13F-HR 1 h92023e13f-hr.txt AIM MANAGEMENT GROUP INC - SEPTEMBER 30, 2001 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 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 11/13/01 -------------------- ------------------ ------------ 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).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 6 Form 13F Information Table Entry Total: 2,779 Form 13F Information Table Value Total: $67,020,581 (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- ---- ----------------------------------------------
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------ -------------- -------- -------- -------------------- ---------- -------- ------------------------ VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------ -------------- -------- -------- ------- --- ---- ---------- -------- ------------------------ 4 KIDS ENTERTAINMENT INC COMMON 350865101 2,488 125,000 SH DEFINED 1 125,000 99 CENTS ONLY STORES COMMON 65440K106 6,700 207,100 SH DEFINED 1 207,100 99 CENTS ONLY STORES COMMON 65440K106 29 900 SH DEFINED 1,4 900 99 CENTS ONLY STORES COMMON 65440K106 749 23,160 SH DEFINED 2 23,160 99 CENTS ONLY STORES COMMON 65440K106 71 2,200 SH DEFINED 2,3 2,200 A T & T CORP COMMON 001957109 120,419 6,239,350 SH DEFINED 1 6,239,350 A T & T CORP COMMON 001957109 1,832 94,900 SH DEFINED 2 94,900 ABBOTT LABORATORIES COMMON 002824100 241,637 4,660,300 SH DEFINED 1 4,660,300 ABBOTT LABORATORIES COMMON 002824100 8,265 159,400 SH DEFINED 2 159,400 ABBOTT LABORATORIES COMMON 002824100 17 333 SH DEFINED 5 333 ABERCROMBIE & FITCH CO CL A COMMON 002896207 43,736 2,486,400 SH DEFINED 1 2,486,400 ABERCROMBIE & FITCH CO CL A COMMON 002896207 1,045 59,400 SH DEFINED 1,4 59,400 ABERCROMBIE & FITCH CO CL A COMMON 002896207 4,344 246,950 SH DEFINED 2 246,950 ABERCROMBIE & FITCH CO CL A COMMON 002896207 216 12,300 SH DEFINED 2,3 12,300 ABERCROMBIE & FITCH CO CL A COMMON 002896207 114 6,492 SH DEFINED 5 6,492 ABGENIX INC COMMON 00339B107 70 3,100 SH DEFINED 1 3,100 ABRAXAS PETROLEUM CORP COMMON 003830106 579 300,000 SH DEFINED 1 300,000 ACCREDO HEALTH INC COMMON 00437V104 7,240 198,900 SH DEFINED 1 198,900 ACCREDO HEALTH INC COMMON 00437V104 15 400 SH DEFINED 2,3 400
Page 1 / 105 ACE LTD COMMON G0070K103 14,325 496,200 SH DEFINED 1 496,200 ACE LTD COMMON G0070K103 517 17,900 SH DEFINED 1,4 17,900 ACE LTD COMMON G0070K103 2,847 98,630 SH DEFINED 2 98,630 ACE LTD COMMON G0070K103 130 4,500 SH DEFINED 2,3 4,500 ACTEL CORP COMMON 004934105 3,538 199,200 SH DEFINED 1 199,200 ACTIVE POWER INC COMMON 00504W100 439 87,600 SH DEFINED 1 87,600 ACTIVISION INC COMMON 004930202 13,624 500,500 SH DEFINED 1 500,500 ACTIVISION INC COMMON 004930202 41 1,500 SH DEFINED 1,4 1,500 ACTIVISION INC COMMON 004930202 1,117 41,040 SH DEFINED 2 41,040 ACTIVISION INC COMMON 004930202 112 4,100 SH DEFINED 2,3 4,100 ADC TELECOMMUNICATIONS INC COMMON 000886101 6,195 1,775,000 SH DEFINED 1 1,775,000 ADC TELECOMMUNICATIONS INC COMMON 000886101 459 131,600 SH DEFINED 1,4 131,600 ADC TELECOMMUNICATIONS INC COMMON 000886101 1,771 507,500 SH DEFINED 2 507,500 ADELPHIA COMMUNICATIONS COMMON 006848105 5,839 263,000 SH DEFINED 1 263,000 ADELPHIA COMMUNICATIONS COMMON 006848105 366 16,500 SH DEFINED 1,4 16,500 ADELPHIA COMMUNICATIONS COMMON 006848105 1,407 63,400 SH DEFINED 2 63,400 ADMINISTAFF INC COMMON 007094105 16,731 643,500 SH DEFINED 1 643,500 ADMINISTAFF INC COMMON 007094105 47 1,800 SH DEFINED 1,4 1,800 ADMINISTAFF INC COMMON 007094105 1,518 58,400 SH DEFINED 2 58,400 ADMINISTAFF INC COMMON 007094105 146 5,600 SH DEFINED 2,3 5,600 ADOBE SYSTEMS INC COMMON 00724F101 10,491 437,500 SH DEFINED 1 437,500 ADOLOR CORP COMMON 00724X102 58 3,400 SH DEFINED 1 3,400 ADTRAN INC COMMON 00738A106 3,982 208,500 SH DEFINED 1 208,500 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 9,431 645,500 SH DEFINED 1 645,500 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 553 37,878 SH DEFINED 5 37,878
Page 2 / 105 ADVANCEPCS COMMON 00790K109 39,651 552,400 SH DEFINED 1 552,400 ADVANCEPCS COMMON 00790K109 43,068 600,000 SH DEFINED 1,2 600,000 ADVANCEPCS COMMON 00790K109 4,967 69,200 SH DEFINED 1,4 69,200 ADVANCEPCS COMMON 00790K109 2,560 35,670 SH DEFINED 2 35,670 ADVANCEPCS COMMON 00790K109 682 9,500 SH DEFINED 2,3 9,500 ADVANCEPCS COMMON 00790K109 18 250 SH DEFINED 6 250 AEROFLEX INC COMMON 007768104 6,971 633,700 SH DEFINED 1 633,700 AES CORP COMMON 00130H105 11,683 911,276 SH DEFINED 1 911,276 AES CORP COMMON 00130H105 7,178 559,900 SH DEFINED 1,2 559,900 AES CORP COMMON 00130H105 917 71,500 SH DEFINED 2 71,500 AES CORP COMMON 00130H105 8 600 SH DEFINED 2,3 600 AES CORP COMMON 00130H105 3 198 SH DEFINED 5 198 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 64,713 794,900 SH DEFINED 1 794,900 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 52,534 645,300 SH DEFINED 1,2 645,300 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 4,119 50,600 SH DEFINED 1,4 50,600 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 57 700 SH DEFINED 2 700 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 578 7,100 SH DEFINED 2,3 7,100 AFFILIATED MANAGERS GROUP INC COMMON 008252108 47,556 837,100 SH DEFINED 1 837,100 AFFILIATED MANAGERS GROUP INC COMMON 008252108 102 1,800 SH DEFINED 1,4 1,800 AFFILIATED MANAGERS GROUP INC COMMON 008252108 3,334 58,680 SH DEFINED 2 58,680 AFFILIATED MANAGERS GROUP INC COMMON 008252108 307 5,400 SH DEFINED 2,3 5,400 AFFYMETRIX INC COMMON 00826T108 6,948 432,900 SH DEFINED 1 432,900 AFLAC INC COMMON 001055102 67,759 2,509,600 SH DEFINED 1 2,509,600 AFLAC INC COMMON 001055102 156,030 5,778,900 SH DEFINED 1,2 5,778,900 AFLAC INC COMMON 001055102 338 12,500 SH DEFINED 1,4 12,500 AFLAC INC COMMON 001055102 12,907 478,050 SH DEFINED 2 478,050 AFLAC INC COMMON 001055102 751 27,800 SH DEFINED 2,3 27,800 AFLAC INC COMMON 001055102 61 2,241 SH DEFINED 5 2,241 AFLAC INC COMMON 001055102 9 350 SH DEFINED 6 350 AGCO CORP COMMON 001084102 1,321 146,000 SH DEFINED 1 146,000
Page 3 / 105 AGERE SYSTEMS INC CL A COMMON 00845V100 2,106 510,000 SH DEFINED 1 510,000 AGERE SYSTEMS INC CL A COMMON 00845V100 4 1,080 SH DEFINED 5 1,080 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 73,304 1,900,050 SH DEFINED 1 1,900,050 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 4,630 120,000 SH DEFINED 1,4 120,000 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 2,589 67,100 SH DEFINED 2 67,100 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 485 12,576 SH DEFINED 5 12,576 AIRGATE PCS INC COMMON 009367103 31,529 709,791 SH DEFINED 1 709,791 AIRGATE PCS INC COMMON 009367103 80 1,800 SH DEFINED 1,4 1,800 AIRGATE PCS INC COMMON 009367103 2,607 58,680 SH DEFINED 2 58,680 AIRGATE PCS INC COMMON 009367103 240 5,400 SH DEFINED 2,3 5,400 AIRTRAN HOLDINGS INC COMMON 00949P108 3,072 724,500 SH DEFINED 1 724,500 AKSYS LTD COMMON 010196103 1,136 225,000 SH DEFINED 1 225,000 ALAMOSA HOLDINGS INC COMMON 011589108 97 7,000 SH DEFINED 1 7,000 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 8,268 333,000 SH DEFINED 1 333,000 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 10 400 SH DEFINED 2,3 400 ALBERTA ENERGY LTD COMMON 012873105 39 1,161 SH DEFINED 5 1,161 ALCAN INC COMMON 013716105 8,847 294,900 SH DEFINED 1,4 294,900 ALCOA INC COMMON 013817101 106,186 3,424,250 SH DEFINED 1 3,424,250 ALCOA INC COMMON 013817101 2,419 78,000 SH DEFINED 2 78,000 ALCOA INC COMMON 013817101 159 5,124 SH DEFINED 5 5,124 ALEXION PHARMACEUTICALS INC COMMON 015351109 10,467 615,000 SH DEFINED 1 615,000 ALIGN TECHNOLOGY INC COMMON 016255101 600 275,000 SH DEFINED 1 275,000 ALLEGHENY ENERGY INC COMMON 017361106 12,390 337,600 SH DEFINED 1 337,600 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 6,286 471,600 SH DEFINED 1 471,600
Page 4 / 105 ALLERGAN INC COMMON 018490102 194,511 2,933,800 SH DEFINED 1 2,933,800 ALLERGAN INC COMMON 018490102 94,802 1,429,900 SH DEFINED 1,2 1,429,900 ALLERGAN INC COMMON 018490102 9,169 138,300 SH DEFINED 1,4 138,300 ALLERGAN INC COMMON 018490102 11,082 167,150 SH DEFINED 2 167,150 ALLERGAN INC COMMON 018490102 776 11,700 SH DEFINED 2,3 11,700 ALLERGAN INC COMMON 018490102 1,046 15,780 SH DEFINED 5 15,780 ALLIANCE ATLANTIS COMM COMMON 01853E204 194 20,000 SH DEFINED 1 20,000 ALLIANCE CAPITAL MANAGEMENT HLDG COMMON 01855A101 2,239 49,000 SH DEFINED 1 49,000 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 16,494 1,015,000 SH DEFINED 1 1,015,000 ALLIANCE PHARMACEUTICAL CP COMMON 018773101 33 36,083 SH DEFINED 1 36,083 ALLIANCE RESOURCE PARTNERS COMMON 01877R108 287 12,200 SH DEFINED 1 12,200 ALLIANCE RESOURCE PARTNERS COMMON 01877R108 125 5,300 SH DEFINED 1,4 5,300 ALLIANZ AKTIENGESELLSCHAFT ADR SPO COMMON 018805101 25 1,074 SH DEFINED 5 1,074 ALLIED CAPITAL CORP COMMON 01903Q108 6,982 306,900 SH DEFINED 1 306,900 ALLIED WASTE INDUSTRIES INC COMMON 019589308 13 1,000 SH DEFINED 1 1,000 ALLSCRIPTS HEALTHCARE SOLUTIONS COMMON 01988P108 42 10,000 SH DEFINED 1 10,000 ALPHA INDUSTRIES INC COMMON 020753109 50,614 2,613,000 SH DEFINED 1 2,613,000 ALPHA INDUSTRIES INC COMMON 020753109 104 5,360 SH DEFINED 1,4 5,360 ALPHA INDUSTRIES INC COMMON 020753109 2,590 133,730 SH DEFINED 2 133,730 ALPHA INDUSTRIES INC COMMON 020753109 242 12,500 SH DEFINED 2,3 12,500 ALPHA INDUSTRIES INC COMMON 020753109 62 3,180 SH DEFINED 5 3,180 ALPHA INDUSTRIES INC COMMON 020753109 8 400 SH DEFINED 6 400
Page 5 / 105 ALTERA CORP COMMON 021441100 61,010 3,699,800 SH DEFINED 1 3,699,800 ALTERA CORP COMMON 021441100 40,343 2,446,500 SH DEFINED 1,2 2,446,500 ALTERA CORP COMMON 021441100 909 55,100 SH DEFINED 1,4 55,100 ALTERA CORP COMMON 021441100 2,704 164,000 SH DEFINED 2 164,000 ALTERA CORP COMMON 021441100 252 15,300 SH DEFINED 2,3 15,300 ALTERA CORP COMMON 021441100 5 300 SH DEFINED 6 300 AMAZON.COM INC CVT 144A CONVERT 023135AD8 1,400 3,500,000 PRN DEFINED 1 3,500,000 AMAZON.COM INC CVT 144A CONVERT 023135AD8 200 500,000 PRN DEFINED 2,3 500,000 AMBAC INC COMMON 023139108 31,083 568,150 SH DEFINED 1 568,150 AMBAC INC COMMON 023139108 77 1,400 SH DEFINED 2,3 1,400 AMBAC INC COMMON 023139108 698 12,765 SH DEFINED 5 12,765 AMDOCS LTD COMMON G02602103 155,749 5,844,250 SH DEFINED 1 5,844,250 AMDOCS LTD COMMON G02602103 4,440 166,600 SH DEFINED 2 166,600 AMDOCS LTD COMMON G02602103 53 2,000 SH DEFINED 2,3 2,000 AMDOCS LTD COMMON G02602103 13 492 SH DEFINED 5 492 AMERICA FIRST MORTGAGE INVESTMENT COMMON 023934102 1,328 150,000 SH DEFINED 1 150,000 AMERICA MOVIL SER L ADR COMMON 02364W105 19,182 1,293,436 SH DEFINED 1 1,293,436 AMERICA MOVIL SER L ADR COMMON 02364W105 4,741 319,710 SH DEFINED 1,4 319,710 AMERICA MOVIL SER L ADR COMMON 02364W105 2,111 142,376 SH DEFINED 2 142,376 AMERICA MOVIL SER L ADR COMMON 02364W105 58 3,900 SH DEFINED 2,3 3,900 AMERICAN CAPITAL STRATEGIES LTD COMMON 024937104 21,948 801,300 SH DEFINED 1 801,300 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 38,452 1,932,250 SH DEFINED 1 1,932,250 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 2,358 118,500 SH DEFINED 1,4 118,500 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 2,546 127,950 SH DEFINED 2 127,950 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 245 12,300 SH DEFINED 2,3 12,300 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 65 3,276 SH DEFINED 5 3,276
Page 6 / 105 AMERICAN EXPRESS CO COMMON 025816109 176,115 6,060,400 SH DEFINED 1 6,060,400 AMERICAN EXPRESS CO COMMON 025816109 130,770 4,500,000 SH DEFINED 1,2 4,500,000 AMERICAN EXPRESS CO COMMON 025816109 3,487 120,000 SH DEFINED 1,4 120,000 AMERICAN EXPRESS CO COMMON 025816109 15,015 516,705 SH DEFINED 2 516,705 AMERICAN EXPRESS CO COMMON 025816109 602 20,700 SH DEFINED 2,3 20,700 AMERICAN EXPRESS CO COMMON 025816109 724 24,930 SH DEFINED 5 24,930 AMERICAN HOME PRODUCTS CORP COMMON 026609107 123,193 2,114,900 SH DEFINED 1 2,114,900 AMERICAN HOME PRODUCTS CORP COMMON 026609107 58,250 1,000,000 SH DEFINED 1,2 1,000,000 AMERICAN HOME PRODUCTS CORP COMMON 026609107 8,941 153,500 SH DEFINED 2 153,500 AMERICAN HOME PRODUCTS CORP COMMON 026609107 619 10,635 SH DEFINED 5 10,635 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 1,212,920 15,550,257 SH DEFINED 1 15,550,257 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 541,172 6,938,100 SH DEFINED 1,2 6,938,100 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 6,942 89,000 SH DEFINED 1,4 89,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 54,331 696,550 SH DEFINED 2 696,550 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 2,535 32,500 SH DEFINED 2,3 32,500 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 2,154 27,612 SH DEFINED 5 27,612 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 12 150 SH DEFINED 6 150 AMERICAN POWER CONVERSION CORP COMMON 029066107 2,336 200,000 SH DEFINED 1 200,000 AMERICAN STANDARD CO COMMON 029712106 90,313 1,642,050 SH DEFINED 1 1,642,050 AMERICAN STANDARD CO COMMON 029712106 44 800 SH DEFINED 2 800 AMERICAN TOWER CORP -CL A COMMON 029912201 10,781 776,200 SH DEFINED 1 776,200 AMERICAN TOWER CORP -CL A COMMON 029912201 39 2,800 SH DEFINED 1,4 2,800 AMERICAN TOWER CORP -CL A COMMON 029912201 1,207 86,870 SH DEFINED 2 86,870 AMERICAN TOWER CORP -CL A COMMON 029912201 119 8,600 SH DEFINED 2,3 8,600 AMERICAN TOWER CORP -CL A COMMON 029912201 62 4,440 SH DEFINED 5 4,440 AMERICREDIT CORP COMMON 03060R101 51,974 1,643,700 SH DEFINED 1 1,643,700 AMERICREDIT CORP COMMON 03060R101 36,094 1,141,500 SH DEFINED 1,2 1,141,500 AMERICREDIT CORP COMMON 03060R101 4,069 128,700 SH DEFINED 1,4 128,700 AMERICREDIT CORP COMMON 03060R101 4,697 148,530 SH DEFINED 2 148,530 AMERICREDIT CORP COMMON 03060R101 528 16,700 SH DEFINED 2,3 16,700 AMERICREDIT CORP COMMON 03060R101 76 2,415 SH DEFINED 5 2,415
Page 7 / 105 AMERISOURCEBERGEN CORP COMMON 03073E105 43,790 617,200 SH DEFINED 1 617,200 AMERISOURCEBERGEN CORP COMMON 03073E105 63,146 890,000 SH DEFINED 1,2 890,000 AMERISOURCEBERGEN CORP COMMON 03073E105 837 11,800 SH DEFINED 1,4 11,800 AMERISOURCEBERGEN CORP COMMON 03073E105 4,307 60,700 SH DEFINED 2 60,700 AMERISOURCEBERGEN CORP COMMON 03073E105 908 12,800 SH DEFINED 2,3 12,800 AMGEN INC COMMON 031162100 186,351 3,171,400 SH DEFINED 1 3,171,400 AMGEN INC COMMON 031162100 29,380 500,000 SH DEFINED 1,2 500,000 AMGEN INC COMMON 031162100 999 17,000 SH DEFINED 1,4 17,000 AMGEN INC COMMON 031162100 7,592 129,200 SH DEFINED 2 129,200 AMGEN INC COMMON 031162100 253 4,300 SH DEFINED 2,3 4,300 AMGEN INC COMMON 031162100 1,573 26,772 SH DEFINED 5 26,772 AMKOR TECHNOLOGIES INC COMMON 031652100 5,418 515,000 SH DEFINED 1 515,000 AMKOR TECHNOLOGIES INC COMMON 031652100 5 500 SH DEFINED 6 500 AMPHENOL CORP-CL A COMMON 032095101 8,225 236,700 SH DEFINED 1 236,700 AMPHENOL CORP-CL A COMMON 032095101 3,426 98,600 SH DEFINED 1,4 98,600 AMPHENOL CORP-CL A COMMON 032095101 657 18,906 SH DEFINED 5 18,906 ANADARKO PETROLEUM CORP COMMON 032511107 15,298 318,170 SH DEFINED 1 318,170 ANADARKO PETROLEUM CORP COMMON 032511107 8,641 179,725 SH DEFINED 1,4 179,725 ANADARKO PETROLEUM CORP COMMON 032511107 1,416 29,456 SH DEFINED 2 29,456 ANADARKO PETROLEUM CORP COMMON 032511107 24 500 SH DEFINED 2,3 500 ANADARKO PETROLEUM CORP COMMON 032511107 6 117 SH DEFINED 5 117 ANADIGICS INC COMMON 032515108 2,532 207,500 SH DEFINED 1 207,500 ANADIGICS INC COMMON 032515108 195 16,000 SH DEFINED 1,4 16,000 ANALOG DEVICES INC COMMON 032654105 405,434 12,398,600 SH DEFINED 1 12,398,600 ANALOG DEVICES INC COMMON 032654105 260,174 7,956,400 SH DEFINED 1,2 7,956,400 ANALOG DEVICES INC COMMON 032654105 621 19,000 SH DEFINED 1,4 19,000 ANALOG DEVICES INC COMMON 032654105 22,377 684,300 SH DEFINED 2 684,300 ANALOG DEVICES INC COMMON 032654105 1,609 49,200 SH DEFINED 2,3 49,200 ANALOG DEVICES INC COMMON 032654105 310 9,468 SH DEFINED 5 9,468
Page 8 / 105 ANAREN MICROWAVE INC COMMON 032744104 19,314 1,181,300 SH DEFINED 1 1,181,300 ANAREN MICROWAVE INC COMMON 032744104 57 3,500 SH DEFINED 1,4 3,500 ANAREN MICROWAVE INC COMMON 032744104 1,770 108,230 SH DEFINED 2 108,230 ANAREN MICROWAVE INC COMMON 032744104 160 9,800 SH DEFINED 2,3 9,800 ANDRX GROUP COMMON 034553107 20,969 323,000 SH DEFINED 1 323,000 ANDRX GROUP COMMON 034553107 8,784 135,300 SH DEFINED 1,4 135,300 ANDRX GROUP COMMON 034553107 4,340 66,850 SH DEFINED 2 66,850 ANDRX GROUP COMMON 034553107 221 3,400 SH DEFINED 2,3 3,400 ANDRX GROUP COMMON 034553107 72 1,113 SH DEFINED 5 1,113 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 1,506 35,000 SH DEFINED 1 35,000 ANGIOTECH PHARMACEUTICALS INC COMMON 034918102 22 500 SH DEFINED 6 500 ANHEUSER-BUSCH COS INC COMMON 035229103 10,135 242,000 SH DEFINED 1 242,000 ANHEUSER-BUSCH COS INC COMMON 035229103 25,128 600,000 SH DEFINED 1,2 600,000 ANHEUSER-BUSCH COS INC COMMON 035229103 5,235 125,000 SH DEFINED 1,4 125,000 ANHEUSER-BUSCH COS INC COMMON 035229103 42 1,000 SH DEFINED 2 1,000 ANHEUSER BUSCH COS INC COMMON 035229103 7 171 SH DEFINED 5 171 ANN TAYLOR STORES INC COMMON 036115103 2,850 130,000 SH DEFINED 1 130,000 ANN TAYLOR STORES INC COMMON 036115103 219 10,000 SH DEFINED 1,4 10,000 ANNALY MORTGAGE MANAGEMENT COMMON 035710409 1,604 111,000 SH DEFINED 1 111,000 ANNUITY AND LIFE RE (HOLDINGS) LTD COMMON G03910109 7,377 217,300 SH DEFINED 1 217,300 ANTHRACITE CAPITAL INC COMMON 037023108 1,040 100,000 SH DEFINED 1 100,000 AOL TIME WARNER INC COMMON 00184A105 770,111 23,266,200 SH DEFINED 1 23,266,200 AOL TIME WARNER INC COMMON 00184A105 380,339 11,490,600 SH DEFINED 1,2 11,490,600 AOL TIME WARNER INC COMMON 00184A105 7,732 233,600 SH DEFINED 1,4 233,600 AOL TIME WARNER INC COMMON 00184A105 37,587 1,135,550 SH DEFINED 2 1,135,550 AOL TIME WARNER INC COMMON 00184A105 1,652 49,900 SH DEFINED 2,3 49,900 AOL TIME WARNER INC COMMON 00184A105 1,332 40,236 SH DEFINED 5 40,236 AOL TIME WARNER INC COMMON 00184A105 43 1,300 CALL DEFINED 6 1,300
Page 9 / 105 AON CORP COMMON 037389103 14,364 342,000 SH DEFINED 1 342,000 AON CORP COMMON 037389103 416 9,900 SH DEFINED 1,4 9,900 AON CORP COMMON 037389103 1,567 37,300 SH DEFINED 2 37,300 APACHE CORP COMMON 037411105 15,613 363,100 SH DEFINED 1 363,100 APACHE CORP COMMON 037411105 1,264 29,400 SH DEFINED 2 29,400 APACHE CORP COMMON 037411105 11 252 SH DEFINED 5 252 APARTMENT INVT & MGMT CL A COMMON 03748R101 12,179 269,090 SH DEFINED 1 269,090 APOGENT TECHNOLOGIES INC COMMON 03760A101 18,938 792,400 SH DEFINED 1 792,400 APOGENT TECHNOLOGIES INC COMMON 03760A101 382 16,000 SH DEFINED 1,4 16,000 APOGENT TECHNOLOGIES INC COMMON 03760A101 1,482 62,000 SH DEFINED 2 62,000 APOGENT TECHNOLOGIES INC COMMON 03760A101 1,446 60,483 SH DEFINED 5 60,483 APOLLO GROUP INC-CL A COMMON 037604105 71,281 1,695,950 SH DEFINED 1 1,695,950 APOLLO GROUP INC-CL A COMMON 037604105 5,540 131,800 SH DEFINED 1,4 131,800 APOLLO GROUP INC-CL A COMMON 037604105 5,066 120,530 SH DEFINED 2 120,530 APOLLO GROUP INC-CL A COMMON 037604105 458 10,900 SH DEFINED 2,3 10,900 APOLLO GROUP INC-CL A COMMON 037604105 149 3,540 SH DEFINED 5 3,540 APPLE COMPUTER INC COMMON 037833100 14,615 942,300 SH DEFINED 1 942,300 APPLE COMPUTER INC COMMON 037833100 38,775 2,500,000 SH DEFINED 1,2 2,500,000 APPLE COMPUTER INC COMMON 037833100 2,769 178,500 SH DEFINED 2 178,500 APPLE COMPUTER INC COMMON 037833100 200 12,900 SH DEFINED 2,3 12,900 APPLERA CORP-CELERA GENOMICS COMMON 038020202 96 4,000 SH DEFINED 1 4,000 APPLIED FILMS CORP COMMON 038197109 2,094 125,000 SH DEFINED 1 125,000 APPLIED MATERIALS INC COMMON 038222105 168,800 5,935,300 SH DEFINED 1 5,935,300 APPLIED MATERIALS INC COMMON 038222105 80,590 2,833,700 SH DEFINED 1,2 2,833,700 APPLIED MATERIALS INC COMMON 038222105 7,605 267,400 SH DEFINED 1,4 267,400 APPLIED MATERIALS INC COMMON 038222105 10,807 380,000 SH DEFINED 2 380,000 APPLIED MATERIALS INC COMMON 038222105 711 25,000 SH DEFINED 2,3 25,000 APPLIED MATERIALS INC COMMON 038222105 703 24,717 SH DEFINED 5 24,717
Page 10 / 105 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 21,872 3,129,000 SH DEFINED 1 3,129,000 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 444 63,500 SH DEFINED 1,4 63,500 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 2,835 405,580 SH DEFINED 2 405,580 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 134 19,100 SH DEFINED 2,3 19,100 APPLIED MICRO CIRCUITS CORP COMMON 03822W109 57 8,115 SH DEFINED 5 8,115 APPLIED MOLECULAR EVOLUTION COMMON 03823E108 30 4,000 SH DEFINED 1 4,000 APRIA HEALTHCARE GROUP COMMON 037933108 72,709 2,807,300 SH DEFINED 1 2,807,300 APRIA HEALTHCARE GROUP COMMON 037933108 163 6,300 SH DEFINED 1,4 6,300 APRIA HEALTHCARE GROUP COMMON 037933108 4,176 161,250 SH DEFINED 2 161,250 APRIA HEALTHCARE GROUP COMMON 037933108 394 15,200 SH DEFINED 2,3 15,200 AQUILA INC COMMON 03840J106 10,157 465,900 SH DEFINED 1 465,900 ARADIGM CORP COMMON 038505103 2,271 680,000 SH DEFINED 1 680,000 ARBITRON INC COMMON 03875Q108 21,922 838,000 SH DEFINED 1 838,000 ARBITRON INC COMMON 03875Q108 10 400 SH DEFINED 2 400 ARENA PHARMACEUTICALS INC COMMON 040047102 66 6,000 SH DEFINED 1 6,000 ARGONAUT TECHNOLOGIES INC COMMON 040175101 178 50,000 SH DEFINED 1 50,000 ARIAD PHARMACEUTICALS INC COMMON 04033A100 392 160,000 SH DEFINED 1 160,000 ARMOR HOLDINGS INC COMMON 042260109 2,475 125,000 SH DEFINED 1 125,000 ARMOR HOLDINGS INC COMMON 042260109 1,123 56,700 SH DEFINED 1,4 56,700 ARQULE INC COMMON 04269E107 66 6,307 SH DEFINED 1 6,307 ARRAY BIOPHARMA INC COMMON 04269X105 1,353 150,000 SH DEFINED 1 150,000 ARRIS GROUP INC COMMON 04269Q100 4 1,000 SH DEFINED 6 1,000 ARTHROCARE CORPORATION COMMON 043136100 4,900 250,000 SH DEFINED 1 250,000 ARTHROCARE CORPORATION COMMON 043136100 11 550 SH DEFINED 6 550
Page 11 / 105 ASIAINFO HOLDINGS INC COMMON 04518A104 2,172 182,700 SH DEFINED 1 182,700 ASIAINFO HOLDINGS INC COMMON 04518A104 24 2,000 SH DEFINED 2,3 2,000 ASM LITHOGRAPHY CVT 144A CONVERT 00207EAB6 906 1,250,000 PRN DEFINED 1 1,250,000 ASML HOLDING NV COMMON N07059111 998 89,000 SH DEFINED 1 89,000 ASML HOLDING NV COMMON N07059111 33 2,900 SH DEFINED 2,3 2,900 ASPEN TECHNOLOGY INC COMMON 045327103 13,413 1,341,300 SH DEFINED 1 1,341,300 ASPEN TECHNOLOGY INC COMMON 045327103 30 3,000 SH DEFINED 1,4 3,000 ASPEN TECHNOLOGY INC COMMON 045327103 962 96,230 SH DEFINED 2 96,230 ASPEN TECHNOLOGY INC COMMON 045327103 93 9,300 SH DEFINED 2,3 9,300 AT&T LATIN AMERICA CORP CL A COMMON 04649A106 1,592 904,650 SH DEFINED 1 904,650 ATI TECHNOLOGIES INC COMMON 001941103 32 4,038 SH DEFINED 5 4,038 ATLANTIC COAST AIRLINES HLDG COMMON 048396105 507 38,100 SH DEFINED 1 38,100 ATMEL CORP COMMON 049513104 1,336 200,000 SH DEFINED 1 200,000 ATMI INC. COMMON 00207R101 3,090 200,000 SH DEFINED 1 200,000 ATS MEDICAL INC COMMON 002083103 5,818 1,454,500 SH DEFINED 1 1,454,500 AUTOLIV INC COMMON 052800109 977 62,100 SH DEFINED 1,4 62,100 AUTOMATIC DATA PROCESSING INC COMMON 053015103 318,588 6,772,700 SH DEFINED 1 6,772,700 AUTOMATIC DATA PROCESSING INC COMMON 053015103 6,256 133,000 SH DEFINED 2 133,000 AUTOMATIC DATA PROCESSING INC COMMON 053015103 33 700 SH DEFINED 2,3 700 AUTOZONE, INC COMMON 053332102 10,979 211,700 SH DEFINED 1 211,700 AUTOZONE, INC COMMON 053332102 32,184 620,600 SH DEFINED 1,2 620,600 AUTOZONE, INC COMMON 053332102 26 500 SH DEFINED 1,4 500 AUTOZONE, INC COMMON 053332102 3,101 59,800 SH DEFINED 2 59,800 AUTOZONE, INC COMMON 053332102 254 4,900 SH DEFINED 2,3 4,900 AVENTIS COMMON 053561106 87 1,155 SH DEFINED 5 1,155
Page 12 / 105 AVNET INC COMMON 053807103 4,329 238,000 SH DEFINED 1 238,000 AVNET INC COMMON 053807103 706 38,820 SH DEFINED 5 38,820 AVOCENT CORP COMMON 053893103 1,860 125,000 SH DEFINED 1 125,000 AXCELIS TECHNOLOGIES INC COMMON 054540109 13,178 1,394,500 SH DEFINED 1 1,394,500 AXCELIS TECHNOLOGIES INC COMMON 054540109 422 44,700 SH DEFINED 1,4 44,700 AXCELIS TECHNOLOGIES INC COMMON 054540109 811 85,770 SH DEFINED 2 85,770 AXCELIS TECHNOLOGIES INC COMMON 054540109 81 8,600 SH DEFINED 2,3 8,600 AXCELIS TECHNOLOGIES INC COMMON 054540109 38 3,972 SH DEFINED 5 3,972 AXT INC COMMON 00246W103 1,325 125,000 SH DEFINED 1 125,000 BAKER HUGHES INC COMMON 057224107 96,916 3,347,700 SH DEFINED 1 3,347,700 BAKER HUGHES INC COMMON 057224107 10,856 375,000 SH DEFINED 1,2 375,000 BAKER HUGHES INC COMMON 057224107 1,879 64,900 SH DEFINED 2 64,900 BANK NEW YORK INC COMMON 064057102 20 570 SH DEFINED 5 570 BANK OF AMERICA CORP COMMON 060505104 182,512 3,125,199 SH DEFINED 1 3,125,199 BANK OF AMERICA CORP COMMON 060505104 82,543 1,413,400 SH DEFINED 1,2 1,413,400 BANK OF AMERICA CORP COMMON 060505104 9,484 162,400 SH DEFINED 1,4 162,400 BANK OF AMERICA CORP COMMON 060505104 216 3,700 SH DEFINED 2 3,700 BANK OF AMERICA CORP COMMON 060505104 876 15,000 SH DEFINED 2,3 15,000 BANK OF NEW YORK CO COMMON 064057102 314,720 8,992,000 SH DEFINED 1 8,992,000 BANK OF NEW YORK CO COMMON 064057102 52,500 1,500,000 SH DEFINED 1,2 1,500,000 BANK OF NEW YORK CO COMMON 064057102 8,180 233,700 SH DEFINED 2 233,700 BANK OF NEW YORK CO COMMON 064057102 67 1,900 SH DEFINED 2,3 1,900 BANK ONE CORP COMMON 06423A103 59,765 1,899,100 SH DEFINED 1 1,899,100 BANK ONE CORP COMMON 06423A103 35 1,100 SH DEFINED 2 1,100 BARNES & NOBLE INC COMMON 067774109 33,988 941,500 SH DEFINED 1 941,500 BARNES & NOBLE INC COMMON 067774109 105 2,900 SH DEFINED 1,4 2,900 BARNES & NOBLE INC COMMON 067774109 3,213 89,000 SH DEFINED 2 89,000 BARNES & NOBLE INC COMMON 067774109 292 8,100 SH DEFINED 2,3 8,100 BARNES & NOBLE INC COMMON 067774109 638 17,661 SH DEFINED 5 17,661
Page 13 / 105 BARR LABORATORIES INC COMMON 068306109 5,257 66,500 SH DEFINED 1 66,500 BARRICK GOLD CORP COMMON 067901108 7,547 435,000 SH DEFINED 1,4 435,000 BAXTER INTERNATIONAL INC COMMON 071813109 439,156 7,977,400 SH DEFINED 1 7,977,400 BAXTER INTERNATIONAL INC COMMON 071813109 175,048 3,179,800 SH DEFINED 1,2 3,179,800 BAXTER INTERNATIONAL INC COMMON 071813109 771 14,000 SH DEFINED 1,4 14,000 BAXTER INTERNATIONAL INC COMMON 071813109 14,272 259,250 SH DEFINED 2 259,250 BAXTER INTERNATIONAL INC COMMON 071813109 1,618 29,400 SH DEFINED 2,3 29,400 BAXTER INTERNATIONAL INC COMMON 071813109 99 1,806 SH DEFINED 5 1,806 BCE INC COMMON 05534B109 19,244 872,724 SH DEFINED 1,4 872,724 BE AEROSPACE INC COMMON 073302101 2,392 314,800 SH DEFINED 1 314,800 BEA SYSTEMS INC COMMON 073325102 17,370 1,811,300 SH DEFINED 1 1,811,300 BEA SYSTEMS INC COMMON 073325102 237 24,700 SH DEFINED 1,4 24,700 BEA SYSTEMS INC COMMON 073325102 928 96,800 SH DEFINED 2 96,800 BEA SYSTEMS INC COMMON 073325102 18 1,900 SH DEFINED 2,3 1,900 BEAR STEARNS COMPANIES INC COMMON 073902108 4,751 95,000 SH DEFINED 1,4 95,000 BEBE STORES INC COMMON 075571109 1,807 120,000 SH DEFINED 1 120,000 BEBE STORES INC COMMON 075571109 6 400 SH DEFINED 6 400 BECTON DICKINSON & CO COMMON 075887109 12,950 350,000 SH DEFINED 1 350,000 BECTON DICKINSON & CO COMMON 075887109 11 300 SH DEFINED 6 300 BED BATH AND BEYOND INC COMMON 075896100 108,791 4,273,000 SH DEFINED 1 4,273,000 BED BATH AND BEYOND INC COMMON 075896100 279,645 10,983,700 SH DEFINED 1,2 10,983,700 BED BATH AND BEYOND INC COMMON 075896100 1,291 50,700 SH DEFINED 1,4 50,700 BED BATH AND BEYOND INC COMMON 075896100 24,116 947,200 SH DEFINED 2 947,200 BED BATH AND BEYOND INC COMMON 075896100 1,927 75,700 SH DEFINED 2,3 75,700 BED BATH AND BEYOND INC COMMON 075896100 71 2,778 SH DEFINED 5 2,778 BELLSOUTH CORP COMMON 079860102 71,192 1,713,400 SH DEFINED 1 1,713,400 BELLSOUTH CORP COMMON 079860102 6,390 153,800 SH DEFINED 2 153,800 BELLSOUTH CORP COMMON 079860102 301 7,239 SH DEFINED 5 7,239
Page 14 / 105 BEST BUY CO INC COMMON 086516101 225,727 4,966,500 SH DEFINED 1 4,966,500 BEST BUY CO INC COMMON 086516101 58,899 1,295,900 SH DEFINED 1,2 1,295,900 BEST BUY CO INC COMMON 086516101 455 10,000 SH DEFINED 1,4 10,000 BEST BUY CO INC COMMON 086516101 3,486 76,700 SH DEFINED 2 76,700 BEST BUY CO INC COMMON 086516101 527 11,600 SH DEFINED 2,3 11,600 BEST BUY CO INC COMMON 086516101 47 1,026 SH DEFINED 5 1,026 BIACORE INTL AB COMMON 088658109 5 231 SH DEFINED 5 231 BIOGEN INC COMMON 090597105 222 4,000 SH DEFINED 1 4,000 BIOMARIN PHARMACEUTICAL COMMON 09061G101 98 10,000 SH DEFINED 1 10,000 BIOMET INC COMMON 090613100 24,392 833,925 SH DEFINED 1 833,925 BIOMET INC COMMON 090613100 135,728 4,640,275 SH DEFINED 1,2 4,640,275 BIOMET INC COMMON 090613100 395 13,500 SH DEFINED 1,4 13,500 BIOMET INC COMMON 090613100 9,807 335,275 SH DEFINED 2 335,275 BIOMET INC COMMON 090613100 820 28,050 SH DEFINED 2,3 28,050 BIOPURE CORP COMMON 09065H105 37 2,000 SH DEFINED 1 2,000 BIOSITE INC COMMON 090945106 10,168 420,000 SH DEFINED 1 420,000 BIOSITE INC COMMON 090945106 27 1,100 SH DEFINED 1,4 1,100 BIOSITE INC COMMON 090945106 852 35,210 SH DEFINED 2 35,210 BIOSITE INC COMMON 090945106 85 3,500 SH DEFINED 2,3 3,500 BIOSOURCE INTERNATIONAL INC COMMON 09066H104 1,325 250,000 SH DEFINED 1 250,000 BIOVAIL CORP COMMON 09067J109 151,078 3,256,000 SH DEFINED 1 3,256,000 BIOVAIL CORP COMMON 09067J109 87,928 1,895,000 SH DEFINED 1,2 1,895,000 BIOVAIL CORP COMMON 09067J109 66,746 1,438,500 SH DEFINED 1,4 1,438,500 BIOVAIL CORP COMMON 09067J109 13,693 295,100 SH DEFINED 2 295,100 BIOVAIL CORP COMMON 09067J109 1,346 29,000 SH DEFINED 2,3 29,000 BIOVAIL CORP COMMON 09067J109 846 18,228 SH DEFINED 5 18,228
Page 15 / 105 BJ SERVICES CO COMMON 055482103 31,412 1,765,700 SH DEFINED 1 1,765,700 BJ SERVICES CO COMMON 055482103 9,404 528,600 SH DEFINED 1,4 528,600 BJ SERVICES CO COMMON 055482103 1,199 67,400 SH DEFINED 2 67,400 BJ SERVICES CO COMMON 055482103 25 1,400 SH DEFINED 2,3 1,400 BJ SERVICES CO COMMON 055482103 512 28,776 SH DEFINED 5 28,776 BJ'S WHOLESALE CLUB INC COMMON 05548J106 51,533 1,082,400 SH DEFINED 1 1,082,400 BJ'S WHOLESALE CLUB INC COMMON 05548J106 4,133 86,800 SH DEFINED 1,4 86,800 BJ'S WHOLESALE CLUB INC COMMON 05548J106 6,156 129,310 SH DEFINED 2 129,310 BJ'S WHOLESALE CLUB INC COMMON 05548J106 295 6,200 SH DEFINED 2,3 6,200 BJ'S WHOLESALE CLUB INC COMMON 05548J106 81 1,710 SH DEFINED 5 1,710 BLOCK H&R INC COMMON 093671105 207,110 5,371,100 SH DEFINED 1 5,371,100 BLOCK H&R INC COMMON 093671105 22,469 582,700 SH DEFINED 1,2 582,700 BLOCK H&R INC COMMON 093671105 104 2,700 SH DEFINED 2 2,700 BLOCK H&R INC COMMON 093671105 235 6,100 SH DEFINED 2,3 6,100 BLOCK H&R INC COMMON 093671105 1,055 27,354 SH DEFINED 5 27,354 BLOCKBUSTER INC - CL A COMMON 093679108 1,369 62,500 SH DEFINED 1 62,500 BLOCKBUSTER INC - CL A COMMON 093679108 11,868 541,900 SH DEFINED 1,2 541,900 BLOCKBUSTER INC - CL A COMMON 093679108 123 5,600 SH DEFINED 2,3 5,600 BMC SOFTWARE INC COMMON 055921100 58,820 4,631,500 SH DEFINED 1 4,631,500 BMC SOFTWARE INC COMMON 055921100 16,304 1,283,800 SH DEFINED 1,2 1,283,800 BMC SOFTWARE INC COMMON 055921100 257 20,200 SH DEFINED 1,4 20,200 BMC SOFTWARE INC COMMON 055921100 2,120 166,900 SH DEFINED 2 166,900 BMC SOFTWARE INC COMMON 055921100 85 6,700 SH DEFINED 2,3 6,700 BMC SOFTWARE INC COMMON 055921100 820 64,593 SH DEFINED 5 64,593 BOEING CO COMMON 097023105 774 23,100 SH DEFINED 1 23,100 BOEING CO COMMON 097023105 3,353 100,100 SH DEFINED 1,4 100,100 BOEING CO COMMON 097023105 50 1,500 SH DEFINED 2 1,500 BORDERS GROUP INC COMMON 099709107 12,530 654,300 SH DEFINED 1 654,300 BORDERS GROUP INC COMMON 099709107 76,600 4,000,000 SH DEFINED 1,2 4,000,000 BORDERS GROUP INC COMMON 099709107 5,423 283,200 SH DEFINED 2 283,200 BORDERS GROUP INC COMMON 099709107 396 20,700 SH DEFINED 2,3 20,700
Page 16 / 105 BP PLC ADR COMMON 055622104 498,928 10,147,000 SH DEFINED 1 10,147,000 BP PLC ADR COMMON 055622104 9,834 200,000 SH DEFINED 2 200,000 BP PLC ADR COMMON 055622104 81 1,653 SH DEFINED 5 1,653 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 1,019 70,000 SH DEFINED 1 70,000 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 3,272 224,900 SH DEFINED 1,4 224,900 BRINKER INTL INC COMMON 109641100 21,414 906,600 SH DEFINED 1 906,600 BRINKER INTL INC COMMON 109641100 70,860 3,000,000 SH DEFINED 1,2 3,000,000 BRINKER INTL INC COMMON 109641100 624 26,400 SH DEFINED 1,4 26,400 BRINKER INTL INC COMMON 109641100 7,415 313,950 SH DEFINED 2 313,950 BRINKER INTL INC COMMON 109641100 367 15,550 SH DEFINED 2,3 15,550 BRISTOL-MYERS SQUIBB CO COMMON 110122108 108,231 1,948,000 SH DEFINED 1 1,948,000 BRISTOL-MYERS SQUIBB CO COMMON 110122108 83,340 1,500,000 SH DEFINED 1,2 1,500,000 BRISTOL-MYERS SQUIBB CO COMMON 110122108 6,114 110,050 SH DEFINED 2 110,050 BRISTOL-MYERS SQUIBB CO COMMON 110122108 111 2,000 SH DEFINED 2,3 2,000 BROADCOM CORP CL A COMMON 111320107 22,667 1,116,600 SH DEFINED 1 1,116,600 BROADCOM CORP CL A COMMON 111320107 885 43,600 SH DEFINED 1,4 43,600 BROADCOM CORP CL A COMMON 111320107 3,488 171,810 SH DEFINED 2 171,810 BROADCOM CORP CL A COMMON 111320107 148 7,300 SH DEFINED 2,3 7,300 BROADCOM CORP CL A COMMON 111320107 68 3,333 SH DEFINED 5 3,333 BROADCOM CORP CL A COMMON 111320107 4 200 SH DEFINED 6 200 BROADWING INC COMMON 111620100 23,489 1,460,777 SH DEFINED 1 1,460,777 BROADWING INC COMMON 111620100 1,530 95,142 SH DEFINED 2 95,142 BROADWING INC COMMON 111620100 419 26,058 SH DEFINED 5 26,058 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 21,661 1,543,900 SH DEFINED 1 1,543,900 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 615 43,800 SH DEFINED 1,4 43,800 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 1,879 133,900 SH DEFINED 2 133,900 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 37 2,610 SH DEFINED 5 2,610 BROOKS AUTOMATION INC COMMON 11434A100 7,485 281,500 SH DEFINED 1 281,500 BROOKS AUTOMATION INC COMMON 11434A100 372 14,000 SH DEFINED 1,4 14,000
Page 17 / 105 BRUKER DALTONICS INC COMMON 116795105 2,973 179,100 SH DEFINED 1 179,100 BRUKER DALTONICS INC COMMON 116795105 45 2,700 SH DEFINED 2 2,700 BRUKER DALTONICS INC COMMON 116795105 5 300 SH DEFINED 2,3 300 BRUNSWICK CORP COMMON 117043109 6,598 400,600 SH DEFINED 1 400,600 BRUNSWICK CORP COMMON 117043109 743 45,105 SH DEFINED 5 45,105 BUNGE LTD COMMON G16962105 7,410 435,900 SH DEFINED 1 435,900 BUNGE LTD COMMON G16962105 2,438 143,400 SH DEFINED 1,4 143,400 CACI INTERNATIONAL INC CL A COMMON 127190304 2,733 50,000 SH DEFINED 1 50,000 CADENCE DESIGN SYSTEMS INC COMMON 127387108 9,237 554,800 SH DEFINED 1 554,800 CADENCE DESIGN SYSTEMS INC COMMON 127387108 24,975 1,500,000 SH DEFINED 1,2 1,500,000 CADENCE DESIGN SYSTEMS INC COMMON 127387108 1,798 108,000 SH DEFINED 2 108,000 CADENCE DESIGN SYSTEMS INC COMMON 127387108 165 9,900 SH DEFINED 2,3 9,900 CAL DIVE INTL INC COMMON 127914109 20,573 1,234,900 SH DEFINED 1 1,234,900 CAL DIVE INTL INC COMMON 127914109 63 3,800 SH DEFINED 1,4 3,800 CAL DIVE INTL INC COMMON 127914109 1,956 117,430 SH DEFINED 2 117,430 CAL DIVE INTL INC COMMON 127914109 182 10,900 SH DEFINED 2,3 10,900 CALIPER TECHNOLOGIES CORP COMMON 130876105 247 26,700 SH DEFINED 1 26,700 CALPINE CORP COMMON 131347106 67,741 2,969,800 SH DEFINED 1 2,969,800 CALPINE CORP COMMON 131347106 25,652 1,124,600 SH DEFINED 1,2 1,124,600 CALPINE CORP COMMON 131347106 4,934 216,300 SH DEFINED 1,4 216,300 CALPINE CORP COMMON 131347106 4,731 207,400 SH DEFINED 2 207,400 CALPINE CORP COMMON 131347106 187 8,200 SH DEFINED 2,3 8,200 CALPINE CORP COMMON 131347106 205 9,009 SH DEFINED 5 9,009 CAMBREX CORP COMMON 132011107 6,713 200,200 SH DEFINED 1 200,200 CANADIAN NATIONAL RAILWAY COMMON 136375102 19,227 505,300 SH DEFINED 1 505,300 CANADIAN NATIONAL RAILWAY COMMON 136375102 8,615 226,400 SH DEFINED 1,4 226,400 CANADIAN NATIONAL RAILWAY COMMON 136375102 1,842 48,400 SH DEFINED 2 48,400 CANADIAN NATIONAL RAILWAY COMMON 136375102 264 6,948 SH DEFINED 5 6,948
Page 18 / 105 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 2,276 12,647,000 PRN DEFINED 1 12,647,000 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 37,537 815,500 SH DEFINED 1 815,500 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 128,884 2,800,000 SH DEFINED 1,2 2,800,000 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 713 15,500 SH DEFINED 1,4 15,500 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 11,894 258,400 SH DEFINED 2 258,400 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 631 13,700 SH DEFINED 2,3 13,700 CAPSTONE TURBINE CORP COMMON 14067D102 114 18,900 SH DEFINED 1 18,900 CAPSTONE TURBINE CORP COMMON 14067D102 60 10,000 SH DEFINED 1,4 10,000 CARDINAL HEALTH INC COMMON 14149Y108 104,406 1,411,850 SH DEFINED 1 1,411,850 CARDINAL HEALTH INC COMMON 14149Y108 12,941 175,000 PUT DEFINED 1 175,000 CARDINAL HEALTH INC COMMON 14149Y108 128,340 1,735,500 SH DEFINED 1,2 1,735,500 CARDINAL HEALTH INC COMMON 14149Y108 12,035 162,750 SH DEFINED 2 162,750 CARDINAL HEALTH INC COMMON 14149Y108 1,050 14,200 SH DEFINED 2,3 14,200 CARDINAL HEALTH INC COMMON 14149Y108 302 4,086 SH DEFINED 5 4,086 CAREER EDUCATION CORP COMMON 141665109 1,375 25,000 SH DEFINED 1 25,000 CAREMARK RX INC COMMON 141705103 29,876 1,791,100 SH DEFINED 1 1,791,100 CAREMARK RX INC COMMON 141705103 109,736 6,578,900 SH DEFINED 1,2 6,578,900 CAREMARK RX INC COMMON 141705103 5,695 341,400 SH DEFINED 1,4 341,400 CAREMARK RX INC COMMON 141705103 7,493 449,200 SH DEFINED 2 449,200 CAREMARK RX INC COMMON 141705103 806 48,300 SH DEFINED 2,3 48,300 CAREMARK RX INC COMMON 141705103 37 2,211 SH DEFINED 5 2,211 CAREMARK RX INC COMMON 141705103 8 500 SH DEFINED 6 500 CARNIVAL CORP COMMON 143658102 11,516 523,000 SH DEFINED 1 523,000 CARNIVAL CORP COMMON 143658102 17,616 800,000 SH DEFINED 1,2 800,000 CARNIVAL CORP COMMON 143658102 685 31,100 SH DEFINED 1,4 31,100 CARNIVAL CORP COMMON 143658102 1,097 49,800 SH DEFINED 2 49,800
Page 19 / 105 CARRAMERICA REALTY CORP COMMON 144418100 1,204 40,200 SH DEFINED 1 40,200 CASEY'S GENERAL STORES INC COMMON 147528103 1,341 112,800 SH DEFINED 1 112,800 CATALINA MARKETING CORP COMMON 148867104 8,674 309,800 SH DEFINED 1 309,800 CATALINA MARKETING CORP COMMON 148867104 34 1,200 SH DEFINED 1,4 1,200 CATALINA MARKETING CORP COMMON 148867104 986 35,230 SH DEFINED 2 35,230 CATALINA MARKETING CORP COMMON 148867104 98 3,500 SH DEFINED 2,3 3,500 CATAPULT COMMUNICATIONS CORP COMMON 149016107 1,720 125,000 SH DEFINED 1 125,000 CATERPILLAR INC COMMON 149123101 1,792 40,000 SH DEFINED 1,4 40,000 CBRL GROUP INC COMMON 12489V106 17,064 776,700 SH DEFINED 1 776,700 CBRL GROUP INC COMMON 12489V106 66 3,000 SH DEFINED 1,4 3,000 CBRL GROUP INC COMMON 12489V106 2,036 92,690 SH DEFINED 2 92,690 CBRL GROUP INC COMMON 12489V106 178 8,100 SH DEFINED 2,3 8,100 C-COR.NET CORP COMMON 125010108 1,199 175,000 SH DEFINED 1 175,000 CDW COMPUTER CENTERS INC COMMON 125129106 41,582 1,149,300 SH DEFINED 1 1,149,300 CDW COMPUTER CENTERS INC COMMON 125129106 72,360 2,000,000 SH DEFINED 1,2 2,000,000 CDW COMPUTER CENTERS INC COMMON 125129106 1,089 30,100 SH DEFINED 1,4 30,100 CDW COMPUTER CENTERS INC COMMON 125129106 10,929 302,060 SH DEFINED 2 302,060 CDW COMPUTER CENTERS INC COMMON 125129106 601 16,600 SH DEFINED 2,3 16,600 CDW COMPUTER CENTERS INC COMMON 125129106 66 1,815 SH DEFINED 5 1,815 CEC ENTERTAINMENT INC COMMON 125137109 51,623 1,513,875 SH DEFINED 1 1,513,875 CEC ENTERTAINMENT INC COMMON 125137109 158 4,620 SH DEFINED 1,4 4,620 CEC ENTERTAINMENT INC COMMON 125137109 3,430 100,590 SH DEFINED 2 100,590 CEC ENTERTAINMENT INC COMMON 125137109 319 9,350 SH DEFINED 2,3 9,350 CELCARIBE ORD TRUST CTFS 144A COMMON 150898104 2,276 2,276,400 SH DEFINED 1 2,276,400 CELEGENE CORP COMMON 151020104 66 2,500 SH DEFINED 1 2,500
Page 20 / 105 CELESTICA INC COMMON 15101Q108 356,363 13,053,600 SH DEFINED 1 13,053,600 CELESTICA INC COMMON 15101Q108 245,506 8,992,900 SH DEFINED 1,2 8,992,900 CELESTICA INC COMMON 15101Q108 14,133 517,700 SH DEFINED 1,4 517,700 CELESTICA INC COMMON 15101Q108 20,396 747,100 SH DEFINED 2 747,100 CELESTICA INC COMMON 15101Q108 1,370 50,200 SH DEFINED 2,3 50,200 CELESTICA INC COMMON 15101Q108 114 4,194 SH DEFINED 5 4,194 CELL GENESYS INC COMMON 150921104 160 10,000 SH DEFINED 1 10,000 CELL THERAPEUTICS INC COMMON 150934107 269 11,200 SH DEFINED 1 11,200 CEMEX SA WTS COMMON 151290871 22 16,212 SH DEFINED 1 16,212 CENDANT CORP COMMON 151313103 50,535 3,948,009 SH DEFINED 1 3,948,009 CENDANT CORP COMMON 151313103 101,343 7,917,400 SH DEFINED 1,2 7,917,400 CENDANT CORP COMMON 151313103 4,946 386,400 SH DEFINED 1,4 386,400 CENDANT CORP COMMON 151313103 173 13,500 SH DEFINED 2 13,500 CENDANT CORP COMMON 151313103 573 44,800 SH DEFINED 2,3 44,800 CENDANT CORP COMMON 151313103 72 5,661 SH DEFINED 5 5,661 CEPHALON INC COMMON 156708109 14,016 280,999 SH DEFINED 1 280,999 CEPHALON INC COMMON 156708109 439 8,800 SH DEFINED 1,4 8,800 CEPHALON INC COMMON 156708109 1,746 35,000 SH DEFINED 2 35,000 CEPHALON INC COMMON 156708109 10 200 SH DEFINED 2,3 200 CERIDIAN CORP NEW COMMON 156779100 130,517 9,001,150 SH DEFINED 1 9,001,150 CERIDIAN CORP NEW COMMON 156779100 52 3,600 SH DEFINED 2 3,600 CERIDIAN CORP NEW COMMON 156779100 1,051 72,453 SH DEFINED 5 72,453 CERNER CORP COMMON 156782104 48,094 971,600 SH DEFINED 1 971,600 CERNER CORP COMMON 156782104 460 9,300 SH DEFINED 1,4 9,300 CERNER CORP COMMON 156782104 4,297 86,810 SH DEFINED 2 86,810 CERNER CORP COMMON 156782104 272 5,500 SH DEFINED 2,3 5,500 CERNER CORP COMMON 156782104 20 400 SH DEFINED 6 400 CERTEGY INC COMMON 156880106 54,696 2,106,950 SH DEFINED 1 2,106,950 CERTEGY INC COMMON 156880106 29 1,100 SH DEFINED 2 1,100
Page 21 / 105 CHAMPIONSHIP AUTO RACING INC COMMON 158711101 657 47,300 SH DEFINED 1 47,300 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 22,106 625,000 SH DEFINED 1 625,000 CHARLOTTE RUSSE HOLDING COMMON 161048103 6,495 500,000 SH DEFINED 1 500,000 CHARTER COMM INC CVT 144A 5.75 CONVERT 16117MAA5 1,256 1,500,000 PRN DEFINED 1 1,500,000 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 8,257 667,000 SH DEFINED 1 667,000 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 347 28,000 SH DEFINED 1,4 28,000 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 1,335 107,800 SH DEFINED 2 107,800 CHARTER COMMUNICATIONS INC-A COMMON 16117M107 46 3,700 SH DEFINED 2,3 3,700 CHARTERED SEMICONDUCTOR ADR COMMON 16133R106 2,588 150,000 SH DEFINED 1 150,000 CHECK POINT SOFTWARE TECH COMMON M22465104 79,947 3,630,650 SH DEFINED 1 3,630,650 CHECK POINT SOFTWARE TECH COMMON M22465104 44,041 2,000,050 SH DEFINED 1,2 2,000,050 CHECK POINT SOFTWARE TECH COMMON M22465104 456 20,700 SH DEFINED 1,4 20,700 CHECK POINT SOFTWARE TECH COMMON M22465104 8,294 376,649 SH DEFINED 2 376,649 CHECK POINT SOFTWARE TECH COMMON M22465104 260 11,800 SH DEFINED 2,3 11,800 CHECK POINT SOFTWARE TECH COMMON M22465104 37 1,692 SH DEFINED 5 1,692 CHEVRON CORP COMMON 166751107 268,225 3,164,900 SH DEFINED 1 3,164,900 CHEVRON CORP COMMON 166751107 203 2,400 SH DEFINED 1,4 2,400 CHEVRON CORP COMMON 166751107 7,882 93,000 SH DEFINED 2 93,000 CHICO'S FAS INC COMMON 168615102 4,475 190,000 SH DEFINED 1 190,000 CHILES OFFSHORE INC COMMON 16888M104 99 4,900 SH DEFINED 1 4,900 CHILES OFFSHORE INC COMMON 16888M104 36 1,800 SH DEFINED 1,4 1,800 CHIPPAC INC COMMON 169657103 1,610 700,000 SH DEFINED 1 700,000 CHIPPAC INC COMMON 169657103 5 2,000 SH DEFINED 6 2,000 CHRISTOPHER & BANKS CORP COMMON 171046105 16,768 556,900 SH DEFINED 1 556,900 CHRISTOPHER & BANKS CORP COMMON 171046105 15 500 SH DEFINED 6 500
Page 22 / 105 CIENA CORP COMMON 171779101 1,801 175,000 SH DEFINED 1 175,000 CIENA CORP COMMON 171779101 303 29,400 SH DEFINED 1,4 29,400 CIENA CORP COMMON 171779101 1,149 111,700 SH DEFINED 2 111,700 CIGNA CORP COMMON 125509109 187,508 2,260,500 SH DEFINED 1 2,260,500 CIGNA CORP COMMON 125509109 3,733 45,000 SH DEFINED 2 45,000 CIMA LABS INC COMMON 171796105 33,528 551,900 SH DEFINED 1 551,900 CIMA LABS INC COMMON 171796105 772 12,700 SH DEFINED 1,4 12,700 CIMA LABS INC COMMON 171796105 4,862 80,040 SH DEFINED 2 80,040 CIMA LABS INC COMMON 171796105 213 3,500 SH DEFINED 2,3 3,500 CIMA LABS INC COMMON 171796105 113 1,863 SH DEFINED 5 1,863 CIMA LABS INC COMMON 171796105 12 200 SH DEFINED 6 200 CINTAS CORP COMMON 172908105 7,290 180,900 SH DEFINED 1 180,900 CINTAS CORP COMMON 172908105 24 600 SH DEFINED 1,4 600 CINTAS CORP COMMON 172908105 838 20,800 SH DEFINED 2 20,800 CINTAS CORP COMMON 172908105 81 2,000 SH DEFINED 2,3 2,000 CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 668 219,000 SH DEFINED 1 219,000 CIRCUIT CITY STORES- CARMAX COMMON 172737306 1,125 100,000 SH DEFINED 1 100,000 CISCO SYSTEMS INC COMMON 17275R102 271,157 22,262,468 SH DEFINED 1 22,262,468 CISCO SYSTEMS INC COMMON 17275R102 194,880 16,000,000 SH DEFINED 1,2 16,000,000 CISCO SYSTEMS INC COMMON 17275R102 1,510 124,000 SH DEFINED 1,4 124,000 CISCO SYSTEMS INC COMMON 17275R102 20,099 1,650,200 SH DEFINED 2 1,650,200 CISCO SYSTEMS INC COMMON 17275R102 821 67,400 SH DEFINED 2,3 67,400 CISCO SYSTEMS INC COMMON 17275R102 966 79,305 SH DEFINED 5 79,305 CITIGROUP INC COMMON 172967101 1,060,492 26,184,989 SH DEFINED 1 26,184,989 CITIGROUP INC COMMON 172967101 4,050 100,000 PUT DEFINED 1 100,000 CITIGROUP INC COMMON 172967101 440,041 10,865,200 SH DEFINED 1,2 10,865,200 CITIGROUP INC COMMON 172967101 9,164 226,266 SH DEFINED 1,4 226,266 CITIGROUP INC COMMON 172967101 43,235 1,067,533 SH DEFINED 2 1,067,533 CITIGROUP INC COMMON 172967101 1,790 44,200 SH DEFINED 2,3 44,200 CITIGROUP INC COMMON 172967101 2,156 53,229 SH DEFINED 5 53,229
Page 23 / 105 CITRIX SYSTEMS INC COMMON 177376100 47,035 2,375,500 SH DEFINED 1 2,375,500 CITRIX SYSTEMS INC COMMON 177376100 81,903 4,136,500 SH DEFINED 1,2 4,136,500 CITRIX SYSTEMS INC COMMON 177376100 1,275 64,400 SH DEFINED 1,4 64,400 CITRIX SYSTEMS INC COMMON 177376100 9,290 469,180 SH DEFINED 2 469,180 CITRIX SYSTEMS INC COMMON 177376100 897 45,300 SH DEFINED 2,3 45,300 CITRIX SYSTEMS INC COMMON 177376100 94 4,755 SH DEFINED 5 4,755 CITY NATIONAL CORP COMMON 178566105 2,408 55,800 SH DEFINED 1,4 55,800 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 39,209 986,400 SH DEFINED 1 986,400 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 23,850 600,000 SH DEFINED 1,2 600,000 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 2,337 58,800 SH DEFINED 2 58,800 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 11 273 SH DEFINED 5 273 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 12 300 SH DEFINED 6 300 CLOROX CO COMMON 189054109 10,005 270,400 SH DEFINED 1 270,400 CLOROX CO COMMON 189054109 1,226 33,147 SH DEFINED 5 33,147 CLOSURE MEDICAL CORP COMMON 189093107 566 29,400 SH DEFINED 1 29,400 CLOSURE MEDICAL CORP COMMON 189093107 6 300 SH DEFINED 2,3 300 C-MAC INDUSTRIES INC COMMON 125920108 2,991 150,000 SH DEFINED 1 150,000 C-MAC INDUSTRIES INC COMMON 125920108 459 23,000 SH DEFINED 1,4 23,000 C-MAC INDUSTRIES INC COMMON 125920108 1,695 85,000 SH DEFINED 2 85,000 CMS ENERGY CORP COMMON 125896100 13,936 696,800 SH DEFINED 1 696,800 CNOOC LTD ADR COMMON 126132109 21,732 1,086,600 SH DEFINED 1 1,086,600 CNOOC LTD ADR COMMON 126132109 86 4,300 SH DEFINED 1,4 4,300 CNOOC LTD ADR COMMON 126132109 3,852 192,600 SH DEFINED 2 192,600 CNOOC LTD ADR COMMON 126132109 30 1,500 SH DEFINED 2,3 1,500 CNOOC LTD ADR COMMON 126132109 56 2,796 SH DEFINED 5 2,796 COACH INC COMMON 189754104 1,219 46,000 SH DEFINED 1 46,000 COACH INC COMMON 189754104 32 1,200 SH DEFINED 2,3 1,200 COINSTAR INC COMMON 19259P300 3,688 187,000 SH DEFINED 1,4 187,000
Page 24 / 105 COLGATE PALMOLIVE CO COMMON 194162103 57,289 983,500 SH DEFINED 1 983,500 COLGATE PALMOLIVE CO COMMON 194162103 17,475 300,000 SH DEFINED 1,2 300,000 COLGATE PALMOLIVE CO COMMON 194162103 4,765 81,800 SH DEFINED 2 81,800 COLGATE PALMOLIVE CO COMMON 194162103 611 10,491 SH DEFINED 5 10,491 COLUMBIA SPORTSWEAR CO COMMON 198516106 693 31,200 SH DEFINED 1 31,200 COLUMBIA SPORTSWEAR CO COMMON 198516106 40 1,800 SH DEFINED 2 1,800 COMCAST CORP SPECIAL CL A COMMON 200300200 750,085 20,911,200 SH DEFINED 1 20,911,200 COMCAST CORP SPECIAL CL A COMMON 200300200 172,176 4,800,000 SH DEFINED 1,2 4,800,000 COMCAST CORP SPECIAL CL A COMMON 200300200 24,413 680,600 SH DEFINED 2 680,600 COMCAST CORP SPECIAL CL A COMMON 200300200 796 22,200 SH DEFINED 2,3 22,200 COMERICA INC COMMON 200340107 4,432 80,000 SH DEFINED 1 80,000 COMMSCOPE INC COMMON 203372107 28,747 1,608,700 SH DEFINED 1 1,608,700 COMMSCOPE INC COMMON 203372107 82 4,600 SH DEFINED 1,4 4,600 COMMSCOPE INC COMMON 203372107 2,608 145,920 SH DEFINED 2 145,920 COMMSCOPE INC COMMON 203372107 243 13,600 SH DEFINED 2,3 13,600 COMMSCOPE INC COMMON 203372107 48 2,661 SH DEFINED 5 2,661 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 36,283 1,220,000 SH DEFINED 1 1,220,000 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 34,265 2,140,200 SH DEFINED 1 2,140,200 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 4,442 277,470 SH DEFINED 1,4 277,470 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 2,912 181,900 SH DEFINED 2 181,900 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 179 11,200 SH DEFINED 2,3 11,200 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 18 1,131 SH DEFINED 5 1,131 COMPAQ COMPUTER CORP COMMON 204493100 43,711 5,260,100 SH DEFINED 1 5,260,100 COMPAQ COMPUTER CORP COMMON 204493100 2,163 260,300 SH DEFINED 2 260,300 COMPASS BANCSHARES INC COMMON 20449H109 13,551 520,600 SH DEFINED 1 520,600 COMPUTER ASSOCIATES INTL COMMON 204912109 133,691 5,193,900 SH DEFINED 1 5,193,900 COMPUTER ASSOCIATES INTL COMMON 204912109 53,230 2,068,000 SH DEFINED 1,2 2,068,000 COMPUTER ASSOCIATES INTL COMMON 204912109 72 2,800 SH DEFINED 2 2,800 COMPUTER ASSOCIATES INTL COMMON 204912109 394 15,300 SH DEFINED 2,3 15,300
Page 25 / 105 COMPUWARE CORP COMMON 205638109 8,621 1,034,900 SH DEFINED 1 1,034,900 COMPUWARE CORP COMMON 205638109 32 3,900 SH DEFINED 1,4 3,900 COMPUWARE CORP COMMON 205638109 964 115,780 SH DEFINED 2 115,780 COMPUWARE CORP COMMON 205638109 96 11,500 SH DEFINED 2,3 11,500 COMSTOCK RESOURCES INC COMMON 205768203 119 20,000 SH DEFINED 1 20,000 COMVERSE TECH 1.50 12/1/05 144A CONVERT 205862AH8 1,091 1,500,000 PRN DEFINED 1 1,500,000 COMVERSE TECHNOLOGY INC COMMON 205862402 55,284 2,699,400 SH DEFINED 1 2,699,400 COMVERSE TECHNOLOGY INC COMMON 205862402 2,732 133,390 SH DEFINED 1,4 133,390 COMVERSE TECHNOLOGY INC COMMON 205862402 5,886 287,400 SH DEFINED 2 287,400 COMVERSE TECHNOLOGY INC COMMON 205862402 116 5,680 SH DEFINED 2,3 5,680 COMVERSE TECHNOLOGY INC COMMON 205862402 98 4,773 SH DEFINED 5 4,773 CONCORD EFS INC COMMON 206197105 109,338 2,233,657 SH DEFINED 1 2,233,657 CONCORD EFS INC COMMON 206197105 140 2,860 SH DEFINED 1,4 2,860 CONCORD EFS INC COMMON 206197105 5,685 116,140 SH DEFINED 2 116,140 CONCORD EFS INC COMMON 206197105 377 7,700 SH DEFINED 2,3 7,700 CONCORD EFS INC COMMON 206197105 911 18,612 SH DEFINED 5 18,612 CONCURRENT COMPUTER CORP COMMON 206710204 2,951 325,000 SH DEFINED 1 325,000 CONCURRENT COMPUTER CORP COMMON 206710204 8 850 SH DEFINED 6 850 CONEXANT SYSTEMS CVT SUB NOTES CONVERT 207142AF7 4,360 8,000,000 PRN DEFINED 1 8,000,000 CONEXANT SYSTEMS CVT SUB NOTES CONVERT 207142AF7 19 35,000 PRN DEFINED 6 35,000 CONEXANT SYSTEMS INC COMMON 207142100 6,806 820,000 SH DEFINED 1 820,000 CONEXANT SYSTEMS INC COMMON 207142100 332 40,000 SH DEFINED 1,4 40,000 CONEXANT SYSTEMS INC COMMON 207142100 12 1,500 SH DEFINED 6 1,500 CONMED CORP COMMON 207410101 106 6,000 SH DEFINED 1 6,000 CONOCO INC CL B COMMON 208251405 388 15,300 SH DEFINED 1 15,300 CONOCO INC CL B COMMON 208251405 144 5,700 SH DEFINED 1,4 5,700
Page 26 / 105 CONSECO INC COMMON 208464107 89,457 12,321,950 SH DEFINED 1 12,321,950 CONSECO INC COMMON 208464107 32,670 4,500,000 SH DEFINED 1,2 4,500,000 CONSECO INC COMMON 208464107 363 50,000 SH DEFINED 1,4 50,000 CONSECO INC COMMON 208464107 78 10,800 SH DEFINED 2 10,800 CONSECO INC COMMON 208464107 1,026 141,315 SH DEFINED 5 141,315 CONSTELLATION ENERGY GROUP COMMON 210371100 7,347 303,600 SH DEFINED 1 303,600 CONTINENTAL AIRLINES - CL B COMMON 210795308 156 10,400 SH DEFINED 1 10,400 CONTINENTAL AIRLINES - CL B COMMON 210795308 444 29,600 SH DEFINED 1,2 29,600 CONVERGENT COMMUNICATIONS CO COMMON 211914403 1 182,250 SH DEFINED 1 182,250 CONVERGYS CORP COMMON 212485106 10,423 375,600 SH DEFINED 1 375,600 CONVERGYS CORP COMMON 212485106 916 33,000 SH DEFINED 5 33,000 COOPER CAMERON CORP COMMON 216640102 27,883 850,100 SH DEFINED 1 850,100 COOPER CAMERON CORP COMMON 216640102 84 2,570 SH DEFINED 1,4 2,570 COOPER CAMERON CORP COMMON 216640102 1,943 59,230 SH DEFINED 2 59,230 COOPER CAMERON CORP COMMON 216640102 177 5,400 SH DEFINED 2,3 5,400 COOPER CAMERON CORP COMMON 216640102 409 12,474 SH DEFINED 5 12,474 COOPER INDUSTRIES, INC. COMMON 216669101 12,408 299,200 SH DEFINED 1 299,200 COORS (ADOLPH) CO COMMON 217016104 13,073 290,500 SH DEFINED 1 290,500 COORS (ADOLPH) CO COMMON 217016104 1,079 23,988 SH DEFINED 5 23,988 COORSTEK INC COMMON 217020106 6,123 245,000 SH DEFINED 1 245,000 COPART INC COMMON 217204106 11,313 403,900 SH DEFINED 1 403,900 COPEL-CIA PARANAENSE ENE-SP ADR COMMON 20441B407 2,700 461,600 SH DEFINED 1 461,600 COR THERAPEUTICS INC COMMON 217753102 13,343 589,600 SH DEFINED 1 589,600 COR THERAPEUTICS INC COMMON 217753102 444 19,600 SH DEFINED 1,4 19,600 COR THERAPEUTICS INC COMMON 217753102 1,727 76,300 SH DEFINED 2 76,300 COR THERAPEUTICS INC COMMON 217753102 14 600 SH DEFINED 2,3 600
Page 27 / 105 CORE LABORATORIES NV COMMON N22717107 11,961 930,100 SH DEFINED 1 930,100 CORE LABORATORIES NV COMMON N22717107 42 3,300 SH DEFINED 1,4 3,300 CORE LABORATORIES NV COMMON N22717107 1,359 105,710 SH DEFINED 2 105,710 CORE LABORATORIES NV COMMON N22717107 134 10,400 SH DEFINED 2,3 10,400 CORNING INC CVT 0% 11/8/15 CONVERT 219350AJ4 753 1,345,000 PRN DEFINED 1 1,345,000 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 10,017 384,100 SH DEFINED 1 384,100 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 26 1,000 SH DEFINED 1,4 1,000 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 825 31,630 SH DEFINED 2 31,630 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 83 3,200 SH DEFINED 2,3 3,200 CORVAS INTERNATIONAL INC COMMON 221005101 144 25,000 SH DEFINED 1 25,000 COSTCO WHOLESALE CORP COMMON 22160K105 17,958 505,000 SH DEFINED 1 505,000 COSTCO WHOLESALE CORP COMMON 22160K105 1,682 47,300 SH DEFINED 2 47,300 COUNTRYWIDE CREDIT IND INC COMMON 222372104 22,655 515,700 SH DEFINED 1 515,700 COUNTRYWIDE CREDIT IND INC COMMON 222372104 79,074 1,800,000 SH DEFINED 1,2 1,800,000 COUNTRYWIDE CREDIT IND INC COMMON 222372104 409 9,300 SH DEFINED 1,4 9,300 COUNTRYWIDE CREDIT IND INC COMMON 222372104 6,010 136,800 SH DEFINED 2 136,800 COUNTRYWIDE CREDIT IND INC COMMON 222372104 659 15,000 SH DEFINED 2,3 15,000 COVANCE INC COMMON 222816100 1,075 60,000 SH DEFINED 1 60,000 COVANTA ENERGY CORP COMMON 22281N103 665 56,900 SH DEFINED 1 56,900 COVENTRY HEALTH CARE INC COMMON 222862104 94 4,000 SH DEFINED 1 4,000 COX COMMUNICATIONS INC CL A COMMON 224044107 845,020 20,240,000 SH DEFINED 1 20,240,000 COX COMMUNICATIONS INC CL A COMMON 224044107 16,491 395,000 SH DEFINED 2 395,000 COX RADIO INC CL A COMMON 224051102 17,881 886,500 SH DEFINED 1 886,500 COX RADIO INC CL A COMMON 224051102 10 500 SH DEFINED 6 500
Page 28 / 105 CRAYFISH CO LTD SPONS ADR COMMON 225226208 1,133 151,840 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 125 16,690 SH DEFINED 2 16,690 CRAYFISH CO LTD SPONS ADR COMMON 225226208 4 500 SH DEFINED 2,3 500 CREDIT SUISSE FIRST BOSTON CVT CONVERT 2254C0AJ6 34 35,000 PRN DEFINED 1,4 35,000 CREDENCE SYSTEMS CORP COMMON 225302108 4,941 410,000 SH DEFINED 1 410,000 CREE INC COMMON 225447101 7,584 513,100 SH DEFINED 1 513,100 CREE INC COMMON 225447101 22 1,500 SH DEFINED 1,4 1,500 CREE INC COMMON 225447101 676 45,760 SH DEFINED 2 45,760 CREE INC COMMON 225447101 68 4,600 SH DEFINED 2,3 4,600 CROWN CASTLE INT CVT PFD 6.25 CONVERT 228227401 6,688 250,000 SH DEFINED 1 250,000 CROWN CASTLE INTERNATIONAL CORP COMMON 228227104 445 49,399 SH DEFINED 1 49,399 CSG SYSTEMS INTERNATIONAL INC COMMON 126349109 18,356 447,700 SH DEFINED 1 447,700 CSG SYSTEMS INTERNATIONAL INC COMMON 126349109 8 200 SH DEFINED 2,3 200 CSK AUTO CORP COMMON 125965103 688 110,000 SH DEFINED 1 110,000 CTS CORP COMMON 126501105 939 63,600 SH DEFINED 1 63,600 CUBIST PHARMACEUTICALS COMMON 229678107 98 3,000 SH DEFINED 1 3,000 CV THERAPEUTICS INC COMMON 126667104 233 6,000 SH DEFINED 1 6,000 CYBERNET INTERNET SERVICE WTS COMMON 232503110 6 24,000 SH DEFINED 1 24,000 CYMER INC COMMON 232572107 2,094 125,000 SH DEFINED 1 125,000 CYPRESS VOTING TRUST COMMON 232743914 1 1,070 SH DEFINED 1 1,070 CYTEC INDUSTRIES INC COMMON 232820100 4,862 210,000 SH DEFINED 1 210,000 CYTEC INDUSTRIES INC COMMON 232820100 7 300 SH DEFINED 6 300
Page 29 / 105 CYTYC CORP COMMON 232946103 39,971 1,490,900 SH DEFINED 1 1,490,900 CYTYC CORP COMMON 232946103 75 2,800 SH DEFINED 1,4 2,800 CYTYC CORP COMMON 232946103 2,472 92,200 SH DEFINED 2 92,200 CYTYC CORP COMMON 232946103 236 8,800 SH DEFINED 2,3 8,800 CYTYC CORP COMMON 232946103 71 2,643 SH DEFINED 5 2,643 CYTYC CORP COMMON 232946103 16 600 SH DEFINED 6 600 D&K HEALTHCARE RESOURCES INC COMMON 232861104 5,317 111,000 SH DEFINED 1 111,000 D.R. HORTON INC. COMMON 23331A109 1,737 83,250 SH DEFINED 1 83,250 DANAHER CORP COMMON 235851102 18,886 400,300 SH DEFINED 1 400,300 DANAHER CORP COMMON 235851102 84,924 1,800,000 SH DEFINED 1,2 1,800,000 DANAHER CORP COMMON 235851102 5,100 108,100 SH DEFINED 2 108,100 DANAHER CORP COMMON 235851102 368 7,800 SH DEFINED 2,3 7,800 DAVITA INC COMMON 23918K108 5,354 263,100 SH DEFINED 1 263,100 DAVITA INC COMMON 23918K108 4,965 244,000 SH DEFINED 1,4 244,000 DAVITA INC COMMON 23918K108 71 3,500 SH DEFINED 2 3,500 DAYTON SUPERIOR WTS 144A COMMON 240028118 223 11,000 SH DEFINED 1 11,000 DEB SHOPS INC COMMON 242728103 2,058 100,000 SH DEFINED 1 100,000 DEERE & CO COMMON 244199105 639 17,000 SH DEFINED 1 17,000 DELIA*S CORP A COMMON 24688Q101 5,981 1,120,000 SH DEFINED 1 1,120,000 DELIA*S CORP A COMMON 24688Q101 12 2,200 SH DEFINED 6 2,200 DELL COMPUTER CORP COMMON 247025109 60,756 3,278,800 SH DEFINED 1 3,278,800 DELL COMPUTER CORP COMMON 247025109 101,915 5,500,000 SH DEFINED 1,2 5,500,000 DELL COMPUTER CORP COMMON 247025109 695 37,500 SH DEFINED 1,4 37,500 DELL COMPUTER CORP COMMON 247025109 8,116 438,000 SH DEFINED 2 438,000 DELL COMPUTER CORP COMMON 247025109 389 21,000 SH DEFINED 2,3 21,000 DELL COMPUTER CORP COMMON 247025109 52 2,814 SH DEFINED 5 2,814
Page 30 / 105 DELUXE CORP COMMON 248019101 874 25,300 SH DEFINED 1 25,300 DELUXE CORP COMMON 248019101 3,875 112,200 SH DEFINED 1,4 112,200 DELUXE CORP COMMON 248019101 55 1,600 SH DEFINED 2 1,600 DEVON ENERGY CORP COMMON 25179M103 79 2,300 SH DEFINED 1 2,300 DEVON ENERGY-KERRMCGEE CVT PFD CONVERT 492386305 15,653 453,700 SH DEFINED 1 453,700 DEVON ENERGY-KERRMCGEE CVT PFD CONVERT 492386305 2,277 66,000 SH DEFINED 2 66,000 DEVRY INC COMMON 251893103 37,153 1,034,900 SH DEFINED 1 1,034,900 DEVRY INC COMMON 251893103 133 3,700 SH DEFINED 1,4 3,700 DEVRY INC COMMON 251893103 4,256 118,560 SH DEFINED 2 118,560 DEVRY INC COMMON 251893103 391 10,900 SH DEFINED 2,3 10,900 DIACRIN INC COMMON 25243N103 31 20,000 SH DEFINED 1 20,000 DIAL CORP COMMON 25247D101 1,456 88,000 SH DEFINED 1 88,000 DIAMONDCLUSTER INTL INC A COMMON 25278P106 22,569 2,291,300 SH DEFINED 1 2,291,300 DIAMONDCLUSTER INTL INC A COMMON 25278P106 65 6,640 SH DEFINED 1,4 6,640 DIAMONDCLUSTER INTL INC A COMMON 25278P106 1,671 169,610 SH DEFINED 2 169,610 DIAMONDCLUSTER INTL INC A COMMON 25278P106 163 16,500 SH DEFINED 2,3 16,500 DIAMONDCLUSTER INTL INC A COMMON 25278P106 48 4,902 SH DEFINED 5 4,902 DIGITAL INSIGHT CORP COMMON 25385P106 575 50,000 SH DEFINED 1 50,000 DIVERSA CORP COMMON 255064107 9 1,000 SH DEFINED 1 1,000 DOBSON COMM PIK PFD PREFERRED 256072307 24,691 26,550 SH DEFINED 1 26,550 DOBSON COMMUNICATIONS CORP A COMMON 256069105 52 5,000 SH DEFINED 1 5,000 DOCTOR REDDY'S LAB ADR COMMON 256135203 17,853 802,400 SH DEFINED 1 802,400 DOCTOR REDDY'S LAB ADR COMMON 256135203 78 3,500 SH DEFINED 1,4 3,500 DOCTOR REDDY'S LAB ADR COMMON 256135203 60 2,700 SH DEFINED 2,3 2,700 DOCUMENTUM INC COMMON 256159104 1,229 150,000 SH DEFINED 1 150,000
Page 31 / 105 DOLLAR GENERAL CORP COMMON 256669102 15,140 1,294,000 SH DEFINED 1 1,294,000 DOLLAR GENERAL CORP COMMON 256669102 7,020 600,000 SH DEFINED 1,2 600,000 DOLLAR GENERAL CORP COMMON 256669102 632 54,000 SH DEFINED 1,4 54,000 DOLLAR GENERAL CORP COMMON 256669102 2,349 200,800 SH DEFINED 2 200,800 DOLLAR TREE STORES INC COMMON 256747106 1,875 100,000 SH DEFINED 1 100,000 DOLLAR TREE STORES INC COMMON 256747106 619 33,000 SH DEFINED 1,4 33,000 DOLLAR TREE STORES INC COMMON 256747106 2,334 124,500 SH DEFINED 2 124,500 DORAL FINANCIAL CORPORATION COMMON 25811P100 1,940 50,000 SH DEFINED 1 50,000 DOVER CORP COMMON 260003108 8,142 270,400 SH DEFINED 1 270,400 DOVER CORP COMMON 260003108 738 24,495 SH DEFINED 5 24,495 DOWNEY FINANCIAL CORP COMMON 261018105 1,139 25,800 SH DEFINED 1 25,800 DSP GROUP INC COMMON 23332B106 1,349 67,600 SH DEFINED 1 67,600 DST SYSTEMS INC COMMON 233326107 13,927 322,000 SH DEFINED 1 322,000 DST SYSTEMS INC COMMON 233326107 1,981 45,800 SH DEFINED 2 45,800 DST SYSTEMS INC COMMON 233326107 13 303 SH DEFINED 5 303 DTE ENERGY CO COMMON 233331107 8,386 194,800 SH DEFINED 1 194,800 DUANE READE INC COMMON 263578106 12,765 425,500 SH DEFINED 1 425,500 DUKE POWER CO COMMON 264399106 253,792 6,705,200 SH DEFINED 1 6,705,200 DUKE POWER CO COMMON 264399106 9,194 242,900 SH DEFINED 2 242,900 DUKE POWER CO COMMON 264399106 72 1,900 SH DEFINED 2,3 1,900 DUKE POWER CO COMMON 264399106 452 11,937 SH DEFINED 5 11,937 DUPONT DE NEMOUR & CO COMMON 263534109 938 25,000 SH DEFINED 1 25,000 DYAX CORP COMMON 26746E103 26 2,700 SH DEFINED 1 2,700
Page 32 / 105 DYNEGY INC COMMON 26816Q101 73,940 2,133,900 SH DEFINED 1 2,133,900 DYNEGY INC COMMON 26816Q101 100,100 2,888,900 SH DEFINED 1,2 2,888,900 DYNEGY INC COMMON 26816Q101 12,772 368,600 SH DEFINED 1,4 368,600 DYNEGY INC COMMON 26816Q101 7,661 221,100 SH DEFINED 2 221,100 DYNEGY INC COMMON 26816Q101 752 21,700 SH DEFINED 2,3 21,700 DYNEGY INC COMMON 26816Q101 199 5,730 SH DEFINED 5 5,730 E M C CORP MASS COMMON 268648102 343 29,172 SH DEFINED 5 29,172 EARTHLINK INC COMMON 270321102 7,234 475,000 SH DEFINED 1 475,000 EARTHLINK INC COMMON 270321102 5 300 SH DEFINED 6 300 EARTHWATCH CORP CVT PFD CONVERT 270324502 2 124,852 SH DEFINED 1 124,852 EARTHWATCH INC CVT PFD144A SER C CONVERT 270324601 22 2,152,621 SH DEFINED 1 2,152,621 EAST WEST BANCORP INC COMMON 27579R104 440 18,800 SH DEFINED 1 18,800 EASTMAN KODAK CO COMMON 277461109 1,835 56,400 SH DEFINED 1 56,400 EATON VANCE CORP COMMON 278265103 32,250 1,028,700 SH DEFINED 1 1,028,700 EATON VANCE CORP COMMON 278265103 110 3,500 SH DEFINED 1,4 3,500 EATON VANCE CORP COMMON 278265103 2,760 88,030 SH DEFINED 2 88,030 EATON VANCE CORP COMMON 278265103 254 8,100 SH DEFINED 2,3 8,100 EATON VANCE CORP COMMON 278265103 214 6,834 SH DEFINED 5 6,834 EBAY INC COMMON 278642103 38,828 848,700 SH DEFINED 1 848,700 EBAY INC COMMON 278642103 20,574 449,700 SH DEFINED 1,2 449,700 EBAY INC COMMON 278642103 4,639 101,400 SH DEFINED 1,4 101,400 EBAY INC COMMON 278642103 59 1,300 SH DEFINED 2 1,300 EBAY INC COMMON 278642103 233 5,100 SH DEFINED 2,3 5,100 EBAY INC COMMON 278642103 35 762 SH DEFINED 5 762 ECHOSTAR COMMUNICATIONS CORP - A COMMON 278762109 116 5,000 SH DEFINED 1 5,000 ECLIPSYS CORP COMMON 278856109 7,741 582,000 SH DEFINED 1 582,000 ECLIPSYS CORP COMMON 278856109 8 600 SH DEFINED 2,3 600 ECLIPSYS CORP COMMON 278856109 13 1,000 SH DEFINED 6 1,000
Page 33 / 105 ECTEL LTD COMMON M29925100 123 10,200 SH DEFINED 1 10,200 EDISON INTERNATIONAL COMMON 281020107 53,550 4,069,150 SH DEFINED 1 4,069,150 EDISON INTERNATIONAL COMMON 281020107 13,160 1,000,000 SH DEFINED 1,2 1,000,000 EDISON INTERNATIONAL COMMON 281020107 47 3,600 SH DEFINED 2 3,600 EDISON SCHOOLS INC COMMON 281033100 12,901 854,360 SH DEFINED 1 854,360 EDUCATION MANAGEMENT CORP. COMMON 28139T101 1,670 55,000 SH DEFINED 1 55,000 EDWARDS (A.G.) INC COMMON 281760108 5,267 150,000 SH DEFINED 1 150,000 EISAI LTD COMMON 282579309 53 2,202 SH DEFINED 5 2,202 EL PASO CORP COMMON 28336L109 76,830 1,849,100 SH DEFINED 1 1,849,100 EL PASO CORP COMMON 28336L109 5,800 139,600 SH DEFINED 1,4 139,600 EL PASO CORP COMMON 28336L109 5,123 123,300 SH DEFINED 2 123,300 EL PASO CORPORATION COMMON 28336L109 283 6,801 SH DEFINED 5 6,801 EL PASO ENERGY CAP CVT PFD 4.75% CONVERT 283678209 4,518 82,500 SH DEFINED 1 82,500 ELAN CORP ADR COMMON 284131208 50,717 1,046,800 SH DEFINED 1 1,046,800 ELAN CORP ADR COMMON 284131208 223,485 4,612,700 SH DEFINED 1,2 4,612,700 ELAN CORP ADR COMMON 284131208 122 2,510 SH DEFINED 1,4 2,510 ELAN CORP ADR COMMON 284131208 15,402 317,900 SH DEFINED 2 317,900 ELAN CORP ADR COMMON 284131208 1,652 34,100 SH DEFINED 2,3 34,100 ELAN CORP ADR COMMON 284131208 67 1,380 SH DEFINED 5 1,380 ELANTEC SEMICONDUCTOR INC COMMON 284155108 7,459 325,000 SH DEFINED 1 325,000 ELANTEC SEMICONDUCTOR INC COMMON 284155108 9 400 SH DEFINED 6 400 ELECTRO SCIENTIFIC INDUSTRIES INC COMMON 285229100 4,105 187,000 SH DEFINED 1 187,000 ELECTRONIC ARTS INC COMMON 285512109 28,589 626,000 SH DEFINED 1 626,000 ELECTRONIC ARTS INC COMMON 285512109 68,505 1,500,000 SH DEFINED 1,2 1,500,000 ELECTRONIC ARTS INC COMMON 285512109 776 17,000 SH DEFINED 1,4 17,000 ELECTRONIC ARTS INC COMMON 285512109 7,856 172,020 SH DEFINED 2 172,020 ELECTRONIC ARTS INC COMMON 285512109 512 11,200 SH DEFINED 2,3 11,200
Page 34 / 105 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 95,928 1,666,000 SH DEFINED 1 1,666,000 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 278,296 4,833,200 SH DEFINED 1,2 4,833,200 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 12,426 215,800 SH DEFINED 2 215,800 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 2,010 34,900 SH DEFINED 2,3 34,900 ELECTRONIC RETAILING WTS EXP 2/1/04 COMMON 285825113 0 23,312 SH DEFINED 1 23,312 ELECTRONICS FOR IMAGING INC COMMON 286082102 9,620 590,900 SH DEFINED 1 590,900 EMC CORP COMMON 268648102 43,974 3,742,500 SH DEFINED 1 3,742,500 EMC CORP COMMON 268648102 21,150 1,800,000 SH DEFINED 1,2 1,800,000 EMC CORP COMMON 268648102 3,712 315,900 SH DEFINED 2 315,900 EMCORE CORP COMMON 290846104 3,736 436,400 SH DEFINED 1 436,400 EMCORE CORP COMMON 290846104 11 1,300 SH DEFINED 1,4 1,300 EMCORE CORP COMMON 290846104 343 40,040 SH DEFINED 2 40,040 EMCORE CORP COMMON 290846104 34 4,000 SH DEFINED 2,3 4,000 EMISPHERE TECHNOLOGIES INC COMMON 291345106 210 11,000 SH DEFINED 1 11,000 EMULEX CORP COMMON 292475209 1,310 137,700 SH DEFINED 1 137,700 EMULEX CORP COMMON 292475209 4 400 SH DEFINED 2,3 400 ENDESA - SPONDORED ADR COMMON 29258N107 607 39,600 SH DEFINED 1 39,600 ENDOCARE INC COMMON 29264P104 384 21,900 SH DEFINED 1 21,900 ENDOCARE INC COMMON 29264P104 4 200 SH DEFINED 2,3 200 ENERGY EAST CORP COMMON 29266M109 10,823 538,200 SH DEFINED 1 538,200 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 2,355 50,000 SH DEFINED 1 50,000 ENI S P A COMMON 26874R108 76 1,251 SH DEFINED 5 1,251
Page 35 / 105 ENRON CORP COMMON 293561106 250,677 9,205,900 SH DEFINED 1 9,205,900 ENRON CORP COMMON 293561106 115,728 4,250,000 SH DEFINED 1,2 4,250,000 ENRON CORP COMMON 293561106 80 2,950 SH DEFINED 1,4 2,950 ENRON CORP COMMON 293561106 13,667 501,900 SH DEFINED 2 501,900 ENRON CORP COMMON 293561106 414 15,200 SH DEFINED 2,3 15,200 ENRON CORP COMMON 293561106 345 12,669 SH DEFINED 5 12,669 ENSCO INTERNATIONAL INC COMMON 26874Q100 73,139 5,002,700 SH DEFINED 1 5,002,700 ENSCO INTERNATIONAL INC COMMON 26874Q100 366 25,000 SH DEFINED 1,4 25,000 ENSCO INTERNATIONAL INC COMMON 26874Q100 1,640 112,200 SH DEFINED 2 112,200 ENSCO INTERNATIONAL INC COMMON 26874Q100 41 2,800 SH DEFINED 2,3 2,800 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 5,834 171,600 SH DEFINED 1 171,600 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 2,448 286,300 SH DEFINED 1 286,300 EOG RESOURCES INC COMMON 26875P101 10,991 379,900 SH DEFINED 1 379,900 EOG RESOURCES INC COMMON 26875P101 1,273 44,000 SH DEFINED 2 44,000 EQUIFAX INC COMMON 294429105 73,425 3,352,750 SH DEFINED 1 3,352,750 EQUIFAX INC COMMON 294429105 33 1,500 SH DEFINED 2 1,500 EQUINIX INC WTS 144A COMMON 29444U114 157 21,830 SH DEFINED 1 21,830 EQUINIX INC WTS 144A COMMON 29444U114 1 170 SH DEFINED 2,3 170 EQUITABLE RESOURCES INC COMMON 294549100 126 4,200 SH DEFINED 1 4,200 EQUITABLE RESOURCES INC COMMON 294549100 54 1,800 SH DEFINED 1,4 1,800 EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 6,720 210,000 SH DEFINED 1,4 210,000 EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 16 500 SH DEFINED 6 500 EQUITY RESIDENTIAL PROPERTIES TRUST COMMON 29476L107 4,672 80,000 SH DEFINED 1,4 80,000 ERICSSON (L.M.) TELEPHONE ADR COMMON 294821400 5,584 1,600,000 SH DEFINED 1 1,600,000 ERICSSON (L.M.) TELEPHONE ADR COMMON 294821400 3,490 1,000,000 CALL DEFINED 1 1,000,000 ERICSSON (L.M.) TELEPHONE ADR COMMON 294821400 10 3,000 CALL DEFINED 6 3,000
Page 36 / 105 EVEREST REINSURANCE HLDGS INC COMMON G3223R108 28,028 433,200 SH DEFINED 1 433,200 EVEREST REINSURANCE HLDGS INC COMMON G3223R108 110 1,700 SH DEFINED 2,3 1,700 EXAR CORP COMMON 300645108 2,422 140,000 SH DEFINED 1 140,000 EXELIXIS INC COMMON 30161Q104 97 8,500 SH DEFINED 1 8,500 EXELON CORP COMMON 30161N101 4,674 104,800 SH DEFINED 1 104,800 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 7,335 154,900 SH DEFINED 1 154,900 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 28 600 SH DEFINED 1,4 600 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 812 17,150 SH DEFINED 2 17,150 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 80 1,700 SH DEFINED 2,3 1,700 EXPRESS SCRIPTS INC COMMON 302182100 100,844 1,817,000 SH DEFINED 1 1,817,000 EXPRESS SCRIPTS INC COMMON 302182100 50,111 902,900 SH DEFINED 1,2 902,900 EXPRESS SCRIPTS INC COMMON 302182100 1,010 18,200 SH DEFINED 1,4 18,200 EXPRESS SCRIPTS INC COMMON 302182100 9,278 167,170 SH DEFINED 2 167,170 EXPRESS SCRIPTS INC COMMON 302182100 1,138 20,500 SH DEFINED 2,3 20,500 EXPRESS SCRIPTS INC COMMON 302182100 155 2,805 SH DEFINED 5 2,805 EXXON MOBIL CORP COMMON 30231G102 608,970 15,456,092 SH DEFINED 1 15,456,092 EXXON MOBIL CORP COMMON 30231G102 39,400 1,000,000 SH DEFINED 1,2 1,000,000 EXXON MOBIL CORP COMMON 30231G102 14,476 367,400 SH DEFINED 1,4 367,400 EXXON MOBIL CORP COMMON 30231G102 25,909 657,600 SH DEFINED 2 657,600 EXXON MOBIL CORP COMMON 30231G102 1,979 50,238 SH DEFINED 5 50,238 F.Y.I. INC COMMON 302712104 2,626 70,000 SH DEFINED 1 70,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1,577 65,000 SH DEFINED 1 65,000 FAIR ISAAC & COMPANY INC COMMON 303250104 5,271 111,600 SH DEFINED 1 111,600 FAIR ISAAC & COMPANY INC COMMON 303250104 3,056 64,700 SH DEFINED 1,4 64,700 FAIR ISAAC & COMPANY INC COMMON 303250104 43 900 SH DEFINED 2 900 FAIR ISAAC & COMPANY INC COMMON 303250104 9 200 SH DEFINED 2,3 200 FAIRCHILD SEMICON INTL CL A COMMON 303726103 770 48,000 SH DEFINED 1 48,000
Page 37 / 105 FAMILY DOLLAR STORES INC COMMON 307000109 26,516 963,500 SH DEFINED 1 963,500 FAMILY DOLLAR STORES INC COMMON 307000109 64,672 2,350,000 SH DEFINED 1,2 2,350,000 FAMILY DOLLAR STORES INC COMMON 307000109 322 11,700 SH DEFINED 1,4 11,700 FAMILY DOLLAR STORES INC COMMON 307000109 5,016 182,270 SH DEFINED 2 182,270 FAMILY DOLLAR STORES INC COMMON 307000109 374 13,600 SH DEFINED 2,3 13,600 FAMILY DOLLAR STORES INC COMMON 307000109 903 32,811 SH DEFINED 5 32,811 FANNIE MAE COMMON 313586109 590,138 7,371,200 SH DEFINED 1 7,371,200 FANNIE MAE COMMON 313586109 243,382 3,040,000 SH DEFINED 1,2 3,040,000 FANNIE MAE COMMON 313586109 13,802 172,400 SH DEFINED 1,4 172,400 FANNIE MAE COMMON 313586109 23,802 297,300 SH DEFINED 2 297,300 FANNIE MAE COMMON 313586109 2,466 30,800 SH DEFINED 2,3 30,800 FASTENAL CO COMMON 311900104 17,692 310,500 SH DEFINED 1 310,500 FASTENAL CO COMMON 311900104 68 1,200 SH DEFINED 1,4 1,200 FASTENAL CO COMMON 311900104 2,032 35,670 SH DEFINED 2 35,670 FASTENAL CO COMMON 311900104 188 3,300 SH DEFINED 2,3 3,300 FBR ASSET INVESTMENT CORP COMMON 30241E303 1,365 59,100 SH DEFINED 1 59,100 FEDERAL AGRICULTURAL MTG CORP COMMON 313148306 1,903 57,000 SH DEFINED 1 57,000 FEDERAL HOME LN MTG CORP COMMON 313400301 134 2,061 SH DEFINED 5 2,061 FEDERAL NAT MORTGAGE ASSN COMMON 313586109 1,422 17,757 SH DEFINED 5 17,757 FEDERATED INVESTORS INC COMMON 314211103 15,318 517,500 SH DEFINED 1 517,500 FEDERATED INVESTORS INC COMMON 314211103 59 2,000 SH DEFINED 1,4 2,000 FEDERATED INVESTORS INC COMMON 314211103 1,778 60,060 SH DEFINED 2 60,060 FEDERATED INVESTORS INC COMMON 314211103 160 5,400 SH DEFINED 2,3 5,400 FEI CO COMMON 30241L109 7,613 350,000 SH DEFINED 1 350,000 FERTILIZERS & AGRICULTURAL CHEMICAL COMMON 05565A202 100 4,899 SH DEFINED 5 4,899 FIDELITY NATIONAL FINANCIAL INC COMMON 316326107 2,958 110,000 SH DEFINED 1 110,000
Page 38 / 105 FIFTH THIRD BANCORP COMMON 316773100 67,302 1,094,700 SH DEFINED 1 1,094,700 FIFTH THIRD BANCORP COMMON 316773100 24,592 400,000 SH DEFINED 1,2 400,000 FIFTH THIRD BANCORP COMMON 316773100 5,847 95,100 SH DEFINED 2 95,100 FIFTH THIRD BANCORP COMMON 316773100 574 9,330 SH DEFINED 5 9,330 FINISAR CORP COMMON 31787A101 5,738 1,449,000 SH DEFINED 1 1,449,000 FINISAR CORP COMMON 31787A101 475 119,900 SH DEFINED 1,4 119,900 FINISAR CORP COMMON 31787A101 983 248,200 SH DEFINED 2 248,200 FINISAR CORP COMMON 31787A101 11 2,850 SH DEFINED 5 2,850 FIRST DATA CORP COMMON 319963104 961,508 16,503,750 SH DEFINED 1 16,503,750 FIRST DATA CORP COMMON 319963104 105,870 1,817,200 SH DEFINED 1,2 1,817,200 FIRST DATA CORP COMMON 319963104 21,379 366,950 SH DEFINED 2 366,950 FIRST DATA CORP COMMON 319963104 1,422 24,400 SH DEFINED 2,3 24,400 FIRST DATA CORP COMMON 319963104 946 16,245 SH DEFINED 5 16,245 FIRST HEALTH GROUP CORP COMMON 320960107 105,753 3,599,500 SH DEFINED 1 3,599,500 FIRST HEALTH GROUP CORP COMMON 320960107 770 26,200 SH DEFINED 1,4 26,200 FIRST HEALTH GROUP CORP COMMON 320960107 6,900 234,840 SH DEFINED 2 234,840 FIRST HEALTH GROUP CORP COMMON 320960107 638 21,700 SH DEFINED 2,3 21,700 FIRST HEALTH GROUP CORP COMMON 320960107 1,208 41,115 SH DEFINED 5 41,115 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 15,610 599,700 SH DEFINED 1 599,700 FIRST REPUBLIC NON CVT 144A PREFERRED 336163209 3,825 4,250 SH DEFINED 1 4,250 FIRSTENERGY CORP COMMON 337932107 399 11,100 SH DEFINED 1 11,100 FIRSTENERGY CORP COMMON 337932107 144 4,000 SH DEFINED 1,4 4,000 FISERV INC COMMON 337738108 136,107 3,979,724 SH DEFINED 1 3,979,724 FISERV INC COMMON 337738108 307,800 9,000,000 SH DEFINED 1,2 9,000,000 FISERV INC COMMON 337738108 879 25,710 SH DEFINED 1,4 25,710 FISERV INC COMMON 337738108 31,348 916,595 SH DEFINED 2 916,595 FISERV INC COMMON 337738108 1,872 54,737 SH DEFINED 2,3 54,737 FISERV INC COMMON 337738108 135 3,951 SH DEFINED 5 3,951 FLEET BOSTON FINANCIAL CORP COMMON 339030108 134,446 3,658,400 SH DEFINED 1 3,658,400 FLEET BOSTON FINANCIAL CORP COMMON 339030108 70 1,900 SH DEFINED 2 1,900
Page 39 / 105 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 1,327 80,200 SH DEFINED 1 80,200 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 28 1,700 SH DEFINED 2,3 1,700 FOREST LABORATORIES INC COMMON 345838106 67,220 931,800 SH DEFINED 1 931,800 FOREST LABORATORIES INC COMMON 345838106 174,579 2,420,000 SH DEFINED 1,2 2,420,000 FOREST LABORATORIES INC COMMON 345838106 9,797 135,800 SH DEFINED 1,4 135,800 FOREST LABORATORIES INC COMMON 345838106 7,842 108,700 SH DEFINED 2 108,700 FOREST LABORATORIES INC COMMON 345838106 1,493 20,700 SH DEFINED 2,3 20,700 FOREST LABORATORIES INC COMMON 345838106 23 315 SH DEFINED 5 315 FOREST OIL CORP COMMON 346091705 3,731 150,450 SH DEFINED 1 150,450 FORRESTER RESEARCH INC COMMON 346563109 2,076 125,000 SH DEFINED 1 125,000 FOSSIL INC COMMON 349882100 1,178 75,000 SH DEFINED 1 75,000 FOUNDRY NETWORKS INC COMMON 35063R100 564 93,300 SH DEFINED 1 93,300 FPL GROUP INC COMMON 302571104 11,470 214,200 SH DEFINED 1 214,200 FREDDIE MAC COMMON 313400301 889,409 13,683,210 SH DEFINED 1 13,683,210 FREDDIE MAC COMMON 313400301 418,028 6,431,200 SH DEFINED 1,2 6,431,200 FREDDIE MAC COMMON 313400301 24,869 382,600 SH DEFINED 1,4 382,600 FREDDIE MAC COMMON 313400301 30,498 469,200 SH DEFINED 2 469,200 FREDDIE MAC COMMON 313400301 2,951 45,400 SH DEFINED 2,3 45,400 FRED'S INC COMMON 356108100 7,703 294,000 SH DEFINED 1 294,000 FRED'S INC COMMON 356108100 10 400 SH DEFINED 6 400 FUELCELL ENERGY INC COMMON 35952H106 264 17,800 SH DEFINED 1 17,800 FUELCELL ENERGY INC COMMON 35952H106 133 9,000 SH DEFINED 1,4 9,000 FUJI PHOTO FILM LTD COMMON 359586302 44 1,356 SH DEFINED 5 1,356 GABELLI ASSET MANAGEMENT CL A COMMON 36239Y102 155 4,200 SH DEFINED 1 4,200
Page 40 / 105 GAP INC COMMON 364760108 112,212 9,390,150 SH DEFINED 1 9,390,150 GAP INC COMMON 364760108 23,900 2,000,000 SH DEFINED 1,2 2,000,000 GAP INC COMMON 364760108 771 64,500 SH DEFINED 1,4 64,500 GAP INC COMMON 364760108 80 6,700 SH DEFINED 2 6,700 GARMIN LTD COMMON G37260109 10,385 644,600 SH DEFINED 1 644,600 GARMIN LTD COMMON G37260109 4,168 258,700 SH DEFINED 1,4 258,700 GARMIN LTD COMMON G37260109 56 3,500 SH DEFINED 2 3,500 GARTNER GROUP INC COMMON 366651107 14 1,500 SH DEFINED 6 1,500 GENENCOR INTL INC COMMON 368709101 1,499 152,000 SH DEFINED 1 152,000 GENENTECH INC COMMON 368710406 88 2,000 SH DEFINED 1 2,000 GENERAL DYNAMICS CORP COMMON 369550108 21,718 245,900 SH DEFINED 1 245,900 GENERAL DYNAMICS CORP COMMON 369550108 118,605 1,342,900 SH DEFINED 1,2 1,342,900 GENERAL DYNAMICS CORP COMMON 369550108 9,918 112,300 SH DEFINED 1,4 112,300 GENERAL DYNAMICS CORP COMMON 369550108 7,216 81,700 SH DEFINED 2 81,700 GENERAL DYNAMICS CORP COMMON 369550108 866 9,800 SH DEFINED 2,3 9,800 GENERAL ELEC CO COMMON 369604103 2,404 64,635 SH DEFINED 5 64,635 GENERAL ELECTRIC CO COMMON 369604103 1,129,027 30,350,200 SH DEFINED 1 30,350,200 GENERAL ELECTRIC CO COMMON 369604103 379,473 10,200,900 SH DEFINED 1,2 10,200,900 GENERAL ELECTRIC CO COMMON 369604103 51,559 1,386,000 SH DEFINED 2 1,386,000 GENERAL ELECTRIC CO COMMON 369604103 1,283 34,500 SH DEFINED 2,3 34,500 GENERAL MARITIME CORP COMMON Y2692M103 320 35,800 SH DEFINED 1 35,800 GENERAL MARITIME CORP COMMON Y2692M103 1,221 136,400 SH DEFINED 1,4 136,400 GENERAL MOTORS CORP CL H COMMON 370442832 10,941 820,800 SH DEFINED 1 820,800 GENERAL MOTORS CORP CL H COMMON 370442832 1,228 92,100 SH DEFINED 2 92,100 GENESCO INC COMMON 371532102 20,880 1,284,900 SH DEFINED 1 1,284,900 GENESCO INC COMMON 371532102 75 4,600 SH DEFINED 1,4 4,600 GENESCO INC COMMON 371532102 1,909 117,480 SH DEFINED 2 117,480 GENESCO INC COMMON 371532102 177 10,900 SH DEFINED 2,3 10,900 GENESCO INC COMMON 371532102 72 4,425 SH DEFINED 5 4,425
Page 41 / 105 GENESIS MICROCHIP INC COMMON 371933102 15,635 555,600 SH DEFINED 1 555,600 GENESIS MICROCHIP INC COMMON 371933102 10,018 356,000 SH DEFINED 1,4 356,000 GENESIS MICROCHIP INC COMMON 371933102 211 7,500 SH DEFINED 2 7,500 GENESIS MICROCHIP INC COMMON 371933102 11 400 SH DEFINED 2,3 400 GENESIS MICROCHIP INC COMMON 371933102 20 700 SH DEFINED 6 700 GENTEX CORP COMMON 371901109 20,856 873,000 SH DEFINED 1 873,000 GENTEX CORP COMMON 371901109 57 2,400 SH DEFINED 1,4 2,400 GENTEX CORP COMMON 371901109 1,842 77,090 SH DEFINED 2 77,090 GENTEX CORP COMMON 371901109 170 7,100 SH DEFINED 2,3 7,100 GENTEX CORP COMMON 371901109 622 26,031 SH DEFINED 5 26,031 GENZYME CORP COMMON 372917104 116,952 2,574,900 SH DEFINED 1 2,574,900 GENZYME CORP COMMON 372917104 53,087 1,168,800 SH DEFINED 1,2 1,168,800 GENZYME CORP COMMON 372917104 10,669 234,900 SH DEFINED 1,4 234,900 GENZYME CORP COMMON 372917104 3,702 81,500 SH DEFINED 2 81,500 GENZYME CORP COMMON 372917104 777 17,100 SH DEFINED 2,3 17,100 GENZYME CORP COMMON 372917104 25 555 SH DEFINED 5 555 GENZYME-MOLECULAR ONCOLOGY COMMON 372917500 155 20,000 SH DEFINED 1 20,000 GETTY IMAGES INC COMMON 374276103 3,309 300,000 SH DEFINED 1 300,000 GETTY IMAGES INC COMMON 374276103 9 800 SH DEFINED 6 800 GIBRALTAR STEEL CORP COMMON 37476F103 982 65,000 SH DEFINED 1 65,000 GILEAD SCIENCES INC COMMON 375558103 19,968 355,500 SH DEFINED 1 355,500 GILEAD SCIENCES INC COMMON 375558103 51 900 SH DEFINED 2 900 GILEAD SCIENCES INC COMMON 375558103 11 200 SH DEFINED 2,3 200 GILLETTE CO COMMON 375766102 6,705 225,000 SH DEFINED 1 225,000 GILLETTE CO COMMON 375766102 19,370 650,000 SH DEFINED 1,2 650,000 GILLETTE CO COMMON 375766102 42 1,400 SH DEFINED 2 1,400 GLOBAL POWER EQUIPMENT GROUP COMMON 37941P108 4,444 292,400 SH DEFINED 1 292,400 GLOBAL POWER EQUIPMENT GROUP COMMON 37941P108 38 2,500 SH DEFINED 1,4 2,500 GLOBAL POWER EQUIPMENT GROUP COMMON 37941P108 9 600 SH DEFINED 6 600
Page 42 / 105 GLOBESPAN INC COMMON 379571102 904 100,000 SH DEFINED 1 100,000 GOLDEN STATE BANCORP COMMON 381197102 6,138 201,900 SH DEFINED 1 201,900 GOLDEN WEST FINANCIAL CORP COMMON 381317106 1,824 31,400 SH DEFINED 1 31,400 GOLDEN WEST FINANCIAL CORP COMMON 381317106 8,035 138,300 SH DEFINED 1,4 138,300 GOLDEN WEST FINANCIAL CORP COMMON 381317106 105 1,800 SH DEFINED 2 1,800 GOLDMAN SACHS GROUP INC COMMON 38141G104 107,717 1,509,700 SH DEFINED 1 1,509,700 GOLDMAN SACHS GROUP INC COMMON 38141G104 296,103 4,150,000 SH DEFINED 1,2 4,150,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 1,284 18,000 SH DEFINED 1,4 18,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 20,870 292,500 SH DEFINED 2 292,500 GOLDMAN SACHS GROUP INC COMMON 38141G104 1,484 20,800 SH DEFINED 2,3 20,800 GOLDMAN SACHS GROUP INC COMMON 38141G104 113 1,581 SH DEFINED 5 1,581 GRANITE CONSTRUCTION INC COMMON 387328107 1,528 59,600 SH DEFINED 1 59,600 GREATER BAY BANCORP COMMON 391648102 3,025 130,000 SH DEFINED 1 130,000 GT GROUP TELECOM CL B COMMON 362359408 13 18,000 SH DEFINED 1 18,000 GT GROUP TELECOM INC WTS 144A COMMON 362359101 324 32,380 SH DEFINED 1 32,380 GT GROUP TELECOM INC WTS 144A COMMON 362359101 1 100 SH DEFINED 1,4 100 GT GROUP TELECOM INC WTS 144A COMMON 362359101 0 20 SH DEFINED 2,3 20 GUILFORD PHARMACEUTICALS INC COMMON 401829106 3,085 358,300 SH DEFINED 1 358,300 GULF INDONESIA RESOURCES LTD COMMON 402284103 927 106,600 SH DEFINED 1 106,600 GULF INDONESIA RESOURCES LTD COMMON 402284103 9 1,050 SH DEFINED 2,3 1,050 GULFMARK OFFSHORE INC COMMON 402629109 3,000 125,000 SH DEFINED 1 125,000 GYMBOREE CORP COMMON 403777105 2,438 375,000 SH DEFINED 1 375,000 HAEMONETICS CORPORATION COMMON 405024100 1,211 35,000 SH DEFINED 1 35,000 HAIN CELESTIAL GROUP INC COMMON 405217100 3,535 192,000 SH DEFINED 1 192,000
Page 43 / 105 HALL KINION & ASSOCIATES INC COMMON 406069104 5,943 1,225,300 SH DEFINED 1 1,225,300 HALL KINION & ASSOCIATES INC COMMON 406069104 20 4,200 SH DEFINED 1,4 4,200 HALL KINION & ASSOCIATES INC COMMON 406069104 659 135,810 SH DEFINED 2 135,810 HALL KINION & ASSOCIATES INC COMMON 406069104 67 13,800 SH DEFINED 2,3 13,800 HALLIBURTON CO COMMON 406216101 24,895 1,104,000 SH DEFINED 1 1,104,000 HALLIBURTON CO COMMON 406216101 11,275 500,000 SH DEFINED 1,2 500,000 HALLIBURTON CO COMMON 406216101 1,867 82,800 SH DEFINED 2 82,800 HALLIBURTON CO COMMON 406216101 411 18,237 SH DEFINED 5 18,237 HANOVER COMPRESSOR INC COMMON 410768105 41,068 1,897,800 SH DEFINED 1 1,897,800 HANOVER COMPRESSOR INC COMMON 410768105 660 30,500 SH DEFINED 1,4 30,500 HANOVER COMPRESSOR INC COMMON 410768105 5,246 242,410 SH DEFINED 2 242,410 HANOVER COMPRESSOR INC COMMON 410768105 305 14,100 SH DEFINED 2,3 14,100 HANOVER COMPRESSOR INC COMMON 410768105 71 3,297 SH DEFINED 5 3,297 HARLEY-DAVIDSON INC COMMON 412822108 52,759 1,302,700 SH DEFINED 1 1,302,700 HARLEY-DAVIDSON INC COMMON 412822108 192,096 4,743,100 SH DEFINED 1,2 4,743,100 HARLEY-DAVIDSON INC COMMON 412822108 1,126 27,800 SH DEFINED 1,4 27,800 HARLEY-DAVIDSON INC COMMON 412822108 11,198 276,500 SH DEFINED 2 276,500 HARLEY-DAVIDSON INC COMMON 412822108 1,013 25,000 SH DEFINED 2,3 25,000 HARLEY-DAVIDSON INC COMMON 412822108 95 2,358 SH DEFINED 5 2,358 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 5,032 150,200 SH DEFINED 1 150,200 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 561 16,761 SH DEFINED 5 16,761 HARMONIC INC COMMON 413160102 12,353 1,525,000 SH DEFINED 1 1,525,000 HARMONIC INC COMMON 413160102 13 1,600 SH DEFINED 6 1,600 HARRAH'S ENTERTAINMENT INC COMMON 413619107 5,416 200,500 SH DEFINED 1 200,500 HARRIS CORP COMMON 413875105 8,566 269,200 SH DEFINED 1 269,200 HARRIS CORP COMMON 413875105 45 1,400 SH DEFINED 2 1,400 HARRIS CORP COMMON 413875105 6 200 SH DEFINED 2,3 200
Page 44 / 105 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 187,762 3,196,500 SH DEFINED 1 3,196,500 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 264 4,500 SH DEFINED 1,4 4,500 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 6,303 107,300 SH DEFINED 2 107,300 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 35 603 SH DEFINED 5 603 HARVARD BIOSCIENCE INC COMMON 416906105 489 48,900 SH DEFINED 1 48,900 HARVARD BIOSCIENCE INC COMMON 416906105 5 500 SH DEFINED 2,3 500 HAVAS ADVERTISING COMMON 419313101 17 2,877 SH DEFINED 5 2,877 HCA INC COMMON 404119109 625,241 14,110,600 SH DEFINED 1 14,110,600 HCA INC COMMON 404119109 206,706 4,665,000 SH DEFINED 1,2 4,665,000 HCA INC COMMON 404119109 377 8,500 SH DEFINED 1,4 8,500 HCA INC COMMON 404119109 20,914 472,000 SH DEFINED 2 472,000 HCA INC COMMON 404119109 2,069 46,700 SH DEFINED 2,3 46,700 HCC INSURANCE HOLDINGS INC COMMON 404132102 42,572 1,618,700 SH DEFINED 1 1,618,700 HCC INSURANCE HOLDINGS INC COMMON 404132102 126 4,800 SH DEFINED 1,4 4,800 HCC INSURANCE HOLDINGS INC COMMON 404132102 3,894 148,070 SH DEFINED 2 148,070 HCC INSURANCE HOLDINGS INC COMMON 404132102 358 13,600 SH DEFINED 2,3 13,600 HCC INSURANCE HOLDINGS INC COMMON 404132102 113 4,281 SH DEFINED 5 4,281 HCC INSURANCE HOLDINGS INC COMMON 404132102 11 400 SH DEFINED 6 400 HDFC BANK LTD ADR COMMON 40415F101 1,771 128,300 SH DEFINED 1 128,300 HDFC BANK LTD ADR COMMON 40415F101 26 1,920 SH DEFINED 2,3 1,920 HEALTH CARE & RETIREMENT CORP. COMMON 421915109 10 250 SH DEFINED 6 250 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 146,839 7,073,150 SH DEFINED 1 7,073,150 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 124,560 6,000,000 SH DEFINED 1,2 6,000,000 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 115 5,548 SH DEFINED 1,4 5,548 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 11,445 551,310 SH DEFINED 2 551,310 HEALTH MANAGEMENT ASSOC INC A COMMON 421933102 868 41,813 SH DEFINED 2,3 41,813
Page 45 / 105 HEALTHSOUTH CORP COMMON 421924101 36,133 2,222,200 SH DEFINED 1 2,222,200 HEALTHSOUTH CORP COMMON 421924101 489 30,060 SH DEFINED 1,4 30,060 HEALTHSOUTH CORP COMMON 421924101 1,874 115,270 SH DEFINED 2 115,270 HEALTHSOUTH CORP COMMON 421924101 182 11,200 SH DEFINED 2,3 11,200 HEALTHSOUTH CORP COMMON 421924101 46 2,856 SH DEFINED 5 2,856 HELEN OF TROY LTD COMMON G4388N106 105 10,000 SH DEFINED 1 10,000 HELMERICH & PAYNE INC COMMON 423452101 697 26,700 SH DEFINED 1 26,700 HELMERICH & PAYNE INC COMMON 423452101 3,009 115,300 SH DEFINED 1,4 115,300 HELMERICH & PAYNE INC COMMON 423452101 44 1,700 SH DEFINED 2 1,700 HENRY JACK & ASSOC INC COMMON 426281101 156 6,888 SH DEFINED 5 6,888 HENRY SCHEIN INC COMMON 806407102 15,980 414,000 SH DEFINED 1 414,000 HENRY SCHEIN INC COMMON 806407102 58 1,500 SH DEFINED 1,4 1,500 HENRY SCHEIN INC COMMON 806407102 1,810 46,900 SH DEFINED 2 46,900 HENRY SCHEIN INC COMMON 806407102 166 4,300 SH DEFINED 2,3 4,300 HERMAN MILLER INC COMMON 600544100 11,407 585,900 SH DEFINED 1 585,900 HEWLETT PACKARD COMMON 428236103 4,025 250,000 SH DEFINED 1 250,000 HEWLETT PACKARD COMMON 428236103 12 750 SH DEFINED 6 750 HI/FN INC COMMON 428358105 1,231 125,000 SH DEFINED 1 125,000 HISPANIC BROADCASTING CORP COMMON 43357B104 60,164 3,736,900 SH DEFINED 1 3,736,900 HISPANIC BROADCASTING CORP COMMON 43357B104 63,791 3,962,200 SH DEFINED 1,2 3,962,200 HISPANIC BROADCASTING CORP COMMON 43357B104 1,160 72,030 SH DEFINED 1,4 72,030 HISPANIC BROADCASTING CORP COMMON 43357B104 9,043 561,680 SH DEFINED 2 561,680 HISPANIC BROADCASTING CORP COMMON 43357B104 438 27,200 SH DEFINED 2,3 27,200 HISPANIC BROADCASTING CORP COMMON 43357B104 41 2,544 SH DEFINED 5 2,544 HISPANIC BROADCASTING CORP COMMON 43357B104 8 500 SH DEFINED 6 500
Page 46 / 105 HOME DEPOT INC COMMON 437076102 175,443 4,572,400 SH DEFINED 1 4,572,400 HOME DEPOT INC COMMON 437076102 172,665 4,500,000 SH DEFINED 1,2 4,500,000 HOME DEPOT INC COMMON 437076102 21,121 550,450 SH DEFINED 2 550,450 HOME DEPOT INC COMMON 437076102 806 21,000 SH DEFINED 2,3 21,000 HOME DEPOT INC COMMON 437076102 1,032 26,901 SH DEFINED 5 26,901 HOMESTORE.COM INC COMMON 437852106 6,262 818,500 SH DEFINED 1 818,500 HOMESTORE.COM INC COMMON 437852106 5 600 SH DEFINED 2,3 600 HONDA MTR LTD COMMON 438128308 18 279 SH DEFINED 5 279 HONEYWELL INTL INC COMMON 438516106 5,280 200,000 SH DEFINED 1 200,000 HONEYWELL INTL INC COMMON 438516106 13,200 500,000 SH DEFINED 1,2 500,000 HONEYWELL INTL INC COMMON 438516106 5,544 210,000 SH DEFINED 1,4 210,000 HONEYWELL INTL INC COMMON 438516106 21 800 SH DEFINED 2 800 HORIZON PCS INC 144A WTS COMMON 44043U118 607 29,980 SH DEFINED 1 29,980 HORIZON PCS INC 144A WTS COMMON 44043U118 0 20 SH DEFINED 2,3 20 HOT TOPIC INC COMMON 441339108 6,275 250,000 SH DEFINED 1 250,000 HOT TOPIC INC COMMON 441339108 13 500 SH DEFINED 6 500 HOTEL RESERVATIONS INC CL A COMMON 441451101 443 19,500 SH DEFINED 1 19,500 HUMAN GENOME SCIENCES INC COMMON 444903108 4,622 150,000 SH DEFINED 1 150,000 HYDRIL CO COMMON 448774109 327 23,500 SH DEFINED 1 23,500 ICN PHARMACEUTICALS INC COMMON 448924100 77,622 2,945,800 SH DEFINED 1 2,945,800 ICN PHARMACEUTICALS INC COMMON 448924100 1,673 63,500 SH DEFINED 1,4 63,500 ICN PHARMACEUTICALS INC COMMON 448924100 2,788 105,800 SH DEFINED 2 105,800 ICON PLC - SPONSORED ADR COMMON 45103T107 2,201 66,300 SH DEFINED 1 66,300 ICOS CORPORATION COMMON 449295104 2,214 45,000 SH DEFINED 1 45,000 ICOS CORPORATION COMMON 449295104 7 150 SH DEFINED 6 150
Page 47 / 105 ICU MEDICAL INC COMMON 44930G107 4,960 124,000 SH DEFINED 1 124,000 ICU MEDICAL INC COMMON 44930G107 12 300 SH DEFINED 2,3 300 IDEC PHARMACEUTICALS CORP COMMON 449370105 82,014 1,654,509 SH DEFINED 1 1,654,509 IDEC PHARMACEUTICALS CORP COMMON 449370105 833 16,800 SH DEFINED 1,4 16,800 IDEC PHARMACEUTICALS CORP COMMON 449370105 1,963 39,600 SH DEFINED 2 39,600 IDEC PHARMACEUTICALS CORP COMMON 449370105 149 3,000 SH DEFINED 2,3 3,000 IDEC PHARMACEUTICALS CORP COMMON 449370105 6 111 SH DEFINED 5 111 IDX SYSTEMS CORP COMMON 449491109 103 10,000 SH DEFINED 1 10,000 II-VI INC COMMON 902104108 2,606 200,000 SH DEFINED 1 200,000 ILEX ONCOLOGY INC COMMON 451923106 123 4,700 SH DEFINED 1 4,700 ILLINOIS TOOL WORKS COMMON 452308109 2,938 54,300 SH DEFINED 1 54,300 ILLUMINET HLDGS INC COMMON 452334105 7,434 194,000 SH DEFINED 1 194,000 ILLUMINET HLDGS INC COMMON 452334105 88 2,300 SH DEFINED 2 2,300 ILLUMINET HLDGS INC COMMON 452334105 15 400 SH DEFINED 2,3 400 IMCLONE SYSTEMS COMMON 45245W109 3,868 68,400 SH DEFINED 1 68,400 IMCLONE SYSTEMS COMMON 45245W109 311 5,500 SH DEFINED 1,4 5,500 IMPERIAL TOBACCO GROUP PLC ADR COMMON 453142101 74 2,955 SH DEFINED 5 2,955 IMS HEALTH INC COMMON 449934108 87,818 3,505,700 SH DEFINED 1 3,505,700 IMS HEALTH INC COMMON 449934108 752 30,000 SH DEFINED 1,4 30,000 IMS HEALTH INC COMMON 449934108 5,460 217,980 SH DEFINED 2 217,980 IMS HEALTH INC COMMON 449934108 273 10,900 SH DEFINED 2,3 10,900 IMS HEALTH INC COMMON 449934108 126 5,028 SH DEFINED 5 5,028 INCYTE PHARMACEUTICALS INC COMMON 45337C102 8,203 600,500 SH DEFINED 1 600,500 INFORMATICA CORP COMMON 45666Q102 3,259 825,000 SH DEFINED 1 825,000 INFORMATICA CORP COMMON 45666Q102 6 1,400 SH DEFINED 6 1,400 INFORMAX INC COMMON 45677N205 126 40,000 SH DEFINED 1 40,000
Page 48 / 105 INFOSYS TECHNOLOGIES ADR COMMON 456788108 71 2,090 SH DEFINED 1,4 2,090 INFOSYS TECHNOLOGIES ADR COMMON 456788108 1,733 51,250 SH DEFINED 2 51,250 INFOSYS TECHNOLOGIES ADR COMMON 456788108 25 740 SH DEFINED 2,3 740 INFOSYS TECHNOLOGIES ADR COMMON 456788108 25 735 SH DEFINED 5 735 ING GROEP N V COMMON 456837103 70 2,634 SH DEFINED 5 2,634 INKINE PHARMACEUTICAL CO INC COMMON 457214104 39 50,000 SH DEFINED 1 50,000 INSIGHT ENTERPRISES INC COMMON 45765U103 7,062 499,412 SH DEFINED 1 499,412 INSITUFORM TECHNOLOGIES INC COMMON 457667103 15,430 905,000 SH DEFINED 1 905,000 INSITUFORM TECHNOLOGIES INC COMMON 457667103 58 3,400 SH DEFINED 1,4 3,400 INSITUFORM TECHNOLOGIES INC COMMON 457667103 1,779 104,320 SH DEFINED 2 104,320 INSITUFORM TECHNOLOGIES INC COMMON 457667103 162 9,500 SH DEFINED 2,3 9,500 INSITUFORM TECHNOLOGIES INC COMMON 457667103 51 2,973 SH DEFINED 5 2,973 INTEGRA LIFESCIENCES HLDG COMMON 457985208 6,424 232,600 SH DEFINED 1 232,600 INTEGRA LIFESCIENCES HLDG COMMON 457985208 3 100 SH DEFINED 2,3 100 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 2,045 160,000 SH DEFINED 1 160,000 INTEGRATED DEVICE TECH INC COMMON 458118106 11,279 560,600 SH DEFINED 1 560,600 INTEGRATED DEVICE TECH INC COMMON 458118106 429 21,300 SH DEFINED 1,4 21,300 INTEGRATED DEVICE TECH INC COMMON 458118106 1,628 80,900 SH DEFINED 2 80,900 INTEGRATED DEVICE TECH INC COMMON 458118106 678 33,681 SH DEFINED 5 33,681 INTEL CORP COMMON 458140100 100,400 4,924,000 SH DEFINED 1 4,924,000 INTEL CORP COMMON 458140100 132,564 6,501,400 SH DEFINED 1,2 6,501,400 INTEL CORP COMMON 458140100 7,349 360,400 SH DEFINED 2 360,400 INTEL CORP COMMON 458140100 763 37,400 SH DEFINED 2,3 37,400 INTEL CORP COMMON 458140100 9 420 SH DEFINED 5 420 INTERMUNE INC COMMON 45884X103 191 5,000 SH DEFINED 1 5,000
Page 49 / 105 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 33,018 776,900 SH DEFINED 1 776,900 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 38,339 902,100 SH DEFINED 1,2 902,100 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 1,054 24,800 SH DEFINED 1,4 24,800 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 5,528 130,060 SH DEFINED 2 130,060 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 565 13,300 SH DEFINED 2,3 13,300 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 56 1,326 SH DEFINED 5 1,326 INTERNATIONAL PAPER CO COMMON 460146103 64,168 1,843,900 SH DEFINED 1 1,843,900 INTERNATIONAL PAPER CO COMMON 460146103 4,524 130,000 SH DEFINED 1,4 130,000 INTERNATIONAL PAPER CO COMMON 460146103 42 1,200 SH DEFINED 2 1,200 INTERNATIONAL RECTIFIER CORP COMMON 460254105 10,993 403,700 SH DEFINED 1 403,700 INTERNATIONAL SPEEDWAY CORP CL-A COMMON 460335201 2,671 76,700 SH DEFINED 1 76,700 INTERNATIONAL SPEEDWAY CORP CL-A COMMON 460335201 7 200 SH DEFINED 1,4 200 INTERNATIONAL SPEEDWAY CORP CL-A COMMON 460335201 293 8,410 SH DEFINED 2 8,410 INTERNATIONAL SPEEDWAY CORP CL-A COMMON 460335201 31 900 SH DEFINED 2,3 900 INTERPORE INTERNATIONAL COMMON 46062W107 13 2,000 SH DEFINED 6 2,000 INTERPUBLIC GROUP CO INC COMMON 460690100 71,914 3,525,200 SH DEFINED 1 3,525,200 INTERPUBLIC GROUP CO INC COMMON 460690100 12,240 600,000 SH DEFINED 1,2 600,000 INTERPUBLIC GROUP CO INC COMMON 460690100 1,822 89,300 SH DEFINED 2 89,300 INTERPUBLIC GROUP CO INC COMMON 460690100 300 14,709 SH DEFINED 5 14,709 INTERSIL CORP COMMON 46069S109 19,270 690,200 SH DEFINED 1 690,200 INTERSIL CORP COMMON 46069S109 50 1,800 SH DEFINED 1,4 1,800 INTERSIL CORP COMMON 46069S109 1,624 58,180 SH DEFINED 2 58,180 INTERSIL CORP COMMON 46069S109 162 5,800 SH DEFINED 2,3 5,800 INTERTAPE POLYMER GROUP INC COMMON 460919103 2,345 308,500 SH DEFINED 1 308,500 INTERTAPE POLYMER GROUP INC COMMON 460919103 11 1,500 SH DEFINED 6 1,500 INTERWOVEN INC COMMON 46114T102 676 175,000 SH DEFINED 1 175,000
Page 50 / 105 INT'L BUSINESS MACHINE CORP COMMON 459200101 449,861 4,873,900 SH DEFINED 1 4,873,900 INT'L BUSINESS MACHINE CORP COMMON 459200101 276,079 2,991,100 SH DEFINED 1,2 2,991,100 INT'L BUSINESS MACHINE CORP COMMON 459200101 22,549 244,300 SH DEFINED 2 244,300 INT'L BUSINESS MACHINE CORP COMMON 459200101 1,246 13,500 SH DEFINED 2,3 13,500 INT'L BUSINESS MACHINE CORP COMMON 459200101 641 6,984 SH DEFINED 5 6,984 INT'L FLAVORS AND FRAGRANCES INC COMMON 459506101 1,052 38,000 SH DEFINED 1 38,000 INTRADO INC COMMON 46117A100 3,423 133,400 SH DEFINED 1 133,400 INTRADO INC COMMON 46117A100 3 100 SH DEFINED 2,3 100 INTUIT INC COMMON 461202103 49,393 1,379,700 SH DEFINED 1 1,379,700 INTUIT INC COMMON 461202103 179,000 5,000,000 SH DEFINED 1,2 5,000,000 INTUIT INC COMMON 461202103 12,838 358,600 SH DEFINED 2 358,600 INTUIT INC COMMON 461202103 938 26,200 SH DEFINED 2,3 26,200 INTUIT INC COMMON 461202103 9 250 SH DEFINED 6 250 INVACARE CORP COMMON 461203101 122 3,000 SH DEFINED 1 3,000 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 43,327 780,800 SH DEFINED 1 780,800 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 150 2,700 SH DEFINED 1,4 2,700 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 4,885 88,030 SH DEFINED 2 88,030 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 449 8,100 SH DEFINED 2,3 8,100 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 94 1,692 SH DEFINED 5 1,692 INVESTORS FINANCIAL SERV CORP COMMON 461915100 61,629 1,069,200 SH DEFINED 1 1,069,200 INVESTORS FINANCIAL SERV CORP COMMON 461915100 190 3,300 SH DEFINED 1,4 3,300 INVESTORS FINANCIAL SERV CORP COMMON 461915100 5,140 89,180 SH DEFINED 2 89,180 INVESTORS FINANCIAL SERV CORP COMMON 461915100 467 8,100 SH DEFINED 2,3 8,100 INVESTORS FINANCIAL SERV CORP COMMON 461915100 80 1,392 SH DEFINED 5 1,392 INVISION TECHNOLOGIES INC. COMMON 461851107 11 1,100 SH DEFINED 6 1,100
Page 51 / 105 INVITROGEN CORP COMMON 46185R100 52,292 795,200 SH DEFINED 1 795,200 INVITROGEN CORP COMMON 46185R100 40,357 613,700 SH DEFINED 1,2 613,700 INVITROGEN CORP COMMON 46185R100 914 13,900 SH DEFINED 1,4 13,900 INVITROGEN CORP COMMON 46185R100 3,709 56,400 SH DEFINED 2 56,400 INVITROGEN CORP COMMON 46185R100 585 8,900 SH DEFINED 2,3 8,900 INVITROGEN CORP COMMON 46185R100 35 537 SH DEFINED 5 537 INVITROGEN CORP COMMON 46185R100 13 200 SH DEFINED 6 200 IPCS INC WTS 144A COMMON 44980Y115 421 6,980 SH DEFINED 1 6,980 IPCS INC WTS 144A COMMON 44980Y115 1 20 SH DEFINED 2,3 20 IRELAND BK COMMON 46267Q103 59 1,881 SH DEFINED 5 1,881 IRON MOUNTAIN INC COMMON 462846106 50,615 1,221,100 SH DEFINED 1 1,221,100 IRON MOUNTAIN INC COMMON 462846106 112 2,700 SH DEFINED 1,4 2,700 IRON MOUNTAIN INC COMMON 462846106 3,485 84,080 SH DEFINED 2 84,080 IRON MOUNTAIN INC COMMON 462846106 319 7,700 SH DEFINED 2,3 7,700 IRON MOUNTAIN INC COMMON 462846106 8 200 SH DEFINED 6 200 ISHARES TRUST-RUSSELL 2000I COMMON 464287655 17,002 212,000 SH DEFINED 1 212,000 ISIS PHARMACEUTICALS INC COMMON 464330109 4,389 257,400 SH DEFINED 1 257,400 ITRON INC COMMON 465741106 663 28,800 SH DEFINED 1 28,800 ITRON INC COMMON 465741106 7 300 SH DEFINED 2,3 300 IVAX CORP COMMON 465823102 13,585 612,775 SH DEFINED 1 612,775 IVAX CORP COMMON 465823102 28,342 1,278,400 SH DEFINED 1,2 1,278,400 IVAX CORP COMMON 465823102 10,694 482,375 SH DEFINED 1,4 482,375 IVAX CORP COMMON 465823102 179 8,075 SH DEFINED 2 8,075 IVAX CORP COMMON 465823102 299 13,500 SH DEFINED 2,3 13,500 IWO HOLDINGS INC WTS 144A 01/15/11 COMMON 45071T113 1,052 14,980 SH DEFINED 1 14,980 IWO HOLDINGS INC WTS 144A 01/15/11 COMMON 45071T113 1 20 SH DEFINED 2,3 20 J JILL GROUP INC COMMON 466189107 2,250 180,000 SH DEFINED 1 180,000 J JILL GROUP INC COMMON 466189107 5 400 SH DEFINED 6 400
Page 52 / 105 J JILL GROUP INC COMMON 466189917 2,188 175,000 SH DEFINED 1 175,000 J.P. MORGAN CHASE & CO COMMON 46625H100 883 25,863 SH DEFINED 5 25,863 JABIL CIRCUIT INC COMMON 466313103 12,174 680,100 SH DEFINED 1 680,100 JABIL CIRCUIT INC COMMON 466313103 387 21,600 SH DEFINED 1,4 21,600 JABIL CIRCUIT INC COMMON 466313103 2,592 144,780 SH DEFINED 2 144,780 JABIL CIRCUIT INC COMMON 466313103 124 6,900 SH DEFINED 2,3 6,900 JABIL CIRCUIT INC COMMON 466313103 75 4,197 SH DEFINED 5 4,197 JACK HENRY & ASSOCIATES INC COMMON 426281101 84,768 3,735,900 SH DEFINED 1 3,735,900 JACK HENRY & ASSOCIATES INC COMMON 426281101 216 9,500 SH DEFINED 1,4 9,500 JACK HENRY & ASSOCIATES INC COMMON 426281101 6,896 303,910 SH DEFINED 2 303,910 JACK HENRY & ASSOCIATES INC COMMON 426281101 504 22,200 SH DEFINED 2,3 22,200 JACK IN THE BOX INC COMMON 466367109 48,434 1,729,800 SH DEFINED 1 1,729,800 JACK IN THE BOX INC COMMON 466367109 70 2,500 SH DEFINED 1,4 2,500 JACK IN THE BOX INC COMMON 466367109 1,688 60,300 SH DEFINED 2 60,300 JACK IN THE BOX INC COMMON 466367109 151 5,400 SH DEFINED 2,3 5,400 JACK IN THE BOX INC COMMON 466367109 95 3,402 SH DEFINED 5 3,402 JACOBS ENGINEERING GROUP INC COMMON 469814107 45,178 724,000 SH DEFINED 1 724,000 JACOBS ENGINEERING GROUP INC COMMON 469814107 156 2,500 SH DEFINED 1,4 2,500 JACOBS ENGINEERING GROUP INC COMMON 469814107 4,797 76,870 SH DEFINED 2 76,870 JACOBS ENGINEERING GROUP INC COMMON 469814107 505 8,100 SH DEFINED 2,3 8,100 JACOBS ENGINEERING GROUP INC COMMON 469814107 141 2,262 SH DEFINED 5 2,262 JAZZTEL PLC ADR COMMON 47214R152 26 8,609 SH DEFINED 1 8,609 JDS UNIPHASE CORP COMMON 46612J101 7,375 1,166,880 SH DEFINED 1 1,166,880 JDS UNIPHASE CORP COMMON 46612J101 394 62,300 SH DEFINED 1,4 62,300 JDS UNIPHASE CORP COMMON 46612J101 2,039 322,700 SH DEFINED 2 322,700 JEFFERSON SMURFIT GRP ADR COMMON 47508W107 295 16,500 SH DEFINED 1 16,500
Page 53 / 105 JOHNSON & JOHNSON COMMON 478160104 628,016 11,336,020 SH DEFINED 1 11,336,020 JOHNSON & JOHNSON COMMON 478160104 271,787 4,905,900 SH DEFINED 1,2 4,905,900 JOHNSON & JOHNSON COMMON 478160104 20,988 378,850 SH DEFINED 2 378,850 JOHNSON & JOHNSON COMMON 478160104 1,801 32,500 SH DEFINED 2,3 32,500 JOHNSON & JOHNSON COMMON 478160104 28 510 SH DEFINED 5 510 JOHNSON CONTROLS INC COMMON 478366107 3,360 51,500 SH DEFINED 1 51,500 JOHNSON CONTROLS INC COMMON 478366107 9,786 150,000 SH DEFINED 1,2 150,000 JOHNSON CONTROLS INC COMMON 478366107 2,283 35,000 SH DEFINED 1,4 35,000 JOHNSON CONTROLS INC COMMON 478366107 13 200 SH DEFINED 2 200 JONES APPAREL GROUP INC COMMON 480074103 7,619 298,900 SH DEFINED 1 298,900 JONES APPAREL GROUP INC COMMON 480074103 362 14,200 SH DEFINED 1,4 14,200 JONES APPAREL GROUP INC COMMON 480074103 2,086 81,820 SH DEFINED 2 81,820 JONES APPAREL GROUP INC COMMON 480074103 69 2,700 SH DEFINED 2,3 2,700 JONES APPAREL GROUP INC COMMON 480074103 49 1,929 SH DEFINED 5 1,929 JP MORGAN CHASE & CO COMMON 46625H100 727,859 21,313,600 SH DEFINED 1 21,313,600 JP MORGAN CHASE & CO COMMON 46625H100 350,038 10,250,000 SH DEFINED 1,2 10,250,000 JP MORGAN CHASE & CO COMMON 46625H100 5,669 166,000 SH DEFINED 1,4 166,000 JP MORGAN CHASE & CO COMMON 46625H100 33,663 985,730 SH DEFINED 2 985,730 JP MORGAN CHASE & CO COMMON 46625H100 1,205 35,290 SH DEFINED 2,3 35,290 JUNIPER NETWORKS INC COMMON 48203R104 5,318 548,200 SH DEFINED 1 548,200 JUNIPER NETWORKS INC COMMON 48203R104 437 45,000 SH DEFINED 1,4 45,000 JUNIPER NETWORKS INC COMMON 48203R104 1,965 202,600 SH DEFINED 2 202,600 JUNIPER NETWORKS INC COMMON 48203R104 2 207 SH DEFINED 5 207 KEANE INC COMMON 486665102 7,406 542,600 SH DEFINED 1 542,600 KEANE INC COMMON 486665102 27 2,000 SH DEFINED 1,4 2,000 KEANE INC COMMON 486665102 837 61,330 SH DEFINED 2 61,330 KEANE INC COMMON 486665102 83 6,100 SH DEFINED 2,3 6,100 KEITHLEY INSTRUMENTS INC COMMON 487584104 2,583 180,000 SH DEFINED 1 180,000 KEMET CORP COMMON 488360108 2,469 150,000 SH DEFINED 1 150,000
Page 54 / 105 KENNAMETAL INC COMMON 489170100 7,993 250,400 SH DEFINED 1 250,400 KENNAMETAL INC COMMON 489170100 971 30,417 SH DEFINED 5 30,417 KERR-MCGEE CORP COMMON 492386107 10,932 210,600 SH DEFINED 1 210,600 KERR-MCGEE CORP COMMON 492386107 1,261 24,300 SH DEFINED 2 24,300 KERR-MCGEE CORP COMMON 492386107 10 195 SH DEFINED 5 195 KERR-MCGEE CVT CONVERT 492386AP2 1,089 1,000,000 PRN DEFINED 1 1,000,000 KESTREL SOLUTIONS CVT 144A CONVERT 49254QAA0 3,450 17,250,000 PRN DEFINED 1 17,250,000 KEY ENERGY GROUP INC COMMON 492914106 5,753 904,500 SH DEFINED 1 904,500 KEY ENERGY GROUP INC COMMON 492914106 149 23,400 SH DEFINED 1,4 23,400 KEYSPAN CORP COMMON 49337W100 3,105 93,400 SH DEFINED 1 93,400 KIMBERLY-CLARK CORP COMMON 494368103 261,528 4,218,200 SH DEFINED 1 4,218,200 KIMBERLY-CLARK CORP COMMON 494368103 5,276 85,100 SH DEFINED 2 85,100 KINDER MORGAN INC COMMON 49455P101 55,115 1,120,000 SH DEFINED 1 1,120,000 KINDER MORGAN INC COMMON 49455P101 6,510 132,300 PUT DEFINED 1 132,300 KINDER MORGAN INC COMMON 49455P101 866 17,600 SH DEFINED 1,4 17,600 KINDER MORGAN INC COMMON 49455P101 7,006 142,370 SH DEFINED 2 142,370 KINDER MORGAN INC COMMON 49455P101 349 7,100 SH DEFINED 2,3 7,100 KINDER MORGAN INC COMMON 49455P101 86 1,755 SH DEFINED 5 1,755 KING PHARMACEUTICALS INC COMMON 495582108 59,022 1,406,966 SH DEFINED 1 1,406,966 KING PHARMACEUTICALS INC COMMON 495582108 57,817 1,378,233 SH DEFINED 1,2 1,378,233 KING PHARMACEUTICALS INC COMMON 495582108 8,878 211,633 SH DEFINED 1,4 211,633 KING PHARMACEUTICALS INC COMMON 495582108 203 4,832 SH DEFINED 2 4,832 KING PHARMACEUTICALS INC COMMON 495582108 660 15,733 SH DEFINED 2,3 15,733 KING PHARMACEUTICALS INC COMMON 495582108 88 2,088 SH DEFINED 5 2,088
Page 55 / 105 KLA-TENCOR CORP COMMON 482480100 96,095 3,042,900 SH DEFINED 1 3,042,900 KLA-TENCOR CORP COMMON 482480100 105,449 3,339,100 SH DEFINED 1,2 3,339,100 KLA-TENCOR CORP COMMON 482480100 4,857 153,800 SH DEFINED 1,4 153,800 KLA-TENCOR CORP COMMON 482480100 6,019 190,600 SH DEFINED 2 190,600 KLA-TENCOR CORP COMMON 482480100 859 27,200 SH DEFINED 2,3 27,200 KLA-TENCOR CORP COMMON 482480100 936 29,640 SH DEFINED 5 29,640 KMC TELECOM HLDNGS- WTSEXP 4/15/08 COMMON 482562121 0 35 SH DEFINED 1 35 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 1 53,095 SH DEFINED 1 53,095 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 0 500 SH DEFINED 2,3 500 KOHLS CORP COMMON 500255104 94,512 1,969,000 SH DEFINED 1 1,969,000 KOHLS CORP COMMON 500255104 251,870 5,247,300 SH DEFINED 1,2 5,247,300 KOHLS CORP COMMON 500255104 12,830 267,300 SH DEFINED 1,4 267,300 KOHLS CORP COMMON 500255104 15,442 321,700 SH DEFINED 2 321,700 KOHLS CORP COMMON 500255104 1,018 21,200 SH DEFINED 2,3 21,200 KOHLS CORP COMMON 500255104 64 1,326 SH DEFINED 5 1,326 KONINKLIJKE AHOLD NV COMMON 500467303 72 2,574 SH DEFINED 5 2,574 KOPIN CORP COMMON 500600101 3,109 298,100 SH DEFINED 1 298,100 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 19,699 1,077,014 SH DEFINED 1 1,077,014 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 3,627 198,300 SH DEFINED 1,4 198,300 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 2,062 112,760 SH DEFINED 2 112,760 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 108 5,900 SH DEFINED 2,3 5,900 KOREA TELECOM CORP - SPONS ADR COMMON 50063P103 20 1,086 SH DEFINED 5 1,086 KRAFT FOODS INC A COMMON 50075N104 23,636 687,700 SH DEFINED 1 687,700 KRAFT FOODS INC A COMMON 50075N104 3,001 87,300 SH DEFINED 2 87,300 KRISPY KREME DOUGHNUTS INC COMMON 501014104 1,480 50,000 SH DEFINED 1 50,000 KROGER CORP COMMON 501044101 393,933 15,987,550 SH DEFINED 1 15,987,550 KROGER CORP COMMON 501044101 12,320 500,000 SH DEFINED 1,2 500,000 KROGER CORP COMMON 501044101 4,351 176,600 SH DEFINED 2 176,600
Page 56 / 105 KRONOS INC COMMON 501052104 17,610 429,000 SH DEFINED 1 429,000 KRONOS INC COMMON 501052104 62 1,500 SH DEFINED 1,4 1,500 KRONOS INC COMMON 501052104 1,921 46,800 SH DEFINED 2 46,800 KRONOS INC COMMON 501052104 189 4,600 SH DEFINED 2,3 4,600 KULICKE & SOFFA INDUSTRIES COMMON 501242101 4,905 450,000 SH DEFINED 1 450,000 L S I LOGIC CORP COMMON 502161102 3,008 256,000 SH DEFINED 1 256,000 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 54,954 628,400 SH DEFINED 1 628,400 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 79,580 910,000 SH DEFINED 1,2 910,000 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 9,112 104,200 SH DEFINED 1,4 104,200 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 7,739 88,500 SH DEFINED 2 88,500 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 429 4,900 SH DEFINED 2,3 4,900 L-3 COMMUNICATIONS HLDGS INC COMMON 502424104 938 10,722 SH DEFINED 5 10,722 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 110,005 1,360,600 SH DEFINED 1 1,360,600 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 68,723 850,000 SH DEFINED 1,2 850,000 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 12,732 157,480 SH DEFINED 1,4 157,480 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 5,979 73,950 SH DEFINED 2 73,950 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 1,003 12,400 SH DEFINED 2,3 12,400 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 145 1,794 SH DEFINED 5 1,794 LABORATORY CORP OF AMERICA HLDGS COMMON 50540R409 20 250 SH DEFINED 6 250 LAM RESEARCH CORP COMMON 512807108 18,589 1,096,700 SH DEFINED 1 1,096,700 LAM RESEARCH CORP COMMON 512807108 17,623 1,039,700 SH DEFINED 1,2 1,039,700 LAM RESEARCH CORP COMMON 512807108 3,866 228,100 SH DEFINED 1,4 228,100 LAM RESEARCH CORP COMMON 512807108 2,580 152,240 SH DEFINED 2 152,240 LAM RESEARCH CORP COMMON 512807108 264 15,600 SH DEFINED 2,3 15,600 LAM RESEARCH CORP COMMON 512807108 87 5,142 SH DEFINED 5 5,142 LAMAR ADV CVT 5.25 CONVERT 512815AF8 1,232 1,300,000 PRN DEFINED 1 1,300,000 LAMAR ADVERTISING CO COMMON 512815101 56,106 1,850,450 SH DEFINED 1 1,850,450 LAMAR ADVERTISING CO COMMON 512815101 136,440 4,500,000 SH DEFINED 1,2 4,500,000 LAMAR ADVERTISING CO COMMON 512815101 749 24,700 SH DEFINED 1,4 24,700 LAMAR ADVERTISING CO COMMON 512815101 15,648 516,100 SH DEFINED 2 516,100 LAMAR ADVERTISING CO COMMON 512815101 706 23,300 SH DEFINED 2,3 23,300
Page 57 / 105 LANDSTAR SYSTEM INC COMMON 515098101 3,200 50,000 SH DEFINED 1 50,000 LANDSTAR SYSTEM INC COMMON 515098101 10 150 SH DEFINED 6 150 LANTRONIX INC COMMON 516548104 4,995 818,800 SH DEFINED 1 818,800 LARGE SCALE BIOLOGY CORP COMMON 517053104 555 150,000 SH DEFINED 1 150,000 LATTICE SEMICONDUCTOR CORP COMMON 518415104 27,116 1,727,150 SH DEFINED 1 1,727,150 LATTICE SEMICONDUCTOR CORP COMMON 518415104 16 1,000 SH DEFINED 2 1,000 LATTICE SEMICONDUCTOR CORP COMMON 518415104 656 41,802 SH DEFINED 5 41,802 LEAR CORP COMMON 521865105 10,613 392,800 SH DEFINED 1 392,800 LEGG MASON INC COMMON 524901105 31,617 795,200 SH DEFINED 1 795,200 LEGG MASON INC COMMON 524901105 8,290 208,500 SH DEFINED 1,4 208,500 LEGG MASON INC COMMON 524901105 1,838 46,230 SH DEFINED 2 46,230 LEGG MASON INC COMMON 524901105 171 4,300 SH DEFINED 2,3 4,300 LEHMAN BROTHERS HLDGS INC COMMON 524908100 31,950 562,000 SH DEFINED 1 562,000 LEHMAN BROTHERS HLDGS INC COMMON 524908100 5,145 90,500 SH DEFINED 1,4 90,500 LEHMAN BROTHERS HLDGS INC COMMON 524908100 1,057 18,600 SH DEFINED 2 18,600 LEHMAN BROTHERS HLDGS INC COMMON 524908100 199 3,500 SH DEFINED 2,3 3,500 LEHMAN BROTHERS HLDGS INC COMMON 524908100 24 423 SH DEFINED 5 423 LENNAR CORP COMMON 526057104 879 24,400 SH DEFINED 1 24,400 LENNAR CORP COMMON 526057104 54 1,500 SH DEFINED 2 1,500 LEXICON GENETICS INC COMMON 528872104 109 14,400 SH DEFINED 1 14,400 LIFEPOINT HOSPITALS INC COMMON 53219L109 67,668 1,537,900 SH DEFINED 1 1,537,900 LIFEPOINT HOSPITALS INC COMMON 53219L109 471 10,700 SH DEFINED 1,4 10,700 LIFEPOINT HOSPITALS INC COMMON 53219L109 3,618 82,220 SH DEFINED 2 82,220 LIFEPOINT HOSPITALS INC COMMON 53219L109 414 9,400 SH DEFINED 2,3 9,400 LIFEPOINT HOSPITALS INC COMMON 53219L109 134 3,048 SH DEFINED 5 3,048 LILLY (ELI) & CO COMMON 532457108 8,296 102,800 SH DEFINED 1 102,800 LILLY (ELI) & CO COMMON 532457108 121 1,500 SH DEFINED 2 1,500
Page 58 / 105 LINCARE HLDGS INC COMMON 532791100 55,393 2,084,800 SH DEFINED 1 2,084,800 LINCARE HLDGS INC COMMON 532791100 505 19,000 SH DEFINED 1,4 19,000 LINCARE HLDGS INC COMMON 532791100 5,072 190,910 SH DEFINED 2 190,910 LINCARE HLDGS INC COMMON 532791100 345 13,000 SH DEFINED 2,3 13,000 LINCARE HLDGS INC COMMON 532791100 160 6,018 SH DEFINED 5 6,018 LINCOLN NATL CORP COMMON 534187109 3,936 84,400 SH DEFINED 1,4 84,400 LINEAR TECHNOLOGY CORP COMMON 535678106 28,431 866,800 SH DEFINED 1 866,800 LINEAR TECHNOLOGY CORP COMMON 535678106 91,840 2,800,000 SH DEFINED 1,2 2,800,000 LINEAR TECHNOLOGY CORP COMMON 535678106 476 14,500 SH DEFINED 1,4 14,500 LINEAR TECHNOLOGY CORP COMMON 535678106 4,710 143,600 SH DEFINED 2 143,600 LINEAR TECHNOLOGY CORP COMMON 535678106 472 14,400 SH DEFINED 2,3 14,400 LINEAR TECHNOLOGY CORP COMMON 535678106 28 843 SH DEFINED 5 843 LINENS 'N THINGS INC COMMON 535679104 2,025 109,000 SH DEFINED 1 109,000 LOCKHEED MARTIN CORP COMMON 539830109 68,456 1,564,700 SH DEFINED 1 1,564,700 LOCKHEED MARTIN CORP COMMON 539830109 258,633 5,911,600 SH DEFINED 1,2 5,911,600 LOCKHEED MARTIN CORP COMMON 539830109 1,864 42,600 SH DEFINED 1,4 42,600 LOCKHEED MARTIN CORP COMMON 539830109 9,507 217,300 SH DEFINED 2 217,300 LOCKHEED MARTIN CORP COMMON 539830109 2,170 49,600 SH DEFINED 2,3 49,600 LOCKHEED MARTIN CORP COMMON 539830109 5 117 SH DEFINED 5 117 LONG DISTANCE INTL WTS EXP 4/13/08 COMMON 542904115 0 26,430 SH DEFINED 1 26,430 LONG DISTANCE INTL WTS EXP 4/13/08 COMMON 542904115 0 300 SH DEFINED 2,3 300 LOUISIANA PACIFIC CORP COMMON 546347105 4,557 701,000 SH DEFINED 1 701,000 LOWE'S COMPANIES INC COMMON 548661107 87,756 2,772,700 SH DEFINED 1 2,772,700 LOWE'S COMPANIES INC COMMON 548661107 349,590 11,045,500 SH DEFINED 1,2 11,045,500 LOWE'S COMPANIES INC COMMON 548661107 7,963 251,600 SH DEFINED 1,4 251,600 LOWE'S COMPANIES INC COMMON 548661107 15,822 499,900 SH DEFINED 2 499,900 LOWE'S COMPANIES INC COMMON 548661107 2,592 81,900 SH DEFINED 2,3 81,900 LOWE'S COMPANIES INC COMMON 548661107 39 1,218 SH DEFINED 5 1,218 LSI LOGIC CORP COMMON 502161102 5 459 SH DEFINED 5 459
Page 59 / 105 LTX CORP COMMON 502392103 16,757 1,231,200 SH DEFINED 1 1,231,200 LTX CORP COMMON 502392103 304 22,300 SH DEFINED 1,4 22,300 LTX CORP COMMON 502392103 1,028 75,510 SH DEFINED 2 75,510 LTX CORP COMMON 502392103 101 7,400 SH DEFINED 2,3 7,400 LTX CORP COMMON 502392103 7 500 SH DEFINED 6 500 LUCENT TECH CVT PFD 144A CONVERT 549463206 5,125 5,000 SH DEFINED 1 5,000 LUCENT TECH CVT PFD 144A CONVERT 549463206 15,375 15,000 SH DEFINED 1,2 15,000 LUMENIS LTD COMMON M6778Q105 12,128 604,000 SH DEFINED 1 604,000 LUMENIS LTD COMMON M6778Q105 28 1,400 SH DEFINED 1,4 1,400 LUMINENT INC COMMON 55027R103 8 4,000 SH DEFINED 6 4,000 LYNX THERAPEUTICS COMMON 551812308 48 20,000 SH DEFINED 1 20,000 MACK-CALI REALTY CORP COMMON 554489104 13,268 428,000 SH DEFINED 1 428,000 MACROMEDIA INC COMMON 556100105 1,653 136,500 SH DEFINED 1 136,500 MACROVISION CORP COMMON 555904101 28,115 989,600 SH DEFINED 1 989,600 MACROVISION CORP COMMON 555904101 628 22,100 SH DEFINED 1,4 22,100 MACROVISION CORP COMMON 555904101 3,450 121,430 SH DEFINED 2 121,430 MACROVISION CORP COMMON 555904101 134 4,700 SH DEFINED 2,3 4,700 MACROVISION CORP COMMON 555904101 63 2,226 SH DEFINED 5 2,226 MACROVISION CORP COMMON 555904101 11 400 SH DEFINED 6 400 MANULIFE FINL CORP COMMON 56501R106 57 2,190 SH DEFINED 5 2,190 MARSH & MCLENNAN CO COMMON 571748102 69,435 718,050 SH DEFINED 1 718,050 MARSH & MCLENNAN CO COMMON 571748102 29,010 300,000 SH DEFINED 1,2 300,000 MARSH & MCLENNAN CO COMMON 571748102 387 4,000 SH DEFINED 1,4 4,000 MARSH & MCLENNAN CO COMMON 571748102 4,535 46,900 SH DEFINED 2 46,900 MARSH & MCLENNAN CO COMMON 571748102 57 585 SH DEFINED 5 585 MARTIN MARIETTA MATERIALS INC COMMON 573284106 6,852 175,200 SH DEFINED 1 175,200 MARTIN MARIETTA MATERIALS INC COMMON 573284106 730 18,660 SH DEFINED 5 18,660
Page 60 / 105 MASCO CORP COMMON 574599106 89,139 4,361,000 SH DEFINED 1 4,361,000 MASCO CORP COMMON 574599106 25,550 1,250,000 SH DEFINED 1,2 1,250,000 MASCO CORP COMMON 574599106 80 3,900 SH DEFINED 2 3,900 MASSEY ENERGY COMPANY COMMON 576206106 733 50,000 SH DEFINED 1 50,000 MATRIX PHARMACEUTICAL INC COMMON 576844104 123 211,700 SH DEFINED 1 211,700 MATTEL INC COMMON 577081102 129,649 8,279,010 SH DEFINED 1 8,279,010 MATTEL INC COMMON 577081102 58,944 3,764,000 SH DEFINED 1,2 3,764,000 MATTEL INC COMMON 577081102 55 3,500 SH DEFINED 2 3,500 MATTEL INC COMMON 577081102 548 35,000 SH DEFINED 2,3 35,000 MATTEL INC COMMON 577081102 710 45,315 SH DEFINED 5 45,315 MATTSON TECHNOLOGY INC COMMON 577223100 3,700 925,000 SH DEFINED 1 925,000 MATTSON TECHNOLOGY INC COMMON 577223100 10 2,500 SH DEFINED 6 2,500 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 8,462 242,200 SH DEFINED 1 242,200 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 43,675 1,250,000 SH DEFINED 1,2 1,250,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 4,091 117,100 SH DEFINED 1,4 117,100 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 3,134 89,700 SH DEFINED 2 89,700 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 231 6,600 SH DEFINED 2,3 6,600 MAXIMUS INC COMMON 577933104 1,351 34,000 SH DEFINED 1 34,000 MBNA CORP COMMON 55262L100 15,593 514,800 SH DEFINED 1 514,800 MBNA CORP COMMON 55262L100 116,220 3,836,900 SH DEFINED 1,2 3,836,900 MBNA CORP COMMON 55262L100 8,372 276,400 SH DEFINED 2 276,400 MBNA CORP COMMON 55262L100 600 19,800 SH DEFINED 2,3 19,800 MCCAW INTL LTD WTS EXP 4/15/07 COMMON 579472119 484 39,500 SH DEFINED 1 39,500 MCDATA CORP COMMON 580031102 332 39,300 SH DEFINED 1 39,300 MCDATA CORP COMMON 580031102 21 2,500 SH DEFINED 2 2,500
Page 61 / 105 MCDATA CORP CL A COMMON 580031201 1,220 145,451 SH DEFINED 1 145,451 MCDATA CORP CL A COMMON 580031201 13,125 1,564,420 SH DEFINED 1,2 1,564,420 MCDATA CORP CL A COMMON 580031201 937 111,725 SH DEFINED 2 111,725 MCDATA CORP CL A COMMON 580031201 67 7,937 SH DEFINED 2,3 7,937 MCKESSON CORP COMMON 58155Q103 108,132 2,861,400 SH DEFINED 1 2,861,400 MCKESSON CORP COMMON 58155Q103 120 3,170 SH DEFINED 1,4 3,170 MCKESSON CORP COMMON 58155Q103 3,175 84,030 SH DEFINED 2 84,030 MCKESSON CORP COMMON 58155Q103 291 7,700 SH DEFINED 2,3 7,700 MCSI INC COMMON 55270M108 2,014 125,000 SH DEFINED 1 125,000 MDU RESOURCES GROUP INC COMMON 552690109 610 26,100 SH DEFINED 1 26,100 MEASUREMENT SPECIALTIES INC COMMON 583421102 811 82,000 SH DEFINED 1 82,000 MED DESIGN CORP COMMON 583926100 8,064 560,000 SH DEFINED 1 560,000 MED DESIGN CORP COMMON 583926100 3,456 240,000 CALL DEFINED 1 240,000 MED DESIGN CORP COMMON 583926100 13 900 SH DEFINED 6 900 MED DESIGN CORP COMMON 583926100 12 800 CALL DEFINED 6 800 MEDAREX INC COMMON 583916101 80 5,300 SH DEFINED 1 5,300 MEDCATH CORP COMMON 58404W109 3,876 240,000 SH DEFINED 1 240,000 MEDIACOM COMMUNICATIONS CORP COMMON 58446K105 12,575 965,100 SH DEFINED 1 965,100 MEDIAONE GROUP CVT PFD 7.00% CONVERT 58440J500 821 32,200 SH DEFINED 1 32,200 MEDICINES CO COMMON 584688105 45 7,500 SH DEFINED 1 7,500 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 75,525 1,511,100 SH DEFINED 1 1,511,100 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 99,960 2,000,000 SH DEFINED 1,2 2,000,000 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 1,084 21,680 SH DEFINED 1,4 21,680 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 15,193 303,990 SH DEFINED 2 303,990 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 717 14,350 SH DEFINED 2,3 14,350 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 80 1,599 SH DEFINED 5 1,599 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 12 250 SH DEFINED 6 250
Page 62 / 105 MEDIMMUNE INC COMMON 584699102 3,449 96,800 SH DEFINED 1 96,800 MEDIMMUNE INC COMMON 584699102 4 100 SH DEFINED 2,3 100 MEDTRONIC INC COMMON 585055106 113,104 2,600,100 SH DEFINED 1 2,600,100 MEDTRONIC INC COMMON 585055106 163,125 3,750,000 SH DEFINED 1,2 3,750,000 MEDTRONIC INC COMMON 585055106 761 17,500 SH DEFINED 1,4 17,500 MEDTRONIC INC COMMON 585055106 14,014 322,150 SH DEFINED 2 322,150 MEDTRONIC INC COMMON 585055106 561 12,900 SH DEFINED 2,3 12,900 MEDTRONIC INC COMMON 585055106 1,069 24,567 SH DEFINED 5 24,567 MELLON FINANCIAL CORP COMMON 58551A108 18,418 569,700 SH DEFINED 1 569,700 MELLON FINANCIAL CORP COMMON 58551A108 5,173 160,000 SH DEFINED 1,4 160,000 MELLON FINANCIAL CORP COMMON 58551A108 1,552 48,000 SH DEFINED 2 48,000 MENTOR CORP COMMON 587188103 2,657 105,000 SH DEFINED 1 105,000 MENTOR GRAPHICS CORP COMMON 587200106 2,760 200,300 SH DEFINED 1 200,300 MENTOR GRAPHICS CORP COMMON 587200106 576 41,772 SH DEFINED 5 41,772 MERCK & CO COMMON 589331107 32,294 484,900 SH DEFINED 1 484,900 MERCK & CO COMMON 589331107 3,050 45,800 SH DEFINED 2 45,800 MERCK & CO INC COMMON 589331107 17 258 SH DEFINED 5 258 MERCURY INTERACTIVE CORP COMMON 589405109 5,028 264,100 SH DEFINED 1 264,100 MERCURY INTERACTIVE CORP COMMON 589405109 6 300 SH DEFINED 2,3 300 MERIX CORP COMMON 590049102 17,242 1,227,200 SH DEFINED 1 1,227,200 MERIX CORP COMMON 590049102 30 2,100 SH DEFINED 6 2,100 MERRILL LYNCH & CO COMMON 590188108 163,955 4,038,300 SH DEFINED 1 4,038,300 MERRILL LYNCH & CO COMMON 590188108 238,322 5,870,000 SH DEFINED 1,2 5,870,000 MERRILL LYNCH & CO COMMON 590188108 1,015 25,000 SH DEFINED 1,4 25,000 MERRILL LYNCH & CO COMMON 590188108 21,071 519,000 SH DEFINED 2 519,000 MERRILL LYNCH & CO COMMON 590188108 865 21,300 SH DEFINED 2,3 21,300 MERRILL LYNCH & CO COMMON 590188108 673 16,575 SH DEFINED 5 16,575 METRIS COMPANIES INC COMMON 591598107 12,986 524,700 SH DEFINED 1 524,700
Page 63 / 105 METRO ONE TELECOMMUNICATIONS COMMON 59163F105 3,718 160,250 SH DEFINED 1 160,250 METRO ONE TELECOMMUNICATIONS COMMON 59163F105 66 2,850 SH DEFINED 2 2,850 METRO ONE TELECOMMUNICATIONS COMMON 59163F105 17 750 SH DEFINED 2,3 750 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 18,162 431,000 SH DEFINED 1 431,000 MGIC INVESTMENT CORP COMMON 552848103 70,717 1,082,300 SH DEFINED 1 1,082,300 MGIC INVESTMENT CORP COMMON 552848103 61,916 947,600 SH DEFINED 1,2 947,600 MGIC INVESTMENT CORP COMMON 552848103 2,535 38,800 SH DEFINED 2 38,800 MGIC INVESTMENT CORP COMMON 552848103 595 9,100 SH DEFINED 2,3 9,100 MGM GRAND INC COMMON 552953101 3,147 140,000 SH DEFINED 1 140,000 MGM GRAND INC COMMON 552953101 2,511 111,700 SH DEFINED 1,4 111,700 MGM GRAND INC COMMON 552953101 962 42,800 SH DEFINED 2 42,800 MICHAELS STORES INC COMMON 594087108 4,783 130,900 SH DEFINED 1 130,900 MICREL INC COMMON 594793101 17,864 895,900 SH DEFINED 1 895,900 MICREL INC COMMON 594793101 51 2,560 SH DEFINED 1,4 2,560 MICREL INC COMMON 594793101 1,154 57,880 SH DEFINED 2 57,880 MICREL INC COMMON 594793101 108 5,400 SH DEFINED 2,3 5,400 MICROCELL TELECOMMUNICATIONS COMMON 59501T304 578 265,257 SH DEFINED 1 265,257 MICROCHIP TECHNOLOGY INC COMMON 595017104 95,354 3,558,000 SH DEFINED 1 3,558,000 MICROCHIP TECHNOLOGY INC COMMON 595017104 138,228 5,157,768 SH DEFINED 1,2 5,157,768 MICROCHIP TECHNOLOGY INC COMMON 595017104 807 30,095 SH DEFINED 1,4 30,095 MICROCHIP TECHNOLOGY INC COMMON 595017104 15,131 564,578 SH DEFINED 2 564,578 MICROCHIP TECHNOLOGY INC COMMON 595017104 1,185 44,225 SH DEFINED 2,3 44,225 MICROCHIP TECHNOLOGY INC COMMON 595017104 77 2,868 SH DEFINED 5 2,868 MICRON TECHNOLOGY INC COMMON 595112103 3,192 169,500 SH DEFINED 1 169,500 MICRON TECHNOLOGY INC COMMON 595112103 4,696 249,400 CALL DEFINED 1 249,400 MICRON TECHNOLOGY INC COMMON 595112103 4 200 SH DEFINED 2,3 200 MICRON TECHNOLOGY INC COMMON 595112103 3 150 SH DEFINED 6 150 MICRON TECHNOLOGY INC COMMON 595112103 11 600 CALL DEFINED 6 600
Page 64 / 105 MICROSEMI CORP COMMON 595137100 3,413 131,000 SH DEFINED 1 131,000 MICROSEMI CORP COMMON 595137100 16 600 SH DEFINED 2,3 600 MICROSOFT CORP COMMON 594918104 670,347 13,100,391 SH DEFINED 1 13,100,391 MICROSOFT CORP COMMON 594918104 637,977 12,467,800 SH DEFINED 1,2 12,467,800 MICROSOFT CORP COMMON 594918104 8,750 171,000 SH DEFINED 1,4 171,000 MICROSOFT CORP COMMON 594918104 48,681 951,350 SH DEFINED 2 951,350 MICROSOFT CORP COMMON 594918104 3,280 64,100 SH DEFINED 2,3 64,100 MICROSOFT CORP COMMON 594918104 1,394 27,240 SH DEFINED 5 27,240 MILLENIUM SEACARRIERS WTS COMMON 60036B115 0 100 SH DEFINED 1 100 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 178 10,000 SH DEFINED 1 10,000 MILLER HERMAN INC COMMON 600544100 1,164 59,781 SH DEFINED 5 59,781 MILLIPORE CORP COMMON 601073109 14,701 277,700 SH DEFINED 1 277,700 MILLIPORE CORP COMMON 601073109 566 10,700 SH DEFINED 1,4 10,700 MILLIPORE CORP COMMON 601073109 2,144 40,500 SH DEFINED 2 40,500 MINNESOTA MINING & MFG CO COMMON 604059105 4,723 48,000 SH DEFINED 1,4 48,000 MIPS TECHNOLOGIES INC COMMON 604567107 819 125,000 SH DEFINED 1 125,000 MIRANT CORP COMMON 604675108 124,003 5,662,248 SH DEFINED 1 5,662,248 MIRANT CORP COMMON 604675108 98,202 4,484,100 SH DEFINED 1,2 4,484,100 MIRANT CORP COMMON 604675108 2,881 131,536 SH DEFINED 2 131,536 MIRANT CORP COMMON 604675108 959 43,800 SH DEFINED 2,3 43,800 MIRANT TRUST I CVT PFD 6.25% CONVERT 60467Q102 3,520 65,800 SH DEFINED 1 65,800 MIRVANT MEDICAL TECHNOLOGY COMMON 604690107 61 8,000 SH DEFINED 1 8,000 MITCHELL ENERGY & DEV CORP CL A COMMON 606592202 3,759 75,000 SH DEFINED 1 75,000 MOBILE MINI INC COMMON 60740F105 4,154 160,000 SH DEFINED 1 160,000 MOLDFLOW CORP COMMON 608507109 507 59,900 SH DEFINED 1 59,900
Page 65 / 105 MOLEX INC CL A COMMON 608554200 5,132 211,175 SH DEFINED 1 211,175 MOLEX INC CL A COMMON 608554200 660 27,174 SH DEFINED 5 27,174 MONSANTO CO NEW COMMON 61166W101 12,112 359,100 SH DEFINED 1 359,100 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 598,137 12,904,800 SH DEFINED 1 12,904,800 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 324,450 7,000,000 SH DEFINED 1,2 7,000,000 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 1,321 28,500 SH DEFINED 1,4 28,500 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 30,674 661,800 SH DEFINED 2 661,800 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 1,214 26,200 SH DEFINED 2,3 26,200 MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 951 20,520 SH DEFINED 5 20,520 MOTOROLA INC COMMON 620076109 69,578 4,460,150 SH DEFINED 1 4,460,150 MOTOROLA INC COMMON 620076109 46,800 3,000,000 SH DEFINED 1,2 3,000,000 MOTOROLA INC COMMON 620076109 101 6,500 SH DEFINED 2 6,500 MSC.SOFTWARE CORP COMMON 553531104 918 57,000 SH DEFINED 1 57,000 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 846 200,000 SH DEFINED 1 200,000 MYLAN LABORATORIES INC COMMON 628530107 6,596 202,200 SH DEFINED 1 202,200 MYLAN LABORATORIES INC COMMON 628530107 60,663 1,859,700 SH DEFINED 1,2 1,859,700 MYLAN LABORATORIES INC COMMON 628530107 643 19,700 SH DEFINED 2,3 19,700 MYRIAD GENETICS, INC. COMMON 62855J104 37 1,200 SH DEFINED 1 1,200 NABORS INDUSTRIES INC COMMON 629568106 3,305 157,600 SH DEFINED 1 157,600 NABORS INDUSTRIES INC COMMON 629568106 6,958 331,800 SH DEFINED 1,4 331,800 NABORS INDUSTRIES INC COMMON 629568106 50 2,400 SH DEFINED 2 2,400 NANOMETRICS INC COMMON 630077105 1,771 100,000 SH DEFINED 1 100,000
Page 66 / 105 NASDAQ-100 SHARES COMMON 631100104 21,755 750,700 SH DEFINED 1 750,700 NASDAQ-100 SHARES COMMON 631100104 86,940 3,000,000 SH DEFINED 1,2 3,000,000 NASDAQ-100 SHARES COMMON 631100104 319 11,000 SH DEFINED 1,4 11,000 NASDAQ-100 SHARES COMMON 631100104 6,173 213,000 SH DEFINED 2 213,000 NASDAQ-100 SHARES COMMON 631100104 449 15,500 SH DEFINED 2,3 15,500 NASDAQ-100 SHARES COMMON 631100104 99 3,400 SH DEFINED 6 3,400 NASDAQ-100 SHARES COMMON 631100104 151 5,200 PUT DEFINED 6 5,200 NATIONAL DATA CORP COMMON 635621105 8,280 230,000 SH DEFINED 1 230,000 NATIONAL DATA CORP COMMON 635621105 360 10,000 SH DEFINED 1,4 10,000 NATIONAL DATA CORP COMMON 635621105 1,382 38,400 SH DEFINED 2 38,400 NATIONAL DATA CORP COMMON 635621105 11 300 SH DEFINED 6 300 NATIONAL INSTRUMENTS CORP COMMON 636518102 30,152 1,152,150 SH DEFINED 1 1,152,150 NATIONAL INSTRUMENTS CORP COMMON 636518102 72 2,760 SH DEFINED 1,4 2,760 NATIONAL INSTRUMENTS CORP COMMON 636518102 1,565 59,800 SH DEFINED 2 59,800 NATIONAL INSTRUMENTS CORP COMMON 636518102 141 5,400 SH DEFINED 2,3 5,400 NATIONAL INSTRUMENTS CORP COMMON 636518102 115 4,377 SH DEFINED 5 4,377 NATIONAL PROCESSING INC COMMON 637229105 493 17,600 SH DEFINED 1 17,600 NATIONAL PROCESSING INC COMMON 637229105 2,153 76,900 SH DEFINED 1,4 76,900 NATIONAL PROCESSING INC COMMON 637229105 31 1,100 SH DEFINED 2 1,100 NATIONAL-OILWELL INC COMMON 637071101 23,344 1,609,900 SH DEFINED 1 1,609,900 NATIONAL-OILWELL INC COMMON 637071101 439 30,300 SH DEFINED 1,4 30,300 NATIONAL-OILWELL INC COMMON 637071101 3,111 214,520 SH DEFINED 2 214,520 NATIONAL-OILWELL INC COMMON 637071101 158 10,900 SH DEFINED 2,3 10,900 NATIONAL-OILWELL INC COMMON 637071101 86 5,964 SH DEFINED 5 5,964 NATIONWIDE FINANCIAL SERVICES-CL A COMMON 638612101 20,047 539,200 SH DEFINED 1 539,200 NATIONWIDE FINANCIAL SERVICES-CL A COMMON 638612101 26 700 SH DEFINED 1,4 700 NATIONWIDE FINANCIAL SERVICES-CL A COMMON 638612101 822 22,100 SH DEFINED 2 22,100 NATIONWIDE FINANCIAL SERVICES-CL A COMMON 638612101 78 2,100 SH DEFINED 2,3 2,100 NBTY INC COMMON 628782104 1,579 120,000 SH DEFINED 1 120,000 NDS GROUP PLC COMMON 628891103 9 441 SH DEFINED 5 441
Page 67 / 105 NEORX CORP COMMON 640520300 100 40,000 SH DEFINED 1 40,000 NESTLE S A COMMON 641069406 48 891 SH DEFINED 5 891 NETAMERICA.COM WTS 144A COMMON 754091924 0 83,333 SH DEFINED 1 83,333 NETEGRITY INC COMMON 64110P107 1,071 125,000 SH DEFINED 1 125,000 NETWORK APPLIANCE INC COMMON 64120L104 4,919 723,400 SH DEFINED 1 723,400 NETWORK APPLIANCE INC COMMON 64120L104 17 2,500 SH DEFINED 1,4 2,500 NETWORK APPLIANCE INC COMMON 64120L104 545 80,200 SH DEFINED 2 80,200 NETWORK APPLIANCE INC COMMON 64120L104 53 7,800 SH DEFINED 2,3 7,800 NETWORK ASSOC CVT 5.25 144A CONVERT 64123LAA9 2,525 2,500,000 PRN DEFINED 1 2,500,000 NETWORK ASSOCIATES INC COMMON 640938106 3,973 308,200 SH DEFINED 1 308,200 NETWORK ASSOCIATES INC COMMON 640938106 6 500 SH DEFINED 2,3 500 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 42 1,300 SH DEFINED 1 1,300 NEWFIELD EXPLORATION CO COMMON 651290108 18,031 617,500 SH DEFINED 1 617,500 NEWFIELD EXPLORATION CO COMMON 651290108 53 1,800 SH DEFINED 1,4 1,800 NEWFIELD EXPLORATION CO COMMON 651290108 1,691 57,900 SH DEFINED 2 57,900 NEWFIELD EXPLORATION CO COMMON 651290108 158 5,400 SH DEFINED 2,3 5,400 NEWFIELD EXPLORATION CO COMMON 651290108 64 2,184 SH DEFINED 5 2,184 NEWMONT MINING CORP COMMON 651639106 1,652 70,000 SH DEFINED 1,4 70,000 NEWPARK RESOURCES INC COMMON 651718504 1,688 250,000 SH DEFINED 1 250,000 NEWPOWER HOLDINGS INC COMMON 652463100 175 56,900 SH DEFINED 1 56,900 NEWPOWER HOLDINGS INC COMMON 652463100 363 117,800 SH DEFINED 1,4 117,800 NEXTEL COMM CVT 144A CONVERT 65332VAW3 513 1,000,000 PRN DEFINED 1 1,000,000 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 280,509 32,391,290 SH DEFINED 1 32,391,290 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 5,434 627,500 SH DEFINED 2 627,500 NEXTEL COMMUNICATIONS INC-A COMMON 65332V103 14 1,600 SH DEFINED 2,3 1,600
Page 68 / 105 NEXTEL PARTNERS INC CL A COMMON 65333F107 3,477 516,600 SH DEFINED 1 516,600 NEXTEL PARTNERS INC CL A COMMON 65333F107 38 5,600 SH DEFINED 2,3 5,600 NIAGARA MOHAWK HOLDINGS INC COMMON 653520106 9,809 578,000 SH DEFINED 1 578,000 NIKE INC CL B COMMON 654106103 10,710 228,800 SH DEFINED 1 228,800 NIKE INC CL B COMMON 654106103 117,025 2,500,000 SH DEFINED 1,2 2,500,000 NIKE INC CL B COMMON 654106103 8,304 177,400 SH DEFINED 2 177,400 NIKE INC CL B COMMON 654106103 604 12,900 SH DEFINED 2,3 12,900 NINTENDO LTD COMMON 654445303 12 696 SH DEFINED 5 696 NISOURCE INC COMMON 65473P105 11,380 488,200 SH DEFINED 1 488,200 NOBLE AFFILIATES INC COMMON 654894104 4,655 150,200 SH DEFINED 1 150,200 NOBLE AFFILIATES INC COMMON 654894104 629 20,307 SH DEFINED 5 20,307 NOBLE DRILLING CORP COMMON 655042109 16,963 706,800 SH DEFINED 1 706,800 NOBLE DRILLING CORP COMMON 655042109 69,600 2,900,000 SH DEFINED 1,2 2,900,000 NOBLE DRILLING CORP COMMON 655042109 4,922 205,100 SH DEFINED 2 205,100 NOBLE DRILLING CORP COMMON 655042109 360 15,000 SH DEFINED 2,3 15,000 NOKIA CORP ADR COMMON 654902204 183,374 11,717,200 SH DEFINED 1 11,717,200 NOKIA CORP ADR COMMON 654902204 23,475 1,500,000 SH DEFINED 1,2 1,500,000 NOKIA CORP ADR COMMON 654902204 8,446 539,700 SH DEFINED 2 539,700 NOKIA CORP ADR COMMON 654902204 141 9,000 SH DEFINED 2,3 9,000 NOKIA CORP ADR COMMON 654902204 344 21,990 SH DEFINED 5 21,990 NORFOLK SOUTHERN CORP COMMON 655844108 806 50,000 SH DEFINED 1,4 50,000 NORTEL NETWORKS CORP COMMON 656568102 14,110 2,515,178 SH DEFINED 1,4 2,515,178 NORTEL NETWORKS CVT 144A CONVERT 656568AA0 23,576 27,900,000 PRN DEFINED 1 27,900,000 NORTEL NETWORKS CVT 144A CONVERT 656568AA0 2,535 3,000,000 PRN DEFINED 2 3,000,000 NORTHROP GRUMMAN CO COMMON 666807102 1,515 15,000 SH DEFINED 1,4 15,000
Page 69 / 105 NOVELLUS SYSTEMS INC COMMON 670008101 31,496 1,102,800 SH DEFINED 1 1,102,800 NOVELLUS SYSTEMS INC COMMON 670008101 80,074 2,803,700 SH DEFINED 1,2 2,803,700 NOVELLUS SYSTEMS INC COMMON 670008101 3,473 121,600 SH DEFINED 1,4 121,600 NOVELLUS SYSTEMS INC COMMON 670008101 5,866 205,400 SH DEFINED 2 205,400 NOVELLUS SYSTEMS INC COMMON 670008101 543 19,000 SH DEFINED 2,3 19,000 NOVELLUS SYSTEMS INC COMMON 670008101 472 16,512 SH DEFINED 5 16,512 NOVO-NORDISK A S COMMON 670100205 94 2,235 SH DEFINED 5 2,235 NPS PHARMACEUTICALS INC COMMON 62936P103 16 500 SH DEFINED 1 500 NRG ENEGRY INC COMMON 629377102 9,110 562,000 SH DEFINED 1 562,000 NRG ENEGRY INC COMMON 629377102 2,331 143,800 SH DEFINED 1,4 143,800 NRG ENEGRY INC COMMON 629377102 1,816 112,000 SH DEFINED 2 112,000 NTELOS INC-WT 144A COMMON 67019U119 397 19,845 SH DEFINED 1 19,845 NTELOS INC-WT 144A COMMON 67019U119 1 60 SH DEFINED 2 60 NTELOS INC-WT 144A COMMON 67019U119 2 95 SH DEFINED 2,3 95 NTT DOCOMO INC COMMON 62942M201 34 501 SH DEFINED 5 501 NUANCE COMMUNICATIONS INC COMMON 669967101 2,763 425,000 SH DEFINED 1 425,000 NUMERICAL TECHNOLOGIES INC COMMON 67053T101 310 18,700 SH DEFINED 1 18,700 NUMERICAL TECHNOLOGIES INC COMMON 67053T101 3 200 SH DEFINED 2,3 200 NVIDIA CORP COMMON 67066G104 23,083 840,300 SH DEFINED 1 840,300 NVIDIA CORP COMMON 67066G104 28,687 1,044,300 SH DEFINED 1,2 1,044,300 NVIDIA CORP COMMON 67066G104 299 10,900 SH DEFINED 1,4 10,900 NVIDIA CORP COMMON 67066G104 1,148 41,800 SH DEFINED 2 41,800 NVIDIA CORP COMMON 67066G104 324 11,800 SH DEFINED 2,3 11,800 O2MICRO INTERNATIONAL LTD COMMON G6797E106 986 75,000 SH DEFINED 1 75,000 OCEANEERING INTERNATIONAL INC COMMON 675232102 100 6,200 SH DEFINED 1 6,200 OCEANEERING INTERNATIONAL INC COMMON 675232102 40 2,500 SH DEFINED 1,4 2,500
Page 70 / 105 ODYSSEY RE HOLDINGS CORP COMMON 67612W108 12,084 876,300 SH DEFINED 1 876,300 ODYSSEY RE HOLDINGS CORP COMMON 67612W108 1,096 79,500 SH DEFINED 5 79,500 OFFICE DEPOT INC COMMON 676220106 12,938 951,300 SH DEFINED 1 951,300 OFFICE DEPOT INC COMMON 676220106 98,709 7,258,000 SH DEFINED 1,2 7,258,000 OFFICE DEPOT INC COMMON 676220106 4,865 357,700 SH DEFINED 2 357,700 OFFICE DEPOT INC COMMON 676220106 661 48,600 SH DEFINED 2,3 48,600 OM GROUP INC COMMON 670872100 51,244 931,700 SH DEFINED 1 931,700 OM GROUP INC COMMON 670872100 160 2,900 SH DEFINED 1,4 2,900 OM GROUP INC COMMON 670872100 3,880 70,540 SH DEFINED 2 70,540 OM GROUP INC COMMON 670872100 358 6,500 SH DEFINED 2,3 6,500 OM GROUP INC COMMON 670872100 95 1,731 SH DEFINED 5 1,731 OM GROUP INC COMMON 670872100 11 200 SH DEFINED 6 200 OMNICELL INC COMMON 68213N109 4,699 626,500 SH DEFINED 1 626,500 OMNICOM GROUP INC COMMON 681919106 623,403 9,605,600 SH DEFINED 1 9,605,600 OMNICOM GROUP INC COMMON 681919106 188,210 2,900,000 SH DEFINED 1,2 2,900,000 OMNICOM GROUP INC COMMON 681919106 26,934 415,000 SH DEFINED 2 415,000 OMNICOM GROUP INC COMMON 681919106 928 14,300 SH DEFINED 2,3 14,300 OMNICOM GROUP INC COMMON 681919106 31 477 SH DEFINED 5 477 ON ASSIGNMENT INC COMMON 682159108 4,956 308,200 SH DEFINED 1 308,200 ON ASSIGNMENT INC COMMON 682159108 16 1,000 SH DEFINED 1,4 1,000 ON ASSIGNMENT INC COMMON 682159108 458 28,490 SH DEFINED 2 28,490 ON ASSIGNMENT INC COMMON 682159108 47 2,900 SH DEFINED 2,3 2,900 ONESOURCE INFORMATION SERVICE COMMON 68272J106 2,123 250,000 SH DEFINED 1 250,000 ONO FINANCE PLC WARRANT COMMON 682735113 11 550 SH DEFINED 1 550 ONYX PHARMACEUTICALS INC COMMON 683399109 351 100,000 SH DEFINED 1 100,000 OPENWAVE SYSTEMS INC COMMON 683718100 1,002 78,600 SH DEFINED 1 78,600 OPENWAVE SYSTEMS INC COMMON 683718100 14 1,100 SH DEFINED 2,3 1,100
Page 71 / 105 OPTIMAL ROBOTICS CORP COMMON 68388R208 1,264 51,600 SH DEFINED 1 51,600 OPTIMAL ROBOTICS CORP COMMON 68388R208 8,288 338,300 SH DEFINED 1,4 338,300 OPTIMAL ROBOTICS CORP COMMON 68388R208 181 7,400 SH DEFINED 2 7,400 ORACLE SYSTEMS CORP COMMON 68389X105 213,000 16,931,600 SH DEFINED 1 16,931,600 ORACLE SYSTEMS CORP COMMON 68389X105 37,740 3,000,000 SH DEFINED 1,2 3,000,000 ORACLE SYSTEMS CORP COMMON 68389X105 566 45,000 SH DEFINED 1,4 45,000 ORACLE SYSTEMS CORP COMMON 68389X105 8,576 681,700 SH DEFINED 2 681,700 ORACLE SYSTEMS CORP COMMON 68389X105 746 59,304 SH DEFINED 5 59,304 ORAPHARMA INC COMMON 68554E106 3,978 680,000 SH DEFINED 1 680,000 ORATEC INTERVENTIONS INC COMMON 68554M108 35 5,000 SH DEFINED 1 5,000 ORCHID BIOSCIENCES INC COMMON 68571P100 493 225,000 SH DEFINED 1 225,000 ORION POWER HOLDINGS INC COMMON 686286105 106,220 4,165,500 SH DEFINED 1 4,165,500 ORION POWER HOLDINGS INC COMMON 686286105 46 1,800 SH DEFINED 2 1,800 ORION POWER HOLDINGS INC COMMON 686286105 1,123 44,052 SH DEFINED 5 44,052 ORTHODONTIC CENTERS OF AMERICA INC COMMON 68750P103 11,364 461,000 SH DEFINED 1 461,000 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 9,166 357,900 SH DEFINED 1 357,900 OUTBACK STEAKHOUSE INC COMMON 689899102 932 36,411 SH DEFINED 5 36,411 OWENS & MINOR INC COMMON 690732102 102 5,000 SH DEFINED 1 5,000 OXFORD HEALTH PLANS INC COMMON 691471106 1,136 40,000 SH DEFINED 1 40,000 OXFORD HEALTH PLANS INC COMMON 691471106 375 13,200 SH DEFINED 1,4 13,200 OXFORD HEALTH PLANS INC COMMON 691471106 1,414 49,800 SH DEFINED 2 49,800 P G & E CORP COMMON 69331C108 86,227 5,672,850 SH DEFINED 1 5,672,850 P G & E CORP COMMON 69331C108 22,800 1,500,000 SH DEFINED 1,2 1,500,000 P G & E CORP COMMON 69331C108 71 4,700 SH DEFINED 2 4,700
Page 72 / 105 P.F. CHANGS CHINA BISTRO INC COMMON 69333Y108 6,825 190,000 SH DEFINED 1 190,000 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 6,045 439,600 SH DEFINED 1 439,600 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 23 1,700 SH DEFINED 1,4 1,700 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 482 35,070 SH DEFINED 2 35,070 PACIFIC SUNWARE OF CALIFORNIA COMMON 694873100 48 3,500 SH DEFINED 2,3 3,500 PACIFICARE HEALTH SYSTEMS INC COMMON 695112102 38 3,000 SH DEFINED 1 3,000 PACKARD BIOSCIENCE CO COMMON 695172205 119 15,000 SH DEFINED 1 15,000 PAIN THERAPEUTICS INC COMMON 69562K100 1,400 200,000 SH DEFINED 1 200,000 PANERA BREAD CO COMMON 69840W108 4,549 130,000 SH DEFINED 1 130,000 PARKER-HANNIFIN CORP COMMON 701094104 70,571 2,057,450 SH DEFINED 1 2,057,450 PARKER-HANNIFIN CORP COMMON 701094104 34 1,000 SH DEFINED 2 1,000 PARKER-HANNIFIN CORP COMMON 701094104 718 20,931 SH DEFINED 5 20,931 PARTNERRE LTD -BERMUDA COMMON G6852T105 1,752 37,200 SH DEFINED 1 37,200 PATTERSON DENTAL CO COMMON 703412106 17,166 465,700 SH DEFINED 1 465,700 PATTERSON DENTAL CO COMMON 703412106 63 1,700 SH DEFINED 1,4 1,700 PATTERSON DENTAL CO COMMON 703412106 1,950 52,900 SH DEFINED 2 52,900 PATTERSON DENTAL CO COMMON 703412106 181 4,900 SH DEFINED 2,3 4,900 PATTERSON DENTAL CO COMMON 703412106 70 1,887 SH DEFINED 5 1,887 PATTERSON-UTI ENERGY INC COMMON 703481101 31,944 2,584,500 SH DEFINED 1 2,584,500 PATTERSON-UTI ENERGY INC COMMON 703481101 90 7,310 SH DEFINED 1,4 7,310 PATTERSON-UTI ENERGY INC COMMON 703481101 2,238 181,050 SH DEFINED 2 181,050 PATTERSON-UTI ENERGY INC COMMON 703481101 201 16,300 SH DEFINED 2,3 16,300 PATTERSON-UTI ENERGY INC COMMON 703481101 68 5,541 SH DEFINED 5 5,541 PAYCHEX INC COMMON 704326107 24,257 769,818 SH DEFINED 1 769,818 PAYCHEX INC COMMON 704326107 63,556 2,017,000 SH DEFINED 1,2 2,017,000 PAYCHEX INC COMMON 704326107 57 1,800 SH DEFINED 1,4 1,800 PAYCHEX INC COMMON 704326107 5,804 184,180 SH DEFINED 2 184,180 PAYCHEX INC COMMON 704326107 453 14,387 SH DEFINED 2,3 14,387
Page 73 / 105 PEABODY ENERGY CORP COMMON 704549104 2,027 84,100 SH DEFINED 1 84,100 PEABODY ENERGY CORP COMMON 704549104 1,347 55,900 SH DEFINED 1,4 55,900 PEC SOLUTIONS INC COMMON 705107100 682 40,000 SH DEFINED 1 40,000 PEGASUS SHIPPING LTD PREFERRED 70557C996 0 15,000 SH DEFINED 1 15,000 PEGASUS SHIPPING WTS 144A COMMON 70557C921 0 15,000 SH DEFINED 1 15,000 PENN NATIONAL GAMING INC COMMON 707569109 126 7,700 SH DEFINED 1 7,700 PENN NATIONAL GAMING INC COMMON 707569109 2 100 SH DEFINED 6 100 PEOPLESOFT INC COMMON 712713106 92,264 5,114,400 SH DEFINED 1 5,114,400 PEOPLESOFT INC COMMON 712713106 21,094 1,169,300 SH DEFINED 1,2 1,169,300 PEOPLESOFT INC COMMON 712713106 1,867 103,500 SH DEFINED 1,4 103,500 PEOPLESOFT INC COMMON 712713106 1,220 67,600 SH DEFINED 2 67,600 PEOPLESOFT INC COMMON 712713106 299 16,600 SH DEFINED 2,3 16,600 PEOPLESOFT INC COMMON 712713106 2 126 SH DEFINED 5 126 PEPSI BOTTLING GROUP INC COMMON 713409100 1,635 35,500 SH DEFINED 1 35,500 PEPSI BOTTLING GROUP INC COMMON 713409100 6,676 144,900 SH DEFINED 1,4 144,900 PEPSI BOTTLING GROUP INC COMMON 713409100 97 2,100 SH DEFINED 2 2,100 PEPSICO INC COMMON 713448108 389,276 8,026,300 SH DEFINED 1 8,026,300 PEPSICO INC COMMON 713448108 97,000 2,000,000 SH DEFINED 1,2 2,000,000 PEPSICO INC COMMON 713448108 7,809 161,000 SH DEFINED 1,4 161,000 PEPSICO INC COMMON 713448108 9,862 203,350 SH DEFINED 2 203,350 PEPSICO INC COMMON 713448108 209 4,300 SH DEFINED 2,3 4,300 PEPSICO INC COMMON 713448108 413 8,520 SH DEFINED 5 8,520 PEREGRINE SYSTEMS INC COMMON 71366Q101 11,987 949,100 SH DEFINED 1 949,100 PEREGRINE SYSTEMS INC COMMON 71366Q101 1 100 SH DEFINED 2,3 100 PERFORMANCE FOOD GROUP CO. COMMON 713755106 4,565 160,000 SH DEFINED 1 160,000
Page 74 / 105 PERKINELMER INC COMMON 714046109 11,913 454,000 SH DEFINED 1 454,000 PERKINELMER INC COMMON 714046109 388 14,800 SH DEFINED 1,4 14,800 PERKINELMER INC COMMON 714046109 2,524 96,170 SH DEFINED 2 96,170 PERKINELMER INC COMMON 714046109 121 4,600 SH DEFINED 2,3 4,600 PETROLEO BRASILEIRO S.A.- ADR COMMON 71654V101 133 6,950 SH DEFINED 1,4 6,950 PETSMART, INC. COMMON 716768106 3,520 500,000 SH DEFINED 1 500,000 PETSMART, INC. COMMON 716768106 10 1,400 SH DEFINED 6 1,400 PEUGEOT CITROEN S A COMMON 716825500 56 1,491 SH DEFINED 5 1,491 PF.NET COMMUNICATIONS WTS 144A COMMON 69333S119 20 20,000 SH DEFINED 1 20,000 PFIZER INC COMMON 717081103 1,345,419 33,551,600 SH DEFINED 1 33,551,600 PFIZER INC COMMON 717081103 505,653 12,609,800 SH DEFINED 1,2 12,609,800 PFIZER INC COMMON 717081103 1,484 37,000 SH DEFINED 1,4 37,000 PFIZER INC COMMON 717081103 56,858 1,417,900 SH DEFINED 2 1,417,900 PFIZER INC COMMON 717081103 1,592 39,700 SH DEFINED 2,3 39,700 PFIZER INC COMMON 717081103 2,818 70,278 SH DEFINED 5 70,278 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 4,824 164,700 SH DEFINED 1 164,700 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 1,880 64,200 SH DEFINED 1,4 64,200 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 29 1,000 SH DEFINED 2 1,000 PHARMACEUTICAL PRODUCT DEV COMMON 717124101 13 450 SH DEFINED 6 450 PHARMACEUTICAL RESOURCES INC COMMON 717125108 11 300 SH DEFINED 6 300 PHARMACIA CORP COMMON 71713U102 147,146 3,627,857 SH DEFINED 1 3,627,857 PHARMACIA CORP COMMON 71713U102 26,364 650,000 SH DEFINED 1,2 650,000 PHARMACIA CORP COMMON 71713U102 446 11,000 SH DEFINED 1,4 11,000 PHARMACIA CORP COMMON 71713U102 8,404 207,200 SH DEFINED 2 207,200 PHARMACIA CORP COMMON 71713U102 876 21,597 SH DEFINED 5 21,597 PHARMACIA CVT PFD CONVERT 71713U201 13,411 352,000 SH DEFINED 1 352,000 PHARMACIA CVT PFD CONVERT 71713U201 38,100 1,000,000 SH DEFINED 1,2 1,000,000 PHILIP MORRIS COS INC COMMON 718154107 4,829 100,000 SH DEFINED 1,4 100,000
Page 75 / 105 PHILIPS ELECTRONICS NY ADR COMMON 500472303 61,118 3,166,755 SH DEFINED 1 3,166,755 PHILIPS ELECTRONICS NY ADR COMMON 500472303 29 1,500 SH DEFINED 2 1,500 PHILLIPS PETROLEUM CO COMMON 718507106 242 4,480 SH DEFINED 1 4,480 PHILLIPS PETROLEUM CO COMMON 718507106 1,605 29,760 SH DEFINED 1,4 29,760 PHOENIX COMPANIES INC COMMON 71902E109 13,126 908,400 SH DEFINED 1 908,400 PHOENIX COMPANIES INC COMMON 71902E109 640 44,300 SH DEFINED 1,4 44,300 PHOTOMEDEX INC COMMON 719358103 10 10,000 SH DEFINED 1 10,000 PHOTON DYNAMICS INC COMMON 719364101 5,788 250,000 SH DEFINED 1 250,000 PHOTRONICS INC COMMON 719405102 2,768 150,000 SH DEFINED 1 150,000 PHOTRONICS INC COMMON 719405102 7 400 SH DEFINED 6 400 PHYSIOMETRIX INC COMMON 718928104 11 10,000 SH DEFINED 1 10,000 PINNACLE WEST CORP COMMON 723484101 13,256 333,900 SH DEFINED 1 333,900 PIXELWORKS INC COMMON 72581M107 25,501 2,023,900 SH DEFINED 1 2,023,900 PIXELWORKS INC COMMON 72581M107 32 2,500 SH DEFINED 1,4 2,500 PIXELWORKS INC COMMON 72581M107 828 65,680 SH DEFINED 2 65,680 PIXELWORKS INC COMMON 72581M107 84 6,700 SH DEFINED 2,3 6,700 PLACER DOME INC COMMON 725906101 3,517 275,000 SH DEFINED 1,4 275,000 PLANTRONICS INC COMMON 727493108 7,171 420,600 SH DEFINED 1 420,600 PLANTRONICS INC COMMON 727493108 655 38,403 SH DEFINED 5 38,403 PLATO LEARNING INC COMMON 72764Y100 1,340 55,500 SH DEFINED 1 55,500 PLEXUS CORP COMMON 729132100 16,310 691,700 SH DEFINED 1 691,700 PLEXUS CORP COMMON 729132100 42 1,800 SH DEFINED 1,4 1,800 PLEXUS CORP COMMON 729132100 1,372 58,180 SH DEFINED 2 58,180 PLEXUS CORP COMMON 729132100 127 5,400 SH DEFINED 2,3 5,400 PLUM CREEK TIMBER CO INC COMMON 729251108 12,434 465,500 SH DEFINED 1 465,500
Page 76 / 105 PNC FINANCIAL SERVICES GROUP COMMON 693475105 37,751 659,400 SH DEFINED 1 659,400 PNC FINANCIAL SERVICES GROUP COMMON 693475105 3,601 62,900 SH DEFINED 2 62,900 POGO PRODUCING CO COMMON 730448107 165 7,000 SH DEFINED 1 7,000 POLYCOM INC COMMON 73172K104 39,141 1,606,100 SH DEFINED 1 1,606,100 POLYCOM INC COMMON 73172K104 100 4,110 SH DEFINED 1,4 4,110 POLYCOM INC COMMON 73172K104 2,320 95,200 SH DEFINED 2 95,200 POLYCOM INC COMMON 73172K104 212 8,700 SH DEFINED 2,3 8,700 POLYCOM INC COMMON 73172K104 12 500 SH DEFINED 6 500 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 3,898 70,000 SH DEFINED 1,4 70,000 POWER-ONE INC COMMON 739308104 923 150,000 SH DEFINED 1 150,000 POWERWAVE TECHNOLOGIES INC COMMON 739363109 15,542 1,303,900 SH DEFINED 1 1,303,900 POWERWAVE TECHNOLOGIES INC COMMON 739363109 1,538 129,020 SH DEFINED 1,4 129,020 POWERWAVE TECHNOLOGIES INC COMMON 739363109 937 78,640 SH DEFINED 2 78,640 POWERWAVE TECHNOLOGIES INC COMMON 739363109 89 7,500 SH DEFINED 2,3 7,500 POWERWAVE TECHNOLOGIES INC COMMON 739363109 43 3,609 SH DEFINED 5 3,609 PPL CORP COMMON 69351T106 2,380 73,000 SH DEFINED 1 73,000 PPL CORP COMMON 69351T106 874 26,800 SH DEFINED 1,4 26,800 PRAECIS PHARMACEUTICALS INC COMMON 739421105 5,017 1,345,000 SH DEFINED 1 1,345,000 PRAECIS PHARMACEUTICALS INC COMMON 739421105 1 400 SH DEFINED 2,3 400 PRECISE SOFTWARE SOLUTIONS COMMON M41450103 2,763 250,000 SH DEFINED 1 250,000 PRECISION DRILLING CORP COMMON 74022D100 1,837 87,000 SH DEFINED 1,4 87,000 PREPAID LEGAL SERVICES INC COMMON 740065107 4,501 261,100 SH DEFINED 1 261,100 PRIDE INTERNATIONAL INC COMMON 74153Q102 28,250 2,716,300 SH DEFINED 1 2,716,300 PRIDE INTERNATIONAL INC COMMON 74153Q102 205 19,700 SH DEFINED 1,4 19,700 PRIDE INTERNATIONAL INC COMMON 74153Q102 2,766 265,920 SH DEFINED 2 265,920 PRIDE INTERNATIONAL INC COMMON 74153Q102 254 24,400 SH DEFINED 2,3 24,400 PRIDE INTERNATIONAL INC COMMON 74153Q102 77 7,377 SH DEFINED 5 7,377
Page 77 / 105 PRIMEDIA INC COMMON 74157K101 2,468 1,050,000 SH DEFINED 1 1,050,000 PRIORITY HEALTHCARE CORP COMMON 74264T102 3,600 150,000 SH DEFINED 1 150,000 PRIORITY HEALTHCARE CORP COMMON 74264T102 12 500 SH DEFINED 6 500 PROBUSINESS SERVICES INC COMMON 742674104 1,479 100,000 SH DEFINED 1 100,000 PROFIT RECOVERY GROUP INTL COMMON 743168106 1,066 109,000 SH DEFINED 1 109,000 PROSPERITY BANCSHARES INC COMMON 743606105 1,028 40,000 SH DEFINED 1 40,000 PROTEIN DESIGN LABS INC COMMON 74369L103 22,170 469,400 SH DEFINED 1 469,400 PROTEIN DESIGN LABS INC COMMON 74369L103 378 8,000 SH DEFINED 1,4 8,000 PROTON ENERGY SYSTEMS INC COMMON 74371K101 65 13,700 SH DEFINED 1 13,700 PROVIDENT FINANCIAL GROUP COMMON 743866105 1,076 42,600 SH DEFINED 1 42,600 PROVIDIAN FINANCIAL CORP COMMON 74406A102 75,849 3,764,200 SH DEFINED 1 3,764,200 PROVIDIAN FINANCIAL CORP COMMON 74406A102 725 36,000 SH DEFINED 1,4 36,000 PROVIDIAN FINANCIAL CORP COMMON 74406A102 2,051 101,800 SH DEFINED 2 101,800 PROVIDIAN FINANCIAL CORP COMMON 74406A102 16 800 SH DEFINED 2,3 800 PROVINCE HEALTHCARE CO COMMON 743977100 69,474 1,890,950 SH DEFINED 1 1,890,950 PROVINCE HEALTHCARE CO COMMON 743977100 147 3,995 SH DEFINED 1,4 3,995 PROVINCE HEALTHCARE CO COMMON 743977100 3,236 88,079 SH DEFINED 2 88,079 PROVINCE HEALTHCARE CO COMMON 743977100 299 8,150 SH DEFINED 2,3 8,150 PROVINCE HEALTHCARE CO COMMON 743977100 84 2,283 SH DEFINED 5 2,283 PSS WORLD MEDICAL INC COMMON 69366A100 1,460 153,000 SH DEFINED 1 153,000 PUBLIC SERVICE ENTERPRISE GP COMMON 744573106 2,072 48,700 SH DEFINED 1 48,700 PUBLICIS GROUPE S A NEW ADR SPO COMMON 74463M106 26 1,542 SH DEFINED 5 1,542 QIAGEN N V COMMON N72482107 51 3,500 SH DEFINED 1 3,500
Page 78 / 105 QLOGIC CORP COMMON 747277101 12,420 653,700 SH DEFINED 1 653,700 QLOGIC CORP COMMON 747277101 344 18,100 SH DEFINED 1,4 18,100 QLOGIC CORP COMMON 747277101 2,369 124,700 SH DEFINED 2 124,700 QLOGIC CORP COMMON 747277101 108 5,700 SH DEFINED 2,3 5,700 QLOGIC CORP COMMON 747277101 25 1,302 SH DEFINED 5 1,302 QUALCOMM INC COMMON 747525103 37,186 782,200 SH DEFINED 1 782,200 QUALCOMM INC COMMON 747525103 713 15,000 SH DEFINED 1,4 15,000 QUALCOMM INC COMMON 747525103 43 900 SH DEFINED 2 900 QUALCOMM INC COMMON 747525103 19 400 SH DEFINED 2,3 400 QUALCOMM INC COMMON 747525103 81 1,710 SH DEFINED 5 1,710 QUANTA SERVICES INC COMMON 74762E102 20,895 1,466,300 SH DEFINED 1 1,466,300 QUANTA SERVICES INC COMMON 74762E102 881 61,800 SH DEFINED 1,4 61,800 QUANTA SERVICES INC COMMON 74762E102 2,065 144,900 SH DEFINED 2 144,900 QUEST DIAGNOSTICS INC COMMON 74834L100 67,586 1,095,400 SH DEFINED 1 1,095,400 QUEST DIAGNOSTICS INC COMMON 74834L100 39,488 640,000 SH DEFINED 1,2 640,000 QUEST DIAGNOSTICS INC COMMON 74834L100 9,043 146,560 SH DEFINED 1,4 146,560 QUEST DIAGNOSTICS INC COMMON 74834L100 2,269 36,770 SH DEFINED 2 36,770 QUEST DIAGNOSTICS INC COMMON 74834L100 710 11,500 SH DEFINED 2,3 11,500 QUEST DIAGNOSTICS INC COMMON 74834L100 951 15,417 SH DEFINED 5 15,417 QUICKSILVER INC COMMON 74838C106 18,244 1,477,250 SH DEFINED 1 1,477,250 QUICKSILVER INC COMMON 74838C106 64 5,160 SH DEFINED 1,4 5,160 QUICKSILVER INC COMMON 74838C106 1,455 117,820 SH DEFINED 2 117,820 QUICKSILVER INC COMMON 74838C106 134 10,850 SH DEFINED 2,3 10,850 QWEST COMMUNICATIONS INTL INC COMMON 749121109 78,297 4,688,440 SH DEFINED 1 4,688,440 QWEST COMMUNICATIONS INTL INC COMMON 749121109 2,644 158,300 SH DEFINED 2 158,300 RADIAN GROUP INC COMMON 750236101 76,370 1,983,646 SH DEFINED 1 1,983,646 RADIAN GROUP INC COMMON 750236101 53,873 1,399,300 SH DEFINED 1,2 1,399,300 RADIAN GROUP INC COMMON 750236101 39 1,000 SH DEFINED 2 1,000 RADIAN GROUP INC COMMON 750236101 574 14,900 SH DEFINED 2,3 14,900 RADIANT SYSTEMS INC COMMON 75025N102 3,315 325,000 SH DEFINED 1 325,000
Page 79 / 105 RADIO ONE INC COMMON 75040P108 3,760 325,000 SH DEFINED 1 325,000 RADIO ONE INC CL D COMMON 75040P405 3,058 265,000 SH DEFINED 1 265,000 RAILAMERICA INC WTS 144A COMMON 75075M111 1,078 17,900 SH DEFINED 1 17,900 RAILAMERICA INC WTS 144A COMMON 75075M111 3 50 SH DEFINED 2 50 RAILAMERICA INC WTS 144A COMMON 75075M111 3 50 SH DEFINED 2,3 50 RARE HOSPITALITY INTERNATIONAL INC COMMON 753820109 3,497 225,000 SH DEFINED 1 225,000 RAYMOND JAMES FINANCIAL INC COMMON 754730109 8,145 300,000 SH DEFINED 1 300,000 RAYOVAC CORP COMMON 755081106 1,190 78,000 SH DEFINED 1 78,000 RAYTHEON CO COMMON 755111507 14,442 415,600 SH DEFINED 1 415,600 RAYTHEON CO COMMON 755111507 1,367 39,348 SH DEFINED 5 39,348 REEBOK INTL LTD COMMON 758110100 633 30,600 SH DEFINED 1 30,600 REEBOK INTL LTD COMMON 758110100 2,734 132,100 SH DEFINED 1,4 132,100 REEBOK INTL LTD COMMON 758110100 39 1,900 SH DEFINED 2 1,900 REHABCARE GROUP INC COMMON 759148109 30,709 705,800 SH DEFINED 1 705,800 REHABCARE GROUP INC COMMON 759148109 109 2,500 SH DEFINED 1,4 2,500 REHABCARE GROUP INC COMMON 759148109 3,320 76,300 SH DEFINED 2 76,300 REHABCARE GROUP INC COMMON 759148109 305 7,000 SH DEFINED 2,3 7,000 REHABCARE GROUP INC COMMON 759148109 161 3,690 SH DEFINED 5 3,690 RELIANT ENERGY CVT 2 9/15/29 CONVERT 75952J207 909 17,000 SH DEFINED 1 17,000 RELIANT ENERGY INC COMMON 75952J108 5,048 191,800 SH DEFINED 1 191,800 RELIANT ENERGY INC COMMON 75952J108 6,004 228,100 SH DEFINED 1,4 228,100 RELIANT RESOURCES INC COMMON 75952B105 8,725 538,600 SH DEFINED 1 538,600 RELIANT RESOURCES INC COMMON 75952B105 826 51,000 SH DEFINED 2 51,000 RELIANT RESOURCES INC COMMON 75952B105 31 1,900 SH DEFINED 2,3 1,900 REMEC INC COMMON 759543101 1,586 200,000 SH DEFINED 1 200,000
Page 80 / 105 RENAISSANCERE HOLDINGS LTD COMMON G7496G103 1,734 19,500 SH DEFINED 1 19,500 RENT-A-CENTER INC COMMON 76009N100 7,005 301,300 SH DEFINED 1 301,300 REPUBLIC BANCORP COMMON 760282103 1,161 81,100 SH DEFINED 1 81,100 REPUBLIC SERVICES INC COMMON 760759100 21,514 1,328,000 SH DEFINED 1 1,328,000 REPUBLIC SERVICES INC COMMON 760759100 928 57,291 SH DEFINED 5 57,291 RESORT AT SUMMER WTS EXP 12/15/07 COMMON 754053114 0 21,665 SH DEFINED 1 21,665 RESPIRONICS INC COMMON 761230101 750 21,100 SH DEFINED 1 21,100 RESPIRONICS INC COMMON 761230101 7 200 SH DEFINED 2,3 200 RF MICRO DEVICES INC COMMON 749941100 72,136 4,340,300 SH DEFINED 1 4,340,300 RF MICRO DEVICES INC COMMON 749941100 1,220 73,400 SH DEFINED 1,4 73,400 RF MICRO DEVICES INC COMMON 749941100 4,437 266,970 SH DEFINED 2 266,970 RF MICRO DEVICES INC COMMON 749941100 238 14,300 SH DEFINED 2,3 14,300 RF MICRO DEVICES INC COMMON 749941100 145 8,727 SH DEFINED 5 8,727 RF MICRO DEVICES INC COMMON 749941100 9 550 SH DEFINED 6 550 RIBOZYME PHARMACEUTICALS INC COMMON 762567105 15 2,200 SH DEFINED 1 2,200 RICOH LTD COMMON 765658307 44 582 SH DEFINED 5 582 RIGHTCHOICE MANAGED CARE INC COMMON 76657T102 1,216 24,300 SH DEFINED 1 24,300 RIVERDEEP GROUP PLC ADR COMMON 76870Q109 181 12,400 SH DEFINED 1 12,400 RJ REYNOLDS TOBACCO HOLDINGS COMMON 76182K105 3,428 60,000 SH DEFINED 1 60,000 ROBERT HALF INTL INC COMMON 770323103 109,194 5,456,950 SH DEFINED 1 5,456,950 ROBERT HALF INTL INC COMMON 770323103 7,004 350,000 SH DEFINED 1,2 350,000 ROBERT HALF INTL INC COMMON 770323103 228 11,410 SH DEFINED 1,4 11,410 ROBERT HALF INTL INC COMMON 770323103 5,941 296,920 SH DEFINED 2 296,920 ROBERT HALF INTL INC COMMON 770323103 542 27,100 SH DEFINED 2,3 27,100 ROBERT HALF INTL INC COMMON 770323103 150 7,476 SH DEFINED 5 7,476
Page 81 / 105 ROCHE HLDGS INC CVT SER REGS 144A CONVERT 771196AG7 458 650,000 PRN DEFINED 1 650,000 ROGERS COMMUNICATIONS CL B COMMON 775109200 1,647 128,200 SH DEFINED 1,4 128,200 ROHM & HAAS CO COMMON 775371107 7,053 215,300 SH DEFINED 1 215,300 ROHM & HAAS CO COMMON 775371107 765 23,358 SH DEFINED 5 23,358 ROSS STORES INC COMMON 778296103 25,936 886,700 SH DEFINED 1 886,700 ROSS STORES INC COMMON 778296103 43,875 1,500,000 SH DEFINED 1,2 1,500,000 ROSS STORES INC COMMON 778296103 3,106 106,200 SH DEFINED 2 106,200 ROSS STORES INC COMMON 778296103 228 7,800 SH DEFINED 2,3 7,800 ROWAN COMPANIES INC COMMON 779382100 1,806 145,900 SH DEFINED 1 145,900 ROWAN COMPANIES INC COMMON 779382100 10,133 818,500 SH DEFINED 1,2 818,500 ROWAN COMPANIES INC COMMON 779382100 293 23,700 SH DEFINED 1,4 23,700 ROWAN COMPANIES INC COMMON 779382100 1,798 145,200 SH DEFINED 2 145,200 ROWAN COMPANIES INC COMMON 779382100 52 4,200 SH DEFINED 2,3 4,200 ROYAL BK CDA MONTREAL QUE COMMON 780087102 25 807 SH DEFINED 5 807 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 19,856 1,850,500 SH DEFINED 1 1,850,500 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 21,460 2,000,000 SH DEFINED 1,2 2,000,000 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 456 42,500 SH DEFINED 1,4 42,500 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 27 2,500 SH DEFINED 2 2,500 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 19 1,800 SH DEFINED 2,3 1,800 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 35 3,258 SH DEFINED 5 3,258 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 10 900 SH DEFINED 6 900 ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 19,271 383,500 SH DEFINED 1 383,500 ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 995 19,800 SH DEFINED 1,4 19,800 ROYAL DUTCH PETRO-NY SHRS ADR COMMON 780257804 1,693 33,700 SH DEFINED 2 33,700 RURAL CELLULAR CORP COMMON 781904107 1,215 50,000 SH DEFINED 1 50,000
Page 82 / 105 RYANAIR HOLDINGS ADR COMMON 783513104 11,803 288,100 SH DEFINED 1 288,100 RYANAIR HOLDINGS ADR COMMON 783513104 23 550 SH DEFINED 1,4 550 RYANAIR HOLDINGS ADR COMMON 783513104 49 1,200 SH DEFINED 2 1,200 RYANAIR HOLDINGS ADR COMMON 783513104 15 370 SH DEFINED 2,3 370 RYANAIR HOLDINGS ADR COMMON 783513104 43 1,050 SH DEFINED 5 1,050 S & P 400 MID CAP EXCH TRADED INDEX COMMON 595635103 11,081 140,000 SH DEFINED 1 140,000 SAFEWAY INC COMMON 786514208 450,147 11,333,000 SH DEFINED 1 11,333,000 SAFEWAY INC COMMON 786514208 111,216 2,800,000 SH DEFINED 1,2 2,800,000 SAFEWAY INC COMMON 786514208 22,470 565,700 SH DEFINED 2 565,700 SAFEWAY INC COMMON 786514208 512 12,900 SH DEFINED 2,3 12,900 SAFEWAY INC COMMON 786514208 773 19,461 SH DEFINED 5 19,461 SAGE INC COMMON 786632109 4,118 270,000 SH DEFINED 1 270,000 SAGE INC COMMON 786632109 14 900 SH DEFINED 6 900 SANGSTAT MEDICAL CORP COMMON 801003104 5,728 310,800 SH DEFINED 1 310,800 SANMINA CORP COMMON 800907107 51,559 3,796,700 SH DEFINED 1 3,796,700 SANMINA CORP COMMON 800907107 27,160 2,000,000 SH DEFINED 1,2 2,000,000 SANMINA CORP COMMON 800907107 227 16,700 SH DEFINED 1,4 16,700 SANMINA CORP COMMON 800907107 7,821 575,940 SH DEFINED 2 575,940 SANMINA CORP COMMON 800907107 139 10,200 SH DEFINED 2,3 10,200 SANMINA CORP COMMON 800907107 302 22,221 SH DEFINED 5 22,221 SANTA FE INTERNATIONAL CORP COMMON G7805C108 12,512 588,800 SH DEFINED 1 588,800 SANTA FE INTERNATIONAL CORP COMMON G7805C108 29,810 1,402,800 SH DEFINED 1,2 1,402,800 SANTA FE INTERNATIONAL CORP COMMON G7805C108 2,165 101,900 SH DEFINED 2 101,900 SANTA FE INTERNATIONAL CORP COMMON G7805C108 157 7,400 SH DEFINED 2,3 7,400 SATYAM COMPUTER SERVICES-ADR COMMON 804098101 2,725 465,800 SH DEFINED 1 465,800 SATYAM COMPUTER SERVICES-ADR COMMON 804098101 21 3,600 SH DEFINED 1,4 3,600 SATYAM COMPUTER SERVICES-ADR COMMON 804098101 10 1,700 SH DEFINED 2,3 1,700 SAXON CAPITAL ACQUISITION 144A COMMON 80556P104 4,050 400,000 SH DEFINED 1 400,000 SBA COMMUNICATIONS CORP COMMON 78388J106 1,669 125,000 SH DEFINED 1 125,000
Page 83 / 105 SBC COMMUNICATIONS INC COMMON 78387G103 173,180 3,675,290 SH DEFINED 1 3,675,290 SBC COMMUNICATIONS INC COMMON 78387G103 47,120 1,000,000 SH DEFINED 1,2 1,000,000 SBC COMMUNICATIONS INC COMMON 78387G103 13,509 286,700 SH DEFINED 2 286,700 SBC COMMUNICATIONS INC COMMON 78387G103 959 20,352 SH DEFINED 5 20,352 SBS TECHNOLOGIES INC COMMON 78387P103 1,116 100,000 SH DEFINED 1 100,000 SCANSOURCE INC COMMON 806037107 3,807 85,000 SH DEFINED 1 85,000 SCHERING PLOUGH CORP COMMON 806605101 739 19,926 SH DEFINED 5 19,926 SCHERING-PLOUGH CORP COMMON 806605101 252,892 6,816,500 SH DEFINED 1 6,816,500 SCHERING-PLOUGH CORP COMMON 806605101 74,200 2,000,000 SH DEFINED 1,2 2,000,000 SCHERING-PLOUGH CORP COMMON 806605101 9,080 244,750 SH DEFINED 2 244,750 SCHLUMBERGER LTD COMMON 806857108 26,762 585,600 SH DEFINED 1 585,600 SCHLUMBERGER LTD COMMON 806857108 6,764 148,000 SH DEFINED 1,4 148,000 SCHLUMBERGER LTD COMMON 806857108 2,116 46,300 SH DEFINED 2 46,300 SCI SYSTEMS INC COMMON 783890106 3,600 200,000 SH DEFINED 1 200,000 SCI SYSTEMS INC COMMON 783890106 392 21,800 SH DEFINED 1,4 21,800 SCI SYSTEMS INC COMMON 783890106 1,485 82,500 SH DEFINED 2 82,500 SCIENTIFIC ATLANTA INC COMMON 808655104 3,071 175,000 SH DEFINED 1 175,000 SCIENTIFIC ATLANTA INC COMMON 808655104 518 29,500 SH DEFINED 1,4 29,500 SCIENTIFIC ATLANTA INC COMMON 808655104 2,004 114,200 SH DEFINED 2 114,200 SEACHANGE INTERNATIONAL INC COMMON 811699107 5,852 335,000 SH DEFINED 1 335,000 SEACHANGE INTERNATIONAL INC COMMON 811699107 9 500 SH DEFINED 6 500 SEARS ROEBUCK & CO COMMON 812387108 2,511 72,500 SH DEFINED 1,4 72,500 SECURE COMPUTING CORP COMMON 813705100 18,091 1,857,400 SH DEFINED 1 1,857,400 SECURE COMPUTING CORP COMMON 813705100 34 3,500 SH DEFINED 1,4 3,500 SECURE COMPUTING CORP COMMON 813705100 1,029 105,650 SH DEFINED 2 105,650 SECURE COMPUTING CORP COMMON 813705100 101 10,400 SH DEFINED 2,3 10,400
Page 84 / 105 SEI CORP COMMON 784117103 53,267 1,664,600 SH DEFINED 1 1,664,600 SEI CORP COMMON 784117103 813 25,400 SH DEFINED 1,4 25,400 SEI CORP COMMON 784117103 6,537 204,290 SH DEFINED 2 204,290 SEI CORP COMMON 784117103 365 11,400 SH DEFINED 2,3 11,400 SEI CORP COMMON 784117103 100 3,138 SH DEFINED 5 3,138 SELECT MEDICAL CORP COMMON 816196109 6,029 382,800 SH DEFINED 1 382,800 SEMTECH CORP COMMON 816850101 61,814 2,178,100 SH DEFINED 1 2,178,100 SEMTECH CORP COMMON 816850101 828 29,190 SH DEFINED 1,4 29,190 SEMTECH CORP COMMON 816850101 5,992 211,130 SH DEFINED 2 211,130 SEMTECH CORP COMMON 816850101 318 11,200 SH DEFINED 2,3 11,200 SEMTECH CORP COMMON 816850101 84 2,970 SH DEFINED 5 2,970 SEMTECH CORP COMMON 816850101 14 500 SH DEFINED 6 500 SEPRACOR INC COMMON 817315104 36 1,000 SH DEFINED 1 1,000 SERONO SA ADR COMMON 81752M101 14,311 754,000 SH DEFINED 1 754,000 SERONO SA ADR COMMON 81752M101 759 40,000 SH DEFINED 1,4 40,000 SERONO SA ADR COMMON 81752M101 88 4,632 SH DEFINED 5 4,632 SERVICE CORP INTL CVT CONVERT 817565AU8 5,600 5,000,000 PRN DEFINED 1 5,000,000 SERVICE CORP INTL CVT CONVERT 817565AU8 11 10,000 PRN DEFINED 6 10,000 SHARP CORP COMMON 819882200 27 306 SH DEFINED 5 306 SHAW GROUP INC COMMON 820280105 60,137 2,134,800 SH DEFINED 1 2,134,800 SHAW GROUP INC COMMON 820280105 4,504 159,900 SH DEFINED 1,4 159,900 SHAW GROUP INC COMMON 820280105 5,879 208,680 SH DEFINED 2 208,680 SHAW GROUP INC COMMON 820280105 392 13,900 SH DEFINED 2,3 13,900 SHAW GROUP INC COMMON 820280105 89 3,156 SH DEFINED 5 3,156 SHAW GROUP INC COMMON 820280105 20 700 SH DEFINED 6 700 SHELL TRANS & TRADING LTD COMMON 822703609 65 1,473 SH DEFINED 5 1,473
Page 85 / 105 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 36,040 894,300 SH DEFINED 1 894,300 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 31,732 787,400 SH DEFINED 1,2 787,400 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 1,543 38,300 SH DEFINED 1,4 38,300 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 5,940 147,400 SH DEFINED 2 147,400 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 189 4,700 SH DEFINED 2,3 4,700 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 44 1,101 SH DEFINED 5 1,101 SIEBEL SYSTEMS INC COMMON 826170102 5,989 460,300 SH DEFINED 1 460,300 SIEBEL SYSTEMS INC COMMON 826170102 195 15,000 SH DEFINED 1,4 15,000 SIEBEL SYSTEMS INC COMMON 826170102 4 300 SH DEFINED 2,3 300 SIEBEL SYSTEMS INC COMMON 826170102 22 1,713 SH DEFINED 5 1,713 SIMPSON MANUFACTURING CO INC COMMON 829073105 7,515 141,800 SH DEFINED 1 141,800 SIMPSON MANUFACTURING CO INC COMMON 829073105 37 700 SH DEFINED 1,4 700 SIMPSON MANUFACTURING CO INC COMMON 829073105 851 16,060 SH DEFINED 2 16,060 SIMPSON MANUFACTURING CO INC COMMON 829073105 85 1,600 SH DEFINED 2,3 1,600 SIX FLAGS INC COMMON 83001P109 1,835 150,000 SH DEFINED 1 150,000 SKILSOFT CORP COMMON 83066P101 1,199 75,000 SH DEFINED 1 75,000 SKY NETWORK TELEVISION ADR COMMON 83080U102 69 5,400 SH DEFINED 1 5,400 SMARTFORCE PLC ADR COMMON 83170A206 8,182 500,100 SH DEFINED 1 500,100 SMARTFORCE PLC ADR COMMON 83170A206 23 1,400 SH DEFINED 1,4 1,400 SMARTFORCE PLC ADR COMMON 83170A206 698 42,680 SH DEFINED 2 42,680 SMARTFORCE PLC ADR COMMON 83170A206 70 4,300 SH DEFINED 2,3 4,300 SMARTFORCE PLC ADR COMMON 83170A206 37 2,241 SH DEFINED 5 2,241 SMITH & NEPHEW P L C COMMON 83175M205 89 1,746 SH DEFINED 5 1,746 SMITH INTERNATIONAL INC COMMON 832110100 5,089 139,800 SH DEFINED 1 139,800 SMITH INTERNATIONAL INC COMMON 832110100 14,021 385,200 SH DEFINED 1,2 385,200 SMITH INTERNATIONAL INC COMMON 832110100 413 11,350 SH DEFINED 1,4 11,350 SMITH INTERNATIONAL INC COMMON 832110100 2,581 70,900 SH DEFINED 2 70,900 SMITH INTERNATIONAL INC COMMON 832110100 69 1,900 SH DEFINED 2,3 1,900
Page 86 / 105 SMITHFIELD FOODS INC COMMON 832248108 893 42,400 SH DEFINED 1 42,400 SMITHFIELD FOODS INC COMMON 832248108 3,915 186,000 SH DEFINED 1,4 186,000 SMITHFIELD FOODS INC COMMON 832248108 55 2,600 SH DEFINED 2 2,600 SOLECTRON CORP COMMON 834182107 17,417 1,495,000 SH DEFINED 1 1,495,000 SOLECTRON CORP COMMON 834182107 315 27,000 SH DEFINED 2 27,000 SOLECTRON CORP CONVERT 834182AJ6 9,000 18,000,000 PRN DEFINED 1 18,000,000 SOLECTRON CORP CONVERT 834182AJ6 18 35,000 PRN DEFINED 6 35,000 SONG NETWORKS HLDG AKTIR ADR COMMON 83544Q101 17 44,911 SH DEFINED 1 44,911 SONG NETWORKS HLDG AKTIR ADR COMMON 83544Q101 0 1,056 SH DEFINED 2 1,056 SONIC AUTOMOTIVE COMMON 83545G102 1,066 78,400 SH DEFINED 1 78,400 SONIC CORP COMMON 835451105 36,026 1,188,200 SH DEFINED 1 1,188,200 SONIC CORP COMMON 835451105 83 2,725 SH DEFINED 1,4 2,725 SONIC CORP COMMON 835451105 2,705 89,200 SH DEFINED 2 89,200 SONIC CORP COMMON 835451105 246 8,100 SH DEFINED 2,3 8,100 SONIC CORP COMMON 835451105 109 3,597 SH DEFINED 5 3,597 SONICWALL INC COMMON 835470105 32,306 2,719,400 SH DEFINED 1 2,719,400 SONICWALL INC COMMON 835470105 65 5,500 SH DEFINED 1,4 5,500 SONICWALL INC COMMON 835470105 2,093 176,160 SH DEFINED 2 176,160 SONICWALL INC COMMON 835470105 207 17,400 SH DEFINED 2,3 17,400 SONICWALL INC COMMON 835470105 12 1,050 SH DEFINED 6 1,050 SONY CORP SPON ADR COMMON 835699307 707 21,300 SH DEFINED 1,4 21,300 SOUTHERN CO COMMON 842587107 1,858 77,500 SH DEFINED 1 77,500 SOUTHTRUST CORP COMMON 844730101 1,330 52,200 SH DEFINED 1 52,200 SOUTHTRUST CORP COMMON 844730101 5,863 230,200 SH DEFINED 1,4 230,200 SOUTHTRUST CORP COMMON 844730101 82 3,200 SH DEFINED 2 3,200
Page 87 / 105 SOUTHWEST AIRLINES CO COMMON 844741108 5,936 400,000 SH DEFINED 1 400,000 SOUTHWEST AIRLINES CO COMMON 844741108 14,840 1,000,000 SH DEFINED 1,2 1,000,000 SOUTHWEST AIRLINES CO COMMON 844741108 5,811 391,600 SH DEFINED 1,4 391,600 SOUTHWEST AIRLINES CO COMMON 844741108 1,125 75,800 SH DEFINED 2 75,800 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 36,222 1,217,550 SH DEFINED 1 1,217,550 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 98 3,300 SH DEFINED 1,4 3,300 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 2,956 99,350 SH DEFINED 2 99,350 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 274 9,200 SH DEFINED 2,3 9,200 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 116 3,906 SH DEFINED 5 3,906 SPECIALTY LABORATORIES INC COMMON 84749R100 5,913 215,000 SH DEFINED 1 215,000 SPECTRASITE HOLDINGS INC COMMON 84760T100 543 225,300 SH DEFINED 1 225,300 SPINNAKER EXPLORATION CO COMMON 84855W109 3,007 85,000 SH DEFINED 1 85,000 SPRINT CORP (PCS GROUP) COMMON 852061506 269,630 10,256,000 SH DEFINED 1 10,256,000 SPRINT CORP (PCS GROUP) COMMON 852061506 92,015 3,500,000 SH DEFINED 1,2 3,500,000 SPRINT CORP (PCS GROUP) COMMON 852061506 237 9,000 SH DEFINED 1,4 9,000 SPRINT CORP (PCS GROUP) COMMON 852061506 8,250 313,800 SH DEFINED 2 313,800 SPRINT CORP (PCS GROUP) COMMON 852061506 539 20,500 SH DEFINED 2,3 20,500 SPRINT CORP (PCS GROUP) COMMON 852061506 30 1,146 SH DEFINED 5 1,146 SPX CORP COMMON 784635104 10,959 132,200 SH DEFINED 1 132,200 SPX CORP COMMON 784635104 830 10,017 SH DEFINED 5 10,017 ST JUDE MEDICAL INC COMMON 790849103 8,714 127,300 SH DEFINED 1 127,300 ST JUDE MEDICAL INC COMMON 790849103 55,342 808,500 SH DEFINED 1,2 808,500 ST JUDE MEDICAL INC COMMON 790849103 589 8,600 SH DEFINED 2,3 8,600 ST JUDE MEDICAL INC COMMON 790849103 5 78 SH DEFINED 5 78 ST PAUL CO INC COMMON 792860108 92,333 2,240,000 SH DEFINED 1 2,240,000 ST PAUL CO INC COMMON 792860108 1,731 42,000 SH DEFINED 2 42,000 STANFORD MICRODEVICES INC COMMON 854399102 255 57,500 SH DEFINED 1 57,500
Page 88 / 105 STARBUCKS CORP COMMON 855244109 25,345 1,707,900 SH DEFINED 1 1,707,900 STARBUCKS CORP COMMON 855244109 626 42,200 SH DEFINED 1,4 42,200 STARBUCKS CORP COMMON 855244109 2,930 197,430 SH DEFINED 2 197,430 STARBUCKS CORP COMMON 855244109 162 10,900 SH DEFINED 2,3 10,900 STARBUCKS CORP COMMON 855244109 22 1,506 SH DEFINED 5 1,506 STARR SURGICAL CO COMMON 852312305 143 67,900 SH DEFINED 1 67,900 STARWOOD HTLS & RES. WORLDWIDE COMMON 85590A203 22,620 1,028,200 SH DEFINED 1 1,028,200 STARWOOD HTLS & RES. WORLDWIDE COMMON 85590A203 4,400 200,000 SH DEFINED 1,2 200,000 STARWOOD HTLS & RES. WORLDWIDE COMMON 85590A203 548 24,900 SH DEFINED 1,4 24,900 STARWOOD HTLS & RES. WORLDWIDE COMMON 85590A203 2,075 94,300 SH DEFINED 2 94,300 STATE STREET BOSTON CORP COMMON 857477103 35,636 783,200 SH DEFINED 1 783,200 STATE STREET BOSTON CORP COMMON 857477103 109,200 2,400,000 SH DEFINED 1,2 2,400,000 STATE STREET BOSTON CORP COMMON 857477103 8,104 178,100 SH DEFINED 2 178,100 STATE STREET BOSTON CORP COMMON 857477103 491 10,800 SH DEFINED 2,3 10,800 STEINER LEISURE LTD COMMON P8744Y102 1,208 75,500 SH DEFINED 1 75,500 STEINER LEISURE LTD COMMON P8744Y102 5 300 SH DEFINED 6 300 STELLENT INC COMMON 85856W105 536 37,200 SH DEFINED 1 37,200 STERICYCLE INC COMMON 858912108 208 5,000 SH DEFINED 1 5,000 STERIS CORP. COMMON 859152100 1,769 90,000 SH DEFINED 1 90,000 STERLING BANCSHARES INC COMMON 858907108 1,487 112,500 SH DEFINED 1 112,500 STERLING CHEMICALS WTS EXP 8/15/08 COMMON 85916E111 6 7,500 SH DEFINED 1 7,500 STILWELL FINANCIAL INC COMMON 860831106 42,190 2,163,600 SH DEFINED 1 2,163,600 STILWELL FINANCIAL INC COMMON 860831106 83,643 4,289,400 SH DEFINED 1,2 4,289,400 STILWELL FINANCIAL INC COMMON 860831106 1,104 56,600 SH DEFINED 1,4 56,600 STILWELL FINANCIAL INC COMMON 860831106 107 5,500 SH DEFINED 2 5,500 SUIZA FOODS CORP COMMON 865077101 5,373 85,100 SH DEFINED 1 85,100
Page 89 / 105 SUMMA INDUSTRIES COMMON 86562T105 912 100,000 SH DEFINED 1 100,000 SUN INTERNATIONAL HOTELS LTD. COMMON P8797T133 2,082 115,000 SH DEFINED 1 115,000 SUN LIFE FINANCIAL SVCS CANADA COMMON 866796105 8,900 445,000 SH DEFINED 1,4 445,000 SUN MICROSYSTEMS INC COMMON 866810104 38,610 4,668,700 SH DEFINED 1 4,668,700 SUN MICROSYSTEMS INC COMMON 866810104 9,651 1,167,000 CALL DEFINED 1 1,167,000 SUN MICROSYSTEMS INC COMMON 866810104 22,743 2,750,000 SH DEFINED 1,2 2,750,000 SUN MICROSYSTEMS INC COMMON 866810104 372 45,000 SH DEFINED 1,4 45,000 SUN MICROSYSTEMS INC COMMON 866810104 1,969 238,100 SH DEFINED 2 238,100 SUN MICROSYSTEMS INC COMMON 866810104 345 41,712 SH DEFINED 5 41,712 SUN MICROSYSTEMS INC COMMON 866810104 12 1,500 CALL DEFINED 6 1,500 SUNGARD DATA SYSTEMS INC COMMON 867363103 96,217 4,117,100 SH DEFINED 1 4,117,100 SUNGARD DATA SYSTEMS INC COMMON 867363103 116,850 5,000,000 SH DEFINED 1,2 5,000,000 SUNGARD DATA SYSTEMS INC COMMON 867363103 7,794 333,500 SH DEFINED 1,4 333,500 SUNGARD DATA SYSTEMS INC COMMON 867363103 16,360 700,050 SH DEFINED 2 700,050 SUNGARD DATA SYSTEMS INC COMMON 867363103 1,094 46,800 SH DEFINED 2,3 46,800 SUNGARD DATA SYSTEMS INC COMMON 867363103 136 5,826 SH DEFINED 5 5,826 SUPERGEN INC COMMON 868059106 282 40,000 SH DEFINED 1 40,000 SYMANTEC CORP COMMON 871503108 7,995 230,600 SH DEFINED 1 230,600 SYMMETRICOM INC COMMON 871543104 1,088 200,000 SH DEFINED 1 200,000 SYMYX TECHNOLOGIES INC COMMON 87155S108 21 1,400 SH DEFINED 1 1,400 SYNCOR INTL CORP DEL COMMON 87157J106 6,048 190,000 SH DEFINED 1 190,000 SYNOPSYS INC COMMON 871607107 11,564 288,300 SH DEFINED 1 288,300 SYSCO CORP COMMON 871829107 56,045 2,194,400 SH DEFINED 1 2,194,400 SYSCO CORP COMMON 871829107 16,601 650,000 SH DEFINED 1,2 650,000 SYSCO CORP COMMON 871829107 4,817 188,600 SH DEFINED 2 188,600 SYSCO CORP COMMON 871829107 663 25,971 SH DEFINED 5 25,971
Page 90 / 105 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 14,250 1,501,564 SH DEFINED 1 1,501,564 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 535 56,332 SH DEFINED 1,4 56,332 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 2,537 267,324 SH DEFINED 2 267,324 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 36 3,770 SH DEFINED 2,3 3,770 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 67 7,029 SH DEFINED 5 7,029 TAIWAN SEMICONDUCTOR -SP ADR COMMON 874039100 7 700 SH DEFINED 6 700 TALISMAN ENERGY INC COMMON 87425E103 44 1,296 SH DEFINED 5 1,296 TALX CORP COMMON 874918105 672 31,540 SH DEFINED 1 31,540 TALX CORP COMMON 874918105 7 330 SH DEFINED 2,3 330 TANOX INC COMMON 87588Q109 300 20,300 SH DEFINED 1 20,300 TANOX INC COMMON 87588Q109 3 200 SH DEFINED 2,3 200 TARGET CORP COMMON 87612E106 813,673 25,627,500 SH DEFINED 1 25,627,500 TARGET CORP COMMON 87612E106 158,750 5,000,000 SH DEFINED 1,2 5,000,000 TARGET CORP COMMON 87612E106 635 20,000 SH DEFINED 1,4 20,000 TARGET CORP COMMON 87612E106 21,711 683,800 SH DEFINED 2 683,800 TARGET CORP COMMON 87612E106 57 1,800 SH DEFINED 2,3 1,800 TARGET CORP COMMON 87612E106 772 24,321 SH DEFINED 5 24,321 TARO PHARMACEUTICAL IND COMMON M8737E108 13,202 375,480 SH DEFINED 1 375,480 TARO PHARMACEUTICAL IND COMMON M8737E108 32 920 SH DEFINED 1,4 920 TCF FINANCIAL CORP COMMON 872275102 17,595 382,000 SH DEFINED 1 382,000 TCF FINANCIAL CORP COMMON 872275102 64 1,400 SH DEFINED 1,4 1,400 TCF FINANCIAL CORP COMMON 872275102 1,938 42,080 SH DEFINED 2 42,080 TCF FINANCIAL CORP COMMON 872275102 175 3,800 SH DEFINED 2,3 3,800 TECH DATA CORP COMMON 878237106 2,843 75,000 SH DEFINED 1 75,000 TECHNE CORP COMMON 878377100 12,149 412,800 SH DEFINED 1 412,800 TECHNE CORP COMMON 878377100 35 1,200 SH DEFINED 1,4 1,200 TECHNE CORP COMMON 878377100 907 30,820 SH DEFINED 2 30,820 TECHNE CORP COMMON 878377100 91 3,100 SH DEFINED 2,3 3,100 TECHNITROL INC COMMON 878555101 1,198 53,700 SH DEFINED 1 53,700
Page 91 / 105 TEKTRONIX INC COMMON 879131100 37,037 2,117,600 SH DEFINED 1 2,117,600 TEKTRONIX INC COMMON 879131100 649 37,100 SH DEFINED 1,4 37,100 TEKTRONIX INC COMMON 879131100 3,697 211,370 SH DEFINED 2 211,370 TEKTRONIX INC COMMON 879131100 142 8,100 SH DEFINED 2,3 8,100 TEKTRONIX INC COMMON 879131100 63 3,618 SH DEFINED 5 3,618 TELEFONICA S A COMMON 879382208 34 996 SH DEFINED 5 996 TELEFONOS DE MEXICO ADR COMMON 879403780 21,933 679,236 SH DEFINED 1 679,236 TELEFONOS DE MEXICO ADR COMMON 879403780 10,280 318,360 SH DEFINED 1,4 318,360 TELEFONOS DE MEXICO ADR COMMON 879403780 2,088 64,676 SH DEFINED 2 64,676 TELEFONOS DE MEXICO ADR COMMON 879403780 107 3,300 SH DEFINED 2,3 3,300 TELEFONOS DE MEXICO ADR COMMON 879403780 32 993 SH DEFINED 5 993 TELIK INC COMMON 87959M109 131 20,200 SH DEFINED 1 20,200 TELLABS INC COMMON 879664100 5,195 525,800 SH DEFINED 1 525,800 TELLABS INC COMMON 879664100 737 74,631 SH DEFINED 5 74,631 TELLIUM INC COMMON 87967E107 1,501 304,448 SH DEFINED 1 304,448 TENET HEALTHCARE CORP COMMON 88033G100 128,534 2,154,800 SH DEFINED 1 2,154,800 TENET HEALTHCARE CORP COMMON 88033G100 195,294 3,274,000 SH DEFINED 1,2 3,274,000 TENET HEALTHCARE CORP COMMON 88033G100 10,266 172,100 SH DEFINED 1,4 172,100 TENET HEALTHCARE CORP COMMON 88033G100 7,313 122,600 SH DEFINED 2 122,600 TENET HEALTHCARE CORP COMMON 88033G100 1,933 32,400 SH DEFINED 2,3 32,400 TENET HEALTHCARE CORP COMMON 88033G100 39 657 SH DEFINED 5 657 TENET HEALTHCARE CORP COMMON 88033G100 30 500 SH DEFINED 6 500 TERADYNE INC COMMON 880770102 33,735 1,730,000 SH DEFINED 1 1,730,000 TERADYNE INC COMMON 880770102 50,700 2,600,000 SH DEFINED 1,2 2,600,000 TERADYNE INC COMMON 880770102 4,255 218,200 SH DEFINED 1,4 218,200 TERADYNE INC COMMON 880770102 4,830 247,700 SH DEFINED 2 247,700 TERADYNE INC COMMON 880770102 201 10,300 SH DEFINED 2,3 10,300 TERADYNE INC COMMON 880770102 4 186 SH DEFINED 5 186
Page 92 / 105 TETRA TECH INC COMMON 88162G103 76,731 3,472,000 SH DEFINED 1 3,472,000 TETRA TECH INC COMMON 88162G103 228 10,300 SH DEFINED 1,4 10,300 TETRA TECH INC COMMON 88162G103 6,259 283,220 SH DEFINED 2 283,220 TETRA TECH INC COMMON 88162G103 533 24,100 SH DEFINED 2,3 24,100 TETRA TECH INC COMMON 88162G103 171 7,719 SH DEFINED 5 7,719 TETRA TECHNOLOGIES INC COMMON 88162F105 1,742 100,000 SH DEFINED 1 100,000 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 173,552 2,871,000 SH DEFINED 1 2,871,000 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 158,518 2,622,300 SH DEFINED 1,2 2,622,300 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 24,814 410,490 SH DEFINED 1,4 410,490 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 19,864 328,600 SH DEFINED 2 328,600 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 1,529 25,300 SH DEFINED 2,3 25,300 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 919 15,201 SH DEFINED 5 15,201 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 20 325 SH DEFINED 6 325 TEXAS INSTRUMENTS INC COMMON 882508104 141,584 5,667,900 SH DEFINED 1 5,667,900 TEXAS INSTRUMENTS INC COMMON 882508104 100,330 4,016,400 SH DEFINED 1,2 4,016,400 TEXAS INSTRUMENTS INC COMMON 882508104 4,984 199,500 SH DEFINED 1,4 199,500 TEXAS INSTRUMENTS INC COMMON 882508104 6,897 276,100 SH DEFINED 2 276,100 TEXAS INSTRUMENTS INC COMMON 882508104 617 24,700 SH DEFINED 2,3 24,700 TEXAS INSTRUMENTS INC COMMON 882508104 377 15,081 SH DEFINED 5 15,081 TEXAS INSTRUMENTS INC COMMON 882508104 7 300 SH DEFINED 6 300 TEXTRON INC. COMMON 883203101 3,781 112,500 SH DEFINED 1 112,500 THE BISYS GROUP INC COMMON 055472104 23,143 436,500 SH DEFINED 1 436,500 THE BISYS GROUP INC COMMON 055472104 101 1,900 SH DEFINED 2,3 1,900 THE PMI GROUP INC COMMON 69344M101 5,272 84,500 SH DEFINED 1 84,500 THE TALBOTS INC COMMON 874161102 2,775 123,600 SH DEFINED 1 123,600 THE TALBOTS INC COMMON 874161102 29,937 1,333,500 SH DEFINED 1,2 1,333,500 THE TALBOTS INC COMMON 874161102 2,146 95,600 SH DEFINED 2 95,600 THE TALBOTS INC COMMON 874161102 155 6,900 SH DEFINED 2,3 6,900 THERMA-WAVE INC COMMON 88343A108 924 90,000 SH DEFINED 1 90,000
Page 93 / 105 THERMO ELECTRON CORP COMMON 883556102 72 4,000 SH DEFINED 1 4,000 THORATEC CORP COMMON 885175307 2,906 175,700 SH DEFINED 1 175,700 TICKETMASTER ONLINE- CITY B COMMON 88633P203 776 75,000 SH DEFINED 1 75,000 TIFFANY & CO COMMON 886547108 7,567 349,500 SH DEFINED 1 349,500 TIFFANY & CO COMMON 886547108 16,066 742,100 SH DEFINED 1,2 742,100 TIFFANY & CO COMMON 886547108 325 15,000 SH DEFINED 1,4 15,000 TIFFANY & CO COMMON 886547108 530 24,500 SH DEFINED 2 24,500 TIFFANY & CO COMMON 886547108 39 1,800 SH DEFINED 2,3 1,800 TITAN CORP COMMON 888266103 13,206 673,800 SH DEFINED 1 673,800 TITAN PHARMACEUTICALS INC COMMON 888314101 1,260 201,552 SH DEFINED 1 201,552 TJX COMPANIES INC COMMON 872540109 16,322 496,100 SH DEFINED 1 496,100 TJX COMPANIES INC COMMON 872540109 164,500 5,000,000 SH DEFINED 1,2 5,000,000 TJX COMPANIES INC COMMON 872540109 352 10,700 SH DEFINED 1,4 10,700 TJX COMPANIES INC COMMON 872540109 13,130 399,100 SH DEFINED 2 399,100 TJX COMPANIES INC COMMON 872540109 849 25,800 SH DEFINED 2,3 25,800 TOLL BROTHERS, INC. COMMON 889478103 1,484 50,000 SH DEFINED 1 50,000 TOLLGRADE COMMUNICATIONS INC COMMON 889542106 6,240 325,000 SH DEFINED 1 325,000 TOMMY HILFIGER CORP COMMON G8915Z102 8,011 895,100 SH DEFINED 1 895,100 TOMMY HILFIGER CORP COMMON G8915Z102 2,699 301,600 SH DEFINED 1,4 301,600 TOMMY HILFIGER CORP COMMON G8915Z102 873 97,500 SH DEFINED 2 97,500 TOMMY HILFIGER CORP COMMON G8915Z102 82 9,200 SH DEFINED 2,3 9,200 TOO INC COMMON 890333107 46,623 2,221,200 SH DEFINED 1 2,221,200 TOO INC COMMON 890333107 113 5,360 SH DEFINED 1,4 5,360 TOO INC COMMON 890333107 2,466 117,480 SH DEFINED 2 117,480 TOO INC COMMON 890333107 229 10,900 SH DEFINED 2,3 10,900 TOTAL FINA ELF S A COMMON 89151E109 73 1,080 SH DEFINED 5 1,080
Page 94 / 105 TOWER AUTOMOTIVE INC COMMON 891707101 728 101,600 SH DEFINED 1 101,600 TOYOTA MTR CORP COMMON 892331307 16 303 SH DEFINED 5 303 TOYS R US INC COMMON 892335100 3,213 186,500 SH DEFINED 1 186,500 TOYS R US INC COMMON 892335100 34,460 2,000,000 SH DEFINED 1,2 2,000,000 TOYS R US INC COMMON 892335100 2,460 142,800 SH DEFINED 2 142,800 TOYS R US INC COMMON 892335100 177 10,300 SH DEFINED 2,3 10,300 TRANSKARYOTIC THERAPIES INC COMMON 893735100 4,497 165,700 SH DEFINED 1 165,700 TRANSKARYOTIC THERAPIES INC COMMON 893735100 326 12,000 SH DEFINED 1,4 12,000 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 236,925 8,974,421 SH DEFINED 1 8,974,421 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 22,440 850,000 SH DEFINED 1,2 850,000 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 172 6,500 SH DEFINED 1,4 6,500 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 2,672 101,200 SH DEFINED 2 101,200 TRANSOCEAN SEDCO FOREX INC COMMON G90078109 26 1,000 SH DEFINED 2,3 1,000 TRANSWITCH CORP COMMON 894065101 1,010 330,150 SH DEFINED 1 330,150 TRANSWITCH CORP CVT 144A NTS 4.5 CONVERT 894065AA9 867 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 358 26,900 SH DEFINED 1 26,900 TRAVELOCITY.COM INC COMMON 893953109 1,563 117,500 SH DEFINED 1,4 117,500 TRAVELOCITY.COM INC COMMON 893953109 21 1,600 SH DEFINED 2 1,600 TREND MICRO NEW SPONS ADR COMMON 89486M206 35 2,103 SH DEFINED 5 2,103 TRIAD HOSPITALS INC COMMON 89579K109 91,417 2,582,400 SH DEFINED 1 2,582,400 TRIAD HOSPITALS INC COMMON 89579K109 814 23,000 SH DEFINED 1,4 23,000 TRIAD HOSPITALS INC COMMON 89579K109 2,770 78,260 SH DEFINED 2 78,260 TRIAD HOSPITALS INC COMMON 89579K109 258 7,300 SH DEFINED 2,3 7,300 TRIAD HOSPITALS INC COMMON 89579K109 71 2,004 SH DEFINED 5 2,004 TRIAD HOSPITALS INC COMMON 89579K109 16 450 SH DEFINED 6 450 TRIARC CO COMMON 895927101 7,198 311,600 SH DEFINED 1,4 311,600
Page 95 / 105 TRIBUNE CVT 2.00 05/18/2029 CONVERT 896047305 63 700 SH DEFINED 1 700 TRICON GLOBAL RESTAURANTS INC COMMON 895953107 49,747 1,268,400 SH DEFINED 1 1,268,400 TRICON GLOBAL RESTAURANTS INC COMMON 895953107 35 900 SH DEFINED 2 900 TRIGON HEALTHCARE INC COMMON 89618L100 6,819 104,100 SH DEFINED 1 104,100 TRIKON TECHNOLOGIES INC COMMON 896187408 1,055 125,000 SH DEFINED 1 125,000 TRIMERIS INC COMMON 896263100 151 4,300 SH DEFINED 1 4,300 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 34,534 2,159,751 SH DEFINED 1 2,159,751 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 1,600 100,035 SH DEFINED 1,4 100,035 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 3,645 227,949 SH DEFINED 2 227,949 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 3 200 SH DEFINED 2,3 200 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 56 3,492 SH DEFINED 5 3,492 TUBOS DE ACERO DE MEXICO-SP ADR COMMON 898592506 4,876 541,800 SH DEFINED 1 541,800 TUBOS DE ACERO DE MEXICO-SP ADR COMMON 898592506 21 2,300 SH DEFINED 1,4 2,300 TUESDAY MORNING CORP COMMON 899035505 1,103 120,200 SH DEFINED 1 120,200 TUESDAY MORNING CORP COMMON 899035505 13 1,400 SH DEFINED 6 1,400 TWEETER HOME ENTERTAINMENT GRP COMMON 901167106 1,910 140,000 SH DEFINED 1 140,000 TYCO INTERNATIONAL LTD COMMON 902124106 883,944 19,427,350 SH DEFINED 1 19,427,350 TYCO INTERNATIONAL LTD COMMON 902124106 159,250 3,500,000 SH DEFINED 1,2 3,500,000 TYCO INTERNATIONAL LTD COMMON 902124106 8,722 191,700 SH DEFINED 1,4 191,700 TYCO INTERNATIONAL LTD COMMON 902124106 27,443 603,150 SH DEFINED 2 603,150 TYCO INTERNATIONAL LTD COMMON 902124106 123 2,700 SH DEFINED 2,3 2,700 TYCO INTERNATIONAL LTD COMMON 902124106 1,856 40,791 SH DEFINED 5 40,791 UBIQUITEL OPERATING WTS 144A COMMON 903474112 839 27,980 SH DEFINED 1 27,980 UBIQUITEL OPERATING WTS 144A COMMON 903474112 1 20 SH DEFINED 2,3 20 ULTIMATE ELECTRONICS INC COMMON 903849107 1,735 100,000 SH DEFINED 1 100,000 ULTRATECH STEPPER INC COMMON 904034105 1,110 92,700 SH DEFINED 1 92,700
Page 96 / 105 UNITED NATURAL FOODS INC COMMON 911163103 4,091 225,000 SH DEFINED 1 225,000 UNITED SURGICAL PARTNERS COMMON 913016309 4,215 205,600 SH DEFINED 1 205,600 UNITED TECHNOLOGIES CORP COMMON 913017109 61,231 1,316,800 SH DEFINED 1 1,316,800 UNITED TECHNOLOGIES CORP COMMON 913017109 60,125 1,293,000 SH DEFINED 1,2 1,293,000 UNITED TECHNOLOGIES CORP COMMON 913017109 5,129 110,300 SH DEFINED 2 110,300 UNITED TECHNOLOGIES CORP COMMON 913017109 484 10,400 SH DEFINED 2,3 10,400 UNITED TECHNOLOGIES CORP COMMON 913017109 508 10,923 SH DEFINED 5 10,923 UNITEDGLOBALCOM INC CL A COMMON 913247508 195 83,896 SH DEFINED 1 83,896 UNITEDHEALTH GROUP INC COMMON 91324P102 762,423 11,465,000 SH DEFINED 1 11,465,000 UNITEDHEALTH GROUP INC COMMON 91324P102 239,068 3,595,000 SH DEFINED 1,2 3,595,000 UNITEDHEALTH GROUP INC COMMON 91324P102 8,692 130,700 SH DEFINED 1,4 130,700 UNITEDHEALTH GROUP INC COMMON 91324P102 20,638 310,350 SH DEFINED 2 310,350 UNITEDHEALTH GROUP INC COMMON 91324P102 1,948 29,300 SH DEFINED 2,3 29,300 UNITEDHEALTH GROUP INC COMMON 91324P102 394 5,928 SH DEFINED 5 5,928 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 4,500 200,000 SH DEFINED 1 200,000 UNIVERSAL HEALTH SERVICES B COMMON 913903100 56,466 1,157,100 SH DEFINED 1 1,157,100 UNIVERSAL HEALTH SERVICES B COMMON 913903100 78,139 1,601,200 SH DEFINED 1,2 1,601,200 UNIVERSAL HEALTH SERVICES B COMMON 913903100 400 8,200 SH DEFINED 1,4 8,200 UNIVERSAL HEALTH SERVICES B COMMON 913903100 1,518 31,100 SH DEFINED 2 31,100 UNIVERSAL HEALTH SERVICES B COMMON 913903100 898 18,400 SH DEFINED 2,3 18,400 UNIVERSITY OF PHOENIX ONLINE COMMON 037604204 1,469 47,450 SH DEFINED 1 47,450 UNIVERSITY OF PHOENIX ONLINE COMMON 037604204 19 600 SH DEFINED 2,3 600 UNIVISION COMMUNICATIONS-A COMMON 914906102 57,386 2,500,500 SH DEFINED 1 2,500,500 UNIVISION COMMUNICATIONS-A COMMON 914906102 73,002 3,180,900 SH DEFINED 1,2 3,180,900 UNIVISION COMMUNICATIONS-A COMMON 914906102 1,423 62,000 SH DEFINED 1,4 62,000 UNIVISION COMMUNICATIONS-A COMMON 914906102 11,017 480,030 SH DEFINED 2 480,030 UNIVISION COMMUNICATIONS-A COMMON 914906102 480 20,900 SH DEFINED 2,3 20,900 UNIVISION COMMUNICATIONS-A COMMON 914906102 67 2,931 SH DEFINED 5 2,931
Page 97 / 105 UNUMPROVIDENT CORP COMMON 91529Y106 101,586 4,023,200 SH DEFINED 1 4,023,200 UNUMPROVIDENT CORP COMMON 91529Y106 48 1,900 SH DEFINED 2 1,900 US CELLULAR CORP COMMON 911684108 8,598 173,700 SH DEFINED 1 173,700 USA EDUCATION INC COMMON 90390U102 17,859 215,400 SH DEFINED 1 215,400 UTI WORLDWIDE INC COMMON G87210103 762 50,800 SH DEFINED 1 50,800 UTILICORP UNITED INC COMMON 918005109 10,952 391,000 SH DEFINED 1 391,000 UTILICORP UNITED INC COMMON 918005109 185 6,600 SH DEFINED 1,4 6,600 UTSTARCOM INC COMMON 918076100 48,066 2,957,900 SH DEFINED 1 2,957,900 UTSTARCOM INC COMMON 918076100 1,708 105,100 SH DEFINED 1,4 105,100 UTSTARCOM INC COMMON 918076100 8,434 519,010 SH DEFINED 2 519,010 UTSTARCOM INC COMMON 918076100 226 13,900 SH DEFINED 2,3 13,900 UTSTARCOM INC COMMON 918076100 117 7,179 SH DEFINED 5 7,179 VALASSIS COMMUNICATIONS INC. COMMON 918866104 1,117 35,000 SH DEFINED 1 35,000 VALERO ENERGY CORP COMMON 91913Y100 7,617 217,000 SH DEFINED 1 217,000 VALERO ENERGY CORP COMMON 91913Y100 84 2,400 SH DEFINED 2 2,400 VALSPAR CORP COMMON 920355104 7,534 225,300 SH DEFINED 1 225,300 VALSPAR CORP COMMON 920355104 722 21,582 SH DEFINED 5 21,582 VANS INC COMMON 921930103 17,382 1,512,800 SH DEFINED 1 1,512,800 VANS INC COMMON 921930103 61 5,300 SH DEFINED 1,4 5,300 VANS INC COMMON 921930103 1,686 146,770 SH DEFINED 2 146,770 VANS INC COMMON 921930103 156 13,600 SH DEFINED 2,3 13,600 VANS INC COMMON 921930103 70 6,120 SH DEFINED 5 6,120 VARCO INTERNATONAL INC COMMON 922122106 14,767 1,222,400 SH DEFINED 1 1,222,400 VARCO INTERNATONAL INC COMMON 922122106 53 4,400 SH DEFINED 1,4 4,400 VARCO INTERNATONAL INC COMMON 922122106 1,419 117,460 SH DEFINED 2 117,460 VARCO INTERNATONAL INC COMMON 922122106 132 10,900 SH DEFINED 2,3 10,900 VARIAN INC COMMON 922206107 70,180 2,754,300 SH DEFINED 1 2,754,300
Page 98 / 105 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 23,190 361,500 SH DEFINED 1 361,500 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 71 1,100 SH DEFINED 1,4 1,100 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 2,226 34,700 SH DEFINED 2 34,700 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 212 3,300 SH DEFINED 2,3 3,300 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 17,880 691,700 SH DEFINED 1 691,700 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 28 1,100 SH DEFINED 1,4 1,100 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 878 33,970 SH DEFINED 2 33,970 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 90 3,500 SH DEFINED 2,3 3,500 VENATOR GROUP INC COMMON 922944103 68,232 4,474,200 SH DEFINED 1 4,474,200 VENATOR GROUP INC COMMON 922944103 572 37,500 SH DEFINED 1,4 37,500 VENATOR GROUP INC COMMON 922944103 6,798 445,750 SH DEFINED 2 445,750 VENATOR GROUP INC COMMON 922944103 497 32,600 SH DEFINED 2,3 32,600 VENATOR GROUP INC COMMON 922944103 150 9,861 SH DEFINED 5 9,861 VENTANA MEDICAL SYSTEMS COMMON 92276H106 818 40,000 SH DEFINED 1 40,000 VERISIGN INC COMMON 92343E102 10 237 SH DEFINED 5 237 VERITAS DGC INC COMMON 92343P107 3,735 335,000 SH DEFINED 1 335,000 VERITAS SOFTWARE CORP COMMON 923436109 59,159 3,208,200 SH DEFINED 1 3,208,200 VERITAS SOFTWARE CORP COMMON 923436109 18,440 1,000,000 SH DEFINED 1,2 1,000,000 VERITAS SOFTWARE CORP COMMON 923436109 581 31,500 SH DEFINED 1,4 31,500 VERITAS SOFTWARE CORP COMMON 923436109 5,099 276,500 SH DEFINED 2 276,500 VERITAS SOFTWARE CORP COMMON 923436109 105 5,700 SH DEFINED 2,3 5,700 VERITAS SOFTWARE CORP COMMON 923436109 350 18,966 SH DEFINED 5 18,966 VERITAS SOFTWARE CVT CONVERT 923436AB5 7,556 3,750,000 PRN DEFINED 1 3,750,000 VERITAS SOFTWARE CVT CONVERT 923436AB5 25,188 12,500,000 PRN DEFINED 1,2 12,500,000 VERIZON COMMUNICATIONS INC COMMON 92343V104 38,464 710,848 SH DEFINED 1 710,848 VERIZON COMMUNICATIONS INC COMMON 92343V104 6,331 117,000 SH DEFINED 1,4 117,000 VERIZON COMMUNICATIONS INC COMMON 92343V104 3,247 60,000 SH DEFINED 2 60,000
Page 99 / 105 VERSIGN INC COMMON 92343E102 52,614 1,255,700 SH DEFINED 1 1,255,700 VERSIGN INC COMMON 92343E102 119,415 2,850,000 SH DEFINED 1,2 2,850,000 VERSIGN INC COMMON 92343E102 9,993 238,500 SH DEFINED 2 238,500 VERSIGN INC COMMON 92343E102 633 15,100 SH DEFINED 2,3 15,100 VERSIGN INC COMMON 92343E102 8 200 SH DEFINED 6 200 VERTEX PHARMACEUTICALS, INC COMMON 92532F100 722 40,000 SH DEFINED 1 40,000 VESTA INSURANCE GROUP INC COMMON 925391104 8,319 635,000 SH DEFINED 1 635,000 VESTA INSURANCE GROUP INC COMMON 925391104 10 800 SH DEFINED 6 800 VIACOM INC CL B COMMON 925524308 113,998 3,304,304 SH DEFINED 1 3,304,304 VIACOM INC CL B COMMON 925524308 129,375 3,750,000 SH DEFINED 1,2 3,750,000 VIACOM INC CL B COMMON 925524308 45 1,300 SH DEFINED 1,4 1,300 VIACOM INC CL B COMMON 925524308 14,721 426,683 SH DEFINED 2 426,683 VIACOM INC CL B COMMON 925524308 604 17,500 SH DEFINED 2,3 17,500 VIACOM INC CL B COMMON 925524308 464 13,437 SH DEFINED 5 13,437 VIGNETTE CORPORATION COMMON 926734104 6,195 1,750,000 SH DEFINED 1 1,750,000 VIGNETTE CORPORATION COMMON 926734104 9 2,500 SH DEFINED 6 2,500 VIRAGE LOGIC CORP COMMON 92763R104 2,186 200,000 SH DEFINED 1 200,000 VIRATA CORP COMMON 927646109 1,497 150,000 SH DEFINED 1 150,000 VISHAY INTERTECHNOLOGY INC COMMON 928298108 7,842 426,200 SH DEFINED 1 426,200 VISHAY INTERTECHNOLOGY INC COMMON 928298108 28 1,500 SH DEFINED 1,4 1,500 VISHAY INTERTECHNOLOGY INC COMMON 928298108 865 47,030 SH DEFINED 2 47,030 VISHAY INTERTECHNOLOGY INC COMMON 928298108 86 4,700 SH DEFINED 2,3 4,700 VODAFONE GROUP PLC SP ADR COMMON 92857W100 40,483 1,843,500 SH DEFINED 1 1,843,500 VODAFONE GROUP PLC SP ADR COMMON 92857W100 3,963 180,450 SH DEFINED 2 180,450 VODAFONE GROUP PLC SP ADR COMMON 92857W100 543 24,732 SH DEFINED 5 24,732 W.P. STEWART & CO LTD COMMON G84922106 1,163 60,000 SH DEFINED 1 60,000
Page 100 / 105 WADDELL & REED FINANCIAL CL A COMMON 930059100 43,670 1,679,600 SH DEFINED 1 1,679,600 WADDELL & REED FINANCIAL CL A COMMON 930059100 99 3,800 SH DEFINED 1,4 3,800 WADDELL & REED FINANCIAL CL A COMMON 930059100 4,874 187,480 SH DEFINED 2 187,480 WADDELL & REED FINANCIAL CL A COMMON 930059100 283 10,900 SH DEFINED 2,3 10,900 WADDELL & REED FINANCIAL CL A COMMON 930059100 9 357 SH DEFINED 5 357 WALGREEN CO COMMON 931422109 396,210 11,507,700 SH DEFINED 1 11,507,700 WALGREEN CO COMMON 931422109 92,961 2,700,000 SH DEFINED 1,2 2,700,000 WALGREEN CO COMMON 931422109 11,890 345,350 SH DEFINED 2 345,350 WALGREEN CO COMMON 931422109 213 6,200 SH DEFINED 2,3 6,200 WALGREEN CO COMMON 931422109 59 1,704 SH DEFINED 5 1,704 WAL-MART STORES INC COMMON 931142103 198,213 4,004,300 SH DEFINED 1 4,004,300 WAL-MART STORES INC COMMON 931142103 158,400 3,200,000 SH DEFINED 1,2 3,200,000 WAL-MART STORES INC COMMON 931142103 842 17,000 SH DEFINED 1,4 17,000 WAL-MART STORES INC COMMON 931142103 21,542 435,200 SH DEFINED 2 435,200 WAL-MART STORES INC COMMON 931142103 752 15,200 SH DEFINED 2,3 15,200 WAL-MART STORES INC COMMON 931142103 1,304 26,337 SH DEFINED 5 26,337 WAL-MART STORES INC COMMON 931142103 12 250 SH DEFINED 6 250 WALT DISNEY CO COMMON 254687106 6,610 355,000 SH DEFINED 1 355,000 WALT DISNEY CO COMMON 254687106 9,654 518,500 SH DEFINED 1,2 518,500 WALT DISNEY CO COMMON 254687106 136 7,300 SH DEFINED 1,4 7,300 WALT DISNEY CO COMMON 254687106 15 800 SH DEFINED 2 800 WASHINGTON MUTUAL INC COMMON 939322103 20,531 533,550 SH DEFINED 1 533,550 WASHINGTON MUTUAL INC COMMON 939322103 26,936 700,000 SH DEFINED 1,2 700,000 WASHINGTON MUTUAL INC COMMON 939322103 11,688 303,750 SH DEFINED 1,4 303,750 WASHINGTON MUTUAL INC COMMON 939322103 214 5,550 SH DEFINED 2 5,550 WASTE CONNECTIONS INC COMMON 941053100 516 19,100 SH DEFINED 1 19,100 WASTE MANAGEMENT INC COMMON 94106L109 269,905 10,093,667 SH DEFINED 1 10,093,667 WASTE MANAGEMENT INC COMMON 94106L109 127,015 4,750,000 SH DEFINED 1,2 4,750,000 WASTE MANAGEMENT INC COMMON 94106L109 4,514 168,800 SH DEFINED 2 168,800 WASTE MANAGEMENT INC COMMON 94106L109 904 33,800 SH DEFINED 2,3 33,800
Page 101 / 105 WATERS CORP COMMON 941848103 12,580 351,700 SH DEFINED 1 351,700 WATERS CORP COMMON 941848103 48,000 1,341,900 SH DEFINED 1,2 1,341,900 WATERS CORP COMMON 941848103 11 300 SH DEFINED 1,4 300 WATERS CORP COMMON 941848103 326 9,100 SH DEFINED 2 9,100 WATERS CORP COMMON 941848103 79 2,200 SH DEFINED 2,3 2,200 WATSON PHARMACEUTICALS COMMON 942683103 20,834 380,800 SH DEFINED 1 380,800 WATSON PHARMACEUTICALS COMMON 942683103 1,053 19,254 SH DEFINED 5 19,254 WEATHERFORD INTERNATIONAL INC COMMON 947074100 72,219 2,831,000 SH DEFINED 1 2,831,000 WEATHERFORD INTERNATIONAL INC COMMON 947074100 8,288 324,900 SH DEFINED 1,2 324,900 WEATHERFORD INTERNATIONAL INC COMMON 947074100 2,408 94,400 SH DEFINED 1,4 94,400 WEATHERFORD INTERNATIONAL INC COMMON 947074100 1,730 67,800 SH DEFINED 2 67,800 WEATHERFORD INTERNATIONAL INC COMMON 947074100 43 1,700 SH DEFINED 2,3 1,700 WEATHERFORD INTERNATIONAL INC COMMON 947074100 490 19,224 SH DEFINED 5 19,224 WEBEX COMMUNICATIONS INC COMMON 94767L109 3,362 158,300 SH DEFINED 1 158,300 WEBEX COMMUNICATIONS INC COMMON 94767L109 2 100 SH DEFINED 2,3 100 WEBEX COMMUNICATIONS INC COMMON 94767L109 11 500 SH DEFINED 6 500 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 26,109 239,200 SH DEFINED 1 239,200 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 163,725 1,500,000 SH DEFINED 1,2 1,500,000 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 928 8,500 SH DEFINED 1,4 8,500 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 15,139 138,700 SH DEFINED 2 138,700 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 906 8,300 SH DEFINED 2,3 8,300 WELLS FARGO CO COMMON 949746101 63,052 1,418,500 SH DEFINED 1 1,418,500 WELLS FARGO CO COMMON 949746101 33,338 750,000 SH DEFINED 1,2 750,000 WELLS FARGO CO COMMON 949746101 3,543 79,700 SH DEFINED 2 79,700 WESTCOAST ENERGY INC COMMON 95751D102 1,331 52,400 SH DEFINED 1 52,400 WET SEAL INC CL-A COMMON 961840105 2,762 150,000 SH DEFINED 1 150,000 WHIRLPOOL CORP COMMON 963320106 5,308 95,900 SH DEFINED 1 95,900 WHIRLPOOL CORP COMMON 963320106 57,664 1,041,800 SH DEFINED 1,2 1,041,800 WHIRLPOOL CORP COMMON 963320106 4,113 74,300 SH DEFINED 2 74,300 WHIRLPOOL CORP COMMON 963320106 288 5,200 SH DEFINED 2,3 5,200
Page 102 / 105 WHITNEY HOLDING CORP COMMON 966612103 2,150 50,000 SH DEFINED 1 50,000 WHOLE FOODS MARKET INC COMMON 966837106 2,827 90,000 SH DEFINED 1 90,000 WILLBROS GROUP INC COMMON 969199108 2,028 150,000 SH DEFINED 1 150,000 WILLIAMS COMPANIES INC COMMON 969457100 283,019 10,367,000 SH DEFINED 1 10,367,000 WILLIAMS COMPANIES INC COMMON 969457100 3,997 146,400 SH DEFINED 1,2 146,400 WILLIAMS COMPANIES INC COMMON 969457100 7,164 262,400 SH DEFINED 2 262,400 WILLIAMS COMPANIES INC COMMON 969457100 44 1,600 SH DEFINED 2,3 1,600 WILLIAMS COMPANIES INC COMMON 969457100 7 249 SH DEFINED 5 249 WILLIAMS-SONOMA INC COMMON 969904101 33,544 1,408,800 SH DEFINED 1 1,408,800 WILLIAMS-SONOMA INC COMMON 969904101 102 4,300 SH DEFINED 1,4 4,300 WILLIAMS-SONOMA INC COMMON 969904101 3,179 133,530 SH DEFINED 2 133,530 WILLIAMS-SONOMA INC COMMON 969904101 293 12,300 SH DEFINED 2,3 12,300 WILLIAMS-SONOMA INC COMMON 969904101 675 28,365 SH DEFINED 5 28,365 WILLIS GROUP HOLDINGS LTD COMMON G96655108 2,323 99,300 SH DEFINED 1 99,300 WILLIS GROUP HOLDINGS LTD COMMON G96655108 363 15,500 SH DEFINED 1,4 15,500 WILLIS GROUP HOLDINGS LTD COMMON G96655108 1,333 57,000 SH DEFINED 2 57,000 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 5,362 183,000 SH DEFINED 1 183,000 WIND RIVER SYSTEMS INC COMMON 973149107 1,024 97,500 SH DEFINED 1 97,500 WINSLOEW FURNITURE WTS COMMON 975377110 23 2,220 SH DEFINED 1 2,220 WISCONSIN ENERGY CORP COMMON 976657106 9,691 430,700 SH DEFINED 1 430,700 WISCONSIN ENERGY CORP COMMON 976657106 975 43,326 SH DEFINED 5 43,326 WOMENS FIRST HEALTH CARE COMMON 978150100 495 60,000 SH DEFINED 1 60,000 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
Page 103 / 105 WORLDCOM INC-WORLDCOM GROUP COMMON 98157D106 5,488 364,900 SH DEFINED 1 364,900 WORLDCOM INC-WORLDCOM GROUP COMMON 98157D106 60,160 4,000,000 SH DEFINED 1,2 4,000,000 WORLDCOM INC-WORLDCOM GROUP COMMON 98157D106 4,193 278,800 SH DEFINED 2 278,800 WORLDCOM INC-WORLDCOM GROUP COMMON 98157D106 305 20,300 SH DEFINED 2,3 20,300 WPP GROUP PLC COMMON 929309300 34 921 SH DEFINED 5 921 WRIGHT MEDICAL GROUP INC COMMON 98235T107 2,776 163,900 SH DEFINED 1 163,900 WYNDHAM VOTING TRUST COMMON 983101916 103 3,056 SH DEFINED 1 3,056 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 3,765 302,400 SH DEFINED 1 302,400 XCEL ENERGY INC COMMON 98389B100 7,206 256,000 SH DEFINED 1 256,000 XILINX INC COMMON 983919101 35,660 1,515,500 SH DEFINED 1 1,515,500 XILINX INC COMMON 983919101 24,038 1,021,600 SH DEFINED 1,2 1,021,600 XILINX INC COMMON 983919101 153 6,500 SH DEFINED 1,4 6,500 XILINX INC COMMON 983919101 2,355 100,100 SH DEFINED 2 100,100 XILINX INC COMMON 983919101 214 9,100 SH DEFINED 2,3 9,100 XILINX INC COMMON 983919101 958 40,728 SH DEFINED 5 40,728 XILINX INC COMMON 983919101 5 200 SH DEFINED 6 200 XL CAPITAL LTD CL A COMMON G98255105 84,996 1,075,900 SH DEFINED 1 1,075,900 XL CAPITAL LTD CL A COMMON G98255105 40 500 SH DEFINED 2 500 XL CAPITAL LTD CL A COMMON G98255105 696 8,805 SH DEFINED 5 8,805 XOMA LTD COMMON G9825R107 1,564 185,500 SH DEFINED 1 185,500 XTO ENERGY INC COMMON 98385X106 1,964 140,800 SH DEFINED 1 140,800 XTO ENERGY INC COMMON 98385X106 180 12,900 SH DEFINED 1,4 12,900 ZEBRA TECHNOLOGIES CORP COMMON 989207105 8,631 230,400 SH DEFINED 1 230,400 ZEBRA TECHNOLOGIES CORP COMMON 989207105 905 24,150 SH DEFINED 5 24,150
Page 104 / 105 ZIMMER HOLDINGS INC COMMON 98956P102 12,042 433,960 SH DEFINED 1 433,960 ZIMMER HOLDINGS INC COMMON 98956P102 9,713 350,000 SH DEFINED 1,2 350,000 ZIMMER HOLDINGS INC COMMON 98956P102 250 9,000 SH DEFINED 1,4 9,000 ZIMMER HOLDINGS INC COMMON 98956P102 500 18,020 SH DEFINED 2 18,020 ZIMMER HOLDINGS INC COMMON 98956P102 34 1,221 SH DEFINED 5 1,221 ZIONS BANCORPORATION COMMON 989701107 17,209 320,700 SH DEFINED 1 320,700 ZOLL MEDICAL CORP COMMON 989922109 4,628 130,000 SH DEFINED 1 130,000 ZORAN CORP COMMON 98975F101 12,638 521,800 SH DEFINED 1 521,800 ZORAN CORP COMMON 98975F101 39 1,600 SH DEFINED 2 1,600 ZORAN CORP COMMON 98975F101 12 500 SH DEFINED 2,3 500
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