON 855030102 140 7,500 SH DEFINED 2,3 7,500 STARBUCKS CORP COMMON 855244109 42,080 2,208,900 SH DEFINED 1 2,208,900 STARBUCKS CORP COMMON 855244109 124 6,500 SH DEFINED 1,4 6,500 STARBUCKS CORP COMMON 855244109 3,868 203,030 SH DEFINED 2 203,030 STARBUCKS CORP COMMON 855244109 322 16,900 SH DEFINED 2,3 16,900 STARBUCKS CORP COMMON 855244109 92 5,216 SH DEFINED 5 5,216 STARR SURGICAL CO COMMON 852312305 426 110,600 SH DEFINED 1 110,600 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 75,165 2,518,100 SH DEFINED 1 2,518,100 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 8,955 300,000 SH DEFINED 1,2 300,000 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 1,018 34,100 SH DEFINED 1,4 34,100 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 1,627 54,500 SH DEFINED 2 54,500 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 4,034 148,622 SH DEFINED 5 148,622

Page 98 / 117 STATE STREET BOSTON CORP COMMON 857477103 37,118 710,400 SH DEFINED 1 710,400 STATE STREET BOSTON CORP COMMON 857477103 125,400 2,400,000 SH DEFINED 1,2 2,400,000 STATE STREET BOSTON CORP COMMON 857477103 9,583 183,400 SH DEFINED 2 183,400 STATE STREET BOSTON CORP COMMON 857477103 523 10,000 SH DEFINED 2,3 10,000 STELLENT INC COMMON 85856W105 1,100 37,200 SH DEFINED 1 37,200 STERICYCLE INC COMMON 858912108 61 1,000 SH DEFINED 1 1,000 STERIS CORP COMMON 859152100 5,938 325,000 SH DEFINED 1 325,000 STERIS CORP COMMON 859152100 51 2,800 SH DEFINED 2 2,800 STERLING BANCSHARES INC COMMON 858907108 1,409 112,500 SH DEFINED 1 112,500 STERLING BANCSHARES INC COMMON 858907108 24 1,900 SH DEFINED 2 1,900 STILWELL FINANCIAL INC COMMON 860831106 82,240 3,021,300 SH DEFINED 1 3,021,300 STILWELL FINANCIAL INC COMMON 860831106 68,050 2,500,000 SH DEFINED 1,2 2,500,000 STILWELL FINANCIAL INC COMMON 860831106 1,756 64,500 SH DEFINED 1,4 64,500 STILWELL FINANCIAL INC COMMON 860831106 163 6,000 SH DEFINED 2 6,000 STILWELL FINANCIAL INC COMMON 860831106 139 5,100 SH DEFINED 2,3 5,100 STORAGE TECHNOLOGY CORP COMMON 862111200 16,023 775,200 SH DEFINED 1 775,200 STORAGE TECHNOLOGY CORP COMMON 862111200 6 300 SH DEFINED 2,3 300 STRATOS LIGHTWAVE INC COMMON 863100103 2,153 350,000 SH DEFINED 1 350,000 SUMMA INDUSTRIES COMMON 86562T105 815 100,000 SH DEFINED 1 100,000 SUMMA INDUSTRIES COMMON 86562T105 13 1,600 SH DEFINED 2 1,600 SUN INTERNATIONAL HOTELS LTD. COMMON P8797T133 1,268 50,000 SH DEFINED 1 50,000 SUN INTERNATIONAL HOTELS LTD. COMMON P8797T133 20 800 SH DEFINED 2 800 SUN LIFE FINANCIAL SVCS CANADA COMMON 866796105 9,722 450,100 SH DEFINED 1,4 450,100

Page 99 / 117 SUN MICROSYSTEMS INC COMMON 866810104 90,328 7,319,900 SH DEFINED 1 7,319,900 SUN MICROSYSTEMS INC COMMON 866810104 14,401 1,167,000 CALL DEFINED 1 1,167,000 SUN MICROSYSTEMS INC COMMON 866810104 172,760 14,000,000 SH DEFINED 1,2 14,000,000 SUN MICROSYSTEMS INC COMMON 866810104 926 75,000 SH DEFINED 1,4 75,000 SUN MICROSYSTEMS INC COMMON 866810104 13,784 1,117,050 SH DEFINED 2 1,117,050 SUN MICROSYSTEMS INC COMMON 866810104 813 65,900 SH DEFINED 2,3 65,900 SUN MICROSYSTEMS INC COMMON 866810104 368 29,862 SH DEFINED 5 29,862 SUN MICROSYSTEMS INC COMMON 866810104 19 1,500 CALL DEFINED 6 1,500 SUNGARD DATA SYSTEMS INC COMMON 867363103 159,199 5,502,900 SH DEFINED 1 5,502,900 SUNGARD DATA SYSTEMS INC COMMON 867363103 144,650 5,000,000 SH DEFINED 1,2 5,000,000 SUNGARD DATA SYSTEMS INC COMMON 867363103 10,454 361,360 SH DEFINED 1,4 361,360 SUNGARD DATA SYSTEMS INC COMMON 867363103 22,629 782,190 SH DEFINED 2 782,190 SUNGARD DATA SYSTEMS INC COMMON 867363103 1,542 53,300 SH DEFINED 2,3 53,300 SUNGARD DATA SYSTEMS INC COMMON 867363103 184 6,548 SH DEFINED 5 6,548 SUPREMA SPECIALITIES INC COMMON 86859F107 1,000 100,000 SH DEFINED 1 100,000 SWIFT TRANSPORTATION COMMON 870756103 1,613 75,000 SH DEFINED 1 75,000 SYLVAN LEARNING SYSTEMS INC COMMON 871399101 2,044 92,600 SH DEFINED 1 92,600 SYMANTEC CORP COMMON 871503108 9,777 147,400 SH DEFINED 1 147,400 SYMANTEC CORP COMMON 871503108 54,066 815,100 SH DEFINED 1,2 815,100 SYMANTEC CORP COMMON 871503108 597 9,000 SH DEFINED 2,3 9,000 SYMBOL TECHNOLOGIES INC COMMON 871508107 15,753 992,000 SH DEFINED 1 992,000 SYMBOL TECHNOLOGIES INC COMMON 871508107 21 1,300 SH DEFINED 6 1,300 SYMMETRICOM INC COMMON 871543104 1,522 200,000 SH DEFINED 1 200,000 SYMMETRICOM INC COMMON 871543104 25 3,300 SH DEFINED 2 3,300 SYMYX TECHNOLOGIES INC COMMON 87155S108 418 19,700 SH DEFINED 1 19,700 SYNCOR INTL CORP DEL COMMON 87157J106 5,728 200,000 SH DEFINED 1 200,000

Page 100 / 117 SYSCO CORP COMMON 871829107 57,660 2,199,100 SH DEFINED 1 2,199,100 SYSCO CORP COMMON 871829107 17,043 650,000 SH DEFINED 1,2 650,000 SYSCO CORP COMMON 871829107 6,036 230,200 SH DEFINED 2 230,200 SYSCO CORP COMMON 871829107 390 15,872 SH DEFINED 5 15,872 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 45,352 2,641,364 SH DEFINED 1 2,641,364 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 84,306 4,910,100 SH DEFINED 1,2 4,910,100 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 1,166 67,932 SH DEFINED 1,4 67,932 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 118 6,900 SH DEFINED 2 6,900 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 964 56,170 SH DEFINED 2,3 56,170 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 98 6,164 SH DEFINED 5 6,164 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 17 1,000 SH DEFINED 6 1,000 TANOX INC COMMON 87588Q109 270 14,600 SH DEFINED 1 14,600 TANOX INC COMMON 87588Q109 4 200 SH DEFINED 2,3 200 TARGET CORP COMMON 87612E106 1,075,609 26,202,400 SH DEFINED 1 26,202,400 TARGET CORP COMMON 87612E106 143,675 3,500,000 SH DEFINED 1,2 3,500,000 TARGET CORP COMMON 87612E106 780 19,000 SH DEFINED 1,4 19,000 TARGET CORP COMMON 87612E106 28,891 703,800 SH DEFINED 2 703,800 TARGET CORP COMMON 87612E106 242 5,900 SH DEFINED 2,3 5,900 TARGET CORP COMMON 87612E106 7,434 198,026 SH DEFINED 5 198,026 TARO PHARMACEUTICAL IND COMMON M8737E108 37,512 938,980 SH DEFINED 1 938,980 TARO PHARMACEUTICAL IND COMMON M8737E108 500 12,520 SH DEFINED 1,4 12,520 TARO PHARMACEUTICAL IND COMMON M8737E108 76 1,900 SH DEFINED 2 1,900 TCF FINANCIAL CORP COMMON 872275102 24,700 514,800 SH DEFINED 1 514,800 TCF FINANCIAL CORP COMMON 872275102 67 1,400 SH DEFINED 1,4 1,400 TCF FINANCIAL CORP COMMON 872275102 2,232 46,510 SH DEFINED 2 46,510 TCF FINANCIAL CORP COMMON 872275102 182 3,800 SH DEFINED 2,3 3,800 TECH DATA CORPORATION COMMON 878237106 4,328 100,000 SH DEFINED 1 100,000 TECH DATA CORPORATION COMMON 878237106 17 400 SH DEFINED 6 400

Page 101 / 117 TECHNE CORP COMMON 878377100 15,816 429,200 SH DEFINED 1 429,200 TECHNE CORP COMMON 878377100 38 1,040 SH DEFINED 1,4 1,040 TECHNE CORP COMMON 878377100 1,334 36,210 SH DEFINED 2 36,210 TECHNE CORP COMMON 878377100 107 2,900 SH DEFINED 2,3 2,900 TECHNITROL INC COMMON 878555101 1,630 59,000 SH DEFINED 1 59,000 TEKTRONIX INC COMMON 879131100 50,988 1,977,800 SH DEFINED 1 1,977,800 TEKTRONIX INC COMMON 879131100 822 31,900 SH DEFINED 1,4 31,900 TEKTRONIX INC COMMON 879131100 5,306 205,820 SH DEFINED 2 205,820 TEKTRONIX INC COMMON 879131100 209 8,100 SH DEFINED 2,3 8,100 TELEFONICA S A COMMON 879382208 32 808 SH DEFINED 5 808 TELEFONOS DE MEXICO ADR COMMON 879403780 31,043 886,436 SH DEFINED 1 886,436 TELEFONOS DE MEXICO ADR COMMON 879403780 12,847 366,860 SH DEFINED 1,4 366,860 TELEFONOS DE MEXICO ADR COMMON 879403780 182 5,200 SH DEFINED 2 5,200 TELEFONOS DE MEXICO ADR COMMON 879403780 154 4,400 SH DEFINED 2,3 4,400 TELEFONOS DE MEXICO ADR COMMON 879403780 28 836 SH DEFINED 5 836 TELEPHONE & DATA SYSTEMS COMMON 879433100 9,522 106,100 SH DEFINED 1 106,100 TELIK INC COMMON 87959M109 408 30,200 SH DEFINED 1 30,200 TELLABS INC COMMON 879664100 1,390 90,938 SH DEFINED 5 90,938 TELLIUM INC COMMON 87967E107 1,274 204,448 SH DEFINED 1 204,448 TELLIUM INC COMMON 87967E107 21 3,300 SH DEFINED 2 3,300 TENET HEALTHCARE CORP COMMON 88033G100 124,275 2,116,400 SH DEFINED 1 2,116,400 TENET HEALTHCARE CORP COMMON 88033G100 190,265 3,240,200 SH DEFINED 1,2 3,240,200 TENET HEALTHCARE CORP COMMON 88033G100 16,960 288,820 SH DEFINED 1,4 288,820 TENET HEALTHCARE CORP COMMON 88033G100 7,598 129,400 SH DEFINED 2 129,400 TENET HEALTHCARE CORP COMMON 88033G100 1,961 33,400 SH DEFINED 2,3 33,400 TENET HEALTHCARE CORP COMMON 88033G100 26 438 SH DEFINED 5 438 TENET HEALTHCARE CORP COMMON 88033G100 32 550 SH DEFINED 6 550

Page 102 / 117 TERADYNE INC COMMON 880770102 60,792 2,017,000 SH DEFINED 1 2,017,000 TERADYNE INC COMMON 880770102 157,117 5,212,900 SH DEFINED 1,2 5,212,900 TERADYNE INC COMMON 880770102 452 15,000 SH DEFINED 1,4 15,000 TERADYNE INC COMMON 880770102 9,015 299,100 SH DEFINED 2 299,100 TERADYNE INC COMMON 880770102 1,139 37,800 SH DEFINED 2,3 37,800 TEREX CORP COMMON 880779103 1,754 100,000 SH DEFINED 1 100,000 TESCO PLC COMMON 881575302 56 5,484 SH DEFINED 5 5,484 TETRA TECH INC COMMON 88162G103 87,288 4,384,125 SH DEFINED 1 4,384,125 TETRA TECH INC COMMON 88162G103 264 13,263 SH DEFINED 1,4 13,263 TETRA TECH INC COMMON 88162G103 7,795 391,499 SH DEFINED 2 391,499 TETRA TECH INC COMMON 88162G103 600 30,125 SH DEFINED 2,3 30,125 TETRA TECH INC COMMON 88162G103 152 6,010 SH DEFINED 5 6,010 TETRA TECHNOLOGIES INC COMMON 88162F105 2,095 100,000 SH DEFINED 1 100,000 TETRA TECHNOLOGIES INC COMMON 88162F105 34 1,600 SH DEFINED 2 1,600 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 127,358 2,066,500 SH DEFINED 1 2,066,500 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 92,445 1,500,000 SH DEFINED 1,2 1,500,000 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 19,007 308,410 SH DEFINED 1,4 308,410 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 9,818 159,300 SH DEFINED 2 159,300 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 838 13,600 SH DEFINED 2,3 13,600 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 1,044 17,838 SH DEFINED 5 17,838 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 20 325 SH DEFINED 6 325 TEXAS INSTRUMENTS INC COMMON 882508104 131,138 4,683,500 SH DEFINED 1 4,683,500 TEXAS INSTRUMENTS INC COMMON 882508104 70,000 2,500,000 SH DEFINED 1,2 2,500,000 TEXAS INSTRUMENTS INC COMMON 882508104 728 26,000 SH DEFINED 1,4 26,000 TEXAS INSTRUMENTS INC COMMON 882508104 7,734 276,200 SH DEFINED 2 276,200 TEXAS INSTRUMENTS INC COMMON 882508104 193 6,900 SH DEFINED 2,3 6,900 TEXAS INSTRUMENTS INC COMMON 882508104 339 10,568 SH DEFINED 5 10,568 TEXAS INSTRUMENTS INC COMMON 882508104 22 800 SH DEFINED 6 800 TEXTRON INC. COMMON 883203101 261 6,300 SH DEFINED 1 6,300

Page 103 / 117 THE BISYS GROUP INC COMMON 055472104 27,164 424,500 SH DEFINED 1 424,500 THE BISYS GROUP INC COMMON 055472104 339 5,300 SH DEFINED 2 5,300 THE BISYS GROUP INC COMMON 055472104 275 4,300 SH DEFINED 2,3 4,300 THE PMI GROUP INC COMMON 69344M101 5,662 84,500 SH DEFINED 1 84,500 THE TALBOTS INC COMMON 874161102 9,737 268,600 SH DEFINED 1 268,600 THE TALBOTS INC COMMON 874161102 48,339 1,333,500 SH DEFINED 1,2 1,333,500 THE TALBOTS INC COMMON 874161102 3,567 98,400 SH DEFINED 2 98,400 THE TALBOTS INC COMMON 874161102 243 6,700 SH DEFINED 2,3 6,700 THERASENSE INC COMMON 883381105 9,932 400,500 SH DEFINED 1 400,500 THERASENSE INC COMMON 883381105 82 3,300 SH DEFINED 2 3,300 THERASENSE INC COMMON 883381105 15 600 SH DEFINED 6 600 THERMA-WAVE INC COMMON 88343A108 1,865 125,000 SH DEFINED 1 125,000 THERMA-WAVE INC COMMON 88343A108 31 2,100 SH DEFINED 2 2,100 THERMO ELECTRON CORP COMMON 883556102 95 4,000 SH DEFINED 1 4,000 THORATEC CORP COMMON 885175307 97 5,700 SH DEFINED 1 5,700 TIER TECHNOLOGIES INC CL B COMMON 88650Q100 13,475 625,000 SH DEFINED 1 625,000 TIER TECHNOLOGIES INC CL B COMMON 88650Q100 22 1,000 SH DEFINED 6 1,000 TIFFANY & CO COMMON 886547108 3,619 115,000 SH DEFINED 1 115,000 TIFFANY & CO COMMON 886547108 9,441 300,000 SH DEFINED 1,2 300,000 TIFFANY & CO COMMON 886547108 16 500 SH DEFINED 2 500 TITAN CORP COMMON 888266103 18,156 727,700 SH DEFINED 1 727,700 TITAN CORP COMMON 888266103 45 1,800 SH DEFINED 2 1,800 TITAN PHARMACEUTICALS INC COMMON 888314101 7,662 781,052 SH DEFINED 1 781,052 TIVO INC COMMON 888706108 3,275 500,000 SH DEFINED 1 500,000 TIVO INC COMMON 888706108 32 4,900 SH DEFINED 2 4,900 TIVO INC COMMON 888706108 20 3,000 SH DEFINED 6 3,000

Page 104 / 117 TJX COMPANIES INC COMMON 872540109 12,947 324,800 SH DEFINED 1 324,800 TJX COMPANIES INC COMMON 872540109 120,768 3,029,800 SH DEFINED 1,2 3,029,800 TJX COMPANIES INC COMMON 872540109 395 9,900 SH DEFINED 1,4 9,900 TJX COMPANIES INC COMMON 872540109 10,280 257,900 SH DEFINED 2 257,900 TJX COMPANIES INC COMMON 872540109 606 15,200 SH DEFINED 2,3 15,200 TOLL BROTHERS, INC. COMMON 889478103 2,195 50,000 SH DEFINED 1 50,000 TOLL BROTHERS, INC. COMMON 889478103 35 800 SH DEFINED 2 800 TOLLGRADE COMMUNICATIONS INC COMMON 889542106 3,669 110,000 SH DEFINED 1 110,000 TOLLGRADE COMMUNICATIONS INC COMMON 889542106 57 1,700 SH DEFINED 2 1,700 TOO INC COMMON 890333107 25,867 940,600 SH DEFINED 1 940,600 TOO INC COMMON 890333107 78 2,840 SH DEFINED 1,4 2,840 TOO INC COMMON 890333107 2,224 80,890 SH DEFINED 2 80,890 TOO INC COMMON 890333107 182 6,600 SH DEFINED 2,3 6,600 TOO INC COMMON 890333107 60 2,058 SH DEFINED 5 2,058 TOTAL FINA ELF S A COMMON 89151E109 58 910 SH DEFINED 5 910 TOWER AUTOMOTIVE INC COMMON 891707101 1,521 168,400 SH DEFINED 1 168,400 TOYOTA MOTOR CORP ADR COMMON 892331307 13 258 SH DEFINED 5 258 TRANSKARYOTIC THERAPIES INC COMMON 893735100 7,862 183,700 SH DEFINED 1 183,700 TRANSKARYOTIC THERAPIES INC COMMON 893735100 407 9,500 SH DEFINED 1,4 9,500 TRANSKARYOTIC THERAPIES INC COMMON 893735100 26 600 SH DEFINED 2 600 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 273,865 8,097,721 SH DEFINED 1 8,097,721 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 25,365 750,000 SH DEFINED 1,2 750,000 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 1,779 52,600 SH DEFINED 1,4 52,600 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 2,455 72,600 SH DEFINED 2 72,600 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 7,406 261,706 SH DEFINED 5 261,706 TRANSWITCH CORP COMMON 894065101 675 150,000 SH DEFINED 1 150,000 TRANSWITCH CORP CVT 144A NTS 4.5 CONVERT 894065AA9 738 1,250,000 PRN DEFINED 1 1,250,000

Page 105 / 117 TRAVELCENTERS OF AMERICA WTS 144A COMMON 894172113 154 15,000 SH DEFINED 1 15,000 TRAVELOCITY.COM INC COMMON 893953109 772 26,900 SH DEFINED 1 26,900 TRAVELOCITY.COM INC COMMON 893953109 3,373 117,500 SH DEFINED 1,4 117,500 TRAVELOCITY.COM INC COMMON 893953109 46 1,600 SH DEFINED 2 1,600 TREND MICRO NEW SPONS ADR COMMON 89486M206 46 1,768 SH DEFINED 5 1,768 TRIAD HOSPITALS INC COMMON 89579K109 79,990 2,725,400 SH DEFINED 1 2,725,400 TRIAD HOSPITALS INC COMMON 89579K109 851 29,000 SH DEFINED 1,4 29,000 TRIAD HOSPITALS INC COMMON 89579K109 3,200 109,030 SH DEFINED 2 109,030 TRIAD HOSPITALS INC COMMON 89579K109 45 1,636 SH DEFINED 5 1,636 TRIARC CO COMMON 895927101 8,218 338,200 SH DEFINED 1,4 338,200 TRIBUNE CVT 2.00 05/18/2029 CONVERT 896047305 61 700 SH DEFINED 1 700 TRICON GLOBAL RESTAURANTS INC COMMON 895953107 88,459 1,797,950 SH DEFINED 1 1,797,950 TRICON GLOBAL RESTAURANTS INC COMMON 895953107 76,506 1,555,000 SH DEFINED 1,2 1,555,000 TRICON GLOBAL RESTAURANTS INC COMMON 895953107 3,734 75,900 SH DEFINED 2 75,900 TRICON GLOBAL RESTAURANTS INC COMMON 895953107 531 10,800 SH DEFINED 2,3 10,800 TRICON GLOBAL RESTAURANTS INC COMMON 895953107 6,467 136,298 SH DEFINED 5 136,298 TRIGON HEALTHCARE INC COMMON 89618L100 69 1,000 SH DEFINED 1 1,000 TRIKON TECHNOLOGIES INC COMMON 896187408 1,469 125,000 SH DEFINED 1 125,000 TRIKON TECHNOLOGIES INC COMMON 896187408 25 2,100 SH DEFINED 2 2,100 TRIMERIS INC COMMON 896263100 103 2,300 SH DEFINED 1 2,300 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 2,407 196,302 SH DEFINED 1 196,302 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 39 3,200 SH DEFINED 2 3,200 TTI TEAM TELECOM INTL LTD COMMON M88258104 90 3,600 SH DEFINED 1 3,600 TTR TECHNOLOGIES INC COMMON 87305U102 14 7,500 SH DEFINED 6 7,500

Page 106 / 117 TUBOS DE ACERO DE MEXICO-SP ADR COMMON 898592506 4,844 541,800 SH DEFINED 1 541,800 TUBOS DE ACERO DE MEXICO-SP ADR COMMON 898592506 21 2,300 SH DEFINED 1,4 2,300 TUESDAY MORNING CORP COMMON 899035505 1,597 88,300 SH DEFINED 1 88,300 TWEETER HOME ENTERTAINMENT GRP COMMON 901167106 4,640 160,000 SH DEFINED 1 160,000 TWEETER HOME ENTERTAINMENT GRP COMMON 901167106 78 2,700 SH DEFINED 2 2,700 TYCO INTERNATIONAL LTD COMMON 902124106 956,648 16,241,900 SH DEFINED 1 16,241,900 TYCO INTERNATIONAL LTD COMMON 902124106 282,467 4,795,700 SH DEFINED 1,2 4,795,700 TYCO INTERNATIONAL LTD COMMON 902124106 34,265 581,750 SH DEFINED 2 581,750 TYCO INTERNATIONAL LTD COMMON 902124106 1,508 25,600 SH DEFINED 2,3 25,600 TYCO INTERNATIONAL LTD COMMON 902124106 13,020 221,430 SH DEFINED 5 221,430 U S XPRESS ENTERPRISE INC COMMON 90338N103 31 3,400 SH DEFINED 1 3,400 U.S. PHYSICAL THERAPY INC COMMON 90337L108 898 55,600 SH DEFINED 1 55,600 UBIQUITEL OPERATING WTS 144A COMMON 903474112 1,399 27,980 SH DEFINED 1 27,980 UBIQUITEL OPERATING WTS 144A COMMON 903474112 1 20 SH DEFINED 2,3 20 ULTIMATE ELECTRONICS INC COMMON 903849107 3,000 100,000 SH DEFINED 1 100,000 ULTIMATE ELECTRONICS INC COMMON 903849107 48 1,600 SH DEFINED 2 1,600 ULTRA PETROLEUM CORP COMMON 903914109 1,827 300,000 SH DEFINED 1 300,000 ULTRA PETROLEUM CORP COMMON 903914109 11 1,800 SH DEFINED 6 1,800 ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 1,979 40,000 SH DEFINED 1 40,000 ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 8,673 175,290 SH DEFINED 1,4 175,290 ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 129 2,600 SH DEFINED 2 2,600 UNITED DEFENSE INDS INC COMMON 91018B104 4,736 225,000 SH DEFINED 1 225,000 UNITED MICROELECTRONICS ADR COMMON 910873207 12,000 1,250,000 SH DEFINED 1 1,250,000 UNITED MICROELECTRONICS ADR COMMON 910873207 960 100,000 SH DEFINED 1,4 100,000 UNITED NATURAL FOODS INC COMMON 911163103 6,250 250,000 SH DEFINED 1 250,000 UNITED NATURAL FOODS INC COMMON 911163103 103 4,100 SH DEFINED 2 4,100

Page 107 / 117 UNITED RENTALS INC COMMON 911363109 11,647 513,100 SH DEFINED 1 513,100 UNITED SURGICAL PARTNERS COMMON 913016309 5,964 282,000 SH DEFINED 1 282,000 UNITED TECHNOLOGIES CORP COMMON 913017109 79,223 1,225,800 SH DEFINED 1 1,225,800 UNITED TECHNOLOGIES CORP COMMON 913017109 32,315 500,000 SH DEFINED 1,2 500,000 UNITED TECHNOLOGIES CORP COMMON 913017109 8,030 124,250 SH DEFINED 2 124,250 UNITED TECHNOLOGIES CORP COMMON 913017109 240 3,982 SH DEFINED 5 3,982 UNITEDHEALTH GROUP INC COMMON 91324P102 694,190 9,809,100 SH DEFINED 1 9,809,100 UNITEDHEALTH GROUP INC COMMON 91324P102 174,851 2,470,700 SH DEFINED 1,2 2,470,700 UNITEDHEALTH GROUP INC COMMON 91324P102 8,753 123,680 SH DEFINED 1,4 123,680 UNITEDHEALTH GROUP INC COMMON 91324P102 21,472 303,400 SH DEFINED 2 303,400 UNITEDHEALTH GROUP INC COMMON 91324P102 1,210 17,100 SH DEFINED 2,3 17,100 UNITEDHEALTH GROUP INC COMMON 91324P102 4,226 59,140 SH DEFINED 5 59,140 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 7,962 270,000 SH DEFINED 1 270,000 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 130 4,400 SH DEFINED 2 4,400 UNIVERSAL HEALTH SERVICES B COMMON 913903100 65,342 1,527,400 SH DEFINED 1 1,527,400 UNIVERSAL HEALTH SERVICES B COMMON 913903100 16,748 391,500 SH DEFINED 1,2 391,500 UNIVERSAL HEALTH SERVICES B COMMON 913903100 411 9,600 SH DEFINED 1,4 9,600 UNIVERSAL HEALTH SERVICES B COMMON 913903100 1,583 37,000 SH DEFINED 2 37,000 UNIVERSAL HEALTH SERVICES B COMMON 913903100 175 4,100 SH DEFINED 2,3 4,100 UNIVERSITY OF PHOENIX ONLINE COMMON 037604204 957 29,350 SH DEFINED 1 29,350 UNIVERSITY OF PHOENIX ONLINE COMMON 037604204 13 400 SH DEFINED 2,3 400 UNIVISION COMMUNICATIONS-A COMMON 914906102 108,611 2,684,400 SH DEFINED 1 2,684,400 UNIVISION COMMUNICATIONS-A COMMON 914906102 128,699 3,180,900 SH DEFINED 1,2 3,180,900 UNIVISION COMMUNICATIONS-A COMMON 914906102 2,472 61,100 SH DEFINED 1,4 61,100 UNIVISION COMMUNICATIONS-A COMMON 914906102 19,374 478,840 SH DEFINED 2 478,840 UNIVISION COMMUNICATIONS-A COMMON 914906102 1,020 25,200 SH DEFINED 2,3 25,200 UNIVISION COMMUNICATIONS-A COMMON 914906102 140 3,926 SH DEFINED 5 3,926 UNIVISION COMMUNICATIONS-A COMMON 914906102 28 700 SH DEFINED 6 700

Page 108 / 117 UNUMPROVIDENT CORP COMMON 91529Y106 108,380 4,088,250 SH DEFINED 1 4,088,250 UNUMPROVIDENT CORP COMMON 91529Y106 53 2,000 SH DEFINED 2 2,000 UNUMPROVIDENT CORP COMMON 91529Y106 8,658 335,582 SH DEFINED 5 335,582 UROLOGIX INC COMMON 917273104 315 15,700 SH DEFINED 1 15,700 UROLOGIX INC COMMON 917273104 4 200 SH DEFINED 2,3 200 USA EDUCATION INC COMMON 90390U102 21,702 258,300 SH DEFINED 1 258,300 USA EDUCATION INC COMMON 90390U102 504 6,000 SH DEFINED 1,4 6,000 USA EDUCATION INC COMMON 90390U102 59 700 SH DEFINED 2 700 UTI WORLDWIDE INC COMMON G87210103 1,386 70,800 SH DEFINED 1 70,800 UTILICORP UNITED INC COMMON 918005109 13,854 550,400 SH DEFINED 1 550,400 UTILICORP UNITED INC COMMON 918005109 86 3,400 SH DEFINED 1,4 3,400 UTSTARCOM INC COMMON 918076100 75,146 2,636,700 SH DEFINED 1 2,636,700 UTSTARCOM INC COMMON 918076100 1,441 50,550 SH DEFINED 1,4 50,550 UTSTARCOM INC COMMON 918076100 9,590 336,480 SH DEFINED 2 336,480 UTSTARCOM INC COMMON 918076100 396 13,900 SH DEFINED 2,3 13,900 UTSTARCOM INC COMMON 918076100 134 5,588 SH DEFINED 5 5,588 V.I. TECHNOLOGIES INC COMMON 917920100 14 2,000 SH DEFINED 6 2,000 VALASSIS COMMUNICATIONS INC. COMMON 918866104 1,781 50,000 SH DEFINED 1 50,000 VALASSIS COMMUNICATIONS INC. COMMON 918866104 28 800 SH DEFINED 2 800 VALERO ENERGY CORP COMMON 91913Y100 13,655 358,200 SH DEFINED 1 358,200 VALERO ENERGY CORP COMMON 91913Y100 57 1,500 SH DEFINED 2 1,500 VALERO ENERGY CORP COMMON 91913Y100 891 25,444 SH DEFINED 5 25,444 VALSPAR CORP COMMON 920355104 1,066 27,012 SH DEFINED 5 27,012 VANS INC COMMON 921930103 7,440 584,000 SH DEFINED 1 584,000 VANS INC COMMON 921930103 28 2,200 SH DEFINED 1,4 2,200 VANS INC COMMON 921930103 930 73,010 SH DEFINED 2 73,010 VANS INC COMMON 921930103 79 6,200 SH DEFINED 2,3 6,200 VANS INC COMMON 921930103 67 4,760 SH DEFINED 5 4,760

Page 109 / 117 VARCO INTERNATONAL INC COMMON 922122106 18,380 1,227,000 SH DEFINED 1 1,227,000 VARCO INTERNATONAL INC COMMON 922122106 66 4,400 SH DEFINED 1,4 4,400 VARCO INTERNATONAL INC COMMON 922122106 1,943 129,700 SH DEFINED 2 129,700 VARCO INTERNATONAL INC COMMON 922122106 163 10,900 SH DEFINED 2,3 10,900 VARIAN INC COMMON 922206107 38,620 1,190,500 SH DEFINED 1 1,190,500 VARIAN INC COMMON 922206107 130 4,000 SH DEFINED 2 4,000 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 28,647 402,000 SH DEFINED 1 402,000 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 104 1,460 SH DEFINED 1,4 1,460 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 2,773 38,920 SH DEFINED 2 38,920 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 228 3,200 SH DEFINED 2,3 3,200 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 29,038 839,500 SH DEFINED 1 839,500 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 38 1,100 SH DEFINED 1,4 1,100 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 1,379 39,860 SH DEFINED 2 39,860 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 111 3,200 SH DEFINED 2,3 3,200 VCA ANTECH COMMON 918194101 1,970 162,500 SH DEFINED 1 162,500 VEECO INSTUMENTS INC COMMON 922417100 7,210 200,000 SH DEFINED 1 200,000 VEECO INSTUMENTS INC COMMON 922417100 2,704 75,000 SH DEFINED 1,4 75,000 VEECO INSTUMENTS INC COMMON 922417100 22 600 SH DEFINED 6 600 VENTANA MEDICAL SYSTEMS COMMON 92276H106 905 40,000 SH DEFINED 1 40,000 VENTAS INC. COMMON 92276F100 1,725 150,000 SH DEFINED 1 150,000 VENTAS INC. COMMON 92276F100 25 2,200 SH DEFINED 6 2,200 VERITAS SOFTWARE CORP COMMON 923436109 145,759 3,252,100 SH DEFINED 1 3,252,100 VERITAS SOFTWARE CORP COMMON 923436109 1,080 24,100 SH DEFINED 1,4 24,100 VERITAS SOFTWARE CORP COMMON 923436109 9,170 204,600 SH DEFINED 2 204,600 VERITAS SOFTWARE CORP COMMON 923436109 27 600 SH DEFINED 2,3 600 VERITAS SOFTWARE CORP COMMON 923436109 427 10,970 SH DEFINED 5 10,970 VERITAS SOFTWARE CORP COMMON 923436109 16 350 SH DEFINED 6 350 VERITAS SOFTWARE CVT CONVERT 923436AB5 9,928 2,100,000 PRN DEFINED 1 2,100,000 VERITAS SOFTWARE CVT CONVERT 923436AB5 28,365 6,000,000 PRN DEFINED 1,2 6,000,000

Page 110 / 117 VERIZON COMMUNICATIONS INC COMMON 92343V104 33,775 711,648 SH DEFINED 1 711,648 VERIZON COMMUNICATIONS INC COMMON 92343V104 5,553 117,000 SH DEFINED 1,4 117,000 VERIZON COMMUNICATIONS INC COMMON 92343V104 2,848 60,000 SH DEFINED 2 60,000 VERISIGN INC COMMON 92343E102 38,523 1,012,700 SH DEFINED 1 1,012,700 VERISIGN INC COMMON 92343E102 1,428 37,539 SH DEFINED 2 37,539 VERISIGN INC COMMON 92343E102 19 500 SH DEFINED 2,3 500 VERISIGN INC COMMON 92343E102 6 158 SH DEFINED 5 158 VERTEX PHARMACEUTICALS INC COMMON 92532F100 246 10,000 SH DEFINED 1 10,000 VESTA INSURANCE GROUP INC COMMON 925391104 754 94,200 SH DEFINED 1 94,200 VIACOM INC CL B COMMON 925524308 147,342 3,337,304 SH DEFINED 1 3,337,304 VIACOM INC CL B COMMON 925524308 165,563 3,750,000 SH DEFINED 1,2 3,750,000 VIACOM INC CL B COMMON 925524308 57 1,300 SH DEFINED 1,4 1,300 VIACOM INC CL B COMMON 925524308 20,330 460,483 SH DEFINED 2 460,483 VIACOM INC CL B COMMON 925524308 808 18,300 SH DEFINED 2,3 18,300 VIACOM INC CL B COMMON 925524308 352 8,074 SH DEFINED 5 8,074 VIACOM INC CL B COMMON 925524308 31 700 SH DEFINED 6 700 VIASYS HEALTHCARE INC COMMON 92553Q209 12 584 SH DEFINED 1 584 VIGNETTE CORPORATION COMMON 926734104 6,444 1,200,000 SH DEFINED 1 1,200,000 VIRAGE LOGIC CORP COMMON 92763R104 4,711 245,000 SH DEFINED 1 245,000 VIRAGE LOGIC CORP COMMON 92763R104 75 3,900 SH DEFINED 2 3,900 VISX INC COMMON 92844S105 2,981 225,000 SH DEFINED 1 225,000 VISX INC COMMON 92844S105 13 1,000 SH DEFINED 6 1,000 VODAFONE GROUP PLC SP ADR COMMON 92857W100 52,811 2,056,500 SH DEFINED 1 2,056,500 VODAFONE GROUP PLC SP ADR COMMON 92857W100 449 17,500 SH DEFINED 1,4 17,500 VODAFONE GROUP PLC SP ADR COMMON 92857W100 5,503 214,300 SH DEFINED 2 214,300 VODAFONE GROUP PLC SP ADR COMMON 92857W100 381 15,050 SH DEFINED 5 15,050 W.P. STEWART & CO LTD COMMON G84922106 1,834 70,000 SH DEFINED 1 70,000

Page 111 / 117 WADDELL & REED FINANCIAL CL A COMMON 930059100 54,183 1,682,700 SH DEFINED 1 1,682,700 WADDELL & REED FINANCIAL CL A COMMON 930059100 122 3,800 SH DEFINED 1,4 3,800 WADDELL & REED FINANCIAL CL A COMMON 930059100 6,432 199,750 SH DEFINED 2 199,750 WADDELL & REED FINANCIAL CL A COMMON 930059100 348 10,800 SH DEFINED 2,3 10,800 WADDELL & REED FINANCIAL CL A COMMON 930059100 6 238 SH DEFINED 5 238 WALGREEN CO COMMON 931422109 312,159 9,273,900 SH DEFINED 1 9,273,900 WALGREEN CO COMMON 931422109 106,029 3,150,000 SH DEFINED 1,2 3,150,000 WALGREEN CO COMMON 931422109 13,095 389,050 SH DEFINED 2 389,050 WALGREEN CO COMMON 931422109 337 10,000 SH DEFINED 2,3 10,000 WALGREEN CO COMMON 931422109 46 1,392 SH DEFINED 5 1,392 WAL-MART STORES INC COMMON 931142103 229,803 3,993,100 SH DEFINED 1 3,993,100 WAL-MART STORES INC COMMON 931142103 172,650 3,000,000 SH DEFINED 1,2 3,000,000 WAL-MART STORES INC COMMON 931142103 863 15,000 SH DEFINED 1,4 15,000 WAL-MART STORES INC COMMON 931142103 27,860 484,100 SH DEFINED 2 484,100 WAL-MART STORES INC COMMON 931142103 967 16,800 SH DEFINED 2,3 16,800 WAL MART STORES INC COMMON 931142103 1,021 18,522 SH DEFINED 5 18,522 WALT DISNEY CO COMMON 254687106 97,637 4,712,200 SH DEFINED 1 4,712,200 WALT DISNEY CO COMMON 254687106 46 2,200 SH DEFINED 2 2,200 WASHINGTON MUTUAL INC COMMON 939322103 15,093 461,550 SH DEFINED 1 461,550 WASHINGTON MUTUAL INC COMMON 939322103 16,350 500,000 SH DEFINED 1,2 500,000 WASHINGTON MUTUAL INC COMMON 939322103 7,418 226,850 SH DEFINED 1,4 226,850 WASHINGTON MUTUAL INC COMMON 939322103 142 4,350 SH DEFINED 2 4,350 WASTE MANAGEMENT INC COMMON 94106L109 348,405 10,918,367 SH DEFINED 1 10,918,367 WASTE MANAGEMENT INC COMMON 94106L109 63,820 2,000,000 SH DEFINED 1,2 2,000,000 WASTE MANAGEMENT INC COMMON 94106L109 6,053 189,700 SH DEFINED 2 189,700 WASTE MANAGEMENT INC COMMON 94106L109 239 7,500 SH DEFINED 2,3 7,500 WASTE MANAGEMENT INC COMMON 94106L109 14,692 501,422 SH DEFINED 5 501,422

Page 112 / 117 WATERS CORP COMMON 941848103 48,724 1,257,400 SH DEFINED 1 1,257,400 WATERS CORP COMMON 941848103 51,999 1,341,900 SH DEFINED 1,2 1,341,900 WATERS CORP COMMON 941848103 568 14,660 SH DEFINED 1,4 14,660 WATERS CORP COMMON 941848103 3,460 89,280 SH DEFINED 2 89,280 WATERS CORP COMMON 941848103 388 10,000 SH DEFINED 2,3 10,000 WATERS CORP COMMON 941848103 79 2,174 SH DEFINED 5 2,174 WATSON PHARMACEUTICALS COMMON 942683103 6,978 222,300 SH DEFINED 1 222,300 WATSON PHARMACEUTICALS COMMON 942683103 63 2,000 SH DEFINED 2 2,000 WATSON PHARMACEUTICALS COMMON 942683103 705 23,546 SH DEFINED 5 23,546 WEATHERFORD INTERNATIONAL INC COMMON 947074100 137,441 3,688,700 SH DEFINED 1 3,688,700 WEATHERFORD INTERNATIONAL INC COMMON 947074100 525 14,100 SH DEFINED 1,4 14,100 WEATHERFORD INTERNATIONAL INC COMMON 947074100 1,632 43,800 SH DEFINED 2 43,800 WEATHERFORD INTERNATIONAL INC COMMON 947074100 153 4,100 SH DEFINED 2,3 4,100 WEATHERFORD INTERNATIONAL INC COMMON 947074100 8,194 244,802 SH DEFINED 5 244,802 WEBEX COMMUNICATIONS INC COMMON 94767L109 3,248 130,700 SH DEFINED 1 130,700 WEBEX COMMUNICATIONS INC COMMON 94767L109 12 490 SH DEFINED 2,3 490 WEBSENSE INC COMMON 947684106 840 26,200 SH DEFINED 1 26,200 WEBSENSE INC COMMON 947684106 10 300 SH DEFINED 2,3 300 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 28,079 240,300 SH DEFINED 1 240,300 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 175,275 1,500,000 SH DEFINED 1,2 1,500,000 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 596 5,100 SH DEFINED 1,4 5,100 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 15,588 133,400 SH DEFINED 2 133,400 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 1,040 8,900 SH DEFINED 2,3 8,900 WELLS FARGO CO COMMON 949746101 75,347 1,734,100 SH DEFINED 1 1,734,100 WELLS FARGO CO COMMON 949746101 30,415 700,000 SH DEFINED 1,2 700,000 WELLS FARGO CO COMMON 949746101 5,596 128,800 SH DEFINED 2 128,800 WENDY'S INTL COMMON 950590109 9,127 312,900 SH DEFINED 1 312,900 WENDY'S INTL COMMON 950590109 58,019 1,989,000 SH DEFINED 1,2 1,989,000 WENDY'S INTL COMMON 950590109 298 10,200 SH DEFINED 2 10,200 WENDY'S INTL COMMON 950590109 575 19,700 SH DEFINED 2,3 19,700

Page 113 / 117 WESTCOAST ENERGY INC COMMON 95751D102 1,385 52,400 SH DEFINED 1 52,400 WESTERN DIGITAL CORP COMMON 958102105 2,734 436,100 SH DEFINED 1 436,100 WESTERN DIGITAL CORP COMMON 958102105 3 500 SH DEFINED 2,3 500 WESTERN WIRELESS CORP CL A COMMON 95988E204 2,825 100,000 SH DEFINED 1 100,000 WESTERN WIRELESS CORP CL A COMMON 95988E204 401 14,200 SH DEFINED 1,4 14,200 WESTERN WIRELESS CORP CL A COMMON 95988E204 1,480 52,400 SH DEFINED 2 52,400 WET SEAL INC CL-A COMMON 961840105 3,533 150,000 SH DEFINED 1 150,000 WET SEAL INC CL-A COMMON 961840105 59 2,500 SH DEFINED 2 2,500 WHITNEY HOLDING CORP COMMON 966612103 2,193 50,000 SH DEFINED 1 50,000 WHITNEY HOLDING CORP COMMON 966612103 35 800 SH DEFINED 2 800 WHOLE FOODS MARKET INC COMMON 966837106 3,920 90,000 SH DEFINED 1 90,000 WHOLE FOODS MARKET INC COMMON 966837106 65 1,500 SH DEFINED 2 1,500 WILLBROS GROUP INC COMMON 969199108 2,400 150,000 SH DEFINED 1 150,000 WILLBROS GROUP INC COMMON 969199108 40 2,500 SH DEFINED 2 2,500 WILLIAMS COMPANIES INC COMMON 969457100 242,427 9,499,500 SH DEFINED 1 9,499,500 WILLIAMS COMPANIES INC COMMON 969457100 6,000 235,100 SH DEFINED 1,4 235,100 WILLIAMS COMPANIES INC COMMON 969457100 6,508 255,000 SH DEFINED 2 255,000 WILLIAMS COMPANIES INC COMMON 969457100 4 166 SH DEFINED 5 166 WILLIAMS-SONOMA INC COMMON 969904101 8,893 207,300 SH DEFINED 1 207,300 WILLIAMS-SONOMA INC COMMON 969904101 34 800 SH DEFINED 1,4 800 WILLIAMS-SONOMA INC COMMON 969904101 1,088 25,370 SH DEFINED 2 25,370 WILLIAMS-SONOMA INC COMMON 969904101 94 2,200 SH DEFINED 2,3 2,200 WILLIS GROUP HOLDINGS LTD COMMON G96655108 12,856 545,900 SH DEFINED 1 545,900 WILLIS GROUP HOLDINGS LTD COMMON G96655108 549 23,300 SH DEFINED 1,4 23,300 WILLIS GROUP HOLDINGS LTD COMMON G96655108 2,320 98,500 SH DEFINED 2 98,500 WILLIS GROUP HOLDINGS LTD COMMON G96655108 151 6,400 SH DEFINED 2,3 6,400

Page 114 / 117 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 13,104 363,000 SH DEFINED 1 363,000 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 72 2,000 SH DEFINED 2 2,000 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 14 400 SH DEFINED 6 400 WIND RIVER SYSTEMS INC COMMON 973149107 8,079 451,100 SH DEFINED 1 451,100 WIND RIVER SYSTEMS INC COMMON 973149107 57 3,200 SH DEFINED 2 3,200 WINSLOEW FURNITURE WTS COMMON 975377110 2 2,220 SH DEFINED 1 2,220 WISCONSIN ENERGY CORP COMMON 976657106 9,802 434,500 SH DEFINED 1 434,500 WISCONSIN ENERGY CORP COMMON 976657106 88 3,900 SH DEFINED 2 3,900 WISCONSIN ENERGY CORP COMMON 976657106 1,187 54,328 SH DEFINED 5 54,328 WOMENS FIRST HEALTH CARE COMMON 978150100 1,798 180,000 SH DEFINED 1 180,000 WORLD ACCESS 144A CVT PFD SER D CONVERT 98141A911 0 18,960 SH DEFINED 1 18,960 WORLD ACCESS 144A CVT PFD SER D CONVERT 98141A911 0 215 SH DEFINED 2,3 215 WORLDCOM INC-WORLDCOM GROUP COMMON 98157D106 18,683 1,326,900 SH DEFINED 1 1,326,900 WORLDCOM INC-WORLDCOM GROUP COMMON 98157D106 119,680 8,500,000 SH DEFINED 1,2 8,500,000 WORLDCOM INC-WORLDCOM GROUP COMMON 98157D106 6,743 478,900 SH DEFINED 2 478,900 WORLDCOM INC-WORLDCOM GROUP COMMON 98157D106 460 32,700 SH DEFINED 2,3 32,700 WPP GROUP PLC COMMON 929309300 38 772 SH DEFINED 5 772 WRIGHT MEDICAL GROUP INC COMMON 98235T107 215 12,000 SH DEFINED 1 12,000 WYNDHAM VOTING TRUST COMMON 983101916 103 3,167 SH DEFINED 1 3,167 WYSDOM INC COMMON 983600107 679 789,474 SH DEFINED 1,4 789,474 XANTREX TECHNOLOGY INC COMMON 98389A912 3,748 1,363,000 SH DEFINED 1,4 1,363,000 XCEL ENERGY INC COMMON 98389B100 7,113 256,400 SH DEFINED 1 256,400

Page 115 / 117 XILINX INC COMMON 983919101 62,871 1,610,000 SH DEFINED 1 1,610,000 XILINX INC COMMON 983919101 31,240 800,000 SH DEFINED 1,2 800,000 XILINX INC COMMON 983919101 4,928 126,200 SH DEFINED 2 126,200 XILINX INC COMMON 983919101 262 6,700 SH DEFINED 2,3 6,700 XILINX INC COMMON 983919101 482 13,342 SH DEFINED 5 13,342 XL CAPITAL LTD CL A COMMON G98255105 131,079 1,434,750 SH DEFINED 1 1,434,750 XL CAPITAL LTD CL A COMMON G98255105 86,792 950,000 SH DEFINED 1,2 950,000 XL CAPITAL LTD CL A COMMON G98255105 6,267 68,600 SH DEFINED 2 68,600 XL CAPITAL LTD CL A COMMON G98255105 493 5,400 SH DEFINED 2,3 5,400 XL CAPITAL LTD CL A COMMON G98255105 7,830 84,212 SH DEFINED 5 84,212 XOMA LTD COMMON G9825R107 326 33,100 SH DEFINED 1 33,100 XTO ENERGY INC COMMON 98385X106 4,669 266,800 SH DEFINED 1 266,800 XTO ENERGY INC COMMON 98385X106 266 15,200 SH DEFINED 1,4 15,200 YAHOO! INC COMMON 984332106 2,785 157,000 SH DEFINED 1 157,000 YAHOO! INC COMMON 984332106 248 14,000 SH DEFINED 1,4 14,000 ZEBRA TECHNOLOGIES CORP COMMON 989207105 12,901 232,400 SH DEFINED 1 232,400 ZEBRA TECHNOLOGIES CORP COMMON 989207105 122 2,200 SH DEFINED 2 2,200 ZEBRA TECHNOLOGIES CORP COMMON 989207105 1,534 29,926 SH DEFINED 5 29,926 ZIMMER HOLDINGS INC COMMON 98956P102 37,372 1,223,700 SH DEFINED 1 1,223,700 ZIMMER HOLDINGS INC COMMON 98956P102 64,278 2,104,700 SH DEFINED 1,2 2,104,700 ZIMMER HOLDINGS INC COMMON 98956P102 412 13,500 SH DEFINED 1,4 13,500 ZIMMER HOLDINGS INC COMMON 98956P102 2,043 66,900 SH DEFINED 2 66,900 ZIMMER HOLDINGS INC COMMON 98956P102 568 18,600 SH DEFINED 2,3 18,600 ZIMMER HOLDINGS INC COMMON 98956P102 32 1,000 SH DEFINED 5 1,000 ZIMMER HOLDINGS INC COMMON 98956P102 12 400 SH DEFINED 6 400 ZIONS BANCORPORATION COMMON 989701107 18,945 360,300 SH DEFINED 1 360,300 ZOLL MEDICAL CORP COMMON 989922109 5,257 135,000 SH DEFINED 1 135,000 ZOLL MEDICAL CORP COMMON 989922109 86 2,200 SH DEFINED 2 2,200

Page 116 / 117 ZORAN CORP COMMON 98975F101 9,629 295,000 SH DEFINED 1 295,000 ZORAN CORP COMMON 98975F101 88 2,700 SH DEFINED 2 2,700

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