13F-HR 1 h02844e13fvhr.txt A I M MANAGEMENT GROUP INC. - DATED 12/31/2002 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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 ----------------------------------------------- ----------------------------------------------- Form 13F File Number: 28-1983 ---- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Carol Relihan ----------------------------------------------- Title: Senior Vice President, Secretary and General Counsel ----------------------------------------------- Phone: (713) 214-1191 ----------------------------------------------- Signature, Place, and Date of Signing: /s/ CAROL F. RELIHAN Houston, Texas 2/10/03 -------------------------------- ---------------------------- ----------- 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: 3,006 ------------ Form 13F Information Table Value Total: $48,395,254 ------------ (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

FORM 13F INFORMATION TABLE

Page 1/107 ABERCROMBIE & FITCH CO CL A COMMON 002896207 5,667 276,960 SH DEFINED 1 276,960 ABERCROMBIE & FITCH CO CL A COMMON 002896207 454 22,200 SH DEFINED 1,4 22,200 ABERCROMBIE & FITCH CO CL A COMMON 002896207 1,649 80,600 SH DEFINED 2 80,600 AC MOORE ARTS & CRAFTS INC COMMON 00086T103 699 55,000 SH DEFINED 1 55,000 ACCENTURE LTD CL A COMMON G1150G111 48,798 2,712,500 SH DEFINED 1 2,712,500 ACCENTURE LTD CL A COMMON G1150G111 252 14,000 SH DEFINED 1,4 14,000 ACCENTURE LTD CL A COMMON G1150G111 113 6,300 SH DEFINED 2 6,300 ACCENTURE LTD CL A COMMON G1150G111 77 4,300 SH DEFINED 2,3 4,300 ACCREDO HEALTH INC COMMON 00437V104 10,041 284,850 SH DEFINED 1 284,850 ACCREDO HEALTH INC COMMON 00437V104 1,856 52,649 SH DEFINED 2 52,649 ACCREDO HEALTH INC COMMON 00437V104 11 300 SH DEFINED 2,3 300 ACE LTD COMMON G0070K103 191,135 6,514,494 SH DEFINED 1 6,514,494 ACE LTD COMMON G0070K103 24,059 820,000 SH DEFINED 1,2 820,000 ACE LTD COMMON G0070K103 467 15,900 SH DEFINED 1,4 15,900 ACE LTD COMMON G0070K103 3,354 114,300 SH DEFINED 2 114,300 ACE LTD COMMON G0070K103 114 3,900 SH DEFINED 2,3 3,900 ACE LTD COMMON G0070K103 13,191 449,588 SH DEFINED 5 449,588 ACE LTD COMMON G0070K103 264 9,000 SH DEFINED 6 9,000 ACTEL CORP COMMON 004934105 7,813 481,700 SH DEFINED 1 481,700 ACTEL CORP COMMON 004934105 769 47,400 SH DEFINED 2 47,400 ACTIVISION INC COMMON 004930202 1,824 125,000 SH DEFINED 1 125,000 ACTIVISION INC COMMON 004930202 362 24,800 SH DEFINED 2 24,800 ACXIOM CORPORATION COMMON 005125109 2,366 153,850 SH DEFINED 1 153,850 ADC TELECOMMUNICATIONS INC COMMON 000886101 1,973 944,100 SH DEFINED 1 944,100 ADC TELECOMMUNICATIONS INC COMMON 000886101 144 68,900 SH DEFINED 6 68,900 ADECCO SA ADR SPONSORED COMMON 006754105 36 3,784 SH DEFINED 5 3,784 ADOBE SYSTEMS INC COMMON 00724F101 3,562 143,000 SH DEFINED 1 143,000 ADOLOR CORP COMMON 00724X102 7 500 SH DEFINED 1 500

Page 2/107 ADVANCE AUTO PARTS COMMON 00751Y106 15,179 310,416 SH DEFINED 1 310,416 ADVANCE AUTO PARTS COMMON 00751Y106 352 7,200 SH DEFINED 1,4 7,200 ADVANCE AUTO PARTS COMMON 00751Y106 1,428 29,200 SH DEFINED 2 29,200 ADVANCE AUTO PARTS COMMON 00751Y106 122 2,500 SH DEFINED 2,3 2,500 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 1,908 150,000 SH DEFINED 1 150,000 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 356 28,000 SH DEFINED 2 28,000 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 24,467 1,466,820 SH DEFINED 1 1,466,820 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 525 31,500 SH DEFINED 2 31,500 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 3,010 180,444 SH DEFINED 5 180,444 ADVANCED NEUROMODULATION SYSTEMS COMMON 00757T101 2,092 59,600 SH DEFINED 1 59,600 ADVANCED NEUROMODULATION SYSTEMS COMMON 00757T101 407 11,600 SH DEFINED 2 11,600 ADVANCEPCS COMMON 00790K109 17,886 805,300 SH DEFINED 1 805,300 ADVANCEPCS COMMON 00790K109 31,276 1,408,200 SH DEFINED 1,2 1,408,200 ADVANCEPCS COMMON 00790K109 4,087 184,000 SH DEFINED 1,4 184,000 ADVANCEPCS COMMON 00790K109 4,091 184,200 SH DEFINED 2 184,200 ADVANCEPCS COMMON 00790K109 178 8,000 SH DEFINED 2,3 8,000 AEROFLEX INC COMMON 007768104 4,485 650,000 SH DEFINED 1 650,000 AEROFLEX INC COMMON 007768104 635 92,100 SH DEFINED 2 92,100 AETNA INC COMMON 00817Y108 10,977 266,940 SH DEFINED 1 266,940 AETNA INC COMMON 00817Y108 28,784 700,000 SH DEFINED 1,2 700,000 AETNA INC COMMON 00817Y108 308 7,500 SH DEFINED 1,4 7,500 AETNA INC COMMON 00817Y108 41 1,000 SH DEFINED 2 1,000 AETNA INC COMMON 00817Y108 267 6,500 SH DEFINED 2,3 6,500 AFC ENTERPRISES COMMON 00104Q107 3,775 179,700 SH DEFINED 1 179,700 AFFILIATED COMPUTER SERVICES COMMON 008190100 158,998 3,019,900 SH DEFINED 1 3,019,900 AFFILIATED COMPUTER SERVICES COMMON 008190100 44,173 839,000 SH DEFINED 1,2 839,000 AFFILIATED COMPUTER SERVICES COMMON 008190100 1,311 24,900 SH DEFINED 1,4 24,900 AFFILIATED COMPUTER SERVICES COMMON 008190100 9,567 181,700 SH DEFINED 2 181,700 AFFILIATED COMPUTER SERVICES COMMON 008190100 1,116 21,200 SH DEFINED 2,3 21,200 AFFILIATED COMPUTER SERVICES COMMON 008190100 233 4,426 SH DEFINED 5 4,426

Page 3/107 AFFILIATED MANAGERS GROUP INC COMMON 008252108 12,977 258,000 SH DEFINED 1 258,000 AFFILIATED MANAGERS GROUP INC COMMON 008252108 704 14,000 SH DEFINED 2 14,000 AFFYMETRIX INC COMMON 00826T108 4,583 200,200 SH DEFINED 1 200,200 AFFYMETRIX INC COMMON 00826T108 922 40,300 SH DEFINED 2 40,300 AFLAC INC COMMON 001055102 72,163 2,395,850 SH DEFINED 1 2,395,850 AFLAC INC COMMON 001055102 28,614 950,000 SH DEFINED 1,2 950,000 AFLAC INC COMMON 001055102 331 11,000 SH DEFINED 1,4 11,000 AFLAC INC COMMON 001055102 2,738 90,900 SH DEFINED 2 90,900 AFLAC INC COMMON 001055102 217 7,200 SH DEFINED 2,3 7,200 AFLAC INC COMMON 001055102 12 409 SH DEFINED 5 409 AGCO CORP COMMON 001084102 5,857 265,000 SH DEFINED 1 265,000 AGCO CORP COMMON 001084102 206 9,300 SH DEFINED 2 9,300 AGILENT TECHNOLOGIES INC COMMON 00846U101 733 40,800 SH DEFINED 1 40,800 AGILENT TECHNOLOGIES INC COMMON 00846U101 54 3,000 SH DEFINED 2 3,000 AHL SERVICES INC COMMON 001296102 157 185,000 SH DEFINED 6 185,000 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 21,608 505,450 SH DEFINED 1 505,450 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 2,993 70,000 SH DEFINED 1,4 70,000 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 4,266 99,800 SH DEFINED 2 99,800 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 229 5,352 SH DEFINED 5 5,352 AIRGAS, INC. COMMON 009363102 7,138 413,800 SH DEFINED 1 413,800 AIRTRAN HOLDINGS INC COMMON 00949P108 1,131 290,100 SH DEFINED 1 290,100 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 2,588 175,000 SH DEFINED 1 175,000 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 516 34,900 SH DEFINED 2 34,900 ALCAN INC COMMON 013716105 8,903 301,600 SH DEFINED 1,4 301,600 ALCOA INC COMMON 013817101 16,310 716,000 SH DEFINED 1 716,000 ALCOA INC COMMON 013817101 3,542 155,500 SH DEFINED 2 155,500 ALCOA INC COMMON 013817101 55 2,428 SH DEFINED 5 2,428

Page 4/107 ALCON INC COMMON H01301102 56,528 1,432,900 SH DEFINED 1 1,432,900 ALCON INC COMMON H01301102 69,038 1,750,000 SH DEFINED 1,2 1,750,000 ALCON INC COMMON H01301102 446 11,300 SH DEFINED 1,4 11,300 ALCON INC COMMON H01301102 1,148 29,110 SH DEFINED 2 29,110 ALCON INC COMMON H01301102 308 7,800 SH DEFINED 2,3 7,800 ALEXION PHARMACEUTICALS INC COMMON 015351109 7,272 515,000 SH DEFINED 1 515,000 ALEXION PHARMACEUTICALS INC COMMON 015351109 216 15,300 SH DEFINED 2 15,300 ALLERGAN INC COMMON 018490102 140,328 2,435,400 SH DEFINED 1 2,435,400 ALLERGAN INC COMMON 018490102 323 5,600 SH DEFINED 1,4 5,600 ALLERGAN INC COMMON 018490102 6,096 105,800 SH DEFINED 2 105,800 ALLERGAN INC COMMON 018490102 328 5,700 SH DEFINED 2,3 5,700 ALLERGAN INC COMMON 018490102 298 5,177 SH DEFINED 5 5,177 ALLIANCE CAPITAL MANAGEMENT HOLDINGS COMMON 01855A101 1,953 63,000 SH DEFINED 1 63,000 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 14,713 830,300 SH DEFINED 1 830,300 ALLIANCE GAMING CORP COMMON 01859P609 7,493 440,000 SH DEFINED 1 440,000 ALLIANCE GAMING CORP COMMON 01859P609 921 54,100 SH DEFINED 2 54,100 ALLIANCE GAMING CORP COMMON 01859P609 272 16,000 SH DEFINED 6 16,000 ALLIANCE IMAGING INC COMMON 018606202 106 20,000 SH DEFINED 6 20,000 ALLIANT TECHSYSTEMS INC COMMON 018804104 78,486 1,258,800 SH DEFINED 1 1,258,800 ALLIANT TECHSYSTEMS INC COMMON 018804104 630 10,100 SH DEFINED 1,4 10,100 ALLIANT TECHSYSTEMS INC COMMON 018804104 4,374 70,150 SH DEFINED 2 70,150 ALLIANT TECHSYSTEMS INC COMMON 018804104 268 4,300 SH DEFINED 2,3 4,300 ALLIANT TECHSYSTEMS INC COMMON 018804104 147 2,365 SH DEFINED 5 2,365 ALLIED IRISH BANKS PLC COMMON 019228402 98 3,647 SH DEFINED 5 3,647 ALLIED RESEARCH CORP COMMON 019483106 1,850 100,000 SH DEFINED 1 100,000 ALLIED RESEARCH CORP COMMON 019483106 213 11,500 SH DEFINED 6 11,500 ALLIED WASTE INDUSTRIES INC COMMON 019589308 10 1,000 SH DEFINED 1 1,000

Page 5/107 ALLSTATE CORP COMMON 020002101 119,329 3,225,980 SH DEFINED 1 3,225,980 ALLSTATE CORP COMMON 020002101 133 3,600 SH DEFINED 2 3,600 ALLSTATE CORP COMMON 020002101 126 3,400 SH DEFINED 2,3 3,400 ALLSTATE CORP COMMON 020002101 277 7,500 SH DEFINED 6 7,500 ALPHARMA INC CL A COMMON 020813101 715 60,000 SH DEFINED 1 60,000 ALPHARMA INC CL A COMMON 020813101 13 1,100 SH DEFINED 2 1,100 ALTANA AKTIENGESELLSCHAFT SPONSORED COMMON 02143N103 140 3,061 SH DEFINED 5 3,061 ALTERA CORP COMMON 021441100 6,555 531,200 SH DEFINED 1 531,200 ALTERA CORP COMMON 021441100 54,874 4,446,800 SH DEFINED 1,2 4,446,800 ALTERA CORP COMMON 021441100 183 14,800 SH DEFINED 1,4 14,800 ALTERA CORP COMMON 021441100 5,437 440,600 SH DEFINED 2 440,600 ALTERA CORP COMMON 021441100 211 17,100 SH DEFINED 2,3 17,100 AMAZON.COM INC COMMON 023135106 11,502 608,900 SH DEFINED 1 608,900 AMAZON.COM INC COMMON 023135106 23,613 1,250,000 SH DEFINED 1,2 1,250,000 AMAZON.COM INC COMMON 023135106 321 17,000 SH DEFINED 1,4 17,000 AMAZON.COM INC COMMON 023135106 168 8,900 SH DEFINED 2 8,900 AMAZON.COM INC COMMON 023135106 223 11,800 SH DEFINED 2,3 11,800 AMBAC INC COMMON 023139108 6,257 111,250 SH DEFINED 1 111,250 AMBAC INC COMMON 023139108 4,983 88,600 SH DEFINED 1,4 88,600 AMBAC INC COMMON 023139108 236 4,200 SH DEFINED 2 4,200 AMBAC INC COMMON 023139108 174 3,100 SH DEFINED 2,3 3,100 AMBAC INC COMMON 023139108 11 200 SH DEFINED 5 200 AMCOR LTD COMMON 02341R302 58 3,033 SH DEFINED 5 3,033 AMERICA MOVIL SER L ADR COMMON 02364W105 11,063 770,436 SH DEFINED 1 770,436 AMERICA MOVIL SER L ADR COMMON 02364W105 4,763 331,710 SH DEFINED 1,4 331,710 AMERICA MOVIL SER L ADR COMMON 02364W105 20 1,400 SH DEFINED 2 1,400 AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 2,576 110,000 SH DEFINED 1 110,000 AMERICAN BANK NOTE HOLO WT 06/18/03 COMMON 024377111 1 29,769 SH DEFINED 1 29,769 AMERICAN CAPITAL STRATEGIES LTD COMMON 024937104 2,239 103,700 SH DEFINED 1 103,700

Page 6/107 AMERICAN ELECTRIC POWER COMMON 025537101 1,957 71,600 SH DEFINED 1 71,600 AMERICAN EXPRESS CO COMMON 025816109 115,743 3,274,200 SH DEFINED 1 3,274,200 AMERICAN EXPRESS CO COMMON 025816109 15,908 450,000 SH DEFINED 1,2 450,000 AMERICAN EXPRESS CO COMMON 025816109 424 12,000 SH DEFINED 1,4 12,000 AMERICAN EXPRESS CO COMMON 025816109 7,185 203,250 SH DEFINED 2 203,250 AMERICAN EXPRESS CO COMMON 025816109 159 4,500 SH DEFINED 2,3 4,500 AMERICAN FINANCIAL GROUP INC COMMON 025932104 1,817 78,780 SH DEFINED 1 78,780 AMERICAN FINANCIAL REALTY TR 144A COMMON 02607P107 16,153 1,318,600 SH DEFINED 1 1,318,600 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 486,022 8,401,410 SH DEFINED 1 8,401,410 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 181,695 3,140,800 SH DEFINED 1,2 3,140,800 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 492 8,500 SH DEFINED 1,4 8,500 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 24,557 424,500 SH DEFINED 2 424,500 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 1,189 20,550 SH DEFINED 2,3 20,550 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 594 10,269 SH DEFINED 5 10,269 AMERICAN ITALIAN PASTA CO COMMON 027070101 900 25,000 SH DEFINED 1 25,000 AMERICAN MEDICAL SYS HOLDINGS COMMON 02744M108 4,377 270,000 SH DEFINED 1 270,000 AMERICAN MEDICAL SYS HOLDINGS COMMON 02744M108 444 27,400 SH DEFINED 2 27,400 AMERICAN MEDICAL SYS HOLDINGS COMMON 02744M108 170 10,500 SH DEFINED 6 10,500 AMERICAN PHARMACEUTICAL PARTNERS COMMON 02886P109 401 22,500 SH DEFINED 1 22,500 AMERICAN PHARMACEUTICAL PARTNERS COMMON 02886P109 5 300 SH DEFINED 2,3 300 AMERICAN STANDARD CO COMMON 029712106 156,967 2,206,450 SH DEFINED 1 2,206,450 AMERICAN STANDARD CO COMMON 029712106 34,503 485,000 SH DEFINED 1,2 485,000 AMERICAN STANDARD CO COMMON 029712106 758 10,650 SH DEFINED 2 10,650 AMERICAN STANDARD CO COMMON 029712106 10,076 141,637 SH DEFINED 5 141,637 AMERICREDIT CORP COMMON 03060R101 6,716 867,750 SH DEFINED 1 867,750 AMERIGROUP CORP COMMON 03073T102 458 15,100 SH DEFINED 1 15,100

Page 7/107 AMERISOURCEBERGEN CORP COMMON 03073E105 60,436 1,112,800 SH DEFINED 1 1,112,800 AMERISOURCEBERGEN CORP COMMON 03073E105 907 16,700 SH DEFINED 1,4 16,700 AMERISOURCEBERGEN CORP COMMON 03073E105 5,864 107,970 SH DEFINED 2 107,970 AMERISOURCEBERGEN CORP COMMON 03073E105 345 6,360 SH DEFINED 2,3 6,360 AMERISOURCEBERGEN CORP COMMON 03073E105 198 3,643 SH DEFINED 5 3,643 AMGEN INC COMMON 031162100 169,072 3,497,552 SH DEFINED 1 3,497,552 AMGEN INC COMMON 031162100 140,872 2,914,200 SH DEFINED 1,2 2,914,200 AMGEN INC COMMON 031162100 773 16,000 SH DEFINED 1,4 16,000 AMGEN INC COMMON 031162100 18,050 373,400 SH DEFINED 2 373,400 AMGEN INC COMMON 031162100 950 19,650 SH DEFINED 2,3 19,650 AMGEN INC COMMON 031162100 336 6,950 SH DEFINED 5 6,950 AMN HEALTHCARE SERVICES INC COMMON 001744101 6,089 360,100 SH DEFINED 1 360,100 AMN HEALTHCARE SERVICES INC COMMON 001744101 489 28,900 SH DEFINED 1,4 28,900 AMN HEALTHCARE SERVICES INC COMMON 001744101 1,811 107,100 SH DEFINED 2 107,100 AMN HEALTHCARE SERVICES INC COMMON 001744101 271 16,000 SH DEFINED 6 16,000 AMPHENOL CORP CL A COMMON 032095101 33,439 879,970 SH DEFINED 1 879,970 AMPHENOL CORP CL A COMMON 032095101 604 15,900 SH DEFINED 2 15,900 AMPHENOL CORP CL A COMMON 032095101 2,220 58,415 SH DEFINED 5 58,415 AMYLIN PHARMACEUTICALS, INC COMMON 032346108 5 300 SH DEFINED 1 300 ANALOG DEVICES INC COMMON 032654105 193,595 8,110,400 SH DEFINED 1 8,110,400 ANALOG DEVICES INC COMMON 032654105 107,415 4,500,000 SH DEFINED 1,2 4,500,000 ANALOG DEVICES INC COMMON 032654105 382 16,000 SH DEFINED 1,4 16,000 ANALOG DEVICES INC COMMON 032654105 11,461 480,150 SH DEFINED 2 480,150 ANALOG DEVICES INC COMMON 032654105 709 29,700 SH DEFINED 2,3 29,700 ANALOG DEVICES INC COMMON 032654105 108 4,520 SH DEFINED 5 4,520 ANAREN INC COMMON 032744104 1,980 225,000 SH DEFINED 1 225,000 ANAREN INC COMMON 032744104 410 46,600 SH DEFINED 2 46,600 ANDRX GROUP COMMON 034553107 6,508 443,600 SH DEFINED 1 443,600 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 2,555 75,000 SH DEFINED 1 75,000 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 272 8,000 SH DEFINED 6 8,000 ANGLOGOLD LIMITED ADR COMMON 035128206 4,629 135,100 SH DEFINED 1 135,100

Page 8/107 ANHEUSER BUSCH COS INC COMMON 035229103 100 2,072 SH DEFINED 5 2,072 ANHEUSER-BUSCH COS INC COMMON 035229103 148,646 3,071,200 SH DEFINED 1 3,071,200 ANHEUSER-BUSCH COS INC COMMON 035229103 78,166 1,615,000 SH DEFINED 1,2 1,615,000 ANHEUSER-BUSCH COS INC COMMON 035229103 6,742 139,300 SH DEFINED 1,4 139,300 ANHEUSER-BUSCH COS INC COMMON 035229103 5,399 111,550 SH DEFINED 2 111,550 ANHEUSER-BUSCH COS INC COMMON 035229103 271 5,600 SH DEFINED 2,3 5,600 ANN TAYLOR STORES INC COMMON 036115103 530 25,960 SH DEFINED 1 25,960 ANTEON INTERNATIONAL CORP COMMON 03674E108 5,446 226,900 SH DEFINED 1 226,900 ANTEON INTERNATIONAL CORP COMMON 03674E108 2 100 SH DEFINED 2,3 100 ANTHEM INC COMMON 03674B104 105,935 1,684,182 SH DEFINED 1 1,684,182 ANTHEM INC COMMON 03674B104 14,153 225,000 SH DEFINED 1,2 225,000 ANTHEM INC COMMON 03674B104 906 14,400 SH DEFINED 1,4 14,400 ANTHEM INC COMMON 03674B104 3,730 59,300 SH DEFINED 2 59,300 ANTHEM INC COMMON 03674B104 434 6,900 SH DEFINED 2,3 6,900 ANTHEM INC COMMON 03674B104 18 285 SH DEFINED 5 285 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 1,804 143,500 SH DEFINED 1 143,500 AOL TIME WARNER INC COMMON 00184A105 61,664 4,707,200 SH DEFINED 1 4,707,200 AOL TIME WARNER INC COMMON 00184A105 3 195 SH DEFINED 5 195 APACHE CORP COMMON 037411105 33,246 583,360 SH DEFINED 1 583,360 APACHE CORP COMMON 037411105 28,495 500,000 SH DEFINED 1,2 500,000 APACHE CORP COMMON 037411105 2,109 37,000 SH DEFINED 1,4 37,000 APACHE CORP COMMON 037411105 2,502 43,900 SH DEFINED 2 43,900 APACHE CORP COMMON 037411105 108 1,900 SH DEFINED 2,3 1,900 APACHE CORP COMMON 037411105 7 129 SH DEFINED 5 129 APOGENT TECHNOLOGIES INC COMMON 03760A101 37,244 1,790,600 SH DEFINED 1 1,790,600 APOGENT TECHNOLOGIES INC COMMON 03760A101 306 14,700 SH DEFINED 1,4 14,700 APOGENT TECHNOLOGIES INC COMMON 03760A101 2,109 101,400 SH DEFINED 2 101,400 APOGENT TECHNOLOGIES INC COMMON 03760A101 4,668 224,446 SH DEFINED 5 224,446

Page 9/107 APOLLO GROUP INC CL A COMMON 037604105 43,943 998,712 SH DEFINED 1 998,712 APOLLO GROUP INC CL A COMMON 037604105 5,688 129,270 SH DEFINED 1,4 129,270 APOLLO GROUP INC CL A COMMON 037604105 1,467 33,344 SH DEFINED 2 33,344 APOLLO GROUP INC CL A COMMON 037604105 193 4,385 SH DEFINED 2,3 4,385 APOLLO GROUP INC CL A COMMON 037604105 89 2,019 SH DEFINED 5 2,019 APPLE COMPUTER INC COMMON 037833100 5,159 360,000 SH DEFINED 1 360,000 APPLE COMPUTER INC COMMON 037833100 411 28,700 SH DEFINED 1,4 28,700 APPLE COMPUTER INC COMMON 037833100 1,486 103,700 SH DEFINED 2 103,700 APPLEBEE'S INTERNATIONAL, INC. COMMON 037899101 1,739 75,000 SH DEFINED 1 75,000 APPLIED FILMS CORP COMMON 038197109 7,996 400,000 SH DEFINED 1 400,000 APPLIED FILMS CORP COMMON 038197109 1,111 55,600 SH DEFINED 2 55,600 APPLIED FILMS CORP COMMON 038197109 150 7,500 SH DEFINED 6 7,500 APPLIED MATERIALS INC COMMON 038222105 244,440 18,759,800 SH DEFINED 1 18,759,800 APPLIED MATERIALS INC COMMON 038222105 150,485 11,549,100 SH DEFINED 1,2 11,549,100 APPLIED MATERIALS INC COMMON 038222105 3,472 266,500 SH DEFINED 1,4 266,500 APPLIED MATERIALS INC COMMON 038222105 16,771 1,287,090 SH DEFINED 2 1,287,090 APPLIED MATERIALS INC COMMON 038222105 1,003 77,000 SH DEFINED 2,3 77,000 APPLIED MATERIALS INC COMMON 038222105 14,292 1,096,854 SH DEFINED 5 1,096,854 APRIA HEALTHCARE GROUP COMMON 037933108 5,531 248,700 SH DEFINED 1 248,700 AQUILA INC COMMON 03840P102 448 253,164 SH DEFINED 1 253,164 ARCH COAL INC COMMON 039380100 3,526 163,330 SH DEFINED 1 163,330 ARCH COAL INC COMMON 039380100 158 7,300 SH DEFINED 1,4 7,300 ARCH COAL INC COMMON 039380100 557 25,800 SH DEFINED 2 25,800 ARMOR HOLDINGS INC COMMON 042260109 2,410 175,000 SH DEFINED 1 175,000 ARMOR HOLDINGS INC COMMON 042260109 464 33,700 SH DEFINED 2 33,700 ARQULE INC COMMON 04269E107 1 400 SH DEFINED 1 400 ARRAY BIOPHARMA INC COMMON 04269X105 1,388 250,000 SH DEFINED 1 250,000 ARRAY BIOPHARMA INC COMMON 04269X105 271 48,900 SH DEFINED 2 48,900

Page 10/107 ARVINMERITOR INC COMMON 043353101 367 22,030 SH DEFINED 1 22,030 ARVINMERITOR INC COMMON 043353101 1,577 94,600 SH DEFINED 1,4 94,600 ARVINMERITOR INC COMMON 043353101 27 1,600 SH DEFINED 2 1,600 ASE TEST LTD COMMON Y02516105 3,100 775,000 SH DEFINED 1 775,000 ASE TEST LTD COMMON Y02516105 261 65,300 SH DEFINED 2 65,300 ASM LITHOGRAPHY CVT 144A CONVERT 00207EAB6 1,097 1,250,000 PRN DEFINED 1 1,250,000 ASYST TECHNOLOGIES INC COMMON 04648X107 2,389 325,000 SH DEFINED 1 325,000 ASYST TECHNOLOGIES INC COMMON 04648X107 487 66,200 SH DEFINED 2 66,200 ATS MEDICAL INC COMMON 002083103 999 2,220,000 SH DEFINED 1 2,220,000 ATS MEDICAL INC COMMON 002083103 18 40,000 SH DEFINED 2 40,000 AUTODESK INC COMMON 052769106 3,218 225,000 SH DEFINED 1 225,000 AUTODESK INC COMMON 052769106 593 41,500 SH DEFINED 2 41,500 AUTOMATIC DATA PROCESSING INC COMMON 053015103 17,575 447,780 SH DEFINED 1 447,780 AUTOMATIC DATA PROCESSING INC COMMON 053015103 42,390 1,080,000 SH DEFINED 1,2 1,080,000 AUTOMATIC DATA PROCESSING INC COMMON 053015103 173 4,400 SH DEFINED 2 4,400 AUTOZONE INC COMMON 053332102 7,531 106,600 SH DEFINED 1 106,600 AUTOZONE INC COMMON 053332102 4,451 63,000 SH DEFINED 1,4 63,000 AUTOZONE INC COMMON 053332102 276 3,910 SH DEFINED 2 3,910 AUTOZONE INC COMMON 053332102 14 201 SH DEFINED 5 201 AVALONBAY COMMUNITIES INC COMMON 053484101 4,697 120,000 SH DEFINED 1,4 120,000 AVENTIS ADR SPONSORED COMMON 053561106 79 1,461 SH DEFINED 5 1,461 AVERY-DENNISON CORP COMMON 053611109 6,230 102,000 SH DEFINED 1 102,000 AVERY-DENNISON CORP COMMON 053611109 9,162 150,000 SH DEFINED 1,2 150,000 AVERY-DENNISON CORP COMMON 053611109 43 700 SH DEFINED 2 700 AVERY-DENNISON CORP COMMON 053611109 140 2,300 SH DEFINED 2,3 2,300 AVOCENT CORP COMMON 053893103 7,350 330,800 SH DEFINED 1 330,800 AVOCENT CORP COMMON 053893103 1,071 48,200 SH DEFINED 2 48,200

Page 11/107 AVON PRODUCTS COMMON 054303102 41,081 762,600 SH DEFINED 1 762,600 AVON PRODUCTS COMMON 054303102 36,632 680,000 SH DEFINED 1,2 680,000 AVON PRODUCTS COMMON 054303102 857 15,900 SH DEFINED 2 15,900 AVON PRODUCTS COMMON 054303102 1,861 34,542 SH DEFINED 5 34,542 AXCAN PHARMA INC COMMON 054923107 2,578 219,000 SH DEFINED 1 219,000 BAKER HUGHES INC COMMON 057224107 161,867 5,028,500 SH DEFINED 1 5,028,500 BAKER HUGHES INC COMMON 057224107 38,628 1,200,000 SH DEFINED 1,2 1,200,000 BAKER HUGHES INC COMMON 057224107 299 9,300 SH DEFINED 2 9,300 BAKER HUGHES INC COMMON 057224107 142 4,400 SH DEFINED 2,3 4,400 BALL CORP COMMON 058498106 8 160 SH DEFINED 1 160 BANCORPSOUTH INC COMMON 059692103 3 130 SH DEFINED 1 130 BANK OF AMERICA CORP COMMON 060505104 504,578 7,252,809 SH DEFINED 1 7,252,809 BANK OF AMERICA CORP COMMON 060505104 2,435 35,000 PUT DEFINED 1 35,000 BANK OF AMERICA CORP COMMON 060505104 123,835 1,780,000 SH DEFINED 1,2 1,780,000 BANK OF AMERICA CORP COMMON 060505104 12,207 175,470 SH DEFINED 1,4 175,470 BANK OF AMERICA CORP COMMON 060505104 19,076 274,200 SH DEFINED 2 274,200 BANK OF AMERICA CORP COMMON 060505104 925 13,300 SH DEFINED 2,3 13,300 BANK OF AMERICA CORP COMMON 060505104 10,558 151,758 SH DEFINED 5 151,758 BANK OF BERMUDA LTD COMMON G07644100 1,410 44,200 SH DEFINED 1 44,200 BANK OF NEW YORK CO COMMON 064057102 266,288 11,113,870 SH DEFINED 1 11,113,870 BANK OF NEW YORK CO COMMON 064057102 694 28,950 SH DEFINED 2 28,950 BANK OF NEW YORK CO COMMON 064057102 117 4,900 SH DEFINED 2,3 4,900 BANK OF NEW YORK CO COMMON 064057102 9,349 390,179 SH DEFINED 5 390,179 BANK ONE CORP COMMON 06423A103 124,694 3,411,600 SH DEFINED 1 3,411,600 BANK ONE CORP COMMON 06423A103 572 15,650 SH DEFINED 2 15,650 BANK ONE CORP COMMON 06423A103 9,564 261,657 SH DEFINED 5 261,657 BARD (C.R.) INC COMMON 067383109 32,515 560,600 SH DEFINED 1 560,600 BARD (C.R.) INC COMMON 067383109 476 8,200 SH DEFINED 2 8,200

Page 12/107 BARNES & NOBLE INC COMMON 067774109 13,495 746,800 SH DEFINED 1 746,800 BARNES & NOBLE INC COMMON 067774109 351 19,400 SH DEFINED 2 19,400 BARNES & NOBLE INC COMMON 067774109 2,167 119,907 SH DEFINED 5 119,907 BARR LABORATORIES INC COMMON 068306109 5,598 86,000 SH DEFINED 1 86,000 BARR LABORATORIES INC COMMON 068306109 709 10,900 SH DEFINED 2 10,900 BARRICK GOLD CORP COMMON 067901108 8,721 565,900 SH DEFINED 1,4 565,900 BAUSCH & LOMB INC COMMON 071707103 10,804 300,100 SH DEFINED 1 300,100 BAUSCH & LOMB INC COMMON 071707103 346 9,600 SH DEFINED 2 9,600 BAXTER INTERNATIONAL INC COMMON 071813109 68,034 2,429,800 SH DEFINED 1 2,429,800 BAXTER INTERNATIONAL INC COMMON 071813109 221 7,900 SH DEFINED 2 7,900 BAXTER INTERNATIONAL INC COMMON 071813109 3 100 SH DEFINED 5 100 BCE INC COMMON 05534B109 11,285 626,600 SH DEFINED 1,4 626,600 BEA SYSTEMS INC COMMON 073325102 62,065 5,411,100 SH DEFINED 1 5,411,100 BEA SYSTEMS INC COMMON 073325102 161 14,000 SH DEFINED 1,4 14,000 BEA SYSTEMS INC COMMON 073325102 23 2,000 SH DEFINED 2 2,000 BEAR STEARNS COMPANIES INC COMMON 073902108 2 40 SH DEFINED 1 40 BEARINGPOINT INC COMMON 074002106 2,760 400,000 SH DEFINED 1 400,000 BECKMAN COULTER INC COMMON 075811109 32,310 1,094,500 SH DEFINED 1 1,094,500 BECKMAN COULTER INC COMMON 075811109 221 7,500 SH DEFINED 1,4 7,500 BECKMAN COULTER INC COMMON 075811109 1,305 44,200 SH DEFINED 2 44,200 BECKMAN COULTER INC COMMON 075811109 1,749 59,264 SH DEFINED 5 59,264 BECTON DICKINSON & CO COMMON 075887109 12,549 408,900 SH DEFINED 1 408,900 BECTON DICKINSON & CO COMMON 075887109 13,811 450,000 SH DEFINED 1,2 450,000 BECTON DICKINSON & CO COMMON 075887109 246 8,000 SH DEFINED 1,4 8,000 BECTON DICKINSON & CO COMMON 075887109 242 7,900 SH DEFINED 2 7,900 BECTON DICKINSON & CO COMMON 075887109 123 4,000 SH DEFINED 2,3 4,000

Page 13/107 BED BATH AND BEYOND INC COMMON 075896100 123,165 3,566,911 SH DEFINED 1 3,566,911 BED BATH AND BEYOND INC COMMON 075896100 115,676 3,350,000 SH DEFINED 1,2 3,350,000 BED BATH AND BEYOND INC COMMON 075896100 742 21,500 SH DEFINED 1,4 21,500 BED BATH AND BEYOND INC COMMON 075896100 16,546 479,190 SH DEFINED 2 479,190 BED BATH AND BEYOND INC COMMON 075896100 965 27,960 SH DEFINED 2,3 27,960 BED BATH AND BEYOND INC COMMON 075896100 163 4,716 SH DEFINED 5 4,716 BELLSOUTH CORP COMMON 079860102 14,761 570,565 SH DEFINED 1 570,565 BELLSOUTH CORP COMMON 079860102 2,023 78,200 SH DEFINED 2 78,200 BELLSOUTH CORP COMMON 079860102 96 3,730 SH DEFINED 5 3,730 BELO CORP CL A COMMON 080555105 6,225 292,000 SH DEFINED 1 292,000 BERKLEY (W.R.) CORP COMMON 084423102 3,769 95,150 SH DEFINED 1 95,150 BEST BUY CO INC COMMON 086516101 225,841 9,351,600 SH DEFINED 1 9,351,600 BEST BUY CO INC COMMON 086516101 37,916 1,570,000 SH DEFINED 1,2 1,570,000 BEST BUY CO INC COMMON 086516101 3,090 127,950 SH DEFINED 1,4 127,950 BEST BUY CO INC COMMON 086516101 4,492 186,000 SH DEFINED 2 186,000 BEST BUY CO INC COMMON 086516101 232 9,600 SH DEFINED 2,3 9,600 BEST BUY CO INC COMMON 086516101 2,880 119,236 SH DEFINED 5 119,236 BHP LTD SPONSORED ADR COMMON 088606108 101 8,753 SH DEFINED 5 8,753 BIACORE INTL AB ADR SPONSORED COMMON 088658109 11 497 SH DEFINED 5 497 BIG 5 SPORTING GOODS CORP COMMON 08915P101 2,751 255,000 SH DEFINED 1 255,000 BIOMARIN PHARMACEUTICAL COMMON 09061G101 4 600 SH DEFINED 1 600 BIOMET INC COMMON 090613100 27,734 967,705 SH DEFINED 1 967,705 BIOMET INC COMMON 090613100 108,068 3,770,675 SH DEFINED 1,2 3,770,675 BIOMET INC COMMON 090613100 57 2,000 SH DEFINED 1,4 2,000 BIOMET INC COMMON 090613100 10,922 381,075 SH DEFINED 2 381,075 BIOMET INC COMMON 090613100 509 17,750 SH DEFINED 2,3 17,750 BIOMET INC COMMON 090613100 67 2,344 SH DEFINED 5 2,344 BIOSITE INC COMMON 090945106 4,253 125,000 SH DEFINED 1 125,000 BIOSITE INC COMMON 090945106 772 22,700 SH DEFINED 2 22,700

Page 14/107 BIOVAIL CORP COMMON 09067J109 6,914 261,800 SH DEFINED 1 261,800 BIOVAIL CORP COMMON 09067J109 5,995 227,000 SH DEFINED 1,4 227,000 BIOVAIL CORP COMMON 09067J109 573 21,700 SH DEFINED 2 21,700 BIOVAIL CORP COMMON 09067J109 3 100 SH DEFINED 2,3 100 BIOVAIL CORP COMMON 09067J109 45 1,695 SH DEFINED 5 1,695 BJ SERVICES CO COMMON 055482103 90,932 2,814,370 SH DEFINED 1 2,814,370 BJ SERVICES CO COMMON 055482103 229 7,100 SH DEFINED 1,4 7,100 BJ SERVICES CO COMMON 055482103 565 17,500 SH DEFINED 2 17,500 BJ SERVICES CO COMMON 055482103 174 5,400 SH DEFINED 2,3 5,400 BJ SERVICES CO COMMON 055482103 1,913 59,218 SH DEFINED 5 59,218 BJ SERVICES CO COMMON 055482103 162 5,000 SH DEFINED 6 5,000 BJS WHOLESALE CLUB INC COMMON 05548J106 18,913 1,033,500 SH DEFINED 1 1,033,500 BJS WHOLESALE CLUB INC COMMON 05548J106 458 25,000 SH DEFINED 2 25,000 BJS WHOLESALE CLUB INC COMMON 05548J106 2,422 132,369 SH DEFINED 5 132,369 BLACK & DECKER CORP COMMON 091797100 68,549 1,598,250 SH DEFINED 1 1,598,250 BLACK & DECKER CORP COMMON 091797100 472 11,000 SH DEFINED 2 11,000 BLACK & DECKER CORP COMMON 091797100 5 119 SH DEFINED 5 119 BLACK HILLS CORP COMMON 092113109 1,236 46,600 SH DEFINED 1 46,600 BLOCK H&R INC COMMON 093671105 156,557 3,894,450 SH DEFINED 1 3,894,450 BLOCK H&R INC COMMON 093671105 786 19,550 SH DEFINED 2 19,550 BLOCK H&R INC COMMON 093671105 15,571 387,339 SH DEFINED 5 387,339 BLOCKBUSTER INC CL A COMMON 093679108 797 65,060 SH DEFINED 1 65,060 BLOCKBUSTER INC CL A COMMON 093679108 123 10,000 SH DEFINED 1,4 10,000 BLOCKBUSTER INC CL A COMMON 093679108 463 37,800 SH DEFINED 2 37,800 BMC SOFTWARE INC COMMON 055921100 17,247 1,008,000 SH DEFINED 1 1,008,000 BMC SOFTWARE INC COMMON 055921100 469 27,400 SH DEFINED 2 27,400 BMC SOFTWARE INC COMMON 055921100 2,995 175,051 SH DEFINED 5 175,051 BNP PARIBAS - ADR COMMON 05565A202 105 5,179 SH DEFINED 5 5,179 BOEING CO COMMON 097023105 79 2,400 SH DEFINED 1,4 2,400

Page 15/107 BORG-WARNER AUTOMOTIVE COMMON 099724106 2,269 45,000 SH DEFINED 1 45,000 BORG-WARNER AUTOMOTIVE COMMON 099724106 151 3,000 SH DEFINED 6 3,000 BORLAND SOFTWARE CORP COMMON 099849101 3,321 270,000 SH DEFINED 1 270,000 BORLAND SOFTWARE CORP COMMON 099849101 209 17,000 SH DEFINED 6 17,000 BOSTON SCIENTIFIC CORP COMMON 101137107 57,453 1,351,196 SH DEFINED 1 1,351,196 BOSTON SCIENTIFIC CORP COMMON 101137107 27,638 650,000 SH DEFINED 1,2 650,000 BOSTON SCIENTIFIC CORP COMMON 101137107 574 13,500 SH DEFINED 1,4 13,500 BOSTON SCIENTIFIC CORP COMMON 101137107 6,452 151,750 SH DEFINED 2 151,750 BOSTON SCIENTIFIC CORP COMMON 101137107 387 9,100 SH DEFINED 2,3 9,100 BOSTON SCIENTIFIC CORP COMMON 101137107 30 695 SH DEFINED 5 695 BOWATER INC COMMON 102183100 11,658 277,900 SH DEFINED 1 277,900 BP PLC ADR COMMON 055622104 155,076 3,814,900 SH DEFINED 1 3,814,900 BP PLC ADR COMMON 055622104 142 3,500 SH DEFINED 1,4 3,500 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 1,010 68,400 SH DEFINED 1 68,400 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 2,734 185,200 SH DEFINED 1,4 185,200 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 12 800 SH DEFINED 2 800 BRINKER INTL INC COMMON 109641100 26,438 819,790 SH DEFINED 1 819,790 BRINKER INTL INC COMMON 109641100 87,417 2,710,600 SH DEFINED 1,2 2,710,600 BRINKER INTL INC COMMON 109641100 277 8,600 SH DEFINED 1,4 8,600 BRINKER INTL INC COMMON 109641100 7,835 242,950 SH DEFINED 2 242,950 BRINKER INTL INC COMMON 109641100 476 14,750 SH DEFINED 2,3 14,750 BRISTOL-MYERS SQUIBB CO COMMON 110122108 51,640 2,230,690 SH DEFINED 1 2,230,690 BRISTOL-MYERS SQUIBB CO COMMON 110122108 33,568 1,450,000 SH DEFINED 1,2 1,450,000 BRISTOL-MYERS SQUIBB CO COMMON 110122108 1,053 45,500 SH DEFINED 2 45,500 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 1,139 275,000 SH DEFINED 1 275,000 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 177 42,700 SH DEFINED 1,4 42,700 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 638 154,000 SH DEFINED 2 154,000

Page 16/107 BROWN & BROWN INC COMMON 115236101 28,784 890,600 SH DEFINED 1 890,600 BROWN & BROWN INC COMMON 115236101 134 4,140 SH DEFINED 1,4 4,140 BROWN & BROWN INC COMMON 115236101 1,988 61,520 SH DEFINED 2 61,520 BROWN & BROWN INC COMMON 115236101 190 5,880 SH DEFINED 2,3 5,880 BROWN & BROWN INC COMMON 115236101 122 3,761 SH DEFINED 5 3,761 BRUKER AXS INC COMMON 11679P101 941 520,000 SH DEFINED 1 520,000 BRUKER AXS INC COMMON 11679P101 187 103,300 SH DEFINED 2 103,300 BRUKER DALTONICS INC COMMON 116795105 1,461 300,600 SH DEFINED 1 300,600 BRUKER DALTONICS INC COMMON 116795105 316 65,000 SH DEFINED 2 65,000 BRUNSWICK CORP COMMON 117043109 46,432 2,337,970 SH DEFINED 1 2,337,970 BRUNSWICK CORP COMMON 117043109 983 49,500 SH DEFINED 2 49,500 BRUNSWICK CORP COMMON 117043109 4,509 227,062 SH DEFINED 5 227,062 BT GROUP PLC COMMON 05577E101 71 2,259 SH DEFINED 5 2,259 BUNGE LTD COMMON G16962105 241 10,000 SH DEFINED 1 10,000 BUNGE LTD COMMON G16962105 2,146 89,200 SH DEFINED 1,4 89,200 BUNGE LTD COMMON G16962105 43 1,800 SH DEFINED 2 1,800 BUNGE LTD COMMON G16962105 36 1,500 SH DEFINED 2,3 1,500 BUNZL PUB LTD CO ADR SPONSORED COMMON 120738307 41 1,331 SH DEFINED 5 1,331 BURLINGTON RESOURCES INC COMMON 122014103 6,474 151,800 SH DEFINED 1 151,800 BURLINGTON RESOURCES INC COMMON 122014103 85 2,000 SH DEFINED 1,4 2,000 BUSINESS OBJECTS ADR COMMON 12328X107 10,286 685,700 SH DEFINED 1 685,700 BUSINESS OBJECTS ADR COMMON 12328X107 648 43,200 SH DEFINED 2 43,200 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 27,238 873,000 SH DEFINED 1 873,000 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 62 2,000 SH DEFINED 1,4 2,000 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 1,638 52,500 SH DEFINED 2 52,500 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 100 3,200 SH DEFINED 2,3 3,200 CABOT MICROELECTRONICS CORP COMMON 12709P103 2,596 55,000 SH DEFINED 1 55,000 CABOT MICROELECTRONICS CORP COMMON 12709P103 335 7,100 SH DEFINED 1,4 7,100 CABOT MICROELECTRONICS CORP COMMON 12709P103 1,213 25,700 SH DEFINED 2 25,700

Page 17/107 CACI INTERNATIONAL INC CL A COMMON 127190304 23,205 651,100 SH DEFINED 1 651,100 CACI INTERNATIONAL INC CL A COMMON 127190304 57 1,600 SH DEFINED 1,4 1,600 CACI INTERNATIONAL INC CL A COMMON 127190304 1,910 53,600 SH DEFINED 2 53,600 CACI INTERNATIONAL INC CL A COMMON 127190304 93 2,600 SH DEFINED 2,3 2,600 CAL DIVE INTL INC COMMON 127914109 35,692 1,518,800 SH DEFINED 1 1,518,800 CAL DIVE INTL INC COMMON 127914109 118 5,000 SH DEFINED 1,4 5,000 CAL DIVE INTL INC COMMON 127914109 3,631 154,490 SH DEFINED 2 154,490 CAL DIVE INTL INC COMMON 127914109 185 7,890 SH DEFINED 2,3 7,890 CAL DIVE INTL INC COMMON 127914109 141 6,000 SH DEFINED 6 6,000 CAMBREX CORP COMMON 132011107 5,287 175,000 SH DEFINED 1 175,000 CAMBREX CORP COMMON 132011107 1,054 34,900 SH DEFINED 2 34,900 CAMPBELL SOUP COMMON 134429109 29,528 1,258,100 SH DEFINED 1 1,258,100 CAMPBELL SOUP COMMON 134429109 27,695 1,180,000 SH DEFINED 1,2 1,180,000 CAMPBELL SOUP COMMON 134429109 603 25,700 SH DEFINED 2 25,700 CAMPBELL SOUP COMMON 134429109 2,317 98,742 SH DEFINED 5 98,742 CANADIAN NATIONAL RAILWAY COMMON 136375102 17,019 409,500 SH DEFINED 1 409,500 CANADIAN NATIONAL RAILWAY COMMON 136375102 9,027 217,200 SH DEFINED 1,4 217,200 CANADIAN NATIONAL RAILWAY COMMON 136375102 3,699 89,000 SH DEFINED 2 89,000 CANADIAN NATIONAL RAILWAY COMMON 136375102 168 4,032 SH DEFINED 5 4,032 CANADIAN PACIFIC RAILWAY LTD COMMON 13645T100 80 4,073 SH DEFINED 5 4,073 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 CANON INC ADR COMMON 138006309 63 1,722 SH DEFINED 5 1,722 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1,114 37,490 SH DEFINED 1 37,490 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 2,936 98,800 SH DEFINED 1,4 98,800 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 538 18,100 SH DEFINED 2 18,100 CARDIAC SCIENCE INC COMMON 141410209 5,448 2,465,000 SH DEFINED 1 2,465,000 CARDIAC SCIENCE INC COMMON 141410209 167 75,700 SH DEFINED 2 75,700 CARDIAC SCIENCE INC COMMON 141410209 188 85,000 SH DEFINED 6 85,000

Page 18/107 CARDINAL HEALTH INC COMMON 14149Y108 75,879 1,281,960 SH DEFINED 1 1,281,960 CARDINAL HEALTH INC COMMON 14149Y108 102,706 1,735,200 SH DEFINED 1,2 1,735,200 CARDINAL HEALTH INC COMMON 14149Y108 14,709 248,500 SH DEFINED 2 248,500 CARDINAL HEALTH INC COMMON 14149Y108 491 8,300 SH DEFINED 2,3 8,300 CARDINAL HEALTH INC COMMON 14149Y108 265 4,482 SH DEFINED 5 4,482 CAREER EDUCATION CORP COMMON 141665109 5,468 136,704 SH DEFINED 1 136,704 CAREER EDUCATION CORP COMMON 141665109 240 6,000 SH DEFINED 1,4 6,000 CAREER EDUCATION CORP COMMON 141665109 1,660 41,500 SH DEFINED 2 41,500 CAREMARK RX INC COMMON 141705103 76,891 4,731,744 SH DEFINED 1 4,731,744 CAREMARK RX INC COMMON 141705103 91,813 5,650,000 SH DEFINED 1,2 5,650,000 CAREMARK RX INC COMMON 141705103 985 60,600 SH DEFINED 1,4 60,600 CAREMARK RX INC COMMON 141705103 12,329 758,720 SH DEFINED 2 758,720 CAREMARK RX INC COMMON 141705103 746 45,890 SH DEFINED 2,3 45,890 CARMAX INC COMMON 143130102 8,348 466,900 SH DEFINED 1 466,900 CARMAX INC COMMON 143130102 17,880 1,000,000 SH DEFINED 1,2 1,000,000 CARMAX INC COMMON 143130102 2,518 140,800 SH DEFINED 2 140,800 CARMAX INC COMMON 143130102 68 3,800 SH DEFINED 2,3 3,800 CARNIVAL CORP COMMON 143658102 36,249 1,452,850 SH DEFINED 1 1,452,850 CARNIVAL CORP COMMON 143658102 30,564 1,225,000 SH DEFINED 1,2 1,225,000 CARNIVAL CORP COMMON 143658102 4,785 191,800 SH DEFINED 2 191,800 CARNIVAL CORP COMMON 143658102 82 3,300 SH DEFINED 2,3 3,300 CARNIVAL CORP COMMON 143658102 240 9,625 SH DEFINED 5 9,625 CAROLINA GROUP COMMON 540424207 8,333 411,100 SH DEFINED 1,4 411,100 CAROLINA GROUP COMMON 540424207 28 1,400 SH DEFINED 2 1,400 CASELLA WASTE SYSTEMS INC CL A COMMON 147448104 1,697 190,900 SH DEFINED 1 190,900 CATAPULT COMMUNICATIONS CORP COMMON 149016107 1,613 135,000 SH DEFINED 1 135,000 CATAPULT COMMUNICATIONS CORP COMMON 149016107 349 29,200 SH DEFINED 2 29,200 CBRL GROUP INC COMMON 12489V106 19,102 634,000 SH DEFINED 1 634,000 CBRL GROUP INC COMMON 12489V106 75 2,480 SH DEFINED 1,4 2,480 CBRL GROUP INC COMMON 12489V106 1,221 40,520 SH DEFINED 2 40,520 CBRL GROUP INC COMMON 12489V106 124 4,100 SH DEFINED 2,3 4,100

Page 19/107 CDW COMPUTER CENTERS INC COMMON 125129106 112,973 2,576,360 SH DEFINED 1 2,576,360 CDW COMPUTER CENTERS INC COMMON 125129106 129,358 2,950,000 SH DEFINED 1,2 2,950,000 CDW COMPUTER CENTERS INC COMMON 125129106 1,193 27,210 SH DEFINED 1,4 27,210 CDW COMPUTER CENTERS INC COMMON 125129106 16,051 366,040 SH DEFINED 2 366,040 CDW COMPUTER CENTERS INC COMMON 125129106 1,244 28,360 SH DEFINED 2,3 28,360 CDW COMPUTER CENTERS INC COMMON 125129106 155 3,543 SH DEFINED 5 3,543 CE FRANKLIN LTD COMMON 125151100 289 128,800 SH DEFINED 1 128,800 CE FRANKLIN LTD COMMON 125151100 13 6,000 SH DEFINED 1,4 6,000 CEC ENTERTAINMENT INC COMMON 125137109 614 20,000 SH DEFINED 1 20,000 CELCARIBE ORD TRUST CTFS 144A COMMON 150898104 23 2,276,400 SH DEFINED 1 2,276,400 CELEGENE CORP COMMON 151020104 6 300 SH DEFINED 1 300 CELESTICA INC COMMON 15101Q108 61,147 4,336,700 SH DEFINED 1 4,336,700 CELESTICA INC COMMON 15101Q108 169 12,000 SH DEFINED 1,4 12,000 CELESTICA INC COMMON 15101Q108 712 50,500 SH DEFINED 2 50,500 CELESTICA INC COMMON 15101Q108 104 7,400 SH DEFINED 2,3 7,400 CELL THERAPEUTICS INC COMMON 150934107 8 1,100 SH DEFINED 1 1,100 CEMEX SA WTS COMMON 151290863 31 16,212 SH DEFINED 1 16,212 CENDANT CORP COMMON 151313103 57,949 5,529,459 SH DEFINED 1 5,529,459 CENDANT CORP COMMON 151313103 3,525 336,400 SH DEFINED 1,4 336,400 CENDANT CORP COMMON 151313103 351 33,450 SH DEFINED 2 33,450 CENDANT CORP COMMON 151313103 4,747 452,947 SH DEFINED 5 452,947 CENDANT CORP COMMON 151313103 105 10,000 SH DEFINED 6 10,000 CENTENE CORP COMMON 15135B101 5,354 159,400 SH DEFINED 1 159,400 CENTENE CORP COMMON 15135B101 460 13,700 SH DEFINED 2 13,700 CENTERPOINT ENERGY CVT 2 9/15/29 CONVERT 15189T206 385 17,000 SH DEFINED 1 17,000 CENTERPOINT ENERGY INC COMMON 15189T107 1,990 234,100 SH DEFINED 1 234,100

Page 20/107 CENTEX CORP COMMON 152312104 15,276 304,300 SH DEFINED 1 304,300 CENTEX CORP COMMON 152312104 30,120 600,000 SH DEFINED 1,2 600,000 CENTEX CORP COMMON 152312104 371 7,400 SH DEFINED 1,4 7,400 CENTEX CORP COMMON 152312104 4,086 81,400 SH DEFINED 2 81,400 CENTEX CORP COMMON 152312104 115 2,300 SH DEFINED 2,3 2,300 CENTURYTEL INC COMMON 156700106 2,057 70,000 SH DEFINED 1 70,000 CEPHALON INC COMMON 156708109 5,841 120,027 SH DEFINED 1 120,027 CEPHALON INC COMMON 156708109 24,334 500,000 SH DEFINED 1,2 500,000 CEPHALON INC COMMON 156708109 2,789 57,300 SH DEFINED 2 57,300 CEPHALON INC COMMON 156708109 97 2,000 SH DEFINED 2,3 2,000 CERIDIAN CORP COMMON 156779100 167,861 11,640,880 SH DEFINED 1 11,640,880 CERIDIAN CORP COMMON 156779100 1,680 116,500 SH DEFINED 2 116,500 CERIDIAN CORP COMMON 156779100 15,464 1,072,402 SH DEFINED 5 1,072,402 CERNER CORP COMMON 156782104 20,178 645,500 SH DEFINED 1 645,500 CERNER CORP COMMON 156782104 1,172 37,500 SH DEFINED 2 37,500 CERNER CORP COMMON 156782104 9 300 SH DEFINED 2,3 300 CERTEGY INC COMMON 156880106 42,084 1,714,200 SH DEFINED 1 1,714,200 CERTEGY INC COMMON 156880106 125 5,100 SH DEFINED 1,4 5,100 CERTEGY INC COMMON 156880106 1,122 45,700 SH DEFINED 2 45,700 CERTEGY INC COMMON 156880106 3,177 129,393 SH DEFINED 5 129,393 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 9,912 257,584 SH DEFINED 1 257,584 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 269 7,000 SH DEFINED 1,4 7,000 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 1,401 36,400 SH DEFINED 2 36,400 CHARLOTTE RUSSE HOLDING COMMON 161048103 4,272 402,600 SH DEFINED 1 402,600 CHARMING SHOPPES, INC. COMMON 161133103 3,057 731,400 SH DEFINED 1 731,400 CHARTER COMM INC CVT 144A 5.75 CONVERT 16117MAA5 330 1,500,000 PRN DEFINED 1 1,500,000 CHARTER MUNICIPAL MTG ACCEPTANCE COMMON 160908109 4,784 275,400 SH DEFINED 1 275,400

Page 21/107 CHARTER ONE FINANCIAL INC COMMON 160903100 7,668 266,900 SH DEFINED 1 266,900 CHARTER ONE FINANCIAL INC COMMON 160903100 66 2,295 SH DEFINED 2 2,295 CHARTER ONE FINANCIAL INC COMMON 160903100 11 389 SH DEFINED 5 389 CHC HELICOPTER CORP CL A COMMON 12541C203 1,809 100,000 SH DEFINED 1 100,000 CHECK POINT SOFTWARE TECH LT ORD COMMON M22465104 21 1,589 SH DEFINED 5 1,589 CHECKFREE CORP COMMON 162813109 4 250 SH DEFINED 1 250 CHEESECAKE FACTORY (THE) COMMON 163072101 11,391 315,100 SH DEFINED 1 315,100 CHEESECAKE FACTORY (THE) COMMON 163072101 58 1,600 SH DEFINED 1,4 1,600 CHEESECAKE FACTORY (THE) COMMON 163072101 975 26,970 SH DEFINED 2 26,970 CHEESECAKE FACTORY (THE) COMMON 163072101 89 2,460 SH DEFINED 2,3 2,460 CHEESECAKE FACTORY (THE) COMMON 163072101 92 2,550 SH DEFINED 5 2,550 CHESAPEAKE ENERGY CORP COMMON 165167107 5,418 700,000 SH DEFINED 1 700,000 CHESAPEAKE ENERGY CORP COMMON 165167107 1,048 135,400 SH DEFINED 2 135,400 CHEUNG KONG HOLDINGS LTD ADR COMMON 166744201 41 6,280 SH DEFINED 5 6,280 CHEVRONTEXACO CORP COMMON 166764100 195,165 2,935,690 SH DEFINED 1 2,935,690 CHEVRONTEXACO CORP COMMON 166764100 34,570 520,000 SH DEFINED 1,2 520,000 CHEVRONTEXACO CORP COMMON 166764100 140 2,100 SH DEFINED 2 2,100 CHICAGO BRIDGE & IRON-NY SHARES COMMON 167250109 4,047 134,000 SH DEFINED 1 134,000 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 2,096 48,000 SH DEFINED 1 48,000 CHICAGO PIZZA & BREWERY INC COMMON 167889104 1,380 200,000 SH DEFINED 1 200,000 CHICOS FAS INC COMMON 168615102 11,481 607,115 SH DEFINED 1 607,115 CHICOS FAS INC COMMON 168615102 1,613 85,298 SH DEFINED 2 85,298 CHILDREN'S PLACE RETAIL STORES INC COMMON 168905107 280 26,300 SH DEFINED 1 26,300 CHILDREN'S PLACE RETAIL STORES INC COMMON 168905107 18 1,700 SH DEFINED 6 1,700 CHINA MOBILE HONG KONG LTD ADR COMMON 16941M109 26 2,116 SH DEFINED 5 2,116

Page 22/107 CHIPPAC INC COMMON 169657103 10,868 3,061,500 SH DEFINED 1 3,061,500 CHIPPAC INC COMMON 169657103 577 162,500 SH DEFINED 2 162,500 CHIPPAC INC COMMON 169657103 355 100,000 SH DEFINED 6 100,000 CHIQUITA BRANDS INTL COMMON 170032809 3,182 240,000 SH DEFINED 1 240,000 CHIQUITA BRANDS INTL COMMON 170032809 172 13,000 SH DEFINED 6 13,000 CHIRON CORP COMMON 170040109 2,749 73,100 SH DEFINED 1 73,100 CHOICEPOINT INC COMMON 170388102 12,420 314,500 SH DEFINED 1 314,500 CHOICEPOINT INC COMMON 170388102 59 1,500 SH DEFINED 1,4 1,500 CHOICEPOINT INC COMMON 170388102 948 24,000 SH DEFINED 2 24,000 CHOICEPOINT INC COMMON 170388102 91 2,300 SH DEFINED 2,3 2,300 CHRISTOPHER & BANKS CORP COMMON 171046105 4,372 210,700 SH DEFINED 1 210,700 CHRISTOPHER & BANKS CORP COMMON 171046105 855 41,200 SH DEFINED 2 41,200 CHUBB CORP 7.00 11/16/05 CVT PFD CONVERT 171232309 477 20,000 SH DEFINED 6 20,000 CHURCH & DWIGHT INC. COMMON 171340102 380 12,500 SH DEFINED 1 12,500 CIENA CORP COMMON 171779101 1,684 327,700 SH DEFINED 1 327,700 CIENA CORP COMMON 171779101 125 24,300 SH DEFINED 6 24,300 CIGNA CORP COMMON 125509109 4 100 SH DEFINED 1 100 CINERGY CORPORATION COMMON 172474108 1,797 53,300 SH DEFINED 1 53,300 CINTAS CORP COMMON 172908105 28,109 614,400 SH DEFINED 1 614,400 CINTAS CORP COMMON 172908105 128 2,800 SH DEFINED 1,4 2,800 CINTAS CORP COMMON 172908105 1,848 40,390 SH DEFINED 2 40,390 CINTAS CORP COMMON 172908105 183 4,000 SH DEFINED 2,3 4,000 CINTAS CORP COMMON 172908105 81 1,773 SH DEFINED 5 1,773 CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 354 102,500 SH DEFINED 1 102,500 CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 6 1,600 SH DEFINED 2 1,600 CIRCUIT CITY STORES INC COMMON 172737108 557 75,000 SH DEFINED 1 75,000

Page 23/107 CISCO SYSTEMS INC COMMON 17275R102 271,351 20,713,800 SH DEFINED 1 20,713,800 CISCO SYSTEMS INC COMMON 17275R102 155,235 11,850,000 SH DEFINED 1,2 11,850,000 CISCO SYSTEMS INC COMMON 17275R102 14,409 1,099,900 SH DEFINED 1,4 1,099,900 CISCO SYSTEMS INC COMMON 17275R102 22,903 1,748,330 SH DEFINED 2 1,748,330 CISCO SYSTEMS INC COMMON 17275R102 1,010 77,100 SH DEFINED 2,3 77,100 CISCO SYSTEMS INC COMMON 17275R102 583 44,541 SH DEFINED 5 44,541 CIT GROUP INC COMMON 125581108 759 38,700 SH DEFINED 1 38,700 CITIGROUP INC COMMON 172967101 759,311 21,577,460 SH DEFINED 1 21,577,460 CITIGROUP INC COMMON 172967101 130,203 3,700,000 SH DEFINED 1,2 3,700,000 CITIGROUP INC COMMON 172967101 739 21,000 SH DEFINED 1,4 21,000 CITIGROUP INC COMMON 172967101 22,858 649,550 SH DEFINED 2 649,550 CITIGROUP INC COMMON 172967101 1,036 29,450 SH DEFINED 2,3 29,450 CITIGROUP INC COMMON 172967101 12,783 363,265 SH DEFINED 5 363,265 CITRIX SYSTEMS INC COMMON 177376100 1,540 125,000 SH DEFINED 1 125,000 CITRIX SYSTEMS INC COMMON 177376100 1,540 125,000 PUT DEFINED 1 125,000 CITRIX SYSTEMS INC COMMON 177376100 209 17,000 SH DEFINED 6 17,000 CITRIX SYSTEMS INC COMMON 177376100 209 17,000 PUT DEFINED 6 17,000 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 46,126 1,236,950 SH DEFINED 1 1,236,950 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 82,038 2,200,000 SH DEFINED 1,2 2,200,000 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 373 10,000 SH DEFINED 1,4 10,000 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 11,148 298,950 SH DEFINED 2 298,950 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 544 14,600 SH DEFINED 2,3 14,600 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 208 5,572 SH DEFINED 5 5,572 CLOROX CO COMMON 189054109 15,915 385,820 SH DEFINED 1 385,820 CLOROX CO COMMON 189054109 30,938 750,000 SH DEFINED 1,2 750,000 CLOROX CO COMMON 189054109 4,769 115,600 SH DEFINED 1,4 115,600 CLOROX CO COMMON 189054109 2,764 67,000 SH DEFINED 2 67,000 CLOROX CO COMMON 189054109 215 5,200 SH DEFINED 2,3 5,200 CLOROX CO COMMON 189054109 13 316 SH DEFINED 5 316 CMS ENERGY CORP COMMON 125896100 1,919 203,300 SH DEFINED 1 203,300

Page 24/107 CNOOC LTD ADR COMMON 126132109 7,841 301,000 SH DEFINED 1 301,000 CNOOC LTD ADR COMMON 126132109 36 1,400 SH DEFINED 1,4 1,400 CNOOC LTD ADR COMMON 126132109 26 1,000 SH DEFINED 2 1,000 CNOOC LTD ADR COMMON 126132109 8 300 SH DEFINED 2,3 300 CNOOC LTD ADR COMMON 126132109 82 3,154 SH DEFINED 5 3,154 COACH INC COMMON 189754104 7,283 221,238 SH DEFINED 1 221,238 COACH INC COMMON 189754104 296 9,000 SH DEFINED 1,4 9,000 COACH INC COMMON 189754104 293 8,900 SH DEFINED 2 8,900 COACH INC COMMON 189754104 257 7,800 SH DEFINED 2,3 7,800 COCA-COLA CO COMMON 191216100 50,368 1,149,420 SH DEFINED 1 1,149,420 COCA-COLA CO COMMON 191216100 113,056 2,580,000 SH DEFINED 1,2 2,580,000 COCA-COLA CO COMMON 191216100 12,883 294,000 SH DEFINED 2 294,000 COCA-COLA CO COMMON 191216100 302 6,900 SH DEFINED 2,3 6,900 COCA-COLA ENTERPRISES INC COMMON 191219104 2,391 110,098 SH DEFINED 1 110,098 COCA-COLA ENTERPRISES INC COMMON 191219104 63 2,900 SH DEFINED 2 2,900 COGNEX CORP. COMMON 192422103 2,977 161,540 SH DEFINED 1 161,540 COGNIZANT TECH SOLUTIONS CORP COMMON 192446102 397 5,500 SH DEFINED 1 5,500 COGNIZANT TECH SOLUTIONS CORP COMMON 192446102 1,452 20,100 SH DEFINED 1,4 20,100 COGNIZANT TECH SOLUTIONS CORP COMMON 192446102 29 400 SH DEFINED 2 400 COGNOS INC COMMON 19244C109 4,690 200,000 SH DEFINED 1 200,000 COGNOS INC COMMON 19244C109 908 38,700 SH DEFINED 2 38,700 COINSTAR INC COMMON 19259P300 7,726 341,100 SH DEFINED 1 341,100 COINSTAR INC COMMON 19259P300 1,771 78,200 SH DEFINED 1,4 78,200 COINSTAR INC COMMON 19259P300 627 27,700 SH DEFINED 2 27,700 COLGATE PALMOLIVE CO COMMON 194162103 77,796 1,483,800 SH DEFINED 1 1,483,800 COLGATE PALMOLIVE CO COMMON 194162103 13,108 250,000 SH DEFINED 1,2 250,000 COLGATE PALMOLIVE CO COMMON 194162103 3,670 70,000 SH DEFINED 1,4 70,000 COLGATE PALMOLIVE CO COMMON 194162103 8,200 156,400 SH DEFINED 2 156,400 COLGATE PALMOLIVE CO COMMON 194162103 131 2,500 SH DEFINED 2,3 2,500 COLGATE PALMOLIVE CO COMMON 194162103 292 5,569 SH DEFINED 5 5,569

Page 25/107 COMCAST CORP CL A COMMON 20030N101 51,215 2,172,907 SH DEFINED 1 2,172,907 COMCAST CORP CL A COMMON 20030N101 0 2 SH DEFINED 5 2 COMCAST CORP SPECIAL CL A COMMON 20030N200 198,898 8,804,700 SH DEFINED 1 8,804,700 COMCAST CORP SPECIAL CL A COMMON 20030N200 160 7,100 SH DEFINED 2 7,100 COMCAST CORP SPECIAL CL A COMMON 20030N200 163 7,200 SH DEFINED 2,3 7,200 COMERICA INC COMMON 200340107 4,021 93,000 SH DEFINED 1 93,000 COMERICA INC COMMON 200340107 251 5,800 SH DEFINED 1,4 5,800 COMERICA INC COMMON 200340107 886 20,500 SH DEFINED 2 20,500 COMMERCE BANCORP INC/NJ COMMON 200519106 648 15,000 SH DEFINED 1 15,000 COMMUNITY FIRST BANKSHARES COMMON 203902101 662 25,000 SH DEFINED 1 25,000 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 87,291 4,239,500 SH DEFINED 1 4,239,500 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 651 31,600 SH DEFINED 1,4 31,600 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 5,491 266,690 SH DEFINED 2 266,690 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 277 13,470 SH DEFINED 2,3 13,470 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 190 9,241 SH DEFINED 5 9,241 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 3,409 219,100 SH DEFINED 1,4 219,100 COMPANIA DE MINAS BUENAVENTURA ADR COMMON 204448104 3,557 134,800 SH DEFINED 1,4 134,800 COMPANIA DE MINAS BUENAVENTURA ADR COMMON 204448104 13 500 SH DEFINED 2 500 COMPASS BANCSHARES INC COMMON 20449H109 7,805 249,600 SH DEFINED 1 249,600 COMPUTER ASSOCIATES INTL COMMON 204912109 252,369 18,694,000 SH DEFINED 1 18,694,000 COMPUTER ASSOCIATES INTL COMMON 204912109 112,860 8,360,000 SH DEFINED 1,2 8,360,000 COMPUTER ASSOCIATES INTL COMMON 204912109 726 53,800 SH DEFINED 1,4 53,800 COMPUTER ASSOCIATES INTL COMMON 204912109 3,324 246,250 SH DEFINED 2 246,250 COMPUTER ASSOCIATES INTL COMMON 204912109 371 27,500 SH DEFINED 2,3 27,500 COMPUTER ASSOCIATES INTL COMMON 204912109 18,908 1,400,624 SH DEFINED 5 1,400,624 COMPUTER SCIENCES CORP COMMON 205363104 15,830 459,500 SH DEFINED 1 459,500 COMVERSE TECH 1.50 12/1/05 144A CONVERT 205862AH8 1,269 1,500,000 PRN DEFINED 1 1,500,000

Page 26/107 CONAGRA INC COMMON 205887102 30,124 1,204,490 SH DEFINED 1 1,204,490 CONAGRA INC COMMON 205887102 66,026 2,640,000 SH DEFINED 1,2 2,640,000 CONAGRA INC COMMON 205887102 268 10,700 SH DEFINED 2 10,700 CONCEPTUS INC COMMON 206016107 277 23,100 SH DEFINED 1 23,100 CONCEPTUS INC COMMON 206016107 4 300 SH DEFINED 2,3 300 CONCORD EFS INC COMMON 206197105 3,185 202,380 SH DEFINED 1 202,380 CONCORD EFS INC COMMON 206197105 23,610 1,500,000 SH DEFINED 1,2 1,500,000 CONCORD EFS INC COMMON 206197105 2,169 137,800 SH DEFINED 2 137,800 CONCORD EFS INC COMMON 206197105 194 12,300 SH DEFINED 2,3 12,300 CONCORD EFS INC COMMON 206197105 2 105 SH DEFINED 5 105 CONMED CORP COMMON 207410101 2 100 SH DEFINED 1 100 CONNETICS CORP COMMON 208192104 4,809 400,100 SH DEFINED 1 400,100 CONNETICS CORP COMMON 208192104 701 58,300 SH DEFINED 2 58,300 CONSOLIDATED EDISON INC COMMON 209115104 3,177 74,200 SH DEFINED 1 74,200 CONSTELLATION BRANDS INC COMMON 21036P108 711 30,000 SH DEFINED 1 30,000 CONSTELLATION ENERGY GROUP COMMON 210371100 2,749 98,800 SH DEFINED 1 98,800 CONTINENTAL AG ADR SPONSORED COMMON 210771200 87 5,580 SH DEFINED 5 5,580 CONVERGYS CORP COMMON 212485106 34,084 2,249,800 SH DEFINED 1 2,249,800 CONVERGYS CORP COMMON 212485106 32,118 2,120,000 SH DEFINED 1,2 2,120,000 CONVERGYS CORP COMMON 212485106 651 43,000 SH DEFINED 2 43,000 CONVERGYS CORP COMMON 212485106 2,812 185,584 SH DEFINED 5 185,584 COOPER CAMERON CORP COMMON 216640102 65,968 1,324,120 SH DEFINED 1 1,324,120 COOPER CAMERON CORP COMMON 216640102 70 1,400 SH DEFINED 1,4 1,400 COOPER CAMERON CORP COMMON 216640102 1,405 28,210 SH DEFINED 2 28,210 COOPER CAMERON CORP COMMON 216640102 105 2,100 SH DEFINED 2,3 2,100 COOPER CAMERON CORP COMMON 216640102 1,308 26,253 SH DEFINED 5 26,253 COOPER COMPANIES, INC. COMMON 216648402 751 30,000 SH DEFINED 1 30,000

Page 27/107 COORS (ADOLPH) CO COMMON 217016104 1,194 19,500 SH DEFINED 1 19,500 COORS (ADOLPH) CO COMMON 217016104 98 1,600 SH DEFINED 2 1,600 COORS (ADOLPH) CO COMMON 217016104 92 1,500 SH DEFINED 2,3 1,500 COORS (ADOLPH) CO COMMON 217016104 92 1,500 SH DEFINED 6 1,500 COPART INC COMMON 217204106 11,074 935,300 SH DEFINED 1 935,300 COPART INC COMMON 217204106 693 58,550 SH DEFINED 2 58,550 COPEL-CIA PARANAENSE ENE-SP ADR COMMON 20441B407 1,307 465,200 SH DEFINED 1 465,200 CORINTHIAN COLLEGES INC COMMON 218868107 6,118 161,608 SH DEFINED 1 161,608 CORINTHIAN COLLEGES INC COMMON 218868107 742 19,600 SH DEFINED 2 19,600 CORNING INC CVT 0% 11/8/15 CONVERT 219350AJ4 760 1,345,000 PRN DEFINED 1 1,345,000 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 6,384 200,000 SH DEFINED 1 200,000 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 1,213 38,000 SH DEFINED 2 38,000 CORVAS INTERNATIONAL INC COMMON 221005101 2,891 1,865,000 SH DEFINED 1 1,865,000 CORVAS INTERNATIONAL INC COMMON 221005101 90 58,200 SH DEFINED 2 58,200 COSI INC COMMON 22122P101 1,413 254,100 SH DEFINED 1 254,100 COSI INC COMMON 22122P101 261 47,000 SH DEFINED 2 47,000 COSTCO WHOLESALE CORP COMMON 22160K105 8,598 306,410 SH DEFINED 1 306,410 COSTCO WHOLESALE CORP COMMON 22160K105 1,685 60,050 SH DEFINED 2 60,050 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 2,417 46,800 SH DEFINED 1 46,800 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 4,204 81,400 SH DEFINED 1,4 81,400 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 72 1,400 SH DEFINED 2 1,400 COVANCE INC COMMON 222816100 8,322 338,439 SH DEFINED 1 338,439 COVANCE INC COMMON 222816100 728 29,600 SH DEFINED 2 29,600 COVANCE INC COMMON 222816100 2 100 SH DEFINED 2,3 100 COVENTRY HEALTH CARE INC COMMON 222862104 18,008 620,321 SH DEFINED 1 620,321 COVENTRY HEALTH CARE INC COMMON 222862104 3,600 124,000 SH DEFINED 1,4 124,000 COVENTRY HEALTH CARE INC COMMON 222862104 61 2,100 SH DEFINED 2 2,100 COX COMMUNICATIONS INC CL A COMMON 224044107 314,564 11,076,200 SH DEFINED 1 11,076,200

Page 28/107 COX RADIO INC CL A COMMON 224051102 16,998 745,200 SH DEFINED 1 745,200 COX RADIO INC CL A COMMON 224051102 205 9,000 SH DEFINED 1,4 9,000 COX RADIO INC CL A COMMON 224051102 1,216 53,300 SH DEFINED 2 53,300 CRAY INC COMMON 225223106 1,802 235,000 SH DEFINED 1 235,000 CRAY INC COMMON 225223106 92 12,000 SH DEFINED 6 12,000 CREDENCE SYSTEMS CORP COMMON 225302108 2,239 240,000 SH DEFINED 1 240,000 CREDENCE SYSTEMS CORP COMMON 225302108 486 52,100 SH DEFINED 2 52,100 CREE INC COMMON 225447101 8,263 505,400 SH DEFINED 1 505,400 CREE INC COMMON 225447101 1,002 61,300 SH DEFINED 2 61,300 CREE INC COMMON 225447101 147 9,000 SH DEFINED 6 9,000 CSC HOLDINGS INC PFD M PREFERRED 126304401 7,454 79,300 SH DEFINED 1 79,300 CSC HOLDINGS INC PFD M PREFERRED 126304401 66 700 SH DEFINED 2,3 700 CSK AUTO CORP COMMON 125965103 1,504 136,700 SH DEFINED 1 136,700 CTI MOLECULAR IMAGING SYSTEMS COMMON 22943D105 3,087 125,200 SH DEFINED 1 125,200 CTI MOLECULAR IMAGING SYSTEMS COMMON 22943D105 587 23,800 SH DEFINED 2 23,800 CULLEN/FROST BANKERS INC COMMON 229899109 8,150 249,250 SH DEFINED 1 249,250 CURAGEN CORP COMMON 23126R101 1 300 SH DEFINED 1 300 CV THERAPEUTICS INC COMMON 126667104 7 400 SH DEFINED 1 400 CVS CORP COMMON 126650100 5,724 229,240 SH DEFINED 1 229,240 CVS CORP COMMON 126650100 9,988 400,000 SH DEFINED 1,2 400,000 CVS CORP COMMON 126650100 360 14,400 SH DEFINED 1,4 14,400 CVS CORP COMMON 126650100 1,401 56,100 SH DEFINED 2 56,100 CVS CORP COMMON 126650100 100 4,000 SH DEFINED 2,3 4,000 CYBERONICS INC COMMON 23251P102 1,141 62,017 SH DEFINED 1 62,017 CYGNUS INC COMMON 232560102 0 200 SH DEFINED 2 200 CYMER INC COMMON 232572107 4,031 125,000 SH DEFINED 1 125,000 CYMER INC COMMON 232572107 874 27,100 SH DEFINED 2 27,100

Page 29/107 CYTYC CORP COMMON 232946103 6,886 675,100 SH DEFINED 1 675,100 CYTYC CORP COMMON 232946103 989 97,000 SH DEFINED 2 97,000 D.R. HORTON INC COMMON 23331A109 17,816 1,026,875 SH DEFINED 1 1,026,875 D.R. HORTON INC COMMON 23331A109 20,820 1,200,000 SH DEFINED 1,2 1,200,000 D.R. HORTON INC COMMON 23331A109 2,432 140,200 SH DEFINED 2 140,200 D.R. HORTON INC COMMON 23331A109 80 4,600 SH DEFINED 2,3 4,600 DAISYTEK INTERNATIONAL CORP COMMON 234053106 2,776 350,000 SH DEFINED 1 350,000 DAISYTEK INTERNATIONAL CORP COMMON 234053106 362 45,700 SH DEFINED 2 45,700 DANAHER CORP COMMON 235851102 203,334 3,094,880 SH DEFINED 1 3,094,880 DANAHER CORP COMMON 235851102 45,990 700,000 SH DEFINED 1,2 700,000 DANAHER CORP COMMON 235851102 657 10,000 SH DEFINED 1,4 10,000 DANAHER CORP COMMON 235851102 8,525 129,750 SH DEFINED 2 129,750 DANAHER CORP COMMON 235851102 835 12,710 SH DEFINED 2,3 12,710 DANAHER CORP COMMON 235851102 144 2,193 SH DEFINED 5 2,193 DANKA BUSINESS SYSTEMS PLC ADR COMMON 236277109 3,152 741,600 SH DEFINED 1 741,600 DARDEN RESTAURANTS INC COMMON 237194105 5,867 286,900 SH DEFINED 1 286,900 DARDEN RESTAURANTS INC COMMON 237194105 30,675 1,500,000 SH DEFINED 1,2 1,500,000 DARDEN RESTAURANTS INC COMMON 237194105 413 20,200 SH DEFINED 1,4 20,200 DARDEN RESTAURANTS INC COMMON 237194105 4,321 211,300 SH DEFINED 2 211,300 DARDEN RESTAURANTS INC COMMON 237194105 118 5,750 SH DEFINED 2,3 5,750 DAVITA INC COMMON 23918K108 6,476 262,500 SH DEFINED 1 262,500 DAVITA INC COMMON 23918K108 6,301 255,400 SH DEFINED 1,4 255,400 DAVITA INC COMMON 23918K108 1,179 47,800 SH DEFINED 2 47,800 DAYTON SUPERIOR WTS 144A COMMON 240028118 6 11,000 SH DEFINED 1 11,000 DEERE & CO COMMON 244199105 14,897 324,900 SH DEFINED 1 324,900 DEERE & CO COMMON 244199105 57,313 1,250,000 SH DEFINED 1,2 1,250,000 DEERE & CO COMMON 244199105 5,011 109,300 SH DEFINED 2 109,300 DEERE & CO COMMON 244199105 220 4,800 SH DEFINED 2,3 4,800 DELIAS CORP A COMMON 24688Q101 405 900,000 SH DEFINED 1 900,000 DELIAS CORP A COMMON 24688Q101 36 80,000 SH DEFINED 6 80,000

Page 30/107 DELL COMPUTER CORP COMMON 247025109 390,219 14,593,081 SH DEFINED 1 14,593,081 DELL COMPUTER CORP COMMON 247025109 147,070 5,500,000 SH DEFINED 1,2 5,500,000 DELL COMPUTER CORP COMMON 247025109 4,917 183,900 SH DEFINED 1,4 183,900 DELL COMPUTER CORP COMMON 247025109 20,913 782,100 SH DEFINED 2 782,100 DELL COMPUTER CORP COMMON 247025109 1,241 46,400 SH DEFINED 2,3 46,400 DELL COMPUTER CORP COMMON 247025109 341 12,749 SH DEFINED 5 12,749 DELTA & PINE LAND CO COMMON 247357106 2,584 126,600 SH DEFINED 1 126,600 DELUXE CORP COMMON 248019101 1,128 26,800 SH DEFINED 1 26,800 DELUXE CORP COMMON 248019101 84 2,000 SH DEFINED 2 2,000 DEVON ENERGY CORP COMMON 25179M103 11,044 240,600 SH DEFINED 1 240,600 DEVON ENERGY CORP COMMON 25179M103 13,770 300,000 SH DEFINED 1,2 300,000 DEVON ENERGY CORP COMMON 25179M103 1,987 43,300 SH DEFINED 1,4 43,300 DEVON ENERGY CORP COMMON 25179M103 5 100 SH DEFINED 2 100 DEVON ENERGY CORP COMMON 25179M103 138 3,000 SH DEFINED 2,3 3,000 DEVON ENERGY-KERRMCGEE CVT PFD CONVERT 492386305 17,004 397,300 SH DEFINED 1 397,300 DIAGEO PLC ADR SPONSORED COMMON 25243Q205 36 814 SH DEFINED 5 814 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 4,441 115,000 SH DEFINED 1 115,000 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 838 21,700 SH DEFINED 2 21,700 DIAL CORP COMMON 25247D101 41,797 2,051,900 SH DEFINED 1 2,051,900 DIAL CORP COMMON 25247D101 4,314 211,800 SH DEFINED 1,4 211,800 DIAL CORP COMMON 25247D101 691 33,900 SH DEFINED 2 33,900 DIAL CORP COMMON 25247D101 2,110 103,568 SH DEFINED 5 103,568 DIANON SYSTEMS INC COMMON 252826102 5,969 125,100 SH DEFINED 1 125,100 DIANON SYSTEMS INC COMMON 252826102 1,102 23,100 SH DEFINED 2 23,100 DIEBOLD INC COMMON 253651103 20,639 500,700 SH DEFINED 1 500,700 DIEBOLD INC COMMON 253651103 569 13,800 SH DEFINED 2 13,800 DIEBOLD INC COMMON 253651103 66 1,600 SH DEFINED 2,3 1,600 DIEBOLD INC COMMON 253651103 2,742 66,525 SH DEFINED 5 66,525 DIGENE CORPORATION COMMON 253752109 2,865 250,000 SH DEFINED 1 250,000 DIGENE CORPORATION COMMON 253752109 344 30,000 SH DEFINED 6 30,000

Page 31/107 DIGITAL INSIGHT CORP COMMON 25385P106 1,521 175,000 SH DEFINED 1 175,000 DIGITAL INSIGHT CORP COMMON 25385P106 292 33,600 SH DEFINED 2 33,600 DOBSON COMM PIK PFD PREFERRED 256072307 14,043 28,658 SH DEFINED 1 28,658 DOBSON COMM PIK PFD PREFERRED 256072307 79 162 SH DEFINED 2,3 162 DOCTOR REDDYS LAB ADR COMMON 256135203 5,409 279,800 SH DEFINED 1 279,800 DOCTOR REDDYS LAB ADR COMMON 256135203 21 1,100 SH DEFINED 1,4 1,100 DOCTOR REDDYS LAB ADR COMMON 256135203 44 2,300 SH DEFINED 2,3 2,300 DOCUMENTUM INC COMMON 256159104 8,685 554,600 SH DEFINED 1 554,600 DOCUMENTUM INC COMMON 256159104 1,164 74,300 SH DEFINED 2 74,300 DOCUMENTUM INC COMMON 256159104 13 800 SH DEFINED 2,3 800 DOLLAR THRIFTY AUTOMOTIVE GROUP INC COMMON 256743105 2,284 108,000 SH DEFINED 1 108,000 DOLLAR TREE STORES INC COMMON 256747106 41,821 1,702,100 SH DEFINED 1 1,702,100 DOLLAR TREE STORES INC COMMON 256747106 634 25,800 SH DEFINED 1,4 25,800 DOLLAR TREE STORES INC COMMON 256747106 3,877 157,780 SH DEFINED 2 157,780 DOLLAR TREE STORES INC COMMON 256747106 194 7,900 SH DEFINED 2,3 7,900 DOLLAR TREE STORES INC COMMON 256747106 141 5,723 SH DEFINED 5 5,723 DOMINION RESOURCES INC VA COMMON 25746U109 1,757 32,000 SH DEFINED 1 32,000 DORAL FINANCIAL CORP COMMON 25811P100 33,506 1,171,547 SH DEFINED 1 1,171,547 DORAL FINANCIAL CORP COMMON 25811P100 107 3,750 SH DEFINED 1,4 3,750 DORAL FINANCIAL CORP COMMON 25811P100 2,478 86,655 SH DEFINED 2 86,655 DORAL FINANCIAL CORP COMMON 25811P100 174 6,075 SH DEFINED 2,3 6,075 DOUBLECLICK INC COMMON 258609304 1,981 350,000 SH DEFINED 1 350,000 DOUBLECLICK INC COMMON 258609304 369 65,200 SH DEFINED 2 65,200 DOVER CORP COMMON 260003108 59,944 2,055,700 SH DEFINED 1 2,055,700 DOVER CORP COMMON 260003108 53,654 1,840,000 SH DEFINED 1,2 1,840,000 DOVER CORP COMMON 260003108 1,242 42,600 SH DEFINED 2 42,600 DOVER CORP COMMON 260003108 4,839 165,935 SH DEFINED 5 165,935 DOW CHEMICAL CO COMMON 260543103 1,041 35,050 SH DEFINED 1 35,050 DOW CHEMICAL CO COMMON 260543103 4,128 139,000 SH DEFINED 1,4 139,000 DOW CHEMICAL CO COMMON 260543103 4 139 SH DEFINED 5 139

Page 32/107 DQE INC COMMON 23329J104 2,601 170,700 SH DEFINED 1 170,700 DSP GROUP INC COMMON 23332B106 5,048 319,100 SH DEFINED 1 319,100 DST SYSTEMS INC COMMON 233326107 80,932 2,276,570 SH DEFINED 1 2,276,570 DST SYSTEMS INC COMMON 233326107 711 20,000 SH DEFINED 1,4 20,000 DST SYSTEMS INC COMMON 233326107 4,392 123,550 SH DEFINED 2 123,550 DST SYSTEMS INC COMMON 233326107 217 6,100 SH DEFINED 2,3 6,100 DST SYSTEMS INC COMMON 233326107 113 3,173 SH DEFINED 5 3,173 DTE ENERGY CO COMMON 233331107 7,563 163,000 SH DEFINED 1 163,000 DUKE POWER CO COMMON 264399106 172,140 8,809,628 SH DEFINED 1 8,809,628 DUKE POWER CO COMMON 264399106 3,589 183,650 SH DEFINED 2 183,650 DUKE POWER CO COMMON 264399106 6,094 311,893 SH DEFINED 5 311,893 DUN & BRADSTREET CORP COMMON 26483E100 1,119 32,440 SH DEFINED 1 32,440 DUPONT DE NEMOUR & CO COMMON 263534109 9,684 228,390 SH DEFINED 1 228,390 DUPONT DE NEMOUR & CO COMMON 263534109 1,640 38,680 SH DEFINED 2 38,680 DUPONT DE NEMOUR & CO COMMON 263534109 4 96 SH DEFINED 5 96 EAST WEST BANCORP INC COMMON 27579R104 6,653 184,400 SH DEFINED 1 184,400 EAST WEST BANCORP INC COMMON 27579R104 700 19,400 SH DEFINED 2 19,400 EASTMAN KODAK CO COMMON 277461109 3,879 110,700 SH DEFINED 1 110,700 EATON VANCE CORP COMMON 278265103 2,317 82,000 SH DEFINED 1 82,000 EBAY INC COMMON 278642103 55,178 813,600 SH DEFINED 1 813,600 EBAY INC COMMON 278642103 50,865 750,000 SH DEFINED 1,2 750,000 EBAY INC COMMON 278642103 2,909 42,900 SH DEFINED 1,4 42,900 EBAY INC COMMON 278642103 4,356 64,225 SH DEFINED 2 64,225 EBAY INC COMMON 278642103 533 7,860 SH DEFINED 2,3 7,860 EBAY INC COMMON 278642103 11 167 SH DEFINED 5 167 ECOLAB INC COMMON 278865100 1,367 27,610 SH DEFINED 1 27,610 ECOLAB INC COMMON 278865100 9,900 200,000 SH DEFINED 1,2 200,000 ECOLAB INC COMMON 278865100 99 2,000 SH DEFINED 2,3 2,000

Page 33/107 EDISON INTERNATIONAL COMMON 281020107 743 62,700 SH DEFINED 1 62,700 EDUCATION MANAGEMENT CORP COMMON 28139T101 6,274 166,850 SH DEFINED 1 166,850 EDUCATION MANAGEMENT CORP COMMON 28139T101 1,038 27,600 SH DEFINED 2 27,600 EDWARDS (A.G.) INC COMMON 281760108 5,214 158,200 SH DEFINED 1 158,200 EL PASO CORP COMMON 28336L109 31 4,400 SH DEFINED 1,4 4,400 ELECTRO SCIENTIFIC INDUSTRIES INC COMMON 285229100 1,600 80,000 SH DEFINED 1 80,000 ELECTRONIC ARTS INC COMMON 285512109 7,206 144,780 SH DEFINED 1 144,780 ELECTRONIC ARTS INC COMMON 285512109 54,747 1,100,000 SH DEFINED 1,2 1,100,000 ELECTRONIC ARTS INC COMMON 285512109 4,835 97,140 SH DEFINED 2 97,140 ELECTRONIC ARTS INC COMMON 285512109 209 4,200 SH DEFINED 2,3 4,200 ELECTRONIC ARTS INC COMMON 285512109 11 212 SH DEFINED 5 212 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 59 3,200 SH DEFINED 1,4 3,200 ELKCORP COMMON 287456107 1,455 84,100 SH DEFINED 1 84,100 EMC CORP COMMON 268648102 196 32,000 SH DEFINED 1 32,000 EMERSON ELECTRIC CO COMMON 291011104 21,769 428,100 SH DEFINED 1 428,100 EMERSON ELECTRIC CO COMMON 291011104 49,579 975,000 SH DEFINED 1,2 975,000 EMERSON ELECTRIC CO COMMON 291011104 203 4,000 SH DEFINED 2 4,000 EMMIS COMMUNICATIONS CORP COMMON 291525103 4,364 209,500 SH DEFINED 1 209,500 ENCANA CORP COMMON 292505104 95 3,067 SH DEFINED 5 3,067 ENDESA - SPONSORED ADR COMMON 29258N107 447 39,600 SH DEFINED 1 39,600 ENERGY EAST CORP COMMON 29266M109 7,725 349,700 SH DEFINED 1 349,700 ENGELHARD CORP COMMON 292845104 17,187 769,000 SH DEFINED 1 769,000 ENGELHARD CORP COMMON 292845104 467 20,900 SH DEFINED 2 20,900 ENGELHARD CORP COMMON 292845104 2,181 97,594 SH DEFINED 5 97,594

Page 34/107 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 7,156 195,200 SH DEFINED 1 195,200 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 884 24,100 SH DEFINED 2 24,100 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 22 600 SH DEFINED 2,3 600 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 147 4,000 SH DEFINED 6 4,000 ENI S P A ADR SPONSORED COMMON 26874R108 210 2,680 SH DEFINED 5 2,680 ENSCO INTERNATIONAL INC COMMON 26874Q100 214,456 7,282,050 SH DEFINED 1 7,282,050 ENSCO INTERNATIONAL INC COMMON 26874Q100 10,308 350,000 SH DEFINED 1,2 350,000 ENSCO INTERNATIONAL INC COMMON 26874Q100 674 22,900 SH DEFINED 1,4 22,900 ENSCO INTERNATIONAL INC COMMON 26874Q100 8,505 288,800 SH DEFINED 2 288,800 ENSCO INTERNATIONAL INC COMMON 26874Q100 505 17,140 SH DEFINED 2,3 17,140 ENSCO INTERNATIONAL INC COMMON 26874Q100 11,019 374,167 SH DEFINED 5 374,167 ENTEGRIS INC COMMON 29362U104 4,452 432,200 SH DEFINED 1 432,200 ENTEGRIS INC COMMON 29362U104 386 37,500 SH DEFINED 1,4 37,500 ENTEGRIS INC COMMON 29362U104 50 4,900 SH DEFINED 2 4,900 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 8,704 185,500 SH DEFINED 1 185,500 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 563 12,000 SH DEFINED 2 12,000 ENTERGY CORP COMMON 29364G103 3,233 70,920 SH DEFINED 1 70,920 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 6,985 699,900 SH DEFINED 1 699,900 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 901 90,300 SH DEFINED 2 90,300 ENZON PHARMACEUTICALS INC COMMON 293904108 140 8,400 SH DEFINED 1 8,400 ENZON PHARMACEUTICALS INC COMMON 293904108 2 100 SH DEFINED 2,3 100 EON LABS INC COMMON 29412E100 284 15,000 SH DEFINED 1 15,000 EPIQ SYSTEMS INC COMMON 26882D109 3,064 200,000 SH DEFINED 1 200,000 EPIQ SYSTEMS INC COMMON 26882D109 576 37,600 SH DEFINED 2 37,600 EQUIFAX INC COMMON 294429105 5 200 SH DEFINED 1 200 EQUITABLE RESOURCES INC COMMON 294549100 880 25,100 SH DEFINED 1 25,100 EQUITABLE RESOURCES INC COMMON 294549100 63 1,800 SH DEFINED 1,4 1,800 EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 3,872 155,000 SH DEFINED 1,4 155,000

Page 35/107 EQUITY RESIDENTIAL COMMON 29476L107 9,340 380,000 SH DEFINED 1,4 380,000 EQUITY RESIDENTIAL COMMON 29476L107 172 7,000 SH DEFINED 6 7,000 ESPEED INC CL A COMMON 296643109 3,812 225,000 SH DEFINED 1 225,000 ESPEED INC CL A COMMON 296643109 630 37,200 SH DEFINED 2 37,200 ESPEED INC CL A COMMON 296643109 5 300 SH DEFINED 2,3 300 ESPERION THERAPEUTICS INC COMMON 29664R106 3 400 SH DEFINED 1 400 ESTEE LAUDER CO COMMON 518439104 22,543 853,900 SH DEFINED 1 853,900 ESTEE LAUDER CO COMMON 518439104 380 14,400 SH DEFINED 1,4 14,400 ESTEE LAUDER CO COMMON 518439104 1,470 55,700 SH DEFINED 2 55,700 EURONET WORLDWIDE INC COMMON 298736109 3,492 465,000 SH DEFINED 1 465,000 EURONET WORLDWIDE INC COMMON 298736109 688 91,600 SH DEFINED 2 91,600 EVEREST RE GROUP LTD COMMON G3223R108 12,802 231,500 SH DEFINED 1 231,500 EVEREST RE GROUP LTD COMMON G3223R108 315 5,700 SH DEFINED 2 5,700 EVEREST RE GROUP LTD COMMON G3223R108 304 5,500 SH DEFINED 2,3 5,500 EVERGREEN RESOURCES INC COMMON 299900308 1,346 30,000 SH DEFINED 1 30,000 EXAR CORP COMMON 300645108 2,790 225,000 SH DEFINED 1 225,000 EXAR CORP COMMON 300645108 605 48,800 SH DEFINED 2 48,800 EXELON CORP COMMON 30161N101 2,095 39,700 SH DEFINED 1 39,700 EXPEDIA INC CL A COMMON 302125109 3,741 55,900 SH DEFINED 1 55,900 EXPEDIA INC CL A COMMON 302125109 7 100 SH DEFINED 2,3 100 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 34,952 1,070,500 SH DEFINED 1 1,070,500 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 666 20,400 SH DEFINED 1,4 20,400 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 4,103 125,660 SH DEFINED 2 125,660 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 210 6,440 SH DEFINED 2,3 6,440 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 113 3,475 SH DEFINED 5 3,475

Page 36/107 EXPRESS SCRIPTS INC COMMON 302182100 83,094 1,729,687 SH DEFINED 1 1,729,687 EXPRESS SCRIPTS INC COMMON 302182100 12,010 250,000 SH DEFINED 1,2 250,000 EXPRESS SCRIPTS INC COMMON 302182100 2,531 52,680 SH DEFINED 1,4 52,680 EXPRESS SCRIPTS INC COMMON 302182100 6,518 135,680 SH DEFINED 2 135,680 EXPRESS SCRIPTS INC COMMON 302182100 504 10,490 SH DEFINED 2,3 10,490 EXPRESS SCRIPTS INC COMMON 302182100 175 3,646 SH DEFINED 5 3,646 EXPRESSJET HOLDINGS INC COMMON 30218U108 3,045 297,100 SH DEFINED 1 297,100 EXXON MOBIL CORP COMMON 30231G102 470,495 13,465,800 SH DEFINED 1 13,465,800 EXXON MOBIL CORP COMMON 30231G102 95,229 2,725,500 SH DEFINED 1,2 2,725,500 EXXON MOBIL CORP COMMON 30231G102 12,928 370,000 SH DEFINED 1,4 370,000 EXXON MOBIL CORP COMMON 30231G102 23,099 661,100 SH DEFINED 2 661,100 EXXON MOBIL CORP COMMON 30231G102 227 6,500 SH DEFINED 2,3 6,500 EXXON MOBIL CORP COMMON 30231G102 876 25,084 SH DEFINED 5 25,084 EXXON MOBIL CORP COMMON 30231G102 280 8,000 SH DEFINED 6 8,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 6,219 220,000 SH DEFINED 1 220,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 927 32,800 SH DEFINED 2 32,800 FAIR ISAAC & CO INC COMMON 303250104 16,719 391,541 SH DEFINED 1 391,541 FAIR ISAAC & CO INC COMMON 303250104 73 1,700 SH DEFINED 2 1,700 FAIRCHILD SEMICON INTL CL A COMMON 303726103 3,554 331,800 SH DEFINED 1 331,800 FAMILY DOLLAR STORES INC COMMON 307000109 28,675 918,780 SH DEFINED 1 918,780 FAMILY DOLLAR STORES INC COMMON 307000109 65,541 2,100,000 SH DEFINED 1,2 2,100,000 FAMILY DOLLAR STORES INC COMMON 307000109 290 9,300 SH DEFINED 1,4 9,300 FAMILY DOLLAR STORES INC COMMON 307000109 5,243 168,000 SH DEFINED 2 168,000 FAMILY DOLLAR STORES INC COMMON 307000109 318 10,200 SH DEFINED 2,3 10,200 FANNIE MAE COMMON 313586109 299,052 4,648,715 SH DEFINED 1 4,648,715 FANNIE MAE COMMON 313586109 51,464 800,000 SH DEFINED 1,2 800,000 FANNIE MAE COMMON 313586109 16,620 258,350 SH DEFINED 1,4 258,350 FANNIE MAE COMMON 313586109 13,400 208,300 SH DEFINED 2 208,300 FANNIE MAE COMMON 313586109 611 9,500 SH DEFINED 2,3 9,500 FANNIE MAE COMMON 313586109 568 8,837 SH DEFINED 5 8,837

Page 37/107 FASTENAL CO COMMON 311900104 51,648 1,381,340 SH DEFINED 1 1,381,340 FASTENAL CO COMMON 311900104 441 11,800 SH DEFINED 1,4 11,800 FASTENAL CO COMMON 311900104 4,250 113,680 SH DEFINED 2 113,680 FASTENAL CO COMMON 311900104 295 7,900 SH DEFINED 2,3 7,900 FASTENAL CO COMMON 311900104 182 4,859 SH DEFINED 5 4,859 FBR ASSET INVESTMENT CORP COMMON 30241E303 16,245 479,200 SH DEFINED 1 479,200 FEDERATED DEPARTMENT STORES COMMON 31410H101 101,572 3,531,700 SH DEFINED 1 3,531,700 FEDERATED DEPARTMENT STORES COMMON 31410H101 201 7,000 SH DEFINED 6 7,000 FEDERATED INVESTORS INC COMMON 314211103 14,877 586,400 SH DEFINED 1 586,400 FEDERATED INVESTORS INC COMMON 314211103 63 2,500 SH DEFINED 1,4 2,500 FEDERATED INVESTORS INC COMMON 314211103 1,025 40,390 SH DEFINED 2 40,390 FEDERATED INVESTORS INC COMMON 314211103 104 4,100 SH DEFINED 2,3 4,100 FEDEX CORP COMMON 31428X106 14 250 SH DEFINED 1 250 FEI CO COMMON 30241L109 3,364 220,000 SH DEFINED 1 220,000 FEI CO COMMON 30241L109 729 47,700 SH DEFINED 2 47,700 FIDELITY NATIONAL FINANCIAL INC COMMON 316326107 3,972 121,000 SH DEFINED 1 121,000 FIDELITY NATIONAL FINANCIAL INC COMMON 316326107 1,586 48,300 SH DEFINED 1,4 48,300 FIDELITY NATIONAL FINANCIAL INC COMMON 316326107 843 25,669 SH DEFINED 2 25,669 FIDELITY NATIONAL INFO SOLUTIONS COMMON 31620P109 4,728 274,100 SH DEFINED 1 274,100 FIDELITY NATIONAL INFO SOLUTIONS COMMON 31620P109 214 12,400 SH DEFINED 6 12,400 FIFTH THIRD BANCORP COMMON 316773100 47,612 813,190 SH DEFINED 1 813,190 FIFTH THIRD BANCORP COMMON 316773100 89,582 1,530,000 SH DEFINED 1,2 1,530,000 FIFTH THIRD BANCORP COMMON 316773100 14,719 251,400 SH DEFINED 2 251,400 FIFTH THIRD BANCORP COMMON 316773100 433 7,400 SH DEFINED 2,3 7,400 FIFTH THIRD BANCORP COMMON 316773100 348 5,950 SH DEFINED 5 5,950 FIRST DATA CORP COMMON 319963104 380,503 10,745,650 SH DEFINED 1 10,745,650 FIRST DATA CORP COMMON 319963104 14,164 400,000 SH DEFINED 1,2 400,000 FIRST DATA CORP COMMON 319963104 3,445 97,300 SH DEFINED 1,4 97,300 FIRST DATA CORP COMMON 319963104 10,083 284,740 SH DEFINED 2 284,740 FIRST DATA CORP COMMON 319963104 312 8,800 SH DEFINED 2,3 8,800 FIRST DATA CORP COMMON 319963104 10,896 307,721 SH DEFINED 5 307,721

Page 38/107 FIRST HEALTH GROUP CORP COMMON 320960107 65,392 2,685,500 SH DEFINED 1 2,685,500 FIRST HEALTH GROUP CORP COMMON 320960107 565 23,200 SH DEFINED 1,4 23,200 FIRST HEALTH GROUP CORP COMMON 320960107 6,047 248,350 SH DEFINED 2 248,350 FIRST HEALTH GROUP CORP COMMON 320960107 388 15,920 SH DEFINED 2,3 15,920 FIRST HEALTH GROUP CORP COMMON 320960107 132 5,425 SH DEFINED 5 5,425 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 1,683 225,000 SH DEFINED 1 225,000 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 334 44,700 SH DEFINED 2 44,700 FIRST REPUBLIC NON CVT 144A PREFERRED 336163209 4,725 4,500 SH DEFINED 1 4,500 FIRST TENNESSEE NATIONAL CORP COMMON 337162101 866 24,100 SH DEFINED 1 24,100 FIRST TENNESSEE NATIONAL CORP COMMON 337162101 3,752 104,400 SH DEFINED 1,4 104,400 FIRST TENNESSEE NATIONAL CORP COMMON 337162101 65 1,800 SH DEFINED 2 1,800 FIRSTENERGY CORP COMMON 337932107 4,913 149,000 SH DEFINED 1 149,000 FISERV INC COMMON 337738108 113,747 3,350,432 SH DEFINED 1 3,350,432 FISERV INC COMMON 337738108 220,675 6,500,000 SH DEFINED 1,2 6,500,000 FISERV INC COMMON 337738108 1,024 30,170 SH DEFINED 1,4 30,170 FISERV INC COMMON 337738108 28,248 832,045 SH DEFINED 2 832,045 FISERV INC COMMON 337738108 1,290 37,987 SH DEFINED 2,3 37,987 FISERV INC COMMON 337738108 106 3,129 SH DEFINED 5 3,129 FISHER & PAYKEL HEALTHCARE ADR COMMON 33774M106 2 100 SH DEFINED 1 100 FISHER SCIENTIFIC INTL COMMON 338032204 70,675 2,349,552 SH DEFINED 1 2,349,552 FISHER SCIENTIFIC INTL COMMON 338032204 520 17,300 SH DEFINED 1,4 17,300 FISHER SCIENTIFIC INTL COMMON 338032204 4,751 157,950 SH DEFINED 2 157,950 FISHER SCIENTIFIC INTL COMMON 338032204 298 9,900 SH DEFINED 2,3 9,900 FISHER SCIENTIFIC INTL COMMON 338032204 115 3,811 SH DEFINED 5 3,811 FLEET BOSTON FINANCIAL CORP COMMON 339030108 4,785 196,900 SH DEFINED 1 196,900 FLIR SYSTEMS INC COMMON 302445101 7,564 155,000 SH DEFINED 1 155,000 FLIR SYSTEMS INC COMMON 302445101 1,200 24,600 SH DEFINED 2 24,600 FLORIDA ROCK INDUSTRIES COMMON 341140101 2,644 69,500 SH DEFINED 1 69,500

Page 39/107 FLOWSERVE CORP COMMON 34354P105 17,886 1,209,300 SH DEFINED 1 1,209,300 FLOWSERVE CORP COMMON 34354P105 351 23,700 SH DEFINED 2 23,700 FLOWSERVE CORP COMMON 34354P105 3,239 219,027 SH DEFINED 5 219,027 FMC TECHNOLOGIES INC COMMON 30249U101 10,299 504,100 SH DEFINED 1 504,100 FMC TECHNOLOGIES INC COMMON 30249U101 780 38,200 SH DEFINED 2 38,200 FOOT LOCKER INC COMMON 344849104 3,594 342,300 SH DEFINED 1 342,300 FOOT LOCKER INC COMMON 344849104 368 35,000 SH DEFINED 1,4 35,000 FOOT LOCKER INC COMMON 344849104 1,330 126,700 SH DEFINED 2 126,700 FOREST LABORATORIES INC COMMON 345838106 72,840 741,600 SH DEFINED 1 741,600 FOREST LABORATORIES INC COMMON 345838106 88,830 904,400 SH DEFINED 1,2 904,400 FOREST LABORATORIES INC COMMON 345838106 511 5,200 SH DEFINED 1,4 5,200 FOREST LABORATORIES INC COMMON 345838106 12,145 123,650 SH DEFINED 2 123,650 FOREST LABORATORIES INC COMMON 345838106 668 6,800 SH DEFINED 2,3 6,800 FOREST OIL CORP COMMON 346091705 4,148 150,000 SH DEFINED 1 150,000 FOREST OIL CORP COMMON 346091705 755 27,300 SH DEFINED 2 27,300 FORRESTER RESEARCH INC COMMON 346563109 7,007 450,000 SH DEFINED 1 450,000 FORRESTER RESEARCH INC COMMON 346563109 575 36,900 SH DEFINED 2 36,900 FORTUNE BRANDS INC COMMON 349631101 16,111 346,400 SH DEFINED 1 346,400 FORTUNE BRANDS INC COMMON 349631101 363 7,800 SH DEFINED 2 7,800 FORTUNE BRANDS INC COMMON 349631101 93 2,000 SH DEFINED 2,3 2,000 FORTUNE BRANDS INC COMMON 349631101 11 246 SH DEFINED 5 246 FOSSIL INC COMMON 349882100 3,560 175,000 SH DEFINED 1 175,000 FOSSIL INC COMMON 349882100 661 32,500 SH DEFINED 2 32,500 FOX ENTERTAINMENT GROUP COMMON 35138T107 12,639 487,420 SH DEFINED 1 487,420 FOX ENTERTAINMENT GROUP COMMON 35138T107 20,744 800,000 SH DEFINED 1,2 800,000 FOX ENTERTAINMENT GROUP COMMON 35138T107 363 14,000 SH DEFINED 1,4 14,000 FOX ENTERTAINMENT GROUP COMMON 35138T107 122 4,700 SH DEFINED 2 4,700 FOX ENTERTAINMENT GROUP COMMON 35138T107 293 11,300 SH DEFINED 2,3 11,300 FOX ENTERTAINMENT GROUP COMMON 35138T107 17 660 SH DEFINED 5 660

Page 40/107 FPL GROUP INC COMMON 302571104 39,865 662,980 SH DEFINED 1 662,980 FPL GROUP INC COMMON 302571104 5,057 84,100 SH DEFINED 1,2 84,100 FPL GROUP INC COMMON 302571104 3,474 57,770 SH DEFINED 2 57,770 FPL GROUP INC COMMON 302571104 1,816 30,203 SH DEFINED 5 30,203 FRANKLIN BANK CORP CL A 144A COMMON 352448104 1,350 135,000 SH DEFINED 1 135,000 FREDDIE MAC COMMON 313400301 528,079 8,942,910 SH DEFINED 1 8,942,910 FREDDIE MAC COMMON 313400301 70,860 1,200,000 SH DEFINED 1,2 1,200,000 FREDDIE MAC COMMON 313400301 11,126 188,415 SH DEFINED 1,4 188,415 FREDDIE MAC COMMON 313400301 13,600 230,310 SH DEFINED 2 230,310 FREDDIE MAC COMMON 313400301 880 14,900 SH DEFINED 2,3 14,900 FREDDIE MAC COMMON 313400301 11,206 189,772 SH DEFINED 5 189,772 FREDS INC COMMON 356108100 4,498 175,000 SH DEFINED 1 175,000 FREDS INC COMMON 356108100 833 32,400 SH DEFINED 2 32,400 FREEPORT-MCMORAN COPPER & GOLD INC. COMMON 35671D857 943 56,200 SH DEFINED 1 56,200 FREEPORT-MCMORAN COPPER & GOLD INC. COMMON 35671D857 5,004 298,200 SH DEFINED 1,4 298,200 FREEPORT-MCMORAN COPPER & GOLD INC. COMMON 35671D857 74 4,400 SH DEFINED 2 4,400 FRESH DEL MONTE PRODUCE COMMON G36738105 1,702 90,000 SH DEFINED 1 90,000 FRESH DEL MONTE PRODUCE COMMON G36738105 265 14,000 SH DEFINED 1,4 14,000 FRESH DEL MONTE PRODUCE COMMON G36738105 1,023 54,100 SH DEFINED 2 54,100 FRONTIER AIRLINES INC COMMON 359065109 2,366 350,000 SH DEFINED 1 350,000 FRONTIER AIRLINES INC COMMON 359065109 473 69,900 SH DEFINED 2 69,900 FRONTIER OIL CORP COMMON 35914P105 1,577 91,600 SH DEFINED 1 91,600 FTI CONSULTING INC COMMON 302941109 7,290 181,573 SH DEFINED 1 181,573 FTI CONSULTING INC COMMON 302941109 767 19,100 SH DEFINED 2 19,100 GALEN HOLDINGS PLC COMMON 363240102 98 2,989 SH DEFINED 5 2,989 GALLAHER GROUP PLC ADR SPONSORED COMMON 363595109 95 2,421 SH DEFINED 5 2,421 GAMESTOP CORP COMMON 36466R101 2,696 275,120 SH DEFINED 1 275,120 GAMESTOP CORP COMMON 36466R101 548 55,900 SH DEFINED 2 55,900

Page 41/107 GANNETT CO COMMON 364730101 6,749 94,000 SH DEFINED 1 94,000 GANNETT CO COMMON 364730101 35,900 500,000 SH DEFINED 1,2 500,000 GANNETT CO COMMON 364730101 3,227 44,940 SH DEFINED 2 44,940 GANNETT CO COMMON 364730101 136 1,900 SH DEFINED 2,3 1,900 GAP INC COMMON 364760108 231,583 14,921,589 SH DEFINED 1 14,921,589 GAP INC COMMON 364760108 116,400 7,500,000 SH DEFINED 1,2 7,500,000 GAP INC COMMON 364760108 999 64,400 SH DEFINED 1,4 64,400 GAP INC COMMON 364760108 10,350 666,850 SH DEFINED 2 666,850 GAP INC COMMON 364760108 855 55,100 SH DEFINED 2,3 55,100 GAP INC COMMON 364760108 13,910 896,264 SH DEFINED 5 896,264 GARMIN LTD COMMON G37260109 12,845 438,400 SH DEFINED 1 438,400 GARMIN LTD COMMON G37260109 3 100 SH DEFINED 2,3 100 GARTNER GROUP INC COMMON 366651107 2,760 300,000 SH DEFINED 1 300,000 GATX CORP COMMON 361448103 913 40,000 SH DEFINED 1 40,000 GENENCOR INTL INC COMMON 368709101 1,712 175,000 SH DEFINED 1 175,000 GENENCOR INTL INC COMMON 368709101 358 36,600 SH DEFINED 2 36,600 GENENTECH INC COMMON 368710406 13 400 SH DEFINED 1 400 GENERAL ELECTRIC CO COMMON 369604103 401,678 16,496,000 SH DEFINED 1 16,496,000 GENERAL ELECTRIC CO COMMON 369604103 36,525 1,500,000 SH DEFINED 1,2 1,500,000 GENERAL ELECTRIC CO COMMON 369604103 18,860 774,550 SH DEFINED 2 774,550 GENERAL ELECTRIC CO COMMON 369604103 475 19,500 SH DEFINED 2,3 19,500 GENERAL ELECTRIC CO COMMON 369604103 845 34,708 SH DEFINED 5 34,708 GENERAL MILLS INC COMMON 370334104 41,739 889,000 SH DEFINED 1 889,000 GENERAL MILLS INC COMMON 370334104 114,131 2,430,900 SH DEFINED 1,2 2,430,900 GENERAL MILLS INC COMMON 370334104 2,441 52,000 SH DEFINED 2 52,000 GENERAL MILLS INC COMMON 370334104 89 1,900 SH DEFINED 2,3 1,900 GENERAL MOTORS COMMON 370442105 19,307 523,800 SH DEFINED 1 523,800 GENESEE & WYOMING INC CL A COMMON 371559105 5,450 267,800 SH DEFINED 1 267,800 GENESEE & WYOMING INC CL A COMMON 371559105 102 5,000 SH DEFINED 6 5,000

Page 42/107 GEN-PROBE INC COMMON 36866T103 2 100 SH DEFINED 1 100 GENTEX CORP COMMON 371901109 53,323 1,685,300 SH DEFINED 1 1,685,300 GENTEX CORP COMMON 371901109 525 16,600 SH DEFINED 1,4 16,600 GENTEX CORP COMMON 371901109 3,794 119,900 SH DEFINED 2 119,900 GENTEX CORP COMMON 371901109 262 8,290 SH DEFINED 2,3 8,290 GENTEX CORP COMMON 371901109 223 7,060 SH DEFINED 5 7,060 GENZYME CORP COMMON 372917104 9 300 SH DEFINED 1 300 GENZYME CORP COMMON 372917104 4 145 SH DEFINED 5 145 GETTY IMAGES INC COMMON 374276103 12,917 422,800 SH DEFINED 1 422,800 GETTY IMAGES INC COMMON 374276103 1,424 46,600 SH DEFINED 2 46,600 GETTY IMAGES INC COMMON 374276103 183 6,000 SH DEFINED 6 6,000 GIBRALTAR STEEL CORP COMMON 37476F103 2,856 150,000 SH DEFINED 1 150,000 GIBRALTAR STEEL CORP COMMON 37476F103 605 31,800 SH DEFINED 2 31,800 GILEAD SCIENCES INC COMMON 375558103 53,649 1,577,909 SH DEFINED 1 1,577,909 GILEAD SCIENCES INC COMMON 375558103 36,615 1,076,900 SH DEFINED 1,2 1,076,900 GILEAD SCIENCES INC COMMON 375558103 449 13,200 SH DEFINED 1,4 13,200 GILEAD SCIENCES INC COMMON 375558103 2,475 72,800 SH DEFINED 2 72,800 GILEAD SCIENCES INC COMMON 375558103 204 6,000 SH DEFINED 2,3 6,000 GILLETTE CO COMMON 375766102 23,375 769,920 SH DEFINED 1 769,920 GILLETTE CO COMMON 375766102 91,341 3,008,600 SH DEFINED 1,2 3,008,600 GILLETTE CO COMMON 375766102 3,488 114,900 SH DEFINED 2 114,900 GILLETTE CO COMMON 375766102 252 8,300 SH DEFINED 2,3 8,300 GIVEN IMAGING LTD COMMON M52020100 4 400 SH DEFINED 1 400 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 37 1,000 SH DEFINED 1 1,000 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 5,928 322,500 SH DEFINED 1 322,500 GLOBALSANTAFE CORP COMMON G3930E101 56,255 2,313,100 SH DEFINED 1 2,313,100 GLOBALSANTAFE CORP COMMON G3930E101 36,480 1,500,000 SH DEFINED 1,2 1,500,000 GLOBALSANTAFE CORP COMMON G3930E101 238 9,800 SH DEFINED 1,4 9,800 GLOBALSANTAFE CORP COMMON G3930E101 258 10,600 SH DEFINED 2 10,600 GLOBALSANTAFE CORP COMMON G3930E101 105 4,300 SH DEFINED 2,3 4,300

Page 43/107 GOLDMAN SACHS GROUP INC COMMON 38141G104 86,126 1,264,700 SH DEFINED 1 1,264,700 GOLDMAN SACHS GROUP INC COMMON 38141G104 88,530 1,300,000 SH DEFINED 1,2 1,300,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 7,130 104,700 SH DEFINED 1,4 104,700 GOLDMAN SACHS GROUP INC COMMON 38141G104 10,978 161,200 SH DEFINED 2 161,200 GOLDMAN SACHS GROUP INC COMMON 38141G104 674 9,900 SH DEFINED 2,3 9,900 GOLDMAN SACHS GROUP INC COMMON 38141G104 247 3,628 SH DEFINED 5 3,628 GREY WOLF INC COMMON 397888108 916 229,600 SH DEFINED 1 229,600 GREY WOLF INC COMMON 397888108 134 33,500 SH DEFINED 1,4 33,500 GUCCI GROUP N V SHS-N Y REGISTERED COMMON 401566104 65 706 SH DEFINED 5 706 GUILFORD PHARMACEUTICALS INC COMMON 401829106 3 800 SH DEFINED 1 800 GULFMARK OFFSHORE INC COMMON 402629109 4,425 300,000 SH DEFINED 1 300,000 GULFMARK OFFSHORE INC COMMON 402629109 962 65,200 SH DEFINED 2 65,200 GYMBOREE CORP COMMON 403777105 6,106 385,000 SH DEFINED 1 385,000 GYMBOREE CORP COMMON 403777105 1,020 64,300 SH DEFINED 2 64,300 HARLEY DAVIDSON INC COMMON 412822108 27 579 SH DEFINED 5 579 HARLEY-DAVIDSON INC COMMON 412822108 44,077 954,038 SH DEFINED 1 954,038 HARLEY-DAVIDSON INC COMMON 412822108 117,810 2,550,000 SH DEFINED 1,2 2,550,000 HARLEY-DAVIDSON INC COMMON 412822108 323 7,000 SH DEFINED 1,4 7,000 HARLEY-DAVIDSON INC COMMON 412822108 11,753 254,400 SH DEFINED 2 254,400 HARLEY-DAVIDSON INC COMMON 412822108 575 12,450 SH DEFINED 2,3 12,450 HARLEY-DAVIDSON INC COMMON 412822108 152 3,300 SH DEFINED 6 3,300 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 6,866 115,400 SH DEFINED 1 115,400 HARMONIC INC COMMON 413160102 460 200,000 SH DEFINED 1 200,000 HARRAHS ENTERTAINMENT INC COMMON 413619107 3,211 81,090 SH DEFINED 1 81,090 HARRAHS ENTERTAINMENT INC COMMON 413619107 59 1,500 SH DEFINED 2 1,500 HARRAHS ENTERTAINMENT INC COMMON 413619107 10 250 SH DEFINED 5 250

Page 44/107 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 109,750 2,415,800 SH DEFINED 1 2,415,800 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 11,358 250,000 SH DEFINED 1,2 250,000 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 432 9,500 SH DEFINED 1,4 9,500 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 57 1,250 SH DEFINED 2 1,250 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 114 2,500 SH DEFINED 2,3 2,500 HARVARD BIOSCIENCE INC COMMON 416906105 1,264 400,000 SH DEFINED 1 400,000 HARVARD BIOSCIENCE INC COMMON 416906105 205 65,000 SH DEFINED 6 65,000 HASBRO INC COMMON 418056107 12,641 1,094,500 SH DEFINED 1 1,094,500 HCA INC COMMON 404119109 451,806 10,886,890 SH DEFINED 1 10,886,890 HCA INC COMMON 404119109 76,908 1,853,200 SH DEFINED 1,2 1,853,200 HCA INC COMMON 404119109 270 6,500 SH DEFINED 1,4 6,500 HCA INC COMMON 404119109 14,118 340,200 SH DEFINED 2 340,200 HCA INC COMMON 404119109 863 20,800 SH DEFINED 2,3 20,800 HCA INC COMMON 404119109 326 7,867 SH DEFINED 5 7,867 HCC INSURANCE HOLDINGS INC COMMON 404132102 49,047 1,993,800 SH DEFINED 1 1,993,800 HCC INSURANCE HOLDINGS INC COMMON 404132102 686 27,900 SH DEFINED 1,4 27,900 HCC INSURANCE HOLDINGS INC COMMON 404132102 4,408 179,180 SH DEFINED 2 179,180 HCC INSURANCE HOLDINGS INC COMMON 404132102 245 9,940 SH DEFINED 2,3 9,940 HCC INSURANCE HOLDINGS INC COMMON 404132102 126 5,126 SH DEFINED 5 5,126 HDFC BANK LTD ADR COMMON 40415F101 1,824 135,500 SH DEFINED 1 135,500 HDFC BANK LTD ADR COMMON 40415F101 26 1,920 SH DEFINED 2,3 1,920 HEADWATERS INC COMMON 42210P102 388 25,000 SH DEFINED 1 25,000 HEALTH MANAGEMENT ASSOCIATES INC COMMON 421933102 66,101 3,692,800 SH DEFINED 1 3,692,800 HEALTH MANAGEMENT ASSOCIATES INC COMMON 421933102 55,771 3,115,700 SH DEFINED 1,2 3,115,700 HEALTH MANAGEMENT ASSOCIATES INC COMMON 421933102 835 46,648 SH DEFINED 1,4 46,648 HEALTH MANAGEMENT ASSOCIATES INC COMMON 421933102 10,691 597,270 SH DEFINED 2 597,270 HEALTH MANAGEMENT ASSOCIATES INC COMMON 421933102 571 31,883 SH DEFINED 2,3 31,883 HEALTH MANAGEMENT ASSOCIATES INC COMMON 421933102 143 7,966 SH DEFINED 5 7,966 HEALTH MANAGEMENT SYSTEMS INC COMMON 42219M100 3,132 870,000 SH DEFINED 1 870,000 HEALTH MANAGEMENT SYSTEMS INC COMMON 42219M100 73 20,200 SH DEFINED 2 20,200 HEALTH NET INC COMMON 42222G108 2,096 79,400 SH DEFINED 1 79,400

Page 45/107 HELEN OF TROY LTD COMMON G4388N106 12 1,000 SH DEFINED 1 1,000 HENRY SCHEIN INC COMMON 806407102 2,025 45,000 SH DEFINED 1 45,000 HENRY SCHEIN INC COMMON 806407102 338 7,500 SH DEFINED 1,4 7,500 HENRY SCHEIN INC COMMON 806407102 1,215 27,000 SH DEFINED 2 27,000 HERMAN MILLER INC COMMON 600544100 26,577 1,444,400 SH DEFINED 1 1,444,400 HERMAN MILLER INC COMMON 600544100 723 39,300 SH DEFINED 2 39,300 HERMAN MILLER INC COMMON 600544100 4,028 218,927 SH DEFINED 5 218,927 HERSHEY FOODS CORP COMMON 427866108 2,192 32,500 SH DEFINED 1 32,500 HERSHEY FOODS CORP COMMON 427866108 337 5,000 SH DEFINED 1,4 5,000 HERSHEY FOODS CORP COMMON 427866108 1,207 17,900 SH DEFINED 2 17,900 HEWLETT PACKARD CO COMMON 428236103 163,267 9,404,800 SH DEFINED 1 9,404,800 HEWLETT PACKARD CO COMMON 428236103 91,140 5,250,000 SH DEFINED 1,2 5,250,000 HEWLETT PACKARD CO COMMON 428236103 469 27,000 SH DEFINED 1,4 27,000 HEWLETT PACKARD CO COMMON 428236103 7,917 456,050 SH DEFINED 2 456,050 HEWLETT PACKARD CO COMMON 428236103 665 38,300 SH DEFINED 2,3 38,300 HILB ROGAL & HAMILTON CO COMMON 431294107 10,021 245,000 SH DEFINED 1 245,000 HILB ROGAL & HAMILTON CO COMMON 431294107 757 18,500 SH DEFINED 2 18,500 HISPANIC BROADCASTING CORP COMMON 43357B104 31,065 1,511,700 SH DEFINED 1 1,511,700 HISPANIC BROADCASTING CORP COMMON 43357B104 15,413 750,000 SH DEFINED 1,2 750,000 HISPANIC BROADCASTING CORP COMMON 43357B104 488 23,730 SH DEFINED 1,4 23,730 HISPANIC BROADCASTING CORP COMMON 43357B104 4,221 205,380 SH DEFINED 2 205,380 HISPANIC BROADCASTING CORP COMMON 43357B104 218 10,630 SH DEFINED 2,3 10,630 HISPANIC BROADCASTING CORP COMMON 43357B104 112 5,436 SH DEFINED 5 5,436 HOLLYWOOD ENTERTAINMENT CORP COMMON 436141105 5,644 373,800 SH DEFINED 1 373,800 HOLLYWOOD ENTERTAINMENT CORP COMMON 436141105 506 33,500 SH DEFINED 2 33,500 HOLOGIC, INC. COMMON 436440101 2,747 225,000 SH DEFINED 1 225,000 HOLOGIC, INC. COMMON 436440101 195 16,000 SH DEFINED 6 16,000

Page 46/107 HOME DEPOT INC COMMON 437076102 81,226 3,390,050 SH DEFINED 1 3,390,050 HOME DEPOT INC COMMON 437076102 59,780 2,495,000 SH DEFINED 1,2 2,495,000 HOME DEPOT INC COMMON 437076102 335 14,000 SH DEFINED 1,4 14,000 HOME DEPOT INC COMMON 437076102 10,033 418,750 SH DEFINED 2 418,750 HOME DEPOT INC COMMON 437076102 228 9,500 SH DEFINED 2,3 9,500 HOME DEPOT INC COMMON 437076102 397 16,509 SH DEFINED 5 16,509 HONDA MOTOR LTD ADR COMMON 438128308 89 4,918 SH DEFINED 5 4,918 HONEYWELL INTL INC COMMON 438516106 76,018 3,167,400 SH DEFINED 1 3,167,400 HONEYWELL INTL INC COMMON 438516106 281 11,700 SH DEFINED 2 11,700 HONEYWELL INTL INC COMMON 438516106 5 203 SH DEFINED 5 203 HORIZON OFFSHORE INC. COMMON 44043J105 2,414 484,800 SH DEFINED 1 484,800 HORIZON OFFSHORE INC. COMMON 44043J105 229 46,000 SH DEFINED 6 46,000 HORIZON ORGANIC HOLDING CORP COMMON 44043T103 3,238 200,000 SH DEFINED 1 200,000 HORIZON ORGANIC HOLDING CORP COMMON 44043T103 627 38,700 SH DEFINED 2 38,700 HORIZON PCS INC 144A WTS COMMON 44043U118 0 29,980 SH DEFINED 1 29,980 HORIZON PCS INC 144A WTS COMMON 44043U118 0 20 SH DEFINED 2,3 20 HOST MARRIOTT CORP COMMON 44107P104 1 160 SH DEFINED 1 160 HOT TOPIC INC COMMON 441339108 6,292 275,000 SH DEFINED 1 275,000 HOT TOPIC INC COMMON 441339108 1,294 56,550 SH DEFINED 2 56,550 HOTELS.COM CL A COMMON 44147T108 6,326 115,800 SH DEFINED 1 115,800 HOTELS.COM CL A COMMON 44147T108 5 100 SH DEFINED 2,3 100 HUB INTERNATIONAL LIMITED COMMON 44332P101 1,001 78,000 SH DEFINED 1 78,000 HUMAN GENOME SCIENCES INC COMMON 444903108 4 470 SH DEFINED 1 470 HUNTINGTON BANCSHARES COMMON 446150104 6,798 363,360 SH DEFINED 1 363,360 I.C. ISAACS & COMPANY INC COMMON 464192103 56 80,000 SH DEFINED 6 80,000 ICON PLC - SPONSORED ADR COMMON 45103T107 4,376 162,600 SH DEFINED 1 162,600 ICON PLC - SPONSORED ADR COMMON 45103T107 743 27,600 SH DEFINED 2 27,600

Page 47/107 ICU MEDICAL INC COMMON 44930G107 5,882 157,700 SH DEFINED 1 157,700 ICU MEDICAL INC COMMON 44930G107 1,218 32,650 SH DEFINED 2 32,650 ICU MEDICAL INC COMMON 44930G107 4 100 SH DEFINED 2,3 100 IDEC PHARMACEUTICALS CORP COMMON 449370105 12,593 379,650 SH DEFINED 1 379,650 IDEC PHARMACEUTICALS CORP COMMON 449370105 33,170 1,000,000 SH DEFINED 1,2 1,000,000 IDEC PHARMACEUTICALS CORP COMMON 449370105 2,995 90,300 SH DEFINED 2 90,300 IDEC PHARMACEUTICALS CORP COMMON 449370105 136 4,100 SH DEFINED 2,3 4,100 IDEXX LABORATORIES INC COMMON 45168D104 3,535 107,600 SH DEFINED 1 107,600 IDEXX LABORATORIES INC COMMON 45168D104 3 100 SH DEFINED 2,3 100 IDINE REWARDS NETWORK COMMON 45168A100 3,601 340,000 SH DEFINED 1 340,000 II-VI INC COMMON 902104108 2,891 180,000 SH DEFINED 1 180,000 II-VI INC COMMON 902104108 538 33,500 SH DEFINED 2 33,500 IKON OFFICE SOLUTIONS INC COMMON 451713101 4 500 SH DEFINED 1 500 IKON OFFICE SOLUTIONS INC COMMON 451713101 1,671 233,700 SH DEFINED 1,4 233,700 ILLINOIS TOOL WORKS COMMON 452308109 19,490 300,500 SH DEFINED 1 300,500 ILLINOIS TOOL WORKS COMMON 452308109 35,673 550,000 SH DEFINED 1,2 550,000 ILLINOIS TOOL WORKS COMMON 452308109 143 2,200 SH DEFINED 2 2,200 IMATION CORP COMMON 45245A107 2,424 69,100 SH DEFINED 1 69,100 IMATION CORP COMMON 45245A107 7 200 SH DEFINED 2,3 200 IMMUNOGEN INC COMMON 45253H101 0 100 SH DEFINED 1 100 IMPAC MEDICAL SYSTEMS INC COMMON 45255A104 3,178 171,600 SH DEFINED 1 171,600 IMPAC MEDICAL SYSTEMS INC COMMON 45255A104 543 29,300 SH DEFINED 2 29,300 IMPAC MEDICAL SYSTEMS INC COMMON 45255A104 4 200 SH DEFINED 2,3 200 IMPERIAL TOBACCO GROUP PLC ADR COMMON 453142101 83 2,491 SH DEFINED 5 2,491 IMS HEALTH INC COMMON 449934108 157,193 9,824,590 SH DEFINED 1 9,824,590 IMS HEALTH INC COMMON 449934108 34,496 2,156,000 SH DEFINED 1,2 2,156,000 IMS HEALTH INC COMMON 449934108 1,548 96,750 SH DEFINED 2 96,750 IMS HEALTH INC COMMON 449934108 13,102 818,865 SH DEFINED 5 818,865

Page 48/107 INFORMATICA CORP COMMON 45666Q102 3,168 550,000 SH DEFINED 1 550,000 INFORMATICA CORP COMMON 45666Q102 144 25,000 SH DEFINED 6 25,000 INFOSYS TECHNOLOGIES ADR COMMON 456788108 3,721 53,500 SH DEFINED 1 53,500 INFOSYS TECHNOLOGIES ADR COMMON 456788108 3,647 52,440 SH DEFINED 1,4 52,440 INFOSYS TECHNOLOGIES ADR COMMON 456788108 125 1,800 SH DEFINED 2 1,800 INFOSYS TECHNOLOGIES ADR COMMON 456788108 198 2,840 SH DEFINED 2,3 2,840 INFOSYS TECHNOLOGIES ADR COMMON 456788108 107 1,544 SH DEFINED 5 1,544 INSIGHT ENTERPRISES INC COMMON 45765U103 3,947 475,000 SH DEFINED 1 475,000 INSIGHT ENTERPRISES INC COMMON 45765U103 540 65,000 SH DEFINED 2 65,000 INTEGRA LIFESCIENCES HOLDINGS COMMON 457985208 4,942 280,000 SH DEFINED 1 280,000 INTEGRA LIFESCIENCES HOLDINGS COMMON 457985208 586 33,200 SH DEFINED 2 33,200 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 7,550 413,700 SH DEFINED 1 413,700 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 1,137 62,300 SH DEFINED 2 62,300 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 7 400 SH DEFINED 2,3 400 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 146 8,000 SH DEFINED 6 8,000 INTEGRATED DEFENSE TECH COMMON 45819B101 2,610 180,000 SH DEFINED 1 180,000 INTEGRATED DEFENSE TECH COMMON 45819B101 406 28,000 SH DEFINED 2 28,000 INTEGRATED DEVICE TECH INC COMMON 458118106 2,433 290,700 SH DEFINED 1 290,700 INTEGRATED DEVICE TECH INC COMMON 458118106 18,504 2,210,700 SH DEFINED 1,2 2,210,700 INTEGRATED DEVICE TECH INC COMMON 458118106 1,618 193,300 SH DEFINED 2 193,300 INTEGRATED DEVICE TECH INC COMMON 458118106 71 8,500 SH DEFINED 2,3 8,500 INTEL CORP COMMON 458140100 87,258 5,604,230 SH DEFINED 1 5,604,230 INTEL CORP COMMON 458140100 129,231 8,300,000 SH DEFINED 1,2 8,300,000 INTEL CORP COMMON 458140100 456 29,300 SH DEFINED 1,4 29,300 INTEL CORP COMMON 458140100 9,927 637,550 SH DEFINED 2 637,550 INTEL CORP COMMON 458140100 587 37,700 SH DEFINED 2,3 37,700 INTEL CORP COMMON 458140100 110 7,090 SH DEFINED 5 7,090 INTERCEPT INC COMMON 45845L107 2,540 150,000 SH DEFINED 1 150,000 INTERCEPT INC COMMON 45845L107 476 28,100 SH DEFINED 2 28,100 INTERMAGNETICS GENERAL CORP COMMON 458771102 1,080 55,000 SH DEFINED 1 55,000

Page 49/107 INTERMUNE INC COMMON 45884X103 18 700 SH DEFINED 1 700 INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 161,271 2,080,920 SH DEFINED 1 2,080,920 INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 69,750 900,000 SH DEFINED 1,2 900,000 INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 7,576 97,760 SH DEFINED 2 97,760 INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 310 4,000 SH DEFINED 2,3 4,000 INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 278 3,582 SH DEFINED 5 3,582 INTERNATIONAL FLAVORS AND FRAGRANCES COMMON 459506101 13,422 382,400 SH DEFINED 1 382,400 INTERNATIONAL PAPER CO COMMON 460146103 1,049 30,000 SH DEFINED 1 30,000 INTERNATIONAL PAPER CO COMMON 460146103 5,246 150,000 SH DEFINED 1,4 150,000 INTERNATIONAL SPEEDWAY CORP CL A COMMON 460335201 932 25,000 SH DEFINED 1 25,000 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 3,208 175,000 SH DEFINED 1 175,000 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 620 33,800 SH DEFINED 2 33,800 INTERPORE INTERNATIONAL COMMON 46062W107 1,600 250,000 SH DEFINED 1 250,000 INTERPORE INTERNATIONAL COMMON 46062W107 192 30,000 SH DEFINED 6 30,000 INTERPUBLIC GROUP CO INC COMMON 460690100 132,447 9,406,770 SH DEFINED 1 9,406,770 INTERPUBLIC GROUP CO INC COMMON 460690100 610 43,350 SH DEFINED 2 43,350 INTERPUBLIC GROUP CO INC COMMON 460690100 8,309 590,139 SH DEFINED 5 590,139 INTERPUBLIC GROUP CO INC CVT. CONVERT 460690AJ9 3,761 4,900,000 PRN DEFINED 1 4,900,000 INTERPUBLIC GROUP CO INC CVT. CONVERT 460690AJ9 77 100,000 PRN DEFINED 2 100,000 INTERSIL CORP COMMON 46069S109 2,593 186,000 SH DEFINED 1 186,000 INTERSIL CORP COMMON 46069S109 519 37,212 SH DEFINED 2 37,212 INTERTAPE POLYMER GROUP INC COMMON 460919103 1,009 244,800 SH DEFINED 1 244,800 INTER-TEL INC COMMON 458372109 3,818 182,600 SH DEFINED 1 182,600 INTER-TEL INC COMMON 458372109 10 500 SH DEFINED 2,3 500 INTERWOVEN INC COMMON 46114T102 182 70,000 SH DEFINED 6 70,000

Page 50/107 INTRADO INC COMMON 46117A100 5,818 593,700 SH DEFINED 1 593,700 INTRADO INC COMMON 46117A100 267 27,200 SH DEFINED 2 27,200 INTRADO INC COMMON 46117A100 215 21,900 SH DEFINED 6 21,900 INTRAWEST CORP COMMON 460915200 6,696 540,000 SH DEFINED 1 540,000 INTRAWEST CORP COMMON 460915200 353 28,500 SH DEFINED 6 28,500 INTUIT INC COMMON 461202103 105,532 2,249,200 SH DEFINED 1 2,249,200 INTUIT INC COMMON 461202103 70,380 1,500,000 SH DEFINED 1,2 1,500,000 INTUIT INC COMMON 461202103 7,127 151,900 SH DEFINED 1,4 151,900 INTUIT INC COMMON 461202103 8,979 191,370 SH DEFINED 2 191,370 INTUIT INC COMMON 461202103 601 12,800 SH DEFINED 2,3 12,800 INTUIT INC COMMON 461202103 147 3,141 SH DEFINED 5 3,141 INVERESK RESEARCH GROUP INC COMMON 461238107 60 2,800 SH DEFINED 1 2,800 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 48,782 1,781,000 SH DEFINED 1 1,781,000 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 192 7,000 SH DEFINED 1,4 7,000 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 3,163 115,480 SH DEFINED 2 115,480 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 260 9,500 SH DEFINED 2,3 9,500 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 162 5,919 SH DEFINED 5 5,919 INVISION TECHNOLOGIES INC. COMMON 461851107 6,833 259,200 SH DEFINED 1 259,200 INVISION TECHNOLOGIES INC. COMMON 461851107 8 300 SH DEFINED 2,3 300 INVITROGEN CORP COMMON 46185R100 4,386 140,000 SH DEFINED 1 140,000 INVITROGEN CORP COMMON 46185R100 746 23,800 SH DEFINED 2 23,800 IPC HOLDINGS LTD COMMON G4933P101 10,683 338,700 SH DEFINED 1 338,700 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 ADR SPONSORED COMMON 46267Q103 126 3,086 SH DEFINED 5 3,086 IRON MOUNTAIN INC COMMON 462846106 42,023 1,273,050 SH DEFINED 1 1,273,050 IRON MOUNTAIN INC COMMON 462846106 393 11,900 SH DEFINED 1,4 11,900 IRON MOUNTAIN INC COMMON 462846106 3,293 99,745 SH DEFINED 2 99,745 IRON MOUNTAIN INC COMMON 462846106 103 3,130 SH DEFINED 2,3 3,130 IRON MOUNTAIN INC COMMON 462846106 91 2,768 SH DEFINED 5 2,768

Page 51/107 ISHARES NASDAQ BIOTECH INDEX COMMON 464287556 5,848 118,500 SH DEFINED 1 118,500 ISHARES RUSSELL 1000 VALUE INDEX COMMON 464287598 3,874 84,466 SH DEFINED 5 84,466 ISHARES RUSSELL 2000 GROWTH INDEX COMMON 464287648 9 220 SH DEFINED 5 220 ISHARES RUSSELL 2000 INDEX COMMON 464287655 10,626 140,000 SH DEFINED 1 140,000 ISHARES RUSSELL 2000 VALUE INDEX COMMON 464287630 6,364 57,000 SH DEFINED 1 57,000 ISHARES RUSSELL MIDCAP INDEX COMMON 464287499 1,182 24,308 SH DEFINED 5 24,308 ISHARES S&P MIDCAP 400/BARRA GROWTH COMMON 464287606 162 1,774 SH DEFINED 1 1,774 ISHARES S&P MIDCAP 400/BARRA VALUE COMMON 464287705 4,000 50,000 SH DEFINED 1 50,000 ISHARES S&P SMALLCAP 600 INDEX COMMON 464287804 2,758 28,300 SH DEFINED 1 28,300 ISHARES S&P SMALLCAP 600/BARRA GROWTH COMMON 464287887 163 2,498 SH DEFINED 1 2,498 ISIS PHARMACEUTICALS INC COMMON 464330109 14,838 2,251,600 SH DEFINED 1 2,251,600 ISIS PHARMACEUTICALS INC COMMON 464330109 374 56,700 SH DEFINED 2 56,700 ITRON INC COMMON 465741106 1,307 68,200 SH DEFINED 1 68,200 ITRON INC COMMON 465741106 2 100 SH DEFINED 2,3 100 ITT EDUCATIONAL SERVICES, INC. COMMON 45068B109 50 2,109 SH DEFINED 1 2,109 ITT INDUSTRIES INC COMMON 450911102 17,612 290,200 SH DEFINED 1 290,200 ITT INDUSTRIES INC COMMON 450911102 334 5,500 SH DEFINED 2 5,500 IVAX CORP COMMON 465823102 4,853 400,100 SH DEFINED 1 400,100 IVAX CORP COMMON 465823102 194 16,000 SH DEFINED 6 16,000 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 10,034 889,500 SH DEFINED 1 889,500 J D EDWARDS & CO COMMON 281667105 2,168 192,200 SH DEFINED 1,4 192,200

Page 52/107 J JILL GROUP INC COMMON 466189107 4,893 350,000 SH DEFINED 1 350,000 J JILL GROUP INC COMMON 466189107 844 60,348 SH DEFINED 2 60,348 J M SMUCKER CO COMMON 832696405 5,050 126,857 SH DEFINED 1 126,857 JABIL CIRCUIT INC COMMON 466313103 3 150 SH DEFINED 1 150 JACK IN THE BOX INC COMMON 466367109 18,391 1,063,700 SH DEFINED 1 1,063,700 JACK IN THE BOX INC COMMON 466367109 380 22,000 SH DEFINED 1,4 22,000 JACK IN THE BOX INC COMMON 466367109 1,772 102,500 SH DEFINED 2 102,500 JACK IN THE BOX INC COMMON 466367109 173 10,000 SH DEFINED 6 10,000 JACOBS ENGINEERING GROUP INC COMMON 469814107 84,920 2,385,400 SH DEFINED 1 2,385,400 JACOBS ENGINEERING GROUP INC COMMON 469814107 1,136 31,900 SH DEFINED 1,4 31,900 JACOBS ENGINEERING GROUP INC COMMON 469814107 8,671 243,560 SH DEFINED 2 243,560 JACOBS ENGINEERING GROUP INC COMMON 469814107 806 22,650 SH DEFINED 2,3 22,650 JACOBS ENGINEERING GROUP INC COMMON 469814107 191 5,371 SH DEFINED 5 5,371 JEFFERIES GROUP INC COMMON 472319102 2,099 50,000 SH DEFINED 1 50,000 JOHN HANCOCK FINANCIAL SERVICES COMMON 41014S106 3 110 SH DEFINED 1 110 JOHN NUVEEN CO-CL A COMMON 478035108 649 25,600 SH DEFINED 1 25,600 JOHN NUVEEN CO-CL A COMMON 478035108 2,865 113,000 SH DEFINED 1,4 113,000 JOHN NUVEEN CO-CL A COMMON 478035108 46 1,800 SH DEFINED 2 1,800 JOHNSON & JOHNSON COMMON 478160104 324,525 6,042,165 SH DEFINED 1 6,042,165 JOHNSON & JOHNSON COMMON 478160104 115,976 2,159,300 SH DEFINED 1,2 2,159,300 JOHNSON & JOHNSON COMMON 478160104 4,039 75,200 SH DEFINED 1,4 75,200 JOHNSON & JOHNSON COMMON 478160104 22,333 415,810 SH DEFINED 2 415,810 JOHNSON & JOHNSON COMMON 478160104 728 13,550 SH DEFINED 2,3 13,550 JOHNSON & JOHNSON COMMON 478160104 628 11,698 SH DEFINED 5 11,698 JONES APPAREL GROUP INC COMMON 480074103 1,810 51,070 SH DEFINED 1 51,070 JONES APPAREL GROUP INC COMMON 480074103 50 1,420 SH DEFINED 2 1,420

Page 53/107 JP MORGAN CHASE & CO COMMON 46625H100 237,740 9,905,850 SH DEFINED 1 9,905,850 JP MORGAN CHASE & CO COMMON 46625H100 21,600 900,000 SH DEFINED 1,2 900,000 JP MORGAN CHASE & CO COMMON 46625H100 600 25,000 SH DEFINED 1,4 25,000 JP MORGAN CHASE & CO COMMON 46625H100 5,617 234,040 SH DEFINED 2 234,040 JP MORGAN CHASE & CO COMMON 46625H100 324 13,500 SH DEFINED 2,3 13,500 JP MORGAN CHASE & CO COMMON 46625H100 11,707 487,802 SH DEFINED 5 487,802 JUNIPER NETWORKS INC COMMON 48203R104 2,572 378,200 SH DEFINED 1 378,200 JUNIPER NETWORKS INC COMMON 48203R104 221 32,500 SH DEFINED 1,4 32,500 JUNIPER NETWORKS INC COMMON 48203R104 29 4,300 SH DEFINED 2 4,300 KB HOME COMMON 48666K109 16,283 380,000 SH DEFINED 1 380,000 KEANE INC COMMON 486665102 1,798 200,000 SH DEFINED 1 200,000 KEANE INC COMMON 486665102 148 16,500 SH DEFINED 6 16,500 KEITHLEY INSTRUMENTS INC COMMON 487584104 4,438 355,000 SH DEFINED 1 355,000 KEITHLEY INSTRUMENTS INC COMMON 487584104 631 50,500 SH DEFINED 2 50,500 KELLOGG CO COMMON 487836108 27,416 800,000 SH DEFINED 1 800,000 KELLOGG CO COMMON 487836108 66,141 1,930,000 SH DEFINED 1,2 1,930,000 KELLOGG CO COMMON 487836108 271 7,900 SH DEFINED 2 7,900 KEMET CORP COMMON 488360108 2,185 250,000 SH DEFINED 1 250,000 KEMET CORP COMMON 488360108 440 50,300 SH DEFINED 2 50,300 KENNAMETAL INC COMMON 489170100 15,500 449,530 SH DEFINED 1 449,530 KENNAMETAL INC COMMON 489170100 359 10,400 SH DEFINED 2 10,400 KENNAMETAL INC COMMON 489170100 2,173 63,008 SH DEFINED 5 63,008 KERR-MCGEE CVT CONVERT 492386AP2 1,089 1,000,000 PRN DEFINED 1 1,000,000 KERZNER INTERNATIONAL LTD COMMON P6065Y107 3,012 150,000 SH DEFINED 1 150,000 KERZNER INTERNATIONAL LTD COMMON P6065Y107 592 29,500 SH DEFINED 2 29,500 KESTREL SOLUTIONS CVT 144A CONVERT 49254QAA0 583 11,000,000 PRN DEFINED 1 11,000,000 KEY ENERGY GROUP INC COMMON 492914106 18,545 2,067,500 SH DEFINED 1 2,067,500 KEY ENERGY GROUP INC COMMON 492914106 188 21,000 SH DEFINED 1,4 21,000 KEY ENERGY GROUP INC COMMON 492914106 918 102,300 SH DEFINED 2 102,300

Page 54/107 KEYCORP COMMON 493267108 2,891 115,000 SH DEFINED 1 115,000 KEYSPAN CORP COMMON 49337W100 2,220 63,000 SH DEFINED 1 63,000 KIMBERLY-CLARK CORP COMMON 494368103 79,826 1,681,600 SH DEFINED 1 1,681,600 KIMBERLY-CLARK CORP COMMON 494368103 24,684 520,000 SH DEFINED 1,2 520,000 KIMBERLY-CLARK CORP COMMON 494368103 100 2,100 SH DEFINED 2 2,100 KINDER MORGAN INC COMMON 49455P101 11,345 268,400 SH DEFINED 1 268,400 KING PHARMACEUTICALS INC COMMON 495582108 70,494 4,100,883 SH DEFINED 1 4,100,883 KING PHARMACEUTICALS INC COMMON 495582108 260 15,100 SH DEFINED 1,4 15,100 KING PHARMACEUTICALS INC COMMON 495582108 1,573 91,532 SH DEFINED 2 91,532 KING PHARMACEUTICALS INC COMMON 495582108 96 5,600 SH DEFINED 2,3 5,600 KLA-TENCOR CORP COMMON 482480100 39,664 1,121,400 SH DEFINED 1 1,121,400 KLA-TENCOR CORP COMMON 482480100 86,989 2,459,400 SH DEFINED 1,2 2,459,400 KLA-TENCOR CORP COMMON 482480100 8,825 249,500 SH DEFINED 2 249,500 KLA-TENCOR CORP COMMON 482480100 244 6,900 SH DEFINED 2,3 6,900 KLA-TENCOR CORP COMMON 482480100 148 4,188 SH DEFINED 5 4,188 KLA-TENCOR CORP COMMON 482480100 71 2,000 SH DEFINED 6 2,000 KMC TELECOM HOLDINGS-WTS EXP 4/15/08 COMMON 482562121 0 35 SH DEFINED 1 35 KNIGHT-RIDDER, INC. COMMON 499040103 9,892 156,400 SH DEFINED 1 156,400 KNOLOGY INC CVT PFD SER D 144A CONVERT 499183606 0 744,700 SH DEFINED 1 744,700 KNOLOGY INC CVT PFD SER D 144A CONVERT 499183606 0 2,322 SH DEFINED 2 2,322 KNOLOGY INC CVT PFD SER D 144A CONVERT 499183606 0 2,985 SH DEFINED 2,3 2,985 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 0 53,095 SH DEFINED 1 53,095 KNOLOGY INC WTS 144A EXP 10/08 COMMON 499183119 0 500 SH DEFINED 2,3 500 KOHLS CORP COMMON 500255104 56,826 1,015,661 SH DEFINED 1 1,015,661 KOHLS CORP COMMON 500255104 75,896 1,356,500 SH DEFINED 1,2 1,356,500 KOHLS CORP COMMON 500255104 8,544 152,710 SH DEFINED 1,4 152,710 KOHLS CORP COMMON 500255104 10,895 194,720 SH DEFINED 2 194,720 KOHLS CORP COMMON 500255104 673 12,020 SH DEFINED 2,3 12,020

Page 55/107 KOOKMIN BANK SPONSORED ADR COMMON 50049M109 6,002 169,800 SH DEFINED 1 169,800 KOOKMIN BANK SPONSORED ADR COMMON 50049M109 4,203 118,892 SH DEFINED 1,4 118,892 KOOKMIN BANK SPONSORED ADR COMMON 50049M109 85 2,400 SH DEFINED 2 2,400 KOOKMIN BANK SPONSORED ADR COMMON 50049M109 24 672 SH DEFINED 2,3 672 KOOKMIN BANK SPONSORED ADR COMMON 50049M109 101 2,860 SH DEFINED 5 2,860 KOSAN BIOSCIENCES INC COMMON 50064W107 2 300 SH DEFINED 1 300 KRAFT FOODS INC CL A COMMON 50075N104 46,841 1,203,200 SH DEFINED 1 1,203,200 KRAFT FOODS INC CL A COMMON 50075N104 48,663 1,250,000 SH DEFINED 1,2 1,250,000 KRAFT FOODS INC CL A COMMON 50075N104 199 5,100 SH DEFINED 2 5,100 KRAFT FOODS INC CL A COMMON 50075N104 6 165 SH DEFINED 5 165 KRISPY KREME DOUGHNUTS INC COMMON 501014104 7,429 220,000 SH DEFINED 1 220,000 KRISPY KREME DOUGHNUTS INC COMMON 501014104 783 23,200 SH DEFINED 2 23,200 KROGER CORP COMMON 501044101 217,388 14,070,450 SH DEFINED 1 14,070,450 KROGER CORP COMMON 501044101 49,595 3,210,000 SH DEFINED 1,2 3,210,000 KROGER CORP COMMON 501044101 1,545 100,000 SH DEFINED 2 100,000 KROGER CORP COMMON 501044101 13,414 868,227 SH DEFINED 5 868,227 KROLL INC COMMON 501049100 3,619 189,700 SH DEFINED 1 189,700 KRONOS INC COMMON 501052104 3,699 100,000 SH DEFINED 1 100,000 KRONOS INC COMMON 501052104 259 7,000 SH DEFINED 2 7,000 KT CORP SP ADR COMMON 48268K101 3,263 151,400 SH DEFINED 1,4 151,400 KYPHON INC COMMON 501577100 2,395 280,400 SH DEFINED 1 280,400 KYPHON INC COMMON 501577100 129 15,100 SH DEFINED 6 15,100 L OREAL CO COMMON 502117203 62 4,057 SH DEFINED 5 4,057 L S I LOGIC CORP COMMON 502161102 3,289 570,000 SH DEFINED 1 570,000 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 76,787 1,709,800 SH DEFINED 1 1,709,800 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 81,736 1,820,000 SH DEFINED 1,2 1,820,000 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 669 14,900 SH DEFINED 1,4 14,900 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 10,868 242,000 SH DEFINED 2 242,000 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 503 11,200 SH DEFINED 2,3 11,200

Page 56/107 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 25,810 1,110,600 SH DEFINED 1 1,110,600 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 402 17,300 SH DEFINED 1,4 17,300 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 1,736 74,700 SH DEFINED 2 74,700 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 5 200 SH DEFINED 2,3 200 LABRANCHE & CO INC COMMON 505447102 6,274 235,500 SH DEFINED 1 235,500 LAFARGE CORPORATION COMMON 505862102 3 80 SH DEFINED 1 80 LAM RESEARCH CORP COMMON 512807108 21,854 2,023,500 SH DEFINED 1 2,023,500 LAM RESEARCH CORP COMMON 512807108 55,620 5,150,000 SH DEFINED 1,2 5,150,000 LAM RESEARCH CORP COMMON 512807108 2,198 203,500 SH DEFINED 1,4 203,500 LAM RESEARCH CORP COMMON 512807108 3,917 362,710 SH DEFINED 2 362,710 LAM RESEARCH CORP COMMON 512807108 279 25,840 SH DEFINED 2,3 25,840 LAMAR ADVERTISING CO COMMON 512815101 73,779 2,192,550 SH DEFINED 1 2,192,550 LAMAR ADVERTISING CO COMMON 512815101 100,950 3,000,000 SH DEFINED 1,2 3,000,000 LAMAR ADVERTISING CO COMMON 512815101 1,184 35,200 SH DEFINED 1,4 35,200 LAMAR ADVERTISING CO COMMON 512815101 12,752 378,970 SH DEFINED 2 378,970 LAMAR ADVERTISING CO COMMON 512815101 497 14,780 SH DEFINED 2,3 14,780 LAMAR ADVERTISING CO COMMON 512815101 86 2,550 SH DEFINED 5 2,550 LAMAR ADVERTISING CVT 5.25 CONVERT 512815AF8 1,316 1,300,000 PRN DEFINED 1 1,300,000 LANDSTAR SYSTEM INC COMMON 515098101 3,933 67,400 SH DEFINED 1 67,400 LEAR CORP COMMON 521865105 20,637 620,100 SH DEFINED 1 620,100 LEAR CORP COMMON 521865105 283 8,500 SH DEFINED 1,4 8,500 LEAR CORP COMMON 521865105 2,057 61,800 SH DEFINED 2 61,800 LEAR CORP COMMON 521865105 133 4,010 SH DEFINED 2,3 4,010 LEAR CORP COMMON 521865105 133 4,000 SH DEFINED 6 4,000 LEGG MASON INC COMMON 524901105 29,702 611,900 SH DEFINED 1 611,900 LEGG MASON INC COMMON 524901105 3,242 66,800 SH DEFINED 1,4 66,800 LEGG MASON INC COMMON 524901105 993 20,450 SH DEFINED 2 20,450 LEGG MASON INC COMMON 524901105 96 1,980 SH DEFINED 2,3 1,980 LEGG MASON INC COMMON 524901105 39 795 SH DEFINED 5 795

Page 57/107 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 36,541 685,700 SH DEFINED 1 685,700 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 75 1,400 SH DEFINED 2 1,400 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 69 1,300 SH DEFINED 2,3 1,300 LENNAR CORP COMMON 526057104 3,339 64,700 SH DEFINED 1 64,700 LENNAR CORP COMMON 526057104 30,960 600,000 SH DEFINED 1,2 600,000 LENNAR CORP COMMON 526057104 2,709 52,500 SH DEFINED 2 52,500 LENNAR CORP COMMON 526057104 119 2,300 SH DEFINED 2,3 2,300 LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 2,205 450,000 SH DEFINED 1 450,000 LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 147 30,000 SH DEFINED 6 30,000 LEXMARK INTERNATIONAL INC COMMON 529771107 15,119 249,900 SH DEFINED 1 249,900 LEXMARK INTERNATIONAL INC COMMON 529771107 137 2,270 SH DEFINED 2 2,270 LEXMARK INTERNATIONAL INC COMMON 529771107 109 1,800 SH DEFINED 2,3 1,800 LEXMARK INTERNATIONAL INC COMMON 529771107 14 227 SH DEFINED 5 227 LIFEPOINT HOSPITALS INC COMMON 53219L109 49,727 1,661,400 SH DEFINED 1 1,661,400 LIFEPOINT HOSPITALS INC COMMON 53219L109 135 4,500 SH DEFINED 1,4 4,500 LIFEPOINT HOSPITALS INC COMMON 53219L109 3,952 132,050 SH DEFINED 2 132,050 LIFEPOINT HOSPITALS INC COMMON 53219L109 431 14,390 SH DEFINED 2,3 14,390 LIFEPOINT INC COMMON 53215R100 624 400,000 SH DEFINED 1 400,000 LIFEPOINT INC WTS COMMON 53215R928 0 80,000 SH DEFINED 1 80,000 LILLY (ELI) & CO COMMON 532457108 6,967 109,710 SH DEFINED 1 109,710 LILLY (ELI) & CO COMMON 532457108 22,225 350,000 SH DEFINED 1,2 350,000 LILLY (ELI) & CO COMMON 532457108 318 5,000 SH DEFINED 1,4 5,000 LILLY (ELI) & CO COMMON 532457108 44 700 SH DEFINED 2 700 LILLY (ELI) & CO COMMON 532457108 191 3,000 SH DEFINED 2,3 3,000 LIMITED BRANDS INC COMMON 532716107 53,744 3,858,170 SH DEFINED 1 3,858,170 LIMITED BRANDS INC COMMON 532716107 88,525 6,355,000 SH DEFINED 1,2 6,355,000 LIMITED BRANDS INC COMMON 532716107 5,154 370,000 SH DEFINED 2 370,000 LIMITED BRANDS INC COMMON 532716107 160 11,500 SH DEFINED 2,3 11,500 LIMITED BRANDS INC COMMON 532716107 4 300 SH DEFINED 5 300

Page 58/107 LINCARE HOLDINGS INC COMMON 532791100 37,885 1,198,140 SH DEFINED 1 1,198,140 LINCARE HOLDINGS INC COMMON 532791100 406 12,850 SH DEFINED 1,4 12,850 LINCARE HOLDINGS INC COMMON 532791100 2,967 93,820 SH DEFINED 2 93,820 LINCARE HOLDINGS INC COMMON 532791100 190 6,000 SH DEFINED 2,3 6,000 LINCARE HOLDINGS INC COMMON 532791100 121 3,834 SH DEFINED 5 3,834 LINCORP HOLDINGS INC COMMON 535100101 0 7 SH DEFINED 5 7 LINEAR TECHNOLOGY CORP COMMON 535678106 47,610 1,851,090 SH DEFINED 1 1,851,090 LINEAR TECHNOLOGY CORP COMMON 535678106 89,259 3,470,400 SH DEFINED 1,2 3,470,400 LINEAR TECHNOLOGY CORP COMMON 535678106 566 22,000 SH DEFINED 1,4 22,000 LINEAR TECHNOLOGY CORP COMMON 535678106 10,382 403,650 SH DEFINED 2 403,650 LINEAR TECHNOLOGY CORP COMMON 535678106 682 26,500 SH DEFINED 2,3 26,500 LINEAR TECHNOLOGY CORP COMMON 535678106 56 2,187 SH DEFINED 5 2,187 LINENS N THINGS INC COMMON 535679104 4,181 185,000 SH DEFINED 1 185,000 LOCKHEED MARTIN CORP COMMON 539830109 52,753 913,470 SH DEFINED 1 913,470 LOCKHEED MARTIN CORP COMMON 539830109 188,392 3,262,200 SH DEFINED 1,2 3,262,200 LOCKHEED MARTIN CORP COMMON 539830109 14,137 244,800 SH DEFINED 1,4 244,800 LOCKHEED MARTIN CORP COMMON 539830109 21,532 372,850 SH DEFINED 2 372,850 LOCKHEED MARTIN CORP COMMON 539830109 664 11,500 SH DEFINED 2,3 11,500 LOCKHEED MARTIN CORP COMMON 539830109 111 1,914 SH DEFINED 5 1,914 LOCKHEED MARTIN CORP COMMON 539830109 173 3,000 SH DEFINED 6 3,000 LONE STAR TECHNOLOGIES INC COMMON 542312103 88 5,900 SH DEFINED 1,4 5,900 LORAL SPACE & COMM WT 12/27/06 COMMON G56462180 4 74,000 SH DEFINED 1 74,000 LOUISIANA PACIFIC CORP COMMON 546347105 27,084 3,360,330 SH DEFINED 1 3,360,330 LOUISIANA PACIFIC CORP COMMON 546347105 408 50,600 SH DEFINED 2 50,600 LOUISIANA PACIFIC CORP COMMON 546347105 5,201 645,317 SH DEFINED 5 645,317 LOWES COMPANIES INC COMMON 548661107 67,824 1,808,637 SH DEFINED 1 1,808,637 LOWES COMPANIES INC COMMON 548661107 97,500 2,600,000 SH DEFINED 1,2 2,600,000 LOWES COMPANIES INC COMMON 548661107 9,403 250,750 SH DEFINED 1,4 250,750 LOWES COMPANIES INC COMMON 548661107 7,759 206,900 SH DEFINED 2 206,900 LOWES COMPANIES INC COMMON 548661107 548 14,600 SH DEFINED 2,3 14,600 LOWES COMPANIES INC COMMON 548661107 12 322 SH DEFINED 5 322 LTX CORP COMMON 502392103 1,809 300,000 SH DEFINED 1 300,000

Page 59/107 M & T BANK CORP COMMON 55261F104 2,381 30,000 SH DEFINED 1 30,000 MACROMEDIA INC COMMON 556100105 7,189 675,000 SH DEFINED 1 675,000 MACROMEDIA INC COMMON 556100105 998 93,700 SH DEFINED 2 93,700 MACROVISION CORP COMMON 555904101 12,607 786,000 SH DEFINED 1 786,000 MACROVISION CORP COMMON 555904101 832 51,900 SH DEFINED 2 51,900 MANDALAY RESORT GROUP COMMON 562567107 4,592 150,000 SH DEFINED 1 150,000 MANDALAY RESORT GROUP COMMON 562567107 138 4,500 SH DEFINED 6 4,500 MANHATTAN ASSOCIATES INC COMMON 562750109 4,441 187,700 SH DEFINED 1 187,700 MANITOWOC INC COMMON 563571108 1,913 75,000 SH DEFINED 1 75,000 MANITOWOC INC COMMON 563571108 403 15,800 SH DEFINED 2 15,800 MANPOWER INC COMMON 56418H100 1,308 41,000 SH DEFINED 1 41,000 MANPOWER INC COMMON 56418H100 175 5,500 SH DEFINED 1,4 5,500 MANPOWER INC COMMON 56418H100 705 22,100 SH DEFINED 2 22,100 MANULIFE FINANCIAL CORP COMMON 56501R106 45 2,075 SH DEFINED 5 2,075 MARATHON OIL CORP COMMON 565849106 109 5,100 SH DEFINED 1,4 5,100 MARSH & MCLENNAN COS INC COMMON 571748102 22,902 495,610 SH DEFINED 1 495,610 MARSH & MCLENNAN COS INC COMMON 571748102 5 116 SH DEFINED 5 116 MARSHALL & ILSLEY CORP COMMON 571834100 8,534 311,700 SH DEFINED 1 311,700 MARSHALL & ILSLEY CORP COMMON 571834100 233 8,500 SH DEFINED 2 8,500 MARTIN MARIETTA MATERIALS INC COMMON 573284106 13,221 431,200 SH DEFINED 1 431,200 MARTIN MARIETTA MATERIALS INC COMMON 573284106 359 11,700 SH DEFINED 2 11,700 MARTIN MARIETTA MATERIALS INC COMMON 573284106 1,215 39,628 SH DEFINED 5 39,628 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 2,114 112,100 SH DEFINED 1 112,100 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 8 400 SH DEFINED 2,3 400

Page 60/107 MASCO CORP COMMON 574599106 188,026 8,932,350 SH DEFINED 1 8,932,350 MASCO CORP COMMON 574599106 52,720 2,504,500 SH DEFINED 1,2 2,504,500 MASCO CORP COMMON 574599106 463 22,000 SH DEFINED 1,4 22,000 MASCO CORP COMMON 574599106 6,195 294,300 SH DEFINED 2 294,300 MASCO CORP COMMON 574599106 137 6,500 SH DEFINED 2,3 6,500 MASCO CORP COMMON 574599106 10,205 484,801 SH DEFINED 5 484,801 MATTEL INC COMMON 577081102 113,046 5,903,190 SH DEFINED 1 5,903,190 MATTEL INC COMMON 577081102 26,427 1,380,000 SH DEFINED 1,2 1,380,000 MATTEL INC COMMON 577081102 910 47,500 SH DEFINED 2 47,500 MATTEL INC COMMON 577081102 6,911 360,885 SH DEFINED 5 360,885 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 17,607 532,900 SH DEFINED 1 532,900 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 77,644 2,350,000 SH DEFINED 1,2 2,350,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 330 10,000 SH DEFINED 1,4 10,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 7,038 213,000 SH DEFINED 2 213,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 370 11,200 SH DEFINED 2,3 11,200 MAXIMUS INC COMMON 577933104 4,030 154,400 SH DEFINED 1 154,400 MBIA INC COMMON 55262C100 1,228 28,000 SH DEFINED 1 28,000 MBNA CORP COMMON 55262L100 149,606 7,865,720 SH DEFINED 1 7,865,720 MBNA CORP COMMON 55262L100 78,258 4,114,500 SH DEFINED 1,2 4,114,500 MBNA CORP COMMON 55262L100 485 25,500 SH DEFINED 1,4 25,500 MBNA CORP COMMON 55262L100 4,734 248,900 SH DEFINED 2 248,900 MBNA CORP COMMON 55262L100 653 34,350 SH DEFINED 2,3 34,350 MBNA CORP COMMON 55262L100 14 730 SH DEFINED 5 730 MC DONALDS CORP COMMON 580135101 13,155 818,090 SH DEFINED 1 818,090 MC DONALDS CORP COMMON 580135101 31,967 1,988,000 SH DEFINED 1,2 1,988,000 MC DONALDS CORP COMMON 580135101 55 3,400 SH DEFINED 1,4 3,400 MC DONALDS CORP COMMON 580135101 130 8,100 SH DEFINED 2 8,100 MCDATA CORP CL A COMMON 580031201 9,124 1,285,100 SH DEFINED 1 1,285,100 MCDATA CORP CL A COMMON 580031201 309 43,500 SH DEFINED 1,4 43,500 MCDATA CORP CL A COMMON 580031201 39 5,500 SH DEFINED 2 5,500 MCDATA CORP CL A COMMON 580031201 2 300 SH DEFINED 2,3 300 MCG CAPITAL CORP COMMON 58047P107 983 91,500 SH DEFINED 1 91,500

Page 61/107 MCKESSON CORP COMMON 58155Q103 99,400 3,677,380 SH DEFINED 1 3,677,380 MCKESSON CORP COMMON 58155Q103 4,595 170,000 SH DEFINED 1,4 170,000 MCKESSON CORP COMMON 58155Q103 2,596 96,050 SH DEFINED 2 96,050 MCKESSON CORP COMMON 58155Q103 5,307 196,330 SH DEFINED 5 196,330 MCSI INC COMMON 55270M108 950 200,000 SH DEFINED 1 200,000 MCSI INC COMMON 55270M108 197 41,500 SH DEFINED 2 41,500 MDU RESOURCES GROUP INC COMMON 552690109 6,352 246,100 SH DEFINED 1 246,100 MED DESIGN CORP COMMON 583926100 7,203 893,900 SH DEFINED 1 893,900 MED DESIGN CORP COMMON 583926100 490 60,800 SH DEFINED 2 60,800 MEDAREX INC COMMON 583916101 8 2,100 SH DEFINED 1 2,100 MEDCATH CORP COMMON 58404W109 1 100 SH DEFINED 1 100 MEDICAL STAFFING NETWORKS COMMON 58463F104 1,952 122,000 SH DEFINED 1 122,000 MEDICINES CO COMMON 584688105 2 100 SH DEFINED 1 100 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 106,378 2,141,700 SH DEFINED 1 2,141,700 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 99,340 2,000,000 SH DEFINED 1,2 2,000,000 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 997 20,080 SH DEFINED 1,4 20,080 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 16,633 334,880 SH DEFINED 2 334,880 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 781 15,720 SH DEFINED 2,3 15,720 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 176 3,543 SH DEFINED 5 3,543 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 224 4,500 SH DEFINED 6 4,500 MEDIMMUNE INC COMMON 584699102 1,511 55,600 SH DEFINED 1 55,600 MEDIMMUNE INC COMMON 584699102 245 9,000 SH DEFINED 1,4 9,000 MEDIMMUNE INC COMMON 584699102 888 32,700 SH DEFINED 2 32,700 MEDSOURCE TECHNOLOGIES INC COMMON 58505Y103 195 30,000 SH DEFINED 6 30,000

Page 62/107 MEDTRONIC INC COMMON 585055106 76,341 1,674,150 SH DEFINED 1 1,674,150 MEDTRONIC INC COMMON 585055106 113,663 2,492,600 SH DEFINED 1,2 2,492,600 MEDTRONIC INC COMMON 585055106 502 11,000 SH DEFINED 1,4 11,000 MEDTRONIC INC COMMON 585055106 18,687 409,800 SH DEFINED 2 409,800 MEDTRONIC INC COMMON 585055106 661 14,500 SH DEFINED 2,3 14,500 MEDTRONIC INC COMMON 585055106 437 9,576 SH DEFINED 5 9,576 MELLON FINANCIAL CORP COMMON 58551A108 3,264 125,003 SH DEFINED 1 125,003 MEMC ELECTRONIC MATERIALS COMMON 552715104 356 47,000 SH DEFINED 1 47,000 MENTOR CORP COMMON 587188103 4 100 SH DEFINED 1 100 MENTOR CORP COMMON 587188103 8 200 SH DEFINED 2 200 MERCK & CO COMMON 589331107 134,259 2,371,650 SH DEFINED 1 2,371,650 MERCK & CO COMMON 589331107 41,891 740,000 SH DEFINED 1,2 740,000 MERCK & CO COMMON 589331107 793 14,000 SH DEFINED 2 14,000 MERCK & CO COMMON 589331107 130 2,300 SH DEFINED 2,3 2,300 MERCK & CO COMMON 589331107 8 142 SH DEFINED 5 142 MERCURY COMPUTER SYSTEMS INC COMMON 589378108 5,353 175,400 SH DEFINED 1 175,400 MERCURY INTERACTIVE CORP COMMON 589405109 11,670 393,600 SH DEFINED 1 393,600 MERCURY INTERACTIVE CORP COMMON 589405109 23,830 803,700 SH DEFINED 1,2 803,700 MERCURY INTERACTIVE CORP COMMON 589405109 2,123 71,600 SH DEFINED 2 71,600 MERCURY INTERACTIVE CORP COMMON 589405109 107 3,600 SH DEFINED 2,3 3,600 MERIDIAN GOLD INC COMMON 589975101 1,483 84,100 SH DEFINED 1 84,100 MERIX CORP COMMON 590049102 7,350 875,000 SH DEFINED 1 875,000 MERRILL LYNCH & CO INC COMMON 590188108 259,276 6,832,040 SH DEFINED 1 6,832,040 MERRILL LYNCH & CO INC COMMON 590188108 57,130 1,505,400 SH DEFINED 1,2 1,505,400 MERRILL LYNCH & CO INC COMMON 590188108 12,002 316,250 SH DEFINED 2 316,250 MERRILL LYNCH & CO INC COMMON 590188108 220 5,800 SH DEFINED 2,3 5,800 MERRILL LYNCH & CO INC COMMON 590188108 277 7,296 SH DEFINED 5 7,296 METLIFE INC COMMON 59156R108 4 160 SH DEFINED 1 160

Page 63/107 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 22,997 717,300 SH DEFINED 1 717,300 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 593 18,500 SH DEFINED 2 18,500 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 2,729 85,131 SH DEFINED 5 85,131 MGIC INVESTMENT CORP COMMON 552848103 95,930 2,322,750 SH DEFINED 1 2,322,750 MGIC INVESTMENT CORP COMMON 552848103 27,229 659,300 SH DEFINED 1,2 659,300 MGIC INVESTMENT CORP COMMON 552848103 743 18,000 SH DEFINED 2 18,000 MGIC INVESTMENT CORP COMMON 552848103 7,497 181,530 SH DEFINED 5 181,530 MGM GRAND INC COMMON 552953101 5,110 155,000 SH DEFINED 1 155,000 MGM GRAND INC COMMON 552953101 47,348 1,436,100 SH DEFINED 1,2 1,436,100 MGM GRAND INC COMMON 552953101 4,138 125,500 SH DEFINED 2 125,500 MGM GRAND INC COMMON 552953101 181 5,500 SH DEFINED 2,3 5,500 MICHAELS STORES INC COMMON 594087108 3,740 119,500 SH DEFINED 1 119,500 MICHAELS STORES INC COMMON 594087108 291 9,300 SH DEFINED 1,4 9,300 MICHAELS STORES INC COMMON 594087108 97 3,100 SH DEFINED 2 3,100 MICHAELS STORES INC COMMON 594087108 56 1,800 SH DEFINED 2,3 1,800 MICROCHIP TECHNOLOGY INC COMMON 595017104 135,180 5,528,837 SH DEFINED 1 5,528,837 MICROCHIP TECHNOLOGY INC COMMON 595017104 164,205 6,715,952 SH DEFINED 1,2 6,715,952 MICROCHIP TECHNOLOGY INC COMMON 595017104 526 21,517 SH DEFINED 1,4 21,517 MICROCHIP TECHNOLOGY INC COMMON 595017104 19,935 815,333 SH DEFINED 2 815,333 MICROCHIP TECHNOLOGY INC COMMON 595017104 1,316 53,822 SH DEFINED 2,3 53,822 MICROCHIP TECHNOLOGY INC COMMON 595017104 74 3,014 SH DEFINED 5 3,014 MICRON TECHNOLOGY INC COMMON 595112103 60,834 6,245,800 SH DEFINED 1 6,245,800 MICRON TECHNOLOGY INC COMMON 595112103 53,570 5,500,000 SH DEFINED 1,2 5,500,000 MICRON TECHNOLOGY INC COMMON 595112103 485 49,800 SH DEFINED 1,4 49,800 MICRON TECHNOLOGY INC COMMON 595112103 5,382 552,600 SH DEFINED 2 552,600 MICRON TECHNOLOGY INC COMMON 595112103 460 47,200 SH DEFINED 2,3 47,200 MICROSOFT CORP COMMON 594918104 693,268 13,409,435 SH DEFINED 1 13,409,435 MICROSOFT CORP COMMON 594918104 445,137 8,610,000 SH DEFINED 1,2 8,610,000 MICROSOFT CORP COMMON 594918104 16,531 319,750 SH DEFINED 1,4 319,750 MICROSOFT CORP COMMON 594918104 47,192 912,800 SH DEFINED 2 912,800 MICROSOFT CORP COMMON 594918104 2,497 48,300 SH DEFINED 2,3 48,300 MICROSOFT CORP COMMON 594918104 712 13,778 SH DEFINED 5 13,778

Page 64/107 MID ATLANTIC MEDICAL SERVICES INC. COMMON 59523C107 7,627 235,413 SH DEFINED 1 235,413 MID ATLANTIC MEDICAL SERVICES INC. COMMON 59523C107 2,764 85,300 SH DEFINED 1,4 85,300 MID ATLANTIC MEDICAL SERVICES INC. COMMON 59523C107 713 22,000 SH DEFINED 2 22,000 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 1,705 214,700 SH DEFINED 1 214,700 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 2 200 SH DEFINED 2,3 200 MILLIPORE CORP COMMON 601073109 15,898 467,600 SH DEFINED 1 467,600 MILLIPORE CORP COMMON 601073109 432 12,700 SH DEFINED 2 12,700 MIRANT CORP COMMON 604675108 448 237,178 SH DEFINED 1 237,178 MIRANT TRUST I CVT PFD 6.25% CONVERT 60467Q102 1,092 65,800 SH DEFINED 1 65,800 MKS INSTRUMENTS INC COMMON 55306N104 2,397 145,900 SH DEFINED 1 145,900 MKS INSTRUMENTS INC COMMON 55306N104 245 14,900 SH DEFINED 6 14,900 MOHAWK INDUSTRIES INC COMMON 608190104 23,516 412,924 SH DEFINED 1 412,924 MOHAWK INDUSTRIES INC COMMON 608190104 599 10,516 SH DEFINED 2 10,516 MOHAWK INDUSTRIES INC COMMON 608190104 2,371 41,637 SH DEFINED 5 41,637 MOLEX INC COMMON 608554101 3,730 161,900 SH DEFINED 1 161,900 MOLEX INC COMMON 608554101 34,560 1,500,000 SH DEFINED 1,2 1,500,000 MOLEX INC COMMON 608554101 3,023 131,200 SH DEFINED 2 131,200 MOLEX INC COMMON 608554101 134 5,800 SH DEFINED 2,3 5,800 MOLEX INC CL A COMMON 608554200 25,173 1,265,625 SH DEFINED 1 1,265,625 MOLEX INC CL A COMMON 608554200 320 16,100 SH DEFINED 1,4 16,100 MOLEX INC CL A COMMON 608554200 1,045 52,540 SH DEFINED 2 52,540 MOLEX INC CL A COMMON 608554200 65 3,290 SH DEFINED 2,3 3,290 MONACO COACH CORP COMMON 60886R103 4,138 250,000 SH DEFINED 1 250,000 MONACO COACH CORP COMMON 60886R103 791 47,800 SH DEFINED 2 47,800 MONSANTO CO COMMON 61166W101 4,190 217,651 SH DEFINED 1 217,651 MONSANTO CO COMMON 61166W101 75 3,921 SH DEFINED 2 3,921 MONSANTO CO COMMON 61166W101 0 17 SH DEFINED 5 17

Page 65/107 MOODY'S CORP COMMON 615369105 32,958 798,200 SH DEFINED 1 798,200 MOODY'S CORP COMMON 615369105 76,634 1,856,000 SH DEFINED 1,2 1,856,000 MOODY'S CORP COMMON 615369105 58 1,400 SH DEFINED 1,4 1,400 MOODY'S CORP COMMON 615369105 7,521 182,150 SH DEFINED 2 182,150 MOODY'S CORP COMMON 615369105 363 8,800 SH DEFINED 2,3 8,800 MOODY'S CORP COMMON 615369105 10 238 SH DEFINED 5 238 MORGAN STANLEY COMMON 617446448 317,614 7,956,250 SH DEFINED 1 7,956,250 MORGAN STANLEY COMMON 617446448 90,750 2,273,300 SH DEFINED 1,2 2,273,300 MORGAN STANLEY COMMON 617446448 13,948 349,400 SH DEFINED 2 349,400 MORGAN STANLEY COMMON 617446448 507 12,700 SH DEFINED 2,3 12,700 MORGAN STANLEY COMMON 617446448 14,688 367,939 SH DEFINED 5 367,939 MOTOROLA INC COMMON 620076109 58,272 6,736,650 SH DEFINED 1 6,736,650 MOTOROLA INC COMMON 620076109 35,465 4,100,000 SH DEFINED 1,2 4,100,000 MOTOROLA INC COMMON 620076109 3,428 396,350 SH DEFINED 2 396,350 MOTOROLA INC COMMON 620076109 138 16,000 SH DEFINED 2,3 16,000 MOTOROLA INC COMMON 620076109 4,765 550,830 SH DEFINED 5 550,830 MOVIE GALLERY INC COMMON 624581104 2,470 190,000 SH DEFINED 1 190,000 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 5 280 SH DEFINED 1 280 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 2,559 350,000 SH DEFINED 1 350,000 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 485 66,300 SH DEFINED 2 66,300 MURPHY OIL CORP COMMON 626717102 8,964 209,200 SH DEFINED 1 209,200 MYKROLIS CORP COMMON 62852P103 4,948 677,832 SH DEFINED 1 677,832 MYKROLIS CORP COMMON 62852P103 854 117,000 SH DEFINED 2 117,000 MYLAN LABORATORIES INC COMMON 628530107 18,071 517,800 SH DEFINED 1 517,800 MYLAN LABORATORIES INC COMMON 628530107 7 200 SH DEFINED 2,3 200 MYLAN LABORATORIES INC COMMON 628530107 297 8,500 SH DEFINED 6 8,500

Page 66/107 NABORS INDUSTRIES LTD COMMON G6359F103 129,686 3,676,940 SH DEFINED 1 3,676,940 NABORS INDUSTRIES LTD COMMON G6359F103 44,088 1,250,000 SH DEFINED 1,2 1,250,000 NABORS INDUSTRIES LTD COMMON G6359F103 406 11,500 SH DEFINED 1,4 11,500 NABORS INDUSTRIES LTD COMMON G6359F103 8,976 254,500 SH DEFINED 2 254,500 NABORS INDUSTRIES LTD COMMON G6359F103 356 10,100 SH DEFINED 2,3 10,100 NABORS INDUSTRIES LTD COMMON G6359F103 85 2,396 SH DEFINED 5 2,396 NASDAQ-100 SHARES COMMON 631100104 11,136 456,400 SH DEFINED 1 456,400 NASDAQ-100 SHARES COMMON 631100104 11,834 485,000 CALL DEFINED 1 485,000 NASDAQ-100 SHARES COMMON 631100104 95,424 3,910,800 SH DEFINED 1,2 3,910,800 NASDAQ-100 SHARES COMMON 631100104 6,217 254,800 SH DEFINED 2 254,800 NASDAQ-100 SHARES COMMON 631100104 273 11,200 SH DEFINED 2,3 11,200 NASDAQ-100 SHARES COMMON 631100104 976 40,000 CALL DEFINED 6 40,000 NASDAQ-100 SHARES COMMON 631100104 854 35,000 PUT DEFINED 6 35,000 NATCO GROUP INC A COMMON 63227W203 220 35,000 SH DEFINED 6 35,000 NATIONAL CITY CORP COMMON 635405103 8 280 SH DEFINED 1 280 NATIONAL COMMERCE FINANCIAL CORP COMMON 63545P104 1,550 65,000 SH DEFINED 1 65,000 NATIONAL INSTRUMENTS CORP COMMON 636518102 38,700 1,191,150 SH DEFINED 1 1,191,150 NATIONAL INSTRUMENTS CORP COMMON 636518102 109 3,360 SH DEFINED 1,4 3,360 NATIONAL INSTRUMENTS CORP COMMON 636518102 2,822 86,860 SH DEFINED 2 86,860 NATIONAL INSTRUMENTS CORP COMMON 636518102 161 4,940 SH DEFINED 2,3 4,940 NATIONAL INSTRUMENTS CORP COMMON 636518102 50 1,544 SH DEFINED 5 1,544 NATIONAL-OILWELL INC COMMON 637071101 36,538 1,673,000 SH DEFINED 1 1,673,000 NATIONAL-OILWELL INC COMMON 637071101 622 28,500 SH DEFINED 1,4 28,500 NATIONAL-OILWELL INC COMMON 637071101 4,174 191,130 SH DEFINED 2 191,130 NATIONAL-OILWELL INC COMMON 637071101 172 7,890 SH DEFINED 2,3 7,890 NATIONAL-OILWELL INC COMMON 637071101 205 9,365 SH DEFINED 5 9,365 NATIONWIDE FINANCIAL SERVICES CL A COMMON 638612101 22,080 770,690 SH DEFINED 1 770,690 NATIONWIDE FINANCIAL SERVICES CL A COMMON 638612101 2 77 SH DEFINED 5 77 NAUTILUS GROUP INC COMMON 63910B102 401 30,000 SH DEFINED 1 30,000 NCO GROUP INC COMMON 628858102 4,627 290,100 SH DEFINED 1 290,100 NCO GROUP INC COMMON 628858102 616 38,600 SH DEFINED 2 38,600

Page 67/107 NDCHEALTH CORP COMMON 639480102 995 50,000 SH DEFINED 1 50,000 NESTLE SA ADR COMMON 641069406 52 981 SH DEFINED 5 981 NETEGRITY INC COMMON 64110P107 1,627 500,000 SH DEFINED 1 500,000 NETEGRITY INC COMMON 64110P107 114 35,000 SH DEFINED 6 35,000 NETIQ CORP COMMON 64115P102 618 50,000 SH DEFINED 1 50,000 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 10,065 597,700 SH DEFINED 1 597,700 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 854 50,700 SH DEFINED 2 50,700 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 67 4,000 SH DEFINED 2,3 4,000 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 224 13,300 SH DEFINED 6 13,300 NETWORK APPLIANCE INC COMMON 64120L104 2 210 SH DEFINED 1 210 NETWORK ASSOCIATES INC COMMON 640938106 7,632 474,325 SH DEFINED 1 474,325 NETWORK ASSOCIATES INC COMMON 640938106 2,700 167,800 SH DEFINED 1,4 167,800 NETWORK ASSOCIATES INC COMMON 640938106 677 42,074 SH DEFINED 2 42,074 NETWORK ASSOCIATES INC COMMON 640938106 71 4,400 SH DEFINED 2,3 4,400 NEUBERGER BERMAN INC COMMON 641234109 1,239 37,000 SH DEFINED 1 37,000 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 5 100 SH DEFINED 1 100 NEW JERSEY RESOURCES CORP COMMON 646025106 1 32 SH DEFINED 5 32 NEW YORK COMMUNITY BANCORP COMMON 649445103 934 32,341 SH DEFINED 1 32,341 NEW YORK TIMES CO COMMON 650111107 24,278 530,900 SH DEFINED 1 530,900 NEW YORK TIMES CO COMMON 650111107 34,298 750,000 SH DEFINED 1,2 750,000 NEW YORK TIMES CO COMMON 650111107 142 3,100 SH DEFINED 2 3,100 NEWELL RUBBERMAID INC COMMON 651229106 11,506 379,350 SH DEFINED 1 379,350 NEWELL RUBBERMAID INC COMMON 651229106 72,792 2,400,000 SH DEFINED 1,2 2,400,000 NEWELL RUBBERMAID INC COMMON 651229106 4,859 160,200 SH DEFINED 2 160,200 NEWELL RUBBERMAID INC COMMON 651229106 361 11,900 SH DEFINED 2,3 11,900 NEWELL RUBBERMAID INC COMMON 651229106 11 377 SH DEFINED 5 377

Page 68/107 NEWFIELD EXPLORATION CO COMMON 651290108 23,411 649,400 SH DEFINED 1 649,400 NEWFIELD EXPLORATION CO COMMON 651290108 92 2,540 SH DEFINED 1,4 2,540 NEWFIELD EXPLORATION CO COMMON 651290108 2,293 63,610 SH DEFINED 2 63,610 NEWFIELD EXPLORATION CO COMMON 651290108 144 4,000 SH DEFINED 2,3 4,000 NEWFIELD EXPLORATION CO COMMON 651290108 95 2,626 SH DEFINED 5 2,626 NEWMONT MINING CORP HOLDINGS CO COMMON 651639106 4,979 171,500 SH DEFINED 1 171,500 NEWMONT MINING CORP HOLDINGS CO COMMON 651639106 9,925 341,900 SH DEFINED 1,4 341,900 NEWMONT MINING CORP HOLDINGS CO COMMON 651639106 6 200 SH DEFINED 2 200 NEWPARK RESOURCES INC COMMON 651718504 2,175 500,000 SH DEFINED 1 500,000 NEWPARK RESOURCES INC COMMON 651718504 405 93,000 SH DEFINED 2 93,000 NEXTEL COMMUNICATIONS CVT 144A CONVERT 65332VAW3 723 1,000,000 PRN DEFINED 1 1,000,000 NEXTEL COMMUNICATIONS INC COMMON 65332V103 151,870 13,148,900 SH DEFINED 1 13,148,900 NEXTEL COMMUNICATIONS INC COMMON 65332V103 46,200 4,000,000 SH DEFINED 1,2 4,000,000 NEXTEL COMMUNICATIONS INC COMMON 65332V103 162 14,000 SH DEFINED 1,4 14,000 NEXTEL COMMUNICATIONS INC COMMON 65332V103 3,099 268,300 SH DEFINED 2 268,300 NEXTEL COMMUNICATIONS INC COMMON 65332V103 249 21,600 SH DEFINED 2,3 21,600 NEXTEL COMMUNICATIONS INC COMMON 65332V103 231 20,000 SH DEFINED 6 20,000 NEXTEL PARTNERS INC CL A COMMON 65333F107 1,214 200,000 SH DEFINED 1 200,000 NIKE INC CL B COMMON 654106103 218,979 4,924,200 SH DEFINED 1 4,924,200 NIKE INC CL B COMMON 654106103 38,355 862,500 SH DEFINED 1,2 862,500 NIKE INC CL B COMMON 654106103 685 15,400 SH DEFINED 2 15,400 NIKE INC CL B COMMON 654106103 2,153 48,405 SH DEFINED 5 48,405 NISOURCE INC COMMON 65473P105 8,616 430,800 SH DEFINED 1 430,800 NISOURCE INC COMMON 65473P105 150 7,500 SH DEFINED 6 7,500 NISSAN MOTORS COMMON 654744408 59 3,812 SH DEFINED 5 3,812 NOBLE CORP COMMON G65422100 41,414 1,178,200 SH DEFINED 1 1,178,200 NOBLE CORP COMMON G65422100 35,150 1,000,000 SH DEFINED 1,2 1,000,000 NOBLE CORP COMMON G65422100 70 2,000 SH DEFINED 1,4 2,000 NOBLE CORP COMMON G65422100 3,420 97,300 SH DEFINED 2 97,300 NOBLE CORP COMMON G65422100 309 8,800 SH DEFINED 2,3 8,800 NOBLE CORP COMMON G65422100 1,321 37,568 SH DEFINED 5 37,568

Page 69/107 NOKIA CORP ADR COMMON 654902204 35,993 2,322,106 SH DEFINED 1 2,322,106 NOKIA CORP ADR COMMON 654902204 17,825 1,150,000 SH DEFINED 1,2 1,150,000 NOKIA CORP ADR COMMON 654902204 426 27,500 SH DEFINED 1,4 27,500 NOKIA CORP ADR COMMON 654902204 2,871 185,200 SH DEFINED 2 185,200 NOKIA CORP ADR COMMON 654902204 172 11,100 SH DEFINED 2,3 11,100 NOKIA CORP ADR COMMON 654902204 39 2,484 SH DEFINED 5 2,484 NORDSTROM INC COMMON 655664100 3,187 168,000 SH DEFINED 1 168,000 NORDSTROM INC COMMON 655664100 247 13,000 SH DEFINED 6 13,000 NORFOLK SOUTHERN CORP COMMON 655844108 22,063 1,103,700 SH DEFINED 1 1,103,700 NORFOLK SOUTHERN CORP COMMON 655844108 26,667 1,334,000 SH DEFINED 1,2 1,334,000 NORFOLK SOUTHERN CORP COMMON 655844108 408 20,400 SH DEFINED 2 20,400 NORTH FORK BANCORPORATION COMMON 659424105 1,788 53,000 SH DEFINED 1 53,000 NORTH FORK BANCORPORATION COMMON 659424105 47 1,400 SH DEFINED 2 1,400 NORTHEAST UTILITIES COMMON 664397106 2,306 152,000 SH DEFINED 1 152,000 NORTHERN TRUST CORP COMMON 665859104 26,056 743,400 SH DEFINED 1 743,400 NORTHROP GRUMMAN CO COMMON 666807102 48,638 501,420 SH DEFINED 1 501,420 NORTHROP GRUMMAN CO COMMON 666807102 136,770 1,410,000 SH DEFINED 1,2 1,410,000 NORTHROP GRUMMAN CO COMMON 666807102 5,025 51,800 SH DEFINED 1,4 51,800 NORTHROP GRUMMAN CO COMMON 666807102 7,886 81,300 SH DEFINED 2 81,300 NORTHROP GRUMMAN CO COMMON 666807102 320 3,300 SH DEFINED 2,3 3,300 NORTHROP GRUMMAN CO COMMON 666807102 1,630 16,802 SH DEFINED 5 16,802 NOVELLUS SYSTEMS INC COMMON 670008101 150,148 5,347,150 SH DEFINED 1 5,347,150 NOVELLUS SYSTEMS INC COMMON 670008101 115,128 4,100,000 SH DEFINED 1,2 4,100,000 NOVELLUS SYSTEMS INC COMMON 670008101 562 20,000 SH DEFINED 1,4 20,000 NOVELLUS SYSTEMS INC COMMON 670008101 9,268 330,050 SH DEFINED 2 330,050 NOVELLUS SYSTEMS INC COMMON 670008101 696 24,800 SH DEFINED 2,3 24,800 NOVELLUS SYSTEMS INC COMMON 670008101 2,059 73,337 SH DEFINED 5 73,337 NPS PHARMACEUTICALS INC COMMON 62936P103 18 700 SH DEFINED 1 700 NTELOS INC-WT 144A COMMON 67019U119 0 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

Page 70/107 NUANCE COMMUNICATIONS INC COMMON 669967101 174 70,000 SH DEFINED 6 70,000 NUMERICAL TECHNOLOGIES INC COMMON 67053T101 346 100,000 SH DEFINED 1 100,000 NVIDIA CORP COMMON 67066G104 2,014 175,000 SH DEFINED 1 175,000 NVIDIA CORP COMMON 67066G104 392 34,100 SH DEFINED 2 34,100 NVR INC COMMON 62944T105 393 1,200 SH DEFINED 1 1,200 O2MICRO INTERNATIONAL LTD COMMON G6797E106 2,925 300,000 SH DEFINED 1 300,000 O2MICRO INTERNATIONAL LTD COMMON G6797E106 578 59,300 SH DEFINED 2 59,300 OAKLEY INC COMMON 673662102 2,054 200,000 SH DEFINED 1 200,000 OCCIDENTAL PETROLEUM CORP. COMMON 674599105 8,257 290,220 SH DEFINED 1 290,220 OCEAN ENERGY INC COMMON 67481E106 8,036 402,400 SH DEFINED 1 402,400 OCEANEERING INTERNATIONAL INC COMMON 675232102 96 3,900 SH DEFINED 1,4 3,900 OCULAR SCIENCES INC. COMMON 675744106 1,862 120,000 SH DEFINED 1 120,000 ODYSSEY HEALTHCARE INC COMMON 67611V101 4,341 125,100 SH DEFINED 1 125,100 ODYSSEY HEALTHCARE INC COMMON 67611V101 822 23,700 SH DEFINED 2 23,700 OFFICE DEPOT INC COMMON 676220106 6,782 459,500 SH DEFINED 1 459,500 OFFICE DEPOT INC COMMON 676220106 29,520 2,000,000 SH DEFINED 1,2 2,000,000 OFFICE DEPOT INC COMMON 676220106 3,351 227,000 SH DEFINED 1,4 227,000 OFFICE DEPOT INC COMMON 676220106 2,633 178,400 SH DEFINED 2 178,400 OFFICE DEPOT INC COMMON 676220106 114 7,700 SH DEFINED 2,3 7,700 OGE ENERGY CORP COMMON 670837103 2,130 121,000 SH DEFINED 1 121,000 OMNICARE INC. COMMON 681904108 3,694 155,000 SH DEFINED 1 155,000 OMNICARE INC. COMMON 681904108 276 11,600 SH DEFINED 1,4 11,600 OMNICARE INC. COMMON 681904108 987 41,400 SH DEFINED 2 41,400 OMNICARE INC. COMMON 681904108 238 10,000 SH DEFINED 6 10,000

Page 71/107 OMNICOM GROUP INC COMMON 681919106 384,800 5,956,650 SH DEFINED 1 5,956,650 OMNICOM GROUP INC COMMON 681919106 71,060 1,100,000 SH DEFINED 1,2 1,100,000 OMNICOM GROUP INC COMMON 681919106 562 8,700 SH DEFINED 1,4 8,700 OMNICOM GROUP INC COMMON 681919106 6,928 107,250 SH DEFINED 2 107,250 OMNICOM GROUP INC COMMON 681919106 388 6,000 SH DEFINED 2,3 6,000 OMNICOM GROUP INC COMMON 681919106 17,030 263,625 SH DEFINED 5 263,625 OMNIVISION TECHNOLOGIES COMMON 682128103 3,331 245,500 SH DEFINED 1 245,500 OMNIVISION TECHNOLOGIES COMMON 682128103 495 36,500 SH DEFINED 2 36,500 OMNIVISION TECHNOLOGIES COMMON 682128103 61 4,500 SH DEFINED 6 4,500 ONEOK INC COMMON 682680103 893 46,500 SH DEFINED 1 46,500 ONESOURCE INFORMATION SERVICE COMMON 68272J106 1,925 250,000 SH DEFINED 1 250,000 ONESOURCE INFORMATION SERVICE COMMON 68272J106 402 52,200 SH DEFINED 2 52,200 ONO FINANCE PLC WARRANT COMMON 682735113 0 550 SH DEFINED 1 550 ONYX PHARMACEUTICALS INC COMMON 683399109 1 100 SH DEFINED 1 100 OPTION CARE INC COMMON 683948103 175 22,000 SH DEFINED 6 22,000 ORACLE SYSTEMS CORP COMMON 68389X105 82,962 7,681,644 SH DEFINED 1 7,681,644 ORACLE SYSTEMS CORP COMMON 68389X105 58,968 5,460,000 SH DEFINED 1,2 5,460,000 ORACLE SYSTEMS CORP COMMON 68389X105 648 60,000 SH DEFINED 1,4 60,000 ORACLE SYSTEMS CORP COMMON 68389X105 4,639 429,540 SH DEFINED 2 429,540 ORACLE SYSTEMS CORP COMMON 68389X105 377 34,900 SH DEFINED 2,3 34,900 ORACLE SYSTEMS CORP COMMON 68389X105 204 18,928 SH DEFINED 5 18,928 ORAPHARMA INC COMMON 68554E106 1,976 270,000 SH DEFINED 1 270,000 ORAPHARMA INC COMMON 68554E106 38 5,200 SH DEFINED 2 5,200 ORASURE TECHNOLOGIES INC COMMON 68554V108 181 33,200 SH DEFINED 1 33,200 ORASURE TECHNOLOGIES INC COMMON 68554V108 2 400 SH DEFINED 2,3 400 ORIENT EXPRESS HOTELS LTD A COMMON G67743107 2,993 221,700 SH DEFINED 1,4 221,700 ORIENT EXPRESS HOTELS LTD A COMMON G67743107 11 800 SH DEFINED 2 800 OSI PHARMACEUTICALS INC COMMON 671040103 7 400 SH DEFINED 1 400

Page 72/107 OSI SYSTEMS INC COMMON 671044105 674 39,700 SH DEFINED 1 39,700 OSI SYSTEMS INC COMMON 671044105 10 600 SH DEFINED 2,3 600 O'SULLIVAN INDS WT PFD SER B 144A COMMON 67104R138 0 25,000 SH DEFINED 1 25,000 O'SULLIVAN INDS WTS 144A COMMON 67104R112 0 25,000 SH DEFINED 1 25,000 OUTBACK STEAKHOUSE INC COMMON 689899102 27,310 792,980 SH DEFINED 1 792,980 OUTBACK STEAKHOUSE INC COMMON 689899102 50,923 1,478,600 SH DEFINED 1,2 1,478,600 OUTBACK STEAKHOUSE INC COMMON 689899102 4,997 145,100 SH DEFINED 2 145,100 OUTBACK STEAKHOUSE INC COMMON 689899102 196 5,700 SH DEFINED 2,3 5,700 OVERLAND STORAGE INC COMMON 690310107 491 33,700 SH DEFINED 1 33,700 OVERLAND STORAGE INC COMMON 690310107 6 400 SH DEFINED 2,3 400 OVERTURE SERVICES INC COMMON 69039R100 15,646 572,900 SH DEFINED 1 572,900 OVERTURE SERVICES INC COMMON 69039R100 19 700 SH DEFINED 2,3 700 OWENS & MINOR INC COMMON 690732102 2 100 SH DEFINED 1 100 OXFORD FINANCE CORP 144A COMMON 69144T108 1,275 150,000 SH DEFINED 1 150,000 OXFORD HEALTH PLANS INC COMMON 691471106 295 8,100 SH DEFINED 1 8,100 OXFORD HEALTH PLANS INC COMMON 691471106 2,005 55,000 SH DEFINED 1,4 55,000 OXFORD HEALTH PLANS INC COMMON 691471106 22 600 SH DEFINED 2 600 P G & E CORP COMMON 69331C108 63,925 4,598,950 SH DEFINED 1 4,598,950 P G & E CORP COMMON 69331C108 304 21,900 SH DEFINED 2 21,900 P G & E CORP COMMON 69331C108 5,585 401,799 SH DEFINED 5 401,799 P.F. CHANGS CHINA BISTRO INC COMMON 69333Y108 12,705 350,000 SH DEFINED 1 350,000 P.F. CHANGS CHINA BISTRO INC COMMON 69333Y108 1,506 41,500 SH DEFINED 2 41,500 PACER INTERNATIONAL INC COMMON 69373H106 3,772 283,600 SH DEFINED 1 283,600 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 41,783 2,361,956 SH DEFINED 1 2,361,956 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 170 9,600 SH DEFINED 1,4 9,600 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 3,562 201,345 SH DEFINED 2 201,345 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 232 13,110 SH DEFINED 2,3 13,110 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 123 6,927 SH DEFINED 5 6,927

Page 73/107 PACIFICARE HEALTH SYSTEMS INC COMMON 695112102 3 100 SH DEFINED 1 100 PACTIV CORP COMMON 695257105 19,968 913,440 SH DEFINED 1 913,440 PACTIV CORP COMMON 695257105 579 26,500 SH DEFINED 2 26,500 PACTIV CORP COMMON 695257105 68 3,100 SH DEFINED 2,3 3,100 PALL CORP COMMON 696429307 9,786 586,700 SH DEFINED 1 586,700 PALM INC COMMON 696642206 2,983 190,000 SH DEFINED 1 190,000 PALM INC COMMON 696642206 157 10,000 SH DEFINED 6 10,000 PANERA BREAD CO COMMON 69840W108 6,092 175,000 SH DEFINED 1 175,000 PANERA BREAD CO COMMON 69840W108 1,201 34,500 SH DEFINED 2 34,500 PARKER DRILLING CO COMMON 701081101 777 350,000 SH DEFINED 1 350,000 PARKER HANNIFIN CORP COMMON 701094104 10,055 217,976 SH DEFINED 5 217,976 PARKER-HANNIFIN CORP COMMON 701094104 102,213 2,215,750 SH DEFINED 1 2,215,750 PARKER-HANNIFIN CORP COMMON 701094104 466 10,100 SH DEFINED 2 10,100 PARTNERRE LTD -BERMUDA COMMON G6852T105 14,940 288,300 SH DEFINED 1 288,300 PARTNERRE LTD -BERMUDA COMMON G6852T105 233 4,500 SH DEFINED 1,4 4,500 PARTNERRE LTD -BERMUDA COMMON G6852T105 845 16,300 SH DEFINED 2 16,300 PATTERSON DENTAL CO COMMON 703412106 11,595 265,100 SH DEFINED 1 265,100 PATTERSON DENTAL CO COMMON 703412106 52 1,200 SH DEFINED 1,4 1,200 PATTERSON DENTAL CO COMMON 703412106 812 18,560 SH DEFINED 2 18,560 PATTERSON DENTAL CO COMMON 703412106 78 1,790 SH DEFINED 2,3 1,790 PATTERSON DENTAL CO COMMON 703412106 60 1,369 SH DEFINED 5 1,369 PATTERSON-UTI ENERGY INC COMMON 703481101 68,429 2,268,100 SH DEFINED 1 2,268,100 PATTERSON-UTI ENERGY INC COMMON 703481101 2,734 90,607 SH DEFINED 1,4 90,607 PATTERSON-UTI ENERGY INC COMMON 703481101 5,447 180,540 SH DEFINED 2 180,540 PATTERSON-UTI ENERGY INC COMMON 703481101 359 11,890 SH DEFINED 2,3 11,890 PATTERSON-UTI ENERGY INC COMMON 703481101 196 6,507 SH DEFINED 5 6,507

Page 74/107 PAYCHEX INC COMMON 704326107 50,982 1,827,310 SH DEFINED 1 1,827,310 PAYCHEX INC COMMON 704326107 15,345 550,000 SH DEFINED 1,2 550,000 PAYCHEX INC COMMON 704326107 224 8,040 SH DEFINED 1,4 8,040 PAYCHEX INC COMMON 704326107 3,443 123,410 SH DEFINED 2 123,410 PAYCHEX INC COMMON 704326107 473 16,950 SH DEFINED 2,3 16,950 PAYCHEX INC COMMON 704326107 159 5,708 SH DEFINED 5 5,708 PEABODY ENERGY CORP COMMON 704549104 2,206 75,460 SH DEFINED 1 75,460 PEC SOLUTIONS INC COMMON 705107100 8,381 280,300 SH DEFINED 1 280,300 PEC SOLUTIONS INC COMMON 705107100 30 1,000 SH DEFINED 2 1,000 PEC SOLUTIONS INC COMMON 705107100 6 200 SH DEFINED 2,3 200 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 4,807 120,000 SH DEFINED 1 120,000 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 969 24,200 SH DEFINED 2 24,200 PENN NATIONAL GAMING INC COMMON 707569109 2,934 185,000 SH DEFINED 1 185,000 PENN NATIONAL GAMING INC COMMON 707569109 224 14,100 SH DEFINED 6 14,100 PENTAIR INC COMMON 709631105 20,588 595,900 SH DEFINED 1 595,900 PENTAIR INC COMMON 709631105 525 15,200 SH DEFINED 2 15,200 PENTAIR INC COMMON 709631105 2,272 65,767 SH DEFINED 5 65,767 PEOPLES ENERGY CORP COMMON 711030106 1,933 50,000 SH DEFINED 1 50,000 PEOPLESOFT INC COMMON 712713106 36,940 2,018,600 SH DEFINED 1 2,018,600 PEOPLESOFT INC COMMON 712713106 13,725 750,000 SH DEFINED 1,2 750,000 PEOPLESOFT INC COMMON 712713106 302 16,500 SH DEFINED 1,4 16,500 PEOPLESOFT INC COMMON 712713106 701 38,300 SH DEFINED 2 38,300 PEOPLESOFT INC COMMON 712713106 141 7,700 SH DEFINED 2,3 7,700 PEOPLESOFT INC COMMON 712713106 2,268 123,933 SH DEFINED 5 123,933 PEPSI BOTTLING GROUP INC COMMON 713409100 11,956 465,210 SH DEFINED 1 465,210 PEPSI BOTTLING GROUP INC COMMON 713409100 193 7,500 SH DEFINED 1,4 7,500 PEPSI BOTTLING GROUP INC COMMON 713409100 774 30,100 SH DEFINED 2 30,100 PEPSICO INC COMMON 713448108 87,045 2,061,700 SH DEFINED 1 2,061,700 PEPSICO INC COMMON 713448108 4,347 102,950 SH DEFINED 2 102,950 PEPSICO INC COMMON 713448108 316 7,480 SH DEFINED 5 7,480

Page 75/107 PERFORMANCE FOOD GROUP CO COMMON 713755106 18,477 544,110 SH DEFINED 1 544,110 PERFORMANCE FOOD GROUP CO COMMON 713755106 1,464 43,100 SH DEFINED 2 43,100 PERICOM SEMICONDUCTOR CORP COMMON 713831105 416 50,000 SH DEFINED 1 50,000 PETCO ANIMAL SUPPLIES INC COMMON 716016209 188 8,000 SH DEFINED 1 8,000 PETRO-CDA COMMON 71644E102 61 1,965 SH DEFINED 5 1,965 PETSMART INC COMMON 716768106 1,307 76,274 SH DEFINED 1 76,274 PETSMART INC COMMON 716768106 67 3,900 SH DEFINED 2 3,900 PETSMART INC COMMON 716768106 67 3,900 SH DEFINED 2,3 3,900 PFIZER INC COMMON 717081103 684,431 22,388,960 SH DEFINED 1 22,388,960 PFIZER INC COMMON 717081103 290,715 9,509,800 SH DEFINED 1,2 9,509,800 PFIZER INC COMMON 717081103 3,002 98,200 SH DEFINED 1,4 98,200 PFIZER INC COMMON 717081103 38,399 1,256,110 SH DEFINED 2 1,256,110 PFIZER INC COMMON 717081103 1,544 50,500 SH DEFINED 2,3 50,500 PFIZER INC COMMON 717081103 1,067 34,903 SH DEFINED 5 34,903 PFIZER INC COMMON 717081103 306 10,000 SH DEFINED 6 10,000 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 6,308 215,500 SH DEFINED 1 215,500 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 1,194 40,800 SH DEFINED 2 40,800 PHARMACEUTICAL RESOURCES INC COMMON 717125108 2,682 90,000 SH DEFINED 1 90,000 PHARMACIA CORP COMMON 71713U102 138,488 3,313,114 SH DEFINED 1 3,313,114 PHARMACIA CORP COMMON 71713U102 83,600 2,000,000 SH DEFINED 1,2 2,000,000 PHARMACIA CORP COMMON 71713U102 7,599 181,800 SH DEFINED 1,4 181,800 PHARMACIA CORP COMMON 71713U102 6,372 152,450 SH DEFINED 2 152,450 PHARMACIA CORP COMMON 71713U102 1,074 25,700 SH DEFINED 2,3 25,700 PHARMACIA CORP COMMON 71713U102 217 5,183 SH DEFINED 5 5,183 PHELPS DODGE CORP COMMON 717265102 2,924 92,400 SH DEFINED 1,4 92,400 PHELPS DODGE CORP COMMON 717265102 9 300 SH DEFINED 2 300

Page 76/107 PHILIP MORRIS COS INC COMMON 718154107 3,980 98,210 SH DEFINED 1 98,210 PHILIP MORRIS COS INC COMMON 718154107 36,477 900,000 SH DEFINED 1,2 900,000 PHILIP MORRIS COS INC COMMON 718154107 3,186 78,600 SH DEFINED 2 78,600 PHILIP MORRIS COS INC COMMON 718154107 142 3,500 SH DEFINED 2,3 3,500 PHILIP MORRIS COS INC COMMON 718154107 203 5,000 SH DEFINED 6 5,000 PHILIPS ELECTRONICS NY ADR COMMON 500472303 63,256 3,577,855 SH DEFINED 1 3,577,855 PHILIPS ELECTRONICS NY ADR COMMON 500472303 288 16,300 SH DEFINED 2 16,300 PHILIPS ELECTRONICS NY ADR COMMON 500472303 6,094 344,704 SH DEFINED 5 344,704 PHOTON DYNAMICS INC COMMON 719364101 6,612 290,000 SH DEFINED 1 290,000 PHOTON DYNAMICS INC COMMON 719364101 1,238 54,300 SH DEFINED 2 54,300 PIER 1 IMPORTS COMMON 720279108 64 3,378 SH DEFINED 1 3,378 PINNACLE SYSTEMS INC COMMON 723481107 8,373 615,200 SH DEFINED 1 615,200 PINNACLE SYSTEMS INC COMMON 723481107 1,437 105,600 SH DEFINED 2 105,600 PINNACLE SYSTEMS INC COMMON 723481107 7 500 SH DEFINED 2,3 500 PINNACLE WEST CORP COMMON 723484101 8,809 258,400 SH DEFINED 1 258,400 PIONEER NATURAL RESOURCES COMPANY COMMON 723787107 1,263 50,000 SH DEFINED 1 50,000 PITNEY-BOWES INC COMMON 724479100 1,312 40,180 SH DEFINED 1 40,180 PITNEY-BOWES INC COMMON 724479100 196 6,000 SH DEFINED 6 6,000 PITTSTON SERVICES GROUP COMMON 725701106 1,562 84,510 SH DEFINED 1 84,510 PIXAR INC COMMON 725811103 6,624 125,000 SH DEFINED 1 125,000 PIXAR INC COMMON 725811103 1,325 25,000 SH DEFINED 2 25,000 PIXELWORKS INC COMMON 72581M107 1,740 300,000 SH DEFINED 1 300,000 PIXELWORKS INC COMMON 72581M107 339 58,500 SH DEFINED 2 58,500 PLACER DOME INC COMMON 725906101 6,119 532,100 SH DEFINED 1,4 532,100 PLATINUM UNDERWRITERS HOLDINGS LTD COMMON G7127P100 9,038 343,000 SH DEFINED 1 343,000 PLEXUS CORP COMMON 729132100 961 109,500 SH DEFINED 1 109,500

Page 77/107 PLUM CREEK TIMBER CO INC COMMON 729251108 5,168 218,990 SH DEFINED 1 218,990 POLARIS INDUSTRIES INC COMMON 731068102 59 1,000 SH DEFINED 2 1,000 POLO RALPH LAUREN CORP COMMON 731572103 1,414 65,000 SH DEFINED 1 65,000 PORTFOLIO RECOVERY ASSOCIATES COMMON 73640Q105 913 50,000 SH DEFINED 1 50,000 PORTUGAL TELECOM SA ADR SPONSORED COMMON 737273102 109 15,951 SH DEFINED 5 15,951 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 10,327 162,400 SH DEFINED 1 162,400 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 4,133 65,000 SH DEFINED 1,4 65,000 POWER-ONE INC COMMON 739308104 2,126 375,000 SH DEFINED 1 375,000 POWER-ONE INC COMMON 739308104 461 81,300 SH DEFINED 2 81,300 POZEN INC COMMON 73941U102 1 100 SH DEFINED 1 100 PPL CORP COMMON 69351T106 2,972 85,700 SH DEFINED 1 85,700 PRAECIS PHARMACEUTICALS INC COMMON 739421105 338 103,900 SH DEFINED 1 103,900 PRAECIS PHARMACEUTICALS INC COMMON 739421105 5 1,400 SH DEFINED 2,3 1,400 PRAXAIR INC COMMON 74005P104 4,824 83,500 SH DEFINED 1 83,500 PRAXAIR INC COMMON 74005P104 14,443 250,000 SH DEFINED 1,2 250,000 PRAXAIR INC COMMON 74005P104 144 2,500 SH DEFINED 2,3 2,500 PRAXAIR INC COMMON 74005P104 173 3,000 SH DEFINED 6 3,000 PRECISION DRILLING CORP COMMON 74022D100 7,354 226,000 SH DEFINED 1 226,000 PRECISION DRILLING CORP COMMON 74022D100 5,584 171,600 SH DEFINED 1,4 171,600 PRG-SCHULTZ INTL COMMON 69357C107 5,935 666,900 SH DEFINED 1 666,900 PRG-SCHULTZ INTL COMMON 69357C107 575 64,600 SH DEFINED 2 64,600 PRIDE INTERNATIONAL INC COMMON 74153Q102 57,493 3,858,560 SH DEFINED 1 3,858,560 PRIDE INTERNATIONAL INC COMMON 74153Q102 375 25,200 SH DEFINED 1,4 25,200 PRIDE INTERNATIONAL INC COMMON 74153Q102 3,579 240,200 SH DEFINED 2 240,200 PRIDE INTERNATIONAL INC COMMON 74153Q102 266 17,830 SH DEFINED 2,3 17,830 PRIDE INTERNATIONAL INC COMMON 74153Q102 129 8,630 SH DEFINED 5 8,630

Page 78/107 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 51,037 1,693,900 SH DEFINED 1 1,693,900 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 36,608 1,215,000 SH DEFINED 1,2 1,215,000 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 744 24,700 SH DEFINED 2 24,700 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 2,866 95,126 SH DEFINED 5 95,126 PRIORITY HEALTHCARE CORP COMMON 74264T102 4,640 200,000 SH DEFINED 1 200,000 PRIORITY HEALTHCARE CORP COMMON 74264T102 868 37,400 SH DEFINED 2 37,400 PROASSURANCE CORP COMMON 74267C106 525 25,000 SH DEFINED 1 25,000 PROBUSINESS SERVICES INC COMMON 742674104 4,500 450,000 SH DEFINED 1 450,000 PROBUSINESS SERVICES INC COMMON 742674104 867 86,700 SH DEFINED 2 86,700 PROCTER & GAMBLE CO COMMON 742718109 324,177 3,772,130 SH DEFINED 1 3,772,130 PROCTER & GAMBLE CO COMMON 742718109 171,880 2,000,000 SH DEFINED 1,2 2,000,000 PROCTER & GAMBLE CO COMMON 742718109 730 8,500 SH DEFINED 1,4 8,500 PROCTER & GAMBLE CO COMMON 742718109 18,490 215,150 SH DEFINED 2 215,150 PROCTER & GAMBLE CO COMMON 742718109 1,203 14,000 SH DEFINED 2,3 14,000 PROCTER & GAMBLE CO COMMON 742718109 391 4,551 SH DEFINED 5 4,551 PROGRESS ENERGY INC COMMON 743263105 1,799 41,500 SH DEFINED 1 41,500 PROGRESSIVE CORP COMMON 743315103 2,625 52,900 SH DEFINED 1 52,900 PROGRESSIVE CORP COMMON 743315103 3,588 72,300 SH DEFINED 1,4 72,300 PROGRESSIVE CORP COMMON 743315103 124 2,500 SH DEFINED 2 2,500 PROGRESSIVE CORP COMMON 743315103 11 220 SH DEFINED 5 220 PROLOGIS COMMON 743410102 3,521 140,000 SH DEFINED 1,4 140,000 PROLOGIS COMMON 743410102 189 7,500 SH DEFINED 6 7,500 PROQUEST CO COMMON 74346P102 588 30,000 SH DEFINED 1 30,000 PROSPERITY BANCSHARES INC COMMON 743606105 4,275 225,000 SH DEFINED 1 225,000 PROSPERITY BANCSHARES INC COMMON 743606105 817 43,000 SH DEFINED 2 43,000 PROTEIN DESIGN LABS INC COMMON 74369L103 19 2,200 SH DEFINED 1 2,200 PROVIDIAN FINANCIAL CORP COMMON 74406A102 3,078 474,300 SH DEFINED 1 474,300 PROVIDIAN FINANCIAL CORP COMMON 74406A102 84 12,900 SH DEFINED 2 12,900 PROVIDIAN FINANCIAL CORP COMMON 74406A102 0 55 SH DEFINED 5 55

Page 79/107 PROVINCE HEALTHCARE CO COMMON 743977100 4,379 450,000 SH DEFINED 1 450,000 PROVINCE HEALTHCARE CO COMMON 743977100 104 10,700 SH DEFINED 2 10,700 PRUDENTIAL FINANCIAL INC COMMON 744320102 58,862 1,854,500 SH DEFINED 1 1,854,500 PRUDENTIAL FINANCIAL INC COMMON 744320102 37,771 1,190,000 SH DEFINED 1,2 1,190,000 PRUDENTIAL FINANCIAL INC COMMON 744320102 4,248 133,850 SH DEFINED 2 133,850 PRUDENTIAL FINANCIAL INC COMMON 744320102 129 4,058 SH DEFINED 5 4,058 PSS WORLD MEDICAL INC COMMON 69366A100 1 100 SH DEFINED 1 100 PUBLIC SERVICE ENTERPRISE GROUP COMMON 744573106 2,314 72,100 SH DEFINED 1 72,100 PUBLIC SERVICE ENTERPRISE GROUP COMMON 744573106 6 178 SH DEFINED 5 178 PUBLICIS GROUPE SA NEW ADR COMMON 74463M106 63 3,024 SH DEFINED 5 3,024 PUGET ENERGY INC COMMON 745310102 2,414 109,500 SH DEFINED 1 109,500 PULTE HOMES INC COMMON 745867101 3,059 63,900 SH DEFINED 1 63,900 PULTE HOMES INC COMMON 745867101 28,722 600,000 SH DEFINED 1,2 600,000 PULTE HOMES INC COMMON 745867101 2,542 53,100 SH DEFINED 2 53,100 PULTE HOMES INC COMMON 745867101 110 2,300 SH DEFINED 2,3 2,300 QLOGIC CORP COMMON 747277101 33,501 970,760 SH DEFINED 1 970,760 QLOGIC CORP COMMON 747277101 2,424 70,240 SH DEFINED 1,4 70,240 QLOGIC CORP COMMON 747277101 908 26,310 SH DEFINED 2 26,310 QLOGIC CORP COMMON 747277101 76 2,200 SH DEFINED 2,3 2,200 QLOGIC CORP COMMON 747277101 58 1,675 SH DEFINED 5 1,675 QUADRAX CORP COMMON 74731J109 0 1 SH DEFINED 5 1 QUALCOMM INC COMMON 747525103 46,295 1,272,178 SH DEFINED 1 1,272,178 QUALCOMM INC COMMON 747525103 9,098 250,000 SH DEFINED 1,2 250,000 QUALCOMM INC COMMON 747525103 5,713 157,000 SH DEFINED 1,4 157,000 QUALCOMM INC COMMON 747525103 193 5,300 SH DEFINED 2 5,300 QUALCOMM INC COMMON 747525103 93 2,550 SH DEFINED 2,3 2,550 QUALCOMM INC COMMON 747525103 11 289 SH DEFINED 5 289

Page 80/107 QUEST DIAGNOSTICS INC COMMON 74834L100 18,259 320,900 SH DEFINED 1 320,900 QUEST DIAGNOSTICS INC COMMON 74834L100 8,625 151,580 SH DEFINED 1,4 151,580 QUEST DIAGNOSTICS INC COMMON 74834L100 148 2,600 SH DEFINED 2 2,600 QUEST DIAGNOSTICS INC COMMON 74834L100 6 100 SH DEFINED 2,3 100 QUEST SOFTWARE INC COMMON 74834T103 155 15,000 SH DEFINED 6 15,000 QUICKSILVER INC COMMON 74838C106 3,999 150,000 SH DEFINED 1 150,000 QUICKSILVER INC COMMON 74838C106 786 29,500 SH DEFINED 2 29,500 QUICKSILVER RESOURCES INC COMMON 74837R104 296 13,200 SH DEFINED 1 13,200 QUICKSILVER RESOURCES INC COMMON 74837R104 54 2,400 SH DEFINED 1,4 2,400 QUINTILES TRANSNATIONAL CORP COMMON 748767100 123 10,130 SH DEFINED 1 10,130 QUINTILES TRANSNATIONAL CORP COMMON 748767100 2 200 SH DEFINED 2 200 RACING CHAMPIONS ERTL CORP COMMON 750069106 8,625 631,900 SH DEFINED 1 631,900 RACING CHAMPIONS ERTL CORP COMMON 750069106 362 26,500 SH DEFINED 6 26,500 RADIAN GROUP INC COMMON 750236101 89,822 2,417,826 SH DEFINED 1 2,417,826 RADIAN GROUP INC COMMON 750236101 3,734 100,500 SH DEFINED 1,4 100,500 RADIAN GROUP INC COMMON 750236101 2,303 62,000 SH DEFINED 2 62,000 RADIANT SYSTEMS INC COMMON 75025N102 2,118 219,900 SH DEFINED 1 219,900 RADIO ONE INC COMMON 75040P108 3,290 225,000 SH DEFINED 1 225,000 RADIO ONE INC COMMON 75040P108 703 48,100 SH DEFINED 2 48,100 RADIO ONE INC CL D COMMON 75040P405 3,824 265,000 SH DEFINED 1 265,000 RADIO ONE INC CL D COMMON 75040P405 828 57,400 SH DEFINED 2 57,400 RAILAMERICA INC WTS 144A COMMON 75075M111 137 17,900 SH DEFINED 1 17,900 RAILAMERICA INC WTS 144A COMMON 75075M111 0 50 SH DEFINED 2 50 RAILAMERICA INC WTS 144A COMMON 75075M111 0 50 SH DEFINED 2,3 50 RARE HOSPITALITY INTL INC COMMON 753820109 7,319 265,000 SH DEFINED 1 265,000 RARE HOSPITALITY INTL INC COMMON 753820109 1,290 46,700 SH DEFINED 2 46,700 RAYMOND JAMES FINANCIAL INC COMMON 754730109 4,437 150,000 SH DEFINED 1 150,000

Page 81/107 RAYTHEON CO COMMON 755111507 41,527 1,350,470 SH DEFINED 1 1,350,470 RAYTHEON CO COMMON 755111507 52,767 1,716,000 SH DEFINED 1,2 1,716,000 RAYTHEON CO COMMON 755111507 5,357 174,200 SH DEFINED 1,4 174,200 RAYTHEON CO COMMON 755111507 760 24,700 SH DEFINED 2 24,700 RAYTHEON CO COMMON 755111507 2,336 75,958 SH DEFINED 5 75,958 RED HAT INC COMMON 756577102 4,137 700,000 SH DEFINED 1 700,000 RED HAT INC COMMON 756577102 871 147,300 SH DEFINED 2 147,300 REEBOK INTL LTD COMMON 758110100 13,083 445,000 SH DEFINED 1 445,000 REGAL ENTERTAINMENT GROUP A COMMON 758766109 2,142 100,000 SH DEFINED 1 100,000 REGAL ENTERTAINMENT GROUP A COMMON 758766109 431 20,100 SH DEFINED 2 20,100 REGIS CORP COMMON 758932107 16,994 653,849 SH DEFINED 1 653,849 REGIS CORP COMMON 758932107 65 2,500 SH DEFINED 1,4 2,500 REGIS CORP COMMON 758932107 1,019 39,200 SH DEFINED 2 39,200 REGIS CORP COMMON 758932107 104 4,000 SH DEFINED 2,3 4,000 REHABCARE GROUP INC COMMON 759148109 2 100 SH DEFINED 1 100 RELIANT RESOURCES INC COMMON 75952B105 2,191 684,611 SH DEFINED 1 684,611 RELIANT RESOURCES INC COMMON 75952B105 96 30,000 SH DEFINED 6 30,000 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 20,782 524,800 SH DEFINED 1 524,800 RENAL CARE GROUP INC COMMON 759930100 9,865 311,800 SH DEFINED 1 311,800 RENT-A-CENTER INC COMMON 76009N100 12,675 253,750 SH DEFINED 1 253,750 RENT-A-CENTER INC COMMON 76009N100 360 7,200 SH DEFINED 1,4 7,200 RENT-A-CENTER INC COMMON 76009N100 2,767 55,400 SH DEFINED 2 55,400 RENTOKIL INITIAL ADR SPONSORED COMMON 760125104 115 6,486 SH DEFINED 5 6,486 REPSOL YPF SA COMMON 76026T205 36 2,729 SH DEFINED 5 2,729 REPUBLIC SERVICES INC COMMON 760759100 43,001 2,049,600 SH DEFINED 1 2,049,600 REPUBLIC SERVICES INC COMMON 760759100 883 42,100 SH DEFINED 2 42,100 REPUBLIC SERVICES INC COMMON 760759100 3,282 156,449 SH DEFINED 5 156,449

Page 82/107 RESMED INC COMMON 761152107 39,506 1,292,300 SH DEFINED 1 1,292,300 RESMED INC COMMON 761152107 153 5,000 SH DEFINED 1,4 5,000 RESMED INC COMMON 761152107 3,237 105,900 SH DEFINED 2 105,900 RESMED INC COMMON 761152107 242 7,900 SH DEFINED 2,3 7,900 RESMED INC COMMON 761152107 63 2,074 SH DEFINED 5 2,074 RESPIRONICS INC COMMON 761230101 1,217 40,000 SH DEFINED 1 40,000 RESTORATION HARDWARE INC COMMON 760981100 2,636 526,200 SH DEFINED 1 526,200 RESTORATION HARDWARE INC COMMON 760981100 360 71,800 SH DEFINED 2 71,800 REYNOLDS & REYNOLDS CL A COMMON 761695105 14,824 582,000 SH DEFINED 1 582,000 REYNOLDS & REYNOLDS CL A COMMON 761695105 64 2,500 SH DEFINED 1,4 2,500 REYNOLDS & REYNOLDS CL A COMMON 761695105 984 38,650 SH DEFINED 2 38,650 REYNOLDS & REYNOLDS CL A COMMON 761695105 104 4,100 SH DEFINED 2,3 4,100 RICHEY BROTHERS AUCTIONEERS COMMON 767744105 126 3,900 SH DEFINED 1 3,900 ROBERT HALF INTL INC COMMON 770323103 100,459 6,235,830 SH DEFINED 1 6,235,830 ROBERT HALF INTL INC COMMON 770323103 62,024 3,850,000 SH DEFINED 1,2 3,850,000 ROBERT HALF INTL INC COMMON 770323103 1,120 69,500 SH DEFINED 1,4 69,500 ROBERT HALF INTL INC COMMON 770323103 9,456 586,990 SH DEFINED 2 586,990 ROBERT HALF INTL INC COMMON 770323103 691 42,900 SH DEFINED 2,3 42,900 ROBERT HALF INTL INC COMMON 770323103 6,043 375,108 SH DEFINED 5 375,108 ROCHE HLDGS INC CVT SER REGS 144A CONVERT 771196AG7 471 650,000 PRN DEFINED 1 650,000 ROCKWELL AUTOMATION INC COMMON 773903109 34,441 1,663,000 SH DEFINED 1 1,663,000 ROCKWELL AUTOMATION INC COMMON 773903109 509 24,600 SH DEFINED 2 24,600 ROCKWELL COLLINS INC COMMON 774341101 449 19,320 SH DEFINED 1 19,320 ROCKWELL COLLINS INC COMMON 774341101 7 300 SH DEFINED 2,3 300 ROGERS COMMUNICATIONS CL B COMMON 775109200 1,578 168,200 SH DEFINED 1,4 168,200 ROHM & HAAS CO COMMON 775371107 32,701 1,006,800 SH DEFINED 1 1,006,800 ROHM & HAAS CO COMMON 775371107 34,104 1,050,000 SH DEFINED 1,2 1,050,000 ROHM & HAAS CO COMMON 775371107 614 18,900 SH DEFINED 2 18,900

Page 83/107 ROPER INDUSTRIES INC COMMON 776696106 22,059 602,700 SH DEFINED 1 602,700 ROPER INDUSTRIES INC COMMON 776696106 600 16,400 SH DEFINED 2 16,400 ROPER INDUSTRIES INC COMMON 776696106 1,836 50,177 SH DEFINED 5 50,177 ROSS STORES INC COMMON 778296103 21,013 495,700 SH DEFINED 1 495,700 ROSS STORES INC COMMON 778296103 31,793 750,000 SH DEFINED 1,2 750,000 ROSS STORES INC COMMON 778296103 4,900 115,600 SH DEFINED 1,4 115,600 ROSS STORES INC COMMON 778296103 1,971 46,500 SH DEFINED 2 46,500 ROSS STORES INC COMMON 778296103 187 4,400 SH DEFINED 2,3 4,400 ROWAN COMPANIES INC COMMON 779382100 674 29,700 SH DEFINED 1 29,700 ROYAL BANK CDA MONTREAL COMMON 780087102 112 3,060 SH DEFINED 5 3,060 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 5,404 323,600 SH DEFINED 1 323,600 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 8,388 502,300 SH DEFINED 1,2 502,300 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 284 17,000 SH DEFINED 1,4 17,000 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 194 11,600 SH DEFINED 2 11,600 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 232 13,900 SH DEFINED 2,3 13,900 ROYAL DUTCH PETRO-NY SHARES ADR COMMON 780257804 4 100 SH DEFINED 1 100 ROYAL KPN NV COMMON 780641205 57 8,869 SH DEFINED 5 8,869 RUBY TUESDAY INC COMMON 781182100 6,076 351,400 SH DEFINED 1 351,400 RUDOLPH TECHNOLOGIES INC COMMON 781270103 1,343 70,100 SH DEFINED 1 70,100 RYANAIR HOLDINGS ADR COMMON 783513104 39,284 1,003,170 SH DEFINED 1 1,003,170 RYANAIR HOLDINGS ADR COMMON 783513104 9,790 250,000 SH DEFINED 1,2 250,000 RYANAIR HOLDINGS ADR COMMON 783513104 349 8,900 SH DEFINED 1,4 8,900 RYANAIR HOLDINGS ADR COMMON 783513104 435 11,120 SH DEFINED 2 11,120 RYANAIR HOLDINGS ADR COMMON 783513104 411 10,490 SH DEFINED 2,3 10,490 RYANAIR HOLDINGS ADR COMMON 783513104 157 4,019 SH DEFINED 5 4,019 RYDER SYSTEM INC COMMON 783549108 7,733 344,600 SH DEFINED 1 344,600 RYLAND GROUP INC COMMON 783764103 17,409 522,000 SH DEFINED 1 522,000 S & P 400 MID CAP EXCHANGE TRADED INDEX COMMON 595635103 17,397 221,200 SH DEFINED 1 221,200

Page 84/107 S & P 500 DEPOSITORY RECEIPT COMMON 78462F103 247 2,800 SH DEFINED 2,3 2,800 SAFENET INC COMMON 78645R107 5,291 208,700 SH DEFINED 1 208,700 SAFENET INC COMMON 78645R107 928 36,600 SH DEFINED 2 36,600 SAFENET INC COMMON 78645R107 3 100 SH DEFINED 2,3 100 SAFETY INSURANCE GROUP INC COMMON 78648T100 431 30,000 SH DEFINED 1 30,000 SAFEWAY INC COMMON 786514208 109,488 4,687,000 SH DEFINED 1 4,687,000 SAFEWAY INC COMMON 786514208 40,179 1,720,000 SH DEFINED 1,2 1,720,000 SAFEWAY INC COMMON 786514208 287 12,300 SH DEFINED 1,4 12,300 SAFEWAY INC COMMON 786514208 992 42,450 SH DEFINED 2 42,450 SAFEWAY INC COMMON 786514208 3,858 165,160 SH DEFINED 5 165,160 SALIX PHARMACEUTICALS LTD COMMON 795435106 2,128 304,500 SH DEFINED 1 304,500 SALIX PHARMACEUTICALS LTD COMMON 795435106 189 27,000 SH DEFINED 6 27,000 SANDISK CORP COMMON 80004C101 21,211 1,044,900 SH DEFINED 1 1,044,900 SANDISK CORP COMMON 80004C101 8 400 SH DEFINED 2,3 400 SANGSTAT MEDICAL CORP COMMON 801003104 4,868 430,800 SH DEFINED 1 430,800 SANGSTAT MEDICAL CORP COMMON 801003104 594 52,600 SH DEFINED 2 52,600 SANGSTAT MEDICAL CORP COMMON 801003104 2 200 SH DEFINED 2,3 200 SANMINA-SCI CORP COMMON 800907107 449 100,000 SH DEFINED 1 100,000 SANOFI-SYNTHELABO COMMON 80105N105 98 3,210 SH DEFINED 5 3,210 SARA LEE CORP COMMON 803111103 126,614 5,624,800 SH DEFINED 1 5,624,800 SARA LEE CORP COMMON 803111103 88,802 3,945,000 SH DEFINED 1,2 3,945,000 SARA LEE CORP COMMON 803111103 416 18,500 SH DEFINED 1,4 18,500 SARA LEE CORP COMMON 803111103 450 20,000 SH DEFINED 2 20,000 SARA LEE CORP COMMON 803111103 311 13,800 SH DEFINED 2,3 13,800 SATYAM COMPUTER SERVICES ADR COMMON 804098101 1,928 150,000 SH DEFINED 1 150,000 SATYAM COMPUTER SERVICES ADR COMMON 804098101 167 13,000 SH DEFINED 6 13,000 SAXON CAPITAL INC COMMON 80556P302 2,456 196,300 SH DEFINED 1 196,300 SAXON CAPITAL INC COM 144A COMMON 80556P104 5,004 400,000 SH DEFINED 1 400,000

Page 85/107 SBC COMMUNICATIONS INC COMMON 78387G103 98,288 3,625,510 SH DEFINED 1 3,625,510 SBC COMMUNICATIONS INC COMMON 78387G103 6,993 257,950 SH DEFINED 2 257,950 SBC COMMUNICATIONS INC COMMON 78387G103 49 1,800 SH DEFINED 2,3 1,800 SBC COMMUNICATIONS INC COMMON 78387G103 221 8,135 SH DEFINED 5 8,135 SCANA CORP COMMON 80589M102 2 60 SH DEFINED 1 60 SCANSOURCE INC COMMON 806037107 4,191 85,000 SH DEFINED 1 85,000 SCANSOURCE INC COMMON 806037107 907 18,400 SH DEFINED 2 18,400 SCHERING-PLOUGH CORP COMMON 806605101 1,354 61,000 SH DEFINED 1 61,000 SCHLUMBERGER LTD COMMON 806857108 30,865 733,300 SH DEFINED 1 733,300 SCHLUMBERGER LTD COMMON 806857108 12,627 300,000 SH DEFINED 1,2 300,000 SCHLUMBERGER LTD COMMON 806857108 4,196 99,700 SH DEFINED 2 99,700 SCHLUMBERGER LTD COMMON 806857108 126 3,000 SH DEFINED 2,3 3,000 SCHLUMBERGER LTD COMMON 806857108 8,459 200,980 SH DEFINED 5 200,980 SCHOLASTIC CORP COMMON 807066105 1,258 35,000 SH DEFINED 1 35,000 SCHOLASTIC CORP COMMON 807066105 212 5,900 SH DEFINED 1,4 5,900 SCHOLASTIC CORP COMMON 807066105 805 22,400 SH DEFINED 2 22,400 SCHWAB (CHARLES) CORP COMMON 808513105 3,548 327,000 SH DEFINED 1 327,000 SCHWAB (CHARLES) CORP COMMON 808513105 2,821 260,000 SH DEFINED 1,4 260,000 SCHWAB (CHARLES) CORP COMMON 808513105 271 25,000 SH DEFINED 6 25,000 SECURE COMPUTING CORP COMMON 813705100 2,658 414,600 SH DEFINED 1 414,600 SECURE COMPUTING CORP COMMON 813705100 192 30,000 SH DEFINED 6 30,000 SEGA ENTERPRISES LTD SPONSORED ADR COMMON 815793104 38 15,602 SH DEFINED 5 15,602 SEI CORP COMMON 784117103 7,532 277,100 SH DEFINED 1 277,100 SEI CORP COMMON 784117103 33 1,200 SH DEFINED 1,4 1,200 SEI CORP COMMON 784117103 421 15,480 SH DEFINED 2 15,480 SEI CORP COMMON 784117103 41 1,500 SH DEFINED 2,3 1,500 SEI CORP COMMON 784117103 96 3,535 SH DEFINED 5 3,535 SELECT MEDICAL CORP COMMON 816196109 406 30,100 SH DEFINED 1 30,100 SEMPRA ENERGY COMMON 816851109 4,430 187,300 SH DEFINED 1 187,300

Page 86/107 SEMTECH CORP COMMON 816850101 6,185 566,400 SH DEFINED 1 566,400 SEMTECH CORP COMMON 816850101 233 21,300 SH DEFINED 1,4 21,300 SEMTECH CORP COMMON 816850101 1,519 139,100 SH DEFINED 2 139,100 SEMTECH CORP COMMON 816850101 49 4,500 SH DEFINED 6 4,500 SEQUENOM INC COMMON 817337108 72 40,000 SH DEFINED 1 40,000 SEQUENOM INC COMMON 817337108 1 700 SH DEFINED 2 700 SHAW GROUP INC COMMON 820280105 2,764 168,000 SH DEFINED 1 168,000 SHAW GROUP INC COMMON 820280105 467 28,400 SH DEFINED 2 28,400 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 2,626 139,000 SH DEFINED 1 139,000 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 106 5,600 SH DEFINED 2 5,600 SHUFFLE MASTER INC COMMON 825549108 3,822 200,000 SH DEFINED 1 200,000 SHUFFLE MASTER INC COMMON 825549108 757 39,600 SH DEFINED 2 39,600 SICOR INC COMMON 825846108 1,030 65,000 SH DEFINED 1 65,000 SIEBEL SYSTEMS INC COMMON 826170102 3,553 475,000 SH DEFINED 1 475,000 SIEBEL SYSTEMS INC COMMON 826170102 269 35,900 SH DEFINED 1,4 35,900 SIEBEL SYSTEMS INC COMMON 826170102 957 128,000 SH DEFINED 2 128,000 SIEBEL SYSTEMS INC COMMON 826170102 150 20,000 SH DEFINED 6 20,000 SILICON LABORATORIES INC COMMON 826919102 733 38,400 SH DEFINED 1 38,400 SILICON LABORATORIES INC COMMON 826919102 11 600 SH DEFINED 2,3 600 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 1,616 400,000 SH DEFINED 1 400,000 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 322 79,700 SH DEFINED 2 79,700 SILICON VALLEY BANCSHARES COMMON 827064106 2,738 150,000 SH DEFINED 1 150,000 SILICON VALLEY BANCSHARES COMMON 827064106 562 30,800 SH DEFINED 2 30,800 SIMON PROPERTY GROUP INC COMMON 828806109 4,429 130,000 SH DEFINED 1,4 130,000 SIX FLAGS INC COMMON 83001P109 571 100,000 SH DEFINED 1 100,000 SK TELECOM CO LTD SPONSORED ADR COMMON 78440P108 3,553 166,400 SH DEFINED 1,4 166,400 SKILLSOFT PLC ADR COMMON 830928107 1,938 704,871 SH DEFINED 1 704,871

Page 87/107 SKYWEST INC COMMON 830879102 457 35,000 SH DEFINED 1 35,000 SKYWORKS SOLUTIONS INC COMMON 83088M102 1,078 125,000 SH DEFINED 1 125,000 SKYWORKS SOLUTIONS INC COMMON 83088M102 172 20,000 SH DEFINED 6 20,000 SLM CORP COMMON 78442P106 45,813 441,100 SH DEFINED 1 441,100 SLM CORP COMMON 78442P106 88,385 851,000 SH DEFINED 1,2 851,000 SLM CORP COMMON 78442P106 343 3,300 SH DEFINED 1,4 3,300 SLM CORP COMMON 78442P106 11,767 113,300 SH DEFINED 2 113,300 SLM CORP COMMON 78442P106 557 5,360 SH DEFINED 2,3 5,360 SLM CORP COMMON 78442P106 21 203 SH DEFINED 5 203 SMITH & NEPHEW PLC ADR COMMON 83175M205 56 912 SH DEFINED 5 912 SMITH INTERNATIONAL INC COMMON 832110100 14,397 441,360 SH DEFINED 1 441,360 SMITH INTERNATIONAL INC COMMON 832110100 29,358 900,000 SH DEFINED 1,2 900,000 SMITH INTERNATIONAL INC COMMON 832110100 724 22,200 SH DEFINED 1,4 22,200 SMITH INTERNATIONAL INC COMMON 832110100 4,593 140,800 SH DEFINED 2 140,800 SMITH INTERNATIONAL INC COMMON 832110100 114 3,500 SH DEFINED 2,3 3,500 SMITHFIELD FOODS INC COMMON 832248108 794 40,000 SH DEFINED 1 40,000 SNAP-ON TOOLS CORP COMMON 833034101 14,471 514,800 SH DEFINED 1 514,800 SONIC CORP COMMON 835451105 20,095 980,700 SH DEFINED 1 980,700 SONIC CORP COMMON 835451105 51 2,487 SH DEFINED 1,4 2,487 SONIC CORP COMMON 835451105 1,933 94,315 SH DEFINED 2 94,315 SONIC CORP COMMON 835451105 84 4,080 SH DEFINED 2,3 4,080 SONIC CORP COMMON 835451105 143 7,000 SH DEFINED 6 7,000 SONICWALL INC COMMON 835470105 5,989 1,649,999 SH DEFINED 1 1,649,999 SONICWALL INC COMMON 835470105 101 27,800 SH DEFINED 2 27,800 SONICWALL INC COMMON 835470105 189 52,000 SH DEFINED 6 52,000 SOUTH FINANCIAL GROUP INC COMMON 837841105 4,235 205,000 SH DEFINED 1 205,000 SOUTHERN CO COMMON 842587107 21,290 749,925 SH DEFINED 1 749,925 SOUTHERN CO COMMON 842587107 3,160 111,300 SH DEFINED 2 111,300

Page 88/107 SOUTHTRUST CORP COMMON 844730101 1,372 55,200 SH DEFINED 1 55,200 SOUTHTRUST CORP COMMON 844730101 5,986 240,900 SH DEFINED 1,4 240,900 SOUTHTRUST CORP COMMON 844730101 102 4,100 SH DEFINED 2 4,100 SOUTHWEST AIRLINES CO COMMON 844741108 78,810 5,669,790 SH DEFINED 1 5,669,790 SOUTHWEST AIRLINES CO COMMON 844741108 50,040 3,600,000 SH DEFINED 1,2 3,600,000 SOUTHWEST AIRLINES CO COMMON 844741108 122 8,800 SH DEFINED 1,4 8,800 SOUTHWEST AIRLINES CO COMMON 844741108 4,091 294,300 SH DEFINED 2 294,300 SOUTHWEST AIRLINES CO COMMON 844741108 236 17,000 SH DEFINED 2,3 17,000 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 17,475 606,550 SH DEFINED 1 606,550 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 58 2,000 SH DEFINED 1,4 2,000 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 1,496 51,930 SH DEFINED 2 51,930 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 72 2,500 SH DEFINED 2,3 2,500 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 53 1,845 SH DEFINED 5 1,845 SPANISH BROADCASTING SYSTEMS CL A COMMON 846425882 1,620 225,000 SH DEFINED 1 225,000 SPARTECH CORP COMMON 847220209 3,610 175,000 SH DEFINED 1 175,000 SPARTECH CORP COMMON 847220209 730 35,400 SH DEFINED 2 35,400 SPECIALTY LABORATORIES INC COMMON 84749R100 602 62,300 SH DEFINED 1 62,300 SPINNAKER EXPLORATION CO COMMON 84855W109 5,565 252,400 SH DEFINED 1 252,400 SPINNAKER EXPLORATION CO COMMON 84855W109 93 4,200 SH DEFINED 1,4 4,200 SPINNAKER EXPLORATION CO COMMON 84855W109 697 31,600 SH DEFINED 2 31,600 SPRINT CORP (PCS GROUP) COMMON 852061506 87,644 20,010,100 SH DEFINED 1 20,010,100 SPX CORP COMMON 784635104 34,133 911,440 SH DEFINED 1 911,440 SPX CORP COMMON 784635104 195 5,200 SH DEFINED 1,4 5,200 SPX CORP COMMON 784635104 1,270 33,900 SH DEFINED 2 33,900 SPX CORP COMMON 784635104 2,126 56,778 SH DEFINED 5 56,778 ST JUDE MEDICAL INC COMMON 790849103 62,956 1,585,000 SH DEFINED 1 1,585,000 ST JUDE MEDICAL INC COMMON 790849103 58,388 1,470,000 SH DEFINED 1,2 1,470,000 ST JUDE MEDICAL INC COMMON 790849103 10,178 256,250 SH DEFINED 2 256,250 ST JUDE MEDICAL INC COMMON 790849103 226 5,700 SH DEFINED 2,3 5,700 ST JUDE MEDICAL INC COMMON 790849103 15 373 SH DEFINED 5 373

Page 89/107 ST PAUL CO INC COMMON 792860108 2,452 72,000 SH DEFINED 1 72,000 STANCORP FINANCIAL GROUP COMMON 852891100 2,931 60,000 SH DEFINED 1 60,000 STAPLES INC COMMON 855030102 45,717 2,498,176 SH DEFINED 1 2,498,176 STAPLES INC COMMON 855030102 73,200 4,000,000 SH DEFINED 1,2 4,000,000 STAPLES INC COMMON 855030102 6,490 354,660 SH DEFINED 2 354,660 STAPLES INC COMMON 855030102 282 15,400 SH DEFINED 2,3 15,400 STAPLES INC COMMON 855030102 13 698 SH DEFINED 5 698 STARBUCKS CORP COMMON 855244109 16,256 797,640 SH DEFINED 1 797,640 STARBUCKS CORP COMMON 855244109 302 14,800 SH DEFINED 1,4 14,800 STARBUCKS CORP COMMON 855244109 870 42,680 SH DEFINED 2 42,680 STARBUCKS CORP COMMON 855244109 84 4,140 SH DEFINED 2,3 4,140 STARBUCKS CORP COMMON 855244109 78 3,836 SH DEFINED 5 3,836 STARR SURGICAL CO COMMON 852312305 220 60,000 SH DEFINED 1 60,000 STARR SURGICAL CO COMMON 852312305 5 1,300 SH DEFINED 2 1,300 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 85,871 3,617,130 SH DEFINED 1 3,617,130 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 783 33,000 SH DEFINED 1,4 33,000 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 1,783 75,100 SH DEFINED 2 75,100 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 7,949 334,849 SH DEFINED 5 334,849 STATE STREET BOSTON CORP COMMON 857477103 2,808 72,000 SH DEFINED 1 72,000 STATEN ISLAND BANCORP INC COMMON 857550107 806 40,000 SH DEFINED 1 40,000 STATION CASINOS INC COMMON 857689103 5,310 300,000 SH DEFINED 1 300,000 STATION CASINOS INC COMMON 857689103 773 43,700 SH DEFINED 2 43,700 STEINER LEISURE LTD COMMON P8744Y102 2,788 200,000 SH DEFINED 1 200,000 STEINER LEISURE LTD COMMON P8744Y102 553 39,700 SH DEFINED 2 39,700 STERICYCLE INC COMMON 858912108 6,803 210,100 SH DEFINED 1 210,100 STERICYCLE INC COMMON 858912108 926 28,600 SH DEFINED 2 28,600 STERIS CORP COMMON 859152100 9,925 409,276 SH DEFINED 1 409,276 STERIS CORP COMMON 859152100 1,006 41,500 SH DEFINED 2 41,500

Page 90/107 STERLING BANCSHARES INC COMMON 858907108 1,986 162,500 SH DEFINED 1 162,500 STERLING BANCSHARES INC COMMON 858907108 414 33,900 SH DEFINED 2 33,900 STILWELL FINANCIAL INC COMMON 860831106 74,541 5,703,190 SH DEFINED 1 5,703,190 STILWELL FINANCIAL INC COMMON 860831106 235 18,000 SH DEFINED 1,4 18,000 STILWELL FINANCIAL INC COMMON 860831106 405 30,990 SH DEFINED 2 30,990 STILWELL FINANCIAL INC COMMON 860831106 6,702 512,788 SH DEFINED 5 512,788 STMICROELECTRONICS NY-NY SHS COMMON 861012102 9,837 504,200 SH DEFINED 1 504,200 STMICROELECTRONICS NY-NY SHS COMMON 861012102 19,510 1,000,000 SH DEFINED 1,2 1,000,000 STMICROELECTRONICS NY-NY SHS COMMON 861012102 517 26,500 SH DEFINED 1,4 26,500 STMICROELECTRONICS NY-NY SHS COMMON 861012102 68 3,500 SH DEFINED 2 3,500 STMICROELECTRONICS NY-NY SHS COMMON 861012102 176 9,000 SH DEFINED 2,3 9,000 STMICROELECTRONICS NY-NY SHS COMMON 861012102 72 3,695 SH DEFINED 5 3,695 STORAGE TECHNOLOGY CORP COMMON 862111200 18,344 856,400 SH DEFINED 1 856,400 STORAGE TECHNOLOGY CORP COMMON 862111200 9 400 SH DEFINED 2,3 400 STRYKER CORP COMMON 863667101 2,014 30,000 SH DEFINED 1 30,000 STRYKER CORP COMMON 863667101 54 800 SH DEFINED 2 800 SUMMA INDUSTRIES COMMON 86562T105 958 100,000 SH DEFINED 1 100,000 SUMMA INDUSTRIES COMMON 86562T105 67 7,000 SH DEFINED 2 7,000 SUN LIFE FINANCIAL SERVICES CANADA COMMON 866796105 10,919 640,400 SH DEFINED 1,4 640,400 SUN MICROSYSTEMS INC COMMON 866810104 1,555 500,000 SH DEFINED 1 500,000 SUN MICROSYSTEMS INC COMMON 866810104 187 60,000 SH DEFINED 6 60,000 SUNGARD DATA SYSTEMS INC COMMON 867363103 99,965 4,243,010 SH DEFINED 1 4,243,010 SUNGARD DATA SYSTEMS INC COMMON 867363103 54,153 2,298,500 SH DEFINED 1,2 2,298,500 SUNGARD DATA SYSTEMS INC COMMON 867363103 1,010 42,860 SH DEFINED 1,4 42,860 SUNGARD DATA SYSTEMS INC COMMON 867363103 11,140 472,850 SH DEFINED 2 472,850 SUNGARD DATA SYSTEMS INC COMMON 867363103 537 22,790 SH DEFINED 2,3 22,790 SUNGARD DATA SYSTEMS INC COMMON 867363103 171 7,250 SH DEFINED 5 7,250 SUPERIOR INDUSTRIES INTL COMMON 868168105 20,039 484,500 SH DEFINED 1 484,500 SUPERIOR INDUSTRIES INTL COMMON 868168105 83 2,000 SH DEFINED 1,4 2,000 SUPERIOR INDUSTRIES INTL COMMON 868168105 1,818 43,950 SH DEFINED 2 43,950 SUPERIOR INDUSTRIES INTL COMMON 868168105 133 3,210 SH DEFINED 2,3 3,210

Page 91/107 SWIFT TRANSPORTATION COMMON 870756103 1,802 90,000 SH DEFINED 1 90,000 SYBRON DENTAL SPECIALTIES INC COMMON 871142105 633 42,500 SH DEFINED 1 42,500 SYMANTEC CORP COMMON 871503108 44,379 1,097,140 SH DEFINED 1 1,097,140 SYMANTEC CORP COMMON 871503108 2,840 70,200 SH DEFINED 1,4 70,200 SYMANTEC CORP COMMON 871503108 194 4,800 SH DEFINED 2 4,800 SYMANTEC CORP COMMON 871503108 150 3,700 SH DEFINED 2,3 3,700 SYMYX TECHNOLOGIES INC COMMON 87155S108 1 100 SH DEFINED 1 100 SYNOVUS FINANCIAL CORP COMMON 87161C105 12,914 665,660 SH DEFINED 1 665,660 SYNOVUS FINANCIAL CORP COMMON 87161C105 13,580 700,000 SH DEFINED 1,2 700,000 SYNOVUS FINANCIAL CORP COMMON 87161C105 417 21,500 SH DEFINED 1,4 21,500 SYNOVUS FINANCIAL CORP COMMON 87161C105 54 2,800 SH DEFINED 2 2,800 SYNOVUS FINANCIAL CORP COMMON 87161C105 126 6,500 SH DEFINED 2,3 6,500 SYNTEL INC. COMMON 87162H103 296 14,100 SH DEFINED 1 14,100 SYNTEL INC. COMMON 87162H103 4 200 SH DEFINED 2,3 200 SYSCO CORP COMMON 871829107 63,992 2,148,090 SH DEFINED 1 2,148,090 SYSCO CORP COMMON 871829107 47,664 1,600,000 SH DEFINED 1,2 1,600,000 SYSCO CORP COMMON 871829107 283 9,500 SH DEFINED 1,4 9,500 SYSCO CORP COMMON 871829107 11,561 388,100 SH DEFINED 2 388,100 SYSCO CORP COMMON 871829107 247 8,300 SH DEFINED 2,3 8,300 SYSCO CORP COMMON 871829107 390 13,088 SH DEFINED 5 13,088 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 9,590 1,360,250 SH DEFINED 1 1,360,250 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 15,975 2,266,000 SH DEFINED 1,2 2,266,000 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 4,621 655,395 SH DEFINED 1,4 655,395 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 94 13,380 SH DEFINED 2 13,380 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 32 4,567 SH DEFINED 2,3 4,567 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 65 9,232 SH DEFINED 5 9,232 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 4,698 200,000 SH DEFINED 1 200,000 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 916 39,000 SH DEFINED 2 39,000

Page 92/107 TARGET CORP COMMON 87612E106 467,568 15,585,600 SH DEFINED 1 15,585,600 TARGET CORP COMMON 87612E106 21,000 700,000 SH DEFINED 1,2 700,000 TARGET CORP COMMON 87612E106 465 15,500 SH DEFINED 1,4 15,500 TARGET CORP COMMON 87612E106 6,768 225,600 SH DEFINED 2 225,600 TARGET CORP COMMON 87612E106 447 14,900 SH DEFINED 2,3 14,900 TARGET CORP COMMON 87612E106 6,721 224,025 SH DEFINED 5 224,025 TARO PHARMACEUTICAL INDUSTRIES COMMON M8737E108 16,345 434,710 SH DEFINED 1 434,710 TARO PHARMACEUTICAL INDUSTRIES COMMON M8737E108 262 6,980 SH DEFINED 1,4 6,980 TARO PHARMACEUTICAL INDUSTRIES COMMON M8737E108 1,248 33,200 SH DEFINED 2 33,200 TARO PHARMACEUTICAL INDUSTRIES COMMON M8737E108 171 4,537 SH DEFINED 5 4,537 TCF FINANCIAL CORP COMMON 872275102 25,729 588,900 SH DEFINED 1 588,900 TCF FINANCIAL CORP COMMON 872275102 74 1,700 SH DEFINED 1,4 1,700 TCF FINANCIAL CORP COMMON 872275102 1,437 32,900 SH DEFINED 2 32,900 TCF FINANCIAL CORP COMMON 872275102 125 2,870 SH DEFINED 2,3 2,870 TECH DATA CORP COMMON 878237106 299 11,100 SH DEFINED 1 11,100 TECH DATA CORP COMMON 878237106 22 800 SH DEFINED 2 800 TECHNE CORP COMMON 878377100 4,999 175,000 SH DEFINED 1 175,000 TECHNE CORP COMMON 878377100 974 34,100 SH DEFINED 2 34,100 TEKTRONIX INC COMMON 879131100 14,303 786,300 SH DEFINED 1 786,300 TEKTRONIX INC COMMON 879131100 891 49,000 SH DEFINED 2 49,000 TELEFONOS DE MEXICO ADR COMMON 879403780 14,961 467,836 SH DEFINED 1 467,836 TELEFONOS DE MEXICO ADR COMMON 879403780 10,021 313,360 SH DEFINED 1,4 313,360 TELEFONOS DE MEXICO ADR COMMON 879403780 294 9,200 SH DEFINED 2 9,200 TELEFONOS DE MEXICO ADR COMMON 879403780 74 2,300 SH DEFINED 2,3 2,300 TELEFONOS DE MEXICO ADR COMMON 879403780 68 2,132 SH DEFINED 5 2,132 TELIK INC COMMON 87959M109 2 200 SH DEFINED 1 200 TENET HEALTHCARE CORP COMMON 88033G100 35,707 2,177,250 SH DEFINED 1 2,177,250 TENET HEALTHCARE CORP COMMON 88033G100 4,628 282,205 SH DEFINED 1,4 282,205 TENET HEALTHCARE CORP COMMON 88033G100 1,649 100,550 SH DEFINED 2 100,550 TENET HEALTHCARE CORP COMMON 88033G100 1 70 SH DEFINED 5 70

Page 93/107 TERADYNE INC COMMON 880770102 6,567 504,800 SH DEFINED 1 504,800 TERADYNE INC COMMON 880770102 50,311 3,867,100 SH DEFINED 1,2 3,867,100 TERADYNE INC COMMON 880770102 4,393 337,700 SH DEFINED 2 337,700 TERADYNE INC COMMON 880770102 194 14,900 SH DEFINED 2,3 14,900 TEREX CORP COMMON 880779103 1,482 133,000 SH DEFINED 1 133,000 TESCO PLC ADR SPONSORED COMMON 881575302 77 8,208 SH DEFINED 5 8,208 TETRA TECHNOLOGIES INC COMMON 88162F105 3,206 150,000 SH DEFINED 1 150,000 TETRA TECHNOLOGIES INC COMMON 88162F105 680 31,800 SH DEFINED 2 31,800 TEVA PHARMACEUTICAL INDUSTRIES ADR COMMON 881624209 146,652 3,798,283 SH DEFINED 1 3,798,283 TEVA PHARMACEUTICAL INDUSTRIES ADR COMMON 881624209 122,965 3,184,800 SH DEFINED 1,2 3,184,800 TEVA PHARMACEUTICAL INDUSTRIES ADR COMMON 881624209 11,608 300,660 SH DEFINED 1,4 300,660 TEVA PHARMACEUTICAL INDUSTRIES ADR COMMON 881624209 9,471 245,300 SH DEFINED 2 245,300 TEVA PHARMACEUTICAL INDUSTRIES ADR COMMON 881624209 746 19,320 SH DEFINED 2,3 19,320 TEVA PHARMACEUTICAL INDUSTRIES ADR COMMON 881624209 2,359 61,098 SH DEFINED 5 61,098 TEXAS INSTRUMENTS INC COMMON 882508104 54,749 3,647,520 SH DEFINED 1 3,647,520 TEXAS INSTRUMENTS INC COMMON 882508104 54,119 3,605,500 SH DEFINED 1,2 3,605,500 TEXAS INSTRUMENTS INC COMMON 882508104 5,358 356,980 SH DEFINED 2 356,980 TEXAS INSTRUMENTS INC COMMON 882508104 197 13,100 SH DEFINED 2,3 13,100 TEXAS INSTRUMENTS INC COMMON 882508104 93 6,205 SH DEFINED 5 6,205 TEXTRON INC. COMMON 883203101 3,301 76,790 SH DEFINED 1 76,790 THE ADVISORY BOARD CO COMMON 00762W107 4,485 150,000 SH DEFINED 1 150,000 THE ADVISORY BOARD CO COMMON 00762W107 852 28,500 SH DEFINED 2 28,500 THE BISYS GROUP INC COMMON 055472104 15,654 984,500 SH DEFINED 1 984,500 THE BISYS GROUP INC COMMON 055472104 506 31,800 SH DEFINED 1,4 31,800 THE BISYS GROUP INC COMMON 055472104 2,067 130,000 SH DEFINED 2 130,000 THE BISYS GROUP INC COMMON 055472104 107 6,700 SH DEFINED 2,3 6,700 THE MENS WEARHOUSE INC COMMON 587118100 12,020 700,900 SH DEFINED 1 700,900 THE MENS WEARHOUSE INC COMMON 587118100 45 2,600 SH DEFINED 1,4 2,600 THE MENS WEARHOUSE INC COMMON 587118100 708 41,300 SH DEFINED 2 41,300 THE MENS WEARHOUSE INC COMMON 587118100 72 4,200 SH DEFINED 2,3 4,200

Page 94/107 THE PMI GROUP INC COMMON 69344M101 17,321 576,600 SH DEFINED 1 576,600 THE PMI GROUP INC COMMON 69344M101 3,944 131,300 SH DEFINED 1,4 131,300 THE PMI GROUP INC COMMON 69344M101 72 2,400 SH DEFINED 2 2,400 THERMO ELECTRON CORP COMMON 883556102 19,509 969,620 SH DEFINED 1 969,620 THERMO ELECTRON CORP COMMON 883556102 14,587 725,000 SH DEFINED 1,2 725,000 THERMO ELECTRON CORP COMMON 883556102 312 15,500 SH DEFINED 1,4 15,500 THERMO ELECTRON CORP COMMON 883556102 40 2,000 SH DEFINED 2 2,000 THERMO ELECTRON CORP COMMON 883556102 131 6,500 SH DEFINED 2,3 6,500 THOMSON MULTIMEDIA ADR SPONSORED COMMON 885118109 10 612 SH DEFINED 5 612 TIBCO SOFTWARE INC COMMON 88632Q103 1,391 225,000 SH DEFINED 1 225,000 TIBCO SOFTWARE INC COMMON 88632Q103 170 27,500 SH DEFINED 6 27,500 TIER TECHNOLOGIES INC CL B COMMON 88650Q100 2,240 140,000 SH DEFINED 1 140,000 TIERONE CORP COMMON 88650R108 1,516 100,000 SH DEFINED 1 100,000 TITAN CORP COMMON 888266103 17,410 1,674,000 SH DEFINED 1 1,674,000 TITAN CORP COMMON 888266103 620 59,600 SH DEFINED 2 59,600 TIVO INC COMMON 888706108 2,615 500,000 SH DEFINED 1 500,000 TIVO INC COMMON 888706108 474 90,600 SH DEFINED 2 90,600 TJX COMPANIES INC COMMON 872540109 21,543 1,103,650 SH DEFINED 1 1,103,650 TJX COMPANIES INC COMMON 872540109 72,224 3,700,000 SH DEFINED 1,2 3,700,000 TJX COMPANIES INC COMMON 872540109 332 17,000 SH DEFINED 1,4 17,000 TJX COMPANIES INC COMMON 872540109 7,021 359,700 SH DEFINED 2 359,700 TJX COMPANIES INC COMMON 872540109 431 22,100 SH DEFINED 2,3 22,100 TJX COMPANIES INC COMMON 872540109 64 3,298 SH DEFINED 5 3,298 TOLL BROTHERS INC COMMON 889478103 2,020 100,000 SH DEFINED 1 100,000 TOLL BROTHERS INC COMMON 889478103 428 21,200 SH DEFINED 2 21,200 TOO INC COMMON 890333107 37,270 1,584,600 SH DEFINED 1 1,584,600 TOO INC COMMON 890333107 340 14,440 SH DEFINED 1,4 14,440 TOO INC COMMON 890333107 2,907 123,600 SH DEFINED 2 123,600 TOO INC COMMON 890333107 186 7,920 SH DEFINED 2,3 7,920 TOO INC COMMON 890333107 79 3,375 SH DEFINED 5 3,375

Page 95/107 TOTAL FINA ELF SA ADR SPONSORED COMMON 89151E109 166 2,317 SH DEFINED 5 2,317 TOYOTA MOTOR CORP ADR 1 SH COMMON 892331307 70 1,321 SH DEFINED 5 1,321 TPG NV SPONSORED ADR COMMON 892339102 49 3,036 SH DEFINED 5 3,036 TRACTOR SUPPLY CO COMMON 892356106 5,726 152,300 SH DEFINED 1 152,300 TRACTOR SUPPLY CO COMMON 892356106 722 19,200 SH DEFINED 2 19,200 TRACTOR SUPPLY CO COMMON 892356106 150 4,000 SH DEFINED 6 4,000 TRANSCANADA PIPELINES LTD COMMON 893526103 72 4,990 SH DEFINED 5 4,990 TRANSOCEAN INC COMMON G90078109 214,635 9,251,521 SH DEFINED 1 9,251,521 TRANSOCEAN INC COMMON G90078109 29,000 1,250,000 SH DEFINED 1,2 1,250,000 TRANSOCEAN INC COMMON G90078109 188 8,100 SH DEFINED 1,4 8,100 TRANSOCEAN INC COMMON G90078109 5,372 231,550 SH DEFINED 2 231,550 TRANSOCEAN INC COMMON G90078109 111 4,800 SH DEFINED 2,3 4,800 TRANSOCEAN INC COMMON G90078109 9,027 389,102 SH DEFINED 5 389,102 TRANSWITCH CORP CVT 144A NTS 4.5 CONVERT 894065AA9 22 37,000 PRN DEFINED 1 37,000 TRAVELCENTERS OF AMERICA WTS 144A COMMON 894172113 154 15,000 SH DEFINED 1 15,000 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 25,432 1,735,950 SH DEFINED 1 1,735,950 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 12,548 856,486 SH DEFINED 1,2 856,486 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 56 3,839 SH DEFINED 2 3,839 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 5 324 SH DEFINED 2,3 324 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 0 9 SH DEFINED 5 9 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 48,903 3,338,071 SH DEFINED 1 3,338,071 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 15,445 1,054,271 SH DEFINED 1,2 1,054,271 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 89 6,109 SH DEFINED 2 6,109 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 26 1,765 SH DEFINED 2,3 1,765 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 0 19 SH DEFINED 5 19 TREX CO COMMON 89531P105 3,530 100,000 SH DEFINED 1 100,000 TREX CO COMMON 89531P105 671 19,000 SH DEFINED 2 19,000

Page 96/107 TRIAD HOSPITALS INC COMMON 89579K109 20,434 685,000 SH DEFINED 1 685,000 TRIAD HOSPITALS INC COMMON 89579K109 522 17,500 SH DEFINED 1,4 17,500 TRIAD HOSPITALS INC COMMON 89579K109 3,246 108,800 SH DEFINED 2 108,800 TRIARC CO COMMON 895927101 7,930 302,200 SH DEFINED 1,4 302,200 TRIARC CO COMMON 895927101 26 1,000 SH DEFINED 2 1,000 TRIBUNE CVT 2.00 05/15/2029 CONVERT 896047305 53 700 SH DEFINED 1 700 TRIMERIS INC COMMON 896263100 151 3,500 SH DEFINED 1 3,500 TUESDAY MORNING CORP COMMON 899035505 171 10,000 SH DEFINED 6 10,000 TXU CORP COMMON 873168108 8,415 450,500 SH DEFINED 1 450,500 TXU CORP COMMON 873168108 15,878 850,000 SH DEFINED 1,2 850,000 TXU CORP COMMON 873168108 65 3,500 SH DEFINED 2 3,500 TXU CORP COMMON 873168108 1 67 SH DEFINED 5 67 TYCO INTERNATIONAL LTD COMMON 902124106 234,811 13,747,710 SH DEFINED 1 13,747,710 TYCO INTERNATIONAL LTD COMMON 902124106 42,700 2,500,000 SH DEFINED 1,2 2,500,000 TYCO INTERNATIONAL LTD COMMON 902124106 1,132 66,250 SH DEFINED 2 66,250 TYCO INTERNATIONAL LTD COMMON 902124106 384 22,500 SH DEFINED 2,3 22,500 TYCO INTERNATIONAL LTD COMMON 902124106 17,896 1,047,763 SH DEFINED 5 1,047,763 U S XPRESS ENTERPRISE INC COMMON 90338N103 1,095 125,000 SH DEFINED 1 125,000 U.S. BANCORP COMMON 902973304 4,428 208,660 SH DEFINED 1 208,660 U.S. BANCORP COMMON 902973304 38 1,800 SH DEFINED 2 1,800 U.S. BANCORP COMMON 902973304 13 594 SH DEFINED 5 594 UBIQUITEL OPERATING WTS 144A COMMON 903474112 10 27,980 SH DEFINED 1 27,980 UBIQUITEL OPERATING WTS 144A COMMON 903474112 0 20 SH DEFINED 2,3 20 UBS AG COMMON H8920M855 129 2,673 SH DEFINED 5 2,673 UCBH HOLDINGS INC COMMON 90262T308 5,816 137,000 SH DEFINED 1 137,000 UCBH HOLDINGS INC COMMON 90262T308 836 19,700 SH DEFINED 2 19,700 ULTICOM INC COMMON 903844108 1,498 200,000 SH DEFINED 1 200,000 ULTICOM INC COMMON 903844108 150 20,000 SH DEFINED 6 20,000

Page 97/107 ULTIMATE ELECTRONICS INC COMMON 903849107 2,233 220,000 SH DEFINED 1 220,000 ULTIMATE ELECTRONICS INC COMMON 903849107 102 10,000 SH DEFINED 6 10,000 ULTRA PETROLEUM CORP COMMON 903914109 14,541 1,468,800 SH DEFINED 1 1,468,800 ULTRA PETROLEUM CORP COMMON 903914109 535 54,000 SH DEFINED 6 54,000 UNILEVER PLC ADR SPONSORED COMMON 904767704 144 3,764 SH DEFINED 5 3,764 UNION PACIFIC CORP COMMON 907818108 13,926 232,600 SH DEFINED 1 232,600 UNION PACIFIC CORP COMMON 907818108 29,336 490,000 SH DEFINED 1,2 490,000 UNION PACIFIC CORP COMMON 907818108 5,418 90,500 SH DEFINED 1,4 90,500 UNION PACIFIC CORP COMMON 907818108 210 3,500 SH DEFINED 2 3,500 UNISYS CORP COMMON 909214108 10,093 1,019,500 SH DEFINED 1 1,019,500 UNITED NATURAL FOODS INC COMMON 911163103 6,338 250,000 SH DEFINED 1 250,000 UNITED NATURAL FOODS INC COMMON 911163103 1,377 54,300 SH DEFINED 2 54,300 UNITED OVERSEAS BANK LTD COMMON 911271302 50 3,694 SH DEFINED 5 3,694 UNITED PARCEL SERVICE-CL B COMMON 911312106 1,892 30,000 SH DEFINED 1 30,000 UNITED RENTALS INC COMMON 911363109 277 25,700 SH DEFINED 1 25,700 UNITED SURGICAL PARTNERS COMMON 913016309 7,753 496,300 SH DEFINED 1 496,300 UNITED TECHNOLOGIES CORP COMMON 913017109 76,575 1,236,270 SH DEFINED 1 1,236,270 UNITED TECHNOLOGIES CORP COMMON 913017109 10,840 175,000 SH DEFINED 1,2 175,000 UNITED TECHNOLOGIES CORP COMMON 913017109 8,334 134,550 SH DEFINED 2 134,550 UNITED TECHNOLOGIES CORP COMMON 913017109 198 3,200 SH DEFINED 2,3 3,200 UNITED TECHNOLOGIES CORP COMMON 913017109 215 3,472 SH DEFINED 5 3,472 UNITEDHEALTH GROUP INC COMMON 91324P102 354,771 4,248,749 SH DEFINED 1 4,248,749 UNITEDHEALTH GROUP INC COMMON 91324P102 80,302 961,700 SH DEFINED 1,2 961,700 UNITEDHEALTH GROUP INC COMMON 91324P102 15,880 190,180 SH DEFINED 1,4 190,180 UNITEDHEALTH GROUP INC COMMON 91324P102 14,182 169,840 SH DEFINED 2 169,840 UNITEDHEALTH GROUP INC COMMON 91324P102 509 6,100 SH DEFINED 2,3 6,100 UNITEDHEALTH GROUP INC COMMON 91324P102 7,380 88,384 SH DEFINED 5 88,384

Page 98/107 UNIVERSAL COMPRESSION HOLDINGS COMMON 913431102 3,826 200,000 SH DEFINED 1 200,000 UNIVERSAL COMPRESSION HOLDINGS COMMON 913431102 750 39,200 SH DEFINED 2 39,200 UNIVERSAL HEALTH SERVICES B COMMON 913903100 22,631 501,800 SH DEFINED 1 501,800 UNIVERSAL HEALTH SERVICES B COMMON 913903100 622 13,800 SH DEFINED 2 13,800 UNIVERSITY OF PHOENIX ONLINE COMMON 037604204 237 6,600 SH DEFINED 1 6,600 UNIVISION COMMUNICATIONS CL A COMMON 914906102 18,507 755,400 SH DEFINED 1 755,400 UNIVISION COMMUNICATIONS CL A COMMON 914906102 36,750 1,500,000 SH DEFINED 1,2 1,500,000 UNIVISION COMMUNICATIONS CL A COMMON 914906102 360 14,700 SH DEFINED 1,4 14,700 UNIVISION COMMUNICATIONS CL A COMMON 914906102 4,711 192,300 SH DEFINED 2 192,300 UNIVISION COMMUNICATIONS CL A COMMON 914906102 250 10,200 SH DEFINED 2,3 10,200 UNIVISION COMMUNICATIONS CL A COMMON 914906102 3 140 SH DEFINED 5 140 UNUMPROVIDENT CORP COMMON 91529Y106 69,918 3,986,210 SH DEFINED 1 3,986,210 UNUMPROVIDENT CORP COMMON 91529Y106 342 19,500 SH DEFINED 2 19,500 UNUMPROVIDENT CORP COMMON 91529Y106 6,843 390,152 SH DEFINED 5 390,152 URBAN OUTFITTERS INC COMMON 917047102 3,536 150,000 SH DEFINED 1 150,000 URBAN OUTFITTERS INC COMMON 917047102 648 27,500 SH DEFINED 2 27,500 US CELLULAR CORP COMMON 911684108 10,699 427,600 SH DEFINED 1 427,600 US CELLULAR CORP COMMON 911684108 13 500 SH DEFINED 2,3 500 USA NETWORKS INC COMMON 902984103 5,027 219,900 SH DEFINED 1 219,900 USA NETWORKS INC COMMON 902984103 13,716 600,000 SH DEFINED 1,2 600,000 USA NETWORKS INC COMMON 902984103 267 11,700 SH DEFINED 1,4 11,700 USA NETWORKS INC COMMON 902984103 34 1,500 SH DEFINED 2 1,500 USA NETWORKS INC COMMON 902984103 126 5,500 SH DEFINED 2,3 5,500 UTI WORLDWIDE INC COMMON G87210103 3,116 118,700 SH DEFINED 1 118,700 UTSTARCOM INC COMMON 918076100 57,099 2,879,400 SH DEFINED 1 2,879,400 UTSTARCOM INC COMMON 918076100 1,195 60,250 SH DEFINED 1,4 60,250 UTSTARCOM INC COMMON 918076100 7,207 363,420 SH DEFINED 2 363,420 UTSTARCOM INC COMMON 918076100 246 12,430 SH DEFINED 2,3 12,430 UTSTARCOM INC COMMON 918076100 78 3,913 SH DEFINED 5 3,913

Page 99/107 VALERO ENERGY CORP COMMON 91913Y100 47,704 1,291,400 SH DEFINED 1 1,291,400 VALERO ENERGY CORP COMMON 91913Y100 41,003 1,110,000 SH DEFINED 1,2 1,110,000 VALERO ENERGY CORP COMMON 91913Y100 2,937 79,500 SH DEFINED 1,4 79,500 VALERO ENERGY CORP COMMON 91913Y100 713 19,300 SH DEFINED 2 19,300 VALERO ENERGY CORP COMMON 91913Y100 3,398 91,989 SH DEFINED 5 91,989 VALSPAR CORP COMMON 920355104 26,261 594,400 SH DEFINED 1 594,400 VALSPAR CORP COMMON 920355104 119 2,700 SH DEFINED 1,4 2,700 VALSPAR CORP COMMON 920355104 1,845 41,750 SH DEFINED 2 41,750 VALSPAR CORP COMMON 920355104 179 4,060 SH DEFINED 2,3 4,060 VALSPAR CORP COMMON 920355104 75 1,688 SH DEFINED 5 1,688 VARCO INTERNATONAL INC COMMON 922122106 25,571 1,469,600 SH DEFINED 1 1,469,600 VARCO INTERNATONAL INC COMMON 922122106 97 5,600 SH DEFINED 1,4 5,600 VARCO INTERNATONAL INC COMMON 922122106 2,005 115,250 SH DEFINED 2 115,250 VARCO INTERNATONAL INC COMMON 922122106 143 8,190 SH DEFINED 2,3 8,190 VARIAN INC COMMON 922206107 28,839 1,005,200 SH DEFINED 1 1,005,200 VARIAN INC COMMON 922206107 1,664 58,000 SH DEFINED 2 58,000 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 23,997 483,820 SH DEFINED 1 483,820 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 418 8,420 SH DEFINED 1,4 8,420 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1,071 21,590 SH DEFINED 2 21,590 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 100 2,020 SH DEFINED 2,3 2,020 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 80 1,609 SH DEFINED 5 1,609 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 8,138 342,500 SH DEFINED 1 342,500 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 651 27,400 SH DEFINED 2 27,400 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 5 200 SH DEFINED 2,3 200 VCA ANTECH INC COMMON 918194101 3,188 212,500 SH DEFINED 1 212,500 VERITAS SOFTWARE CORP COMMON 923436109 9,853 630,800 SH DEFINED 1 630,800 VERITAS SOFTWARE CORP COMMON 923436109 139 8,900 SH DEFINED 1,4 8,900 VERITAS SOFTWARE CORP COMMON 923436109 2,411 154,350 SH DEFINED 2 154,350 VERITAS SOFTWARE CORP COMMON 923436109 106 6,804 SH DEFINED 5 6,804 VERIZON COMMUNICATIONS INC COMMON 92343V104 129,951 3,353,578 SH DEFINED 1 3,353,578 VERSIGN INC COMMON 92343E102 1,003 125,000 SH DEFINED 1 125,000

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Page 101/107 WACHOVIA CORP COMMON 929903102 2,605 71,500 SH DEFINED 1 71,500 WADDELL & REED FINANCIAL CL A COMMON 930059100 13,305 676,390 SH DEFINED 1 676,390 WADDELL & REED FINANCIAL CL A COMMON 930059100 59 3,000 SH DEFINED 1,4 3,000 WADDELL & REED FINANCIAL CL A COMMON 930059100 905 45,990 SH DEFINED 2 45,990 WADDELL & REED FINANCIAL CL A COMMON 930059100 92 4,690 SH DEFINED 2,3 4,690 WAL MART STORES INC COMMON 931142103 734 14,528 SH DEFINED 5 14,528 WALGREEN CO COMMON 931422109 134,448 4,605,960 SH DEFINED 1 4,605,960 WALGREEN CO COMMON 931422109 78,813 2,700,000 SH DEFINED 1,2 2,700,000 WALGREEN CO COMMON 931422109 5,094 174,500 SH DEFINED 2 174,500 WALGREEN CO COMMON 931422109 382 13,100 SH DEFINED 2,3 13,100 WALGREEN CO COMMON 931422109 5 165 SH DEFINED 5 165 WAL-MART DE MEXICO SA COMMON 93114W107 49 2,176 SH DEFINED 5 2,176 WAL-MART STORES INC COMMON 931142103 169,832 3,362,350 SH DEFINED 1 3,362,350 WAL-MART STORES INC COMMON 931142103 166,683 3,300,000 SH DEFINED 1,2 3,300,000 WAL-MART STORES INC COMMON 931142103 28,109 556,500 SH DEFINED 2 556,500 WAL-MART STORES INC COMMON 931142103 982 19,450 SH DEFINED 2,3 19,450 WALT DISNEY CO COMMON 254687106 105,812 6,487,580 SH DEFINED 1 6,487,580 WALT DISNEY CO COMMON 254687106 435 26,700 SH DEFINED 2 26,700 WALT DISNEY CO COMMON 254687106 8,175 501,226 SH DEFINED 5 501,226 WASHINGTON MUTUAL INC COMMON 939322103 39,625 1,147,550 SH DEFINED 1 1,147,550 WASHINGTON MUTUAL INC COMMON 939322103 118,783 3,440,000 SH DEFINED 1,2 3,440,000 WASHINGTON MUTUAL INC COMMON 939322103 6,316 182,900 SH DEFINED 2 182,900 WASHINGTON MUTUAL INC COMMON 939322103 262 7,600 SH DEFINED 2,3 7,600 WASHINGTON MUTUAL INC COMMON 939322103 17 491 SH DEFINED 5 491 WASTE CONNECTIONS INC COMMON 941053100 9,954 257,800 SH DEFINED 1 257,800 WASTE CONNECTIONS INC COMMON 941053100 1,359 35,200 SH DEFINED 2 35,200 WASTE MANAGEMENT INC COMMON 94106L109 291,951 12,737,817 SH DEFINED 1 12,737,817 WASTE MANAGEMENT INC COMMON 94106L109 33,005 1,440,000 SH DEFINED 1,2 1,440,000 WASTE MANAGEMENT INC COMMON 94106L109 1,017 44,350 SH DEFINED 2 44,350 WASTE MANAGEMENT INC COMMON 94106L109 15,389 671,414 SH DEFINED 5 671,414

Page 102/107 WATERS CORP COMMON 941848103 158,624 7,283,000 SH DEFINED 1 7,283,000 WATERS CORP COMMON 941848103 346 15,900 SH DEFINED 1,4 15,900 WATERS CORP COMMON 941848103 2,740 125,800 SH DEFINED 2 125,800 WATERS CORP COMMON 941848103 10,181 467,466 SH DEFINED 5 467,466 WATSON PHARMACEUTICALS COMMON 942683103 12,711 449,620 SH DEFINED 1 449,620 WATSON PHARMACEUTICALS COMMON 942683103 305 10,800 SH DEFINED 2 10,800 WATSON PHARMACEUTICALS COMMON 942683103 1,703 60,227 SH DEFINED 5 60,227 WEATHERFORD INTL LTD COMMON G95089101 154,532 3,870,070 SH DEFINED 1 3,870,070 WEATHERFORD INTL LTD COMMON G95089101 29,948 750,000 SH DEFINED 1,2 750,000 WEATHERFORD INTL LTD COMMON G95089101 447 11,200 SH DEFINED 1,4 11,200 WEATHERFORD INTL LTD COMMON G95089101 5,079 127,200 SH DEFINED 2 127,200 WEATHERFORD INTL LTD COMMON G95089101 116 2,900 SH DEFINED 2,3 2,900 WEATHERFORD INTL LTD COMMON G95089101 14,799 370,621 SH DEFINED 5 370,621 WEATHERFORD INTL LTD COMMON G95089101 160 4,000 SH DEFINED 6 4,000 WEBSENSE INC COMMON 947684106 8,967 419,800 SH DEFINED 1 419,800 WEBSENSE INC COMMON 947684106 1,066 49,900 SH DEFINED 2 49,900 WEBSENSE INC COMMON 947684106 17 800 SH DEFINED 2,3 800 WEIGHT WATCHERS INTL INC COMMON 948626106 12,246 266,393 SH DEFINED 1 266,393 WEIGHT WATCHERS INTL INC COMMON 948626106 9,194 200,000 SH DEFINED 1,2 200,000 WEIGHT WATCHERS INTL INC COMMON 948626106 322 7,000 SH DEFINED 1,4 7,000 WEIGHT WATCHERS INTL INC COMMON 948626106 188 4,100 SH DEFINED 2 4,100 WEIGHT WATCHERS INTL INC COMMON 948626106 64 1,400 SH DEFINED 2,3 1,400 WEIGHT WATCHERS INTL INC COMMON 948626106 13 272 SH DEFINED 5 272 WELLCHOICE INC COMMON 949475107 2,414 100,800 SH DEFINED 1 100,800 WELLCHOICE INC COMMON 949475107 53 2,200 SH DEFINED 2 2,200 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 31,937 448,804 SH DEFINED 1 448,804 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 103,161 1,449,700 SH DEFINED 1,2 1,449,700 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 9,293 130,600 SH DEFINED 1,4 130,600 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 8,311 116,800 SH DEFINED 2 116,800 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 591 8,300 SH DEFINED 2,3 8,300

Page 103/107 WELLS FARGO CO COMMON 949746101 76,477 1,631,690 SH DEFINED 1 1,631,690 WELLS FARGO CO COMMON 949746101 23,435 500,000 SH DEFINED 1,2 500,000 WELLS FARGO CO COMMON 949746101 13,285 283,450 SH DEFINED 2 283,450 WELLS FARGO CO COMMON 949746101 150 3,200 SH DEFINED 2,3 3,200 WELLS FARGO CO COMMON 949746101 185 3,937 SH DEFINED 5 3,937 WENDYS INTL COMMON 950590109 6,334 233,980 SH DEFINED 1 233,980 WENDYS INTL COMMON 950590109 27,070 1,000,000 SH DEFINED 1,2 1,000,000 WENDYS INTL COMMON 950590109 384 14,200 SH DEFINED 1,4 14,200 WENDYS INTL COMMON 950590109 3,828 141,400 SH DEFINED 2 141,400 WENDYS INTL COMMON 950590109 103 3,800 SH DEFINED 2,3 3,800 WESTERN DIGITAL CORP COMMON 958102105 2,938 459,800 SH DEFINED 1 459,800 WESTERN DIGITAL CORP COMMON 958102105 1 200 SH DEFINED 2,3 200 WESTPORT RESOURCES CORP COMMON 961418100 6,689 321,600 SH DEFINED 1 321,600 WESTWOOD ONE INC COMMON 961815107 23,739 635,400 SH DEFINED 1 635,400 WESTWOOD ONE INC COMMON 961815107 355 9,500 SH DEFINED 1,4 9,500 WESTWOOD ONE INC COMMON 961815107 1,519 40,650 SH DEFINED 2 40,650 WESTWOOD ONE INC COMMON 961815107 149 4,000 SH DEFINED 2,3 4,000 WHIRLPOOL CORP COMMON 963320106 17,635 337,700 SH DEFINED 1 337,700 WHIRLPOOL CORP COMMON 963320106 480 9,200 SH DEFINED 2 9,200 WHIRLPOOL CORP COMMON 963320106 2,114 40,474 SH DEFINED 5 40,474 WHITNEY HOLDING CORP COMMON 966612103 2,503 75,100 SH DEFINED 1 75,100 WHITNEY HOLDING CORP COMMON 966612103 530 15,900 SH DEFINED 2 15,900 WHOLE FOODS MARKET INC COMMON 966837106 9,723 184,400 SH DEFINED 1 184,400 WHOLE FOODS MARKET INC COMMON 966837106 9,228 175,000 SH DEFINED 1,2 175,000 WHOLE FOODS MARKET INC COMMON 966837106 264 5,000 SH DEFINED 1,4 5,000 WHOLE FOODS MARKET INC COMMON 966837106 1,179 22,350 SH DEFINED 2 22,350 WHOLE FOODS MARKET INC COMMON 966837106 79 1,500 SH DEFINED 2,3 1,500 WILLBROS GROUP INC COMMON 969199108 1,973 240,000 SH DEFINED 1 240,000 WILLBROS GROUP INC COMMON 969199108 374 45,500 SH DEFINED 2 45,500 WILLIAM LYON HOMES INC COMMON 552074106 2,183 100,000 SH DEFINED 1 100,000 WILLIAM LYON HOMES INC COMMON 552074106 183 8,400 SH DEFINED 6 8,400

Page 104/107 WILLIAMS SONOMA INC COMMON 969904101 158 5,830 SH DEFINED 5 5,830 WILLIAMS-SONOMA INC COMMON 969904101 65,083 2,397,147 SH DEFINED 1 2,397,147 WILLIAMS-SONOMA INC COMMON 969904101 671 24,700 SH DEFINED 1,4 24,700 WILLIAMS-SONOMA INC COMMON 969904101 5,027 185,140 SH DEFINED 2 185,140 WILLIAMS-SONOMA INC COMMON 969904101 414 15,240 SH DEFINED 2,3 15,240 WILLIAMS-SONOMA INC COMMON 969904101 136 5,000 SH DEFINED 6 5,000 WILLIS GROUP HOLDINGS LTD COMMON G96655108 39,731 1,385,800 SH DEFINED 1 1,385,800 WILLIS GROUP HOLDINGS LTD COMMON G96655108 675 23,540 SH DEFINED 1,4 23,540 WILLIS GROUP HOLDINGS LTD COMMON G96655108 2,248 78,400 SH DEFINED 2 78,400 WILLIS GROUP HOLDINGS LTD COMMON G96655108 337 11,740 SH DEFINED 2,3 11,740 WILLIS GROUP HOLDINGS LTD COMMON G96655108 123 4,298 SH DEFINED 5 4,298 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 9,490 325,000 SH DEFINED 1 325,000 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 1,381 47,300 SH DEFINED 2 47,300 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 161 5,500 SH DEFINED 6 5,500 WILSONS THE LEATHER EXPERTS INC COMMON 972463103 150 30,000 SH DEFINED 6 30,000 WINN-DIXIE STORES INC COMMON 974280109 4,787 313,300 SH DEFINED 1 313,300 WINNEBAGO INDUSTRIES COMMON 974637100 177 4,500 SH DEFINED 1 4,500 WINSLOEW FURNITURE WTS COMMON 975377110 23 2,220 SH DEFINED 1 2,220 WIPRO LTD ADR COMMON 97651M109 1,005 30,000 SH DEFINED 1 30,000 WIPRO LTD ADR COMMON 97651M109 117 3,500 SH DEFINED 6 3,500 WISCONSIN ENERGY CORP COMMON 976657106 39,708 1,575,700 SH DEFINED 1 1,575,700 WISCONSIN ENERGY CORP COMMON 976657106 995 39,500 SH DEFINED 2 39,500 WISCONSIN ENERGY CORP COMMON 976657106 4,399 174,560 SH DEFINED 5 174,560 WRIGHT MEDICAL GROUP INC COMMON 98235T107 8,181 468,600 SH DEFINED 1 468,600 WRIGHT MEDICAL GROUP INC COMMON 98235T107 478 27,400 SH DEFINED 2 27,400 WRIGHT MEDICAL GROUP INC COMMON 98235T107 210 12,000 SH DEFINED 6 12,000

Page 105/107 WYETH COMMON 983024100 287,579 7,689,270 SH DEFINED 1 7,689,270 WYETH COMMON 983024100 99,858 2,670,000 SH DEFINED 1,2 2,670,000 WYETH COMMON 983024100 411 11,000 SH DEFINED 1,4 11,000 WYETH COMMON 983024100 8,522 227,850 SH DEFINED 2 227,850 WYETH COMMON 983024100 583 15,600 SH DEFINED 2,3 15,600 WYETH COMMON 983024100 9,694 259,211 SH DEFINED 5 259,211 WYNDHAM VOTING TRUST COMMON 983101916 8 3,884 SH DEFINED 1 3,884 WYSDOM INC COMMON 983600107 39 789,474 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 1,274 115,800 SH DEFINED 1 115,800 XILINX INC COMMON 983919101 43,942 2,133,100 SH DEFINED 1 2,133,100 XILINX INC COMMON 983919101 49,749 2,415,000 SH DEFINED 1,2 2,415,000 XILINX INC COMMON 983919101 2,839 137,800 SH DEFINED 2 137,800 XILINX INC COMMON 983919101 155 7,500 SH DEFINED 2,3 7,500 XILINX INC COMMON 983919101 3,618 175,615 SH DEFINED 5 175,615 XL CAPITAL LTD CL A COMMON G98255105 31,703 410,400 SH DEFINED 1 410,400 XL CAPITAL LTD CL A COMMON G98255105 44,651 578,000 SH DEFINED 1,2 578,000 XL CAPITAL LTD CL A COMMON G98255105 1,738 22,500 SH DEFINED 2 22,500 XL CAPITAL LTD CL A COMMON G98255105 70 900 SH DEFINED 2,3 900 XOMA LTD COMMON G9825R107 4 900 SH DEFINED 1 900 XTO ENERGY INC COMMON 98385X106 1,891 76,560 SH DEFINED 1 76,560 XTO ENERGY INC COMMON 98385X106 2,090 84,600 SH DEFINED 1,4 84,600 XTO ENERGY INC COMMON 98385X106 5 200 SH DEFINED 2 200 YAHOO! INC COMMON 984332106 7,992 488,800 SH DEFINED 1 488,800 YAHOO! INC COMMON 984332106 24,525 1,500,000 SH DEFINED 1,2 1,500,000 YAHOO! INC COMMON 984332106 1,537 94,000 SH DEFINED 1,4 94,000 YAHOO! INC COMMON 984332106 152 9,300 SH DEFINED 2 9,300 YAHOO! INC COMMON 984332106 221 13,500 SH DEFINED 2,3 13,500 YANKEE CANDLE CO COMMON 984757104 960 60,000 SH DEFINED 1 60,000

Page 106/107 YUM BRANDS INC COMMON 988498101 139,910 5,776,640 SH DEFINED 1 5,776,640 YUM BRANDS INC COMMON 988498101 116 4,800 SH DEFINED 2 4,800 YUM BRANDS INC COMMON 988498101 111 4,600 SH DEFINED 2,3 4,600 ZEBRA TECHNOLOGIES CORP COMMON 989207105 27,974 488,200 SH DEFINED 1 488,200 ZEBRA TECHNOLOGIES CORP COMMON 989207105 418 7,300 SH DEFINED 2 7,300 ZIMMER HOLDINGS INC COMMON 98956P102 39,137 942,600 SH DEFINED 1 942,600 ZIMMER HOLDINGS INC COMMON 98956P102 12,456 300,000 SH DEFINED 1,2 300,000 ZIMMER HOLDINGS INC COMMON 98956P102 228 5,500 SH DEFINED 1,4 5,500 ZIMMER HOLDINGS INC COMMON 98956P102 5,306 127,790 SH DEFINED 2 127,790 ZIMMER HOLDINGS INC COMMON 98956P102 114 2,750 SH DEFINED 2,3 2,750 ZIMMER HOLDINGS INC COMMON 98956P102 13 321 SH DEFINED 5 321 ZIONS BANCORPORATION COMMON 989701107 5,962 151,520 SH DEFINED 1 151,520 ZOLL MEDICAL CORP COMMON 989922109 6,064 170,000 SH DEFINED 1 170,000 ZOLL MEDICAL CORP COMMON 989922109 1,152 32,300 SH DEFINED 2 32,300 ZORAN CORP COMMON 98975F101 5,829 414,300 SH DEFINED 1 414,300 ZORAN CORP COMMON 98975F101 808 57,400 SH DEFINED 2 57,400 ZORAN CORP COMMON 98975F101 1 100 SH DEFINED 2,3 100

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