13F-HR 1 h89648e13f-hr.txt A I M MANAGEMENT GROUP INC. - 6/30/2001 1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2001 ------------------ Check here if Amendment [ ]; Amendment Number: ____________ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: A I M Management Group Inc. ----------------------------------------- Address: 11 Greenway Plaza, Suite 100 ----------------------------------------- Houston, TX 77046 ----------------------------------------- ----------------------------------------- Form 13F File Number: 28- 1983 ------ The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Carol Relihan --------------------------------- Title: Senior Vice President, Secretary and General Counsel --------------------------------- Phone: (713) 214-1191 --------------------------------- Signature, Place, and Date of Signing: /s/CAROL F. RELIHAN Houston, Texas 8/10/01 ------------------- -------------- ------------ Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) 2 Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 6 --------------------------- Form 13F Information Table Entry Total: 2,557 --------------------------- Form 13F Information Table Value Total: $84,760,700 --------------------------- (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. No. Form 13F File Number Name 1 28- 1983 A I M Advisors, Inc. ---- ----- ---------------------------------------------- 2 28- 1983 A I M Capital Management, Inc. ---- ----- ---------------------------------------------- 3 28- 6592 A I M Global Advisors Limited ---- ----- ---------------------------------------------- 4 28- 6708 AIM Funds Management Inc. ---- ----- ---------------------------------------------- 5 28- ____ AIM Private Asset Management, Inc. ---- ----- ---------------------------------------------- 6 28- ____ AIM Alternative Asset Management Company, Inc. ---- ----- ---------------------------------------------- 7 28- ____ . ----- ---------------------------------------------- 8 28- ____ ----- ---------------------------------------------- 9 28- ____ ----- ---------------------------------------------- 10 28- ____ ----- ---------------------------------------------- 11 28- ____ ----- ---------------------------------------------- 3 FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------ ---------- -------- -------- --------------------- ---------- -------- -------------------- TITLE VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------ ---------- -------- -------- ------- --- ---- ---------- -------- -------------------- 99 CENTS ONLY STORES COMMON 65440K106 5,340 178,300 SH DEFINED 1 178,300 99 CENTS ONLY STORES COMMON 65440K106 21 700 SH DEFINED 1,4 700 99 CENTS ONLY STORES COMMON 65440K106 581 19,400 SH DEFINED 2 19,400 99 CENTS ONLY STORES COMMON 65440K106 51 1,700 SH DEFINED 2,3 1,700 A T & T CORP COMMON 001957109 29,113 1,323,300 SH DEFINED 1 1,323,300 ABBOTT LABORATORIES COMMON 002824100 215,498 4,488,600 SH DEFINED 1 4,488,600 ABBOTT LABORATORIES COMMON 002824100 7,413 154,400 SH DEFINED 2 154,400 ABERCROMBIE & FITCH CO CL A COMMON 002896207 185,850 4,176,400 SH DEFINED 1 4,176,400 ABERCROMBIE & FITCH CO CL A COMMON 002896207 1,767 39,700 SH DEFINED 1,4 39,700 ABERCROMBIE & FITCH CO CL A COMMON 002896207 9,837 221,060 SH DEFINED 2 221,060 ABERCROMBIE & FITCH CO CL A COMMON 002896207 939 21,100 SH DEFINED 2,3 21,100 ABERCROMBIE & FITCH CO CL A COMMON 002896207 43 1,044 SH DEFINED 5 1,044 ABGENIX INC COMMON 00339B107 225 5,000 SH DEFINED 1 5,000 ABRAXAS PETROLEUM CORP COMMON 003830106 2,812 889,730 SH DEFINED 1 889,730 ACCREDO HEALTH INC COMMON 00437V104 7,784 209,300 SH DEFINED 1 209,300 ACCREDO HEALTH INC COMMON 00437V104 11 300 SH DEFINED 2,3 300 ACE LTD COMMON G0070K103 44,054 1,127,000 SH DEFINED 1 1,127,000 ACE LTD COMMON G0070K103 1,517 38,800 SH DEFINED 1,4 38,800 ACE LTD COMMON G0070K103 8,699 222,540 SH DEFINED 2 222,540 ACE LTD COMMON G0070K103 383 9,800 SH DEFINED 2,3 9,800 ACTEL CORP COMMON 004934105 4,890 199,200 SH DEFINED 1 199,200
Page 1 4 ACTERNA CORP COMMON 00503U105 5,225 475,000 SH DEFINED 1 475,000 ACTERNA CORP COMMON 00503U105 858 78,000 SH DEFINED 1,4 78,000 ACTERNA CORP COMMON 00503U105 3,300 300,000 SH DEFINED 2 300,000 ACTIVE POWER INC COMMON 00504W100 1,461 87,600 SH DEFINED 1 87,600 ACTIVISION, INC COMMON 004930202 14,169 361,000 SH DEFINED 1 361,000 ACTIVISION, INC COMMON 004930202 47 1,200 SH DEFINED 1,4 1,200 ACTIVISION, INC COMMON 004930202 1,565 39,880 SH DEFINED 2 39,880 ACTIVISION, INC COMMON 004930202 141 3,600 SH DEFINED 2,3 3,600 ADC TELECOMMUNICATIONS INC COMMON 000886101 12,377 1,875,300 SH DEFINED 1 1,875,300 ADC TELECOMMUNICATIONS INC COMMON 000886101 26,400 4,000,000 SH DEFINED 1,2 4,000,000 ADC TELECOMMUNICATIONS INC COMMON 000886101 616 93,400 SH DEFINED 1,4 93,400 ADC TELECOMMUNICATIONS INC COMMON 000886101 4,168 631,500 SH DEFINED 2 631,500 ADC TELECOMMUNICATIONS INC COMMON 000886101 141 21,300 SH DEFINED 2,3 21,300 ADC TELECOMMUNICATIONS INC COMMON 000886101 11 1,700 SH DEFINED 6 1,700 ADELPHIA COMMUNICATIONS COMMON 006848105 20,422 498,100 SH DEFINED 1 498,100 ADELPHIA COMMUNICATIONS COMMON 006848105 705 17,200 SH DEFINED 1,4 17,200 ADELPHIA COMMUNICATIONS COMMON 006848105 2,677 65,300 SH DEFINED 2 65,300 ADOLOR CORP COMMON 00724X102 65 3,000 SH DEFINED 1 3,000 ADTRAN INC COMMON 00738A106 4,818 235,000 SH DEFINED 1 235,000 ADVANCED DIGITAL INFO CORP COMMON 007525108 434 25,100 SH DEFINED 1 25,100 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 22,785 1,085,000 SH DEFINED 1 1,085,000 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 6 300 SH DEFINED 6 300 ADVANCED MICRO DEVICES COMMON 007903107 54,655 1,892,500 SH DEFINED 1 1,892,500 ADVANCED MICRO DEVICES COMMON 007903107 57,760 2,000,000 SH DEFINED 1,2 2,000,000 ADVANCED MICRO DEVICES COMMON 007903107 4,063 140,700 SH DEFINED 2 140,700 ADVANCED MICRO DEVICES COMMON 007903107 326 11,300 SH DEFINED 2,3 11,300 ADVANCEPCS COMMON 00790K109 3,331 52,000 SH DEFINED 1 52,000 ADVANCEPCS COMMON 00790K109 10 150 SH DEFINED 6 150
Page 2 5 AEGON N.V. ADR COMMON 007924103 526 18,526 SH DEFINED 1 18,526 AEROFLEX INC COMMON 007768104 9,016 858,700 SH DEFINED 1 858,700 AES CORP COMMON 00130H105 35,093 815,176 SH DEFINED 1 815,176 AES CORP COMMON 00130H105 3,168 73,600 SH DEFINED 2 73,600 AES CORP COMMON 00130H105 90 2,100 SH DEFINED 2,3 2,100 AES TRUST III CVT PFD 6.75% CONVERT 00808N202 7,590 110,000 SH DEFINED 1 110,000 AES TRUST III CVT PFD 6.75% CONVERT 00808N202 1,035 15,000 SH DEFINED 2 15,000 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 50,970 708,800 SH DEFINED 1 708,800 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 14 200 SH DEFINED 2,3 200 AFFILIATED MANAGERS GROUP INC COMMON 008252108 54,840 891,700 SH DEFINED 1 891,700 AFFILIATED MANAGERS GROUP INC COMMON 008252108 111 1,800 SH DEFINED 1,4 1,800 AFFILIATED MANAGERS GROUP INC COMMON 008252108 3,505 56,990 SH DEFINED 2 56,990 AFFILIATED MANAGERS GROUP INC COMMON 008252108 314 5,100 SH DEFINED 2,3 5,100 AFFYMETRIX INC COMMON 00826T108 441 20,000 SH DEFINED 1 20,000 AFLAC INC COMMON 001055102 61,610 1,956,500 SH DEFINED 1 1,956,500 AFLAC INC COMMON 001055102 135,133 4,291,300 SH DEFINED 1,2 4,291,300 AFLAC INC COMMON 001055102 12,678 402,600 SH DEFINED 2 402,600 AFLAC INC COMMON 001055102 831 26,400 SH DEFINED 2,3 26,400 AGERE SYSTEMS INC CL A COMMON 00845V100 24,679 3,290,500 SH DEFINED 1 3,290,500 AGERE SYSTEMS INC CL A COMMON 00845V100 38,761 5,168,100 SH DEFINED 1,2 5,168,100 AGERE SYSTEMS INC CL A COMMON 00845V100 1,310 174,700 SH DEFINED 1,4 174,700 AGERE SYSTEMS INC CL A COMMON 00845V100 2,820 376,000 SH DEFINED 2 376,000 AGERE SYSTEMS INC CL A COMMON 00845V100 553 73,700 SH DEFINED 2,3 73,700 AGERE SYSTEMS INC CL A COMMON 00845V100 14 2,015 SH DEFINED 5 2,015 AGILENT TECHNOLOGIES INC COMMON 00846U101 228 7,000 SH DEFINED 1 7,000 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 84,109 1,838,450 SH DEFINED 1 1,838,450 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 6,863 150,000 PUT DEFINED 1 150,000 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 2,772 60,600 SH DEFINED 2 60,600
Page 3 6 AIRGATE PCS INC COMMON 009367103 40,450 777,891 SH DEFINED 1 777,891 AIRGATE PCS INC COMMON 009367103 94 1,800 SH DEFINED 1,4 1,800 AIRGATE PCS INC COMMON 009367103 2,962 56,970 SH DEFINED 2 56,970 AIRGATE PCS INC COMMON 009367103 260 5,000 SH DEFINED 2,3 5,000 AIRTRAN HOLDINGS INC COMMON 00949P108 575 54,800 SH DEFINED 1 54,800 AKSYS LTD COMMON 010196103 2,967 285,600 SH DEFINED 1 285,600 ALAMOSA HOLDINGS INC COMMON 011589108 4,597 282,000 SH DEFINED 1 282,000 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 9,902 260,500 SH DEFINED 1 260,500 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 654 17,200 SH DEFINED 1,4 17,200 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 2,398 63,100 SH DEFINED 2 63,100 ALCAN INC COMMON 013716105 13,442 319,900 SH DEFINED 1,4 319,900 ALCOA INC COMMON 013817101 124,205 3,152,400 SH DEFINED 1 3,152,400 ALCOA INC COMMON 013817101 2,762 70,100 SH DEFINED 2 70,100 ALEXION PHARMACEUTICALS INC COMMON 015351109 2,016 84,000 SH DEFINED 1 84,000 ALIGN TECHNOLOGY INC COMMON 016255101 2,156 275,000 SH DEFINED 1 275,000 ALLEGHENY ENERGY INC COMMON 017361106 16,173 335,200 SH DEFINED 1 335,200 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 10,445 577,400 SH DEFINED 1 577,400 ALLERGAN INC COMMON 018490102 246,625 2,884,500 SH DEFINED 1 2,884,500 ALLERGAN INC COMMON 018490102 193,230 2,260,000 SH DEFINED 1,2 2,260,000 ALLERGAN INC COMMON 018490102 12,124 141,800 SH DEFINED 1,4 141,800 ALLERGAN INC COMMON 018490102 12,902 150,900 SH DEFINED 2 150,900 ALLERGAN INC COMMON 018490102 1,650 19,300 SH DEFINED 2,3 19,300 ALLERGAN INC COMMON 018490102 62 691 SH DEFINED 5 691 ALLIANCE ATLANTIS COMM COMMON 01853E204 271 20,000 SH DEFINED 1 20,000 ALLIANCE CAPITAL MANAGEMENT HLDG COMMON 01855A101 2,600 49,000 SH DEFINED 1 49,000
Page 4 7 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 16,575 1,105,000 SH DEFINED 1 1,105,000 ALLIANCE PHARMACEUTICAL CP COMMON 018773101 81 36,083 SH DEFINED 1 36,083 ALLIANCE RESOURCE PARTNERS COMMON 01877R108 277 12,200 SH DEFINED 1 12,200 ALLIANCE RESOURCE PARTNERS COMMON 01877R108 121 5,300 SH DEFINED 1,4 5,300 ALLIANT TECHSYSTEMS INC COMMON 018804104 1,061 11,800 SH DEFINED 1 11,800 ALLIANT TECHSYSTEMS INC COMMON 018804104 9 100 SH DEFINED 2,3 100 ALLIED CAPITAL CORP COMMON 01903Q108 7,519 324,800 SH DEFINED 1 324,800 ALLIED WASTE INDUSTRIES INC COMMON 019589308 19 1,000 SH DEFINED 1 1,000 ALLSCRIPTS HEALTHCARE SOLUTIONS COMMON 01988P108 225 25,000 SH DEFINED 1 25,000 ALPHA INDUSTRIES INC COMMON 020753109 74,327 2,515,300 SH DEFINED 1 2,515,300 ALPHA INDUSTRIES INC COMMON 020753109 176 5,960 SH DEFINED 1,4 5,960 ALPHA INDUSTRIES INC COMMON 020753109 4,545 154,130 SH DEFINED 2 154,130 ALPHA INDUSTRIES INC COMMON 020753109 378 12,800 SH DEFINED 2,3 12,800 ALTERA CORP COMMON 021441100 60,320 2,080,000 SH DEFINED 1 2,080,000 ALTERA CORP COMMON 021441100 5,104 176,000 SH DEFINED 1,4 176,000 ALTERA CORP COMMON 021441100 9 300 SH DEFINED 6 300 AMAZON.COM INC COMMON 023135106 9,551 675,000 SH DEFINED 1 675,000 AMAZON.COM INC COMMON 023135106 778 55,000 SH DEFINED 1,4 55,000 AMAZON.COM INC CVT 144A CONVERT 023135AD8 1,444 3,000,000 PRN DEFINED 1 3,000,000 AMAZON.COM INC CVT 144A CONVERT 023135AD8 241 500,000 PRN DEFINED 2,3 500,000 AMBAC INC COMMON 023139108 27,543 473,250 SH DEFINED 1 473,250 AMBAC INC COMMON 023139108 87 1,500 SH DEFINED 2,3 1,500 AMDOCS LTD COMMON G02602103 319,866 5,939,950 SH DEFINED 1 5,939,950 AMDOCS LTD COMMON G02602103 8,944 166,100 SH DEFINED 2 166,100 AMDOCS LTD COMMON G02602103 135 2,500 SH DEFINED 2,3 2,500
Page 5 8 AMERICA FIRST MORTGAGE INVESTMENT COMMON 023934102 1,113 150,000 SH DEFINED 1 150,000 AMERICA MOVIL SER L ADR COMMON 02364W105 13,368 640,836 SH DEFINED 1 640,836 AMERICA MOVIL SER L ADR COMMON 02364W105 6,634 318,010 SH DEFINED 1,4 318,010 AMERICA MOVIL SER L ADR COMMON 02364W105 1,241 59,476 SH DEFINED 2 59,476 AMERICA MOVIL SER L ADR COMMON 02364W105 81 3,900 SH DEFINED 2,3 3,900 AMERICAN CAPITAL STRATEGIES COMMON 024937104 22,179 790,400 SH DEFINED 1 790,400 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 99,823 2,832,650 SH DEFINED 1 2,832,650 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 4,627 131,300 SH DEFINED 1,4 131,300 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 9,680 274,460 SH DEFINED 2 274,460 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 722 20,500 SH DEFINED 2,3 20,500 AMERICAN EXPRESS CO COMMON 025816109 430,230 11,088,400 SH DEFINED 1 11,088,400 AMERICAN EXPRESS CO COMMON 025816109 279,360 7,200,000 SH DEFINED 1,2 7,200,000 AMERICAN EXPRESS CO COMMON 025816109 737 19,000 SH DEFINED 1,4 19,000 AMERICAN EXPRESS CO COMMON 025816109 26,433 681,255 SH DEFINED 2 681,255 AMERICAN EXPRESS CO COMMON 025816109 1,145 29,500 SH DEFINED 2,3 29,500 AMERICAN EXPRESS CO COMMON 025816109 35 828 SH DEFINED 5 828 AMERICAN GREETINGS-CL A COMMON 026375105 11 1,000 CALL DEFINED 6 1,000 AMERICAN HOME PRODUCTS CORP COMMON 026609107 168,161 2,877,500 SH DEFINED 1 2,877,500 AMERICAN HOME PRODUCTS CORP COMMON 026609107 146,100 2,500,000 SH DEFINED 1,2 2,500,000 AMERICAN HOME PRODUCTS CORP COMMON 026609107 8,065 138,000 SH DEFINED 2 138,000 AMERICAN HOME PRODUCTS CORP COMMON 026609107 321 5,500 SH DEFINED 2,3 5,500 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 1,374,572 15,983,397 SH DEFINED 1 15,983,397 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 623,500 7,250,000 SH DEFINED 1,2 7,250,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 2,838 33,000 SH DEFINED 1,4 33,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 57,663 670,500 SH DEFINED 2 670,500 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 2,666 31,000 SH DEFINED 2,3 31,000 AMERICAN INTL GROUP INC COMMON 026874107 109 1,351 SH DEFINED 5 1,351 AMERICAN PHYSICIANS CAP INC COMMON 028884104 1,463 75,000 SH DEFINED 1 75,000 AMERICAN POWER CONVERSION CORP COMMON 029066107 3,150 200,000 SH DEFINED 1 200,000
Page 6 9 AMERICAN STANDARD COMPANIES COMMON 029712106 71,321 1,186,700 SH DEFINED 1 1,186,700 AMERICAN TOWER CORP-CL A COMMON 029912201 15,988 773,500 SH DEFINED 1 773,500 AMERICAN TOWER CORP-CL A COMMON 029912201 58 2,800 SH DEFINED 1,4 2,800 AMERICAN TOWER CORP-CL A COMMON 029912201 1,737 84,040 SH DEFINED 2 84,040 AMERICAN TOWER CORP-CL A COMMON 029912201 155 7,500 SH DEFINED 2,3 7,500 AMERICREDIT CORP COMMON 03060R101 88,123 1,696,300 SH DEFINED 1 1,696,300 AMERICREDIT CORP COMMON 03060R101 5,060 97,400 SH DEFINED 1,4 97,400 AMERICREDIT CORP COMMON 03060R101 4,511 86,840 SH DEFINED 2 86,840 AMERICREDIT CORP COMMON 03060R101 400 7,700 SH DEFINED 2,3 7,700 AMERISOURCE HEALTH CORP COMMON 03071P102 21,208 383,500 SH DEFINED 1 383,500 AMERISOURCE HEALTH CORP COMMON 03071P102 74,517 1,347,500 SH DEFINED 1,2 1,347,500 AMERISOURCE HEALTH CORP COMMON 03071P102 371 6,700 SH DEFINED 1,4 6,700 AMERISOURCE HEALTH CORP COMMON 03071P102 1,421 25,700 SH DEFINED 2 25,700 AMERISOURCE HEALTH CORP COMMON 03071P102 769 13,900 SH DEFINED 2,3 13,900 AMGEN INC COMMON 031162100 189,376 3,120,900 SH DEFINED 1 3,120,900 AMGEN INC COMMON 031162100 485 8,000 SH DEFINED 1,4 8,000 AMGEN INC COMMON 031162100 8,175 134,500 SH DEFINED 2 134,500 AMGEN INC COMMON 031162100 46 689 SH DEFINED 5 689 AMKOR TECHNOLOGIES INC COMMON 031652100 9,724 440,000 SH DEFINED 1 440,000 AMPHENOL CORP-CL A COMMON 032095101 6,488 162,000 SH DEFINED 1 162,000 AMPHENOL CORP-CL A COMMON 032095101 3,949 98,600 SH DEFINED 1,4 98,600 ANADARKO PETROLEUM CORP COMMON 032511107 37,133 687,270 SH DEFINED 1 687,270 ANADARKO PETROLEUM CORP COMMON 032511107 48,384 895,500 SH DEFINED 1,2 895,500 ANADARKO PETROLEUM CORP COMMON 032511107 9,711 179,725 SH DEFINED 1,4 179,725 ANADARKO PETROLEUM CORP COMMON 032511107 3,483 64,456 SH DEFINED 2 64,456 ANADARKO PETROLEUM CORP COMMON 032511107 535 9,900 SH DEFINED 2,3 9,900 ANADIGICS INC COMMON 032515108 9,488 412,500 SH DEFINED 1 412,500 ANADIGICS INC COMMON 032515108 575 25,000 SH DEFINED 1,4 25,000
Page 7 10 ANALOG DEVICES INC COMMON 032654105 540,958 12,507,700 SH DEFINED 1 12,507,700 ANALOG DEVICES INC COMMON 032654105 283,283 6,549,900 SH DEFINED 1,2 6,549,900 ANALOG DEVICES INC COMMON 032654105 973 22,500 SH DEFINED 1,4 22,500 ANALOG DEVICES INC COMMON 032654105 27,542 636,800 SH DEFINED 2 636,800 ANALOG DEVICES INC COMMON 032654105 1,579 36,500 SH DEFINED 2,3 36,500 ANALOG DEVICES INC COMMON 032654105 43 968 SH DEFINED 5 968 ANAREN MICROWAVE INC COMMON 032744104 30,952 1,547,600 SH DEFINED 1 1,547,600 ANAREN MICROWAVE INC COMMON 032744104 600 30,000 SH DEFINED 1,4 30,000 ANAREN MICROWAVE INC COMMON 032744104 4,543 227,170 SH DEFINED 2 227,170 ANAREN MICROWAVE INC COMMON 032744104 228 11,400 SH DEFINED 2,3 11,400 ANDRX GROUP COMMON 034553107 29,222 379,500 SH DEFINED 1 379,500 ANDRX GROUP COMMON 034553107 10,834 140,700 SH DEFINED 1,4 140,700 ANDRX GROUP COMMON 034553107 4,832 62,750 SH DEFINED 2 62,750 ANDRX GROUP COMMON 034553107 277 3,600 SH DEFINED 2,3 3,600 ANDRX GROUP COMMON 034553107 21 313 SH DEFINED 5 313 ANHEUSER-BUSCH COS INC COMMON 035229103 25,214 612,000 SH DEFINED 1 612,000 ANHEUSER-BUSCH COS INC COMMON 035229103 32,960 800,000 SH DEFINED 1,2 800,000 ANHEUSER-BUSCH COS INC COMMON 035229103 5,789 140,500 SH DEFINED 1,4 140,500 ANHEUSER-BUSCH COS INC COMMON 035229103 41 1,000 SH DEFINED 2 1,000 ANHEUSER BUSCH COS INC COMMON 035229103 14 317 SH DEFINED 5 317 ANNALY MORTGAGE MANAGEMENT COMMON 035710409 1,015 74,000 SH DEFINED 1 74,000 ANNUITY AND LIFE RE (HOLDINGS) LTD COMMON G03910109 7,768 217,300 SH DEFINED 1 217,300 ANTEC CORP COMMON 03664P105 6,510 525,000 SH DEFINED 1 525,000 ANTHRACITE CAPITAL INC COMMON 037023108 1,105 100,000 SH DEFINED 1 100,000
Page 8 11 AOL TIME WARNER INC COMMON 00184A105 1,211,156 22,852,000 SH DEFINED 1 22,852,000 AOL TIME WARNER INC COMMON 00184A105 693,240 13,080,000 SH DEFINED 1,2 13,080,000 AOL TIME WARNER INC COMMON 00184A105 12,301 232,100 SH DEFINED 1,4 232,100 AOL TIME WARNER INC COMMON 00184A105 47,915 905,250 SH DEFINED 2 905,250 AOL TIME WARNER INC COMMON 00184A105 3,509 66,200 SH DEFINED 2,3 66,200 AOL TIME WARNER INC COMMON 00184A105 74 1,411 SH DEFINED 5 1,411 AOL TIME WARNER INC COMMON 00184A105 69 1,300 CALL DEFINED 6 1,300 APACHE CORP COMMON 037411105 56,312 1,109,600 SH DEFINED 1 1,109,600 APACHE CORP COMMON 037411105 22,985 452,900 SH DEFINED 1,2 452,900 APACHE CORP COMMON 037411105 3,959 78,000 SH DEFINED 2 78,000 APACHE CORP COMMON 037411105 244 4,800 SH DEFINED 2,3 4,800 APARTMENT INVT & MGMT CL A COMMON 03748R101 15,472 320,990 SH DEFINED 1 320,990 APOGENT TECHNOLOGIES INC COMMON 03760A101 15,582 633,400 SH DEFINED 1 633,400 APOLLO GROUP INC-CL A COMMON 037604105 57,620 1,357,350 SH DEFINED 1 1,357,350 APOLLO GROUP INC-CL A COMMON 037604105 5,595 131,800 SH DEFINED 1,4 131,800 APOLLO GROUP INC-CL A COMMON 037604105 4,921 115,930 SH DEFINED 2 115,930 APOLLO GROUP INC-CL A COMMON 037604105 433 10,200 SH DEFINED 2,3 10,200 APPLE COMPUTER INC COMMON 037833100 50,648 2,178,400 SH DEFINED 1 2,178,400 APPLE COMPUTER INC COMMON 037833100 58,125 2,500,000 SH DEFINED 1,2 2,500,000 APPLE COMPUTER INC COMMON 037833100 4,097 176,200 SH DEFINED 2 176,200 APPLE COMPUTER INC COMMON 037833100 314 13,500 SH DEFINED 2,3 13,500 APPLERA CORP-CELERA GENOMICS COMMON 038020202 397 10,000 SH DEFINED 1 10,000 APPLIED FILMS CORP COMMON 038197109 2,625 125,000 SH DEFINED 1 125,000 APPLIED MATERIALS INC COMMON 038222105 257,814 5,250,800 SH DEFINED 1 5,250,800 APPLIED MATERIALS INC COMMON 038222105 110,475 2,250,000 SH DEFINED 1,2 2,250,000 APPLIED MATERIALS INC COMMON 038222105 7,164 145,900 SH DEFINED 1,4 145,900 APPLIED MATERIALS INC COMMON 038222105 9,187 187,100 SH DEFINED 2 187,100 APPLIED MATERIALS INC COMMON 038222105 314 6,400 SH DEFINED 2,3 6,400 APPLIED MATERIALS INC COMMON 038222105 29 585 SH DEFINED 5 585
Page 9 12 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 25,480 1,481,400 SH DEFINED 1 1,481,400 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 939 54,600 SH DEFINED 1,4 54,600 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 1,900 110,200 SH DEFINED 2 110,200 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 10 600 SH DEFINED 2,3 600 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 9 524 SH DEFINED 5 524 APPLIED MOLECULAR EVOLUTION COMMON 03823E108 924 74,000 SH DEFINED 1 74,000 APRIA HEALTHCARE GROUP COMMON 037933108 76,089 2,637,400 SH DEFINED 1 2,637,400 APRIA HEALTHCARE GROUP COMMON 037933108 182 6,300 SH DEFINED 1,4 6,300 APRIA HEALTHCARE GROUP COMMON 037933108 4,516 156,530 SH DEFINED 2 156,530 APRIA HEALTHCARE GROUP COMMON 037933108 407 14,100 SH DEFINED 2,3 14,100 AQUILA INC COMMON 03840J106 7,543 306,000 SH DEFINED 1 306,000 ARADIGM CORP COMMON 038505103 10,395 1,485,000 SH DEFINED 1 1,485,000 ARBITRON INC COMMON 03875Q108 26,344 1,093,100 SH DEFINED 1 1,093,100 ARCH COAL INC COMMON 039380100 585 22,600 SH DEFINED 1 22,600 ARCH COAL INC COMMON 039380100 1,283 49,600 SH DEFINED 1,4 49,600 ARIAD PHARMACEUTICALS INC COMMON 04033A100 735 145,000 SH DEFINED 1 145,000 ARQULE INC COMMON 04269E107 758 35,000 SH DEFINED 1 35,000 ARRAY BIOPHARMA INC COMMON 04269X105 1,365 150,000 SH DEFINED 1 150,000 ARTHROCARE CORPORATION COMMON 043136100 5,230 200,000 SH DEFINED 1 200,000 ARTHROCARE CORPORATION COMMON 043136100 8 300 SH DEFINED 6 300 ASIAINFO HOLDINGS INC COMMON 04518A104 3,180 161,000 SH DEFINED 1 161,000 ASIAINFO HOLDINGS INC COMMON 04518A104 32 1,600 SH DEFINED 2,3 1,600 ASM LITHOGRAPHY CVT 144A CONVERT 00207EAB6 1,194 1,250,000 PRN DEFINED 1 1,250,000 ASML HOLDING NV COMMON N07059111 8,322 374,000 SH DEFINED 1 374,000 ASML HOLDING NV COMMON N07059111 67 3,000 SH DEFINED 2,3 3,000
Page 10 13 ASPEN TECHNOLOGY INC COMMON 045327103 36,203 1,496,000 SH DEFINED 1 1,496,000 ASPEN TECHNOLOGY INC COMMON 045327103 99 4,100 SH DEFINED 1,4 4,100 ASPEN TECHNOLOGY INC COMMON 045327103 2,524 104,290 SH DEFINED 2 104,290 ASPEN TECHNOLOGY INC COMMON 045327103 220 9,100 SH DEFINED 2,3 9,100 ASTROPOWER INC COMMON 04644A101 704 13,500 SH DEFINED 1 13,500 ASTROPOWER INC COMMON 04644A101 261 5,000 SH DEFINED 1,4 5,000 ASYST TECHNOLOGIES INC COMMON 04648X107 6,581 487,500 SH DEFINED 1 487,500 ASYST TECHNOLOGIES INC COMMON 04648X107 371 27,500 SH DEFINED 1,4 27,500 ASYST TECHNOLOGIES INC COMMON 04648X107 10 562 SH DEFINED 5 562 AT&T CORP-LIBERTY MEDIA CL A COMMON 001957208 38,786 2,217,600 SH DEFINED 1 2,217,600 AT&T CORP-LIBERTY MEDIA CL A COMMON 001957208 3,090 176,700 SH DEFINED 2 176,700 AT&T LATIN AMERICA CORP CL A COMMON 04649A106 4,505 904,650 SH DEFINED 1 904,650 AT&T WIRELESS GROUP COMMON 001957406 4,251 260,000 PUT DEFINED 1 260,000 ATLANTIC COAST AIRLINES HLDG COMMON 048396105 1,143 38,100 SH DEFINED 1 38,100 ATLAS AIR WORLDWIDE HLDGS COMMON 049164106 28 2,000 SH DEFINED 1 2,000 ATMEL CORP COMMON 049513104 2,698 200,000 SH DEFINED 1 200,000 ATMI INC. COMMON 00207R101 9,001 275,000 SH DEFINED 1 275,000 ATS MEDICAL INC COMMON 002083103 6,551 435,000 SH DEFINED 1 435,000 AUTOMATIC DATA PROCESSING INC COMMON 053015103 336,603 6,772,700 SH DEFINED 1 6,772,700 AUTOMATIC DATA PROCESSING INC COMMON 053015103 6,610 133,000 SH DEFINED 2 133,000 AUTOMATIC DATA PROCESSING INC COMMON 053015103 50 1,000 SH DEFINED 2,3 1,000 AVAYA INC COMMON 053499109 1,576 115,000 SH DEFINED 1 115,000 AVAYA INC COMMON 053499109 525 38,300 SH DEFINED 1,4 38,300 AVAYA INC COMMON 053499109 2,014 147,000 SH DEFINED 2 147,000 AVIRON COMMON 053762100 285 5,000 SH DEFINED 1 5,000
Page 11 14 AVNET INC COMMON 053807103 8,082 360,500 SH DEFINED 1 360,500 AVOCENT CORP COMMON 053893103 2,844 125,000 SH DEFINED 1 125,000 AWARE INC COMMON 05453N100 1,350 150,000 SH DEFINED 1 150,000 AXA S A ADR COMMON 054536107 7,113 252,520 SH DEFINED 1 252,520 AXCELIS TECHNOLOGIES INC COMMON 054540109 13,289 897,900 SH DEFINED 1 897,900 AXCELIS TECHNOLOGIES INC COMMON 054540109 287 19,400 SH DEFINED 1,4 19,400 AXCELIS TECHNOLOGIES INC COMMON 054540109 2,167 146,430 SH DEFINED 2 146,430 AXT INC COMMON 00246W103 3,071 115,000 SH DEFINED 1 115,000 BAKER HUGHES INC COMMON 057224107 6,466 193,000 SH DEFINED 1 193,000 BANK OF AMERICA CORP COMMON 060505104 148,934 2,480,999 SH DEFINED 1 2,480,999 BANK OF NEW YORK CO COMMON 064057102 401,050 8,355,200 SH DEFINED 1 8,355,200 BANK OF NEW YORK CO COMMON 064057102 72,000 1,500,000 SH DEFINED 1,2 1,500,000 BANK OF NEW YORK CO COMMON 064057102 10,517 219,100 SH DEFINED 2 219,100 BANK OF NEW YORK CO COMMON 064057102 120 2,500 SH DEFINED 2,3 2,500 BANK ONE CORP COMMON 06423A103 53,940 1,506,700 SH DEFINED 1 1,506,700 BARNES & NOBLE INC COMMON 067774109 10,983 279,100 SH DEFINED 1 279,100 BARR LABORATORIES INC COMMON 068306109 23,130 328,500 SH DEFINED 1 328,500 BARR LABORATORIES INC COMMON 068306109 1,176 16,700 SH DEFINED 1,4 16,700 BARR LABORATORIES INC COMMON 068306109 4,443 63,100 SH DEFINED 2 63,100 BARRICK GOLD CORP COMMON 067901108 6,060 400,000 SH DEFINED 1,4 400,000
Page 12 15 BAXTER INTERNATIONAL INC COMMON 071813109 365,226 7,453,600 SH DEFINED 1 7,453,600 BAXTER INTERNATIONAL INC COMMON 071813109 160,230 3,270,000 SH DEFINED 1,2 3,270,000 BAXTER INTERNATIONAL INC COMMON 071813109 588 12,000 SH DEFINED 1,4 12,000 BAXTER INTERNATIONAL INC COMMON 071813109 9,673 197,400 SH DEFINED 2 197,400 BAXTER INTERNATIONAL INC COMMON 071813109 1,666 34,000 SH DEFINED 2,3 34,000 BAXTER INTERNATIONAL INC COMMON 071813109 15 304 SH DEFINED 5 304 BCE INC COMMON 05534B109 20,454 777,724 SH DEFINED 1,4 777,724 BE AEROSPACE INC COMMON 073302101 6,109 320,700 SH DEFINED 1 320,700 BEA SYS INC COMMON 073325102 21 581 SH DEFINED 5 581 BEA SYSTEMS INC COMMON 073325102 61,884 2,015,100 SH DEFINED 1 2,015,100 BEA SYSTEMS INC COMMON 073325102 16,080 523,600 SH DEFINED 1,2 523,600 BEA SYSTEMS INC COMMON 073325102 676 22,000 SH DEFINED 1,4 22,000 BEA SYSTEMS INC COMMON 073325102 565 17,000 SH DEFINED 2 17,000 BEA SYSTEMS INC COMMON 073325102 203 6,600 SH DEFINED 2,3 6,600 BEAR STEARNS COMPANIES INC COMMON 073902108 5,602 95,000 SH DEFINED 1,4 95,000 BEBE STORES INC COMMON 075571109 5,103 175,000 SH DEFINED 1 175,000 BECTON DICKINSON & CO COMMON 075887109 3,937 110,000 SH DEFINED 1 110,000 BED BATH AND BEYOND INC COMMON 075896100 71,039 2,276,900 SH DEFINED 1 2,276,900 BED BATH AND BEYOND INC COMMON 075896100 331,634 10,629,300 SH DEFINED 1,2 10,629,300 BED BATH AND BEYOND INC COMMON 075896100 1,692 55,200 SH DEFINED 1,4 55,200 BED BATH AND BEYOND INC COMMON 075896100 24,116 773,100 SH DEFINED 2 773,100 BED BATH AND BEYOND INC COMMON 075896100 2,237 71,700 SH DEFINED 2,3 71,700 BED BATH AND BEYOND INC COMMON 075896100 32 1,081 SH DEFINED 5 1,081 BELL MICROPRODUCTS INC COMMON 078137106 1,794 150,000 SH DEFINED 1 150,000 BELLSOUTH CORP COMMON 079860102 65,592 1,628,800 SH DEFINED 1 1,628,800 BELLSOUTH CORP COMMON 079860102 5,980 148,500 SH DEFINED 2 148,500
Page 13 16 BERGEN BRUNSWIG CORP CL A COMMON 083739102 1,107 57,600 SH DEFINED 1 57,600 BERGEN BRUNSWIG CORP CL A COMMON 083739102 4,588 238,700 SH DEFINED 1,4 238,700 BERGEN BRUNSWIG CORP CL A COMMON 083739102 63 3,300 SH DEFINED 2 3,300 BEST BUY CO INC COMMON 086516101 307,437 4,840,000 SH DEFINED 1 4,840,000 BEST BUY CO INC COMMON 086516101 5,399 85,000 SH DEFINED 2 85,000 BEST BUY CO INC COMMON 086516101 51 800 SH DEFINED 2,3 800 BEST BUY CO INC COMMON 086516101 13 244 SH DEFINED 5 244 BIOGEN INC COMMON 090597105 978 18,000 SH DEFINED 1 18,000 BIOMARIN PHARMACEUTICAL COMMON 09061G101 264 20,000 SH DEFINED 1 20,000 BIOMET INC COMMON 090613100 29,108 605,650 SH DEFINED 1 605,650 BIOMET INC COMMON 090613100 164,694 3,426,850 SH DEFINED 1,2 3,426,850 BIOMET INC COMMON 090613100 10,495 218,350 SH DEFINED 2 218,350 BIOMET INC COMMON 090613100 980 20,400 SH DEFINED 2,3 20,400 BIOPURE CORP COMMON 09065H105 923 35,000 SH DEFINED 1 35,000 BIOSITE DIAGNOSTICS INC COMMON 090945106 28,255 630,700 SH DEFINED 1 630,700 BIOSITE DIAGNOSTICS INC COMMON 090945106 72 1,600 SH DEFINED 1,4 1,600 BIOSITE DIAGNOSTICS INC COMMON 090945106 2,618 58,650 SH DEFINED 2 58,650 BIOSITE DIAGNOSTICS INC COMMON 090945106 193 4,300 SH DEFINED 2,3 4,300 BIOSOURCE INTERNATIONAL INC COMMON 09066H104 1,260 200,000 SH DEFINED 1 200,000 BIOVAIL CORP COMMON 09067J109 131,666 3,026,800 SH DEFINED 1 3,026,800 BIOVAIL CORP COMMON 09067J109 82,433 1,895,000 SH DEFINED 1,2 1,895,000 BIOVAIL CORP COMMON 09067J109 60,047 1,380,400 SH DEFINED 1,4 1,380,400 BIOVAIL CORP COMMON 09067J109 13,533 311,100 SH DEFINED 2 311,100 BIOVAIL CORP COMMON 09067J109 1,235 28,400 SH DEFINED 2,3 28,400 BIRCH TELECOM WTS 144A COMMON 09069B112 - 10 SH DEFINED 2 10
Page 14 17 BJ SERVICES CO COMMON 055482103 79,691 2,808,000 SH DEFINED 1 2,808,000 BJ SERVICES CO COMMON 055482103 102,807 3,622,500 SH DEFINED 1,2 3,622,500 BJ SERVICES CO COMMON 055482103 15,002 528,600 SH DEFINED 1,4 528,600 BJ SERVICES CO COMMON 055482103 7,549 266,000 SH DEFINED 2 266,000 BJ SERVICES CO COMMON 055482103 783 27,600 SH DEFINED 2,3 27,600 BJ'S WHOLESALE CLUB INC COMMON 05548J106 21,560 404,800 SH DEFINED 1 404,800 BJ'S WHOLESALE CLUB INC COMMON 05548J106 37 700 SH DEFINED 1,4 700 BJ'S WHOLESALE CLUB INC COMMON 05548J106 1,218 22,870 SH DEFINED 2 22,870 BJ'S WHOLESALE CLUB INC COMMON 05548J106 160 3,000 SH DEFINED 2,3 3,000 BLACK BOX CORP COMMON 091826107 20,841 309,400 SH DEFINED 1 309,400 BLACK BOX CORP COMMON 091826107 67 1,000 SH DEFINED 1,4 1,000 BLACK BOX CORP COMMON 091826107 2,304 34,200 SH DEFINED 2 34,200 BLACK BOX CORP COMMON 091826107 209 3,100 SH DEFINED 2,3 3,100 BLOCK H&R INC COMMON 093671105 168,998 2,618,100 SH DEFINED 1 2,618,100 BMC SOFTWARE INC COMMON 055921100 124,903 5,541,400 SH DEFINED 1 5,541,400 BMC SOFTWARE INC COMMON 055921100 127,002 5,634,500 SH DEFINED 1,2 5,634,500 BMC SOFTWARE INC COMMON 055921100 455 20,200 SH DEFINED 1,4 20,200 BMC SOFTWARE INC COMMON 055921100 10,190 452,100 SH DEFINED 2 452,100 BMC SOFTWARE INC COMMON 055921100 764 33,900 SH DEFINED 2,3 33,900 BOEING CO COMMON 097023105 39,420 779,000 SH DEFINED 1 779,000 BOEING CO COMMON 097023105 278,000 5,000,000 SH DEFINED 1,2 5,000,000 BOEING CO COMMON 097023105 5,566 100,100 SH DEFINED 1,4 100,100 BOEING CO COMMON 097023105 14,456 260,000 PUT DEFINED 1 260,800 BOEING CO COMMON 097023105 9,902 178,100 SH DEFINED 2 178,100 BOEING CO COMMON 097023105 2,124 38,200 SH DEFINED 2,3 38,200 BOEING CO COMMON 097023105 8 150 SH DEFINED 6 150 BOEING CO COMMON 097023105 44 800 PUT DEFINED 6 800 BP PLC ADR COMMON 055622104 475,395 9,536,500 SH DEFINED 1 9,536,500 BP PLC ADR COMMON 055622104 9,023 181,000 SH DEFINED 2 181,000 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 914 63,900 SH DEFINED 1 63,900 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 3,056 213,700 SH DEFINED 1,4 213,700
Page 15 18 BRASIL DISTR PAO ADR COMMON 20440T201 6,439 277,419 SH DEFINED 1 277,419 BRASIL DISTR PAO ADR COMMON 20440T201 21 900 SH DEFINED 1,4 900 BREEZECOM LTD COMMON M20385106 772 175,000 SH DEFINED 1 175,000 BRINKER INTL INC COMMON 109641100 12,709 491,650 SH DEFINED 1 491,650 BRINKER INTL INC COMMON 109641100 77,550 3,000,000 SH DEFINED 1,2 3,000,000 BRINKER INTL INC COMMON 109641100 4,847 187,500 SH DEFINED 1,4 187,500 BRINKER INTL INC COMMON 109641100 8,290 320,700 SH DEFINED 2 320,700 BRINKER INTL INC COMMON 109641100 412 15,950 SH DEFINED 2,3 15,950 BRISTOL-MYERS SQUIBB CO COMMON 110122108 37,395 715,000 SH DEFINED 1 715,000 BRISTOL-MYERS SQUIBB CO COMMON 110122108 78,450 1,500,000 SH DEFINED 1,2 1,500,000 BRISTOL-MYERS SQUIBB CO COMMON 110122108 2,170 41,500 SH DEFINED 2 41,500 BROADCOM CORP CL A COMMON 111320107 19,768 462,300 SH DEFINED 1 462,300 BROADCOM CORP CL A COMMON 111320107 505 11,800 SH DEFINED 1,4 11,800 BROADCOM CORP CL A COMMON 111320107 3,579 83,700 SH DEFINED 2 83,700 BROADCOM CORP CL A COMMON 111320107 167 3,900 SH DEFINED 2,3 3,900 BROADWING INC COMMON 111620100 50,852 2,079,845 SH DEFINED 1 2,079,845 BROADWING INC COMMON 111620100 880 36,000 SH DEFINED 1,4 36,000 BROADWING INC COMMON 111620100 5,627 230,142 SH DEFINED 2 230,142 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 148,660 3,379,400 SH DEFINED 1 3,379,400 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 17,596 400,000 SH DEFINED 1,2 400,000 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 1,205 27,400 SH DEFINED 1,4 27,400 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 5,905 134,400 SH DEFINED 2 134,400 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 4 100 SH DEFINED 2,3 100 BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 25 638 SH DEFINED 5 638 BROOKS AUTOMATION INC COMMON 11434A100 24,687 535,500 SH DEFINED 1 535,500 BROOKS AUTOMATION INC COMMON 11434A100 830 18,000 SH DEFINED 1,4 18,000 BROOKS AUTOMATION INC COMMON 11434A100 5 100 SH DEFINED 2,3 100 BRUKER DALTONICS INC COMMON 116795105 2,261 150,000 SH DEFINED 1 150,000 BSQUARE CORP COMMON 11776U102 1,074 102,200 SH DEFINED 1 102,200
Page 16 19 BURLINGTON NORTH. SANTA FE CORP. COMMON 12189T104 5,883 195,000 SH DEFINED 1,4 195,000 BURLINGTON RESOURCES INC COMMON 122014103 7,047 176,400 SH DEFINED 1 176,400 BURLINGTON RESOURCES INC COMMON 122014103 66,389 1,661,800 SH DEFINED 1,2 1,661,800 BURLINGTON RESOURCES INC COMMON 122014103 691 17,300 SH DEFINED 2,3 17,300 C&D TECHNOLOGIES INC COMMON 124661109 9,765 315,000 SH DEFINED 1 315,000 CADENCE DESIGN SYSTEMS COMMON 127387108 22,784 1,223,000 SH DEFINED 1 1,223,000 CADENCE DESIGN SYSTEMS COMMON 127387108 27,945 1,500,000 SH DEFINED 1,2 1,500,000 CADENCE DESIGN SYSTEMS COMMON 127387108 2,038 109,400 SH DEFINED 2 109,400 CADENCE DESIGN SYSTEMS COMMON 127387108 199 10,700 SH DEFINED 2,3 10,700 CAL DIVE INTL INC COMMON 127914109 30,290 1,231,300 SH DEFINED 1 1,231,300 CAL DIVE INTL INC COMMON 127914109 93 3,800 SH DEFINED 1,4 3,800 CAL DIVE INTL INC COMMON 127914109 2,805 114,040 SH DEFINED 2 114,040 CAL DIVE INTL INC COMMON 127914109 251 10,200 SH DEFINED 2,3 10,200 CALIPER TECHNOLOGIES CORP COMMON 130876105 1,326 63,000 SH DEFINED 1 63,000 CALLAWAY GOLF CO COMMON 131193104 548 34,700 SH DEFINED 1 34,700 CALPINE CORP COMMON 131347106 117,339 3,104,200 SH DEFINED 1 3,104,200 CALPINE CORP COMMON 131347106 110,523 2,923,900 SH DEFINED 1,2 2,923,900 CALPINE CORP COMMON 131347106 23,602 624,400 SH DEFINED 1,4 624,400 CALPINE CORP COMMON 131347106 5,636 149,100 SH DEFINED 2 149,100 CALPINE CORP COMMON 131347106 945 25,000 SH DEFINED 2,3 25,000 CAMBREX CORP COMMON 132011107 23,080 456,300 SH DEFINED 1 456,300 CAMBREX CORP COMMON 132011107 46 900 SH DEFINED 1,4 900 CAMBREX CORP COMMON 132011107 1,157 22,870 SH DEFINED 2 22,870 CAMBREX CORP COMMON 132011107 101 2,000 SH DEFINED 2,3 2,000 CANADIAN NATIONAL RAILWAY COMMON 136375102 24,494 604,800 SH DEFINED 1 604,800 CANADIAN NATIONAL RAILWAY COMMON 136375102 9,979 246,400 SH DEFINED 1,4 246,400 CANADIAN NATIONAL RAILWAY COMMON 136375102 1,948 48,100 SH DEFINED 2 48,100
Page 17 20 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 7,201 40,006,000 PRN DEFINED 1 40,006,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 7,704 42,800,000 PRN DEFINED 1,2 42,800,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 550 3,055,000 PRN DEFINED 2 3,055,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 2,168 12,047,000 PRN DEFINED 1 12,047,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 3,222 17,900,000 PRN DEFINED 1,2 17,900,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 139 770,000 PRN DEFINED 2 770,000 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 52,824 880,400 SH DEFINED 1 880,400 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 144,000 2,400,000 SH DEFINED 1,2 2,400,000 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 996 16,600 SH DEFINED 1,4 16,600 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 14,484 241,400 SH DEFINED 2 241,400 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 810 13,500 SH DEFINED 2,3 13,500 CAPSTONE TURBINE CORP COMMON 14067D102 1,853 83,900 SH DEFINED 1 83,900 CAPSTONE TURBINE CORP COMMON 14067D102 222 10,000 SH DEFINED 1,4 10,000 CAPSTONE TURBINE CORP COMMON 14067D102 51 2,300 SH DEFINED 2,3 2,300 CARDINAL HEALTH INC COMMON 14149Y108 83,511 1,210,300 SH DEFINED 1 1,210,300 CARDINAL HEALTH INC COMMON 14149Y108 111,573 1,617,000 SH DEFINED 1,2 1,617,000 CARDINAL HEALTH INC COMMON 14149Y108 9,343 135,400 SH DEFINED 2 135,400 CARDINAL HEALTH INC COMMON 14149Y108 1,208 17,500 SH DEFINED 2,3 17,500 CAREMARK RX INC COMMON 141705103 21,665 1,317,000 SH DEFINED 1 1,317,000 CAREMARK RX INC COMMON 141705103 65,060 3,955,000 SH DEFINED 1,2 3,955,000 CAREMARK RX INC COMMON 141705103 5,246 318,900 SH DEFINED 1,4 318,900 CAREMARK RX INC COMMON 141705103 2,764 168,000 SH DEFINED 2 168,000 CAREMARK RX INC COMMON 141705103 674 41,000 SH DEFINED 2,3 41,000 CARRAMERICA REALTY CORP COMMON 144418100 665 21,800 SH DEFINED 1 21,800 CATALINA MARKETING CORP COMMON 148867104 9,440 309,400 SH DEFINED 1 309,400 CATALINA MARKETING CORP COMMON 148867104 37 1,200 SH DEFINED 1,4 1,200 CATALINA MARKETING CORP COMMON 148867104 1,050 34,420 SH DEFINED 2 34,420 CATALINA MARKETING CORP COMMON 148867104 95 3,100 SH DEFINED 2,3 3,100 CATAPULT COMMUNICATIONS CORP COMMON 149016107 1,125 50,000 SH DEFINED 1 50,000
Page 18 21 CATERPILLAR, INC. COMMON 149123101 4,004 80,000 SH DEFINED 1,4 80,000 CBRL GROUP INC COMMON 12489V106 9,642 567,200 SH DEFINED 1 567,200 CBRL GROUP INC COMMON 12489V106 37 2,200 SH DEFINED 1,4 2,200 CBRL GROUP INC COMMON 12489V106 1,117 65,760 SH DEFINED 2 65,760 CBRL GROUP INC COMMON 12489V106 99 5,800 SH DEFINED 2,3 5,800 C-COR.NET CORP COMMON 125010108 2,100 175,000 SH DEFINED 1 175,000 CDW COMPUTER CENTERS INC COMMON 125129106 71,863 1,809,700 SH DEFINED 1 1,809,700 CDW COMPUTER CENTERS INC COMMON 125129106 79,420 2,000,000 SH DEFINED 1,2 2,000,000 CDW COMPUTER CENTERS INC COMMON 125129106 1,346 33,900 SH DEFINED 1,4 33,900 CDW COMPUTER CENTERS INC COMMON 125129106 16,693 420,370 SH DEFINED 2 420,370 CDW COMPUTER CENTERS INC COMMON 125129106 1,021 25,700 SH DEFINED 2,3 25,700 CEC ENTERTAINMENT INC COMMON 125137109 85,488 1,732,275 SH DEFINED 1 1,732,275 CEC ENTERTAINMENT INC COMMON 125137109 248 5,020 SH DEFINED 1,4 5,020 CEC ENTERTAINMENT INC COMMON 125137109 5,345 108,300 SH DEFINED 2 108,300 CEC ENTERTAINMENT INC COMMON 125137109 491 9,950 SH DEFINED 2,3 9,950 CELCARIBE ORD TRUST CTFS 144A COMMON 150898104 2,276 2,276,400 SH DEFINED 1 2,276,400 CELEGENE CORP COMMON 151020104 58 2,000 SH DEFINED 1 2,000 CELESTICA INC COMMON 15101Q108 601,010 11,670,100 SH DEFINED 1 11,670,100 CELESTICA INC COMMON 15101Q108 418,082 8,118,100 SH DEFINED 1,2 8,118,100 CELESTICA INC COMMON 15101Q108 20,919 406,200 SH DEFINED 1,4 406,200 CELESTICA INC COMMON 15101Q108 31,261 607,000 SH DEFINED 2 607,000 CELESTICA INC COMMON 15101Q108 1,617 31,400 SH DEFINED 2,3 31,400 CELESTICA INC COMMON 15101Q108 38 752 SH DEFINED 5 752 CELL THERAPEUTICS INC COMMON 150934107 453 16,400 SH DEFINED 1 16,400 CEMEX SA WTS COMMON 151290871 38 16,212 SH DEFINED 1 16,212
Page 19 22 CENDANT CORP COMMON 151313103 63,471 3,254,909 SH DEFINED 1 3,254,909 CENDANT CORP COMMON 151313103 203,853 10,454,000 SH DEFINED 1,2 10,454,000 CENDANT CORP COMMON 151313103 7,242 371,400 SH DEFINED 1,4 371,400 CENDANT CORP COMMON 151313103 168 8,600 SH DEFINED 2 8,600 CENDANT CORP COMMON 151313103 1,502 77,000 SH DEFINED 2,3 77,000 CENDANT CORP COMMON 151313103 15 756 SH DEFINED 5 756 CENTURYTEL INC COMMON 156700106 3,788 125,000 SH DEFINED 1 125,000 CEPHALON INC COMMON 156708109 14,502 205,699 SH DEFINED 1 205,699 CEPHALON INC COMMON 156708109 14 200 SH DEFINED 2,3 200 CERIDIAN CORP NEW COMMON 156779100 149,975 7,823,400 SH DEFINED 1 7,823,400 CERNER CORP COMMON 156782104 9,240 220,000 SH DEFINED 1 220,000 CERNER CORP COMMON 156782104 697 16,600 SH DEFINED 1,4 16,600 CERNER CORP COMMON 156782104 2,743 65,300 SH DEFINED 2 65,300 CERTEGY INC COMMON 156880106 2,996 107,000 SH DEFINED 1 107,000 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 2,085 60,000 SH DEFINED 1 60,000 CHARLOTTE RUSSE HOLDING COMMON 161048103 4,690 175,000 SH DEFINED 1 175,000 CHARLOTTE RUSSE HOLDING COMMON 161048103 13 500 SH DEFINED 6 500 CHARTER COMM INC CVT 144A 5.75 CONVERT 16117MAA5 1,879 1,500,000 PRN DEFINED 1 1,500,000 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 40,272 1,724,700 SH DEFINED 1 1,724,700 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 691 29,600 SH DEFINED 1,4 29,600 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 2,594 111,100 SH DEFINED 2 111,100 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 257 11,000 SH DEFINED 2,3 11,000 CHARTERED SEMICONDUCTOR ADR COMMON 16133R106 5,681 225,000 SH DEFINED 1 225,000 CHARTERED SEMICONDUCTOR ADR COMMON 16133R106 336 13,300 SH DEFINED 1,4 13,300 CHARTERED SEMICONDUCTOR ADR COMMON 16133R106 1,280 50,700 SH DEFINED 2 50,700
Page 20 23 CHECK POINT SOFTWARE TECH COMMON M22465104 199,097 3,937,050 SH DEFINED 1 3,937,050 CHECK POINT SOFTWARE TECH COMMON M22465104 101,143 2,000,050 SH DEFINED 1,2 2,000,050 CHECK POINT SOFTWARE TECH COMMON M22465104 8,334 164,800 SH DEFINED 1,4 164,800 CHECK POINT SOFTWARE TECH COMMON M22465104 18,936 374,449 SH DEFINED 2 374,449 CHECK POINT SOFTWARE TECH COMMON M22465104 592 11,700 SH DEFINED 2,3 11,700 CHECK POINT SOFTWARE TECH COMMON M22465104 25 461 SH DEFINED 5 461 CHEVRON CORP COMMON 166751107 271,744 3,002,700 SH DEFINED 1 3,002,700 CHEVRON CORP COMMON 166751107 217 2,400 SH DEFINED 1,4 2,400 CHEVRON CORP COMMON 166751107 8,073 89,200 SH DEFINED 2 89,200 CHICO'S FAS INC COMMON 168615102 6,248 210,000 SH DEFINED 1 210,000 CHILES OFFSHORE INC COMMON 16888M104 87 4,900 SH DEFINED 1 4,900 CHILES OFFSHORE INC COMMON 16888M104 32 1,800 SH DEFINED 1,4 1,800 CHINA MOBILE HK LTD SP ADR COMMON 16941M109 321 12,000 SH DEFINED 1 12,000 CHINA MOBILE HK LTD SP ADR COMMON 16941M109 670 25,000 SH DEFINED 1,4 25,000 CHINA MOBILE HONG KONG LTD COMMON 16941M109 10 396 SH DEFINED 5 396 CHIPPAC INC COMMON 169657103 5,742 550,000 SH DEFINED 1 550,000 CHIPPAC INC COMMON 169657103 10 1,000 SH DEFINED 6 1,000 CHRISTOPHER & BANKS CORP COMMON 171046105 14,181 435,000 SH DEFINED 1 435,000 CHRISTOPHER & BANKS CORP COMMON 171046105 10 300 SH DEFINED 6 300 CIENA CORP COMMON 171779101 11,943 314,300 SH DEFINED 1 314,300 CIENA CORP COMMON 171779101 80 2,100 SH DEFINED 2 2,100 CIENA CORP COMMON 171779101 8 200 SH DEFINED 2,3 200 CIENA CORP COMMON 171779101 8 153 SH DEFINED 5 153 CIGNA CORP COMMON 125509109 333,329 3,478,700 SH DEFINED 1 3,478,700 CIGNA CORP COMMON 125509109 6,430 67,100 SH DEFINED 2 67,100 CIGNA CORP COMMON 125509109 48 500 SH DEFINED 2,3 500
Page 21 24 CIMA LABS INC COMMON 171796105 19,955 254,200 SH DEFINED 1 254,200 CIMA LABS INC COMMON 171796105 63 800 SH DEFINED 1,4 800 CIMA LABS INC COMMON 171796105 2,089 26,610 SH DEFINED 2 26,610 CIMA LABS INC COMMON 171796105 188 2,400 SH DEFINED 2,3 2,400 CIRRUS LOGIC INC COMMON 172755100 11,418 495,800 SH DEFINED 1 495,800 CIRRUS LOGIC INC COMMON 172755100 14 600 SH DEFINED 2,3 600 CISCO SYSTEMS INC COMMON 17275R102 379,471 20,850,068 SH DEFINED 1 20,850,068 CISCO SYSTEMS INC COMMON 17275R102 361,592 19,867,700 SH DEFINED 1,2 19,867,700 CISCO SYSTEMS INC COMMON 17275R102 1,875 103,000 SH DEFINED 1,4 103,000 CISCO SYSTEMS INC COMMON 17275R102 27,999 1,536,200 SH DEFINED 2 1,536,200 CISCO SYSTEMS INC COMMON 17275R102 1,855 101,900 SH DEFINED 2,3 101,900 CISCO SYSTEMS INC COMMON 17275R102 44 2,292 SH DEFINED 5 2,292 CITIGROUP INC COMMON 172967101 1,393,036 26,363,289 SH DEFINED 1 26,363,289 CITIGROUP INC COMMON 172967101 504,622 9,550,000 SH DEFINED 1,2 9,550,000 CITIGROUP INC COMMON 172967101 12,114 229,266 SH DEFINED 1,4 229,266 CITIGROUP INC COMMON 172967101 52,482 993,233 SH DEFINED 2 993,233 CITIGROUP INC COMMON 172967101 1,569 29,700 SH DEFINED 2,3 29,700 CITIGROUP INC COMMON 172967101 97 1,891 SH DEFINED 5 1,891 CITRIX SYSTEMS INC COMMON 177376100 60,785 1,741,700 SH DEFINED 1 1,741,700 CITRIX SYSTEMS INC COMMON 177376100 121,728 3,487,900 SH DEFINED 1,2 3,487,900 CITRIX SYSTEMS INC COMMON 177376100 2,115 60,600 SH DEFINED 1,4 60,600 CITRIX SYSTEMS INC COMMON 177376100 16,282 466,540 SH DEFINED 2 466,540 CITRIX SYSTEMS INC COMMON 177376100 1,089 31,200 SH DEFINED 2,3 31,200 CITY NATIONAL CORP COMMON 178566105 6,644 150,000 SH DEFINED 1,4 150,000 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 41,727 665,500 SH DEFINED 1 665,500 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 2,740 43,700 SH DEFINED 2 43,700 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 19 300 SH DEFINED 6 300 CLOROX CO COMMON 189054109 9,140 270,000 SH DEFINED 1 270,000 CLOSURE MEDICAL CORP COMMON 189093107 1,160 50,500 SH DEFINED 1 50,500 CLOSURE MEDICAL CORP COMMON 189093107 11 500 SH DEFINED 2,3 500
Page 22 25 CLUB REGINA RESORTS INC WTS COMMON 189473119 - 20 SH DEFINED 2 20 C-MAC INDUSTRIES INC COMMON 125920108 4,743 180,000 SH DEFINED 1 180,000 C-MAC INDUSTRIES INC COMMON 125920108 896 34,000 SH DEFINED 1,4 34,000 C-MAC INDUSTRIES INC COMMON 125920108 3,426 130,000 SH DEFINED 2 130,000 CMS ENERGY CORP COMMON 125896100 19,398 696,500 SH DEFINED 1 696,500 CNOOC LTD ADR COMMON 126132109 20,439 1,078,600 SH DEFINED 1 1,078,600 CNOOC LTD ADR COMMON 126132109 80 4,200 SH DEFINED 1,4 4,200 CNOOC LTD ADR COMMON 126132109 3,019 159,300 SH DEFINED 2 159,300 CNOOC LTD ADR COMMON 126132109 27 1,400 SH DEFINED 2,3 1,400 COCA-COLA CO COMMON 191216100 24,948 554,400 SH DEFINED 1 554,400 COCA-COLA CO COMMON 191216100 1,976 43,900 SH DEFINED 2 43,900 COFLEXIP-ADR COMMON 192384105 150 2,000 SH DEFINED 1 2,000 COINSTAR INC COMMON 19259P300 5,042 226,600 SH DEFINED 1,4 226,600 COLGATE PALMOLIVE CO COMMON 194162103 52,029 882,000 SH DEFINED 1 882,000 COLGATE PALMOLIVE CO COMMON 194162103 4,135 70,100 SH DEFINED 2 70,100 COLUMBIA SPORTSWEAR CO COMMON 198516106 1,591 31,200 SH DEFINED 1 31,200 COLUMBIA SPORTSWEAR CO COMMON 198516106 92 1,800 SH DEFINED 2 1,800 COMCAST CORP SPECIAL CL A COMMON 200300200 1,001,763 23,082,100 SH DEFINED 1 23,082,100 COMCAST CORP SPECIAL CL A COMMON 200300200 173,600 4,000,000 SH DEFINED 1,2 4,000,000 COMCAST CORP SPECIAL CL A COMMON 200300200 30,797 709,600 SH DEFINED 2 709,600 COMCAST CORP SPECIAL CL A COMMON 200300200 994 22,900 SH DEFINED 2,3 22,900 COMCAST CORP SPECIAL CL A COMMON 200300200 9 200 SH DEFINED 6 200 COMMSCOPE INC COMMON 203372107 41,929 1,784,200 SH DEFINED 1 1,784,200 COMMSCOPE INC COMMON 203372107 1,342 57,100 SH DEFINED 1,4 57,100 COMMSCOPE INC COMMON 203372107 7,927 337,330 SH DEFINED 2 337,330 COMMSCOPE INC COMMON 203372107 296 12,600 SH DEFINED 2,3 12,600 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 46,610 1,580,000 SH DEFINED 1 1,580,000
Page 23 26 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 49,546 2,140,200 SH DEFINED 1 2,140,200 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 6,382 275,670 SH DEFINED 1,4 275,670 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 4,211 181,900 SH DEFINED 2 181,900 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 259 11,200 SH DEFINED 2,3 11,200 COMPAQ COMPUTER CORP COMMON 204493100 215,622 13,920,100 SH DEFINED 1 13,920,100 COMPAQ COMPUTER CORP COMMON 204493100 30,980 2,000,000 SH DEFINED 1,2 2,000,000 COMPAQ COMPUTER CORP COMMON 204493100 2,234 144,200 SH DEFINED 2 144,200 COMPASS BANCSHARES INC COMMON 20449H109 16,639 627,900 SH DEFINED 1 627,900 COMPUTER ASSOCIATES INTL COMMON 204912109 162,979 4,527,200 SH DEFINED 1 4,527,200 COMPUTER ASSOCIATES INTL COMMON 204912109 60,012 1,667,000 SH DEFINED 1,2 1,667,000 COMPUTER ASSOCIATES INTL COMMON 204912109 288 8,000 SH DEFINED 2 8,000 COMPUTER ASSOCIATES INTL COMMON 204912109 619 17,200 SH DEFINED 2,3 17,200 COMPUWARE CORP COMMON 205638109 14,428 1,031,300 SH DEFINED 1 1,031,300 COMPUWARE CORP COMMON 205638109 55 3,900 SH DEFINED 1,4 3,900 COMPUWARE CORP COMMON 205638109 1,573 112,440 SH DEFINED 2 112,440 COMPUWARE CORP COMMON 205638109 144 10,300 SH DEFINED 2,3 10,300 COMSTOCK RESOURCES INC COMMON 205768203 205 20,000 SH DEFINED 1 20,000 COMVERSE TECH 1.50 12/1/05 144A CONVERT 205862AH8 1,251 1,500,000 PRN DEFINED 1 1,500,000 COMVERSE TECHNOLOGY INC COMMON 205862402 134,595 2,335,900 SH DEFINED 1 2,335,900 COMVERSE TECHNOLOGY INC COMMON 205862402 129,357 2,245,000 SH DEFINED 1,2 2,245,000 COMVERSE TECHNOLOGY INC COMMON 205862402 893 15,490 SH DEFINED 1,4 15,490 COMVERSE TECHNOLOGY INC COMMON 205862402 9,455 164,100 SH DEFINED 2 164,100 COMVERSE TECHNOLOGY INC COMMON 205862402 754 13,080 SH DEFINED 2,3 13,080 COMVERSE TECHNOLOGY INC COMMON 205862402 63 1,094 SH DEFINED 5 1,094 CONCORD EFS INC COMMON 206197105 149,012 2,865,057 SH DEFINED 1 2,865,057 CONCORD EFS INC COMMON 206197105 331 6,360 SH DEFINED 1,4 6,360 CONCORD EFS INC COMMON 206197105 9,652 185,580 SH DEFINED 2 185,580 CONCORD EFS INC COMMON 206197105 806 15,500 SH DEFINED 2,3 15,500 CONMED CORP COMMON 207410101 104 4,000 SH DEFINED 1 4,000
Page 24 27 CONOCO INC CL B COMMON 208251405 616 21,300 SH DEFINED 1 21,300 CONOCO INC CL B COMMON 208251405 4,280 148,100 SH DEFINED 1,4 148,100 CONSECO INC COMMON 208464107 10,852 795,000 SH DEFINED 1 795,000 CONSTELLATION ENERGY GROUP COMMON 210371100 26,996 633,700 SH DEFINED 1 633,700 CONTINENTAL AIRLINES - CL B COMMON 210795308 13,278 269,600 SH DEFINED 1 269,600 CONTINENTAL AIRLINES - CL B COMMON 210795308 44 900 SH DEFINED 2,3 900 CONVERGENT COMMUNICATIONS CO COMMON 211914403 1 182,250 SH DEFINED 1 182,250 CONVERGYS CORP COMMON 212485106 10,666 352,600 SH DEFINED 1 352,600 COOPER CAMERON CORP COMMON 216640102 62,276 1,116,065 SH DEFINED 1 1,116,065 COOPER CAMERON CORP COMMON 216640102 60,635 1,086,649 SH DEFINED 1,2 1,086,649 COOPER CAMERON CORP COMMON 216640102 188 3,370 SH DEFINED 1,4 3,370 COOPER CAMERON CORP COMMON 216640102 9,049 162,163 SH DEFINED 2 162,163 COOPER CAMERON CORP COMMON 216640102 745 13,350 SH DEFINED 2,3 13,350 COORS (ADOLPH) CO COMMON 217016104 11,792 235,000 SH DEFINED 1 235,000 COORSTEK INC COMMON 217020106 7,500 200,000 SH DEFINED 1 200,000 COPART INC COMMON 217204106 19,074 652,100 SH DEFINED 1 652,100 COPEL-CIA PARANAENSE ENE-SP ADR COMMON 20441B407 3,431 456,800 SH DEFINED 1 456,800 COR THERAPEUTICS CVT 144A CONVERT 217753AE2 3,469 3,500,000 PRN DEFINED 1 3,500,000 COR THERAPEUTICS INC COMMON 217753102 10,519 344,900 SH DEFINED 1 344,900 COR THERAPEUTICS INC COMMON 217753102 18 600 SH DEFINED 2,3 600 CORE LABORATORIES NV COMMON N22717107 17,404 928,200 SH DEFINED 1 928,200 CORE LABORATORIES NV COMMON N22717107 62 3,300 SH DEFINED 1,4 3,300 CORE LABORATORIES NV COMMON N22717107 1,916 102,210 SH DEFINED 2 102,210 CORE LABORATORIES NV COMMON N22717107 169 9,000 SH DEFINED 2,3 9,000
Page 25 28 CORIXA CORP COMMON 21887F100 85 5,000 SH DEFINED 1 5,000 CORNING INC COMMON 219350105 2,256 135,000 SH DEFINED 1,4 135,000 CORNING INC CVT 0% 11/8/15 CONVERT 219350AJ4 767 1,345,000 PRN DEFINED 1 1,345,000 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 38,787 923,500 SH DEFINED 1 923,500 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 113 2,700 SH DEFINED 1,4 2,700 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 3,593 85,540 SH DEFINED 2 85,540 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 315 7,500 SH DEFINED 2,3 7,500 CORVIS CORP COMMON 221009103 1,537 350,000 SH DEFINED 1 350,000 COSTCO WHOLESALE CORP COMMON 22160K105 31,056 756,000 SH DEFINED 1 756,000 COSTCO WHOLESALE CORP COMMON 22160K105 2,489 60,600 SH DEFINED 2 60,600 COUNTRYWIDE CREDIT INDUSTRIES INC COMMON 222372104 21,229 462,700 SH DEFINED 1 462,700 COUNTRYWIDE CREDIT INDUSTRIES INC COMMON 222372104 211,048 4,600,000 SH DEFINED 1,2 4,600,000 COUNTRYWIDE CREDIT INDUSTRIES INC COMMON 222372104 629 13,700 SH DEFINED 1,4 13,700 COUNTRYWIDE CREDIT INDUSTRIES INC COMMON 222372104 12,094 263,600 SH DEFINED 2 263,600 COUNTRYWIDE CREDIT INDUSTRIES INC COMMON 222372104 1,491 32,500 SH DEFINED 2,3 32,500 COVANTA ENERGY CORP COMMON 22281N103 1,050 56,900 SH DEFINED 1 56,900 COVENTRY HEALTH CARE INC COMMON 222862104 81 4,000 SH DEFINED 1 4,000 COX COMMUNICATIONS INC CL A COMMON 224044107 999,187 22,555,000 SH DEFINED 1 22,555,000 COX COMMUNICATIONS INC CL A COMMON 224044107 18,274 412,500 SH DEFINED 2 412,500 COX RADIO INC CL A COMMON 224051102 24,341 874,000 SH DEFINED 1 874,000 CRAYFISH CO LTD SPONS ADR COMMON 225226208 1,227 151,840 SH DEFINED 1 151,840 CRAYFISH CO LTD SPONS ADR COMMON 225226208 1 100 SH DEFINED 1,4 100 CRAYFISH CO LTD SPONS ADR COMMON 225226208 135 16,690 SH DEFINED 2 16,690 CRAYFISH CO LTD SPONS ADR COMMON 225226208 4 500 SH DEFINED 2,3 500 CRED SUIS FIRST BOSTON CVT CONVERT 2254C0AJ6 34 35,000 PRN DEFINED 1,4 35,000
Page 26 29 CREDENCE SYSTEMS CORP COMMON 225302108 25,336 1,045,200 SH DEFINED 1 1,045,200 CREDENCE SYSTEMS CORP COMMON 225302108 19,334 797,600 SH DEFINED 1,2 797,600 CREDENCE SYSTEMS CORP COMMON 225302108 1,454 60,000 SH DEFINED 1,4 60,000 CREDENCE SYSTEMS CORP COMMON 225302108 3,054 126,000 SH DEFINED 2 126,000 CREE INC COMMON 225447101 1,961 75,000 SH DEFINED 1 75,000 CROWN CASTLE INT CVT PFD 6.25 CONVERT 228227401 8,267 250,000 SH DEFINED 1 250,000 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 2,846 173,545 SH DEFINED 1 173,545 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 805 49,100 SH DEFINED 1,4 49,100 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 3,108 189,500 SH DEFINED 2 189,500 CSC HOLDINGS INC PFD M PREFERRED 126304401 1 10 SH DEFINED 2 10 CSG SYSTEMS INTERNATIONAL INC COMMON 126349109 25,423 447,900 SH DEFINED 1 447,900 CSG SYSTEMS INTERNATIONAL INC COMMON 126349109 11 200 SH DEFINED 2,3 200 CSK AUTO CORP COMMON 125965103 913 110,000 SH DEFINED 1 110,000 CTS CORP COMMON 126501105 791 38,600 SH DEFINED 1 38,600 CV THERAPEUTICS INC COMMON 126667104 1,596 28,000 SH DEFINED 1 28,000 CYBERNET INTERNET SERVICE WTS COMMON 232503110 6 24,000 SH DEFINED 1 24,000 CYMER INC COMMON 232572107 3,794 150,000 SH DEFINED 1 150,000 CYTYC CORP COMMON 232946103 23,564 1,022,300 SH DEFINED 1 1,022,300 CYTYC CORP COMMON 232946103 65 2,800 SH DEFINED 1,4 2,800 CYTYC CORP COMMON 232946103 1,964 85,200 SH DEFINED 2 85,200 CYTYC CORP COMMON 232946103 189 8,200 SH DEFINED 2,3 8,200 CYTYC CORP COMMON 232946103 5 200 SH DEFINED 6 200 D.R. HORTON INC. COMMON 23331A109 1,890 83,250 SH DEFINED 1 83,250
Page 27 30 DANAHER CORP COMMON 235851102 18,766 335,100 SH DEFINED 1 335,100 DANAHER CORP COMMON 235851102 112,000 2,000,000 SH DEFINED 1,2 2,000,000 DANAHER CORP COMMON 235851102 7,969 142,300 SH DEFINED 2 142,300 DANAHER CORP COMMON 235851102 594 10,600 SH DEFINED 2,3 10,600 DAVITA INC COMMON 23918K108 5,349 263,100 SH DEFINED 1 263,100 DAVITA INC COMMON 23918K108 4,961 244,000 SH DEFINED 1,4 244,000 DAVITA INC COMMON 23918K108 71 3,500 SH DEFINED 2 3,500 DAYTON SUPERIOR WTS 144A COMMON 240028118 226 11,000 SH DEFINED 1 11,000 DEB SHOPS INC COMMON 242728103 1,877 100,000 SH DEFINED 1 100,000 DELIA*S CORP A COMMON 24688Q101 4,600 575,000 SH DEFINED 1 575,000 DELIA*S CORP A COMMON 24688Q101 12 1,500 SH DEFINED 6 1,500 DELL COMPUTER CORP COMMON 247025109 57,510 2,216,200 SH DEFINED 1 2,216,200 DELL COMPUTER CORP COMMON 247025109 136,489 5,259,700 SH DEFINED 1,2 5,259,700 DELL COMPUTER CORP COMMON 247025109 908 35,000 SH DEFINED 1,4 35,000 DELL COMPUTER CORP COMMON 247025109 8,776 338,200 SH DEFINED 2 338,200 DELL COMPUTER CORP COMMON 247025109 900 34,700 SH DEFINED 2,3 34,700 DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 1,591 99,900 SH DEFINED 1,4 99,900 DELTA & PINE LAND CO COMMON 247357106 935 47,600 SH DEFINED 1 47,600 DEVON ENERGY CORP COMMON 25179M103 12,296 234,200 SH DEFINED 1 234,200 DEVON ENERGY CORP COMMON 25179M103 52,673 1,003,300 SH DEFINED 1,2 1,003,300 DEVON ENERGY CORP COMMON 25179M103 819 15,600 SH DEFINED 2 15,600 DEVON ENERGY CORP COMMON 25179M103 551 10,500 SH DEFINED 2,3 10,500 DEVON ENERGY-KERRMCGEE CVT PFD CONVERT 492386305 22,095 453,700 SH DEFINED 1 453,700 DEVON ENERGY-KERRMCGEE CVT PFD CONVERT 492386305 3,214 66,000 SH DEFINED 2 66,000 DEVRY INC COMMON 251893103 37,251 1,031,300 SH DEFINED 1 1,031,300 DEVRY INC COMMON 251893103 134 3,700 SH DEFINED 1,4 3,700 DEVRY INC COMMON 251893103 4,121 114,080 SH DEFINED 2 114,080 DEVRY INC COMMON 251893103 365 10,100 SH DEFINED 2,3 10,100
Page 28 31 DIACRIN INC COMMON 25243N103 190 100,000 SH DEFINED 1 100,000 DIAMONDCLUSTER INTL INC A COMMON 25278P106 41,118 3,230,000 SH DEFINED 1 3,230,000 DIAMONDCLUSTER INTL INC A COMMON 25278P106 95 7,440 SH DEFINED 1,4 7,440 DIAMONDCLUSTER INTL INC A COMMON 25278P106 2,317 182,040 SH DEFINED 2 182,040 DIAMONDCLUSTER INTL INC A COMMON 25278P106 202 15,900 SH DEFINED 2,3 15,900 DIAMONDCLUSTER INTL INC A COMMON 25278P106 10 800 SH DEFINED 6 800 DIGITAL LIGHTWAVE INC COMMON 253855100 25,854 699,500 SH DEFINED 1 699,500 DIGITAL LIGHTWAVE INC COMMON 253855100 67 1,800 SH DEFINED 1,4 1,800 DIGITAL LIGHTWAVE INC COMMON 253855100 2,099 56,790 SH DEFINED 2 56,790 DIGITAL LIGHTWAVE INC COMMON 253855100 200 5,400 SH DEFINED 2,3 5,400 DOBSON COMM PIK PFD PREFERRED 256072307 23,170 25,744 SH DEFINED 1 25,744 DOBSON COMMUNICATIONS CORP A COMMON 256069105 85 5,000 SH DEFINED 1 5,000 DOCTOR REDDY'S LAB ADR COMMON 256135203 14,909 803,700 SH DEFINED 1 803,700 DOCTOR REDDY'S LAB ADR COMMON 256135203 65 3,500 SH DEFINED 1,4 3,500 DOCTOR REDDY'S LAB ADR COMMON 256135203 50 2,700 SH DEFINED 2,3 2,700 DOLLAR GENERAL CORP COMMON 256669102 51,000 2,615,400 SH DEFINED 1 2,615,400 DOLLAR GENERAL CORP COMMON 256669102 1,043 53,500 SH DEFINED 1,4 53,500 DOLLAR GENERAL CORP COMMON 256669102 6,846 351,070 SH DEFINED 2 351,070 DOLLAR GENERAL CORP COMMON 256669102 300 15,400 SH DEFINED 2,3 15,400 DOLLAR TREE STORES INC COMMON 256747106 26,128 938,500 SH DEFINED 1 938,500 DOLLAR TREE STORES INC COMMON 256747106 1,025 36,800 SH DEFINED 1,4 36,800 DOLLAR TREE STORES INC COMMON 256747106 5,883 211,320 SH DEFINED 2 211,320 DOLLAR TREE STORES INC COMMON 256747106 278 10,000 SH DEFINED 2,3 10,000 DORAL FINANCIAL CORPORATION COMMON 25811P100 1,715 50,000 SH DEFINED 1 50,000 DOWNEY FINANCIAL CORP COMMON 261018105 1,219 25,800 SH DEFINED 1 25,800 DRIL-QUIP INC COMMON 262037104 861 40,000 SH DEFINED 1 40,000
Page 29 32 DST SYSTEMS INC COMMON 233326107 21,365 405,400 SH DEFINED 1 405,400 DST SYSTEMS INC COMMON 233326107 32,895 624,200 SH DEFINED 1,2 624,200 DST SYSTEMS INC COMMON 233326107 6,788 128,800 SH DEFINED 1,4 128,800 DST SYSTEMS INC COMMON 233326107 4,785 90,800 SH DEFINED 2 90,800 DST SYSTEMS INC COMMON 233326107 174 3,300 SH DEFINED 2,3 3,300 DTE ENERGY CO COMMON 233331107 8,977 193,300 SH DEFINED 1 193,300 DUANE READE INC COMMON 263578106 12,032 370,200 SH DEFINED 1 370,200 DUKE POWER CO COMMON 264399106 275,395 7,059,600 SH DEFINED 1 7,059,600 DUKE POWER CO COMMON 264399106 10,002 256,400 SH DEFINED 2 256,400 DUKE POWER CO COMMON 264399106 94 2,400 SH DEFINED 2,3 2,400 DUPONT PHOTOMASKS COMMON 26613X101 17,008 352,500 SH DEFINED 1 352,500 DYCOM INDUSTRIES INC COMMON 267475101 14,189 618,800 SH DEFINED 1 618,800 DYCOM INDUSTRIES INC COMMON 267475101 50 2,200 SH DEFINED 1,4 2,200 DYCOM INDUSTRIES INC COMMON 267475101 1,534 66,900 SH DEFINED 2 66,900 DYCOM INDUSTRIES INC COMMON 267475101 135 5,900 SH DEFINED 2,3 5,900 DYNEGY INC COMMON 26816Q101 127,689 2,746,000 SH DEFINED 1 2,746,000 DYNEGY INC COMMON 26816Q101 231,338 4,975,000 SH DEFINED 1,2 4,975,000 DYNEGY INC COMMON 26816Q101 26,114 561,600 SH DEFINED 1,4 561,600 DYNEGY INC COMMON 26816Q101 14,638 314,800 SH DEFINED 2 314,800 DYNEGY INC COMMON 26816Q101 1,669 35,900 SH DEFINED 2,3 35,900 DYNEGY INC COMMON 26816Q101 40 815 SH DEFINED 5 815 E M C CORP MASS COM COMMON 268648102 50 1,572 SH DEFINED 5 1,572 EARTHGRAINS CO COMMON 270319106 9,701 373,100 SH DEFINED 1 373,100 EARTHLINK INC COMMON 270321102 4,230 300,000 SH DEFINED 1 300,000 EARTHWATCH CORP CVT PFD CONVERT 270324502 2 117,221 SH DEFINED 1 117,221 EARTHWATCH INC CVT PFD144A SER C CONVERT 270324601 20 2,021,026 SH DEFINED 1 2,021,026
Page 30 33 EAST WEST BANCORP INC COMMON 27579R104 508 18,800 SH DEFINED 1 18,800 EASTMAN KODAK CO COMMON 277461109 2,129 45,600 SH DEFINED 1 45,600 EATON VANCE CORP COMMON 278265103 35,705 1,026,000 SH DEFINED 1 1,026,000 EATON VANCE CORP COMMON 278265103 122 3,500 SH DEFINED 1,4 3,500 EATON VANCE CORP COMMON 278265103 2,977 85,540 SH DEFINED 2 85,540 EATON VANCE CORP COMMON 278265103 268 7,700 SH DEFINED 2,3 7,700 EBAY INC COMMON 278642103 42,060 614,100 SH DEFINED 1 614,100 EBAY INC COMMON 278642103 548 8,000 SH DEFINED 1,4 8,000 EBAY INC COMMON 278642103 21 300 SH DEFINED 2,3 300 EBAY INC COMMON 278642103 8 139 SH DEFINED 5 139 ECHOSTAR COMMUNICATIONS CORP - A COMMON 278762109 162 5,000 SH DEFINED 1 5,000 ECLIPSYS CORP COMMON 278856109 19,690 700,700 SH DEFINED 1 700,700 ECLIPSYS CORP COMMON 278856109 56 2,000 SH DEFINED 1,4 2,000 ECLIPSYS CORP COMMON 278856109 1,578 56,170 SH DEFINED 2 56,170 ECLIPSYS CORP COMMON 278856109 141 5,000 SH DEFINED 2,3 5,000 ECTEL LTD COMMON M29925100 148 10,200 SH DEFINED 1 10,200 EDISON INTERNATIONAL COMMON 281020107 54,549 4,892,300 SH DEFINED 1 4,892,300 EDISON INTERNATIONAL COMMON 281020107 33,450 3,000,000 SH DEFINED 1,2 3,000,000 EDISON INTERNATIONAL COMMON 281020107 33 3,000 SH DEFINED 2 3,000 EDISON SCHOOLS INC COMMON 281033100 16,012 701,060 SH DEFINED 1 701,060 EDUCATION MANAGEMENT CORP. COMMON 28139T101 2,403 60,000 SH DEFINED 1 60,000 EDWARDS (A.G.) INC COMMON 281760108 16,961 376,900 SH DEFINED 1 376,900 EDWARDS (A.G.) INC COMMON 281760108 986 21,900 SH DEFINED 1,4 21,900 EDWARDS (A.G.) INC COMMON 281760108 3,695 82,100 SH DEFINED 2 82,100
Page 31 34 EL PASO CORP COMMON 28336L109 115,362 2,195,700 SH DEFINED 1 2,195,700 EL PASO CORP COMMON 28336L109 68,880 1,311,000 SH DEFINED 1,2 1,311,000 EL PASO CORP COMMON 28336L109 7,335 139,600 SH DEFINED 1,4 139,600 EL PASO CORP COMMON 28336L109 6,084 115,800 SH DEFINED 2 115,800 EL PASO CORP COMMON 28336L109 846 16,100 SH DEFINED 2,3 16,100 EL PASO ENERGY CAP CVT PFD 4.75% CONVERT 283678209 5,424 82,500 SH DEFINED 1 82,500 ELAN CORP ADR COMMON 284131208 45,976 753,700 SH DEFINED 1 753,700 ELAN CORP ADR COMMON 284131208 206,918 3,392,100 SH DEFINED 1,2 3,392,100 ELAN CORP ADR COMMON 284131208 85 1,400 SH DEFINED 1,4 1,400 ELAN CORP ADR COMMON 284131208 14,817 242,900 SH DEFINED 2 242,900 ELAN CORP ADR COMMON 284131208 1,476 24,200 SH DEFINED 2,3 24,200 ELANTEC SEMICONDUCTOR INC COMMON 284155108 3,379 100,000 SH DEFINED 1 100,000 ELECTRO SCIENTIFIC INDUSTRIES INC COMMON 285229100 5,715 150,000 SH DEFINED 1 150,000 ELECTRONIC ARTS INC COMMON 285512109 28,921 499,500 SH DEFINED 1 499,500 ELECTRONIC ARTS INC COMMON 285512109 86,850 1,500,000 SH DEFINED 1,2 1,500,000 ELECTRONIC ARTS INC COMMON 285512109 179 3,100 SH DEFINED 1,4 3,100 ELECTRONIC ARTS INC COMMON 285512109 8,323 143,740 SH DEFINED 2 143,740 ELECTRONIC ARTS INC COMMON 285512109 654 11,300 SH DEFINED 2,3 11,300 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 90,388 1,446,200 SH DEFINED 1 1,446,200 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 187,500 3,000,000 SH DEFINED 1,2 3,000,000 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 13,931 222,900 SH DEFINED 2 222,900 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 1,000 16,000 SH DEFINED 2,3 16,000 ELECTRONIC RETAILING WTS EXP 2/1/04 COMMON 285825113 - 23,312 SH DEFINED 1 23,312 ELECTRONICS FOR IMAGING COMMON 286082102 23,488 796,200 SH DEFINED 1 796,200 ELECTRONICS FOR IMAGING COMMON 286082102 12 400 SH DEFINED 2,3 400 EMBRAER AIRCRAFT ADR COMMON 29081M102 2,433 62,300 SH DEFINED 1 62,300
Page 32 35 EMBRATEL PARTICIPACOES ADR COMMON 29081N100 6,273 838,600 SH DEFINED 1 838,600 EMBRATEL PARTICIPACOES ADR COMMON 29081N100 25 3,300 SH DEFINED 1,4 3,300 EMBRATEL PARTICIPACOES ADR COMMON 29081N100 735 98,200 SH DEFINED 2 98,200 EMC CORP COMMON 268648102 316,723 10,902,700 SH DEFINED 1 10,902,700 EMC CORP COMMON 268648102 58,100 2,000,000 SH DEFINED 1,2 2,000,000 EMC CORP COMMON 268648102 1,307 45,000 SH DEFINED 1,4 45,000 EMC CORP COMMON 268648102 12,239 421,300 SH DEFINED 2 421,300 EMC CORP COMMON 268648102 17 600 SH DEFINED 2,3 600 EMCORE CORP COMMON 290846104 11,101 361,000 SH DEFINED 1 361,000 EMCORE CORP COMMON 290846104 40 1,300 SH DEFINED 1,4 1,300 EMCORE CORP COMMON 290846104 1,210 39,350 SH DEFINED 2 39,350 EMCORE CORP COMMON 290846104 108 3,500 SH DEFINED 2,3 3,500 EMISPHERE TECHNOLOGIES INC COMMON 291345106 126 4,000 SH DEFINED 1 4,000 EMULEX CORP COMMON 292475209 768 19,000 SH DEFINED 1 19,000 EMULEX CORP COMMON 292475209 8 200 SH DEFINED 2,3 200 ENCOMPASS SERVICES CORP COMMON 29255U104 3,804 425,000 SH DEFINED 1 425,000 ENDESA - SPONDORED ADR COMMON 29258N107 629 39,600 SH DEFINED 1 39,600 ENERGY EAST CORP COMMON 29266M109 11,168 534,100 SH DEFINED 1 534,100 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 1,568 40,000 SH DEFINED 1 40,000 ENRON CORP COMMON 293561106 393,632 8,033,300 SH DEFINED 1 8,033,300 ENRON CORP COMMON 293561106 214,718 4,382,000 SH DEFINED 1,2 4,382,000 ENRON CORP COMMON 293561106 218 4,450 SH DEFINED 1,4 4,450 ENRON CORP COMMON 293561106 18,052 368,400 SH DEFINED 2 368,400 ENRON CORP COMMON 293561106 1,196 24,400 SH DEFINED 2,3 24,400 ENRON CORP COMMON 293561106 59 1,117 SH DEFINED 5 1,117
Page 33 36 ENSCO INTERNATIONAL INC COMMON 26874Q100 87,565 3,742,100 SH DEFINED 1 3,742,100 ENSCO INTERNATIONAL INC COMMON 26874Q100 81,900 3,500,000 SH DEFINED 1,2 3,500,000 ENSCO INTERNATIONAL INC COMMON 26874Q100 585 25,000 SH DEFINED 1,4 25,000 ENSCO INTERNATIONAL INC COMMON 26874Q100 9,688 414,000 SH DEFINED 2 414,000 ENSCO INTERNATIONAL INC COMMON 26874Q100 496 21,200 SH DEFINED 2,3 21,200 ENSCO INTERNATIONAL INC COMMON 26874Q100 10 299 SH DEFINED 5 299 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 9,199 171,600 SH DEFINED 1 171,600 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 1,230 100,000 SH DEFINED 1 100,000 EOG RESOURCES INC COMMON 26875P101 14,675 412,800 SH DEFINED 1 412,800 EOG RESOURCES INC COMMON 26875P101 22,251 625,900 SH DEFINED 1,2 625,900 EOG RESOURCES INC COMMON 26875P101 1,706 48,000 SH DEFINED 2 48,000 EOG RESOURCES INC COMMON 26875P101 238 6,700 SH DEFINED 2,3 6,700 EQUIFAX INC COMMON 294429105 106,130 2,893,400 SH DEFINED 1 2,893,400 EQUINIX INC WTS 144A COMMON 29444U114 400 21,830 SH DEFINED 1 21,830 EQUINIX INC WTS 144A COMMON 29444U114 3 170 SH DEFINED 2,3 170 EQUITABLE RESOURCES INC COMMON 294549100 140 4,200 SH DEFINED 1 4,200 EQUITABLE RESOURCES INC COMMON 294549100 60 1,800 SH DEFINED 1,4 1,800 ERICSSON (L.M.) TELEPHONE ADR COMMON 294821400 5,420 1,000,000 SH DEFINED 1 1,000,000 ERICSSON (L.M.) TELEPHONE ADR COMMON 294821400 2,710 500,500 CALL DEFINED 1 500,000 ERICSSON (L.M.) TELEPHONE ADR COMMON 294821400 8 1,500 CALL DEFINED 6 1,500 ESC MEDICAL SYSTEMS LTD COMMON M40868107 4,980 172,600 SH DEFINED 1 172,600 ESC MEDICAL SYSTEMS LTD COMMON M40868107 17 600 SH DEFINED 1,4 600 EVEREST REINSURANCE HLDGS INC COMMON G3223R108 10,913 145,900 SH DEFINED 1 145,900 EVEREST REINSURANCE HLDGS INC COMMON G3223R108 112 1,500 SH DEFINED 2,3 1,500 EXAR CORP COMMON 300645108 1,877 95,000 SH DEFINED 1 95,000 EXELIXIS INC COMMON 30161Q104 95 5,000 SH DEFINED 1 5,000
Page 34 37 EXELON CORP COMMON 30161N101 13,459 209,900 SH DEFINED 1 209,900 EXFO ELECTRO-OPTICAL ENGINEERING COMMON 302043104 591 36,600 SH DEFINED 1 36,600 EXFO ELECTRO-OPTICAL ENGINEERING COMMON 302043104 1,178 72,970 SH DEFINED 1,4 72,970 EXFO ELECTRO-OPTICAL ENGINEERING COMMON 302043104 21 1,300 SH DEFINED 2 1,300 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 15,470 309,400 SH DEFINED 1 309,400 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 55 1,100 SH DEFINED 1,4 1,100 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 1,776 34,210 SH DEFINED 2 34,210 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 150 3,000 SH DEFINED 2,3 3,000 EXPRESS SCRIPTS INC COM COMMON 302182100 94,542 1,718,000 SH DEFINED 1 1,718,000 EXPRESS SCRIPTS INC COM COMMON 302182100 1,167 21,200 SH DEFINED 1,4 21,200 EXPRESS SCRIPTS INC COM COMMON 302182100 9,759 177,340 SH DEFINED 2 177,340 EXPRESS SCRIPTS INC COM COMMON 302182100 561 10,200 SH DEFINED 2,3 10,200 EXTENDED STAY AMERICA INC COMMON 30224P101 782 52,100 SH DEFINED 1 52,100 EXTENDED STAY AMERICA INC COMMON 30224P101 3,341 222,700 SH DEFINED 1,4 222,700 EXTENDED STAY AMERICA INC COMMON 30224P101 44 2,900 SH DEFINED 2 2,900 EXTREME NETWORKS INC COMMON 30226D106 25,895 877,800 SH DEFINED 1 877,800 EXTREME NETWORKS INC COMMON 30226D106 620 21,000 SH DEFINED 1,4 21,000 EXTREME NETWORKS INC COMMON 30226D106 4,128 139,930 SH DEFINED 2 139,930 EXTREME NETWORKS INC COMMON 30226D106 180 6,100 SH DEFINED 2,3 6,100 EXXON MOBIL CORP COMMON 30231G102 612,293 7,009,646 SH DEFINED 1 7,009,646 EXXON MOBIL CORP COMMON 30231G102 139,760 1,600,000 SH DEFINED 1,2 1,600,000 EXXON MOBIL CORP COMMON 30231G102 16,046 183,700 SH DEFINED 1,4 183,700 EXXON MOBIL CORP COMMON 30231G102 25,960 297,201 SH DEFINED 2 297,201 F.Y.I. INC COMMON 302712104 3,280 80,000 SH DEFINED 1 80,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 2,321 65,000 SH DEFINED 1 65,000 FAIRCHILD SEMICON INTL CL A COMMON 303726103 1,104 48,000 SH DEFINED 1 48,000
Page 35 38 FAMILY DOLLAR STORES INC COMMON 307000109 25,292 986,800 SH DEFINED 1 986,800 FAMILY DOLLAR STORES INC COMMON 307000109 64,075 2,500,000 SH DEFINED 1,2 2,500,000 FAMILY DOLLAR STORES INC COMMON 307000109 38 1,500 SH DEFINED 1,4 1,500 FAMILY DOLLAR STORES INC COMMON 307000109 5,706 222,640 SH DEFINED 2 222,640 FAMILY DOLLAR STORES INC COMMON 307000109 443 17,300 SH DEFINED 2,3 17,300 FANNIE MAE COMMON 313586109 662,067 7,775,300 SH DEFINED 1 7,775,300 FANNIE MAE COMMON 313586109 301,431 3,540,000 SH DEFINED 1,2 3,540,000 FANNIE MAE COMMON 313586109 14,680 172,400 SH DEFINED 1,4 172,400 FANNIE MAE COMMON 313586109 25,477 299,200 SH DEFINED 2 299,200 FANNIE MAE COMMON 313586109 2,623 30,800 SH DEFINED 2,3 30,800 FASTENAL CO COMMON 311900104 19,177 309,400 SH DEFINED 1 309,400 FASTENAL CO COMMON 311900104 74 1,200 SH DEFINED 1,4 1,200 FASTENAL CO COMMON 311900104 2,151 34,700 SH DEFINED 2 34,700 FASTENAL CO COMMON 311900104 192 3,100 SH DEFINED 2,3 3,100 FEDERAL AGRICULTURAL MTG CORP COMMON 313148306 1,823 57,000 SH DEFINED 1 57,000 FEDERAL HOME LN MTG CORP COM COMMON 313400301 73 1,103 SH DEFINED 5 1,103 FEDERAL NAT MORTGAGE ASSN COMMON 313586109 46 560 SH DEFINED 5 560 FEDERATED INVESTORS INC COMMON 314211103 19,339 600,600 SH DEFINED 1 600,600 FEDERATED INVESTORS INC COMMON 314211103 683 21,200 SH DEFINED 1,4 21,200 FEDERATED INVESTORS INC COMMON 314211103 4,191 130,170 SH DEFINED 2 130,170 FEDERATED INVESTORS INC COMMON 314211103 167 5,200 SH DEFINED 2,3 5,200 FEI CO COMMON 30241L109 14,350 350,000 SH DEFINED 1 350,000 FIDELITY NATIONAL FINANCIAL INC COMMON 316326107 2,457 100,000 SH DEFINED 1 100,000 FIFTH THIRD BANCORP COMMON 316773100 69,718 1,161,000 SH DEFINED 1 1,161,000 FIFTH THIRD BANCORP COMMON 316773100 5,405 90,000 SH DEFINED 2 90,000
Page 36 39 FINISAR CORP COMMON 31787A101 18,577 994,500 SH DEFINED 1 994,500 FINISAR CORP COMMON 31787A101 1,580 84,600 SH DEFINED 1,4 84,600 FINISAR CORP COMMON 31787A101 2,993 160,200 SH DEFINED 2 160,200 FINISAR CORP COMMON 31787A101 13 700 SH DEFINED 6 700 FIRST DATA CORP COMMON 319963104 1,156,847 18,005,400 SH DEFINED 1 18,005,400 FIRST DATA CORP COMMON 319963104 152,273 2,370,000 SH DEFINED 1,2 2,370,000 FIRST DATA CORP COMMON 319963104 24,447 380,500 SH DEFINED 2 380,500 FIRST DATA CORP COMMON 319963104 1,908 29,700 SH DEFINED 2,3 29,700 FIRST HEALTH GROUP CORP COMMON 320960107 105,088 4,356,900 SH DEFINED 1 4,356,900 FIRST HEALTH GROUP CORP COMMON 320960107 1,669 69,200 SH DEFINED 1,4 69,200 FIRST HEALTH GROUP CORP COMMON 320960107 5,502 228,120 SH DEFINED 2 228,120 FIRST HEALTH GROUP CORP COMMON 320960107 492 20,400 SH DEFINED 2,3 20,400 FIRST HEALTH GROUP CORP COMMON 320960107 35 698 SH DEFINED 5 698 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 12,834 399,800 SH DEFINED 1 399,800 FIRST REPUBLIC NON CVT 144A PREFERRED 336163209 3,740 4,250 SH DEFINED 1 4,250 FIRSTENERGY CORP. COMMON 337932107 717 22,300 SH DEFINED 1 22,300 FIRSTENERGY CORP. COMMON 337932107 2,791 86,800 SH DEFINED 1,4 86,800 FISERV INC COMMON 337738108 241,291 3,771,350 SH DEFINED 1 3,771,350 FISERV INC COMMON 337738108 383,880 6,000,000 SH DEFINED 1,2 6,000,000 FISERV INC COMMON 337738108 1,205 18,840 SH DEFINED 1,4 18,840 FISERV INC COMMON 337738108 42,504 664,330 SH DEFINED 2 664,330 FISERV INC COMMON 337738108 2,708 42,325 SH DEFINED 2,3 42,325 FLEET BOSTON FINANCIAL CORP COMMON 339030108 119,735 3,035,100 SH DEFINED 1 3,035,100 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 2,094 80,200 SH DEFINED 1 80,200 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 44 1,700 SH DEFINED 2,3 1,700 FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 26,181 611,559 SH DEFINED 1 611,559 FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 107 2,500 SH DEFINED 1,4 2,500 FOMENTO ECONOMICO MEXICANO ADR COMMON 344419106 3,436 80,250 SH DEFINED 2 80,250
Page 37 40 FORD MOTOR CO COMMON 345370860 2,374 96,700 SH DEFINED 1,4 96,700 FOREST LABORATORIES INC COMMON 345838106 65,782 926,500 SH DEFINED 1 926,500 FOREST LABORATORIES INC COMMON 345838106 207,320 2,920,000 SH DEFINED 1,2 2,920,000 FOREST LABORATORIES INC COMMON 345838106 9,642 135,800 SH DEFINED 1,4 135,800 FOREST LABORATORIES INC COMMON 345838106 10,231 144,100 SH DEFINED 2 144,100 FOREST LABORATORIES INC COMMON 345838106 1,754 24,700 SH DEFINED 2,3 24,700 FOREST LABORATORIES INC COMMON 345838106 44 590 SH DEFINED 5 590 FOREST OIL CORP COMMON 346091705 601 21,450 SH DEFINED 1 21,450 FORRESTER RESEARCH INC COMMON 346563109 2,824 125,000 SH DEFINED 1 125,000 FOSSIL INC COMMON 349882100 1,556 75,000 SH DEFINED 1 75,000 FOSTER WHEELER LTD COMMON G36535105 3,620 400,000 SH DEFINED 1 400,000 FOSTER WHEELER LTD COMMON G36535105 2,715 300,000 CALL DEFINED 1 300,000 FOUNDRY NETWORKS INC COMMON 35063R100 2,797 140,000 SH DEFINED 1 140,000 FOUNDRY NETWORKS INC COMMON 35063R100 919 46,000 SH DEFINED 1,4 46,000 FOUNDRY NETWORKS INC COMMON 35063R100 3,516 176,000 SH DEFINED 2 176,000 FOUR SEASONS HOTELS INC COMMON 35100E104 8,817 159,300 SH DEFINED 1 159,300 FOUR SEASONS HOTELS INC COMMON 35100E104 19,054 344,250 SH DEFINED 1,4 344,250 FOUR SEASONS HOTELS INC COMMON 35100E104 329 5,950 SH DEFINED 2 5,950 FPL GROUP INC COMMON 302571104 12,807 212,700 SH DEFINED 1 212,700 FREDDIE MAC COMMON 313400301 972,843 13,897,760 SH DEFINED 1 13,897,760 FREDDIE MAC COMMON 313400301 467,684 6,681,200 SH DEFINED 1,2 6,681,200 FREDDIE MAC COMMON 313400301 26,292 375,600 SH DEFINED 1,4 375,600 FREDDIE MAC COMMON 313400301 32,844 469,200 SH DEFINED 2 469,200 FREDDIE MAC COMMON 313400301 3,129 44,700 SH DEFINED 2,3 44,700 FRED'S INC COMMON 356108100 13,326 517,500 SH DEFINED 1 517,500 FRONTIER AIRLINES INC COMMON 359065109 2,144 175,000 SH DEFINED 1 175,000
Page 38 41 FUELCELL ENERGY INC COMMON 35952H106 411 17,800 SH DEFINED 1 17,800 FUELCELL ENERGY INC COMMON 35952H106 208 9,000 SH DEFINED 1,4 9,000 G A P INC COMMON 364760108 10 325 SH DEFINED 5 325 GABELLI ASSET MANAGEMENT CL A COMMON 36239Y102 206 5,000 SH DEFINED 1 5,000 GAP INC COMMON 364760108 209,948 7,239,600 SH DEFINED 1 7,239,600 GAP INC COMMON 364760108 217,500 7,500,000 SH DEFINED 1,2 7,500,000 GAP INC COMMON 364760108 754 26,000 SH DEFINED 1,4 26,000 GAP INC COMMON 364760108 11,293 389,400 SH DEFINED 2 389,400 GAP INC COMMON 364760108 1,070 36,900 SH DEFINED 2,3 36,900 GARMIN LTD COMMON G37260109 14,565 637,400 SH DEFINED 1 637,400 GARMIN LTD COMMON G37260109 6,599 288,800 SH DEFINED 1,4 288,800 GARMIN LTD COMMON G37260109 94 4,100 SH DEFINED 2 4,100 GATEWAY INC COMMON 367626108 35,400 2,152,000 SH DEFINED 1 2,152,000 GENAERA CORP COMMON 36867G100 72 15,000 SH DEFINED 1 15,000 GENAISSANCE PHARMACEUTICALS COMMON 36867W105 70 5,000 SH DEFINED 1 5,000 GENE LOGIC ING COMMON 368689105 109 5,000 SH DEFINED 1 5,000 GENENCOR INTL INC COMMON 368709101 2,781 175,000 SH DEFINED 1 175,000 GENERAL DYNAMICS CORP COMMON 369550108 2,015 25,900 SH DEFINED 1 25,900 GENERAL DYNAMICS CORP COMMON 369550108 8,738 112,300 SH DEFINED 1,4 112,300 GENERAL DYNAMICS CORP COMMON 369550108 101 1,300 SH DEFINED 2 1,300 GENERAL ELECTRIC CO COMMON 369604103 1,195,058 24,514,000 SH DEFINED 1 24,514,000 GENERAL ELECTRIC CO COMMON 369604103 546,000 11,200,000 SH DEFINED 1,2 11,200,000 GENERAL ELECTRIC CO COMMON 369604103 40,633 833,500 SH DEFINED 2 833,500 GENERAL ELECTRIC CO COMMON 369604103 2,511 51,500 SH DEFINED 2,3 51,500 GENERAL ELECTRIC CO COMMON 369604103 140 2,862 SH DEFINED 5 2,862
Page 39 42 GENERAL MARITIME COMMON Y2692M103 673 46,100 SH DEFINED 1 46,100 GENERAL MARITIME COMMON Y2692M103 2,681 183,600 SH DEFINED 1,4 183,600 GENERAL MOTORS COMMON 370442105 1,602 24,900 SH DEFINED 1 24,900 GENERAL MOTORS CORP CL H COMMON 370442832 42,717 2,109,500 SH DEFINED 1 2,109,500 GENERAL MOTORS CORP CL H COMMON 370442832 2,189 108,100 SH DEFINED 2 108,100 GENERAL MOTORS CORP CL H COMMON 370442832 4 200 SH DEFINED 2,3 200 GENESCO INC COMMON 371532102 43,052 1,281,300 SH DEFINED 1 1,281,300 GENESCO INC COMMON 371532102 155 4,600 SH DEFINED 1,4 4,600 GENESCO INC COMMON 371532102 3,833 114,080 SH DEFINED 2 114,080 GENESCO INC COMMON 371532102 343 10,200 SH DEFINED 2,3 10,200 GENESIS MICROCHIP INC COMMON 371933102 9,424 260,700 SH DEFINED 1,4 260,700 GENESIS MICROCHIP INC COMMON 371933102 163 4,500 SH DEFINED 2 4,500 GENTEX CORP COMMON 371901109 24,255 870,300 SH DEFINED 1 870,300 GENTEX CORP COMMON 371901109 67 2,400 SH DEFINED 1,4 2,400 GENTEX CORP COMMON 371901109 2,075 74,470 SH DEFINED 2 74,470 GENTEX CORP COMMON 371901109 181 6,500 SH DEFINED 2,3 6,500 GENZYME CORP COMMON 372917104 164,035 2,689,100 SH DEFINED 1 2,689,100 GENZYME CORP COMMON 372917104 90,414 1,482,200 SH DEFINED 1,2 1,482,200 GENZYME CORP COMMON 372917104 14,329 234,900 SH DEFINED 1,4 234,900 GENZYME CORP COMMON 372917104 9,314 153,500 SH DEFINED 2 153,500 GENZYME CORP COMMON 372917104 1,226 20,100 SH DEFINED 2,3 20,100 GENZYME-MOLECULAR ONCOLOGY COMMON 372917500 136 10,000 SH DEFINED 1 10,000 GEORGIA PACIFIC CORP COMMON 373298108 7,846 231,800 SH DEFINED 1 231,800 GETTY IMAGES INC COMMON 374276103 5,909 225,000 SH DEFINED 1 225,000 GETTY IMAGES INC COMMON 374276103 5 200 SH DEFINED 6 200 GIBRALTAR STEEL CORP COMMON 37476F103 1,274 65,000 SH DEFINED 1 65,000
Page 40 43 GILEAD SCIENCES INC COMMON 375558103 37,393 642,600 SH DEFINED 1 642,600 GILEAD SCIENCES INC COMMON 375558103 529 8,900 SH DEFINED 2 8,900 GILEAD SCIENCES INC COMMON 375558103 23 400 SH DEFINED 2,3 400 GLOBAL CROSSING LTD COMMON G3921A100 9,380 1,085,600 SH DEFINED 1 1,085,600 GLOBAL CROSSING LTD COMMON G3921A100 204 23,600 SH DEFINED 2 23,600 GLOBAL POWER EQUIPMENT GROUP COMMON 37941P108 2,051 70,000 SH DEFINED 1 70,000 GLOBAL POWER EQUIPMENT GROUP COMMON 37941P108 73 2,500 SH DEFINED 1,4 2,500 GLOBAL POWER EQUIPMENT GROUP COMMON 37941P108 73 2,500 SH DEFINED 2 2,500 GLOBESPAN INC COMMON 379571102 7,227 495,000 SH DEFINED 1 495,000 GLOBESPAN INC COMMON 379571102 574 39,300 SH DEFINED 1,4 39,300 GLOBESPAN INC COMMON 379571102 2,170 148,600 SH DEFINED 2 148,600 GOLDEN STATE BANCORP COMMON 381197102 17,023 552,700 SH DEFINED 1 552,700 GOLDEN WEST FINANCIAL CORP COMMON 381317106 4,535 70,600 SH DEFINED 1 70,600 GOLDEN WEST FINANCIAL CORP COMMON 381317106 8,884 138,300 SH DEFINED 1,4 138,300 GOLDEN WEST FINANCIAL CORP COMMON 381317106 116 1,800 SH DEFINED 2 1,800 GOLDMAN SACHS GROUP INC COMMON 38141G104 134,577 1,568,500 SH DEFINED 1 1,568,500 GOLDMAN SACHS GROUP INC COMMON 38141G104 377,520 4,400,000 SH DEFINED 1,2 4,400,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 1,802 21,000 SH DEFINED 1,4 21,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 24,384 284,200 SH DEFINED 2 284,200 GOLDMAN SACHS GROUP INC COMMON 38141G104 1,810 21,100 SH DEFINED 2,3 21,100 GOLDMAN SACHS GROUP INC COMMON 38141G104 58 609 SH DEFINED 5 609 GOODRICH CORPORATION COMMON 382388106 6,867 180,800 SH DEFINED 1 180,800 GRANITE CONSTRUCTION INC COMMON 387328107 946 37,200 SH DEFINED 1 37,200 GRANT PRIDECO INC COMMON 38821G101 12,567 718,500 SH DEFINED 1 718,500 GREATER BAY BANCORP COMMON 391648102 13,302 532,500 SH DEFINED 1 532,500 GREATER BAY BANCORP COMMON 391648102 35 1,400 SH DEFINED 1,4 1,400 GREATER BAY BANCORP COMMON 391648102 1,123 44,940 SH DEFINED 2 44,940 GREATER BAY BANCORP COMMON 391648102 100 4,000 SH DEFINED 2,3 4,000
Page 41 44 GT GROUP TELECOM CL B COMMON 362359408 108 18,000 SH DEFINED 1 18,000 GT GROUP TELECOM INC WTS 144A COMMON 362359101 648 32,400 SH DEFINED 1 32,400 GT GROUP TELECOM INC WTS 144A COMMON 362359101 2 100 SH DEFINED 1,4 100 GUIDANT CORP COMMON 401698105 120,600 3,350,000 SH DEFINED 1 3,350,000 GUIDANT CORP COMMON 401698105 2,160 60,000 SH DEFINED 2 60,000 GUILFORD PHARMACEUTICALS INC COMMON 401829106 10,880 320,000 SH DEFINED 1 320,000 GULF INDONESIA RESOURCES LTD COMMON 402284103 1,267 124,700 SH DEFINED 1 124,700 GULF INDONESIA RESOURCES LTD COMMON 402284103 13 1,300 SH DEFINED 2,3 1,300 GULFMARK OFFSHORE INC COMMON 402629109 3,934 125,000 SH DEFINED 1 125,000 GYMBOREE CORP COMMON 403777105 6,163 725,000 SH DEFINED 1 725,000 HAIN CELESTIAL GROUP INC COMMON 405217100 2,750 125,000 SH DEFINED 1 125,000 HALL KINION & ASSOCIATES INC COMMON 406069104 10,390 1,289,100 SH DEFINED 1 1,289,100 HALL KINION & ASSOCIATES INC COMMON 406069104 36 4,500 SH DEFINED 1,4 4,500 HALL KINION & ASSOCIATES INC COMMON 406069104 1,132 140,420 SH DEFINED 2 140,420 HALL KINION & ASSOCIATES INC COMMON 406069104 103 12,800 SH DEFINED 2,3 12,800 HALLIBURTON CO COMMON 406216101 33,193 932,400 SH DEFINED 1 932,400 HALLIBURTON CO COMMON 406216101 2,642 74,200 SH DEFINED 2 74,200 HANOVER COMPRESSOR INC COMMON 410768105 52,673 1,591,800 SH DEFINED 1 1,591,800 HANOVER COMPRESSOR INC COMMON 410768105 169 5,100 SH DEFINED 1,4 5,100 HANOVER COMPRESSOR INC COMMON 410768105 4,435 134,020 SH DEFINED 2 134,020 HANOVER COMPRESSOR INC COMMON 410768105 397 12,000 SH DEFINED 2,3 12,000 HARLEY-DAVIDSON INC COMMON 412822108 42,866 910,500 SH DEFINED 1 910,500 HARLEY-DAVIDSON INC COMMON 412822108 275,277 5,847,000 SH DEFINED 1,2 5,847,000 HARLEY-DAVIDSON INC COMMON 412822108 942 20,000 SH DEFINED 1,4 20,000 HARLEY-DAVIDSON INC COMMON 412822108 13,295 282,400 SH DEFINED 2 282,400 HARLEY-DAVIDSON INC COMMON 412822108 2,175 46,200 SH DEFINED 2,3 46,200 HARLEY DAVIDSON INC COMMON 412822108 48 1,026 SH DEFINED 5 1,026
Page 42 45 HARMAN INT'L INDUSTRIES INC COMMON 413086109 5,714 150,000 SH DEFINED 1 150,000 HARMONIC INC COMMON 413160102 10,000 1,000,000 SH DEFINED 1 1,000,000 HARMONIC INC COMMON 413160102 7 700 SH DEFINED 6 700 HARRAH'S ENTERTAINMENT INC COMMON 413619107 15,313 433,800 SH DEFINED 1 433,800 HARRAH'S ENTERTAINMENT INC COMMON 413619107 10,911 309,100 SH DEFINED 1,2 309,100 HARTFORD FINANCIAL SERVICES GRP COMMON 416515104 209,085 3,056,800 SH DEFINED 1 3,056,800 HARTFORD FINANCIAL SERVICES GRP COMMON 416515104 7,052 103,100 SH DEFINED 2 103,100 HCA THE HEALTHCARE CO COMMON 404119109 651,997 14,427,900 SH DEFINED 1 14,427,900 HCA THE HEALTHCARE CO COMMON 404119109 240,185 5,315,000 SH DEFINED 1,2 5,315,000 HCA THE HEALTHCARE CO COMMON 404119109 23,038 509,800 SH DEFINED 2 509,800 HCA THE HEALTHCARE CO COMMON 404119109 2,413 53,400 SH DEFINED 2,3 53,400 HCC INSURANCE HOLDINGS INC COMMON 404132102 36,194 1,477,300 SH DEFINED 1 1,477,300 HCC INSURANCE HOLDINGS INC COMMON 404132102 98 4,000 SH DEFINED 1,4 4,000 HCC INSURANCE HOLDINGS INC COMMON 404132102 2,794 114,040 SH DEFINED 2 114,040 HCC INSURANCE HOLDINGS INC COMMON 404132102 245 10,000 SH DEFINED 2,3 10,000 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 259,983 12,356,600 SH DEFINED 1 12,356,600 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 234,468 11,143,900 SH DEFINED 1,2 11,143,900 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 2,193 104,248 SH DEFINED 1,4 104,248 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 17,367 825,440 SH DEFINED 2 825,440 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 1,128 53,613 SH DEFINED 2,3 53,613 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 33 1,849 SH DEFINED 5 1,849 HEALTHSOUTH CORP COMMON 421924101 52,501 3,287,500 SH DEFINED 1 3,287,500 HEALTHSOUTH CORP COMMON 421924101 1,419 88,860 SH DEFINED 1,4 88,860 HEALTHSOUTH CORP COMMON 421924101 1,355 84,870 SH DEFINED 2 84,870 HEALTHSOUTH CORP COMMON 421924101 123 7,700 SH DEFINED 2,3 7,700 HEALTHSOUTH CORP COMMON 421924101 21 1,633 SH DEFINED 5 1,633 HEDSTROM HOLDINGS INC 144A COMMON 422914200 - 303 SH DEFINED 2 303
Page 43 46 HEIDRICK & STRUGGLES INTL COMMON 422819102 2,118 104,200 SH DEFINED 1 104,200 HEIDRICK & STRUGGLES INTL COMMON 422819102 39 1,900 SH DEFINED 2 1,900 HEIDRICK & STRUGGLES INTL COMMON 422819102 2 100 SH DEFINED 2,3 100 HELEN OF TROY LTD COMMON G4388N106 88 10,000 SH DEFINED 1 10,000 HELMERICH & PAYNE INC COMMON 423452101 823 26,700 SH DEFINED 1 26,700 HELMERICH & PAYNE INC COMMON 423452101 3,554 115,300 SH DEFINED 1,4 115,300 HELMERICH & PAYNE INC COMMON 423452101 52 1,700 SH DEFINED 2 1,700 HERMAN MILLER INC COMMON 600544100 9,801 405,000 SH DEFINED 1 405,000 HI/FN INC COMMON 428358105 2,496 165,000 SH DEFINED 1 165,000 HIBERNIA CORP CL A COMMON 428656102 8,756 491,900 SH DEFINED 1 491,900 HISPANIC BROADCASTING CORP COMMON 43357B104 108,342 3,776,300 SH DEFINED 1 3,776,300 HISPANIC BROADCASTING CORP COMMON 43357B104 166,402 5,800,000 SH DEFINED 1,2 5,800,000 HISPANIC BROADCASTING CORP COMMON 43357B104 2,112 73,630 SH DEFINED 1,4 73,630 HISPANIC BROADCASTING CORP COMMON 43357B104 19,613 683,610 SH DEFINED 2 683,610 HISPANIC BROADCASTING CORP COMMON 43357B104 1,105 38,500 SH DEFINED 2,3 38,500 HISPANIC BROADCASTING CORP COMMON 43357B104 10 399 SH DEFINED 5 399 HITACHI LTD ADR COMMON 433578507 5,939 60,000 SH DEFINED 1 60,000 HOME DEPOT INC COMMON 437076102 182,383 3,918,000 SH DEFINED 1 3,918,000 HOME DEPOT INC COMMON 437076102 151,288 3,250,000 SH DEFINED 1,2 3,250,000 HOME DEPOT INC COMMON 437076102 17,666 379,500 SH DEFINED 2 379,500 HOME DEPOT INC COMMON 437076102 763 16,400 SH DEFINED 2,3 16,400 HOMESTORE.COM INC COMMON 437852106 10,373 296,700 SH DEFINED 1 296,700 HOMESTORE.COM INC COMMON 437852106 7 200 SH DEFINED 2,3 200 HONEYWELL INTL INC COMMON 438516106 6,998 200,000 SH DEFINED 1 200,000 HONEYWELL INTL INC COMMON 438516106 17,495 500,000 SH DEFINED 1,2 500,000 HONEYWELL INTL INC COMMON 438516106 9,622 275,000 SH DEFINED 1,4 275,000 HONEYWELL INTL INC COMMON 438516106 28 800 SH DEFINED 2 800 HONEYWELL INTL INC COMMON 438516106 3 100 SH DEFINED 6 100
Page 44 47 HORIZON PCS INC 144A WTS COMMON 44043U118 608 30,000 SH DEFINED 1 30,000 HOT TOPIC INC COMMON 441339108 3,110 100,000 SH DEFINED 1 100,000 HOTEL RESERVATIONS INC CL A COMMON 441451101 1,252 26,900 SH DEFINED 1 26,900 HUMAN GENOME SCIENCES INC COMMON 444903108 689 11,500 SH DEFINED 2 11,500 HYDRIL COMPANY COMMON 448774109 535 23,500 SH DEFINED 1 23,500 I B M COMMON 459200101 20 183 SH DEFINED 5 183 I2 TECHNOLOGIES INC COMMON 465754109 21,978 1,110,000 SH DEFINED 1 1,110,000 I2 TECHNOLOGIES INC COMMON 465754109 792 40,000 SH DEFINED 1,4 40,000 I2 TECHNOLOGIES INC COMMON 465754109 18 875 SH DEFINED 5 875 ICN PHARMACEUTICALS INC COMMON 448924100 53,918 1,699,800 SH DEFINED 1 1,699,800 ICN PHARMACEUTICALS INC COMMON 448924100 536 16,900 SH DEFINED 1,4 16,900 ICN PHARMACEUTICALS INC COMMON 448924100 2,052 64,700 SH DEFINED 2 64,700 ICOS CORPORATION COMMON 449295104 2,880 45,000 SH DEFINED 1 45,000 ICOS CORPORATION COMMON 449295104 10 150 SH DEFINED 6 150 ICU MEDICAL INC COMMON 44930G107 4,830 117,000 SH DEFINED 1 117,000 ICU MEDICAL INC COMMON 44930G107 8 200 SH DEFINED 2,3 200 IDEC PHARMACEUTICALS CORP COMMON 449370105 85,472 1,262,700 SH DEFINED 1 1,262,700 IDEC PHARMACEUTICALS CORP COMMON 449370105 1,083 16,000 SH DEFINED 1,4 16,000 IDEC PHARMACEUTICALS CORP COMMON 449370105 393 5,800 SH DEFINED 2,3 5,800 IDEC PHARMACEUTICALS CORP COMMON 449370105 7 100 SH DEFINED 6 100 IDEC PHARMACEUTICALS CORP COMMON 449370105 28 447 SH DEFINED 5 447 IDX SYSTEMS CORPORATION COMMON 449491109 150 10,000 SH DEFINED 1 10,000 II-VI INC COMMON 902104108 3,500 200,000 SH DEFINED 1 200,000 ILEX ONCOLOGY INC COMMON 451923106 3,289 110,000 SH DEFINED 1 110,000
Page 45 48 ILLINOIS TOOL WORKS COMMON 452308109 2,355 37,200 SH DEFINED 1 37,200 ILLUMINET HOLDINGS INC COMMON 452334105 2,670 84,900 SH DEFINED 1 84,900 ILLUMINET HOLDINGS INC COMMON 452334105 633 19,700 SH DEFINED 2 19,700 ILLUMINET HOLDINGS INC COMMON 452334105 16 500 SH DEFINED 2,3 500 I-MANY INC COMMON 44973Q103 1,553 115,000 SH DEFINED 1 115,000 IMCLONE SYSTEMS COMMON 45245W109 106 2,000 SH DEFINED 1 2,000 IMS HEALTH INC COMMON 449934108 45,483 1,595,900 SH DEFINED 1 1,595,900 INCYTE PHARMACEUTICALS INC COMMON 45337C102 5,934 242,000 SH DEFINED 1 242,000 INDYMAC MORTGAGE HOLDINGS COMMON 456607100 440 16,400 SH DEFINED 1 16,400 INFORMAX INC COMMON 45677N205 358 50,000 SH DEFINED 1 50,000 INFORTE CORP COMMON 45677R107 7,283 595,500 SH DEFINED 1 595,500 INFORTE CORP COMMON 45677R107 25 2,050 SH DEFINED 1,4 2,050 INFORTE CORP COMMON 45677R107 676 55,290 SH DEFINED 2 55,290 INFORTE CORP COMMON 45677R107 65 5,300 SH DEFINED 2,3 5,300 INFOSYS TECHNOLOGIES ADR COMMON 456788108 129 1,990 SH DEFINED 1,4 1,990 INFOSYS TECHNOLOGIES ADR COMMON 456788108 1,453 22,350 SH DEFINED 2 22,350 INFOSYS TECHNOLOGIES ADR COMMON 456788108 29 440 SH DEFINED 2,3 440 INGERSOLL RAND CO COMMON 456866102 17,506 424,900 SH DEFINED 1 424,900 INKINE PHARMACEUTICAL CO INC COMMON 457214104 343 70,000 SH DEFINED 1 70,000 INSIGHT ENTERPRISES INC COMMON 45765U103 19,096 779,412 SH DEFINED 1 779,412 INSITUFORM TECHNOLOGIES INC COMMON 457667103 37,642 1,031,300 SH DEFINED 1 1,031,300 INSITUFORM TECHNOLOGIES INC COMMON 457667103 135 3,700 SH DEFINED 1,4 3,700 INSITUFORM TECHNOLOGIES INC COMMON 457667103 4,164 114,080 SH DEFINED 2 114,080 INSITUFORM TECHNOLOGIES INC COMMON 457667103 369 10,100 SH DEFINED 2,3 10,100
Page 46 49 INSTINET GROUP INCORPORATED COMMON 457750107 617 33,100 SH DEFINED 1 33,100 INSTINET GROUP INCORPORATED COMMON 457750107 6 300 SH DEFINED 2,3 300 INTEGRA LIFESCIENCES HOLDING COMMON 457985208 1,574 72,700 SH DEFINED 1 72,700 INTEGRA LIFESCIENCES HOLDING COMMON 457985208 9 400 SH DEFINED 2,3 400 INTEGRATED DEVICE TECH INC COMMON 458118106 12,201 385,000 SH DEFINED 1 385,000 INTEGRATED DEVICE TECH INC COMMON 458118106 536 16,900 SH DEFINED 1,4 16,900 INTEGRATED DEVICE TECH INC COMMON 458118106 2,034 64,200 SH DEFINED 2 64,200 INTEGRATED MEASUREMENT SYSTEMS COMMON 457923100 3,293 150,000 SH DEFINED 1 150,000 INTEL CORP COMMON 458140100 98,502 3,367,600 SH DEFINED 1 3,367,600 INTEL CORP COMMON 458140100 131,625 4,500,000 SH DEFINED 1,2 4,500,000 INTEL CORP COMMON 458140100 11,329 387,300 SH DEFINED 2 387,300 INTEL CORP COMMON 458140100 389 13,300 SH DEFINED 2,3 13,300 INTERMAGNETICS GENERAL CORP COMMON 458771102 7,280 224,700 SH DEFINED 1 224,700 INTERMAGNETICS GENERAL CORP COMMON 458771102 301 9,300 SH DEFINED 1,4 9,300 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 49,127 782,900 SH DEFINED 1 782,900 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 53,087 846,000 SH DEFINED 1,2 846,000 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 1,368 21,800 SH DEFINED 1,4 21,800 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 7,378 117,570 SH DEFINED 2 117,570 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 772 12,300 SH DEFINED 2,3 12,300 INTERNATIONAL PAPER CO COMMON 460146103 61,275 1,716,400 SH DEFINED 1 1,716,400 INTERNATIONAL PAPER CO COMMON 460146103 4,641 130,000 SH DEFINED 1,4 130,000 INTERNATIONAL RECTIFIER CORP COMMON 460254105 6,138 180,000 SH DEFINED 1 180,000 INTERNATIONAL SPEEDWAY CORP CL-A COMMON 460335201 4,322 102,900 SH DEFINED 1 102,900 INTERNATIONAL SPEEDWAY CORP CL-A COMMON 460335201 13 300 SH DEFINED 1,4 300 INTERNATIONAL SPEEDWAY CORP CL-A COMMON 460335201 467 11,120 SH DEFINED 2 11,120 INTERNATIONAL SPEEDWAY CORP CL-A COMMON 460335201 42 1,000 SH DEFINED 2,3 1,000 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 14,888 306,600 SH DEFINED 1 306,600 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 1,865 38,400 SH DEFINED 2 38,400
Page 47 50 INTERPUBLIC GROUP OF COMPANIES INC COMMON 460690100 39,171 1,334,600 SH DEFINED 1 1,334,600 INTERPUBLIC GROUP OF COMPANIES INC COMMON 460690100 19,879 677,300 SH DEFINED 1,2 677,300 INTERPUBLIC GROUP OF COMPANIES INC COMMON 460690100 2,568 87,500 SH DEFINED 2 87,500 INTERPUBLIC GROUP OF COMPANIES INC COMMON 460690100 38 1,300 SH DEFINED 2,3 1,300 INTERSIL CORP COMMON 46069S109 24,166 663,900 SH DEFINED 1 663,900 INTERSIL CORP COMMON 46069S109 66 1,800 SH DEFINED 1,4 1,800 INTERSIL CORP COMMON 46069S109 2,074 56,970 SH DEFINED 2 56,970 INTERSIL CORP COMMON 46069S109 204 5,600 SH DEFINED 2,3 5,600 INTERWOVEN INC COMMON 46114T102 10,140 600,000 SH DEFINED 1 600,000 INT'L BUSINESS MACHINE CORP COMMON 459200101 170,054 1,504,900 SH DEFINED 1 1,504,900 INT'L BUSINESS MACHINE CORP COMMON 459200101 233,910 2,070,000 SH DEFINED 1,2 2,070,000 INT'L BUSINESS MACHINE CORP COMMON 459200101 16,860 149,200 SH DEFINED 2 149,200 INT'L BUSINESS MACHINE CORP COMMON 459200101 1,582 14,000 SH DEFINED 2,3 14,000 INT'L FLAVORS AND FRAGRANCES INC COMMON 459506101 955 38,000 SH DEFINED 1 38,000 INTRADO INC COMMON 46117A100 1,459 85,000 SH DEFINED 1 85,000 INTRANET SOLUTIONS INC COMMON 460939309 7,283 191,400 SH DEFINED 1 191,400 INTUIT INC COMMON 461202103 36,199 905,200 SH DEFINED 1 905,200 INTUIT INC COMMON 461202103 199,950 5,000,000 SH DEFINED 1,2 5,000,000 INTUIT INC COMMON 461202103 14,124 353,200 SH DEFINED 2 353,200 INTUIT INC COMMON 461202103 1,064 26,600 SH DEFINED 2,3 26,600 INTUITIVE SURGICAL INC COMMON 46120E107 527 39,000 SH DEFINED 1 39,000 INTUITIVE SURGICAL INC COMMON 46120E107 5 400 SH DEFINED 2,3 400 INVACARE CORP COMMON 461203101 116 3,000 SH DEFINED 1 3,000 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 43,928 873,500 SH DEFINED 1 873,500 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 136 2,700 SH DEFINED 1,4 2,700 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 4,302 85,540 SH DEFINED 2 85,540 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 387 7,700 SH DEFINED 2,3 7,700
Page 48 51 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 52,327 781,000 SH DEFINED 1 781,000 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 147 2,200 SH DEFINED 1,4 2,200 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 3,818 56,990 SH DEFINED 2 56,990 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 335 5,000 SH DEFINED 2,3 5,000 INVITROGEN CORP COMMON 46185R100 25,489 355,000 SH DEFINED 1 355,000 INVITROGEN CORP COMMON 46185R100 67,492 940,000 SH DEFINED 1,2 940,000 INVITROGEN CORP COMMON 46185R100 617 8,600 SH DEFINED 1,4 8,600 INVITROGEN CORP COMMON 46185R100 2,312 32,200 SH DEFINED 2 32,200 INVITROGEN CORP COMMON 46185R100 732 10,200 SH DEFINED 2,3 10,200 IPCS INC WTS 144A COMMON 44980Y115 142 7,000 SH DEFINED 1 7,000 IRON MOUNTAIN INC COMMON 462846106 41,499 925,500 SH DEFINED 1 925,500 IRON MOUNTAIN INC COMMON 462846106 81 1,800 SH DEFINED 1,4 1,800 IRON MOUNTAIN INC COMMON 462846106 2,546 56,770 SH DEFINED 2 56,770 IRON MOUNTAIN INC COMMON 462846106 224 5,000 SH DEFINED 2,3 5,000 ISHARES TRUST-RUSSELL 2000I COMMON 464287655 21,486 212,000 SH DEFINED 1 212,000 ISIS PHARMACEUTICALS INC COMMON 464330109 867 70,000 SH DEFINED 1 70,000 IVAX CORP COMMON 465823102 66,155 1,696,275 SH DEFINED 1 1,696,275 IVAX CORP COMMON 465823102 3,900 100,000 CALL DEFINED 1 100,000 IVAX CORP COMMON 465823102 3,900 100,000 PUT DEFINED 1 100,000 IVAX CORP COMMON 465823102 191,790 4,917,700 SH DEFINED 1,2 4,917,700 IVAX CORP COMMON 465823102 18,813 482,375 SH DEFINED 1,4 482,375 IVAX CORP COMMON 465823102 288 7,375 SH DEFINED 2 7,375 IVAX CORP COMMON 465823102 2,355 60,375 SH DEFINED 2,3 60,375 IXIA COMMON 45071R109 1,425 75,000 SH DEFINED 1 75,000 J D EDWARDS & CO COMMON 281667105 9,615 680,000 SH DEFINED 1 680,000 J JILL GROUP INC COMMON 466189107 4,050 200,000 SH DEFINED 1 200,000 J JILL GROUP INC COMMON 466189917 3,544 175,000 SH DEFINED 1 175,000
Page 49 52 J.C. PENNY CORP. COMMON 708160106 7,908 300,000 PUT DEFINED 1 300,000 J.P. MORGAN CHASE & CO COMMON 46625H100 70 1,430 SH DEFINED 5 1,430 JABIL CIRCUIT INC COMMON 466313103 20,321 658,500 SH DEFINED 1 658,500 JABIL CIRCUIT INC COMMON 466313103 497 16,100 SH DEFINED 1,4 16,100 JABIL CIRCUIT INC COMMON 466313103 3,720 120,530 SH DEFINED 2 120,530 JABIL CIRCUIT INC COMMON 466313103 188 6,100 SH DEFINED 2,3 6,100 JACK HENRY & ASSOCIATES INC COMMON 426281101 140,787 4,541,500 SH DEFINED 1 4,541,500 JACK HENRY & ASSOCIATES INC COMMON 426281101 384 12,400 SH DEFINED 1,4 12,400 JACK HENRY & ASSOCIATES INC COMMON 426281101 11,797 380,760 SH DEFINED 2 380,760 JACK HENRY & ASSOCIATES INC COMMON 426281101 887 28,600 SH DEFINED 2,3 28,600 JACK IN THE BOX INC COMMON 466367109 49,170 1,883,900 SH DEFINED 1 1,883,900 JACK IN THE BOX INC COMMON 466367109 81 3,100 SH DEFINED 1,4 3,100 JACK IN THE BOX INC COMMON 466367109 2,048 78,470 SH DEFINED 2 78,470 JACK IN THE BOX INC COMMON 466367109 188 7,200 SH DEFINED 2,3 7,200 JACOBS ENGINEERING GROUP INC COMMON 469814107 30,208 463,100 SH DEFINED 1 463,100 JACOBS ENGINEERING GROUP INC COMMON 469814107 98 1,500 SH DEFINED 1,4 1,500 JACOBS ENGINEERING GROUP INC COMMON 469814107 3,023 46,340 SH DEFINED 2 46,340 JACOBS ENGINEERING GROUP INC COMMON 469814107 326 5,000 SH DEFINED 2,3 5,000 JAZZTEL PLC ADR COMMON 47214R152 51 8,609 SH DEFINED 1 8,609 JDS UNIPHASE CORP COMMON 46612J101 9,899 791,880 SH DEFINED 1 791,880 JDS UNIPHASE CORP COMMON 46612J101 1,284 102,700 SH DEFINED 2 102,700 JDS UNIPHASE CORP COM COMMON 46612J101 28 1,696 SH DEFINED 5 1,696 JEFFERSON SMURFIT GRP ADR COMMON 47508W107 317 16,500 SH DEFINED 1 16,500 JOHN HANCOCK FINANCIAL SERVICES COMMON 41014S106 6,430 159,700 SH DEFINED 1,4 159,700 JOHNSON & JOHNSON COMMON 478160104 682,446 13,648,920 SH DEFINED 1 13,648,920 JOHNSON & JOHNSON COMMON 478160104 126,900 2,538,000 SH DEFINED 1,2 2,538,000 JOHNSON & JOHNSON COMMON 478160104 18,260 365,200 SH DEFINED 2 365,200 JOHNSON & JOHNSON COMMON 478160104 1,350 27,000 SH DEFINED 2,3 27,000
Page 50 53 JOHNSON CONTROLS INC COMMON 478366107 5,073 70,000 SH DEFINED 1,4 70,000 JONES APPAREL GROUP INC COMMON 480074103 55,676 1,288,800 SH DEFINED 1 1,288,800 JONES APPAREL GROUP INC COMMON 480074103 1,037 24,000 SH DEFINED 1,4 24,000 JONES APPAREL GROUP INC COMMON 480074103 4,912 113,710 SH DEFINED 2 113,710 JONES APPAREL GROUP INC COMMON 480074103 419 9,700 SH DEFINED 2,3 9,700 JONES APPAREL GROUP INC COMMON 480074103 18 409 SH DEFINED 5 409 JP MORGAN CHASE & CO COMMON 46625H100 1,048,523 23,509,490 SH DEFINED 1 23,509,490 JP MORGAN CHASE & CO COMMON 46625H100 691,300 15,500,000 SH DEFINED 1,2 15,500,000 JP MORGAN CHASE & CO COMMON 46625H100 2,230 50,000 SH DEFINED 1,4 50,000 JP MORGAN CHASE & CO COMMON 46625H100 52,917 1,186,480 SH DEFINED 2 1,186,480 JP MORGAN CHASE & CO COMMON 46625H100 2,430 54,490 SH DEFINED 2,3 54,490 JUNIPER NETWORKS INC COMMON 48203R104 10,985 353,200 SH DEFINED 1 353,200 JUNIPER NETWORKS INC COMMON 48203R104 435 14,000 SH DEFINED 1,4 14,000 JUNIPER NETWORKS INC COMMON 48203R104 2,787 89,600 SH DEFINED 2 89,600 JUNIPER NETWORKS INC COMMON 48203R104 22 524 SH DEFINED 5 524 KEANE INC COMMON 486665102 17,017 773,500 SH DEFINED 1 773,500 KEANE INC COMMON 486665102 62 2,800 SH DEFINED 1,4 2,800 KEANE INC COMMON 486665102 1,879 85,400 SH DEFINED 2 85,400 KEANE INC COMMON 486665102 167 7,600 SH DEFINED 2,3 7,600 KEITHLEY INSTRUMENTS INC COMMON 487584104 3,834 180,000 SH DEFINED 1 180,000 KEITHLEY INSTRUMENTS INC COMMON 487584104 43 2,000 PUT DEFINED 6 2,000 KEMET CORP COMMON 488360108 3,368 170,000 SH DEFINED 1 170,000 KENNAMETAL INC COMMON 489170100 9,225 250,000 SH DEFINED 1 250,000 KERR-MCGEE CORP COMMON 492386107 38,814 585,700 SH DEFINED 1 585,700 KERR-MCGEE CORP COMMON 492386107 3,002 45,300 SH DEFINED 2 45,300 KERR-MCGEE CVT CONVERT 492386AP2 1,229 1,000,000 PRN DEFINED 1 1,000,000 KESTREL SOLUTIONS CVT 144A CONVERT 49254QAA0 10,005 17,250,000 PRN DEFINED 1 17,250,000
Page 51 54 KEY ENERGY GROUP COMMON 492914106 19,844 1,830,600 SH DEFINED 1 1,830,600 KEY ENERGY GROUP COMMON 492914106 254 23,400 SH DEFINED 1,4 23,400 KEYSPAN CORP COMMON 49337W100 3,385 92,800 SH DEFINED 1 92,800 KIMBERLY-CLARK CORP COMMON 494368103 235,797 4,218,200 SH DEFINED 1 4,218,200 KIMBERLY-CLARK CORP COMMON 494368103 4,757 85,100 SH DEFINED 2 85,100 KINDER MORGAN INC COMMON 49455P101 57,164 1,137,600 SH DEFINED 1 1,137,600 KINDER MORGAN INC COMMON 49455P101 884 17,600 SH DEFINED 1,4 17,600 KINDER MORGAN INC COMMON 49455P101 7,015 139,600 SH DEFINED 2 139,600 KINDER MORGAN INC COMMON 49455P101 337 6,700 SH DEFINED 2,3 6,700 KING PHARMACEUTICALS INC COMMON 495582108 73,740 1,371,900 SH DEFINED 1 1,371,900 KING PHARMACEUTICALS INC COMMON 495582108 66,113 1,230,000 SH DEFINED 1,2 1,230,000 KING PHARMACEUTICALS INC COMMON 495582108 8,665 161,200 SH DEFINED 1,4 161,200 KING PHARMACEUTICALS INC COMMON 495582108 108 2,000 SH DEFINED 2 2,000 KING PHARMACEUTICALS INC COMMON 495582108 882 16,400 SH DEFINED 2,3 16,400 KING PHARMACEUTICALS INC COMMON 495582108 38 757 SH DEFINED 5 757 KLA-TENCOR CORP COMMON 482480100 132,329 2,263,200 SH DEFINED 1 2,263,200 KLA-TENCOR CORP COMMON 482480100 133,955 2,291,000 SH DEFINED 1,2 2,291,000 KLA-TENCOR CORP COMMON 482480100 8,513 145,600 SH DEFINED 1,4 145,600 KLA-TENCOR CORP COMMON 482480100 7,198 123,100 SH DEFINED 2 123,100 KLA-TENCOR CORP COMMON 482480100 848 14,500 SH DEFINED 2,3 14,500 KLA-TENCOR CORP COMMON 482480100 34 663 SH DEFINED 5 663 KMC TELECOM HLDNGS-WTSEXP 4/15/08 COMMON 482562121 - 35 SH DEFINED 1 35 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 1 53,095 SH DEFINED 1 53,095 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 - 500 SH DEFINED 2,3 500 KOHLS CORP COMMON 500255104 72,767 1,160,000 SH DEFINED 1 1,160,000 KOHLS CORP COMMON 500255104 323,022 5,149,400 SH DEFINED 1,2 5,149,400 KOHLS CORP COMMON 500255104 16,542 263,700 SH DEFINED 1,4 263,700 KOHLS CORP COMMON 500255104 15,363 244,900 SH DEFINED 2 244,900 KOHLS CORP COMMON 500255104 1,148 18,300 SH DEFINED 2,3 18,300 KOHLS CORP COMMON 500255104 44 711 SH DEFINED 5 711
Page 52 55 KOPIN CORP COMMON 500600101 3,619 298,100 SH DEFINED 1 298,100 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 29,073 1,322,706 SH DEFINED 1 1,322,706 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 4,359 198,300 SH DEFINED 1,4 198,300 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 3,130 142,419 SH DEFINED 2 142,419 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 124 5,650 SH DEFINED 2,3 5,650 KRAFT FOODS INC A COMMON 50075N104 15,717 507,000 SH DEFINED 1 507,000 KRAFT FOODS INC A COMMON 50075N104 2,021 65,200 SH DEFINED 2 65,200 KROGER CORP COMMON 501044101 371,885 14,875,400 SH DEFINED 1 14,875,400 KROGER CORP COMMON 501044101 4,318 172,700 SH DEFINED 2 172,700 KULICKE & SOFFA INDUSTRIES COMMON 501242101 7,722 450,000 SH DEFINED 1 450,000 L S I LOGIC CORP COMMON 502161102 4,813 256,000 SH DEFINED 1 256,000 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 41,454 543,300 SH DEFINED 1 543,300 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 69,433 910,000 SH DEFINED 1,2 910,000 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 7,569 99,200 SH DEFINED 1,4 99,200 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 5,951 78,000 SH DEFINED 2 78,000 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 382 5,000 SH DEFINED 2,3 5,000 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 109,967 1,430,000 SH DEFINED 1 1,430,000 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 83,052 1,080,000 SH DEFINED 1,2 1,080,000 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 12,264 159,480 SH DEFINED 1,4 159,480 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 7,598 98,810 SH DEFINED 2 98,810 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 1,230 16,000 SH DEFINED 2,3 16,000 LABRANCHE & CO INC COMMON 505447102 12,975 447,400 SH DEFINED 1 447,400 LABRANCHE & CO INC COMMON 505447102 32 1,100 SH DEFINED 1,4 1,100 LABRANCHE & CO INC COMMON 505447102 910 31,370 SH DEFINED 2 31,370 LABRANCHE & CO INC COMMON 505447102 81 2,800 SH DEFINED 2,3 2,800 LAM RESEARCH CORP COMMON 512807108 38,717 1,305,800 SH DEFINED 1 1,305,800 LAM RESEARCH CORP COMMON 512807108 5,957 200,900 SH DEFINED 1,4 200,900 LAM RESEARCH CORP COMMON 512807108 2,479 83,620 SH DEFINED 2 83,620 LAM RESEARCH CORP COMMON 512807108 113 3,800 SH DEFINED 2,3 3,800
Page 53 56 LAMAR ADV CVT 5.25 CONVERT 512815AF8 1,472 1,300,000 PRN DEFINED 1 1,300,000 LAMAR ADVERTISING CO COMMON 512815101 97,326 2,211,950 SH DEFINED 1 2,211,950 LAMAR ADVERTISING CO COMMON 512815101 198,000 4,500,000 SH DEFINED 1,2 4,500,000 LAMAR ADVERTISING CO COMMON 512815101 1,109 25,200 SH DEFINED 1,4 25,200 LAMAR ADVERTISING CO COMMON 512815101 21,349 485,200 SH DEFINED 2 485,200 LAMAR ADVERTISING CO COMMON 512815101 1,056 24,000 SH DEFINED 2,3 24,000 LAMAR ADVERTISING CO COMMON 512815101 15 350 SH DEFINED 6 350 LARGE SCALE BIOLOGY CORP COMMON 517053104 767 108,000 SH DEFINED 1 108,000 LATTICE SEMICONDUCTOR CORP COMMON 518415104 37,674 1,544,000 SH DEFINED 1 1,544,000 LEAR CORPORATION COMMON 521865105 10,976 314,500 SH DEFINED 1 314,500 LEGG MASON INC COMMON 524901105 30,976 622,500 SH DEFINED 1 622,500 LEGG MASON INC COMMON 524901105 10,375 208,500 SH DEFINED 1,4 208,500 LEGG MASON INC COMMON 524901105 2,236 44,940 SH DEFINED 2 44,940 LEGG MASON INC COMMON 524901105 199 4,000 SH DEFINED 2,3 4,000 LEHMAN BROTHERS HOLDING INC COMMON 524908100 29,934 385,000 SH DEFINED 1 385,000 LEHMAN BROTHERS HOLDING INC COMMON 524908100 5,831 75,000 SH DEFINED 1,4 75,000 LEHMAN BROTHERS HOLDING INC COMMON 524908100 117 1,500 SH DEFINED 2,3 1,500 LENNAR CORP COMMON 526057104 1,017 24,400 SH DEFINED 1 24,400 LENNAR CORP COMMON 526057104 63 1,500 SH DEFINED 2 1,500 LEXICON GENETICS INC COMMON 528872104 875 70,000 SH DEFINED 1 70,000 LIFEPOINT HOSPITALS INC COMMON 53219L109 75,546 1,706,100 SH DEFINED 1 1,706,100 LIFEPOINT HOSPITALS INC COMMON 53219L109 120 2,700 SH DEFINED 1,4 2,700 LIFEPOINT HOSPITALS INC COMMON 53219L109 3,537 79,870 SH DEFINED 2 79,870 LIFEPOINT HOSPITALS INC COMMON 53219L109 447 10,100 SH DEFINED 2,3 10,100 LIGHTBRIDGE INC COMMON 532226107 2,276 117,300 SH DEFINED 1 117,300 LIGHTBRIDGE INC COMMON 532226107 10 500 SH DEFINED 2,3 500
Page 54 57 LILLY (ELI) & CO COMMON 532457108 7,400 100,000 SH DEFINED 1 100,000 LILLY (ELI) & CO COMMON 532457108 407 5,500 SH DEFINED 2 5,500 LINCARE HOLDINGS INC COMMON 532791100 68,384 2,213,800 SH DEFINED 1 2,213,800 LINCARE HOLDINGS INC COMMON 532791100 586 19,000 SH DEFINED 1,4 19,000 LINCARE HOLDINGS INC COMMON 532791100 5,749 186,860 SH DEFINED 2 186,860 LINCARE HOLDINGS INC COMMON 532791100 371 12,000 SH DEFINED 2,3 12,000 LINCOLN NATL CORP COMMON 534187109 6,495 125,500 SH DEFINED 1,4 125,500 LINEAR TECHNOLOGY CORP COMMON 535678106 20,867 471,900 SH DEFINED 1 471,900 LINEAR TECHNOLOGY CORP COMMON 535678106 101,706 2,300,000 SH DEFINED 1,2 2,300,000 LINEAR TECHNOLOGY CORP COMMON 535678106 4,802 108,600 SH DEFINED 2 108,600 LINEAR TECHNOLOGY CORP COMMON 535678106 367 8,300 SH DEFINED 2,3 8,300 LINEAR TECHNOLOGY CORP COMMON 535678106 15 318 SH DEFINED 5 318 LINENS 'N THINGS INC COMMON 535679104 11,198 409,900 SH DEFINED 1 409,900 LOCKHEAD MARTIN CORP COMMON 539830109 31,311 845,100 SH DEFINED 1 845,100 LOCKHEAD MARTIN CORP COMMON 539830109 214,890 5,800,000 SH DEFINED 1,2 5,800,000 LOCKHEAD MARTIN CORP COMMON 539830109 1,578 42,600 SH DEFINED 1,4 42,600 LOCKHEAD MARTIN CORP COMMON 539830109 5,698 153,800 SH DEFINED 2 153,800 LOCKHEAD MARTIN CORP COMMON 539830109 1,849 49,900 SH DEFINED 2,3 49,900 LOEWS CORP COMMON 540424108 1,012 15,700 SH DEFINED 1 15,700 LOEWS CORP COMMON 540424108 4,368 67,800 SH DEFINED 1,4 67,800 LOEWS CORP COMMON 540424108 58 900 SH DEFINED 2 900 LONG DISTANCE INTL WTS EXP 4/13/08 COMMON 542904115 - 26,430 SH DEFINED 1 26,430 LONG DISTANCE INTL WTS EXP 4/13/08 COMMON 542904115 - 300 SH DEFINED 2,3 300 LOUIS DREYFUS NATURAL GAS CORP COMMON 546011107 5,196 149,100 SH DEFINED 1 149,100 LOWES COMPANIES CVT 144A CONVERT 548661CD7 4,953 7,000,000 PRN DEFINED 1 7,000,000
Page 55 58 LOWE'S COMPANIES INC COMMON 548661107 20,089 276,900 SH DEFINED 1 276,900 LOWE'S COMPANIES INC COMMON 548661107 227,930 3,141,700 SH DEFINED 1,2 3,141,700 LOWE'S COMPANIES INC COMMON 548661107 15,344 211,500 SH DEFINED 2 211,500 LOWE'S COMPANIES INC COMMON 548661107 1,262 17,400 SH DEFINED 2,3 17,400 LSI LOGIC CORP COMMON 502161102 16 858 SH DEFINED 5 858 LTX CORP COMMON 502392103 16,974 664,100 SH DEFINED 1 664,100 LTX CORP COMMON 502392103 41 1,600 SH DEFINED 1,4 1,600 LTX CORP COMMON 502392103 1,304 51,020 SH DEFINED 2 51,020 LTX CORP COMMON 502392103 112 4,400 SH DEFINED 2,3 4,400 LUMINENT INC COMMON 55027R103 1,260 300,000 SH DEFINED 1 300,000 LYNX THERAPEUTICS COMMON 551812308 274 40,000 SH DEFINED 1 40,000 MACROMEDIA INC COMMON 556100105 3,525 186,500 SH DEFINED 1 186,500 MACROMEDIA INC COMMON 556100105 480 25,400 SH DEFINED 1,4 25,400 MACROMEDIA INC COMMON 556100105 1,852 98,000 SH DEFINED 2 98,000 MACROVISION CORP COMMON 555904101 69,740 1,018,100 SH DEFINED 1 1,018,100 MACROVISION CORP COMMON 555904101 1,041 15,200 SH DEFINED 1,4 15,200 MACROVISION CORP COMMON 555904101 6,709 97,940 SH DEFINED 2 97,940 MACROVISION CORP COMMON 555904101 295 4,300 SH DEFINED 2,3 4,300 MANAGEMENT NETWORK GROUP INC COMMON 561693102 1,525 250,000 SH DEFINED 1 250,000 MARINE DRILLING CO INC COMMON 568240204 47,045 2,461,800 SH DEFINED 1 2,461,800 MARINE DRILLING CO INC COMMON 568240204 99 5,200 SH DEFINED 1,4 5,200 MARINE DRILLING CO INC COMMON 568240204 3,106 162,530 SH DEFINED 2 162,530 MARINE DRILLING CO INC COMMON 568240204 241 12,600 SH DEFINED 2,3 12,600 MARSH & MCLENNAN CO COMMON 571748102 91,026 901,250 SH DEFINED 1 901,250 MARSH & MCLENNAN CO COMMON 571748102 75,750 750,000 SH DEFINED 1,2 750,000 MARSH & MCLENNAN CO COMMON 571748102 1,010 10,000 SH DEFINED 1,4 10,000 MARSH & MCLENNAN CO COMMON 571748102 4,777 47,300 SH DEFINED 2 47,300 MARSH & MCLENNAN CO COMMON 571748102 23 217 SH DEFINED 5 217
Page 56 59 MARTIN MARIETTA MATERIALS INC COMMON 573284106 8,661 175,000 SH DEFINED 1 175,000 MASCO CORP COMMON 574599106 82,715 3,313,900 SH DEFINED 1 3,313,900 MASSEY ENERGY COMPANY COMMON 576206106 988 50,000 SH DEFINED 1 50,000 MATTEL INC COMMON 577081102 120,641 6,376,360 SH DEFINED 1 6,376,360 MATTSON TECHNOLOGY INC COMMON 577223100 3,496 200,000 SH DEFINED 1 200,000 MATTSON TECHNOLOGY INC COMMON 577223100 7 400 SH DEFINED 6 400 MAVERICK TUBE CORP COMMON 577914104 1,695 100,000 SH DEFINED 1 100,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 19,284 436,200 SH DEFINED 1 436,200 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 66,315 1,500,000 SH DEFINED 1,2 1,500,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 5,177 117,100 SH DEFINED 1,4 117,100 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 4,868 110,100 SH DEFINED 2 110,100 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 363 8,200 SH DEFINED 2,3 8,200 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 7 140 SH DEFINED 5 140 MAXIMUS INC COMMON 577933104 1,363 34,000 SH DEFINED 1 34,000 MAXYGEN INC COMMON 577776107 1,164 60,000 SH DEFINED 1 60,000 MBNA CORP COMMON 55262L100 13,351 405,200 SH DEFINED 1 405,200 MBNA CORP COMMON 55262L100 105,832 3,211,900 SH DEFINED 1,2 3,211,900 MBNA CORP COMMON 55262L100 7,328 222,400 SH DEFINED 2 222,400 MBNA CORP COMMON 55262L100 563 17,100 SH DEFINED 2,3 17,100 MCCAW INTL LTD WTS EXP 4/15/07 COMMON 579472119 602 39,500 SH DEFINED 1 39,500 MCDATA CORP COMMON 580031102 1,053 48,200 SH DEFINED 1 48,200 MCDATA CORP COMMON 580031102 55 2,500 SH DEFINED 2 2,500 MCDATA CORP CL A COMMON 580031201 2,412 137,451 SH DEFINED 1 137,451 MCDATA CORP CL A COMMON 580031201 27,456 1,564,420 SH DEFINED 1,2 1,564,420 MCDATA CORP CL A COMMON 580031201 1,913 109,025 SH DEFINED 2 109,025 MCDATA CORP CL A COMMON 580031201 146 8,337 SH DEFINED 2,3 8,337
Page 57 60 MCKESSON HBOC INC COMMON 58155Q103 115,473 3,110,800 SH DEFINED 1 3,110,800 MCKESSON HBOC INC COMMON 58155Q103 92 2,470 SH DEFINED 1,4 2,470 MCKESSON HBOC INC COMMON 58155Q103 2,078 55,990 SH DEFINED 2 55,990 MCKESSON HBOC INC COMMON 58155Q103 186 5,000 SH DEFINED 2,3 5,000 MCLEOD INC COMMON 582266102 8,434 1,837,500 SH DEFINED 1 1,837,500 MCLEOD INC COMMON 582266102 945 205,800 SH DEFINED 2 205,800 MDU RESOURCES GROUP INC COMMON 552690109 826 26,100 SH DEFINED 1 26,100 MED DESIGN CORP COMMON 583926100 9,847 326,700 SH DEFINED 1 326,700 MED DESIGN CORP COMMON 583926100 21 700 SH DEFINED 6 700 MEDAREX INC COMMON 583916101 524 22,300 SH DEFINED 1 22,300 MEDIACOM COMMUNICATIONS CORP COMMON 58446K105 16,751 948,500 SH DEFINED 1 948,500 MEDIAONE GROUP CVT PFD 7.00% CONVERT 58440J500 866 32,200 SH DEFINED 1 32,200 MEDICINES CO COMMON 584688105 102 5,000 SH DEFINED 1 5,000 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 60,044 1,132,900 SH DEFINED 1 1,132,900 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 106,000 2,000,000 SH DEFINED 1,2 2,000,000 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 1,176 22,180 SH DEFINED 1,4 22,180 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 14,476 273,130 SH DEFINED 2 273,130 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 702 13,250 SH DEFINED 2,3 13,250 MEDIMMUNE INC COMMON 584699102 16,723 354,300 SH DEFINED 1 354,300 MEDIMMUNE INC COMMON 584699102 5 100 SH DEFINED 2,3 100 MEDTRONIC INC COMMON 585055106 121,319 2,636,800 SH DEFINED 1 2,636,800 MEDTRONIC INC COMMON 585055106 184,040 4,000,000 SH DEFINED 1,2 4,000,000 MEDTRONIC INC COMMON 585055106 575 12,500 SH DEFINED 1,4 12,500 MEDTRONIC INC COMMON 585055106 16,196 352,000 SH DEFINED 2 352,000 MEDTRONIC INC COMMON 585055106 736 16,000 SH DEFINED 2,3 16,000 MEDTRONIC INC COMMON 585055106 19 447 SH DEFINED 5 447 MELLON FINANCIAL CORP COMMON 58551A108 5,824 126,600 SH DEFINED 1 126,600
Page 58 61 MENTOR CORP COMMON 587188103 2,993 105,000 SH DEFINED 1 105,000 MENTOR GRAPHICS CORP COMMON 587200106 8,612 492,100 SH DEFINED 1 492,100 MENTOR GRAPHICS CORP COMMON 587200106 46 2,600 SH DEFINED 2 2,600 MENTOR GRAPHICS CORP COMMON 587200106 9 500 SH DEFINED 2,3 500 MERCK & CO COMMON 589331107 80,009 1,251,900 SH DEFINED 1 1,251,900 MERCK & CO COMMON 589331107 6,723 105,200 SH DEFINED 2 105,200 MERCURY COMPUTER SYSTEMS INC COMMON 589378108 13,451 305,000 SH DEFINED 1 305,000 MERCURY COMPUTER SYSTEMS INC COMMON 589378108 26 600 SH DEFINED 2,3 600 MERCURY INTERACTIVE CORP COMMON 589405109 7,212 120,400 SH DEFINED 1 120,400 MERCURY INTERACTIVE CORP COMMON 589405109 12 200 SH DEFINED 2,3 200 MERIX CORP COMMON 590049102 7,871 450,000 SH DEFINED 1 450,000 MERIX CORP COMMON 590049102 23 1,300 SH DEFINED 6 1,300 MERRILL LYNCH & CO COMMON 590188108 236,544 3,992,300 SH DEFINED 1 3,992,300 MERRILL LYNCH & CO COMMON 590188108 362,610 6,120,000 SH DEFINED 1,2 6,120,000 MERRILL LYNCH & CO COMMON 590188108 1,778 30,000 SH DEFINED 1,4 30,000 MERRILL LYNCH & CO COMMON 590188108 29,115 491,400 SH DEFINED 2 491,400 MERRILL LYNCH & CO COMMON 590188108 1,298 21,900 SH DEFINED 2,3 21,900 MERRILL LYNCH & CO COMMON 590188108 43 665 SH DEFINED 5 665 METRIS COMPANIES INC COMMON 591598107 17,418 516,700 SH DEFINED 1 516,700 METRO ONE TELECOMMUNICATIONS COMMON 59163F105 11,190 172,500 SH DEFINED 1 172,500 METRO ONE TELECOMMUNICATIONS COMMON 59163F105 630 9,700 SH DEFINED 2 9,700 METRO ONE TELECOMMUNICATIONS COMMON 59163F105 45 700 SH DEFINED 2,3 700 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 15,548 359,500 SH DEFINED 1 359,500 MGIC INVESTMENT CORP COMMON 552848103 70,221 966,700 SH DEFINED 1 966,700 MGIC INVESTMENT CORP COMMON 552848103 2,782 38,300 SH DEFINED 2 38,300
Page 59 62 MGM GRAND INC COMMON 552953101 7,870 262,700 SH DEFINED 1 262,700 MGM GRAND INC COMMON 552953101 89,880 3,000,000 SH DEFINED 1,2 3,000,000 MGM GRAND INC COMMON 552953101 6,358 212,200 SH DEFINED 2 212,200 MGM GRAND INC COMMON 552953101 479 16,000 SH DEFINED 2,3 16,000 MICHAELS STORES INC COMMON 594087108 11,320 276,100 SH DEFINED 1 276,100 MICREL INC COMMON 594793101 32,409 982,100 SH DEFINED 1 982,100 MICREL INC COMMON 594793101 84 2,560 SH DEFINED 1,4 2,560 MICREL INC COMMON 594793101 1,854 56,170 SH DEFINED 2 56,170 MICREL INC COMMON 594793101 168 5,100 SH DEFINED 2,3 5,100 MICROCELL TELECOMMUNICATIONS COMMON 59501T304 2,414 265,257 SH DEFINED 1 265,257 MICROCHIP TECHNOLOGY INC COMMON 595017104 98,899 2,958,400 SH DEFINED 1 2,958,400 MICROCHIP TECHNOLOGY INC COMMON 595017104 141,976 4,246,968 SH DEFINED 1,2 4,246,968 MICROCHIP TECHNOLOGY INC COMMON 595017104 1,370 40,995 SH DEFINED 1,4 40,995 MICROCHIP TECHNOLOGY INC COMMON 595017104 19,406 580,508 SH DEFINED 2 580,508 MICROCHIP TECHNOLOGY INC COMMON 595017104 1,104 33,025 SH DEFINED 2,3 33,025 MICROMUSE INC COMMON 595094103 3,504 125,200 SH DEFINED 1 125,200 MICROMUSE INC COMMON 595094103 462 16,500 SH DEFINED 1,4 16,500 MICROMUSE INC COMMON 595094103 1,735 62,000 SH DEFINED 2 62,000 MICROMUSE INC COMMON 595094103 6 200 SH DEFINED 2,3 200 MICROMUSE INC COMMON 595094103 10 274 SH DEFINED 5 274 MICRON TECHNOLOGY INC COMMON 595112103 20,057 488,000 SH DEFINED 1 488,000 MICRON TECHNOLOGY INC COMMON 595112103 10,250 249,400 CALL DEFINED 6 250,000 MICRON TECHNOLOGY INC COMMON 595112103 143,850 3,500,000 SH DEFINED 1,2 3,500,000 MICRON TECHNOLOGY INC COMMON 595112103 575 14,000 SH DEFINED 1,4 14,000 MICRON TECHNOLOGY INC COMMON 595112103 10,164 247,300 SH DEFINED 2 247,300 MICRON TECHNOLOGY INC COMMON 595112103 764 18,600 SH DEFINED 2,3 18,600 MICRON TECHNOLOGY INC COMMON 595112103 6 150 SH DEFINED 6 150 MICRON TECHNOLOGY INC COMMON 595112103 25 600 CALL DEFINED 6 600 MICROSEMI CORP COMMON 595137100 1,413 19,900 SH DEFINED 1 19,900 MICROSEMI CORP COMMON 595137100 14 200 SH DEFINED 2,3 200
Page 60 63 MICROSOFT CORP COMMON 594918104 640,903 8,779,491 SH DEFINED 1 8,779,491 MICROSOFT CORP COMMON 594918104 918,311 12,579,600 SH DEFINED 1,2 12,579,600 MICROSOFT CORP COMMON 594918104 11,741 161,000 SH DEFINED 1,4 161,000 MICROSOFT CORP COMMON 594918104 53,943 739,900 SH DEFINED 2 739,900 MICROSOFT CORP COMMON 594918104 4,555 62,400 SH DEFINED 2,3 62,400 MICROSOFT CORP COMMON 594918104 17 245 SH DEFINED 5 245 MILLENIUM SEACARRIERS WTS COMMON 60036B115 - 100 SH DEFINED 1 100 MILLIPORE CORP COMMON 601073109 9,452 152,500 SH DEFINED 1 152,500 MILLIPORE CORP COMMON 601073109 682 11,000 SH DEFINED 1,4 11,000 MILLIPORE CORP COMMON 601073109 2,572 41,500 SH DEFINED 2 41,500 MIPS TECHNOLOGIES INC COMMON 604567107 4,758 275,000 SH DEFINED 1 275,000 MIPS TECHNOLOGIES INC COMMON 604567107 427 24,700 SH DEFINED 1,4 24,700 MIPS TECHNOLOGIES INC COMMON 604567107 1,583 91,500 SH DEFINED 2 91,500 MIRANT CORP COMMON 604675108 183,395 5,331,248 SH DEFINED 1 5,331,248 MIRANT CORP COMMON 604675108 92,880 2,700,000 SH DEFINED 1,2 2,700,000 MIRANT CORP COMMON 604675108 4,504 130,936 SH DEFINED 2 130,936 MIRANT CORP COMMON 604675108 974 28,300 SH DEFINED 2,3 28,300 MIRANT TRUST I CVT PFD 6.25% CONVERT 60467Q102 4,738 65,800 SH DEFINED 1 65,800 MITCHELL ENERGY & DEVELOPMENT COMMON 606592202 21,571 466,400 SH DEFINED 1 466,400 MITCHELL ENERGY & DEVELOPMENT COMMON 606592202 56 1,200 SH DEFINED 2 1,200 MOBILE MINI INC COMMON 60740F105 5,772 175,000 SH DEFINED 1 175,000 MOLDFLOW CORP COMMON 608507109 1,134 73,600 SH DEFINED 1 73,600 MOLEX INC CL A COMMON 608554200 5,394 180,875 SH DEFINED 1 180,875 MONSANTO CO NEW COMMON 61166W101 15,007 405,600 SH DEFINED 1 405,600 MONTANA POWER CO COMMON 612085100 2,067 178,200 SH DEFINED 1 178,200
Page 61 64 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 846,590 13,180,600 SH DEFINED 1 13,180,600 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 481,725 7,500,000 SH DEFINED 1,2 7,500,000 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 2,248 35,000 SH DEFINED 1,4 35,000 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 39,983 622,500 SH DEFINED 2 622,500 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 1,779 27,700 SH DEFINED 2,3 27,700 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 82 1,265 SH DEFINED 5 1,265 MOTOROLA INC COMMON 620076109 15,517 937,000 SH DEFINED 1 937,000 MRV COMMUNICATIONS INC COMMON 553477100 935 100,000 SH DEFINED 1 100,000 MSC.SOFTWARE CORP COMMON 553531104 563 30,000 SH DEFINED 1 30,000 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 1,420 200,000 SH DEFINED 1 200,000 NABORS INDUSTRIES INC COMMON 629568106 40,221 1,081,200 SH DEFINED 1 1,081,200 NABORS INDUSTRIES INC COMMON 629568106 152,509 4,099,700 SH DEFINED 1,2 4,099,700 NABORS INDUSTRIES INC COMMON 629568106 9,739 261,800 SH DEFINED 1,4 261,800 NABORS INDUSTRIES INC COMMON 629568106 7,827 210,400 SH DEFINED 2 210,400 NABORS INDUSTRIES INC COMMON 629568106 1,142 30,700 SH DEFINED 2,3 30,700 NANOMETRICS INC COMMON 630077105 2,062 75,000 SH DEFINED 1 75,000 NASDAQ-100 SHARES COMMON 631100104 85,7013 1,865,500 SH DEFINED 1 1,665,500 NASDAQ-100 SHARES COMMON 631100104 137,820 3,000,000 SH DEFINED 1,2 3,000,000 NASDAQ-100 SHARES COMMON 631100104 2,389 52,000 SH DEFINED 1,4 52,000 NASDAQ-100 SHARES COMMON 631100104 9,684 210,800 SH DEFINED 2 210,800 NASDAQ-100 SHARES COMMON 631100104 767 16,700 SH DEFINED 2,3 16,700 NASDAQ-100 SHARES COMMON 631100104 32 700 SH DEFINED 6 700 NASDAQ-100 SHARES COMMON 631100104 96 2,100 PUT DEFINED 6 2,100 NATIONAL DATA CORP COMMON 635621105 1,620 50,000 SH DEFINED 1 50,000 NATIONAL DATA CORP COMMON 635621105 544 16,800 SH DEFINED 1,4 16,800 NATIONAL DATA CORP COMMON 635621105 2,070 63,900 SH DEFINED 2 63,900
Page 62 65 NATIONAL INSTRUMENTS CORP COMMON 636518102 46,548 1,434,450 SH DEFINED 1 1,434,450 NATIONAL INSTRUMENTS CORP COMMON 636518102 125 3,860 SH DEFINED 1,4 3,860 NATIONAL INSTRUMENTS CORP COMMON 636518102 2,873 88,540 SH DEFINED 2 88,540 NATIONAL INSTRUMENTS CORP COMMON 636518102 253 7,800 SH DEFINED 2,3 7,800 NATIONAL-OILWELL INC COMMON 637071101 65,143 2,430,700 SH DEFINED 1 2,430,700 NATIONAL-OILWELL INC COMMON 637071101 842 31,400 SH DEFINED 1,4 31,400 NATIONAL-OILWELL INC COMMON 637071101 6,358 237,230 SH DEFINED 2 237,230 NATIONAL-OILWELL INC COMMON 637071101 343 12,800 SH DEFINED 2,3 12,800 NATIONAL-OILWELL INC COMMON 637071101 11 400 SH DEFINED 6 400 NATIONWIDE FINANCIAL SERVICES- CL A COMMON 638612101 12,580 288,200 SH DEFINED 1 288,200 NBTY INC COMMON 628782104 249 20,000 SH DEFINED 1 20,000 NEORX CORP COMMON 640520300 151 50,000 SH DEFINED 1 50,000 NETAMERICA.COM WTS 144A COMMON 754091924 - 83,333 SH DEFINED 1 83,333 NETEGRITY INC COMMON 64110P107 4,050 135,000 SH DEFINED 1 135,000 NETWORK ASSOCIATES INC COMMON 640938106 286 23,000 SH DEFINED 1 23,000 NETWORK ASSOCIATES INC COMMON 640938106 2 200 SH DEFINED 2,3 200 NEW FOCUS INC COMMON 644383101 1,238 150,000 SH DEFINED 1 150,000 NEWFIELD EXPLORATION CO COMMON 651290108 20,538 640,600 SH DEFINED 1 640,600 NEWFIELD EXPLORATION CO COMMON 651290108 58 1,800 SH DEFINED 1,4 1,800 NEWFIELD EXPLORATION CO COMMON 651290108 1,794 55,970 SH DEFINED 2 55,970 NEWFIELD EXPLORATION CO COMMON 651290108 160 5,000 SH DEFINED 2,3 5,000 NEWPARK RESOURCES INC COMMON 651718504 2,775 250,000 SH DEFINED 1 250,000 NEWPORT CORP COMMON 651824104 2,253 85,000 SH DEFINED 1 85,000 NEWPORT CORP COMMON 651824104 395 14,900 SH DEFINED 1,4 14,900 NEWPORT CORP COMMON 651824104 1,558 58,800 SH DEFINED 2 58,800
Page 63 66 NEWPOWER HOLDINGS INC COMMON 652463100 512 56,900 SH DEFINED 1 56,900 NEWPOWER HOLDINGS INC COMMON 652463100 1,060 117,800 SH DEFINED 1,4 117,800 NEXTEL COMM CVT 144A CONVERT 65332VAW3 610 1,000,000 PRN DEFINED 1 1,000,000 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 578,849 33,077,090 SH DEFINED 1 33,077,090 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 10,596 605,500 SH DEFINED 2 605,500 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 33 1,900 SH DEFINED 2,3 1,900 NEXTEL INTERNATIONAL CL B COMMON 65332A927 - 18 SH DEFINED 2 18 NEXTEL PARTNERS INC CL A COMMON 65333F107 14,693 946,700 SH DEFINED 1 946,700 NEXTEL PARTNERS INC CL A COMMON 65333F107 106 6,800 SH DEFINED 2,3 6,800 NIAGARA MOHAWK HOLDINGS INC COMMON 653520106 10,078 569,700 SH DEFINED 1 569,700 NIKE INC CL B COMMON 654106103 14,835 353,300 SH DEFINED 1 353,300 NIKE INC CL B COMMON 654106103 83,980 2,000,000 SH DEFINED 1,2 2,000,000 NIKE INC CL B COMMON 654106103 5,942 141,500 SH DEFINED 2 141,500 NIKE INC CL B COMMON 654106103 445 10,600 SH DEFINED 2,3 10,600 NISOURCE INC COMMON 65473P105 13,241 484,500 SH DEFINED 1 484,500 NMS COMMUNICATIONS CORP COMMON 629248105 3,500 500,000 SH DEFINED 1 500,000 NOBLE AFFILIATES INC COMMON 654894104 3,712 105,000 SH DEFINED 1 105,000 NOBLE DRILLING CORP COMMON 655042109 25,909 791,100 SH DEFINED 1 791,100 NOBLE DRILLING CORP COMMON 655042109 112,005 3,420,000 SH DEFINED 1,2 3,420,000 NOBLE DRILLING CORP COMMON 655042109 6,835 208,700 SH DEFINED 2 208,700 NOBLE DRILLING CORP COMMON 655042109 681 20,800 SH DEFINED 2,3 20,800 NOKIA CORP ADR COMMON 654902204 333,329 15,123,800 SH DEFINED 1 15,123,800 NOKIA CORP ADR COMMON 654902204 225,910 10,250,000 SH DEFINED 1,2 10,250,000 NOKIA CORP ADR COMMON 654902204 22,353 1,014,200 SH DEFINED 2 1,014,200 NOKIA CORP ADR COMMON 654902204 972 44,100 SH DEFINED 2,3 44,100 NOKIA CORP ADR COMMON 654902204 13 449 SH DEFINED 5 449
Page 64 67 NORTEL NETWORKS CORP COMMON 656568102 36,377 4,001,900 SH DEFINED 1 4,001,900 NORTEL NETWORKS CORP COMMON 656568102 34,088 3,750,000 CALL DEFINED 1 3,750,000 NORTEL NETWORKS CORP COMMON 656568102 22,576 2,483,578 SH DEFINED 1,4 2,483,578 NORTEL NETWORKS CORP COMMON 656568102 3,148 346,300 SH DEFINED 2 346,300 NORTEL NETWORKS CORP COMMON 656568102 13 1,385 SH DEFINED 5 1,385 NORTEL NETWORKS CORP COMMON 656568102 9 1,000 CALL DEFINED 6 1,000 NORTHROP GRUMMAN CO COMMON 666807102 5,263 65,700 SH DEFINED 1 65,700 NORTHROP GRUMMAN CO COMMON 666807102 60,075 750,000 SH DEFINED 1,2 750,000 NORTHROP GRUMMAN CO COMMON 666807102 4,237 52,900 SH DEFINED 2 52,900 NORTHROP GRUMMAN CO COMMON 666807102 320 4,000 SH DEFINED 2,3 4,000 NOVELLUS SYSTEMS INC COMMON 670008101 48,544 854,800 SH DEFINED 1 854,800 NOVELLUS SYSTEMS INC COMMON 670008101 6,900 121,500 SH DEFINED 1,2 121,500 NOVELLUS SYSTEMS INC COMMON 670008101 1,965 34,600 SH DEFINED 1,4 34,600 NOVELLUS SYSTEMS INC COMMON 670008101 3,583 63,100 SH DEFINED 2 63,100 NOVELLUS SYSTEMS INC COMMON 670008101 85 1,500 SH DEFINED 2,3 1,500 NOVELLUS SYSTEMS INC COMMON 670008101 39 821 SH DEFINED 5 821 NOVEN PHARMACEUTICALS INC COMMON 670009109 947 24,150 SH DEFINED 1 24,150 NRG ENEGRY INC COMMON 629377102 20,766 940,500 SH DEFINED 1 940,500 NRG ENEGRY INC COMMON 629377102 556 25,200 SH DEFINED 1,4 25,200 NRG ENEGRY INC COMMON 629377102 2,175 98,500 SH DEFINED 2 98,500 NTELOS INC-WT 144A COMMON 67019U119 10 19,865 SH DEFINED 1 19,865 NTELOS INC-WT 144A COMMON 67019U119 - 60 SH DEFINED 2 60 NTELOS INC-WT 144A COMMON 67019U119 - 75 SH DEFINED 2,3 75 NUANCE COMMUNICATIONS INC COMMON 669967101 3,604 200,000 SH DEFINED 1 200,000 NVIDIA CORP COMMON 67066G104 28,391 306,100 SH DEFINED 1 306,100 NVIDIA CORP COMMON 67066G104 52,868 570,000 SH DEFINED 1,2 570,000 NVIDIA CORP COMMON 67066G104 584 6,300 SH DEFINED 2,3 6,300 OAK TECHNOLOGY INC COMMON 671802106 849 80,200 SH DEFINED 1 80,200 OAK TECHNOLOGY INC COMMON 671802106 8 800 SH DEFINED 2,3 800
Page 65 68 OCEANEERING INTERNATIONAL INC COMMON 675232102 129 6,200 SH DEFINED 1 6,200 OCEANEERING INTERNATIONAL INC COMMON 675232102 52 2,500 SH DEFINED 1,4 2,500 ODYSSEY RE HOLDINGS CORP COMMON 67612W108 6,686 370,000 SH DEFINED 1 370,000 OM GROUP INC COMMON 670872100 51,581 917,000 SH DEFINED 1 917,000 OM GROUP INC COMMON 670872100 163 2,900 SH DEFINED 1,4 2,900 OM GROUP INC COMMON 670872100 3,855 68,530 SH DEFINED 2 68,530 OM GROUP INC COMMON 670872100 343 6,100 SH DEFINED 2,3 6,100 OMNICOM GROUP INC COMMON 681919106 816,252 9,491,300 SH DEFINED 1 9,491,300 OMNICOM GROUP INC COMMON 681919106 258,000 3,000,000 SH DEFINED 1,2 3,000,000 OMNICOM GROUP INC COMMON 681919106 7,499 87,200 SH DEFINED 1,4 87,200 OMNICOM GROUP INC COMMON 681919106 38,201 444,200 SH DEFINED 2 444,200 OMNICOM GROUP INC COMMON 681919106 1,514 17,600 SH DEFINED 2,3 17,600 OMNICOM GROUP INC COMMON 681919106 21 225 SH DEFINED 5 225 ON ASSIGNMENT INC COMMON 682159108 5,535 307,500 SH DEFINED 1 307,500 ON ASSIGNMENT INC COMMON 682159108 18 1,000 SH DEFINED 1,4 1,000 ON ASSIGNMENT INC COMMON 682159108 497 27,600 SH DEFINED 2 27,600 ON ASSIGNMENT INC COMMON 682159108 47 2,600 SH DEFINED 2,3 2,600 ONESOURCE INFORMATION SERVICE COMMON 68272J106 2,100 250,000 SH DEFINED 1 250,000 ONI SYSTEMS CORP COMMON 68273F103 5,951 213,300 SH DEFINED 1 213,300 ONI SYSTEMS CORP COMMON 68273F103 3 100 SH DEFINED 2,3 100 ONO FINANCE PLC WARRANT COMMON 682735113 17 550 SH DEFINED 1 550 OPENWAVE SYSTEMS INC COMMON 683718100 2,311 66,600 SH DEFINED 1 66,600 OPENWAVE SYSTEMS INC COMMON 683718100 28 800 SH DEFINED 2,3 800 OPTIMAL ROBOTICS CORP COMMON 68388R208 1,900 50,000 SH DEFINED 1 50,000
Page 66 69 ORACLE SYSTEMS CORP COMMON 68389X105 329,918 17,364,100 SH DEFINED 1 17,364,100 ORACLE SYSTEMS CORP COMMON 68389X105 109,408 5,758,300 SH DEFINED 1,2 5,758,300 ORACLE SYSTEMS CORP COMMON 68389X105 1,425 75,000 SH DEFINED 1,4 75,000 ORACLE SYSTEMS CORP COMMON 68389X105 11,345 597,100 SH DEFINED 2 597,100 ORACLE SYSTEMS CORP COMMON 68389X105 492 25,900 SH DEFINED 2,3 25,900 ORACLE SYSTEMS CORP COMMON 68389X105 31 1,998 SH DEFINED 5 1,998 ORAPHARMA INC COMMON 68554E106 3,243 570,000 SH DEFINED 1 570,000 ORATEC INTERVENTIONS INC COMMON 68554M108 46 5,000 SH DEFINED 1 5,000 ORCHID BIOSCIENCES INC COMMON 68571P100 3,443 450,000 SH DEFINED 1 450,000 ORION POWER HOLDINGS INC COMMON 686286105 54,315 2,281,200 SH DEFINED 1 2,281,200 ORTHALLIANCE INC CL A COMMON 687913103 10 3,000 SH DEFINED 6 3,000 ORTHODONTIC CENTERS OF AMERICA COMMON 68750P103 13,946 458,900 SH DEFINED 1 458,900 O'SULLIVAN IND WTS 144A COMMON 67104R112 13 24,040 SH DEFINED 1 24,040 O'SULLIVAN INDS WT PFD SER B 144A COMMON 67104R138 13 24,040 SH DEFINED 1 24,040 OUTBACK STEAKHOUSE INC COMMON 689899102 7,992 277,500 SH DEFINED 1 277,500 OWENS & MINOR INC COMMON 690732102 95 5,000 SH DEFINED 1 5,000 OXFORD HEALTH PLANS INC COMMON 691471106 5,234 183,000 SH DEFINED 1 183,000 OXFORD HEALTH PLANS INC COMMON 691471106 28,743 1,005,000 SH DEFINED 1,2 1,005,000 OXFORD HEALTH PLANS INC COMMON 691471106 403 14,100 SH DEFINED 1,4 14,100 OXFORD HEALTH PLANS INC COMMON 691471106 1,496 52,300 SH DEFINED 2 52,300 OXFORD HEALTH PLANS INC COMMON 691471106 297 10,400 SH DEFINED 2,3 10,400 P G & E CORP COMMON 69331C108 75,180 6,712,500 SH DEFINED 1 6,712,500 P G & E CORP COMMON 69331C108 44,800 4,000,000 SH DEFINED 1,2 4,000,000 P G & E CORP COMMON 69331C108 45 4,000 SH DEFINED 2 4,000 P.F. CHANGS CHINA BISTRO INC COMMON 69333Y108 6,242 164,700 SH DEFINED 1 164,700
Page 67 70 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 13,433 598,900 SH DEFINED 1 598,900 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 599 26,700 SH DEFINED 1,4 26,700 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 2,902 129,380 SH DEFINED 2 129,380 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 70 3,100 SH DEFINED 2,3 3,100 PACIFICARE HEALTH SYSTEMS "A" COMMON 695112102 49 3,000 SH DEFINED 1 3,000 PACKARD BIOSCIENCE CO COMMON 695172205 249 30,000 SH DEFINED 1 30,000 PAIN THERAPEUTICS INC COMMON 69562K100 1,530 200,000 SH DEFINED 1 200,000 PANERA BREAD CO COMMON 69840W108 4,104 130,000 SH DEFINED 1 130,000 PARAMETRIC TECHNOLOGY COMPANY COMMON 699173100 1,396 99,800 SH DEFINED 1 99,800 PARAMETRIC TECHNOLOGY COMPANY COMMON 699173100 14 1,000 SH DEFINED 2,3 1,000 PARKER-HANNIFIN CORP COMMON 701094104 97,637 2,300,600 SH DEFINED 1 2,300,600 PARTNERRE LTD -BERMUDA COMMON G6852T105 15,268 275,600 SH DEFINED 1 275,600 PATHNET INC 144A WTS 4/15/08 COMMON 70321G117 - 30 SH DEFINED 2 30 PATTERSON DENTAL CO COMMON 703412106 10,056 335,200 SH DEFINED 1 335,200 PATTERSON DENTAL CO COMMON 703412106 36 1,200 SH DEFINED 1,4 1,200 PATTERSON DENTAL CO COMMON 703412106 1,096 36,520 SH DEFINED 2 36,520 PATTERSON DENTAL CO COMMON 703412106 99 3,300 SH DEFINED 2,3 3,300 PATTERSON-UTI ENERGY INC COMMON 703481101 68,028 3,806,800 SH DEFINED 1 3,806,800 PATTERSON-UTI ENERGY INC COMMON 703481101 763 42,710 SH DEFINED 1,4 42,710 PATTERSON-UTI ENERGY INC COMMON 703481101 6,607 368,960 SH DEFINED 2 368,960 PATTERSON-UTI ENERGY INC COMMON 703481101 366 20,500 SH DEFINED 2,3 20,500 PATTERSON-UTI ENERGY INC COMMON 703481101 9 500 SH DEFINED 6 500 PAYCHEX INC COMMON 704326107 7,981 199,518 SH DEFINED 1 199,518 PAYCHEX INC COMMON 704326107 91,752 2,293,800 SH DEFINED 1,2 2,293,800 PAYCHEX INC COMMON 704326107 6,475 161,880 SH DEFINED 2 161,880 PAYCHEX INC COMMON 704326107 487 12,187 SH DEFINED 2,3 12,187
Page 68 71 PC-TEL INC COMMON 69325Q105 1,382 150,000 SH DEFINED 1 150,000 PEABODY ENERGY CORP COMMON 704549104 3,553 108,500 SH DEFINED 1 108,500 PEABODY ENERGY CORP COMMON 704549104 1,831 55,900 SH DEFINED 1,4 55,900 PEC SOLUTIONS INC COMMON 705107100 1,514 68,500 SH DEFINED 1 68,500 PEGASUS SHIPPING LTD PREFERRED 70557C996 - 15,000 SH DEFINED 1 15,000 PEGASUS SHIPPING WTS 144A COMMON 70557C921 - 15,000 SH DEFINED 1 15,000 PEOPLESOFT INC COMMON 712713106 128,441 2,609,000 SH DEFINED 1 2,609,000 PEOPLESOFT INC COMMON 712713106 10,589 215,100 SH DEFINED 1,2 215,100 PEOPLESOFT INC COMMON 712713106 1,590 32,300 SH DEFINED 2 32,300 PEOPLESOFT INC COMMON 712713106 261 5,300 SH DEFINED 2,3 5,300 PEPSI BOTTLING GROUP INC COMMON 713409100 1,424 35,500 SH DEFINED 1 35,500 PEPSI BOTTLING GROUP INC COMMON 713409100 5,810 144,900 SH DEFINED 1,4 144,900 PEPSI BOTTLING GROUP INC COMMON 713409100 84 2,100 SH DEFINED 2 2,100 PEPSICO INC COMMON 713448108 279,256 6,318,000 SH DEFINED 1 6,318,000 PEPSICO INC COMMON 713448108 14,409 326,000 SH DEFINED 1,4 326,000 PEPSICO INC COMMON 713448108 5,003 113,200 SH DEFINED 2 113,200 PEPSICO INC COMMON 713448108 25 565 SH DEFINED 5 565 PEREGRINE SYSTEMS INC COMMON 71366Q101 25,456 877,800 SH DEFINED 1 877,800 PERFORMANCE FOOD GROUP CO. COMMON 713755106 6,046 200,000 SH DEFINED 1 200,000 PERKINELMER INC COMMON 714046109 12,457 452,500 SH DEFINED 1 452,500 PERKINELMER INC COMMON 714046109 435 15,800 SH DEFINED 1,4 15,800 PERKINELMER INC COMMON 714046109 2,676 97,220 SH DEFINED 2 97,220 PERKINELMER INC COMMON 714046109 110 4,000 SH DEFINED 2,3 4,000 PETROLEO BRASILEIRO S.A.- ADR COMMON 71654V101 149 6,350 SH DEFINED 1,4 6,350 PF.NET COMMUNICATIONS WTS 144A COMMON 69333S119 40 20,000 SH DEFINED 1 20,000
Page 69 72 PFIZER INC COMMON 717081103 1,389,162 34,685,700 SH DEFINED 1 34,685,700 PFIZER INC COMMON 717081103 565,097 14,109,800 SH DEFINED 1,2 14,109,800 PFIZER INC COMMON 717081103 2,003 50,000 SH DEFINED 1,4 50,000 PFIZER INC COMMON 717081103 54,140 1,351,800 SH DEFINED 2 1,351,800 PFIZER INC COMMON 717081103 1,734 43,300 SH DEFINED 2,3 43,300 PFIZER INC COMMON 717081103 124 2,889 SH DEFINED 5 2,889 PHARMACIA CORP COMMON 71713U102 188,701 4,106,657 SH DEFINED 1 4,106,657 PHARMACIA CORP COMMON 71713U102 96,495 2,100,000 SH DEFINED 1,2 2,100,000 PHARMACIA CORP COMMON 71713U102 414 9,000 SH DEFINED 1,4 9,000 PHARMACIA CORP COMMON 71713U102 10,601 230,700 SH DEFINED 2 230,700 PHARMACIA CORP COMMON 71713U102 77 1,583 SH DEFINED 5 1,583 PHARMACIA CVT PFD CONVERT 71713U201 14,221 352,000 SH DEFINED 1 352,000 PHARMACIA CVT PFD CONVERT 71713U201 40,400 1,000,000 SH DEFINED 1,2 1,000,000 PHILIP MORRIS COS. INC. COMMON 718154107 8,628 170,000 SH DEFINED 1,4 170,000 PHILIPS ELECTRONICS NY ADR COMMON 500472303 70,345 2,661,555 SH DEFINED 1 2,661,555 PHOENIX COMPANIES INC COMMON 71902E109 10,639 572,000 SH DEFINED 1 572,000 PHOENIX COMPANIES INC COMMON 71902E109 4,760 255,900 SH DEFINED 1,4 255,900 PHOENIX COMPANIES INC COMMON 71902E109 1,637 88,000 SH DEFINED 2 88,000 PHOTOMEDEX INC COMMON 719358103 53 10,000 SH DEFINED 1 10,000 PHOTON DYNAMICS INC COMMON 719364101 8,775 325,000 SH DEFINED 1 325,000 PHYSIOMETRIX INC COMMON 718928104 30 10,000 SH DEFINED 1 10,000 PINNACLE WEST CORP COMMON 723484101 15,713 331,500 SH DEFINED 1 331,500 PIXELWORKS INC COMMON 72581M107 69,732 1,951,100 SH DEFINED 1 1,951,100 PIXELWORKS INC COMMON 72581M107 132 3,700 SH DEFINED 1,4 3,700 PIXELWORKS INC COMMON 72581M107 5,039 142,080 SH DEFINED 2 142,080 PIXELWORKS INC COMMON 72581M107 407 11,400 SH DEFINED 2,3 11,400 PLACER DOME INC COMMON 725906101 3,871 395,000 SH DEFINED 1,4 395,000
Page 70 73 PLATO LEARNING INC COMMON 72764Y100 1,309 42,300 SH DEFINED 1 42,300 PLEXUS CORP COMMON 729132100 17,015 515,600 SH DEFINED 1 515,600 PLEXUS CORP COMMON 729132100 59 1,800 SH DEFINED 1,4 1,800 PLEXUS CORP COMMON 729132100 1,881 56,990 SH DEFINED 2 56,990 PLEXUS CORP COMMON 729132100 168 5,100 SH DEFINED 2,3 5,100 PNC FINANCIAL SERVICES GROUP COMMON 693475105 33,750 513,000 SH DEFINED 1 513,000 PNC FINANCIAL SERVICES GROUP COMMON 693475105 3,612 54,900 SH DEFINED 2 54,900 POGO PRODUCING CO COMMON 730448107 168 7,000 SH DEFINED 1 7,000 POLYCOM INC COMMON 73172K104 39,117 1,694,100 SH DEFINED 1 1,694,100 POLYCOM INC COMMON 73172K104 67 2,910 SH DEFINED 1,4 2,910 POLYCOM INC COMMON 73172K104 1,390 60,200 SH DEFINED 2 60,200 POLYCOM INC COMMON 73172K104 122 5,300 SH DEFINED 2,3 5,300 POLYCOM INC COMMON 73172K104 8 350 SH DEFINED 6 350 POLYMEDICA CORP COMMON 731738100 11,138 275,000 SH DEFINED 1 275,000 POST PROPERTIES INC COMMON 737464107 7,971 210,600 SH DEFINED 1 210,600 POWER-ONE INC COMMON 739308104 16,422 986,900 SH DEFINED 1 986,900 POWER-ONE INC COMMON 739308104 635 38,140 SH DEFINED 1,4 38,140 POWER-ONE INC COMMON 739308104 3,052 183,400 SH DEFINED 2 183,400 POWER-ONE INC COMMON 739308104 73 4,400 SH DEFINED 2,3 4,400 POWERWAVE TECHNOLOGIES INC COMMON 739363109 35,780 2,467,600 SH DEFINED 1 2,467,600 POWERWAVE TECHNOLOGIES INC COMMON 739363109 2,749 189,620 SH DEFINED 1,4 189,620 POWERWAVE TECHNOLOGIES INC COMMON 739363109 4,844 334,050 SH DEFINED 2 334,050 POWERWAVE TECHNOLOGIES INC COMMON 739363109 135 9,300 SH DEFINED 2,3 9,300 PPL CORP COMMON 69351T106 154 2,800 SH DEFINED 1 2,800 PPL CORP COMMON 69351T106 1,474 26,800 SH DEFINED 1,4 26,800 PRECISE SOFTWARE SOLUTIONS COMMON M41450103 7,675 250,000 SH DEFINED 1 250,000
Page 71 74 PRECISION DRILLING CORP COMMON 74022D100 4,530 145,000 SH DEFINED 1 145,000 PRECISION DRILLING CORP COMMON 74022D100 2,718 87,000 SH DEFINED 1,4 87,000 PREPAID LEGAL SERVICES INC COMMON 740065107 5,049 229,500 SH DEFINED 1 229,500 PRIDE INTL INC COMMON 741932107 61,222 3,222,200 SH DEFINED 1 3,222,200 PRIDE INTL INC COMMON 741932107 369 19,400 SH DEFINED 1,4 19,400 PRIDE INTL INC COMMON 741932107 3,250 171,070 SH DEFINED 2 171,070 PRIDE INTL INC COMMON 741932107 293 15,400 SH DEFINED 2,3 15,400 PRIMEDIA INC COMMON 74157K101 7,629 1,123,500 SH DEFINED 1 1,123,500 PRIORITY HEALTHCARE CORP COMMON 74264T102 3,535 125,000 SH DEFINED 1 125,000 PROBUSINESS SERVICES INC COMMON 742674104 2,655 100,000 SH DEFINED 1 100,000 PROFESSIONAL DETAILING INC COMMON 74312N107 39,827 432,900 SH DEFINED 1 432,900 PROFESSIONAL DETAILING INC COMMON 74312N107 83 900 SH DEFINED 1,4 900 PROFESSIONAL DETAILING INC COMMON 74312N107 1,555 16,900 SH DEFINED 2 16,900 PROFESSIONAL DETAILING INC COMMON 74312N107 138 1,500 SH DEFINED 2,3 1,500 PROFIT RECOVERY GROUP INTL COMMON 743168106 688 60,000 SH DEFINED 1 60,000 PROSPERITY BANCSHARES INC COMMON 743606105 957 40,000 SH DEFINED 1 40,000 PROTEIN DESIGN LABS INC COMMON 74369L103 18,220 210,000 SH DEFINED 1 210,000 PROTON ENERGY SYSTEMS INC COMMON 74371K101 164 13,700 SH DEFINED 1 13,700 PROVIDENT FINANCIAL GROUP COMMON 743866105 1,067 32,400 SH DEFINED 1 32,400 PROVIDIAN FINANCIAL CORP COMMON 74406A102 96,200 1,625,000 SH DEFINED 1 1,625,000 PROVIDIAN FINANCIAL CORP COMMON 74406A102 118,400 2,000,000 SH DEFINED 1,2 2,000,000 PROVIDIAN FINANCIAL CORP COMMON 74406A102 8,383 141,600 SH DEFINED 2 141,600 PROVIDIAN FINANCIAL CORP COMMON 74406A102 675 11,400 SH DEFINED 2,3 11,400
Page 72 75 PROVINCE HEALTHCARE CO COMMON 743977100 81,980 2,323,050 SH DEFINED 1 2,323,050 PROVINCE HEALTHCARE CO COMMON 743977100 141 3,995 SH DEFINED 1,4 3,995 PROVINCE HEALTHCARE CO COMMON 743977100 3,020 85,589 SH DEFINED 2 85,589 PROVINCE HEALTHCARE CO COMMON 743977100 270 7,650 SH DEFINED 2,3 7,650 PROXIM INC COMMON 744284100 7,631 515,600 SH DEFINED 1 515,600 PROXIM INC COMMON 744284100 30 2,000 SH DEFINED 1,4 2,000 PROXIM INC COMMON 744284100 813 55,410 SH DEFINED 2 55,410 PROXIM INC COMMON 744284100 75 5,100 SH DEFINED 2,3 5,100 PSS WORLD MEDICAL INC COMMON 69366A100 13,567 2,110,000 SH DEFINED 1 2,110,000 PUB SVC NEW HAMPSHIRE PFD SER A REFERRED 744482837 9 352 SH DEFINED 2 352 PUBLIC SERVICE ENTERPRISE GP COMMON 744573106 2,372 48,500 SH DEFINED 1 48,500 QLOGIC CORP COMMON 747277101 36,040 559,200 SH DEFINED 1 559,200 QLOGIC CORP COMMON 747277101 690 10,700 SH DEFINED 1,4 10,700 QLOGIC CORP COMMON 747277101 6,512 101,090 SH DEFINED 2 101,090 QLOGIC CORP COMMON 747277101 335 5,200 SH DEFINED 2,3 5,200 QUAKER OATS CO COMMON 747402105 22,813 250,000 SH DEFINED 1 250,000 QUAKER OATS CO COMMON 747402105 68,438 750,000 SH DEFINED 1,2 750,000 QUAKER OATS CO COMMON 747402105 73 800 SH DEFINED 2 800 QUALCOMM INC COMMON 747525103 2,222 38,000 SH DEFINED 1 38,000 QUALCOMM INC COMMON 747525103 13 214 SH DEFINED 5 214 QUANTA SERVICES INC COMMON 74762E102 19,248 873,300 SH DEFINED 1 873,300 QUANTA SERVICES INC COMMON 74762E102 3,368 152,800 SH DEFINED 1,4 152,800 QUANTA SERVICES INC COMMON 74762E102 2,211 100,300 SH DEFINED 2 100,300 QUEST DIAGNOSTICS INC COMMON 74834L100 58,630 783,300 SH DEFINED 1 783,300 QUEST DIAGNOSTICS INC COMMON 74834L100 106,287 1,420,000 SH DEFINED 1,2 1,420,000 QUEST DIAGNOSTICS INC COMMON 74834L100 10,970 146,560 SH DEFINED 1,4 146,560 QUEST DIAGNOSTICS INC COMMON 74834L100 2,680 35,800 SH DEFINED 2 35,800 QUEST DIAGNOSTICS INC COMMON 74834L100 1,452 19,400 SH DEFINED 2,3 19,400 QUEST DIAGNOSTICS INC COMMON 74834L100 7 100 SH DEFINED 6 100
Page 73 76 QUEST SOFTWARE INC COMMON 74834T103 3,775 100,000 SH DEFINED 1 100,000 QUICKSILVER INC COMMON 74838C106 47,229 1,889,150 SH DEFINED 1 1,889,150 QUICKSILVER INC COMMON 74838C106 157 6,260 SH DEFINED 1,4 6,260 QUICKSILVER INC COMMON 74838C106 3,563 142,530 SH DEFINED 2 142,530 QUICKSILVER INC COMMON 74838C106 314 12,550 SH DEFINED 2,3 12,550 QWEST COMMUNICATIONS INTL INC COMMON 749121109 167,286 5,249,000 SH DEFINED 1 5,249,000 QWEST COMMUNICATIONS INTL INC COMMON 749121109 5,045 158,300 SH DEFINED 2 158,300 QWEST COMMUNICATIONS INTL INC COMMON 749121109 6 200 SH DEFINED 2,3 200 RADIAN GROUP INC COMMON 750236101 58,385 1,443,396 SH DEFINED 1 1,443,396 RADIANT SYSTEMS INC COMMON 75025N102 5,239 325,000 SH DEFINED 1 325,000 RADIO ONE INC COMMON 75040P108 7,475 325,000 SH DEFINED 1 325,000 RADIO ONE INC CL D COMMON 75040P405 5,843 265,000 SH DEFINED 1 265,000 RADVISION LTD COMMON M81869105 867 140,000 SH DEFINED 1 140,000 RAILAMERICA INC WTS 144A COMMON 75075M111 1,257 17,900 SH DEFINED 1 17,900 RAILAMERICA INC WTS 144A COMMON 75075M111 4 50 SH DEFINED 2 50 RAILAMERICA INC WTS 144A COMMON 75075M111 4 50 SH DEFINED 2,3 50 RARE HOSPITALITY INTERNATIONAL INC COMMON 753820109 4,520 200,000 SH DEFINED 1 200,000 RATIONAL SOFTWARE CORP COMMON 75409P202 10,855 387,000 SH DEFINED 1 387,000 RAYMOND JAMES FINANCIAL INC COMMON 754730109 9,180 300,000 SH DEFINED 1 300,000 RAYTHEON CO COMMON 755111507 29,619 1,115,600 SH DEFINED 1 1,115,600 READER'S DIGEST ASSOC INC CL A COMMON 755267101 5,606 195,000 SH DEFINED 1 195,000 REDBACK NETWORKS INC COMMON 757209101 892 100,000 SH DEFINED 1 100,000
Page 74 77 REEBOK INTERNATIONAL COMMON 758110100 978 30,600 SH DEFINED 1 30,600 REEBOK INTERNATIONAL COMMON 758110100 4,221 132,100 SH DEFINED 1,4 132,100 REEBOK INTERNATIONAL COMMON 758110100 61 1,900 SH DEFINED 2 1,900 REGENERATION TECHNOLOGIES COMMON 75886N100 649 73,700 SH DEFINED 1 73,700 REGENERATION TECHNOLOGIES COMMON 75886N100 6 700 SH DEFINED 2,3 700 REHABCARE GROUP INC COMMON 759148109 30,877 640,600 SH DEFINED 1 640,600 REHABCARE GROUP INC COMMON 759148109 106 2,200 SH DEFINED 1,4 2,200 REHABCARE GROUP INC COMMON 759148109 3,303 68,530 SH DEFINED 2 68,530 REHABCARE GROUP INC COMMON 759148109 289 6,000 SH DEFINED 2,3 6,000 RELIANT ENEGRY INC COMMON 75952J108 6,133 190,400 SH DEFINED 1 190,400 RELIANT ENEGRY INC COMMON 75952J108 7,347 228,100 SH DEFINED 1,4 228,100 RELIANT ENERGY CVT 2 9/15/29 CONVERT 75952J207 1,375 17,000 SH DEFINED 1 17,000 RELIANT RESOURCES INC COMMON 75952B105 16,897 684,100 SH DEFINED 1 684,100 RELIANT RESOURCES INC COMMON 75952B105 1,682 68,100 SH DEFINED 2 68,100 RELIANT RESOURCES INC COMMON 75952B105 59 2,400 SH DEFINED 2,3 2,400 REMEC INC COMMON 759543101 1,488 120,000 SH DEFINED 1 120,000 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 793 10,700 SH DEFINED 1 10,700 RENT-A-CENTER INC COMMON 76009N100 22,991 437,100 SH DEFINED 1 437,100 REPUBLIC BANCORP COMMON 760282103 1,127 81,100 SH DEFINED 1 81,100 REPUBLIC SERVICES INC COMMON 760759100 9,330 470,000 SH DEFINED 1 470,000 RESORT AT SUMMER WTS EXP 12/15/07 COMMON 754053114 - 21,665 SH DEFINED 1 21,665 RESPIRONICS INC COMMON 761230101 628 21,100 SH DEFINED 1 21,100 RESPIRONICS INC COMMON 761230101 6 200 SH DEFINED 2,3 200
Page 75 78 RF MICRO DEVICES INC COMMON 749941100 140,081 5,226,900 SH DEFINED 1 5,226,900 RF MICRO DEVICES INC COMMON 749941100 1,469 54,800 SH DEFINED 1,4 54,800 RF MICRO DEVICES INC COMMON 749941100 6,993 261,270 SH DEFINED 2 261,270 RF MICRO DEVICES INC COMMON 749941100 429 16,000 SH DEFINED 2,3 16,000 RF MICRO DEVICES INC COMMON 749941100 18 679 SH DEFINED 5 679 RIGHTCHOICE MANAGED CARE COMMON 76657T102 1,079 24,300 SH DEFINED 1 24,300 RJ REYNOLDS TOBACCO HOLDINGS COMMON 76182K105 3,276 60,000 SH DEFINED 1 60,000 ROBERT HALF INTL INC COMMON 770323103 70,479 2,831,600 SH DEFINED 1 2,831,600 ROBERT HALF INTL INC COMMON 770323103 252 10,110 SH DEFINED 1,4 10,110 ROBERT HALF INTL INC COMMON 770323103 6,157 247,380 SH DEFINED 2 247,380 ROBERT HALF INTL INC COMMON 770323103 543 21,800 SH DEFINED 2,3 21,800 ROCHE HLDGS INC CVT SER REGS 144A CONVERT 771196AG7 483 650,000 PRN DEFINED 1 650,000 ROGERS COMMUNICATIONS CL B COMMON 775109200 5,578 368,200 SH DEFINED 1,4 368,200 ROSS STORES INC COMMON 778296103 19,936 832,400 SH DEFINED 1 832,400 ROWAN COMPANIES INC COMMON 779382100 19,607 887,200 SH DEFINED 1 887,200 ROWAN COMPANIES INC COMMON 779382100 80,062 3,622,700 SH DEFINED 1,2 3,622,700 ROWAN COMPANIES INC COMMON 779382100 524 23,700 SH DEFINED 1,4 23,700 ROWAN COMPANIES INC COMMON 779382100 7,627 345,100 SH DEFINED 2 345,100 ROWAN COMPANIES INC COMMON 779382100 427 19,300 SH DEFINED 2,3 19,300 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 33,293 1,505,800 SH DEFINED 1 1,505,800 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 39,513 1,787,100 SH DEFINED 1,2 1,787,100 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 745 33,700 SH DEFINED 1,4 33,700 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 42 1,900 SH DEFINED 2 1,900 ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 29,368 504,000 SH DEFINED 1 504,000 ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 2,319 39,800 SH DEFINED 2 39,800 RUDOLPH TECHNOLOGIES INC COMMON 781270103 4,606 98,000 SH DEFINED 1 98,000
Page 76 79 RURAL CELLULAR CORP COMMON 781904107 16,367 361,300 SH DEFINED 1 361,300 RURAL CELLULAR CORP COMMON 781904107 32 700 SH DEFINED 1,4 700 RURAL CELLULAR CORP COMMON 781904107 1,018 22,470 SH DEFINED 2 22,470 RURAL CELLULAR CORP COMMON 781904107 95 2,100 SH DEFINED 2,3 2,100 RYANAIR HOLDINGS ADR COMMON 783513104 14,967 288,100 SH DEFINED 1 288,100 RYANAIR HOLDINGS ADR COMMON 783513104 29 550 SH DEFINED 1,4 550 RYANAIR HOLDINGS ADR COMMON 783513104 62 1,200 SH DEFINED 2 1,200 RYANAIR HOLDINGS ADR COMMON 783513104 14 270 SH DEFINED 2,3 270 S & P 400 MID CAP EXCH TRADED INDEX COMMON 595635103 28,575 300,000 SH DEFINED 1 300,000 S & P 500 DEPOSITORY RECEIPT COMMON 78462F103 246 2,000 SH DEFINED 2,3 2,000 SAFETY COMPONENTS INTL INC COMMON 786474205 3 535 SH DEFINED 2 535 SAFEWAY INC COMMON 786514208 604,478 12,593,300 SH DEFINED 1 12,593,300 SAFEWAY INC COMMON 786514208 120,000 2,500,000 SH DEFINED 1,2 2,500,000 SAFEWAY INC COMMON 786514208 28,253 588,600 SH DEFINED 2 588,600 SAFEWAY INC COMMON 786514208 638 13,300 SH DEFINED 2,3 13,300 SANGSTAT MEDICAL CORP COMMON 801003104 6,634 405,000 SH DEFINED 1 405,000 SANMINA CORP COMMON 800907107 86,867 3,710,700 SH DEFINED 1 3,710,700 SANMINA CORP COMMON 800907107 46,820 2,000,000 SH DEFINED 1,2 2,000,000 SANMINA CORP COMMON 800907107 468 20,000 SH DEFINED 1,4 20,000 SANMINA CORP COMMON 800907107 9,613 410,640 SH DEFINED 2 410,640 SANMINA CORP COMMON 800907107 248 10,600 SH DEFINED 2,3 10,600 SANTA FE INTERNATIONAL CORP COMMON G7805C108 19,114 659,100 SH DEFINED 1 659,100 SANTA FE INTERNATIONAL CORP COMMON G7805C108 62,176 2,144,000 SH DEFINED 1,2 2,144,000 SANTA FE INTERNATIONAL CORP COMMON G7805C108 4,707 162,300 SH DEFINED 2 162,300 SANTA FE INTERNATIONAL CORP COMMON G7805C108 331 11,400 SH DEFINED 2,3 11,400 SATYAM COMPUTER SERVICES-ADR COMMON 804098101 4,066 465,800 SH DEFINED 1 465,800 SATYAM COMPUTER SERVICES-ADR COMMON 804098101 31 3,600 SH DEFINED 1,4 3,600 SATYAM COMPUTER SERVICES-ADR COMMON 804098101 15 1,700 SH DEFINED 2,3 1,700
Page 77 80 SAWTEK INC COMMON 805468105 12,212 519,000 SH DEFINED 1 519,000 SAWTEK INC COMMON 805468105 1,179 50,100 SH DEFINED 1,4 50,100 SAWTEK INC COMMON 805468105 1,692 71,900 SH DEFINED 2 71,900 SBA COMMUNICATIONS CORP COMMON 78388J106 13,474 544,400 SH DEFINED 1 544,400 SBA COMMUNICATIONS CORP COMMON 78388J106 27 1,100 SH DEFINED 1,4 1,100 SBA COMMUNICATIONS CORP COMMON 78388J106 823 33,270 SH DEFINED 2 33,270 SBA COMMUNICATIONS CORP COMMON 78388J106 77 3,100 SH DEFINED 2,3 3,100 SBC COMMUNICATIONS INC COMMON 78387G103 131,184 3,274,690 SH DEFINED 1 3,274,690 SBC COMMUNICATIONS INC COMMON 78387G103 10,199 254,600 SH DEFINED 2 254,600 SBS TECHNOLOGIES INC COMMON 78387P103 1,892 100,000 SH DEFINED 1 100,000 SCANSOURCE INC COMMON 806037107 4,031 85,000 SH DEFINED 1 85,000 SCHERING-PLOUGH CORP COMMON 806605101 269,734 7,443,000 SH DEFINED 1 7,443,000 SCHERING-PLOUGH CORP COMMON 806605101 72,480 2,000,000 SH DEFINED 1,2 2,000,000 SCHERING-PLOUGH CORP COMMON 806605101 8,821 243,400 SH DEFINED 2 243,400 SCHLUMBERGER LTD COMMON 806857108 27,862 529,200 SH DEFINED 1 529,200 SCHLUMBERGER LTD COMMON 806857108 8,893 168,900 SH DEFINED 1,4 168,900 SCHLUMBERGER LTD COMMON 806857108 2,201 41,800 SH DEFINED 2 41,800 SCHWAB (CHARLES) CORP COMMON 808513105 11,386 744,200 SH DEFINED 1 744,200 SCHWAB (CHARLES) CORP COMMON 808513105 107,100 7,000,000 SH DEFINED 1,2 7,000,000 SCHWAB (CHARLES) CORP COMMON 808513105 7,075 462,400 SH DEFINED 2 462,400 SCHWAB (CHARLES) CORP COMMON 808513105 529 34,600 SH DEFINED 2,3 34,600 SCHWAB (CHARLES) CORP COMMON 808513105 8 442 SH DEFINED 5 442 SCI SYSTEMS INC COMMON 783890106 14,415 565,300 SH DEFINED 1 565,300 SCI SYSTEMS INC COMMON 783890106 556 21,800 SH DEFINED 1,4 21,800 SCI SYSTEMS INC COMMON 783890106 2,168 85,000 SH DEFINED 2 85,000 SCI SYSTEMS INC COMMON 783890106 13 500 SH DEFINED 2,3 500
Page 78 81 SCIENTIFIC ATLANTA INC COMMON 808655104 55,991 1,379,100 SH DEFINED 1 1,379,100 SCIENTIFIC ATLANTA INC COMMON 808655104 131,138 3,230,000 SH DEFINED 1,2 3,230,000 SCIENTIFIC ATLANTA INC COMMON 808655104 662 16,300 SH DEFINED 1,4 16,300 SCIENTIFIC ATLANTA INC COMMON 808655104 11,337 279,240 SH DEFINED 2 279,240 SCIENTIFIC ATLANTA INC COMMON 808655104 1,332 32,800 SH DEFINED 2,3 32,800 SCIENTIFIC ATLANTA INC COMMON 808655104 10 189 SH DEFINED 5 189 SEARS ROEBUCK & CO COMMON 812387108 3,067 72,500 SH DEFINED 1,4 72,500 SECURE COMPUTING CORP COMMON 813705100 28,895 1,839,300 SH DEFINED 1 1,839,300 SECURE COMPUTING CORP COMMON 813705100 55 3,500 SH DEFINED 1,4 3,500 SECURE COMPUTING CORP COMMON 813705100 1,611 102,570 SH DEFINED 2 102,570 SECURE COMPUTING CORP COMMON 813705100 143 9,100 SH DEFINED 2,3 9,100 SEI CORP COMMON 784117103 78,603 1,658,300 SH DEFINED 1 1,658,300 SEI CORP COMMON 784117103 1,228 25,900 SH DEFINED 1,4 25,900 SEI CORP COMMON 784117103 9,572 201,950 SH DEFINED 2 201,950 SEI CORP COMMON 784117103 512 10,800 SH DEFINED 2,3 10,800 SELECT MEDICAL CORP COMMON 816196109 14,550 727,500 SH DEFINED 1 727,500 SEMTECH CORP COMMON 816850101 27,984 932,800 SH DEFINED 1 932,800 SEMTECH CORP COMMON 816850101 807 26,890 SH DEFINED 1,4 26,890 SEMTECH CORP COMMON 816850101 3,700 123,320 SH DEFINED 2 123,320 SEMTECH CORP COMMON 816850101 75 2,500 SH DEFINED 2,3 2,500 SENSORMATIC ELECTRONICS CORP COMMON 817265101 12,223 719,000 SH DEFINED 1 719,000 SERENA SOFTWARE INC COMMON 817492101 385 10,600 SH DEFINED 1 10,600 SERENA SOFTWARE INC COMMON 817492101 4 100 SH DEFINED 2,3 100 SERONO SA ADR COMMON 81752M101 30,988 1,242,000 SH DEFINED 1 1,242,000 SERONO SA ADR COMMON 81752M101 923 37,000 SH DEFINED 1,4 37,000 SERVICE CORP INTL CVT CONVERT 817565AU8 5,488 5,000,000 PRN DEFINED 1 5,000,000 SERVICE CORP INTL CVT CONVERT 817565AU8 11 10,000 PRN DEFINED 6 10,000 SHARPER IMAGE CORP COMMON 820013100 1,309 125,000 SH DEFINED 1 125,000
Page 79 82 SHAW GROUP INC COMMON 820280105 69,830 1,741,400 SH DEFINED 1 1,741,400 SHAW GROUP INC COMMON 820280105 4,315 107,600 SH DEFINED 1,4 107,600 SHAW GROUP INC COMMON 820280105 6,628 165,280 SH DEFINED 2 165,280 SHAW GROUP INC COMMON 820280105 501 12,500 SH DEFINED 2,3 12,500 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 58,558 1,055,100 SH DEFINED 1 1,055,100 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 69,375 1,250,000 SH DEFINED 1,2 1,250,000 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 2,997 54,000 SH DEFINED 1,4 54,000 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 4,357 78,500 SH DEFINED 2 78,500 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 72 1,300 SH DEFINED 2,3 1,300 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 33 675 SH DEFINED 5 675 SHUFFLE MASTER INC COMMON 825549108 3,570 170,000 SH DEFINED 1 170,000 SIEBEL SYSTEMS INC COMMON 826170102 18 400 SH DEFINED 5 400 SIEBEL SYSTEMS INC COMMON 826170102 37,511 799,800 SH DEFINED 1 799,800 SIEBEL SYSTEMS INC COMMON 826170102 750 16,000 SH DEFINED 1,4 16,000 SIEBEL SYSTEMS INC COMMON 826170102 333 7,000 SH DEFINED 2 7,000 SIEBEL SYSTEMS INC COMMON 826170102 14 300 SH DEFINED 2,3 300 SILICON IMAGE INC COMMON 82705T102 1,375 275,000 SH DEFINED 1 275,000 SILICON VALLEY BANCSHARES COMMON 827064106 1,188 54,000 SH DEFINED 1 54,000 SIMPSON MANUFACTURING CO INC COMMON 829073105 6,183 102,200 SH DEFINED 1 102,200 SIMPSON MANUFACTURING CO INC COMMON 829073105 42 700 SH DEFINED 1,4 700 SIMPSON MANUFACTURING CO INC COMMON 829073105 684 11,300 SH DEFINED 2 11,300 SIMPSON MANUFACTURING CO INC COMMON 829073105 61 1,000 SH DEFINED 2,3 1,000 SKILSOFT CORP COMMON 83066P101 4,281 125,000 SH DEFINED 1 125,000 SKY NETWORK TELEVISION ADR COMMON 83080U102 74 5,400 SH DEFINED 1 5,400 SMITH INTERNATIONAL INC COMMON 832110100 12,220 204,000 SH DEFINED 1 204,000 SMITH INTERNATIONAL INC COMMON 832110100 63,494 1,060,000 SH DEFINED 1,2 1,060,000 SMITH INTERNATIONAL INC COMMON 832110100 722 12,050 SH DEFINED 1,4 12,050 SMITH INTERNATIONAL INC COMMON 832110100 7,086 118,300 SH DEFINED 2 118,300 SMITH INTERNATIONAL INC COMMON 832110100 335 5,600 SH DEFINED 2,3 5,600
Page 80 83 SOLECTRON CORP COMMON 834182107 27,359 1,495,000 SH DEFINED 1 1,495,000 SOLECTRON CORP COMMON 834182107 494 27,000 SH DEFINED 2 27,000 SONG NETWORKS HLDG AKTIR ADR COMMON 83544Q101 93 44,911 SH DEFINED 1 44,911 SONG NETWORKS HLDG AKTIR ADR COMMON 83544Q101 2 1,056 SH DEFINED 2 1,056 SONIC AUTOMOTIVE COMMON 83545G102 1,171 61,300 SH DEFINED 1 61,300 SONIC CORP COMMON 835451105 47,522 1,497,700 SH DEFINED 1 1,497,700 SONIC CORP COMMON 835451105 131 4,125 SH DEFINED 1,4 4,125 SONIC CORP COMMON 835451105 4,073 128,350 SH DEFINED 2 128,350 SONIC CORP COMMON 835451105 359 11,300 SH DEFINED 2,3 11,300 SONICWALL INC COMMON 835470105 64,500 2,558,500 SH DEFINED 1 2,558,500 SONICWALL INC COMMON 835470105 139 5,500 SH DEFINED 1,4 5,500 SONICWALL INC COMMON 835470105 4,313 171,070 SH DEFINED 2 171,070 SONICWALL INC COMMON 835470105 406 16,100 SH DEFINED 2,3 16,100 SONICWALL INC COMMON 835470105 11 450 SH DEFINED 6 450 SONUS NETWORKS INC COMMON 835916107 65,889 2,820,600 SH DEFINED 1 2,820,600 SONUS NETWORKS INC COMMON 835916107 665 30,000 SH DEFINED 2 30,000 SONUS NETWORKS INC COMMON 835916107 19 800 SH DEFINED 2,3 800 SONUS NETWORKS INC COMMON 835916107 8 350 SH DEFINED 6 350 SOUTHERN CO COMMON 842587107 1,790 77,000 SH DEFINED 1 77,000 SOUTHWEST AIRLINES CO COMMON 844741108 10,031 542,500 SH DEFINED 1,4 542,500 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 35,495 1,174,950 SH DEFINED 1 1,174,950 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 100 3,300 SH DEFINED 1,4 3,300 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 2,914 96,470 SH DEFINED 2 96,470 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 257 8,500 SH DEFINED 2,3 8,500 SPECIALTY LABORATORIES INC COMMON 84749R100 7,381 195,000 SH DEFINED 1 195,000 SPECTRASITE HOLDINGS INC COMMON 84760T100 1,631 225,300 SH DEFINED 1 225,300 SPINNAKER EXPLORATION CO COMMON 84855W109 3,388 85,000 SH DEFINED 1 85,000
Page 81 84 SPX CORP COMMON 784635104 10,014 80,000 SH DEFINED 1 80,000 ST JUDE MEDICAL INC COMMON 790849103 4,566 76,100 SH DEFINED 1 76,100 ST JUDE MEDICAL INC COMMON 790849103 43,110 718,500 SH DEFINED 1,2 718,500 ST JUDE MEDICAL INC COMMON 790849103 456 7,600 SH DEFINED 2,3 7,600 ST PAUL COMPANIES COMMON 792860108 40,486 798,700 SH DEFINED 1 798,700 ST PAUL COMPANIES COMMON 792860108 755 14,900 SH DEFINED 2 14,900 STARBUCKS CORP COMMON 855244109 34,760 1,511,300 SH DEFINED 1 1,511,300 STARBUCKS CORP COMMON 855244109 706 30,700 SH DEFINED 1,4 30,700 STARBUCKS CORP COMMON 855244109 4,992 217,040 SH DEFINED 2 217,040 STARBUCKS CORP COMMON 855244109 235 10,200 SH DEFINED 2,3 10,200 STARMEDIA NETWORK INC COMMON 855546107 605 325,100 SH DEFINED 1 325,100 STARMEDIA NETWORK INC COMMON 855546107 1 640 SH DEFINED 1,4 640 STARR SURGICAL CO COMMON 852312305 328 67,900 SH DEFINED 1 67,900 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 13,536 363,100 SH DEFINED 1 363,100 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 2,147 57,600 SH DEFINED 1,4 57,600 STATE STREET BOSTON CORP COMMON 857477103 40,513 818,600 SH DEFINED 1 818,600 STATE STREET BOSTON CORP COMMON 857477103 150,945 3,050,000 SH DEFINED 1,2 3,050,000 STATE STREET BOSTON CORP COMMON 857477103 9,759 197,200 SH DEFINED 2 197,200 STATE STREET BOSTON CORP COMMON 857477103 624 12,600 SH DEFINED 2,3 12,600 STERICYCLE INC COMMON 858912108 235 5,000 SH DEFINED 1 5,000 STERLING CHEMICALS WTS EXP 8/15/08 COMMON 85916E111 6 7,500 SH DEFINED 1 7,500 STILWELL FINANCIAL INC COMMON 860831106 67,204 2,002,500 SH DEFINED 1 2,002,500 STILWELL FINANCIAL INC COMMON 860831106 184,580 5,500,000 SH DEFINED 1,2 5,500,000 STILWELL FINANCIAL INC COMMON 860831106 940 28,000 SH DEFINED 1,4 28,000 STILWELL FINANCIAL INC COMMON 860831106 9,806 292,200 SH DEFINED 2 292,200 STILWELL FINANCIAL INC COMMON 860831106 537 16,000 SH DEFINED 2,3 16,000
Page 82 85 STONE ENERGY CORP COMMON 861642106 7,961 179,700 SH DEFINED 1 179,700 STONE ENERGY CORP COMMON 861642106 22 500 SH DEFINED 1,4 500 STONE ENERGY CORP COMMON 861642106 744 16,790 SH DEFINED 2 16,790 STONE ENERGY CORP COMMON 861642106 66 1,500 SH DEFINED 2,3 1,500 STRATOS LIGHTWAVE INC COMMON 863100103 16,204 1,246,464 SH DEFINED 1 1,246,464 STRATOS LIGHTWAVE INC COMMON 863100103 439 33,800 SH DEFINED 1,4 33,800 STRATOS LIGHTWAVE INC COMMON 863100103 1,668 128,300 SH DEFINED 2 128,300 STRYKER CORP COMMON 863667101 1,042 19,000 SH DEFINED 1 19,000 STRYKER CORP COMMON 863667101 10,202 186,000 SH DEFINED 1,2 186,000 STRYKER CORP COMMON 863667101 110 2,000 SH DEFINED 2,3 2,000 SUIZA FOODS CORP COMMON 865077101 4,514 85,000 SH DEFINED 1 85,000 SUMMA INDUSTRIES COMMON 86562T105 1,001 100,000 SH DEFINED 1 100,000 SUN INTERNATIONAL HOTELS LTD. COMMON P8797T133 3,375 125,000 SH DEFINED 1 125,000 SUN LIFE FINANCIAL SVCS CANADA COMMON 866796105 11,281 475,000 SH DEFINED 1,4 475,000 SUN MICROSYSTEMS INC COMMON 866810104 43,576 2,772,000 SH DEFINED 1 2,772,000 SUN MICROSYSTEMS INC COMMON 866810104 18,345 1,167,000 CALL DEFINED 1 1,167,000 SUN MICROSYSTEMS INC COMMON 866810104 3,455 219,800 SH DEFINED 2 219,800 SUN MICROSYSTEMS INC COMMON 866810104 24 1,500 CALL DEFINED 6 1,500 SUNGARD DATA SYSTEMS INC COMMON 867363103 122,741 4,090,000 SH DEFINED 1 4,090,000 SUNGARD DATA SYSTEMS INC COMMON 867363103 187,863 6,260,000 SH DEFINED 1,2 6,260,000 SUNGARD DATA SYSTEMS INC COMMON 867363103 240 8,000 SH DEFINED 1,4 8,000 SUNGARD DATA SYSTEMS INC COMMON 867363103 18,254 608,260 SH DEFINED 2 608,260 SUNGARD DATA SYSTEMS INC COMMON 867363103 1,981 66,000 SH DEFINED 2,3 66,000 SUPERGEN INC COMMON 868059106 737 50,000 SH DEFINED 1 50,000 SYBASE INC COMMON 871130100 5,264 320,000 SH DEFINED 1 320,000 SYMANTEC CORP COMMON 871503108 6,580 150,600 SH DEFINED 1 150,600
Page 83 86 SYMBOL TECHNOLOGIES INC COMMON 871508107 5,886 265,150 SH DEFINED 1 265,150 SYMBOL TECHNOLOGIES INC COMMON 871508107 39,924 1,798,400 SH DEFINED 1,2 1,798,400 SYMBOL TECHNOLOGIES INC COMMON 871508107 476 21,450 SH DEFINED 2,3 21,450 SYMMETRICOM INC COMMON 871543104 4,026 275,000 SH DEFINED 1 275,000 SYMYX TECHNOLOGIES INC COMMON 87155S108 639 26,400 SH DEFINED 1 26,400 SYNCOR INTL CORP DEL COMMON 87157J106 8,978 289,600 SH DEFINED 1 289,600 SYNCOR INTL CORP DEL COMMON 87157J106 570 18,400 SH DEFINED 1,4 18,400 SYNCOR INTL CORP DEL COMMON 87157J106 2,142 69,100 SH DEFINED 2 69,100 SYNOPSYS INC COMMON 871607107 7,021 145,100 SH DEFINED 1 145,100 SYNOPSYS INC COMMON 871607107 19 400 SH DEFINED 2,3 400 SYSCO CORP COMMON 871829107 54,734 2,016,000 SH DEFINED 1 2,016,000 SYSCO CORP COMMON 871829107 4,371 161,000 SH DEFINED 2 161,000 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 30,660 2,018,464 SH DEFINED 1 2,018,464 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 1,380 90,832 SH DEFINED 1,4 90,832 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 3,864 254,374 SH DEFINED 2 254,374 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 36 2,380 SH DEFINED 2,3 2,380 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 8 404 SH DEFINED 5 404 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 2,823 152,200 SH DEFINED 1 152,200 TARGET CORP COMMON 87612E106 1,003,615 29,006,200 SH DEFINED 1 29,006,200 TARGET CORP COMMON 87612E106 242,200 7,000,000 SH DEFINED 1,2 7,000,000 TARGET CORP COMMON 87612E106 692 20,000 SH DEFINED 1,4 20,000 TARGET CORP COMMON 87612E106 22,784 658,500 SH DEFINED 2 658,500 TARGET CORP COMMON 87612E106 73 2,100 SH DEFINED 2,3 2,100 TARGET CORP COMMON 87612E106 28 753 SH DEFINED 5 753 TCF FINANCIAL CORP COMMON 872275102 27,703 598,200 SH DEFINED 1 598,200 TCF FINANCIAL CORP COMMON 872275102 685 14,800 SH DEFINED 1,4 14,800 TCF FINANCIAL CORP COMMON 872275102 4,907 105,970 SH DEFINED 2 105,970 TCF FINANCIAL CORP COMMON 872275102 232 5,000 SH DEFINED 2,3 5,000
Page 84 87 TCR HOLDING CORP CL B COMMON 871961991 - 2,898 SH DEFINED 2 2,898 TECH DATA CORPORATION COMMON 878237106 6,020 175,000 SH DEFINED 1 175,000 TECHNE CORP COMMON 878377100 13,075 402,300 SH DEFINED 1 402,300 TECHNE CORP COMMON 878377100 39 1,200 SH DEFINED 1,4 1,200 TECHNE CORP COMMON 878377100 983 30,250 SH DEFINED 2 30,250 TECHNE CORP COMMON 878377100 91 2,800 SH DEFINED 2,3 2,800 TEKTRONIX INC COMMON 879131100 73,658 2,713,000 SH DEFINED 1 2,713,000 TEKTRONIX INC COMMON 879131100 70,590 2,600,000 SH DEFINED 1,2 2,600,000 TEKTRONIX INC COMMON 879131100 1,043 38,400 SH DEFINED 1,4 38,400 TEKTRONIX INC COMMON 879131100 10,849 399,600 SH DEFINED 2 399,600 TEKTRONIX INC COMMON 879131100 578 21,300 SH DEFINED 2,3 21,300 TELEFONOS DE MEXICO ADR COMMON 879403780 22,487 640,836 SH DEFINED 1 640,836 TELEFONOS DE MEXICO ADR COMMON 879403780 11,164 318,160 SH DEFINED 1,4 318,160 TELEFONOS DE MEXICO ADR COMMON 879403780 2,087 59,476 SH DEFINED 2 59,476 TELEFONOS DE MEXICO ADR COMMON 879403780 116 3,300 SH DEFINED 2,3 3,300 TELLABS INC COMMON 879664100 12,149 630,150 SH DEFINED 1 630,150 TELLABS INC COMMON 879664100 3 150 SH DEFINED 6 150 TELLIUM INC RESTRICTED COMMON COMMON 87967E925 20,287 1,333,334 SH DEFINED 1 1,333,334 TENET HEALTHCARE CORP COMMON 88033G100 106,867 2,071,460 SH DEFINED 1 2,071,460 TENET HEALTHCARE CORP COMMON 88033G100 245,053 4,750,000 SH DEFINED 1,2 4,750,000 TENET HEALTHCARE CORP COMMON 88033G100 8,879 172,100 SH DEFINED 1,4 172,100 TENET HEALTHCARE CORP COMMON 88033G100 9,070 175,800 SH DEFINED 2 175,800 TENET HEALTHCARE CORP COMMON 88033G100 1,878 36,400 SH DEFINED 2,3 36,400 TERADYNE INC COMMON 880770102 83,991 2,537,500 SH DEFINED 1 2,537,500 TERADYNE INC COMMON 880770102 66,951 2,022,700 SH DEFINED 1,2 2,022,700 TERADYNE INC COMMON 880770102 7,219 218,100 SH DEFINED 1,4 218,100 TERADYNE INC COMMON 880770102 1,960 59,200 SH DEFINED 2 59,200 TERADYNE INC COMMON 880770102 493 14,900 SH DEFINED 2,3 14,900 TERADYNE INC COMMON 880770102 31 780 SH DEFINED 5 780
Page 85 88 TETRA TECH INC COMMON 88162G103 103,382 3,800,800 SH DEFINED 1 3,800,800 TETRA TECH INC COMMON 88162G103 318 11,700 SH DEFINED 1,4 11,700 TETRA TECH INC COMMON 88162G103 8,533 313,700 SH DEFINED 2 313,700 TETRA TECH INC COMMON 88162G103 762 28,000 SH DEFINED 2,3 28,000 TETRA TECHNOLOGIES INC COMMON 88162F105 3,668 150,000 SH DEFINED 1 150,000 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 140,518 2,255,500 SH DEFINED 1 2,255,500 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 69,919 1,122,300 SH DEFINED 1,2 1,122,300 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 25,870 415,250 SH DEFINED 1,4 415,250 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 13,768 221,000 SH DEFINED 2 221,000 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 1,159 18,600 SH DEFINED 2,3 18,600 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 11 175 SH DEFINED 6 175 TEXAS INSTRUMENTS INC COMMON 882508104 94,639 3,004,400 SH DEFINED 1 3,004,400 TEXAS INSTRUMENTS INC COMMON 882508104 88,178 2,799,300 SH DEFINED 1,2 2,799,300 TEXAS INSTRUMENTS INC COMMON 882508104 945 30,000 SH DEFINED 1,4 30,000 TEXAS INSTRUMENTS INC COMMON 882508104 2,296 72,900 SH DEFINED 2 72,900 TEXAS INSTRUMENTS INC COMMON 882508104 665 21,100 SH DEFINED 2,3 21,100 TEXAS INSTRUMENTS INC COMMON 882508104 38 1,111 SH DEFINED 5 1,111 TEXTRON INC. COMMON 883203101 9,632 175,000 SH DEFINED 1 175,000 THE BISYS GROUP INC COMMON 055472104 26,344 446,500 SH DEFINED 1 446,500 THE BISYS GROUP INC COMMON 055472104 165 2,800 SH DEFINED 2,3 2,800 THE PMI GROUP INC COMMON 69344M101 6,140 84,500 SH DEFINED 1 84,500 THE TALBOTS INC COMMON 874161102 13,847 316,500 SH DEFINED 1 316,500 THE TALBOTS INC COMMON 874161102 65,625 1,500,000 SH DEFINED 1,2 1,500,000 THE TALBOTS INC COMMON 874161102 31 700 SH DEFINED 1,4 700 THE TALBOTS INC COMMON 874161102 5,196 118,770 SH DEFINED 2 118,770 THE TALBOTS INC COMMON 874161102 403 9,200 SH DEFINED 2,3 9,200 THERMA-WAVE INC COMMON 88343A108 1,430 75,000 SH DEFINED 1 75,000 THERMO ELECTRON CORP COMMON 883556102 88 4,000 SH DEFINED 1 4,000
Page 86 89 THIRD WAVE TECHNOLOGIES COMMON 88428W108 207 20,000 SH DEFINED 1 20,000 TIDEWATER INC COMMON 886423102 173 4,600 SH DEFINED 1 4,600 TIFFANY & CO COMMON 886547108 11,663 322,000 SH DEFINED 1 322,000 TIFFANY & CO COMMON 886547108 45,275 1,250,000 SH DEFINED 1,2 1,250,000 TIFFANY & CO COMMON 886547108 978 27,000 SH DEFINED 1,4 27,000 TIFFANY & CO COMMON 886547108 4,821 133,100 SH DEFINED 2 133,100 TIFFANY & CO COMMON 886547108 243 6,700 SH DEFINED 2,3 6,700 TIMBERLAND COMPANY COMMON 887100105 119 3,000 SH DEFINED 1 3,000 TIME WARNER TELECOM INC CL A COMMON 887319101 13,361 398,600 SH DEFINED 1 398,600 TIME WARNER TELECOM INC CL A COMMON 887319101 1,455 43,400 SH DEFINED 2 43,400 TITAN CORP COMMON 888266103 14,848 648,400 SH DEFINED 1 648,400 TITAN PHARMACEUTICALS INC COMMON 888314101 1,241 41,352 SH DEFINED 1 41,352 TJX COMPANIES INC COMMON 872540109 15,406 483,400 SH DEFINED 1 483,400 TJX COMPANIES INC COMMON 872540109 159,350 5,000,000 SH DEFINED 1,2 5,000,000 TJX COMPANIES INC COMMON 872540109 367 11,500 SH DEFINED 1,4 11,500 TJX COMPANIES INC COMMON 872540109 12,672 397,600 SH DEFINED 2 397,600 TJX COMPANIES INC COMMON 872540109 848 26,600 SH DEFINED 2,3 26,600 TOLL BROTHERS, INC. COMMON 889478103 1,966 50,000 SH DEFINED 1 50,000 TOLLGRADE COMMUNICATIONS INC COMMON 889542106 9,263 325,000 SH DEFINED 1 325,000 TOMMY HILFIGER COMMON G8915Z102 956 68,300 SH DEFINED 1 68,300 TOMMY HILFIGER COMMON G8915Z102 4,180 298,600 SH DEFINED 1,4 298,600 TOMMY HILFIGER COMMON G8915Z102 60 4,300 SH DEFINED 2 4,300 TOO INC COMMON 890333107 60,762 2,217,600 SH DEFINED 1 2,217,600 TOO INC COMMON 890333107 147 5,360 SH DEFINED 1,4 5,360 TOO INC COMMON 890333107 3,125 114,040 SH DEFINED 2 114,040 TOO INC COMMON 890333107 274 10,000 SH DEFINED 2,3 10,000
Page 87 90 TOYS R US INC COMMON 892335100 6,398 258,500 SH DEFINED 1 258,500 TOYS R US INC COMMON 892335100 74,250 3,000,000 SH DEFINED 1,2 3,000,000 TOYS R US INC COMMON 892335100 5,084 205,400 SH DEFINED 2 205,400 TOYS R US INC COMMON 892335100 394 15,900 SH DEFINED 2,3 15,900 TRANSKARYOTIC THERAPIES INC COMMON 893735100 4,418 150,000 SH DEFINED 1 150,000 TRANSMETA CORP COMMON 89376R109 502 90,000 SH DEFINED 1 90,000 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 436,515 10,582,171 SH DEFINED 1 10,582,171 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 158,295 3,837,450 SH DEFINED 1,2 3,837,450 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 268 6,500 SH DEFINED 1,4 6,500 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 11,358 275,350 SH DEFINED 2 275,350 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 557 13,500 SH DEFINED 2,3 13,500 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 24 444 SH DEFINED 5 444 TRANSWITCH CORP COMMON 894065101 6,505 605,150 SH DEFINED 1 605,150 TRANSWITCH CORP COMMON 894065101 635 59,100 SH DEFINED 1,4 59,100 TRANSWITCH CORP COMMON 894065101 2,382 221,600 SH DEFINED 2 221,600 TRANSWITCH CORP CVT 144A NTS 4.5 CONVERT 894065AA9 892 1,250,000 PRN DEFINED 1 1,250,000 TRAVELCENTERS OF AMERICA WTS 144A COMMON 894172113 154 15,000 SH DEFINED 1 15,000 TRAVELOCITY.COM INC COMMON 893953109 2,045 66,600 SH DEFINED 1 66,600 TRAVELOCITY.COM INC COMMON 893953109 3,607 117,500 SH DEFINED 1,4 117,500 TRAVELOCITY.COM INC COMMON 893953109 49 1,600 SH DEFINED 2 1,600 TRAVELOCITY.COM INC COMMON 893953109 18 600 SH DEFINED 2,3 600 TRIAD HOSPITALS INC COMMON 89579K109 72,234 2,451,100 SH DEFINED 1 2,451,100 TRIAD HOSPITALS INC COMMON 89579K109 2,293 77,800 SH DEFINED 1,4 77,800 TRIAD HOSPITALS INC COMMON 89579K109 5,596 189,900 SH DEFINED 2 189,900 TRIAD HOSPITALS INC COMMON 89579K109 200 6,800 SH DEFINED 2,3 6,800 TRIAD HOSPITALS INC COMMON 89579K109 13 537 SH DEFINED 5 537 TRIARC COMPANIES COMMON 895927101 8,164 311,600 SH DEFINED 1,4 311,600 TRIBUNE CVT 2.00 05/18/2029 CONVERT 896047305 83 700 SH DEFINED 1 700
Page 88 91 TRICON GLOBAL RESTAURANTS INC COMMON 895953107 43,022 980,000 SH DEFINED 1 980,000 TRIGON HEALTHCARE INC COMMON 89618L100 4,909 75,700 SH DEFINED 1 75,700 TRIGON HEALTHCARE INC COMMON 89618L100 46,867 722,700 SH DEFINED 1,2 722,700 TRIKON TECHNOLOGIES INC COMMON 896187408 1,750 125,000 SH DEFINED 1 125,000 TRIMERIS INC COMMON 896263100 100 2,000 SH DEFINED 1 2,000 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 16,673 741,000 SH DEFINED 1 741,000 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 549 24,400 SH DEFINED 1,4 24,400 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 2,059 91,500 SH DEFINED 2 91,500 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 9 526 SH DEFINED 5 526 TUBOS DE ACERO DE MEXICO-SP ADR COMMON 898592506 6,854 541,800 SH DEFINED 1 541,800 TUBOS DE ACERO DE MEXICO-SP ADR COMMON 898592506 29 2,300 SH DEFINED 1,4 2,300 TWEETER HOME ENTERTAINMENT GRP COMMON 901167106 5,295 150,000 SH DEFINED 1 150,000 TYCO INTERNATIONAL LTD COMMON 902124106 1,250,426 22,943,600 SH DEFINED 1 22,943,600 TYCO INTERNATIONAL LTD COMMON 902124106 392,400 7,200,000 SH DEFINED 1,2 7,200,000 TYCO INTERNATIONAL LTD COMMON 902124106 8,486 155,700 SH DEFINED 1,4 155,700 TYCO INTERNATIONAL LTD COMMON 902124106 33,785 619,900 SH DEFINED 2 619,900 TYCO INTERNATIONAL LTD COMMON 902124106 861 15,800 SH DEFINED 2,3 15,800 TYCO INTL LTD NEW COM COMMON 902124106 23 403 SH DEFINED 5 403 UBIQUITEL OPERATING WTS 144A COMMON 903474112 465 31,000 SH DEFINED 1 31,000 ULTICOM INC COMMON 903844108 15,528 459,400 SH DEFINED 1 459,400 ULTICOM INC COMMON 903844108 41 1,200 SH DEFINED 1,4 1,200 ULTICOM INC COMMON 903844108 1,186 35,090 SH DEFINED 2 35,090 ULTICOM INC COMMON 903844108 105 3,100 SH DEFINED 2,3 3,100 ULTIMATE ELECTRONICS INC COMMON 903849107 5,187 160,000 SH DEFINED 1 160,000 ULTRATECH STEPPER INC COMMON 904034105 1,406 54,800 SH DEFINED 1 54,800
Page 89 92 UNILAB CORP COMMON 904763208 1,756 69,700 SH DEFINED 1 69,700 UNILAB CORP COMMON 904763208 81 3,200 SH DEFINED 2 3,200 UNILAB CORP COMMON 904763208 8 300 SH DEFINED 2,3 300 UNISYS CORP COMMON 909214108 5,191 352,900 SH DEFINED 1 352,900 UNISYS CORP COMMON 909214108 58,840 4,000,000 SH DEFINED 1,2 4,000,000 UNISYS CORP COMMON 909214108 4,203 285,700 SH DEFINED 2 285,700 UNISYS CORP COMMON 909214108 319 21,700 SH DEFINED 2,3 21,700 UNITED NATURAL FOODS INC COMMON 911163103 5,657 270,000 SH DEFINED 1 270,000 UNITED SURGICAL PARTNERS COMMON 913016309 4,815 203,600 SH DEFINED 1 203,600 UNITED TECHNOLOGIES CORP COMMON 913017109 101,260 1,382,200 SH DEFINED 1 1,382,200 UNITED TECHNOLOGIES CORP COMMON 913017109 173,260 2,365,000 SH DEFINED 1,2 2,365,000 UNITED TECHNOLOGIES CORP COMMON 913017109 10,000 136,500 SH DEFINED 2 136,500 UNITED TECHNOLOGIES CORP COMMON 913017109 1,766 24,100 SH DEFINED 2,3 24,100 UNITEDGLOBALCOM INC CL A COMMON 913247508 726 83,896 SH DEFINED 1 83,896 UNITEDHEALTH GROUP INC COMMON 91324P102 854,052 13,830,800 SH DEFINED 1 13,830,800 UNITEDHEALTH GROUP INC COMMON 91324P102 325,731 5,275,000 SH DEFINED 1,2 5,275,000 UNITEDHEALTH GROUP INC COMMON 91324P102 22,329 361,600 SH DEFINED 1,4 361,600 UNITEDHEALTH GROUP INC COMMON 91324P102 21,137 342,300 SH DEFINED 2 342,300 UNITEDHEALTH GROUP INC COMMON 91324P102 2,075 33,600 SH DEFINED 2,3 33,600 UNITEDHEALTH GROUP INC COMMON 91324P102 34 589 SH DEFINED 5 589 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 5,680 200,000 SH DEFINED 1 200,000 UNIVERSAL HEALTH SERVICES B COMMON 913903100 57,084 1,254,600 SH DEFINED 1 1,254,600 UNIVERSAL HEALTH SERVICES B COMMON 913903100 72,855 1,601,200 SH DEFINED 1,2 1,601,200 UNIVERSAL HEALTH SERVICES B COMMON 913903100 1,142 25,100 SH DEFINED 1,4 25,100 UNIVERSAL HEALTH SERVICES B COMMON 913903100 4,309 94,700 SH DEFINED 2 94,700 UNIVERSAL HEALTH SERVICES B COMMON 913903100 837 18,400 SH DEFINED 2,3 18,400
Page 90 93 UNIVISION COMMUNICATIONS-A COMMON 914906102 100,447 2,348,000 SH DEFINED 1 2,348,000 UNIVISION COMMUNICATIONS-A COMMON 914906102 136,079 3,180,900 SH DEFINED 1,2 3,180,900 UNIVISION COMMUNICATIONS-A COMMON 914906102 2,447 57,200 SH DEFINED 1,4 57,200 UNIVISION COMMUNICATIONS-A COMMON 914906102 20,875 487,950 SH DEFINED 2 487,950 UNIVISION COMMUNICATIONS-A COMMON 914906102 937 21,900 SH DEFINED 2,3 21,900 UNIVISION COMMUNICATIONS-A COMMON 914906102 18 412 SH DEFINED 5 412 UNUMPROVIDENT CORP COMMON 91529Y106 115,491 3,595,600 SH DEFINED 1 3,595,600 US AIRWAYS GROUP INC. COMMON 911905107 6,977 287,100 SH DEFINED 1 287,100 US AIRWAYS GROUP INC. COMMON 911905107 2,430 100,000 PUT DEFINED 1 100,000 USA EDUCATION INC COMMON 90390U102 15,651 214,400 SH DEFINED 1 214,400 UTI WORLDWIDE INC COMMON G87210103 809 50,800 SH DEFINED 1 50,800 UTILICORP UNITED INC COMMON 918005109 12,724 416,500 SH DEFINED 1 416,500 UTILICORP UNITED INC COMMON 918005109 3,715 121,600 SH DEFINED 1,4 121,600 UTSTARCOM INC COMMON 918076100 69,090 2,774,700 SH DEFINED 1 2,774,700 UTSTARCOM INC COMMON 918076100 2,654 106,600 SH DEFINED 1,4 106,600 UTSTARCOM INC COMMON 918076100 12,797 515,610 SH DEFINED 2 515,610 UTSTARCOM INC COMMON 918076100 324 13,000 SH DEFINED 2,3 13,000 VALASSIS COMMUNICATIONS INC. COMMON 918866104 1,790 50,000 SH DEFINED 1 50,000 VALERO ENERGY CORP COMMON 91913Y100 6,893 187,400 SH DEFINED 1 187,400 VALERO ENERGY CORP COMMON 91913Y100 88 2,400 SH DEFINED 2 2,400 VALSPAR CORP COMMON 920355104 6,213 175,000 SH DEFINED 1 175,000 VANS INC COMMON 921930103 35,443 1,508,200 SH DEFINED 1 1,508,200 VANS INC COMMON 921930103 125 5,300 SH DEFINED 1,4 5,300 VANS INC COMMON 921930103 3,349 142,530 SH DEFINED 2 142,530 VANS INC COMMON 921930103 296 12,600 SH DEFINED 2,3 12,600
Page 91 94 VARCO INTERNATONAL INC COMMON 922122106 22,710 1,220,300 SH DEFINED 1 1,220,300 VARCO INTERNATONAL INC COMMON 922122106 82 4,400 SH DEFINED 1,4 4,400 VARCO INTERNATONAL INC COMMON 922122106 2,113 113,540 SH DEFINED 2 113,540 VARCO INTERNATONAL INC COMMON 922122106 186 10,000 SH DEFINED 2,3 10,000 VARIAN INC COMMON 922206107 81,722 2,530,100 SH DEFINED 1 2,530,100 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 21,886 306,100 SH DEFINED 1 306,100 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 79 1,100 SH DEFINED 1,4 1,100 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1,987 27,790 SH DEFINED 2 27,790 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 172 2,400 SH DEFINED 2,3 2,400 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 28,343 691,300 SH DEFINED 1 691,300 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 45 1,100 SH DEFINED 1,4 1,100 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 1,372 33,310 SH DEFINED 2 33,310 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 123 3,000 SH DEFINED 2,3 3,000 VEECO INSTUMENTS INC COMMON 922417100 994 25,000 SH DEFINED 1 25,000 VEECO INSTUMENTS INC COMMON 922417100 350 8,800 SH DEFINED 1,4 8,800 VEECO INSTUMENTS INC COMMON 922417100 1,300 32,700 SH DEFINED 2 32,700 VENATOR GROUP INC COMMON 922944103 59,759 3,905,800 SH DEFINED 1 3,905,800 VENATOR GROUP INC COMMON 922944103 1,071 70,000 SH DEFINED 1,4 70,000 VENATOR GROUP INC COMMON 922944103 8,630 564,040 SH DEFINED 2 564,040 VENATOR GROUP INC COMMON 922944103 465 30,400 SH DEFINED 2,3 30,400 VENTANA MEDICAL SYSTEMS COMMON 92276H106 1,260 40,000 SH DEFINED 1 40,000 VERITAS DGC INC COMMON 92343P107 3,469 125,000 SH DEFINED 1 125,000 VERITAS SOFTWARE CORP COMMON 923436109 314,108 4,721,300 SH DEFINED 1 4,721,300 VERITAS SOFTWARE CORP COMMON 923436109 232,855 3,500,000 SH DEFINED 1,2 3,500,000 VERITAS SOFTWARE CORP COMMON 923436109 9,614 144,500 SH DEFINED 1,4 144,500 VERITAS SOFTWARE CORP COMMON 923436109 20,081 301,700 SH DEFINED 2 301,700 VERITAS SOFTWARE CORP COMMON 923436109 1,071 16,100 SH DEFINED 2,3 16,100 VERITAS SOFTWARE CORP COMMON 923436109 86 1,311 SH DEFINED 5 1,311
Page 92 95 VERITAS SOFTWARE CVT CONVERT 923436AB5 26,109 3,750,000 PRN DEFINED 1 3,750,000 VERITAS SOFTWARE CVT CONVERT 923436AB5 87,031 12,500,000 PRN DEFINED 1,2 12,500,000 VERITAS SOFTWARE CVT CONVERT 92343RAA1 19,714 10,208,000 PRN DEFINED 1 10,208,000 VERITAS SOFTWARE CVT CONVERT 92343RAA1 3,090 1,600,000 PRN DEFINED 2 1,600,000 VERITY INC COMMON 92343C106 7,717 386,800 SH DEFINED 1 386,800 VERIZON COMMUNICATIONS INC COMMON 92343V104 30,658 573,048 SH DEFINED 1 573,048 VERIZON COMMUNICATIONS INC COMMON 92343V104 3,210 60,000 SH DEFINED 2 60,000 VERSATEL TELECOM INTL ADR COMMON 925301103 1,384 487,225 SH DEFINED 1 487,225 VERSATEL TELECOM INTL ADR COMMON 925301103 4 1,418 SH DEFINED 2,3 1,418 VERSIGN INC COMMON 92343E102 39,223 653,600 SH DEFINED 1 653,600 VERSIGN INC COMMON 92343E102 155,906 2,598,000 SH DEFINED 1,2 2,598,000 VERSIGN INC COMMON 92343E102 8,551 142,500 SH DEFINED 2 142,500 VERSIGN INC COMMON 92343E102 1,104 18,400 SH DEFINED 2,3 18,400 VESTA INSURANCE GROUP INC COMMON 925391104 5,311 485,000 SH DEFINED 1 485,000 VESTA INSURANCE GROUP INC COMMON 925391104 9 800 SH DEFINED 6 800 VIACOM INC CL B COMMON 925524308 126,881 2,451,804 SH DEFINED 1 2,451,804 VIACOM INC CL B COMMON 925524308 142,313 2,750,000 SH DEFINED 1,2 2,750,000 VIACOM INC CL B COMMON 925524308 19,649 379,683 SH DEFINED 2 379,683 VIACOM INC CL B COMMON 925524308 750 14,500 SH DEFINED 2,3 14,500 VIGNETTE CORPORATION COMMON 926734104 12,418 1,400,000 SH DEFINED 1 1,400,000 VIGNETTE CORPORATION COMMON 926734104 9 1,000 SH DEFINED 6 1,000 VIRAGE LOGIC CORP COMMON 92763R104 3,098 200,000 SH DEFINED 1 200,000 VIRATA CORP COMMON 927646109 4,444 375,000 SH DEFINED 1 375,000 VIRATA CORP COMMON 927646109 602 50,800 SH DEFINED 1,4 50,800 VIRATA CORP COMMON 927646109 2,317 195,500 SH DEFINED 2 195,500
Page 93 96 VISHAY INTERTECHNOLOGY INC COMMON 928298108 9,789 425,600 SH DEFINED 1 425,600 VISHAY INTERTECHNOLOGY INC COMMON 928298108 35 1,500 SH DEFINED 1,4 1,500 VISHAY INTERTECHNOLOGY INC COMMON 928298108 1,066 46,330 SH DEFINED 2 46,330 VISHAY INTERTECHNOLOGY INC COMMON 928298108 94 4,100 SH DEFINED 2,3 4,100 VITAL SIGNS INC COMMON 928469105 2,069 62,600 SH DEFINED 1 62,600 VODAFONE GROUP PLC SP ADR COMMON 92857W100 49,566 2,217,700 SH DEFINED 1 2,217,700 VODAFONE GROUP PLC SP ADR COMMON 92857W100 3,882 173,700 SH DEFINED 2 173,700 W.P. STEWART & CO LTD COMMON G84922106 867 35,400 SH DEFINED 1 35,400 WADDELL & REED FINANCIAL CL A COMMON 930059100 57,102 1,798,500 SH DEFINED 1 1,798,500 WADDELL & REED FINANCIAL CL A COMMON 930059100 121 3,800 SH DEFINED 1,4 3,800 WADDELL & REED FINANCIAL CL A COMMON 930059100 5,845 184,080 SH DEFINED 2 184,080 WADDELL & REED FINANCIAL CL A COMMON 930059100 406 12,800 SH DEFINED 2,3 12,800 WALGREEN CO COMMON 931422109 383,464 11,228,800 SH DEFINED 1 11,228,800 WALGREEN CO COMMON 931422109 117,818 3,450,000 SH DEFINED 1,2 3,450,000 WALGREEN CO COMMON 931422109 444 13,000 SH DEFINED 1,4 13,000 WALGREEN CO COMMON 931422109 9,740 285,200 SH DEFINED 2 285,200 WALGREEN CO COMMON 931422109 215 6,300 SH DEFINED 2,3 6,300 WALGREEN COMPANY COMMON 931422109 29 727 SH DEFINED 5 727 WAL-MART STORES INC COMMON 931142103 116,783 2,393,100 SH DEFINED 1 2,393,100 WAL-MART STORES INC COMMON 931142103 8,272 169,500 SH DEFINED 2 169,500 WAL-MART STORES INC COMMON 931142103 254 5,200 SH DEFINED 2,3 5,200 WALT DISNEY CO COMMON 254687106 7,589 262,700 SH DEFINED 1 262,700 WALT DISNEY CO COMMON 254687106 86,670 3,000,000 SH DEFINED 1,2 3,000,000 WALT DISNEY CO COMMON 254687106 6,104 211,300 SH DEFINED 2 211,300 WALT DISNEY CO COMMON 254687106 462 16,000 SH DEFINED 2,3 16,000 WASHINGTON MUTUAL INC COMMON 939322103 2,720 72,450 SH DEFINED 1 72,450 WASHINGTON MUTUAL INC COMMON 939322103 11,406 303,750 SH DEFINED 1,4 303,750 WASHINGTON MUTUAL INC COMMON 939322103 152 4,050 SH DEFINED 2 4,050 WASTE CONNECTIONS INC COMMON 941053100 1,336 37,100 SH DEFINED 1 37,100
Page 94 97 WASTE MANAGEMENT INC COMMON 94106L109 187,796 6,093,317 SH DEFINED 1 6,093,317 WASTE MANAGEMENT INC COMMON 94106L109 77,050 2,500,000 SH DEFINED 1,2 2,500,000 WASTE MANAGEMENT INC COMMON 94106L109 801 26,000 SH DEFINED 2,3 26,000 WATCHGUARD TECHNOLOGIES INC COMMON 941105108 2,050 200,000 SH DEFINED 1 200,000 WATERS CORP COMMON 941848103 13,024 471,700 SH DEFINED 1 471,700 WATERS CORP COMMON 941848103 67,341 2,439,000 SH DEFINED 1,2 2,439,000 WATERS CORP COMMON 941848103 3,959 143,400 SH DEFINED 1,4 143,400 WATERS CORP COMMON 941848103 1,502 54,400 SH DEFINED 2 54,400 WATERS CORP COMMON 941848103 224 8,100 SH DEFINED 2,3 8,100 WATERS CORP COMMON 941848103 24 475 SH DEFINED 5 475 WATSON PHARMACEUTICALS COMMON 942683103 23,337 378,600 SH DEFINED 1 378,600 WEATHERFORD INTERNATIONAL INC COMMON 947074100 106,277 2,214,100 SH DEFINED 1 2,214,100 WEATHERFORD INTERNATIONAL INC COMMON 947074100 162,230 3,379,800 SH DEFINED 1,2 3,379,800 WEATHERFORD INTERNATIONAL INC COMMON 947074100 4,531 94,400 SH DEFINED 1,4 94,400 WEATHERFORD INTERNATIONAL INC COMMON 947074100 9,326 194,300 SH DEFINED 2 194,300 WEATHERFORD INTERNATIONAL INC COMMON 947074100 1,277 26,600 SH DEFINED 2,3 26,600 WEATHERFORD INTERNATIONAL INC COMMON 947074100 11 202 SH DEFINED 5 202 WEBSENSE INC COMMON 947684106 1,857 100,400 SH DEFINED 1 100,400 WEBSENSE INC COMMON 947684106 19 1,000 SH DEFINED 2,3 1,000 WELLMAN INC. COMMON 949702104 986 55,100 SH DEFINED 1 55,100 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 23,786 252,400 SH DEFINED 1 252,400 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 141,360 1,500,000 SH DEFINED 1,2 1,500,000 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 1,159 12,300 SH DEFINED 1,4 12,300 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 14,098 149,600 SH DEFINED 2 149,600 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 867 9,200 SH DEFINED 2,3 9,200 WELLS FARGO CO COMMON 949746101 7,916 170,500 SH DEFINED 1 170,500 WESTCOAST ENERGY INC COMMON 95751D102 2,794 118,700 SH DEFINED 1 118,700
Page 95 98 WESTERN WIRELESS CORP CL A COMMON 95988E204 12,943 301,000 SH DEFINED 1 301,000 WESTERN WIRELESS CORP CL A COMMON 95988E204 1,703 39,600 SH DEFINED 2 39,600 WET SEAL INC CL-A COMMON 961840105 4,499 130,000 SH DEFINED 1 130,000 WHITNEY HOLDING CORP COMMON 966612103 2,345 50,000 SH DEFINED 1 50,000 WHOLE FOODS MARKET INC COMMON 966837106 2,669 100,000 SH DEFINED 1 100,000 WILLBROS GROUP INC COMMON 969199108 1,950 150,000 SH DEFINED 1 150,000 WILLIAMS COMMUNICATIONS GRP COMMON 969455104 1,770 600,000 SH DEFINED 1 600,000 WILLIAMS COMMUNICATIONS GRP COMMON 969455104 590 200,100 SH DEFINED 1,4 200,100 WILLIAMS COMMUNICATIONS GRP COMMON 969455104 2,233 757,100 SH DEFINED 2 757,100 WILLIAMS COMPANIES INC COMMON 969457100 385,251 11,692,000 SH DEFINED 1 11,692,000 WILLIAMS COMPANIES INC COMMON 969457100 110,017 3,338,900 SH DEFINED 1,2 3,338,900 WILLIAMS COMPANIES INC COMMON 969457100 9,720 295,000 SH DEFINED 2 295,000 WILLIAMS COMPANIES INC COMMON 969457100 1,114 33,800 SH DEFINED 2,3 33,800 WILLIAMS-SONOMA INC COMMON 969904101 43,343 1,116,500 SH DEFINED 1 1,116,500 WILLIAMS-SONOMA INC COMMON 969904101 124 3,200 SH DEFINED 1,4 3,200 WILLIAMS-SONOMA INC COMMON 969904101 3,776 97,270 SH DEFINED 2 97,270 WILLIAMS-SONOMA INC COMMON 969904101 330 8,500 SH DEFINED 2,3 8,500 WILLIS GROUP HOLDINGS LTD COMMON G96655108 3,323 187,200 SH DEFINED 1 187,200 WILLIS GROUP HOLDINGS LTD COMMON G96655108 442 24,900 SH DEFINED 1,4 24,900 WILLIS GROUP HOLDINGS LTD COMMON G96655108 1,688 95,100 SH DEFINED 2 95,100 WINSLOEW FURNITURE WTS COMMON 975377110 23 2,220 SH DEFINED 1 2,220 WISCONSIN ENERGY CORP COMMON 976657106 9,508 400,000 SH DEFINED 1 400,000 WORLD ACCESS 144A CVT PFD SER D CONVERT 98141A911 1,138 18,960 SH DEFINED 1 18,960 WORLD ACCESS 144A CVT PFD SER D CONVERT 98141A911 13 215 SH DEFINED 2,3 215 WORLDCOM INC-MCI GROUP COMMON 98157D304 161 10,000 SH DEFINED 1,4 10,000
Page 96 99 WORLDCOM INC-WORLDCOM GROUP COMMON 98157D106 4,488 300,000 SH DEFINED 1 300,000 WORLDCOM INC-WORLDCOM GROUP COMMON 98157D106 3,740 250,000 SH DEFINED 1,4 250,000 WYSDOM INC COMMON 983600107 3,000 789,474 SH DEFINED 1,4 789,474 XANTREX TECHNOLOGY INC COMMON 98389A912 3,748 1,363,000 SH DEFINED 1,4 1,363,000 XCARE.NET INC COMMON 98388Y101 3,375 250,000 SH DEFINED 1 250,000 XCEL ENERGY INC COMMON 98389B100 7,226 254,000 SH DEFINED 1 254,000 XILINX INC COMMON 983919101 94,011 2,279,600 SH DEFINED 1 2,279,600 XILINX INC COMMON 983919101 85,041 2,062,100 SH DEFINED 1,2 2,062,100 XILINX INC COMMON 983919101 722 17,500 SH DEFINED 1,4 17,500 XILINX INC COMMON 983919101 3,555 86,200 SH DEFINED 2 86,200 XILINX INC COMMON 983919101 619 15,000 SH DEFINED 2,3 15,000 XILINX INC COMMON 983919101 27 648 SH DEFINED 5 648 XILINX INC COMMON 983919101 8 200 SH DEFINED 6 200 XL CAPITAL LTD CL A COMMON G98255105 79,136 963,900 SH DEFINED 1 963,900 XOMA LTD COMMON G9825R107 256 15,000 SH DEFINED 1 15,000 XTO ENERGY INC COMMON 98385X106 5,541 386,100 SH DEFINED 1 386,100 XTO ENERGY INC COMMON 98385X106 185 12,900 SH DEFINED 1,4 12,900 ZEBRA TECHNOLOGIES CORP COMMON 989207105 9,578 195,000 SH DEFINED 1 195,000 ZIONS BANCORPORATION COMMON 989701107 15,918 269,800 SH DEFINED 1 269,800 ZIONS BANCORPORATION COMMON 989701107 18 300 PUT DEFINED 6 300 ZOLL MEDICAL CORP COMMON 989922109 2,059 75,000 SH DEFINED 1 75,000 ZORAN CORP COMMON 98975F101 38,059 1,280,600 SH DEFINED 1 1,280,600 ZORAN CORP COMMON 98975F101 59 2,000 SH DEFINED 1,4 2,000 ZORAN CORP COMMON 98975F101 1,669 56,170 SH DEFINED 2 56,170 ZORAN CORP COMMON 98975F101 149 5,000 SH DEFINED 2,3 5,000
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