13F-HR 1 h16770e13fvhr.txt A I M MANAGEMENT GROUP INC. UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2004 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: AIM 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: Kevin Carome Title: Senior Vice President, Secretary and General Counsel Phone: (713) 214-1191 Signature, Place, and Date of Signing: _____________________________ Houston, Texas 8/11/04 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: 3,188 Form 13F Information Table Value Total: $60,807,790 (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 1/113 ACE CASH EXPRESS INC COMMON 004403101 760 29,600 SH DEFINED 1 29,600 ACE LTD COMMON G0070K103 433,482 10,252,644 SH DEFINED 1 10,252,644 ACE LTD COMMON G0070K103 7,570 179,050 SH DEFINED 2 179,050 ACE LTD COMMON G0070K103 42,844 1,013,357 SH DEFINED 5 1,013,357 ACE LTD COMMON G0070K103 31,710 750,000 SH DEFINED 1,2 750,000 ACE LTD COMMON G0070K103 600 14,200 SH DEFINED 1,4 14,200 ACE LTD COMMON G0070K103 520 12,300 SH DEFINED 2,3 12,300 ACTEL CORP COMMON 004934105 5,550 300,000 SH DEFINED 1 300,000 ACTEL CORP COMMON 004934105 1,774 95,900 SH DEFINED 2 95,900 ACTIVCARD CORP COMMON 00506J107 216 29,700 SH DEFINED 1 29,700 ACTIVISION INC COMMON 004930202 12,090 760,400 SH DEFINED 1 760,400 ACTIVISION INC COMMON 004930202 3,504 220,350 SH DEFINED 2 220,350 ACXIOM CORP COMMON 005125109 21,221 854,640 SH DEFINED 1 854,640 ACXIOM CORP COMMON 005125109 2,019 81,300 SH DEFINED 2 81,300 ACXIOM CORP COMMON 005125109 65 2,600 SH DEFINED 1,4 2,600 ACXIOM CORP COMMON 005125109 164 6,600 SH DEFINED 2,3 6,600 ADAPTEC INC COMMON 00651F108 789 93,300 SH DEFINED 1 93,300 ADECCO SA-ADR COMMON 006754105 1,571 125,000 SH DEFINED 1 125,000 ADMINISTAFF INC COMMON 007094105 6,318 380,600 SH DEFINED 1 380,600 ADMINISTAFF INC COMMON 007094105 1,633 98,400 SH DEFINED 2 98,400 ADOBE SYSTEMS INC COMMON 00724F101 29,314 630,410 SH DEFINED 1 630,410 ADOBE SYSTEMS INC COMMON 00724F101 3,865 83,120 SH DEFINED 2 83,120 ADOBE SYSTEMS INC COMMON 00724F101 196 4,206 SH DEFINED 5 4,206 ADOBE SYSTEMS INC COMMON 00724F101 5,338 114,800 SH DEFINED 1,4 114,800 ADOBE SYSTEMS INC COMMON 00724F101 56 1,200 SH DEFINED 2,3 1,200 ADOLOR CORP COMMON 00724X102 933 73,597 SH DEFINED 1 73,597 ADTRAN INC COMMON 00738A106 10,011 300,000 SH DEFINED 1 300,000 ADTRAN INC COMMON 00738A106 2,116 63,400 SH DEFINED 2 63,400 ADTRAN INC COMMON 00738A106 110 3,285 SH DEFINED 5 3,285

Page 2/113 ADVANCE AUTO PARTS COMMON 00751Y106 25,214 570,700 SH DEFINED 1 570,700 ADVANCE AUTO PARTS COMMON 00751Y106 1 32 SH DEFINED 5 32 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 236 15,000 SH DEFINED 6 15,000 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 2 81 SH DEFINED 5 81 ADVANCED NEUROMODULATION SYS COMMON 00757T101 11,480 350,000 SH DEFINED 1 350,000 ADVANCED NEUROMODULATION SYS COMMON 00757T101 2,617 79,799 SH DEFINED 2 79,799 ADVENT CLAYMORE CONV SECS & COM COMMON 00764C109 0 1 SH DEFINED 5 1 ADVO INC COMMON 007585102 5,560 168,900 SH DEFINED 1 168,900 AEGON NV COMMON 007924103 67 5,562 SH DEFINED 5 5,562 AEROFLEX INC COMMON 007768104 33,544 2,340,800 SH DEFINED 1 2,340,800 AEROFLEX INC COMMON 007768104 3,625 253,000 SH DEFINED 2 253,000 AEROPOSTALE INC COMMON 007865108 34,224 1,271,800 SH DEFINED 1 1,271,800 AEROPOSTALE INC COMMON 007865108 5,880 218,500 SH DEFINED 2 218,500 AEROPOSTALE INC COMMON 007865108 2,644 98,250 SH DEFINED 1,4 98,250 AEROPOSTALE INC COMMON 007865108 174 6,450 SH DEFINED 2,3 6,450 AES TRUST VII CVT PRFD CONVERT 00103V305 8,315 182,750 SH DEFINED 1 182,750 AES TRUST VII CVT PRFD CONVERT 00103V305 102 2,250 SH DEFINED 2,3 2,250 AETNA INC COMMON 00817Y108 70,770 832,590 SH DEFINED 1 832,590 AETNA INC COMMON 00817Y108 6,350 74,700 SH DEFINED 2 74,700 AETNA INC COMMON 00817Y108 93,662 1,101,900 SH DEFINED 1,2 1,101,900 AETNA INC COMMON 00817Y108 616 7,250 SH DEFINED 2,3 7,250 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 47,528 897,770 SH DEFINED 1 897,770 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 5,543 104,700 SH DEFINED 2 104,700 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 14,319 270,476 SH DEFINED 5 270,476 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 498 9,400 SH DEFINED 1,4 9,400 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 37 700 SH DEFINED 2,3 700

Page 3/113 AFFILIATED MANAGERS GROUP INC COMMON 008252108 47,106 935,200 SH DEFINED 1 935,200 AFFILIATED MANAGERS GROUP INC COMMON 008252108 5,097 101,200 SH DEFINED 2 101,200 AFFILIATED MANAGERS GROUP INC COMMON 008252108 68 1,350 SH DEFINED 1,4 1,350 AFFILIATED MANAGERS GROUP INC COMMON 008252108 164 3,250 SH DEFINED 2,3 3,250 AFFYMETRIX INC COMMON 00826T108 9,001 275,000 SH DEFINED 1 275,000 AFFYMETRIX INC COMMON 00826T108 2,920 89,200 SH DEFINED 2 89,200 AFLAC INC COMMON 001055102 10,411 255,100 SH DEFINED 1 255,100 AFLAC INC COMMON 001055102 396 9,700 SH DEFINED 2 9,700 AGCO CORP COMMON 001084102 1,120 55,000 SH DEFINED 1 55,000 AGILENT TECHNOLOGIES INC COMMON 00846U101 93,620 3,197,400 SH DEFINED 1 3,197,400 AGILENT TECHNOLOGIES INC COMMON 00846U101 17,574 600,200 SH DEFINED 2 600,200 AGILENT TECHNOLOGIES INC COMMON 00846U101 1 22 SH DEFINED 5 22 AGILENT TECHNOLOGIES INC COMMON 00846U101 102,480 3,500,000 SH DEFINED 1,2 3,500,000 AGILENT TECHNOLOGIES INC COMMON 00846U101 3,317 113,300 SH DEFINED 1,4 113,300 AGILENT TECHNOLOGIES INC COMMON 00846U101 706 24,100 SH DEFINED 2,3 24,100 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 20,303 387,100 SH DEFINED 1 387,100 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 11,219 213,900 SH DEFINED 2 213,900 AIRGAS INC COMMON 009363102 22,243 930,300 SH DEFINED 1 930,300 AIRGAS INC COMMON 009363102 299 12,500 SH DEFINED 6 12,500 AIRTRAN HOLDINGS INC COMMON 00949P108 20,193 1,428,100 SH DEFINED 1 1,428,100 AIRTRAN HOLDINGS INC COMMON 00949P108 3,030 214,300 SH DEFINED 2 214,300 AKAMAI TECHNOLOGIES COMMON 00971T101 7,180 400,000 SH DEFINED 1 400,000 AKAMAI TECHNOLOGIES COMMON 00971T101 628 35,000 SH DEFINED 6 35,000 ALAMOSA HOLDINGS SER B CONVERT 011589207 3,800 6,782 SH DEFINED 1 6,782 ALAMOSA HOLDINGS SER B CONVERT 011589207 29 51 SH DEFINED 2,3 51 ALBERTO CULVER CO CL B COMMON 013068101 4 78 SH DEFINED 5 78 ALCAN INC COMMON 013716105 12,006 290,000 SH DEFINED 1,4 290,000

Page 4/113 ALCOA INC COMMON 013817101 87,860 2,660,000 SH DEFINED 1 2,660,000 ALCOA INC COMMON 013817101 14,599 442,000 SH DEFINED 2 442,000 ALCOA INC COMMON 013817101 1 35 SH DEFINED 5 35 ALCON INC COMMON H01301102 75,990 966,180 SH DEFINED 1 966,180 ALCON INC COMMON H01301102 8,605 109,410 SH DEFINED 2 109,410 ALCON INC COMMON H01301102 77 985 SH DEFINED 5 985 ALCON INC COMMON H01301102 31,460 400,000 SH DEFINED 1,2 400,000 ALCON INC COMMON H01301102 15,738 200,100 SH DEFINED 1,4 200,100 ALCON INC COMMON H01301102 476 6,050 SH DEFINED 2,3 6,050 ALEXION PHARMACEUTICALS INC COMMON 015351109 930 50,000 SH DEFINED 1 50,000 ALEXION PHARMACEUTICALS INC COMMON 015351109 84 4,500 SH DEFINED 2 4,500 ALIGN TECHNOLOGY INC COMMON 016255101 2,734 143,900 SH DEFINED 1 143,900 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 1 75 SH DEFINED 5 75 ALLERGAN INC COMMON 018490102 36,515 407,900 SH DEFINED 1 407,900 ALLERGAN INC COMMON 018490102 13,115 146,500 SH DEFINED 2 146,500 ALLERGAN INC COMMON 018490102 15 173 SH DEFINED 5 173 ALLERGAN INC COMMON 018490102 90 1,000 SH DEFINED 2,3 1,000 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 120,839 2,860,100 SH DEFINED 1 2,860,100 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 13,803 326,700 SH DEFINED 2 326,700 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 334 7,904 SH DEFINED 5 7,904 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 283 6,700 SH DEFINED 1,4 6,700 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 545 12,900 SH DEFINED 2,3 12,900 ALLIANT ENERGY CORP COMMON 018802108 535 20,500 SH DEFINED 1 20,500 ALLIANT ENERGY CORP COMMON 018802108 1,933 74,100 SH DEFINED 2 74,100 ALLIANT TECHSYSTEMS INC COMMON 018804104 16,510 260,650 SH DEFINED 1 260,650 ALLIED CAP CORP COMMON 01903Q108 2 95 SH DEFINED 5 95 ALLSTATE CORP COMMON 020002101 35,907 771,360 SH DEFINED 1 771,360 ALLSTATE CORP COMMON 020002101 12,936 277,900 SH DEFINED 2 277,900 ALLSTATE CORP COMMON 020002101 251 5,400 SH DEFINED 2,3 5,400

Page 5/113 ALLTEL CORP COMMON 020039103 71,850 1,419,400 SH DEFINED 1 1,419,400 ALLTEL CORP COMMON 020039103 344 6,800 SH DEFINED 2 6,800 ALLTEL CORP COMMON 020039103 35,434 700,000 SH DEFINED 1,2 700,000 ALLTEL CORP COMMON 020039103 6,910 136,500 SH DEFINED 1,4 136,500 ALTERA CORP COMMON 021441100 8,330 374,870 SH DEFINED 1 374,870 ALTERA CORP COMMON 021441100 1,146 51,590 SH DEFINED 2 51,590 ALTERA CORP COMMON 021441100 102 4,575 SH DEFINED 5 4,575 ALTRIA GROUP INC COMMON 02209S103 1,186 23,700 SH DEFINED 1 23,700 ALTRIA GROUP INC COMMON 02209S103 5 99 SH DEFINED 5 99 AMAZON.COM INC COMMON 023135106 5,859 107,700 SH DEFINED 1 107,700 AMAZON.COM INC COMMON 023135106 207 3,800 SH DEFINED 2 3,800 AMAZON.COM INC COMMON 023135106 16,320 300,000 SH DEFINED 1,2 300,000 AMAZON.COM INC COMMON 023135106 136 2,500 SH DEFINED 2,3 2,500 AMBAC INC COMMON 023139108 5 70 SH DEFINED 1 70 AMBAC INC COMMON 023139108 24 334 SH DEFINED 5 334 AMDOCS LTD COMMON G02602103 75,921 3,240,320 SH DEFINED 1 3,240,320 AMDOCS LTD COMMON G02602103 1,474 62,900 SH DEFINED 2 62,900 AMDOCS LTD COMMON G02602103 26,945 1,150,000 SH DEFINED 1,2 1,150,000 AMDOCS LTD COMMON G02602103 211 9,000 SH DEFINED 2,3 9,000 AMERADA HESS CORP COMMON 023551104 108,975 1,376,120 SH DEFINED 1 1,376,120 AMERADA HESS CORP COMMON 023551104 4,146 52,350 SH DEFINED 2 52,350 AMERADA HESS CORP COMMON 023551104 18,314 231,265 SH DEFINED 5 231,265 AMERADA HESS CORP COMMON 023551104 34,170 431,500 SH DEFINED 1,2 431,500 AMERADA HESS CORP COMMON 023551104 562 7,100 SH DEFINED 1,4 7,100 AMERADA HESS CORP COMMON 023551104 39 495 SH DEFINED 2,3 495 AMERICA MOVIL SER L ADR COMMON 02364W105 36,073 991,836 SH DEFINED 1 991,836 AMERICA MOVIL SER L ADR COMMON 02364W105 440 12,100 SH DEFINED 2 12,100 AMERICA MOVIL SER L ADR COMMON 02364W105 5,343 146,900 SH DEFINED 1,4 146,900 AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 549 15,100 SH DEFINED 1 15,100 AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 1,574 43,300 SH DEFINED 2 43,300

Page 6/113 AMERICAN EXPRESS CO COMMON 025816109 66,302 1,290,430 SH DEFINED 1 1,290,430 AMERICAN EXPRESS CO COMMON 025816109 32,004 622,890 SH DEFINED 2 622,890 AMERICAN EXPRESS CO COMMON 025816109 35 674 SH DEFINED 5 674 AMERICAN EXPRESS CO COMMON 025816109 92,484 1,800,000 SH DEFINED 1,2 1,800,000 AMERICAN EXPRESS CO COMMON 025816109 550 10,700 SH DEFINED 2,3 10,700 AMERICAN FINANCIAL GROUP INC COMMON 025932104 2,884 94,330 SH DEFINED 1 94,330 AMERICAN HEALTHWAYS INC COMMON 02649V104 4,347 163,300 SH DEFINED 1 163,300 AMERICAN HEALTHWAYS INC COMMON 02649V104 1,145 43,000 SH DEFINED 2 43,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 143,688 2,015,820 SH DEFINED 1 2,015,820 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 47,843 671,200 SH DEFINED 2 671,200 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 99,792 1,400,000 SH DEFINED 1,2 1,400,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 542 7,600 SH DEFINED 2,3 7,600 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 3 42 SH DEFINED 5 42 AMERICAN MED SECURITY GROUP COMMON 02744P101 5,616 206,100 SH DEFINED 1 206,100 AMERICAN MEDICAL SYS HOLDINGS COMMON 02744M108 7,583 225,000 SH DEFINED 1 225,000 AMERICAN MEDICAL SYS HOLDINGS COMMON 02744M108 2,403 71,300 SH DEFINED 2 71,300 AMERICAN PHARMACEUTICAL PARTNERS COMMON 02886P109 6,927 228,000 SH DEFINED 1 228,000 AMERICAN PHARMACEUTICAL PARTNERS COMMON 02886P109 2,837 93,400 SH DEFINED 2 93,400 AMERICAN STANDARD CO COMMON 029712106 310,355 7,699,210 SH DEFINED 1 7,699,210 AMERICAN STANDARD CO COMMON 029712106 4,528 112,330 SH DEFINED 2 112,330 AMERICAN STANDARD CO COMMON 029712106 22,172 550,037 SH DEFINED 5 550,037 AMERICAN STANDARD CO COMMON 029712106 38,577 957,000 SH DEFINED 1,2 957,000 AMERICAN STANDARD CO COMMON 029712106 512 12,700 SH DEFINED 2,3 12,700 AMERICAN TOWER 144A WTS 08/01/08 COMMON 03027R111 1,713 7,955 SH DEFINED 1 7,955 AMERICAN TOWER 144A WTS 08/01/08 COMMON 03027R111 10 45 SH DEFINED 2,3 45 AMERICA'S CAR-MART INC COMMON 03062T105 1,502 50,000 SH DEFINED 1 50,000 AMERICREDIT CORP COMMON 03060R101 18,374 940,800 SH DEFINED 1 940,800

Page 7/113 AMERISOURCEBERGEN CORP COMMON 03073E105 56,332 942,330 SH DEFINED 1 942,330 AMERISOURCEBERGEN CORP COMMON 03073E105 5,245 87,740 SH DEFINED 2 87,740 AMERISOURCEBERGEN CORP COMMON 03073E105 21,937 366,957 SH DEFINED 5 366,957 AMERISOURCEBERGEN CORP COMMON 03073E105 745 12,460 SH DEFINED 1,4 12,460 AMERISOURCEBERGEN CORP COMMON 03073E105 62 1,030 SH DEFINED 2,3 1,030 AMERITRADE HOLDING CORP-CL A COMMON 03074K100 12,967 1,142,500 SH DEFINED 1 1,142,500 AMERITRADE HOLDING CORP-CL A COMMON 03074K100 1,531 134,900 SH DEFINED 2 134,900 AMERITRADE HOLDING CORP-CL A COMMON 03074K100 50 4,400 SH DEFINED 1,4 4,400 AMGEN INC COMMON 031162100 149,783 2,744,780 SH DEFINED 1 2,744,780 AMGEN INC COMMON 031162100 29,038 532,120 SH DEFINED 2 532,120 AMGEN INC COMMON 031162100 2 28 SH DEFINED 5 28 AMGEN INC COMMON 031162100 40,638 744,700 SH DEFINED 1,2 744,700 AMGEN INC COMMON 031162100 180 3,300 SH DEFINED 2,3 3,300 AMIS HOLDINGS INC COMMON 031538101 32,126 1,898,700 SH DEFINED 1 1,898,700 AMIS HOLDINGS INC COMMON 031538101 6,331 374,200 SH DEFINED 2 374,200 AMIS HOLDINGS INC COMMON 031538101 76 4,500 SH DEFINED 1,4 4,500 AMIS HOLDINGS INC COMMON 031538101 179 10,600 SH DEFINED 2,3 10,600 AMPHENOL CORP CL A COMMON 032095101 53,872 1,616,800 SH DEFINED 1 1,616,800 AMPHENOL CORP CL A COMMON 032095101 3,865 116,000 SH DEFINED 2 116,000 AMPHENOL CORP CL A COMMON 032095101 520 15,600 SH DEFINED 1,4 15,600 AMPHENOL CORP CL A COMMON 032095101 40 1,200 SH DEFINED 2,3 1,200 AMSOUTH BANCORPORATION COMMON 032165102 28,381 1,114,300 SH DEFINED 1 1,114,300 AMSOUTH BANCORPORATION COMMON 032165102 2,856 112,150 SH DEFINED 2 112,150 AMSOUTH BANCORPORATION COMMON 032165102 17,222 676,150 SH DEFINED 5 676,150 AMSOUTH BANCORPORATION COMMON 032165102 349 13,700 SH DEFINED 1,4 13,700 AMSOUTH BANCORPORATION COMMON 032165102 31 1,200 SH DEFINED 2,3 1,200 AMSURG CORP COMMON 03232P405 8,261 328,750 SH DEFINED 1 328,750 AMSURG CORP COMMON 03232P405 2,611 103,900 SH DEFINED 2 103,900 AMYLIN PHARMACEUTICALS, INC COMMON 032346108 14,941 655,300 SH DEFINED 1 655,300 AMYLIN PHARMACEUTICALS, INC COMMON 032346108 1,550 68,000 SH DEFINED 2 68,000 AMYLIN PHARMACEUTICALS, INC COMMON 032346108 228 10,000 SH DEFINED 6 10,000 AMYLIN PHARMACEUTICALS, INC COMMON 032346108 50 2,200 SH DEFINED 1,4 2,200 AMYLIN PHARMACEUTICALS, INC COMMON 032346108 128 5,600 SH DEFINED 2,3 5,600

Page 8/113 ANADARKO PETROLEUM CORP COMMON 032511107 3 50 SH DEFINED 1 50 ANADARKO PETROLEUM CORP COMMON 032511107 1 12 SH DEFINED 5 12 ANALOG DEVICES INC COMMON 032654105 156,263 3,319,090 SH DEFINED 1 3,319,090 ANALOG DEVICES INC COMMON 032654105 30,335 644,320 SH DEFINED 2 644,320 ANALOG DEVICES INC COMMON 032654105 72 1,538 SH DEFINED 5 1,538 ANALOG DEVICES INC COMMON 032654105 471 10,000 SH DEFINED 6 10,000 ANALOG DEVICES INC COMMON 032654105 178,904 3,800,000 SH DEFINED 1,2 3,800,000 ANALOG DEVICES INC COMMON 032654105 5,852 124,300 SH DEFINED 1,4 124,300 ANALOG DEVICES INC COMMON 032654105 1,177 25,000 SH DEFINED 2,3 25,000 ANALOGIC CORP COMMON 032657207 849 20,000 SH DEFINED 1 20,000 ANCHOR GLASS CONTAINER CORP COMMON 03304B300 1,019 75,330 SH DEFINED 1 75,330 ANDREW CORP COMMON 034425108 10,005 500,000 SH DEFINED 1 500,000 ANDREW CORP COMMON 034425108 500 25,000 SH DEFINED 6 25,000 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 8,765 435,000 SH DEFINED 1 435,000 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 3,536 175,500 SH DEFINED 2 175,500 ANHEUSER-BUSCH COS INC COMMON 035229103 491 9,100 SH DEFINED 1 9,100 ANIXTER INTERNATIONAL INC. COMMON 035290105 3,403 100,000 SH DEFINED 1 100,000 ANN TAYLOR STORES INC COMMON 036115103 1,856 64,050 SH DEFINED 1 64,050 ANTEON INTERNATIONAL CORP COMMON 03674E108 11,417 350,000 SH DEFINED 1 350,000 ANTEON INTERNATIONAL CORP COMMON 03674E108 2,841 87,100 SH DEFINED 2 87,100 ANTHEM INC COMMON 03674B104 125,001 1,395,720 SH DEFINED 1 1,395,720 ANTHEM INC COMMON 03674B104 5,642 63,000 SH DEFINED 2 63,000 ANTIGENICS INC COMMON 037032109 1,323 154,600 SH DEFINED 1 154,600 ANTIGENICS INC COMMON 037032109 106 12,400 SH DEFINED 2 12,400 AON CORP COMMON 037389103 34,810 1,222,700 SH DEFINED 1 1,222,700 AP PHARMA INC COMMON 00202J104 0 55 SH DEFINED 5 55

Page 9/113 APACHE CORP COMMON 037411105 27,696 635,950 SH DEFINED 1 635,950 APACHE CORP COMMON 037411105 6,271 144,000 SH DEFINED 2 144,000 APACHE CORP COMMON 037411105 21,775 500,000 SH DEFINED 1,2 500,000 APACHE CORP COMMON 037411105 96 2,200 SH DEFINED 2,3 2,200 APOGENT TECHNOLOGIES INC COMMON 03760A101 1,127 35,210 SH DEFINED 1 35,210 APOGENT TECHNOLOGIES INC COMMON 03760A101 80 2,500 SH DEFINED 2 2,500 APOGENT TECHNOLOGIES INC COMMON 03760A101 9 275 SH DEFINED 5 275 APOLLO GROUP INC CL A COMMON 037604105 164,305 1,860,965 SH DEFINED 1 1,860,965 APOLLO GROUP INC CL A COMMON 037604105 36,568 414,184 SH DEFINED 2 414,184 APOLLO GROUP INC CL A COMMON 037604105 110 1,242 SH DEFINED 5 1,242 APOLLO GROUP INC CL A COMMON 037604105 105,948 1,200,000 SH DEFINED 1,2 1,200,000 APOLLO GROUP INC CL A COMMON 037604105 3,268 37,020 SH DEFINED 1,4 37,020 APOLLO GROUP INC CL A COMMON 037604105 935 10,585 SH DEFINED 2,3 10,585 APOLLO INVESTMENT CORP COMMON 03761U106 4,117 299,000 SH DEFINED 1 299,000 APPLE COMPUTER INC COMMON 037833100 8,392 257,900 SH DEFINED 1 257,900 APPLE COMPUTER INC COMMON 037833100 2,857 87,800 SH DEFINED 2 87,800 APPLE COMPUTER INC COMMON 037833100 24,405 750,000 SH DEFINED 1,2 750,000 APPLE COMPUTER INC COMMON 037833100 104 3,200 SH DEFINED 2,3 3,200 APPLEBEES INTL INC COMMON 037899101 1 26 SH DEFINED 5 26 APPLIED FILMS CORP COMMON 038197109 19,612 675,800 SH DEFINED 1 675,800 APPLIED FILMS CORP COMMON 038197109 4,368 150,500 SH DEFINED 2 150,500 APPLIED FILMS CORP COMMON 038197109 132 4,551 SH DEFINED 5 4,551 APPLIED MATERIALS INC COMMON 038222105 80,532 4,104,600 SH DEFINED 1 4,104,600 APPLIED MATERIALS INC COMMON 038222105 17,505 892,200 SH DEFINED 2 892,200 APPLIED MATERIALS INC COMMON 038222105 9,174 467,623 SH DEFINED 5 467,623 APPLIED MATERIALS INC COMMON 038222105 63,257 3,224,100 SH DEFINED 1,2 3,224,100 APPLIED MATERIALS INC COMMON 038222105 275 14,000 SH DEFINED 2,3 14,000 APRIA HEALTHCARE GROUP COMMON 037933108 16,531 576,000 SH DEFINED 1 576,000 ARAMARK CORP CL B COMMON 038521100 15,766 548,200 SH DEFINED 1 548,200 ARTESYN TECHNOLOGIES INC COMMON 043127109 698 77,600 SH DEFINED 1 77,600

Page 10/113 ARTISAN COMPONENTS INC COMMON 042923102 5,160 200,000 SH DEFINED 1 200,000 ARTISAN COMPONENTS INC COMMON 042923102 1,618 62,700 SH DEFINED 2 62,700 ASE TEST LTD COMMON Y02516105 5,712 775,000 SH DEFINED 1 775,000 ASE TEST LTD COMMON Y02516105 1,811 245,700 SH DEFINED 2 245,700 ASHFORD HOSPITALITY TRUST COMMON 044103109 1,283 153,700 SH DEFINED 1 153,700 ASHLAND, INC. COMMON 044204105 13,599 257,500 SH DEFINED 1 257,500 ASK JEEVES INC COMMON 045174109 14,925 382,400 SH DEFINED 1 382,400 ASK JEEVES INC COMMON 045174109 2,420 62,000 SH DEFINED 2 62,000 ASML HOLDING NV COMMON N07059111 38,474 2,248,600 SH DEFINED 1 2,248,600 ASML HOLDING NV COMMON N07059111 3,680 215,100 SH DEFINED 2 215,100 ASML HOLDING NV COMMON N07059111 15,283 893,254 SH DEFINED 5 893,254 ASML HOLDING NV COMMON N07059111 541 31,600 SH DEFINED 1,4 31,600 ASML HOLDING NV COMMON N07059111 43 2,500 SH DEFINED 2,3 2,500 ASSURANT INC COMMON 04621X108 1,852 70,200 SH DEFINED 1 70,200 ASSURED GUARANTY COMMON G0585R106 5,966 352,000 SH DEFINED 1 352,000 ASSURED GUARANTY COMMON G0585R106 2,544 150,100 SH DEFINED 2 150,100 ASTRAZENECA PLC ADR COMMON 046353108 117 2,557 SH DEFINED 5 2,557 ASYST TECHNOLOGIES INC COMMON 04648X107 5,429 525,000 SH DEFINED 1 525,000 ASYST TECHNOLOGIES INC COMMON 04648X107 1,710 165,400 SH DEFINED 2 165,400 AT ROAD INC COMMON 04648K105 2,678 350,000 SH DEFINED 1 350,000 ATLANTIC COAST AIRLINES HLDG COMMON 048396105 258 45,000 SH DEFINED 6 45,000 ATLAS AMERICA INC COMMON 049167109 1,011 50,500 SH DEFINED 1 50,500 ATLAS COPCO AB ADR COMMON 049255706 92 2,474 SH DEFINED 5 2,474 ATMEL CORP COMMON 049513104 758 128,000 SH DEFINED 1 128,000 ATS MEDICAL INC COMMON 002083103 5,640 1,500,000 SH DEFINED 1 1,500,000 ATS MEDICAL INC COMMON 002083103 354 94,200 SH DEFINED 2 94,200

Page 11/113 AU OPTRONICS CORP ADR COMMON 002255107 2,272 139,040 SH DEFINED 1 139,040 AU OPTRONICS CORP ADR COMMON 002255107 1,471 90,000 SH DEFINED 2 90,000 AU OPTRONICS CORP ADR COMMON 002255107 136 8,309 SH DEFINED 5 8,309 AU OPTRONICS CORP-ADR COMMON 002255206 244 15,000 SH DEFINED 1 15,000 AU OPTRONICS CORP-ADR COMMON 002255206 260 16,000 SH DEFINED 2 16,000 AUTODESK INC COMMON 052769106 30,622 715,300 SH DEFINED 1 715,300 AUTODESK INC COMMON 052769106 9,003 210,300 SH DEFINED 2 210,300 AUTODESK INC COMMON 052769106 3 59 SH DEFINED 5 59 AUTODESK INC COMMON 052769106 47,091 1,100,000 SH DEFINED 1,2 1,100,000 AUTODESK INC COMMON 052769106 1,815 42,400 SH DEFINED 1,4 42,400 AUTODESK INC COMMON 052769106 205 4,800 SH DEFINED 2,3 4,800 AUTOLIV INC COMMON 052800109 4,650 110,180 SH DEFINED 1 110,180 AUTOLIV INC COMMON 052800109 1,561 37,000 SH DEFINED 2 37,000 AUTOLIV INC COMMON 052800109 242 5,734 SH DEFINED 5 5,734 AUTOLIV INC COMMON 052800109 422 10,000 SH DEFINED 6 10,000 AUTOMATIC DATA PROCESSING INC COMMON 053015103 95,046 2,269,490 SH DEFINED 1 2,269,490 AUTOMATIC DATA PROCESSING INC COMMON 053015103 15,873 379,000 SH DEFINED 2 379,000 AUTOMATIC DATA PROCESSING INC COMMON 053015103 76,431 1,825,000 SH DEFINED 1,2 1,825,000 AUTOMATIC DATA PROCESSING INC COMMON 053015103 239 5,700 SH DEFINED 2,3 5,700 AUTOZONE INC COMMON 053332102 5,895 73,600 SH DEFINED 1 73,600 AVAYA INC COMMON 053499109 81,847 5,183,480 SH DEFINED 1 5,183,480 AVAYA INC COMMON 053499109 9,622 609,400 SH DEFINED 2 609,400 AVAYA INC COMMON 053499109 29 1,839 SH DEFINED 5 1,839 AVAYA INC COMMON 053499109 434 27,500 SH DEFINED 6 27,500 AVAYA INC COMMON 053499109 52,897 3,350,000 SH DEFINED 1,2 3,350,000 AVAYA INC COMMON 053499109 1,645 104,200 SH DEFINED 1,4 104,200 AVAYA INC COMMON 053499109 387 24,500 SH DEFINED 2,3 24,500 AVENTIS ADR SPONSORED COMMON 053561106 23,751 312,222 SH DEFINED 5 312,222 AVERY DENNISON CORP COMMON 053611109 1 21 SH DEFINED 5 21 AVERY-DENNISON CORP COMMON 053611109 1,152 18,000 SH DEFINED 1 18,000 AVERY-DENNISON CORP COMMON 053611109 1,216 19,000 SH DEFINED 2 19,000

Page 12/113 AVID TECHNOLOGY INC COMMON 05367P100 21,828 400,000 SH DEFINED 1 400,000 AVID TECHNOLOGY INC COMMON 05367P100 3,798 69,600 SH DEFINED 2 69,600 AVID TECHNOLOGY INC COMMON 05367P100 163 2,978 SH DEFINED 5 2,978 AVOCENT CORP COMMON 053893103 23,837 648,800 SH DEFINED 1 648,800 AVOCENT CORP COMMON 053893103 4,932 134,250 SH DEFINED 2 134,250 AVOCENT CORP COMMON 053893103 59 1,600 SH DEFINED 1,4 1,600 AVOCENT CORP COMMON 053893103 151 4,100 SH DEFINED 2,3 4,100 AVON PRODUCTS COMMON 054303102 98,020 2,124,400 SH DEFINED 1 2,124,400 AVON PRODUCTS COMMON 054303102 17,668 382,920 SH DEFINED 2 382,920 AVON PRODUCTS COMMON 054303102 54 1,177 SH DEFINED 5 1,177 AVON PRODUCTS COMMON 054303102 27,684 600,000 SH DEFINED 1,2 600,000 AVON PRODUCTS COMMON 054303102 480 10,400 SH DEFINED 2,3 10,400 AXCAN PHARMA INC COMMON 054923107 8,282 392,500 SH DEFINED 1 392,500 AXCELIS TECHNOLOGIES INC COMMON 054540109 6,159 495,100 SH DEFINED 1 495,100 AZTAR CORP COMMON 054802103 1,120 40,000 SH DEFINED 1 40,000 BAKER HUGHES INC COMMON 057224107 69,174 1,837,300 SH DEFINED 1 1,837,300 BAKER HUGHES INC COMMON 057224107 286 7,600 SH DEFINED 2 7,600 BAKER HUGHES INC COMMON 057224107 35,015 930,000 SH DEFINED 1,2 930,000 BALL CORP COMMON 058498106 41,746 579,400 SH DEFINED 1 579,400 BALL CORP COMMON 058498106 3,970 55,100 SH DEFINED 2 55,100 BALL CORP COMMON 058498106 555 7,700 SH DEFINED 1,4 7,700 BALL CORP COMMON 058498106 43 600 SH DEFINED 2,3 600 BANK OF AMERICA CORP COMMON 060505104 160,564 1,897,470 SH DEFINED 1 1,897,470 BANK OF AMERICA CORP COMMON 060505104 24,840 293,550 SH DEFINED 2 293,550 BANK OF AMERICA CORP COMMON 060505104 3 41 SH DEFINED 5 41 BANK OF AMERICA CORP COMMON 060505104 102,009 1,205,500 SH DEFINED 1,2 1,205,500 BANK OF AMERICA CORP COMMON 060505104 186 2,200 SH DEFINED 2,3 2,200 BANK OF HAWAII CORP COMMON 062540109 9,564 211,500 SH DEFINED 1 211,500 BANK OF HAWAII CORP COMMON 062540109 303 6,700 SH DEFINED 2 6,700

Page 13/113 BANK OF NEW YORK CO COMMON 064057102 252,577 8,567,750 SH DEFINED 1 8,567,750 BANK OF NEW YORK CO COMMON 064057102 2,683 91,000 SH DEFINED 2 91,000 BANK OF NEW YORK CO COMMON 064057102 14,630 496,260 SH DEFINED 5 496,260 BANK OF NEW YORK CO COMMON 064057102 442 15,000 SH DEFINED 2,3 15,000 BANK ONE CORP COMMON 06423A103 204,977 4,019,150 SH DEFINED 1 4,019,150 BANK ONE CORP COMMON 06423A103 2,392 46,900 SH DEFINED 2 46,900 BANK ONE CORP COMMON 06423A103 15,929 312,332 SH DEFINED 5 312,332 BANK ONE CORP COMMON 06423A103 398 7,800 SH DEFINED 2,3 7,800 BANKNORTH GROUP INC COMMON 06646R107 27,150 835,900 SH DEFINED 1 835,900 BANKNORTH GROUP INC COMMON 06646R107 2,644 81,400 SH DEFINED 2 81,400 BANKNORTH GROUP INC COMMON 06646R107 14,847 457,115 SH DEFINED 5 457,115 BANKNORTH GROUP INC COMMON 06646R107 344 10,600 SH DEFINED 1,4 10,600 BANKNORTH GROUP INC COMMON 06646R107 29 900 SH DEFINED 2,3 900 BARD C R INC COMMON 067383109 19,903 351,340 SH DEFINED 1 351,340 BARD C R INC COMMON 067383109 1,364 24,080 SH DEFINED 2 24,080 BARD C R INC COMMON 067383109 2 40 SH DEFINED 5 40 BARD C R INC COMMON 067383109 14,163 250,000 SH DEFINED 1,2 250,000 BARD C R INC COMMON 067383109 13,296 234,700 SH DEFINED 1,4 234,700 BARD C R INC COMMON 067383109 113 2,000 SH DEFINED 2,3 2,000 BARR PHARMACEUTICALS INC COMMON 068306109 24,129 716,000 SH DEFINED 1 716,000 BARR PHARMACEUTICALS INC COMMON 068306109 2,592 76,900 SH DEFINED 2 76,900 BARR PHARMACEUTICALS INC COMMON 068306109 1 24 SH DEFINED 5 24 BARR PHARMACEUTICALS INC COMMON 068306109 84 2,500 SH DEFINED 1,4 2,500 BARRICK GOLD CORP COMMON 067901108 594 30,100 SH DEFINED 1 30,100 BARRICK GOLD CORP COMMON 067901108 12,915 653,900 SH DEFINED 1,4 653,900 BARRIER THERAPEUTICS INC COMMON 06850R108 768 54,800 SH DEFINED 1 54,800 BARRIER THERAPEUTICS INC COMMON 06850R108 73 5,200 SH DEFINED 2 5,200 BAUSCH & LOMB INC COMMON 071707103 2,817 43,290 SH DEFINED 1 43,290 BAXTER INTERNATIONAL INC COMMON 071813109 77,351 2,241,400 SH DEFINED 1 2,241,400 BAXTER INTERNATIONAL INC COMMON 071813109 0 1 SH DEFINED 5 1

Page 14/113 BB&T CORPORATION COMMON 054937107 51,791 1,400,900 SH DEFINED 1 1,400,900 BB&T CORPORATION COMMON 054937107 242 6,550 SH DEFINED 2 6,550 BB&T CORPORATION COMMON 054937107 26,223 709,300 SH DEFINED 1,2 709,300 BCE INC COMMON 05534B109 13,443 670,800 SH DEFINED 1,4 670,800 BEAR STEARNS COMPANIES INC COMMON 073902108 4,640 55,040 SH DEFINED 1 55,040 BEBE STORES INC COMMON 075571109 8,460 423,000 SH DEFINED 1 423,000 BEBE STORES INC COMMON 075571109 2,299 114,949 SH DEFINED 2 114,949 BECKMAN COULTER INC COMMON 075811109 2,440 40,000 SH DEFINED 1 40,000 BECKMAN COULTER INC COMMON 075811109 268 4,400 SH DEFINED 2 4,400 BECTON DICKINSON & CO COMMON 075887109 114,682 2,213,940 SH DEFINED 1 2,213,940 BECTON DICKINSON & CO COMMON 075887109 9,461 182,640 SH DEFINED 2 182,640 BECTON DICKINSON & CO COMMON 075887109 36 694 SH DEFINED 5 694 BECTON DICKINSON & CO COMMON 075887109 40,772 787,100 SH DEFINED 1,2 787,100 BECTON DICKINSON & CO COMMON 075887109 176 3,400 SH DEFINED 2,3 3,400 BED BATH AND BEYOND INC COMMON 075896100 60,021 1,561,015 SH DEFINED 1 1,561,015 BED BATH AND BEYOND INC COMMON 075896100 25,673 667,690 SH DEFINED 2 667,690 BED BATH AND BEYOND INC COMMON 075896100 161 4,182 SH DEFINED 5 4,182 BED BATH AND BEYOND INC COMMON 075896100 327 8,500 SH DEFINED 6 8,500 BED BATH AND BEYOND INC COMMON 075896100 86,116 2,239,700 SH DEFINED 1,2 2,239,700 BED BATH AND BEYOND INC COMMON 075896100 377 9,800 SH DEFINED 2,3 9,800 BELLSOUTH CORP COMMON 079860102 4,851 185,000 SH DEFINED 1 185,000 BELO CORP CL A COMMON 080555105 12,217 455,000 SH DEFINED 1 455,000 BELO CORP CL A COMMON 080555105 1,533 57,100 SH DEFINED 2 57,100 BELO CORP CL A COMMON 080555105 12 457 SH DEFINED 5 457 BELO CORP CL A COMMON 080555105 51 1,900 SH DEFINED 1,4 1,900 BELO CORP CL A COMMON 080555105 91 3,400 SH DEFINED 2,3 3,400 BEMIS CO COMMON 081437105 429 15,200 SH DEFINED 1 15,200 BEMIS CO COMMON 081437105 3 116 SH DEFINED 5 116 BERKSHIRE HATHAWAY INC CL B COMMON 084670207 12 4 SH DEFINED 1 4

Page 15/113 BEST BUY CO INC COMMON 086516101 80,935 1,595,100 SH DEFINED 1 1,595,100 BEST BUY CO INC COMMON 086516101 21,062 415,100 SH DEFINED 2 415,100 BEST BUY CO INC COMMON 086516101 4 75 SH DEFINED 5 75 BEST BUY CO INC COMMON 086516101 53,277 1,050,000 SH DEFINED 1,2 1,050,000 BEST BUY CO INC COMMON 086516101 96 1,900 SH DEFINED 1,4 1,900 BEST BUY CO INC COMMON 086516101 452 8,900 SH DEFINED 2,3 8,900 BEVERLY ENTERPRISES INC COMMON 087851309 2,580 300,000 SH DEFINED 1 300,000 BHP LTD SPONSORED ADR COMMON 088606108 162 9,273 SH DEFINED 5 9,273 BIG LOTS INC COMMON 089302103 1,085 75,000 SH DEFINED 1 75,000 BIOGEN IDEC INC COMMON 09062X103 14,269 225,600 SH DEFINED 1 225,600 BIOGEN IDEC INC COMMON 09062X103 4,826 76,300 SH DEFINED 2 76,300 BIOGEN IDEC INC COMMON 09062X103 5 74 SH DEFINED 5 74 BIOGEN IDEC INC COMMON 09062X103 60,088 950,000 SH DEFINED 1,2 950,000 BIOGEN IDEC INC COMMON 09062X103 354 5,600 SH DEFINED 2,3 5,600 BIOMET INC COMMON 090613100 41,201 927,125 SH DEFINED 1 927,125 BIOMET INC COMMON 090613100 20,157 453,575 SH DEFINED 2 453,575 BIOMET INC COMMON 090613100 12 277 SH DEFINED 5 277 BIOMET INC COMMON 090613100 157,103 3,535,175 SH DEFINED 1,2 3,535,175 BIOMET INC COMMON 090613100 673 15,150 SH DEFINED 2,3 15,150 BIO-RAD LABORATORIES CL A COMMON 090572207 748 12,700 SH DEFINED 1 12,700 BIOVAIL CORP COMMON 09067J109 1 27 SH DEFINED 5 27 BJ SERVICES CO COMMON 055482103 26,858 585,900 SH DEFINED 1 585,900 BJ SERVICES CO COMMON 055482103 4,648 101,400 SH DEFINED 2 101,400 BJ SERVICES CO COMMON 055482103 31 659 SH DEFINED 5 659 BJ SERVICES CO COMMON 055482103 39,862 869,600 SH DEFINED 1,2 869,600 BJ SERVICES CO COMMON 055482103 174 3,800 SH DEFINED 2,3 3,800 BJS WHOLESALE CLUB INC COMMON 05548J106 12,733 509,300 SH DEFINED 1 509,300 BLACK & DECKER CORP COMMON 091797100 14,855 239,100 SH DEFINED 1 239,100 BLACK & DECKER CORP COMMON 091797100 1 23 SH DEFINED 5 23 BLACK BOX CORP COMMON 091826107 3 55 SH DEFINED 5 55

Page 16/113 BLOCK H&R INC COMMON 093671105 141,915 2,976,400 SH DEFINED 1 2,976,400 BLOCK H&R INC COMMON 093671105 2,115 44,350 SH DEFINED 2 44,350 BLOCK H&R INC COMMON 093671105 12,475 261,648 SH DEFINED 5 261,648 BLOCK H&R INC COMMON 093671105 362 7,600 SH DEFINED 2,3 7,600 BLOCKBUSTER INC CL A COMMON 093679108 4,744 312,500 SH DEFINED 1 312,500 BLYTH INDUSTRIES, INC. COMMON 09643P108 6 180 SH DEFINED 1 180 BMC SOFTWARE INC COMMON 055921100 23,504 1,270,500 SH DEFINED 1 1,270,500 BMC SOFTWARE INC COMMON 055921100 2,509 135,600 SH DEFINED 2 135,600 BMC SOFTWARE INC COMMON 055921100 83 4,500 SH DEFINED 1,4 4,500 BMC SOFTWARE INC COMMON 055921100 142 7,700 SH DEFINED 2,3 7,700 BNP PARIBAS - ADR COMMON 05565A202 152 4,933 SH DEFINED 5 4,933 BOEING CO COMMON 097023105 10,917 213,690 SH DEFINED 1 213,690 BOEING CO COMMON 097023105 5,605 109,700 SH DEFINED 2 109,700 BOEING CO COMMON 097023105 38 751 SH DEFINED 5 751 BOEING CO COMMON 097023105 12,773 250,000 SH DEFINED 1,2 250,000 BOEING CO COMMON 097023105 15,705 307,400 SH DEFINED 1,4 307,400 BOEING CO COMMON 097023105 102 2,000 SH DEFINED 2,3 2,000 BONE CARE INTERNATIONAL INC COMMON 098072101 3,513 150,000 SH DEFINED 1 150,000 BONE CARE INTERNATIONAL INC COMMON 098072101 187 8,000 SH DEFINED 6 8,000 BOSTON PROPERTIES INC COMMON 101121101 636 12,700 SH DEFINED 6 12,700 BOSTON PROPERTIES INC COMMON 101121101 3,756 75,000 SH DEFINED 1,4 75,000 BOSTON SCIENTIFIC CORP COMMON 101137107 76,201 1,780,400 SH DEFINED 1 1,780,400 BOSTON SCIENTIFIC CORP COMMON 101137107 25,284 590,750 SH DEFINED 2 590,750 BOSTON SCIENTIFIC CORP COMMON 101137107 428 10,000 SH DEFINED 6 10,000 BOSTON SCIENTIFIC CORP COMMON 101137107 89,238 2,085,000 SH DEFINED 1,2 2,085,000 BOSTON SCIENTIFIC CORP COMMON 101137107 706 16,500 SH DEFINED 2,3 16,500 BP PLC ADR COMMON 055622104 122,651 2,289,550 SH DEFINED 1 2,289,550 BP PLC ADR COMMON 055622104 532 9,925 SH DEFINED 2 9,925 BP PLC ADR COMMON 055622104 1 17 SH DEFINED 5 17 BP PLC ADR COMMON 055622104 61,391 1,146,000 SH DEFINED 1,2 1,146,000

Page 17/113 BRIGHT HORIZONS FAMILY SOLUTIONS COMMON 109195107 4,021 75,000 SH DEFINED 1 75,000 BRINKER INTL INC COMMON 109641100 1,194 35,000 SH DEFINED 1 35,000 BRISTOL MYERS SQUIBB CO COMMON 110122108 1 40 SH DEFINED 5 40 BRISTOL WEST HOLDINGS INC COMMON 11037M105 4,329 238,000 SH DEFINED 1 238,000 BRISTOL-MYERS SQUIBB CO COMMON 110122108 99,641 4,066,970 SH DEFINED 1 4,066,970 BRISTOL-MYERS SQUIBB CO COMMON 110122108 2,252 91,900 SH DEFINED 2 91,900 BRISTOL-MYERS SQUIBB CO COMMON 110122108 40,058 1,635,000 SH DEFINED 1,2 1,635,000 BROADCOM CORP CL A COMMON 111320107 10,776 230,400 SH DEFINED 1 230,400 BROADCOM CORP CL A COMMON 111320107 2,759 59,000 SH DEFINED 2 59,000 BROADCOM CORP CL A COMMON 111320107 14 302 SH DEFINED 5 302 BROADCOM CORP CL A COMMON 111320107 23,385 500,000 SH DEFINED 1,2 500,000 BROADCOM CORP CL A COMMON 111320107 103 2,200 SH DEFINED 2,3 2,200 BROOKLINE BANCORP INC COMMON 11373M107 197 13,400 SH DEFINED 1 13,400 BRUKER BIOSCIENCES CORP COMMON 116794108 2,155 442,600 SH DEFINED 1 442,600 BRUNSWICK CORP COMMON 117043109 76,148 1,866,370 SH DEFINED 1 1,866,370 BRUNSWICK CORP COMMON 117043109 8,323 204,000 SH DEFINED 2 204,000 BRUNSWICK CORP COMMON 117043109 18,851 462,035 SH DEFINED 5 462,035 BRUNSWICK CORP COMMON 117043109 628 15,400 SH DEFINED 1,4 15,400 BRUNSWICK CORP COMMON 117043109 141 3,450 SH DEFINED 2,3 3,450 BUFFALO WILD WINGS INC COMMON 119848109 5,530 200,000 SH DEFINED 1 200,000 BUFFALO WILD WINGS INC COMMON 119848109 1,728 62,500 SH DEFINED 2 62,500 BURLINGTON NORTHERN SANTA FE CORP. COMMON 12189T104 530 15,100 SH DEFINED 1 15,100 BURLINGTON NORTHERN SANTA FE CORP. COMMON 12189T104 484 13,800 SH DEFINED 2 13,800 BURLINGTON RESOURCES INC COMMON 122014103 16,617 459,280 SH DEFINED 1 459,280 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 40,761 889,200 SH DEFINED 1 889,200 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 3,113 67,900 SH DEFINED 2 67,900 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 105 2,300 SH DEFINED 1,4 2,300 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 183 4,000 SH DEFINED 2,3 4,000

Page 18/113 CABELA'S INC COMMON 126804301 4,735 175,700 SH DEFINED 1 175,700 CABELA'S INC COMMON 126804301 243 9,000 SH DEFINED 2 9,000 CABLEVISION SYS CORP COMMON 12686C109 1 40 SH DEFINED 5 40 CABOT MICROELECTRONICS CORP COMMON 12709P103 10,750 351,200 SH DEFINED 1 351,200 CACHE INC COMMON 127150308 4,821 356,850 SH DEFINED 1 356,850 CACHE INC COMMON 127150308 274 20,250 SH DEFINED 6 20,250 CACI INTERNATIONAL INC CL A COMMON 127190304 27,916 690,300 SH DEFINED 1 690,300 CACI INTERNATIONAL INC CL A COMMON 127190304 4,444 109,900 SH DEFINED 2 109,900 CACI INTERNATIONAL INC CL A COMMON 127190304 87 2,150 SH DEFINED 1,4 2,150 CACI INTERNATIONAL INC CL A COMMON 127190304 198 4,900 SH DEFINED 2,3 4,900 CADBURY SCHWEPPES- SPONS ADR COMMON 127209302 4,346 123,900 SH DEFINED 1 123,900 CAL DIVE INTL INC COMMON 127914109 15,948 526,000 SH DEFINED 1 526,000 CAL DIVE INTL INC COMMON 127914109 4,818 158,900 SH DEFINED 2 158,900 CAL DIVE INTL INC COMMON 127914109 194 6,396 SH DEFINED 5 6,396 CALPINE CORP COMMON 131347106 259 60,000 CALL DEFINED 6 60,000 CAMPBELL SOUP CO COMMON 134429109 189,727 7,058,300 SH DEFINED 1 7,058,300 CAMPBELL SOUP CO COMMON 134429109 7,102 264,200 SH DEFINED 2 264,200 CAMPBELL SOUP CO COMMON 134429109 37,432 1,392,530 SH DEFINED 5 1,392,530 CAMPBELL SOUP CO COMMON 134429109 59,459 2,212,000 SH DEFINED 1,2 2,212,000 CAMPBELL SOUP CO COMMON 134429109 935 34,800 SH DEFINED 1,4 34,800 CAMPBELL SOUP CO COMMON 134429109 74 2,750 SH DEFINED 2,3 2,750 CANADIAN NATIONAL RAILWAY COMMON 136375102 20,402 468,050 SH DEFINED 1 468,050 CANADIAN NATIONAL RAILWAY COMMON 136375102 9,923 227,650 SH DEFINED 2 227,650 CANADIAN NATIONAL RAILWAY COMMON 136375102 91 2,093 SH DEFINED 5 2,093 CANADIAN NATIONAL RAILWAY COMMON 136375102 6,172 141,600 SH DEFINED 1,4 141,600 CANADIAN PAC RY LTD COMMON 13645T100 83 3,368 SH DEFINED 5 3,368 CANDESCENT TECH 8.0% CVT 144A 5/03 CONVERT 137392AA4 1,338 34,843,000 PRN DEFINED 1 34,843,000 CANDESCENT TECH 8.0% CVT 144A 5/03 CONVERT 137392AA4 1,643 42,800,000 PRN DEFINED 1,2 42,800,000

Page 19/113 CANDESCENT TECH 8.0% CVT 144A 5/03 CONVERT 137392AB2 477 12,417,000 PRN DEFINED 1 12,417,000 CANDESCENT TECH 8.0% CVT 144A 5/03 CONVERT 137392AB2 687 17,900,000 PRN DEFINED 1,2 17,900,000 CANON INC ADR COMMON 138006309 284 5,316 SH DEFINED 5 5,316 CAPITAL LEASE FUNDING INC COMMON 140288101 5,204 500,400 SH DEFINED 1 500,400 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 5,209 76,170 SH DEFINED 1 76,170 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 253 3,700 SH DEFINED 2 3,700 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 1 19 SH DEFINED 5 19 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 137 2,000 SH DEFINED 2,3 2,000 CARDINAL HEALTH INC COMMON 14149Y108 419,416 5,987,375 SH DEFINED 1 5,987,375 CARDINAL HEALTH INC COMMON 14149Y108 10,448 149,150 SH DEFINED 2 149,150 CARDINAL HEALTH INC COMMON 14149Y108 23,480 335,192 SH DEFINED 5 335,192 CARDINAL HEALTH INC COMMON 14149Y108 56,040 800,000 SH DEFINED 1,2 800,000 CARDINAL HEALTH INC COMMON 14149Y108 890 12,700 SH DEFINED 2,3 12,700 CAREER EDUCATION CORP COMMON 141665109 23,891 524,380 SH DEFINED 1 524,380 CAREER EDUCATION CORP COMMON 141665109 3,640 79,900 SH DEFINED 2 79,900 CAREER EDUCATION CORP COMMON 141665109 8 166 SH DEFINED 5 166 CAREER EDUCATION CORP COMMON 141665109 57 1,250 SH DEFINED 1,4 1,250 CAREMARK RX INC COMMON 141705103 118,054 3,583,910 SH DEFINED 1 3,583,910 CAREMARK RX INC COMMON 141705103 22,986 697,805 SH DEFINED 2 697,805 CAREMARK RX INC COMMON 141705103 15 458 SH DEFINED 5 458 CAREMARK RX INC COMMON 141705103 161,682 4,908,381 SH DEFINED 1,2 4,908,381 CAREMARK RX INC COMMON 141705103 155 4,700 SH DEFINED 1,4 4,700 CAREMARK RX INC COMMON 141705103 1,077 32,688 SH DEFINED 2,3 32,688 CARLISLE COS INC COMMON 142339100 735 11,800 SH DEFINED 1 11,800 CARMAX INC COMMON 143130102 5,640 257,900 SH DEFINED 1 257,900 CARMAX INC COMMON 143130102 1,789 81,800 SH DEFINED 2 81,800 CARMAX INC COMMON 143130102 54 2,463 SH DEFINED 5 2,463 CARNIVAL CORP COMMON 143658300 30,635 651,800 SH DEFINED 1 651,800 CARNIVAL CORP COMMON 143658300 15,165 322,660 SH DEFINED 2 322,660 CARNIVAL CORP COMMON 143658300 1 20 SH DEFINED 5 20 CARNIVAL CORP COMMON 143658300 35,250 750,000 SH DEFINED 1,2 750,000 CARNIVAL CORP COMMON 143658300 155 3,300 SH DEFINED 2,3 3,300

Page 20/113 CAROLINA GROUP COMMON 540424207 501 20,400 SH DEFINED 1 20,400 CASELLA WASTE SYSTEMS INC CL A COMMON 147448104 4,063 309,000 SH DEFINED 1 309,000 CATERPILLAR INC COMMON 149123101 15,252 192,000 SH DEFINED 1 192,000 CATERPILLAR INC COMMON 149123101 6,951 87,500 SH DEFINED 2 87,500 CATERPILLAR INC COMMON 149123101 1 12 SH DEFINED 5 12 CATERPILLAR INC COMMON 149123101 59,580 750,000 SH DEFINED 1,2 750,000 CATERPILLAR INC COMMON 149123101 254 3,200 SH DEFINED 2,3 3,200 CATHAY PAC AWYS LTD ADR COMMON 148906308 92 9,719 SH DEFINED 5 9,719 CB RICHARD ELLIS GROUP INC-A COMMON 12497T101 19,969 1,045,500 SH DEFINED 1 1,045,500 CB RICHARD ELLIS GROUP INC-A COMMON 12497T101 1,274 66,700 SH DEFINED 2 66,700 CB RICHARD ELLIS GROUP INC-A COMMON 12497T101 42 2,200 SH DEFINED 1,4 2,200 CB RICHARD ELLIS GROUP INC-A COMMON 12497T101 105 5,500 SH DEFINED 2,3 5,500 CBRL GROUP INC COMMON 12489V106 20,359 659,950 SH DEFINED 1 659,950 CBRL GROUP INC COMMON 12489V106 2,126 68,900 SH DEFINED 2 68,900 CBRL GROUP INC COMMON 12489V106 68 2,200 SH DEFINED 1,4 2,200 CBRL GROUP INC COMMON 12489V106 164 5,300 SH DEFINED 2,3 5,300 C-COR.NET CORP COMMON 125010108 4,682 455,000 SH DEFINED 1 455,000 C-COR.NET CORP COMMON 125010108 1,485 144,300 SH DEFINED 2 144,300 C-COR.NET CORP COMMON 125010108 0 30 SH DEFINED 5 30 CDW CORP COMMON 12512N105 93,523 1,466,800 SH DEFINED 1 1,466,800 CDW CORP COMMON 12512N105 20,737 325,240 SH DEFINED 2 325,240 CDW CORP COMMON 12512N105 104 1,635 SH DEFINED 5 1,635 CDW CORP COMMON 12512N105 111,950 1,755,800 SH DEFINED 1,2 1,755,800 CDW CORP COMMON 12512N105 189 2,960 SH DEFINED 1,4 2,960 CDW CORP COMMON 12512N105 807 12,660 SH DEFINED 2,3 12,660 CEC ENTERTAINMENT INC COMMON 125137109 4,775 161,800 SH DEFINED 1 161,800 CELESTICA INC COMMON 15101Q108 1,696 85,000 SH DEFINED 1 85,000 CELESTICA INC COMMON 15101Q108 1,796 90,000 SH DEFINED 2 90,000 CELESTICA INC COMMON 15101Q108 2,993 150,000 SH DEFINED 1,4 150,000 CEMEX SA WTS COMMON 151290863 5 1,111 SH DEFINED 1 1,111

Page 21/113 CENCOSUD DA - 144A COMMON 15132H200 999 54,000 SH DEFINED 1 54,000 CENDANT CORP COMMON 151313103 551,143 22,514,000 SH DEFINED 1 22,514,000 CENDANT CORP COMMON 151313103 26,417 1,079,110 SH DEFINED 2 1,079,110 CENDANT CORP COMMON 151313103 21,255 868,264 SH DEFINED 5 868,264 CENDANT CORP COMMON 151313103 61,200 2,500,000 SH DEFINED 1,2 2,500,000 CENDANT CORP COMMON 151313103 1,338 54,650 SH DEFINED 2,3 54,650 CENTEX CORP COMMON 152312104 7,068 154,500 SH DEFINED 1 154,500 CENTEX CORP COMMON 152312104 1,418 31,000 SH DEFINED 2 31,000 CENTRAL EUROPEAN MEDIA ENT-A COMMON G20045202 2,370 104,320 SH DEFINED 1 104,320 CENTRAL GARDEN & PET CO COMMON 153527106 3,963 110,800 SH DEFINED 1 110,800 CENTRAL PARKING CORPORATION COMMON 154785109 1,869 100,000 SH DEFINED 1 100,000 CENTURY ALUMINUM CO COMMON 156431108 902 36,400 SH DEFINED 1 36,400 CENTURYTEL INC COMMON 156700106 39,686 1,321,100 SH DEFINED 1 1,321,100 CENTURYTEL INC COMMON 156700106 4,912 163,500 SH DEFINED 2 163,500 CENTURYTEL INC COMMON 156700106 3 87 SH DEFINED 5 87 CENTURYTEL INC COMMON 156700106 2,250 74,900 SH DEFINED 1,4 74,900 CENTURYTEL INC COMMON 156700106 39 1,300 SH DEFINED 2,3 1,300 CEPHALON INC COMMON 156708109 5,530 102,399 SH DEFINED 1 102,399 CEPHALON INC COMMON 156708109 2,727 50,500 SH DEFINED 2 50,500 CEPHEID INC COMMON 15670R107 866 75,000 SH DEFINED 1 75,000 CERIDIAN CORP COMMON 156779100 285,782 12,701,430 SH DEFINED 1 12,701,430 CERIDIAN CORP COMMON 156779100 9,029 401,300 SH DEFINED 2 401,300 CERIDIAN CORP COMMON 156779100 45,358 2,015,932 SH DEFINED 5 2,015,932 CERIDIAN CORP COMMON 156779100 974 43,300 SH DEFINED 1,4 43,300 CERIDIAN CORP COMMON 156779100 497 22,100 SH DEFINED 2,3 22,100 CERNER CORP COMMON 156782104 4,904 110,000 SH DEFINED 1 110,000 CERNER CORP COMMON 156782104 1,587 35,600 SH DEFINED 2 35,600

Page 22/113 CERTEGY INC COMMON 156880106 66,393 1,711,150 SH DEFINED 1 1,711,150 CERTEGY INC COMMON 156880106 5,382 138,700 SH DEFINED 2 138,700 CERTEGY INC COMMON 156880106 26,478 682,410 SH DEFINED 5 682,410 CERTEGY INC COMMON 156880106 764 19,700 SH DEFINED 1,4 19,700 CERTEGY INC COMMON 156880106 54 1,400 SH DEFINED 2,3 1,400 CHARLES RIVER ASSOCIATES INC COMMON 159852102 6,871 222,000 SH DEFINED 1 222,000 CHARLES RIVER ASSOCIATES INC COMMON 159852102 2,176 70,300 SH DEFINED 2 70,300 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 1,852 37,900 SH DEFINED 1 37,900 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 1,618 33,100 SH DEFINED 2 33,100 CHARLOTTE RUSSE HOLDING COMMON 161048103 6,450 301,700 SH DEFINED 1 301,700 CHARLOTTE RUSSE HOLDING COMMON 161048103 214 10,000 SH DEFINED 6 10,000 CHARMING SHOPPES INC COMMON 161133103 1 97 SH DEFINED 5 97 CHARTERMAC COMMON 160908109 1,697 86,300 SH DEFINED 2 86,300 CHECK POINT SOFTWARE TECH COMMON M22465104 28,472 1,054,900 SH DEFINED 1 1,054,900 CHECK POINT SOFTWARE TECH COMMON M22465104 348 12,900 SH DEFINED 2 12,900 CHECK POINT SOFTWARE TECH COMMON M22465104 10,796 400,000 SH DEFINED 1,2 400,000 CHECK POINT SOFTWARE TECH COMMON M22465104 6,772 250,900 SH DEFINED 1,4 250,900 CHECK POINT SOFTWARE TECH COMMON M22465104 81 3,000 SH DEFINED 2,3 3,000 CHECKFREE CORP COMMON 162813109 104 3,453 SH DEFINED 5 3,453 CHEROKEE INTL CORP COMMON 164450108 1,961 171,900 SH DEFINED 1 171,900 CHESAPEAKE ENERGY CORP COMMON 165167107 1 65 SH DEFINED 5 65 CHEUNG KONG HLDGS LTD ADR COMMON 166744201 117 15,852 SH DEFINED 5 15,852 CHEVRONTEXACO CORP COMMON 166764100 518 5,500 PUT DEFINED 1 5,500 CHEVRONTEXACO CORP COMMON 166764100 67,732 719,715 SH DEFINED 1 719,715 CHEVRONTEXACO CORP COMMON 166764100 264 2,810 SH DEFINED 2 2,810 CHEVRONTEXACO CORP COMMON 166764100 32,233 342,500 SH DEFINED 1,2 342,500 CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 4,356 156,400 SH DEFINED 1 156,400

Page 23/113 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 13,282 92,000 SH DEFINED 1 92,000 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 462 3,200 SH DEFINED 2 3,200 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 172 1,193 SH DEFINED 5 1,193 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 289 2,000 SH DEFINED 6 2,000 CHICOS FAS INC COMMON 168615102 31,666 701,200 SH DEFINED 1 701,200 CHICOS FAS INC COMMON 168615102 9,456 209,398 SH DEFINED 2 209,398 CHICOS FAS INC COMMON 168615102 14 319 SH DEFINED 5 319 CHICOS FAS INC COMMON 168615102 36,128 800,000 SH DEFINED 1,2 800,000 CHICOS FAS INC COMMON 168615102 1,653 36,600 SH DEFINED 1,4 36,600 CHICOS FAS INC COMMON 168615102 158 3,500 SH DEFINED 2,3 3,500 CHINA MOBILE HONG KONG LTD ADR SPON COMMON 16941M109 134 8,863 SH DEFINED 5 8,863 CHIPPAC INC COMMON 169657103 10,142 1,617,500 SH DEFINED 1 1,617,500 CHIPPAC INC COMMON 169657103 2,663 424,700 SH DEFINED 2 424,700 CHIPPAC INC COMMON 169657103 116 18,570 SH DEFINED 5 18,570 CHIRON CORP COMMON 170040109 1 27 SH DEFINED 5 27 CHRISTOPHER & BANKS CORP COMMON 171046105 1,771 100,000 SH DEFINED 1 100,000 CHUBB CORP COMMON 171232101 532 7,800 SH DEFINED 1 7,800 CHUBB CORP COMMON 171232101 1 15 SH DEFINED 5 15 CIA SIDERURGICA NACL-SP ADR COMMON 20440W105 861 70,800 SH DEFINED 1 70,800 CIA SIDERURGICA NACL-SP ADR COMMON 20440W105 579 47,600 SH DEFINED 2 47,600 CIGNA CORPORATION COMMON 125509109 1 19 SH DEFINED 5 19 CINCINNATI FINL CORP COMMON 172062101 3 60 SH DEFINED 5 60 CINTAS CORP COMMON 172908105 47,064 987,280 SH DEFINED 1 987,280 CINTAS CORP COMMON 172908105 9,095 190,800 SH DEFINED 2 190,800 CINTAS CORP COMMON 172908105 35,753 750,000 SH DEFINED 1,2 750,000 CINTAS CORP COMMON 172908105 157 3,300 SH DEFINED 1,4 3,300 CINTAS CORP COMMON 172908105 276 5,800 SH DEFINED 2,3 5,800 CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 11 1,500 SH DEFINED 2 1,500 CIRRUS LOGIC INC COMMON 172755100 0 43 SH DEFINED 5 43

Page 24/113 CISCO SYSTEMS INC COMMON 17275R102 328,295 13,852,093 SH DEFINED 1 13,852,093 CISCO SYSTEMS INC COMMON 17275R102 80,345 3,390,105 SH DEFINED 2 3,390,105 CISCO SYSTEMS INC COMMON 17275R102 128 5,394 SH DEFINED 5 5,394 CISCO SYSTEMS INC COMMON 17275R102 297,435 12,550,000 SH DEFINED 1,2 12,550,000 CISCO SYSTEMS INC COMMON 17275R102 15,419 650,600 SH DEFINED 1,4 650,600 CISCO SYSTEMS INC COMMON 17275R102 2,019 85,200 SH DEFINED 2,3 85,200 CIT GROUP INC COMMON 125581108 5,081 132,700 SH DEFINED 1 132,700 CIT GROUP INC COMMON 125581108 4,074 106,400 SH DEFINED 2 106,400 CIT GROUP INC COMMON 125581108 15,396 402,100 SH DEFINED 1,4 402,100 CITADEL BROADCASTING CORP COMMON 17285T106 18,511 1,270,500 SH DEFINED 1 1,270,500 CITADEL BROADCASTING CORP COMMON 17285T106 1,976 135,600 SH DEFINED 2 135,600 CITADEL BROADCASTING CORP COMMON 17285T106 67 4,600 SH DEFINED 1,4 4,600 CITADEL BROADCASTING CORP COMMON 17285T106 153 10,500 SH DEFINED 2,3 10,500 CITIGROUP INC COMMON 172967101 602,388 12,954,576 SH DEFINED 1 12,954,576 CITIGROUP INC COMMON 172967101 67,280 1,446,890 SH DEFINED 2 1,446,890 CITIGROUP INC COMMON 172967101 20,622 443,469 SH DEFINED 5 443,469 CITIGROUP INC COMMON 172967101 145,392 3,126,700 SH DEFINED 1,2 3,126,700 CITIGROUP INC COMMON 172967101 6,966 149,800 SH DEFINED 1,4 149,800 CITIGROUP INC COMMON 172967101 1,404 30,200 SH DEFINED 2,3 30,200 CITRIX SYSTEMS INC COMMON 177376100 33,010 1,621,300 SH DEFINED 1 1,621,300 CITRIX SYSTEMS INC COMMON 177376100 6,739 331,000 SH DEFINED 2 331,000 CITRIX SYSTEMS INC COMMON 177376100 1 47 SH DEFINED 5 47 CITRIX SYSTEMS INC COMMON 177376100 26,468 1,300,000 SH DEFINED 1,2 1,300,000 CITRIX SYSTEMS INC COMMON 177376100 116 5,700 SH DEFINED 2,3 5,700 CITY NATIONAL CORP COMMON 178566105 31,175 474,500 SH DEFINED 1 474,500 CITY NATIONAL CORP COMMON 178566105 2,924 44,500 SH DEFINED 2 44,500 CITY NATIONAL CORP COMMON 178566105 368 5,600 SH DEFINED 1,4 5,600 CITY NATIONAL CORP COMMON 178566105 33 500 SH DEFINED 2,3 500 CLAIRE'S STORES INC COMMON 179584107 2 100 SH DEFINED 1 100 CLAIRE'S STORES INC COMMON 179584107 7,779 358,500 SH DEFINED 1,4 358,500

Page 25/113 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 60,247 1,630,500 SH DEFINED 1 1,630,500 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 13,043 353,000 SH DEFINED 2 353,000 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 110,717 2,996,400 SH DEFINED 1,2 2,996,400 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 477 12,900 SH DEFINED 2,3 12,900 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 27 735 SH DEFINED 5 735 CLOROX CO COMMON 189054109 9,848 183,120 SH DEFINED 1 183,120 CLOROX CO COMMON 189054109 15 282 SH DEFINED 5 282 CLOSURE MEDICAL CORP COMMON 189093107 8,161 325,000 SH DEFINED 1 325,000 CLOSURE MEDICAL CORP COMMON 189093107 2,584 102,900 SH DEFINED 2 102,900 CMET FINANCE 144A COMMON 189758105 4,500 45,000 SH DEFINED 1 45,000 CNET NETWORKS INC COMMON 12613R104 12,227 1,104,500 SH DEFINED 1 1,104,500 CNET NETWORKS INC COMMON 12613R104 2,472 223,300 SH DEFINED 2 223,300 CNOOC LTD ADR COMMON 126132109 8,836 206,700 SH DEFINED 1 206,700 CNOOC LTD ADR COMMON 126132109 133 3,100 SH DEFINED 2 3,100 CNOOC LTD ADR COMMON 126132109 135 3,161 SH DEFINED 5 3,161 COACH INC COMMON 189754104 31,203 690,490 SH DEFINED 1 690,490 COACH INC COMMON 189754104 8,720 192,960 SH DEFINED 2 192,960 COACH INC COMMON 189754104 45,190 1,000,000 SH DEFINED 1,2 1,000,000 COACH INC COMMON 189754104 194 4,300 SH DEFINED 2,3 4,300 COACH INC COMMON 189754104 99 2,196 SH DEFINED 5 2,196 COCA COLA CO COMMON 191216100 2 35 SH DEFINED 5 35 COCA-COLA CO COMMON 191216100 37,394 740,760 SH DEFINED 1 740,760 COCA-COLA CO COMMON 191216100 17,784 352,300 SH DEFINED 2 352,300 COCA-COLA CO COMMON 191216100 86 1,700 SH DEFINED 2,3 1,700 COCA-COLA ENTERPRISES INC COMMON 191219104 6,011 207,360 SH DEFINED 1 207,360 COCA-COLA ENTERPRISES INC COMMON 191219104 1,252 43,200 SH DEFINED 2 43,200 COCA-COLA ENTERPRISES INC COMMON 191219104 52 1,810 SH DEFINED 5 1,810 COGNEX CORP COMMON 192422103 8,658 225,000 SH DEFINED 1 225,000 COGNEX CORP COMMON 192422103 1,832 47,600 SH DEFINED 2 47,600

Page 26/113 COGNIZANT TECH SOLUTIONS CORP COMMON 192446102 9,453 372,000 SH DEFINED 1 372,000 COGNIZANT TECH SOLUTIONS CORP COMMON 192446102 4,396 173,000 SH DEFINED 2 173,000 COGNIZANT TECH SOLUTIONS CORP COMMON 192446102 4 153 SH DEFINED 5 153 COGNOS INC COMMON 19244C109 29,684 820,900 SH DEFINED 1 820,900 COGNOS INC COMMON 19244C109 5,348 147,900 SH DEFINED 2 147,900 COGNOS INC COMMON 19244C109 136 3,773 SH DEFINED 5 3,773 COGNOS INC COMMON 19244C109 3,811 105,400 SH DEFINED 1,4 105,400 COGNOS INC COMMON 19244C109 174 4,800 SH DEFINED 2,3 4,800 COLDWATER CREEK INC COMMON 193068103 4,111 155,300 SH DEFINED 1 155,300 COLDWATER CREEK INC COMMON 193068103 1,339 50,600 SH DEFINED 2 50,600 COLGATE PALMOLIVE CO COMMON 194162103 28,182 482,160 SH DEFINED 1 482,160 COLGATE PALMOLIVE CO COMMON 194162103 15,910 272,200 SH DEFINED 2 272,200 COLGATE PALMOLIVE CO COMMON 194162103 19,528 334,100 SH DEFINED 1,4 334,100 COMCAST CORP CL A SPL COMMON 20030N200 2 67 SH DEFINED 5 67 COMCAST CORP NEW COM CL A COMMON 20030N101 0 10 SH DEFINED 5 10 COMERICA INC COMMON 200340107 28,477 518,900 SH DEFINED 1 518,900 COMERICA INC COMMON 200340107 2,677 48,780 SH DEFINED 2 48,780 COMERICA INC COMMON 200340107 338 6,150 SH DEFINED 1,4 6,150 COMERICA INC COMMON 200340107 33 600 SH DEFINED 2,3 600 COMMERCE BANCORP INC/NJ COMMON 200519106 8,252 150,000 SH DEFINED 1 150,000 COMMERCE BANCORP INC/NJ COMMON 200519106 1,122 20,400 SH DEFINED 2 20,400 COMMERCE BANCORP INC/NJ COMMON 200519106 33 600 SH DEFINED 1,4 600 COMMERCE BANCSHARES INC COMMON 200525103 198 4,300 SH DEFINED 1 4,300 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 29,233 1,092,000 SH DEFINED 1 1,092,000 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 6,050 226,000 SH DEFINED 2 226,000 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 321 12,000 SH DEFINED 6 12,000 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 16,046 799,500 SH DEFINED 1 799,500 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 195 9,700 SH DEFINED 2 9,700 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 106 5,300 SH DEFINED 1,4 5,300

Page 27/113 COMPASS BANCSHARES INC COMMON 20449H109 30,453 708,200 SH DEFINED 1 708,200 COMPASS BANCSHARES INC COMMON 20449H109 2,812 65,400 SH DEFINED 2 65,400 COMPASS BANCSHARES INC COMMON 20449H109 360 8,375 SH DEFINED 1,4 8,375 COMPASS BANCSHARES INC COMMON 20449H109 31 725 SH DEFINED 2,3 725 COMPASS MINERALS INTERNATIONAL COMMON 20451N101 5,244 270,600 SH DEFINED 1 270,600 COMPUTER ASSOCIATES INTL COMMON 204912109 674,085 24,023,000 SH DEFINED 1 24,023,000 COMPUTER ASSOCIATES INTL COMMON 204912109 14,563 519,000 SH DEFINED 2 519,000 COMPUTER ASSOCIATES INTL COMMON 204912109 64,140 2,285,797 SH DEFINED 5 2,285,797 COMPUTER ASSOCIATES INTL COMMON 204912109 79,943 2,849,000 SH DEFINED 1,2 2,849,000 COMPUTER ASSOCIATES INTL COMMON 204912109 6,499 231,600 SH DEFINED 1,4 231,600 COMPUTER ASSOCIATES INTL COMMON 204912109 996 35,500 SH DEFINED 2,3 35,500 COMSTOCK RESOURCES INC COMMON 205768203 4,131 212,300 SH DEFINED 1 212,300 COMVERSE TECHNOLOGY INC COMMON 205862402 65,517 3,285,700 SH DEFINED 1 3,285,700 COMVERSE TECHNOLOGY INC COMMON 205862402 11,828 593,200 SH DEFINED 2 593,200 COMVERSE TECHNOLOGY INC COMMON 205862402 235 11,783 SH DEFINED 5 11,783 COMVERSE TECHNOLOGY INC COMMON 205862402 897 45,000 SH DEFINED 6 45,000 COMVERSE TECHNOLOGY INC COMMON 205862402 39,880 2,000,000 SH DEFINED 1,2 2,000,000 COMVERSE TECHNOLOGY INC COMMON 205862402 132 6,600 SH DEFINED 1,4 6,600 COMVERSE TECHNOLOGY INC COMMON 205862402 409 20,500 SH DEFINED 2,3 20,500 CONCEPTUS INC COMMON 206016107 619 55,000 SH DEFINED 1 55,000 CONNETICS CORP COMMON 208192104 5,050 250,000 SH DEFINED 1 250,000 CONNETICS CORP COMMON 208192104 1,568 77,600 SH DEFINED 2 77,600 CONOCOPHILLIPS COMMON 20825C104 67,562 885,600 SH DEFINED 1 885,600 CONOCOPHILLIPS COMMON 20825C104 277 3,625 SH DEFINED 2 3,625 CONOCOPHILLIPS COMMON 20825C104 1 10 SH DEFINED 5 10 CONOCOPHILLIPS COMMON 20825C104 33,438 438,300 SH DEFINED 1,2 438,300 CONSOL ENE REG-REST REMVD UPON SELL COMMON 20854P992 21,683 602,300 SH DEFINED 1 602,300 CONSOL ENERGY INC COMMON 20854P109 817 22,700 SH DEFINED 1 22,700 CONSTELLATION BRANDS INC A COMMON 21036P108 10,344 278,600 SH DEFINED 1 278,600 CONTINENTAL AG ADR SPONSORED COMMON 210771200 224 4,655 SH DEFINED 5 4,655

Page 28/113 COOPER CAMERON CORP COMMON 216640102 37,182 763,500 SH DEFINED 1 763,500 COOPER CAMERON CORP COMMON 216640102 3,803 78,100 SH DEFINED 2 78,100 COOPER CAMERON CORP COMMON 216640102 11,866 243,646 SH DEFINED 5 243,646 COOPER CAMERON CORP COMMON 216640102 536 11,000 SH DEFINED 1,4 11,000 COOPER CAMERON CORP COMMON 216640102 39 800 SH DEFINED 2,3 800 COOPER INDUSTRIES LTD CL A COMMON G24182100 23,663 398,300 SH DEFINED 1 398,300 COOPER INDUSTRIES LTD CL A COMMON G24182100 1,046 17,600 SH DEFINED 2 17,600 COOPER INDUSTRIES LTD CL A COMMON G24182100 36 600 SH DEFINED 1,4 600 COOPER TIRE AND RUBBER COMPANY COMMON 216831107 3,220 140,000 SH DEFINED 1 140,000 COORS (ADOLPH) CO COMMON 217016104 4,340 60,000 PUT DEFINED 1 60,000 COORS (ADOLPH) CO COMMON 217016104 1,085 15,000 PUT DEFINED 6 15,000 CORCEPT THERAPEUTICS INC COMMON 218352102 6,485 840,000 SH DEFINED 1 840,000 CORCEPT THERAPEUTICS INC COMMON 218352102 995 128,900 SH DEFINED 2 128,900 CORE LABORATORIES NV COMMON N22717107 6,325 275,000 SH DEFINED 1 275,000 CORE LABORATORIES NV COMMON N22717107 1,822 79,200 SH DEFINED 2 79,200 CORE LABORATORIES NV COMMON N22717107 0 15 SH DEFINED 5 15 CORGENTECH INC COMMON 21872P105 2,579 160,000 SH DEFINED 1 160,000 CORGENTECH INC COMMON 21872P105 129 8,000 SH DEFINED 2 8,000 CORINTHIAN COLLEGES INC COMMON 218868107 34,537 1,395,990 SH DEFINED 1 1,395,990 CORINTHIAN COLLEGES INC COMMON 218868107 2,979 120,400 SH DEFINED 2 120,400 CORINTHIAN COLLEGES INC COMMON 218868107 99 4,000 SH DEFINED 1,4 4,000 CORINTHIAN COLLEGES INC COMMON 218868107 186 7,500 SH DEFINED 2,3 7,500 CORNING INC COMMON 219350105 23,883 1,828,700 SH DEFINED 1 1,828,700 CORNING INC COMMON 219350105 8,502 651,000 SH DEFINED 2 651,000 CORNING INC COMMON 219350105 2 174 SH DEFINED 5 174 CORNING INC COMMON 219350105 84,890 6,500,000 SH DEFINED 1,2 6,500,000 CORNING INC COMMON 219350105 2,002 153,300 SH DEFINED 1,4 153,300 CORNING INC COMMON 219350105 441 33,800 SH DEFINED 2,3 33,800

Page 29/113 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 48,665 842,100 SH DEFINED 1 842,100 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 10,668 184,600 SH DEFINED 2 184,600 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 197 3,417 SH DEFINED 5 3,417 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 133 2,300 SH DEFINED 1,4 2,300 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 272 4,700 SH DEFINED 2,3 4,700 CORPORATE HIGH YIELD FD VI ICOM COMMON 219932100 0 1 SH DEFINED 5 1 CORRECTIONS CORP OF AMERICA COMMON 22025Y407 18,803 476,150 SH DEFINED 1 476,150 COSTAR GROUP INC COMMON 22160N109 39,631 862,850 SH DEFINED 1 862,850 COSTAR GROUP INC COMMON 22160N109 8,054 175,350 SH DEFINED 2 175,350 COSTAR GROUP INC COMMON 22160N109 197 4,293 SH DEFINED 5 4,293 COSTAR GROUP INC COMMON 22160N109 80 1,750 SH DEFINED 1,4 1,750 COSTAR GROUP INC COMMON 22160N109 193 4,200 SH DEFINED 2,3 4,200 COSTCO WHOLESALE CORP COMMON 22160K105 65,250 1,588,760 SH DEFINED 1 1,588,760 COSTCO WHOLESALE CORP COMMON 22160K105 14,674 357,300 SH DEFINED 2 357,300 COSTCO WHOLESALE CORP COMMON 22160K105 20,535 500,000 SH DEFINED 1,2 500,000 COSTCO WHOLESALE CORP COMMON 22160K105 6,046 147,200 SH DEFINED 1,4 147,200 COSTCO WHOLESALE CORP COMMON 22160K105 164 4,000 SH DEFINED 2,3 4,000 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 4,580 65,199 SH DEFINED 1 65,199 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 984 14,000 SH DEFINED 2 14,000 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 1 16 SH DEFINED 5 16 COVANCE INC COMMON 222816100 17,836 462,300 SH DEFINED 1 462,300 COVANCE INC COMMON 222816100 2,874 74,500 SH DEFINED 2 74,500 COVENTRY HEALTH CARE INC COMMON 222862104 17,985 367,800 SH DEFINED 1 367,800 COVENTRY HEALTH CARE INC COMMON 222862104 2 34 SH DEFINED 5 34 COX RADIO INC CL A COMMON 224051102 14,182 816,000 SH DEFINED 1 816,000 COX RADIO INC CL A COMMON 224051102 1,317 75,800 SH DEFINED 2 75,800 CREDIT SUISSE GROUP ADR SPO COMMON 225401108 84 2,355 SH DEFINED 5 2,355 CREE INC COMMON 225447101 1 23 SH DEFINED 5 23 CROSS TIMBERS ROYALTY TRUST COMMON 22757R109 0 9 SH DEFINED 1,4 9

Page 30/113 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 2,213 150,000 SH DEFINED 1 150,000 CSG SYSTEMS INTERNATIONAL INC COMMON 126349109 13,521 653,200 SH DEFINED 1 653,200 CSK AUTO CORP COMMON 125965103 2,571 150,000 SH DEFINED 1 150,000 CULLEN/FROST BANKERS INC COMMON 229899109 10,856 242,600 SH DEFINED 1 242,600 CUMMINS ENGINE COMMON 231021106 8,325 133,200 SH DEFINED 1 133,200 CUMULUS MEDIA INC CL A COMMON 231082108 12,414 738,500 SH DEFINED 1 738,500 CUMULUS MEDIA INC CL A COMMON 231082108 2,392 142,300 SH DEFINED 2 142,300 CV THERAPEUTICS INC COMMON 126667104 799 47,700 SH DEFINED 1 47,700 CYBERONICS INC COMMON 23251P102 6,672 200,000 SH DEFINED 1 200,000 CYBERONICS INC COMMON 23251P102 2,148 64,400 SH DEFINED 2 64,400 CYMER INC COMMON 232572107 8,948 239,000 SH DEFINED 1 239,000 CYMER INC COMMON 232572107 2,834 75,700 SH DEFINED 2 75,700 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 6,512 458,900 SH DEFINED 1 458,900 CYTOKINETICS INC COMMON 23282W100 382 25,700 SH DEFINED 1 25,700 CYTOKINETICS INC COMMON 23282W100 64 4,300 SH DEFINED 2 4,300 CYTYC CORP COMMON 232946103 19,761 778,900 SH DEFINED 1 778,900 CYTYC CORP COMMON 232946103 4,638 182,800 SH DEFINED 2 182,800 D.R. HORTON INC COMMON 23331A109 7,239 254,900 SH DEFINED 1 254,900 DADE BEHRING HOLDINGS INC COMMON 23342J206 1,901 40,000 SH DEFINED 1 40,000 DAKTRONICS INC COMMON 234264109 7,485 300,000 SH DEFINED 1 300,000 DAKTRONICS INC COMMON 234264109 2,373 95,100 SH DEFINED 2 95,100

Page 31/113 DANAHER CORP COMMON 235851102 163,858 3,160,230 SH DEFINED 1 3,160,230 DANAHER CORP COMMON 235851102 34,171 659,040 SH DEFINED 2 659,040 DANAHER CORP COMMON 235851102 1 28 SH DEFINED 5 28 DANAHER CORP COMMON 235851102 82,960 1,600,000 SH DEFINED 1,2 1,600,000 DANAHER CORP COMMON 235851102 187 3,600 SH DEFINED 1,4 3,600 DANAHER CORP COMMON 235851102 820 15,820 SH DEFINED 2,3 15,820 DANKA BUSINESS SYSTEMS PLC -ADR COMMON 236277109 3,313 732,900 SH DEFINED 1 732,900 DARDEN RESTAURANTS INC COMMON 237194105 10 467 SH DEFINED 5 467 DAVITA INC COMMON 23918K108 43,358 1,406,350 SH DEFINED 1 1,406,350 DAVITA INC COMMON 23918K108 4,060 131,700 SH DEFINED 2 131,700 DAVITA INC COMMON 23918K108 1 48 SH DEFINED 5 48 DAVITA INC COMMON 23918K108 46 1,500 SH DEFINED 1,4 1,500 DAVITA INC COMMON 23918K108 117 3,800 SH DEFINED 2,3 3,800 DAYTON SUPERIOR WTS 144A COMMON 240028118 0 11,000 SH DEFINED 1 11,000 DDI CORP COMMON 233162304 4,943 600,600 SH DEFINED 1 600,600 DEERE & CO COMMON 244199105 38,339 546,600 SH DEFINED 1 546,600 DEERE & CO COMMON 244199105 9,322 132,900 SH DEFINED 2 132,900 DEERE & CO COMMON 244199105 56,112 800,000 SH DEFINED 1,2 800,000 DEERE & CO COMMON 244199105 77 1,100 SH DEFINED 1,4 1,100 DEERE & CO COMMON 244199105 253 3,600 SH DEFINED 2,3 3,600 DELL INC COMMON 24702R101 201,289 5,619,470 SH DEFINED 1 5,619,470 DELL INC COMMON 24702R101 55,236 1,542,040 SH DEFINED 2 1,542,040 DELL INC COMMON 24702R101 123 3,423 SH DEFINED 5 3,423 DELL INC COMMON 24702R101 188,055 5,250,000 SH DEFINED 1,2 5,250,000 DELL INC COMMON 24702R101 15,317 427,600 SH DEFINED 1,4 427,600 DELL INC COMMON 24702R101 1,214 33,900 SH DEFINED 2,3 33,900 DELUXE CORP COMMON 248019101 10 220 SH DEFINED 1 220 DESIGN WITHIN REACH INC COMMON 250557105 822 50,000 SH DEFINED 1 50,000 DEUTSCHE TELEKOM AG ADR SPO COMMON 251566105 116 6,566 SH DEFINED 5 6,566

Page 32/113 DEVON ENERGY CORP COMMON 25179M103 51,658 782,697 SH DEFINED 1 782,697 DEVON ENERGY CORP COMMON 25179M103 9,802 148,509 SH DEFINED 2 148,509 DEVON ENERGY CORP COMMON 25179M103 16,041 243,044 SH DEFINED 5 243,044 DEVON ENERGY CORP COMMON 25179M103 46,200 700,000 SH DEFINED 1,2 700,000 DEVON ENERGY CORP COMMON 25179M103 594 9,000 SH DEFINED 1,4 9,000 DEVON ENERGY CORP COMMON 25179M103 251 3,807 SH DEFINED 2,3 3,807 DIEBOLD INC COMMON 253651103 40,070 757,900 SH DEFINED 1 757,900 DIEBOLD INC COMMON 253651103 3,944 74,600 SH DEFINED 2 74,600 DIEBOLD INC COMMON 253651103 16,461 311,351 SH DEFINED 5 311,351 DIEBOLD INC COMMON 253651103 539 10,200 SH DEFINED 1,4 10,200 DIEBOLD INC COMMON 253651103 42 800 SH DEFINED 2,3 800 DIGENE CORP COMMON 253752109 15,650 428,419 SH DEFINED 1 428,419 DIGENE CORP COMMON 253752109 2,999 82,100 SH DEFINED 2 82,100 DIGENE CORP COMMON 253752109 180 4,923 SH DEFINED 5 4,923 DIGENE CORP COMMON 253752109 511 14,000 SH DEFINED 6 14,000 DIGITAL INSIGHT CORP COMMON 25385P106 7,256 350,000 SH DEFINED 1 350,000 DIGITAL INSIGHT CORP COMMON 25385P106 2,299 110,900 SH DEFINED 2 110,900 DIGITALNET HOLDINGS INC COMMON 25389B103 1,220 60,000 SH DEFINED 1 60,000 DIGITAS INC COMMON 25388K104 11,754 1,065,600 SH DEFINED 1 1,065,600 DIGITAS INC COMMON 25388K104 3,158 286,300 SH DEFINED 2 286,300 DIONEX CORP COMMON 254546104 1,970 35,700 SH DEFINED 1 35,700 DIONEX CORP COMMON 254546104 2,008 36,400 SH DEFINED 2 36,400 DIRECT GENERAL CORP COMMON 25456W204 8,830 273,700 SH DEFINED 1 273,700 DIRECT GENERAL CORP COMMON 25456W204 1,536 47,600 SH DEFINED 2 47,600 DJ ORTHOPEDICS INC COMMON 23325G104 6,509 283,000 SH DEFINED 1 283,000 DOLLAR GENERAL CORP COMMON 256669102 12,162 621,800 SH DEFINED 1 621,800 DOLLAR THRIFTY AUTOMOTIVE GROUP INC COMMON 256743105 5,295 192,950 SH DEFINED 1 192,950 DOLLAR TREE STORES INC COMMON 256747106 13,182 480,570 SH DEFINED 1 480,570 DOLLAR TREE STORES INC COMMON 256747106 2,167 79,000 SH DEFINED 2 79,000 DOLLAR TREE STORES INC COMMON 256747106 206 7,500 SH DEFINED 6 7,500

Page 33/113 DOMINION RESOURCES INC VA COMMON 25746U109 15,656 248,200 SH DEFINED 1 248,200 DOMINION RESOURCES INC VA COMMON 25746U109 8,062 127,800 SH DEFINED 2 127,800 DONNELLEY (R.R.) & SONS C. COMMON 257867101 14,325 433,841 SH DEFINED 1 433,841 DORAL FINANCIAL CORP COMMON 25811P100 15,930 461,750 SH DEFINED 1 461,750 DORAL FINANCIAL CORP COMMON 25811P100 2,139 62,000 SH DEFINED 2 62,000 DOT HILL SYSTEMS CORP COMMON 25848T109 2,444 218,059 SH DEFINED 1 218,059 DOVER CORP COMMON 260003108 219,370 5,210,700 SH DEFINED 1 5,210,700 DOVER CORP COMMON 260003108 10,828 257,200 SH DEFINED 2 257,200 DOVER CORP COMMON 260003108 36,959 877,875 SH DEFINED 5 877,875 DOVER CORP COMMON 260003108 65,499 1,555,800 SH DEFINED 1,2 1,555,800 DOVER CORP COMMON 260003108 1,305 31,000 SH DEFINED 1,4 31,000 DOVER CORP COMMON 260003108 93 2,200 SH DEFINED 2,3 2,200 DOW CHEMICAL CO COMMON 260543103 134,904 3,314,600 SH DEFINED 1 3,314,600 DOW CHEMICAL CO COMMON 260543103 13,663 335,700 SH DEFINED 2 335,700 DOW CHEMICAL CO COMMON 260543103 34,595 850,000 SH DEFINED 1,2 850,000 DST SYSTEMS INC COMMON 233326107 23,842 495,770 SH DEFINED 1 495,770 DST SYSTEMS INC COMMON 233326107 5,521 114,800 SH DEFINED 1,4 114,800 DUPONT DE NEMOUR & CO COMMON 263534109 686 15,440 SH DEFINED 1 15,440 E TRADE GROUP INC COMMON 269246104 1 82 SH DEFINED 5 82 EAST WEST BANCORP INC COMMON 27579R104 16,075 523,600 SH DEFINED 1 523,600 EAST WEST BANCORP INC COMMON 27579R104 3,936 128,200 SH DEFINED 2 128,200 EATON CORP COMMON 278058102 45,927 709,400 SH DEFINED 1 709,400 EATON CORP COMMON 278058102 8,199 126,650 SH DEFINED 2 126,650 EATON CORP COMMON 278058102 148 2,284 SH DEFINED 5 2,284 EATON CORP COMMON 278058102 32,370 500,000 SH DEFINED 1,2 500,000 EATON CORP COMMON 278058102 149 2,300 SH DEFINED 1,4 2,300 EATON CORP COMMON 278058102 395 6,100 SH DEFINED 2,3 6,100 EATON VANCE CORP COMMON 278265103 3 74 SH DEFINED 5 74

Page 34/113 EBAY INC COMMON 278642103 96,867 1,053,470 SH DEFINED 1 1,053,470 EBAY INC COMMON 278642103 23,969 260,670 SH DEFINED 2 260,670 EBAY INC COMMON 278642103 69 755 SH DEFINED 5 755 EBAY INC COMMON 278642103 105,743 1,150,000 SH DEFINED 1,2 1,150,000 EBAY INC COMMON 278642103 6,832 74,300 SH DEFINED 1,4 74,300 EBAY INC COMMON 278642103 883 9,600 SH DEFINED 2,3 9,600 ECOLLEGE.COM INC COMMON 27887E100 1,040 65,000 SH DEFINED 1 65,000 EDISON INTERNATIONAL COMMON 281020107 445 17,400 SH DEFINED 2 17,400 EDUCATION MANAGEMENT CORP COMMON 28139T101 9,280 282,400 SH DEFINED 1 282,400 EDUCATION MANAGEMENT CORP COMMON 28139T101 2,938 89,400 SH DEFINED 2 89,400 EDWARDS (A.G.) INC COMMON 281760108 10,941 321,500 SH DEFINED 1 321,500 EDWARDS (A.G.) INC COMMON 281760108 1,157 34,000 SH DEFINED 2 34,000 EDWARDS (A.G.) INC COMMON 281760108 37 1,100 SH DEFINED 1,4 1,100 EDWARDS (A.G.) INC COMMON 281760108 85 2,500 SH DEFINED 2,3 2,500 EDWARDS LIFESCIENCES CORP COMMON 28176E108 3,485 100,000 SH DEFINED 1 100,000 EDWARDS LIFESCIENCES CORP COMMON 28176E108 603 17,300 SH DEFINED 2 17,300 ELAN PLC ADR COMMON 284131208 2 62 SH DEFINED 5 62 ELECTRO SCIENTIFIC INDUSTRIES INC COMMON 285229100 931 32,900 SH DEFINED 1 32,900 ELECTRONIC ARTS INC COMMON 285512109 8,757 160,540 SH DEFINED 1 160,540 ELECTRONIC ARTS INC COMMON 285512109 344 6,300 SH DEFINED 2 6,300 ELECTRONIC ARTS INC COMMON 285512109 1 27 SH DEFINED 5 27 ELECTRONIC ARTS INC COMMON 285512109 21,820 400,000 SH DEFINED 1,2 400,000 ELECTRONIC ARTS INC COMMON 285512109 180 3,300 SH DEFINED 2,3 3,300 ELECTRONICS FOR IMAGING INC COMMON 286082102 32,903 1,164,300 SH DEFINED 1 1,164,300 ELECTRONICS FOR IMAGING INC COMMON 286082102 2,255 79,800 SH DEFINED 2 79,800 ELECTRONICS FOR IMAGING INC COMMON 286082102 0 7 SH DEFINED 5 7 ELECTRONICS FOR IMAGING INC COMMON 286082102 65 2,300 SH DEFINED 1,4 2,300 ELECTRONICS FOR IMAGING INC COMMON 286082102 155 5,500 SH DEFINED 2,3 5,500 ELKCORP COMMON 287456107 5,023 209,800 SH DEFINED 1 209,800

Page 35/113 EMC CORP COMMON 268648102 28,377 2,489,200 SH DEFINED 1 2,489,200 EMC CORP COMMON 268648102 15,853 1,390,635 SH DEFINED 2 1,390,635 EMC CORP COMMON 268648102 342 30,000 SH DEFINED 6 30,000 EMC CORP COMMON 268648102 22,800 2,000,000 SH DEFINED 1,2 2,000,000 EMC CORP COMMON 268648102 104 9,100 SH DEFINED 2,3 9,100 EMERSON ELECTRIC CO COMMON 291011104 70,515 1,109,600 SH DEFINED 1 1,109,600 EMERSON ELECTRIC CO COMMON 291011104 273 4,300 SH DEFINED 2 4,300 EMERSON ELECTRIC CO COMMON 291011104 1 18 SH DEFINED 5 18 EMERSON ELECTRIC CO COMMON 291011104 33,364 525,000 SH DEFINED 1,2 525,000 EMMIS COMMUNICATIONS CORP COMMON 291525103 4,825 230,000 SH DEFINED 1 230,000 EMULEX CORP COMMON 292475209 44,589 3,115,900 SH DEFINED 1 3,115,900 EMULEX CORP COMMON 292475209 4,395 307,100 SH DEFINED 2 307,100 EMULEX CORP COMMON 292475209 494 34,500 SH DEFINED 1,4 34,500 EMULEX CORP COMMON 292475209 40 2,800 SH DEFINED 2,3 2,800 ENCANA CORP COMMON 292505104 95 2,194 SH DEFINED 5 2,194 ENCORE MEDICAL CORP COMMON 29256E109 231 36,698 SH DEFINED 6 36,698 ENDO PHARMACEUT HLDGS INC COMMON 29264F205 2 90 SH DEFINED 1 90 ENDURANCE SPECIALTY HOLDINGS COMMON G30397106 6,243 179,400 SH DEFINED 1 179,400 ENERGEN CORP COMMON 29265N108 5,015 104,500 SH DEFINED 1 104,500 ENERGEN CORP COMMON 29265N108 1,929 40,200 SH DEFINED 2 40,200 ENERGEN CORP COMMON 29265N108 5,005 104,300 SH DEFINED 1,4 104,300 ENERGY PARTNERS LTD COMMON 29270U105 800 52,300 SH DEFINED 1 52,300 ENGELHARD CORP COMMON 292845104 31,425 972,620 SH DEFINED 1 972,620 ENGELHARD CORP COMMON 292845104 3,040 94,100 SH DEFINED 2 94,100 ENGELHARD CORP COMMON 292845104 16,460 509,431 SH DEFINED 5 509,431 ENGELHARD CORP COMMON 292845104 452 14,000 SH DEFINED 1,4 14,000 ENGELHARD CORP COMMON 292845104 32 1,000 SH DEFINED 2,3 1,000

Page 36/113 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 51,916 887,300 SH DEFINED 1 887,300 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 6,468 110,550 SH DEFINED 2 110,550 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 351 6,000 SH DEFINED 6 6,000 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 88 1,500 SH DEFINED 1,4 1,500 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 211 3,600 SH DEFINED 2,3 3,600 ENI S P A ADR SPONSORED COMMON 26874R108 417 4,160 SH DEFINED 5 4,160 ENSCO INTERNATIONAL INC COMMON 26874Q100 141,342 4,857,100 SH DEFINED 1 4,857,100 ENSCO INTERNATIONAL INC COMMON 26874Q100 11,852 407,300 SH DEFINED 2 407,300 ENSCO INTERNATIONAL INC COMMON 26874Q100 9,247 317,771 SH DEFINED 5 317,771 ENSCO INTERNATIONAL INC COMMON 26874Q100 35,473 1,219,000 SH DEFINED 1,2 1,219,000 ENSCO INTERNATIONAL INC COMMON 26874Q100 474 16,300 SH DEFINED 2,3 16,300 ENTEGRIS INC COMMON 29362U104 7,118 615,200 SH DEFINED 1 615,200 ENTEGRIS INC COMMON 29362U104 2,256 195,000 SH DEFINED 2 195,000 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 17,673 473,800 SH DEFINED 1 473,800 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 1,774 47,550 SH DEFINED 2 47,550 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 56 1,500 SH DEFINED 1,4 1,500 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 142 3,800 SH DEFINED 2,3 3,800 ENTERGY CORP COMMON 29364G103 977 17,450 SH DEFINED 1 17,450 ENTERGY CORP COMMON 29364G103 0 1 SH DEFINED 5 1 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 4,332 564,000 SH DEFINED 1 564,000 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 1,373 178,800 SH DEFINED 2 178,800 EOG RES INC COMMON 26875P101 0 1 SH DEFINED 5 1 EON LABS INC COMMON 29412E100 18,214 445,000 SH DEFINED 1 445,000 EON LABS INC COMMON 29412E100 729 17,800 SH DEFINED 2 17,800 EON LABS INC COMMON 29412E100 12 303 SH DEFINED 5 303 EQUIFAX INC COMMON 294429105 1,203 48,600 SH DEFINED 1 48,600 EQUIFAX INC COMMON 294429105 2 69 SH DEFINED 5 69 EQUITABLE RESOURCES INC COMMON 294549100 2,063 39,900 SH DEFINED 2 39,900 EQUITABLE RESOURCES INC COMMON 294549100 4 71 SH DEFINED 5 71 EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 4,624 170,000 SH DEFINED 1,4 170,000

Page 37/113 EQUITY RESIDENTIAL COMMON 29476L107 238 8,000 SH DEFINED 6 8,000 EQUITY RESIDENTIAL COMMON 29476L107 5,351 180,000 SH DEFINED 1,4 180,000 ERESEARCH TECHNOLOGY INC COMMON 29481V108 11,806 421,650 SH DEFINED 1 421,650 ERESEARCH TECHNOLOGY INC COMMON 29481V108 3,232 115,423 SH DEFINED 2 115,423 ERICSSON L M TEL CO ADR B SEK 10 COMMON 294821608 95 3,185 SH DEFINED 5 3,185 ESPEED INC CL A COMMON 296643109 9,459 535,900 SH DEFINED 1 535,900 ESPEED INC CL A COMMON 296643109 2,099 118,900 SH DEFINED 2 118,900 ESTEE LAUDER CO COMMON 518439104 77,526 1,589,290 SH DEFINED 1 1,589,290 ESTEE LAUDER CO COMMON 518439104 2,453 50,280 SH DEFINED 2 50,280 ESTEE LAUDER CO COMMON 518439104 51 1,044 SH DEFINED 5 1,044 ESTEE LAUDER CO COMMON 518439104 31,707 650,000 SH DEFINED 1,2 650,000 ESTEE LAUDER CO COMMON 518439104 256 5,250 SH DEFINED 2,3 5,250 ETABLISSEMENTS DELHAIZE FRERSPONSOR COMMON 29759W101 46 906 SH DEFINED 5 906 EURONET WORLDWIDE INC COMMON 298736109 30,009 1,297,400 SH DEFINED 1 1,297,400 EURONET WORLDWIDE INC COMMON 298736109 6,222 269,000 SH DEFINED 2 269,000 EURONET WORLDWIDE INC COMMON 298736109 203 8,796 SH DEFINED 5 8,796 EURONET WORLDWIDE INC COMMON 298736109 51 2,200 SH DEFINED 1,4 2,200 EURONET WORLDWIDE INC COMMON 298736109 136 5,900 SH DEFINED 2,3 5,900 EVEREST RE GROUP LTD COMMON G3223R108 6,348 79,000 SH DEFINED 1 79,000 EVEREST RE GROUP LTD COMMON G3223R108 1,607 20,000 SH DEFINED 2 20,000 EVEREST RE GROUP LTD COMMON G3223R108 1 10 SH DEFINED 5 10 EXACT SCIENCES CORP COMMON 30063P105 2,252 366,200 SH DEFINED 1 366,200 EXAR CORP COMMON 300645108 5,449 371,700 SH DEFINED 1 371,700 EXAR CORP COMMON 300645108 1,728 117,900 SH DEFINED 2 117,900 EXCEL TECHNOLOGY INC COMMON 30067T103 0 10 SH DEFINED 5 10 EXELON CORP COMMON 30161N101 1,743 52,360 SH DEFINED 1 52,360

Page 38/113 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 3,518 71,200 SH DEFINED 1 71,200 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 2,915 59,000 SH DEFINED 2 59,000 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 164 3,324 SH DEFINED 5 3,324 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 24,705 500,000 SH DEFINED 1,2 500,000 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 104 2,100 SH DEFINED 2,3 2,100 EXPRESS SCRIPTS INC COMMON 302182100 39,794 502,260 SH DEFINED 1 502,260 EXPRESS SCRIPTS INC COMMON 302182100 2,139 27,000 SH DEFINED 2 27,000 EXPRESS SCRIPTS INC COMMON 302182100 214 2,696 SH DEFINED 5 2,696 EXPRESSJET HOLDINGS INC COMMON 30218U108 376 31,000 SH DEFINED 2 31,000 EXULT INC COMMON 302284104 2,152 400,000 SH DEFINED 1 400,000 EXXON MOBIL CORP COMMON 30231G102 218,343 4,916,520 SH DEFINED 1 4,916,520 EXXON MOBIL CORP COMMON 30231G102 711 16,000 PUT DEFINED 1 16,000 EXXON MOBIL CORP COMMON 30231G102 50,665 1,140,850 SH DEFINED 2 1,140,850 EXXON MOBIL CORP COMMON 30231G102 1 27 SH DEFINED 5 27 EXXON MOBIL CORP COMMON 30231G102 506 11,400 SH DEFINED 6 11,400 EXXON MOBIL CORP COMMON 30231G102 79,303 1,785,700 SH DEFINED 1,2 1,785,700 EXXON MOBIL CORP COMMON 30231G102 15,099 340,000 SH DEFINED 1,4 340,000 EXXON MOBIL CORP COMMON 30231G102 253 5,700 SH DEFINED 2,3 5,700 F5 NETWORKS INC COMMON 315616102 2,158 81,500 SH DEFINED 1 81,500 F5 NETWORKS INC COMMON 315616102 212 8,000 SH DEFINED 6 8,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1,394 29,500 SH DEFINED 1 29,500 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1,792 37,900 SH DEFINED 2 37,900 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 9,014 190,700 SH DEFINED 1,4 190,700 FAIR ISAAC CORP COMMON 303250104 59,083 1,770,000 SH DEFINED 1 1,770,000 FAIR ISAAC CORP COMMON 303250104 6,092 182,500 SH DEFINED 2 182,500 FAIR ISAAC CORP COMMON 303250104 584 17,500 SH DEFINED 1,4 17,500 FAIR ISAAC CORP COMMON 303250104 237 7,100 SH DEFINED 2,3 7,100 FAIRCHILD SEMICON INTL CL A COMMON 303726103 715 43,700 SH DEFINED 1 43,700

Page 39/113 FAMILY DOLLAR STORES INC COMMON 307000109 56,283 1,850,200 SH DEFINED 1 1,850,200 FAMILY DOLLAR STORES INC COMMON 307000109 7,649 251,460 SH DEFINED 2 251,460 FAMILY DOLLAR STORES INC COMMON 307000109 15,898 522,606 SH DEFINED 5 522,606 FAMILY DOLLAR STORES INC COMMON 307000109 554 18,200 SH DEFINED 1,4 18,200 FAMILY DOLLAR STORES INC COMMON 307000109 33 1,100 SH DEFINED 2,3 1,100 FANNIE MAE COMMON 313586109 490,547 6,874,260 SH DEFINED 1 6,874,260 FANNIE MAE COMMON 313586109 23,670 331,700 SH DEFINED 2 331,700 FANNIE MAE COMMON 313586109 27,117 380,003 SH DEFINED 5 380,003 FANNIE MAE COMMON 313586109 2,712 38,000 SH DEFINED 1,4 38,000 FANNIE MAE COMMON 313586109 714 10,000 SH DEFINED 2,3 10,000 FANNIE MAE PFD 3.0 PREFERRED 313586851 9,191 183,450 SH DEFINED 1 183,450 FANNIE MAE PFD 3.0 PREFERRED 313586851 774 15,450 SH DEFINED 1,4 15,450 FANNIE MAE PFD 3.0 PREFERRED 313586851 55 1,100 SH DEFINED 2,3 1,100 FASTENAL CO COMMON 311900104 30,018 528,200 SH DEFINED 1 528,200 FASTENAL CO COMMON 311900104 3,079 54,180 SH DEFINED 2 54,180 FASTENAL CO COMMON 311900104 108 1,900 SH DEFINED 1,4 1,900 FASTENAL CO COMMON 311900104 176 3,100 SH DEFINED 2,3 3,100 FEDERAL AGRICULTURAL MTG CORP COMMON 313148306 3,085 128,900 SH DEFINED 1 128,900 FEDERAL NATIONAL MTG ASSN COMMON 313586109 377 5,286 SH DEFINED 5 5,286 FEDERAL SIGNAL CORP COMMON 313855108 0 1 SH DEFINED 5 1 FEDERATED DEPARTMENT STORES COMMON 31410H101 3 70 SH DEFINED 1 70 FEDERATED INVESTORS INC COMMON 314211103 3,975 131,000 SH DEFINED 1 131,000 FEDERATED INVESTORS INC COMMON 314211103 7 230 SH DEFINED 5 230 FEDEX CORP COMMON 31428X106 13 160 SH DEFINED 1 160 FEI CO COMMON 30241L109 7,218 301,900 SH DEFINED 1 301,900 FEI CO COMMON 30241L109 2,288 95,700 SH DEFINED 2 95,700 FIELDSTONE INVT CORP COMM 144A COMMON 31659U102 16,886 1,072,100 SH DEFINED 1 1,072,100 FIFTH THIRD BANCORP COMMON 316773100 16 300 SH DEFINED 1 300

Page 40/113 FIRST CASH FINL SVCS INC COMMON 31942D107 2,711 127,400 SH DEFINED 1 127,400 FIRST DATA CORP COMMON 319963104 604,040 13,567,830 SH DEFINED 1 13,567,830 FIRST DATA CORP COMMON 319963104 24,375 547,500 SH DEFINED 2 547,500 FIRST DATA CORP COMMON 319963104 23,474 527,258 SH DEFINED 5 527,258 FIRST DATA CORP COMMON 319963104 445 10,000 SH DEFINED 6 10,000 FIRST DATA CORP COMMON 319963104 59,879 1,345,000 SH DEFINED 1,2 1,345,000 FIRST DATA CORP COMMON 319963104 695 15,600 SH DEFINED 2,3 15,600 FIRST FINANCIAL HOLDINGS COMMON 320239106 196 6,800 SH DEFINED 1 6,800 FIRST MARBLEHEAD CORP COMMON 320771108 1,570 39,000 SH DEFINED 1 39,000 FIRST MARBLEHEAD CORP COMMON 320771108 1,651 41,000 SH DEFINED 2 41,000 FIRSTENERGY CORP COMMON 337932107 27,070 723,600 SH DEFINED 1 723,600 FIRSTENERGY CORP COMMON 337932107 430 11,500 SH DEFINED 2 11,500 FIRSTENERGY CORP COMMON 337932107 75 2,000 SH DEFINED 2,3 2,000 FISERV INC COMMON 337738108 65,288 1,678,797 SH DEFINED 1 1,678,797 FISERV INC COMMON 337738108 21,873 562,425 SH DEFINED 2 562,425 FISERV INC COMMON 337738108 106,948 2,750,000 SH DEFINED 1,2 2,750,000 FISERV INC COMMON 337738108 175 4,500 SH DEFINED 1,4 4,500 FISERV INC COMMON 337738108 610 15,687 SH DEFINED 2,3 15,687 FISHER SCIENTIFIC INTL COMMON 338032204 74,351 1,287,470 SH DEFINED 1 1,287,470 FISHER SCIENTIFIC INTL COMMON 338032204 6,378 110,450 SH DEFINED 2 110,450 FISHER SCIENTIFIC INTL COMMON 338032204 275 4,766 SH DEFINED 5 4,766 FISHER SCIENTIFIC INTL COMMON 338032204 156 2,700 SH DEFINED 1,4 2,700 FISHER SCIENTIFIC INTL COMMON 338032204 266 4,600 SH DEFINED 2,3 4,600 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 97 6,100 SH DEFINED 2 6,100 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 8,446 529,500 SH DEFINED 1,4 529,500 FLIR SYSTEMS INC COMMON 302445101 19,160 349,000 SH DEFINED 1 349,000 FLIR SYSTEMS INC COMMON 302445101 4,606 83,900 SH DEFINED 2 83,900 FLORIDA ROCK INDS INC COMMON 341140101 348 8,250 SH DEFINED 2 8,250 FLOWERS FOOD INC COMMON 343498101 13,031 498,300 SH DEFINED 1 498,300 FLOWSERVE CORP COMMON 34354P105 5 209 SH DEFINED 5 209

Page 41/113 FMC TECHNOLOGIES INC COMMON 30249U101 17,893 621,300 SH DEFINED 1 621,300 FMC TECHNOLOGIES INC COMMON 30249U101 3,629 126,000 SH DEFINED 2 126,000 FMC TECHNOLOGIES INC COMMON 30249U101 576 20,000 SH DEFINED 6 20,000 FOOT LOCKER INC COMMON 344849104 24,115 990,750 SH DEFINED 1 990,750 FOOT LOCKER INC COMMON 344849104 3,736 153,500 SH DEFINED 2 153,500 FOOT LOCKER INC COMMON 344849104 15,380 631,900 SH DEFINED 1,2 631,900 FOOT LOCKER INC COMMON 344849104 56 2,300 SH DEFINED 1,4 2,300 FOOT LOCKER INC COMMON 344849104 114 4,700 SH DEFINED 2,3 4,700 FOREST LABORATORIES INC COMMON 345838106 33,689 594,900 SH DEFINED 1 594,900 FOREST LABORATORIES INC COMMON 345838106 12,328 217,700 SH DEFINED 2 217,700 FOREST LABORATORIES INC COMMON 345838106 1 22 SH DEFINED 5 22 FOREST LABORATORIES INC COMMON 345838106 849 15,000 SH DEFINED 6 15,000 FOREST LABORATORIES INC COMMON 345838106 45,808 808,900 SH DEFINED 1,2 808,900 FOREST LABORATORIES INC COMMON 345838106 328 5,800 SH DEFINED 2,3 5,800 FORMFACTOR INC COMMON 346375108 14,161 630,800 SH DEFINED 1 630,800 FORMFACTOR INC COMMON 346375108 2,669 118,900 SH DEFINED 2 118,900 FORRESTER RESEARCH INC COMMON 346563109 9,491 508,900 SH DEFINED 1 508,900 FORRESTER RESEARCH INC COMMON 346563109 2,122 113,800 SH DEFINED 2 113,800 FORTUNE BRANDS INC COMMON 349631101 64,183 850,900 SH DEFINED 1 850,900 FORTUNE BRANDS INC COMMON 349631101 12,297 163,020 SH DEFINED 2 163,020 FORTUNE BRANDS INC COMMON 349631101 75 990 SH DEFINED 5 990 FORTUNE BRANDS INC COMMON 349631101 26,401 350,000 SH DEFINED 1,2 350,000 FORTUNE BRANDS INC COMMON 349631101 336 4,450 SH DEFINED 2,3 4,450 FORWARD AIR CORPORATION COMMON 349853101 1,870 50,000 SH DEFINED 1 50,000 FOSSIL INC COMMON 349882100 9,430 346,050 SH DEFINED 1 346,050 FOSSIL INC COMMON 349882100 2,992 109,800 SH DEFINED 2 109,800 FOSSIL INC COMMON 349882100 218 8,000 SH DEFINED 6 8,000 FOUNDRY NETWORKS INC COMMON 35063R100 6,261 445,000 SH DEFINED 1 445,000

Page 42/113 FPL GROUP INC COMMON 302571104 119,175 1,863,560 SH DEFINED 1 1,863,560 FPL GROUP INC COMMON 302571104 12,202 190,800 SH DEFINED 2 190,800 FPL GROUP INC COMMON 302571104 18,940 296,177 SH DEFINED 5 296,177 FPL GROUP INC COMMON 302571104 32,691 511,200 SH DEFINED 1,2 511,200 FPL GROUP INC COMMON 302571104 505 7,900 SH DEFINED 1,4 7,900 FPL GROUP INC COMMON 302571104 42 650 SH DEFINED 2,3 650 FRANKLIN BANK CORP CL A 144A COMMON 352448104 2,136 135,000 SH DEFINED 1 135,000 FRANKLIN BANK CORP/ HOUSTON COMMON 352451108 65 4,100 SH DEFINED 1 4,100 FRANKLIN RESOURCES INC COMMON 354613101 5,203 103,900 SH DEFINED 1 103,900 FRANKLIN RESOURCES INC COMMON 354613101 205 4,100 SH DEFINED 2 4,100 FRANKLIN RESOURCES INC COMMON 354613101 14 280 SH DEFINED 5 280 FRANKLIN RESOURCES INC COMMON 354613101 210 4,200 SH DEFINED 6 4,200 FRANKLIN RESOURCES INC COMMON 354613101 12,520 250,000 SH DEFINED 1,2 250,000 FRANKLIN RESOURCES INC COMMON 354613101 100 2,000 SH DEFINED 2,3 2,000 FREDDIE MAC COMMON 313400301 3,507 55,400 SH DEFINED 1 55,400 FREDDIE MAC COMMON 313400301 0 1 SH DEFINED 5 1 FREDDIE MAC COMMON 313400301 525 8,300 SH DEFINED 6 8,300 FREDDIE MAC COMMON 313400301 8,197 129,500 SH DEFINED 1,4 129,500 FREDS INC COMMON 356108100 17,177 777,600 SH DEFINED 1 777,600 FREDS INC COMMON 356108100 2,660 120,400 SH DEFINED 2 120,400 FREEPORT-MCMORAN COPPER & GOLD INC. COMMON 35671D857 50 1,500 SH DEFINED 1 1,500 FREMONT GENERAL CORP COMMON 357288109 688 39,000 SH DEFINED 1 39,000 FREMONT GENERAL CORP COMMON 357288109 215 12,200 SH DEFINED 2 12,200 FREMONT GENERAL CORP COMMON 357288109 1,470 83,300 SH DEFINED 1,4 83,300 FRIEDMAN BILLINGS RAMSEY A COMMON 358434108 12,928 653,280 SH DEFINED 1 653,280 GALLAGHER ARTHUR J & CO COMMON 363576109 2 74 SH DEFINED 5 74 GAMESTOP CORP COMMON 36466R101 11,805 775,600 SH DEFINED 1 775,600 GAMESTOP CORP COMMON 36466R101 2,408 158,200 SH DEFINED 2 158,200

Page 43/113 GANNETT CO COMMON 364730101 83,331 982,100 SH DEFINED 1 982,100 GANNETT CO COMMON 364730101 5,320 62,700 SH DEFINED 2 62,700 GANNETT CO COMMON 364730101 80,608 950,000 SH DEFINED 1,2 950,000 GANNETT CO COMMON 364730101 178 2,100 SH DEFINED 2,3 2,100 GAP INC COMMON 364760108 448,023 18,475,160 SH DEFINED 1 18,475,160 GAP INC COMMON 364760108 32,716 1,349,120 SH DEFINED 2 1,349,120 GAP INC COMMON 364760108 19,980 823,923 SH DEFINED 5 823,923 GAP INC COMMON 364760108 129,738 5,350,000 SH DEFINED 1,2 5,350,000 GAP INC COMMON 364760108 2,643 109,000 SH DEFINED 1,4 109,000 GAP INC COMMON 364760108 1,525 62,900 SH DEFINED 2,3 62,900 GARMIN LTD COMMON G37260109 13,738 370,900 SH DEFINED 1 370,900 GARTNER GROUP INC COMMON 366651107 3,966 300,000 SH DEFINED 1 300,000 GAYLORD ENTERTAINMENT CO COMMON 367905106 3,139 100,000 SH DEFINED 1 100,000 GENENCOR INTL INC COMMON 368709101 5,215 318,600 SH DEFINED 1 318,600 GENENCOR INTL INC COMMON 368709101 1,655 101,100 SH DEFINED 2 101,100 GENENTECH INC COMMON 368710406 100,759 1,792,860 SH DEFINED 1 1,792,860 GENENTECH INC COMMON 368710406 16,569 294,830 SH DEFINED 2 294,830 GENENTECH INC COMMON 368710406 45 801 SH DEFINED 5 801 GENENTECH INC COMMON 368710406 50,580 900,000 SH DEFINED 1,2 900,000 GENENTECH INC COMMON 368710406 599 10,650 SH DEFINED 2,3 10,650 GENERAL DYNAMICS CORP COMMON 369550108 999 10,060 SH DEFINED 1 10,060 GENERAL ELECTRIC CO COMMON 369604103 304,115 9,386,250 SH DEFINED 1 9,386,250 GENERAL ELECTRIC CO COMMON 369604103 54,912 1,694,810 SH DEFINED 2 1,694,810 GENERAL ELECTRIC CO COMMON 369604103 1 40 SH DEFINED 5 40 GENERAL ELECTRIC CO COMMON 369604103 95,078 2,934,500 SH DEFINED 1,2 2,934,500 GENERAL ELECTRIC CO COMMON 369604103 353 10,900 SH DEFINED 2,3 10,900 GENERAL MILLS INC COMMON 370334104 182,406 3,837,700 SH DEFINED 1 3,837,700 GENERAL MILLS INC COMMON 370334104 765 16,100 SH DEFINED 2 16,100 GENERAL MILLS INC COMMON 370334104 89,356 1,880,000 SH DEFINED 1,2 1,880,000 GENESCO INC COMMON 371532102 714 30,200 SH DEFINED 1 30,200

Page 44/113 GENESIS MICROCHIP INC COMMON 37184C103 4,182 303,700 SH DEFINED 1 303,700 GENESIS MICROCHIP INC COMMON 37184C103 1,325 96,200 SH DEFINED 2 96,200 GEN-PROBE INC COMMON 36866T103 20,518 433,600 SH DEFINED 1 433,600 GEN-PROBE INC COMMON 36866T103 4,131 87,300 SH DEFINED 2 87,300 GEN-PROBE INC COMMON 36866T103 115 2,420 SH DEFINED 5 2,420 GENTEX CORP COMMON 371901109 10,583 266,700 SH DEFINED 1 266,700 GENTEX CORP COMMON 371901109 1,329 33,500 SH DEFINED 2 33,500 GENTEX CORP COMMON 371901109 44 1,100 SH DEFINED 1,4 1,100 GENTEX CORP COMMON 371901109 123 3,100 SH DEFINED 2,3 3,100 GENUINE PARTS CO COMMON 372460105 46,620 1,174,900 SH DEFINED 1 1,174,900 GENUINE PARTS CO COMMON 372460105 4,635 116,800 SH DEFINED 2 116,800 GENUINE PARTS CO COMMON 372460105 659 16,600 SH DEFINED 1,4 16,600 GENUINE PARTS CO COMMON 372460105 48 1,200 SH DEFINED 2,3 1,200 GENWORTH FINANCIAL INC CL A COMMON 37247D106 132,295 5,764,500 SH DEFINED 1 5,764,500 GENWORTH FINANCIAL INC CL A COMMON 37247D106 6,672 290,700 SH DEFINED 2 290,700 GENWORTH FINANCIAL INC CL A COMMON 37247D106 41,310 1,800,000 SH DEFINED 1,2 1,800,000 GENWORTH FINANCIAL INC CL A COMMON 37247D106 482 21,000 SH DEFINED 2,3 21,000 GENZYME CORP COMMON 372917104 14,909 315,000 SH DEFINED 1 315,000 GENZYME CORP COMMON 372917104 3,091 65,300 SH DEFINED 2 65,300 GENZYME CORP COMMON 372917104 2 32 SH DEFINED 5 32 GENZYME CORP COMMON 372917104 24,545 518,600 SH DEFINED 1,2 518,600 GENZYME CORP COMMON 372917104 114 2,400 SH DEFINED 2,3 2,400 GEORGIA PACIFIC CORP COMMON 373298108 137,980 3,731,200 SH DEFINED 1 3,731,200 GEORGIA PACIFIC CORP COMMON 373298108 5,026 135,900 SH DEFINED 2 135,900 GEORGIA PACIFIC CORP COMMON 373298108 10 279 SH DEFINED 5 279 GEORGIA PACIFIC CORP COMMON 373298108 44,376 1,200,000 SH DEFINED 1,2 1,200,000 GEORGIA PACIFIC CORP COMMON 373298108 666 18,000 SH DEFINED 1,4 18,000 GEORGIA PACIFIC CORP COMMON 373298108 52 1,400 SH DEFINED 2,3 1,400 GETTY IMAGES INC COMMON 374276103 56,376 939,600 SH DEFINED 1 939,600 GETTY IMAGES INC COMMON 374276103 8,826 147,100 SH DEFINED 2 147,100 GETTY IMAGES INC COMMON 374276103 171 2,845 SH DEFINED 5 2,845 GETTY IMAGES INC COMMON 374276103 450 7,500 SH DEFINED 6 7,500 GETTY IMAGES INC COMMON 374276103 54 900 SH DEFINED 1,4 900 GETTY IMAGES INC COMMON 374276103 138 2,300 SH DEFINED 2,3 2,300

Page 45/113 GEVITY HR INC COMMON 374393106 9,549 364,600 SH DEFINED 1 364,600 GEVITY HR INC COMMON 374393106 2,543 97,100 SH DEFINED 2 97,100 GIBRALTAR STEEL CORP COMMON 37476F103 8,258 251,600 SH DEFINED 1 251,600 GIBRALTAR STEEL CORP COMMON 37476F103 2,619 79,800 SH DEFINED 2 79,800 GILEAD SCIENCES INC COMMON 375558103 18,539 276,700 SH DEFINED 1 276,700 GILEAD SCIENCES INC COMMON 375558103 6,526 97,400 SH DEFINED 2 97,400 GILEAD SCIENCES INC COMMON 375558103 36,488 544,600 SH DEFINED 1,2 544,600 GILEAD SCIENCES INC COMMON 375558103 161 2,400 SH DEFINED 2,3 2,400 GILLETTE CO COMMON 375766102 137,635 3,246,100 SH DEFINED 1 3,246,100 GILLETTE CO COMMON 375766102 33,558 791,460 SH DEFINED 2 791,460 GILLETTE CO COMMON 375766102 86 2,029 SH DEFINED 5 2,029 GILLETTE CO COMMON 375766102 91,160 2,150,000 SH DEFINED 1,2 2,150,000 GILLETTE CO COMMON 375766102 15,463 364,700 SH DEFINED 1,4 364,700 GILLETTE CO COMMON 375766102 787 18,550 SH DEFINED 2,3 18,550 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 144,015 3,473,600 SH DEFINED 1 3,473,600 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 3,487 84,100 SH DEFINED 2 84,100 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 84 2,015 SH DEFINED 5 2,015 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 59,288 1,430,000 SH DEFINED 1,2 1,430,000 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 8,267 199,400 SH DEFINED 1,4 199,400 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 8,556 233,400 SH DEFINED 1 233,400 GLOBAL PAYMENTS INC COMMON 37940X102 9,004 200,000 SH DEFINED 1 200,000 GLOBAL PAYMENTS INC COMMON 37940X102 2,931 65,100 SH DEFINED 2 65,100 GLOBAL PAYMENTS INC COMMON 37940X102 12 262 SH DEFINED 5 262 GLOBALSANTAFE CORP COMMON G3930E101 769 29,000 SH DEFINED 1 29,000 GLOBALSANTAFE CORP COMMON G3930E101 1 25 SH DEFINED 5 25 GOL LINHAS AEREAS INTEL- ADR COMMON 38045R107 1,029 60,500 SH DEFINED 1 60,500 GOLDEN WEST FINANCIAL CORP COMMON 381317106 4,579 43,060 SH DEFINED 1 43,060 GOLDEN WEST FINANCIAL CORP COMMON 381317106 948 8,910 SH DEFINED 2 8,910 GOLDEN WEST FINANCIAL CORP COMMON 381317106 51 477 SH DEFINED 5 477

Page 46/113 GOLDMAN SACHS GROUP INC COMMON 38141G104 133,604 1,418,900 SH DEFINED 1 1,418,900 GOLDMAN SACHS GROUP INC COMMON 38141G104 28,790 305,755 SH DEFINED 2 305,755 GOLDMAN SACHS GROUP INC COMMON 38141G104 0 1 SH DEFINED 5 1 GOLDMAN SACHS GROUP INC COMMON 38141G104 112,992 1,200,000 SH DEFINED 1,2 1,200,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 6,956 73,875 SH DEFINED 1,4 73,875 GOLDMAN SACHS GROUP INC COMMON 38141G104 895 9,500 SH DEFINED 2,3 9,500 GRACO INC COMMON 384109104 2,131 68,625 SH DEFINED 1 68,625 GRACO INC COMMON 384109104 4 135 SH DEFINED 5 135 GRAFTECH INTERNATIONAL LTD COMMON 384313102 5,866 560,800 SH DEFINED 1 560,800 GRANT PRIDECO INC COMMON 38821G101 1 35 SH DEFINED 5 35 GREAT LAKES CHEMICAL CORP. COMMON 390568103 17,567 649,200 SH DEFINED 1 649,200 GREATER BAY BANCORP COMMON 391648102 7,271 251,600 SH DEFINED 1 251,600 GREATER BAY BANCORP COMMON 391648102 2,306 79,800 SH DEFINED 2 79,800 GREY WOLF INC COMMON 397888108 6,499 1,532,700 SH DEFINED 1 1,532,700 GREY WOLF INC COMMON 397888108 2,061 486,000 SH DEFINED 2 486,000 GRUPO AEROPORTUARIO SUR ADR COMMON 40051E202 161 8,700 SH DEFINED 1 8,700 GRUPO TELEVISA S.A. ADR COMMON 40049J206 10,106 223,228 SH DEFINED 1 223,228 GRUPO TELEVISA S.A. ADR COMMON 40049J206 81 1,800 SH DEFINED 2 1,800 GRUPO TELEVISA S.A. ADR COMMON 40049J206 41 900 SH DEFINED 1,4 900 GTECH HOLDINGS CORP COMMON 400518106 5,715 123,400 SH DEFINED 1 123,400 GTECH HOLDINGS CORP COMMON 400518106 1 25 SH DEFINED 5 25 GUCCI GROUP N V SHS-N Y REGISTR COMMON 401566104 11 134 SH DEFINED 5 134 GUIDANT CORP COMMON 401698105 11,267 201,630 SH DEFINED 1 201,630 GUIDANT CORP COMMON 401698105 2,783 49,800 SH DEFINED 2 49,800 GUIDANT CORP COMMON 401698105 23,978 429,100 SH DEFINED 1,2 429,100 GUIDANT CORP COMMON 401698105 106 1,900 SH DEFINED 2,3 1,900 GUITAR CENTER INC COMMON 402040109 2,224 50,000 SH DEFINED 1 50,000

Page 47/113 GULFMARK OFFSHORE INC COMMON 402629109 5,720 362,500 SH DEFINED 1 362,500 GULFMARK OFFSHORE INC COMMON 402629109 1,815 115,000 SH DEFINED 2 115,000 GUS PLC COMMON 40330M108 104 6,797 SH DEFINED 5 6,797 H & R BLOCK INC COMMON 93671105 180 3,768 SH DEFINED 5 3,768 HAEMONETICS CORPORATION COMMON 405024100 901 30,400 SH DEFINED 1 30,400 HAEMONETICS CORPORATION COMMON 405024100 211 7,100 SH DEFINED 2 7,100 HALLIBURTON CO COMMON 406216101 263,289 8,700,900 SH DEFINED 1 8,700,900 HALLIBURTON CO COMMON 406216101 2,430 80,300 SH DEFINED 2 80,300 HALLIBURTON CO COMMON 406216101 13,741 454,113 SH DEFINED 5 454,113 HALLIBURTON CO COMMON 406216101 375 12,400 SH DEFINED 2,3 12,400 HARLEY-DAVIDSON INC COMMON 412822108 19,761 319,040 SH DEFINED 1 319,040 HARLEY-DAVIDSON INC COMMON 412822108 3,859 62,300 SH DEFINED 2 62,300 HARLEY-DAVIDSON INC COMMON 412822108 30,970 500,000 SH DEFINED 1,2 500,000 HARLEY-DAVIDSON INC COMMON 412822108 136 2,200 SH DEFINED 2,3 2,200 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 29,656 325,890 SH DEFINED 1 325,890 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 2,499 27,460 SH DEFINED 2 27,460 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 57 630 SH DEFINED 5 630 HARRAHS ENTERTAINMENT INC COMMON 413619107 14,439 266,900 SH DEFINED 1 266,900 HARRIS CORP COMMON 413875105 13,007 256,300 SH DEFINED 1 256,300 HARRIS CORP COMMON 413875105 1 10 SH DEFINED 5 10 HARTFORD FINANCIAL SERVICES GRP COMMON 416515104 72,541 1,055,300 SH DEFINED 1 1,055,300 HARVARD BIOSCIENCE INC COMMON 416906105 1,798 401,300 SH DEFINED 1 401,300 HARVARD BIOSCIENCE INC COMMON 416906105 591 131,900 SH DEFINED 2 131,900 HARVEST NATURAL RESOURCES COMMON 41754V103 8,201 550,000 SH DEFINED 1 550,000 HARVEST NATURAL RESOURCES COMMON 41754V103 2,664 178,700 SH DEFINED 2 178,700 HASBRO INC COMMON 418056107 14,024 738,100 SH DEFINED 1 738,100 HASBRO INC COMMON 418056107 1,482 78,000 SH DEFINED 2 78,000 HASBRO INC COMMON 418056107 1 35 SH DEFINED 5 35

Page 48/113 HCA INC COMMON 404119109 376,038 9,041,560 SH DEFINED 1 9,041,560 HCA INC COMMON 404119109 6,908 166,100 SH DEFINED 2 166,100 HCA INC COMMON 404119109 16,287 391,593 SH DEFINED 5 391,593 HCA INC COMMON 404119109 42,584 1,023,900 SH DEFINED 1,2 1,023,900 HCA INC COMMON 404119109 387 9,300 SH DEFINED 2,3 9,300 HCC INSURANCE HOLDINGS INC COMMON 404132102 12,569 376,200 SH DEFINED 1 376,200 HCC INSURANCE HOLDINGS INC COMMON 404132102 2,516 75,300 SH DEFINED 2 75,300 HCC INSURANCE HOLDINGS INC COMMON 404132102 138 4,145 SH DEFINED 5 4,145 HDFC BANK LTD ADR COMMON 40415F101 2,935 109,261 SH DEFINED 1 109,261 HDFC BANK LTD ADR COMMON 40415F101 91 3,400 SH DEFINED 2 3,400 HDFC BANK LTD ADR COMMON 40415F101 78 2,902 SH DEFINED 5 2,902 HDFC BANK LTD ADR COMMON 40415F101 46 1,700 SH DEFINED 1,4 1,700 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 36,663 1,635,300 SH DEFINED 1 1,635,300 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 4,118 183,670 SH DEFINED 2 183,670 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 105 4,683 SH DEFINED 5 4,683 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 52 2,300 SH DEFINED 1,4 2,300 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 90 4,000 SH DEFINED 2,3 4,000 HEALTH NET INC COMMON 42222G108 15,245 575,300 SH DEFINED 1 575,300 HEALTH NET INC COMMON 42222G108 1,789 67,500 SH DEFINED 2 67,500 HEALTH NET INC COMMON 42222G108 61 2,300 SH DEFINED 1,4 2,300 HEALTH NET INC COMMON 42222G108 154 5,800 SH DEFINED 2,3 5,800 HEALTHEXTRAS INC COMMON 422211102 5,964 359,900 SH DEFINED 1 359,900 HELEN OF TROY LTD COMMON G4388N106 5,531 150,000 SH DEFINED 1 150,000 HENRY SCHEIN INC COMMON 806407102 28,609 453,100 SH DEFINED 1 453,100 HENRY SCHEIN INC COMMON 806407102 1,484 23,500 SH DEFINED 2 23,500 HENRY SCHEIN INC COMMON 806407102 51 800 SH DEFINED 1,4 800 HENRY SCHEIN INC COMMON 806407102 101 1,600 SH DEFINED 2,3 1,600 HERMAN MILLER INC COMMON 600544100 37,092 1,281,700 SH DEFINED 1 1,281,700 HERMAN MILLER INC COMMON 600544100 3,856 133,250 SH DEFINED 2 133,250 HERMAN MILLER INC COMMON 600544100 22,369 772,964 SH DEFINED 5 772,964 HERMAN MILLER INC COMMON 600544100 495 17,100 SH DEFINED 1,4 17,100 HERMAN MILLER INC COMMON 600544100 39 1,350 SH DEFINED 2,3 1,350

Page 49/113 HERSHEY FOODS CORP COMMON 427866108 3,442 74,400 SH DEFINED 1 74,400 HERSHEY FOODS CORP COMMON 427866108 130 2,800 SH DEFINED 2,3 2,800 HEWLETT PACKARD CO COMMON 428236103 12,995 615,870 SH DEFINED 1 615,870 HI/FN INC COMMON 428358105 0 12 SH DEFINED 1,4 12 HIBERNIA CORP CL A COMMON 428656102 29,792 1,226,000 SH DEFINED 1 1,226,000 HIBERNIA CORP CL A COMMON 428656102 2,821 116,100 SH DEFINED 2 116,100 HIBERNIA CORP CL A COMMON 428656102 15,213 626,042 SH DEFINED 5 626,042 HIBERNIA CORP CL A COMMON 428656102 365 15,000 SH DEFINED 1,4 15,000 HIBERNIA CORP CL A COMMON 428656102 32 1,300 SH DEFINED 2,3 1,300 HIGHLAND HOSPITALITY CORP COMMON 430141101 2,532 251,900 SH DEFINED 1 251,900 HILB ROGAL & HOBBS CO COMMON 431294107 3,047 85,400 SH DEFINED 1 85,400 HMS HOLDINGS CORP COMMON 40425J101 10,413 1,750,000 SH DEFINED 1 1,750,000 HMS HOLDINGS CORP COMMON 40425J101 4,944 831,000 SH DEFINED 2 831,000 HOME DEPOT INC COMMON 437076102 62,659 1,780,080 SH DEFINED 1 1,780,080 HOME DEPOT INC COMMON 437076102 26,408 750,230 SH DEFINED 2 750,230 HOME DEPOT INC COMMON 437076102 67 1,898 SH DEFINED 5 1,898 HOME DEPOT INC COMMON 437076102 17,600 500,000 SH DEFINED 1,2 500,000 HOME DEPOT INC COMMON 437076102 327 9,300 SH DEFINED 2,3 9,300 HONDA MTR LTD ADR 10 ORD COMMON 438128308 0 1 SH DEFINED 5 1 HONEYWELL INTL INC COMMON 438516106 230,051 6,280,400 SH DEFINED 1 6,280,400 HONEYWELL INTL INC COMMON 438516106 15,476 422,500 SH DEFINED 2 422,500 HONEYWELL INTL INC COMMON 438516106 13,654 372,776 SH DEFINED 5 372,776 HONEYWELL INTL INC COMMON 438516106 21,978 600,000 SH DEFINED 1,2 600,000 HONEYWELL INTL INC COMMON 438516106 513 14,000 SH DEFINED 2,3 14,000 HONGKONG ELEC HLDGS LTD ADR SPO COMMON 438580300 0 1 SH DEFINED 5 1 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

Page 50/113 HOSPIRA INC COMMON 441060100 16,695 604,904 SH DEFINED 1 604,904 HOSPIRA INC COMMON 441060100 1,515 54,880 SH DEFINED 2 54,880 HOSPIRA INC COMMON 441060100 0 3 SH DEFINED 5 3 HOSPIRA INC COMMON 441060100 2,180 79,000 SH DEFINED 1,2 79,000 HOSPIRA INC COMMON 441060100 41 1,500 SH DEFINED 1,4 1,500 HOT TOPIC INC COMMON 441339108 13,324 650,250 SH DEFINED 1 650,250 HOT TOPIC INC COMMON 441339108 2,186 106,674 SH DEFINED 2 106,674 HOT TOPIC INC COMMON 441339108 328 16,000 SH DEFINED 6 16,000 HOUSTON EXPLORATION COMPANY COMMON 442120101 2,167 41,800 SH DEFINED 1 41,800 HOUSTON EXPLORATION COMPANY COMMON 442120101 1,337 25,800 SH DEFINED 2 25,800 HOUSTON EXPLORATION COMPANY COMMON 442120101 2,343 45,200 SH DEFINED 1,4 45,200 HSBC HLDGS PLC ADR COMMON 404280406 0 1 SH DEFINED 5 1 HUDSON UNITED BANCORP COMMON 444165104 27,002 724,300 SH DEFINED 1 724,300 HUDSON UNITED BANCORP COMMON 444165104 2,634 70,650 SH DEFINED 2 70,650 HUDSON UNITED BANCORP COMMON 444165104 337 9,050 SH DEFINED 1,4 9,050 HUDSON UNITED BANCORP COMMON 444165104 32 850 SH DEFINED 2,3 850 HUMAN GENOME SCIENCES INC COMMON 444903108 930 80,000 SH DEFINED 1 80,000 HUMAN GENOME SCIENCES INC COMMON 444903108 335 28,800 SH DEFINED 2 28,800 HUNT JB TRANSPORTATION SERVICES INC COMMON 445658107 2,296 59,500 SH DEFINED 1 59,500 HUNT JB TRANSPORTATION SERVICES INC COMMON 445658107 3,573 92,600 SH DEFINED 2 92,600 HUNT JB TRANSPORTATION SERVICES INC COMMON 445658107 3,507 90,900 SH DEFINED 1,4 90,900 HUTCHISON WHAMPOA LTD ADR COMMON 448415208 74 2,179 SH DEFINED 5 2,179 ICON PLC - SPONSORED ADR COMMON 45103T107 12,203 277,400 SH DEFINED 1 277,400 ICON PLC - SPONSORED ADR COMMON 45103T107 3,334 75,800 SH DEFINED 2 75,800 ICOS CORP COMMON 449295104 10,328 346,100 SH DEFINED 1 346,100 ICOS CORP COMMON 449295104 1,253 42,000 SH DEFINED 2 42,000 ICOS CORP COMMON 449295104 42 1,400 SH DEFINED 1,4 1,400 ICOS CORP COMMON 449295104 101 3,400 SH DEFINED 2,3 3,400 IDEXX LABORATORIES INC COMMON 45168D104 14,036 223,000 SH DEFINED 1 223,000

Page 51/113 II-VI INC COMMON 902104108 8,140 265,500 SH DEFINED 1 265,500 II-VI INC COMMON 902104108 2,579 84,100 SH DEFINED 2 84,100 IKON OFFICE SOLUTIONS INC COMMON 451713101 1 63 SH DEFINED 5 63 ILLINOIS TOOL WORKS COMMON 452308109 177,702 1,853,185 SH DEFINED 1 1,853,185 ILLINOIS TOOL WORKS COMMON 452308109 7,048 73,500 SH DEFINED 2 73,500 ILLINOIS TOOL WORKS COMMON 452308109 108,308 1,129,500 SH DEFINED 1,2 1,129,500 ILLINOIS TOOL WORKS COMMON 452308109 211 2,200 SH DEFINED 2,3 2,200 IMAX CORP COMMON 45245E109 5,575 1,006,400 SH DEFINED 1 1,006,400 IMAX CORP COMMON 45245E109 1,768 319,100 SH DEFINED 2 319,100 IMAX CORP COMMON 45245E109 111 20,026 SH DEFINED 5 20,026 IMCLONE SYSTEMS COMMON 45245W109 1,201 14,000 SH DEFINED 1 14,000 IMCLONE SYSTEMS COMMON 45245W109 1,201 14,000 SH DEFINED 2 14,000 IMCLONE SYSTEMS COMMON 45245W109 2 18 SH DEFINED 5 18 IMCLONE SYSTEMS COMMON 45245W109 1,707 19,900 SH DEFINED 1,4 19,900 IMMUNICON CORP COMMON 45260A107 913 116,100 SH DEFINED 1 116,100 IMMUNICON CORP COMMON 45260A107 85 10,800 SH DEFINED 2 10,800 IMPAX LABORATORIES INC COMMON 45256B101 14,613 754,000 SH DEFINED 1 754,000 IMPAX LABORATORIES INC COMMON 45256B101 1,700 87,700 SH DEFINED 2 87,700 IMPAX LABORATORIES INC COMMON 45256B101 56 2,900 SH DEFINED 1,4 2,900 IMPAX LABORATORIES INC COMMON 45256B101 138 7,100 SH DEFINED 2,3 7,100 IMPERIAL TOBACCO GROUP PLC ADR SPON COMMON 453142101 309 7,036 SH DEFINED 5 7,036 IMS HEALTH INC COMMON 449934108 204,780 8,736,330 SH DEFINED 1 8,736,330 IMS HEALTH INC COMMON 449934108 10,121 431,790 SH DEFINED 2 431,790 IMS HEALTH INC COMMON 449934108 41,588 1,774,218 SH DEFINED 5 1,774,218 IMS HEALTH INC COMMON 449934108 921 39,300 SH DEFINED 1,4 39,300 IMS HEALTH INC COMMON 449934108 363 15,500 SH DEFINED 2,3 15,500 INAMED CORP COMMON 453235103 1 22 SH DEFINED 5 22 INDYMAC MORTGAGE HLDS COMMON 456607100 1,899 60,080 SH DEFINED 1 60,080 INFORMATICA CORP COMMON 45666Q102 3,472 455,000 SH DEFINED 1 455,000

Page 52/113 INFOSYS TECHNOLOGIES ADR COMMON 456788108 9,017 97,200 SH DEFINED 1 97,200 INFOSYS TECHNOLOGIES ADR COMMON 456788108 482 5,200 SH DEFINED 2 5,200 INFOSYS TECHNOLOGIES ADR COMMON 456788108 223 2,394 SH DEFINED 5 2,394 INFOSYS TECHNOLOGIES ADR COMMON 456788108 5,180 55,840 SH DEFINED 1,4 55,840 INFOSYS TECHNOLOGIES ADR COMMON 456788108 195 2,100 SH DEFINED 2,3 2,100 INGERSOLL RAND CO CL A COMMON G4776G101 35,214 515,500 SH DEFINED 1 515,500 INGERSOLL RAND CO CL A COMMON G4776G101 22,036 322,590 SH DEFINED 2 322,590 INGERSOLL RAND CO CL A COMMON G4776G101 95,634 1,400,000 SH DEFINED 1,2 1,400,000 INGERSOLL RAND CO CL A COMMON G4776G101 499 7,300 SH DEFINED 2,3 7,300 INGRAM MICRO INC CL-A COMMON 457153104 8,912 615,900 SH DEFINED 1 615,900 INKINE PHARMACEUTICAL CO INC COMMON 457214104 871 225,000 SH DEFINED 1 225,000 INSIGHT ENTERPRISES INC COMMON 45765U103 9,431 531,000 SH DEFINED 1 531,000 INSIGHT ENTERPRISES INC COMMON 45765U103 2,984 168,000 SH DEFINED 2 168,000 INTEGRA LIFESCIENCES HLDG COMMON 457985208 8,818 250,000 SH DEFINED 1 250,000 INTEGRA LIFESCIENCES HLDG COMMON 457985208 2,793 79,200 SH DEFINED 2 79,200 INTEGRATED ALARM SERVICES COMMON 45890M109 1,108 205,200 SH DEFINED 1 205,200 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 9,593 353,200 SH DEFINED 1 353,200 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 3,064 112,800 SH DEFINED 2 112,800 INTEGRATED DEVICE TECH INC COMMON 458118106 21 1,488 SH DEFINED 5 1,488 INTEGRATED SILICON SOLUTION COMMON 45812P107 740 60,600 SH DEFINED 1 60,600 INTEL CORP COMMON 458140100 194,385 7,042,920 SH DEFINED 1 7,042,920 INTEL CORP COMMON 458140100 47,529 1,722,070 SH DEFINED 2 1,722,070 INTEL CORP COMMON 458140100 36 1,292 SH DEFINED 5 1,292 INTEL CORP COMMON 458140100 122,530 4,439,500 SH DEFINED 1,2 4,439,500 INTEL CORP COMMON 458140100 15,191 550,400 SH DEFINED 1,4 550,400 INTEL CORP COMMON 458140100 591 21,400 SH DEFINED 2,3 21,400 INTERACTIVECORP COMMON 45840Q101 63,442 2,104,900 SH DEFINED 1 2,104,900 INTERACTIVECORP COMMON 45840Q101 289 9,600 SH DEFINED 2 9,600 INTERACTIVECORP COMMON 45840Q101 1 40 SH DEFINED 5 40 INTERACTIVECORP COMMON 45840Q101 32,250 1,070,000 SH DEFINED 1,2 1,070,000

Page 53/113 INTERDIGITAL COMM CORP COMMON 45866A105 4,057 215,700 SH DEFINED 1 215,700 INTERGRAPH CORP COMMON 458683109 7,758 300,000 SH DEFINED 1 300,000 INTERGRAPH CORP COMMON 458683109 2,506 96,900 SH DEFINED 2 96,900 INTERMAGNETICS GENERAL CORP COMMON 458771102 3,403 100,000 SH DEFINED 1 100,000 INTERMUNE INC COMMON 45884X103 7,170 465,000 SH DEFINED 1 465,000 INTERMUNE INC COMMON 45884X103 911 59,100 SH DEFINED 2 59,100 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 84,176 2,180,730 SH DEFINED 1 2,180,730 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 17,657 457,440 SH DEFINED 2 457,440 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 127 3,279 SH DEFINED 5 3,279 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 28,950 750,000 SH DEFINED 1,2 750,000 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 394 10,200 SH DEFINED 2,3 10,200 INTERNATIONAL PAPER CO COMMON 460146103 894 20,000 SH DEFINED 1 20,000 INTERNATIONAL RECTIFIER CORP COMMON 460254105 704 17,000 SH DEFINED 1 17,000 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 5,130 334,450 SH DEFINED 1 334,450 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 1,698 110,700 SH DEFINED 2 110,700 INTERPUBLIC GROUP CO INC COMMON 460690100 245,677 17,893,470 SH DEFINED 1 17,893,470 INTERPUBLIC GROUP CO INC COMMON 460690100 2,774 202,050 SH DEFINED 2 202,050 INTERPUBLIC GROUP CO INC COMMON 460690100 15,469 1,126,625 SH DEFINED 5 1,126,625 INTERPUBLIC GROUP CO INC COMMON 460690100 478 34,800 SH DEFINED 2,3 34,800 INTERSECTIONS INC COMMON 460981301 2,804 116,900 SH DEFINED 1 116,900 INTERSIL CORP COMMON 46069S109 35,566 1,642,000 SH DEFINED 1 1,642,000 INTERSIL CORP COMMON 46069S109 5,136 237,112 SH DEFINED 2 237,112 INTERSIL CORP COMMON 46069S109 162 7,459 SH DEFINED 5 7,459 INTERSIL CORP COMMON 46069S109 76 3,500 SH DEFINED 1,4 3,500 INTERSIL CORP COMMON 46069S109 178 8,200 SH DEFINED 2,3 8,200 INTERSTATE HOTELS & RESORTS COMMON 46088S106 674 125,000 SH DEFINED 1 125,000 INTER-TEL INC COMMON 458372109 4,011 160,628 SH DEFINED 1 160,628

Page 54/113 INTERWOVEN INC COMMON 46114T508 4,142 410,100 SH DEFINED 1 410,100 INTERWOVEN INC COMMON 46114T508 1,312 129,950 SH DEFINED 2 129,950 INTL BUSINESS MACHINE CORP COMMON 459200101 127,748 1,449,210 SH DEFINED 1 1,449,210 INTL BUSINESS MACHINE CORP COMMON 459200101 20,530 232,900 SH DEFINED 2 232,900 INTL BUSINESS MACHINE CORP COMMON 459200101 0 5 SH DEFINED 5 5 INTL BUSINESS MACHINE CORP COMMON 459200101 44,957 510,000 SH DEFINED 1,2 510,000 INTL FLAVORS AND FRAGRANCES INC COMMON 459506101 92,541 2,474,350 SH DEFINED 1 2,474,350 INTL FLAVORS AND FRAGRANCES INC COMMON 459506101 9,343 249,800 SH DEFINED 2 249,800 INTL FLAVORS AND FRAGRANCES INC COMMON 459506101 39,959 1,068,424 SH DEFINED 5 1,068,424 INTL FLAVORS AND FRAGRANCES INC COMMON 459506101 1,361 36,400 SH DEFINED 1,4 36,400 INTL FLAVORS AND FRAGRANCES INC COMMON 459506101 97 2,600 SH DEFINED 2,3 2,600 INTRADO INC COMMON 46117A100 10,164 631,715 SH DEFINED 1 631,715 INTRADO INC COMMON 46117A100 1,569 97,500 SH DEFINED 2 97,500 INTRAWEST CORP COMMON 460915200 1,196 75,000 SH DEFINED 1 75,000 INTUIT INC COMMON 461202103 11,191 290,070 SH DEFINED 1 290,070 INTUIT INC COMMON 461202103 1,620 42,000 SH DEFINED 2 42,000 INVERESK RESEARCH GROUP INC COMMON 461238107 7,710 250,000 SH DEFINED 1 250,000 INVERESK RESEARCH GROUP INC COMMON 461238107 1,952 63,300 SH DEFINED 2 63,300 INVERESK RESEARCH GROUP INC COMMON 461238107 120 3,897 SH DEFINED 5 3,897 INVESTORS FINANCIAL SERV CORP COMMON 461915100 97,881 2,246,000 SH DEFINED 1 2,246,000 INVESTORS FINANCIAL SERV CORP COMMON 461915100 12,215 280,280 SH DEFINED 2 280,280 INVESTORS FINANCIAL SERV CORP COMMON 461915100 180 4,123 SH DEFINED 5 4,123 INVESTORS FINANCIAL SERV CORP COMMON 461915100 244 5,600 SH DEFINED 1,4 5,600 INVESTORS FINANCIAL SERV CORP COMMON 461915100 475 10,900 SH DEFINED 2,3 10,900 INVITROGEN CORP COMMON 46185R100 41,277 573,370 SH DEFINED 1 573,370 INVITROGEN CORP COMMON 46185R100 7,710 107,100 SH DEFINED 2 107,100 INVITROGEN CORP COMMON 46185R100 167 2,325 SH DEFINED 5 2,325 INVITROGEN CORP COMMON 46185R100 50 700 SH DEFINED 1,4 700 INVITROGEN CORP COMMON 46185R100 86 1,200 SH DEFINED 2,3 1,200 IPAYMENT INC COMMON 46262E105 5,125 125,000 SH DEFINED 1 125,000 IPAYMENT INC COMMON 46262E105 1,624 39,600 SH DEFINED 2 39,600

Page 55/113 IPC HOLDINGS LTD COMMON G4933P101 9,233 250,000 SH DEFINED 1 250,000 IPCS INC WTS 144A COMMON 44980Y115 0 6,980 SH DEFINED 1 6,980 IPCS INC WTS 144A COMMON 44980Y115 0 20 SH DEFINED 2,3 20 IRELAND BK ADR SPONSORED COMMON 46267Q103 258 4,801 SH DEFINED 5 4,801 IRON MOUNTAIN INC COMMON 462846106 29,179 604,625 SH DEFINED 1 604,625 IRON MOUNTAIN INC COMMON 462846106 4,486 92,945 SH DEFINED 2 92,945 IRON MOUNTAIN INC COMMON 462846106 101 3,155 SH DEFINED 5 3,155 IRON MOUNTAIN INC COMMON 462846106 55 1,150 SH DEFINED 1,4 1,150 IRON MOUNTAIN INC COMMON 462846106 98 2,030 SH DEFINED 2,3 2,030 ISHARES NASDAQ BIOTECH INDEX COMMON 464287556 8,419 112,100 SH DEFINED 1 112,100 ISHARES NASDAQ BIOTECH INDEX COMMON 464287556 2,636 35,100 SH DEFINED 2 35,100 ISIS PHARMACEUTICALS INC COMMON 464330109 10,217 1,780,000 SH DEFINED 1 1,780,000 ISIS PHARMACEUTICALS INC COMMON 464330109 1,000 174,300 SH DEFINED 2 174,300 ISIS PHARMACEUTICALS INC COMMON 464330109 0 20 SH DEFINED 5 20 ITT EDUCATIONAL SERVICES, INC. COMMON 45068B109 3,232 85,000 SH DEFINED 1 85,000 ITT EDUCATIONAL SERVICES, INC. COMMON 45068B109 2,015 53,000 SH DEFINED 2 53,000 ITT INDUSTRIES INC COMMON 450911102 30,063 362,200 SH DEFINED 1 362,200 ITT INDUSTRIES INC COMMON 450911102 3,079 37,100 SH DEFINED 2 37,100 ITT INDUSTRIES INC COMMON 450911102 457 5,500 SH DEFINED 1,4 5,500 ITT INDUSTRIES INC COMMON 450911102 50 600 SH DEFINED 2,3 600 IVAX CORP COMMON 465823102 29,011 1,209,300 SH DEFINED 1 1,209,300 IVAX CORP COMMON 465823102 2,281 95,100 SH DEFINED 2 95,100 IVAX CORP COMMON 465823102 288 12,000 SH DEFINED 6 12,000 IVAX CORP COMMON 465823102 65 2,700 SH DEFINED 1,4 2,700 IWO HOLDINGS INC WTS 144A 01/15/11 COMMON 45071T113 0 14,980 SH DEFINED 1 14,980 IWO HOLDINGS INC WTS 144A 01/15/11 COMMON 45071T113 0 20 SH DEFINED 2,3 20

Page 56/113 J.C. PENNY CORP. COMMON 708160106 68,847 1,823,290 SH DEFINED 1 1,823,290 J.C. PENNY CORP. COMMON 708160106 15,112 400,220 SH DEFINED 2 400,220 J.C. PENNY CORP. COMMON 708160106 36 943 SH DEFINED 5 943 J.C. PENNY CORP. COMMON 708160106 69,856 1,850,000 SH DEFINED 1,2 1,850,000 J.C. PENNY CORP. COMMON 708160106 3,009 79,700 SH DEFINED 1,4 79,700 J.C. PENNY CORP. COMMON 708160106 491 13,000 SH DEFINED 2,3 13,000 JABIL CIRCUIT INC COMMON 466313103 1 34 SH DEFINED 5 34 JACK HENRY & ASSOCIATES INC COMMON 426281101 4,322 215,000 SH DEFINED 1 215,000 JACKSON HEWITT TAX SERVICE COMMON 468202106 21,716 1,240,900 SH DEFINED 1 1,240,900 JACOBS ENGR GROUP INC COMMON 469814107 1 32 SH DEFINED 5 32 JANUS CAPITAL GROUP INC COMMON 47102X105 73,215 4,439,980 SH DEFINED 1 4,439,980 JANUS CAPITAL GROUP INC COMMON 47102X105 1,021 61,900 SH DEFINED 2 61,900 JANUS CAPITAL GROUP INC COMMON 47102X105 6,455 391,418 SH DEFINED 5 391,418 JANUS CAPITAL GROUP INC COMMON 47102X105 176 10,700 SH DEFINED 2,3 10,700 JARDEN CORP COMMON 471109108 6,187 171,900 SH DEFINED 1 171,900 JEFFERIES GROUP INC COMMON 472319102 14,192 459,000 SH DEFINED 1 459,000 JEFFERIES GROUP INC COMMON 472319102 2,344 75,800 SH DEFINED 2 75,800 JER INVESTORS 144A COMMON 46614H103 4,500 300,000 SH DEFINED 1 300,000 JETBLUE AIRWAYS CORP COMMON 477143101 588 20,000 SH DEFINED 1 20,000 JETBLUE AIRWAYS CORP COMMON 477143101 646 22,000 SH DEFINED 2 22,000 JOHNSON & JOHNSON COMMON 478160104 258,676 4,644,090 SH DEFINED 1 4,644,090 JOHNSON & JOHNSON COMMON 478160104 37,793 678,505 SH DEFINED 2 678,505 JOHNSON & JOHNSON COMMON 478160104 52 942 SH DEFINED 5 942 JOHNSON & JOHNSON COMMON 478160104 171,851 3,085,300 SH DEFINED 1,2 3,085,300 JOHNSON & JOHNSON COMMON 478160104 3,392 60,900 SH DEFINED 1,4 60,900 JOHNSON & JOHNSON COMMON 478160104 685 12,300 SH DEFINED 2,3 12,300 JOHNSON CONTROLS INC COMMON 478366107 406 7,600 SH DEFINED 1 7,600 JONES APPAREL GROUP INC COMMON 480074103 454 11,500 SH DEFINED 1 11,500

Page 57/113 JONES LANG LASALLE INC COMMON 48020Q107 4,382 161,700 SH DEFINED 1 161,700 JOS A BANK CLOTHIERS INC COMMON 480838101 9,624 306,600 SH DEFINED 1 306,600 JOS A BANK CLOTHIERS INC COMMON 480838101 2,489 79,300 SH DEFINED 2 79,300 JOS A BANK CLOTHIERS INC COMMON 480838101 116 3,701 SH DEFINED 5 3,701 JOURNAL COMMUNICATIONS INC COMMON 481130102 15,695 833,500 SH DEFINED 1 833,500 JOY GLOBAL INC COMMON 481165108 15,991 534,100 SH DEFINED 1 534,100 JOY GLOBAL INC COMMON 481165108 2,033 67,900 SH DEFINED 2 67,900 JOY GLOBAL INC COMMON 481165108 127 4,235 SH DEFINED 5 4,235 JOY GLOBAL INC COMMON 481165108 66 2,200 SH DEFINED 1,4 2,200 JOY GLOBAL INC COMMON 481165108 168 5,600 SH DEFINED 2,3 5,600 JP MORGAN CHASE & CO COMMON 46625H100 309,999 7,995,850 SH DEFINED 1 7,995,850 JP MORGAN CHASE & CO COMMON 46625H100 41,965 1,082,400 SH DEFINED 2 1,082,400 JP MORGAN CHASE & CO COMMON 46625H100 11,935 307,847 SH DEFINED 5 307,847 JP MORGAN CHASE & CO COMMON 46625H100 93,048 2,400,000 SH DEFINED 1,2 2,400,000 JP MORGAN CHASE & CO COMMON 46625H100 863 22,250 SH DEFINED 2,3 22,250 JUNIPER NETWORKS INC COMMON 48203R104 9,850 400,900 SH DEFINED 1 400,900 JUNIPER NETWORKS INC COMMON 48203R104 7,093 288,700 SH DEFINED 2 288,700 JUNIPER NETWORKS INC COMMON 48203R104 17 684 SH DEFINED 5 684 JUNIPER NETWORKS INC COMMON 48203R104 49,140 2,000,000 SH DEFINED 1,2 2,000,000 JUNIPER NETWORKS INC COMMON 48203R104 211 8,600 SH DEFINED 2,3 8,600 K2 INC. COMMON 482732104 760 48,400 SH DEFINED 1 48,400 KEITHLEY INSTRUMENTS INC COMMON 487584104 10,105 456,200 SH DEFINED 1 456,200 KEITHLEY INSTRUMENTS INC COMMON 487584104 2,946 133,000 SH DEFINED 2 133,000 KELLOGG CO COMMON 487836108 62,599 1,495,800 SH DEFINED 1 1,495,800 KELLOGG CO COMMON 487836108 255 6,100 SH DEFINED 2 6,100 KELLOGG CO COMMON 487836108 31,806 760,000 SH DEFINED 1,2 760,000 KENNAMETAL INC COMMON 489170100 5,095 111,250 SH DEFINED 1 111,250 KENNAMETAL INC COMMON 489170100 2 51 SH DEFINED 5 51 KENNETH COLE PRODUCTIONS CL A COMMON 193294105 514 15,000 SH DEFINED 6 15,000

Page 58/113 KERZNER INTERNATIONAL LTD COMMON P6065Y107 15,300 321,700 SH DEFINED 1 321,700 KERZNER INTERNATIONAL LTD COMMON P6065Y107 2,678 56,300 SH DEFINED 2 56,300 KEY ENERGY GROUP INC COMMON 492914106 14,629 1,549,650 SH DEFINED 1 1,549,650 KEY ENERGY GROUP INC COMMON 492914106 1,907 202,000 SH DEFINED 2 202,000 KEYCORP COMMON 493267108 508 17,000 SH DEFINED 1 17,000 KIMBERLY-CLARK CORP COMMON 494368103 67,605 1,026,180 SH DEFINED 1 1,026,180 KIMBERLY-CLARK CORP COMMON 494368103 277 4,200 SH DEFINED 2 4,200 KIMBERLY-CLARK CORP COMMON 494368103 33,796 513,000 SH DEFINED 1,2 513,000 KIMCO REALTY CORP. COMMON 49446R109 7,735 170,000 SH DEFINED 1,4 170,000 KINDER MORGAN INC COMMON 49455P101 7,150 120,600 SH DEFINED 1 120,600 KINDRED HEALTHCARE INC COMMON 494580103 3,953 150,000 SH DEFINED 1 150,000 KINDRED HEALTHCARE INC COMMON 494580103 580 22,000 SH DEFINED 6 22,000 KINETIC CONCEPTS INC COMMON 49460W208 3,129 62,700 SH DEFINED 1 62,700 KINETIC CONCEPTS INC COMMON 49460W208 190 3,800 SH DEFINED 2 3,800 KINETIC CONCEPTS INC COMMON 49460W208 15 298 SH DEFINED 5 298 KING PHARMACEUTICALS INC COMMON 495582108 1 120 SH DEFINED 1 120 KINTERA INC COMMON 49720P506 4,172 400,000 SH DEFINED 1 400,000 KLA-TENCOR CORP COMMON 482480100 27,386 554,600 SH DEFINED 1 554,600 KLA-TENCOR CORP COMMON 482480100 16,137 326,800 SH DEFINED 2 326,800 KLA-TENCOR CORP COMMON 482480100 1 16 SH DEFINED 5 16 KLA-TENCOR CORP COMMON 482480100 65,320 1,322,800 SH DEFINED 1,2 1,322,800 KLA-TENCOR CORP COMMON 482480100 281 5,700 SH DEFINED 2,3 5,700 KMC TELECOM HLDGS-WTS EXP 4/15/08 COMMON 482562121 0 35 SH DEFINED 1 35 KNIGHT TRADING GROUP INC COMMON 499063105 5,511 550,000 SH DEFINED 1 550,000 KNIGHT TRADING GROUP INC COMMON 499063105 1,746 174,300 SH DEFINED 2 174,300 KNOLOGY INC COMMON 499183804 370 74,469 SH DEFINED 1 74,469 KNOLOGY INC COMMON 499183804 1 132 SH DEFINED 2,3 132

Page 59/113 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 0 53,095 SH DEFINED 1 53,095 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 0 500 SH DEFINED 2,3 500 KOHLS CORP COMMON 500255104 106,215 2,512,171 SH DEFINED 1 2,512,171 KOHLS CORP COMMON 500255104 5,255 124,300 SH DEFINED 2 124,300 KOHLS CORP COMMON 500255104 92,242 2,181,700 SH DEFINED 1,2 2,181,700 KOHLS CORP COMMON 500255104 381 9,000 SH DEFINED 2,3 9,000 KOMAG INC COMMON 500453204 763 54,600 SH DEFINED 1 54,600 KONINKLIJKE PHILIPS ELECTRS SPONS A COMMON 500472303 12,258 450,679 SH DEFINED 5 450,679 KOOKMIN BK NEW SPONSORED ADR COMMON 50049M109 140 4,461 SH DEFINED 5 4,461 KOS PHARMACEUTICALS INC COMMON 500648100 3,218 97,600 SH DEFINED 1 97,600 KOS PHARMACEUTICALS INC COMMON 500648100 2,938 89,100 SH DEFINED 2 89,100 KOS PHARMACEUTICALS INC COMMON 500648100 198 6,000 SH DEFINED 6 6,000 KOSAN BIOSCIENCES INC COMMON 50064W107 814 103,000 SH DEFINED 1 103,000 KOSAN BIOSCIENCES INC COMMON 50064W107 52 6,600 SH DEFINED 2 6,600 KRAFT FOODS INC A COMMON 50075N104 170,993 5,397,500 SH DEFINED 1 5,397,500 KRAFT FOODS INC A COMMON 50075N104 415 13,100 SH DEFINED 2 13,100 KRAFT FOODS INC A COMMON 50075N104 50,688 1,600,000 SH DEFINED 1,2 1,600,000 KRAFT FOODS INC A COMMON 50075N104 1 23 SH DEFINED 5 23 KRISPY KREME DOUGHNUTS INC COMMON 501014104 5,441 285,000 SH DEFINED 1 285,000 KRISPY KREME DOUGHNUTS INC COMMON 501014104 2,923 153,100 SH DEFINED 2 153,100 KROGER CORP COMMON 501044101 419,305 23,038,750 SH DEFINED 1 23,038,750 KROGER CORP COMMON 501044101 9,418 517,450 SH DEFINED 2 517,450 KROGER CORP COMMON 501044101 38,648 2,123,516 SH DEFINED 5 2,123,516 KROGER CORP COMMON 501044101 62,972 3,460,000 SH DEFINED 1,2 3,460,000 KROGER CORP COMMON 501044101 828 45,500 SH DEFINED 1,4 45,500 KROGER CORP COMMON 501044101 495 27,200 SH DEFINED 2,3 27,200 KULICKE & SOFFA INDUSTRIES COMMON 501242101 2,192 200,000 SH DEFINED 1 200,000 KYOCERA CORP ADR COMMON 501556203 119 1,386 SH DEFINED 5 1,386 L S I LOGIC CORP COMMON 502161102 7,891 1,035,500 SH DEFINED 1 1,035,500

Page 60/113 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 58,285 872,530 SH DEFINED 1 872,530 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 7,358 110,150 SH DEFINED 2 110,150 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 26,639 398,789 SH DEFINED 5 398,789 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 728 10,900 SH DEFINED 1,4 10,900 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 55 825 SH DEFINED 2,3 825 LABORATORY CORP AMER HLDGS COMMON 50540R409 1 23 SH DEFINED 5 23 LAFARGE CORPORATION COMMON 505862102 701 16,200 SH DEFINED 1 16,200 LAIDLAW INTERNATIONAL COMMON 50730R102 76 5,900 SH DEFINED 2 5,900 LAIDLAW INTERNATIONAL COMMON 50730R102 6,636 512,000 SH DEFINED 1,4 512,000 LAM RESEARCH CORP COMMON 512807108 24,876 928,200 SH DEFINED 1 928,200 LAM RESEARCH CORP COMMON 512807108 12,633 471,390 SH DEFINED 2 471,390 LAM RESEARCH CORP COMMON 512807108 107,200 4,000,000 SH DEFINED 1,2 4,000,000 LAM RESEARCH CORP COMMON 512807108 469 17,500 SH DEFINED 2,3 17,500 LAMAR ADVERTISING CO COMMON 512815101 48,619 1,121,550 SH DEFINED 1 1,121,550 LAMAR ADVERTISING CO COMMON 512815101 18,268 421,400 SH DEFINED 2 421,400 LAMAR ADVERTISING CO COMMON 512815101 130,050 3,000,000 SH DEFINED 1,2 3,000,000 LAMAR ADVERTISING CO COMMON 512815101 95 2,200 SH DEFINED 1,4 2,200 LAMAR ADVERTISING CO COMMON 512815101 724 16,700 SH DEFINED 2,3 16,700 LANCASTER COLONY CO COMMON 513847103 566 13,600 SH DEFINED 1 13,600 LANCASTER COLONY CO COMMON 513847103 2 55 SH DEFINED 5 55 LANDRY'S RESTAURANTS INC COMMON 51508L103 738 24,700 SH DEFINED 1 24,700 LANDSTAR SYSTEM INC COMMON 515098101 11,660 220,550 SH DEFINED 1 220,550 LATTICE SEMICONDUCTOR CORP COMMON 518415104 0 40 SH DEFINED 5 40 LAUREATE EDUCATION INC COMMON 518613104 9,139 239,000 SH DEFINED 1 239,000 LAUREATE EDUCATION INC COMMON 518613104 2,899 75,800 SH DEFINED 2 75,800 LCA-VISION INC COMMON 501803308 915 31,400 SH DEFINED 1 31,400

Page 61/113 LEAR CORP COMMON 521865105 6,294 106,700 SH DEFINED 1 106,700 LEAR CORP COMMON 521865105 799 13,550 SH DEFINED 2 13,550 LEAR CORP COMMON 521865105 29 500 SH DEFINED 1,4 500 LEAR CORP COMMON 521865105 47 800 SH DEFINED 2,3 800 LECG CORP COMMON 523234102 2,661 153,700 SH DEFINED 1 153,700 LECROY CORP COMMON 52324W109 7,654 425,000 SH DEFINED 1 425,000 LECROY CORP COMMON 52324W109 2,464 136,800 SH DEFINED 2 136,800 LEE ENTERPRISES COMMON 523768109 18,455 384,400 SH DEFINED 1 384,400 LEE ENTERPRISES COMMON 523768109 1,906 39,700 SH DEFINED 2 39,700 LEE ENTERPRISES COMMON 523768109 283 5,900 SH DEFINED 1,4 5,900 LEE ENTERPRISES COMMON 523768109 29 600 SH DEFINED 2,3 600 LEGG MASON INC COMMON 524901105 45,396 498,800 SH DEFINED 1 498,800 LEGG MASON INC COMMON 524901105 6,512 71,550 SH DEFINED 2 71,550 LEGG MASON INC COMMON 524901105 202 2,216 SH DEFINED 5 2,216 LEGG MASON INC COMMON 524901105 364 4,000 SH DEFINED 6 4,000 LEGG MASON INC COMMON 524901105 127 1,400 SH DEFINED 1,4 1,400 LEGG MASON INC COMMON 524901105 217 2,380 SH DEFINED 2,3 2,380 LEHMAN BROTHERS HLDGS INC COMMON 524908100 64,866 862,000 SH DEFINED 1 862,000 LEHMAN BROTHERS HLDGS INC COMMON 524908100 3,574 47,500 SH DEFINED 2 47,500 LEHMAN BROTHERS HLDGS INC COMMON 524908100 1 13 SH DEFINED 5 13 LEHMAN BROTHERS HLDGS INC COMMON 524908100 37,625 500,000 SH DEFINED 1,2 500,000 LEHMAN BROTHERS HLDGS INC COMMON 524908100 120 1,600 SH DEFINED 1,4 1,600 LEHMAN BROTHERS HLDGS INC COMMON 524908100 301 4,000 SH DEFINED 2,3 4,000 LEUCADIA NATIONAL CORP. COMMON 527288104 3,539 71,200 SH DEFINED 1 71,200 LEXMARK INTERNATIONAL INC COMMON 529771107 8,725 90,390 SH DEFINED 1 90,390 LEXMARK INTERNATIONAL INC COMMON 529771107 2,933 30,380 SH DEFINED 2 30,380 LEXMARK INTERNATIONAL INC COMMON 529771107 2 21 SH DEFINED 5 21 LEXMARK INTERNATIONAL INC COMMON 529771107 14,480 150,000 SH DEFINED 1,2 150,000 LEXMARK INTERNATIONAL INC COMMON 529771107 10,020 103,800 SH DEFINED 1,4 103,800 LEXMARK INTERNATIONAL INC COMMON 529771107 116 1,200 SH DEFINED 2,3 1,200 LIBERTY MEDIA CORP SERIES A COMMON 530718105 2 200 SH DEFINED 5 200 LIBERTY MEDIA INTL INC COMMON 530719103 0 10 SH DEFINED 5 10

Page 62/113 LIFEPOINT HOSPITALS INC COMMON 53219L109 12,353 331,900 SH DEFINED 1 331,900 LIFEPOINT HOSPITALS INC COMMON 53219L109 3,908 105,000 SH DEFINED 2 105,000 LILLY (ELI) & CO COMMON 532457108 47,749 683,000 SH DEFINED 1 683,000 LILLY (ELI) & CO COMMON 532457108 17,030 243,595 SH DEFINED 2 243,595 LILLY (ELI) & CO COMMON 532457108 59,486 850,900 SH DEFINED 1,2 850,900 LILLY (ELI) & CO COMMON 532457108 416 5,950 SH DEFINED 2,3 5,950 LIMITED BRANDS INC COMMON 532716107 101,718 5,439,450 SH DEFINED 1 5,439,450 LIMITED BRANDS INC COMMON 532716107 1,125 60,170 SH DEFINED 2 60,170 LIMITED BRANDS INC COMMON 532716107 29,920 1,600,000 SH DEFINED 1,2 1,600,000 LINEAR TECHNOLOGY CORP COMMON 535678106 77,843 1,972,200 SH DEFINED 1 1,972,200 LINEAR TECHNOLOGY CORP COMMON 535678106 21,649 548,500 SH DEFINED 2 548,500 LINEAR TECHNOLOGY CORP COMMON 535678106 92,755 2,350,000 SH DEFINED 1,2 2,350,000 LINEAR TECHNOLOGY CORP COMMON 535678106 51 1,300 SH DEFINED 1,4 1,300 LINEAR TECHNOLOGY CORP COMMON 535678106 707 17,900 SH DEFINED 2,3 17,900 LIONS GATE ENTERTAINMENT CORP COMMON 535919203 10,920 1,564,480 SH DEFINED 1 1,564,480 LIONS GATE ENTERTAINMENT CORP COMMON 535919203 3,217 460,900 SH DEFINED 2 460,900 LIONS GATE ENTERTAINMENT CORP COMMON 535919203 4,551 652,000 SH DEFINED 1,4 652,000 LITTELFUSE INC COMMON 537008104 17,986 424,100 SH DEFINED 1 424,100 LITTELFUSE INC COMMON 537008104 3,965 93,500 SH DEFINED 2 93,500 LITTELFUSE INC COMMON 537008104 34 800 SH DEFINED 1,4 800 LITTELFUSE INC COMMON 537008104 110 2,600 SH DEFINED 2,3 2,600 LIZ CLAIBORNE, INC. COMMON 539320101 3 70 SH DEFINED 1 70 LKQ CORP COMMON 501889208 2,765 149,200 SH DEFINED 1 149,200 LLOYDS TSB GROUP ADR COMMON 539439109 1 29 SH DEFINED 5 29 LOCKHEED MARTIN CORP COMMON 539830109 22,910 439,900 SH DEFINED 1 439,900 LOEWS CORPORATION COMMON 540424108 1 24 SH DEFINED 5 24 LORAL SPACE & COMM WT 12/27/06 COMMON G56462180 1 74,000 SH DEFINED 1 74,000

Page 63/113 LOUISIANA PACIFIC CORP COMMON 546347105 842 35,600 SH DEFINED 1 35,600 LOUISIANA PACIFIC CORP COMMON 546347105 4,342 183,600 SH DEFINED 1,4 183,600 LOWES COMPANIES INC COMMON 548661107 34,147 649,800 SH DEFINED 1 649,800 LOWES COMPANIES INC COMMON 548661107 4,311 82,030 SH DEFINED 2 82,030 LOWES COMPANIES INC COMMON 548661107 35,913 683,400 SH DEFINED 1,2 683,400 LOWES COMPANIES INC COMMON 548661107 163 3,100 SH DEFINED 2,3 3,100 LUKOIL HOLDING COMMON 677862104 6,013 57,158 SH DEFINED 1 57,158 LYONDELL CHEMICAL CO COMMON 552078107 0 3 SH DEFINED 5 3 MACROMEDIA INC COMMON 556100105 15,491 631,000 SH DEFINED 1 631,000 MACROMEDIA INC COMMON 556100105 4,124 168,000 SH DEFINED 2 168,000 MACROVISION CORP COMMON 555904101 10,197 407,400 SH DEFINED 1 407,400 MACROVISION CORP COMMON 555904101 3,226 128,900 SH DEFINED 2 128,900 MAGMA DESIGN AUTOMATION COMMON 559181102 5,769 300,000 SH DEFINED 1 300,000 MAGMA DESIGN AUTOMATION COMMON 559181102 1,829 95,100 SH DEFINED 2 95,100 MAGUIRE PROPERTIES COMMON 559775101 211 8,500 SH DEFINED 6 8,500 MANPOWER INC COMMON 56418H100 2,031 40,000 SH DEFINED 1 40,000 MANPOWER INC COMMON 56418H100 2,132 42,000 SH DEFINED 2 42,000 MANULIFE FINL CORP COMMON 56501R106 314 7,749 SH DEFINED 5 7,749 MAPICS, INC. COMMON 564910107 1,938 183,500 SH DEFINED 1 183,500 MARLIN BUSINESS SERVICES INC COMMON 571157106 752 50,000 SH DEFINED 1 50,000 MARRIOTT INTERNATIONAL COMMON 571903202 748 15,000 SH DEFINED 1 15,000 MARRIOTT INTERNATIONAL COMMON 571903202 798 16,000 SH DEFINED 2 16,000 MARSH & MCLENNAN CO COMMON 571748102 14,404 317,410 SH DEFINED 1 317,410 MARSHALL & ILSLEY CORP COMMON 571834100 30,060 769,000 SH DEFINED 1 769,000 MARSHALL & ILSLEY CORP COMMON 571834100 3,065 78,400 SH DEFINED 2 78,400 MARSHALL & ILSLEY CORP COMMON 571834100 422 10,800 SH DEFINED 1,4 10,800 MARSHALL & ILSLEY CORP COMMON 571834100 31 800 SH DEFINED 2,3 800

Page 64/113 MARTEK BIOSCIENCES CORP COMMON 572901106 10,189 181,400 SH DEFINED 1 181,400 MARTEK BIOSCIENCES CORP COMMON 572901106 4,123 73,400 SH DEFINED 2 73,400 MARTIN MARIETTA MATLS INC COMMON 573284106 3 68 SH DEFINED 5 68 MARVEL ENTERPRISES INC COMMON 57383M108 12,141 622,000 SH DEFINED 1 622,000 MARVEL ENTERPRISES INC COMMON 57383M108 5,130 262,800 SH DEFINED 2 262,800 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 8,945 335,000 SH DEFINED 1 335,000 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 2,163 81,000 SH DEFINED 2 81,000 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 135 5,049 SH DEFINED 5 5,049 MASCO CORP COMMON 574599106 397,468 12,747,520 SH DEFINED 1 12,747,520 MASCO CORP COMMON 574599106 17,784 570,350 SH DEFINED 2 570,350 MASCO CORP COMMON 574599106 19,757 633,625 SH DEFINED 5 633,625 MASCO CORP COMMON 574599106 36,621 1,174,500 SH DEFINED 1,2 1,174,500 MASCO CORP COMMON 574599106 543 17,400 SH DEFINED 2,3 17,400 MASSEY ENERGY CO COMMON 576206106 858 30,400 SH DEFINED 1 30,400 MATTEL INC COMMON 577081102 103,133 5,651,110 SH DEFINED 1 5,651,110 MATTEL INC COMMON 577081102 5,701 312,400 SH DEFINED 2 312,400 MATTEL INC COMMON 577081102 29,226 1,601,457 SH DEFINED 5 1,601,457 MATTEL INC COMMON 577081102 727 39,850 SH DEFINED 1,4 39,850 MATTEL INC COMMON 577081102 172 9,400 SH DEFINED 2,3 9,400 MAVERICK TUBE CORP COMMON 577914104 846 32,200 SH DEFINED 1 32,200 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 12,235 233,400 SH DEFINED 1 233,400 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 6,171 117,730 SH DEFINED 2 117,730 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 10 190 SH DEFINED 5 190 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 78,630 1,500,000 SH DEFINED 1,2 1,500,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 440 8,400 SH DEFINED 2,3 8,400 MAXTOR CORP COMMON 577729205 0 37 SH DEFINED 5 37 MAY DEPARTMENT STORES CO COMMON 577778103 29,574 1,075,800 SH DEFINED 1 1,075,800 MBIA INC COMMON 55262C100 1,000 17,500 SH DEFINED 1 17,500 MBIA INC COMMON 55262C100 1 10 SH DEFINED 5 10

Page 65/113 MBNA CORP COMMON 55262L100 91,689 3,555,210 SH DEFINED 1 3,555,210 MBNA CORP COMMON 55262L100 29,759 1,153,900 SH DEFINED 2 1,153,900 MBNA CORP COMMON 55262L100 119,924 4,650,000 SH DEFINED 1,2 4,650,000 MBNA CORP COMMON 55262L100 628 24,350 SH DEFINED 2,3 24,350 MC DONALDS CORP COMMON 580135101 106,531 4,097,330 SH DEFINED 1 4,097,330 MC DONALDS CORP COMMON 580135101 23,657 909,880 SH DEFINED 2 909,880 MC DONALDS CORP COMMON 580135101 61 2,351 SH DEFINED 5 2,351 MC DONALDS CORP COMMON 580135101 52,000 2,000,000 SH DEFINED 1,2 2,000,000 MC DONALDS CORP COMMON 580135101 322 12,400 SH DEFINED 2,3 12,400 MCGRAW HILL COMMON 580645109 5 70 SH DEFINED 1 70 MCGRAW HILL COMMON 580645109 1,738 22,700 SH DEFINED 2 22,700 MCGRAW HILL COMMON 580645109 1,531 20,000 SH DEFINED 1,4 20,000 MCKESSON CORP COMMON 58155Q103 353,072 10,284,650 SH DEFINED 1 10,284,650 MCKESSON CORP COMMON 58155Q103 8,586 250,100 SH DEFINED 2 250,100 MCKESSON CORP COMMON 58155Q103 18,749 546,143 SH DEFINED 5 546,143 MCKESSON CORP COMMON 58155Q103 498 14,500 SH DEFINED 2,3 14,500 MCLEODUSA INC- WT COMMON 582266110 20 143,407 SH DEFINED 1 143,407 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 56,685 1,511,600 SH DEFINED 1 1,511,600 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 5,104 136,100 SH DEFINED 2 136,100 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 581 15,500 SH DEFINED 1,4 15,500 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 45 1,200 SH DEFINED 2,3 1,200 MEDICAL PROPERTIES TRUST INC COMMON 58463J106 4,798 479,800 SH DEFINED 1 479,800 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 47,984 1,201,100 SH DEFINED 1 1,201,100 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 11,498 287,800 SH DEFINED 2 287,800 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 162 4,050 SH DEFINED 5 4,050 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 499 12,500 SH DEFINED 6 12,500 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 53,273 1,333,500 SH DEFINED 1,2 1,333,500 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 232 5,800 SH DEFINED 2,3 5,800 MEDIMMUNE INC COMMON 584699102 936 40,000 SH DEFINED 1 40,000 MEDSOURCE TECHNOLOGIES INC COMMON 58505Y103 249 35,000 SH DEFINED 1 35,000 MEDSOURCE TECHNOLOGIES INC COMMON 58505Y103 57 8,000 SH DEFINED 2 8,000

Page 66/113 MEDTRONIC INC COMMON 585055106 38,720 794,750 SH DEFINED 1 794,750 MEDTRONIC INC COMMON 585055106 21,994 451,430 SH DEFINED 2 451,430 MEDTRONIC INC COMMON 585055106 39,741 815,700 SH DEFINED 1,2 815,700 MEDTRONIC INC COMMON 585055106 171 3,500 SH DEFINED 2,3 3,500 MEMC ELECTRONIC MATERIALS COMMON 552715104 11,821 1,196,500 SH DEFINED 1 1,196,500 MEMC ELECTRONIC MATERIALS COMMON 552715104 1,501 151,900 SH DEFINED 2 151,900 MEMC ELECTRONIC MATERIALS COMMON 552715104 47 4,800 SH DEFINED 1,4 4,800 MEMC ELECTRONIC MATERIALS COMMON 552715104 128 13,000 SH DEFINED 2,3 13,000 MERCK & CO COMMON 589331107 120,205 2,530,630 SH DEFINED 1 2,530,630 MERCK & CO COMMON 589331107 499 10,500 SH DEFINED 2 10,500 MERCK & CO COMMON 589331107 1 27 SH DEFINED 5 27 MERCK & CO COMMON 589331107 57,950 1,220,000 SH DEFINED 1,2 1,220,000 MERCURY INTERACTIVE CORP COMMON 589405109 3,548 71,200 SH DEFINED 1 71,200 MERCURY INTERACTIVE CORP COMMON 589405109 2,940 59,000 SH DEFINED 2 59,000 MERCURY INTERACTIVE CORP COMMON 589405109 1 21 SH DEFINED 5 21 MERCURY INTERACTIVE CORP COMMON 589405109 24,915 500,000 SH DEFINED 1,2 500,000 MERCURY INTERACTIVE CORP COMMON 589405109 105 2,100 SH DEFINED 2,3 2,100 MERRILL LYNCH & CO COMMON 590188108 313,589 5,809,350 SH DEFINED 1 5,809,350 MERRILL LYNCH & CO COMMON 590188108 31,195 577,900 SH DEFINED 2 577,900 MERRILL LYNCH & CO COMMON 590188108 1 16 SH DEFINED 5 16 MERRILL LYNCH & CO COMMON 590188108 86,368 1,600,000 SH DEFINED 1,2 1,600,000 MERRILL LYNCH & CO COMMON 590188108 964 17,850 SH DEFINED 2,3 17,850 METROLOGIC INSTRUMENTS INC COMMON 591676101 877 44,000 SH DEFINED 1 44,000 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 54,821 1,115,600 SH DEFINED 1 1,115,600 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 5,376 109,400 SH DEFINED 2 109,400 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 22,003 447,775 SH DEFINED 5 447,775 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 806 16,400 SH DEFINED 1,4 16,400 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 54 1,100 SH DEFINED 2,3 1,100 MGI PHARMA INC COMMON 552880106 3,090 114,400 SH DEFINED 1 114,400 MGI PHARMA INC COMMON 552880106 205 7,600 SH DEFINED 2 7,600

Page 67/113 MGIC INVESTMENT CORP COMMON 552848103 132,903 1,751,950 SH DEFINED 1 1,751,950 MGIC INVESTMENT CORP COMMON 552848103 3,179 41,900 SH DEFINED 2 41,900 MGIC INVESTMENT CORP COMMON 552848103 11,436 150,753 SH DEFINED 5 150,753 MGIC INVESTMENT CORP COMMON 552848103 759 10,000 SH DEFINED 6 10,000 MGIC INVESTMENT CORP COMMON 552848103 296 3,900 SH DEFINED 2,3 3,900 MGM GRAND INC COMMON 552953101 5,168 110,100 SH DEFINED 1 110,100 MGM GRAND INC COMMON 552953101 4,187 89,200 SH DEFINED 2 89,200 MGM GRAND INC COMMON 552953101 35,205 750,000 SH DEFINED 1,2 750,000 MGM GRAND INC COMMON 552953101 160 3,400 SH DEFINED 2,3 3,400 MICROCHIP TECHNOLOGY INC COMMON 595017104 182,323 5,780,707 SH DEFINED 1 5,780,707 MICROCHIP TECHNOLOGY INC COMMON 595017104 40,531 1,285,073 SH DEFINED 2 1,285,073 MICROCHIP TECHNOLOGY INC COMMON 595017104 17,695 561,053 SH DEFINED 5 561,053 MICROCHIP TECHNOLOGY INC COMMON 595017104 199,300 6,318,952 SH DEFINED 1,2 6,318,952 MICROCHIP TECHNOLOGY INC COMMON 595017104 745 23,612 SH DEFINED 1,4 23,612 MICROCHIP TECHNOLOGY INC COMMON 595017104 1,516 48,072 SH DEFINED 2,3 48,072 MICROMUSE INC COMMON 595094103 7,168 1,071,500 SH DEFINED 1 1,071,500 MICROMUSE INC COMMON 595094103 1,848 276,300 SH DEFINED 2 276,300 MICROMUSE INC COMMON 595094103 0 22 SH DEFINED 5 22 MICRON TECHNOLOGY INC COMMON 595112103 1 50 SH DEFINED 5 50 MICROSEMI CORP COMMON 595137100 7,460 525,000 SH DEFINED 1 525,000 MICROSEMI CORP COMMON 595137100 2,365 166,400 SH DEFINED 2 166,400 MICROSOFT CORP COMMON 594918104 424,544 14,865,000 SH DEFINED 1 14,865,000 MICROSOFT CORP COMMON 594918104 86,207 3,018,450 SH DEFINED 2 3,018,450 MICROSOFT CORP COMMON 594918104 108 3,795 SH DEFINED 5 3,795 MICROSOFT CORP COMMON 594918104 376,621 13,187,000 SH DEFINED 1,2 13,187,000 MICROSOFT CORP COMMON 594918104 1,879 65,800 SH DEFINED 2,3 65,800 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 690 50,000 SH DEFINED 1 50,000 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 90 6,500 SH DEFINED 2 6,500 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 0 35 SH DEFINED 5 35 MILLIPORE CORP COMMON 601073109 13 227 SH DEFINED 5 227 MINERALS TECHNOLOGIES INC COMMON 603158106 5,324 91,800 SH DEFINED 1 91,800

Page 68/113 MKS INSTRUMENTS INC COMMON 55306N104 3,088 135,300 SH DEFINED 1 135,300 MKS INSTRUMENTS INC COMMON 55306N104 228 10,000 SH DEFINED 6 10,000 MMO2 PLC COMMON 55309W101 233 13,845 SH DEFINED 5 13,845 MOBILE TELESYSTEMS SP ADR COMMON 607409109 5,209 42,700 SH DEFINED 1 42,700 MOHAWK INDUSTRIES INC COMMON 608190104 74,254 1,012,600 SH DEFINED 1 1,012,600 MOHAWK INDUSTRIES INC COMMON 608190104 7,635 104,125 SH DEFINED 2 104,125 MOHAWK INDUSTRIES INC COMMON 608190104 24,919 339,822 SH DEFINED 5 339,822 MOHAWK INDUSTRIES INC COMMON 608190104 950 12,950 SH DEFINED 1,4 12,950 MOHAWK INDUSTRIES INC COMMON 608190104 79 1,075 SH DEFINED 2,3 1,075 MOLEX INC COMMON 608554101 3,702 115,400 SH DEFINED 1 115,400 MOLEX INC COMMON 608554101 2,999 93,500 SH DEFINED 2 93,500 MOLEX INC COMMON 608554101 25,741 802,400 SH DEFINED 1,2 802,400 MOLEX INC COMMON 608554101 112 3,500 SH DEFINED 2,3 3,500 MOLEX INC CL A COMMON 608554200 3 117 SH DEFINED 5 117 MONEYGRAM INTERNATIONAL- W/I COMMON 60935Y109 2,808 136,300 SH DEFINED 1 136,300 MONSANTO CO COMMON 61166W101 2,549 66,200 SH DEFINED 1 66,200 MONSANTO CO COMMON 61166W101 1,819 47,245 SH DEFINED 2 47,245 MONSANTO CO COMMON 61166W101 0 5 SH DEFINED 5 5 MONSANTO CO COMMON 61166W101 5,070 131,700 SH DEFINED 1,4 131,700 MONSTER WORLDWIDE INC COMMON 611742107 1,415 55,000 SH DEFINED 1 55,000 MONSTER WORLDWIDE INC COMMON 611742107 1,466 57,000 SH DEFINED 2 57,000 MONTPELIER RE HOLDINGS LTD COMMON G62185106 2,216 63,400 SH DEFINED 1 63,400 MONTPELIER RE HOLDINGS LTD COMMON G62185106 2,855 81,700 SH DEFINED 2 81,700 MOODYS CORP COMMON 615369105 115 1,786 SH DEFINED 5 1,786 MOODY'S CORP COMMON 615369105 37,522 580,300 SH DEFINED 1 580,300 MOODY'S CORP COMMON 615369105 7,371 114,000 SH DEFINED 2 114,000 MOODY'S CORP COMMON 615369105 15,308 236,750 SH DEFINED 1,4 236,750 MOODY'S CORP COMMON 615369105 84 1,300 SH DEFINED 2,3 1,300

Page 69/113 MORGAN STANLEY COMMON 617446448 369,294 6,998,190 SH DEFINED 1 6,998,190 MORGAN STANLEY COMMON 617446448 28,441 538,964 SH DEFINED 2 538,964 MORGAN STANLEY COMMON 617446448 24,664 467,400 SH DEFINED 5 467,400 MORGAN STANLEY COMMON 617446448 70,303 1,332,250 SH DEFINED 1,2 1,332,250 MORGAN STANLEY COMMON 617446448 2,902 55,000 SH DEFINED 1,4 55,000 MORGAN STANLEY COMMON 617446448 570 10,800 SH DEFINED 2,3 10,800 MOTOROLA INC COMMON 620076109 191,141 10,473,490 SH DEFINED 1 10,473,490 MOTOROLA INC COMMON 620076109 6,588 361,010 SH DEFINED 2 361,010 MOTOROLA INC COMMON 620076109 8,891 487,175 SH DEFINED 5 487,175 MOTOROLA INC COMMON 620076109 45,625 2,500,000 SH DEFINED 1,2 2,500,000 MOTOROLA INC COMMON 620076109 11,311 619,800 SH DEFINED 1,4 619,800 MOTOROLA INC COMMON 620076109 726 39,800 SH DEFINED 2,3 39,800 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 39,415 1,200,200 SH DEFINED 1 1,200,200 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 8,435 256,850 SH DEFINED 2 256,850 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 187 5,707 SH DEFINED 5 5,707 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 89 2,700 SH DEFINED 1,4 2,700 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 210 6,400 SH DEFINED 2,3 6,400 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 8,953 600,500 SH DEFINED 1 600,500 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 2,593 173,900 SH DEFINED 2 173,900 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 78 5,256 SH DEFINED 5 5,256 MULTI-FINELINE ELECTRONIX COMMON 62541B101 889 88,500 SH DEFINED 1 88,500 MURPHY OIL CORP COMMON 626717102 122,618 1,663,750 SH DEFINED 1 1,663,750 MURPHY OIL CORP COMMON 626717102 3,857 52,340 SH DEFINED 2 52,340 MURPHY OIL CORP COMMON 626717102 0 5 SH DEFINED 5 5 MURPHY OIL CORP COMMON 626717102 33,526 454,900 SH DEFINED 1,2 454,900 MURPHY OIL CORP COMMON 626717102 6,371 86,450 SH DEFINED 1,4 86,450 MURPHY OIL CORP COMMON 626717102 39 525 SH DEFINED 2,3 525 MYKROLIS CORP COMMON 62852P103 13,084 751,100 SH DEFINED 1 751,100 MYKROLIS CORP COMMON 62852P103 3,916 224,800 SH DEFINED 2 224,800 MYLAN LABORATORIES INC COMMON 628530107 2 80 SH DEFINED 1 80 MYLAN LABORATORIES INC COMMON 628530107 13 638 SH DEFINED 5 638

Page 70/113 NABORS INDUSTRIES LTD COMMON G6359F103 11,531 254,990 SH DEFINED 1 254,990 NABORS INDUSTRIES LTD COMMON G6359F103 904 20,000 SH DEFINED 1,4 20,000 NABORS INDUSTRIES LTD COMMON G6359F103 172 3,800 SH DEFINED 2,3 3,800 NATIONAL CITY CORP COMMON 635405103 10 280 SH DEFINED 1 280 NATIONAL INSTRUMENTS CORP COMMON 636518102 15,356 501,000 SH DEFINED 1 501,000 NATIONAL INSTRUMENTS CORP COMMON 636518102 3,094 100,950 SH DEFINED 2 100,950 NATIONAL INSTRUMENTS CORP COMMON 636518102 131 4,259 SH DEFINED 5 4,259 NATIONAL INSTRUMENTS CORP COMMON 636518102 307 10,000 SH DEFINED 6 10,000 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 4,847 220,400 SH DEFINED 1 220,400 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 3,167 144,000 SH DEFINED 2 144,000 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 16 734 SH DEFINED 5 734 NATIONAL-OILWELL INC COMMON 637071101 11,022 350,000 SH DEFINED 1 350,000 NATIONAL-OILWELL INC COMMON 637071101 2,736 86,900 SH DEFINED 2 86,900 NATIONWIDE FINANCIAL SERV CL A COMMON 638612101 3,452 91,790 SH DEFINED 1 91,790 NAVARRE CORP COMMON 639208107 2,910 202,200 SH DEFINED 1 202,200 NAVIGANT CONSULTING CO COMMON 63935N107 8,040 375,000 SH DEFINED 1 375,000 NAVIGATORS GROUP INC COMMON 638904102 5,371 185,900 SH DEFINED 1 185,900 NAVIGATORS GROUP INC COMMON 638904102 1,702 58,900 SH DEFINED 2 58,900 NAVISTAR INTERNATIONAL CORP COMMON 63934E108 5,771 148,900 SH DEFINED 1 148,900 NAVISTAR INTERNATIONAL CORP COMMON 63934E108 1 20 SH DEFINED 5 20 NBTY INC COMMON 628782104 33,675 1,145,800 SH DEFINED 1 1,145,800 NBTY INC COMMON 628782104 3,879 132,000 SH DEFINED 2 132,000 NCO GROUP INC COMMON 628858102 4,719 176,800 SH DEFINED 1 176,800 NCR CORPORATION COMMON 62886E108 5,098 102,800 SH DEFINED 1,4 102,800 NESTLE S A ADR SPONS REG COMMON 641069406 154 2,307 SH DEFINED 5 2,307 NETEGRITY INC COMMON 64110P107 6,552 774,500 SH DEFINED 1 774,500 NETEGRITY INC COMMON 64110P107 1,856 219,400 SH DEFINED 2 219,400

Page 71/113 NETFLIX.COM INC COMMON 64110L106 15,063 419,000 SH DEFINED 1 419,000 NETFLIX.COM INC COMMON 64110L106 4,904 136,400 SH DEFINED 2 136,400 NETFLIX.COM INC COMMON 64110L106 270 7,500 SH DEFINED 6 7,500 NETGEAR INC COMMON 64111Q104 1,719 160,100 SH DEFINED 1 160,100 NETWORK APPLIANCE INC COMMON 64120L104 8,420 391,100 SH DEFINED 1 391,100 NETWORK APPLIANCE INC COMMON 64120L104 252 11,700 SH DEFINED 2 11,700 NETWORK ASSOCIATES INC COMMON 640938106 40,263 2,220,800 SH DEFINED 1 2,220,800 NETWORK ASSOCIATES INC COMMON 640938106 3,731 205,774 SH DEFINED 2 205,774 NETWORK ASSOCIATES INC COMMON 640938106 49 2,700 SH DEFINED 1,4 2,700 NETWORK ASSOCIATES INC COMMON 640938106 131 7,200 SH DEFINED 2,3 7,200 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 933 18,000 SH DEFINED 1 18,000 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 985 19,000 SH DEFINED 2 19,000 NEW CENTURY FINANCIAL CORP COMMON 64352D101 735 15,700 SH DEFINED 1 15,700 NEW YORK COMMUNITY BANCORP COMMON 649445103 20,178 1,027,922 SH DEFINED 1 1,027,922 NEW YORK COMMUNITY BANCORP COMMON 649445103 3,154 160,672 SH DEFINED 2 160,672 NEW YORK COMMUNITY BANCORP COMMON 649445103 47 2,396 SH DEFINED 1,4 2,396 NEW YORK COMMUNITY BANCORP COMMON 649445103 85 4,325 SH DEFINED 2,3 4,325 NEW YORK MORTGAGE TRUST INC COMMON 649604105 5,164 582,800 SH DEFINED 1 582,800 NEW YORK TIMES CO COMMON 650111107 132,520 2,964,000 SH DEFINED 1 2,964,000 NEW YORK TIMES CO COMMON 650111107 5,115 114,400 SH DEFINED 2 114,400 NEW YORK TIMES CO COMMON 650111107 19,235 430,209 SH DEFINED 5 430,209 NEW YORK TIMES CO COMMON 650111107 42,604 952,900 SH DEFINED 1,2 952,900 NEW YORK TIMES CO COMMON 650111107 644 14,400 SH DEFINED 1,4 14,400 NEW YORK TIMES CO COMMON 650111107 49 1,100 SH DEFINED 2,3 1,100 NEWELL RUBBERMAID INC COMMON 651229106 145,611 6,196,200 SH DEFINED 1 6,196,200 NEWELL RUBBERMAID INC COMMON 651229106 6,112 260,100 SH DEFINED 2 260,100 NEWELL RUBBERMAID INC COMMON 651229106 20,165 858,086 SH DEFINED 5 858,086 NEWELL RUBBERMAID INC COMMON 651229106 47,000 2,000,000 SH DEFINED 1,2 2,000,000 NEWELL RUBBERMAID INC COMMON 651229106 684 29,100 SH DEFINED 1,4 29,100 NEWELL RUBBERMAID INC COMMON 651229106 54 2,300 SH DEFINED 2,3 2,300

Page 72/113 NEWMONT MINING CORP HLDG CO COMMON 651639106 601 15,500 SH DEFINED 1 15,500 NEWMONT MINING CORP HLDG CO COMMON 651639106 0 12 SH DEFINED 5 12 NEWS CORP LTD ADR COMMON 652487703 1 23 SH DEFINED 5 23 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 36,683 1,375,940 SH DEFINED 1 1,375,940 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 11,885 445,790 SH DEFINED 2 445,790 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 95 3,568 SH DEFINED 5 3,568 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 39,990 1,500,000 SH DEFINED 1,2 1,500,000 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 2,821 105,815 SH DEFINED 1,4 105,815 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 253 9,500 SH DEFINED 2,3 9,500 NEXTEL PARTNERS INC CL A COMMON 65333F107 9,974 626,500 SH DEFINED 1 626,500 NEXTEL PARTNERS INC CL A COMMON 65333F107 1,982 124,500 SH DEFINED 2 124,500 NEXTEL PARTNERS INC CL A COMMON 65333F107 10 633 SH DEFINED 5 633 NEXTEL PARTNERS INC CL A COMMON 65333F107 557 35,000 SH DEFINED 6 35,000 NIDEC CORP COMMON 654090109 150 5,757 SH DEFINED 5 5,757 NII HOLDINGS INC- CL B COMMON 62913F201 9,814 291,308 SH DEFINED 1 291,308 NII HOLDINGS INC- CL B COMMON 62913F201 3,032 90,000 SH DEFINED 2 90,000 NII HOLDINGS INC- CL B COMMON 62913F201 105 3,113 SH DEFINED 5 3,113 NIKE INC CL B COMMON 654106103 101,466 1,339,480 SH DEFINED 1 1,339,480 NIKE INC CL B COMMON 654106103 14,705 194,120 SH DEFINED 2 194,120 NIKE INC CL B COMMON 654106103 10 138 SH DEFINED 5 138 NIKE INC CL B COMMON 654106103 22,725 300,000 SH DEFINED 1,2 300,000 NIKE INC CL B COMMON 654106103 284 3,750 SH DEFINED 2,3 3,750 NIPPON TELEG & TEL CORP ADR SPO COMMON 654624105 1 37 SH DEFINED 5 37 NISSAN MTRS COMMON 654744408 95 4,255 SH DEFINED 5 4,255 NOBLE CORP COMMON G65422100 35,473 936,200 SH DEFINED 1 936,200 NOBLE CORP COMMON G65422100 3,611 95,300 SH DEFINED 2 95,300 NOBLE CORP COMMON G65422100 14,269 376,597 SH DEFINED 5 376,597 NOBLE CORP COMMON G65422100 512 13,500 SH DEFINED 1,4 13,500 NOBLE CORP COMMON G65422100 38 1,000 SH DEFINED 2,3 1,000

Page 73/113 NOKIA CORP ADR COMMON 654902204 82,152 5,650,100 SH DEFINED 1 5,650,100 NOKIA CORP ADR COMMON 654902204 122 8,400 SH DEFINED 2 8,400 NOKIA CORP ADR COMMON 654902204 32 2,208 SH DEFINED 5 2,208 NOKIA CORP ADR COMMON 654902204 327 22,500 SH DEFINED 6 22,500 NOKIA CORP ADR COMMON 654902204 14,540 1,000,000 SH DEFINED 1,2 1,000,000 NORDSTROM INC COMMON 655664100 30,248 709,870 SH DEFINED 1 709,870 NORDSTROM INC COMMON 655664100 9,623 225,840 SH DEFINED 2 225,840 NORDSTROM INC COMMON 655664100 55 1,286 SH DEFINED 5 1,286 NORDSTROM INC COMMON 655664100 66,046 1,550,000 SH DEFINED 1,2 1,550,000 NORDSTROM INC COMMON 655664100 379 8,900 SH DEFINED 2,3 8,900 NORFOLK SOUTHERN CORP COMMON 655844108 73,917 2,787,200 SH DEFINED 1 2,787,200 NORFOLK SOUTHERN CORP COMMON 655844108 289 10,900 SH DEFINED 2 10,900 NORFOLK SOUTHERN CORP COMMON 655844108 35,378 1,334,000 SH DEFINED 1,2 1,334,000 NORTEL NETWORKS CORP COMMON 656568102 4,990 1,000,000 SH DEFINED 1 1,000,000 NORTH FORK BANCORPORATION COMMON 659424105 179 4,700 SH DEFINED 1 4,700 NORTHERN TRUST CORP COMMON 665859104 3,015 71,300 SH DEFINED 1 71,300 NORTHERN TRUST CORP COMMON 665859104 2,469 58,400 SH DEFINED 2 58,400 NORTHERN TRUST CORP COMMON 665859104 21,140 500,000 SH DEFINED 1,2 500,000 NORTHERN TRUST CORP COMMON 665859104 97 2,300 SH DEFINED 2,3 2,300 NORTHROP GRUMMAN CO COMMON 666807102 74,654 1,390,200 SH DEFINED 1 1,390,200 NORTHROP GRUMMAN CO COMMON 666807102 311 5,800 SH DEFINED 2 5,800 NORTHROP GRUMMAN CO COMMON 666807102 3 48 SH DEFINED 5 48 NORTHROP GRUMMAN CO COMMON 666807102 37,590 700,000 SH DEFINED 1,2 700,000 NOVARTIS AG-- ADR COMMON 66987V109 8,900 200,000 SH DEFINED 1 200,000 NOVARTIS AG-- ADR COMMON 66987V109 983 22,100 SH DEFINED 2 22,100 NOVELL INC COMMON 670006105 5,621 670,000 SH DEFINED 1 670,000 NOVELL INC COMMON 670006105 2,838 338,300 SH DEFINED 2 338,300

Page 74/113 NOVELLUS SYSTEMS INC COMMON 670008101 162,859 5,180,000 SH DEFINED 1 5,180,000 NOVELLUS SYSTEMS INC COMMON 670008101 7,028 223,550 SH DEFINED 2 223,550 NOVELLUS SYSTEMS INC COMMON 670008101 2 77 SH DEFINED 5 77 NOVELLUS SYSTEMS INC COMMON 670008101 20,436 650,000 SH DEFINED 1,2 650,000 NOVELLUS SYSTEMS INC COMMON 670008101 107 3,400 SH DEFINED 1,4 3,400 NOVELLUS SYSTEMS INC COMMON 670008101 442 14,050 SH DEFINED 2,3 14,050 NPS PHARMACEUTICALS INC COMMON 62936P103 18,113 862,500 SH DEFINED 1 862,500 NPS PHARMACEUTICALS INC COMMON 62936P103 2,205 105,000 SH DEFINED 2 105,000 NPS PHARMACEUTICALS INC COMMON 62936P103 71 3,400 SH DEFINED 1,4 3,400 NPS PHARMACEUTICALS INC COMMON 62936P103 176 8,400 SH DEFINED 2,3 8,400 NTELOS INC-- ILLIQUID COMMON 67019U200 5,887 272,564 SH DEFINED 1 272,564 NTELOS INC CVT 144A-- ILLIQUID CONVERT 67019UAA9 6,000 6,000,000 PRN DEFINED 1 6,000,000 NTELOS INC-WT 144A COMMON 67019U119 0 40,570 SH DEFINED 1 40,570 NUTRACEUTICAL INTL CORP COMMON 67060Y101 656 30,800 SH DEFINED 1 30,800 NUVASIVE INC COMMON 670704105 6,615 606,300 SH DEFINED 1 606,300 NUVASIVE INC COMMON 670704105 1,557 142,700 SH DEFINED 2 142,700 NUVEEN INVESTMENTS INC CL A COMMON 67090F106 3,093 115,400 SH DEFINED 1,4 115,400 NVIDIA CORP COMMON 67066G104 5,945 290,000 SH DEFINED 1 290,000 NVIDIA CORP COMMON 67066G104 2,485 121,200 SH DEFINED 2 121,200 NVIDIA CORP COMMON 67066G104 143 7,005 SH DEFINED 5 7,005 O2MICRO INTERNATIONAL LTD COMMON G6797E106 8,515 500,000 SH DEFINED 1 500,000 O2MICRO INTERNATIONAL LTD COMMON G6797E106 2,699 158,500 SH DEFINED 2 158,500 OAKLEY INC COMMON 673662102 453 35,000 SH DEFINED 6 35,000 OCCIDENTAL PETROLEUM CORP COMMON 674599105 17,950 370,800 SH DEFINED 1 370,800 ODYSSEY HEALTHCARE INC COMMON 67611V101 10,069 535,000 SH DEFINED 1 535,000 ODYSSEY HEALTHCARE INC COMMON 67611V101 2,088 110,948 SH DEFINED 2 110,948 OLD DOMINION FREIGHT LINE COMMON 679580100 3,317 112,500 SH DEFINED 1 112,500

Page 75/113 OMNICARE INC COMMON 681904108 39,013 911,300 SH DEFINED 1 911,300 OMNICARE INC COMMON 681904108 2,907 67,900 SH DEFINED 2 67,900 OMNICARE INC COMMON 681904108 114 2,662 SH DEFINED 5 2,662 OMNICARE INC COMMON 681904108 98 2,300 SH DEFINED 1,4 2,300 OMNICARE INC COMMON 681904108 167 3,900 SH DEFINED 2,3 3,900 OMNICOM GROUP INC COMMON 681919106 363,707 4,792,550 SH DEFINED 1 4,792,550 OMNICOM GROUP INC COMMON 681919106 23,905 315,000 SH DEFINED 2 315,000 OMNICOM GROUP INC COMMON 681919106 18,967 249,930 SH DEFINED 5 249,930 OMNICOM GROUP INC COMMON 681919106 43,022 566,900 SH DEFINED 1,2 566,900 OMNICOM GROUP INC COMMON 681919106 129 1,700 SH DEFINED 1,4 1,700 OMNICOM GROUP INC COMMON 681919106 873 11,500 SH DEFINED 2,3 11,500 OMNIVISION TECHNOLOGIES COMMON 682128103 13,857 868,800 SH DEFINED 1 868,800 OMNIVISION TECHNOLOGIES COMMON 682128103 4,308 270,100 SH DEFINED 2 270,100 ON SEMICONDUCTOR COMMON 682189105 753 150,000 SH DEFINED 1 150,000 ON SEMICONDUCTOR COMMON 682189105 778 155,000 SH DEFINED 2 155,000 ONO FINANCE PLC WARRANT COMMON 682735113 0 550 SH DEFINED 1 550 OPEN JT STK CO-VIMPELCOMMUNIADR SPO COMMON 68370R109 98 1,021 SH DEFINED 5 1,021 ORACLE SYSTEMS CORP COMMON 68389X105 104,983 8,799,920 SH DEFINED 1 8,799,920 ORACLE SYSTEMS CORP COMMON 68389X105 22,822 1,913,016 SH DEFINED 2 1,913,016 ORACLE SYSTEMS CORP COMMON 68389X105 69 5,809 SH DEFINED 5 5,809 ORACLE SYSTEMS CORP COMMON 68389X105 72,043 6,038,800 SH DEFINED 1,2 6,038,800 ORACLE SYSTEMS CORP COMMON 68389X105 7,471 626,200 SH DEFINED 1,4 626,200 ORACLE SYSTEMS CORP COMMON 68389X105 384 32,200 SH DEFINED 2,3 32,200 ORASURE TECHNOLOGIES INC COMMON 68554V108 7,298 750,000 SH DEFINED 1 750,000 ORASURE TECHNOLOGIES INC COMMON 68554V108 2,292 235,600 SH DEFINED 2 235,600 ORBITZ INC COMMON 68556Y100 1,622 75,000 SH DEFINED 1 75,000 ORIENT EXPRESS HOTELS LTD A COMMON G67743107 4,243 250,500 SH DEFINED 1 250,500 OSI PHARMACEUTICALS INC COMMON 671040103 704 10,000 SH DEFINED 1 10,000 OSI PHARMACEUTICALS INC COMMON 671040103 704 10,000 SH DEFINED 2 10,000 O'SULLIVAN IND WTS 144A COMMON 67104R112 0 25,000 SH DEFINED 1 25,000

Page 76/113 O'SULLIVAN INDS WT PFD SER B 144A COMMON 67104R138 0 25,000 SH DEFINED 1 25,000 OUTBACK STEAKHOUSE INC COMMON 689899102 28,325 684,830 SH DEFINED 1 684,830 OUTBACK STEAKHOUSE INC COMMON 689899102 2,498 60,400 SH DEFINED 2 60,400 OUTBACK STEAKHOUSE INC COMMON 689899102 372 9,000 SH DEFINED 1,4 9,000 OUTBACK STEAKHOUSE INC COMMON 689899102 25 600 SH DEFINED 2,3 600 OVERLAND STORAGE INC COMMON 690310107 3,705 278,800 SH DEFINED 1 278,800 OVERNITE CORP COMMON 690322102 6,280 213,600 SH DEFINED 1 213,600 OXFORD FINANCE CORP144A COMMON 69144T108 43 130,000 SH DEFINED 1 130,000 P F CHANGS CHINA BISTRO INC COMMON 69333Y108 9,851 239,400 SH DEFINED 1 239,400 P F CHANGS CHINA BISTRO INC COMMON 69333Y108 3,115 75,700 SH DEFINED 2 75,700 P G & E CORP COMMON 69331C108 2,408 86,200 SH DEFINED 1 86,200 P G & E CORP COMMON 69331C108 3,473 124,300 SH DEFINED 2 124,300 P G & E CORP COMMON 69331C108 6,781 242,700 SH DEFINED 1,4 242,700 PACER INTERNATIONAL INC COMMON 69373H106 5,071 274,100 SH DEFINED 1 274,100 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 33,425 1,707,950 SH DEFINED 1 1,707,950 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 5,290 270,325 SH DEFINED 2 270,325 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 146 7,464 SH DEFINED 5 7,464 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 558 28,500 SH DEFINED 6 28,500 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 65 3,300 SH DEFINED 1,4 3,300 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 159 8,150 SH DEFINED 2,3 8,150 PACIFICARE HEALTH SYSTEMS INC COMMON 695112102 20,088 519,600 SH DEFINED 1 519,600 PACTIV CORP COMMON 695257105 74,286 2,978,600 SH DEFINED 1 2,978,600 PACTIV CORP COMMON 695257105 5,841 234,200 SH DEFINED 2 234,200 PACTIV CORP COMMON 695257105 30,926 1,240,020 SH DEFINED 5 1,240,020 PACTIV CORP COMMON 695257105 813 32,600 SH DEFINED 1,4 32,600 PACTIV CORP COMMON 695257105 60 2,400 SH DEFINED 2,3 2,400 PALL CORP COMMON 696429307 1 37 SH DEFINED 5 37

Page 77/113 PALMONE INC COMMON 69713P107 10,090 290,200 SH DEFINED 1 290,200 PALMONE INC COMMON 69713P107 1,551 44,600 SH DEFINED 2 44,600 PANERA BREAD CO COMMON 69840W108 15,249 425,000 SH DEFINED 1 425,000 PANERA BREAD CO COMMON 69840W108 5,382 150,000 SH DEFINED 2 150,000 PANERA BREAD CO COMMON 69840W108 121 3,365 SH DEFINED 5 3,365 PANERA BREAD CO COMMON 69840W108 179 5,000 SH DEFINED 6 5,000 PAR PHARMACEUTICAL COS INC COMMON 69888P106 616 17,500 SH DEFINED 1 17,500 PARKER HANNIFIN CORP COMMON 701094104 11,339 190,698 SH DEFINED 5 190,698 PARKER-HANNIFIN CORP COMMON 701094104 121,289 2,039,850 SH DEFINED 1 2,039,850 PARKER-HANNIFIN CORP COMMON 701094104 5,631 94,700 SH DEFINED 2 94,700 PARKER-HANNIFIN CORP COMMON 701094104 35,676 600,000 SH DEFINED 1,2 600,000 PARKER-HANNIFIN CORP COMMON 701094104 392 6,600 SH DEFINED 2,3 6,600 PATINA OIL & GAS CORP COMMON 703224105 1,697 56,800 SH DEFINED 2 56,800 PATINA OIL & GAS CORP COMMON 703224105 9,812 328,500 SH DEFINED 1,4 328,500 PATTERSON-UTI ENERGY INC COMMON 703481101 12,368 370,200 SH DEFINED 1 370,200 PATTERSON-UTI ENERGY INC COMMON 703481101 2,486 74,400 SH DEFINED 2 74,400 PATTERSON-UTI ENERGY INC COMMON 703481101 172 10,278 SH DEFINED 5 10,278 PATTERSON-UTI ENERGY INC COMMON 703481101 334 10,000 SH DEFINED 6 10,000 PAYCHEX INC COMMON 704326107 14,560 429,760 SH DEFINED 1 429,760 PAYCHEX INC COMMON 704326107 4,225 124,710 SH DEFINED 2 124,710 PAYCHEX INC COMMON 704326107 148 4,365 SH DEFINED 5 4,365 PAYCHEX INC COMMON 704326107 25,410 750,000 SH DEFINED 1,2 750,000 PAYCHEX INC COMMON 704326107 39 1,140 SH DEFINED 1,4 1,140 PAYCHEX INC COMMON 704326107 181 5,350 SH DEFINED 2,3 5,350 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 8,068 115,500 SH DEFINED 1 115,500 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 2,550 36,500 SH DEFINED 2 36,500 PEGASUS SYSTEMS INC COMMON 705906105 2,626 200,000 SH DEFINED 1 200,000 PENN NATIONAL GAMING INC COMMON 707569109 11,421 344,000 SH DEFINED 1 344,000 PENN NATIONAL GAMING INC COMMON 707569109 3,151 94,900 SH DEFINED 2 94,900

Page 78/113 PENTAIR INC COMMON 709631105 44,502 1,322,900 SH DEFINED 1 1,322,900 PENTAIR INC COMMON 709631105 3,878 115,280 SH DEFINED 2 115,280 PENTAIR INC COMMON 709631105 22,430 666,757 SH DEFINED 5 666,757 PENTAIR INC COMMON 709631105 547 16,250 SH DEFINED 1,4 16,250 PENTAIR INC COMMON 709631105 43 1,270 SH DEFINED 2,3 1,270 PEOPLESOFT INC COMMON 712713106 2,035 110,000 SH DEFINED 1 110,000 PEOPLESOFT INC COMMON 712713106 2,146 116,000 SH DEFINED 2 116,000 PEP BOYS-- MM & J COMMON 713278109 12,642 498,700 SH DEFINED 1 498,700 PEP BOYS-- MM & J COMMON 713278109 935 36,900 SH DEFINED 2 36,900 PEP BOYS-- MM & J COMMON 713278109 29 1,150 SH DEFINED 1,4 1,150 PEP BOYS-- MM & J COMMON 713278109 99 3,900 SH DEFINED 2,3 3,900 PEPSI BOTTLING GROUP INC COMMON 713409100 8,013 262,380 SH DEFINED 1 262,380 PEPSI BOTTLING GROUP INC COMMON 713409100 1,649 53,990 SH DEFINED 2 53,990 PEPSICO INC COMMON 713448108 126,359 2,345,200 SH DEFINED 1 2,345,200 PEPSICO INC COMMON 713448108 17,861 331,490 SH DEFINED 2 331,490 PEPSICO INC COMMON 713448108 70 1,291 SH DEFINED 5 1,291 PEPSICO INC COMMON 713448108 32,328 600,000 SH DEFINED 1,2 600,000 PEPSICO INC COMMON 713448108 269 5,000 SH DEFINED 2,3 5,000 PERKINELMER INC COMMON 714046109 7,639 381,200 SH DEFINED 1 381,200 PERKINELMER INC COMMON 714046109 2,421 120,800 SH DEFINED 2 120,800 PERNOD RICARD S A ADR SPO COMMON 714264108 105 3,278 SH DEFINED 5 3,278 PERRIGO COMPANY COMMON 714290103 753 39,700 SH DEFINED 1 39,700 PETCO ANIMAL SUPPLIES INC COMMON 716016209 12,040 373,800 SH DEFINED 1 373,800 PETCO ANIMAL SUPPLIES INC COMMON 716016209 1,530 47,500 SH DEFINED 2 47,500 PETCO ANIMAL SUPPLIES INC COMMON 716016209 322 10,000 SH DEFINED 6 10,000 PETCO ANIMAL SUPPLIES INC COMMON 716016209 48 1,500 SH DEFINED 1,4 1,500 PETCO ANIMAL SUPPLIES INC COMMON 716016209 135 4,200 SH DEFINED 2,3 4,200 PETRO-CDA COMMON 71644E102 79 1,827 SH DEFINED 5 1,827 PETROLEO BRASILEIRO ADR COMMON 71654V408 300 10,700 SH DEFINED 2 10,700 PETROLEO BRASILEIRO S.A.- ADR COMMON 71654V101 3,331 132,200 SH DEFINED 1 132,200

Page 79/113 PETSMART INC COMMON 716768106 9,735 300,000 SH DEFINED 1 300,000 PETSMART INC COMMON 716768106 2 47 SH DEFINED 5 47 PFIZER INC COMMON 717081103 756,616 22,071,640 SH DEFINED 1 22,071,640 PFIZER INC COMMON 717081103 77,707 2,266,833 SH DEFINED 2 2,266,833 PFIZER INC COMMON 717081103 16,607 484,446 SH DEFINED 5 484,446 PFIZER INC COMMON 717081103 268,927 7,845,000 SH DEFINED 1,2 7,845,000 PFIZER INC COMMON 717081103 1,848 53,900 SH DEFINED 2,3 53,900 PHELPS DODGE CORP COMMON 717265102 78 1,000 SH DEFINED 1 1,000 PHILIPS ELECTRONICS NY ADR COMMON 500472303 130,294 4,790,205 SH DEFINED 1 4,790,205 PHILIPS ELECTRONICS NY ADR COMMON 500472303 1,375 50,550 SH DEFINED 2 50,550 PHILIPS ELECTRONICS NY ADR COMMON 500472303 239 8,800 SH DEFINED 2,3 8,800 PHOTON DYNAMICS INC COMMON 719364101 12,211 348,200 SH DEFINED 1 348,200 PHOTON DYNAMICS INC COMMON 719364101 3,605 102,800 SH DEFINED 2 102,800 PIMCO HIGH INCOME FD COMMON 722014107 0 1 SH DEFINED 5 1 PIONEER NATURAL RESOURCES COMPANY COMMON 723787107 39,661 1,130,600 SH DEFINED 1 1,130,600 PIONEER NATURAL RESOURCES COMPANY COMMON 723787107 4,038 115,100 SH DEFINED 2 115,100 PIONEER NATURAL RESOURCES COMPANY COMMON 723787107 17,272 492,375 SH DEFINED 5 492,375 PIONEER NATURAL RESOURCES COMPANY COMMON 723787107 603 17,200 SH DEFINED 1,4 17,200 PIONEER NATURAL RESOURCES COMPANY COMMON 723787107 42 1,200 SH DEFINED 2,3 1,200 PIPER JAFFRAY COS COMMON 724078100 9,774 216,100 SH DEFINED 1 216,100 PIPER JAFFRAY COS COMMON 724078100 2,153 47,600 SH DEFINED 2 47,600 PITNEY-BOWES INC COMMON 724479100 40,002 904,000 SH DEFINED 1 904,000 PITNEY-BOWES INC COMMON 724479100 4,018 90,800 SH DEFINED 2 90,800 PITNEY-BOWES INC COMMON 724479100 575 13,000 SH DEFINED 1,4 13,000 PITNEY-BOWES INC COMMON 724479100 44 1,000 SH DEFINED 2,3 1,000 PIXAR INC COMMON 725811103 7,695 110,700 SH DEFINED 1 110,700 PIXAR INC COMMON 725811103 3,552 51,100 SH DEFINED 2 51,100 PIXELWORKS INC COMMON 72581M107 7,858 512,900 SH DEFINED 1 512,900 PIXELWORKS INC COMMON 72581M107 2,485 162,200 SH DEFINED 2 162,200

Page 80/113 PLACER DOME INC COMMON 725906101 11,006 661,400 SH DEFINED 1,4 661,400 PLAINS EXPLORATION & PRODUCT COMMON 726505100 596 32,476 SH DEFINED 1 32,476 PLAINS EXPLORATION & PRODUCT COMMON 726505100 1,826 99,500 SH DEFINED 1,4 99,500 PLANTRONICS INC COMMON 727493108 37,280 885,500 SH DEFINED 1 885,500 PLANTRONICS INC COMMON 727493108 8,732 207,400 SH DEFINED 2 207,400 PLANTRONICS INC COMMON 727493108 105 2,500 SH DEFINED 1,4 2,500 PLANTRONICS INC COMMON 727493108 223 5,300 SH DEFINED 2,3 5,300 PLATINUM UNDERWRITERS HOLDINGS LTD COMMON G7127P100 16,587 545,100 SH DEFINED 1 545,100 PLATINUM UNDERWRITERS HOLDINGS LTD COMMON G7127P100 368 12,100 SH DEFINED 2 12,100 PLATO LEARNING INC COMMON 72764Y100 5,161 520,800 SH DEFINED 1 520,800 POGO PRODUCING CO COMMON 730448107 1 17 SH DEFINED 5 17 POLARIS INDS INC COMMON 731068102 4 76 SH DEFINED 5 76 POLYCOM INC COMMON 73172K104 22,574 1,007,300 SH DEFINED 1 1,007,300 POLYCOM INC COMMON 73172K104 4,131 184,350 SH DEFINED 2 184,350 POLYCOM INC COMMON 73172K104 1 41 SH DEFINED 5 41 POLYCOM INC COMMON 73172K104 61 2,700 SH DEFINED 1,4 2,700 POLYCOM INC COMMON 73172K104 155 6,900 SH DEFINED 2,3 6,900 POLYMEDICA CORP COMMON 731738100 5,488 176,800 SH DEFINED 1 176,800 POSCO ADR COMMON 693483109 4,986 148,800 SH DEFINED 1 148,800 POSSIS MEDICAL INC COMMON 737407106 6,830 200,000 SH DEFINED 1 200,000 POSSIS MEDICAL INC COMMON 737407106 2,151 63,000 SH DEFINED 2 63,000 POWER INTEGRATIONS INC COMMON 739276103 5,744 230,700 SH DEFINED 1 230,700 POWER INTEGRATIONS INC COMMON 739276103 1,820 73,100 SH DEFINED 2 73,100 POWER-ONE INC COMMON 739308104 1,812 165,000 SH DEFINED 1 165,000 POWER-ONE INC COMMON 739308104 467 42,500 SH DEFINED 6 42,500 POWERWAVE TECHNOLOGIES INC COMMON 739363109 10,497 1,363,200 SH DEFINED 1 1,363,200 POWERWAVE TECHNOLOGIES INC COMMON 739363109 1,719 223,300 SH DEFINED 2 223,300

Page 81/113 PPG INDUSTRIES, INC. COMMON 693506107 1,444 23,100 SH DEFINED 1 23,100 PPG INDUSTRIES, INC. COMMON 693506107 1,956 31,300 SH DEFINED 2 31,300 PRECISION DRILLING CORP COMMON 74022D100 4,638 96,600 SH DEFINED 1,4 96,600 PRIDE INTERNATIONAL INC COMMON 74153Q102 43,460 2,540,060 SH DEFINED 1 2,540,060 PRIDE INTERNATIONAL INC COMMON 74153Q102 6,444 376,600 SH DEFINED 2 376,600 PRIDE INTERNATIONAL INC COMMON 74153Q102 94 5,500 SH DEFINED 1,4 5,500 PRIDE INTERNATIONAL INC COMMON 74153Q102 214 12,500 SH DEFINED 2,3 12,500 PRIMEDIA INC 9.2 PFD PREFERRED 74157K887 3,725 41,850 SH DEFINED 1 41,850 PRIMEDIA INC 9.2 PFD PREFERRED 74157K887 61 680 SH DEFINED 2,3 680 PRIMEDIA INC PFD PREFERRED 74157K606 5,803 61,410 SH DEFINED 1 61,410 PRIMEDIA INC PFD PREFERRED 74157K606 112 1,185 SH DEFINED 2,3 1,185 PRIMUS TELECOMMUNICATIONS GROUP INC COMMON 741929103 3,868 761,500 SH DEFINED 1 761,500 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 110,548 3,178,500 SH DEFINED 1 3,178,500 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 4,751 136,600 SH DEFINED 2 136,600 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 19,413 558,164 SH DEFINED 5 558,164 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 33,215 955,000 SH DEFINED 1,2 955,000 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 671 19,300 SH DEFINED 1,4 19,300 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 45 1,300 SH DEFINED 2,3 1,300 PRIVATEBANCORP INC COMMON 742962103 7,414 270,000 SH DEFINED 1 270,000 PRIVATEBANCORP INC COMMON 742962103 2,351 85,600 SH DEFINED 2 85,600 PROASSURANCE CORP COMMON 74267C106 5,983 175,400 SH DEFINED 1 175,400 PROASSURANCE CORP COMMON 74267C106 1,900 55,700 SH DEFINED 2 55,700 PROCENTURY CORPORATION COMMON 74268T108 2,983 306,600 SH DEFINED 1 306,600 PROCTER & GAMBLE CO COMMON 742718109 168,817 3,100,980 SH DEFINED 1 3,100,980 PROCTER & GAMBLE CO COMMON 742718109 44,860 824,032 SH DEFINED 2 824,032 PROCTER & GAMBLE CO COMMON 742718109 71 1,304 SH DEFINED 5 1,304 PROCTER & GAMBLE CO COMMON 742718109 112,081 2,058,800 SH DEFINED 1,2 2,058,800 PROCTER & GAMBLE CO COMMON 742718109 11,291 207,400 SH DEFINED 1,4 207,400 PROCTER & GAMBLE CO COMMON 742718109 887 16,300 SH DEFINED 2,3 16,300

Page 82/113 PROGRESSIVE CORP COMMON 743315103 7,918 92,830 SH DEFINED 1 92,830 PROGRESSIVE CORP COMMON 743315103 1,126 13,200 SH DEFINED 2 13,200 PROLOGIS COMMON 743410102 161 4,900 SH DEFINED 6 4,900 PROLOGIS COMMON 743410102 810 24,600 SH DEFINED 1,4 24,600 PROSPERITY BANCSHARES INC COMMON 743606105 6,450 264,900 SH DEFINED 1 264,900 PROSPERITY BANCSHARES INC COMMON 743606105 2,045 84,000 SH DEFINED 2 84,000 PROTECTIVE LIFE COMMON 743674103 2,784 72,000 SH DEFINED 1 72,000 PROTEIN DESIGN LABS INC COMMON 74369L103 1,148 60,000 SH DEFINED 1 60,000 PROTEIN DESIGN LABS INC COMMON 74369L103 71 3,700 SH DEFINED 2 3,700 PROVIDENT FINANCIAL SERVICES COMMON 74386T105 655 37,300 SH DEFINED 1 37,300 PRUDENTIAL FINANCIAL INC COMMON 744320102 75,054 1,615,100 SH DEFINED 1 1,615,100 PRUDENTIAL FINANCIAL INC COMMON 744320102 6,989 150,400 SH DEFINED 2 150,400 PRUDENTIAL FINANCIAL INC COMMON 744320102 33,282 716,200 SH DEFINED 1,2 716,200 PTEK HOLDINGS INC COMMON 69366M104 9,337 809,800 SH DEFINED 1 809,800 PUBLIC SERVICE ENTERPRISE GROUP COMMON 744573106 1,089 27,200 SH DEFINED 1 27,200 PULTE HOMES INC COMMON 745867101 775 14,900 SH DEFINED 1 14,900 QLOGIC CORP COMMON 747277101 6,116 230,000 SH DEFINED 1 230,000 QLOGIC CORP COMMON 747277101 1,835 69,000 SH DEFINED 2 69,000 QUADRAX CORP COMMON 74731J109 0 1 SH DEFINED 5 1 QUALCOMM INC COMMON 747525103 87,035 1,192,590 SH DEFINED 1 1,192,590 QUALCOMM INC COMMON 747525103 12,967 177,680 SH DEFINED 2 177,680 QUALCOMM INC COMMON 747525103 37 505 SH DEFINED 5 505 QUALCOMM INC COMMON 747525103 51,086 700,000 SH DEFINED 1,2 700,000 QUALCOMM INC COMMON 747525103 15,348 210,300 SH DEFINED 1,4 210,300 QUALCOMM INC COMMON 747525103 383 5,250 SH DEFINED 2,3 5,250 QUANTA CAP HLDGS LTD 144A COMMON 74763S100 17,325 1,613,100 SH DEFINED 1 1,613,100 QUANTA CAPITAL HOLDINGS LTD COMMON G7313F106 42 3,900 SH DEFINED 1 3,900

Page 83/113 QUANTUM CORP COMMON 747906204 0 47 SH DEFINED 5 47 QUEST DIAGNOSTICS INC COMMON 74834L100 33,567 395,140 SH DEFINED 1 395,140 QUEST DIAGNOSTICS INC COMMON 74834L100 1,662 19,560 SH DEFINED 2 19,560 QUEST DIAGNOSTICS INC COMMON 74834L100 34 404 SH DEFINED 5 404 QUESTAR CORP. COMMON 748356102 7,392 191,300 SH DEFINED 1 191,300 QUESTAR CORP. COMMON 748356102 3 90 SH DEFINED 5 90 QUICKSILVER INC COMMON 74838C106 11,515 483,600 SH DEFINED 1 483,600 QUICKSILVER INC COMMON 74838C106 3,391 142,400 SH DEFINED 2 142,400 QUICKSILVER INC COMMON 74838C106 1 42 SH DEFINED 5 42 QUICKSILVER RESOURCES INC COMMON 74837R104 15,761 235,000 SH DEFINED 1 235,000 QUICKSILVER RESOURCES INC COMMON 74837R104 4,252 63,400 SH DEFINED 2 63,400 RADIAN GROUP INC COMMON 750236101 107,942 2,253,486 SH DEFINED 1 2,253,486 RADIAN GROUP INC COMMON 750236101 2,876 60,050 SH DEFINED 2 60,050 RADIAN GROUP INC COMMON 750236101 242 5,050 SH DEFINED 2,3 5,050 RADIO ONE INC COMMON 75040P108 4,364 270,900 SH DEFINED 1 270,900 RADIO ONE INC COMMON 75040P108 1,384 85,900 SH DEFINED 2 85,900 RADIO ONE INC COMMON 75040P108 143 8,878 SH DEFINED 5 8,878 RADIO ONE INC CL D COMMON 75040P405 7,605 475,000 SH DEFINED 1 475,000 RADIO ONE INC CL D COMMON 75040P405 2,405 150,200 SH DEFINED 2 150,200 RADIOSHACK CORP COMMON 750438103 12,633 441,260 SH DEFINED 1 441,260 RADIOSHACK CORP COMMON 750438103 831 29,010 SH DEFINED 2 29,010 RARE HOSPITALITY INTL INC COMMON 753820109 10,578 424,800 SH DEFINED 1 424,800 RARE HOSPITALITY INTL INC COMMON 753820109 3,345 134,350 SH DEFINED 2 134,350 RARE HOSPITALITY INTL INC COMMON 753820109 162 6,525 SH DEFINED 5 6,525 RAYMOND JAMES FINANCIAL INC COMMON 754730109 9,125 345,000 SH DEFINED 1 345,000 RAYONIER INC COMMON 754907103 123 2,760 SH DEFINED 1 2,760 RAYOVAC CORP COMMON 755081106 4,705 167,450 SH DEFINED 1 167,450

Page 84/113 RAYTHEON CO COMMON 755111507 1,087 30,400 SH DEFINED 1 30,400 RAYTHEON CO COMMON 755111507 3 79 SH DEFINED 5 79 REALNETWORKS INC COMMON 75605L104 0 30 SH DEFINED 5 30 REALTY INCOME CORP COMMON 756109104 2,504 60,000 SH DEFINED 1 60,000 REALTY INCOME CORP COMMON 756109104 3 78 SH DEFINED 5 78 RED HAT INC COMMON 756577102 19,329 841,500 SH DEFINED 1 841,500 RED HAT INC COMMON 756577102 7,004 304,900 SH DEFINED 2 304,900 RED HAT INC COMMON 756577102 179 7,774 SH DEFINED 5 7,774 REEBOK INTL LTD COMMON 758110100 2,097 58,270 SH DEFINED 1 58,270 REGAL ENTERTAINMENT GROUP A COMMON 758766109 815 45,000 SH DEFINED 1 45,000 REGENERATION TECHNOLOGIES COMMON 75886N100 1,341 125,000 SH DEFINED 1 125,000 REINSURANCE GROUP AMER INC COMMON 759351109 3 71 SH DEFINED 5 71 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 23,420 434,100 SH DEFINED 1 434,100 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 2,838 52,600 SH DEFINED 2 52,600 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 4,893 90,700 SH DEFINED 1,4 90,700 RENAL CARE GROUP INC COMMON 759930100 3,976 120,000 SH DEFINED 1 120,000 RENOVIS INC COMMON 759885106 137 15,000 SH DEFINED 1 15,000 RENOVIS INC COMMON 759885106 27 3,000 SH DEFINED 2 3,000 RENT-A-CENTER INC COMMON 76009N100 7,776 259,810 SH DEFINED 1 259,810 RENTOKIL INITIAL ADR SPONSORED COMMON 760125104 33 2,511 SH DEFINED 5 2,511 REPSOL YPF S A ADR COMMON 76026T205 75 3,453 SH DEFINED 5 3,453 REPUBLIC SERVICES INC COMMON 760759100 87,135 3,010,900 SH DEFINED 1 3,010,900 REPUBLIC SERVICES INC COMMON 760759100 6,627 229,000 SH DEFINED 2 229,000 REPUBLIC SERVICES INC COMMON 760759100 31,650 1,093,617 SH DEFINED 5 1,093,617 REPUBLIC SERVICES INC COMMON 760759100 926 32,000 SH DEFINED 1,4 32,000 REPUBLIC SERVICES INC COMMON 760759100 75 2,600 SH DEFINED 2,3 2,600

Page 85/113 RESEARCH IN MOTION COMMON 760975102 13,585 198,500 SH DEFINED 1 198,500 RESEARCH IN MOTION COMMON 760975102 2,738 40,000 SH DEFINED 2 40,000 RESEARCH IN MOTION COMMON 760975102 8,555 125,000 SH DEFINED 1,2 125,000 RESEARCH IN MOTION COMMON 760975102 4,380 64,000 SH DEFINED 1,4 64,000 RESMED INC COMMON 761152107 33,532 658,000 SH DEFINED 1 658,000 RESMED INC COMMON 761152107 5,493 107,800 SH DEFINED 2 107,800 RESMED INC COMMON 761152107 220 4,310 SH DEFINED 5 4,310 RESMED INC COMMON 761152107 76 1,500 SH DEFINED 1,4 1,500 RESMED INC COMMON 761152107 189 3,700 SH DEFINED 2,3 3,700 REWARDS NETWORK INC COMMON 761557107 3,023 335,900 SH DEFINED 1 335,900 REYNOLDS & REYNOLDS CL A COMMON 761695105 977 42,230 SH DEFINED 1 42,230 REYNOLDS & REYNOLDS CL A COMMON 761695105 3 131 SH DEFINED 5 131 RH DONNELLEY CORP COMMON 74955W307 12,836 293,450 SH DEFINED 1 293,450 RIGEL PHARMACEUTICALS INC COMMON 766559603 995 70,000 SH DEFINED 1 70,000 ROBERT HALF INTL INC COMMON 770323103 76,899 2,583,100 SH DEFINED 1 2,583,100 ROBERT HALF INTL INC COMMON 770323103 19,794 664,900 SH DEFINED 2 664,900 ROBERT HALF INTL INC COMMON 770323103 6,433 216,071 SH DEFINED 5 216,071 ROBERT HALF INTL INC COMMON 770323103 89,530 3,007,400 SH DEFINED 1,2 3,007,400 ROBERT HALF INTL INC COMMON 770323103 241 8,100 SH DEFINED 1,4 8,100 ROBERT HALF INTL INC COMMON 770323103 804 27,000 SH DEFINED 2,3 27,000 ROCHE HLDG LTD COMMON 771195104 182 1,834 SH DEFINED 5 1,834 ROCKWELL AUTOMATION INC COMMON 773903109 153,172 4,083,490 SH DEFINED 1 4,083,490 ROCKWELL AUTOMATION INC COMMON 773903109 13,194 351,750 SH DEFINED 2 351,750 ROCKWELL AUTOMATION INC COMMON 773903109 133 3,551 SH DEFINED 5 3,551 ROCKWELL AUTOMATION INC COMMON 773903109 67,518 1,800,000 SH DEFINED 1,2 1,800,000 ROCKWELL AUTOMATION INC COMMON 773903109 675 18,000 SH DEFINED 1,4 18,000 ROCKWELL AUTOMATION INC COMMON 773903109 919 24,500 SH DEFINED 2,3 24,500 ROCKWELL COLLINS INC COMMON 774341101 12,902 387,200 SH DEFINED 1 387,200 ROCKWELL COLLINS INC COMMON 774341101 954 28,620 SH DEFINED 2 28,620 ROCKWELL COLLINS INC COMMON 774341101 333 10,000 SH DEFINED 6 10,000 ROGERS COMMUNICATIONS CL B COMMON 775109200 693 38,200 SH DEFINED 1,4 38,200

Page 86/113 ROGERS CORP COMMON 775133101 9,437 135,000 SH DEFINED 1 135,000 ROGERS CORP COMMON 775133101 2,985 42,700 SH DEFINED 2 42,700 ROHM & HAAS CO COMMON 775371107 13 321 SH DEFINED 5 321 ROPER INDUSTRIES INC COMMON 776696106 46,180 811,600 SH DEFINED 1 811,600 ROPER INDUSTRIES INC COMMON 776696106 4,711 82,800 SH DEFINED 2 82,800 ROPER INDUSTRIES INC COMMON 776696106 21,364 375,466 SH DEFINED 5 375,466 ROPER INDUSTRIES INC COMMON 776696106 706 12,400 SH DEFINED 1,4 12,400 ROPER INDUSTRIES INC COMMON 776696106 51 900 SH DEFINED 2,3 900 ROSS STORES INC COMMON 778296103 16,313 609,600 SH DEFINED 1 609,600 ROWAN COMPANIES INC COMMON 779382100 973 40,000 SH DEFINED 1 40,000 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 16,834 387,800 SH DEFINED 1 387,800 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 4,289 98,800 SH DEFINED 2 98,800 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 1 23 SH DEFINED 5 23 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 21,705 500,000 SH DEFINED 1,2 500,000 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 52 1,200 SH DEFINED 1,4 1,200 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 100 2,300 SH DEFINED 2,3 2,300 RPM INC OHIO COMMON 749685103 2 160 SH DEFINED 5 160 RSA SECURITY INC COMMON 749719100 3,118 152,300 SH DEFINED 1 152,300 RUBY TUESDAY INC COMMON 781182100 13,991 509,700 SH DEFINED 1 509,700 RYDER SYSTEM INC COMMON 783549108 517 12,900 SH DEFINED 2 12,900 RYLAND GROUP INC COMMON 783764103 8,414 107,600 SH DEFINED 1 107,600 SABRE HLDGS CORP COMMON 785905100 1 37 SH DEFINED 5 37 SAFECO CORP COMMON 786429100 409 9,300 SH DEFINED 1 9,300 SAFENET INC COMMON 78645R107 14,089 509,000 SH DEFINED 1 509,000 SAFENET INC COMMON 78645R107 3,726 134,600 SH DEFINED 2 134,600 SAFENET INC COMMON 78645R107 108 3,891 SH DEFINED 5 3,891

Page 87/113 SAFEWAY INC COMMON 786514208 305,366 12,050,750 SH DEFINED 1 12,050,750 SAFEWAY INC COMMON 786514208 5,291 208,800 SH DEFINED 2 208,800 SAFEWAY INC COMMON 786514208 22,875 902,687 SH DEFINED 5 902,687 SAFEWAY INC COMMON 786514208 43,585 1,720,000 SH DEFINED 1,2 1,720,000 SAFEWAY INC COMMON 786514208 502 19,800 SH DEFINED 1,4 19,800 SAFEWAY INC COMMON 786514208 296 11,700 SH DEFINED 2,3 11,700 SAKS INCORPORATED COMMON 79377W108 8,780 585,300 SH DEFINED 1 585,300 SAKS INCORPORATED COMMON 79377W108 323 21,500 SH DEFINED 2 21,500 SALIX PHARMACEUTICALS LTD COMMON 795435106 10,215 310,000 SH DEFINED 1 310,000 SALIX PHARMACEUTICALS LTD COMMON 795435106 3,232 98,100 SH DEFINED 2 98,100 SANDISK CORP COMMON 80004C101 12,580 580,000 SH DEFINED 1 580,000 SANDISK CORP COMMON 80004C101 1 35 SH DEFINED 5 35 SANOFI-SYNTHELABO COMMON 80105N105 147 4,596 SH DEFINED 5 4,596 SAP AG - ADR COMMON 803054204 60,779 1,453,700 SH DEFINED 1 1,453,700 SAP AG - ADR COMMON 803054204 242 5,800 SH DEFINED 2 5,800 SAP AG - ADR COMMON 803054204 29,769 712,000 SH DEFINED 1,2 712,000 SAPIENT CORPORATION COMMON 803062108 331 55,000 SH DEFINED 6 55,000 SAPPI LTD SPONSORED ADR COMMON 803069202 2,072 135,000 SH DEFINED 1 135,000 SARA LEE CORP COMMON 803111103 84,541 3,677,300 SH DEFINED 1 3,677,300 SARA LEE CORP COMMON 803111103 347 15,100 SH DEFINED 2 15,100 SARA LEE CORP COMMON 803111103 42,876 1,865,000 SH DEFINED 1,2 1,865,000 SAXON CAPITAL INC COMMON 80556P302 3,429 150,200 SH DEFINED 1 150,200 SAXON CAPITAL INC COMMON 80556P104 7,534 330,000 SH DEFINED 1 330,000 SBC COMMUNICATIONS INC COMMON 78387G103 18,274 753,550 SH DEFINED 1 753,550 SBC COMMUNICATIONS INC COMMON 78387G103 9,336 385,000 SH DEFINED 2 385,000 SBC COMMUNICATIONS INC COMMON 78387G103 1 32 SH DEFINED 5 32 SBS BROADCASTING SA COMMON L8137F102 6,895 224,520 SH DEFINED 1 224,520 SBS BROADCASTING SA COMMON L8137F102 92 3,000 SH DEFINED 1,4 3,000

Page 88/113 SCANSOURCE INC COMMON 806037107 18,423 310,050 SH DEFINED 1 310,050 SCANSOURCE INC COMMON 806037107 3,571 60,100 SH DEFINED 2 60,100 SCHERING A G ADR COMMON 806585204 2 33 SH DEFINED 5 33 SCHERING PLOUGH CORP COMMON 806605101 1 47 SH DEFINED 5 47 SCHERING-PLOUGH CORP COMMON 806605101 456 24,700 SH DEFINED 1 24,700 SCHICK TECHNOLOGIES INC. COMMON 806683108 168 12,500 SH DEFINED 6 12,500 SCHLUMBERGER LTD COMMON 806857108 116,662 1,836,900 SH DEFINED 1 1,836,900 SCHLUMBERGER LTD COMMON 806857108 15,833 249,300 SH DEFINED 2 249,300 SCHLUMBERGER LTD COMMON 806857108 7,000 110,225 SH DEFINED 5 110,225 SCIENTIFIC ATLANTA INC COMMON 808655104 7,473 216,600 SH DEFINED 1 216,600 SCIENTIFIC ATLANTA INC COMMON 808655104 3 73 SH DEFINED 5 73 SCIENTIFIC ATLANTA INC COMMON 808655104 207 6,000 SH DEFINED 6 6,000 SCIENTIFIC GAMES CORP- A COMMON 80874P109 13,871 724,700 SH DEFINED 1 724,700 SCOTTS CO COMMON 810186106 51,564 807,200 SH DEFINED 1 807,200 SCOTTS CO COMMON 810186106 5,660 88,600 SH DEFINED 2 88,600 SCOTTS CO COMMON 810186106 20,510 321,076 SH DEFINED 5 321,076 SCOTTS CO COMMON 810186106 709 11,100 SH DEFINED 1,4 11,100 SCOTTS CO COMMON 810186106 57 900 SH DEFINED 2,3 900 SCP POOL CORP COMMON 784028102 2,250 50,000 SH DEFINED 1 50,000 SEALED AIR CORP COMMON 81211K100 12,284 230,600 SH DEFINED 1 230,600 SEI CORP COMMON 784117103 2 60 SH DEFINED 1 60 SEI CORP COMMON 784117103 1,185 40,800 SH DEFINED 2 40,800 SELECT COMFORT CORP COMMON 81616X103 16,762 590,200 SH DEFINED 1 590,200 SELECT COMFORT CORP COMMON 81616X103 2,982 105,000 SH DEFINED 2 105,000 SELECT MEDICAL CORP COMMON 816196109 17,588 1,310,600 SH DEFINED 1 1,310,600 SELECT MEDICAL CORP COMMON 816196109 2,224 165,700 SH DEFINED 2 165,700 SEMICONDUCTOR MANUFACTURING COMMON 81663N206 4,346 405,000 SH DEFINED 1 405,000

Page 89/113 SEMPRA ENERGY COMMON 816851109 3,040 88,300 SH DEFINED 1 88,300 SEMPRA ENERGY COMMON 816851109 2,086 60,600 SH DEFINED 2 60,600 SEMPRA ENERGY COMMON 816851109 2,055 59,700 SH DEFINED 1,4 59,700 SEMTECH CORP COMMON 816850101 10,753 456,800 SH DEFINED 1 456,800 SEMTECH CORP COMMON 816850101 3,164 134,400 SH DEFINED 2 134,400 SEPRACOR INC COMMON 817315104 17,653 333,700 SH DEFINED 1 333,700 SEPRACOR INC COMMON 817315104 2,174 41,100 SH DEFINED 2 41,100 SEPRACOR INC COMMON 817315104 14 271 SH DEFINED 5 271 SEPRACOR INC COMMON 817315104 29,095 550,000 SH DEFINED 1,2 550,000 SEPRACOR INC COMMON 817315104 238 4,500 SH DEFINED 2,3 4,500 SEROLOGICALS CORP COMMON 817523103 5,705 285,400 SH DEFINED 1 285,400 SHANDA INTERACTIVE ENTER- ADR COMMON 81941Q203 4,840 313,850 SH DEFINED 1 313,850 SHARP CORP ADR COMMON 819882200 141 8,853 SH DEFINED 5 8,853 SHERWIN WILLIAMS CO COMMON 824348106 3 78 SH DEFINED 5 78 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 12,430 464,847 SH DEFINED 1 464,847 SHUFFLE MASTER INC COMMON 825549108 14,898 410,300 SH DEFINED 1 410,300 SHUFFLE MASTER INC COMMON 825549108 3,646 100,400 SH DEFINED 2 100,400 SHUFFLE MASTER INC COMMON 825549108 178 4,909 SH DEFINED 5 4,909 SIEBEL SYSTEMS INC COMMON 826170102 43,417 4,065,300 SH DEFINED 1 4,065,300 SIEBEL SYSTEMS INC COMMON 826170102 4,067 380,800 SH DEFINED 2 380,800 SIEBEL SYSTEMS INC COMMON 826170102 16,554 1,550,000 SH DEFINED 1,2 1,550,000 SIEBEL SYSTEMS INC COMMON 826170102 70 6,600 SH DEFINED 1,4 6,600 SIEBEL SYSTEMS INC COMMON 826170102 134 12,500 SH DEFINED 2,3 12,500 SIERRA HEALTH SERVICES COMMON 826322109 2,624 58,700 SH DEFINED 1 58,700 SIERRA WIRELESS INC COMMON 826516106 9,813 265,000 SH DEFINED 1 265,000 SIERRA WIRELESS INC COMMON 826516106 1,466 39,600 SH DEFINED 2 39,600

Page 90/113 SIGMA-ALDRICH COMMON 826552101 38,209 640,980 SH DEFINED 1 640,980 SIGMA-ALDRICH COMMON 826552101 3,881 65,100 SH DEFINED 2 65,100 SIGMA-ALDRICH COMMON 826552101 15,948 267,537 SH DEFINED 5 267,537 SIGMA-ALDRICH COMMON 826552101 536 9,000 SH DEFINED 1,4 9,000 SIGMA-ALDRICH COMMON 826552101 42 700 SH DEFINED 2,3 700 SIGMATEL INC COMMON 82661W107 808 27,800 SH DEFINED 1 27,800 SILICON LABORATORIES INC COMMON 826919102 760 16,400 SH DEFINED 1 16,400 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 726 70,500 SH DEFINED 1 70,500 SILICON VALLEY BANCSHARES COMMON 827064106 8,921 225,000 SH DEFINED 1 225,000 SILICON VALLEY BANCSHARES COMMON 827064106 2,823 71,200 SH DEFINED 2 71,200 SILICONIX INC COMMON 827079203 174 3,500 SH DEFINED 1 3,500 SIMON PROPERTY GROUP INC COMMON 828806109 411 8,000 SH DEFINED 1 8,000 SIMON PROPERTY GROUP INC COMMON 828806109 3,342 65,000 SH DEFINED 1,4 65,000 SINA.COM COMMON G81477104 9,831 298,000 SH DEFINED 1 298,000 SINA.COM COMMON G81477104 5,265 159,600 SH DEFINED 2 159,600 SIRVA INC COMMON 82967Y104 51,046 2,219,400 SH DEFINED 1 2,219,400 SIRVA INC COMMON 82967Y104 6,682 290,500 SH DEFINED 2 290,500 SIRVA INC COMMON 82967Y104 145 6,300 SH DEFINED 1,4 6,300 SIRVA INC COMMON 82967Y104 306 13,300 SH DEFINED 2,3 13,300 SK TELECOM CO LTD SPONS ADR COMMON 78440P108 2,067 98,492 SH DEFINED 1 98,492 SKILLSOFT PLC ADR COMMON 830928107 760 100,000 SH DEFINED 1 100,000 SKYWORKS SOLUTIONS INC COMMON 83088M102 8,618 987,200 SH DEFINED 1 987,200 SKYWORKS SOLUTIONS INC COMMON 83088M102 2,251 257,900 SH DEFINED 2 257,900 SLM CORP COMMON 78442P106 28,319 700,100 SH DEFINED 1 700,100 SLM CORP COMMON 78442P106 13,911 343,900 SH DEFINED 2 343,900 SLM CORP COMMON 78442P106 40,450 1,000,000 SH DEFINED 1,2 1,000,000 SLM CORP COMMON 78442P106 432 10,680 SH DEFINED 2,3 10,680 SMITH & NEPHEW P L C ADR COMMON 83175M205 389 7,030 SH DEFINED 5 7,030

Page 91/113 SMITH INTL INC COMMON 832110100 14 256 SH DEFINED 5 256 SMUCKER J M CO COMMON 832696405 1,607 35,000 SH DEFINED 1 35,000 SMUCKER J M CO COMMON 832696405 10 222 SH DEFINED 5 222 SMURFIT STONE CONTAINER CORP COMMON 832727101 14,984 751,100 SH DEFINED 1 751,100 SNAP-ON TOOLS CORP COMMON 833034101 517 15,400 SH DEFINED 1 15,400 SOLA INTNL INC COMMON 834092108 7,754 450,000 SH DEFINED 1 450,000 SOLA INTNL INC COMMON 834092108 799 46,400 SH DEFINED 2 46,400 SOLECTRON CORP COMMON 834182107 1 140 SH DEFINED 5 140 SONIC CORP COMMON 835451105 11,944 525,000 SH DEFINED 1 525,000 SONIC CORP COMMON 835451105 2,699 118,650 SH DEFINED 2 118,650 SONIC SOLUTIONS COMMON 835460106 3,188 150,000 SH DEFINED 1 150,000 SONICWALL INC COMMON 835470105 3,870 450,000 SH DEFINED 1 450,000 SONOCO PRODUCTS CO COMMON 835495102 620 24,300 SH DEFINED 1 24,300 SONOSITE INC COMMON 83568G104 5,978 250,000 SH DEFINED 1 250,000 SONOSITE INC COMMON 83568G104 710 29,700 SH DEFINED 2 29,700 SONY CORP SPON ADR COMMON 835699307 121,037 3,181,000 SH DEFINED 1 3,181,000 SONY CORP SPON ADR COMMON 835699307 312 8,200 SH DEFINED 2 8,200 SONY CORP SPON ADR COMMON 835699307 26,635 700,000 SH DEFINED 1,2 700,000 SONY CORP SPON ADR COMMON 835699307 219 5,750 SH DEFINED 2,3 5,750 SOURCE INTERLINK COS INC COMMON 836151209 2,057 185,000 SH DEFINED 1 185,000 SOUTHERN CO COMMON 842587107 15,221 522,155 SH DEFINED 1 522,155 SOUTHERN CO COMMON 842587107 8,302 284,800 SH DEFINED 2 284,800 SOUTHWEST AIRLINES CO COMMON 844741108 8,578 511,490 SH DEFINED 1 511,490 SOUTHWEST AIRLINES CO COMMON 844741108 5,965 355,700 SH DEFINED 2 355,700 SOUTHWEST AIRLINES CO COMMON 844741108 50,310 3,000,000 SH DEFINED 1,2 3,000,000 SOUTHWEST AIRLINES CO COMMON 844741108 221 13,200 SH DEFINED 2,3 13,200

Page 92/113 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 10,573 239,650 SH DEFINED 1 239,650 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 2,665 60,400 SH DEFINED 2 60,400 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 102 2,306 SH DEFINED 5 2,306 SOUTHWESTERN ENERGY CO COMMON 845467109 3,999 139,500 SH DEFINED 1 139,500 SPARTECH CORP COMMON 847220209 6,527 251,600 SH DEFINED 1 251,600 SPARTECH CORP COMMON 847220209 2,070 79,800 SH DEFINED 2 79,800 SPECIALTY LABORATORIES INC COMMON 84749R100 405 45,200 SH DEFINED 1 45,200 SPECTRASITE INC COMMON 84761M104 3,242 75,000 SH DEFINED 1 75,000 SPEEDWAY MOTORSPORTS INC COMMON 847788106 10,430 311,900 SH DEFINED 1 311,900 SPINNAKER EXPLORATION CO COMMON 84855W109 15,382 390,600 SH DEFINED 1 390,600 SPINNAKER EXPLORATION CO COMMON 84855W109 3,792 96,300 SH DEFINED 2 96,300 SPINNAKER EXPLORATION CO COMMON 84855W109 236 6,000 SH DEFINED 6 6,000 SPRINT CORP COMMON 852061100 0 1 SH DEFINED 5 1 SPX CORP COMMON 784635104 59,728 1,286,140 SH DEFINED 1 1,286,140 SPX CORP COMMON 784635104 4,073 87,700 SH DEFINED 2 87,700 SPX CORP COMMON 784635104 26,986 581,092 SH DEFINED 5 581,092 SPX CORP COMMON 784635104 613 13,200 SH DEFINED 1,4 13,200 SPX CORP COMMON 784635104 42 900 SH DEFINED 2,3 900 ST JUDE MEDICAL INC COMMON 790849103 104,448 1,380,670 SH DEFINED 1 1,380,670 ST JUDE MEDICAL INC COMMON 790849103 17,774 234,950 SH DEFINED 2 234,950 ST JUDE MEDICAL INC COMMON 790849103 62 817 SH DEFINED 5 817 ST JUDE MEDICAL INC COMMON 790849103 37,825 500,000 SH DEFINED 1,2 500,000 ST JUDE MEDICAL INC COMMON 790849103 49 650 SH DEFINED 1,4 650 ST JUDE MEDICAL INC COMMON 790849103 257 3,400 SH DEFINED 2,3 3,400 ST MARY LAND & EXPLORATION COMMON 792228108 510 14,300 SH DEFINED 1 14,300 ST MARY LAND & EXPLORATION COMMON 792228108 913 25,600 SH DEFINED 2 25,600

Page 93/113 ST PAUL TRAVELERS COS INC COMMON 792860108 67,450 1,663,788 SH DEFINED 1 1,663,788 ST PAUL TRAVELERS COS INC COMMON 792860108 301 7,429 SH DEFINED 2 7,429 ST PAUL TRAVELERS COS INC COMMON 792860108 0 1 SH DEFINED 5 1 ST PAUL TRAVELERS COS INC COMMON 792860108 33,572 828,122 SH DEFINED 1,2 828,122 STAGE STORES INC COMMON 85254C305 6,943 184,350 SH DEFINED 1 184,350 STAGE STORES INC COMMON 85254C305 245 6,500 SH DEFINED 2 6,500 STANDARD PACIFIC CORP COMMON 85375C101 735 14,900 SH DEFINED 1 14,900 STAPLES INC COMMON 855030102 111,741 3,812,400 SH DEFINED 1 3,812,400 STAPLES INC COMMON 855030102 19,276 657,650 SH DEFINED 2 657,650 STAPLES INC COMMON 855030102 253 8,608 SH DEFINED 5 8,608 STAPLES INC COMMON 855030102 73,275 2,500,000 SH DEFINED 1,2 2,500,000 STAPLES INC COMMON 855030102 199 6,800 SH DEFINED 1,4 6,800 STAPLES INC COMMON 855030102 668 22,800 SH DEFINED 2,3 22,800 STARBUCKS CORP COMMON 855244109 13,404 308,270 SH DEFINED 1 308,270 STARBUCKS CORP COMMON 855244109 1,636 37,620 SH DEFINED 2 37,620 STARBUCKS CORP COMMON 855244109 39 894 SH DEFINED 5 894 STARR SURGICAL CO COMMON 852312305 780 100,000 SH DEFINED 1 100,000 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 275,632 6,145,630 SH DEFINED 1 6,145,630 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 16,624 370,650 SH DEFINED 2 370,650 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 19,032 424,340 SH DEFINED 5 424,340 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 56,063 1,250,000 SH DEFINED 1,2 1,250,000 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 771 17,200 SH DEFINED 2,3 17,200 STATE STREET BOSTON CORP COMMON 857477103 3,457 70,500 SH DEFINED 1 70,500 STATE STREET BOSTON CORP COMMON 857477103 2,869 58,500 SH DEFINED 2 58,500 STATE STREET BOSTON CORP COMMON 857477103 1 15 SH DEFINED 5 15 STATE STREET BOSTON CORP COMMON 857477103 24,520 500,000 SH DEFINED 1,2 500,000 STATE STREET BOSTON CORP COMMON 857477103 113 2,300 SH DEFINED 2,3 2,300 STATION CASINOS INC COMMON 857689103 13,591 280,800 SH DEFINED 1 280,800 STATION CASINOS INC COMMON 857689103 4,845 100,100 SH DEFINED 2 100,100 STATION CASINOS INC COMMON 857689103 14 296 SH DEFINED 5 296 STEEL DYNAMICS INC COMMON 858119100 827 28,900 SH DEFINED 1 28,900

Page 94/113 STEIN MART INC COMMON 858375108 834 51,300 SH DEFINED 1 51,300 STEINER LEISURE LTD COMMON P8744Y102 6,600 300,000 SH DEFINED 1 300,000 STEINER LEISURE LTD COMMON P8744Y102 2,092 95,100 SH DEFINED 2 95,100 STEINWAY MUSICAL INSTRUMENTS COMMON 858495104 4,958 141,300 SH DEFINED 1 141,300 STERICYCLE INC COMMON 858912108 16,971 328,000 SH DEFINED 1 328,000 STERICYCLE INC COMMON 858912108 3,974 76,800 SH DEFINED 2 76,800 STERIS CORP COMMON 859152100 7,783 345,000 SH DEFINED 1 345,000 STERIS CORP COMMON 859152100 3,192 141,500 SH DEFINED 2 141,500 STERLING BANCSHARES INC COMMON 858907108 3,150 222,000 SH DEFINED 1 222,000 STERLING FINL CORP/ SPOKANE COMMON 859319105 743 23,300 SH DEFINED 1 23,300 STET HELLAS TELECOMM ADR COMMON 859823106 5,250 312,490 SH DEFINED 1 312,490 STONE ENERGY CORP COMMON 861642106 731 16,000 SH DEFINED 2 16,000 STORAGE TECHNOLOGY CORP COMMON 862111200 6,919 238,600 SH DEFINED 1 238,600 STRAYER EDUCATION INC COMMON 863236105 8,167 73,200 SH DEFINED 1 73,200 STRAYER EDUCATION INC COMMON 863236105 2,577 23,100 SH DEFINED 2 23,100 STRYKER CORP COMMON 863667101 13,192 239,860 SH DEFINED 1 239,860 STRYKER CORP COMMON 863667101 4,173 75,880 SH DEFINED 2 75,880 STRYKER CORP COMMON 863667101 37 680 SH DEFINED 5 680 STRYKER CORP COMMON 863667101 2,178 39,600 SH DEFINED 1,4 39,600 SUN INC COMMON 86764P109 4,072 64,000 CALL DEFINED 1 64,000 SUN INC COMMON 86764P109 223 3,500 CALL DEFINED 6 3,500 SUN LIFE FINANCIAL SVCS CANADA COMMON 866796105 11,813 408,200 SH DEFINED 1,4 408,200 SUNBEAM CORP COMMON 867071102 0 1,000 SH DEFINED 5 1,000 SUNCOR ENERGY INC COMMON 867229106 85 3,318 SH DEFINED 5 3,318

Page 95/113 SUNGARD DATA SYSTEMS INC COMMON 867363103 52,060 2,002,320 SH DEFINED 1 2,002,320 SUNGARD DATA SYSTEMS INC COMMON 867363103 5,464 210,150 SH DEFINED 2 210,150 SUNGARD DATA SYSTEMS INC COMMON 867363103 0 10 SH DEFINED 5 10 SUNGARD DATA SYSTEMS INC COMMON 867363103 177 6,810 SH DEFINED 1,4 6,810 SUNGARD DATA SYSTEMS INC COMMON 867363103 52 1,990 SH DEFINED 2,3 1,990 SUNOPTA INC COMMON 8676EP108 4,763 557,700 SH DEFINED 1 557,700 SUNOPTA INC COMMON 8676EP108 1,510 176,800 SH DEFINED 2 176,800 SUNTRUST BANKS INC. COMMON 867914103 45,651 702,430 SH DEFINED 1 702,430 SUNTRUST BANKS INC. COMMON 867914103 185 2,850 SH DEFINED 2 2,850 SUNTRUST BANKS INC. COMMON 867914103 22,821 351,150 SH DEFINED 1,2 351,150 SUPERVALU INC COMMON 868536103 3 90 SH DEFINED 1 90 SYMANTEC CORP COMMON 871503108 103,147 2,356,020 SH DEFINED 1 2,356,020 SYMANTEC CORP COMMON 871503108 8,963 204,730 SH DEFINED 2 204,730 SYMANTEC CORP COMMON 871503108 195 4,455 SH DEFINED 5 4,455 SYMANTEC CORP COMMON 871503108 54,725 1,250,000 SH DEFINED 1,2 1,250,000 SYMANTEC CORP COMMON 871503108 528 12,050 SH DEFINED 2,3 12,050 SYMBION INC COMMON 871507109 1,107 63,400 SH DEFINED 1 63,400 SYMBOL TECHNOLOGIES INC COMMON 871508107 3,685 250,000 SH DEFINED 1 250,000 SYNAPTICS INC COMMON 87157D109 6,580 343,600 SH DEFINED 1 343,600 SYNGENTA AG ADR SPO COMMON 87160A100 276 16,431 SH DEFINED 5 16,431 SYNOPSYS INC COMMON 871607107 5,695 200,300 SH DEFINED 1 200,300 SYNOVUS FINANCIAL CORP COMMON 87161C105 12 470 SH DEFINED 1 470 SYSCO CORP COMMON 871829107 31,304 872,700 SH DEFINED 1 872,700 SYSCO CORP COMMON 871829107 17,444 486,300 SH DEFINED 2 486,300 SYSCO CORP COMMON 871829107 38,051 1,060,800 SH DEFINED 1,2 1,060,800 SYSCO CORP COMMON 871829107 165 4,600 SH DEFINED 2,3 4,600

Page 96/113 T.ROWE PRICE GROUP INC COMMON 74144T108 21,581 428,200 SH DEFINED 1 428,200 T.ROWE PRICE GROUP INC COMMON 74144T108 2,734 54,250 SH DEFINED 2 54,250 T.ROWE PRICE GROUP INC COMMON 74144T108 91 1,800 SH DEFINED 1,4 1,800 T.ROWE PRICE GROUP INC COMMON 74144T108 156 3,100 SH DEFINED 2,3 3,100 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 12,704 1,528,797 SH DEFINED 1 1,528,797 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 5,116 615,631 SH DEFINED 2 615,631 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 147 17,678 SH DEFINED 5 17,678 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 42,528 5,117,720 SH DEFINED 1,2 5,117,720 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 6,733 810,280 SH DEFINED 1,4 810,280 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 177 21,339 SH DEFINED 2,3 21,339 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 6,894 225,000 SH DEFINED 1 225,000 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 2,709 88,400 SH DEFINED 2 88,400 TARGET CORP COMMON 87612E106 379,877 8,944,600 SH DEFINED 1 8,944,600 TARGET CORP COMMON 87612E106 15,404 362,700 SH DEFINED 2 362,700 TARGET CORP COMMON 87612E106 18,707 440,485 SH DEFINED 5 440,485 TARGET CORP COMMON 87612E106 637 15,000 SH DEFINED 6 15,000 TARGET CORP COMMON 87612E106 40,347 950,000 SH DEFINED 1,2 950,000 TARGET CORP COMMON 87612E106 807 19,000 SH DEFINED 2,3 19,000 TARO PHARMACEUTICAL IND COMMON M8737E108 46,581 1,070,820 SH DEFINED 1 1,070,820 TARO PHARMACEUTICAL IND COMMON M8737E108 6,699 154,000 SH DEFINED 2 154,000 TARO PHARMACEUTICAL IND COMMON M8737E108 252 5,795 SH DEFINED 5 5,795 TARO PHARMACEUTICAL IND COMMON M8737E108 83 1,900 SH DEFINED 1,4 1,900 TARO PHARMACEUTICAL IND COMMON M8737E108 178 4,100 SH DEFINED 2,3 4,100 TASER INTERNATIONAL INC COMMON 87651B104 4,333 100,000 SH DEFINED 1 100,000 TASER INTERNATIONAL INC COMMON 87651B104 1,426 32,900 SH DEFINED 2 32,900 TCF FINANCIAL CORP COMMON 872275102 54,346 936,200 SH DEFINED 1 936,200 TCF FINANCIAL CORP COMMON 872275102 5,503 94,800 SH DEFINED 2 94,800 TCF FINANCIAL CORP COMMON 872275102 21,305 367,011 SH DEFINED 5 367,011 TCF FINANCIAL CORP COMMON 872275102 795 13,700 SH DEFINED 1,4 13,700 TCF FINANCIAL CORP COMMON 872275102 58 1,000 SH DEFINED 2,3 1,000 TDK CORP ADR COMMON 872351408 133 1,734 SH DEFINED 5 1,734 TECHNE CORP COMMON 878377100 9,377 215,800 SH DEFINED 1 215,800 TECHNE CORP COMMON 878377100 2,972 68,400 SH DEFINED 2 68,400

Page 97/113 TECO ENERGY INC COMMON 872375100 3 233 SH DEFINED 5 233 TEKELEC COMMON 879101103 26,274 1,446,000 SH DEFINED 1 1,446,000 TEKELEC COMMON 879101103 1,862 102,500 SH DEFINED 2 102,500 TEKELEC COMMON 879101103 545 30,000 SH DEFINED 6 30,000 TEKELEC COMMON 879101103 60 3,300 SH DEFINED 1,4 3,300 TEKELEC COMMON 879101103 154 8,500 SH DEFINED 2,3 8,500 TEKTRONIX INC COMMON 879131100 23,892 702,300 SH DEFINED 1 702,300 TEKTRONIX INC COMMON 879131100 4,865 143,000 SH DEFINED 2 143,000 TEKTRONIX INC COMMON 879131100 185 5,447 SH DEFINED 5 5,447 TEKTRONIX INC COMMON 879131100 58 1,700 SH DEFINED 1,4 1,700 TEKTRONIX INC COMMON 879131100 156 4,600 SH DEFINED 2,3 4,600 TELE NORTE LESTE PART ADR COMMON 879246106 1,836 144,234 SH DEFINED 1 144,234 TELEFLEX INC COMMON 879369106 3 50 SH DEFINED 5 50 TELEFONICA S A ADR SPO COMMON 879382208 110 2,472 SH DEFINED 5 2,472 TELEFONOS DE MEXICO S A ADR REP ORD COMMON 879403780 110 3,303 SH DEFINED 5 3,303 TELENOR ASA COMMON 87944W105 231 11,109 SH DEFINED 5 11,109 TELETECH HOLDINGS INC COMMON 879939106 762 86,900 SH DEFINED 1 86,900 TELIK INC COMMON 87959M109 477 20,000 SH DEFINED 1 20,000 TELIK INC COMMON 87959M109 251 10,500 SH DEFINED 2 10,500 TEMPUR- PEDIC INTERNATIONAL COMMON 88023U101 14,317 1,021,900 SH DEFINED 1 1,021,900 TENARIS SA-ADR COMMON 88031M109 1,767 53,968 SH DEFINED 1 53,968 TERADYNE INC COMMON 880770102 4,935 217,400 SH DEFINED 1 217,400 TERADYNE INC COMMON 880770102 4,413 194,400 SH DEFINED 2 194,400 TERADYNE INC COMMON 880770102 22,700 1,000,000 SH DEFINED 1,2 1,000,000 TERADYNE INC COMMON 880770102 100 4,400 SH DEFINED 2,3 4,400 TESCO PLC ADR SPONSORED COMMON 881575302 269 18,548 SH DEFINED 5 18,548

Page 98/113 TETRA TECH INC COMMON 88162G103 8,160 500,000 SH DEFINED 1 500,000 TETRA TECH INC COMMON 88162G103 2,608 159,800 SH DEFINED 2 159,800 TETRA TECHNOLOGIES INC COMMON 88162F105 6,557 244,200 SH DEFINED 1 244,200 TETRA TECHNOLOGIES INC COMMON 88162F105 2,080 77,450 SH DEFINED 2 77,450 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 208,909 3,104,600 SH DEFINED 1 3,104,600 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 32,377 481,160 SH DEFINED 2 481,160 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 376 11,180 SH DEFINED 5 11,180 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 336 5,000 SH DEFINED 6 5,000 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 212,219 3,153,800 SH DEFINED 1,2 3,153,800 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 18,347 272,660 SH DEFINED 1,4 272,660 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 1,546 22,970 SH DEFINED 2,3 22,970 TEXAS INSTRUMENTS INC COMMON 882508104 11,861 490,520 SH DEFINED 1 490,520 TEXAS INSTRUMENTS INC COMMON 882508104 2 72 SH DEFINED 5 72 TEXTRON INC COMMON 883203101 42,690 719,300 SH DEFINED 1 719,300 TEXTRON INC COMMON 883203101 5,247 88,400 SH DEFINED 2 88,400 TEXTRON INC COMMON 883203101 172 2,900 SH DEFINED 1,4 2,900 THE ADVISORY BOARD CO COMMON 00762W107 9,010 253,100 SH DEFINED 1 253,100 THE ADVISORY BOARD CO COMMON 00762W107 2,848 80,000 SH DEFINED 2 80,000 THE BISYS GROUP INC COMMON 055472104 3,917 278,600 SH DEFINED 1 278,600 THE BOMBAY COMPANY INC COMMON 097924104 2,452 400,000 SH DEFINED 1 400,000 THE FINISH LINE COMMON 317923100 682 22,600 SH DEFINED 1 22,600 THE MENS WEARHOUSE INC COMMON 587118100 16,639 630,500 SH DEFINED 1 630,500 THE MENS WEARHOUSE INC COMMON 587118100 1,792 67,900 SH DEFINED 2 67,900 THE MENS WEARHOUSE INC COMMON 587118100 58 2,200 SH DEFINED 1,4 2,200 THE MENS WEARHOUSE INC COMMON 587118100 150 5,700 SH DEFINED 2,3 5,700 THE PMI GROUP INC COMMON 69344M101 13,752 316,000 SH DEFINED 1 316,000 THE TALBOTS INC COMMON 874161102 979 25,000 SH DEFINED 1 25,000

Page 99/113 TIFFANY & CO COMMON 886547108 36,879 1,000,800 SH DEFINED 1 1,000,800 TIFFANY & CO COMMON 886547108 7,805 211,800 SH DEFINED 2 211,800 TIFFANY & CO COMMON 886547108 27,638 750,000 SH DEFINED 1,2 750,000 TIFFANY & CO COMMON 886547108 81 2,200 SH DEFINED 1,4 2,200 TIFFANY & CO COMMON 886547108 269 7,300 SH DEFINED 2,3 7,300 TIMBERLAND CO COMMON 887100105 2 30 SH DEFINED 1 30 TIME WARNER INC COMMON 887317105 2 102 SH DEFINED 5 102 TIMKEN CO COMMON 887389104 845 31,900 SH DEFINED 1 31,900 TJX COMPANIES INC COMMON 872540109 10,706 443,500 SH DEFINED 1 443,500 TJX COMPANIES INC COMMON 872540109 4,364 180,790 SH DEFINED 2 180,790 TJX COMPANIES INC COMMON 872540109 36,210 1,500,000 SH DEFINED 1,2 1,500,000 TJX COMPANIES INC COMMON 872540109 162 6,700 SH DEFINED 2,3 6,700 TODCO-A COMMON 88889T107 4,298 277,800 SH DEFINED 1 277,800 TOLL BROTHERS INC COMMON 889478103 5,293 125,080 SH DEFINED 1 125,080 TOLL BROTHERS INC COMMON 889478103 1,676 39,600 SH DEFINED 2 39,600 TORCHMARK CORP COMMON 891027104 4,849 90,130 SH DEFINED 1 90,130 TORCHMARK CORP COMMON 891027104 1,017 18,900 SH DEFINED 2 18,900 TOTAL FINA ELF S A ADR SPONS COMMON 89151E109 346 3,597 SH DEFINED 5 3,597 TOYOTA MTR CORP ADR 1 SH COMMON 892331307 220 2,699 SH DEFINED 5 2,699 TPG N V SPNSR ADR COMMON 892339102 108 4,695 SH DEFINED 5 4,695 TRACTOR SUPPLY CO COMMON 892356106 45,889 1,097,300 SH DEFINED 1 1,097,300 TRACTOR SUPPLY CO COMMON 892356106 8,176 195,500 SH DEFINED 2 195,500 TRACTOR SUPPLY CO COMMON 892356106 117 2,794 SH DEFINED 5 2,794 TRACTOR SUPPLY CO COMMON 892356106 142 3,400 SH DEFINED 1,4 3,400 TRACTOR SUPPLY CO COMMON 892356106 293 7,000 SH DEFINED 2,3 7,000 TRANSACTION SYSTEMS ARCHITECTS, INC COMMON 893416107 801 37,200 SH DEFINED 1 37,200 TRANSCANADA PIPELINES LTD COMMON 89353D107 154 7,776 SH DEFINED 5 7,776

Page 100/113 TRANSOCEAN INC COMMON G90078109 278,567 9,625,661 SH DEFINED 1 9,625,661 TRANSOCEAN INC COMMON G90078109 2,680 92,600 SH DEFINED 2 92,600 TRANSOCEAN INC COMMON G90078109 14,566 503,329 SH DEFINED 5 503,329 TRANSOCEAN INC COMMON G90078109 463 16,000 SH DEFINED 2,3 16,000 TRAVELCENTERS OF AMERICA WTS COMMON 894172121 26 5,000 SH DEFINED 1 5,000 TRAVELCENTERS OF AMERICA WTS 144A COMMON 894172113 79 15,000 SH DEFINED 1 15,000 TREND MICRO NEW SPONS ADR COMMON 89486M206 188 4,183 SH DEFINED 5 4,183 TREX CO COMMON 89531P105 8,494 225,000 SH DEFINED 1 225,000 TREX CO COMMON 89531P105 2,676 70,900 SH DEFINED 2 70,900 TRIAD HOSPITALS INC COMMON 89579K109 30,369 815,700 SH DEFINED 1 815,700 TRIAD HOSPITALS INC COMMON 89579K109 5,290 142,100 SH DEFINED 2 142,100 TRIAD HOSPITALS INC COMMON 89579K109 15 404 SH DEFINED 5 404 TRIAD HOSPITALS INC COMMON 89579K109 194 5,200 SH DEFINED 2,3 5,200 TRIMBLE NAVIGATION LTD COMMON 896239100 17,230 620,000 SH DEFINED 1 620,000 TRIMBLE NAVIGATION LTD COMMON 896239100 5,466 196,700 SH DEFINED 2 196,700 TRINTECH GROUP PLC-ADR COMMON 896682200 473 94,600 SH DEFINED 1 94,600 TRIPATH TECHNOLOGY INC COMMON 89672P104 3,271 1,006,400 SH DEFINED 1 1,006,400 TRIPATH TECHNOLOGY INC COMMON 89672P104 1,037 319,100 SH DEFINED 2 319,100 TSAKOS ENERGY NAVIGATION LTD COMMON G9108L108 5,997 176,600 SH DEFINED 1 176,600 TTM TECHNOLOGIES COMMON 87305R109 11,972 1,010,300 SH DEFINED 1 1,010,300 TTM TECHNOLOGIES COMMON 87305R109 2,805 236,700 SH DEFINED 2 236,700 TXU CORP COMMON 873168108 51,638 1,274,700 SH DEFINED 1 1,274,700 TXU CORP COMMON 873168108 308 7,600 SH DEFINED 2 7,600 TXU CORP COMMON 873168108 34,434 850,000 SH DEFINED 1,2 850,000 TYCO INTERNATIONAL LTD COMMON 902124106 983,964 9,691,130 SH DEFINED 1 9,691,130 TYCO INTERNATIONAL LTD COMMON 902124106 46,313 1,397,500 SH DEFINED 2 1,397,500 TYCO INTERNATIONAL LTD COMMON 902124106 45,183 1,363,399 SH DEFINED 5 1,363,399 TYCO INTERNATIONAL LTD COMMON 902124106 252,195 7,610,000 SH DEFINED 1,2 7,610,000 TYCO INTERNATIONAL LTD COMMON 902124106 2,398 72,350 SH DEFINED 2,3 72,350

Page 101/113 TYSON FOODS INC COMMON 902494103 4,931 235,350 SH DEFINED 1 235,350 TYSON FOODS INC COMMON 902494103 1,026 48,950 SH DEFINED 2 48,950 U.S. BANCORP COMMON 902973304 2,867 104,030 SH DEFINED 1 104,030 UBIQUITEL OPERATING WTS 144A COMMON 903474112 0 27,980 SH DEFINED 1 27,980 UBIQUITEL OPERATING WTS 144A COMMON 903474112 0 20 SH DEFINED 2,3 20 UBS AG COMMON H8920M855 294 4,132 SH DEFINED 5 4,132 UCBH HOLDINGS INC COMMON 90262T308 10,129 256,300 SH DEFINED 1 256,300 UCBH HOLDINGS INC COMMON 90262T308 3,201 81,000 SH DEFINED 2 81,000 UCBH HOLDINGS INC COMMON 90262T308 166 4,210 SH DEFINED 5 4,210 ULTICOM INC COMMON 903844108 2,340 200,000 SH DEFINED 1 200,000 ULTRA PETROLEUM CORP COMMON 903914109 19,740 528,800 SH DEFINED 1 528,800 ULTRA PETROLEUM CORP COMMON 903914109 5,249 140,600 SH DEFINED 2 140,600 UNIBANCO-GDR COMMON 90458E107 1,849 93,516 SH DEFINED 1 93,516 UNION PACIFIC CORP COMMON 907818108 63,724 1,071,900 SH DEFINED 1 1,071,900 UNION PACIFIC CORP COMMON 907818108 312 5,250 SH DEFINED 2 5,250 UNION PACIFIC CORP COMMON 907818108 31,984 538,000 SH DEFINED 1,2 538,000 UNION PACIFIC CORP COMMON 907818108 5,249 88,300 SH DEFINED 1,4 88,300 UNISYS CORP COMMON 909214108 1 50 SH DEFINED 5 50 UNITED AUTO GROUP, INC. COMMON 909440109 8,153 266,000 SH DEFINED 1 266,000 UNITED AUTO GROUP, INC. COMMON 909440109 806 26,300 SH DEFINED 6 26,300 UNITED DEFENSE INDS INC COMMON 91018B104 7,700 220,000 SH DEFINED 1 220,000 UNITED NATIONAL GROUP LTD COMMON 91103X102 680 45,000 SH DEFINED 1 45,000 UNITED NATURAL FOODS INC COMMON 911163103 17,346 600,000 SH DEFINED 1 600,000 UNITED NATURAL FOODS INC COMMON 911163103 5,484 189,700 SH DEFINED 2 189,700

Page 102/113 UNITED ONLINE INC COMMON 911268100 50,913 2,891,150 SH DEFINED 1 2,891,150 UNITED ONLINE INC COMMON 911268100 10,069 571,800 SH DEFINED 2 571,800 UNITED ONLINE INC COMMON 911268100 273 15,500 SH DEFINED 6 15,500 UNITED ONLINE INC COMMON 911268100 39 2,200 SH DEFINED 1,4 2,200 UNITED ONLINE INC COMMON 911268100 102 5,800 SH DEFINED 2,3 5,800 UNITED OVERSEAS BK LTD COMMON 911271302 90 5,769 SH DEFINED 5 5,769 UNITED PARCEL SERVICE-CL B COMMON 911312106 21,145 281,300 SH DEFINED 1 281,300 UNITED PARCEL SERVICE-CL B COMMON 911312106 10,802 143,700 SH DEFINED 2 143,700 UNITED RENTALS INC COMMON 911363109 11,476 641,500 SH DEFINED 1 641,500 UNITED SURGICAL PARTNERS COMMON 913016309 13,791 349,400 SH DEFINED 1 349,400 UNITED TECHNOLOGIES CORP COMMON 913017109 62,255 680,530 SH DEFINED 1 680,530 UNITED TECHNOLOGIES CORP COMMON 913017109 22,610 247,160 SH DEFINED 2 247,160 UNITED TECHNOLOGIES CORP COMMON 913017109 31 339 SH DEFINED 5 339 UNITEDHEALTH GROUP INC COMMON 91324P102 370,917 5,958,500 SH DEFINED 1 5,958,500 UNITEDHEALTH GROUP INC COMMON 91324P102 41,467 666,140 SH DEFINED 2 666,140 UNITEDHEALTH GROUP INC COMMON 91324P102 13,649 219,262 SH DEFINED 5 219,262 UNITEDHEALTH GROUP INC COMMON 91324P102 68,568 1,101,500 SH DEFINED 1,2 1,101,500 UNITEDHEALTH GROUP INC COMMON 91324P102 12,466 200,260 SH DEFINED 1,4 200,260 UNITEDHEALTH GROUP INC COMMON 91324P102 1,064 17,100 SH DEFINED 2,3 17,100 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 7,756 252,800 SH DEFINED 1 252,800 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 2,461 80,200 SH DEFINED 2 80,200 UNIVERSAL HEALTH SERVICES B COMMON 913903100 15,899 346,450 SH DEFINED 1 346,450 UNIVERSITY OF PHOENIX ONLINE COMMON 037604204 31,772 362,740 SH DEFINED 1 362,740 UNIVERSITY OF PHOENIX ONLINE COMMON 037604204 6,972 79,600 SH DEFINED 2 79,600 UNIVERSITY OF PHOENIX ONLINE COMMON 037604204 134 1,530 SH DEFINED 5 1,530 UNIVERSITY OF PHOENIX ONLINE COMMON 037604204 2,304 26,300 SH DEFINED 1,4 26,300 UNIVERSITY OF PHOENIX ONLINE COMMON 037604204 184 2,100 SH DEFINED 2,3 2,100

Page 103/113 UNIVISION COMMUNICATIONS CL A COMMON 914906102 50,433 1,579,475 SH DEFINED 1 1,579,475 UNIVISION COMMUNICATIONS CL A COMMON 914906102 14,326 448,657 SH DEFINED 2 448,657 UNIVISION COMMUNICATIONS CL A COMMON 914906102 200 6,277 SH DEFINED 5 6,277 UNIVISION COMMUNICATIONS CL A COMMON 914906102 68,250 2,137,500 SH DEFINED 1,2 2,137,500 UNIVISION COMMUNICATIONS CL A COMMON 914906102 123 3,855 SH DEFINED 1,4 3,855 UNIVISION COMMUNICATIONS CL A COMMON 914906102 462 14,475 SH DEFINED 2,3 14,475 UNOVA INC COMMON 91529B106 482 23,800 SH DEFINED 1 23,800 URBAN OUTFITTERS INC COMMON 917047102 17,664 290,000 SH DEFINED 1 290,000 URBAN OUTFITTERS INC COMMON 917047102 5,612 92,128 SH DEFINED 2 92,128 USI HOLDINGS CORP COMMON 90333H101 4,432 280,500 SH DEFINED 1 280,500 UTI WORLDWIDE INC COMMON G87210103 13,473 255,700 SH DEFINED 1 255,700 UTI WORLDWIDE INC COMMON G87210103 2,508 47,600 SH DEFINED 2 47,600 UTSTARCOM INC COMMON 918076100 42,934 1,419,300 SH DEFINED 1 1,419,300 UTSTARCOM INC COMMON 918076100 9,368 309,700 SH DEFINED 2 309,700 UTSTARCOM INC COMMON 918076100 142 4,702 SH DEFINED 5 4,702 VALASSIS COMMUNICATIONS INC COMMON 918866104 45,461 1,492,000 SH DEFINED 1 1,492,000 VALASSIS COMMUNICATIONS INC COMMON 918866104 4,610 151,300 SH DEFINED 2 151,300 VALASSIS COMMUNICATIONS INC COMMON 918866104 20,171 662,002 SH DEFINED 5 662,002 VALASSIS COMMUNICATIONS INC COMMON 918866104 692 22,700 SH DEFINED 1,4 22,700 VALASSIS COMMUNICATIONS INC COMMON 918866104 49 1,600 SH DEFINED 2,3 1,600 VALEANT PHARMACEUTICALS COMMON 91911X104 5,250 262,500 SH DEFINED 1 262,500 VALEANT PHARMACEUTICALS COMMON 91911X104 240 12,000 SH DEFINED 6 12,000 VALERO ENERGY CORP COMMON 91913Y100 16 215 SH DEFINED 5 215 VALSPAR CORP COMMON 920355104 55,381 1,097,950 SH DEFINED 1 1,097,950 VALSPAR CORP COMMON 920355104 5,717 113,350 SH DEFINED 2 113,350 VALSPAR CORP COMMON 920355104 15,043 298,544 SH DEFINED 5 298,544 VALSPAR CORP COMMON 920355104 641 12,700 SH DEFINED 1,4 12,700 VALSPAR CORP COMMON 920355104 167 3,310 SH DEFINED 2,3 3,310 VALUECLICK INC COMMON 92046N102 359 30,000 SH DEFINED 6 30,000

Page 104/113 VARCO INTERNATIONAL INC COMMON 922122106 8,320 380,100 SH DEFINED 1 380,100 VARCO INTERNATIONAL INC COMMON 922122106 3,207 146,500 SH DEFINED 2 146,500 VARIAN INC COMMON 922206107 37,792 896,600 SH DEFINED 1 896,600 VARIAN INC COMMON 922206107 4,190 99,400 SH DEFINED 2 99,400 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 24,528 309,110 SH DEFINED 1 309,110 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 2,776 34,990 SH DEFINED 2 34,990 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 146 1,842 SH DEFINED 5 1,842 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 10,180 264,000 SH DEFINED 1 264,000 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 3,227 83,700 SH DEFINED 2 83,700 VCA ANTECH INC COMMON 918194101 25,794 575,500 SH DEFINED 1 575,500 VCA ANTECH INC COMMON 918194101 4,334 96,700 SH DEFINED 2 96,700 VEECO INSTUMENTS INC COMMON 922417100 5,479 212,300 SH DEFINED 1 212,300 VEECO INSTUMENTS INC COMMON 922417100 1,737 67,300 SH DEFINED 2 67,300 VENTAS INC COMMON 92276F100 0 1 SH DEFINED 5 1 VERISIGN INC COMMON 92343E102 6,169 310,000 SH DEFINED 1 310,000 VERISIGN INC COMMON 92343E102 13 649 SH DEFINED 5 649 VERISIGN INC COMMON 92343E102 896 45,000 SH DEFINED 6 45,000 VERITAS SOFTWARE CORP COMMON 923436109 130,980 4,728,505 SH DEFINED 1 4,728,505 VERITAS SOFTWARE CORP COMMON 923436109 24,528 885,500 SH DEFINED 2 885,500 VERITAS SOFTWARE CORP COMMON 923436109 27,700 1,000,000 SH DEFINED 1,2 1,000,000 VERITAS SOFTWARE CORP COMMON 923436109 94 3,400 SH DEFINED 1,4 3,400 VERITAS SOFTWARE CORP COMMON 923436109 524 18,900 SH DEFINED 2,3 18,900 VERITY INC COMMON 92343C106 0 7 SH DEFINED 5 7 VERIZON COMMUNICATIONS INC COMMON 92343V104 19 530 SH DEFINED 1 530 VERIZON COMMUNICATIONS INC COMMON 92343V104 1 25 SH DEFINED 5 25 VF CORP COMMON 918204108 75,582 1,552,000 SH DEFINED 1 1,552,000 VF CORP COMMON 918204108 6,738 138,350 SH DEFINED 2 138,350 VF CORP COMMON 918204108 955 19,600 SH DEFINED 1,4 19,600 VF CORP COMMON 918204108 75 1,550 SH DEFINED 2,3 1,550 VF CORP COMMON 918204108 28,566 586,581 SH DEFINED 5 586,581

Page 105/113 VIACOM INC CL B COMMON 925524308 43,903 1,229,090 SH DEFINED 1 1,229,090 VIACOM INC CL B COMMON 925524308 26,217 733,970 SH DEFINED 2 733,970 VIACOM INC CL B COMMON 925524308 71,440 2,000,000 SH DEFINED 1,2 2,000,000 VIACOM INC CL B COMMON 925524308 307 8,600 SH DEFINED 2,3 8,600 VIAD CORP COMMON 92552R109 36,320 1,344,700 SH DEFINED 1 1,344,700 VIAD CORP COMMON 92552R109 3,298 122,100 SH DEFINED 2 122,100 VIAD CORP COMMON 92552R109 14,416 533,717 SH DEFINED 5 533,717 VIAD CORP COMMON 92552R109 492 18,200 SH DEFINED 1,4 18,200 VIAD CORP COMMON 92552R109 35 1,300 SH DEFINED 2,3 1,300 VIMPEL COMMUNICATIONS - SP ADR COMMON 68370R109 32,271 334,590 SH DEFINED 1 334,590 VIMPEL COMMUNICATIONS - SP ADR COMMON 68370R109 1,640 17,000 SH DEFINED 2 17,000 VISHAY INTERTECHNOLOGY INC COMMON 928298108 7,564 407,100 SH DEFINED 1 407,100 VISHAY INTERTECHNOLOGY INC COMMON 928298108 1,375 74,000 SH DEFINED 2 74,000 VISTACARE INC CL A COMMON 92839Y109 2,041 110,000 SH DEFINED 1 110,000 VISX INC COMMON 92844S105 19,973 747,500 SH DEFINED 1 747,500 VISX INC COMMON 92844S105 3,805 142,400 SH DEFINED 2 142,400 VODAFONE GROUP PLC SP ADR COMMON 92857W100 21,936 992,600 SH DEFINED 1 992,600 VODAFONE GROUP PLC SP ADR COMMON 92857W100 11,961 541,200 SH DEFINED 2 541,200 VODAFONE GROUP PLC SP ADR COMMON 92857W100 240 10,863 SH DEFINED 5 10,863 VOLVO AKTIEBOLAGET ADR B COMMON 928856400 249 7,106 SH DEFINED 5 7,106 W HOLDING COMPANY INC COMMON 929251106 6,782 395,000 SH DEFINED 1 395,000 W HOLDING COMPANY INC COMMON 929251106 3,376 196,600 SH DEFINED 2 196,600 W P STEWART & CO LTD COMMON G84922106 2 90 SH DEFINED 5 90 WABASH NATIONAL CORP COMMON 929566107 6,053 219,700 SH DEFINED 1 219,700 WACHOVIA CORP COMMON 929903102 52,384 1,177,170 SH DEFINED 1 1,177,170 WACHOVIA CORP COMMON 929903102 1,871 42,050 SH DEFINED 2 42,050 WACHOVIA CORP COMMON 929903102 24,691 554,850 SH DEFINED 1,2 554,850 WADDELL & REED FINANCIAL CL A COMMON 930059100 2,359 106,690 SH DEFINED 1 106,690

Page 106/113 WALGREEN CO COMMON 931422109 5,313 146,720 SH DEFINED 1 146,720 WALGREEN CO COMMON 931422109 4,331 119,610 SH DEFINED 2 119,610 WALGREEN CO COMMON 931422109 36,210 1,000,000 SH DEFINED 1,2 1,000,000 WALGREEN CO COMMON 931422109 163 4,500 SH DEFINED 2,3 4,500 WAL-MART DE MEXICO S A DE C ADR SPO COMMON 93114W107 141 4,755 SH DEFINED 5 4,755 WAL-MART STORES INC COMMON 931142103 158,161 2,997,740 SH DEFINED 1 2,997,740 WAL-MART STORES INC COMMON 931142103 48,923 927,280 SH DEFINED 2 927,280 WAL-MART STORES INC COMMON 931142103 11 207 SH DEFINED 5 207 WAL-MART STORES INC COMMON 931142103 118,710 2,250,000 SH DEFINED 1,2 2,250,000 WAL-MART STORES INC COMMON 931142103 2,627 49,800 SH DEFINED 1,4 49,800 WAL-MART STORES INC COMMON 931142103 591 11,200 SH DEFINED 2,3 11,200 WALT DISNEY CO COMMON 254687106 334,869 13,137,250 SH DEFINED 1 13,137,250 WALT DISNEY CO COMMON 254687106 3,533 138,600 SH DEFINED 2 138,600 WALT DISNEY CO COMMON 254687106 16,640 652,821 SH DEFINED 5 652,821 WALT DISNEY CO COMMON 254687106 16,569 650,000 SH DEFINED 1,2 650,000 WALT DISNEY CO COMMON 254687106 623 24,450 SH DEFINED 2,3 24,450 WAM!NET INC- WTS COMMON 933590119 0 18,000 SH DEFINED 1 18,000 WASHINGTON FED INC COMMON 938824109 2 81 SH DEFINED 5 81 WASHINGTON MUTUAL INC COMMON 939322103 123,921 3,207,060 SH DEFINED 1 3,207,060 WASHINGTON MUTUAL INC COMMON 939322103 608 15,740 SH DEFINED 2 15,740 WASHINGTON MUTUAL INC COMMON 939322103 60,455 1,564,560 SH DEFINED 1,2 1,564,560 WASHINGTON MUTUAL INC COMMON 939322103 9,961 257,800 SH DEFINED 1,4 257,800 WASTE MANAGEMENT INC COMMON 94106L109 553,320 18,052,867 SH DEFINED 1 18,052,867 WASTE MANAGEMENT INC COMMON 94106L109 16,195 528,400 SH DEFINED 2 528,400 WASTE MANAGEMENT INC COMMON 94106L109 26,880 877,015 SH DEFINED 5 877,015 WASTE MANAGEMENT INC COMMON 94106L109 61,499 2,006,500 SH DEFINED 1,2 2,006,500 WASTE MANAGEMENT INC COMMON 94106L109 638 20,800 SH DEFINED 2,3 20,800

Page 107/113 WATERS CORP COMMON 941848103 358,882 7,511,130 SH DEFINED 1 7,511,130 WATERS CORP COMMON 941848103 23,955 501,370 SH DEFINED 2 501,370 WATERS CORP COMMON 941848103 41,010 858,315 SH DEFINED 5 858,315 WATERS CORP COMMON 941848103 62,109 1,299,900 SH DEFINED 1,2 1,299,900 WATERS CORP COMMON 941848103 659 13,800 SH DEFINED 1,4 13,800 WATERS CORP COMMON 941848103 1,097 22,950 SH DEFINED 2,3 22,950 WATSON PHARMACEUTICALS COMMON 942683103 1,883 70,000 SH DEFINED 1 70,000 WATSON PHARMACEUTICALS COMMON 942683103 196 7,300 SH DEFINED 2 7,300 WCI COMMUNITIES INC COMMON 92923C104 707 31,700 SH DEFINED 1 31,700 WEATHERFORD INTL LTD COMMON G95089101 151,691 3,372,420 SH DEFINED 1 3,372,420 WEATHERFORD INTL LTD COMMON G95089101 5,546 123,300 SH DEFINED 2 123,300 WEATHERFORD INTL LTD COMMON G95089101 11,208 249,171 SH DEFINED 5 249,171 WEATHERFORD INTL LTD COMMON G95089101 28,113 625,000 SH DEFINED 1,2 625,000 WEATHERFORD INTL LTD COMMON G95089101 508 11,300 SH DEFINED 2,3 11,300 WEBSENSE INC COMMON 947684106 10,275 276,000 SH DEFINED 1 276,000 WEBSENSE INC COMMON 947684106 3,250 87,300 SH DEFINED 2 87,300 WEBSTER FINANCIAL CORP COMMON 947890109 27,253 579,600 SH DEFINED 1 579,600 WEBSTER FINANCIAL CORP COMMON 947890109 2,567 54,600 SH DEFINED 2 54,600 WEBSTER FINANCIAL CORP COMMON 947890109 13,914 295,916 SH DEFINED 5 295,916 WEBSTER FINANCIAL CORP COMMON 947890109 329 7,000 SH DEFINED 1,4 7,000 WEBSTER FINANCIAL CORP COMMON 947890109 28 600 SH DEFINED 2,3 600 WELLCHOICE INC COMMON 949475107 2 60 SH DEFINED 1 60 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 31,459 280,860 SH DEFINED 1 280,860 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 8,401 75,000 SH DEFINED 2 75,000 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 1 13 SH DEFINED 5 13 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 55,714 497,400 SH DEFINED 1,2 497,400 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 9,207 82,200 SH DEFINED 1,4 82,200 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 246 2,200 SH DEFINED 2,3 2,200 WELLS FARGO CO COMMON 949746101 40,296 704,110 SH DEFINED 1 704,110 WELLS FARGO CO COMMON 949746101 15,498 270,800 SH DEFINED 2 270,800 WELLS FARGO CO COMMON 949746101 1 12 SH DEFINED 5 12 WEST MARINE INC COMMON 954235107 3,711 138,200 SH DEFINED 1 138,200

Page 108/113 WESTERN DIGITAL CORP COMMON 958102105 9,891 1,142,200 SH DEFINED 1 1,142,200 WESTERN GAS RESOURCES INC COMMON 958259103 1,780 54,800 SH DEFINED 1 54,800 WESTERN GAS RESOURCES INC COMMON 958259103 2,650 81,600 SH DEFINED 2 81,600 WESTERN GAS RESOURCES INC COMMON 958259103 5,551 170,900 SH DEFINED 1,4 170,900 WESTERN WIRELESS CORP CL A COMMON 95988E204 7,228 250,000 SH DEFINED 1 250,000 WESTERN WIRELESS CORP CL A COMMON 95988E204 1 43 SH DEFINED 5 43 WESTWOOD ONE INC COMMON 961815107 11,750 493,700 SH DEFINED 1 493,700 WESTWOOD ONE INC COMMON 961815107 2,770 116,400 SH DEFINED 2 116,400 WESTWOOD ONE INC COMMON 961815107 23,800 1,000,000 SH DEFINED 1,2 1,000,000 WESTWOOD ONE INC COMMON 961815107 105 4,400 SH DEFINED 2,3 4,400 WEYERHAUSER CORP COMMON 962166104 1 20 SH DEFINED 5 20 WEYERHAUSER CORP COMMON 962166104 3,156 50,000 SH DEFINED 1,4 50,000 WHOLE FOODS MARKET INC COMMON 966837106 7,779 81,500 SH DEFINED 1 81,500 WHOLE FOODS MARKET INC COMMON 966837106 4,753 49,800 PUT DEFINED 1 49,800 WHOLE FOODS MARKET INC COMMON 966837106 4,035 42,270 SH DEFINED 2 42,270 WHOLE FOODS MARKET INC COMMON 966837106 3,837 40,200 PUT DEFINED 2 40,200 WHOLE FOODS MARKET INC COMMON 966837106 206 2,153 SH DEFINED 5 2,153 WHOLE FOODS MARKET INC COMMON 966837106 33,408 350,000 SH DEFINED 1,2 350,000 WHOLE FOODS MARKET INC COMMON 966837106 33,408 350,000 PUT DEFINED 1,2 350,000 WHOLE FOODS MARKET INC COMMON 966837106 3,226 33,800 SH DEFINED 1,4 33,800 WHOLE FOODS MARKET INC COMMON 966837106 153 1,600 SH DEFINED 2,3 1,600 WHOLE FOODS MARKET INC COMMON 966837106 153 1,600 PUT DEFINED 2,3 1,600 WILEY JOHN & SONS INC CL A COMMON 968223206 2 74 SH DEFINED 5 74 WILLIAMS COMPANIES INC COMMON 969457100 67,998 5,714,150 SH DEFINED 1 5,714,150 WILLIAMS COMPANIES INC COMMON 969457100 4,829 405,800 SH DEFINED 2 405,800 WILLIAMS COMPANIES INC COMMON 969457100 16,879 1,418,359 SH DEFINED 5 1,418,359 WILLIAMS COMPANIES INC COMMON 969457100 675 56,750 SH DEFINED 1,4 56,750 WILLIAMS COMPANIES INC COMMON 969457100 56 4,700 SH DEFINED 2,3 4,700

Page 109/113 WILLIAMS SONOMA INC COMMON 969904101 187 5,668 SH DEFINED 5 5,668 WILLIAMS-SONOMA INC COMMON 969904101 61,032 1,851,700 SH DEFINED 1 1,851,700 WILLIAMS-SONOMA INC COMMON 969904101 11,626 352,740 SH DEFINED 2 352,740 WILLIAMS-SONOMA INC COMMON 969904101 41,200 1,250,000 SH DEFINED 1,2 1,250,000 WILLIAMS-SONOMA INC COMMON 969904101 147 4,450 SH DEFINED 1,4 4,450 WILLIAMS-SONOMA INC COMMON 969904101 410 12,440 SH DEFINED 2,3 12,440 WILLIS GROUP HOLDINGS LTD COMMON G96655108 35,757 954,800 SH DEFINED 1 954,800 WILLIS GROUP HOLDINGS LTD COMMON G96655108 2,584 69,000 SH DEFINED 2 69,000 WILLIS GROUP HOLDINGS LTD COMMON G96655108 250 6,686 SH DEFINED 5 6,686 WILLIS GROUP HOLDINGS LTD COMMON G96655108 127 3,400 SH DEFINED 1,4 3,400 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 7,217 258,200 SH DEFINED 1 258,200 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 1,616 57,800 SH DEFINED 2 57,800 WINNEBAGO INDUSTRIES COMMON 974637100 3,728 100,000 SH DEFINED 1 100,000 WINNEBAGO INDUSTRIES COMMON 974637100 1,573 42,200 SH DEFINED 2 42,200 WINNEBAGO INDUSTRIES COMMON 974637100 3,836 102,900 SH DEFINED 1,4 102,900 WIRELESS FACILITIES INC COMMON 97653A103 7,255 738,000 SH DEFINED 1 738,000 WIRELESS FACILITIES INC COMMON 97653A103 1,444 146,900 SH DEFINED 2 146,900 WISCONSIN ENERGY CORP COMMON 976657106 73,875 2,265,400 SH DEFINED 1 2,265,400 WISCONSIN ENERGY CORP COMMON 976657106 6,692 205,200 SH DEFINED 2 205,200 WISCONSIN ENERGY CORP COMMON 976657106 27,647 847,789 SH DEFINED 5 847,789 WISCONSIN ENERGY CORP COMMON 976657106 959 29,400 SH DEFINED 1,4 29,400 WISCONSIN ENERGY CORP COMMON 976657106 78 2,400 SH DEFINED 2,3 2,400 WJ COMMUNICATIONS INC COMMON 929284107 3,914 1,105,700 SH DEFINED 1 1,105,700 WJ COMMUNICATIONS INC COMMON 929284107 1,241 350,500 SH DEFINED 2 350,500 WOLVERINE WORLD WIDE COMMON 978097103 725 27,600 SH DEFINED 1 27,600 WRIGHT MEDICAL GROUP INC COMMON 98235T107 7,351 206,500 SH DEFINED 1 206,500 WRIGHT MEDICAL GROUP INC COMMON 98235T107 2,332 65,500 SH DEFINED 2 65,500 WRIGLEY WM JR CO COMMON 982526105 1 17 SH DEFINED 5 17 WSFS FINANCIAL CORP COMMON 929328102 224 4,600 SH DEFINED 1 4,600

Page 110/113 WYETH COMMON 983024100 401,427 11,101,420 SH DEFINED 1 11,101,420 WYETH COMMON 983024100 14,822 409,900 SH DEFINED 2 409,900 WYETH COMMON 983024100 11,819 326,837 SH DEFINED 5 326,837 WYETH COMMON 983024100 84,614 2,340,000 SH DEFINED 1,2 2,340,000 WYETH COMMON 983024100 618 17,100 SH DEFINED 2,3 17,100 WYSDOM INC COMMON 983600107 39 12,145 SH DEFINED 1,4 12,145 XEROX CORP COMMON 984121103 145,161 10,011,100 SH DEFINED 1 10,011,100 XEROX CORP COMMON 984121103 6,277 432,900 SH DEFINED 2 432,900 XEROX CORP COMMON 984121103 15,902 1,096,654 SH DEFINED 5 1,096,654 XEROX CORP COMMON 984121103 45,766 3,156,300 SH DEFINED 1,2 3,156,300 XEROX CORP COMMON 984121103 5,223 360,200 SH DEFINED 1,4 360,200 XEROX CORP COMMON 984121103 59 4,100 SH DEFINED 2,3 4,100 XICOR INC COMMON 984903104 9,078 600,000 SH DEFINED 1 600,000 XICOR INC COMMON 984903104 2,870 189,700 SH DEFINED 2 189,700 XILINX INC COMMON 983919101 97,703 2,933,140 SH DEFINED 1 2,933,140 XILINX INC COMMON 983919101 18,354 551,000 SH DEFINED 2 551,000 XILINX INC COMMON 983919101 11,810 354,552 SH DEFINED 5 354,552 XILINX INC COMMON 983919101 29,246 878,000 SH DEFINED 1,2 878,000 XILINX INC COMMON 983919101 436 13,100 SH DEFINED 1,4 13,100 XILINX INC COMMON 983919101 30 900 SH DEFINED 2,3 900 XM SATELLITE RADIO HOLD- CL A COMMON 983759101 682 25,000 SH DEFINED 1 25,000 XM SATELLITE RADIO HOLD- CL A COMMON 983759101 136 5,000 SH DEFINED 6 5,000 XM SATELLITE RADIO WT COMMON 98375Y130 220 4,000 SH DEFINED 1 4,000 XO COMMUNICATIONS INC CL A- WTS COMMON 983764143 101 67,396 SH DEFINED 1 67,396 XO COMMUNICATIONS INC CL B-WTS COMMON 983764150 49 46,796 SH DEFINED 1 46,796 XO COMMUNICATIONS INC CL WT COMMON 983764168 40 56,796 SH DEFINED 1 56,796

Page 111/113 XTO ENERGY INC COMMON 98385X106 66,225 2,223,074 SH DEFINED 1 2,223,074 XTO ENERGY INC COMMON 98385X106 8,094 271,686 SH DEFINED 2 271,686 XTO ENERGY INC COMMON 98385X106 21,364 717,174 SH DEFINED 5 717,174 XTO ENERGY INC COMMON 98385X106 23,832 800,000 SH DEFINED 1,2 800,000 XTO ENERGY INC COMMON 98385X106 592 19,875 SH DEFINED 1,4 19,875 XTO ENERGY INC COMMON 98385X106 150 5,037 SH DEFINED 2,3 5,037 XYRATEX LTD COMMON G98268108 7,150 558,600 SH DEFINED 1 558,600 XYRATEX LTD COMMON G98268108 320 25,000 SH DEFINED 6 25,000 YAHOO! INC COMMON 984332106 135,924 3,741,380 SH DEFINED 1 3,741,380 YAHOO! INC COMMON 984332106 17,489 481,390 SH DEFINED 2 481,390 YAHOO! INC COMMON 984332106 86 2,361 SH DEFINED 5 2,361 YAHOO! INC COMMON 984332106 176,201 4,850,000 SH DEFINED 1,2 4,850,000 YAHOO! INC COMMON 984332106 1,297 35,700 SH DEFINED 2,3 35,700 YANKEE CANDLE CO COMMON 984757104 20,352 695,800 SH DEFINED 1 695,800 YELLOW ROADWAY CORP COMMON 985577105 1 24 SH DEFINED 5 24 YORK INTERNATIONAL CORP. COMMON 986670107 5,577 135,800 SH DEFINED 1 135,800 YUKOS ADR COMMON 98849W108 1,111 34,936 SH DEFINED 1 34,936 YUM BRANDS INC COMMON 988498101 69,991 1,880,480 SH DEFINED 1 1,880,480 YUM BRANDS INC COMMON 988498101 2,332 62,660 SH DEFINED 2 62,660 YUM BRANDS INC COMMON 988498101 33 883 SH DEFINED 5 883 YUM BRANDS INC COMMON 988498101 18,610 500,000 SH DEFINED 1,2 500,000 YUM BRANDS INC COMMON 988498101 149 4,000 SH DEFINED 2,3 4,000 ZALE CORP COMMON 988858106 1,167 42,800 SH DEFINED 2 42,800 ZEBRA TECHNOLOGIES CORP COMMON 989207105 8,021 92,200 SH DEFINED 1 92,200 ZIMMER HOLDINGS INC COMMON 98956P102 198,608 2,251,790 SH DEFINED 1 2,251,790 ZIMMER HOLDINGS INC COMMON 98956P102 40,524 459,460 SH DEFINED 2 459,460 ZIMMER HOLDINGS INC COMMON 98956P102 118 1,340 SH DEFINED 5 1,340 ZIMMER HOLDINGS INC COMMON 98956P102 116,327 1,318,900 SH DEFINED 1,2 1,318,900 ZIMMER HOLDINGS INC COMMON 98956P102 3,625 41,100 SH DEFINED 1,4 41,100 ZIMMER HOLDINGS INC COMMON 98956P102 878 9,950 SH DEFINED 2,3 9,950

Page 112/113 ZIONS BANCORPORATION COMMON 989701107 15,828 257,570 SH DEFINED 1 257,570 ZOLL MEDICAL CORP COMMON 989922109 4,396 125,300 SH DEFINED 1 125,300 ZOLL MEDICAL CORP COMMON 989922109 1,393 39,700 SH DEFINED 2 39,700 ZORAN CORP COMMON 98975F101 7,529 410,300 SH DEFINED 1 410,300 ZORAN CORP COMMON 98975F101 2,009 109,500 SH DEFINED 2 109,500 ZURICH REGCAPS PFD TR III PREFERRED 989939202 16,088 16,500 SH DEFINED 1 16,500

Page 113/113

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