13F-HR 1 h98844e13fvhr.txt A I M MANAGEMENT GROUP INC. - DATED 6/30/2002 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2002 ------------- Check here if Amendment [ ]; Amendment Number: ---- This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: A I M Management Group, Inc. ----------------------------------------------- Address: 11 Greenway Plaza, Suite 100 ----------------------------------------------- Houston, TX 77046 ----------------------------------------------- ----------------------------------------------- 13F File Number: 28-1983 ---- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Carol Relihan ----------------------------------------------- Title: Senior Vice President, Secretary and General Counsel ----------------------------------------------- Phone: (713) 214-1191 ----------------------------------------------- Signature, Place, and Date of Signing: /s/ CAROL F. RELIHAN Houston, Texas 8/12/02 -------------------------------- ---------------------------- ----------- [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: 3,175 ------------ Form 13F Information Table Value Total: $61,532,983 ------------ (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 1/119 ACCENTURE LTD CL A COMMON G1150G111 17,197 905,100 SH DEFINED 1 905,100 ACCENTURE LTD CL A COMMON G1150G111 66,500 3,500,000 SH DEFINED 1,2 3,500,000 ACCENTURE LTD CL A COMMON G1150G111 758 39,900 SH DEFINED 1,4 39,900 ACCENTURE LTD CL A COMMON G1150G111 2,892 152,200 SH DEFINED 2 152,200 ACCENTURE LTD CL A COMMON G1150G111 692 36,400 SH DEFINED 2,3 36,400 ACCLAIM ENTERTAINMENT INC COMMON 004325205 2,824 800,000 SH DEFINED 1 800,000 ACCLAIM ENTERTAINMENT INC COMMON 004325205 512 145,000 SH DEFINED 2 145,000 ACCREDO HEALTH INC COMMON 00437V104 8,970 194,400 SH DEFINED 1 194,400 ACCREDO HEALTH INC COMMON 00437V104 1,532 33,200 SH DEFINED 2 33,200 ACCREDO HEALTH INC COMMON 00437V104 9 200 SH DEFINED 2,3 200 ACE LTD COMMON G0070K103 192,891 6,104,144 SH DEFINED 1 6,104,144 ACE LTD COMMON G0070K103 79,310 2,509,800 SH DEFINED 1,2 2,509,800 ACE LTD COMMON G0070K103 746 23,600 SH DEFINED 1,4 23,600 ACE LTD COMMON G0070K103 9,911 313,650 SH DEFINED 2 313,650 ACE LTD COMMON G0070K103 557 17,630 SH DEFINED 2,3 17,630 ACE LTD COMMON G0070K103 8,986 284,361 SH DEFINED 5 284,361 ACTEL CORP COMMON 004934105 8,835 420,300 SH DEFINED 1 420,300 ACTEL CORP COMMON 004934105 805 38,300 SH DEFINED 2 38,300 ACTIVE POWER INC COMMON 00504W100 316 87,600 SH DEFINED 1 87,600 ACTIVISION INC COMMON 004930202 63,559 2,187,150 SH DEFINED 1 2,187,150 ACTIVISION INC COMMON 004930202 701 24,120 SH DEFINED 1,4 24,120 ACTIVISION INC COMMON 004930202 2,865 98,575 SH DEFINED 2 98,575 ACTIVISION INC COMMON 004930202 223 7,660 SH DEFINED 2,3 7,660 ACTIVISION INC COMMON 004930202 72 2,470 SH DEFINED 5 2,470 ACTIVISION INC COMMON 004930202 102 3,500 SH DEFINED 6 3,500 ACXIOM CORPORATION COMMON 005125109 1,341 76,650 SH DEFINED 1 76,650 ADECCO SA COMMON 006754105 213 14,310 SH DEFINED 5 14,310 ADMINISTAFF INC COMMON 007094105 2,000 200,000 SH DEFINED 1 200,000 ADMINISTAFF INC COMMON 007094105 230 23,000 SH DEFINED 2 23,000

Page 2/119 ADOBE SYSTEMS INC COMMON 00724F101 10,066 353,200 SH DEFINED 1 353,200 ADVANCE AUTO PARTS COMMON 00751Y106 16,587 304,300 SH DEFINED 1 304,300 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 1,996 90,000 SH DEFINED 1 90,000 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 324 14,600 SH DEFINED 2 14,600 ADVANCED FIBRE COMM INC COMMON 00754A105 16,865 1,019,620 SH DEFINED 1 1,019,620 ADVANCED FIBRE COMM INC COMMON 00754A105 284 17,200 SH DEFINED 2 17,200 ADVANCED FIBRE COMM INC COMMON 00754A105 1,781 107,657 SH DEFINED 5 107,657 ADVANCED MICRO DEVICES INC COMMON 007903107 1,604 165,000 SH DEFINED 1 165,000 ADVANCED MICRO DEVICES INC COMMON 007903107 262 27,000 SH DEFINED 1,4 27,000 ADVANCED MICRO DEVICES INC COMMON 007903107 972 100,000 SH DEFINED 2 100,000 ADVANCED NEUROMODULATION SYSTEMS COMMON 00757T101 3,050 100,000 SH DEFINED 1 100,000 ADVANCED NEUROMODULATION SYSTEMS COMMON 00757T101 214 7,000 SH DEFINED 6 7,000 ADVANCEPCS COMMON 00790K109 843 35,200 SH DEFINED 1 35,200 ADVANCEPCS COMMON 00790K109 3,366 140,600 SH DEFINED 1,4 140,600 ADVANCEPCS COMMON 00790K109 60 2,500 SH DEFINED 2 2,500 ADVANCEPCS COMMON 00790K109 91 3,800 SH DEFINED 6 3,800 ADVENT SOFTWARE INC COMMON 007974108 30,156 1,173,400 SH DEFINED 1 1,173,400 ADVENT SOFTWARE INC COMMON 007974108 18 700 SH DEFINED 1,4 700 ADVENT SOFTWARE INC COMMON 007974108 306 11,900 SH DEFINED 2 11,900 ADVENT SOFTWARE INC COMMON 007974108 32 1,230 SH DEFINED 2,3 1,230 ADVENT SOFTWARE INC COMMON 007974108 191 7,450 SH DEFINED 6 7,450 AEROFLEX INC COMMON 007768104 2,954 425,000 SH DEFINED 1 425,000 AEROFLEX INC COMMON 007768104 542 78,000 SH DEFINED 2 78,000 AES CORP COMMON 00130H105 2 320 SH DEFINED 1 320 AETNA INC COMMON 00817Y108 1,813 37,790 SH DEFINED 1 37,790 AFC ENTERPRISES COMMON 00104Q107 3,741 119,700 SH DEFINED 1 119,700

Page 3/119 AFFILIATED COMPUTER SERVICES COMMON 008190100 44,731 942,100 SH DEFINED 1 942,100 AFFILIATED COMPUTER SERVICES COMMON 008190100 21,366 450,000 SH DEFINED 1,2 450,000 AFFILIATED COMPUTER SERVICES COMMON 008190100 285 6,000 SH DEFINED 1,4 6,000 AFFILIATED COMPUTER SERVICES COMMON 008190100 1,663 35,030 SH DEFINED 2 35,030 AFFILIATED COMPUTER SERVICES COMMON 008190100 522 11,000 SH DEFINED 2,3 11,000 AFFILIATED COMPUTER SERVICES COMMON 008190100 190 4,000 SH DEFINED 6 4,000 AFFILIATED MANAGERS GROUP INC COMMON 008252108 42,939 698,200 SH DEFINED 1 698,200 AFFILIATED MANAGERS GROUP INC COMMON 008252108 4,369 71,040 SH DEFINED 1,4 71,040 AFFILIATED MANAGERS GROUP INC COMMON 008252108 2,132 34,670 SH DEFINED 2 34,670 AFFILIATED MANAGERS GROUP INC COMMON 008252108 126 2,050 SH DEFINED 2,3 2,050 AFFYMETRIX INC COMMON 00826T108 4,899 204,200 SH DEFINED 1 204,200 AFFYMETRIX INC COMMON 00826T108 811 33,800 SH DEFINED 2 33,800 AFLAC INC COMMON 001055102 8,715 272,350 SH DEFINED 1 272,350 AFLAC INC COMMON 001055102 60,800 1,900,000 SH DEFINED 1,2 1,900,000 AFLAC INC COMMON 001055102 4,534 141,700 SH DEFINED 2 141,700 AFLAC INC COMMON 001055102 243 7,600 SH DEFINED 2,3 7,600 AGCO CORP COMMON 001084102 15,272 783,200 SH DEFINED 1 783,200 AGCO CORP COMMON 001084102 49 2,500 SH DEFINED 1,4 2,500 AGCO CORP COMMON 001084102 1,365 70,000 SH DEFINED 2 70,000 AGCO CORP COMMON 001084102 76 3,900 SH DEFINED 2,3 3,900 AGCO CORP COMMON 001084102 23 1,177 SH DEFINED 5 1,177 AGERE SYS INC - CL A COMMON 00845V100 0 3 SH DEFINED 5 3 AGERE SYS INC - CL B COMMON 00845V209 0 74 SH DEFINED 5 74 AGILENT TECHNOLOGIES INC COMMON 00846U101 62,032 2,622,900 SH DEFINED 1 2,622,900 AGILENT TECHNOLOGIES INC COMMON 00846U101 1,504 63,600 SH DEFINED 2 63,600 AHL SERVICES INC COMMON 001296102 96 48,000 SH DEFINED 6 48,000

Page 4/119 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 31,811 630,300 SH DEFINED 1 630,300 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 6,056 120,000 SH DEFINED 1,4 120,000 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 4,575 90,650 SH DEFINED 2 90,650 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 267 5,286 SH DEFINED 5 5,286 AIRTRAN HOLDINGS INC COMMON 00949P108 4,762 890,100 SH DEFINED 1 890,100 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 3,171 150,000 SH DEFINED 1 150,000 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 598 28,300 SH DEFINED 2 28,300 ALBERTSON'S INC COMMON 013104104 5 160 SH DEFINED 1 160 ALCAN INC COMMON 013716105 14,805 394,600 SH DEFINED 1,4 394,600 ALCOA INC COMMON 013817101 86,364 2,605,250 SH DEFINED 1 2,605,250 ALCOA INC COMMON 013817101 4,634 139,800 SH DEFINED 2 139,800 ALCOA INC COMMON 013817101 83 2,493 SH DEFINED 5 2,493 ALCON INC COMMON H01301102 67,397 1,967,800 SH DEFINED 1 1,967,800 ALCON INC COMMON H01301102 78,775 2,300,000 SH DEFINED 1,2 2,300,000 ALCON INC COMMON H01301102 976 28,500 SH DEFINED 1,4 28,500 ALCON INC COMMON H01301102 1,572 45,910 SH DEFINED 2 45,910 ALCON INC COMMON H01301102 514 15,000 SH DEFINED 2,3 15,000 ALEXION PHARMACEUTICALS INC COMMON 015351109 12,973 856,300 SH DEFINED 1 856,300 ALEXION PHARMACEUTICALS INC COMMON 015351109 174 11,500 SH DEFINED 2 11,500 ALIGN TECHNOLOGY INC COMMON 016255101 1,078 275,000 SH DEFINED 1 275,000 ALIGN TECHNOLOGY INC COMMON 016255101 39 10,000 SH DEFINED 2 10,000 ALKERMES INC COMMON 01642T108 32 2,000 SH DEFINED 1 2,000 ALLEGHENY ENERGY INC COMMON 017361106 824 32,000 SH DEFINED 1 32,000

Page 5/119 ALLERGAN INC COMMON 018490102 158,718 2,377,800 SH DEFINED 1 2,377,800 ALLERGAN INC COMMON 018490102 9,001 134,850 SH DEFINED 1,4 134,850 ALLERGAN INC COMMON 018490102 9,372 140,400 SH DEFINED 2 140,400 ALLERGAN INC COMMON 018490102 294 4,400 SH DEFINED 2,3 4,400 ALLERGAN INC COMMON 018490102 466 6,985 SH DEFINED 5 6,985 ALLIANCE CAPITAL MANAGEMENT HOLDINGS COMMON 01855A101 3,733 109,000 SH DEFINED 1 109,000 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 21,728 850,400 SH DEFINED 1 850,400 ALLIANCE GAMING CORP COMMON 01859P609 3,118 250,000 SH DEFINED 1 250,000 ALLIANCE GAMING CORP COMMON 01859P609 571 45,800 SH DEFINED 2 45,800 ALLIANT TECHSYSTEMS INC COMMON 018804104 40,679 637,600 SH DEFINED 1 637,600 ALLIANT TECHSYSTEMS INC COMMON 018804104 479 7,500 SH DEFINED 1,4 7,500 ALLIANT TECHSYSTEMS INC COMMON 018804104 1,723 27,000 SH DEFINED 2 27,000 ALLIANT TECHSYSTEMS INC COMMON 018804104 10 150 SH DEFINED 2,3 150 ALLIANZ AKTIENGESELLSCHAFT COMMON 018805101 53 2,672 SH DEFINED 5 2,672 ALLIED CAPITAL CORP COMMON 01903Q108 1,019 45,000 SH DEFINED 1 45,000 ALLIED CAPITAL CORP COMMON 01903Q108 299 13,200 SH DEFINED 1,4 13,200 ALLIED CAPITAL CORP COMMON 01903Q108 1,087 48,000 SH DEFINED 2 48,000 ALLIED WASTE INDUSTRIES INC COMMON 019589308 10 1,000 SH DEFINED 1 1,000 ALLSTATE CORP COMMON 020002101 78,398 2,120,000 SH DEFINED 1 2,120,000 ALLSTATE CORP COMMON 020002101 1,849 50,000 SH DEFINED 2 50,000 ALLSTATE CORP COMMON 020002101 115 3,100 SH DEFINED 6 3,100 ALTERA CORP COMMON 021441100 58,264 4,284,100 SH DEFINED 1 4,284,100 ALTERA CORP COMMON 021441100 77,384 5,690,000 SH DEFINED 1,2 5,690,000 ALTERA CORP COMMON 021441100 309 22,700 SH DEFINED 1,4 22,700 ALTERA CORP COMMON 021441100 7,985 587,100 SH DEFINED 2 587,100 ALTERA CORP COMMON 021441100 276 20,290 SH DEFINED 2,3 20,290 ALTERA CORP COMMON 021441100 2,778 204,232 SH DEFINED 5 204,232 ALTIRIS INC COMMON 02148M100 780 150,000 SH DEFINED 1 150,000

Page 6/119 AMBAC INC COMMON 023139108 16,807 250,100 SH DEFINED 1 250,100 AMBAC INC COMMON 023139108 403 6,000 SH DEFINED 2 6,000 AMBAC INC COMMON 023139108 161 2,400 SH DEFINED 2,3 2,400 AMBAC INC COMMON 023139108 1,597 23,765 SH DEFINED 5 23,765 AMERICA FIRST MORTGAGE INVESTMENT COMMON 023934102 4,068 413,000 SH DEFINED 1 413,000 AMERICA MOVIL SER L ADR COMMON 02364W105 10,478 781,936 SH DEFINED 1 781,936 AMERICA MOVIL SER L ADR COMMON 02364W105 4,390 327,610 SH DEFINED 1,4 327,610 AMERICA MOVIL SER L ADR COMMON 02364W105 19 1,400 SH DEFINED 2 1,400 AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 4,758 160,000 SH DEFINED 1 160,000 AMERICAN CAPITAL STRATEGIES LTD COMMON 024937104 1,264 46,000 SH DEFINED 1 46,000 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 11,257 532,500 SH DEFINED 1 532,500 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 457 21,600 SH DEFINED 1,4 21,600 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 2,116 100,100 SH DEFINED 2 100,100 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 55 2,600 SH DEFINED 2,3 2,600 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 169 8,000 SH DEFINED 6 8,000 AMERICAN ELECTRIC POWER COMMON 025537101 2,681 67,000 SH DEFINED 1 67,000 AMERICAN EXPRESS CO COMMON 025816109 162,921 4,485,700 SH DEFINED 1 4,485,700 AMERICAN EXPRESS CO COMMON 025816109 29,056 800,000 SH DEFINED 1,2 800,000 AMERICAN EXPRESS CO COMMON 025816109 6,632 182,600 SH DEFINED 1,4 182,600 AMERICAN EXPRESS CO COMMON 025816109 8,137 224,050 SH DEFINED 2 224,050 AMERICAN EXPRESS CO COMMON 025816109 534 14,700 SH DEFINED 2,3 14,700 AMERICAN FINANCIAL GROUP INC COMMON 025932104 1,043 43,630 SH DEFINED 1 43,630 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 855,067 12,532,130 SH DEFINED 1 12,532,130 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 245,000 3,590,800 SH DEFINED 1,2 3,590,800 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 1,433 21,000 SH DEFINED 1,4 21,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 44,268 648,800 SH DEFINED 2 648,800 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 2,101 30,800 SH DEFINED 2,3 30,800 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 865 12,672 SH DEFINED 5 12,672

Page 7/119 AMERICAN MANAGEMENT SYSTEMS INC COMMON 027352103 2,484 130,000 SH DEFINED 1 130,000 AMERICAN MED SECURITY GROUP COMMON 02744P101 5,387 225,000 SH DEFINED 1 225,000 AMERICAN STANDARD CO COMMON 029712106 155,303 2,067,950 SH DEFINED 1 2,067,950 AMERICAN STANDARD CO COMMON 029712106 46,187 615,000 SH DEFINED 1,2 615,000 AMERICAN STANDARD CO COMMON 029712106 402 5,350 SH DEFINED 2 5,350 AMERICAN STD COS INC COMMON 029712106 8,823 117,482 SH DEFINED 5 117,482 AMERICREDIT CORP COMMON 03060R101 51,057 1,820,200 SH DEFINED 1 1,820,200 AMERICREDIT CORP COMMON 03060R101 799 28,500 SH DEFINED 1,4 28,500 AMERICREDIT CORP COMMON 03060R101 3,624 129,200 SH DEFINED 2 129,200 AMERICREDIT CORP COMMON 03060R101 114 4,080 SH DEFINED 2,3 4,080 AMERICREDIT CORP COMMON 03060R101 37 1,325 SH DEFINED 5 1,325 AMERIGROUP CORP COMMON 03073T102 3 100 SH DEFINED 1 100 AMERISOURCEBERGEN CORP COMMON 03073E105 43,008 565,900 SH DEFINED 1 565,900 AMERISOURCEBERGEN CORP COMMON 03073E105 19,000 250,000 SH DEFINED 1,2 250,000 AMERISOURCEBERGEN CORP COMMON 03073E105 646 8,500 SH DEFINED 1,4 8,500 AMERISOURCEBERGEN CORP COMMON 03073E105 1,822 23,970 SH DEFINED 2 23,970 AMERISOURCEBERGEN CORP COMMON 03073E105 559 7,360 SH DEFINED 2,3 7,360 AMERISOURCEBERGEN CORP COMMON 03073E105 11 145 SH DEFINED 5 145 AMERISOURCEBERGEN CORP COMMON 03073E105 106 1,400 SH DEFINED 6 1,400 AMGEN INC COMMON 031162100 90,800 2,168,090 SH DEFINED 1 2,168,090 AMGEN INC COMMON 031162100 176,005 4,202,600 SH DEFINED 1,2 4,202,600 AMGEN INC COMMON 031162100 838 20,000 SH DEFINED 1,4 20,000 AMGEN INC COMMON 031162100 13,854 330,800 SH DEFINED 2 330,800 AMGEN INC COMMON 031162100 1,131 27,000 SH DEFINED 2,3 27,000 AMGEN INC COMMON 031162100 399 9,526 SH DEFINED 5 9,526 AMKOR TECHNOLOGIES INC COMMON 031652100 3,328 535,000 SH DEFINED 1 535,000 AMKOR TECHNOLOGIES INC COMMON 031652100 70 11,300 SH DEFINED 6 11,300

Page 8/119 AMN HEALTHCARE SERVICES INC COMMON 001744101 3,049 87,100 SH DEFINED 1 87,100 AMN HEALTHCARE SERVICES INC COMMON 001744101 462 13,200 SH DEFINED 1,4 13,200 AMN HEALTHCARE SERVICES INC COMMON 001744101 1,715 49,000 SH DEFINED 2 49,000 AMPHENOL CORP CL A COMMON 032095101 19,331 536,970 SH DEFINED 1 536,970 AMPHENOL CORP CL A COMMON 032095101 3,665 101,800 SH DEFINED 1,4 101,800 AMPHENOL CORP CL A COMMON 032095101 292 8,100 SH DEFINED 2 8,100 AMPHENOL CORP CL A COMMON 032095101 1,276 35,448 SH DEFINED 5 35,448 AMSOUTH BANCORPORATION COMMON 032165102 8,493 379,500 SH DEFINED 1 379,500 AMYLIN PHARMACEUTICALS, INC COMMON 032346108 12 1,100 SH DEFINED 1 1,100 ANALOG DEVICES INC COMMON 032654105 338,476 11,396,500 SH DEFINED 1 11,396,500 ANALOG DEVICES INC COMMON 032654105 171,013 5,758,000 SH DEFINED 1,2 5,758,000 ANALOG DEVICES INC COMMON 032654105 624 21,000 SH DEFINED 1,4 21,000 ANALOG DEVICES INC COMMON 032654105 20,284 682,950 SH DEFINED 2 682,950 ANALOG DEVICES INC COMMON 032654105 894 30,100 SH DEFINED 2,3 30,100 ANALOG DEVICES INC COMMON 032654105 131 4,397 SH DEFINED 5 4,397 ANAREN MICROWAVE INC COMMON 032744104 1,944 225,000 SH DEFINED 1 225,000 ANAREN MICROWAVE INC COMMON 032744104 339 39,200 SH DEFINED 2 39,200 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 1,107 30,000 SH DEFINED 1 30,000 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 221 6,000 SH DEFINED 6 6,000 ANHEUSER-BUSCH COS INC COMMON 035229103 46,125 922,500 SH DEFINED 1 922,500 ANHEUSER-BUSCH COS INC COMMON 035229103 78,500 1,570,000 SH DEFINED 1,2 1,570,000 ANHEUSER-BUSCH COS INC COMMON 035229103 5,000 100,000 SH DEFINED 1,4 100,000 ANHEUSER-BUSCH COS INC COMMON 035229103 1,958 39,150 SH DEFINED 2 39,150 ANHEUSER-BUSCH COS INC COMMON 035229103 70 1,400 SH DEFINED 2,3 1,400 ANHEUSER BUSCH COS INC COMMON 035229103 9 171 SH DEFINED 5 171

Page 9/119 ANN TAYLOR STORES INC COMMON 036115103 8,670 341,460 SH DEFINED 1 341,460 ANN TAYLOR STORES INC COMMON 036115103 19,043 750,000 SH DEFINED 1,2 750,000 ANN TAYLOR STORES INC COMMON 036115103 470 18,500 SH DEFINED 1,4 18,500 ANN TAYLOR STORES INC COMMON 036115103 27 1,050 SH DEFINED 2 1,050 ANN TAYLOR STORES INC COMMON 036115103 209 8,250 SH DEFINED 2,3 8,250 ANNALY MORTGAGE MANAGEMENT COMMON 035710409 10,779 555,600 SH DEFINED 1 555,600 ANTEON INTERNATIONAL CORP COMMON 03674E108 4,416 174,700 SH DEFINED 1 174,700 ANTHEM INC COMMON 03674B104 87,473 1,296,280 SH DEFINED 1 1,296,280 ANTHEM INC COMMON 03674B104 978 14,500 SH DEFINED 1,4 14,500 ANTHEM INC COMMON 03674B104 3,101 45,950 SH DEFINED 2 45,950 ANTHEM INC COMMON 03674B104 331 4,900 SH DEFINED 2,3 4,900 ANTHEM INC COMMON 03674B104 15 225 SH DEFINED 5 225 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 2,722 200,000 SH DEFINED 1 200,000 AOL TIME WARNER INC COMMON 00184A105 287,870 19,569,700 SH DEFINED 1 19,569,700 AOL TIME WARNER INC COMMON 00184A105 9,562 650,010 SH DEFINED 2 650,010 AOL TIME WARNER INC COMMON 00184A105 263 17,884 SH DEFINED 5 17,884 APACHE CORP COMMON 037411105 36,190 629,610 SH DEFINED 1 629,610 APACHE CORP COMMON 037411105 10 177 SH DEFINED 5 177 APARTMENT INVT & MGMT CL A COMMON 03748R101 9,136 185,690 SH DEFINED 1 185,690 APOGENT TECHNOLOGIES INC COMMON 03760A101 32,612 1,585,400 SH DEFINED 1 1,585,400 APOGENT TECHNOLOGIES INC COMMON 03760A101 467 22,700 SH DEFINED 1,4 22,700 APOGENT TECHNOLOGIES INC COMMON 03760A101 2,215 107,700 SH DEFINED 2 107,700 APOGENT TECHNOLOGIES INC COMMON 03760A101 2,862 139,150 SH DEFINED 5 139,150 APOLLO GROUP INC CL A COMMON 037604105 50,032 1,269,525 SH DEFINED 1 1,269,525 APOLLO GROUP INC CL A COMMON 037604105 4,854 123,170 SH DEFINED 1,4 123,170 APOLLO GROUP INC CL A COMMON 037604105 2,461 62,444 SH DEFINED 2 62,444 APOLLO GROUP INC CL A COMMON 037604105 165 4,185 SH DEFINED 2,3 4,185 APOLLO GROUP INC CL A COMMON 037604105 74 1,885 SH DEFINED 5 1,885

Page 10/119 APPLE COMPUTER INC COMMON 037833100 8,858 499,900 SH DEFINED 1 499,900 APPLIED FILMS CORP COMMON 038197109 3,099 275,000 SH DEFINED 1 275,000 APPLIED FILMS CORP COMMON 038197109 505 44,800 SH DEFINED 2 44,800 APPLIED MATERIALS INC COMMON 038222105 254,805 13,396,670 SH DEFINED 1 13,396,670 APPLIED MATERIALS INC COMMON 038222105 232,744 12,236,800 SH DEFINED 1,2 12,236,800 APPLIED MATERIALS INC COMMON 038222105 16,798 883,200 SH DEFINED 1,4 883,200 APPLIED MATERIALS INC COMMON 038222105 19,836 1,042,890 SH DEFINED 2 1,042,890 APPLIED MATERIALS INC COMMON 038222105 1,856 97,600 SH DEFINED 2,3 97,600 APPLIED MATERIALS INC COMMON 038222105 439 23,086 SH DEFINED 5 23,086 APPLIED MOLECULAR EVOLUTION COMMON 03823E108 23 4,000 SH DEFINED 1 4,000 APRIA HEALTHCARE GROUP COMMON 037933108 2 100 SH DEFINED 1 100 AQUILA INC COMMON 03840P102 14,467 1,808,364 SH DEFINED 1 1,808,364 AQUILA INC COMMON 03840P102 426 53,200 SH DEFINED 1,4 53,200 AQUILA INC COMMON 03840P102 1,551 193,900 SH DEFINED 2 193,900 ARCH COAL INC COMMON 039380100 6,316 278,130 SH DEFINED 1 278,130 ARCH COAL INC COMMON 039380100 827 36,400 SH DEFINED 1,4 36,400 ARCH COAL INC COMMON 039380100 3,030 133,400 SH DEFINED 2 133,400 ARCHSTONE SMITH TRUST COMMON 039583109 2,670 100,000 SH DEFINED 1,4 100,000 ARCHSTONE SMITH TRUST COMMON 039583109 99 3,700 SH DEFINED 6 3,700 ARGONAUT TECHNOLOGIES INC COMMON 040175101 0 200 SH DEFINED 2 200 ARMOR HOLDINGS INC COMMON 042260109 5,085 199,400 SH DEFINED 1 199,400 ARMOR HOLDINGS INC COMMON 042260109 655 25,700 SH DEFINED 2 25,700 ARMOR HOLDINGS INC COMMON 042260109 5 200 SH DEFINED 2,3 200 ARQULE INC COMMON 04269E107 51 7,807 SH DEFINED 1 7,807 ARRAY BIOPHARMA INC COMMON 04269X105 3,374 350,000 SH DEFINED 1 350,000 ARRAY BIOPHARMA INC COMMON 04269X105 556 57,700 SH DEFINED 2 57,700

Page 11/119 ARRIS GROUP INC COMMON 04269Q100 954 213,000 SH DEFINED 1 213,000 ARVINMERITOR INC COMMON 043353101 526 21,900 SH DEFINED 1 21,900 ARVINMERITOR INC COMMON 043353101 2,239 93,300 SH DEFINED 1,4 93,300 ARVINMERITOR INC COMMON 043353101 38 1,600 SH DEFINED 2 1,600 ASE TEST LTD COMMON Y02516105 14,337 1,478,000 SH DEFINED 1 1,478,000 ASE TEST LTD COMMON Y02516105 437 45,000 SH DEFINED 1,4 45,000 ASE TEST LTD COMMON Y02516105 566 58,300 SH DEFINED 2 58,300 ASE TEST LTD COMMON Y02516105 11 1,100 SH DEFINED 2,3 1,100 ASHWORTH INC COMMON 04516H101 1,442 160,000 SH DEFINED 1 160,000 ASHWORTH INC COMMON 04516H101 144 16,000 SH DEFINED 6 16,000 ASM LITHOGRAPHY CVT 144A CONVERT 00207EAB6 1,102 1,250,000 PRN DEFINED 1 1,250,000 ASML HOLDING NV COMMON N07059111 4,120 272,500 SH DEFINED 1 272,500 ASML HOLDING NV COMMON N07059111 184 12,200 SH DEFINED 2 12,200 ASML HOLDING NV COMMON N07059111 169 11,200 SH DEFINED 2,3 11,200 ASML HOLDING NV COMMON N07059111 113 7,500 SH DEFINED 6 7,500 ASPEN TECHNOLOGY INC COMMON 045327103 1,251 150,000 SH DEFINED 1 150,000 ASPEN TECHNOLOGY INC COMMON 045327103 230 27,600 SH DEFINED 2 27,600 ASYST TECHNOLOGIES INC COMMON 04648X107 6,614 325,000 SH DEFINED 1 325,000 ASYST TECHNOLOGIES INC COMMON 04648X107 1,129 55,500 SH DEFINED 2 55,500 ATMI INC. COMMON 00207R101 2,237 100,000 SH DEFINED 1 100,000 ATS MEDICAL INC COMMON 002083103 1,262 2,295,000 SH DEFINED 1 2,295,000 ATS MEDICAL INC COMMON 002083103 17 30,100 SH DEFINED 2 30,100 AUTOMATIC DATA PROCESSING INC COMMON 053015103 120,733 2,772,280 SH DEFINED 1 2,772,280 AUTOMATIC DATA PROCESSING INC COMMON 053015103 55,309 1,270,000 SH DEFINED 1,2 1,270,000 AUTOMATIC DATA PROCESSING INC COMMON 053015103 2,448 56,200 SH DEFINED 2 56,200

Page 12/119 AUTOZONE INC COMMON 053332102 39,709 513,700 SH DEFINED 1 513,700 AUTOZONE INC COMMON 053332102 77,300 1,000,000 SH DEFINED 1,2 1,000,000 AUTOZONE INC COMMON 053332102 4,938 63,880 SH DEFINED 1,4 63,880 AUTOZONE INC COMMON 053332102 7,553 97,710 SH DEFINED 2 97,710 AUTOZONE INC COMMON 053332102 468 6,050 SH DEFINED 2,3 6,050 AUTOZONE INC COMMON 053332102 107 1,380 SH DEFINED 5 1,380 AVAYA INC COMMON 053499109 0 23 SH DEFINED 5 23 AVENTIS COMMON 053561106 189 2,684 SH DEFINED 5 2,684 AVNET INC COMMON 053807103 2,870 130,500 SH DEFINED 1 130,500 AVNET INC COMMON 053807103 521 23,700 SH DEFINED 2 23,700 AVOCENT CORP COMMON 053893103 3,741 235,000 SH DEFINED 1 235,000 AVOCENT CORP COMMON 053893103 643 40,400 SH DEFINED 2 40,400 AVON PRODUCTS COMMON 054303102 41,144 787,600 SH DEFINED 1 787,600 AVON PRODUCTS COMMON 054303102 79,405 1,520,000 SH DEFINED 1,2 1,520,000 AVON PRODUCTS COMMON 054303102 418 8,000 SH DEFINED 2 8,000 AVON PRODUCTS COMMON 054303102 1,073 20,549 SH DEFINED 5 20,549 AXCAN PHARMA INC COMMON 054923107 3,863 258,600 SH DEFINED 1 258,600 AXCELIS TECHNOLOGIES INC COMMON 054540109 14,250 1,241,300 SH DEFINED 1 1,241,300 AXCELIS TECHNOLOGIES INC COMMON 054540109 61 5,300 SH DEFINED 1,4 5,300 AXCELIS TECHNOLOGIES INC COMMON 054540109 941 81,970 SH DEFINED 2 81,970 AXCELIS TECHNOLOGIES INC COMMON 054540109 100 8,670 SH DEFINED 2,3 8,670 AXT INC COMMON 00246W103 1,995 250,000 SH DEFINED 1 250,000 AXT INC COMMON 00246W103 311 39,000 SH DEFINED 2 39,000 BAKER HUGHES INC COMMON 057224107 163,121 4,900,000 SH DEFINED 1 4,900,000 BAKER HUGHES INC COMMON 057224107 39,948 1,200,000 SH DEFINED 1,2 1,200,000 BAKER HUGHES INC COMMON 057224107 3,705 111,300 SH DEFINED 2 111,300 BAKER HUGHES INC COMMON 057224107 127 3,800 SH DEFINED 2,3 3,800

Page 13/119 BANK OF AMERICA CORP COMMON 060505104 351,666 4,998,099 SH DEFINED 1 4,998,099 BANK OF AMERICA CORP COMMON 060505104 185,047 2,630,000 SH DEFINED 1,2 2,630,000 BANK OF AMERICA CORP COMMON 060505104 12,677 180,170 SH DEFINED 1,4 180,170 BANK OF AMERICA CORP COMMON 060505104 14,241 202,400 SH DEFINED 2 202,400 BANK OF AMERICA CORP COMMON 060505104 1,266 18,000 SH DEFINED 2,3 18,000 BANK OF AMERICA CORP COMMON 060505104 8,847 125,733 SH DEFINED 5 125,733 BANK OF BERMUDA LTD COMMON G07644100 1,978 44,200 SH DEFINED 1 44,200 BANK OF NEW YORK CO COMMON 064057102 364,456 10,798,700 SH DEFINED 1 10,798,700 BANK OF NEW YORK CO COMMON 064057102 6,858 203,200 SH DEFINED 2 203,200 BANK OF NEW YORK CO COMMON 064057102 155 4,600 SH DEFINED 2,3 4,600 BANK OF NEW YORK CO COMMON 064057102 4,524 134,053 SH DEFINED 5 134,053 BANK ONE CORP COMMON 06423A103 130,228 3,384,300 SH DEFINED 1 3,384,300 BANK ONE CORP COMMON 06423A103 19,240 500,000 SH DEFINED 1,2 500,000 BANK ONE CORP COMMON 06423A103 246 6,400 SH DEFINED 2 6,400 BANK ONE CORP COMMON 06423A103 212 5,500 SH DEFINED 2,3 5,500 BANK ONE CORP COMMON 06423A103 8,403 218,381 SH DEFINED 5 218,381 BARD (C.R.) INC COMMON 067383109 28,748 508,100 SH DEFINED 1 508,100 BARD (C.R.) INC COMMON 067383109 255 4,500 SH DEFINED 2 4,500 BARNES & NOBLE INC COMMON 067774109 13,062 494,200 SH DEFINED 1 494,200 BARNES & NOBLE INC COMMON 067774109 502 19,000 SH DEFINED 1,4 19,000 BARNES & NOBLE INC COMMON 067774109 2,054 77,700 SH DEFINED 2 77,700 BARR LABORATORIES INC COMMON 068306109 3,558 56,000 SH DEFINED 1 56,000 BARR LABORATORIES INC COMMON 068306109 591 9,300 SH DEFINED 2 9,300 BARRA INC COMMON 068313105 7,782 209,300 SH DEFINED 1 209,300 BARRA INC COMMON 068313105 37 1,000 SH DEFINED 1,4 1,000 BARRA INC COMMON 068313105 573 15,400 SH DEFINED 2 15,400 BARRA INC COMMON 068313105 61 1,640 SH DEFINED 2,3 1,640 BARRICK GOLD CORP COMMON 067901108 11,062 582,500 SH DEFINED 1,4 582,500

Page 14/119 BAUSCH & LOMB INC COMMON 071707103 11,407 336,990 SH DEFINED 1 336,990 BAUSCH & LOMB INC COMMON 071707103 132 3,900 SH DEFINED 2 3,900 BAXTER INTERNATIONAL INC COMMON 071813109 368,144 8,282,200 SH DEFINED 1 8,282,200 BAXTER INTERNATIONAL INC COMMON 071813109 33,338 750,000 SH DEFINED 1,2 750,000 BAXTER INTERNATIONAL INC COMMON 071813109 578 13,000 SH DEFINED 1,4 13,000 BAXTER INTERNATIONAL INC COMMON 071813109 11,619 261,390 SH DEFINED 2 261,390 BAXTER INTERNATIONAL INC COMMON 071813109 947 21,300 SH DEFINED 2,3 21,300 BAXTER INTERNATIONAL INC COMMON 071813109 142 3,202 SH DEFINED 5 3,202 BCE INC COMMON 05534B109 7,628 437,900 SH DEFINED 1,4 437,900 BEA SYSTEMS INC COMMON 073325102 4,517 480,000 SH DEFINED 1 480,000 BEA SYSTEMS INC COMMON 073325102 376 40,000 SH DEFINED 1,4 40,000 BEA SYSTEMS INC COMMON 073325102 22 2,300 SH DEFINED 2 2,300 BEAR STEARNS COMPANIES INC COMMON 073902108 2,448 40,000 SH DEFINED 1,4 40,000 BECKMAN COULTER INC COMMON 075811109 56,846 1,139,200 SH DEFINED 1 1,139,200 BECKMAN COULTER INC COMMON 075811109 639 12,800 SH DEFINED 1,4 12,800 BECKMAN COULTER INC COMMON 075811109 4,192 84,000 SH DEFINED 2 84,000 BECKMAN COULTER INC COMMON 075811109 200 4,010 SH DEFINED 2,3 4,010 BECKMAN COULTER INC COMMON 075811109 1,886 37,795 SH DEFINED 5 37,795 BECKMAN COULTER INC COMMON 075811109 299 6,000 SH DEFINED 6 6,000 BECTON DICKINSON & CO COMMON 075887109 861 25,000 SH DEFINED 1 25,000 BECTON DICKINSON & CO COMMON 075887109 34 1,000 SH DEFINED 2 1,000 BED BATH AND BEYOND INC COMMON 075896100 108,276 2,869,000 SH DEFINED 1 2,869,000 BED BATH AND BEYOND INC COMMON 075896100 147,186 3,900,000 SH DEFINED 1,2 3,900,000 BED BATH AND BEYOND INC COMMON 075896100 868 23,000 SH DEFINED 1,4 23,000 BED BATH AND BEYOND INC COMMON 075896100 15,009 397,690 SH DEFINED 2 397,690 BED BATH AND BEYOND INC COMMON 075896100 957 25,360 SH DEFINED 2,3 25,360 BED BATH AND BEYOND INC COMMON 075896100 25 657 SH DEFINED 5 657 BELL MICROPRODUCTS INC COMMON 078137106 1,610 200,000 SH DEFINED 1 200,000 BELL MICROPRODUCTS INC COMMON 078137106 288 35,800 SH DEFINED 2 35,800

Page 15/119 BELLSOUTH CORP COMMON 079860102 46,243 1,468,025 SH DEFINED 1 1,468,025 BELLSOUTH CORP COMMON 079860102 2,988 94,850 SH DEFINED 2 94,850 BELLSOUTH CORP COMMON 079860102 119 3,777 SH DEFINED 5 3,777 BELO CORP CL A COMMON 080555105 14,923 660,000 SH DEFINED 1 660,000 BERKLEY (W.R.) CORP COMMON 084423102 3,042 55,300 SH DEFINED 1 55,300 BEST BUY CO INC COMMON 086516101 270,921 7,463,400 SH DEFINED 1 7,463,400 BEST BUY CO INC COMMON 086516101 36,300 1,000,000 SH DEFINED 1,2 1,000,000 BEST BUY CO INC COMMON 086516101 4,605 126,850 SH DEFINED 1,4 126,850 BEST BUY CO INC COMMON 086516101 7,186 197,950 SH DEFINED 2 197,950 BEST BUY CO INC COMMON 086516101 588 16,200 SH DEFINED 2,3 16,200 BEST BUY CO INC COMMON 086516101 13 372 SH DEFINED 5 372 BHP BILLITON LTD ADR COMMON 088606108 138 11,700 SH DEFINED 1,4 11,700 BHP BILLITON LTD ADR COMMON 088606108 80 6,788 SH DEFINED 5 6,788 BIACORE INTL AB COMMON 088658109 15 540 SH DEFINED 5 540 BIG 5 SPORTING GOODS CORP COMMON 08915P101 4,804 336,200 SH DEFINED 1 336,200 BIG 5 SPORTING GOODS CORP COMMON 08915P101 51 3,600 SH DEFINED 2 3,600 BIOGEN INC COMMON 090597105 8 200 SH DEFINED 1 200 BIOMARIN PHARMACEUTICAL COMMON 09061G101 2,418 463,300 SH DEFINED 1 463,300 BIOMARIN PHARMACEUTICAL COMMON 09061G101 152 29,200 SH DEFINED 1,4 29,200 BIOMARIN PHARMACEUTICAL COMMON 09061G101 14 2,600 SH DEFINED 2 2,600 BIOMET INC COMMON 090613100 32,059 1,182,125 SH DEFINED 1 1,182,125 BIOMET INC COMMON 090613100 108,482 4,000,075 SH DEFINED 1,2 4,000,075 BIOMET INC COMMON 090613100 73 2,700 SH DEFINED 1,4 2,700 BIOMET INC COMMON 090613100 9,255 341,275 SH DEFINED 2 341,275 BIOMET INC COMMON 090613100 552 20,350 SH DEFINED 2,3 20,350 BIO-RAD LABORATORIES CL A COMMON 090572207 137 3,000 SH DEFINED 1 3,000

Page 16/119 BIOVAIL CORP COMMON 09067J109 51,610 1,782,100 SH DEFINED 1 1,782,100 BIOVAIL CORP COMMON 09067J109 28,042 968,300 SH DEFINED 1,2 968,300 BIOVAIL CORP COMMON 09067J109 8,054 278,100 SH DEFINED 1,4 278,100 BIOVAIL CORP COMMON 09067J109 2,297 79,300 SH DEFINED 2 79,300 BIOVAIL CORP COMMON 09067J109 266 9,200 SH DEFINED 2,3 9,200 BIOVAIL CORP COMMON 09067J109 54 1,856 SH DEFINED 5 1,856 BJ SERVICES CO COMMON 055482103 33,880 1,000,000 SH DEFINED 1 1,000,000 BJ SERVICES CO COMMON 055482103 3,032 89,500 SH DEFINED 1,4 89,500 BJ SERVICES CO COMMON 055482103 373 11,000 SH DEFINED 2 11,000 BJ SERVICES CO COMMON 055482103 200 5,900 SH DEFINED 2,3 5,900 BJ SERVICES CO COMMON 055482103 1,194 35,243 SH DEFINED 5 35,243 BJ'S WHOLESALE CLUB INC COMMON 05548J106 38,985 1,012,600 SH DEFINED 1 1,012,600 BJ'S WHOLESALE CLUB INC COMMON 05548J106 3 90 SH DEFINED 5 90 BLACK & DECKER CORP COMMON 091797100 59,334 1,231,000 SH DEFINED 1 1,231,000 BLACK & DECKER CORP COMMON 091797100 246 5,100 SH DEFINED 2 5,100 BLACK & DECKER CORP COMMON 091797100 7 136 SH DEFINED 5 136 BLACK HILLS CORP COMMON 092113109 3,361 97,100 SH DEFINED 1 97,100 BLOCK H&R INC COMMON 093671105 266,489 5,774,400 SH DEFINED 1 5,774,400 BLOCK H&R INC COMMON 093671105 58,841 1,275,000 SH DEFINED 1,2 1,275,000 BLOCK H&R INC COMMON 093671105 960 20,810 SH DEFINED 2 20,810 BLOCK H&R INC COMMON 093671105 185 4,000 SH DEFINED 2,3 4,000 BLOCK H&R INC COMMON 093671105 20,607 446,531 SH DEFINED 5 446,531 BLOCKBUSTER INC CL A COMMON 093679108 24,361 905,600 SH DEFINED 1 905,600 BLOCKBUSTER INC CL A COMMON 093679108 404 15,000 SH DEFINED 1,4 15,000 BLOCKBUSTER INC CL A COMMON 093679108 250 9,300 SH DEFINED 2 9,300 BMC SOFTWARE INC COMMON 055921100 21,248 1,280,000 SH DEFINED 1 1,280,000 BMC SOFTWARE INC COMMON 055921100 357 21,500 SH DEFINED 2 21,500 BMC SOFTWARE INC COMMON 055921100 1,734 104,433 SH DEFINED 5 104,433 BNP PARIBAS - ADR COMMON 05565A202 256 9,265 SH DEFINED 5 9,265

Page 17/119 BORDERS GROUP INC COMMON 099709107 4,241 230,500 SH DEFINED 1 230,500 BORDERS GROUP INC COMMON 099709107 40,701 2,212,000 SH DEFINED 1,2 2,212,000 BORDERS GROUP INC COMMON 099709107 3,054 166,000 SH DEFINED 2 166,000 BORDERS GROUP INC COMMON 099709107 166 9,000 SH DEFINED 2,3 9,000 BORLAND SOFTWARE CORP COMMON 099849101 6,444 625,600 SH DEFINED 1 625,600 BOSTON PROPERTIES INC COMMON 101121101 4,554 114,000 SH DEFINED 1,4 114,000 BOSTON PROPERTIES INC COMMON 101121101 136 3,400 SH DEFINED 6 3,400 BOWATER INC COMMON 102183100 14,984 275,600 SH DEFINED 1 275,600 BOWATER INC COMMON 102183100 7,193 132,300 SH DEFINED 1,4 132,300 BP PLC ADR COMMON 055622104 415,205 8,223,500 SH DEFINED 1 8,223,500 BP PLC ADR COMMON 055622104 177 3,500 SH DEFINED 1,4 3,500 BP PLC ADR COMMON 055622104 9,906 196,200 SH DEFINED 2 196,200 BP PLC ADR COMMON 055622104 151 3,000 SH DEFINED 2,3 3,000 BP PLC ADR COMMON 055622104 105 2,087 SH DEFINED 5 2,087 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 720 63,200 SH DEFINED 1 63,200 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 2,578 226,100 SH DEFINED 1,4 226,100 BRINKER INTL INC COMMON 109641100 25,902 815,800 SH DEFINED 1 815,800 BRINKER INTL INC COMMON 109641100 86,062 2,710,600 SH DEFINED 1,2 2,710,600 BRINKER INTL INC COMMON 109641100 445 14,000 SH DEFINED 1,4 14,000 BRINKER INTL INC COMMON 109641100 6,647 209,350 SH DEFINED 2 209,350 BRINKER INTL INC COMMON 109641100 443 13,950 SH DEFINED 2,3 13,950 BRISTOL-MYERS SQUIBB CO COMMON 110122108 184,721 7,187,590 SH DEFINED 1 7,187,590 BRISTOL-MYERS SQUIBB CO COMMON 110122108 4,626 180,000 SH DEFINED 1,4 180,000 BRISTOL-MYERS SQUIBB CO COMMON 110122108 2,267 88,200 SH DEFINED 2 88,200 BRISTOL MYERS SQUIBB CO COMMON 110122108 3,953 153,823 SH DEFINED 5 153,823

Page 18/119 BROADCOM CORP CL A COMMON 111320107 15,246 869,200 SH DEFINED 1 869,200 BROADCOM CORP CL A COMMON 111320107 400 22,820 SH DEFINED 1,4 22,820 BROADCOM CORP CL A COMMON 111320107 2,095 119,450 SH DEFINED 2 119,450 BROADCOM CORP CL A COMMON 111320107 96 5,480 SH DEFINED 2,3 5,480 BROADCOM CORP CL A COMMON 111320107 20 1,150 SH DEFINED 5 1,150 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 31,153 1,782,200 SH DEFINED 1 1,782,200 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 17,480 1,000,000 SH DEFINED 1,2 1,000,000 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 934 53,460 SH DEFINED 1,4 53,460 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 2,110 120,690 SH DEFINED 2 120,690 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 302 17,300 SH DEFINED 2,3 17,300 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 25 1,405 SH DEFINED 5 1,405 BROOKS-PRI AUTOMATION INC COMMON 11442E102 2,911 113,900 SH DEFINED 1 113,900 BROOKS-PRI AUTOMATION INC COMMON 11442E102 13 500 SH DEFINED 2,3 500 BROWN & BROWN INC COMMON 115236101 13,186 418,600 SH DEFINED 1 418,600 BROWN & BROWN INC COMMON 115236101 64 2,040 SH DEFINED 1,4 2,040 BROWN & BROWN INC COMMON 115236101 982 31,170 SH DEFINED 2 31,170 BROWN & BROWN INC COMMON 115236101 103 3,280 SH DEFINED 2,3 3,280 BRUKER AXS INC COMMON 11679P101 791 527,000 SH DEFINED 1 527,000 BRUKER AXS INC COMMON 11679P101 132 88,200 SH DEFINED 2 88,200 BRUKER DALTONICS INC COMMON 116795105 1,203 300,800 SH DEFINED 1 300,800 BRUKER DALTONICS INC COMMON 116795105 220 55,100 SH DEFINED 2 55,100 BRUNSWICK CORP COMMON 117043109 52,733 1,883,320 SH DEFINED 1 1,883,320 BRUNSWICK CORP COMMON 117043109 630 22,500 SH DEFINED 2 22,500 BRUNSWICK CORP COMMON 117043109 3,863 137,951 SH DEFINED 5 137,951 BUNGE LTD COMMON G16962105 11,175 529,600 SH DEFINED 1 529,600 BUNGE LTD COMMON G16962105 4,583 217,200 SH DEFINED 1,4 217,200 BUNZL PUB LTD CO COMMON 120738307 110 2,796 SH DEFINED 5 2,796 BURLINGTON RESOURCES INC COMMON 122014103 258 6,800 SH DEFINED 1 6,800 BURLINGTON RESOURCES INC COMMON 122014103 76 2,000 SH DEFINED 1,4 2,000

Page 19/119 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 13,603 405,700 SH DEFINED 1 405,700 CABLEVISION SYSTEMS CORP COMMON 12686C109 710 75,000 SH DEFINED 1 75,000 CABLEVISION SYSTEMS CORP COMMON 12686C109 215 22,700 SH DEFINED 1,4 22,700 CABLEVISION SYSTEMS CORP COMMON 12686C109 757 80,000 SH DEFINED 2 80,000 CABOT MICROELECTRONICS CORP COMMON 12709P103 14,515 336,300 SH DEFINED 1 336,300 CABOT MICROELECTRONICS CORP COMMON 12709P103 440 10,200 SH DEFINED 1,4 10,200 CABOT MICROELECTRONICS CORP COMMON 12709P103 1,649 38,200 SH DEFINED 2 38,200 CACI INTERNATIONAL INC CL A COMMON 127190304 14,321 375,000 SH DEFINED 1 375,000 CACI INTERNATIONAL INC CL A COMMON 127190304 1,054 27,600 SH DEFINED 2 27,600 CACI INTERNATIONAL INC CL A COMMON 127190304 202 5,300 SH DEFINED 6 5,300 CADENCE DESIGN SYSTEMS INC COMMON 127387108 2,207 136,900 SH DEFINED 1 136,900 CADENCE DESIGN SYSTEMS INC COMMON 127387108 242 15,000 SH DEFINED 1,4 15,000 CADENCE DESIGN SYSTEMS INC COMMON 127387108 974 60,400 SH DEFINED 2 60,400 CADENCE DESIGN SYSTEMS INC COMMON 127387108 95 5,900 SH DEFINED 2,3 5,900 CAL DIVE INTL INC COMMON 127914109 30,747 1,397,600 SH DEFINED 1 1,397,600 CAL DIVE INTL INC COMMON 127914109 110 5,000 SH DEFINED 1,4 5,000 CAL DIVE INTL INC COMMON 127914109 3,091 140,490 SH DEFINED 2 140,490 CAL DIVE INTL INC COMMON 127914109 180 8,190 SH DEFINED 2,3 8,190 CALIPER TECHNOLOGIES CORP COMMON 130876105 66 7,900 SH DEFINED 1 7,900 CALIPER TECHNOLOGIES CORP COMMON 130876105 1 100 SH DEFINED 2 100 CALPINE CORP COMMON 131347106 1,107 157,500 SH DEFINED 1 157,500 CAMBREX CORP COMMON 132011107 19,132 477,100 SH DEFINED 1 477,100 CAMBREX CORP COMMON 132011107 1,371 34,200 SH DEFINED 2 34,200 CAMBRIDGE HEART INC COMMON 131910101 9 10,000 SH DEFINED 1 10,000 CANADIAN NATIONAL RAILWAY COMMON 136375102 22,424 432,900 SH DEFINED 1 432,900 CANADIAN NATIONAL RAILWAY COMMON 136375102 9,179 177,200 SH DEFINED 1,4 177,200 CANADIAN NATIONAL RAILWAY COMMON 136375102 3,639 70,250 SH DEFINED 2 70,250 CANADIAN NATIONAL RAILWAY COMMON 136375102 222 4,293 SH DEFINED 5 4,293

Page 20/119 CANADIAN PACIFIC RAILWAY LTD COMMON 13645T100 111 4,544 SH DEFINED 5 4,544 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 2,120 40,006,000 PRN DEFINED 1 40,006,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 2,268 42,800,000 PRN DEFINED 1,2 42,800,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 670 12,647,000 PRN DEFINED 1 12,647,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 949 17,900,000 PRN DEFINED 1,2 17,900,000 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 45,530 745,790 SH DEFINED 1 745,790 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 108,547 1,778,000 SH DEFINED 1,2 1,778,000 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1,081 17,700 SH DEFINED 1,4 17,700 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 8,586 140,640 SH DEFINED 2 140,640 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 946 15,500 SH DEFINED 2,3 15,500 CARDIAC SCIENCE INC COMMON 141410209 9,683 2,610,000 SH DEFINED 1 2,610,000 CARDIAC SCIENCE INC COMMON 141410209 125 33,700 SH DEFINED 2 33,700 CARDINAL HEALTH INC COMMON 14149Y108 80,745 1,314,850 SH DEFINED 1 1,314,850 CARDINAL HEALTH INC COMMON 14149Y108 128,961 2,100,000 SH DEFINED 1,2 2,100,000 CARDINAL HEALTH INC COMMON 14149Y108 14,078 229,250 SH DEFINED 2 229,250 CARDINAL HEALTH INC COMMON 14149Y108 645 10,500 SH DEFINED 2,3 10,500 CARDINAL HEALTH INC COMMON 14149Y108 271 4,410 SH DEFINED 5 4,410 CAREER EDUCATION CORP COMMON 141665109 10,575 235,000 SH DEFINED 1 235,000 CAREER EDUCATION CORP COMMON 141665109 1,193 26,500 SH DEFINED 2 26,500 CAREMARK RX INC COMMON 141705103 50,520 3,061,800 SH DEFINED 1 3,061,800 CAREMARK RX INC COMMON 141705103 82,500 5,000,000 SH DEFINED 1,2 5,000,000 CAREMARK RX INC COMMON 141705103 611 37,000 SH DEFINED 1,4 37,000 CAREMARK RX INC COMMON 141705103 9,768 592,020 SH DEFINED 2 592,020 CAREMARK RX INC COMMON 141705103 533 32,290 SH DEFINED 2,3 32,290 CARNIVAL CORP COMMON 143658102 48,268 1,743,150 SH DEFINED 1 1,743,150 CARNIVAL CORP COMMON 143658102 42,089 1,520,000 SH DEFINED 1,2 1,520,000 CARNIVAL CORP COMMON 143658102 4,404 159,050 SH DEFINED 2 159,050 CARNIVAL CORP COMMON 143658102 141 5,100 SH DEFINED 2,3 5,100 CARNIVAL CORP COMMON 143658102 103 3,705 SH DEFINED 5 3,705

Page 21/119 CAROLINA GROUP COMMON 540424207 11,818 436,900 SH DEFINED 1 436,900 CAROLINA GROUP COMMON 540424207 3,811 140,900 SH DEFINED 1,4 140,900 CARRAMERICA REALTY CORP COMMON 144418100 16,036 519,800 SH DEFINED 1 519,800 CASELLA WASTE SYSTEMS INC CL A COMMON 147448104 1,201 100,000 SH DEFINED 1 100,000 CATALINA MARKETING CORP COMMON 148867104 8,122 287,800 SH DEFINED 1 287,800 CATALINA MARKETING CORP COMMON 148867104 42 1,500 SH DEFINED 1,4 1,500 CATALINA MARKETING CORP COMMON 148867104 573 20,300 SH DEFINED 2 20,300 CATALINA MARKETING CORP COMMON 148867104 56 1,990 SH DEFINED 2,3 1,990 CATAPULT COMMUNICATIONS CORP COMMON 149016107 2,953 135,000 SH DEFINED 1 135,000 CATAPULT COMMUNICATIONS CORP COMMON 149016107 545 24,900 SH DEFINED 2 24,900 CBRL GROUP INC COMMON 12489V106 15,986 523,800 SH DEFINED 1 523,800 CBRL GROUP INC COMMON 12489V106 76 2,480 SH DEFINED 1,4 2,480 CBRL GROUP INC COMMON 12489V106 1,185 38,820 SH DEFINED 2 38,820 CBRL GROUP INC COMMON 12489V106 125 4,100 SH DEFINED 2,3 4,100 CDW COMPUTER CENTERS INC COMMON 125129106 96,855 2,069,100 SH DEFINED 1 2,069,100 CDW COMPUTER CENTERS INC COMMON 125129106 90,296 1,929,000 SH DEFINED 1,2 1,929,000 CDW COMPUTER CENTERS INC COMMON 125129106 604 12,910 SH DEFINED 1,4 12,910 CDW COMPUTER CENTERS INC COMMON 125129106 12,065 257,740 SH DEFINED 2 257,740 CDW COMPUTER CENTERS INC COMMON 125129106 1,005 21,460 SH DEFINED 2,3 21,460 CDW COMPUTER CENTERS INC COMMON 125129106 74 1,578 SH DEFINED 5 1,578 CE FRANKLIN LTD COMMON 125151100 386 128,800 SH DEFINED 1 128,800 CE FRANKLIN LTD COMMON 125151100 18 6,000 SH DEFINED 1,4 6,000 CEC ENTERTAINMENT INC COMMON 125137109 25,208 610,375 SH DEFINED 1 610,375 CEC ENTERTAINMENT INC COMMON 125137109 92 2,220 SH DEFINED 1,4 2,220 CEC ENTERTAINMENT INC COMMON 125137109 1,123 27,180 SH DEFINED 2 27,180 CEC ENTERTAINMENT INC COMMON 125137109 119 2,870 SH DEFINED 2,3 2,870 CEC ENTERTAINMENT INC COMMON 125137109 50 1,210 SH DEFINED 5 1,210 CELCARIBE ORD TRUST CTFS 144A COMMON 150898104 2,276 2,276,400 SH DEFINED 1 2,276,400

Page 22/119 CELEGENE CORP COMMON 151020104 6 400 SH DEFINED 1 400 CELESTICA INC COMMON 15101Q108 209,493 9,224,700 SH DEFINED 1 9,224,700 CELESTICA INC COMMON 15101Q108 89,705 3,950,000 SH DEFINED 1,2 3,950,000 CELESTICA INC COMMON 15101Q108 4,258 187,500 SH DEFINED 1,4 187,500 CELESTICA INC COMMON 15101Q108 11,884 523,300 SH DEFINED 2 523,300 CELESTICA INC COMMON 15101Q108 686 30,200 SH DEFINED 2,3 30,200 CELL GENESYS INC COMMON 150921104 69 5,000 SH DEFINED 1 5,000 CELL THERAPEUTICS INC COMMON 150934107 6 1,100 SH DEFINED 1 1,100 CEMEX SA WTS COMMON 151290863 53 16,212 SH DEFINED 1 16,212 CENDANT CORP COMMON 151313103 87,386 5,502,909 SH DEFINED 1 5,502,909 CENDANT CORP COMMON 151313103 39,700 2,500,000 SH DEFINED 1,2 2,500,000 CENDANT CORP COMMON 151313103 5,269 331,800 SH DEFINED 1,4 331,800 CENDANT CORP COMMON 151313103 274 17,250 SH DEFINED 2 17,250 CENDANT CORP COMMON 151313103 413 26,000 SH DEFINED 2,3 26,000 CENDANT CORP COMMON 151313103 6,100 384,142 SH DEFINED 5 384,142 CENTENE CORP COMMON 15135B101 5,957 192,300 SH DEFINED 1 192,300 CENTENE CORP COMMON 15135B101 610 19,700 SH DEFINED 2 19,700 CENTEX CORP COMMON 152312104 8,374 144,900 SH DEFINED 1 144,900 CENTEX CORP COMMON 152312104 34,674 600,000 SH DEFINED 1,2 600,000 CENTEX CORP COMMON 152312104 2,549 44,100 SH DEFINED 2 44,100 CENTEX CORP COMMON 152312104 133 2,300 SH DEFINED 2,3 2,300 CEPHALON INC COMMON 156708109 22,745 503,199 SH DEFINED 1 503,199 CEPHALON INC COMMON 156708109 43,555 963,600 SH DEFINED 1,2 963,600 CEPHALON INC COMMON 156708109 669 14,800 SH DEFINED 1,4 14,800 CEPHALON INC COMMON 156708109 4,588 101,500 SH DEFINED 2 101,500 CEPHALON INC COMMON 156708109 176 3,900 SH DEFINED 2,3 3,900 CERIDIAN CORP COMMON 156779100 202,183 10,652,430 SH DEFINED 1 10,652,430 CERIDIAN CORP COMMON 156779100 773 40,750 SH DEFINED 2 40,750 CERIDIAN CORP COMMON 156779100 14,764 777,856 SH DEFINED 5 777,856

Page 23/119 CERNER CORP COMMON 156782104 35,322 738,500 SH DEFINED 1 738,500 CERNER CORP COMMON 156782104 74 1,540 SH DEFINED 1,4 1,540 CERNER CORP COMMON 156782104 2,574 53,810 SH DEFINED 2 53,810 CERNER CORP COMMON 156782104 127 2,660 SH DEFINED 2,3 2,660 CERNER CORP COMMON 156782104 191 4,000 SH DEFINED 6 4,000 CERTEGY INC COMMON 156880106 17,308 466,400 SH DEFINED 1 466,400 CERTEGY INC COMMON 156880106 96 2,600 SH DEFINED 2 2,600 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 6,320 180,300 SH DEFINED 1 180,300 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 1,037 29,600 SH DEFINED 2 29,600 CHARLOTTE RUSSE HOLDING COMMON 161048103 2,456 110,000 SH DEFINED 1 110,000 CHARLOTTE RUSSE HOLDING COMMON 161048103 100 4,500 SH DEFINED 6 4,500 CHARMING SHOPPES CVT 144A CONVERT 161133AB9 2,253 2,000,000 PRN DEFINED 1 2,000,000 CHARMING SHOPPES, INC. COMMON 161133103 5,054 585,000 SH DEFINED 1 585,000 CHARMING SHOPPES, INC. COMMON 161133103 156 18,000 SH DEFINED 6 18,000 CHARTER COMM INC CVT 144A 5.75 CONVERT 16117MAA5 784 1,500,000 PRN DEFINED 1 1,500,000 CHARTER COMMUNICATIONS INC CL A COMMON 16117M107 1,926 472,000 SH DEFINED 1 472,000 CHARTER COMMUNICATIONS INC CL A COMMON 16117M107 63 15,400 SH DEFINED 2 15,400 CHARTER COMMUNICATIONS INC CL A COMMON 16117M107 60 14,800 SH DEFINED 2,3 14,800 CHARTER MUNICIPAL MTG ACCEPTANCE COMMON 160908109 1,624 90,800 SH DEFINED 1 90,800 CHARTER ONE FINANCIAL, INC. COMMON 160903100 1,375 40,000 SH DEFINED 1 40,000 CHARTERED SEMICONDUCTOR ADR COMMON 16133R106 3,002 150,000 SH DEFINED 1 150,000 CHECK POINT SOFTWARE TECH COMMON M22465104 24 1,778 SH DEFINED 5 1,778 CHEESECAKE FACTORY (THE) COMMON 163072101 11,137 313,900 SH DEFINED 1 313,900 CHEESECAKE FACTORY (THE) COMMON 163072101 53 1,500 SH DEFINED 1,4 1,500 CHEESECAKE FACTORY (THE) COMMON 163072101 834 23,520 SH DEFINED 2 23,520 CHEESECAKE FACTORY (THE) COMMON 163072101 87 2,460 SH DEFINED 2,3 2,460

Page 24/119 CHEUNG KONG HLDGS LTD COMMON 166744201 58 6,965 SH DEFINED 5 6,965 CHEVRONTEXACO CORP COMMON 166764100 294,109 3,323,260 SH DEFINED 1 3,323,260 CHEVRONTEXACO CORP COMMON 166764100 53,100 600,000 SH DEFINED 1,2 600,000 CHEVRONTEXACO CORP COMMON 166764100 5,460 61,700 SH DEFINED 1,4 61,700 CHEVRONTEXACO CORP COMMON 166764100 5,991 67,700 SH DEFINED 2 67,700 CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 2,086 74,000 SH DEFINED 1 74,000 CHICO'S FAS INC COMMON 168615102 14,165 390,000 SH DEFINED 1 390,000 CHICO'S FAS INC COMMON 168615102 1,805 49,699 SH DEFINED 2 49,699 CHINA MOBILE HONG KONG LTD COMMON 16941M109 35 2,385 SH DEFINED 5 2,385 CHIPPAC INC COMMON 169657103 13,068 2,114,500 SH DEFINED 1 2,114,500 CHIPPAC INC COMMON 169657103 843 136,400 SH DEFINED 2 136,400 CHIPPAC INC COMMON 169657103 4 600 SH DEFINED 2,3 600 CHIPPAC INC COMMON 169657103 124 20,000 SH DEFINED 6 20,000 CHRISTOPHER & BANKS CORP COMMON 171046105 13,113 310,000 SH DEFINED 1 310,000 CHRISTOPHER & BANKS CORP COMMON 171046105 2,263 53,500 SH DEFINED 2 53,500 CHROMAVISION MEDICAL SYSTEMS COMMON 17111P104 0 100 SH DEFINED 2 100 CIENA CORP COMMON 171779101 0 80 SH DEFINED 5 80 CIGNA CORP COMMON 125509109 151,430 1,554,400 SH DEFINED 1 1,554,400 CIGNA CORP COMMON 125509109 307 3,150 SH DEFINED 2 3,150 CIGNA CORP COMMON 125509109 10,082 103,485 SH DEFINED 5 103,485 CINTAS CORP COMMON 172908105 25,876 523,800 SH DEFINED 1 523,800 CINTAS CORP COMMON 172908105 124 2,500 SH DEFINED 1,4 2,500 CINTAS CORP COMMON 172908105 1,896 38,390 SH DEFINED 2 38,390 CINTAS CORP COMMON 172908105 203 4,100 SH DEFINED 2,3 4,100 CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 137 38,900 SH DEFINED 1 38,900

Page 25/119 CIRCUIT CITY STORES-CARMAX COMMON 172737306 23,120 1,067,900 SH DEFINED 1 1,067,900 CIRCUIT CITY STORES-CARMAX COMMON 172737306 32,475 1,500,000 SH DEFINED 1,2 1,500,000 CIRCUIT CITY STORES-CARMAX COMMON 172737306 32 1,500 SH DEFINED 1,4 1,500 CIRCUIT CITY STORES-CARMAX COMMON 172737306 3,611 166,800 SH DEFINED 2 166,800 CIRCUIT CITY STORES-CARMAX COMMON 172737306 183 8,460 SH DEFINED 2,3 8,460 CIRRUS LOGIC INC COMMON 172755100 1,744 232,900 SH DEFINED 1 232,900 CIRRUS LOGIC INC COMMON 172755100 10 1,400 SH DEFINED 2,3 1,400 CISCO SYSTEMS INC COMMON 17275R102 358,964 25,732,208 SH DEFINED 1 25,732,208 CISCO SYSTEMS INC COMMON 17275R102 202,275 14,500,000 SH DEFINED 1,2 14,500,000 CISCO SYSTEMS INC COMMON 17275R102 1,395 100,000 SH DEFINED 1,4 100,000 CISCO SYSTEMS INC COMMON 17275R102 24,800 1,777,780 SH DEFINED 2 1,777,780 CISCO SYSTEMS INC COMMON 17275R102 1,521 109,000 SH DEFINED 2,3 109,000 CISCO SYSTEMS INC COMMON 17275R102 622 44,610 SH DEFINED 5 44,610 CITIGROUP INC COMMON 172967101 4,650 120,000 PUT DEFINED 1 120,000 CITIGROUP INC COMMON 172967101 924,519 23,858,560 SH DEFINED 1 23,858,560 CITIGROUP INC COMMON 172967101 199,563 5,150,000 SH DEFINED 1,2 5,150,000 CITIGROUP INC COMMON 172967101 775 20,000 SH DEFINED 1,4 20,000 CITIGROUP INC COMMON 172967101 36,719 947,580 SH DEFINED 2 947,580 CITIGROUP INC COMMON 172967101 1,938 50,000 SH DEFINED 2,3 50,000 CITIGROUP INC COMMON 172967101 10,726 276,795 SH DEFINED 5 276,795 CITIGROUP INC COMMON 172967101 388 10,000 PUT DEFINED 6 10,000 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 58,901 1,839,500 SH DEFINED 1 1,839,500 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 32,020 1,000,000 SH DEFINED 1,2 1,000,000 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 6,319 197,350 SH DEFINED 2 197,350 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 464 14,500 SH DEFINED 2,3 14,500 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 90 2,816 SH DEFINED 5 2,816 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 208 6,500 SH DEFINED 6 6,500 CLEARONE COMMUNICATIONS INC COMMON 185060100 1,352 91,800 SH DEFINED 1 91,800 CLOROX CO COMMON 189054109 12,546 303,420 SH DEFINED 1 303,420 CLOROX CO COMMON 189054109 4,718 114,100 SH DEFINED 1,4 114,100 CLOROX CO COMMON 189054109 277 6,700 SH DEFINED 2 6,700 CLOROX CO COMMON 189054109 1,250 30,241 SH DEFINED 5 30,241

Page 26/119 CMS ENERGY CORP COMMON 125896100 2,232 203,300 SH DEFINED 1 203,300 CMS ENERGY CORP COMMON 125896100 3 282 SH DEFINED 5 282 CNOOC LTD ADR COMMON 126132109 13,038 486,300 SH DEFINED 1 486,300 CNOOC LTD ADR COMMON 126132109 51 1,900 SH DEFINED 1,4 1,900 CNOOC LTD ADR COMMON 126132109 43 1,600 SH DEFINED 2 1,600 CNOOC LTD ADR COMMON 126132109 13 500 SH DEFINED 2,3 500 CNOOC LTD ADR COMMON 126132109 94 3,507 SH DEFINED 5 3,507 COACH INC COMMON 189754104 12,385 225,600 SH DEFINED 1 225,600 COACH INC COMMON 189754104 439 8,000 SH DEFINED 1,4 8,000 COACH INC COMMON 189754104 417 7,600 SH DEFINED 2 7,600 COACH INC COMMON 189754104 351 6,400 SH DEFINED 2,3 6,400 COCA-COLA CO COMMON 191216100 75,484 1,347,920 SH DEFINED 1 1,347,920 COCA-COLA CO COMMON 191216100 170,240 3,040,000 SH DEFINED 1,2 3,040,000 COCA-COLA CO COMMON 191216100 11,819 211,050 SH DEFINED 2 211,050 COCA-COLA CO COMMON 191216100 336 6,000 SH DEFINED 2,3 6,000 COCA-COLA ENTERPRISES INC COMMON 191219104 1,634 74,000 SH DEFINED 1 74,000 COCA-COLA ENTERPRISES INC COMMON 191219104 46 2,100 SH DEFINED 2 2,100 COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 8,345 347,700 SH DEFINED 1 347,700 COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 48 2,000 SH DEFINED 1,4 2,000 COGNEX CORP. COMMON 192422103 913 45,540 SH DEFINED 1 45,540 COGNOS INC COMMON 19244C109 1,664 75,000 SH DEFINED 1 75,000 COGNOS INC COMMON 19244C109 295 13,300 SH DEFINED 2 13,300 COHU INC COMMON 192576106 1,728 100,000 SH DEFINED 1 100,000 COHU INC COMMON 192576106 71 4,100 SH DEFINED 6 4,100 COINSTAR INC COMMON 19259P300 3,179 130,000 SH DEFINED 1 130,000 COLDWATER CREEK INC COMMON 193068103 207 8,500 SH DEFINED 6 8,500

Page 27/119 COLGATE PALMOLIVE CO COMMON 194162103 70,145 1,401,500 SH DEFINED 1 1,401,500 COLGATE PALMOLIVE CO COMMON 194162103 15,015 300,000 SH DEFINED 1,2 300,000 COLGATE PALMOLIVE CO COMMON 194162103 6,189 123,650 SH DEFINED 2 123,650 COLGATE PALMOLIVE CO COMMON 194162103 150 3,000 SH DEFINED 2,3 3,000 COLGATE PALMOLIVE CO COMMON 194162103 267 5,341 SH DEFINED 5 5,341 COMCAST CORP SPECIAL CL A COMMON 200300200 309,989 13,002,900 SH DEFINED 1 13,002,900 COMCAST CORP SPECIAL CL A COMMON 200300200 7,271 305,000 SH DEFINED 2 305,000 COMCAST CORP SPECIAL CL A COMMON 200300200 188 7,900 SH DEFINED 2,3 7,900 COMERICA INC COMMON 200340107 11,912 194,000 SH DEFINED 1 194,000 COMMSCOPE INC COMMON 203372107 2,063 165,000 SH DEFINED 1 165,000 COMMSCOPE INC COMMON 203372107 369 29,500 SH DEFINED 2 29,500 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 90,370 3,372,000 SH DEFINED 1 3,372,000 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 721 26,900 SH DEFINED 1,4 26,900 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 4,670 174,240 SH DEFINED 2 174,240 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 198 7,370 SH DEFINED 2,3 7,370 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 3,360 216,200 SH DEFINED 1,4 216,200 COMPANIA DE MINAS BUENAVENTURA ADR COMMON 204448104 5,742 224,300 SH DEFINED 1,4 224,300 COMPASS BANCSHARES INC COMMON 20449H109 13,222 393,500 SH DEFINED 1 393,500 COMPUTER ASSOCIATES INTL COMMON 204912109 224,867 14,151,500 SH DEFINED 1 14,151,500 COMPUTER ASSOCIATES INTL COMMON 204912109 78,814 4,960,000 SH DEFINED 1,2 4,960,000 COMPUTER ASSOCIATES INTL COMMON 204912109 659 41,500 SH DEFINED 1,4 41,500 COMPUTER ASSOCIATES INTL COMMON 204912109 3,402 214,100 SH DEFINED 2 214,100 COMPUTER ASSOCIATES INTL COMMON 204912109 13,503 849,780 SH DEFINED 5 849,780 COMPUTER SCIENCES CORP COMMON 205363104 31,897 667,300 SH DEFINED 1 667,300 COMPUTER SCIENCES CORP COMMON 205363104 59,750 1,250,000 SH DEFINED 1,2 1,250,000 COMPUTER SCIENCES CORP COMMON 205363104 4,445 93,000 SH DEFINED 2 93,000 COMPUTER SCIENCES CORP COMMON 205363104 239 5,000 SH DEFINED 2,3 5,000 COMVERSE TECH 1.50 12/1/05 144A CONVERT 205862AH8 1,176 1,500,000 PRN DEFINED 1 1,500,000

Page 28/119 CONAGRA INC COMMON 205887102 31,117 1,125,390 SH DEFINED 1 1,125,390 CONAGRA INC COMMON 205887102 82,397 2,980,000 SH DEFINED 1,2 2,980,000 CONAGRA INC COMMON 205887102 241 8,700 SH DEFINED 2 8,700 CONCORD EFS INC COMMON 206197105 82,661 2,742,564 SH DEFINED 1 2,742,564 CONCORD EFS INC COMMON 206197105 73,186 2,428,200 SH DEFINED 1,2 2,428,200 CONCORD EFS INC COMMON 206197105 7,328 243,120 SH DEFINED 1,4 243,120 CONCORD EFS INC COMMON 206197105 5,667 188,030 SH DEFINED 2 188,030 CONCORD EFS INC COMMON 206197105 923 30,610 SH DEFINED 2,3 30,610 CONCORD EFS INC COMMON 206197105 19 618 SH DEFINED 5 618 CONCURRENT COMPUTER CORP COMMON 206710204 1,860 400,000 SH DEFINED 1 400,000 CONCURRENT COMPUTER CORP COMMON 206710204 323 69,500 SH DEFINED 2 69,500 CONMED CORP COMMON 207410101 2 100 SH DEFINED 1 100 CONNETICS CORP COMMON 208192104 6,589 510,000 SH DEFINED 1 510,000 CONNETICS CORP COMMON 208192104 636 49,200 SH DEFINED 2 49,200 CONNETICS CORP COMMON 208192104 207 16,000 SH DEFINED 6 16,000 CONSOLIDATED EDISON INC COMMON 209115104 3,098 74,200 SH DEFINED 1 74,200 CONSTELLATION ENERGY GROUP COMMON 210371100 16,689 568,800 SH DEFINED 1 568,800 CONVERGYS CORP COMMON 212485106 42,250 2,168,900 SH DEFINED 1 2,168,900 CONVERGYS CORP COMMON 212485106 47,142 2,420,000 SH DEFINED 1,2 2,420,000 CONVERGYS CORP COMMON 212485106 557 28,600 SH DEFINED 2 28,600 CONVERGYS CORP COMMON 212485106 1,768 90,770 SH DEFINED 5 90,770 COOPER CAMERON CORP COMMON 216640102 75,333 1,555,820 SH DEFINED 1 1,555,820 COOPER CAMERON CORP COMMON 216640102 121 2,500 SH DEFINED 1,4 2,500 COOPER CAMERON CORP COMMON 216640102 1,959 40,460 SH DEFINED 2 40,460 COOPER CAMERON CORP COMMON 216640102 199 4,100 SH DEFINED 2,3 4,100 COOPER CAMERON CORP COMMON 216640102 774 15,981 SH DEFINED 5 15,981

Page 29/119 COORS (ADOLPH) CO COMMON 217016104 25,381 407,400 SH DEFINED 1 407,400 COORS (ADOLPH) CO COMMON 217016104 498 8,000 SH DEFINED 1,4 8,000 COORS (ADOLPH) CO COMMON 217016104 361 5,800 SH DEFINED 2 5,800 COORS (ADOLPH) CO COMMON 217016104 1,209 19,404 SH DEFINED 5 19,404 COPART INC COMMON 217204106 25,622 1,578,700 SH DEFINED 1 1,578,700 COPART INC COMMON 217204106 804 49,550 SH DEFINED 2 49,550 COPEL-CIA PARANAENSE ENE-SP ADR COMMON 20441B407 1,884 465,200 SH DEFINED 1 465,200 CORE LABORATORIES NV COMMON N22717107 6,487 539,700 SH DEFINED 1 539,700 CORE LABORATORIES NV COMMON N22717107 31 2,600 SH DEFINED 1,4 2,600 CORE LABORATORIES NV COMMON N22717107 506 42,080 SH DEFINED 2 42,080 CORE LABORATORIES NV COMMON N22717107 51 4,270 SH DEFINED 2,3 4,270 CORNING INC CVT 0% 11/8/15 CONVERT 219350AJ4 3,835 7,595,000 PRN DEFINED 1 7,595,000 CORNING INC CVT 0% 11/8/15 CONVERT 219350AJ4 126 250,000 PRN DEFINED 2 250,000 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 16,495 481,600 SH DEFINED 1 481,600 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 41 1,200 SH DEFINED 1,4 1,200 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 1,902 55,530 SH DEFINED 2 55,530 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 70 2,050 SH DEFINED 2,3 2,050 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 24 690 SH DEFINED 5 690 CORVAS INTERNATIONAL INC COMMON 221005101 3,981 1,851,600 SH DEFINED 1 1,851,600 CORVAS INTERNATIONAL INC COMMON 221005101 53 24,500 SH DEFINED 2 24,500 COST PLUS INC CALIFORNIA COMMON 221485105 4,837 158,800 SH DEFINED 1 158,800 COSTCO WHOLESALE CORP COMMON 22160K105 19,673 509,410 SH DEFINED 1 509,410 COSTCO WHOLESALE CORP COMMON 22160K105 3,171 82,100 SH DEFINED 2 82,100 COUNTRYWIDE CREDIT IND INC COMMON 222372104 9,689 200,800 SH DEFINED 1 200,800 COUNTRYWIDE CREDIT IND INC COMMON 222372104 3,874 80,300 SH DEFINED 1,4 80,300 COUNTRYWIDE CREDIT IND INC COMMON 222372104 68 1,400 SH DEFINED 2 1,400 COVANCE INC COMMON 222816100 2,625 140,000 SH DEFINED 1 140,000 COVANCE INC COMMON 222816100 471 25,100 SH DEFINED 2 25,100

Page 30/119 COVENTRY HEALTH CARE INC COMMON 222862104 18,496 650,800 SH DEFINED 1 650,800 COVENTRY HEALTH CARE INC COMMON 222862104 3,476 122,300 SH DEFINED 1,4 122,300 COVENTRY HEALTH CARE INC COMMON 222862104 60 2,100 SH DEFINED 2 2,100 COX COMMUNICATIONS INC CL A COMMON 224044107 503,669 18,282,000 SH DEFINED 1 18,282,000 COX COMMUNICATIONS INC CL A COMMON 224044107 248 9,000 SH DEFINED 1,4 9,000 COX COMMUNICATIONS INC CL A COMMON 224044107 11,896 431,800 SH DEFINED 2 431,800 COX RADIO INC CL A COMMON 224051102 24,900 1,033,200 SH DEFINED 1 1,033,200 COX RADIO INC CL A COMMON 224051102 277 11,500 SH DEFINED 1,4 11,500 COX RADIO INC CL A COMMON 224051102 1,473 61,100 SH DEFINED 2 61,100 COX RADIO INC CL A COMMON 224051102 104 4,300 SH DEFINED 6 4,300 CREDENCE SYSTEMS CORP COMMON 225302108 4,265 240,000 SH DEFINED 1 240,000 CREDENCE SYSTEMS CORP COMMON 225302108 784 44,100 SH DEFINED 2 44,100 CREDIT SUISSE FIRST BOSTON CVT CONVERT 2254C0AJ6 35 35,000 PRN DEFINED 1,4 35,000 CREDITRISKMONITOR.COM INC. COMMON 225426105 1 2,242 SH DEFINED 5 2,242 CREE INC COMMON 225447101 6,417 485,000 SH DEFINED 1 485,000 CREE INC COMMON 225447101 658 49,700 SH DEFINED 2 49,700 CREE INC COMMON 225447101 132 10,000 SH DEFINED 6 10,000 CROSS COUNTRY INC COMMON 22748P105 79 2,100 SH DEFINED 1 2,100 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 0 1 SH DEFINED 1 1 CRYOLIFE INC COMMON 228903100 1,461 91,000 SH DEFINED 1 91,000 CSC HOLDINGS INC PFD PREFERRED 126304401 4,956 79,300 SH DEFINED 1 79,300 CSC HOLDINGS INC PFD PREFERRED 126304401 44 700 SH DEFINED 2,3 700 CSK AUTO CORP COMMON 125965103 4,182 300,000 SH DEFINED 1 300,000 CSX CORP COMMON 126408103 2,454 70,000 SH DEFINED 1 70,000 CSX CORP COMMON 126408103 414 11,800 SH DEFINED 1,4 11,800 CSX CORP COMMON 126408103 1,507 43,000 SH DEFINED 2 43,000

Page 31/119 CTI MOLECULAR IMAGING SYSTEMS COMMON 22943D105 2,751 119,900 SH DEFINED 1 119,900 CTI MOLECULAR IMAGING SYSTEMS COMMON 22943D105 459 20,000 SH DEFINED 2 20,000 CULLEN/FROST BANKERS INC COMMON 229899109 9,041 251,500 SH DEFINED 1 251,500 CV THERAPEUTICS INC COMMON 126667104 151 8,100 SH DEFINED 1 8,100 CV THERAPEUTICS INC COMMON 126667104 11 600 SH DEFINED 2 600 CVS CORP COMMON 126650100 21,809 712,720 SH DEFINED 1 712,720 CVS CORP COMMON 126650100 536 17,500 SH DEFINED 1,4 17,500 CVS CORP COMMON 126650100 1,958 64,000 SH DEFINED 2 64,000 CYGNUS INC COMMON 232560102 1 500 SH DEFINED 2 500 CYMER INC COMMON 232572107 6,104 174,200 SH DEFINED 1 174,200 CYMER INC COMMON 232572107 806 23,000 SH DEFINED 2 23,000 CYMER INC COMMON 232572107 4 100 SH DEFINED 2,3 100 CYTYC CORP COMMON 232946103 2,362 310,000 SH DEFINED 1 310,000 CYTYC CORP COMMON 232946103 206 27,000 SH DEFINED 6 27,000 D&K HEALTHCARE RESOURCES INC COMMON 232861104 2,842 80,600 SH DEFINED 1 80,600 D&K HEALTHCARE RESOURCES INC COMMON 232861104 152 4,300 SH DEFINED 6 4,300 D.R. HORTON INC COMMON 23331A109 26,550 1,019,975 SH DEFINED 1 1,019,975 D.R. HORTON INC COMMON 23331A109 31,236 1,200,000 SH DEFINED 1,2 1,200,000 D.R. HORTON INC COMMON 23331A109 3,006 115,500 SH DEFINED 2 115,500 D.R. HORTON INC COMMON 23331A109 122 4,700 SH DEFINED 2,3 4,700 DANA CORP COMMON 235811106 5,896 318,200 SH DEFINED 1 318,200 DANAHER CORP COMMON 235851102 27,290 411,300 SH DEFINED 1 411,300 DANAHER CORP COMMON 235851102 53,080 800,000 SH DEFINED 1,2 800,000 DANAHER CORP COMMON 235851102 100 1,500 SH DEFINED 1,4 1,500 DANAHER CORP COMMON 235851102 3,745 56,450 SH DEFINED 2 56,450 DANAHER CORP COMMON 235851102 472 7,110 SH DEFINED 2,3 7,110 DANAHER CORP COMMON 235851102 50 755 SH DEFINED 5 755

Page 32/119 DANSKE BK A/S COMMON 236363107 66 3,602 SH DEFINED 5 3,602 DARDEN RESTAURANTS INC COMMON 237194105 11,485 464,995 SH DEFINED 1 464,995 DARDEN RESTAURANTS INC COMMON 237194105 55,323 2,239,800 SH DEFINED 1,2 2,239,800 DARDEN RESTAURANTS INC COMMON 237194105 4,167 168,700 SH DEFINED 2 168,700 DARDEN RESTAURANTS INC COMMON 237194105 221 8,950 SH DEFINED 2,3 8,950 DAVITA INC COMMON 23918K108 6,248 262,500 SH DEFINED 1 262,500 DAVITA INC COMMON 23918K108 5,995 251,900 SH DEFINED 1,4 251,900 DAVITA INC COMMON 23918K108 983 41,300 SH DEFINED 2 41,300 DAYTON SUPERIOR WTS 144A COMMON 240028118 113 11,000 SH DEFINED 1 11,000 DEB SHOPS INC COMMON 242728103 3,378 100,000 SH DEFINED 1 100,000 DEB SHOPS INC COMMON 242728103 605 17,900 SH DEFINED 2 17,900 DEERE & CO COMMON 244199105 25,636 535,200 SH DEFINED 1 535,200 DEERE & CO COMMON 244199105 59,875 1,250,000 SH DEFINED 1,2 1,250,000 DEERE & CO COMMON 244199105 4,493 93,800 SH DEFINED 2 93,800 DEERE & CO COMMON 244199105 240 5,000 SH DEFINED 2,3 5,000 DELIA'S CORP A COMMON 24688Q101 7,612 1,492,600 SH DEFINED 1 1,492,600 DELIA'S CORP A COMMON 24688Q101 365 71,500 SH DEFINED 2 71,500 DELIA'S CORP A COMMON 24688Q101 133 26,000 SH DEFINED 6 26,000 DELL COMPUTER CORP COMMON 247025109 407,416 15,585,940 SH DEFINED 1 15,585,940 DELL COMPUTER CORP COMMON 247025109 182,980 7,000,000 SH DEFINED 1,2 7,000,000 DELL COMPUTER CORP COMMON 247025109 8,271 316,400 SH DEFINED 1,4 316,400 DELL COMPUTER CORP COMMON 247025109 20,462 782,800 SH DEFINED 2 782,800 DELL COMPUTER CORP COMMON 247025109 1,545 59,100 SH DEFINED 2,3 59,100 DELL COMPUTER CORP COMMON 247025109 23 889 SH DEFINED 5 889 DELUXE CORP COMMON 248019101 1,042 26,800 SH DEFINED 1 26,800 DELUXE CORP COMMON 248019101 78 2,000 SH DEFINED 2 2,000 DEVON ENERGY CORP COMMON 25179M103 15,499 314,500 SH DEFINED 1 314,500 DEVON ENERGY CORP COMMON 25179M103 12,320 250,000 SH DEFINED 1,2 250,000 DEVON ENERGY CORP COMMON 25179M103 133 2,700 SH DEFINED 2,3 2,700

Page 33/119 DEVON ENERGY-KERRMCGEE CVT PFD CONVERT 492386305 18,474 397,300 SH DEFINED 1 397,300 DEVRY INC COMMON 251893103 11,950 523,200 SH DEFINED 1 523,200 DEVRY INC COMMON 251893103 59 2,600 SH DEFINED 1,4 2,600 DEVRY INC COMMON 251893103 875 38,300 SH DEFINED 2 38,300 DEVRY INC COMMON 251893103 94 4,100 SH DEFINED 2,3 4,100 DIACRIN INC COMMON 25243N103 0 100 SH DEFINED 1 100 DIAGEO PLC COMMON 25243Q205 147 2,842 SH DEFINED 5 2,842 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 2,775 75,000 SH DEFINED 1 75,000 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 470 12,700 SH DEFINED 2 12,700 DIAL CORP COMMON 25247D101 37,353 1,865,800 SH DEFINED 1 1,865,800 DIAL CORP COMMON 25247D101 4,184 209,000 SH DEFINED 1,4 209,000 DIAL CORP COMMON 25247D101 494 24,700 SH DEFINED 2 24,700 DIAL CORP COMMON 25247D101 2,403 120,012 SH DEFINED 5 120,012 DIANON SYSTEMS INC COMMON 252826102 10,150 190,000 SH DEFINED 1 190,000 DIANON SYSTEMS INC COMMON 252826102 935 17,500 SH DEFINED 2 17,500 DIEBOLD INC COMMON 253651103 14,836 398,400 SH DEFINED 1 398,400 DIEBOLD INC COMMON 253651103 223 6,000 SH DEFINED 2 6,000 DIEBOLD INC COMMON 253651103 1,476 39,647 SH DEFINED 5 39,647 DIGITAL INSIGHT CORP COMMON 25385P106 1,430 86,900 SH DEFINED 1 86,900 DIGITAL INSIGHT CORP COMMON 25385P106 273 16,600 SH DEFINED 2 16,600 DISTRIBUCION Y SERVICIO ADR COMMON 254753106 2,736 230,100 SH DEFINED 1 230,100 DISTRIBUCION Y SERVICIO ADR COMMON 254753106 11 900 SH DEFINED 1,4 900 DJ ORTHOPEDICS INC COMMON 23325G104 1 100 SH DEFINED 1 100 DOBSON COMM PIK PFD PREFERRED 256072307 8,449 28,164 SH DEFINED 1 28,164 DOBSON COMM PIK PFD PREFERRED 256072307 16 52 SH DEFINED 2,3 52

Page 34/119 DOCTOR REDDY'S LAB ADR COMMON 256135203 9,673 498,600 SH DEFINED 1 498,600 DOCTOR REDDY'S LAB ADR COMMON 256135203 35 1,800 SH DEFINED 1,4 1,800 DOCTOR REDDY'S LAB ADR COMMON 256135203 27 1,400 SH DEFINED 2,3 1,400 DOCUMENTUM INC COMMON 256159104 4,210 350,800 SH DEFINED 1 350,800 DOCUMENTUM INC COMMON 256159104 632 52,700 SH DEFINED 2 52,700 DOCUMENTUM INC COMMON 256159104 6 500 SH DEFINED 2,3 500 DOLLAR THRIFTY AUTOMOTIVE GROUP INC COMMON 256743105 3,921 151,400 SH DEFINED 1 151,400 DOLLAR TREE STORES INC COMMON 256747106 41,073 1,042,200 SH DEFINED 1 1,042,200 DOLLAR TREE STORES INC COMMON 256747106 386 9,800 SH DEFINED 1,4 9,800 DOLLAR TREE STORES INC COMMON 256747106 2,983 75,680 SH DEFINED 2 75,680 DOLLAR TREE STORES INC COMMON 256747106 217 5,500 SH DEFINED 2,3 5,500 DOLLAR TREE STORES INC COMMON 256747106 100 2,531 SH DEFINED 5 2,531 DOMINION RES INC VA COMMON 25746U109 3 50 SH DEFINED 5 50 DORAL FINANCIAL CORP COMMON 25811P100 27,340 818,800 SH DEFINED 1 818,800 DORAL FINANCIAL CORP COMMON 25811P100 83 2,500 SH DEFINED 1,4 2,500 DORAL FINANCIAL CORP COMMON 25811P100 1,780 53,320 SH DEFINED 2 53,320 DORAL FINANCIAL CORP COMMON 25811P100 135 4,050 SH DEFINED 2,3 4,050 DOUBLECLICK INC COMMON 258609304 8,014 1,080,000 SH DEFINED 1 1,080,000 DOUBLECLICK INC COMMON 258609304 340 45,800 SH DEFINED 2 45,800 DOVER CORP COMMON 260003108 54,012 1,543,200 SH DEFINED 1 1,543,200 DOVER CORP COMMON 260003108 63,700 1,820,000 SH DEFINED 1,2 1,820,000 DOVER CORP COMMON 260003108 686 19,600 SH DEFINED 2 19,600 DOVER CORP COMMON 260003108 2,982 85,205 SH DEFINED 5 85,205 DOW CHEMICAL CORP COMMON 260543103 7 191 SH DEFINED 5 191 DSP GROUP INC COMMON 23332B106 2,356 120,200 SH DEFINED 1 120,200

Page 35/119 DST SYSTEMS INC COMMON 233326107 101,685 2,224,570 SH DEFINED 1 2,224,570 DST SYSTEMS INC COMMON 233326107 937 20,500 SH DEFINED 1,4 20,500 DST SYSTEMS INC COMMON 233326107 5,270 115,300 SH DEFINED 2 115,300 DST SYSTEMS INC COMMON 233326107 265 5,800 SH DEFINED 2,3 5,800 DST SYSTEMS INC COMMON 233326107 48 1,061 SH DEFINED 5 1,061 DTE ENERGY CO COMMON 233331107 8,767 196,400 SH DEFINED 1 196,400 DUANE READE INC COMMON 263578106 1,004 29,500 SH DEFINED 1 29,500 DUKE POWER CO COMMON 264399106 241,737 7,772,878 SH DEFINED 1 7,772,878 DUKE POWER CO COMMON 264399106 7,814 251,250 SH DEFINED 2 251,250 DUKE POWER CO COMMON 264399106 8,300 266,888 SH DEFINED 5 266,888 DUN & BRADSTREET CORP COMMON 26483E100 5 140 SH DEFINED 1 140 DUPONT DE NEMOUR & CO COMMON 263534109 3,561 80,200 SH DEFINED 1 80,200 DUPONT DE NEMOUR & CO COMMON 263534109 6 132 SH DEFINED 5 132 DURA AUTOMOTIVE SYSTEMS INC COMMON 265903104 726 35,000 SH DEFINED 1 35,000 DYNACARE INC COMMON 267920205 22 1,000 SH DEFINED 1 1,000 DYNEGY INC COMMON 26816Q101 2,300 319,400 SH DEFINED 1 319,400 EARTHWATCH CORP CVT PFD CONVERT 270324502 3 132,980 SH DEFINED 1 132,980 EARTHWATCH INC CVT PFD 144A SER CONVERT 270324601 23 2,292,784 SH DEFINED 1 2,292,784 EASTMAN CHEMICAL CORP COMMON 277432100 3,663 78,100 SH DEFINED 1 78,100 EASTMAN CHEMICAL CORP COMMON 277432100 35,874 764,900 SH DEFINED 1,2 764,900 EASTMAN CHEMICAL CORP COMMON 277432100 2,655 56,600 SH DEFINED 2 56,600 EASTMAN CHEMICAL CORP COMMON 277432100 145 3,100 SH DEFINED 2,3 3,100 EASTMAN KODAK CO COMMON 277461109 2,628 90,100 SH DEFINED 1 90,100 EATON VANCE CORP COMMON 278265103 2,122 68,000 SH DEFINED 1 68,000

Page 36/119 EBAY INC COMMON 278642103 49,752 807,400 SH DEFINED 1 807,400 EBAY INC COMMON 278642103 61,620 1,000,000 SH DEFINED 1,2 1,000,000 EBAY INC COMMON 278642103 105 1,700 SH DEFINED 1,4 1,700 EBAY INC COMMON 278642103 6,402 103,900 SH DEFINED 2 103,900 EBAY INC COMMON 278642103 435 7,060 SH DEFINED 2,3 7,060 EBAY INC COMMON 278642103 8 126 SH DEFINED 5 126 ECLIPSYS CORP COMMON 278856109 984 150,000 SH DEFINED 1 150,000 ECLIPSYS CORP COMMON 278856109 176 26,900 SH DEFINED 2 26,900 ECTEL LTD COMMON M29925100 183 15,800 SH DEFINED 1 15,800 EDISON INTERNATIONAL COMMON 281020107 1,066 62,700 SH DEFINED 1 62,700 EDUCATION MANAGEMENT CORP. COMMON 28139T101 5,702 140,000 SH DEFINED 1 140,000 EDUCATION MANAGEMENT CORP. COMMON 28139T101 1,055 25,900 SH DEFINED 2 25,900 EDWARDS (A.G.) INC COMMON 281760108 8,746 225,000 SH DEFINED 1 225,000 EGL INC COMMON 268484102 1,018 60,000 SH DEFINED 1 60,000 EL PASO CORP COMMON 28336L109 19,336 938,200 SH DEFINED 1 938,200 EL PASO CORP COMMON 28336L109 453 22,000 SH DEFINED 1,4 22,000 EL PASO CORP COMMON 28336L109 3,349 162,500 SH DEFINED 2 162,500 EL PASO CORP COMMON 28336L109 0 14 SH DEFINED 5 14 EL PASO ENERGY CAP CVT PFD 4.75% CONVERT 283678209 3,036 82,500 SH DEFINED 1 82,500 ELCOR CORP COMMON 284443108 3,668 134,100 SH DEFINED 1 134,100 ELECTRONIC ARTS INC COMMON 285512109 69,141 1,046,800 SH DEFINED 1 1,046,800 ELECTRONIC ARTS INC COMMON 285512109 128,375 1,943,600 SH DEFINED 1,2 1,943,600 ELECTRONIC ARTS INC COMMON 285512109 1,087 16,460 SH DEFINED 1,4 16,460 ELECTRONIC ARTS INC COMMON 285512109 10,407 157,560 SH DEFINED 2 157,560 ELECTRONIC ARTS INC COMMON 285512109 1,036 15,680 SH DEFINED 2,3 15,680 ELECTRONIC ARTS INC COMMON 285512109 66 995 SH DEFINED 5 995 ELECTRONIC ARTS INC COMMON 285512109 132 2,000 SH DEFINED 6 2,000

Page 37/119 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 3 70 SH DEFINED 1 70 ELECTRONICS BOUTIQUE HOLDINGS COMMON 286045109 733 25,000 SH DEFINED 1 25,000 EMC CORP COMMON 268648102 7,851 1,039,860 SH DEFINED 1 1,039,860 EMC CORP COMMON 268648102 415 55,000 SH DEFINED 1,4 55,000 EMC CORP COMMON 268648102 24 3,200 SH DEFINED 2 3,200 EMC CORP COMMON 268648102 106 14,000 SH DEFINED 2,3 14,000 EMERSON ELECTRIC CO COMMON 291011104 33,556 627,100 SH DEFINED 1 627,100 EMERSON ELECTRIC CO COMMON 291011104 117,454 2,195,000 SH DEFINED 1,2 2,195,000 EMERSON ELECTRIC CO COMMON 291011104 3,216 60,100 SH DEFINED 2 60,100 EMERSON ELECTRIC CO COMMON 291011104 161 3,000 SH DEFINED 2,3 3,000 EMMIS COMMUNICATIONS CORP. COMMON 291525103 4,028 190,100 SH DEFINED 1 190,100 EMULEX CORP COMMON 292475209 21,106 937,610 SH DEFINED 1 937,610 EMULEX CORP COMMON 292475209 56 2,500 SH DEFINED 2 2,500 EMULEX CORP COMMON 292475209 14 600 SH DEFINED 2,3 600 ENCANA CORP COMMON 292505104 103 3,382 SH DEFINED 5 3,382 ENDESA - SPONSORED ADR COMMON 29258N107 567 39,600 SH DEFINED 1 39,600 ENDOCARE INC COMMON 29264P104 604 45,700 SH DEFINED 1 45,700 ENDOCARE INC COMMON 29264P104 8 600 SH DEFINED 2,3 600 ENERGY EAST CORP COMMON 29266M109 12,265 542,700 SH DEFINED 1 542,700 ENGELHARD CORP COMMON 292845104 13,050 460,800 SH DEFINED 1 460,800 ENGELHARD CORP COMMON 292845104 218 7,700 SH DEFINED 2 7,700 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 6,182 118,200 SH DEFINED 1 118,200 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 858 16,400 SH DEFINED 2 16,400 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 21 400 SH DEFINED 2,3 400 ENI S P A COMMON 26874R108 239 2,993 SH DEFINED 5 2,993

Page 38/119 ENSCO INTERNATIONAL INC COMMON 26874Q100 207,893 7,626,300 SH DEFINED 1 7,626,300 ENSCO INTERNATIONAL INC COMMON 26874Q100 2,224 81,600 SH DEFINED 1,4 81,600 ENSCO INTERNATIONAL INC COMMON 26874Q100 7,997 293,350 SH DEFINED 2 293,350 ENSCO INTERNATIONAL INC COMMON 26874Q100 497 18,240 SH DEFINED 2,3 18,240 ENSCO INTERNATIONAL INC COMMON 26874Q100 13,074 479,618 SH DEFINED 5 479,618 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 7,491 163,200 SH DEFINED 1 163,200 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 468 10,200 SH DEFINED 2 10,200 ENTERGY CORP COMMON 29364G103 3,017 71,100 SH DEFINED 1 71,100 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 7,497 612,000 SH DEFINED 1 612,000 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 903 73,700 SH DEFINED 2 73,700 EQUIFAX INC COMMON 294429105 5 200 SH DEFINED 1 200 EQUITABLE RESOURCES INC COMMON 294549100 144 4,200 SH DEFINED 1 4,200 EQUITABLE RESOURCES INC COMMON 294549100 62 1,800 SH DEFINED 1,4 1,800 EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 9,906 329,100 SH DEFINED 1,4 329,100 EQUITY RESIDENTIAL COMMON 29476L107 10,925 380,000 SH DEFINED 1,4 380,000 EQUITY RESIDENTIAL COMMON 29476L107 196 6,800 SH DEFINED 6 6,800 ERICSSON (L.M.) TELEPHONE ADR COMMON 294821400 1,440 1,000,000 CALL DEFINED 1 1,000,000 ERICSSON (L.M.) TELEPHONE ADR COMMON 294821400 4 3,000 CALL DEFINED 6 3,000 ESS TECHNOLOGY INC COMMON 269151106 13,227 754,100 SH DEFINED 1 754,100 ESS TECHNOLOGY INC COMMON 269151106 25 1,400 SH DEFINED 2,3 1,400 ESTEE LAUDER CO COMMON 518439104 25,675 729,400 SH DEFINED 1 729,400 ESTEE LAUDER CO COMMON 518439104 35,200 1,000,000 SH DEFINED 1,2 1,000,000 ESTEE LAUDER CO COMMON 518439104 528 15,000 SH DEFINED 1,4 15,000 ESTEE LAUDER CO COMMON 518439104 4,509 128,100 SH DEFINED 2 128,100 ESTEE LAUDER CO COMMON 518439104 141 4,000 SH DEFINED 2,3 4,000 ETHAN ALLEN INTERIORS INC COMMON 297602104 4,356 125,000 SH DEFINED 1 125,000

Page 39/119 EURONET WORLDWIDE INC COMMON 298736109 7,435 465,000 SH DEFINED 1 465,000 EURONET WORLDWIDE INC COMMON 298736109 1,218 76,200 SH DEFINED 2 76,200 EVEREST RE GROUP LTD COMMON G3223R108 26,062 465,800 SH DEFINED 1 465,800 EVEREST RE GROUP LTD COMMON G3223R108 313 5,600 SH DEFINED 2 5,600 EVEREST RE GROUP LTD COMMON G3223R108 280 5,000 SH DEFINED 2,3 5,000 EXAR CORP COMMON 300645108 4,437 225,000 SH DEFINED 1 225,000 EXAR CORP COMMON 300645108 816 41,400 SH DEFINED 2 41,400 EXELON CORP COMMON 30161N101 4,090 78,200 SH DEFINED 1 78,200 EXODUS COMMUNICATIONS INC COMMON 302088109 0 476 SH DEFINED 5 476 EXPEDIA INC CL A COMMON 302125109 3,789 63,900 SH DEFINED 1 63,900 EXPEDIA INC CL A COMMON 302125109 6 100 SH DEFINED 2,3 100 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 40,356 1,217,000 SH DEFINED 1 1,217,000 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 650 19,600 SH DEFINED 1,4 19,600 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 4,439 133,860 SH DEFINED 2 133,860 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 267 8,040 SH DEFINED 2,3 8,040 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 28 835 SH DEFINED 5 835 EXPRESS SCRIPTS INC COMMON 302182100 100,746 2,010,500 SH DEFINED 1 2,010,500 EXPRESS SCRIPTS INC COMMON 302182100 1,192 23,780 SH DEFINED 1,4 23,780 EXPRESS SCRIPTS INC COMMON 302182100 8,097 161,580 SH DEFINED 2 161,580 EXPRESS SCRIPTS INC COMMON 302182100 410 8,190 SH DEFINED 2,3 8,190 EXPRESS SCRIPTS INC COMMON 302182100 112 2,229 SH DEFINED 5 2,229 EXPRESSJET HOLDINGS INC COMMON 30218U108 6,873 526,700 SH DEFINED 1 526,700 EXPRESSJET HOLDINGS INC COMMON 30218U108 157 12,000 SH DEFINED 6 12,000 EXXON MOBIL CORP COMMON 30231G102 577,985 14,124,750 SH DEFINED 1 14,124,750 EXXON MOBIL CORP COMMON 30231G102 103,957 2,540,500 SH DEFINED 1,2 2,540,500 EXXON MOBIL CORP COMMON 30231G102 16,311 398,600 SH DEFINED 1,4 398,600 EXXON MOBIL CORP COMMON 30231G102 32,364 790,900 SH DEFINED 2 790,900 EXXON MOBIL CORP COMMON 30231G102 376 9,200 SH DEFINED 2,3 9,200 EXXON MOBIL CORP COMMON 30231G102 1,032 25,215 SH DEFINED 5 25,215

Page 40/119 F5 NETWORKS INC COMMON 315616102 1,907 195,000 SH DEFINED 1 195,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 22,214 746,200 SH DEFINED 1 746,200 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 80 2,700 SH DEFINED 1,4 2,700 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 2,099 70,500 SH DEFINED 2 70,500 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 131 4,400 SH DEFINED 2,3 4,400 FAIR ISAAC & COMPANY INC COMMON 303250104 772 23,500 SH DEFINED 1 23,500 FAIR ISAAC & COMPANY INC COMMON 303250104 56 1,700 SH DEFINED 2 1,700 FAIRCHILD SEMICON INTL CL A COMMON 303726103 19,707 811,000 SH DEFINED 1 811,000 FAMILY DOLLAR STORES INC COMMON 307000109 22,260 631,500 SH DEFINED 1 631,500 FAMILY DOLLAR STORES INC COMMON 307000109 61,688 1,750,000 SH DEFINED 1,2 1,750,000 FAMILY DOLLAR STORES INC COMMON 307000109 268 7,600 SH DEFINED 1,4 7,600 FAMILY DOLLAR STORES INC COMMON 307000109 5,760 163,400 SH DEFINED 2 163,400 FAMILY DOLLAR STORES INC COMMON 307000109 247 7,000 SH DEFINED 2,3 7,000 FAMILY DOLLAR STORES INC COMMON 307000109 88 2,500 SH DEFINED 6 2,500 FANNIE MAE COMMON 313586109 398,094 5,397,885 SH DEFINED 1 5,397,885 FANNIE MAE COMMON 313586109 73,750 1,000,000 SH DEFINED 1,2 1,000,000 FANNIE MAE COMMON 313586109 10,225 138,650 SH DEFINED 1,4 138,650 FANNIE MAE COMMON 313586109 21,273 288,450 SH DEFINED 2 288,450 FANNIE MAE COMMON 313586109 664 9,000 SH DEFINED 2,3 9,000 FANNIE MAE COMMON 313586109 642 8,704 SH DEFINED 5 8,704 FASTENAL CO COMMON 311900104 49,108 1,275,200 SH DEFINED 1 1,275,200 FASTENAL CO COMMON 311900104 701 18,200 SH DEFINED 1,4 18,200 FASTENAL CO COMMON 311900104 4,536 117,780 SH DEFINED 2 117,780 FASTENAL CO COMMON 311900104 277 7,200 SH DEFINED 2,3 7,200 FASTENAL CO COMMON 311900104 105 2,722 SH DEFINED 5 2,722 FBR ASSET INVESTMENT CORP COMMON 30241E303 12,576 377,100 SH DEFINED 1 377,100 FEDERATED DEPARTMENT STORES COMMON 31410H101 140,347 3,535,200 SH DEFINED 1 3,535,200 FEDERATED DEPARTMENT STORES COMMON 31410H101 27,790 700,000 SH DEFINED 1,2 700,000 FEDERATED DEPARTMENT STORES COMMON 31410H101 3,208 80,800 SH DEFINED 2 80,800 FEDERATED DEPARTMENT STORES COMMON 31410H101 278 7,000 SH DEFINED 2,3 7,000

Page 41/119 FEDERATED INVESTORS INC COMMON 314211103 21,219 613,800 SH DEFINED 1 613,800 FEDERATED INVESTORS INC COMMON 314211103 86 2,500 SH DEFINED 1,4 2,500 FEDERATED INVESTORS INC COMMON 314211103 1,312 37,940 SH DEFINED 2 37,940 FEDERATED INVESTORS INC COMMON 314211103 142 4,100 SH DEFINED 2,3 4,100 FEDEX CORP COMMON 31428X106 144,372 2,703,590 SH DEFINED 1 2,703,590 FEDEX CORP COMMON 31428X106 53,400 1,000,000 SH DEFINED 1,2 1,000,000 FEDEX CORP COMMON 31428X106 7,262 136,000 SH DEFINED 2 136,000 FEDEX CORP COMMON 31428X106 214 4,000 SH DEFINED 2,3 4,000 FEI CO COMMON 30241L109 16,936 691,000 SH DEFINED 1 691,000 FEI CO COMMON 30241L109 1,186 48,400 SH DEFINED 2 48,400 FIDELITY NATIONAL FINANCIAL INC COMMON 316326107 3,824 121,000 SH DEFINED 1 121,000 FIDELITY NATIONAL FINANCIAL INC COMMON 316326107 688 21,769 SH DEFINED 2 21,769 FIDELITY NATL INFO SOLUTIONS COMMON 31620P109 4,848 202,000 SH DEFINED 1 202,000 FIDELITY NATL INFO SOLUTIONS COMMON 31620P109 192 8,000 SH DEFINED 6 8,000 FIFTH THIRD BANCORP COMMON 316773100 54,432 816,690 SH DEFINED 1 816,690 FIFTH THIRD BANCORP COMMON 316773100 66,650 1,000,000 SH DEFINED 1,2 1,000,000 FIFTH THIRD BANCORP COMMON 316773100 12,504 187,600 SH DEFINED 2 187,600 FIFTH THIRD BANCORP COMMON 316773100 267 4,000 SH DEFINED 2,3 4,000 FIFTH THIRD BANCORP COMMON 316773100 305 4,582 SH DEFINED 5 4,582 FILENET CORP COMMON 316869106 434 29,900 SH DEFINED 1 29,900 FILENET CORP COMMON 316869106 6 400 SH DEFINED 2,3 400 FIRST DATA CORP COMMON 319963104 391,692 10,529,350 SH DEFINED 1 10,529,350 FIRST DATA CORP COMMON 319963104 18,600 500,000 SH DEFINED 1,2 500,000 FIRST DATA CORP COMMON 319963104 3,352 90,100 SH DEFINED 1,4 90,100 FIRST DATA CORP COMMON 319963104 13,431 361,040 SH DEFINED 2 361,040 FIRST DATA CORP COMMON 319963104 476 12,800 SH DEFINED 2,3 12,800 FIRST DATA CORP COMMON 319963104 9,680 260,209 SH DEFINED 5 260,209

Page 42/119 FIRST HEALTH GROUP CORP COMMON 320960107 56,683 2,021,500 SH DEFINED 1 2,021,500 FIRST HEALTH GROUP CORP COMMON 320960107 236 8,400 SH DEFINED 1,4 8,400 FIRST HEALTH GROUP CORP COMMON 320960107 4,297 153,250 SH DEFINED 2 153,250 FIRST HEALTH GROUP CORP COMMON 320960107 343 12,220 SH DEFINED 2,3 12,220 FIRST HEALTH GROUP CORP COMMON 320960107 85 3,047 SH DEFINED 5 3,047 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 17,874 863,900 SH DEFINED 1 863,900 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 790 38,200 SH DEFINED 2 38,200 FIRST REPUBLIC NON CVT 144A PREFERRED 336163209 5,000 5,000 SH DEFINED 1 5,000 FIRST TENNESSEE NATIONAL CORP COMMON 337162101 923 24,100 SH DEFINED 1 24,100 FIRST TENNESSEE NATIONAL CORP COMMON 337162101 3,945 103,000 SH DEFINED 1,4 103,000 FIRST TENNESSEE NATIONAL CORP COMMON 337162101 69 1,800 SH DEFINED 2 1,800 FIRST WAVE MARINE INC COMMON 33748X204 895 44,183 SH DEFINED 1 44,183 FIRST WAVE MARINE INC COMMON 33748X204 12 574 SH DEFINED 2,3 574 FIRSTENERGY CORP COMMON 337932107 3,438 103,000 SH DEFINED 1 103,000 FISERV INC COMMON 337738108 115,303 3,140,912 SH DEFINED 1 3,140,912 FISERV INC COMMON 337738108 242,286 6,600,000 SH DEFINED 1,2 6,600,000 FISERV INC COMMON 337738108 715 19,470 SH DEFINED 1,4 19,470 FISERV INC COMMON 337738108 25,243 687,645 SH DEFINED 2 687,645 FISERV INC COMMON 337738108 1,350 36,787 SH DEFINED 2,3 36,787 FISERV INC COMMON 337738108 64 1,744 SH DEFINED 5 1,744 FISHER & PAYKEL HEALTHCARE ADR COMMON 33774M106 2 100 SH DEFINED 1 100 FISHER SCIENTIFIC INTL COMMON 338032204 29,938 1,069,200 SH DEFINED 1 1,069,200 FISHER SCIENTIFIC INTL COMMON 338032204 118 4,200 SH DEFINED 1,4 4,200 FISHER SCIENTIFIC INTL COMMON 338032204 1,730 61,800 SH DEFINED 2 61,800 FISHER SCIENTIFIC INTL COMMON 338032204 168 6,000 SH DEFINED 2,3 6,000 FLEET BOSTON FINANCIAL CORP COMMON 339030108 132,409 4,093,000 SH DEFINED 1 4,093,000 FLEET BOSTON FINANCIAL CORP COMMON 339030108 262 8,100 SH DEFINED 2 8,100 FLEET BOSTON FINANCIAL CORP COMMON 339030108 9,982 308,567 SH DEFINED 5 308,567

Page 43/119 FLEMING COMPANIES INC COMMON 339130106 908 50,000 SH DEFINED 1 50,000 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 1,143 160,300 SH DEFINED 1 160,300 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 160 22,500 SH DEFINED 1,4 22,500 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 627 88,000 SH DEFINED 2 88,000 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 54 7,600 SH DEFINED 2,3 7,600 FLIR SYSTEMS INC COMMON 302445101 8,134 193,800 SH DEFINED 1 193,800 FLIR SYSTEMS INC COMMON 302445101 856 20,400 SH DEFINED 2 20,400 FLIR SYSTEMS INC COMMON 302445101 4 100 SH DEFINED 2,3 100 FLORIDA ROCK INDS COMMON 341140101 2,016 56,300 SH DEFINED 1 56,300 FLOWSERVE CORP COMMON 34354P105 17,207 577,400 SH DEFINED 1 577,400 FLUOR CORP COMMON 343412102 12,861 330,200 SH DEFINED 1 330,200 FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 10,876 277,300 SH DEFINED 1 277,300 FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 51 1,300 SH DEFINED 1,4 1,300 FOOT LOCKER INC COMMON 344849104 26,169 1,811,000 SH DEFINED 1 1,811,000 FOOT LOCKER INC COMMON 344849104 486 33,630 SH DEFINED 1,4 33,630 FOOT LOCKER INC COMMON 344849104 2,301 159,240 SH DEFINED 2 159,240 FOOT LOCKER INC COMMON 344849104 74 5,090 SH DEFINED 2,3 5,090 FOOT LOCKER INC COMMON 344849104 130 9,000 SH DEFINED 6 9,000 FOREST LABORATORIES INC COMMON 345838106 110,724 1,563,900 SH DEFINED 1 1,563,900 FOREST LABORATORIES INC COMMON 345838106 125,670 1,775,000 SH DEFINED 1,2 1,775,000 FOREST LABORATORIES INC COMMON 345838106 11,497 162,380 SH DEFINED 2 162,380 FOREST LABORATORIES INC COMMON 345838106 878 12,400 SH DEFINED 2,3 12,400 FOREST LABORATORIES INC COMMON 345838106 21 301 SH DEFINED 5 301 FOREST OIL CORP COMMON 346091705 3,269 115,000 SH DEFINED 1 115,000 FOREST OIL CORP COMMON 346091705 603 21,200 SH DEFINED 2 21,200 FORRESTER RESEARCH INC COMMON 346563109 6,790 350,000 SH DEFINED 1 350,000 FORRESTER RESEARCH INC COMMON 346563109 485 25,000 SH DEFINED 2 25,000

Page 44/119 FORTUNE BRANDS INC COMMON 349631101 13,765 245,800 SH DEFINED 1 245,800 FORTUNE BRANDS INC COMMON 349631101 235 4,200 SH DEFINED 2 4,200 FORTUNE BRANDS INC COMMON 349631101 1,771 31,632 SH DEFINED 5 31,632 FOSSIL INC COMMON 349882100 3,084 150,000 SH DEFINED 1 150,000 FOSSIL INC COMMON 349882100 506 24,600 SH DEFINED 2 24,600 FPL GROUP INC COMMON 302571104 34,338 572,400 SH DEFINED 1 572,400 FPL GROUP INC COMMON 302571104 3,458 57,650 SH DEFINED 2 57,650 FPL GROUP INC COMMON 302571104 192 3,207 SH DEFINED 5 3,207 FREDDIE MAC COMMON 313400301 625,374 10,218,530 SH DEFINED 1 10,218,530 FREDDIE MAC COMMON 313400301 82,620 1,350,000 SH DEFINED 1,2 1,350,000 FREDDIE MAC COMMON 313400301 13,499 220,575 SH DEFINED 1,4 220,575 FREDDIE MAC COMMON 313400301 21,335 348,610 SH DEFINED 2 348,610 FREDDIE MAC COMMON 313400301 949 15,500 SH DEFINED 2,3 15,500 FREDDIE MAC COMMON 313400301 9,728 158,962 SH DEFINED 5 158,962 FRED'S INC COMMON 356108100 5,517 150,000 SH DEFINED 1 150,000 FRED'S INC COMMON 356108100 949 25,800 SH DEFINED 2 25,800 FREEPORT-MCMORAN COPPER & GOLD INC. COMMON 35671D857 2 100 SH DEFINED 1 100 FRONTIER AIRLINES INC COMMON 359065109 2,033 250,000 SH DEFINED 1 250,000 FRONTIER AIRLINES INC COMMON 359065109 351 43,200 SH DEFINED 2 43,200 FTI CONSULTING INC COMMON 302941109 875 25,000 SH DEFINED 1 25,000 GALLAHER GROUP PLC COMMON 363595109 100 2,686 SH DEFINED 5 2,686 GAMESTOP CORP COMMON 36466R101 9,364 446,100 SH DEFINED 1 446,100 GAMESTOP CORP COMMON 36466R101 961 45,800 SH DEFINED 2 45,800 GANNETT CO COMMON 364730101 2,505 33,000 SH DEFINED 1 33,000 GANNETT CO COMMON 364730101 71 940 SH DEFINED 2 940

Page 45/119 GAP INC COMMON 364760108 180,761 12,729,650 SH DEFINED 1 12,729,650 GAP INC COMMON 364760108 28,400 2,000,000 SH DEFINED 1,2 2,000,000 GAP INC COMMON 364760108 626 44,100 SH DEFINED 1,4 44,100 GAP INC COMMON 364760108 2,630 185,200 SH DEFINED 2 185,200 GAP INC COMMON 364760108 284 20,000 SH DEFINED 2,3 20,000 GAP INC COMMON 364760108 10,748 756,922 SH DEFINED 5 756,922 GARMIN LTD COMMON G37260109 13,850 628,100 SH DEFINED 1 628,100 GARTNER GROUP INC COMMON 366651107 3,030 300,000 SH DEFINED 1 300,000 GATX CORP COMMON 361448103 3,293 109,400 SH DEFINED 1 109,400 GENENCOR INTL INC COMMON 368709101 1,714 175,100 SH DEFINED 1 175,100 GENENCOR INTL INC COMMON 368709101 302 30,800 SH DEFINED 2 30,800 GENENTECH INC COMMON 368710406 8,184 244,300 SH DEFINED 1 244,300 GENERAL DYNAMICS CORP COMMON 369550108 35,234 331,300 SH DEFINED 1 331,300 GENERAL DYNAMICS CORP COMMON 369550108 79,763 750,000 SH DEFINED 1,2 750,000 GENERAL DYNAMICS CORP COMMON 369550108 10,407 97,860 SH DEFINED 2 97,860 GENERAL DYNAMICS CORP COMMON 369550108 319 3,000 SH DEFINED 2,3 3,000 GENERAL ELECTRIC CO COMMON 369604103 746,361 25,692,290 SH DEFINED 1 25,692,290 GENERAL ELECTRIC CO COMMON 369604103 17,430 600,000 SH DEFINED 1,2 600,000 GENERAL ELECTRIC CO COMMON 369604103 35,977 1,238,450 SH DEFINED 2 1,238,450 GENERAL ELECTRIC CO COMMON 369604103 593 20,400 SH DEFINED 2,3 20,400 GENERAL ELECTRIC CO COMMON 369604103 1,138 39,157 SH DEFINED 5 39,157 GENERAL MILLS INC COMMON 370334104 32,985 748,300 SH DEFINED 1 748,300 GENERAL MILLS INC COMMON 370334104 86,397 1,960,000 SH DEFINED 1,2 1,960,000 GENERAL MILLS INC COMMON 370334104 256 5,800 SH DEFINED 2 5,800 GENERAL MOTORS COMMON 370442105 32,006 598,800 SH DEFINED 1 598,800 GENERAL MOTORS COMMON 370442105 3,742 70,000 SH DEFINED 1,4 70,000 GENERAL MOTORS COMMON 370442105 139 2,600 SH DEFINED 6 2,600

Page 46/119 GENESCO INC COMMON 371532102 12,212 501,500 SH DEFINED 1 501,500 GENESCO INC COMMON 371532102 41 1,700 SH DEFINED 1,4 1,700 GENESCO INC COMMON 371532102 573 23,530 SH DEFINED 2 23,530 GENESCO INC COMMON 371532102 60 2,460 SH DEFINED 2,3 2,460 GENESEE & WYOMING INC CL A COMMON 371559105 2,653 117,600 SH DEFINED 1 117,600 GENESIS HEALTH VENTURES COMMON 37183F107 1,308 65,100 SH DEFINED 1 65,100 GENTEX CORP COMMON 371901109 55,555 2,022,400 SH DEFINED 1 2,022,400 GENTEX CORP COMMON 371901109 563 20,500 SH DEFINED 1,4 20,500 GENTEX CORP COMMON 371901109 3,898 141,900 SH DEFINED 2 141,900 GENTEX CORP COMMON 371901109 230 8,390 SH DEFINED 2,3 8,390 GENTEX CORP COMMON 371901109 1,448 52,716 SH DEFINED 5 52,716 GENZYME CORP COMMON 372917104 15,094 784,525 SH DEFINED 1 784,525 GENZYME CORP COMMON 372917104 102 5,300 SH DEFINED 2 5,300 GENZYME CORP COMMON 372917104 3 145 SH DEFINED 5 145 GENZYME-MOLECULAR ONCOLOGY COMMON 372917500 364 144,600 SH DEFINED 1 144,600 GENZYME-MOLECULAR ONCOLOGY COMMON 372917500 4 1,700 SH DEFINED 2 1,700 GETTY IMAGES INC COMMON 374276103 7,358 338,000 SH DEFINED 1 338,000 GETTY IMAGES INC COMMON 374276103 718 33,000 SH DEFINED 2 33,000 GETTY IMAGES INC COMMON 374276103 4 200 SH DEFINED 2,3 200 GETTY IMAGES INC COMMON 374276103 109 5,000 SH DEFINED 6 5,000 GIBRALTAR STEEL CORP COMMON 37476F103 3,329 150,000 SH DEFINED 1 150,000 GIBRALTAR STEEL CORP COMMON 37476F103 597 26,900 SH DEFINED 2 26,900 GILEAD SCIENCES INC COMMON 375558103 51,852 1,577,020 SH DEFINED 1 1,577,020 GILEAD SCIENCES INC COMMON 375558103 19,728 600,000 SH DEFINED 1,2 600,000 GILEAD SCIENCES INC COMMON 375558103 477 14,500 SH DEFINED 1,4 14,500 GILEAD SCIENCES INC COMMON 375558103 145 4,400 SH DEFINED 2 4,400 GILEAD SCIENCES INC COMMON 375558103 217 6,600 SH DEFINED 2,3 6,600

Page 47/119 GILLETTE CO COMMON 375766102 34,473 1,017,800 SH DEFINED 1 1,017,800 GILLETTE CO COMMON 375766102 115,158 3,400,000 SH DEFINED 1,2 3,400,000 GILLETTE CO COMMON 375766102 2,727 80,500 SH DEFINED 2 80,500 GILLETTE CO COMMON 375766102 135 4,000 SH DEFINED 2,3 4,000 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 863 20,000 SH DEFINED 1 20,000 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 22 500 SH DEFINED 2 500 GLOBALSANTAFE CORP COMMON G3930E101 38,840 1,420,100 SH DEFINED 1 1,420,100 GLOBALSANTAFE CORP COMMON G3930E101 46,495 1,700,000 SH DEFINED 1,2 1,700,000 GLOBALSANTAFE CORP COMMON G3930E101 1,201 43,900 SH DEFINED 1,4 43,900 GLOBALSANTAFE CORP COMMON G3930E101 312 11,400 SH DEFINED 2 11,400 GLOBALSANTAFE CORP COMMON G3930E101 161 5,900 SH DEFINED 2,3 5,900 GOLDMAN SACHS GROUP INC COMMON 38141G104 88,820 1,210,900 SH DEFINED 1 1,210,900 GOLDMAN SACHS GROUP INC COMMON 38141G104 150,368 2,050,000 SH DEFINED 1,2 2,050,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 697 9,500 SH DEFINED 1,4 9,500 GOLDMAN SACHS GROUP INC COMMON 38141G104 11,119 151,590 SH DEFINED 2 151,590 GOLDMAN SACHS GROUP INC COMMON 38141G104 1,130 15,400 SH DEFINED 2,3 15,400 GOLDMAN SACHS GROUP INC COMMON 38141G104 281 3,830 SH DEFINED 5 3,830 GOODRICH CORP COMMON 382388106 12,636 462,500 SH DEFINED 1 462,500 GRANITE CONSTRUCTION INC COMMON 387328107 2,257 89,200 SH DEFINED 1 89,200 GREAT LAKES CHEMICAL CORP. COMMON 390568103 1,158 43,730 SH DEFINED 1 43,730 GREATER BAY BANCORP COMMON 391648102 3,999 130,000 SH DEFINED 1 130,000 GREATER BAY BANCORP COMMON 391648102 735 23,900 SH DEFINED 2 23,900 GT GROUP TELECOM INC WTS 144A COMMON 362359101 0 32,380 SH DEFINED 1 32,380 GT GROUP TELECOM INC WTS 144A COMMON 362359101 0 100 SH DEFINED 1,4 100 GT GROUP TELECOM INC WTS 144A COMMON 362359101 0 20 SH DEFINED 2,3 20 GUCCI GROUP N V COMMON 401566104 73 767 SH DEFINED 5 767 GUIDANT CORP COMMON 401698105 41,479 1,372,100 SH DEFINED 1 1,372,100 GUIDANT CORP COMMON 401698105 529 17,500 SH DEFINED 2 17,500

Page 48/119 GUILFORD PHARMACEUTICALS INC COMMON 401829106 3,049 404,400 SH DEFINED 1 404,400 GUILFORD PHARMACEUTICALS INC COMMON 401829106 46 6,100 SH DEFINED 2 6,100 GULFMARK OFFSHORE INC COMMON 402629109 6,212 150,000 SH DEFINED 1 150,000 GULFMARK OFFSHORE INC COMMON 402629109 1,147 27,700 SH DEFINED 2 27,700 GYMBOREE CORP COMMON 403777105 5,607 350,000 SH DEFINED 1 350,000 GYMBOREE CORP COMMON 403777105 1,030 64,300 SH DEFINED 2 64,300 HAEMONETICS CORPORATION COMMON 405024100 3,504 120,000 SH DEFINED 1 120,000 HAEMONETICS CORPORATION COMMON 405024100 47 1,600 SH DEFINED 2 1,600 HAIN CELESTIAL GROUP INC COMMON 405217100 4,625 250,000 SH DEFINED 1 250,000 HAIN CELESTIAL GROUP INC COMMON 405217100 755 40,800 SH DEFINED 2 40,800 HANOVER COMPRESSOR INC COMMON 410768105 2,025 150,000 SH DEFINED 1 150,000 HANOVER COMPRESSOR INC COMMON 410768105 358 26,500 SH DEFINED 2 26,500 HARLEY-DAVIDSON INC COMMON 412822108 26,901 524,700 SH DEFINED 1 524,700 HARLEY-DAVIDSON INC COMMON 412822108 107,667 2,100,000 SH DEFINED 1,2 2,100,000 HARLEY-DAVIDSON INC COMMON 412822108 615 12,000 SH DEFINED 1,4 12,000 HARLEY-DAVIDSON INC COMMON 412822108 6,914 134,850 SH DEFINED 2 134,850 HARLEY-DAVIDSON INC COMMON 412822108 564 11,000 SH DEFINED 2,3 11,000 HARLEY-DAVIDSON INC COMMON 412822108 24 468 SH DEFINED 5 468 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 2,463 50,000 SH DEFINED 1 50,000 HARMONIC INC COMMON 413160102 2,378 650,000 SH DEFINED 1 650,000 HARMONIC INC COMMON 413160102 158 43,100 SH DEFINED 1,4 43,100 HARMONIC INC COMMON 413160102 589 161,000 SH DEFINED 2 161,000 HARRAH'S ENTERTAINMENT INC COMMON 413619107 5,953 134,230 SH DEFINED 1 134,230 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 149,073 2,506,700 SH DEFINED 1 2,506,700 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 446 7,500 SH DEFINED 1,4 7,500 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 2,908 48,900 SH DEFINED 2 48,900

Page 49/119 HARVARD BIOSCIENCE INC COMMON 416906105 510 91,200 SH DEFINED 1 91,200 HARVARD BIOSCIENCE INC COMMON 416906105 7 1,200 SH DEFINED 2,3 1,200 HARVARD BIOSCIENCE INC COMMON 416906105 280 50,000 SH DEFINED 6 50,000 HASBRO INC COMMON 418056107 12,265 904,500 SH DEFINED 1 904,500 HCA INC COMMON 404119109 547,282 11,521,730 SH DEFINED 1 11,521,730 HCA INC COMMON 404119109 64,277 1,353,200 SH DEFINED 1,2 1,353,200 HCA INC COMMON 404119109 23,087 486,050 SH DEFINED 2 486,050 HCA INC COMMON 404119109 613 12,900 SH DEFINED 2,3 12,900 HCA INC COMMON 404119109 269 5,663 SH DEFINED 5 5,663 HCC INSURANCE HOLDINGS INC COMMON 404132102 49,657 1,884,500 SH DEFINED 1 1,884,500 HCC INSURANCE HOLDINGS INC COMMON 404132102 184 7,000 SH DEFINED 1,4 7,000 HCC INSURANCE HOLDINGS INC COMMON 404132102 3,262 123,780 SH DEFINED 2 123,780 HCC INSURANCE HOLDINGS INC COMMON 404132102 267 10,140 SH DEFINED 2,3 10,140 HCC INSURANCE HOLDINGS INC COMMON 404132102 77 2,907 SH DEFINED 5 2,907 HDFC BANK LTD ADR COMMON 40415F101 1,465 113,600 SH DEFINED 1 113,600 HDFC BANK LTD ADR COMMON 40415F101 16 1,220 SH DEFINED 2,3 1,220 HEALTH MANAGEMENT ASSOC INC COMMON 421933102 85,496 4,243,000 SH DEFINED 1 4,243,000 HEALTH MANAGEMENT ASSOC INC COMMON 421933102 62,781 3,115,700 SH DEFINED 1,2 3,115,700 HEALTH MANAGEMENT ASSOC INC COMMON 421933102 180 8,948 SH DEFINED 1,4 8,948 HEALTH MANAGEMENT ASSOC INC COMMON 421933102 7,264 360,520 SH DEFINED 2 360,520 HEALTH MANAGEMENT ASSOC INC COMMON 421933102 495 24,583 SH DEFINED 2,3 24,583 HEALTH MANAGEMENT ASSOC INC COMMON 421933102 90 4,465 SH DEFINED 5 4,465 HEALTH MANAGEMENT SYSTEMS INC COMMON 42219M100 504 160,000 SH DEFINED 1 160,000 HEALTH MANAGEMENT SYSTEMS INC COMMON 42219M100 6 1,800 SH DEFINED 2 1,800 HEALTHSOUTH CORP COMMON 421924101 1 100 SH DEFINED 1 100 HEIDRICK & STRUGGLES INTL COMMON 422819102 2,996 150,000 SH DEFINED 1 150,000 HEIDRICK & STRUGGLES INTL COMMON 422819102 499 25,000 SH DEFINED 2 25,000 HELEN OF TROY LTD COMMON G4388N106 116 10,000 SH DEFINED 1 10,000

Page 50/119 HENRY SCHEIN INC COMMON 806407102 16,318 366,700 SH DEFINED 1 366,700 HENRY SCHEIN INC COMMON 806407102 80 1,800 SH DEFINED 1,4 1,800 HENRY SCHEIN INC COMMON 806407102 1,517 34,100 SH DEFINED 2 34,100 HENRY SCHEIN INC COMMON 806407102 128 2,870 SH DEFINED 2,3 2,870 HERMAN MILLER INC COMMON 600544100 18,091 891,200 SH DEFINED 1 891,200 HERMAN MILLER INC COMMON 600544100 309 15,200 SH DEFINED 2 15,200 HERMAN MILLER INC COMMON 600544100 2,673 131,665 SH DEFINED 5 131,665 HEWLETT PACKARD CO COMMON 428236103 108,778 7,119,000 SH DEFINED 1 7,119,000 HEWLETT PACKARD CO COMMON 428236103 22,920 1,500,000 SH DEFINED 1,2 1,500,000 HEWLETT PACKARD CO COMMON 428236103 413 27,000 SH DEFINED 1,4 27,000 HEWLETT PACKARD CO COMMON 428236103 2,315 151,500 SH DEFINED 2 151,500 HEWLETT PACKARD CO COMMON 428236103 229 15,000 SH DEFINED 2,3 15,000 HILB ROGAL & HAMILTON CO COMMON 431294107 3,806 84,100 SH DEFINED 1 84,100 HILTON HOTELS CORP COMMON 432848109 4,326 311,200 SH DEFINED 1 311,200 HILTON HOTELS CORP COMMON 432848109 41,700 3,000,000 SH DEFINED 1,2 3,000,000 HILTON HOTELS CORP COMMON 432848109 3,098 222,900 SH DEFINED 2 222,900 HILTON HOTELS CORP COMMON 432848109 167 12,000 SH DEFINED 2,3 12,000 HISPANIC BROADCASTING CORP COMMON 43357B104 37,921 1,452,900 SH DEFINED 1 1,452,900 HISPANIC BROADCASTING CORP COMMON 43357B104 19,575 750,000 SH DEFINED 1,2 750,000 HISPANIC BROADCASTING CORP COMMON 43357B104 700 26,830 SH DEFINED 1,4 26,830 HISPANIC BROADCASTING CORP COMMON 43357B104 4,927 188,780 SH DEFINED 2 188,780 HISPANIC BROADCASTING CORP COMMON 43357B104 217 8,330 SH DEFINED 2,3 8,330 HNC SOFTWARE, INC. COMMON 40425P107 3,103 185,800 SH DEFINED 1 185,800 HOLLYWOOD ENTERTAINMENT CORP COMMON 436141105 10,340 500,000 SH DEFINED 1 500,000 HOLOGIC, INC. COMMON 436440101 3,618 250,000 SH DEFINED 1 250,000 HOLOGIC, INC. COMMON 436440101 203 14,000 SH DEFINED 6 14,000

Page 51/119 HOME DEPOT INC COMMON 437076102 115,852 3,154,150 SH DEFINED 1 3,154,150 HOME DEPOT INC COMMON 437076102 119,373 3,250,000 SH DEFINED 1,2 3,250,000 HOME DEPOT INC COMMON 437076102 16,521 449,800 SH DEFINED 2 449,800 HOME DEPOT INC COMMON 437076102 826 22,500 SH DEFINED 2,3 22,500 HOME DEPOT INC COMMON 437076102 647 17,623 SH DEFINED 5 17,623 HOME DEPOT INC COMMON 437076102 132 3,600 SH DEFINED 6 3,600 HONDA MOTORS LTD COMMON 438128308 112 5,427 SH DEFINED 5 5,427 HONEYWELL INTL INC COMMON 438516106 31,164 884,600 SH DEFINED 1 884,600 HONEYWELL INTL INC COMMON 438516106 9 244 SH DEFINED 5 244 HORIZON ORGANIC HOLDING CORP COMMON 44043T103 3,084 175,000 SH DEFINED 1 175,000 HORIZON ORGANIC HOLDING CORP COMMON 44043T103 550 31,200 SH DEFINED 2 31,200 HORIZON PCS INC 144A WTS COMMON 44043U118 37 29,980 SH DEFINED 1 29,980 HORIZON PCS INC 144A WTS COMMON 44043U118 0 20 SH DEFINED 2,3 20 HOT TOPIC INC COMMON 441339108 9,482 355,000 SH DEFINED 1 355,000 HOT TOPIC INC COMMON 441339108 1,265 47,350 SH DEFINED 2 47,350 HOTELS.COM CL A COMMON 44147T108 7,112 168,400 SH DEFINED 1 168,400 HOTELS.COM CL A COMMON 44147T108 4 100 SH DEFINED 2,3 100 HOUSEHOLD INTERNATIONAL INC COMMON 441815107 4 80 SH DEFINED 1 80 HPL TECHNOLOGIES INC COMMON 40426C105 6,953 461,700 SH DEFINED 1 461,700 HPL TECHNOLOGIES INC COMMON 40426C105 12 800 SH DEFINED 2,3 800 HPL TECHNOLOGIES INC COMMON 40426C105 166 11,000 SH DEFINED 6 11,000 HUMAN GENOME SCIENCES INC COMMON 444903108 4,261 318,000 SH DEFINED 1 318,000 HUMAN GENOME SCIENCES INC COMMON 444903108 80 6,000 SH DEFINED 2 6,000 HUNT JB TRANSPORTATION SERVICES INC COMMON 445658107 7,454 252,500 SH DEFINED 1 252,500 HUNTINGTON BANCSHARES COMMON 446150104 15,333 789,560 SH DEFINED 1 789,560 HYDRIL CO COMMON 448774109 630 23,500 SH DEFINED 1 23,500

Page 52/119 ICN PHARMACEUTICALS INC COMMON 448924100 83,498 3,448,900 SH DEFINED 1 3,448,900 ICN PHARMACEUTICALS INC COMMON 448924100 1,150 47,500 SH DEFINED 1,4 47,500 ICN PHARMACEUTICALS INC COMMON 448924100 2,462 101,700 SH DEFINED 2 101,700 ICON PLC - SPONSORED ADR COMMON 45103T107 1,864 65,400 SH DEFINED 1 65,400 ICON PLC - SPONSORED ADR COMMON 45103T107 305 10,700 SH DEFINED 2 10,700 ICOS CORPORATION COMMON 449295104 726 42,800 SH DEFINED 1 42,800 ICU MEDICAL INC COMMON 44930G107 5,183 167,750 SH DEFINED 1 167,750 ICU MEDICAL INC COMMON 44930G107 854 27,650 SH DEFINED 2 27,650 ICU MEDICAL INC COMMON 44930G107 8 250 SH DEFINED 2,3 250 IDEC PHARMACEUTICALS CORP COMMON 449370105 33,511 945,309 SH DEFINED 1 945,309 IDEC PHARMACEUTICALS CORP COMMON 449370105 73,945 2,085,900 SH DEFINED 1,2 2,085,900 IDEC PHARMACEUTICALS CORP COMMON 449370105 883 24,900 SH DEFINED 1,4 24,900 IDEC PHARMACEUTICALS CORP COMMON 449370105 6,346 179,000 SH DEFINED 2 179,000 IDEC PHARMACEUTICALS CORP COMMON 449370105 493 13,900 SH DEFINED 2,3 13,900 IDINE REWARDS NETWORK COMMON 45168A100 3,165 275,200 SH DEFINED 1 275,200 IDT CORP CL B COMMON 448947309 4,138 257,000 SH DEFINED 1,4 257,000 IGEN INTERNATIONAL INC COMMON 449536101 110 3,500 SH DEFINED 1 3,500 II-VI INC COMMON 902104108 2,216 150,000 SH DEFINED 1 150,000 II-VI INC COMMON 902104108 391 26,500 SH DEFINED 2 26,500 IKON OFFICE SOLUTIONS INC COMMON 451713101 14,141 1,504,400 SH DEFINED 1 1,504,400 IKON OFFICE SOLUTIONS INC COMMON 451713101 2,167 230,500 SH DEFINED 1,4 230,500 ILEX ONCOLOGY INC COMMON 451923106 39 2,800 SH DEFINED 1 2,800 ILLINOIS TOOL WORKS COMMON 452308109 25,681 376,000 SH DEFINED 1 376,000 ILLINOIS TOOL WORKS COMMON 452308109 54,640 800,000 SH DEFINED 1,2 800,000 ILLINOIS TOOL WORKS COMMON 452308109 157 2,300 SH DEFINED 2 2,300

Page 53/119 IMPATH INC COMMON 45255G101 3,992 222,400 SH DEFINED 1 222,400 IMPATH INC COMMON 45255G101 465 25,900 SH DEFINED 2 25,900 IMPATH INC COMMON 45255G101 5 300 SH DEFINED 2,3 300 IMPERIAL TOBACCO GROUP PLC COMMON 453142101 89 2,743 SH DEFINED 5 2,743 IMS HEALTH INC COMMON 449934108 157,029 8,748,140 SH DEFINED 1 8,748,140 IMS HEALTH INC COMMON 449934108 53,060 2,956,000 SH DEFINED 1,2 2,956,000 IMS HEALTH INC COMMON 449934108 868 48,350 SH DEFINED 2 48,350 IMS HEALTH INC COMMON 449934108 11,459 638,406 SH DEFINED 5 638,406 INCYTE PHARMACEUTICALS INC COMMON 45337C102 8,062 1,108,900 SH DEFINED 1 1,108,900 INCYTE PHARMACEUTICALS INC COMMON 45337C102 108 14,900 SH DEFINED 2 14,900 INFORMATICA CORP COMMON 45666Q102 6,027 850,000 SH DEFINED 1 850,000 INFORMAX INC COMMON 45677N205 18 20,000 SH DEFINED 1 20,000 INFOSYS TECHNOLOGIES ADR COMMON 456788108 2,739 53,500 SH DEFINED 1 53,500 INFOSYS TECHNOLOGIES ADR COMMON 456788108 2,475 48,340 SH DEFINED 1,4 48,340 INFOSYS TECHNOLOGIES ADR COMMON 456788108 51 1,000 SH DEFINED 2 1,000 INFOSYS TECHNOLOGIES ADR COMMON 456788108 115 2,240 SH DEFINED 2,3 2,240 INFOSYS TECHNOLOGIES ADR COMMON 456788108 88 1,714 SH DEFINED 5 1,714 ING GROEP N V COMMON 456837103 96 3,771 SH DEFINED 5 3,771 INGERSOLL RAND CO CL A COMMON G4776G101 3,498 76,600 SH DEFINED 1 76,600 INGERSOLL RAND CO CL A COMMON G4776G101 34,245 750,000 SH DEFINED 1,2 750,000 INGERSOLL RAND CO CL A COMMON G4776G101 2,557 56,000 SH DEFINED 2 56,000 INGERSOLL RAND CO CL A COMMON G4776G101 137 3,000 SH DEFINED 2,3 3,000 INSIGHT ENTERPRISES INC COMMON 45765U103 19,319 766,912 SH DEFINED 1 766,912 INSIGHT ENTERPRISES INC COMMON 45765U103 1,300 51,600 SH DEFINED 2 51,600 INSITUFORM TECHNOLOGIES INC COMMON 457667103 13,297 627,800 SH DEFINED 1 627,800 INSITUFORM TECHNOLOGIES INC COMMON 457667103 66 3,100 SH DEFINED 1,4 3,100 INSITUFORM TECHNOLOGIES INC COMMON 457667103 1,070 50,500 SH DEFINED 2 50,500 INSITUFORM TECHNOLOGIES INC COMMON 457667103 104 4,920 SH DEFINED 2,3 4,920

Page 54/119 INTEGRA LIFESCIENCES HOLDINGS COMMON 457985208 6,634 305,000 SH DEFINED 1 305,000 INTEGRA LIFESCIENCES HOLDINGS COMMON 457985208 489 22,500 SH DEFINED 2 22,500 INTEGRA LIFESCIENCES HOLDINGS COMMON 457985208 152 7,000 SH DEFINED 6 7,000 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 13,019 644,800 SH DEFINED 1 644,800 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 363 18,000 SH DEFINED 1,4 18,000 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 1,076 53,300 SH DEFINED 2 53,300 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 34 1,700 SH DEFINED 2,3 1,700 INTEGRATED DEFENSE TECHNOLOGIES COMMON 45819B101 4,871 165,500 SH DEFINED 1 165,500 INTEGRATED DEFENSE TECHNOLOGIES COMMON 45819B101 491 16,700 SH DEFINED 2 16,700 INTEGRATED DEVICE TECH INC COMMON 458118106 57,938 3,193,950 SH DEFINED 1 3,193,950 INTEGRATED DEVICE TECH INC COMMON 458118106 48,885 2,694,900 SH DEFINED 1,2 2,694,900 INTEGRATED DEVICE TECH INC COMMON 458118106 3,902 215,100 SH DEFINED 2 215,100 INTEGRATED DEVICE TECH INC COMMON 458118106 196 10,800 SH DEFINED 2,3 10,800 INTEGRATED DEVICE TECH INC COMMON 458118106 1,988 109,613 SH DEFINED 5 109,613 INTEL CORP COMMON 458140100 99,807 5,462,870 SH DEFINED 1 5,462,870 INTEL CORP COMMON 458140100 155,295 8,500,000 SH DEFINED 1,2 8,500,000 INTEL CORP COMMON 458140100 10,175 556,950 SH DEFINED 2 556,950 INTEL CORP COMMON 458140100 623 34,100 SH DEFINED 2,3 34,100 INTEL CORP COMMON 458140100 130 7,138 SH DEFINED 5 7,138 INTERCEPT INC COMMON 45845L107 2,072 100,000 SH DEFINED 1 100,000 INTERCEPT INC COMMON 45845L107 367 17,700 SH DEFINED 2 17,700 INTERMUNE INC COMMON 45884X103 30 1,400 SH DEFINED 1 1,400 INTERMUNE INC COMMON 45884X103 6 300 SH DEFINED 2 300 INTERNATIONAL PAPER CO COMMON 460146103 18,657 428,100 SH DEFINED 1 428,100 INTERNATIONAL PAPER CO COMMON 460146103 43,144 990,000 SH DEFINED 1,2 990,000 INTERNATIONAL PAPER CO COMMON 460146103 4,576 105,000 SH DEFINED 1,4 105,000 INTERNATIONAL PAPER CO COMMON 460146103 126 2,900 SH DEFINED 2 2,900 INTERNATIONAL PAPER CO COMMON 460146103 11 257 SH DEFINED 5 257 INTERNATIONAL RECTIFIER CORP COMMON 460254105 6,798 233,200 SH DEFINED 1 233,200

Page 55/119 INTERNATIONAL SPEEDWAY CORP CL A COMMON 460335201 15,687 391,200 SH DEFINED 1 391,200 INTERNATIONAL SPEEDWAY CORP CL A COMMON 460335201 68 1,700 SH DEFINED 1,4 1,700 INTERNATIONAL SPEEDWAY CORP CL A COMMON 460335201 1,123 28,000 SH DEFINED 2 28,000 INTERNATIONAL SPEEDWAY CORP CL A COMMON 460335201 116 2,900 SH DEFINED 2,3 2,900 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 1,968 150,000 SH DEFINED 1 150,000 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 357 27,200 SH DEFINED 2 27,200 INTERPORE INTERNATIONAL COMMON 46062W107 192 20,000 SH DEFINED 6 20,000 INTERPUBLIC GROUP CO INC COMMON 460690100 227,770 9,199,130 SH DEFINED 1 9,199,130 INTERPUBLIC GROUP CO INC COMMON 460690100 53,234 2,150,000 SH DEFINED 1,2 2,150,000 INTERPUBLIC GROUP CO INC COMMON 460690100 545 22,000 SH DEFINED 1,4 22,000 INTERPUBLIC GROUP CO INC COMMON 460690100 8,989 363,050 SH DEFINED 2 363,050 INTERPUBLIC GROUP CO INC COMMON 460690100 347 14,000 SH DEFINED 2,3 14,000 INTERPUBLIC GROUP CO INC COMMON 460690100 10,181 411,201 SH DEFINED 5 411,201 INTERPUBLIC GROUP CONVERT 460690AJ9 3,859 4,900,000 PRN DEFINED 1 4,900,000 INTERPUBLIC GROUP CONVERT 460690AJ9 79 100,000 PRN DEFINED 2 100,000 INTERSIL CORP COMMON 46069S109 24,325 1,137,764 SH DEFINED 1 1,137,764 INTERSIL CORP COMMON 46069S109 52 2,440 SH DEFINED 1,4 2,440 INTERSIL CORP COMMON 46069S109 1,626 76,052 SH DEFINED 2 76,052 INTERSIL CORP COMMON 46069S109 105 4,900 SH DEFINED 2,3 4,900 INTERTAPE POLYMER GROUP INC COMMON 460919103 2,151 185,300 SH DEFINED 1 185,300 INTER-TEL INC COMMON 458372109 3,277 191,500 SH DEFINED 1 191,500 INT'L BUSINESS MACHINES CORP COMMON 459200101 249,951 3,471,540 SH DEFINED 1 3,471,540 INT'L BUSINESS MACHINES CORP COMMON 459200101 65,520 910,000 SH DEFINED 1,2 910,000 INT'L BUSINESS MACHINES CORP COMMON 459200101 8,828 122,610 SH DEFINED 2 122,610 INT'L BUSINESS MACHINES CORP COMMON 459200101 254 3,525 SH DEFINED 5 3,525 INT'L FLAVORS AND FRAGRANCES INC COMMON 459506101 15,166 466,800 SH DEFINED 1 466,800

Page 56/119 INTRADO INC COMMON 46117A100 9,816 507,000 SH DEFINED 1 507,000 INTRADO INC COMMON 46117A100 449 23,200 SH DEFINED 2 23,200 INTRADO INC COMMON 46117A100 14 700 SH DEFINED 2,3 700 INTRADO INC COMMON 46117A100 77 4,000 SH DEFINED 6 4,000 INTUIT INC COMMON 461202103 80,840 1,625,900 SH DEFINED 1 1,625,900 INTUIT INC COMMON 461202103 172,583 3,471,100 SH DEFINED 1,2 3,471,100 INTUIT INC COMMON 461202103 6,921 139,200 SH DEFINED 1,4 139,200 INTUIT INC COMMON 461202103 15,563 313,020 SH DEFINED 2 313,020 INTUIT INC COMMON 461202103 940 18,900 SH DEFINED 2,3 18,900 INTUIT INC COMMON 461202103 126 2,526 SH DEFINED 5 2,526 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 14,288 436,950 SH DEFINED 1 436,950 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 69 2,115 SH DEFINED 1,4 2,115 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 937 28,665 SH DEFINED 2 28,665 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 95 2,920 SH DEFINED 2,3 2,920 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 55 1,668 SH DEFINED 5 1,668 INVESTORS FINANCIAL SERV CORP COMMON 461915100 67,234 2,004,600 SH DEFINED 1 2,004,600 INVESTORS FINANCIAL SERV CORP COMMON 461915100 839 25,000 SH DEFINED 1,4 25,000 INVESTORS FINANCIAL SERV CORP COMMON 461915100 3,310 98,680 SH DEFINED 2 98,680 INVESTORS FINANCIAL SERV CORP COMMON 461915100 329 9,800 SH DEFINED 2,3 9,800 INVESTORS FINANCIAL SERV CORP COMMON 461915100 73 2,174 SH DEFINED 5 2,174 INVITROGEN CORP COMMON 46185R100 1,921 60,000 SH DEFINED 1 60,000 INVITROGEN CORP COMMON 46185R100 343 10,700 SH DEFINED 2 10,700 IPC HOLDINGS LTD COMMON G4933P101 3,472 113,700 SH DEFINED 1 113,700 IPCS INC WTS 144A COMMON 44980Y115 2 6,980 SH DEFINED 1 6,980 IPCS INC WTS 144A COMMON 44980Y115 0 20 SH DEFINED 2,3 20 IRELAND BANK COMMON 46267Q103 311 6,267 SH DEFINED 5 6,267

Page 57/119 IRON MOUNTAIN INC COMMON 462846106 56,093 1,818,250 SH DEFINED 1 1,818,250 IRON MOUNTAIN INC COMMON 462846106 677 21,950 SH DEFINED 1,4 21,950 IRON MOUNTAIN INC COMMON 462846106 5,227 169,445 SH DEFINED 2 169,445 IRON MOUNTAIN INC COMMON 462846106 198 6,430 SH DEFINED 2,3 6,430 IRON MOUNTAIN INC COMMON 462846106 48 1,564 SH DEFINED 5 1,564 ISHARES RUSSELL 1000 VALUE COMMON 464287598 18,270 350,000 CALL DEFINED 1 350,000 ISHARES RUSSELL 1000 VALUE COMMON 464287598 77 1,475 SH DEFINED 5 1,475 ISIS PHARMACEUTICALS INC COMMON 464330109 19,751 2,076,900 SH DEFINED 1 2,076,900 ISIS PHARMACEUTICALS INC COMMON 464330109 257 27,000 SH DEFINED 2 27,000 ITRON INC COMMON 465741106 7,418 282,800 SH DEFINED 1 282,800 ITRON INC COMMON 465741106 16 600 SH DEFINED 2,3 600 ITT INDUSTRIES INC COMMON 450911102 11,931 169,000 SH DEFINED 1 169,000 ITT INDUSTRIES INC COMMON 450911102 205 2,900 SH DEFINED 2 2,900 IVAX CORP COMMON 465823102 1,081 100,100 SH DEFINED 1 100,100 IWO HOLDINGS INC WTS 144A 01/15/11 COMMON 45071T113 4 14,980 SH DEFINED 1 14,980 IWO HOLDINGS INC WTS 144A 01/15/11 COMMON 45071T113 0 20 SH DEFINED 2,3 20 J D EDWARDS & CO COMMON 281667105 2,305 189,700 SH DEFINED 1,4 189,700 J JILL GROUP INC COMMON 466189107 14,394 379,300 SH DEFINED 1 379,300 J JILL GROUP INC COMMON 466189107 1,279 33,700 SH DEFINED 2 33,700 J M SMUCKER CO COMMON 832696405 2,781 81,497 SH DEFINED 1 81,497 J M SMUCKER CO COMMON 832696405 860 25,200 SH DEFINED 1,2 25,200 J M SMUCKER CO COMMON 832696405 2 72 SH DEFINED 2 72 J M SMUCKER CO COMMON 832696405 0 1 SH DEFINED 5 1 JACK HENRY & ASSOCIATES INC COMMON 426281101 10,491 628,600 SH DEFINED 1 628,600 JACK HENRY & ASSOCIATES INC COMMON 426281101 49 2,960 SH DEFINED 1,4 2,960 JACK HENRY & ASSOCIATES INC COMMON 426281101 710 42,550 SH DEFINED 2 42,550 JACK HENRY & ASSOCIATES INC COMMON 426281101 72 4,320 SH DEFINED 2,3 4,320

Page 58/119 JACK IN THE BOX INC COMMON 466367109 14,002 440,300 SH DEFINED 1 440,300 JACK IN THE BOX INC COMMON 466367109 235 7,400 SH DEFINED 2 7,400 JACOBS ENGINEERING GROUP INC COMMON 469814107 57,853 1,663,400 SH DEFINED 1 1,663,400 JACOBS ENGINEERING GROUP INC COMMON 469814107 1,019 29,300 SH DEFINED 1,4 29,300 JACOBS ENGINEERING GROUP INC COMMON 469814107 6,492 186,660 SH DEFINED 2 186,660 JACOBS ENGINEERING GROUP INC COMMON 469814107 537 15,450 SH DEFINED 2,3 15,450 JACOBS ENGINEERING GROUP INC COMMON 469814107 105 3,022 SH DEFINED 5 3,022 JDA SOFTWARE GROUP INC COMMON 46612K108 5,016 177,500 SH DEFINED 1 177,500 JDA SOFTWARE GROUP INC COMMON 46612K108 715 25,300 SH DEFINED 2 25,300 JDA SOFTWARE GROUP INC COMMON 46612K108 11 400 SH DEFINED 2,3 400 JDS UNIPHASE CORP COMMON 46612J101 3,605 1,340,000 SH DEFINED 1 1,340,000 JDS UNIPHASE CORP COMMON 46612J101 16 5,800 SH DEFINED 1,4 5,800 JDS UNIPHASE CORP COMMON 46612J101 4 1,500 SH DEFINED 2 1,500 JDS UNIPHASE CORP COMMON 46612J101 11 4,100 SH DEFINED 2,3 4,100 JDS UNIPHASE CORP COMMON 46612J101 1 220 SH DEFINED 5 220 JOHN HANCOCK FINANCIAL SERVICES COMMON 41014S106 4 110 SH DEFINED 1 110 JOHN NUVEEN CO-CL A COMMON 478035108 658 25,600 SH DEFINED 1 25,600 JOHN NUVEEN CO-CL A COMMON 478035108 2,866 111,500 SH DEFINED 1,4 111,500 JOHN NUVEEN CO-CL A COMMON 478035108 46 1,800 SH DEFINED 2 1,800 JOHNSON & JOHNSON COMMON 478160104 451,944 8,648,000 SH DEFINED 1 8,648,000 JOHNSON & JOHNSON COMMON 478160104 147,859 2,829,300 SH DEFINED 1,2 2,829,300 JOHNSON & JOHNSON COMMON 478160104 4,646 88,900 SH DEFINED 1,4 88,900 JOHNSON & JOHNSON COMMON 478160104 25,796 493,610 SH DEFINED 2 493,610 JOHNSON & JOHNSON COMMON 478160104 1,124 21,500 SH DEFINED 2,3 21,500 JOHNSON & JOHNSON COMMON 478160104 598 11,441 SH DEFINED 5 11,441 JOHNSON CONTROLS INC COMMON 478366107 122 1,500 SH DEFINED 1 1,500 JOHNSON CONTROLS INC COMMON 478366107 384 4,700 SH DEFINED 1,4 4,700 JONES APPAREL GROUP INC COMMON 480074103 2,925 78,000 SH DEFINED 1 78,000 JONES APPAREL GROUP INC COMMON 480074103 83 2,220 SH DEFINED 2 2,220

Page 59/119 JP MORGAN CHASE & CO COMMON 46625H100 513,481 15,138,000 SH DEFINED 1 15,138,000 JP MORGAN CHASE & CO COMMON 46625H100 39,008 1,150,000 SH DEFINED 1,2 1,150,000 JP MORGAN CHASE & CO COMMON 46625H100 373 11,000 SH DEFINED 1,4 11,000 JP MORGAN CHASE & CO COMMON 46625H100 14,426 425,290 SH DEFINED 2 425,290 JP MORGAN CHASE & CO COMMON 46625H100 499 14,700 SH DEFINED 2,3 14,700 JP MORGAN CHASE & CO COMMON 46625H100 14,199 418,594 SH DEFINED 5 418,594 JP MORGAN CHASE & CO COMMON 46625H100 339 10,000 PUT DEFINED 6 10,000 KB HOME COMMON 48666K109 26,553 515,500 SH DEFINED 1 515,500 KB HOME COMMON 48666K109 232 4,500 SH DEFINED 1,4 4,500 KB HOME COMMON 48666K109 18 350 SH DEFINED 2 350 KEITHLEY INSTRUMENTS INC COMMON 487584104 2,599 180,000 SH DEFINED 1 180,000 KEITHLEY INSTRUMENTS INC COMMON 487584104 471 32,600 SH DEFINED 2 32,600 KELLOGG CO COMMON 487836108 24,496 683,100 SH DEFINED 1 683,100 KELLOGG CO COMMON 487836108 64,907 1,810,000 SH DEFINED 1,2 1,810,000 KELLOGG CO COMMON 487836108 190 5,300 SH DEFINED 2 5,300 KEMET CORP COMMON 488360108 4,465 250,000 SH DEFINED 1 250,000 KEMET CORP COMMON 488360108 750 42,000 SH DEFINED 2 42,000 KENNAMETAL INC COMMON 489170100 10,386 283,780 SH DEFINED 1 283,780 KENNAMETAL INC COMMON 489170100 161 4,400 SH DEFINED 2 4,400 KENNAMETAL INC COMMON 489170100 1,375 37,565 SH DEFINED 5 37,565 KERR-MCGEE CORP COMMON 492386107 6,678 124,700 SH DEFINED 1 124,700 KERR-MCGEE CVT CONVERT 492386AP2 1,110 1,000,000 PRN DEFINED 1 1,000,000 KESTREL SOLUTIONS CVT 144A CONVERT 49254QAA0 110 11,000,000 PRN DEFINED 1 11,000,000 KEY ENERGY GROUP INC COMMON 492914106 17,324 1,649,900 SH DEFINED 1 1,649,900 KEY ENERGY GROUP INC COMMON 492914106 221 21,000 SH DEFINED 1,4 21,000 KEY ENERGY GROUP INC COMMON 492914106 515 49,000 SH DEFINED 2 49,000 KEYSPAN CORP COMMON 49337W100 1,506 40,000 SH DEFINED 1 40,000

Page 60/119 KIMBERLY-CLARK CORP COMMON 494368103 177,630 2,865,000 SH DEFINED 1 2,865,000 KIMBERLY-CLARK CORP COMMON 494368103 4,173 67,300 SH DEFINED 2 67,300 KING PHARMACEUTICALS INC COMMON 495582108 126,101 5,667,483 SH DEFINED 1 5,667,483 KING PHARMACEUTICALS INC COMMON 495582108 663 29,800 SH DEFINED 1,4 29,800 KING PHARMACEUTICALS INC COMMON 495582108 4,333 194,732 SH DEFINED 2 194,732 KING PHARMACEUTICALS INC COMMON 495582108 134 6,000 SH DEFINED 2,3 6,000 KLA-TENCOR CORP COMMON 482480100 66,060 1,501,700 SH DEFINED 1 1,501,700 KLA-TENCOR CORP COMMON 482480100 136,343 3,099,400 SH DEFINED 1,2 3,099,400 KLA-TENCOR CORP COMMON 482480100 11,897 270,450 SH DEFINED 1,4 270,450 KLA-TENCOR CORP COMMON 482480100 11,767 267,500 SH DEFINED 2 267,500 KLA-TENCOR CORP COMMON 482480100 497 11,300 SH DEFINED 2,3 11,300 KLA-TENCOR CORP COMMON 482480100 182 4,129 SH DEFINED 5 4,129 KLA-TENCOR CORP COMMON 482480100 13 300 SH DEFINED 6 300 KMC TELECOM HOLDINGS-WTS EXP 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 KOHLS CORP COMMON 500255104 77,844 1,110,790 SH DEFINED 1 1,110,790 KOHLS CORP COMMON 500255104 168,935 2,410,600 SH DEFINED 1,2 2,410,600 KOHLS CORP COMMON 500255104 10,394 148,310 SH DEFINED 1,4 148,310 KOHLS CORP COMMON 500255104 15,443 220,360 SH DEFINED 2 220,360 KOHLS CORP COMMON 500255104 1,053 15,020 SH DEFINED 2,3 15,020 KOHLS CORP COMMON 500255104 18 254 SH DEFINED 5 254 KOOKMIN BANK SPON ADR COMMON 50049M109 4,586 93,300 SH DEFINED 1 93,300 KOOKMIN BANK SPON ADR COMMON 50049M109 14,745 300,000 SH DEFINED 1,2 300,000 KOOKMIN BANK SPON ADR COMMON 50049M109 5,922 120,492 SH DEFINED 1,4 120,492 KOOKMIN BANK SPON ADR COMMON 50049M109 74 1,500 SH DEFINED 2 1,500 KOOKMIN BANK SPON ADR COMMON 50049M109 185 3,772 SH DEFINED 2,3 3,772 KOOKMIN BANK SPON ADR COMMON 50049M109 115 2,349 SH DEFINED 5 2,349 KOPIN CORP COMMON 500600101 3,300 500,000 SH DEFINED 1 500,000 KOPIN CORP COMMON 500600101 581 88,100 SH DEFINED 2 88,100

Page 61/119 KOSAN BIOSCIENCES INC COMMON 50064W107 35 4,000 SH DEFINED 1 4,000 KRAFT FOODS INC COMMON 50075N104 45,217 1,104,200 SH DEFINED 1 1,104,200 KRAFT FOODS INC COMMON 50075N104 59,378 1,450,000 SH DEFINED 1,2 1,450,000 KRAFT FOODS INC COMMON 50075N104 172 4,200 SH DEFINED 2 4,200 KRAFT FOODS INC COMMON 50075N104 9 226 SH DEFINED 5 226 KRISPY KREME DOUGHNUTS INC COMMON 501014104 8,208 255,000 SH DEFINED 1 255,000 KRISPY KREME DOUGHNUTS INC COMMON 501014104 193 6,000 SH DEFINED 1,4 6,000 KRISPY KREME DOUGHNUTS INC COMMON 501014104 1,297 40,300 SH DEFINED 2 40,300 KROGER CORP COMMON 501044101 330,600 16,613,050 SH DEFINED 1 16,613,050 KROGER CORP COMMON 501044101 58,705 2,950,000 SH DEFINED 1,2 2,950,000 KROGER CORP COMMON 501044101 2,653 133,300 SH DEFINED 2 133,300 KROGER CORP COMMON 501044101 11,651 585,468 SH DEFINED 5 585,468 KRONOS INC COMMON 501052104 11,051 362,450 SH DEFINED 1 362,450 KRONOS INC COMMON 501052104 38 1,250 SH DEFINED 1,4 1,250 KRONOS INC COMMON 501052104 1,118 36,655 SH DEFINED 2 36,655 KRONOS INC COMMON 501052104 66 2,150 SH DEFINED 2,3 2,150 KT CORP SP ADR COMMON 48268K101 3,235 149,400 SH DEFINED 1,4 149,400 KULICKE & SOFFA INDUSTRIES COMMON 501242101 5,266 425,000 SH DEFINED 1 425,000 KULICKE & SOFFA INDUSTRIES COMMON 501242101 449 36,200 SH DEFINED 2 36,200 KULICKE & SOFFA INDUSTRIES COMMON 501242101 161 13,000 SH DEFINED 6 13,000 KYPHON INC COMMON 501577100 2,906 199,300 SH DEFINED 1 199,300 L S I LOGIC CORP COMMON 502161102 31,717 3,624,800 SH DEFINED 1 3,624,800 L S I LOGIC CORP COMMON 502161102 1,750 200,000 CALL DEFINED 1 200,000 L S I LOGIC CORP COMMON 502161102 57 6,550 SH DEFINED 2 6,550 L S I LOGIC CORP COMMON 502161102 3,791 433,228 SH DEFINED 5 433,228

Page 62/119 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 67,100 1,242,600 SH DEFINED 1 1,242,600 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 125,280 2,320,000 SH DEFINED 1,2 2,320,000 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 130 2,400 SH DEFINED 1,4 2,400 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 7,669 142,020 SH DEFINED 2 142,020 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 810 15,000 SH DEFINED 2,3 15,000 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 10 186 SH DEFINED 5 186 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 274,923 6,022,400 SH DEFINED 1 6,022,400 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 18,260 400,000 SH DEFINED 1,2 400,000 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 14,573 319,240 SH DEFINED 1,4 319,240 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 9,021 197,620 SH DEFINED 2 197,620 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 626 13,720 SH DEFINED 2,3 13,720 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 108 2,368 SH DEFINED 5 2,368 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 183 4,000 SH DEFINED 6 4,000 LAFARGE CORPORATION COMMON 505862102 3 80 SH DEFINED 1 80 LAM RESEARCH CORP COMMON 512807108 52,493 2,919,500 SH DEFINED 1 2,919,500 LAM RESEARCH CORP COMMON 512807108 62,930 3,500,000 SH DEFINED 1,2 3,500,000 LAM RESEARCH CORP COMMON 512807108 3,585 199,400 SH DEFINED 1,4 199,400 LAM RESEARCH CORP COMMON 512807108 4,273 237,630 SH DEFINED 2 237,630 LAM RESEARCH CORP COMMON 512807108 468 26,040 SH DEFINED 2,3 26,040 LAM RESEARCH CORP COMMON 512807108 77 4,275 SH DEFINED 5 4,275 LAMAR ADVERTISING CVT 5.25 CONVERT 512815AF8 1,320 1,300,000 PRN DEFINED 1 1,300,000 LAMAR ADVERTISING CO COMMON 512815101 91,691 2,464,150 SH DEFINED 1 2,464,150 LAMAR ADVERTISING CO COMMON 512815101 111,630 3,000,000 SH DEFINED 1,2 3,000,000 LAMAR ADVERTISING CO COMMON 512815101 1,730 46,500 SH DEFINED 1,4 46,500 LAMAR ADVERTISING CO COMMON 512815101 12,051 323,870 SH DEFINED 2 323,870 LAMAR ADVERTISING CO COMMON 512815101 572 15,380 SH DEFINED 2,3 15,380 LAMAR ADVERTISING CO COMMON 512815101 53 1,431 SH DEFINED 5 1,431 LAMAR ADVERTISING CO COMMON 512815101 260 7,000 SH DEFINED 6 7,000 LANDSTAR SYSTEM INC COMMON 515098101 3,601 33,700 SH DEFINED 1 33,700

Page 63/119 LATTICE SEMICONDUCTOR CORP COMMON 518415104 15,721 1,798,730 SH DEFINED 1 1,798,730 LATTICE SEMICONDUCTOR CORP COMMON 518415104 24 2,700 SH DEFINED 1,4 2,700 LATTICE SEMICONDUCTOR CORP COMMON 518415104 538 61,510 SH DEFINED 2 61,510 LATTICE SEMICONDUCTOR CORP COMMON 518415104 38 4,400 SH DEFINED 2,3 4,400 LATTICE SEMICONDUCTOR CORP COMMON 518415104 1,754 200,720 SH DEFINED 5 200,720 LEAR CORP COMMON 521865105 32,662 706,200 SH DEFINED 1 706,200 LEAR CORP COMMON 521865105 282 6,100 SH DEFINED 1,4 6,100 LEAR CORP COMMON 521865105 1,827 39,500 SH DEFINED 2 39,500 LEAR CORP COMMON 521865105 121 2,610 SH DEFINED 2,3 2,610 LEGG MASON INC COMMON 524901105 37,548 761,000 SH DEFINED 1 761,000 LEGG MASON INC COMMON 524901105 3,577 72,500 SH DEFINED 1,4 72,500 LEGG MASON INC COMMON 524901105 1,485 30,100 SH DEFINED 2 30,100 LEGG MASON INC COMMON 524901105 162 3,280 SH DEFINED 2,3 3,280 LEGG MASON INC COMMON 524901105 47 955 SH DEFINED 5 955 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 44,996 719,700 SH DEFINED 1 719,700 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 238 3,800 SH DEFINED 2 3,800 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 206 3,300 SH DEFINED 2,3 3,300 LENNAR CORP COMMON 526057104 3,703 60,500 SH DEFINED 1 60,500 LENNAR CORP COMMON 526057104 36,720 600,000 SH DEFINED 1,2 600,000 LENNAR CORP COMMON 526057104 2,681 43,800 SH DEFINED 2 43,800 LENNAR CORP COMMON 526057104 141 2,300 SH DEFINED 2,3 2,300 LEXMARK INTERNATIONAL INC COMMON 529771107 12,784 235,000 SH DEFINED 1 235,000 LEXMARK INTERNATIONAL INC COMMON 529771107 19,040 350,000 SH DEFINED 1,2 350,000 LEXMARK INTERNATIONAL INC COMMON 529771107 435 8,000 SH DEFINED 1,4 8,000 LEXMARK INTERNATIONAL INC COMMON 529771107 85 1,570 SH DEFINED 2 1,570 LEXMARK INTERNATIONAL INC COMMON 529771107 321 5,900 SH DEFINED 2,3 5,900 LEXMARK INTERNATIONAL INC COMMON 529771107 10 180 SH DEFINED 5 180 LIFEPOINT HOSPITALS INC COMMON 53219L109 48,964 1,348,500 SH DEFINED 1 1,348,500 LIFEPOINT HOSPITALS INC COMMON 53219L109 105 2,900 SH DEFINED 1,4 2,900 LIFEPOINT HOSPITALS INC COMMON 53219L109 3,716 102,350 SH DEFINED 2 102,350 LIFEPOINT HOSPITALS INC COMMON 53219L109 468 12,890 SH DEFINED 2,3 12,890

Page 64/119 LIFEPOINT INC COMMON 53215R910 979 400,000 SH DEFINED 1 400,000 LIFEPOINT INC WTS COMMON 53215R928 0 80,000 SH DEFINED 1 80,000 LIGAND PHARMACEUTICALS CL B COMMON 53220K207 503 34,700 SH DEFINED 1 34,700 LIGAND PHARMACEUTICALS CL B COMMON 53220K207 6 400 SH DEFINED 2,3 400 LILLY (ELI) & CO COMMON 532457108 902 16,000 SH DEFINED 1 16,000 LILLY (ELI) & CO COMMON 532457108 6 100 SH DEFINED 2 100 LIMITED BRANDS INC COMMON 532716107 100,048 4,697,070 SH DEFINED 1 4,697,070 LIMITED BRANDS INC COMMON 532716107 165,182 7,755,000 SH DEFINED 1,2 7,755,000 LIMITED BRANDS INC COMMON 532716107 596 28,000 SH DEFINED 1,4 28,000 LIMITED BRANDS INC COMMON 532716107 8,090 379,790 SH DEFINED 2 379,790 LIMITED BRANDS INC COMMON 532716107 775 36,400 SH DEFINED 2,3 36,400 LIMITED BRANDS INC COMMON 532716107 20 958 SH DEFINED 5 958 LIN TV CORP CL A COMMON 532774106 5,503 203,500 SH DEFINED 1 203,500 LINCARE HOLDINGS INC COMMON 532791100 39,881 1,234,700 SH DEFINED 1 1,234,700 LINCARE HOLDINGS INC COMMON 532791100 812 25,150 SH DEFINED 1,4 25,150 LINCARE HOLDINGS INC COMMON 532791100 4,330 134,070 SH DEFINED 2 134,070 LINCARE HOLDINGS INC COMMON 532791100 197 6,100 SH DEFINED 2,3 6,100 LINCARE HOLDINGS INC COMMON 532791100 49 1,505 SH DEFINED 5 1,505 LINCOLN NATIONAL CORP COMMON 534187109 1,953 46,500 SH DEFINED 1,4 46,500 LINEAR TECHNOLOGY CORP COMMON 535678106 38,574 1,227,300 SH DEFINED 1 1,227,300 LINEAR TECHNOLOGY CORP COMMON 535678106 95,575 3,040,900 SH DEFINED 1,2 3,040,900 LINEAR TECHNOLOGY CORP COMMON 535678106 798 25,400 SH DEFINED 1,4 25,400 LINEAR TECHNOLOGY CORP COMMON 535678106 8,125 258,500 SH DEFINED 2 258,500 LINEAR TECHNOLOGY CORP COMMON 535678106 757 24,100 SH DEFINED 2,3 24,100 LINEAR TECHNOLOGY CORP COMMON 535678106 66 2,108 SH DEFINED 5 2,108 LINENS 'N THINGS INC COMMON 535679104 15,099 460,200 SH DEFINED 1 460,200 LINENS 'N THINGS INC COMMON 535679104 144 4,400 SH DEFINED 6 4,400

Page 65/119 LOCKHEED MARTIN CORP COMMON 539830109 166,928 2,401,840 SH DEFINED 1 2,401,840 LOCKHEED MARTIN CORP COMMON 539830109 271,898 3,912,200 SH DEFINED 1,2 3,912,200 LOCKHEED MARTIN CORP COMMON 539830109 11,134 160,200 SH DEFINED 1,4 160,200 LOCKHEED MARTIN CORP COMMON 539830109 22,617 325,420 SH DEFINED 2 325,420 LOCKHEED MARTIN CORP COMMON 539830109 1,633 23,500 SH DEFINED 2,3 23,500 LOCKHEED MARTIN CORP COMMON 539830109 145 2,080 SH DEFINED 5 2,080 LOGITECH INTL SA COMMON 541419107 114 2,420 SH DEFINED 5 2,420 LORAL SPACE & COMM WT 12/27/06 COMMON G56462180 93 74,000 SH DEFINED 1 74,000 LOUISIANA PACIFIC CORP COMMON 546347105 10,897 1,028,980 SH DEFINED 1 1,028,980 LOUISIANA PACIFIC CORP COMMON 546347105 146 13,800 SH DEFINED 2 13,800 LOUISIANA PACIFIC CORP COMMON 546347105 2,203 208,065 SH DEFINED 5 208,065 LOWE'S COMPANIES INC COMMON 548661107 70,824 1,560,010 SH DEFINED 1 1,560,010 LOWE'S COMPANIES INC COMMON 548661107 120,310 2,650,000 SH DEFINED 1,2 2,650,000 LOWE'S COMPANIES INC COMMON 548661107 11,212 246,950 SH DEFINED 1,4 246,950 LOWE'S COMPANIES INC COMMON 548661107 7,046 155,200 SH DEFINED 2 155,200 LOWE'S COMPANIES INC COMMON 548661107 658 14,500 SH DEFINED 2,3 14,500 LTX CORP COMMON 502392103 15,024 1,052,100 SH DEFINED 1 1,052,100 LTX CORP COMMON 502392103 57 4,020 SH DEFINED 1,4 4,020 LTX CORP COMMON 502392103 865 60,540 SH DEFINED 2 60,540 LTX CORP COMMON 502392103 94 6,550 SH DEFINED 2,3 6,550 LUCENT TECH CVT PFD 144A CONVERT 549463206 2,419 5,000 SH DEFINED 1 5,000 LUCENT TECH CVT PFD 144A CONVERT 549463206 7,256 15,000 SH DEFINED 1,2 15,000 LUCENT TECHNOLOGIES INC COMMON 549463107 0 283 SH DEFINED 5 283 LUXOTTICA GROUP SPA-SPON ADR COMMON 55068R202 16,994 894,400 SH DEFINED 1 894,400 LUXOTTICA GROUP SPA-SPON ADR COMMON 55068R202 61 3,200 SH DEFINED 1,4 3,200 LUXOTTICA GROUP SPA-SPON ADR COMMON 55068R202 19 1,000 SH DEFINED 2 1,000 LUXOTTICA GROUP SPA-SPON ADR COMMON 55068R202 150 7,900 SH DEFINED 2,3 7,900 LUXOTTICA GROUP SPA-SPON ADR COMMON 55068R202 85 4,490 SH DEFINED 5 4,490

Page 66/119 MACROMEDIA INC COMMON 556100105 5,100 575,000 SH DEFINED 1 575,000 MACROMEDIA INC COMMON 556100105 601 67,800 SH DEFINED 2 67,800 MACROVISION CORP COMMON 555904101 14,093 1,075,000 SH DEFINED 1 1,075,000 MACROVISION CORP COMMON 555904101 189 14,400 SH DEFINED 1,4 14,400 MACROVISION CORP COMMON 555904101 1,272 97,000 SH DEFINED 2 97,000 MAGNUM HUNTER RESOURCES WT 03/21/05 COMMON 55972F138 56 67,880 SH DEFINED 1 67,880 MAGNUM HUNTER RESOURCES INC COMMON 55972F203 4,138 524,400 SH DEFINED 1 524,400 MANDALAY RESORT GROUP COMMON 562567107 1,379 50,000 SH DEFINED 1 50,000 MANITOWOC INC COMMON 563571108 2,662 75,000 SH DEFINED 1 75,000 MANITOWOC INC COMMON 563571108 486 13,700 SH DEFINED 2 13,700 MANPOWER INC COMMON 56418H100 2,058 56,000 SH DEFINED 1 56,000 MANPOWER INC COMMON 56418H100 375 10,200 SH DEFINED 1,4 10,200 MANPOWER INC COMMON 56418H100 1,419 38,600 SH DEFINED 2 38,600 MANULIFE FINANCIAL CORP COMMON 56501R106 158 5,541 SH DEFINED 5 5,541 MARATHON OIL CORP COMMON 565849106 11 400 SH DEFINED 1 400 MARSH & MCLENNAN CO COMMON 571748102 25,430 263,250 SH DEFINED 1 263,250 MARSH & MCLENNAN CO COMMON 571748102 8 79 SH DEFINED 5 79 MARSHALL & ILSLEY CORP COMMON 571834100 9,502 307,200 SH DEFINED 1 307,200 MARSHALL & ILSLEY CORP COMMON 571834100 161 5,200 SH DEFINED 2 5,200 MARTIN MARIETTA MATERIALS INC COMMON 573284106 12,581 322,600 SH DEFINED 1 322,600 MARTIN MARIETTA MATERIALS INC COMMON 573284106 211 5,400 SH DEFINED 2 5,400 MARTIN MARIETTA MATERIALS INC COMMON 573284106 1,936 49,642 SH DEFINED 5 49,642 MARVEL ENTERPRISES INC COMMON 57383M108 164 30,000 SH DEFINED 6 30,000

Page 67/119 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 15,208 764,600 SH DEFINED 1 764,600 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 378 19,000 SH DEFINED 1,4 19,000 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 22 1,100 SH DEFINED 2 1,100 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 14 700 SH DEFINED 2,3 700 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 48 2,400 SH DEFINED 6 2,400 MASCO CORP COMMON 574599106 225,689 8,324,950 SH DEFINED 1 8,324,950 MASCO CORP COMMON 574599106 162,169 5,981,900 SH DEFINED 1,2 5,981,900 MASCO CORP COMMON 574599106 4,536 167,300 SH DEFINED 2 167,300 MASCO CORP COMMON 574599106 816 30,100 SH DEFINED 2,3 30,100 MASCO CORP COMMON 574599106 11,149 411,246 SH DEFINED 5 411,246 MATTEL INC COMMON 577081102 154,251 7,317,410 SH DEFINED 1 7,317,410 MATTEL INC COMMON 577081102 63,662 3,020,000 SH DEFINED 1,2 3,020,000 MATTEL INC COMMON 577081102 718 34,050 SH DEFINED 2 34,050 MATTEL INC COMMON 577081102 11,883 563,726 SH DEFINED 5 563,726 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 5,715 149,100 SH DEFINED 1 149,100 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 55,107 1,437,700 SH DEFINED 1,2 1,437,700 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 4,201 109,600 SH DEFINED 2 109,600 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 222 5,800 SH DEFINED 2,3 5,800 MAXIMUS INC COMMON 577933104 3,094 97,600 SH DEFINED 1 97,600 MAYTAG CO COMMON 578592107 4,329 101,500 SH DEFINED 1 101,500 MAYTAG CO COMMON 578592107 42,650 1,000,000 SH DEFINED 1,2 1,000,000 MAYTAG CO COMMON 578592107 3,135 73,500 SH DEFINED 2 73,500 MAYTAG CO COMMON 578592107 166 3,900 SH DEFINED 2,3 3,900 MBIA INC COMMON 55262C100 7 120 SH DEFINED 1 120 MBNA CORP COMMON 55262L100 97,372 2,944,420 SH DEFINED 1 2,944,420 MBNA CORP COMMON 55262L100 60,849 1,840,000 SH DEFINED 1,2 1,840,000 MBNA CORP COMMON 55262L100 4,947 149,600 SH DEFINED 2 149,600 MBNA CORP COMMON 55262L100 364 11,000 SH DEFINED 2,3 11,000

Page 68/119 MC DONALDS CORP COMMON 580135101 3,690 129,700 SH DEFINED 1 129,700 MC DONALDS CORP COMMON 580135101 35,563 1,250,000 SH DEFINED 1,2 1,250,000 MC DONALDS CORP COMMON 580135101 2,640 92,800 SH DEFINED 2 92,800 MC DONALDS CORP COMMON 580135101 142 5,000 SH DEFINED 2,3 5,000 MCAFEE.COM CORP COMMON 579062100 5,330 364,100 SH DEFINED 1 364,100 MCAFEE.COM CORP COMMON 579062100 539 36,800 SH DEFINED 2 36,800 MCAFEE.COM CORP COMMON 579062100 12 800 SH DEFINED 2,3 800 MCG CAPITAL CORP COMMON 58047P107 3,549 212,400 SH DEFINED 1 212,400 MCKESSON CORP COMMON 58155Q103 106,268 3,249,800 SH DEFINED 1 3,249,800 MCKESSON CORP COMMON 58155Q103 5,429 166,010 SH DEFINED 1,4 166,010 MCKESSON CORP COMMON 58155Q103 4,707 143,930 SH DEFINED 2 143,930 MCKESSON CORP COMMON 58155Q103 317 9,700 SH DEFINED 2,3 9,700 MCKESSON CORP COMMON 58155Q103 5,563 170,126 SH DEFINED 5 170,126 MCSI INC COMMON 55270M108 2,248 200,000 SH DEFINED 1 200,000 MCSI INC COMMON 55270M108 402 35,800 SH DEFINED 2 35,800 MDU RESOURCES GROUP INC COMMON 552690109 7,119 270,800 SH DEFINED 1 270,800 MED DESIGN CORP COMMON 583926100 12,473 963,900 SH DEFINED 1 963,900 MED DESIGN CORP COMMON 583926100 674 52,100 SH DEFINED 2 52,100 MED DESIGN CORP COMMON 583926100 129 10,000 SH DEFINED 6 10,000 MEDAREX INC COMMON 583916101 281 37,900 SH DEFINED 1 37,900 MEDAREX INC COMMON 583916101 2 300 SH DEFINED 2,3 300 MEDCATH CORP COMMON 58404W109 2 100 SH DEFINED 1 100 MEDIAONE GROUP CVT PFD 7.00% CONVERT 58440J500 482 32,200 SH DEFINED 1 32,200 MEDICAL STAFFING NETWORKS COMMON 58463F104 1,423 58,100 SH DEFINED 1 58,100

Page 69/119 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 53,467 1,250,400 SH DEFINED 1 1,250,400 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 85,520 2,000,000 SH DEFINED 1,2 2,000,000 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 726 16,980 SH DEFINED 1,4 16,980 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 10,873 254,280 SH DEFINED 2 254,280 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 471 11,020 SH DEFINED 2,3 11,020 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 45 1,061 SH DEFINED 5 1,061 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 86 2,000 SH DEFINED 6 2,000 MEDIMMUNE INC COMMON 584699102 2,244 85,000 SH DEFINED 1 85,000 MEDIMMUNE INC COMMON 584699102 343 13,000 SH DEFINED 1,4 13,000 MEDIMMUNE INC COMMON 584699102 1,280 48,500 SH DEFINED 2 48,500 MEDIMMUNE INC COMMON 584699102 106 4,000 SH DEFINED 6 4,000 MEDSOURCE TECHNOLOGIES INC COMMON 58505Y103 2 200 SH DEFINED 2 200 MEDTRONIC INC COMMON 585055106 82,713 1,930,300 SH DEFINED 1 1,930,300 MEDTRONIC INC COMMON 585055106 107,125 2,500,000 SH DEFINED 1,2 2,500,000 MEDTRONIC INC COMMON 585055106 17,937 418,600 SH DEFINED 2 418,600 MEDTRONIC INC COMMON 585055106 583 13,600 SH DEFINED 2,3 13,600 MEDTRONIC INC COMMON 585055106 403 9,411 SH DEFINED 5 9,411 MELLON FINANCIAL CORP COMMON 58551A108 3,426 109,003 SH DEFINED 1 109,003 MELLON FINANCIAL CORP COMMON 58551A108 1,572 50,000 SH DEFINED 1,4 50,000 MENTOR CORP COMMON 587188103 128 3,500 SH DEFINED 1 3,500 MENTOR CORP COMMON 587188103 7 200 SH DEFINED 2 200 MENTOR GRAPHICS CORP COMMON 587200106 8,300 583,700 SH DEFINED 1 583,700 MENTOR GRAPHICS CORP COMMON 587200106 141 9,900 SH DEFINED 2 9,900 MENTOR GRAPHICS CORP COMMON 587200106 1,106 77,749 SH DEFINED 5 77,749 MERCK & CO COMMON 589331107 21,480 424,170 SH DEFINED 1 424,170 MERCK & CO COMMON 589331107 5 100 SH DEFINED 2 100 MERCK & CO COMMON 589331107 8 166 SH DEFINED 5 166

Page 70/119 MERCURY INTERACTIVE CORP COMMON 589405109 11,420 497,400 SH DEFINED 1 497,400 MERCURY INTERACTIVE CORP COMMON 589405109 35,230 1,534,400 SH DEFINED 1,2 1,534,400 MERCURY INTERACTIVE CORP COMMON 589405109 2,631 114,600 SH DEFINED 2 114,600 MERCURY INTERACTIVE CORP COMMON 589405109 154 6,700 SH DEFINED 2,3 6,700 MERIX CORP COMMON 590049102 8,195 955,100 SH DEFINED 1 955,100 MERIX CORP COMMON 590049102 90 10,500 SH DEFINED 6 10,500 MERRILL LYNCH & CO COMMON 590188108 222,845 5,502,350 SH DEFINED 1 5,502,350 MERRILL LYNCH & CO COMMON 590188108 107,949 2,665,400 SH DEFINED 1,2 2,665,400 MERRILL LYNCH & CO COMMON 590188108 14,657 361,900 SH DEFINED 2 361,900 MERRILL LYNCH & CO COMMON 590188108 433 10,700 SH DEFINED 2,3 10,700 MERRILL LYNCH & CO COMMON 590188108 296 7,310 SH DEFINED 5 7,310 METLIFE INC COMMON 59156R108 5 160 SH DEFINED 1 160 METRIS COMPANIES INC COMMON 591598107 3,587 431,700 SH DEFINED 1 431,700 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 19,710 534,590 SH DEFINED 1 534,590 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 225 6,100 SH DEFINED 2 6,100 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 1,903 51,604 SH DEFINED 5 51,604 MGIC INVESTMENT CORP COMMON 552848103 132,186 1,949,650 SH DEFINED 1 1,949,650 MGIC INVESTMENT CORP COMMON 552848103 44,701 659,300 SH DEFINED 1,2 659,300 MGIC INVESTMENT CORP COMMON 552848103 519 7,650 SH DEFINED 2 7,650 MGIC INVESTMENT CORP COMMON 552848103 8,208 121,055 SH DEFINED 5 121,055 MGM GRAND INC COMMON 552953101 5,154 152,700 SH DEFINED 1 152,700 MGM GRAND INC COMMON 552953101 33,750 1,000,000 SH DEFINED 1,2 1,000,000 MGM GRAND INC COMMON 552953101 2,538 75,200 SH DEFINED 2 75,200 MGM GRAND INC COMMON 552953101 135 4,000 SH DEFINED 2,3 4,000

Page 71/119 MICROCHIP TECHNOLOGY INC COMMON 595017104 197,405 7,196,687 SH DEFINED 1 7,196,687 MICROCHIP TECHNOLOGY INC COMMON 595017104 186,215 6,788,752 SH DEFINED 1,2 6,788,752 MICROCHIP TECHNOLOGY INC COMMON 595017104 1,430 52,117 SH DEFINED 1,4 52,117 MICROCHIP TECHNOLOGY INC COMMON 595017104 19,450 709,083 SH DEFINED 2 709,083 MICROCHIP TECHNOLOGY INC COMMON 595017104 1,902 69,322 SH DEFINED 2,3 69,322 MICROCHIP TECHNOLOGY INC COMMON 595017104 99 3,610 SH DEFINED 5 3,610 MICROCHIP TECHNOLOGY INC COMMON 595017104 189 6,900 SH DEFINED 6 6,900 MICROMUSE INC COMMON 595094103 1,953 438,800 SH DEFINED 1 438,800 MICROMUSE INC COMMON 595094103 137 30,700 SH DEFINED 2 30,700 MICRON TECHNOLOGY INC COMMON 595112103 235,711 11,657,300 SH DEFINED 1 11,657,300 MICRON TECHNOLOGY INC COMMON 595112103 90,990 4,500,000 SH DEFINED 1,2 4,500,000 MICRON TECHNOLOGY INC COMMON 595112103 1,517 75,000 SH DEFINED 1,4 75,000 MICRON TECHNOLOGY INC COMMON 595112103 11,139 550,900 SH DEFINED 2 550,900 MICRON TECHNOLOGY INC COMMON 595112103 906 44,800 SH DEFINED 2,3 44,800 MICROSOFT CORP COMMON 594918104 810,594 14,818,901 SH DEFINED 1 14,818,901 MICROSOFT CORP COMMON 594918104 487,377 8,910,000 SH DEFINED 1,2 8,910,000 MICROSOFT CORP COMMON 594918104 9,356 171,050 SH DEFINED 1,4 171,050 MICROSOFT CORP COMMON 594918104 52,878 966,700 SH DEFINED 2 966,700 MICROSOFT CORP COMMON 594918104 2,680 49,000 SH DEFINED 2,3 49,000 MICROSOFT CORP COMMON 594918104 738 13,493 SH DEFINED 5 13,493 MICROTUNE INC COMMON 59514P109 2,228 250,000 SH DEFINED 1 250,000 MICROTUNE INC COMMON 59514P109 236 26,500 SH DEFINED 2 26,500 MID ATLANTIC MEDICAL SERVICES INC. COMMON 59523C107 2,195 70,000 SH DEFINED 1 70,000 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 41 3,400 SH DEFINED 1 3,400 MILLIPORE CORP COMMON 601073109 13,652 426,900 SH DEFINED 1 426,900 MILLIPORE CORP COMMON 601073109 230 7,200 SH DEFINED 1,4 7,200 MILLIPORE CORP COMMON 601073109 1,094 34,200 SH DEFINED 2 34,200 MIPS TECHNOLOGIES INC COMMON 604567107 3,978 644,700 SH DEFINED 1 644,700 MIPS TECHNOLOGIES INC COMMON 604567107 453 73,500 SH DEFINED 2 73,500

Page 72/119 MIPS TECHNOLOGIES INC CL B COMMON 604567206 979 175,700 SH DEFINED 1 175,700 MIRANT CORP COMMON 604675108 46,691 6,396,008 SH DEFINED 1 6,396,008 MIRANT CORP COMMON 604675108 527 72,200 SH DEFINED 1,4 72,200 MIRANT CORP COMMON 604675108 2,042 279,700 SH DEFINED 2 279,700 MIRANT TRUST I CVT PFD 6.25% CONVERT 60467Q102 1,950 65,800 SH DEFINED 1 65,800 MIRVANT MEDICAL TECHNOLOGY COMMON 604690107 11 20,000 SH DEFINED 1 20,000 MOBILE MINI INC COMMON 60740F105 1,710 100,000 SH DEFINED 1 100,000 MOBILE MINI INC COMMON 60740F105 308 18,000 SH DEFINED 2 18,000 MOHAWK INDUSTRIES INC COMMON 608190104 20,423 331,924 SH DEFINED 1 331,924 MOHAWK INDUSTRIES INC COMMON 608190104 6,085 98,900 SH DEFINED 1,4 98,900 MOHAWK INDUSTRIES INC COMMON 608190104 382 6,216 SH DEFINED 2 6,216 MOHAWK INDUSTRIES INC COMMON 608190104 1,533 24,916 SH DEFINED 5 24,916 MOLEX INC COMMON 608554101 4,278 127,600 SH DEFINED 1 127,600 MOLEX INC COMMON 608554101 41,913 1,250,000 SH DEFINED 1,2 1,250,000 MOLEX INC COMMON 608554101 3,138 93,600 SH DEFINED 2 93,600 MOLEX INC COMMON 608554101 168 5,000 SH DEFINED 2,3 5,000 MOLEX INC CL A COMMON 608554200 44,491 1,621,975 SH DEFINED 1 1,621,975 MOLEX INC CL A COMMON 608554200 617 22,500 SH DEFINED 1,4 22,500 MOLEX INC CL A COMMON 608554200 4,133 150,680 SH DEFINED 2 150,680 MOLEX INC CL A COMMON 608554200 225 8,190 SH DEFINED 2,3 8,190 MONACO COACH CORP COMMON 60886R103 3,621 170,000 SH DEFINED 1 170,000 MONACO COACH CORP COMMON 60886R103 616 28,900 SH DEFINED 2 28,900 MOODY'S CORP COMMON 615369105 30,034 603,700 SH DEFINED 1 603,700 MOODY'S CORP COMMON 615369105 74,625 1,500,000 SH DEFINED 1,2 1,500,000 MOODY'S CORP COMMON 615369105 60 1,200 SH DEFINED 1,4 1,200 MOODY'S CORP COMMON 615369105 6,542 131,500 SH DEFINED 2 131,500 MOODY'S CORP COMMON 615369105 398 8,000 SH DEFINED 2,3 8,000

Page 73/119 MORGAN STANLEY COMMON 617446448 554,878 12,880,175 SH DEFINED 1 12,880,175 MORGAN STANLEY COMMON 617446448 159,538 3,703,300 SH DEFINED 1,2 3,703,300 MORGAN STANLEY COMMON 617446448 539 12,500 SH DEFINED 1,4 12,500 MORGAN STANLEY COMMON 617446448 24,463 567,850 SH DEFINED 2 567,850 MORGAN STANLEY COMMON 617446448 775 18,000 SH DEFINED 2,3 18,000 MORGAN STANLEY COMMON 617446448 13,249 307,554 SH DEFINED 5 307,554 MOSSIMO INC COMMON 619696107 135 15,000 SH DEFINED 6 15,000 MOTOROLA INC COMMON 620076109 115,749 8,026,970 SH DEFINED 1 8,026,970 MOTOROLA INC COMMON 620076109 36,050 2,500,000 SH DEFINED 1,2 2,500,000 MOTOROLA INC COMMON 620076109 901 62,500 SH DEFINED 1,4 62,500 MOTOROLA INC COMMON 620076109 507 35,150 SH DEFINED 2 35,150 MOTOROLA INC COMMON 620076109 649 45,000 SH DEFINED 2,3 45,000 MOTOROLA INC COMMON 620076109 6,839 468,731 SH DEFINED 5 468,731 MOVIE GALLERY INC COMMON 624581104 6,336 300,000 SH DEFINED 1 300,000 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 16,179 829,700 SH DEFINED 1 829,700 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 78 4,000 SH DEFINED 1,4 4,000 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 1,176 60,300 SH DEFINED 2 60,300 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 126 6,480 SH DEFINED 2,3 6,480 MSC.SOFTWARE CORP COMMON 553531104 1,566 175,000 SH DEFINED 1 175,000 MSC.SOFTWARE CORP COMMON 553531104 261 29,200 SH DEFINED 2 29,200 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 1,661 200,000 SH DEFINED 1 200,000 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 292 35,200 SH DEFINED 2 35,200 MURPHY OIL CORP COMMON 626717102 8,671 105,100 SH DEFINED 1 105,100 MURPHY OIL CORP COMMON 626717102 107 1,300 SH DEFINED 1,4 1,300 MYKROLIS CORP COMMON 62852P103 5,376 455,201 SH DEFINED 1 455,201 MYKROLIS CORP COMMON 62852P103 589 49,900 SH DEFINED 2 49,900 MYLAN LABORATORIES INC COMMON 628530107 6,192 197,500 SH DEFINED 1 197,500 MYLAN LABORATORIES INC COMMON 628530107 219 7,000 SH DEFINED 6 7,000

Page 74/119 NABORS INDUSTRIES LTD COMMON G6359F103 124,290 3,535,990 SH DEFINED 1 3,535,990 NABORS INDUSTRIES LTD COMMON G6359F103 52,725 1,500,000 SH DEFINED 1,2 1,500,000 NABORS INDUSTRIES LTD COMMON G6359F103 2,130 60,600 SH DEFINED 1,4 60,600 NABORS INDUSTRIES LTD COMMON G6359F103 5,164 146,900 SH DEFINED 2 146,900 NABORS INDUSTRIES LTD COMMON G6359F103 510 14,500 SH DEFINED 2,3 14,500 NASDAQ-100 SHARES COMMON 631100104 15,250 584,500 SH DEFINED 1 584,500 NASDAQ-100 SHARES COMMON 631100104 1,305 50,000 SH DEFINED 1,4 50,000 NASDAQ-100 SHARES COMMON 631100104 83 3,200 SH DEFINED 2 3,200 NASDAQ-100 SHARES COMMON 631100104 717 27,500 PUT DEFINED 6 27,500 NATIONAL CITY CORP COMMON 635405103 9 280 SH DEFINED 1 280 NATIONAL INSTRUMENTS CORP COMMON 636518102 60,560 1,859,950 SH DEFINED 1 1,859,950 NATIONAL INSTRUMENTS CORP COMMON 636518102 188 5,760 SH DEFINED 1,4 5,760 NATIONAL INSTRUMENTS CORP COMMON 636518102 3,338 102,510 SH DEFINED 2 102,510 NATIONAL INSTRUMENTS CORP COMMON 636518102 259 7,940 SH DEFINED 2,3 7,940 NATIONAL INSTRUMENTS CORP COMMON 636518102 95 2,919 SH DEFINED 5 2,919 NATIONAL-OILWELL INC COMMON 637071101 36,787 1,747,600 SH DEFINED 1 1,747,600 NATIONAL-OILWELL INC COMMON 637071101 617 29,300 SH DEFINED 1,4 29,300 NATIONAL-OILWELL INC COMMON 637071101 3,771 179,130 SH DEFINED 2 179,130 NATIONAL-OILWELL INC COMMON 637071101 172 8,190 SH DEFINED 2,3 8,190 NATIONAL-OILWELL INC COMMON 637071101 111 5,251 SH DEFINED 5 5,251 NATIONWIDE FINANCIAL SERVICES CL A COMMON 638612101 15,648 396,140 SH DEFINED 1 396,140 NATUS MEDICAL INC COMMON 639050103 32 8,000 SH DEFINED 1 8,000 NAUTILUS GROUP INC COMMON 63910B102 3,485 113,900 SH DEFINED 1 113,900 NAUTILUS GROUP INC COMMON 63910B102 153 5,000 SH DEFINED 6 5,000 NCO GROUP INC COMMON 628858102 6,186 284,000 SH DEFINED 1 284,000 NCO GROUP INC COMMON 628858102 601 27,600 SH DEFINED 2 27,600 NDCHEALTH CORP COMMON 639480102 1,116 40,000 SH DEFINED 1 40,000 NDS GROUP PLC COMMON 628891103 13 1,087 SH DEFINED 5 1,087

Page 75/119 NESTLE S A COMMON 641069406 127 2,180 SH DEFINED 5 2,180 NETEGRITY INC COMMON 64110P107 4,158 675,000 SH DEFINED 1 675,000 NETEGRITY INC COMMON 64110P107 198 32,100 SH DEFINED 2 32,100 NETEGRITY INC COMMON 64110P107 123 20,000 SH DEFINED 6 20,000 NETIQ CORP COMMON 64115P102 849 37,500 SH DEFINED 1 37,500 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 344 37,500 SH DEFINED 1 37,500 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 35 3,800 SH DEFINED 2 3,800 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 38 4,100 SH DEFINED 2,3 4,100 NETWORK APPLIANCES INC COMMON 64120L104 3 210 SH DEFINED 1 210 NETWORK ASSOCIATES INC COMMON 640938106 5,178 268,700 SH DEFINED 1 268,700 NETWORK ASSOCIATES INC COMMON 640938106 3,189 165,500 SH DEFINED 1,4 165,500 NETWORK ASSOCIATES INC COMMON 640938106 200 10,400 SH DEFINED 2 10,400 NETWORK ASSOCIATES INC COMMON 640938106 127 6,600 SH DEFINED 2,3 6,600 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 149 5,200 SH DEFINED 1 5,200 NEW CENTURY FINANCIAL CORP COMMON 64352D101 3,682 105,300 SH DEFINED 1 105,300 NEW CENTURY FINANCIAL CORP COMMON 64352D101 245 7,000 SH DEFINED 6 7,000 NEW YORK TIMES CO COMMON 650111107 32,672 634,400 SH DEFINED 1 634,400 NEW YORK TIMES CO COMMON 650111107 46,350 900,000 SH DEFINED 1,2 900,000 NEW YORK TIMES CO COMMON 650111107 134 2,600 SH DEFINED 2 2,600 NEWELL RUBBERMAID INC COMMON 651229106 40,046 1,142,200 SH DEFINED 1 1,142,200 NEWELL RUBBERMAID INC COMMON 651229106 118,853 3,390,000 SH DEFINED 1,2 3,390,000 NEWELL RUBBERMAID INC COMMON 651229106 4,028 114,900 SH DEFINED 2 114,900 NEWELL RUBBERMAID INC COMMON 651229106 389 11,100 SH DEFINED 2,3 11,100 NEWELL RUBBERMAID INC COMMON 651229106 2,041 58,209 SH DEFINED 5 58,209

Page 76/119 NEWFIELD EXPLORATION CO COMMON 651290108 24,116 648,800 SH DEFINED 1 648,800 NEWFIELD EXPLORATION CO COMMON 651290108 94 2,540 SH DEFINED 1,4 2,540 NEWFIELD EXPLORATION CO COMMON 651290108 2,429 65,360 SH DEFINED 2 65,360 NEWFIELD EXPLORATION CO COMMON 651290108 152 4,100 SH DEFINED 2,3 4,100 NEWFIELD EXPLORATION CO COMMON 651290108 54 1,462 SH DEFINED 5 1,462 NEWMONT MINING CORP HLDG CO COMMON 651639106 7,119 270,360 SH DEFINED 1,4 270,360 NEWPARK RESOURCES INC COMMON 651718504 2,940 400,000 SH DEFINED 1 400,000 NEWPARK RESOURCES INC COMMON 651718504 466 63,400 SH DEFINED 2 63,400 NEWPORT CORP COMMON 651824104 1,253 80,000 SH DEFINED 1 80,000 NEXTEL COMM CVT 144A CONVERT 65332VAW3 419 1,000,000 PRN DEFINED 1 1,000,000 NEXTEL COMMUNICATIONS INC COMMON 65332V103 44,499 13,862,500 SH DEFINED 1 13,862,500 NEXTEL COMMUNICATIONS INC COMMON 65332V103 1,043 325,000 SH DEFINED 2 325,000 NIKE INC CL B COMMON 654106103 259,757 4,841,700 SH DEFINED 1 4,841,700 NIKE INC CL B COMMON 654106103 88,523 1,650,000 SH DEFINED 1,2 1,650,000 NIKE INC CL B COMMON 654106103 5,660 105,500 SH DEFINED 2 105,500 NIKE INC CL B COMMON 654106103 402 7,500 SH DEFINED 2,3 7,500 NIKE INC CL B COMMON 654106103 1,604 29,903 SH DEFINED 5 29,903 NISOURCE INC COMMON 65473P105 8,520 390,300 SH DEFINED 1 390,300 NOBLE CORP COMMON G65422100 29,606 767,000 SH DEFINED 1 767,000 NOBLE CORP COMMON G65422100 77 2,000 SH DEFINED 1,4 2,000 NOBLE CORP COMMON G65422100 139 3,600 SH DEFINED 2 3,600 NOBLE CORP COMMON G65422100 127 3,300 SH DEFINED 2,3 3,300 NOBLE CORP COMMON G65422100 871 22,565 SH DEFINED 5 22,565 NOKIA CORP ADR COMMON 654902204 18,081 1,248,700 SH DEFINED 1 1,248,700 NOKIA CORP ADR COMMON 654902204 5 343 SH DEFINED 5 343 NORDSTROM INC COMMON 655664100 2,492 110,000 SH DEFINED 1 110,000 NORDSTROM INC COMMON 655664100 19,253 850,000 SH DEFINED 1,2 850,000 NORDSTROM INC COMMON 655664100 193 8,500 SH DEFINED 2,3 8,500

Page 77/119 NORFOLK SOUTHERN CORP COMMON 655844108 29,059 1,242,900 SH DEFINED 1 1,242,900 NORFOLK SOUTHERN CORP COMMON 655844108 44,048 1,884,000 SH DEFINED 1,2 1,884,000 NORFOLK SOUTHERN CORP COMMON 655844108 341 14,600 SH DEFINED 2 14,600 NORTHEAST UTILITIES COMMON 664397106 1,270 67,500 SH DEFINED 1 67,500 NORTHERN TRUST CORP COMMON 665859104 28,212 640,300 SH DEFINED 1 640,300 NORTHROP GRUMMAN CO COMMON 666807102 55,044 440,350 SH DEFINED 1 440,350 NORTHROP GRUMMAN CO COMMON 666807102 88,750 710,000 SH DEFINED 1,2 710,000 NORTHROP GRUMMAN CO COMMON 666807102 5,750 46,000 SH DEFINED 1,4 46,000 NORTHROP GRUMMAN CO COMMON 666807102 625 5,000 SH DEFINED 2 5,000 NORTHROP GRUMMAN CO COMMON 666807102 1,302 10,416 SH DEFINED 5 10,416 NOVELLUS SYSTEMS INC COMMON 670008101 103,583 3,046,550 SH DEFINED 1 3,046,550 NOVELLUS SYSTEMS INC COMMON 670008101 127,432 3,748,000 SH DEFINED 1,2 3,748,000 NOVELLUS SYSTEMS INC COMMON 670008101 609 17,900 SH DEFINED 1,4 17,900 NOVELLUS SYSTEMS INC COMMON 670008101 9,199 270,550 SH DEFINED 2 270,550 NOVELLUS SYSTEMS INC COMMON 670008101 762 22,400 SH DEFINED 2,3 22,400 NOVELLUS SYSTEMS INC COMMON 670008101 10 302 SH DEFINED 5 302 NOVO-NORDISK A S COMMON 670100205 44 1,348 SH DEFINED 5 1,348 NPS PHARMACEUTICALS INC COMMON 62936P103 752 49,100 SH DEFINED 1 49,100 NTELOS INC-WT 144A COMMON 67019U119 45 19,845 SH DEFINED 1 19,845 NTELOS INC-WT 144A COMMON 67019U119 0 60 SH DEFINED 2 60 NTELOS INC-WT 144A COMMON 67019U119 0 95 SH DEFINED 2,3 95 NVIDIA CORP COMMON 67066G104 442 25,700 SH DEFINED 1 25,700 NVIDIA CORP COMMON 67066G104 33 1,900 SH DEFINED 2 1,900 NVR INC COMMON 62944T105 3,262 10,100 SH DEFINED 1 10,100 NVR INC COMMON 62944T105 26,971 83,500 SH DEFINED 1,2 83,500 NVR INC COMMON 62944T105 1,970 6,100 SH DEFINED 2 6,100 NVR INC COMMON 62944T105 97 300 SH DEFINED 2,3 300

Page 78/119 O2MICRO INTERNATIONAL LTD COMMON G6797E106 3,105 300,000 SH DEFINED 1 300,000 O2MICRO INTERNATIONAL LTD COMMON G6797E106 511 49,400 SH DEFINED 2 49,400 OCCIDENTAL PETROLEUM CORP. COMMON 674599105 4 130 SH DEFINED 1 130 OCEANEERING INTERNATIONAL INC COMMON 675232102 302 11,200 SH DEFINED 1 11,200 OCEANEERING INTERNATIONAL INC COMMON 675232102 105 3,900 SH DEFINED 1,4 3,900 OCULAR SCIENCES INC. COMMON 675744106 2,650 100,000 SH DEFINED 1 100,000 ODYSSEY HEALTHCARE INC COMMON 67611V101 4 100 SH DEFINED 1 100 ODYSSEY RE HOLDINGS CORP COMMON 67612W108 15,581 896,000 SH DEFINED 1 896,000 ODYSSEY RE HOLDINGS CORP COMMON 67612W108 264 15,200 SH DEFINED 2 15,200 ODYSSEY RE HOLDINGS CORP COMMON 67612W108 1,231 70,816 SH DEFINED 5 70,816 OFFICE DEPOT INC COMMON 676220106 8,521 507,200 SH DEFINED 1 507,200 OFFICE DEPOT INC COMMON 676220106 72,240 4,300,000 SH DEFINED 1,2 4,300,000 OFFICE DEPOT INC COMMON 676220106 3,762 223,900 SH DEFINED 1,4 223,900 OFFICE DEPOT INC COMMON 676220106 5,065 301,500 SH DEFINED 2 301,500 OFFICE DEPOT INC COMMON 676220106 321 19,100 SH DEFINED 2,3 19,100 OGE ENERGY CORP COMMON 670837103 2,300 100,600 SH DEFINED 1 100,600 OM GROUP INC COMMON 670872100 85,014 1,371,200 SH DEFINED 1 1,371,200 OM GROUP INC COMMON 670872100 818 13,200 SH DEFINED 1,4 13,200 OM GROUP INC COMMON 670872100 6,576 106,060 SH DEFINED 2 106,060 OM GROUP INC COMMON 670872100 381 6,140 SH DEFINED 2,3 6,140 OM GROUP INC COMMON 670872100 1,207 19,467 SH DEFINED 5 19,467 OMNICARE INC. COMMON 681904108 1,313 50,000 SH DEFINED 1 50,000 OMNICARE INC. COMMON 681904108 144 5,500 SH DEFINED 6 5,500 OMNICELL INC COMMON 68213N109 1 100 SH DEFINED 1 100

Page 79/119 OMNICOM GROUP INC COMMON 681919106 375,448 8,197,550 SH DEFINED 1 8,197,550 OMNICOM GROUP INC COMMON 681919106 123,660 2,700,000 SH DEFINED 1,2 2,700,000 OMNICOM GROUP INC COMMON 681919106 682 14,900 SH DEFINED 1,4 14,900 OMNICOM GROUP INC COMMON 681919106 8,429 184,050 SH DEFINED 2 184,050 OMNICOM GROUP INC COMMON 681919106 797 17,400 SH DEFINED 2,3 17,400 OMNICOM GROUP INC COMMON 681919106 6,001 131,031 SH DEFINED 5 131,031 ONESOURCE INFORMATION SERVICE COMMON 68272J106 1,675 250,000 SH DEFINED 1 250,000 ONESOURCE INFORMATION SERVICE COMMON 68272J106 294 43,900 SH DEFINED 2 43,900 ONO FINANCE PLC WARRANTS COMMON 682735113 0 550 SH DEFINED 1 550 ONYX PHARMACEUTICALS INC COMMON 683399109 1 100 SH DEFINED 1 100 OPTION CARE INC COMMON 683948103 220 16,000 SH DEFINED 6 16,000 ORACLE SYSTEMS CORP COMMON 68389X105 99,426 10,499,050 SH DEFINED 1 10,499,050 ORACLE SYSTEMS CORP COMMON 68389X105 42,615 4,500,000 SH DEFINED 1,2 4,500,000 ORACLE SYSTEMS CORP COMMON 68389X105 4,112 434,190 SH DEFINED 2 434,190 ORACLE SYSTEMS CORP COMMON 68389X105 175 18,478 SH DEFINED 5 18,478 ORAPHARMA INC COMMON 68554E106 1,357 295,000 SH DEFINED 1 295,000 ORAPHARMA INC COMMON 68554E106 17 3,700 SH DEFINED 2 3,700 ORASURE TECHNOLOGIES INC COMMON 68554V108 226 34,800 SH DEFINED 1 34,800 ORASURE TECHNOLOGIES INC COMMON 68554V108 3 400 SH DEFINED 2,3 400 ORBOTECH LTD COMMON M75253100 3,893 171,500 SH DEFINED 1 171,500 ORBOTECH LTD COMMON M75253100 14 600 SH DEFINED 1,4 600 ORBOTECH LTD COMMON M75253100 6 250 SH DEFINED 2,3 250 ORCHID BIOSCIENCES INC COMMON 68571P100 66 50,000 SH DEFINED 1 50,000 ORCHID BIOSCIENCES INC COMMON 68571P100 1 900 SH DEFINED 2 900 O'REILLY AUTOMOTIVE, INC. COMMON 686091109 3,583 130,000 SH DEFINED 1 130,000 OSI PHARMACEUTICALS INC COMMON 671040103 65 2,700 SH DEFINED 1 2,700

Page 80/119 OSI SYSTEMS INC COMMON 671044105 1,013 51,100 SH DEFINED 1 51,100 OSI SYSTEMS INC COMMON 671044105 14 700 SH DEFINED 2,3 700 O'SULLIVAN IND WTS 144A COMMON 67104R112 0 25,000 SH DEFINED 1 25,000 O'SULLIVAN INDS WT PFD SER B 144A COMMON 67104R138 0 25,000 SH DEFINED 1 25,000 OUTBACK STEAKHOUSE INC COMMON 689899102 33,536 955,430 SH DEFINED 1 955,430 OUTBACK STEAKHOUSE INC COMMON 689899102 59,930 1,707,400 SH DEFINED 1,2 1,707,400 OUTBACK STEAKHOUSE INC COMMON 689899102 4,703 134,000 SH DEFINED 2 134,000 OUTBACK STEAKHOUSE INC COMMON 689899102 242 6,900 SH DEFINED 2,3 6,900 OVERLAND DATA INC COMMON 690213103 524 31,800 SH DEFINED 1 31,800 OVERLAND DATA INC COMMON 690213103 7 400 SH DEFINED 2,3 400 OVERTURE SERVICES INC COMMON 69039R100 5,526 221,200 SH DEFINED 1 221,200 OVERTURE SERVICES INC COMMON 69039R100 17 700 SH DEFINED 2,3 700 OWENS & MINOR INC COMMON 690732102 2 100 SH DEFINED 1 100 OXFORD FINANCE CORP COMMON 69144T108 1,650 150,000 SH DEFINED 1 150,000 OXFORD HEALTH PLANS INC COMMON 691471106 376 8,100 SH DEFINED 1 8,100 OXFORD HEALTH PLANS INC COMMON 691471106 2,523 54,300 SH DEFINED 1,4 54,300 OXFORD HEALTH PLANS INC COMMON 691471106 28 600 SH DEFINED 2 600 P G & E CORP COMMON 69331C108 86,509 4,835,600 SH DEFINED 1 4,835,600 P G & E CORP COMMON 69331C108 161 9,000 SH DEFINED 2 9,000 P G & E CORP COMMON 69331C108 6,049 338,108 SH DEFINED 5 338,108 P.F. CHANGS CHINA BISTRO INC COMMON 69333Y108 10,997 350,000 SH DEFINED 1 350,000 P.F. CHANGS CHINA BISTRO INC COMMON 69333Y108 1,097 34,900 SH DEFINED 2 34,900 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 22,891 1,032,500 SH DEFINED 1 1,032,500 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 78 3,500 SH DEFINED 1,4 3,500 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 2,101 94,780 SH DEFINED 2 94,780 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 127 5,740 SH DEFINED 2,3 5,740 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 58 2,596 SH DEFINED 5 2,596

Page 81/119 PACIFICARE HEALTH SYSTEMS INC COMMON 695112102 3 100 SH DEFINED 1 100 PACTIV CORP COMMON 695257105 12,199 512,560 SH DEFINED 1 512,560 PACTIV CORP COMMON 695257105 205 8,600 SH DEFINED 2 8,600 PAIN THERAPEUTICS INC COMMON 69562K100 2,090 250,000 SH DEFINED 1 250,000 PAIN THERAPEUTICS INC COMMON 69562K100 368 44,000 SH DEFINED 2 44,000 PALL CORP COMMON 696429307 6,806 328,000 SH DEFINED 1 328,000 PANERA BREAD CO COMMON 69840W108 6,950 200,000 SH DEFINED 1 200,000 PANERA BREAD CO COMMON 69840W108 1,199 34,500 SH DEFINED 2 34,500 PARADIGM GENETICS INC COMMON 69900R106 49 35,000 SH DEFINED 1 35,000 PARKER HANNIFIN CORP COMMON 701094104 8,703 182,108 SH DEFINED 5 182,108 PARKER-HANNIFIN CORP COMMON 701094104 98,311 2,057,150 SH DEFINED 1 2,057,150 PARKER-HANNIFIN CORP COMMON 701094104 35,843 750,000 SH DEFINED 1,2 750,000 PARKER-HANNIFIN CORP COMMON 701094104 2,829 59,200 SH DEFINED 2 59,200 PARKER-HANNIFIN CORP COMMON 701094104 143 3,000 SH DEFINED 2,3 3,000 PARTNERRE LTD -BERMUDA COMMON G6852T105 3,221 65,800 SH DEFINED 1 65,800 PATTERSON DENTAL CO COMMON 703412106 23,726 471,400 SH DEFINED 1 471,400 PATTERSON DENTAL CO COMMON 703412106 111 2,200 SH DEFINED 1,4 2,200 PATTERSON DENTAL CO COMMON 703412106 1,704 33,860 SH DEFINED 2 33,860 PATTERSON DENTAL CO COMMON 703412106 186 3,690 SH DEFINED 2,3 3,690 PATTERSON DENTAL CO COMMON 703412106 63 1,255 SH DEFINED 5 1,255 PATTERSON-UTI ENERGY INC COMMON 703481101 73,748 2,612,400 SH DEFINED 1 2,612,400 PATTERSON-UTI ENERGY INC COMMON 703481101 3,066 108,610 SH DEFINED 1,4 108,610 PATTERSON-UTI ENERGY INC COMMON 703481101 4,978 176,340 SH DEFINED 2 176,340 PATTERSON-UTI ENERGY INC COMMON 703481101 344 12,190 SH DEFINED 2,3 12,190 PATTERSON-UTI ENERGY INC COMMON 703481101 103 3,654 SH DEFINED 5 3,654

Page 82/119 PAYCHEX INC COMMON 704326107 68,591 2,192,118 SH DEFINED 1 2,192,118 PAYCHEX INC COMMON 704326107 89,784 2,869,400 SH DEFINED 1,2 2,869,400 PAYCHEX INC COMMON 704326107 956 30,540 SH DEFINED 1,4 30,540 PAYCHEX INC COMMON 704326107 10,923 349,090 SH DEFINED 2 349,090 PAYCHEX INC COMMON 704326107 912 29,137 SH DEFINED 2,3 29,137 PAYCHEX INC COMMON 704326107 101 3,242 SH DEFINED 5 3,242 PAYPAL INC COMMON 704508100 6,060 300,000 SH DEFINED 1 300,000 PAYPAL INC COMMON 704508100 978 48,400 SH DEFINED 2 48,400 PEABODY ENERGY CORP COMMON 704549104 5,671 200,400 SH DEFINED 1 200,400 PEABODY ENERGY CORP COMMON 704549104 535 18,900 SH DEFINED 1,4 18,900 PEABODY ENERGY CORP COMMON 704549104 1,970 69,600 SH DEFINED 2 69,600 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 3,000 120,000 SH DEFINED 1 120,000 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 508 20,300 SH DEFINED 2 20,300 PEGASUS SYSTEMS INC COMMON 705906105 3,063 175,000 SH DEFINED 1 175,000 PEGASUS SYSTEMS INC COMMON 705906105 499 28,500 SH DEFINED 2 28,500 PENN NATIONAL GAMING INC COMMON 707569109 3,274 180,400 SH DEFINED 1 180,400 PENTAIR INC COMMON 709631105 14,770 307,200 SH DEFINED 1 307,200 PENTAIR INC COMMON 709631105 245 5,100 SH DEFINED 2 5,100 PEOPLESOFT INC COMMON 712713106 65,237 4,384,200 SH DEFINED 1 4,384,200 PEOPLESOFT INC COMMON 712713106 330 22,200 SH DEFINED 1,4 22,200 PEOPLESOFT INC COMMON 712713106 2,486 167,100 SH DEFINED 2 167,100 PEOPLESOFT INC COMMON 712713106 55 3,700 SH DEFINED 2,3 3,700 PEOPLESOFT INC COMMON 712713106 1,115 74,926 SH DEFINED 5 74,926 PEPSI BOTTLING GROUP INC COMMON 713409100 18,517 601,210 SH DEFINED 1 601,210 PEPSI BOTTLING GROUP INC COMMON 713409100 18,480 600,000 SH DEFINED 1,2 600,000 PEPSI BOTTLING GROUP INC COMMON 713409100 5,060 164,300 SH DEFINED 1,4 164,300 PEPSI BOTTLING GROUP INC COMMON 713409100 1,155 37,500 SH DEFINED 2 37,500 PEPSI BOTTLING GROUP INC COMMON 713409100 185 6,000 SH DEFINED 2,3 6,000

Page 83/119 PEPSICO INC COMMON 713448108 303,988 6,306,800 SH DEFINED 1 6,306,800 PEPSICO INC COMMON 713448108 9,640 200,000 CALL DEFINED 1 200,000 PEPSICO INC COMMON 713448108 36,150 750,000 SH DEFINED 1,2 750,000 PEPSICO INC COMMON 713448108 7,452 154,600 SH DEFINED 1,4 154,600 PEPSICO INC COMMON 713448108 14,388 298,500 SH DEFINED 2 298,500 PEPSICO INC COMMON 713448108 709 14,700 SH DEFINED 2,3 14,700 PEPSICO INC COMMON 713448108 436 9,044 SH DEFINED 5 9,044 PERFORMANCE FOOD GROUP CO COMMON 713755106 16,872 498,300 SH DEFINED 1 498,300 PERFORMANCE FOOD GROUP CO COMMON 713755106 1,239 36,600 SH DEFINED 2 36,600 PETCO ANIMAL SUPPLIES INC COMMON 716016209 149 6,000 SH DEFINED 1 6,000 PETROQUEST ENERGY INC COMMON 716748108 2,228 400,000 SH DEFINED 1 400,000 PETROQUEST ENERGY INC COMMON 716748108 144 25,800 SH DEFINED 6 25,800 PEUGEOT CITROEN S A COMMON 716825500 133 2,572 SH DEFINED 5 2,572 PF.NET COMMUNICATIONS WTS 144A COMMON 69333S119 0 20,000 SH DEFINED 1 20,000 PFIZER INC COMMON 717081103 961,865 27,481,850 SH DEFINED 1 27,481,850 PFIZER INC COMMON 717081103 361,900 10,340,000 SH DEFINED 1,2 10,340,000 PFIZER INC COMMON 717081103 7,343 209,800 SH DEFINED 1,4 209,800 PFIZER INC COMMON 717081103 50,421 1,440,610 SH DEFINED 2 1,440,610 PFIZER INC COMMON 717081103 2,863 81,800 SH DEFINED 2,3 81,800 PFIZER INC COMMON 717081103 1,193 34,091 SH DEFINED 5 34,091 PFIZER INC COMMON 717081103 140 4,000 SH DEFINED 6 4,000 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 8,310 315,500 SH DEFINED 1 315,500 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 1,746 66,300 SH DEFINED 1,4 66,300 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 901 34,200 SH DEFINED 2 34,200 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 68 2,600 SH DEFINED 6 2,600 PHARMACIA CORP COMMON 71713U102 110,524 2,951,234 SH DEFINED 1 2,951,234 PHARMACIA CORP COMMON 71713U102 29,960 800,000 SH DEFINED 1,2 800,000 PHARMACIA CORP COMMON 71713U102 5,533 147,750 SH DEFINED 2 147,750 PHARMACIA CORP COMMON 71713U102 476 12,700 SH DEFINED 2,3 12,700 PHARMACIA CORP COMMON 71713U102 193 5,160 SH DEFINED 5 5,160

Page 84/119 PHELPS DODGE CORP COMMON 717265102 2 50 SH DEFINED 1 50 PHILIP MORRIS COS INC COMMON 718154107 4,036 92,400 SH DEFINED 1 92,400 PHILIP MORRIS COS INC COMMON 718154107 39,360 901,100 SH DEFINED 1,2 901,100 PHILIP MORRIS COS INC COMMON 718154107 5,901 135,100 SH DEFINED 1,4 135,100 PHILIP MORRIS COS INC COMMON 718154107 2,913 66,700 SH DEFINED 2 66,700 PHILIP MORRIS COS INC COMMON 718154107 153 3,500 SH DEFINED 2,3 3,500 PHILIPS ELECTRONICS NY ADR COMMON 500472303 99,854 3,617,905 SH DEFINED 1 3,617,905 PHILIPS ELECTRONICS NY ADR COMMON 500472303 184 6,650 SH DEFINED 2 6,650 PHILIPS ELECTRONICS NY ADR COMMON 500472303 8,202 297,183 SH DEFINED 5 297,183 PHOTON DYNAMICS INC COMMON 719364101 12,357 411,900 SH DEFINED 1 411,900 PHOTON DYNAMICS INC COMMON 719364101 1,380 46,000 SH DEFINED 2 46,000 PHOTON DYNAMICS INC COMMON 719364101 15 500 SH DEFINED 2,3 500 PHOTON DYNAMICS INC COMMON 719364101 120 4,000 SH DEFINED 6 4,000 PHOTRONICS INC COMMON 719405102 4,546 240,000 SH DEFINED 1 240,000 PINNACLE SYSTEMS INC COMMON 723481107 5,050 500,000 SH DEFINED 1 500,000 PINNACLE SYSTEMS INC COMMON 723481107 901 89,200 SH DEFINED 2 89,200 PINNACLE WEST CORP COMMON 723484101 10,207 258,400 SH DEFINED 1 258,400 PITNEY-BOWES INC COMMON 724479100 7 180 SH DEFINED 1 180 PIXAR, INC. COMMON 725811103 5,513 125,000 SH DEFINED 1 125,000 PIXAR, INC. COMMON 725811103 922 20,900 SH DEFINED 2 20,900 PIXELWORKS INC COMMON 72581M107 2,098 250,000 SH DEFINED 1 250,000 PIXELWORKS INC COMMON 72581M107 350 41,700 SH DEFINED 2 41,700 PLACER DOME INC COMMON 725906101 5,597 499,300 SH DEFINED 1,4 499,300 PLANTRONICS INC COMMON 727493108 3,222 169,500 SH DEFINED 1 169,500

Page 85/119 PLEXUS CORP COMMON 729132100 10,617 586,600 SH DEFINED 1 586,600 PLEXUS CORP COMMON 729132100 22 1,240 SH DEFINED 1,4 1,240 PLEXUS CORP COMMON 729132100 577 31,870 SH DEFINED 2 31,870 PLEXUS CORP COMMON 729132100 37 2,050 SH DEFINED 2,3 2,050 PLUM CREEK TIMBER CO INC COMMON 729251108 14,174 461,680 SH DEFINED 1 461,680 PLX TECHNOLOGY INC COMMON 693417107 1,381 325,000 SH DEFINED 1 325,000 PLX TECHNOLOGY INC COMMON 693417107 254 59,700 SH DEFINED 2 59,700 PNC FINANCIAL SERVICES GROUP COMMON 693475105 4,261 81,500 SH DEFINED 1 81,500 POLYCOM INC COMMON 73172K104 8,895 741,900 SH DEFINED 1 741,900 POLYCOM INC COMMON 73172K104 743 62,000 SH DEFINED 2 62,000 POLYCOM INC COMMON 73172K104 95 7,900 SH DEFINED 2,3 7,900 PORTUGAL TELECOM SA COMMON 737273102 66 9,327 SH DEFINED 5 9,327 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 5,336 80,000 SH DEFINED 1,4 80,000 POWER-ONE INC COMMON 739308104 2,333 375,000 SH DEFINED 1 375,000 POWER-ONE INC COMMON 739308104 428 68,800 SH DEFINED 2 68,800 POWERWAVE TECHNOLOGIES INC COMMON 739363109 3,635 396,800 SH DEFINED 1 396,800 POWERWAVE TECHNOLOGIES INC COMMON 739363109 1,241 135,500 SH DEFINED 1,4 135,500 POWERWAVE TECHNOLOGIES INC COMMON 739363109 516 56,300 SH DEFINED 2 56,300 PPL CORP COMMON 69351T106 4,034 121,940 SH DEFINED 1 121,940 PRAECIS PHARMACEUTICALS INC COMMON 739421105 8,881 2,551,900 SH DEFINED 1 2,551,900 PRAECIS PHARMACEUTICALS INC COMMON 739421105 118 34,000 SH DEFINED 2 34,000 PRAECIS PHARMACEUTICALS INC COMMON 739421105 5 1,400 SH DEFINED 2,3 1,400 PRECISION DRILLING CORP COMMON 74022D100 7,817 225,000 SH DEFINED 1 225,000 PRECISION DRILLING CORP COMMON 74022D100 4,381 126,100 SH DEFINED 1,4 126,100 PRECISION DRILLING CORP COMMON 74022D100 122 3,500 SH DEFINED 6 3,500

Page 86/119 PREMCOR INC COMMON 74045Q104 426 16,550 SH DEFINED 1 16,550 PREMCOR INC COMMON 74045Q104 1,445 56,200 SH DEFINED 1,4 56,200 PRG-SCHULTZ INTERNATIONAL COMMON 69357C107 6,198 503,500 SH DEFINED 1 503,500 PRG-SCHULTZ INTERNATIONAL COMMON 69357C107 391 31,800 SH DEFINED 2 31,800 PRIDE INTERNATIONAL INC COMMON 74153Q102 73,200 4,674,310 SH DEFINED 1 4,674,310 PRIDE INTERNATIONAL INC COMMON 74153Q102 440 28,100 SH DEFINED 1,4 28,100 PRIDE INTERNATIONAL INC COMMON 74153Q102 3,520 224,800 SH DEFINED 2 224,800 PRIDE INTERNATIONAL INC COMMON 74153Q102 287 18,330 SH DEFINED 2,3 18,330 PRIDE INTERNATIONAL INC COMMON 74153Q102 76 4,844 SH DEFINED 5 4,844 PRINCETON REVIEW INC COMMON 742352107 1,097 120,000 SH DEFINED 1 120,000 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 54,582 1,760,700 SH DEFINED 1 1,760,700 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 66,495 2,145,000 SH DEFINED 1,2 2,145,000 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 636 20,500 SH DEFINED 1,4 20,500 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 2,926 94,400 SH DEFINED 2 94,400 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 1,747 56,346 SH DEFINED 5 56,346 PRIORITY HEALTHCARE CORP COMMON 74264T102 6,815 290,000 SH DEFINED 1 290,000 PRIORITY HEALTHCARE CORP COMMON 74264T102 613 26,100 SH DEFINED 2 26,100 PRIORITY HEALTHCARE CORP COMMON 74264T102 165 7,000 SH DEFINED 6 7,000 PROBUSINESS SERVICES INC COMMON 742674104 4,735 325,000 SH DEFINED 1 325,000 PROBUSINESS SERVICES INC COMMON 742674104 820 56,300 SH DEFINED 2 56,300 PROCTER & GAMBLE CO COMMON 742718109 216,035 2,419,200 SH DEFINED 1 2,419,200 PROCTER & GAMBLE CO COMMON 742718109 222,804 2,495,000 SH DEFINED 1,2 2,495,000 PROCTER & GAMBLE CO COMMON 742718109 11,305 126,600 SH DEFINED 1,4 126,600 PROCTER & GAMBLE CO COMMON 742718109 16,891 189,150 SH DEFINED 2 189,150 PROCTER & GAMBLE CO COMMON 742718109 893 10,000 SH DEFINED 2,3 10,000 PROCTER & GAMBLE CO COMMON 742718109 312 3,492 SH DEFINED 5 3,492 PROGRESSIVE CORP COMMON 743315103 1,267 21,900 SH DEFINED 1 21,900 PROGRESSIVE CORP COMMON 743315103 5,357 92,600 SH DEFINED 1,4 92,600 PROGRESSIVE CORP COMMON 743315103 93 1,600 SH DEFINED 2 1,600

Page 87/119 PROLOGIS COMMON 743410102 2,288 88,000 SH DEFINED 1,4 88,000 PROLOGIS COMMON 743410102 130 5,000 SH DEFINED 6 5,000 PROSPERITY BANCSHARES INC COMMON 743606105 4,373 240,000 SH DEFINED 1 240,000 PROSPERITY BANCSHARES INC COMMON 743606105 803 44,100 SH DEFINED 2 44,100 PROTEIN DESIGN LABS INC COMMON 74369L103 16,501 1,519,400 SH DEFINED 1 1,519,400 PROTEIN DESIGN LABS INC COMMON 74369L103 217 20,000 SH DEFINED 2 20,000 PROTON ENERGY SYSTEMS INC COMMON 74371K101 44 13,700 SH DEFINED 1 13,700 PROVIDIAN FINANCIAL CORP COMMON 74406A102 5,729 974,300 SH DEFINED 1 974,300 PROVIDIAN FINANCIAL CORP COMMON 74406A102 76 12,900 SH DEFINED 2 12,900 PROVIDIAN FINANCIAL CORP COMMON 74406A102 0 55 SH DEFINED 5 55 PROVIDIAN FINANCIAL CORP COMMON 74406A102 106 18,000 SH DEFINED 6 18,000 PROVINCE HEALTHCARE CO COMMON 743977100 28,989 1,296,475 SH DEFINED 1 1,296,475 PROVINCE HEALTHCARE CO COMMON 743977100 82 3,675 SH DEFINED 1,4 3,675 PROVINCE HEALTHCARE CO COMMON 743977100 2,350 105,078 SH DEFINED 2 105,078 PROVINCE HEALTHCARE CO COMMON 743977100 138 6,150 SH DEFINED 2,3 6,150 PROVINCE HEALTHCARE CO COMMON 743977100 54 2,408 SH DEFINED 5 2,408 PRUDENTIAL FINANCIAL INC COMMON 744320102 77,322 2,317,800 SH DEFINED 1 2,317,800 PRUDENTIAL FINANCIAL INC COMMON 744320102 61,049 1,830,000 SH DEFINED 1,2 1,830,000 PRUDENTIAL FINANCIAL INC COMMON 744320102 3,670 110,000 SH DEFINED 2 110,000 PRUDENTIAL FINANCIAL INC COMMON 744320102 234 7,000 SH DEFINED 2,3 7,000 PRUDENTIAL FINANCIAL INC COMMON 744320102 136 4,091 SH DEFINED 5 4,091 PRUDENTIAL FINL 6.75 CVT PFD CONVERT 744320201 5,184 90,000 SH DEFINED 1 90,000 PRUDENTIAL FINL 6.75 CVT PFD CONVERT 744320201 14,400 250,000 SH DEFINED 1,2 250,000 PSS WORLD MEDICAL INC COMMON 69366A100 25 3,100 SH DEFINED 1 3,100 PUBLIC SERVICE ENTERPRISES COMMON 744573106 7,898 182,400 SH DEFINED 1 182,400 PUBLIC SERVICE ENTERPRISES COMMON 744573106 11 244 SH DEFINED 5 244 PUBLICIS GROUPE S A COMMON 74463M106 92 3,352 SH DEFINED 5 3,352

Page 88/119 PUGET ENERGY INC COMMON 745310102 1,033 50,000 SH DEFINED 1 50,000 PULTE HOMES INC COMMON 745867101 3,564 62,000 SH DEFINED 1 62,000 PULTE HOMES INC COMMON 745867101 34,488 600,000 SH DEFINED 1,2 600,000 PULTE HOMES INC COMMON 745867101 2,581 44,900 SH DEFINED 2 44,900 PULTE HOMES INC COMMON 745867101 138 2,400 SH DEFINED 2,3 2,400 QLOGIC CORP COMMON 747277101 52,277 1,372,100 SH DEFINED 1 1,372,100 QLOGIC CORP COMMON 747277101 104 2,740 SH DEFINED 1,4 2,740 QLOGIC CORP COMMON 747277101 1,562 41,010 SH DEFINED 2 41,010 QLOGIC CORP COMMON 747277101 168 4,400 SH DEFINED 2,3 4,400 QLOGIC CORP COMMON 747277101 32 839 SH DEFINED 5 839 QUADRAX CORP COMMON 74731J109 0 1 SH DEFINED 5 1 QUALCOMM INC COMMON 747525103 2,886 105,000 SH DEFINED 1 105,000 QUALCOMM INC COMMON 747525103 21,992 800,000 SH DEFINED 1,2 800,000 QUALCOMM INC COMMON 747525103 220 8,000 SH DEFINED 2,3 8,000 QUANTA SERVICES INC COMMON 74762E102 16,632 1,685,100 SH DEFINED 1 1,685,100 QUEST DIAGNOSTICS INC COMMON 74834L100 114,782 1,333,900 SH DEFINED 1 1,333,900 QUEST DIAGNOSTICS INC COMMON 74834L100 43,886 510,000 SH DEFINED 1,2 510,000 QUEST DIAGNOSTICS INC COMMON 74834L100 13,052 151,680 SH DEFINED 1,4 151,680 QUEST DIAGNOSTICS INC COMMON 74834L100 3,684 42,810 SH DEFINED 2 42,810 QUEST DIAGNOSTICS INC COMMON 74834L100 307 3,570 SH DEFINED 2,3 3,570 QUICKSILVER RESOURCES INC COMMON 74837R104 220 8,500 SH DEFINED 1 8,500 QUICKSILVER RESOURCES INC COMMON 74837R104 62 2,400 SH DEFINED 1,4 2,400 QUINTON CARDIOLOGY SYSTEMS COMMON 748773108 1 100 SH DEFINED 1 100 QUOVADX INC COMMON 74913K106 1,474 234,700 SH DEFINED 1 234,700 RACING CHAMPIONS ERTL CORP COMMON 750069106 7,628 430,000 SH DEFINED 1 430,000 RACING CHAMPIONS ERTL CORP COMMON 750069106 284 16,000 SH DEFINED 6 16,000

Page 89/119 RADIAN GROUP INC COMMON 750236101 94,372 1,931,876 SH DEFINED 1 1,931,876 RADIAN GROUP INC COMMON 750236101 4,646 95,100 SH DEFINED 1,4 95,100 RADIAN GROUP INC COMMON 750236101 1,851 37,900 SH DEFINED 2 37,900 RADIAN GROUP INC COMMON 750236101 8 165 SH DEFINED 5 165 RADIANT SYSTEMS INC COMMON 75025N102 2,168 166,400 SH DEFINED 1 166,400 RADIANT SYSTEMS INC COMMON 75025N102 43 3,300 SH DEFINED 6 3,300 RADIO ONE INC COMMON 75040P108 3,346 225,000 SH DEFINED 1 225,000 RADIO ONE INC COMMON 75040P108 605 40,700 SH DEFINED 2 40,700 RADIO ONE INC CL D COMMON 75040P405 3,941 265,000 SH DEFINED 1 265,000 RADIO ONE INC CL D COMMON 75040P405 723 48,600 SH DEFINED 2 48,600 RADIOSHACK CORP COMMON 750438103 5 160 SH DEFINED 1 160 RAILAMERICA INC WTS 144A COMMON 75075M111 631 17,900 SH DEFINED 1 17,900 RAILAMERICA INC WTS 144A COMMON 75075M111 2 50 SH DEFINED 2 50 RAILAMERICA INC WTS 144A COMMON 75075M111 2 50 SH DEFINED 2,3 50 RARE HOSPITALITY INTL INC COMMON 753820109 5,788 215,000 SH DEFINED 1 215,000 RARE HOSPITALITY INTL INC COMMON 753820109 1,066 39,600 SH DEFINED 2 39,600 RAYMOND JAMES FINANCIAL INC COMMON 754730109 8,541 300,000 SH DEFINED 1 300,000 RAYTHEON CO COMMON 755111507 58,126 1,426,400 SH DEFINED 1 1,426,400 RAYTHEON CO COMMON 755111507 86,635 2,126,000 SH DEFINED 1,2 2,126,000 RAYTHEON CO COMMON 755111507 5,265 129,200 SH DEFINED 1,4 129,200 RAYTHEON CO COMMON 755111507 685 16,800 SH DEFINED 2 16,800 RAYTHEON CO COMMON 755111507 1,900 46,634 SH DEFINED 5 46,634 RED HAT INC COMMON 756577102 4,109 700,000 SH DEFINED 1 700,000 RED HAT INC COMMON 756577102 728 124,100 SH DEFINED 2 124,100 RED HAT INC COMMON 756577102 2 300 SH DEFINED 5 300 REEBOK INTL LTD COMMON 758110100 1,180 40,000 SH DEFINED 1 40,000 REEBOK INTL LTD COMMON 758110100 24 800 SH DEFINED 6 800

Page 90/119 REGAL ENTERTAINMENT GROUP A COMMON 758766109 4,657 199,700 SH DEFINED 1 199,700 REGAL ENTERTAINMENT GROUP A COMMON 758766109 494 21,200 SH DEFINED 2 21,200 REGENERATION TECHNOLOGIES COMMON 75886N100 755 125,000 SH DEFINED 1 125,000 REHABCARE GROUP INC COMMON 759148109 87 3,600 SH DEFINED 1 3,600 RELIANT ENERGY CVT 2 9/15/29 CONVERT 75952J207 441 17,000 SH DEFINED 1 17,000 RELIANT ENERGY INC COMMON 75952J108 3,956 234,100 SH DEFINED 1 234,100 RELIANT RESOURCES INC COMMON 75952B105 2,081 237,800 SH DEFINED 1 237,800 RENAISSANCE LEARNING INC COMMON 75968L105 2,228 110,200 SH DEFINED 1 110,200 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 13,857 378,600 SH DEFINED 1 378,600 RENAL CARE GROUP INC. COMMON 759930100 5,919 190,000 SH DEFINED 1 190,000 RENAL CARE GROUP INC. COMMON 759930100 16 500 SH DEFINED 6 500 RENT-A-CENTER INC COMMON 76009N100 12,571 216,700 SH DEFINED 1 216,700 RENT-A-CENTER INC COMMON 76009N100 1,659 28,600 SH DEFINED 2 28,600 RENTOKIL INITIAL COMMON 760125104 152 7,467 SH DEFINED 5 7,467 REPUBLIC SERVICES INC COMMON 760759100 34,620 1,815,400 SH DEFINED 1 1,815,400 REPUBLIC SERVICES INC COMMON 760759100 431 22,600 SH DEFINED 2 22,600 REPUBLIC SERVICES INC COMMON 760759100 2,701 141,661 SH DEFINED 5 141,661 RESORT AT SUMMERLIN WTS EXP 12/15/07 COMMON 754053114 0 21,665 SH DEFINED 1 21,665 RETEK INC COMMON 76128Q109 797 32,800 SH DEFINED 1 32,800 RETEK INC COMMON 76128Q109 10 400 SH DEFINED 2,3 400 REYNOLDS & REYNOLDS CL A COMMON 761695105 14,623 523,200 SH DEFINED 1 523,200 REYNOLDS & REYNOLDS CL A COMMON 761695105 70 2,500 SH DEFINED 1,4 2,500 REYNOLDS & REYNOLDS CL A COMMON 761695105 1,034 37,000 SH DEFINED 2 37,000 REYNOLDS & REYNOLDS CL A COMMON 761695105 115 4,100 SH DEFINED 2,3 4,100

Page 91/119 RF MICRO DEVICES INC COMMON 749941100 11,233 1,474,200 SH DEFINED 1 1,474,200 RF MICRO DEVICES INC COMMON 749941100 238 31,200 SH DEFINED 1,4 31,200 RF MICRO DEVICES INC COMMON 749941100 1,077 141,350 SH DEFINED 2 141,350 RF MICRO DEVICES INC COMMON 749941100 28 3,630 SH DEFINED 2,3 3,630 RICHEY BROTHERS AUCTIONEERS COMMON 767744105 218 7,000 SH DEFINED 1 7,000 RJ REYNOLDS TOBACCO HOLDINGS COMMON 76182K105 1,881 35,000 SH DEFINED 1 35,000 ROBERT HALF INTL INC COMMON 770323103 139,056 5,968,080 SH DEFINED 1 5,968,080 ROBERT HALF INTL INC COMMON 770323103 54,755 2,350,000 SH DEFINED 1,2 2,350,000 ROBERT HALF INTL INC COMMON 770323103 1,030 44,200 SH DEFINED 1,4 44,200 ROBERT HALF INTL INC COMMON 770323103 10,662 457,590 SH DEFINED 2 457,590 ROBERT HALF INTL INC COMMON 770323103 1,042 44,700 SH DEFINED 2,3 44,700 ROBERT HALF INTL INC COMMON 770323103 7,319 314,102 SH DEFINED 5 314,102 ROCHE HLDGS INC CVT SER REGS 144A CONVERT 771196AG7 457 650,000 PRN DEFINED 1 650,000 ROCK TENN COMPANY CL A COMMON 772739207 1,101 60,000 SH DEFINED 1 60,000 ROCKWELL AUTOMATION INC COMMON 773903109 27,506 1,376,700 SH DEFINED 1 1,376,700 ROCKWELL AUTOMATION INC COMMON 773903109 230 11,500 SH DEFINED 2 11,500 ROCKWELL COLLINS INC COMMON 774341101 395 14,420 SH DEFINED 1 14,420 ROCKWELL COLLINS INC COMMON 774341101 3 100 SH DEFINED 2,3 100 ROGERS COMMUNICATIONS CL B COMMON 775109200 1,172 128,200 SH DEFINED 1,4 128,200 ROHM & HAAS CO COMMON 775371107 32,627 805,800 SH DEFINED 1 805,800 ROHM & HAAS CO COMMON 775371107 46,968 1,160,000 SH DEFINED 1,2 1,160,000 ROHM & HAAS CO COMMON 775371107 393 9,700 SH DEFINED 2 9,700 ROPER INDUSTRIES INC COMMON 776696106 14,898 399,400 SH DEFINED 1 399,400 ROPER INDUSTRIES INC COMMON 776696106 254 6,800 SH DEFINED 2 6,800 ROPER INDUSTRIES INC COMMON 776696106 1,109 29,719 SH DEFINED 5 29,719 ROSLYN BANCORP INC COMMON 778162107 3,095 141,800 SH DEFINED 1 141,800

Page 92/119 ROSS STORES INC COMMON 778296103 28,175 691,400 SH DEFINED 1 691,400 ROSS STORES INC COMMON 778296103 50,938 1,250,000 SH DEFINED 1,2 1,250,000 ROSS STORES INC COMMON 778296103 4,650 114,100 SH DEFINED 1,4 114,100 ROSS STORES INC COMMON 778296103 3,904 95,800 SH DEFINED 2 95,800 ROSS STORES INC COMMON 778296103 204 5,000 SH DEFINED 2,3 5,000 ROWAN COMPANIES INC COMMON 779382100 2,437 113,600 SH DEFINED 1 113,600 ROWAN COMPANIES INC COMMON 779382100 2,819 131,400 SH DEFINED 1,4 131,400 ROWAN COMPANIES INC COMMON 779382100 1,609 75,000 SH DEFINED 2 75,000 ROYAL BK CDA MONTREAL QUE COMMON 780087102 68 1,958 SH DEFINED 5 1,958 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 13,233 678,600 SH DEFINED 1 678,600 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 25,350 1,300,000 SH DEFINED 1,2 1,300,000 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 741 38,000 SH DEFINED 1,4 38,000 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 207 10,600 SH DEFINED 2 10,600 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 413 21,200 SH DEFINED 2,3 21,200 ROYAL DUTCH PETROLEUM-NY SHRS ADR COMMON 780257804 531 9,600 SH DEFINED 1 9,600 ROYAL DUTCH PETROLEUM-NY SHRS ADR COMMON 780257804 188 3,400 SH DEFINED 1,4 3,400 RYANAIR HOLDINGS ADR COMMON 783513104 16,532 474,100 SH DEFINED 1 474,100 RYANAIR HOLDINGS ADR COMMON 783513104 31 900 SH DEFINED 1,4 900 RYANAIR HOLDINGS ADR COMMON 783513104 300 8,600 SH DEFINED 2 8,600 RYANAIR HOLDINGS ADR COMMON 783513104 256 7,340 SH DEFINED 2,3 7,340 RYANAIR HOLDINGS ADR COMMON 783513104 155 4,437 SH DEFINED 5 4,437 RYDER SYSTEM INC COMMON 783549108 12,250 452,200 SH DEFINED 1 452,200 RYLAND GROUP INC COMMON 783764103 25,970 522,000 SH DEFINED 1 522,000 S & P 500 DEPOSITORY RECEIPT COMMON 78462F103 5 50 SH DEFINED 1 50 S & P 500 DEPOSITORY RECEIPT COMMON 78462F103 569 5,750 SH DEFINED 2 5,750 S & P 500 DEPOSITORY RECEIPT COMMON 78462F103 356 3,600 SH DEFINED 2,3 3,600

Page 93/119 SABRE GROUP HOLDINGS INC COMMON 785905100 10,812 302,000 SH DEFINED 1 302,000 SABRE GROUP HOLDINGS INC COMMON 785905100 17,900 500,000 SH DEFINED 1,2 500,000 SABRE GROUP HOLDINGS INC COMMON 785905100 906 25,300 SH DEFINED 1,4 25,300 SABRE GROUP HOLDINGS INC COMMON 785905100 963 26,900 SH DEFINED 2 26,900 SABRE GROUP HOLDINGS INC COMMON 785905100 179 5,000 SH DEFINED 2,3 5,000 SAFEWAY INC COMMON 786514208 218,590 7,488,540 SH DEFINED 1 7,488,540 SAFEWAY INC COMMON 786514208 43,785 1,500,000 SH DEFINED 1,2 1,500,000 SAFEWAY INC COMMON 786514208 350 12,000 SH DEFINED 1,4 12,000 SAFEWAY INC COMMON 786514208 6,607 226,350 SH DEFINED 2 226,350 SAFEWAY INC COMMON 786514208 4,214 144,380 SH DEFINED 5 144,380 SAKS INCORPORATED COMMON 79377W108 4 320 SH DEFINED 1 320 SANGSTAT MEDICAL CORP COMMON 801003104 10,571 460,000 SH DEFINED 1 460,000 SANGSTAT MEDICAL CORP COMMON 801003104 1,271 55,300 SH DEFINED 2 55,300 SANGSTAT MEDICAL CORP COMMON 801003104 16 700 SH DEFINED 2,3 700 SANGSTAT MEDICAL CORP COMMON 801003104 184 8,000 SH DEFINED 6 8,000 SANMINA-SCI CORP COMMON 800907107 1,988 315,000 SH DEFINED 1 315,000 SANMINA-SCI CORP COMMON 800907107 233 37,000 SH DEFINED 1,4 37,000 SANMINA-SCI CORP COMMON 800907107 865 137,100 SH DEFINED 2 137,100 SAPPI LTD SPONSORED ADR COMMON 803069202 2,243 160,000 SH DEFINED 1 160,000 SAPPI LTD SPONSORED ADR COMMON 803069202 414 29,500 SH DEFINED 1,4 29,500 SAPPI LTD SPONSORED ADR COMMON 803069202 1,542 110,000 SH DEFINED 2 110,000 SARA LEE CORP COMMON 803111103 23,885 1,157,200 SH DEFINED 1 1,157,200 SARA LEE CORP COMMON 803111103 62,849 3,045,000 SH DEFINED 1,2 3,045,000 SARA LEE CORP COMMON 803111103 184 8,900 SH DEFINED 2 8,900 SATYAM COMPUTER SERVICES ADR COMMON 804098101 3,425 327,100 SH DEFINED 1 327,100 SATYAM COMPUTER SERVICES ADR COMMON 804098101 25 2,400 SH DEFINED 1,4 2,400 SATYAM COMPUTER SERVICES ADR COMMON 804098101 16 1,500 SH DEFINED 2,3 1,500 SAXON CAPITAL INC COMMON 80556P302 2,110 129,700 SH DEFINED 1 129,700 SAXON CAPITAL INC COM 144A COMMON 80556P104 6,508 400,000 SH DEFINED 1 400,000

Page 94/119 SBC COMMUNICATIONS INC COMMON 78387G103 50,036 1,640,520 SH DEFINED 1 1,640,520 SBC COMMUNICATIONS INC COMMON 78387G103 6,536 214,300 SH DEFINED 2 214,300 SBC COMMUNICATIONS INC COMMON 78387G103 250 8,202 SH DEFINED 5 8,202 SCANSOURCE INC COMMON 806037107 5,220 85,000 SH DEFINED 1 85,000 SCANSOURCE INC COMMON 806037107 964 15,700 SH DEFINED 2 15,700 SCHERING A G COMMON 806585204 143 2,252 SH DEFINED 5 2,252 SCHERING-PLOUGH CORP COMMON 806605101 47,419 1,927,600 SH DEFINED 1 1,927,600 SCHERING-PLOUGH CORP COMMON 806605101 640 26,000 SH DEFINED 2 26,000 SCHLUMBERGER LTD COMMON 806857108 30,127 647,900 SH DEFINED 1 647,900 SCHLUMBERGER LTD COMMON 806857108 3,818 82,100 SH DEFINED 2 82,100 SCHLUMBERGER LTD COMMON 806857108 7,942 170,788 SH DEFINED 5 170,788 SCHOLASTIC CORP COMMON 807066105 758 20,000 SH DEFINED 1 20,000 SCHWAB (CHARLES) CORP COMMON 808513105 17,461 1,559,000 SH DEFINED 1 1,559,000 SCHWAB (CHARLES) CORP COMMON 808513105 34,160 3,050,000 SH DEFINED 1,2 3,050,000 SCHWAB (CHARLES) CORP COMMON 808513105 4,748 423,900 SH DEFINED 1,4 423,900 SCHWAB (CHARLES) CORP COMMON 808513105 1,811 161,700 SH DEFINED 2 161,700 SCHWAB (CHARLES) CORP COMMON 808513105 476 42,500 SH DEFINED 2,3 42,500 SCHWAB (CHARLES) CORP COMMON 808513105 13 1,200 SH DEFINED 6 1,200 SEARS ROEBUCK & CO COMMON 812387108 82,808 1,525,000 SH DEFINED 1 1,525,000 SEARS ROEBUCK & CO COMMON 812387108 1,955 36,000 SH DEFINED 2 36,000 SECURE COMPUTING CORP COMMON 813705100 10,454 1,384,700 SH DEFINED 1 1,384,700 SECURE COMPUTING CORP COMMON 813705100 4 500 SH DEFINED 2,3 500 SEGA ENTERPRISES LTD COMMON 815793104 103 17,196 SH DEFINED 5 17,196 SEI CORP COMMON 784117103 23,285 826,600 SH DEFINED 1 826,600 SEI CORP COMMON 784117103 555 19,700 SH DEFINED 1,4 19,700 SEI CORP COMMON 784117103 2,787 98,930 SH DEFINED 2 98,930 SEI CORP COMMON 784117103 115 4,100 SH DEFINED 2,3 4,100 SEI CORP COMMON 784117103 56 2,001 SH DEFINED 5 2,001

Page 95/119 SELECT MEDICAL CORP COMMON 816196109 2,747 175,400 SH DEFINED 1 175,400 SELECT MEDICAL CORP COMMON 816196109 415 26,500 SH DEFINED 2 26,500 SEMPRA ENERGY COMMON 816851109 4,145 187,300 SH DEFINED 1 187,300 SEMTECH CORP COMMON 816850101 37,041 1,387,300 SH DEFINED 1 1,387,300 SEMTECH CORP COMMON 816850101 301 11,290 SH DEFINED 1,4 11,290 SEMTECH CORP COMMON 816850101 2,101 78,700 SH DEFINED 2 78,700 SEMTECH CORP COMMON 816850101 158 5,930 SH DEFINED 2,3 5,930 SEMTECH CORP COMMON 816850101 53 1,968 SH DEFINED 5 1,968 SEMTECH CORP COMMON 816850101 134 5,000 SH DEFINED 6 5,000 SHAW COMMUNICATIONS INC CL B COMMON 82028K200 72 6,398 SH DEFINED 5 6,398 SHAW GROUP INC COMMON 820280105 61,569 2,005,500 SH DEFINED 1 2,005,500 SHAW GROUP INC COMMON 820280105 155 5,050 SH DEFINED 1,4 5,050 SHAW GROUP INC COMMON 820280105 3,045 99,200 SH DEFINED 2 99,200 SHAW GROUP INC COMMON 820280105 214 6,960 SH DEFINED 2,3 6,960 SHAW GROUP INC COMMON 820280105 64 2,088 SH DEFINED 5 2,088 SHAW GROUP INC COMMON 820280105 276 9,000 SH DEFINED 6 9,000 SHAW GROUP INC CVT CONVERT 820280AC9 4,207 7,300,000 PRN DEFINED 1 7,300,000 SHAW GROUP INC CVT CONVERT 820280AC9 115 200,000 PRN DEFINED 2 200,000 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 20,679 801,200 SH DEFINED 1 801,200 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 155 6,000 SH DEFINED 2 6,000 SHUFFLE MASTER INC COMMON 825549108 3,674 200,000 SH DEFINED 1 200,000 SHUFFLE MASTER INC COMMON 825549108 608 33,100 SH DEFINED 2 33,100 SICOR INC COMMON 825846108 4,681 252,500 SH DEFINED 1 252,500 SIEBEL SYSTEMS INC COMMON 826170102 1,920 135,000 SH DEFINED 1 135,000 SIEBEL SYSTEMS INC COMMON 826170102 316 22,200 SH DEFINED 1,4 22,200 SIEBEL SYSTEMS INC COMMON 826170102 1,102 77,500 SH DEFINED 2 77,500 SIERRA PACIFIC RESOURCES COMMON 826428104 2,037 261,200 SH DEFINED 1 261,200

Page 96/119 SIGMA-ALDRICH COMMON 826552101 55 1,100 SH DEFINED 1 1,100 SILICON LABORATORIES INC COMMON 826919102 1,483 53,000 SH DEFINED 1 53,000 SILICON LABORATORIES INC COMMON 826919102 20 700 SH DEFINED 2,3 700 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 6,942 890,000 SH DEFINED 1 890,000 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 473 60,700 SH DEFINED 2 60,700 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 126 16,100 SH DEFINED 6 16,100 SILICON VALLEY BANCSHARES COMMON 827064106 3,954 150,000 SH DEFINED 1 150,000 SILICON VALLEY BANCSHARES COMMON 827064106 683 25,900 SH DEFINED 2 25,900 SK TELECOM CO LTD SPONS ADR COMMON 78440P108 7,107 286,700 SH DEFINED 1 286,700 SK TELECOM CO LTD SPONS ADR COMMON 78440P108 4,177 168,500 SH DEFINED 1,4 168,500 SK TELECOM CO LTD SPONS ADR COMMON 78440P108 67 2,700 SH DEFINED 2 2,700 SK TELECOM CO LTD SPONS ADR COMMON 78440P108 188 7,600 SH DEFINED 2,3 7,600 SK TELECOM CO LTD SPONS ADR COMMON 78440P108 58 2,320 SH DEFINED 5 2,320 SKILSOFT CORP COMMON 83066P101 3,161 402,700 SH DEFINED 1 402,700 SKILSOFT CORP COMMON 83066P101 289 36,800 SH DEFINED 2 36,800 SKYWEST INC COMMON 830879102 702 30,000 SH DEFINED 1 30,000 SKYWORKS SOLUTIONS INC COMMON 83088M102 5,690 1,025,200 SH DEFINED 1 1,025,200 SKYWORKS SOLUTIONS INC COMMON 83088M102 19 3,400 SH DEFINED 1,4 3,400 SKYWORKS SOLUTIONS INC COMMON 83088M102 429 77,260 SH DEFINED 2 77,260 SKYWORKS SOLUTIONS INC COMMON 83088M102 31 5,510 SH DEFINED 2,3 5,510 SLM CORP COMMON 78442P106 17,277 178,300 SH DEFINED 1 178,300 SLM CORP COMMON 78442P106 25,485 263,000 SH DEFINED 1,2 263,000 SLM CORP COMMON 78442P106 872 9,000 SH DEFINED 1,4 9,000 SLM CORP COMMON 78442P106 2,083 21,500 SH DEFINED 2 21,500 SLM CORP COMMON 78442P106 107 1,100 SH DEFINED 2,3 1,100 SLM CORP COMMON 78442P106 16 161 SH DEFINED 5 161 SMITH & NEPHEW P L C COMMON 83175M205 161 2,847 SH DEFINED 5 2,847

Page 97/119 SMITH INTERNATIONAL INC COMMON 832110100 13,187 193,380 SH DEFINED 1 193,380 SMITH INTERNATIONAL INC COMMON 832110100 1,718 25,200 SH DEFINED 1,4 25,200 SMITH INTERNATIONAL INC COMMON 832110100 3,014 44,200 SH DEFINED 2 44,200 SNAP-ON TOOLS CORP COMMON 833034101 16,270 548,000 SH DEFINED 1 548,000 SOLECTRON CORP COMMON 834182107 1,230 200,000 SH DEFINED 1 200,000 SOLECTRON CORP COMMON 834182107 354 57,500 SH DEFINED 1,4 57,500 SOLECTRON CORP COMMON 834182107 1,343 218,400 SH DEFINED 2 218,400 SONIC AUTOMOTIVE COMMON 83545G102 10,197 396,000 SH DEFINED 1 396,000 SONIC CORP COMMON 835451105 32,731 1,042,050 SH DEFINED 1 1,042,050 SONIC CORP COMMON 835451105 66 2,087 SH DEFINED 1,4 2,087 SONIC CORP COMMON 835451105 2,645 84,215 SH DEFINED 2 84,215 SONIC CORP COMMON 835451105 103 3,280 SH DEFINED 2,3 3,280 SONICWALL INC COMMON 835470105 3,765 750,000 SH DEFINED 1 750,000 SONICWALL INC COMMON 835470105 73 14,500 SH DEFINED 2 14,500 SONICWALL INC COMMON 835470105 115 23,000 SH DEFINED 6 23,000 SONY CORP COMMON 835699307 69 1,300 SH DEFINED 1,4 1,300 SOURCECORP COMMON 836167106 2,650 100,000 SH DEFINED 1 100,000 SOUTH FINANCIAL GROUP INC COMMON 837841105 4,594 205,000 SH DEFINED 1 205,000 SOUTHERN CO COMMON 842587107 7,279 265,655 SH DEFINED 1 265,655 SOUTHTRUST CORP COMMON 844730101 1,442 55,200 SH DEFINED 1 55,200 SOUTHTRUST CORP COMMON 844730101 6,209 237,700 SH DEFINED 1,4 237,700 SOUTHTRUST CORP COMMON 844730101 107 4,100 SH DEFINED 2 4,100 SOUTHWEST AIRLINES CO COMMON 844741108 85,357 5,282,000 SH DEFINED 1 5,282,000 SOUTHWEST AIRLINES CO COMMON 844741108 284 17,600 SH DEFINED 1,4 17,600 SOUTHWEST AIRLINES CO COMMON 844741108 3,056 189,100 SH DEFINED 2 189,100 SOUTHWEST AIRLINES CO COMMON 844741108 78 4,800 SH DEFINED 2,3 4,800 SOUTHWEST AIRLINES CO COMMON 844741108 145 9,000 SH DEFINED 6 9,000

Page 98/119 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 29,630 818,050 SH DEFINED 1 818,050 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 112 3,100 SH DEFINED 1,4 3,100 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 2,428 67,030 SH DEFINED 2 67,030 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 149 4,100 SH DEFINED 2,3 4,100 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 55 1,521 SH DEFINED 5 1,521 SOVEREIGN BANCORP INC COMMON 845905108 12,863 860,400 SH DEFINED 1 860,400 SPARTECH CORP COMMON 847220209 7,080 260,000 SH DEFINED 1 260,000 SPARTECH CORP COMMON 847220209 806 29,600 SH DEFINED 2 29,600 SPECIALTY LABORATORIES INC COMMON 84749R100 2,310 275,000 SH DEFINED 1 275,000 SPECIALTY LABORATORIES INC COMMON 84749R100 151 18,000 SH DEFINED 6 18,000 SPINNAKER EXPLORATION CO COMMON 84855W109 7,247 201,200 SH DEFINED 1 201,200 SPINNAKER EXPLORATION CO COMMON 84855W109 151 4,200 SH DEFINED 1,4 4,200 SPINNAKER EXPLORATION CO COMMON 84855W109 901 25,000 SH DEFINED 2 25,000 SPRINT CORP (PCS GROUP) COMMON 852061506 88,480 19,794,100 SH DEFINED 1 19,794,100 SPRINT CORP (PCS GROUP) COMMON 852061506 2,076 464,400 SH DEFINED 2 464,400 SPX CORP COMMON 784635104 44,840 381,620 SH DEFINED 1 381,620 SPX CORP COMMON 784635104 423 3,600 SH DEFINED 1,4 3,600 SPX CORP COMMON 784635104 2,009 17,100 SH DEFINED 2 17,100 SPX CORP COMMON 784635104 2,032 17,295 SH DEFINED 5 17,295 SRA INTERNATIONAL INC CL A COMMON 78464R105 5 200 SH DEFINED 1 200 SRS LABS, INC COMMON 78464M106 125 50,000 SH DEFINED 6 50,000 ST JUDE MEDICAL INC COMMON 790849103 69,397 939,700 SH DEFINED 1 939,700 ST JUDE MEDICAL INC COMMON 790849103 69,050 935,000 SH DEFINED 1,2 935,000 ST JUDE MEDICAL INC COMMON 790849103 406 5,500 SH DEFINED 1,4 5,500 ST JUDE MEDICAL INC COMMON 790849103 4,079 55,230 SH DEFINED 2 55,230 ST JUDE MEDICAL INC COMMON 790849103 177 2,400 SH DEFINED 2,3 2,400 ST JUDE MEDICAL INC COMMON 790849103 11 148 SH DEFINED 5 148 ST PAUL CO INC COMMON 792860108 2,024 52,000 SH DEFINED 1 52,000

Page 99/119 STANCORP FINANCIAL GROUP COMMON 852891100 1,943 35,000 SH DEFINED 1 35,000 STANLEY WORKS COMMON 854616109 20,062 489,200 SH DEFINED 1 489,200 STANLEY WORKS COMMON 854616109 656 16,000 SH DEFINED 1,4 16,000 STANLEY WORKS COMMON 854616109 2,653 64,700 SH DEFINED 2 64,700 STANLEY WORKS COMMON 854616109 1,504 36,663 SH DEFINED 5 36,663 STAPLES INC COMMON 855030102 41,935 2,128,700 SH DEFINED 1 2,128,700 STAPLES INC COMMON 855030102 114,002 5,786,900 SH DEFINED 1,2 5,786,900 STAPLES INC COMMON 855030102 723 36,700 SH DEFINED 1,4 36,700 STAPLES INC COMMON 855030102 8,301 421,360 SH DEFINED 2 421,360 STAPLES INC COMMON 855030102 845 42,900 SH DEFINED 2,3 42,900 STAPLES INC COMMON 855030102 11 552 SH DEFINED 5 552 STARBUCKS CORP COMMON 855244109 24,815 998,600 SH DEFINED 1 998,600 STARBUCKS CORP COMMON 855244109 432 17,400 SH DEFINED 1,4 17,400 STARBUCKS CORP COMMON 855244109 1,370 55,130 SH DEFINED 2 55,130 STARBUCKS CORP COMMON 855244109 143 5,740 SH DEFINED 2,3 5,740 STARBUCKS CORP COMMON 855244109 54 2,153 SH DEFINED 5 2,153 STARR SURGICAL CO COMMON 852312305 260 63,000 SH DEFINED 1 63,000 STARR SURGICAL CO COMMON 852312305 5 1,300 SH DEFINED 2 1,300 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 86,271 2,623,030 SH DEFINED 1 2,623,030 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 901 27,400 SH DEFINED 1,4 27,400 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 2,005 60,950 SH DEFINED 2 60,950 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 141 4,300 SH DEFINED 2,3 4,300 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 6,545 199,006 SH DEFINED 5 199,006 STATE STREET BOSTON CORP COMMON 857477103 5,152 115,250 SH DEFINED 1 115,250 STATE STREET BOSTON CORP COMMON 857477103 26,503 592,900 SH DEFINED 1,2 592,900 STATE STREET BOSTON CORP COMMON 857477103 1,994 44,600 SH DEFINED 2 44,600 STATE STREET BOSTON CORP COMMON 857477103 107 2,400 SH DEFINED 2,3 2,400 STATION CASINOS INC COMMON 857689103 3,570 200,000 SH DEFINED 1 200,000 STATION CASINOS INC COMMON 857689103 594 33,300 SH DEFINED 2 33,300

Page 100/119 STEINER LEISURE LTD COMMON P8744Y102 5,438 375,000 SH DEFINED 1 375,000 STEINER LEISURE LTD COMMON P8744Y102 615 42,400 SH DEFINED 2 42,400 STERICYCLE INC COMMON 858912108 16,770 473,600 SH DEFINED 1 473,600 STERICYCLE INC COMMON 858912108 42 1,200 SH DEFINED 1,4 1,200 STERICYCLE INC COMMON 858912108 1,530 43,200 SH DEFINED 2 43,200 STERICYCLE INC COMMON 858912108 71 2,000 SH DEFINED 2,3 2,000 STERIS CORP COMMON 859152100 7,166 375,000 SH DEFINED 1 375,000 STERIS CORP COMMON 859152100 669 35,000 SH DEFINED 2 35,000 STERLING BANCSHARES INC COMMON 858907108 2,400 162,500 SH DEFINED 1 162,500 STERLING BANCSHARES INC COMMON 858907108 424 28,700 SH DEFINED 2 28,700 STILWELL FINANCIAL INC COMMON 860831106 108,553 5,964,440 SH DEFINED 1 5,964,440 STILWELL FINANCIAL INC COMMON 860831106 32,356 1,777,800 SH DEFINED 1,2 1,777,800 STILWELL FINANCIAL INC COMMON 860831106 510 28,000 SH DEFINED 1,4 28,000 STILWELL FINANCIAL INC COMMON 860831106 274 15,040 SH DEFINED 2 15,040 STILWELL FINANCIAL INC COMMON 860831106 7,907 434,435 SH DEFINED 5 434,435 STMICROELECTRONICS NY-NY SHS COMMON 861012102 29 1,200 SH DEFINED 1 1,200 STMICROELECTRONICS NY-NY SHS COMMON 861012102 100 4,091 SH DEFINED 5 4,091 STORAGE TECHNOLOGY CORP COMMON 862111200 11,601 726,400 SH DEFINED 1 726,400 STORAGE TECHNOLOGY CORP COMMON 862111200 6 400 SH DEFINED 2,3 400 SUMMA INDUSTRIES COMMON 86562T105 980 100,000 SH DEFINED 1 100,000 SUMMA INDUSTRIES COMMON 86562T105 36 3,700 SH DEFINED 2 3,700 SUN INTERNATIONAL HOTELS LTD COMMON P8797T133 3,717 150,000 SH DEFINED 1 150,000 SUN INTERNATIONAL HOTELS LTD COMMON P8797T133 610 24,600 SH DEFINED 2 24,600 SUN LIFE FINANCIAL SVCS CANADA COMMON 866796105 11,588 530,100 SH DEFINED 1,4 530,100 SUN MICROSYSTEMS INC COMMON 866810104 2 430 SH DEFINED 1 430

Page 101/119 SUNGARD DATA SYSTEMS INC COMMON 867363103 151,624 5,726,000 SH DEFINED 1 5,726,000 SUNGARD DATA SYSTEMS INC COMMON 867363103 105,920 4,000,000 SH DEFINED 1,2 4,000,000 SUNGARD DATA SYSTEMS INC COMMON 867363103 9,812 370,560 SH DEFINED 1,4 370,560 SUNGARD DATA SYSTEMS INC COMMON 867363103 14,775 557,950 SH DEFINED 2 557,950 SUNGARD DATA SYSTEMS INC COMMON 867363103 990 37,390 SH DEFINED 2,3 37,390 SUNGARD DATA SYSTEMS INC COMMON 867363103 102 3,868 SH DEFINED 5 3,868 SUPERIOR INDUSTRIES INTL COMMON 868168105 18,687 405,100 SH DEFINED 1 405,100 SUPERIOR INDUSTRIES INTL COMMON 868168105 74 1,600 SH DEFINED 1,4 1,600 SUPERIOR INDUSTRIES INTL COMMON 868168105 1,568 34,000 SH DEFINED 2 34,000 SUPERIOR INDUSTRIES INTL COMMON 868168105 120 2,610 SH DEFINED 2,3 2,610 SWIFT TRANSPORTATION COMMON 870756103 2,330 100,000 SH DEFINED 1 100,000 SYLVAN LEARNING SYSTEMS INC COMMON 871399101 2,712 136,000 SH DEFINED 1 136,000 SYMANTEC CORP COMMON 871503108 13,102 398,840 SH DEFINED 1 398,840 SYMANTEC CORP COMMON 871503108 181 5,500 SH DEFINED 2 5,500 SYMANTEC CORP COMMON 871503108 20 600 SH DEFINED 2,3 600 SYMYX TECHNOLOGIES INC COMMON 87155S108 278 20,000 SH DEFINED 1 20,000 SYNCOR INTL CORP DEL COMMON 87157J106 158 5,000 SH DEFINED 1 5,000 SYNOVUS FINANCIAL CORP COMMON 87161C105 10,292 374,000 SH DEFINED 1 374,000 SYNOVUS FINANCIAL CORP COMMON 87161C105 16,512 600,000 SH DEFINED 1,2 600,000 SYNOVUS FINANCIAL CORP COMMON 87161C105 165 6,000 SH DEFINED 2,3 6,000 SYSCO CORP COMMON 871829107 45,125 1,657,800 SH DEFINED 1 1,657,800 SYSCO CORP COMMON 871829107 34,025 1,250,000 SH DEFINED 1,2 1,250,000 SYSCO CORP COMMON 871829107 9,271 340,600 SH DEFINED 2 340,600 SYSCO CORP COMMON 871829107 136 5,000 SH DEFINED 2,3 5,000 SYSCO CORP COMMON 871829107 360 13,242 SH DEFINED 5 13,242

Page 102/119 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 63,006 4,846,600 SH DEFINED 1 4,846,600 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 69,108 5,316,000 SH DEFINED 1,2 5,316,000 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 9,061 696,995 SH DEFINED 1,4 696,995 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 298 22,930 SH DEFINED 2 22,930 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 466 35,867 SH DEFINED 2,3 35,867 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 154 11,863 SH DEFINED 5 11,863 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 5,269 255,900 SH DEFINED 1 255,900 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 846 41,100 SH DEFINED 2 41,100 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 4 200 SH DEFINED 2,3 200 TARGET CORP COMMON 87612E106 773,119 20,291,850 SH DEFINED 1 20,291,850 TARGET CORP COMMON 87612E106 129,540 3,400,000 SH DEFINED 1,2 3,400,000 TARGET CORP COMMON 87612E106 781 20,500 SH DEFINED 1,4 20,500 TARGET CORP COMMON 87612E106 20,062 526,550 SH DEFINED 2 526,550 TARGET CORP COMMON 87612E106 1,006 26,400 SH DEFINED 2,3 26,400 TARGET CORP COMMON 87612E106 7,290 191,334 SH DEFINED 5 191,334 TARO PHARMACEUTICAL INDUSTRIES COMMON M8737E108 15,452 630,180 SH DEFINED 1 630,180 TARO PHARMACEUTICAL INDUSTRIES COMMON M8737E108 431 17,580 SH DEFINED 1,4 17,580 TARO PHARMACEUTICAL INDUSTRIES COMMON M8737E108 699 28,500 SH DEFINED 2 28,500 TARO PHARMACEUTICAL INDUSTRIES COMMON M8737E108 121 4,939 SH DEFINED 5 4,939 TARRANT APPAREL GROUP COMMON 876289109 19 3,000 SH DEFINED 6 3,000 TCF FINANCIAL CORP COMMON 872275102 27,054 551,000 SH DEFINED 1 551,000 TCF FINANCIAL CORP COMMON 872275102 83 1,700 SH DEFINED 1,4 1,700 TCF FINANCIAL CORP COMMON 872275102 1,436 29,250 SH DEFINED 2 29,250 TCF FINANCIAL CORP COMMON 872275102 141 2,870 SH DEFINED 2,3 2,870 TECH DATA CORPORATION COMMON 878237106 420 11,100 SH DEFINED 1 11,100 TECH DATA CORPORATION COMMON 878237106 30 800 SH DEFINED 2 800 TECHNE CORP COMMON 878377100 12,882 456,500 SH DEFINED 1 456,500 TECHNE CORP COMMON 878377100 38 1,340 SH DEFINED 1,4 1,340 TECHNE CORP COMMON 878377100 1,378 48,820 SH DEFINED 2 48,820 TECHNE CORP COMMON 878377100 63 2,240 SH DEFINED 2,3 2,240

Page 103/119 TECO ENERGY INC COMMON 872375100 2,819 113,900 SH DEFINED 1 113,900 TEKTRONIX INC COMMON 879131100 15,928 851,300 SH DEFINED 1 851,300 TEKTRONIX INC COMMON 879131100 623 33,300 SH DEFINED 2 33,300 TELEFONOS DE MEXICO ADR COMMON 879403780 28,507 888,636 SH DEFINED 1 888,636 TELEFONOS DE MEXICO ADR COMMON 879403780 12,019 374,660 SH DEFINED 1,4 374,660 TELEFONOS DE MEXICO ADR COMMON 879403780 433 13,500 SH DEFINED 2 13,500 TELEFONOS DE MEXICO ADR COMMON 879403780 141 4,400 SH DEFINED 2,3 4,400 TELEFONOS DE MEXICO ADR COMMON 879403780 76 2,367 SH DEFINED 5 2,367 TELIK INC COMMON 87959M109 129 10,300 SH DEFINED 1 10,300 TENET HEALTHCARE CORP COMMON 88033G100 166,882 2,332,380 SH DEFINED 1 2,332,380 TENET HEALTHCARE CORP COMMON 88033G100 98,381 1,375,000 SH DEFINED 1,2 1,375,000 TENET HEALTHCARE CORP COMMON 88033G100 21,359 298,520 SH DEFINED 1,4 298,520 TENET HEALTHCARE CORP COMMON 88033G100 11,709 163,650 SH DEFINED 2 163,650 TENET HEALTHCARE CORP COMMON 88033G100 608 8,500 SH DEFINED 2,3 8,500 TENET HEALTHCARE CORP COMMON 88033G100 40 564 SH DEFINED 5 564 TENET HEALTHCARE CORP COMMON 88033G100 215 3,000 SH DEFINED 6 3,000 TERADYNE INC COMMON 880770102 14,450 614,900 SH DEFINED 1 614,900 TERADYNE INC COMMON 880770102 86,294 3,672,100 SH DEFINED 1,2 3,672,100 TERADYNE INC COMMON 880770102 5,022 213,700 SH DEFINED 2 213,700 TERADYNE INC COMMON 880770102 482 20,500 SH DEFINED 2,3 20,500 TEREX CORP COMMON 880779103 6,365 283,000 SH DEFINED 1 283,000 TESCO PLC COMMON 881575302 99 9,046 SH DEFINED 5 9,046 TETRA TECH INC COMMON 88162G103 2,205 150,000 SH DEFINED 1 150,000 TETRA TECH INC COMMON 88162G103 412 27,999 SH DEFINED 2 27,999 TETRA TECHNOLOGIES INC COMMON 88162F105 3,983 150,000 SH DEFINED 1 150,000 TETRA TECHNOLOGIES INC COMMON 88162F105 717 27,000 SH DEFINED 2 27,000

Page 104/119 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 163,698 2,451,300 SH DEFINED 1 2,451,300 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 148,031 2,216,700 SH DEFINED 1,2 2,216,700 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 10,038 150,310 SH DEFINED 1,4 150,310 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 9,490 142,110 SH DEFINED 2 142,110 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 828 12,400 SH DEFINED 2,3 12,400 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 3,252 48,690 SH DEFINED 5 48,690 TEXAS INSTRUMENTS INC COMMON 882508104 153,335 6,469,830 SH DEFINED 1 6,469,830 TEXAS INSTRUMENTS INC COMMON 882508104 116,260 4,905,500 SH DEFINED 1,2 4,905,500 TEXAS INSTRUMENTS INC COMMON 882508104 758 32,000 SH DEFINED 1,4 32,000 TEXAS INSTRUMENTS INC COMMON 882508104 9,046 381,680 SH DEFINED 2 381,680 TEXAS INSTRUMENTS INC COMMON 882508104 877 37,000 SH DEFINED 2,3 37,000 TEXAS INSTRUMENTS INC COMMON 882508104 146 6,153 SH DEFINED 5 6,153 TEXTRON INC. COMMON 883203101 2,788 59,440 SH DEFINED 1 59,440 THE ADVISORY BOARD CO COMMON 00762W107 4,168 115,000 SH DEFINED 1 115,000 THE ADVISORY BOARD CO COMMON 00762W107 692 19,100 SH DEFINED 2 19,100 THE BISYS GROUP INC COMMON 055472104 47,096 1,414,300 SH DEFINED 1 1,414,300 THE BISYS GROUP INC COMMON 055472104 1,039 31,200 SH DEFINED 1,4 31,200 THE BISYS GROUP INC COMMON 055472104 526 15,800 SH DEFINED 2 15,800 THE BISYS GROUP INC COMMON 055472104 473 14,200 SH DEFINED 2,3 14,200 THE MEN'S WEARHOUSE INC COMMON 587118100 24,536 962,200 SH DEFINED 1 962,200 THE MEN'S WEARHOUSE INC COMMON 587118100 77 3,000 SH DEFINED 1,4 3,000 THE MEN'S WEARHOUSE INC COMMON 587118100 1,145 44,900 SH DEFINED 2 44,900 THE MEN'S WEARHOUSE INC COMMON 587118100 112 4,400 SH DEFINED 2,3 4,400 THE MEN'S WEARHOUSE INC COMMON 587118100 65 2,562 SH DEFINED 5 2,562 THE MEN'S WEARHOUSE INC COMMON 587118100 102 4,000 SH DEFINED 6 4,000 THE PMI GROUP INC COMMON 69344M101 3,591 94,000 SH DEFINED 1 94,000 THE PMI GROUP INC COMMON 69344M101 4,951 129,600 SH DEFINED 1,4 129,600 THE PMI GROUP INC COMMON 69344M101 1 18 SH DEFINED 5 18 THERASENSE INC COMMON 883381105 8,706 472,100 SH DEFINED 1 472,100 THERASENSE INC COMMON 883381105 935 50,700 SH DEFINED 2 50,700

Page 105/119 THERMO ELECTRON CORP COMMON 883556102 69 4,200 SH DEFINED 1 4,200 THOMSON MULTIMEDIA COMMON 885118109 10 426 SH DEFINED 5 426 THORATEC CORP COMMON 885175307 10,840 1,205,800 SH DEFINED 1 1,205,800 THORATEC CORP COMMON 885175307 145 16,100 SH DEFINED 2 16,100 TICKETMASTER ONLINE-CITY B COMMON 88633P203 561 30,000 SH DEFINED 1 30,000 TIDEWATER INC COMMON 886423102 4 120 SH DEFINED 1 120 TIER TECHNOLOGIES INC CL B COMMON 88650Q100 11,914 668,600 SH DEFINED 1 668,600 TIER TECHNOLOGIES INC CL B COMMON 88650Q100 25 1,400 SH DEFINED 6 1,400 TIFFANY & CO COMMON 886547108 7,110 202,000 SH DEFINED 1 202,000 TIFFANY & CO COMMON 886547108 370 10,500 SH DEFINED 1,4 10,500 TIFFANY & CO COMMON 886547108 106 3,020 SH DEFINED 2 3,020 TIFFANY & CO COMMON 886547108 11 299 SH DEFINED 5 299 TITAN CORP COMMON 888266103 24,743 1,352,800 SH DEFINED 1 1,352,800 TITAN CORP COMMON 888266103 541 29,600 SH DEFINED 1,4 29,600 TITAN CORP COMMON 888266103 2,859 156,300 SH DEFINED 2 156,300 TITAN PHARMACEUTICALS INC COMMON 888314101 1,713 511,252 SH DEFINED 1 511,252 TITAN PHARMACEUTICALS INC COMMON 888314101 20 5,900 SH DEFINED 2 5,900 TIVO INC COMMON 888706108 1,484 400,000 SH DEFINED 1 400,000 TIVO INC COMMON 888706108 262 70,500 SH DEFINED 2 70,500 TJX COMPANIES INC COMMON 872540109 7,083 361,200 SH DEFINED 1 361,200 TJX COMPANIES INC COMMON 872540109 58,830 3,000,000 SH DEFINED 1,2 3,000,000 TJX COMPANIES INC COMMON 872540109 282 14,400 SH DEFINED 1,4 14,400 TJX COMPANIES INC COMMON 872540109 5,422 276,500 SH DEFINED 2 276,500 TJX COMPANIES INC COMMON 872540109 237 12,100 SH DEFINED 2,3 12,100 TOLL BROTHERS INC COMMON 889478103 6,358 217,000 SH DEFINED 1 217,000 TOLL BROTHERS INC COMMON 889478103 284 9,700 SH DEFINED 1,4 9,700 TOLL BROTHERS INC COMMON 889478103 541 18,450 SH DEFINED 2 18,450

Page 106/119 TOMMY HILFIGER CORP COMMON G8915Z102 4,696 327,900 SH DEFINED 1 327,900 TOMMY HILFIGER CORP COMMON G8915Z102 115 8,000 SH DEFINED 6 8,000 TOO INC COMMON 890333107 30,073 976,400 SH DEFINED 1 976,400 TOO INC COMMON 890333107 106 3,440 SH DEFINED 1,4 3,440 TOO INC COMMON 890333107 2,589 84,050 SH DEFINED 2 84,050 TOO INC COMMON 890333107 152 4,920 SH DEFINED 2,3 4,920 TOTAL FINA ELF S A COMMON 89151E109 205 2,529 SH DEFINED 5 2,529 TOWER AUTOMOTIVE INC COMMON 891707101 3,494 260,000 SH DEFINED 1 260,000 TOYOTA MOTOR CORP COMMON 892331307 78 1,466 SH DEFINED 5 1,466 TPG N V COMMON 892339102 76 3,370 SH DEFINED 5 3,370 TRANSKARYOTIC THERAPIES INC COMMON 893735100 7,863 218,100 SH DEFINED 1 218,100 TRANSKARYOTIC THERAPIES INC COMMON 893735100 306 8,500 SH DEFINED 1,4 8,500 TRANSKARYOTIC THERAPIES INC COMMON 893735100 404 11,200 SH DEFINED 2 11,200 TRANSOCEAN INC COMMON G90078109 292,330 9,384,581 SH DEFINED 1 9,384,581 TRANSOCEAN INC COMMON G90078109 52,955 1,700,000 SH DEFINED 1,2 1,700,000 TRANSOCEAN INC COMMON G90078109 252 8,100 SH DEFINED 1,4 8,100 TRANSOCEAN INC COMMON G90078109 8,091 259,750 SH DEFINED 2 259,750 TRANSOCEAN INC COMMON G90078109 290 9,300 SH DEFINED 2,3 9,300 TRANSOCEAN INC COMMON G90078109 10,288 330,287 SH DEFINED 5 330,287 TRANSWITCH CORP CVT 144A NTS 4.5 CONVERT 894065AA9 22 37,000 PRN DEFINED 1 37,000 TRAVELCENTERS OF AMERICA WTS 144A COMMON 894172113 176 15,000 SH DEFINED 1 15,000 TRAVELERS PROPERTY CASUALTY COMMON 89420G109 5,340 301,700 SH DEFINED 1 301,700 TRAVELERS PROPERTY CASUALTY COMMON 89420G109 14,089 796,000 SH DEFINED 1,2 796,000 TRAVELERS PROPERTY CASUALTY COMMON 89420G109 41 2,300 SH DEFINED 2 2,300 TREND MICRO COMMON 89486M206 138 5,034 SH DEFINED 5 5,034 TREX CO COMMON 89531P105 141 4,500 SH DEFINED 6 4,500

Page 107/119 TRIAD HOSPITALS INC COMMON 89579K109 53,378 1,259,500 SH DEFINED 1 1,259,500 TRIAD HOSPITALS INC COMMON 89579K109 1,174 27,700 SH DEFINED 1,4 27,700 TRIAD HOSPITALS INC COMMON 89579K109 3,560 84,000 SH DEFINED 2 84,000 TRIARC CO COMMON 895927101 10,999 398,500 SH DEFINED 1,4 398,500 TRIBUNE CVT 2.00 05/18/2029 CONVERT 896047305 47 700 SH DEFINED 1 700 TRIGON HEALTHCARE INC COMMON 89618L100 10 100 SH DEFINED 1 100 TRIKON TECHNOLOGIES INC COMMON 896187408 1,124 125,000 SH DEFINED 1 125,000 TRIKON TECHNOLOGIES INC COMMON 896187408 198 22,000 SH DEFINED 2 22,000 TRIMERIS INC COMMON 896263100 533 12,000 SH DEFINED 1 12,000 TRIMERIS INC COMMON 896263100 4 100 SH DEFINED 2,3 100 TRIPOS INC COMMON 896928108 1,635 75,000 SH DEFINED 1 75,000 TRIPOS INC COMMON 896928108 61 2,800 SH DEFINED 2 2,800 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 2,572 401,302 SH DEFINED 1 401,302 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 448 69,900 SH DEFINED 2 69,900 TRIZEC PROPERTIES-EXCHANGE CERT COMMON 89687P115 39 2,300 SH DEFINED 1,4 2,300 TTI TEAM TELECOM INTL LTD COMMON M88258104 61 3,800 SH DEFINED 1 3,800 TTM TECHNOLOGIES COMMON 87305R109 2,620 500,000 SH DEFINED 1 500,000 TWEETER HOME ENTERTAINMENT GROUP COMMON 901167106 3,595 220,000 SH DEFINED 1 220,000 TWEETER HOME ENTERTAINMENT GROUP COMMON 901167106 480 29,400 SH DEFINED 2 29,400 TWEETER HOME ENTERTAINMENT GROUP COMMON 901167106 123 7,500 SH DEFINED 6 7,500 TXU CORP COMMON 873168108 21,233 411,900 SH DEFINED 1 411,900 TXU CORP COMMON 873168108 56,705 1,100,000 SH DEFINED 1,2 1,100,000 TXU CORP COMMON 873168108 165 3,200 SH DEFINED 2 3,200 TXU CORP COMMON 873168108 7 137 SH DEFINED 5 137

Page 108/119 TYCO INTERNATIONAL LTD COMMON 902124106 180,981 13,396,080 SH DEFINED 1 13,396,080 TYCO INTERNATIONAL LTD COMMON 902124106 21,886 1,620,000 SH DEFINED 1,2 1,620,000 TYCO INTERNATIONAL LTD COMMON 902124106 416 30,800 SH DEFINED 2 30,800 TYCO INTERNATIONAL LTD COMMON 902124106 11,815 874,570 SH DEFINED 5 874,570 TYSON FOODS INC COMMON 902494103 12,357 796,700 SH DEFINED 1 796,700 TYSON FOODS INC COMMON 902494103 5,149 332,000 SH DEFINED 1,4 332,000 U S XPRESS ENTERPRISE INC COMMON 90338N103 2,634 200,900 SH DEFINED 1 200,900 U.S. PHYSICAL THERAPY INC COMMON 90337L108 3,203 157,700 SH DEFINED 1 157,700 UBIQUITEL OPERATING WTS 144A COMMON 903474112 140 27,980 SH DEFINED 1 27,980 UBIQUITEL OPERATING WTS 144A COMMON 903474112 0 20 SH DEFINED 2,3 20 UBS AG COMMON H8920M855 148 2,961 SH DEFINED 5 2,961 UCBH HOLDINGS INC COMMON 90262T308 2,851 75,000 SH DEFINED 1 75,000 UCBH HOLDINGS INC COMMON 90262T308 460 12,100 SH DEFINED 2 12,100 ULTIMATE ELECTRONICS INC COMMON 903849107 2,591 100,000 SH DEFINED 1 100,000 ULTIMATE ELECTRONICS INC COMMON 903849107 464 17,900 SH DEFINED 2 17,900 ULTRA PETROLEUM CORP COMMON 903914109 13,304 1,752,800 SH DEFINED 1 1,752,800 ULTRA PETROLEUM CORP COMMON 903914109 326 43,000 SH DEFINED 6 43,000 UNION PACIFIC CORP COMMON 907818108 16,577 261,960 SH DEFINED 1 261,960 UNION PACIFIC CORP COMMON 907818108 41,132 650,000 SH DEFINED 1,2 650,000 UNION PACIFIC CORP COMMON 907818108 5,651 89,300 SH DEFINED 1,4 89,300 UNION PACIFIC CORP COMMON 907818108 215 3,400 SH DEFINED 2 3,400 UNITED MICROELECTRONICS ADR COMMON 910873207 1,580 215,000 SH DEFINED 1 215,000 UNITED MICROELECTRONICS ADR COMMON 910873207 147 20,000 SH DEFINED 1,4 20,000 UNITED MICROELECTRONICS ADR COMMON 910873207 7 1,000 SH DEFINED 2 1,000 UNITED NATURAL FOODS INC COMMON 911163103 4,875 250,000 SH DEFINED 1 250,000 UNITED NATURAL FOODS INC COMMON 911163103 897 46,000 SH DEFINED 2 46,000

Page 109/119 UNITED RENTALS INC COMMON 911363109 14,336 657,600 SH DEFINED 1 657,600 UNITED RENTALS INC COMMON 911363109 2,378 109,100 SH DEFINED 1,4 109,100 UNITED RENTALS INC COMMON 911363109 41 1,900 SH DEFINED 2 1,900 UNITED SURGICAL PARTNERS COMMON 913016309 6,918 223,300 SH DEFINED 1 223,300 UNITED TECHNOLOGIES CORP COMMON 913017109 73,712 1,085,600 SH DEFINED 1 1,085,600 UNITED TECHNOLOGIES CORP COMMON 913017109 13,580 200,000 SH DEFINED 1,2 200,000 UNITED TECHNOLOGIES CORP COMMON 913017109 6,729 99,100 SH DEFINED 2 99,100 UNITED TECHNOLOGIES CORP COMMON 913017109 136 2,000 SH DEFINED 2,3 2,000 UNITED TECHNOLOGIES CORP COMMON 913017109 223 3,286 SH DEFINED 5 3,286 UNITEDHEALTH GROUP INC COMMON 91324P102 645,800 7,054,070 SH DEFINED 1 7,054,070 UNITEDHEALTH GROUP INC COMMON 91324P102 123,593 1,350,000 SH DEFINED 1,2 1,350,000 UNITEDHEALTH GROUP INC COMMON 91324P102 12,422 135,680 SH DEFINED 1,4 135,680 UNITEDHEALTH GROUP INC COMMON 91324P102 25,994 283,930 SH DEFINED 2 283,930 UNITEDHEALTH GROUP INC COMMON 91324P102 366 4,000 SH DEFINED 2,3 4,000 UNITEDHEALTH GROUP INC COMMON 91324P102 6,717 73,375 SH DEFINED 5 73,375 UNIVERSAL COMPRESSION HOLDINGS COMMON 913431102 6,609 275,500 SH DEFINED 1 275,500 UNIVERSAL COMPRESSION HOLDINGS COMMON 913431102 38 1,600 SH DEFINED 1,4 1,600 UNIVERSAL COMPRESSION HOLDINGS COMMON 913431102 1,192 49,700 SH DEFINED 2 49,700 UNIVERSAL HEALTH SERVICES COMMON 91359E105 111 4,200 SH DEFINED 6 4,200 UNIVERSAL HEALTH SERVICES B COMMON 913903100 30,380 620,000 SH DEFINED 1 620,000 UNIVERSAL HEALTH SERVICES B COMMON 913903100 461 9,400 SH DEFINED 2 9,400 UNIVISION COMMUNICATIONS CL A COMMON 914906102 82,912 2,640,500 SH DEFINED 1 2,640,500 UNIVISION COMMUNICATIONS CL A COMMON 914906102 87,920 2,800,000 SH DEFINED 1,2 2,800,000 UNIVISION COMMUNICATIONS CL A COMMON 914906102 1,796 57,200 SH DEFINED 1,4 57,200 UNIVISION COMMUNICATIONS CL A COMMON 914906102 7,262 231,280 SH DEFINED 2 231,280 UNIVISION COMMUNICATIONS CL A COMMON 914906102 1,190 37,900 SH DEFINED 2,3 37,900 UNIVISION COMMUNICATIONS CL A COMMON 914906102 75 2,400 SH DEFINED 5 2,400 UNUMPROVIDENT CORP COMMON 91529Y106 130,178 5,115,060 SH DEFINED 1 5,115,060 UNUMPROVIDENT CORP COMMON 91529Y106 238 9,350 SH DEFINED 2 9,350 UNUMPROVIDENT CORP COMMON 91529Y106 8,432 331,315 SH DEFINED 5 331,315

Page 110/119 URBAN OUTFITTERS INC COMMON 917047102 2,604 75,000 SH DEFINED 1 75,000 URBAN OUTFITTERS INC COMMON 917047102 444 12,800 SH DEFINED 2 12,800 UTI WORLDWIDE INC COMMON G87210103 1,469 74,300 SH DEFINED 1 74,300 UTSTARCOM INC COMMON 918076100 52,555 2,605,600 SH DEFINED 1 2,605,600 UTSTARCOM INC COMMON 918076100 1,040 51,550 SH DEFINED 1,4 51,550 UTSTARCOM INC COMMON 918076100 5,847 289,870 SH DEFINED 2 289,870 UTSTARCOM INC COMMON 918076100 204 10,130 SH DEFINED 2,3 10,130 UTSTARCOM INC COMMON 918076100 68 3,395 SH DEFINED 5 3,395 VALASSIS COMMUNICATIONS INC COMMON 918866104 2,102 57,600 SH DEFINED 1 57,600 VALERO ENERGY CORP COMMON 91913Y100 22,842 610,420 SH DEFINED 1 610,420 VALERO ENERGY CORP COMMON 91913Y100 34,426 920,000 SH DEFINED 1,2 920,000 VALERO ENERGY CORP COMMON 91913Y100 8,146 217,700 SH DEFINED 1,4 217,700 VALERO ENERGY CORP COMMON 91913Y100 292 7,800 SH DEFINED 2 7,800 VALERO ENERGY CORP COMMON 91913Y100 1,448 38,697 SH DEFINED 5 38,697 VALSPAR CORP COMMON 920355104 23,644 523,800 SH DEFINED 1 523,800 VALSPAR CORP COMMON 920355104 113 2,500 SH DEFINED 1,4 2,500 VALSPAR CORP COMMON 920355104 1,824 40,400 SH DEFINED 2 40,400 VALSPAR CORP COMMON 920355104 183 4,060 SH DEFINED 2,3 4,060 VANS INC COMMON 921930103 650 80,000 SH DEFINED 1 80,000 VARCO INTERNATONAL INC COMMON 922122106 21,690 1,236,600 SH DEFINED 1 1,236,600 VARCO INTERNATONAL INC COMMON 922122106 98 5,600 SH DEFINED 1,4 5,600 VARCO INTERNATONAL INC COMMON 922122106 1,375 78,400 SH DEFINED 2 78,400 VARCO INTERNATONAL INC COMMON 922122106 144 8,190 SH DEFINED 2,3 8,190 VARIAGENICS INC COMMON 922196100 0 200 SH DEFINED 2 200 VARIAN INC COMMON 922206107 36,591 1,110,500 SH DEFINED 1 1,110,500 VARIAN INC COMMON 922206107 1,638 49,700 SH DEFINED 2 49,700

Page 111/119 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 32,813 809,200 SH DEFINED 1 809,200 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 147 3,620 SH DEFINED 1,4 3,620 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1,867 46,040 SH DEFINED 2 46,040 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 200 4,920 SH DEFINED 2,3 4,920 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 52 1,280 SH DEFINED 5 1,280 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 42,782 1,260,900 SH DEFINED 1 1,260,900 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 85 2,500 SH DEFINED 1,4 2,500 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 2,322 68,430 SH DEFINED 2 68,430 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 145 4,260 SH DEFINED 2,3 4,260 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 187 5,500 SH DEFINED 6 5,500 VCA ANTECH COMMON 918194101 2,529 162,500 SH DEFINED 1 162,500 VECTOR GROUP LTD COMMON 92240M108 1,804 102,500 SH DEFINED 1 102,500 VERINT SYSTEMS INC COMMON 92343X100 508 45,000 SH DEFINED 1 45,000 VERITAS SOFTWARE CORP COMMON 923436109 57,458 2,903,400 SH DEFINED 1 2,903,400 VERITAS SOFTWARE CORP COMMON 923436109 49,475 2,500,000 SH DEFINED 1,2 2,500,000 VERITAS SOFTWARE CORP COMMON 923436109 1,557 78,700 SH DEFINED 1,4 78,700 VERITAS SOFTWARE CORP COMMON 923436109 5,842 295,200 SH DEFINED 2 295,200 VERITAS SOFTWARE CORP COMMON 923436109 732 37,000 SH DEFINED 2,3 37,000 VERITAS SOFTWARE CORP COMMON 923436109 134 6,785 SH DEFINED 5 6,785 VERITAS SOFTWARE CVT CONVERT 923436AB5 4,455 2,100,000 PRN DEFINED 1 2,100,000 VERITAS SOFTWARE CVT CONVERT 923436AB5 12,728 6,000,000 PRN DEFINED 1,2 6,000,000 VERIZON COMMUNICATIONS INC COMMON 92343V104 22,592 562,698 SH DEFINED 1 562,698 VERTEX PHARMACEUTICALS INC COMMON 92532F100 2 100 SH DEFINED 1 100 VIACOM INC CL B COMMON 925524308 269,024 6,063,204 SH DEFINED 1 6,063,204 VIACOM INC CL B COMMON 925524308 129 2,900 SH DEFINED 1,4 2,900 VIACOM INC CL B COMMON 925524308 13,819 311,450 SH DEFINED 2 311,450 VIACOM INC CL B COMMON 925524308 315 7,100 SH DEFINED 2,3 7,100 VIACOM INC CL B COMMON 925524308 294 6,634 SH DEFINED 5 6,634

Page 112/119 VIMPEL COMMUNICATIONS - SP ADR COMMON 68370R109 8,949 351,490 SH DEFINED 1 351,490 VIMPEL COMMUNICATIONS - SP ADR COMMON 68370R109 28 1,110 SH DEFINED 1,4 1,110 VIMPEL COMMUNICATIONS - SP ADR COMMON 68370R109 14 550 SH DEFINED 2,3 550 VIRAGE LOGIC CORP COMMON 92763R104 3,906 300,000 SH DEFINED 1 300,000 VIRAGE LOGIC CORP COMMON 92763R104 669 51,400 SH DEFINED 2 51,400 VISHAY INTERTECHNOLOGY INC COMMON 928298108 22,737 1,033,500 SH DEFINED 1 1,033,500 VISHAY INTERTECHNOLOGY INC COMMON 928298108 44,000 2,000,000 SH DEFINED 1,2 2,000,000 VISHAY INTERTECHNOLOGY INC COMMON 928298108 550 25,000 SH DEFINED 1,4 25,000 VISHAY INTERTECHNOLOGY INC COMMON 928298108 5,555 252,500 SH DEFINED 2 252,500 VISHAY INTERTECHNOLOGY INC COMMON 928298108 176 8,000 SH DEFINED 2,3 8,000 VISHAY INTERTECHNOLOGY INC COMMON 928298108 1,274 57,905 SH DEFINED 5 57,905 VISTEON CORP COMMON 92839U107 859 60,500 SH DEFINED 1 60,500 VODAFONE GROUP PLC SP ADR COMMON 92857W100 19,468 1,426,200 SH DEFINED 1 1,426,200 VODAFONE GROUP PLC SP ADR COMMON 92857W100 3,144 230,350 SH DEFINED 2 230,350 VODAFONE GROUP PLC SP ADR COMMON 92857W100 129 9,417 SH DEFINED 5 9,417 VULCAN MATERIALS CO COMMON 929160109 16,745 382,300 SH DEFINED 1 382,300 VULCAN MATERIALS CO COMMON 929160109 43,800 1,000,000 SH DEFINED 1,2 1,000,000 VULCAN MATERIALS CO COMMON 929160109 131 3,000 SH DEFINED 2 3,000 W.P. STEWART & CO LTD COMMON G84922106 2,475 97,000 SH DEFINED 1 97,000 WACHOVIA CORP COMMON 929903102 2,272 59,500 SH DEFINED 1 59,500 WADDELL & REED FINANCIAL CL A COMMON 930059100 25,433 1,109,640 SH DEFINED 1 1,109,640 WADDELL & REED FINANCIAL CL A COMMON 930059100 115 5,000 SH DEFINED 1,4 5,000 WADDELL & REED FINANCIAL CL A COMMON 930059100 1,730 75,490 SH DEFINED 2 75,490 WADDELL & REED FINANCIAL CL A COMMON 930059100 188 8,190 SH DEFINED 2,3 8,190

Page 113/119 WALGREEN CO COMMON 931422109 275,490 7,131,500 SH DEFINED 1 7,131,500 WALGREEN CO COMMON 931422109 100,438 2,600,000 SH DEFINED 1,2 2,600,000 WALGREEN CO COMMON 931422109 13,665 353,750 SH DEFINED 2 353,750 WALGREEN CO COMMON 931422109 560 14,500 SH DEFINED 2,3 14,500 WALGREEN CO COMMON 931422109 9 227 SH DEFINED 5 227 WAL-MART STORES INC COMMON 931142103 182,836 3,323,680 SH DEFINED 1 3,323,680 WAL-MART STORES INC COMMON 931142103 165,030 3,000,000 SH DEFINED 1,2 3,000,000 WAL-MART STORES INC COMMON 931142103 24,125 438,550 SH DEFINED 2 438,550 WAL-MART STORES INC COMMON 931142103 704 12,800 SH DEFINED 2,3 12,800 WAL-MART STORES INC COMMON 931142103 789 14,350 SH DEFINED 5 14,350 WALT DISNEY CO COMMON 254687106 111,326 5,890,280 SH DEFINED 1 5,890,280 WALT DISNEY CO COMMON 254687106 198 10,500 SH DEFINED 2 10,500 WALT DISNEY CO COMMON 254687106 7,993 422,911 SH DEFINED 5 422,911 WASHINGTON MUTUAL INC COMMON 939322103 38,693 1,042,650 SH DEFINED 1 1,042,650 WASHINGTON MUTUAL INC COMMON 939322103 129,885 3,500,000 SH DEFINED 1,2 3,500,000 WASHINGTON MUTUAL INC COMMON 939322103 5,667 152,700 SH DEFINED 2 152,700 WASHINGTON MUTUAL INC COMMON 939322103 297 8,000 SH DEFINED 2,3 8,000 WASTE CONNECTIONS INC COMMON 941053100 5,467 175,000 SH DEFINED 1 175,000 WASTE CONNECTIONS INC COMMON 941053100 918 29,400 SH DEFINED 2 29,400 WASTE MANAGEMENT INC COMMON 94106L109 376,892 14,468,017 SH DEFINED 1 14,468,017 WASTE MANAGEMENT INC COMMON 94106L109 58,092 2,230,000 SH DEFINED 1,2 2,230,000 WASTE MANAGEMENT INC COMMON 94106L109 3,918 150,400 SH DEFINED 2 150,400 WASTE MANAGEMENT INC COMMON 94106L109 14,781 567,390 SH DEFINED 5 567,390 WATERS CORP COMMON 941848103 172,931 6,476,800 SH DEFINED 1 6,476,800 WATERS CORP COMMON 941848103 629 23,560 SH DEFINED 1,4 23,560 WATERS CORP COMMON 941848103 3,429 128,410 SH DEFINED 2 128,410 WATERS CORP COMMON 941848103 58 2,180 SH DEFINED 2,3 2,180 WATERS CORP COMMON 941848103 9,485 355,236 SH DEFINED 5 355,236 WATSON PHARMACEUTICALS COMMON 942683103 9,833 389,100 SH DEFINED 1 389,100 WATSON PHARMACEUTICALS COMMON 942683103 167 6,600 SH DEFINED 2 6,600 WATSON PHARMACEUTICALS COMMON 942683103 1,541 60,987 SH DEFINED 5 60,987

Page 114/119 WEATHERFORD INTL LTD COMMON G95089101 158,503 3,669,050 SH DEFINED 1 3,669,050 WEATHERFORD INTL LTD COMMON G95089101 32,400 750,000 SH DEFINED 1,2 750,000 WEATHERFORD INTL LTD COMMON G95089101 484 11,200 SH DEFINED 1,4 11,200 WEATHERFORD INTL LTD COMMON G95089101 4,413 102,150 SH DEFINED 2 102,150 WEATHERFORD INTL LTD COMMON G95089101 130 3,000 SH DEFINED 2,3 3,000 WEBEX COMMUNICATIONS INC COMMON 94767L109 897 56,400 SH DEFINED 1 56,400 WEBEX COMMUNICATIONS INC COMMON 94767L109 11 690 SH DEFINED 2,3 690 WEBSENSE INC COMMON 947684106 7,410 289,800 SH DEFINED 1 289,800 WEBSENSE INC COMMON 947684106 1,064 41,600 SH DEFINED 2 41,600 WEBSENSE INC COMMON 947684106 13 500 SH DEFINED 2,3 500 WEIGHT WATCHERS INTL INC COMMON 948626106 1,738 40,000 SH DEFINED 1 40,000 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 44,282 569,100 SH DEFINED 1 569,100 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 143,443 1,843,500 SH DEFINED 1,2 1,843,500 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 6,225 80,000 SH DEFINED 1,4 80,000 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 11,228 144,300 SH DEFINED 2 144,300 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 700 9,000 SH DEFINED 2,3 9,000 WELLS FARGO CO COMMON 949746101 87,435 1,746,600 SH DEFINED 1 1,746,600 WELLS FARGO CO COMMON 949746101 9,494 189,650 SH DEFINED 2 189,650 WENDY'S INTL COMMON 950590109 9,268 232,700 SH DEFINED 1 232,700 WENDY'S INTL COMMON 950590109 59,271 1,488,100 SH DEFINED 1,2 1,488,100 WENDY'S INTL COMMON 950590109 3,107 78,000 SH DEFINED 2 78,000 WENDY'S INTL COMMON 950590109 366 9,200 SH DEFINED 2,3 9,200 WESTERN DIGITAL CORP COMMON 958102105 14,354 4,416,700 SH DEFINED 1 4,416,700 WESTERN DIGITAL CORP COMMON 958102105 8 2,400 SH DEFINED 2,3 2,400 WESTWOOD ONE INC COMMON 961815107 23,722 709,800 SH DEFINED 1 709,800 WESTWOOD ONE INC COMMON 961815107 652 19,500 SH DEFINED 1,4 19,500 WESTWOOD ONE INC COMMON 961815107 1,280 38,300 SH DEFINED 2 38,300 WESTWOOD ONE INC COMMON 961815107 137 4,100 SH DEFINED 2,3 4,100

Page 115/119 WET SEAL INC CL A COMMON 961840105 6,379 262,500 SH DEFINED 1 262,500 WET SEAL INC CL A COMMON 961840105 1,075 44,250 SH DEFINED 2 44,250 WHITNEY HOLDING CORP COMMON 966612103 2,306 75,000 SH DEFINED 1 75,000 WHITNEY HOLDING CORP COMMON 966612103 412 13,400 SH DEFINED 2 13,400 WHOLE FOODS MARKET INC COMMON 966837106 8,655 179,500 SH DEFINED 1 179,500 WHOLE FOODS MARKET INC COMMON 966837106 338 7,000 SH DEFINED 1,4 7,000 WHOLE FOODS MARKET INC COMMON 966837106 907 18,800 SH DEFINED 2 18,800 WILLBROS GROUP INC COMMON 969199108 5,738 337,500 SH DEFINED 1 337,500 WILLBROS GROUP INC COMMON 969199108 457 26,900 SH DEFINED 2 26,900 WILLBROS GROUP INC COMMON 969199108 145 8,500 SH DEFINED 6 8,500 WILLIAMS COMPANIES INC COMMON 969457100 28,907 4,825,900 SH DEFINED 1 4,825,900 WILLIAMS COMPANIES INC COMMON 969457100 627 104,700 SH DEFINED 2 104,700 WILLIAMS COS CVT PFD CONVERT 969457886 533 42,400 SH DEFINED 1 42,400 WILLIAMS-SONOMA INC COMMON 969904101 41,219 1,344,400 SH DEFINED 1 1,344,400 WILLIAMS-SONOMA INC COMMON 969904101 153 5,000 SH DEFINED 1,4 5,000 WILLIAMS-SONOMA INC COMMON 969904101 2,561 83,540 SH DEFINED 2 83,540 WILLIAMS-SONOMA INC COMMON 969904101 323 10,540 SH DEFINED 2,3 10,540 WILLIAMS-SONOMA INC COMMON 969904101 98 3,191 SH DEFINED 5 3,191 WILLIS GROUP HOLDINGS LTD COMMON G96655108 37,225 1,131,100 SH DEFINED 1 1,131,100 WILLIS GROUP HOLDINGS LTD COMMON G96655108 932 28,330 SH DEFINED 1,4 28,330 WILLIS GROUP HOLDINGS LTD COMMON G96655108 3,087 93,800 SH DEFINED 2 93,800 WILLIS GROUP HOLDINGS LTD COMMON G96655108 434 13,200 SH DEFINED 2,3 13,200 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 11,976 470,000 SH DEFINED 1 470,000 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 940 36,900 SH DEFINED 2 36,900 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 20 800 SH DEFINED 6 800 WIND RIVER SYSTEMS INC COMMON 973149107 4,207 839,700 SH DEFINED 1 839,700 WIND RIVER SYSTEMS INC COMMON 973149107 71 14,100 SH DEFINED 2 14,100 WINN-DIXIE STORES INC COMMON 974280109 11,861 760,800 SH DEFINED 1 760,800

Page 116/119 WINSLOEW FURNITURE WTS COMMON 975377110 24 2,220 SH DEFINED 1 2,220 WISCONSIN ENERGY CORP COMMON 976657106 25,876 1,024,000 SH DEFINED 1 1,024,000 WISCONSIN ENERGY CORP COMMON 976657106 435 17,200 SH DEFINED 2 17,200 WISCONSIN ENERGY CORP COMMON 976657106 2,666 105,500 SH DEFINED 5 105,500 WITNESS SYSTEMS INC COMMON 977424100 2,952 400,000 SH DEFINED 1 400,000 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 WRIGHT MEDICAL GROUP INC COMMON 98235T107 5,457 270,700 SH DEFINED 1 270,700 WRIGHT MEDICAL GROUP INC COMMON 98235T107 151 7,500 SH DEFINED 6 7,500 WYETH COMMON 983024100 143,598 2,804,640 SH DEFINED 1 2,804,640 WYETH COMMON 983024100 155,172 3,030,700 SH DEFINED 1,2 3,030,700 WYETH COMMON 983024100 11,431 223,270 SH DEFINED 2 223,270 WYETH COMMON 983024100 1,075 21,000 SH DEFINED 2,3 21,000 WYETH COMMON 983024100 276 5,381 SH DEFINED 5 5,381 WYNDHAM VOTING TRUST COMMON 983101916 33 3,284 SH DEFINED 1 3,284 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 6,214 370,550 SH DEFINED 1 370,550 XILINX INC COMMON 983919101 38,475 1,715,320 SH DEFINED 1 1,715,320 XILINX INC COMMON 983919101 49,346 2,200,000 SH DEFINED 1,2 2,200,000 XILINX INC COMMON 983919101 3,690 164,500 SH DEFINED 2 164,500 XILINX INC COMMON 983919101 334 14,900 SH DEFINED 2,3 14,900 XILINX INC COMMON 983919101 190 8,482 SH DEFINED 5 8,482

Page 117/119 XL CAPITAL LTD CL A COMMON G98255105 69,776 823,800 SH DEFINED 1 823,800 XL CAPITAL LTD CL A COMMON G98255105 132,132 1,560,000 SH DEFINED 1,2 1,560,000 XL CAPITAL LTD CL A COMMON G98255105 7,510 88,660 SH DEFINED 2 88,660 XL CAPITAL LTD CL A COMMON G98255105 551 6,500 SH DEFINED 2,3 6,500 XL CAPITAL LTD CL A COMMON G98255105 1,385 16,346 SH DEFINED 5 16,346 XOMA LTD COMMON G9825R107 1 300 SH DEFINED 1 300 XTO ENERGY INC COMMON 98385X106 4,569 221,810 SH DEFINED 1 221,810 XTO ENERGY INC COMMON 98385X106 319 15,500 SH DEFINED 1,4 15,500 YAHOO! INC COMMON 984332106 4 270 SH DEFINED 1 270 YOUNG INNOVATIONS INC COMMON 987520103 195 9,000 SH DEFINED 6 9,000 YUM BRANDS INC COMMON 988498101 36,983 1,264,380 SH DEFINED 1 1,264,380 YUM BRANDS INC COMMON 988498101 58,459 1,998,600 SH DEFINED 1,2 1,998,600 YUM BRANDS INC COMMON 988498101 468 16,000 SH DEFINED 1,4 16,000 YUM BRANDS INC COMMON 988498101 3,873 132,400 SH DEFINED 2 132,400 YUM BRANDS INC COMMON 988498101 415 14,200 SH DEFINED 2,3 14,200 YUM BRANDS INC COMMON 988498101 7 252 SH DEFINED 5 252 ZEBRA TECHNOLOGIES CORP COMMON 989207105 31,329 649,700 SH DEFINED 1 649,700 ZEBRA TECHNOLOGIES CORP COMMON 989207105 381 7,900 SH DEFINED 2 7,900 ZEBRA TECHNOLOGIES CORP COMMON 989207105 1,013 21,015 SH DEFINED 5 21,015 ZIMMER HOLDINGS INC COMMON 98956P102 65,119 1,826,100 SH DEFINED 1 1,826,100 ZIMMER HOLDINGS INC COMMON 98956P102 78,452 2,200,000 SH DEFINED 1,2 2,200,000 ZIMMER HOLDINGS INC COMMON 98956P102 357 10,000 SH DEFINED 1,4 10,000 ZIMMER HOLDINGS INC COMMON 98956P102 4,086 114,590 SH DEFINED 2 114,590 ZIMMER HOLDINGS INC COMMON 98956P102 214 6,000 SH DEFINED 2,3 6,000 ZIMMER HOLDINGS INC COMMON 98956P102 9 244 SH DEFINED 5 244 ZIONS BANCORPORATION COMMON 989701107 8,238 158,120 SH DEFINED 1 158,120 ZOLL MEDICAL CORP COMMON 989922109 6,799 209,000 SH DEFINED 1 209,000 ZOLL MEDICAL CORP COMMON 989922109 895 27,500 SH DEFINED 2 27,500

Page 118/119 ZORAN CORP COMMON 98975F101 16,209 707,500 SH DEFINED 1 707,500 ZORAN CORP COMMON 98975F101 1,100 48,000 SH DEFINED 2 48,000 ZORAN CORP COMMON 98975F101 275 12,000 SH DEFINED 6 12,000

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