-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, WqKD+NKXqvadf1L4iMJCBIWAanEIzdiIZA+PT6zjs8jDkM0q31EastI+N/Z9yka0 krIaCAgRxPXDzDASqD7ooQ== 0000950129-02-005551.txt : 20021112 0000950129-02-005551.hdr.sgml : 20021111 20021112115627 ACCESSION NUMBER: 0000950129-02-005551 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021112 EFFECTIVENESS DATE: 20021112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: A I M MANAGEMENT GROUP INC /DE/ CENTRAL INDEX KEY: 0000911218 STANDARD INDUSTRIAL CLASSIFICATION: INVESTMENT ADVICE [6282] IRS NUMBER: 760528004 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04163 FILM NUMBER: 02816114 BUSINESS ADDRESS: STREET 1: 11 GREENWAY PLAZA STREET 2: STE 100 CITY: HOUSTON STATE: TX ZIP: 77046 BUSINESS PHONE: 7132144507 MAIL ADDRESS: STREET 1: 11 GREENWAY PLAZA STREET 2: STE 100 CITY: HOUSTON STATE: TX ZIP: 77046 13F-HR 1 h00581e13fvhr.txt AIM MANAGEMENT GROUP, INC.- SEPTEMBER 30, 2002 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2002 Check here if Amendment [ ]; Amendment Number: ------------- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: A I M Management Group Inc. ----------------------------------------- Address: 11 Greenway Plaza, Suite 100 ----------------------------------------- Houston, TX 77046 ----------------------------------------- ----------------------------------------- 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 11/12/02 ------------------------------ ------------------- --------- Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 6 ------------------------------ Form 13F Information Table Entry Total: 3,002 ------------------------------ Form 13F Information Table Value Total: $47,117,193 ------------------------------ (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- A I M Capital Management Company 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 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 3M CO COMMON 88579Y101 13,533 123,060 SH 1 123,060 3M CO COMMON 88579Y101 43,988 400,000 SH 1,2 400,000 3M CO COMMON 88579Y101 6,598 60,000 SH 1,4 60,000 3M CO COMMON 88579Y101 3,376 30,700 SH 2 30,700 3M CO COMMON 88579Y101 319 2,900 SH 2,3 2,900 3M CO COMMON 88579Y101 8 77 SH 5 77 3M CO COMMON 88579Y101 275 2,500 SH 6 2,500 99 CENTS ONLY STORES COMMON 65440K106 2,588 125,000 SH 1 125,000 99 CENTS ONLY STORES COMMON 65440K106 451 21,800 SH 2 21,800 A T & T CORP COMMON 001957109 89,749 7,472,890 SH 1 7,472,890 A T & T CORP COMMON 001957109 21,618 1,800,000 SH 1,2 1,800,000 A T & T CORP COMMON 001957109 390 32,500 SH 1,4 32,500 A T & T CORP COMMON 001957109 34 2,800 SH 2 2,800 A T & T CORP COMMON 001957109 324 27,000 SH 2,3 27,000 A T & T CORP COMMON 001957109 1 77 SH 5 77 A T & T WIRELESS SERVICES COMMON 00209A106 2 370 SH 1 370 AAIPHARMA INC COMMON 00252W104 2,420 200,000 SH 1 200,000 AAIPHARMA INC COMMON 00252W104 410 33,900 SH 2 33,900 ABBOTT LABORATORIES COMMON 002824100 70,769 1,751,720 SH 1 1,751,720 ABBOTT LABORATORIES COMMON 002824100 30,300 750,000 SH 1,2 750,000 ABBOTT LABORATORIES COMMON 002824100 816 20,200 SH 2 20,200 ABBOTT LABORATORIES COMMON 002824100 7 161 SH 5 161 ABERCROMBIE & FITCH CO CL A COMMON 002896207 20,743 1,054,560 SH 1 1,054,560 ABERCROMBIE & FITCH CO CL A COMMON 002896207 889 45,200 SH 1,4 45,200 ABERCROMBIE & FITCH CO CL A COMMON 002896207 2,083 105,900 SH 2 105,900 ABERCROMBIE & FITCH CO CL A COMMON 002896207 197 10,000 SH 6 10,000 ABGENIX INC COMMON 00339B107 15 2,300 SH 1 2,300 ACCENTURE LTD CL A COMMON G1150G111 36,564 2,560,500 SH 1 2,560,500 ACCENTURE LTD CL A COMMON G1150G111 86 6,000 SH 2 6,000 ACCENTURE LTD CL A COMMON G1150G111 76 5,300 SH 2,3 5,300 ACCREDO HEALTH INC COMMON 00437V104 9,059 190,100 SH 1 190,100 ACCREDO HEALTH INC COMMON 00437V104 1,539 32,300 SH 2 32,300 ACCREDO HEALTH INC COMMON 00437V104 10 200 SH 2,3 200 ACE LTD COMMON G0070K103 192,379 6,497,094 SH 1 6,497,094 ACE LTD COMMON G0070K103 35,887 1,212,000 SH 1,2 1,212,000 ACE LTD COMMON G0070K103 648 21,900 SH 1,4 21,900 ACE LTD COMMON G0070K103 6,385 215,650 SH 2 215,650 ACE LTD COMMON G0070K103 315 10,630 SH 2,3 10,630 ACE LTD COMMON G0070K103 12,009 405,572 SH 5 405,572
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ACTEL CORP COMMON 004934105 4,059 390,300 SH 1 390,300 ACTEL CORP COMMON 004934105 439 42,200 SH 2 42,200 ACTIVISION INC COMMON 004930202 55,244 2,308,550 SH 1 2,308,550 ACTIVISION INC COMMON 004930202 364 15,220 SH 1,4 15,220 ACTIVISION INC COMMON 004930202 2,134 89,175 SH 2 89,175 ACTIVISION INC COMMON 004930202 224 9,360 SH 2,3 9,360 ACXIOM CORPORATION COMMON 005125109 1,127 79,450 SH 1 79,450 ADECCO SA ADR SPONSORED COMMON 006754105 58 7,073 SH 5 7,073 ADOBE SYSTEMS INC COMMON 00724F101 2,384 124,800 SH 1 124,800 ADVANCE AUTO PARTS COMMON 00751Y106 16,829 319,100 SH 1 319,100 ADVANCE AUTO PARTS COMMON 00751Y106 105 2,000 SH 2 2,000 ADVANCE AUTO PARTS COMMON 00751Y106 100 1,900 SH 2,3 1,900 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 979 110,000 SH 1 110,000 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 166 18,700 SH 2 18,700 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 13,590 1,024,120 SH 1 1,024,120 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 305 23,000 SH 2 23,000 ADVANCED FIBRE COMMUNICATIONS INC COMMON 00754A105 1,880 141,661 SH 5 141,661 ADVANCED MEDICAL OPTICS COMMON 00763M108 2 244 SH 1 244 ADVANCED MEDICAL OPTICS COMMON 00763M108 0 2 SH 5 2 ADVANCED MICRO DEVICES INC COMMON 007903107 1,415 265,000 SH 1 265,000 ADVANCED MICRO DEVICES INC COMMON 007903107 240 45,000 SH 1,4 45,000 ADVANCED MICRO DEVICES INC COMMON 007903107 865 162,000 SH 2 162,000 ADVANCED NEUROMODULATION SYS COMMON 00757T101 2,163 65,000 SH 1 65,000 ADVANCED NEUROMODULATION SYS COMMON 00757T101 83 2,500 SH 6 2,500 ADVANCEPCS COMMON 00790K109 6,669 296,000 SH 1 296,000 ADVANCEPCS COMMON 00790K109 3,190 141,600 SH 1,4 141,600 ADVANCEPCS COMMON 00790K109 56 2,500 SH 2 2,500 AEROFLEX INC COMMON 007768104 2,142 425,000 SH 1 425,000 AEROFLEX INC COMMON 007768104 431 85,500 SH 2 85,500 AETNA INC COMMON 00817Y108 1,421 39,690 SH 1 39,690 AFC ENTERPRISES COMMON 00104Q107 3,628 179,700 SH 1 179,700 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 98,227 2,308,500 SH 1 2,308,500 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 37,827 889,000 SH 1,2 889,000 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 740 17,400 SH 1,4 17,400 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 5,353 125,800 SH 2 125,800 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 881 20,700 SH 2,3 20,700 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 92 2,170 SH 5 2,170 AFFILIATED COMPUTER SERVICES-A COMMON 008190100 272 6,400 SH 6 6,400 AFFILIATED MANAGERS GROUP INC COMMON 008252108 10,631 238,300 SH 1 238,300
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AFFILIATED MANAGERS GROUP INC COMMON 008252108 571 12,800 SH 2 12,800 AFFYMETRIX INC COMMON 00826T108 4,274 205,500 SH 1 205,500 AFFYMETRIX INC COMMON 00826T108 776 37,300 SH 2 37,300 AFLAC INC COMMON 001055102 31,195 1,016,450 SH 1 1,016,450 AFLAC INC COMMON 001055102 29,156 950,000 SH 1,2 950,000 AFLAC INC COMMON 001055102 184 6,000 SH 1,4 6,000 AFLAC INC COMMON 001055102 2,357 76,800 SH 2 76,800 AFLAC INC COMMON 001055102 203 6,600 SH 2,3 6,600 AFLAC INC COMMON 001055102 10 322 SH 5 322 AGCO CORP COMMON 001084102 4,872 210,000 SH 1 210,000 AGCO CORP COMMON 001084102 167 7,200 SH 2 7,200 AGILENT TECHNOLOGIES INC COMMON 00846U101 533 40,800 SH 1 40,800 AGILENT TECHNOLOGIES INC COMMON 00846U101 39 3,000 SH 2 3,000 AHL SERVICES INC COMMON 001296102 77 118,500 SH 6 118,500 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 25,034 595,900 SH 1 595,900 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 2,941 70,000 SH 1,4 70,000 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 4,130 98,300 SH 2 98,300 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 222 5,293 SH 5 5,293 AIRTRAN HOLDINGS INC COMMON 00949P108 2,768 890,100 SH 1 890,100 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 2,555 150,000 SH 1 150,000 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 526 30,900 SH 2 30,900 ALBERTSON'S INC COMMON 013104104 4 160 SH 1 160 ALCAN INC COMMON 013716105 9,739 394,600 SH 1,4 394,600 ALCOA INC COMMON 013817101 15,760 816,600 SH 1 816,600 ALCOA INC COMMON 013817101 2,889 149,700 SH 2 149,700 ALCOA INC COMMON 013817101 46 2,392 SH 5 2,392 ALCON INC COMMON H01301102 71,230 1,838,200 SH 1 1,838,200 ALCON INC COMMON H01301102 89,431 2,307,900 SH 1,2 2,307,900 ALCON INC COMMON H01301102 856 22,100 SH 1,4 22,100 ALCON INC COMMON H01301102 1,777 45,860 SH 2 45,860 ALCON INC COMMON H01301102 469 12,100 SH 2,3 12,100 ALEXION PHARMACEUTICALS INC COMMON 015351109 9,383 809,600 SH 1 809,600 ALEXION PHARMACEUTICALS INC COMMON 015351109 187 16,100 SH 2 16,100 ALKERMES INC COMMON 01642T108 20 2,500 SH 1 2,500 ALLEGHENY ENERGY INC COMMON 017361106 3 250 SH 5 250 ALLERGAN INC COMMON 018490102 119,522 2,197,100 SH 1 2,197,100 ALLERGAN INC COMMON 018490102 4,325 79,500 SH 2 79,500 ALLERGAN INC COMMON 018490102 256 4,700 SH 2,3 4,700
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ALLERGAN INC COMMON 018490102 263 4,830 SH 5 4,830 ALLIANCE CAPITAL MANAGEMENT HOLDINGS COMMON 01855A101 1,747 63,000 SH 1 63,000 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 12,579 830,300 SH 1 830,300 ALLIANCE GAMING CORP COMMON 01859P609 3,848 250,000 SH 1 250,000 ALLIANCE GAMING CORP COMMON 01859P609 774 50,300 SH 2 50,300 ALLIANT TECHSYSTEMS INC COMMON 018804104 70,393 1,016,500 SH 1 1,016,500 ALLIANT TECHSYSTEMS INC COMMON 018804104 658 9,500 SH 1,4 9,500 ALLIANT TECHSYSTEMS INC COMMON 018804104 3,826 55,250 SH 2 55,250 ALLIANT TECHSYSTEMS INC COMMON 018804104 218 3,150 SH 2,3 3,150 ALLIANT TECHSYSTEMS INC COMMON 018804104 58 839 SH 5 839 ALLIED RESEARCH CORP COMMON 019483106 670 32,700 SH 1 32,700 ALLIED RESEARCH CORP COMMON 019483106 185 9,000 SH 6 9,000 ALLIED WASTE INDUSTRIES INC COMMON 019589308 7 1,000 SH 1 1,000 ALLSTATE CORP COMMON 020002101 91,719 2,580,000 SH 1 2,580,000 ALLSTATE CORP COMMON 020002101 231 6,500 SH 6 6,500 ALPHARMA INC CL A COMMON 020813101 144 15,000 SH 6 15,000 ALTANA AG ADR COMMON 02143N103 37 1,000 SH 1 1,000 ALTERA CORP COMMON 021441100 5,129 591,600 SH 1 591,600 ALTERA CORP COMMON 021441100 43,350 5,000,000 SH 1,2 5,000,000 ALTERA CORP COMMON 021441100 185 21,300 SH 1,4 21,300 ALTERA CORP COMMON 021441100 3,870 446,400 SH 2 446,400 ALTERA CORP COMMON 021441100 169 19,500 SH 2,3 19,500 AMAZON.COM INC COMMON 023135106 1,880 118,000 SH 1 118,000 AMAZON.COM INC COMMON 023135106 159 10,000 SH 1,4 10,000 AMAZON.COM INC COMMON 023135106 16 1,000 SH 2 1,000 AMBAC INC COMMON 023139108 13,755 255,250 SH 1 255,250 AMBAC INC COMMON 023139108 431 8,000 SH 2 8,000 AMBAC INC COMMON 023139108 189 3,500 SH 2,3 3,500 AMBAC INC COMMON 023139108 1,682 31,203 SH 5 31,203 AMERICA MOVIL SER L ADR COMMON 02364W105 9,446 781,936 SH 1 781,936 AMERICA MOVIL SER L ADR COMMON 02364W105 3,980 329,510 SH 1,4 329,510 AMERICA MOVIL SER L ADR COMMON 02364W105 17 1,400 SH 2 1,400 AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 3,997 160,000 SH 1 160,000 AMERICAN BANK NOTE HOLO WT 06/18/03 COMMON 024377111 0 29,695 SH 1 29,695 AMERICAN ELECTRIC POWER COMMON 025537101 2,041 71,600 SH 1 71,600 AMERICAN EXPRESS CO COMMON 025816109 97,537 3,128,200 SH 1 3,128,200 AMERICAN EXPRESS CO COMMON 025816109 14,031 450,000 SH 1,2 450,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AMERICAN EXPRESS CO COMMON 025816109 281 9,000 SH 1,4 9,000 AMERICAN EXPRESS CO COMMON 025816109 5,389 172,850 SH 2 172,850 AMERICAN EXPRESS CO COMMON 025816109 140 4,500 SH 2,3 4,500 AMERICAN FINANCIAL GROUP INC COMMON 025932104 1,041 45,230 SH 1 45,230 AMERICAN FINANCIAL REALTY TRUST 144A COMMON 02607P107 13,648 1,318,600 SH 1 1,318,600 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 510,346 9,329,910 SH 1 9,329,910 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 177,272 3,240,800 SH 1,2 3,240,800 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 547 10,000 SH 1,4 10,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 20,791 380,100 SH 2 380,100 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 1,203 22,000 SH 2,3 22,000 AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 608 11,120 SH 5 11,120 AMERICAN MANAGEMENT SYSTEMS INC COMMON 027352103 1,655 130,000 SH 1 130,000 AMERICAN STANDARD CO COMMON 029712106 143,097 2,249,250 SH 1 2,249,250 AMERICAN STANDARD CO COMMON 029712106 45,488 715,000 SH 1,2 715,000 AMERICAN STANDARD CO COMMON 029712106 480 7,550 SH 2 7,550 AMERICAN STANDARD CO COMMON 029712106 64 1,000 SH 2,3 1,000 AMERICAN STANDARD CO COMMON 029712106 8,360 131,411 SH 5 131,411 AMERICREDIT CORP COMMON 03060R101 11,652 1,443,920 SH 1 1,443,920 AMERIGROUP CORP COMMON 03073T102 3 100 SH 1 100 AMERISOURCEBERGEN CORP COMMON 03073E105 59,050 826,800 SH 1 826,800 AMERISOURCEBERGEN CORP COMMON 03073E105 14,284 200,000 SH 1,2 200,000 AMERISOURCEBERGEN CORP COMMON 03073E105 264 3,700 SH 1,4 3,700 AMERISOURCEBERGEN CORP COMMON 03073E105 3,576 50,070 SH 2 50,070 AMERISOURCEBERGEN CORP COMMON 03073E105 590 8,260 SH 2,3 8,260 AMERISOURCEBERGEN CORP COMMON 03073E105 116 1,625 SH 5 1,625 AMGEN INC COMMON 031162100 156,275 3,747,610 SH 1 3,747,610 AMGEN INC COMMON 031162100 135,633 3,252,600 SH 1,2 3,252,600 AMGEN INC COMMON 031162100 667 16,000 SH 1,4 16,000 AMGEN INC COMMON 031162100 13,926 333,950 SH 2 333,950 AMGEN INC COMMON 031162100 617 14,800 SH 2,3 14,800 AMGEN INC COMMON 031162100 285 6,837 SH 5 6,837 AMN HEALTHCARE SERVICES INC COMMON 001744101 5,672 306,600 SH 1 306,600 AMN HEALTHCARE SERVICES INC COMMON 001744101 250 13,500 SH 1,4 13,500 AMN HEALTHCARE SERVICES INC COMMON 001744101 870 47,000 SH 2 47,000 AMN HEALTHCARE SERVICES INC COMMON 001744101 241 13,000 SH 6 13,000 AMPHENOL CORP CL A COMMON 032095101 23,514 758,520 SH 1 758,520 AMPHENOL CORP CL A COMMON 032095101 335 10,800 SH 2 10,800 AMPHENOL CORP CL A COMMON 032095101 1,413 45,596 SH 5 45,596
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AMYLIN PHARMACEUTICALS, INC COMMON 032346108 8 500 SH 1 500 ANALOG DEVICES INC COMMON 032654105 187,288 9,507,000 SH 1 9,507,000 ANALOG DEVICES INC COMMON 032654105 117,373 5,958,000 SH 1,2 5,958,000 ANALOG DEVICES INC COMMON 032654105 473 24,000 SH 1,4 24,000 ANALOG DEVICES INC COMMON 032654105 10,068 511,050 SH 2 511,050 ANALOG DEVICES INC COMMON 032654105 621 31,500 SH 2,3 31,500 ANALOG DEVICES INC COMMON 032654105 85 4,332 SH 5 4,332 ANAREN MICROWAVE INC COMMON 032744104 1,850 225,000 SH 1 225,000 ANAREN MICROWAVE INC COMMON 032744104 353 43,000 SH 2 43,000 ANHEUSER-BUSCH COS INC COMMON 035229103 5,060 100,000 CALL 1 100,000 ANHEUSER-BUSCH COS INC COMMON 035229103 58,418 1,154,500 SH 1 1,154,500 ANHEUSER-BUSCH COS INC COMMON 035229103 78,430 1,550,000 SH 1,2 1,550,000 ANHEUSER-BUSCH COS INC COMMON 035229103 5,541 109,500 SH 1,4 109,500 ANHEUSER-BUSCH COS INC COMMON 035229103 3,747 74,050 SH 2 74,050 ANHEUSER-BUSCH COS INC COMMON 035229103 364 7,200 SH 2,3 7,200 ANHEUSER-BUSCH COS INC COMMON 035229103 55 1,087 SH 5 1,087 ANN TAYLOR STORES INC COMMON 036115103 16,391 711,710 SH 1 711,710 ANN TAYLOR STORES INC COMMON 036115103 13,818 600,000 SH 1,2 600,000 ANN TAYLOR STORES INC COMMON 036115103 240 10,400 SH 1,4 10,400 ANN TAYLOR STORES INC COMMON 036115103 886 38,450 SH 2 38,450 ANN TAYLOR STORES INC COMMON 036115103 233 10,100 SH 2,3 10,100 ANTEON INTERNATIONAL CORP COMMON 03674E108 4,341 159,700 SH 1 159,700 ANTHEM INC COMMON 03674B104 115,149 1,771,526 SH 1 1,771,526 ANTHEM INC COMMON 03674B104 16,250 250,000 SH 1,2 250,000 ANTHEM INC COMMON 03674B104 1,170 18,000 SH 1,4 18,000 ANTHEM INC COMMON 03674B104 2,824 43,450 SH 2 43,450 ANTHEM INC COMMON 03674B104 553 8,500 SH 2,3 8,500 ANTHEM INC COMMON 03674B104 15 225 SH 5 225 ANWORTH MORTGAGE ASSET CORP COMMON 037347101 2,194 180,000 SH 1 180,000 AOL TIME WARNER INC COMMON 00184A105 54,255 4,637,200 SH 1 4,637,200 AOL TIME WARNER INC COMMON 00184A105 2 195 SH 5 195 APACHE CORP COMMON 037411105 36,490 613,800 SH 1 613,800 APACHE CORP COMMON 037411105 2,200 37,000 SH 1,4 37,000 APACHE CORP COMMON 037411105 11 177 SH 5 177 APOGENT TECHNOLOGIES INC COMMON 03760A101 28,972 1,552,600 SH 1 1,552,600 APOGENT TECHNOLOGIES INC COMMON 03760A101 280 15,000 SH 1,4 15,000 APOGENT TECHNOLOGIES INC COMMON 03760A101 1,601 85,800 SH 2 85,800 APOGENT TECHNOLOGIES INC COMMON 03760A101 3,390 181,682 SH 5 181,682 APOLLO GROUP INC CL A COMMON 037604105 49,746 1,145,425 SH 1 1,145,425 APOLLO GROUP INC CL A COMMON 037604105 10,858 250,000 SH 1,2 250,000 APOLLO GROUP INC CL A COMMON 037604105 5,627 129,570 SH 1,4 129,570 APOLLO GROUP INC CL A COMMON 037604105 1,846 42,494 SH 2 42,494 APOLLO GROUP INC CL A COMMON 037604105 408 9,385 SH 2,3 9,385 APOLLO GROUP INC CL A COMMON 037604105 61 1,396 SH 5 1,396 APPLERA CORP- CELERA GENOMICS COMMON 038020202 42 5,300 SH 1 5,300
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ APPLIED FILMS CORP COMMON 038197109 3,009 275,000 SH 1 275,000 APPLIED FILMS CORP COMMON 038197109 543 49,600 SH 2 49,600 APPLIED MATERIALS INC COMMON 038222105 228,368 19,772,140 SH 1 19,772,140 APPLIED MATERIALS INC COMMON 038222105 179,025 15,500,000 SH 1,2 15,500,000 APPLIED MATERIALS INC COMMON 038222105 13,174 1,140,600 SH 1,4 1,140,600 APPLIED MATERIALS INC COMMON 038222105 13,479 1,167,040 SH 2 1,167,040 APPLIED MATERIALS INC COMMON 038222105 1,297 112,300 SH 2,3 112,300 APPLIED MATERIALS INC COMMON 038222105 11,769 1,018,927 SH 5 1,018,927 APPLIED MOLECULAR EVOLUTION COMMON 03823E108 17 4,300 SH 1 4,300 APRIA HEALTHCARE GROUP COMMON 037933108 2 100 SH 1 100 AQUILA INC COMMON 03840P102 1,038 253,164 SH 1 253,164 ARCH COAL INC COMMON 039380100 932 56,330 SH 1 56,330 ARCHSTONE SMITH TRUST COMMON 039583109 1,194 50,000 SH 1,4 50,000 ARENA PHARMACEUTICALS INC COMMON 040047102 3 500 SH 1 500 ARMOR HOLDINGS INC COMMON 042260109 2,249 150,000 SH 1 150,000 ARMOR HOLDINGS INC COMMON 042260109 424 28,300 SH 2 28,300 ARQULE INC COMMON 04269E107 74 14,407 SH 1 14,407 ARRAY BIOPHARMA INC COMMON 04269X105 2,727 350,000 SH 1 350,000 ARRAY BIOPHARMA INC COMMON 04269X105 497 63,800 SH 2 63,800 ARRIS GROUP INC COMMON 04269Q100 555 150,000 SH 1 150,000 ARVINMERITOR INC COMMON 043353101 410 21,900 SH 1 21,900 ARVINMERITOR INC COMMON 043353101 1,758 94,000 SH 1,4 94,000 ARVINMERITOR INC COMMON 043353101 30 1,600 SH 2 1,600 ASE TEST LTD COMMON Y02516105 3,236 916,600 SH 1 916,600 ASE TEST LTD COMMON Y02516105 217 61,600 SH 2 61,600 ASE TEST LTD COMMON Y02516105 2 600 SH 2,3 600 ASHWORTH INC COMMON 04516H101 1,485 300,000 SH 1 300,000 ASHWORTH INC COMMON 04516H101 163 33,000 SH 6 33,000 ASM LITHOGRAPHY CVT 144A CONVERT 00207EAB6 917 1,250,000 PRN 1 1,250,000 ASYST TECHNOLOGIES INC COMMON 04648X107 1,963 325,000 SH 1 325,000 ASYST TECHNOLOGIES INC COMMON 04648X107 370 61,200 SH 2 61,200 ATS MEDICAL INC COMMON 002083103 1,102 2,295,000 SH 1 2,295,000 ATS MEDICAL INC COMMON 002083103 19 40,000 SH 2 40,000 AUTODESK INC COMMON 052769106 2,217 175,000 SH 1 175,000 AUTODESK INC COMMON 052769106 397 31,300 SH 2 31,300 AUTOMATIC DATA PROCESSING INC COMMON 053015103 20,329 584,680 SH 1 584,680 AUTOMATIC DATA PROCESSING INC COMMON 053015103 49,026 1,410,000 SH 1,2 1,410,000 AUTOMATIC DATA PROCESSING INC COMMON 053015103 174 5,000 SH 2 5,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ AUTOZONE INC COMMON 053332102 13,036 165,300 SH 1 165,300 AUTOZONE INC COMMON 053332102 70,974 900,000 SH 1,2 900,000 AUTOZONE INC COMMON 053332102 5,094 64,600 SH 1,4 64,600 AUTOZONE INC COMMON 053332102 4,855 61,560 SH 2 61,560 AUTOZONE INC COMMON 053332102 355 4,500 SH 2,3 4,500 AUTOZONE INC COMMON 053332102 13 160 SH 5 160 AVALONBAY COMMUNITIES INC COMMON 053484101 3,971 95,000 SH 1,4 95,000 AVENTIS ADR SPONSORED COMMON 053561106 139 2,642 SH 5 2,642 AVERY-DENNISON CORP COMMON 053611109 2,342 41,100 SH 1 41,100 AVERY-DENNISON CORP COMMON 053611109 6,348 111,400 SH 1,2 111,400 AVERY-DENNISON CORP COMMON 053611109 51 900 SH 2 900 AVERY-DENNISON CORP COMMON 053611109 63 1,100 SH 2,3 1,100 AVNET INC COMMON 053807103 1,408 130,500 SH 1 130,500 AVNET INC COMMON 053807103 279 25,900 SH 2 25,900 AVOCENT CORP COMMON 053893103 3,144 235,000 SH 1 235,000 AVOCENT CORP COMMON 053893103 595 44,500 SH 2 44,500 AVON PRODUCTS COMMON 054303102 46,538 1,009,500 SH 1 1,009,500 AVON PRODUCTS COMMON 054303102 63,157 1,370,000 SH 1,2 1,370,000 AVON PRODUCTS COMMON 054303102 728 15,800 SH 2 15,800 AVON PRODUCTS COMMON 054303102 1,227 26,612 SH 5 26,612 AXCAN PHARMA INC COMMON 054923107 1,685 175,000 SH 1 175,000 AXT INC COMMON 00246W103 624 300,000 SH 1 300,000 AXT INC COMMON 00246W103 107 51,500 SH 2 51,500 BAKER HUGHES INC COMMON 057224107 142,807 4,919,300 SH 1 4,919,300 BAKER HUGHES INC COMMON 057224107 34,836 1,200,000 SH 1,2 1,200,000 BAKER HUGHES INC COMMON 057224107 235 8,100 SH 2 8,100 BAKER HUGHES INC COMMON 057224107 116 4,000 SH 2,3 4,000 BALL CORP COMMON 058498106 8 160 SH 1 160 BANCORPSOUTH INC COMMON 059692103 3 130 SH 1 130 BANK OF AMERICA CORP COMMON 060505104 406,483 6,371,209 SH 1 6,371,209 BANK OF AMERICA CORP COMMON 060505104 160,776 2,520,000 SH 1,2 2,520,000 BANK OF AMERICA CORP COMMON 060505104 11,252 176,370 SH 1,4 176,370 BANK OF AMERICA CORP COMMON 060505104 17,067 267,500 SH 2 267,500 BANK OF AMERICA CORP COMMON 060505104 1,187 18,600 SH 2,3 18,600 BANK OF AMERICA CORP COMMON 060505104 8,952 140,315 SH 5 140,315 BANK OF BERMUDA LTD COMMON G07644100 1,441 44,200 SH 1 44,200 BANK OF NEW YORK CO COMMON 064057102 268,225 9,332,800 SH 1 9,332,800 BANK OF NEW YORK CO COMMON 064057102 11,496 400,000 SH 1,2 400,000 BANK OF NEW YORK CO COMMON 064057102 395 13,750 SH 2 13,750 BANK OF NEW YORK CO COMMON 064057102 250 8,700 SH 2,3 8,700
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BANK OF NEW YORK CO COMMON 064057102 4,307 149,849 SH 5 149,849 BANK ONE CORP COMMON 06423A103 127,153 3,399,800 SH 1 3,399,800 BANK ONE CORP COMMON 06423A103 8,041 215,000 SH 1,2 215,000 BANK ONE CORP COMMON 06423A103 361 9,650 SH 2 9,650 BANK ONE CORP COMMON 06423A103 75 2,000 SH 2,3 2,000 BANK ONE CORP COMMON 06423A103 9,090 243,052 SH 5 243,052 BARD (C.R.) INC COMMON 067383109 29,609 542,000 SH 1 542,000 BARD (C.R.) INC COMMON 067383109 366 6,700 SH 2 6,700 BARNES & NOBLE INC COMMON 067774109 18,722 884,800 SH 1 884,800 BARNES & NOBLE INC COMMON 067774109 341 16,100 SH 1,4 16,100 BARNES & NOBLE INC COMMON 067774109 1,435 67,800 SH 2 67,800 BARNES & NOBLE INC COMMON 067774109 1,969 93,051 SH 5 93,051 BARNES & NOBLE INC COMMON 067774109 127 6,000 SH 6 6,000 BARR LABORATORIES INC COMMON 068306109 7,039 113,000 SH 1 113,000 BARR LABORATORIES INC COMMON 068306109 187 3,000 SH 1,4 3,000 BARR LABORATORIES INC COMMON 068306109 645 10,350 SH 2 10,350 BARRICK GOLD CORP COMMON 067901108 10,977 705,900 SH 1,4 705,900 BAUSCH & LOMB INC COMMON 071707103 17,344 522,890 SH 1 522,890 BAUSCH & LOMB INC COMMON 071707103 308 9,300 SH 2 9,300 BAXTER INTERNATIONAL INC COMMON 071813109 142,109 4,651,700 SH 1 4,651,700 BAXTER INTERNATIONAL INC COMMON 071813109 113 3,700 SH 2 3,700 BAXTER INTERNATIONAL INC COMMON 071813109 113 3,700 SH 2,3 3,700 BAXTER INTERNATIONAL INC COMMON 071813109 6 200 SH 5 200 BCE INC COMMON 05534B109 10,990 620,900 SH 1,4 620,900 BEA SYSTEMS INC COMMON 073325102 27,190 5,249,100 SH 1 5,249,100 BEAR STEARNS COMPANIES INC COMMON 073902108 2 40 SH 1 40 BECKMAN COULTER INC COMMON 075811109 61,955 1,600,900 SH 1 1,600,900 BECKMAN COULTER INC COMMON 075811109 97 2,500 SH 1,4 2,500 BECKMAN COULTER INC COMMON 075811109 1,861 48,100 SH 2 48,100 BECKMAN COULTER INC COMMON 075811109 155 4,010 SH 2,3 4,010 BECKMAN COULTER INC COMMON 075811109 1,930 49,863 SH 5 49,863 BECTON DICKINSON & CO COMMON 075887109 4,998 176,000 SH 1 176,000 BECTON DICKINSON & CO COMMON 075887109 142 5,000 SH 2 5,000 BED BATH AND BEYOND INC COMMON 075896100 118,139 3,627,220 SH 1 3,627,220 BED BATH AND BEYOND INC COMMON 075896100 127,023 3,900,000 SH 1,2 3,900,000 BED BATH AND BEYOND INC COMMON 075896100 948 29,100 SH 1,4 29,100 BED BATH AND BEYOND INC COMMON 075896100 15,803 485,190 SH 2 485,190 BED BATH AND BEYOND INC COMMON 075896100 940 28,860 SH 2,3 28,860 BED BATH AND BEYOND INC COMMON 075896100 108 3,301 SH 5 3,301 BELLSOUTH CORP COMMON 079860102 12,573 684,825 SH 1 684,825 BELLSOUTH CORP COMMON 079860102 1,726 94,000 SH 2 94,000 BELLSOUTH CORP COMMON 079860102 68 3,717 SH 5 3,717
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BELO CORP - CLASS A COMMON 080555105 14,441 660,000 SH 1 660,000 BERKLEY (W.R.) CORP COMMON 084423102 3,235 95,150 SH 1 95,150 BEST BUY CO INC COMMON 086516101 192,335 8,621,000 SH 1 8,621,000 BEST BUY CO INC COMMON 086516101 37,927 1,700,000 SH 1,2 1,700,000 BEST BUY CO INC COMMON 086516101 2,768 124,050 SH 1,4 124,050 BEST BUY CO INC COMMON 086516101 2,111 94,600 SH 2 94,600 BEST BUY CO INC COMMON 086516101 187 8,400 SH 2,3 8,400 BEST BUY CO INC COMMON 086516101 2,072 92,856 SH 5 92,856 BHP BILLITON LTD ADR COMMON 088606108 114 11,700 SH 1,4 11,700 BHP BILLITON LTD ADR COMMON 088606108 64 6,515 SH 5 6,515 BIACORE INTL AB ADR SPONSORED COMMON 088658109 6 533 SH 5 533 BIG 5 SPORTING GOODS CORP COMMON 08915P101 2,614 255,000 SH 1 255,000 BIOGEN INC COMMON 090597105 29 1,000 SH 1 1,000 BIOMARIN PHARMACEUTICAL COMMON 09061G101 217 37,400 SH 1 37,400 BIOMARIN PHARMACEUTICAL COMMON 09061G101 4 700 SH 2 700 BIOMET INC COMMON 090613100 26,739 1,004,105 SH 1 1,004,105 BIOMET INC COMMON 090613100 100,413 3,770,675 SH 1,2 3,770,675 BIOMET INC COMMON 090613100 53 2,000 SH 1,4 2,000 BIOMET INC COMMON 090613100 8,891 333,875 SH 2 333,875 BIOMET INC COMMON 090613100 475 17,850 SH 2,3 17,850 BIOMET INC COMMON 090613100 42 1,590 SH 5 1,590 BIO-RAD LABORATORIES - CLASS A COMMON 090572207 113 3,000 SH 1 3,000 BIOVAIL CORP COMMON 09067J109 9,169 371,350 SH 1 371,350 BIOVAIL CORP COMMON 09067J109 8,866 359,100 SH 1,4 359,100 BIOVAIL CORP COMMON 09067J109 184 7,450 SH 2 7,450 BIOVAIL CORP COMMON 09067J109 2 100 SH 2,3 100 BIOVAIL CORP COMMON 09067J109 45 1,818 SH 5 1,818 BJ SERVICES CO COMMON 055482103 24,637 947,570 SH 1 947,570 BJ SERVICES CO COMMON 055482103 185 7,100 SH 1,4 7,100 BJ SERVICES CO COMMON 055482103 328 12,600 SH 2 12,600 BJ SERVICES CO COMMON 055482103 164 6,300 SH 2,3 6,300 BJ SERVICES CO COMMON 055482103 1,202 46,216 SH 5 46,216 BJ SERVICES CO COMMON 055482103 169 6,500 SH 6 6,500 BJ'S WHOLESALE CLUB INC COMMON 05548J106 390 20,500 SH 1 20,500 BJ'S WHOLESALE CLUB INC COMMON 05548J106 1 45 SH 5 45 BLACK & DECKER CORP COMMON 091797100 67,855 1,618,300 SH 1 1,618,300 BLACK & DECKER CORP COMMON 091797100 6,290 150,000 SH 1,2 150,000 BLACK & DECKER CORP COMMON 091797100 294 7,000 SH 1,4 7,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BLACK & DECKER CORP COMMON 091797100 314 7,500 SH 2 7,500 BLACK & DECKER CORP COMMON 091797100 63 1,500 SH 2,3 1,500 BLACK & DECKER CORP COMMON 091797100 7 178 SH 5 178 BLACK HILLS CORP COMMON 092113109 2,543 97,100 SH 1 97,100 BLOCK H&R INC COMMON 093671105 189,828 4,518,650 SH 1 4,518,650 BLOCK H&R INC COMMON 093671105 16,804 400,000 SH 1,2 400,000 BLOCK H&R INC COMMON 093671105 399 9,500 SH 1,4 9,500 BLOCK H&R INC COMMON 093671105 1,456 34,660 SH 2 34,660 BLOCK H&R INC COMMON 093671105 403 9,600 SH 2,3 9,600 BLOCK H&R INC COMMON 093671105 15,273 363,563 SH 5 363,563 BLOCKBUSTER INC CL A COMMON 093679108 26,201 1,056,500 SH 1 1,056,500 BLOCKBUSTER INC CL A COMMON 093679108 372 15,000 SH 1,4 15,000 BLOCKBUSTER INC CL A COMMON 093679108 407 16,400 SH 2 16,400 BLOCKBUSTER INC CL A COMMON 093679108 136 5,500 SH 2,3 5,500 BMC SOFTWARE INC COMMON 055921100 13,044 998,000 SH 1 998,000 BMC SOFTWARE INC COMMON 055921100 290 22,200 SH 2 22,200 BMC SOFTWARE INC COMMON 055921100 1,794 137,264 SH 5 137,264 BNP PARIBAS ADR COMMON 05565A202 146 8,973 SH 5 8,973 BORG-WARNER AUTOMOTIVE COMMON 099724106 993 20,000 SH 1 20,000 BOSTON PROPERTIES INC COMMON 101121101 1,823 49,000 SH 1,4 49,000 BOSTON SCIENTIFIC CORP COMMON 101137107 1,641 52,000 SH 1 52,000 BOSTON SCIENTIFIC CORP COMMON 101137107 57 1,800 SH 2 1,800 BOWATER INC COMMON 102183100 9,810 277,900 SH 1 277,900 BP PLC ADR COMMON 055622104 205,393 5,147,700 SH 1 5,147,700 BP PLC ADR COMMON 055622104 140 3,500 SH 1,4 3,500 BP PLC ADR COMMON 055622104 88 2,200 SH 2 2,200 BP PLC ADR COMMON 055622104 88 2,200 SH 2,3 2,200 BP PLC ADR COMMON 055622104 36 894 SH 5 894 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 991 68,400 SH 1 68,400 BP PRUDHOE BAY ROYALTY TRUST COMMON 055630107 3,770 260,200 SH 1,4 260,200 BRINKER INTL INC COMMON 109641100 13,605 525,280 SH 1 525,280 BRINKER INTL INC COMMON 109641100 70,205 2,710,600 SH 1,2 2,710,600 BRINKER INTL INC COMMON 109641100 5,339 206,150 SH 2 206,150 BRINKER INTL INC COMMON 109641100 374 14,450 SH 2,3 14,450 BRISTOL MYERS SQUIBB CO COMMON 110122108 4,096 172,118 SH 5 172,118 BRISTOL-MYERS SQUIBB CO COMMON 110122108 121,821 5,118,520 SH 1 5,118,520 BRISTOL-MYERS SQUIBB CO COMMON 110122108 2,618 110,000 SH 1,4 110,000 BRISTOL-MYERS SQUIBB CO COMMON 110122108 1,020 42,850 SH 2 42,850 BROADCOM CORP CL A COMMON 111320107 1,655 155,000 SH 1 155,000 BROADCOM CORP CL A COMMON 111320107 276 25,800 SH 1,4 25,800 BROADCOM CORP CL A COMMON 111320107 991 92,800 SH 2 92,800
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 1,167 155,000 SH 1 155,000 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 200 26,600 SH 1,4 26,600 BROCADE COMMUNICATIONS SYSTEMS INC COMMON 111621108 687 91,300 SH 2 91,300 BROOKS-PRI AUTOMATION INC COMMON 11442E102 249 21,800 SH 1 21,800 BROOKS-PRI AUTOMATION INC COMMON 11442E102 3 300 SH 2,3 300 BROWN & BROWN INC COMMON 115236101 14,205 473,500 SH 1 473,500 BROWN & BROWN INC COMMON 115236101 73 2,440 SH 1,4 2,440 BROWN & BROWN INC COMMON 115236101 1,054 35,120 SH 2 35,120 BROWN & BROWN INC COMMON 115236101 113 3,780 SH 2,3 3,780 BRUKER AXS INC COMMON 11679P101 1,177 560,500 SH 1 560,500 BRUKER AXS INC COMMON 11679P101 203 96,800 SH 2 96,800 BRUKER DALTONICS INC COMMON 116795105 1,536 300,600 SH 1 300,600 BRUKER DALTONICS INC COMMON 116795105 309 60,400 SH 2 60,400 BRUNSWICK CORP COMMON 117043109 42,647 2,026,970 SH 1 2,026,970 BRUNSWICK CORP COMMON 117043109 686 32,600 SH 2 32,600 BRUNSWICK CORP COMMON 117043109 3,831 182,070 SH 5 182,070 BUNGE LTD COMMON G16962105 10,989 454,100 SH 1 454,100 BUNGE LTD COMMON G16962105 3,165 130,800 SH 1,4 130,800 BUNZL PUB LTD CO ADR SPONSORED COMMON 120738307 97 2,718 SH 5 2,718 BURLINGTON RESOURCES INC COMMON 122014103 261 6,800 SH 1 6,800 BURLINGTON RESOURCES INC COMMON 122014103 77 2,000 SH 1,4 2,000 BUSINESS OBJECTS ADR COMMON 12328X107 6,114 575,700 SH 1 575,700 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 22,300 825,300 SH 1 825,300 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 54 2,000 SH 1,4 2,000 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 1,405 52,000 SH 2 52,000 C.H. ROBINSON WORLDWIDE INC COMMON 12541W100 86 3,200 SH 2,3 3,200 CABOT MICROELECTRONICS CORP COMMON 12709P103 13,131 352,600 SH 1 352,600 CABOT MICROELECTRONICS CORP COMMON 12709P103 395 10,600 SH 1,4 10,600 CABOT MICROELECTRONICS CORP COMMON 12709P103 1,423 38,200 SH 2 38,200 CACI INTERNATIONAL INC CL A COMMON 127190304 25,538 720,400 SH 1 720,400 CACI INTERNATIONAL INC CL A COMMON 127190304 57 1,600 SH 1,4 1,600 CACI INTERNATIONAL INC CL A COMMON 127190304 1,790 50,500 SH 2 50,500 CACI INTERNATIONAL INC CL A COMMON 127190304 92 2,600 SH 2,3 2,600 CACI INTERNATIONAL INC CL A COMMON 127190304 248 7,000 SH 6 7,000 CAL DIVE INTL INC COMMON 127914109 32,232 1,598,800 SH 1 1,598,800 CAL DIVE INTL INC COMMON 127914109 101 5,000 SH 1,4 5,000 CAL DIVE INTL INC COMMON 127914109 2,965 147,090 SH 2 147,090 CAL DIVE INTL INC COMMON 127914109 165 8,190 SH 2,3 8,190 CAL DIVE INTL INC COMMON 127914109 202 10,000 SH 6 10,000 CALIPER TECHNOLOGIES CORP COMMON 130876105 75 17,900 SH 1 17,900 CALPINE CORP COMMON 131347106 389 157,500 SH 1 157,500
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CAMBREX CORP COMMON 132011107 17,609 478,500 SH 1 478,500 CAMBREX CORP COMMON 132011107 1,435 39,000 SH 2 39,000 CANADIAN NATIONAL RAILWAY COMMON 136375102 16,198 433,800 SH 1 433,800 CANADIAN NATIONAL RAILWAY COMMON 136375102 7,550 202,200 SH 1,4 202,200 CANADIAN NATIONAL RAILWAY COMMON 136375102 2,955 79,150 SH 2 79,150 CANADIAN NATIONAL RAILWAY COMMON 136375102 153 4,089 SH 5 4,089 CANADIAN PACIFIC RAILWAY LTD COMMON 13645T100 80 4,363 SH 5 4,363 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 2,120 40,006,000 PRN 1 40,006,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AA4 2,268 42,800,000 PRN 1,2 42,800,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 670 12,647,000 PRN 1 12,647,000 CANDESCENT TECH CVT 144A 8.00 5/03 CONVERT 137392AB2 949 17,900,000 PRN 1,2 17,900,000 CANON INC ADR COMMON 138006309 59 1,844 SH 5 1,844 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 17,882 512,090 SH 1 512,090 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 34,920 1,000,000 SH 1,2 1,000,000 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 11,656 333,800 SH 1,4 333,800 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 4,124 118,100 SH 2 118,100 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 185 5,300 SH 2,3 5,300 CARDIAC SCIENCE INC COMMON 141410209 5,168 2,610,000 SH 1 2,610,000 CARDIAC SCIENCE INC COMMON 141410209 94 47,300 SH 2 47,300 CARDIAC SCIENCE INC COMMON 141410209 297 150,000 SH 6 150,000 CARDINAL HEALTH INC COMMON 14149Y108 79,997 1,286,130 SH 1 1,286,130 CARDINAL HEALTH INC COMMON 14149Y108 118,180 1,900,000 SH 1,2 1,900,000 CARDINAL HEALTH INC COMMON 14149Y108 14,057 226,000 SH 2 226,000 CARDINAL HEALTH INC COMMON 14149Y108 622 10,000 SH 2,3 10,000 CARDINAL HEALTH INC COMMON 14149Y108 277 4,459 SH 5 4,459 CAREER EDUCATION CORP COMMON 141665109 8,641 180,000 SH 1 180,000 CAREER EDUCATION CORP COMMON 141665109 1,397 29,100 SH 2 29,100 CAREMARK RX INC COMMON 141705103 58,115 3,418,500 SH 1 3,418,500 CAREMARK RX INC COMMON 141705103 85,000 5,000,000 SH 1,2 5,000,000 CAREMARK RX INC COMMON 141705103 631 37,100 SH 1,4 37,100 CAREMARK RX INC COMMON 141705103 10,636 625,620 SH 2 625,620 CAREMARK RX INC COMMON 141705103 608 35,790 SH 2,3 35,790 CARNIVAL CORP COMMON 143658102 38,751 1,543,850 SH 1 1,543,850 CARNIVAL CORP COMMON 143658102 28,865 1,150,000 SH 1,2 1,150,000 CARNIVAL CORP COMMON 143658102 4,552 181,350 SH 2 181,350 CARNIVAL CORP COMMON 143658102 113 4,500 SH 2,3 4,500 CARNIVAL CORP COMMON 143658102 234 9,341 SH 5 9,341 CAROLINA GROUP COMMON 540424207 11,307 601,100 SH 1,4 601,100 CATALINA MARKETING CORP COMMON 148867104 8,065 287,200 SH 1 287,200 CATALINA MARKETING CORP COMMON 148867104 42 1,500 SH 1,4 1,500
Page 13/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CATALINA MARKETING CORP COMMON 148867104 567 20,200 SH 2 20,200 CATALINA MARKETING CORP COMMON 148867104 56 1,990 SH 2,3 1,990 CATAPULT COMMUNICATIONS CORP COMMON 149016107 1,316 135,000 SH 1 135,000 CATAPULT COMMUNICATIONS CORP COMMON 149016107 260 26,700 SH 2 26,700 CBRL GROUP INC COMMON 12489V106 11,967 524,400 SH 1 524,400 CBRL GROUP INC COMMON 12489V106 57 2,480 SH 1,4 2,480 CBRL GROUP INC COMMON 12489V106 890 39,020 SH 2 39,020 CBRL GROUP INC COMMON 12489V106 94 4,100 SH 2,3 4,100 CDW COMPUTER CENTERS INC COMMON 125129106 79,083 1,866,920 SH 1 1,866,920 CDW COMPUTER CENTERS INC COMMON 125129106 81,712 1,929,000 SH 1,2 1,929,000 CDW COMPUTER CENTERS INC COMMON 125129106 454 10,710 SH 1,4 10,710 CDW COMPUTER CENTERS INC COMMON 125129106 10,562 249,340 SH 2 249,340 CDW COMPUTER CENTERS INC COMMON 125129106 926 21,860 SH 2,3 21,860 CDW COMPUTER CENTERS INC COMMON 125129106 102 2,413 SH 5 2,413 CE FRANKLIN LTD COMMON 125151100 308 128,800 SH 1 128,800 CE FRANKLIN LTD COMMON 125151100 14 6,000 SH 1,4 6,000 CEC ENTERTAINMENT INC COMMON 125137109 32,499 952,775 SH 1 952,775 CEC ENTERTAINMENT INC COMMON 125137109 127 3,720 SH 1,4 3,720 CEC ENTERTAINMENT INC COMMON 125137109 1,592 46,680 SH 2 46,680 CEC ENTERTAINMENT INC COMMON 125137109 166 4,870 SH 2,3 4,870 CEC ENTERTAINMENT INC COMMON 125137109 50 1,462 SH 5 1,462 CELCARIBE ORD TRUST CTFS 144A COMMON 150898104 23 2,276,400 SH 1 2,276,400 CELEGENE CORP COMMON 151020104 8 500 SH 1 500 CELESTICA INC COMMON 15101Q108 95,343 7,278,100 SH 1 7,278,100 CELESTICA INC COMMON 15101Q108 1,932 147,500 SH 1,4 147,500 CELESTICA INC COMMON 15101Q108 1,141 87,100 SH 2 87,100 CELESTICA INC COMMON 15101Q108 90 6,900 SH 2,3 6,900 CELL GENESYS INC COMMON 150921104 36 3,000 SH 1 3,000 CELL THERAPEUTICS INC COMMON 150934107 5 1,100 SH 1 1,100 CEMEX SA WTS COMMON 151290863 25 16,212 SH 1 16,212 CENDANT CORP COMMON 151313103 58,072 5,397,059 SH 1 5,397,059 CENDANT CORP COMMON 151313103 10,760 1,000,000 SH 1,2 1,000,000 CENDANT CORP COMMON 151313103 3,595 334,100 SH 1,4 334,100 CENDANT CORP COMMON 151313103 253 23,550 SH 2 23,550 CENDANT CORP COMMON 151313103 108 10,000 SH 2,3 10,000 CENDANT CORP COMMON 151313103 4,596 427,178 SH 5 427,178 CENTENE CORP COMMON 15135B101 4,922 184,400 SH 1 184,400 CENTENE CORP COMMON 15135B101 571 21,400 SH 2 21,400 CENTEX CORP COMMON 152312104 13,908 313,600 SH 1 313,600 CENTEX CORP COMMON 152312104 26,610 600,000 SH 1,2 600,000
Page 14/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CENTEX CORP COMMON 152312104 909 20,500 SH 1,4 20,500 CENTEX CORP COMMON 152312104 2,071 46,700 SH 2 46,700 CENTEX CORP COMMON 152312104 102 2,300 SH 2,3 2,300 CEPHALON INC COMMON 156708109 18,498 453,149 SH 1 453,149 CEPHALON INC COMMON 156708109 51,025 1,250,000 SH 1,2 1,250,000 CEPHALON INC COMMON 156708109 351 8,600 SH 1,4 8,600 CEPHALON INC COMMON 156708109 5,011 122,750 SH 2 122,750 CEPHALON INC COMMON 156708109 204 5,000 SH 2,3 5,000 CERIDIAN CORP COMMON 156779100 155,166 10,888,830 SH 1 10,888,830 CERIDIAN CORP COMMON 156779100 911 63,900 SH 2 63,900 CERIDIAN CORP COMMON 156779100 13,694 961,004 SH 5 961,004 CERNER CORP COMMON 156782104 17,925 509,100 SH 1 509,100 CERNER CORP COMMON 156782104 1,190 33,800 SH 2 33,800 CERNER CORP COMMON 156782104 11 300 SH 2,3 300 CERTEGY INC COMMON 156880106 28,922 1,438,900 SH 1 1,438,900 CERTEGY INC COMMON 156880106 366 18,200 SH 2 18,200 CERTEGY INC COMMON 156880106 2,062 102,589 SH 5 102,589 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 8,329 212,200 SH 1 212,200 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 118 3,000 SH 1,4 3,000 CHARLES RIVER LABORATORIES INTL INC COMMON 159864107 1,295 33,000 SH 2 33,000 CHARLOTTE RUSSE HOLDING COMMON 161048103 2,233 235,000 SH 1 235,000 CHARLOTTE RUSSE HOLDING COMMON 161048103 162 17,000 SH 6 17,000 CHARMING SHOPPES CVT 144A CONVERT 161133AB9 2,003 2,000,000 PRN 1 2,000,000 CHARMING SHOPPES, INC. COMMON 161133103 3,510 520,000 SH 1 520,000 CHARMING SHOPPES, INC. COMMON 161133103 135 20,000 SH 6 20,000 CHARTER COMM INC CVT 144A 5.75 CONVERT 16117MAA5 758 1,500,000 PRN 1 1,500,000 CHARTER MUNICIPAL MTG ACCEPTANCE COMMON 160908109 2,939 166,800 SH 1 166,800 CHARTER ONE FINANCIAL INC COMMON 160903100 9,079 305,500 SH 1 305,500 CHARTER ONE FINANCIAL INC COMMON 160903100 89 2,995 SH 2 2,995 CHARTER ONE FINANCIAL INC COMMON 160903100 9 311 SH 5 311 CHECK POINT SOFTWARE TECH ORD COMMON M22465104 23 1,704 SH 5 1,704 CHECKFREE CORP COMMON 162813109 3 250 SH 1 250 CHEESECAKE FACTORY (THE) COMMON 163072101 23,682 793,900 SH 1 793,900 CHEESECAKE FACTORY (THE) COMMON 163072101 418 14,000 SH 1,4 14,000 CHEESECAKE FACTORY (THE) COMMON 163072101 2,723 91,270 SH 2 91,270 CHEESECAKE FACTORY (THE) COMMON 163072101 166 5,560 SH 2,3 5,560 CHEESECAKE FACTORY (THE) COMMON 163072101 73 2,463 SH 5 2,463 CHESAPEAKE ENERGY CORP COMMON 165167107 2,640 400,000 SH 1 400,000
Page 15/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CHESAPEAKE ENERGY CORP COMMON 165167107 463 70,200 SH 2 70,200 CHEUNG KONG HOLDINGS LTD ADR COMMON 166744201 42 6,727 SH 5 6,727 CHEVRONTEXACO CORP COMMON 166764100 200,603 2,896,790 SH 1 2,896,790 CHEVRONTEXACO CORP COMMON 166764100 34,625 500,000 SH 1,2 500,000 CHEVRONTEXACO CORP COMMON 166764100 125 1,800 SH 2 1,800 CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 3,216 134,000 SH 1 134,000 CHICO'S FAS INC COMMON 168615102 11,788 740,000 SH 1 740,000 CHICO'S FAS INC COMMON 168615102 1,438 90,298 SH 2 90,298 CHINA MOBILE HONG KONG LTD ADR COMMON 16941M109 26 2,269 SH 5 2,269 CHIPPAC INC COMMON 169657103 7,931 3,707,900 SH 1 3,707,900 CHIPPAC INC COMMON 169657103 321 150,200 SH 2 150,200 CHIPPAC INC COMMON 169657103 318 148,600 SH 6 148,600 CHOICEPOINT INC COMMON 170388102 5,606 157,300 SH 1 157,300 CHOICEPOINT INC COMMON 170388102 25 700 SH 1,4 700 CHOICEPOINT INC COMMON 170388102 406 11,400 SH 2 11,400 CHOICEPOINT INC COMMON 170388102 43 1,200 SH 2,3 1,200 CHRISTOPHER & BANKS CORP COMMON 171046105 5,526 220,000 SH 1 220,000 CHRISTOPHER & BANKS CORP COMMON 171046105 992 39,500 SH 2 39,500 CIGNA CORP COMMON 125509109 110,338 1,559,550 SH 1 1,559,550 CIGNA CORP COMMON 125509109 318 4,500 SH 2 4,500 CIGNA CORP COMMON 125509109 8,081 114,226 SH 5 114,226 CINTAS CORP COMMON 172908105 23,869 569,400 SH 1 569,400 CINTAS CORP COMMON 172908105 423 10,100 SH 1,4 10,100 CINTAS CORP COMMON 172908105 2,729 65,090 SH 2 65,090 CINTAS CORP COMMON 172908105 172 4,100 SH 2,3 4,100 CINTAS CORP COMMON 172908105 23 555 SH 5 555 CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 392 130,700 SH 1 130,700 CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 5 1,600 SH 2 1,600 CIRCUIT CITY STORES-CARMAX COMMON 172737306 8,897 554,300 SH 1 554,300 CIRCUIT CITY STORES-CARMAX COMMON 172737306 16,050 1,000,000 SH 1,2 1,000,000 CIRCUIT CITY STORES-CARMAX COMMON 172737306 1,857 115,700 SH 2 115,700 CIRCUIT CITY STORES-CARMAX COMMON 172737306 63 3,900 SH 2,3 3,900 CIRRUS LOGIC INC COMMON 172755100 180 70,500 SH 1 70,500 CIRRUS LOGIC INC COMMON 172755100 3 1,000 SH 2,3 1,000 CISCO SYSTEMS INC COMMON 17275R102 238,065 22,716,168 SH 1 22,716,168 CISCO SYSTEMS INC COMMON 17275R102 146,720 14,000,000 SH 1,2 14,000,000 CISCO SYSTEMS INC COMMON 17275R102 11,612 1,108,000 SH 1,4 1,108,000 CISCO SYSTEMS INC COMMON 17275R102 16,385 1,563,480 SH 2 1,563,480 CISCO SYSTEMS INC COMMON 17275R102 1,095 104,500 SH 2,3 104,500 CISCO SYSTEMS INC COMMON 17275R102 453 43,244 SH 5 43,244 CIT GROUP INC COMMON 125581108 15,712 873,850 SH 1 873,850 CIT GROUP INC COMMON 125581108 5,394 300,000 SH 1,2 300,000
Page 16/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CIT GROUP INC COMMON 125581108 63 3,500 SH 2,3 3,500 CITIGROUP INC COMMON 172967101 644,163 21,725,570 SH 1 21,725,570 CITIGROUP INC COMMON 172967101 97,845 3,300,000 SH 1,2 3,300,000 CITIGROUP INC COMMON 172967101 400 13,500 SH 1,4 13,500 CITIGROUP INC COMMON 172967101 16,263 548,500 SH 2 548,500 CITIGROUP INC COMMON 172967101 735 24,800 SH 2,3 24,800 CITIGROUP INC COMMON 172967101 8,983 302,962 SH 5 302,962 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 38,616 1,111,250 SH 1 1,111,250 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 53,863 1,550,000 SH 1,2 1,550,000 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 313 9,000 SH 1,4 9,000 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 7,350 211,500 SH 2 211,500 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 455 13,100 SH 2,3 13,100 CLEAR CHANNEL COMMUNICATIONS INC COMMON 184502102 189 5,434 SH 5 5,434 CLOROX CO COMMON 189054109 24,129 600,520 SH 1 600,520 CLOROX CO COMMON 189054109 4,617 114,900 SH 1,4 114,900 CLOROX CO COMMON 189054109 534 13,300 SH 2 13,300 CLOROX CO COMMON 189054109 153 3,800 SH 2,3 3,800 CLOROX CO COMMON 189054109 2,674 66,542 SH 5 66,542 CMS ENERGY CORP COMMON 125896100 1,639 203,300 SH 1 203,300 CNOOC LTD ADR COMMON 126132109 8,744 310,300 SH 1 310,300 CNOOC LTD ADR COMMON 126132109 39 1,400 SH 1,4 1,400 CNOOC LTD ADR COMMON 126132109 28 1,000 SH 2 1,000 CNOOC LTD ADR COMMON 126132109 8 300 SH 2,3 300 CNOOC LTD ADR COMMON 126132109 95 3,383 SH 5 3,383 COACH INC COMMON 189754104 7,043 275,100 SH 1 275,100 COACH INC COMMON 189754104 179 7,000 SH 1,4 7,000 COACH INC COMMON 189754104 297 11,600 SH 2 11,600 COACH INC COMMON 189754104 282 11,000 SH 2,3 11,000 COCA-COLA CO COMMON 191216100 59,692 1,244,620 SH 1 1,244,620 COCA-COLA CO COMMON 191216100 140,043 2,920,000 SH 1,2 2,920,000 COCA-COLA CO COMMON 191216100 12,021 250,650 SH 2 250,650 COCA-COLA CO COMMON 191216100 336 7,000 SH 2,3 7,000 COCA-COLA ENTERPRISES INC COMMON 191219104 2,039 96,000 SH 1 96,000 COCA-COLA ENTERPRISES INC COMMON 191219104 74 3,500 SH 2 3,500 COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 6,705 352,700 SH 1 352,700 COCA-COLA FEMSA S.A. -SP ADR COMMON 191241108 38 2,000 SH 1,4 2,000 COGNEX CORP. COMMON 192422103 657 47,240 SH 1 47,240 COGNOS INC COMMON 19244C109 3,362 200,000 SH 1 200,000 COGNOS INC COMMON 19244C109 600 35,700 SH 2 35,700
Page 17/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COINSTAR INC COMMON 19259P300 6,445 250,000 SH 1 250,000 COINSTAR INC COMMON 19259P300 2,016 78,200 SH 1,4 78,200 COINSTAR INC COMMON 19259P300 577 22,400 SH 2 22,400 COLDWATER CREEK INC COMMON 193068103 171 13,000 SH 6 13,000 COLGATE PALMOLIVE CO COMMON 194162103 76,911 1,425,600 SH 1 1,425,600 COLGATE PALMOLIVE CO COMMON 194162103 13,488 250,000 SH 1,2 250,000 COLGATE PALMOLIVE CO COMMON 194162103 7,607 141,000 SH 2 141,000 COLGATE PALMOLIVE CO COMMON 194162103 135 2,500 SH 2,3 2,500 COLGATE PALMOLIVE CO COMMON 194162103 297 5,501 SH 5 5,501 COLUMBIA BANKING SYSTEM INC COMMON 197236102 111 10,000 SH 6 10,000 COMCAST CORP SPECIAL CL A COMMON 200300200 264,805 12,694,400 SH 1 12,694,400 COMCAST CORP SPECIAL CL A COMMON 200300200 148 7,100 SH 2 7,100 COMCAST CORP SPECIAL CL A COMMON 200300200 148 7,100 SH 2,3 7,100 COMDISCO INC COMMON 200336105 0 100 SH 5 100 COMERICA INC COMMON 200340107 9,355 194,000 SH 1 194,000 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 92,806 3,485,000 SH 1 3,485,000 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 543 20,400 SH 1,4 20,400 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 4,447 166,990 SH 2 166,990 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 218 8,170 SH 2,3 8,170 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 84 3,155 SH 5 3,155 COMPANHIA DE BEBIDAS PR ADR COMMON 20441W203 2,334 217,700 SH 1,4 217,700 COMPANIA DE MINAS BUENAVENTURA ADR COMMON 204448104 5,134 239,900 SH 1,4 239,900 COMPASS BANCSHARES INC COMMON 20449H109 9,520 321,300 SH 1 321,300 COMPUTER ASSOCIATES INTL COMMON 204912109 166,743 17,369,050 SH 1 17,369,050 COMPUTER ASSOCIATES INTL COMMON 204912109 51,456 5,360,000 SH 1,2 5,360,000 COMPUTER ASSOCIATES INTL COMMON 204912109 360 37,500 SH 1,4 37,500 COMPUTER ASSOCIATES INTL COMMON 204912109 2,425 252,650 SH 2 252,650 COMPUTER ASSOCIATES INTL COMMON 204912109 12,006 1,250,650 SH 5 1,250,650 COMPUTER SCIENCES CORP COMMON 205363104 14,940 537,600 SH 1 537,600 COMVERSE TECH 1.50 12/1/05 144A CONVERT 205862AH8 1,223 1,500,000 PRN 1 1,500,000 CONAGRA INC COMMON 205887102 27,822 1,119,590 SH 1 1,119,590 CONAGRA INC COMMON 205887102 70,326 2,830,000 SH 1,2 2,830,000 CONAGRA INC COMMON 205887102 249 10,000 SH 2 10,000 CONCEPTUS INC COMMON 206016107 225 14,700 SH 1 14,700 CONCEPTUS INC COMMON 206016107 3 200 SH 2,3 200 CONCORD EFS INC COMMON 206197105 91,215 5,744,044 SH 1 5,744,044 CONCORD EFS INC COMMON 206197105 23,820 1,500,000 SH 1,2 1,500,000
Page 18/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ CONCORD EFS INC COMMON 206197105 1,075 67,720 SH 1,4 67,720 CONCORD EFS INC COMMON 206197105 8,391 528,430 SH 2 528,430 CONCORD EFS INC COMMON 206197105 634 39,910 SH 2,3 39,910 CONCORD EFS INC COMMON 206197105 1,599 100,662 SH 5 100,662 CONMED CORP COMMON 207410101 2 100 SH 1 100 CONNETICS CORP COMMON 208192104 5,088 550,000 SH 1 550,000 CONNETICS CORP COMMON 208192104 500 54,000 SH 2 54,000 CONNETICS CORP COMMON 208192104 185 20,000 SH 6 20,000 CONSOLIDATED EDISON INC COMMON 209115104 2,984 74,200 SH 1 74,200 CONSTELLATION BRANDS INC A COMMON 21036P108 3,770 163,200 SH 1 163,200 CONSTELLATION BRANDS INC A COMMON 21036P108 266 11,500 SH 1,4 11,500 CONSTELLATION BRANDS INC A COMMON 21036P108 23 1,000 SH 2 1,000 CONSTELLATION ENERGY GROUP COMMON 210371100 2,449 98,800 SH 1 98,800 CONTINENTAL AG ADR SPONSORED COMMON 210771200 79 5,978 SH 5 5,978 CONVERGYS CORP COMMON 212485106 33,189 2,208,200 SH 1 2,208,200 CONVERGYS CORP COMMON 212485106 36,373 2,420,000 SH 1,2 2,420,000 CONVERGYS CORP COMMON 212485106 546 36,300 SH 2 36,300 CONVERGYS CORP COMMON 212485106 2,787 185,425 SH 5 185,425 COOPER CAMERON CORP COMMON 216640102 59,288 1,419,720 SH 1 1,419,720 COOPER CAMERON CORP COMMON 216640102 58 1,400 SH 1,4 1,400 COOPER CAMERON CORP COMMON 216640102 1,011 24,210 SH 2 24,210 COOPER CAMERON CORP COMMON 216640102 92 2,200 SH 2,3 2,200 COOPER CAMERON CORP COMMON 216640102 859 20,562 SH 5 20,562 COPART INC COMMON 217204106 12,980 1,196,300 SH 1 1,196,300 COPART INC COMMON 217204106 590 54,350 SH 2 54,350 COPEL-CIA PARANAENSE ENE- SP ADR COMMON 20441B407 893 465,200 SH 1 465,200 CORNING INC CVT 0% 11/8/15 CONVERT 219350AJ4 595 1,345,000 PRN 1 1,345,000 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 13,196 462,200 SH 1 462,200 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 34 1,200 SH 1,4 1,200 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 1,684 58,980 SH 2 58,980 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 59 2,050 SH 2,3 2,050 CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 24 835 SH 5 835 CORVAS INTERNATIONAL INC COMMON 221005101 2,469 1,913,600 SH 1 1,913,600 CORVAS INTERNATIONAL INC COMMON 221005101 50 38,500 SH 2 38,500 COSTCO WHOLESALE CORP COMMON 22160K105 14,874 459,510 SH 1 459,510 COSTCO WHOLESALE CORP COMMON 22160K105 2,734 84,450 SH 2 84,450 COUNTRYWIDE CREDIT IND INC COMMON 222372104 2,678 56,800 SH 1 56,800 COUNTRYWIDE CREDIT IND INC COMMON 222372104 3,814 80,900 SH 1,4 80,900 COUNTRYWIDE CREDIT IND INC COMMON 222372104 66 1,400 SH 2 1,400 COVANCE INC COMMON 222816100 2,740 140,000 SH 1 140,000 COVANCE INC COMMON 222816100 536 27,400 SH 2 27,400
Page 19/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ COVENTRY HEALTH CARE INC COMMON 222862104 23,065 709,700 SH 1 709,700 COVENTRY HEALTH CARE INC COMMON 222862104 4,004 123,200 SH 1,4 123,200 COVENTRY HEALTH CARE INC COMMON 222862104 68 2,100 SH 2 2,100 COX COMMUNICATIONS INC CL A COMMON 224044107 419,456 17,058,000 SH 1 17,058,000 COX RADIO INC CL A COMMON 224051102 21,404 818,200 SH 1 818,200 COX RADIO INC CL A COMMON 224051102 319 12,200 SH 1,4 12,200 COX RADIO INC CL A COMMON 224051102 1,645 62,900 SH 2 62,900 CREDENCE SYSTEMS CORP COMMON 225302108 2,078 240,000 SH 1 240,000 CREDENCE SYSTEMS CORP COMMON 225302108 417 48,200 SH 2 48,200 CREE INC COMMON 225447101 8,438 675,000 SH 1 675,000 CREE INC COMMON 225447101 688 55,000 SH 2 55,000 CREE INC COMMON 225447101 250 20,000 SH 6 20,000 CROSS COUNTRY INC COMMON 22748P105 2,051 146,500 SH 1 146,500 CROSS COUNTRY INC COMMON 22748P105 210 15,000 SH 6 15,000 CSC HOLDINGS INC PFD M PREFERRED 126304401 5,174 79,300 SH 1 79,300 CSC HOLDINGS INC PFD M PREFERRED 126304401 46 700 SH 2,3 700 CSK AUTO CORP COMMON 125965103 3,533 283,100 SH 1 283,100 CTI MOLECULAR IMAGING SYSTEMS COMMON 22943D105 3,033 119,900 SH 1 119,900 CTI MOLECULAR IMAGING SYSTEMS COMMON 22943D105 554 21,900 SH 2 21,900 CULLEN/FROST BANKERS INC COMMON 229899109 10,359 303,350 SH 1 303,350 CULLEN/FROST BANKERS INC COMMON 229899109 171 5,000 SH 1,4 5,000 CULLEN/FROST BANKERS INC COMMON 229899109 14 400 SH 2 400 CURAGEN CORP COMMON 23126R101 2 500 SH 1 500 CV THERAPEUTICS INC COMMON 126667104 82 3,900 SH 1 3,900 CVS CORP COMMON 126650100 15,345 605,320 SH 1 605,320 CVS CORP COMMON 126650100 385 15,200 SH 1,4 15,200 CVS CORP COMMON 126650100 1,318 52,000 SH 2 52,000 CYBERONICS INC COMMON 23251P102 688 40,000 SH 1 40,000 CYGNUS INC COMMON 232560102 0 200 SH 2 200 CYMER INC COMMON 232572107 2,408 129,200 SH 1 129,200 CYMER INC COMMON 232572107 468 25,100 SH 2 25,100 CYMER INC COMMON 232572107 2 100 SH 2,3 100 CYTYC CORP COMMON 232946103 8,040 750,000 SH 1 750,000 CYTYC CORP COMMON 232946103 751 70,100 SH 2 70,100 CYTYC CORP COMMON 232946103 214 20,000 SH 6 20,000 D&K HEALTHCARE RESOURCES INC COMMON 232861104 2,014 225,000 SH 1 225,000 D&K HEALTHCARE RESOURCES INC COMMON 232861104 179 20,000 SH 6 20,000 D.R. HORTON INC COMMON 23331A109 20,804 1,117,275 SH 1 1,117,275
Page 20/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ D.R. HORTON INC COMMON 23331A109 22,344 1,200,000 SH 1,2 1,200,000 D.R. HORTON INC COMMON 23331A109 1,052 56,500 SH 1,4 56,500 D.R. HORTON INC COMMON 23331A109 2,227 119,600 SH 2 119,600 D.R. HORTON INC COMMON 23331A109 88 4,700 SH 2,3 4,700 DAISYTEK INTERNATIONAL CORPORATION COMMON 234053106 2,600 200,000 SH 1 200,000 DAISYTEK INTERNATIONAL CORPORATION COMMON 234053106 437 33,600 SH 2 33,600 DANAHER CORP COMMON 235851102 32,034 563,480 SH 1 563,480 DANAHER CORP COMMON 235851102 45,480 800,000 SH 1,2 800,000 DANAHER CORP COMMON 235851102 125 2,200 SH 1,4 2,200 DANAHER CORP COMMON 235851102 3,923 69,000 SH 2 69,000 DANAHER CORP COMMON 235851102 461 8,110 SH 2,3 8,110 DANAHER CORP COMMON 235851102 52 912 SH 5 912 DARDEN RESTAURANTS INC COMMON 237194105 6,976 287,795 SH 1 287,795 DARDEN RESTAURANTS INC COMMON 237194105 48,480 2,000,000 SH 1,2 2,000,000 DARDEN RESTAURANTS INC COMMON 237194105 305 12,600 SH 1,4 12,600 DARDEN RESTAURANTS INC COMMON 237194105 4,758 196,300 SH 2 196,300 DARDEN RESTAURANTS INC COMMON 237194105 188 7,750 SH 2,3 7,750 DAVITA INC COMMON 23918K108 6,195 262,500 SH 1 262,500 DAVITA INC COMMON 23918K108 5,985 253,600 SH 1,4 253,600 DAVITA INC COMMON 23918K108 1,057 44,800 SH 2 44,800 DAYTON SUPERIOR WTS 144A COMMON 240028118 113 11,000 SH 1 11,000 DEB SHOPS INC COMMON 242728103 2,493 100,000 SH 1 100,000 DEB SHOPS INC COMMON 242728103 489 19,600 SH 2 19,600 DEERE & CO COMMON 244199105 12,653 278,400 SH 1 278,400 DEERE & CO COMMON 244199105 56,813 1,250,000 SH 1,2 1,250,000 DEERE & CO COMMON 244199105 4,245 93,400 SH 2 93,400 DEERE & CO COMMON 244199105 223 4,900 SH 2,3 4,900 DELIA'S CORP A COMMON 24688Q101 1,441 1,372,000 SH 1 1,372,000 DELIA'S CORP A COMMON 24688Q101 101 96,000 SH 6 96,000 DELL COMPUTER CORP COMMON 247025109 395,093 16,798,190 SH 1 16,798,190 DELL COMPUTER CORP COMMON 247025109 158,760 6,750,000 SH 1,2 6,750,000 DELL COMPUTER CORP COMMON 247025109 7,818 332,400 SH 1,4 332,400 DELL COMPUTER CORP COMMON 247025109 15,125 643,050 SH 2 643,050 DELL COMPUTER CORP COMMON 247025109 1,456 61,900 SH 2,3 61,900 DELL COMPUTER CORP COMMON 247025109 153 6,524 SH 5 6,524 DELTA & PINE LAND CO COMMON 247357106 2,372 126,600 SH 1 126,600 DELUXE CORP COMMON 248019101 1,208 26,800 SH 1 26,800 DELUXE CORP COMMON 248019101 90 2,000 SH 2 2,000 DEVON ENERGY CORP COMMON 25179M103 15,440 320,000 SH 1 320,000 DEVON ENERGY CORP COMMON 25179M103 9,650 200,000 SH 1,2 200,000 DEVON ENERGY CORP COMMON 25179M103 2,089 43,300 SH 1,4 43,300 DEVON ENERGY CORP COMMON 25179M103 48 1,000 SH 2,3 1,000 DEVON ENERGY- KERRMCGEE CVT PFD CONVERT 492386305 17,481 397,300 SH 1 397,300
Page 21/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DIAGEO PLC ADR SPONSORED COMMON 25243Q205 138 2,756 SH 5 2,756 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 4,600 100,000 SH 1 100,000 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 814 17,700 SH 2 17,700 DIAL CORP COMMON 25247D101 41,398 1,929,100 SH 1 1,929,100 DIAL CORP COMMON 25247D101 4,515 210,400 SH 1,4 210,400 DIAL CORP COMMON 25247D101 685 31,900 SH 2 31,900 DIAL CORP COMMON 25247D101 1,735 80,835 SH 5 80,835 DIANON SYSTEMS INC COMMON 252826102 11,023 233,000 SH 1 233,000 DIANON SYSTEMS INC COMMON 252826102 908 19,200 SH 2 19,200 DIANON SYSTEMS INC COMMON 252826102 5 100 SH 2,3 100 DIEBOLD INC COMMON 253651103 11,854 360,100 SH 1 360,100 DIEBOLD INC COMMON 253651103 263 8,000 SH 2 8,000 DIEBOLD INC COMMON 253651103 1,714 52,057 SH 5 52,057 DIGENE CORPORATION COMMON 253752109 1,504 190,400 SH 1 190,400 DIGENE CORPORATION COMMON 253752109 251 31,800 SH 6 31,800 DIGITAL INSIGHT CORP COMMON 25385P106 1,965 125,000 SH 1 125,000 DIGITAL INSIGHT CORP COMMON 25385P106 336 21,400 SH 2 21,400 DISTRIBUCION Y SERVICIO ADR COMMON 254753106 2,002 230,100 SH 1 230,100 DISTRIBUCION Y SERVICIO ADR COMMON 254753106 8 900 SH 1,4 900 DOBSON COMM PIK PFD PREFERRED 256072307 6,945 27,779 SH 1 27,779 DOBSON COMM PIK PFD PREFERRED 256072307 39 158 SH 2,3 158 DOCTOR REDDY'S LAB ADR COMMON 256135203 7,170 426,000 SH 1 426,000 DOCTOR REDDY'S LAB ADR COMMON 256135203 27 1,600 SH 1,4 1,600 DOCTOR REDDY'S LAB ADR COMMON 256135203 39 2,300 SH 2,3 2,300 DOCUMENTUM INC COMMON 256159104 4,230 366,200 SH 1 366,200 DOCUMENTUM INC COMMON 256159104 676 58,500 SH 2 58,500 DOCUMENTUM INC COMMON 256159104 7 600 SH 2,3 600 DOLLAR THRIFTY AUTOMOTIVE GROUP INC COMMON 256743105 1,226 76,400 SH 1 76,400 DOLLAR TREE STORES INC COMMON 256747106 36,203 1,642,600 SH 1 1,642,600 DOLLAR TREE STORES INC COMMON 256747106 586 26,600 SH 1,4 26,600 DOLLAR TREE STORES INC COMMON 256747106 3,310 150,180 SH 2 150,180 DOLLAR TREE STORES INC COMMON 256747106 179 8,100 SH 2,3 8,100 DOLLAR TREE STORES INC COMMON 256747106 86 3,917 SH 5 3,917 DOMINION RESOURCES INC VA COMMON 25746U109 1,623 32,000 SH 1 32,000 DOMINION RESOURCES INC VA COMMON 25746U109 51 1,000 SH 5 1,000 DORAL FINANCIAL CORP COMMON 25811P100 26,894 1,114,100 SH 1 1,114,100 DORAL FINANCIAL CORP COMMON 25811P100 91 3,750 SH 1,4 3,750 DORAL FINANCIAL CORP COMMON 25811P100 2,012 83,355 SH 2 83,355 DORAL FINANCIAL CORP COMMON 25811P100 147 6,075 SH 2,3 6,075
Page 22/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ DOUBLECLICK INC COMMON 258609304 1,799 350,000 SH 1 350,000 DOUBLECLICK INC COMMON 258609304 307 59,700 SH 2 59,700 DOVER CORP COMMON 260003108 46,374 1,827,200 SH 1 1,827,200 DOVER CORP COMMON 260003108 46,699 1,840,000 SH 1,2 1,840,000 DOVER CORP COMMON 260003108 782 30,800 SH 2 30,800 DOVER CORP COMMON 260003108 2,817 110,976 SH 5 110,976 DOW CHEMICAL CORP COMMON 260543103 5 191 SH 5 191 DSP GROUP INC COMMON 23332B106 2,454 152,800 SH 1 152,800 DST SYSTEMS INC COMMON 233326107 51,072 1,733,020 SH 1 1,733,020 DST SYSTEMS INC COMMON 233326107 572 19,400 SH 1,4 19,400 DST SYSTEMS INC COMMON 233326107 2,907 98,650 SH 2 98,650 DST SYSTEMS INC COMMON 233326107 118 4,000 SH 2,3 4,000 DST SYSTEMS INC COMMON 233326107 68 2,294 SH 5 2,294 DTE ENERGY CO COMMON 233331107 6,634 163,000 SH 1 163,000 DUKE POWER CO COMMON 264399106 174,176 8,909,278 SH 1 8,909,278 DUKE POWER CO COMMON 264399106 14,663 750,000 SH 1,2 750,000 DUKE POWER CO COMMON 264399106 3,003 153,600 SH 2 153,600 DUKE POWER CO COMMON 264399106 147 7,500 SH 2,3 7,500 DUKE POWER CO COMMON 264399106 5,799 296,649 SH 5 296,649 DUN & BRADSTREET CORP COMMON 26483E100 206 6,140 SH 1 6,140 DUPONT DE NEMOUR & CO COMMON 263534109 2,929 81,200 SH 1 81,200 DUPONT DE NEMOUR & CO COMMON 263534109 5 132 SH 5 132 EARTHWATCH CORP CVT PFD CONVERT 270324502 0 135,805 SH 1 135,805 EARTHWATCH INC CVT PFD144A SER C CONVERT 270324601 0 48,722 SH 1 48,722 EAST WEST BANCORP INC COMMON 27579R104 4,210 124,700 SH 1 124,700 EAST WEST BANCORP INC COMMON 27579R104 476 14,100 SH 2 14,100 EASTMAN CHEMICAL CORP COMMON 277432100 3,046 79,800 SH 1 79,800 EASTMAN CHEMICAL CORP COMMON 277432100 29,196 764,900 SH 1,2 764,900 EASTMAN CHEMICAL CORP COMMON 277432100 2,195 57,500 SH 2 57,500 EASTMAN CHEMICAL CORP COMMON 277432100 115 3,000 SH 2,3 3,000 EASTMAN KODAK CO COMMON 277461109 2,454 90,100 SH 1 90,100 EATON VANCE CORP COMMON 278265103 2,266 82,000 SH 1 82,000 EBAY INC COMMON 278642103 31,095 588,800 SH 1 588,800 EBAY INC COMMON 278642103 59,939 1,135,000 SH 1,2 1,135,000 EBAY INC COMMON 278642103 380 7,200 SH 1,4 7,200 EBAY INC COMMON 278642103 4,859 92,000 SH 2 92,000 EBAY INC COMMON 278642103 447 8,460 SH 2,3 8,460 EBAY INC COMMON 278642103 7 126 SH 5 126 ECOLAB INC COMMON 278865100 860 20,610 SH 1 20,610 ECOLAB INC COMMON 278865100 6,260 150,000 SH 1,2 150,000 ECOLAB INC COMMON 278865100 63 1,500 SH 2,3 1,500
Page 23/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ECTEL LTD COMMON M29925100 131 15,800 SH 1 15,800 EDISON INTERNATIONAL COMMON 281020107 627 62,700 SH 1 62,700 EDUCATION MANAGEMENT CORP COMMON 28139T101 6,198 140,000 SH 1 140,000 EDUCATION MANAGEMENT CORP COMMON 28139T101 1,248 28,200 SH 2 28,200 EDWARDS (A.G.) INC COMMON 281760108 7,196 225,000 SH 1 225,000 EGL INC COMMON 268484102 1,652 150,000 SH 1 150,000 EL PASO CORP COMMON 28336L109 4,838 585,000 SH 1 585,000 EL PASO CORP COMMON 28336L109 189 22,800 SH 1,4 22,800 EL PASO CORP COMMON 28336L109 648 78,400 SH 2 78,400 ELECTRONIC ARTS INC COMMON 285512109 92,527 1,402,780 SH 1 1,402,780 ELECTRONIC ARTS INC COMMON 285512109 89,046 1,350,000 SH 1,2 1,350,000 ELECTRONIC ARTS INC COMMON 285512109 624 9,460 SH 1,4 9,460 ELECTRONIC ARTS INC COMMON 285512109 7,909 119,910 SH 2 119,910 ELECTRONIC ARTS INC COMMON 285512109 843 12,780 SH 2,3 12,780 ELECTRONIC ARTS INC COMMON 285512109 44 674 SH 5 674 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 1,195 85,500 SH 1 85,500 ELECTRONICS BOUTIQUE HOLDINGS COMMON 286045109 549 20,000 SH 1 20,000 ELKCORP COMMON 287456107 2,289 134,100 SH 1 134,100 EMC CORP COMMON 268648102 6,101 1,335,000 SH 1 1,335,000 EMC CORP COMMON 268648102 7,998 1,750,000 SH 1,2 1,750,000 EMC CORP COMMON 268648102 343 75,000 SH 1,4 75,000 EMC CORP COMMON 268648102 30 6,500 SH 2 6,500 EMC CORP COMMON 268648102 82 18,000 SH 2,3 18,000 EMERSON ELECTRIC CO COMMON 291011104 25,164 572,700 SH 1 572,700 EMERSON ELECTRIC CO COMMON 291011104 63,493 1,445,000 SH 1,2 1,445,000 EMERSON ELECTRIC CO COMMON 291011104 224 5,100 SH 2 5,100 EMMIS COMMUNICATIONS CORP COMMON 291525103 3,118 164,100 SH 1 164,100 ENCANA CORP COMMON 292505104 99 3,287 SH 5 3,287 ENDESA - SPONDORED ADR COMMON 29258N107 362 39,600 SH 1 39,600 ENDOCARE INC COMMON 29264P104 658 46,000 SH 1 46,000 ENDOCARE INC COMMON 29264P104 9 600 SH 2,3 600 ENERGY EAST CORP COMMON 29266M109 6,928 349,700 SH 1 349,700 ENERGY EAST CORP COMMON 29266M109 2 86 SH 5 86 ENGELHARD CORP COMMON 292845104 24,733 1,037,900 SH 1 1,037,900 ENGELHARD CORP COMMON 292845104 334 14,000 SH 2 14,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ENGINEERED SUPPORT SYSTEMS COMMON 292866100 5,932 104,000 SH 1 104,000 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 844 14,800 SH 2 14,800 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 23 400 SH 2,3 400 ENI S P A ADR SPONSORED COMMON 26874R108 197 2,876 SH 5 2,876 ENSCO INTERNATIONAL INC COMMON 26874Q100 191,582 7,651,050 SH 1 7,651,050 ENSCO INTERNATIONAL INC COMMON 26874Q100 977 39,000 SH 1,4 39,000 ENSCO INTERNATIONAL INC COMMON 26874Q100 7,774 310,450 SH 2 310,450 ENSCO INTERNATIONAL INC COMMON 26874Q100 377 15,040 SH 2,3 15,040 ENSCO INTERNATIONAL INC COMMON 26874Q100 13,279 530,324 SH 5 530,324 ENTEGRIS INC COMMON 29362U104 1,865 240,000 SH 1 240,000 ENTEGRIS INC COMMON 29362U104 171 22,000 SH 1,4 22,000 ENTEGRIS INC COMMON 29362U104 16 2,000 SH 2 2,000 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 7,840 165,500 SH 1 165,500 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 526 11,100 SH 2 11,100 ENTERGY CORP COMMON 29364G103 2,958 71,100 SH 1 71,100 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 8,109 612,000 SH 1 612,000 ENTRAVISION COMMUNICATIONS CORP COMMON 29382R107 1,069 80,700 SH 2 80,700 EPIQ SYSTEMS INC COMMON 26882D109 2,649 150,000 SH 1 150,000 EPIQ SYSTEMS INC COMMON 26882D109 484 27,400 SH 2 27,400 EQUIFAX INC COMMON 294429105 4 200 SH 1 200 EQUITABLE RESOURCES INC COMMON 294549100 145 4,200 SH 1 4,200 EQUITABLE RESOURCES INC COMMON 294549100 62 1,800 SH 1,4 1,800 EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 9,272 359,100 SH 1,4 359,100 EQUITY RESIDENTIAL COMMON 29476L107 9,097 380,000 SH 1,4 380,000 EQUITY RESIDENTIAL COMMON 29476L107 271 11,300 SH 6 11,300 ESS TECHNOLOGY INC COMMON 269151106 2,145 348,700 SH 1 348,700 ESS TECHNOLOGY INC COMMON 269151106 4 700 SH 2,3 700 ESTEE LAUDER CO COMMON 518439104 22,351 777,700 SH 1 777,700 ESTEE LAUDER CO COMMON 518439104 431 15,000 SH 1,4 15,000 ESTEE LAUDER CO COMMON 518439104 1,512 52,600 SH 2 52,600 EURONET WORLDWIDE INC COMMON 298736109 2,339 465,000 SH 1 465,000 EURONET WORLDWIDE INC COMMON 298736109 424 84,300 SH 2 84,300 EVEREST RE GROUP LTD COMMON G3223R108 25,850 471,200 SH 1 471,200 EVEREST RE GROUP LTD COMMON G3223R108 274 5,000 SH 2 5,000 EVEREST RE GROUP LTD COMMON G3223R108 274 5,000 SH 2,3 5,000 EXAR CORP COMMON 300645108 2,599 225,000 SH 1 225,000 EXAR CORP COMMON 300645108 523 45,300 SH 2 45,300 EXELON CORP COMMON 30161N101 3,715 78,200 SH 1 78,200
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ EXPEDIA INC CL A COMMON 302125109 3,237 63,900 SH 1 63,900 EXPEDIA INC CL A COMMON 302125109 5 100 SH 2,3 100 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 42,614 1,525,200 SH 1 1,525,200 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 648 23,200 SH 1,4 23,200 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 4,290 153,560 SH 2 153,560 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 283 10,140 SH 2,3 10,140 EXPEDITORS INTL OF WASHINGTON INC COMMON 302130109 89 3,194 SH 5 3,194 EXPRESS SCRIPTS INC COMMON 302182100 101,399 1,859,850 SH 1 1,859,850 EXPRESS SCRIPTS INC COMMON 302182100 1,515 27,780 SH 1,4 27,780 EXPRESS SCRIPTS INC COMMON 302182100 9,436 173,080 SH 2 173,080 EXPRESS SCRIPTS INC COMMON 302182100 447 8,190 SH 2,3 8,190 EXPRESS SCRIPTS INC COMMON 302182100 176 3,230 SH 5 3,230 EXPRESSJET HOLDINGS INC COMMON 30218U108 2,733 297,100 SH 1 297,100 EXXON MOBIL CORP COMMON 30231G102 447,691 14,034,200 SH 1 14,034,200 EXXON MOBIL CORP COMMON 30231G102 92,207 2,890,500 SH 1,2 2,890,500 EXXON MOBIL CORP COMMON 30231G102 13,022 408,200 SH 1,4 408,200 EXXON MOBIL CORP COMMON 30231G102 18,513 580,350 SH 2 580,350 EXXON MOBIL CORP COMMON 30231G102 364 11,400 SH 2,3 11,400 EXXON MOBIL CORP COMMON 30231G102 788 24,715 SH 5 24,715 EXXON MOBIL CORP COMMON 30231G102 175 5,500 SH 6 5,500 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 4,514 170,000 SH 1 170,000 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 799 30,100 SH 2 30,100 FAIR ISAAC & CO INC COMMON 303250104 8,225 251,541 SH 1 251,541 FAIR ISAAC & CO INC COMMON 303250104 56 1,700 SH 2 1,700 FAIRCHILD SEMICONDUCTOR INTL CL A COMMON 303726103 3,142 331,800 SH 1 331,800 FAMILY DOLLAR STORES INC COMMON 307000109 22,735 845,780 SH 1 845,780 FAMILY DOLLAR STORES INC COMMON 307000109 56,448 2,100,000 SH 1,2 2,100,000 FAMILY DOLLAR STORES INC COMMON 307000109 269 10,000 SH 1,4 10,000 FAMILY DOLLAR STORES INC COMMON 307000109 3,795 141,200 SH 2 141,200 FAMILY DOLLAR STORES INC COMMON 307000109 277 10,300 SH 2,3 10,300 FANNIE MAE COMMON 313586109 276,930 4,651,165 SH 1 4,651,165 FANNIE MAE COMMON 313586109 77,581 1,303,000 SH 1,2 1,303,000 FANNIE MAE COMMON 313586109 13,048 219,150 SH 1,4 219,150 FANNIE MAE COMMON 313586109 12,879 216,300 SH 2 216,300 FANNIE MAE COMMON 313586109 661 11,100 SH 2,3 11,100 FANNIE MAE COMMON 313586109 513 8,612 SH 5 8,612 FASTENAL CO COMMON 311900104 44,065 1,395,340 SH 1 1,395,340 FASTENAL CO COMMON 311900104 616 19,500 SH 1,4 19,500 FASTENAL CO COMMON 311900104 3,985 126,180 SH 2 126,180 FASTENAL CO COMMON 311900104 259 8,200 SH 2,3 8,200 FASTENAL CO COMMON 311900104 104 3,298 SH 5 3,298 FBR ASSET INVESTMENT CORP COMMON 30241E303 14,905 476,800 SH 1 476,800 FEDERATED DEPARTMENT STORES COMMON 31410H101 107,456 3,650,000 SH 1 3,650,000 FEDERATED DEPARTMENT STORES COMMON 31410H101 17,664 600,000 SH 1,2 600,000 FEDERATED DEPARTMENT STORES COMMON 31410H101 221 7,500 SH 1,4 7,500
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FEDERATED DEPARTMENT STORES COMMON 31410H101 21 700 SH 2 700 FEDERATED DEPARTMENT STORES COMMON 31410H101 177 6,000 SH 2,3 6,000 FEDERATED DEPARTMENT STORES COMMON 31410H101 191 6,500 SH 6 6,500 FEDERATED INVESTORS INC COMMON 314211103 17,122 634,400 SH 1 634,400 FEDERATED INVESTORS INC COMMON 314211103 67 2,500 SH 1,4 2,500 FEDERATED INVESTORS INC COMMON 314211103 1,052 38,990 SH 2 38,990 FEDERATED INVESTORS INC COMMON 314211103 111 4,100 SH 2,3 4,100 FEDEX CORP COMMON 31428X106 103,522 2,067,550 SH 1 2,067,550 FEI CO COMMON 30241L109 3,179 220,000 SH 1 220,000 FEI CO COMMON 30241L109 640 44,300 SH 2 44,300 FIDELITY NATIONAL FINANCIAL INC COMMON 316326107 3,478 121,000 SH 1 121,000 FIDELITY NATIONAL FINANCIAL INC COMMON 316326107 683 23,769 SH 2 23,769 FIDELITY NATL INFO SOLUTIONS COMMON 31620P109 4,694 307,000 SH 1 307,000 FIDELITY NATL INFO SOLUTIONS COMMON 31620P109 214 14,000 SH 6 14,000 FIFTH THIRD BANCORP COMMON 316773100 50,294 821,390 SH 1 821,390 FIFTH THIRD BANCORP COMMON 316773100 78,374 1,280,000 SH 1,2 1,280,000 FIFTH THIRD BANCORP COMMON 316773100 13,431 219,350 SH 2 219,350 FIFTH THIRD BANCORP COMMON 316773100 306 5,000 SH 2,3 5,000 FIFTH THIRD BANCORP COMMON 316773100 311 5,074 SH 5 5,074 FILENET CORP COMMON 316869106 217 21,000 SH 1 21,000 FILENET CORP COMMON 316869106 3 300 SH 2,3 300 FIRST COMMONWEALTH FINANCIAL CORP COMMON 319829107 2 200 SH 5 200 FIRST DATA CORP COMMON 319963104 275,303 9,849,850 SH 1 9,849,850 FIRST DATA CORP COMMON 319963104 11,180 400,000 SH 1,2 400,000 FIRST DATA CORP COMMON 319963104 2,538 90,800 SH 1,4 90,800 FIRST DATA CORP COMMON 319963104 6,294 225,190 SH 2 225,190 FIRST DATA CORP COMMON 319963104 277 9,900 SH 2,3 9,900 FIRST DATA CORP COMMON 319963104 8,011 286,625 SH 5 286,625 FIRST HEALTH GROUP CORP COMMON 320960107 72,562 2,675,600 SH 1 2,675,600 FIRST HEALTH GROUP CORP COMMON 320960107 594 21,900 SH 1,4 21,900 FIRST HEALTH GROUP CORP COMMON 320960107 5,223 192,600 SH 2 192,600 FIRST HEALTH GROUP CORP COMMON 320960107 443 16,320 SH 2,3 16,320 FIRST HEALTH GROUP CORP COMMON 320960107 100 3,690 SH 5 3,690 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 2,046 378,900 SH 1 378,900 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 226 41,800 SH 2 41,800 FIRST REPUBLIC NON CVT 144A PREFERRED 336163209 4,725 4,500 SH 1 4,500 FIRST TENNESSEE NATIONAL CORP COMMON 337162101 836 24,100 SH 1 24,100 FIRST TENNESSEE NATIONAL CORP COMMON 337162101 3,595 103,700 SH 1,4 103,700 FIRST TENNESSEE NATIONAL CORP COMMON 337162101 62 1,800 SH 2 1,800 FIRST WAVE MARINE INC COMMON 33748X204 795 44,183 SH 1 44,183 FIRST WAVE MARINE INC COMMON 33748X204 10 574 SH 2,3 574 FIRSTENERGY CORP COMMON 337932107 7,682 257,000 SH 1 257,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FISERV INC COMMON 337738108 95,189 3,389,932 SH 1 3,389,932 FISERV INC COMMON 337738108 185,328 6,600,000 SH 1,2 6,600,000 FISERV INC COMMON 337738108 968 34,470 SH 1,4 34,470 FISERV INC COMMON 337738108 21,206 755,195 SH 2 755,195 FISERV INC COMMON 337738108 1,221 43,487 SH 2,3 43,487 FISERV INC COMMON 337738108 59 2,113 SH 5 2,113 FISHER & PAYKEL HEALTHCARE ADR COMMON 33774M106 2 100 SH 1 100 FISHER SCIENTIFIC INTL COMMON 338032204 48,876 1,610,400 SH 1 1,610,400 FISHER SCIENTIFIC INTL COMMON 338032204 170 5,600 SH 1,4 5,600 FISHER SCIENTIFIC INTL COMMON 338032204 2,369 78,050 SH 2 78,050 FISHER SCIENTIFIC INTL COMMON 338032204 246 8,100 SH 2,3 8,100 FISHER SCIENTIFIC INTL COMMON 338032204 58 1,917 SH 5 1,917 FLEET BOSTON FINANCIAL CORP COMMON 339030108 4,450 218,900 SH 1 218,900 FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 181 26,000 SH 1 26,000 FLIR SYSTEMS INC COMMON 302445101 7,280 208,900 SH 1 208,900 FLIR SYSTEMS INC COMMON 302445101 791 22,700 SH 2 22,700 FLIR SYSTEMS INC COMMON 302445101 7 200 SH 2,3 200 FLORIDA ROCK INDS COMMON 341140101 1,721 56,300 SH 1 56,300 FLOWSERVE CORP COMMON 34354P105 12,008 1,200,800 SH 1 1,200,800 FLOWSERVE CORP COMMON 34354P105 193 19,300 SH 2 19,300 FMC TECHNOLOGIES INC COMMON 30249U101 4,984 297,400 SH 1 297,400 FMC TECHNOLOGIES INC COMMON 30249U101 499 29,800 SH 2 29,800 FOOT LOCKER INC COMMON 344849104 899 90,000 SH 1 90,000 FOOT LOCKER INC COMMON 344849104 270 27,000 SH 1,4 27,000 FOOT LOCKER INC COMMON 344849104 999 100,000 SH 2 100,000 FORD MOTOR CO COMMON 345370860 2 210 SH 1 210 FORD MOTOR CO COMMON 345370860 2 174 SH 5 174 FOREST LABORATORIES INC COMMON 345838106 93,322 1,137,940 SH 1 1,137,940 FOREST LABORATORIES INC COMMON 345838106 121,654 1,483,400 SH 1,2 1,483,400 FOREST LABORATORIES INC COMMON 345838106 328 4,000 SH 1,4 4,000 FOREST LABORATORIES INC COMMON 345838106 12,847 156,650 SH 2 156,650 FOREST LABORATORIES INC COMMON 345838106 795 9,700 SH 2,3 9,700 FOREST OIL CORP COMMON 346091705 2,933 115,000 SH 1 115,000 FOREST OIL CORP COMMON 346091705 592 23,200 SH 2 23,200 FORRESTER RESEARCH INC COMMON 346563109 5,240 350,000 SH 1 350,000 FORRESTER RESEARCH INC COMMON 346563109 413 27,600 SH 2 27,600 FORTUNE BRANDS INC COMMON 349631101 18,580 392,900 SH 1 392,900 FORTUNE BRANDS INC COMMON 349631101 345 7,300 SH 2 7,300 FORTUNE BRANDS INC COMMON 349631101 166 3,500 SH 2,3 3,500 FORTUNE BRANDS INC COMMON 349631101 11 243 SH 5 243 FOSSIL INC COMMON 349882100 3,008 150,000 SH 1 150,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ FOSSIL INC COMMON 349882100 545 27,200 SH 2 27,200 FOX ENTERTAINMENT GROUP COMMON 35138T107 3 120 SH 1 120 FPL GROUP INC COMMON 302571104 24,478 454,980 SH 1 454,980 FPL GROUP INC COMMON 302571104 3,050 56,700 SH 2 56,700 FPL GROUP INC COMMON 302571104 171 3,173 SH 5 3,173 FREDDIE MAC COMMON 313400301 495,469 8,863,480 SH 1 8,863,480 FREDDIE MAC COMMON 313400301 95,589 1,710,000 SH 1,2 1,710,000 FREDDIE MAC COMMON 313400301 10,460 187,115 SH 1,4 187,115 FREDDIE MAC COMMON 313400301 13,022 232,960 SH 2 232,960 FREDDIE MAC COMMON 313400301 1,006 18,000 SH 2,3 18,000 FREDDIE MAC COMMON 313400301 9,916 177,394 SH 5 177,394 FRED'S INC COMMON 356108100 4,479 150,000 SH 1 150,000 FRED'S INC COMMON 356108100 848 28,400 SH 2 28,400 FREEPORT-MCMORAN COPPER & GOLD INC. COMMON 35671D857 1 100 SH 1 100 FREEPORT-MCMORAN COPPER & GOLD INC. COMMON 35671D857 1,366 101,500 SH 1,4 101,500 FRONTIER AIRLINES INC COMMON 359065109 1,220 250,000 SH 1 250,000 FRONTIER AIRLINES INC COMMON 359065109 231 47,300 SH 2 47,300 FTI CONSULTING INC COMMON 302941109 3,380 85,000 SH 1 85,000 FTI CONSULTING INC COMMON 302941109 449 11,300 SH 2 11,300 GADZOOKS, INC COMMON 362553109 158 28,000 SH 6 28,000 GALLAHER GROUP PLC ADR SPONSORED COMMON 363595109 99 2,597 SH 5 2,597 GAMESTOP CORP COMMON 36466R101 8,671 424,020 SH 1 424,020 GAMESTOP CORP COMMON 36466R101 1,055 51,600 SH 2 51,600 GANNETT CO COMMON 364730101 5,580 77,300 SH 1 77,300 GANNETT CO COMMON 364730101 36,090 500,000 SH 1,2 500,000 GANNETT CO COMMON 364730101 2,731 37,840 SH 2 37,840 GANNETT CO COMMON 364730101 137 1,900 SH 2,3 1,900 GAP INC COMMON 364760108 146,542 13,506,150 SH 1 13,506,150 GAP INC COMMON 364760108 18,445 1,700,000 SH 1,2 1,700,000 GAP INC COMMON 364760108 955 88,000 SH 1,4 88,000 GAP INC COMMON 364760108 2,328 214,600 SH 2 214,600 GAP INC COMMON 364760108 277 25,500 SH 2,3 25,500 GAP INC COMMON 364760108 9,093 838,032 SH 5 838,032 GARMIN LTD COMMON G37260109 11,651 628,100 SH 1 628,100 GARTNER GROUP INC COMMON 366651107 2,430 300,000 SH 1 300,000 GATX CORP COMMON 361448103 1,604 81,000 SH 1 81,000 GENAISSANCE PHARMACEUTICALS COMMON 36867W105 1 900 SH 1 900 GENENCOR INTL INC COMMON 368709101 1,664 175,000 SH 1 175,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GENENCOR INTL INC COMMON 368709101 322 33,900 SH 2 33,900 GENENTECH INC COMMON 368710406 7 200 SH 1 200 GENERAL DYNAMICS CORP COMMON 369550108 16,608 204,200 SH 1 204,200 GENERAL DYNAMICS CORP COMMON 369550108 3,040 37,380 SH 2 37,380 GENERAL ELECTRIC CO COMMON 369604103 452,922 18,374,100 SH 1 18,374,100 GENERAL ELECTRIC CO COMMON 369604103 18,824 763,650 SH 2 763,650 GENERAL ELECTRIC CO COMMON 369604103 138 5,600 SH 2,3 5,600 GENERAL ELECTRIC CO COMMON 369604103 949 38,507 SH 5 38,507 GENERAL MILLS INC COMMON 370334104 34,266 771,400 SH 1 771,400 GENERAL MILLS INC COMMON 370334104 87,063 1,960,000 SH 1,2 1,960,000 GENERAL MILLS INC COMMON 370334104 306 6,900 SH 2 6,900 GENERAL MOTORS COMMON 370442105 21,932 563,800 SH 1 563,800 GENESEE & WYOMING INC CL A COMMON 371559105 4,216 189,500 SH 1 189,500 GENESEE & WYOMING INC CL A COMMON 371559105 78 3,500 SH 6 3,500 GENESIS HEALTH VENTURES COMMON 37183F107 2,701 164,200 SH 1 164,200 GENESIS HEALTH VENTURES COMMON 37183F107 197 12,000 SH 6 12,000 GENESIS MICROCHIP INC COMMON 37184C103 142 18,500 SH 1 18,500 GENESIS MICROCHIP INC COMMON 37184C103 54 7,091 SH 5 7,091 GEN-PROBE INC COMMON 36866T103 132 7,740 SH 1 7,740 GEN-PROBE INC COMMON 36866T103 1 86 SH 2 86 GENTEX CORP COMMON 371901109 44,836 1,650,200 SH 1 1,650,200 GENTEX CORP COMMON 371901109 579 21,300 SH 1,4 21,300 GENTEX CORP COMMON 371901109 3,624 133,400 SH 2 133,400 GENTEX CORP COMMON 371901109 233 8,590 SH 2,3 8,590 GENTEX CORP COMMON 371901109 129 4,759 SH 5 4,759 GENZYME CORP COMMON 372917104 47 2,300 SH 1 2,300 GENZYME CORP COMMON 372917104 3 145 SH 5 145 GETTY IMAGES INC COMMON 374276103 8,977 447,500 SH 1 447,500 GETTY IMAGES INC COMMON 374276103 855 42,600 SH 2 42,600 GETTY IMAGES INC COMMON 374276103 160 8,000 SH 6 8,000 GIBRALTAR STEEL CORP COMMON 37476F103 3,339 150,000 SH 1 150,000 GIBRALTAR STEEL CORP COMMON 37476F103 657 29,500 SH 2 29,500 GILEAD SCIENCES INC COMMON 375558103 47,516 1,417,120 SH 1 1,417,120 GILEAD SCIENCES INC COMMON 375558103 13,412 400,000 SH 1,2 400,000 GILEAD SCIENCES INC COMMON 375558103 251 7,500 SH 1,4 7,500 GILEAD SCIENCES INC COMMON 375558103 265 7,900 SH 2 7,900 GILEAD SCIENCES INC COMMON 375558103 158 4,700 SH 2,3 4,700 GILLETTE CO COMMON 375766102 31,270 1,056,420 SH 1 1,056,420 GILLETTE CO COMMON 375766102 91,168 3,080,000 SH 1,2 3,080,000 GILLETTE CO COMMON 375766102 3,034 102,500 SH 2 102,500 GILLETTE CO COMMON 375766102 281 9,500 SH 2,3 9,500 GILLETTE CO COMMON 375766102 9 290 SH 5 290
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ GIVEN IMAGING LTD COMMON M52020100 2 200 SH 1 200 GLAXOSMITHKLINE PLC ADR COMMON 37733W105 38 1,000 SH 1 1,000 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 3,159 167,300 SH 1 167,300 GLOBALSANTAFE CORP COMMON G3930E101 25,150 1,125,300 SH 1 1,125,300 GLOBALSANTAFE CORP COMMON G3930E101 37,995 1,700,000 SH 1,2 1,700,000 GLOBALSANTAFE CORP COMMON G3930E101 219 9,800 SH 1,4 9,800 GLOBALSANTAFE CORP COMMON G3930E101 221 9,900 SH 2 9,900 GLOBALSANTAFE CORP COMMON G3930E101 89 4,000 SH 2,3 4,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 66,116 1,001,300 SH 1 1,001,300 GOLDMAN SACHS GROUP INC COMMON 38141G104 75,935 1,150,000 SH 1,2 1,150,000 GOLDMAN SACHS GROUP INC COMMON 38141G104 6,378 96,600 SH 1,4 96,600 GOLDMAN SACHS GROUP INC COMMON 38141G104 8,472 128,300 SH 2 128,300 GOLDMAN SACHS GROUP INC COMMON 38141G104 515 7,800 SH 2,3 7,800 GOLDMAN SACHS GROUP INC COMMON 38141G104 236 3,577 SH 5 3,577 GOODRICH CORP COMMON 382388106 6,631 351,200 SH 1 351,200 GOODRICH CORP COMMON 382388106 43 2,300 SH 2 2,300 GREATER BAY BANCORP COMMON 391648102 1,819 100,000 SH 1 100,000 GREATER BAY BANCORP COMMON 391648102 344 18,900 SH 2 18,900 GREY WOLF INC COMMON 397888108 827 229,600 SH 1 229,600 GREY WOLF INC COMMON 397888108 77 21,500 SH 1,4 21,500 GTECH HOLDINGS CORP COMMON 400518106 496 20,000 SH 1 20,000 GUCCI GROUP N V SHS - NY REGISTERED COMMON 401566104 64 757 SH 5 757 GUIDANT CORP COMMON 401698105 14,930 462,100 SH 1 462,100 GUIDANT CORP COMMON 401698105 291 9,000 SH 2 9,000 GUILFORD PHARMACEUTICALS INC COMMON 401829106 36 7,400 SH 1 7,400 GULFMARK OFFSHORE INC COMMON 402629109 5,190 300,000 SH 1 300,000 GULFMARK OFFSHORE INC COMMON 402629109 1,048 60,600 SH 2 60,600 GYMBOREE CORP COMMON 403777105 5,709 350,000 SH 1 350,000 GYMBOREE CORP COMMON 403777105 1,148 70,400 SH 2 70,400 HAIN CELESTIAL GROUP INC COMMON 405217100 2,930 200,000 SH 1 200,000 HAIN CELESTIAL GROUP INC COMMON 405217100 522 35,600 SH 2 35,600 HANOVER COMPRESSOR INC COMMON 410768105 623 75,000 SH 1 75,000 HARLEY DAVIDSON INC COMMON 412822108 22 468 SH 5 468 HARLEY-DAVIDSON INC COMMON 412822108 38,321 825,000 SH 1 825,000 HARLEY-DAVIDSON INC COMMON 412822108 101,029 2,175,000 SH 1,2 2,175,000 HARLEY-DAVIDSON INC COMMON 412822108 441 9,500 SH 1,4 9,500 HARLEY-DAVIDSON INC COMMON 412822108 8,472 182,400 SH 2 182,400 HARLEY-DAVIDSON INC COMMON 412822108 576 12,400 SH 2,3 12,400 HARLEY-DAVIDSON INC COMMON 412822108 186 4,000 SH 6 4,000 HARMAN INTERNATIONAL INDUSTRIES INC COMMON 413086109 3,881 75,000 SH 1 75,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HARRAH'S ENTERTAINMENT INC COMMON 413619107 12,826 266,040 SH 1 266,040 HARRAH'S ENTERTAINMENT INC COMMON 413619107 87 1,800 SH 2 1,800 HARRAH'S ENTERTAINMENT INC COMMON 413619107 10 198 SH 5 198 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 107,961 2,633,200 SH 1 2,633,200 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 328 8,000 SH 1,4 8,000 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 31 750 SH 2 750 HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 78 1,900 SH 2,3 1,900 HARVARD BIOSCIENCE INC COMMON 416906105 1,054 347,900 SH 1 347,900 HARVARD BIOSCIENCE INC COMMON 416906105 181 59,800 SH 6 59,800 HASBRO INC COMMON 418056107 12,115 1,088,500 SH 1 1,088,500 HCA INC COMMON 404119109 534,512 11,226,890 SH 1 11,226,890 HCA INC COMMON 404119109 73,948 1,553,200 SH 1,2 1,553,200 HCA INC COMMON 404119109 476 10,000 SH 1,4 10,000 HCA INC COMMON 404119109 13,800 289,850 SH 2 289,850 HCA INC COMMON 404119109 909 19,100 SH 2,3 19,100 HCA INC COMMON 404119109 367 7,706 SH 5 7,706 HCC INSURANCE HOLDINGS INC COMMON 404132102 45,883 1,911,000 SH 1 1,911,000 HCC INSURANCE HOLDINGS INC COMMON 404132102 168 7,000 SH 1,4 7,000 HCC INSURANCE HOLDINGS INC COMMON 404132102 3,087 128,580 SH 2 128,580 HCC INSURANCE HOLDINGS INC COMMON 404132102 243 10,140 SH 2,3 10,140 HCC INSURANCE HOLDINGS INC COMMON 404132102 84 3,506 SH 5 3,506 HDFC BANK LTD ADR COMMON 40415F101 1,928 135,900 SH 1 135,900 HDFC BANK LTD ADR COMMON 40415F101 27 1,920 SH 2,3 1,920 HEALTH MANAGEMENT ASSOC INC COMMON 421933102 49,695 2,457,700 SH 1 2,457,700 HEALTH MANAGEMENT ASSOC INC COMMON 421933102 62,999 3,115,700 SH 1,2 3,115,700 HEALTH MANAGEMENT ASSOC INC COMMON 421933102 185 9,148 SH 1,4 9,148 HEALTH MANAGEMENT ASSOC INC COMMON 421933102 7,165 354,370 SH 2 354,370 HEALTH MANAGEMENT ASSOC INC COMMON 421933102 489 24,183 SH 2,3 24,183 HEALTH MANAGEMENT ASSOC INC COMMON 421933102 109 5,410 SH 5 5,410 HEALTH MANAGEMENT SYSTEMS INC COMMON 42219M100 1,557 430,000 SH 1 430,000 HEALTH MANAGEMENT SYSTEMS INC COMMON 42219M100 30 8,300 SH 2 8,300 HEIDRICK & STRUGGLES INTL COMMON 422819102 2,279 150,000 SH 1 150,000 HEIDRICK & STRUGGLES INTL COMMON 422819102 419 27,600 SH 2 27,600 HEINZ H J CO COMMON 423074103 3 75 SH 5 75 HELEN OF TROY LTD COMMON G4388N106 11 1,000 SH 1 1,000 HERMAN MILLER INC COMMON 600544100 25,400 1,430,200 SH 1 1,430,200 HERMAN MILLER INC COMMON 600544100 567 31,900 SH 2 31,900 HERMAN MILLER INC COMMON 600544100 3,082 173,533 SH 5 173,533 HEWLETT PACKARD CO COMMON 428236103 80,006 6,855,700 SH 1 6,855,700 HILB ROGAL & HAMILTON CO COMMON 431294107 5,981 145,000 SH 1 145,000 HILB ROGAL & HAMILTON CO COMMON 431294107 330 8,000 SH 2 8,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ HISPANIC BROADCASTING CORP COMMON 43357B104 31,220 1,674,000 SH 1 1,674,000 HISPANIC BROADCASTING CORP COMMON 43357B104 13,988 750,000 SH 1,2 750,000 HISPANIC BROADCASTING CORP COMMON 43357B104 538 28,830 SH 1,4 28,830 HISPANIC BROADCASTING CORP COMMON 43357B104 3,968 212,780 SH 2 212,780 HISPANIC BROADCASTING CORP COMMON 43357B104 204 10,930 SH 2,3 10,930 HISPANIC BROADCASTING CORP COMMON 43357B104 69 3,680 SH 5 3,680 HOLLYWOOD ENTERTAINMENT CORP COMMON 436141105 7,260 500,000 SH 1 500,000 HOLOGIC, INC. COMMON 436440101 2,940 300,000 SH 1 300,000 HOLOGIC, INC. COMMON 436440101 196 20,000 SH 6 20,000 HOME DEPOT INC COMMON 437076102 77,415 2,966,100 SH 1 2,966,100 HOME DEPOT INC COMMON 437076102 44,370 1,700,000 SH 1,2 1,700,000 HOME DEPOT INC COMMON 437076102 522 20,000 SH 1,4 20,000 HOME DEPOT INC COMMON 437076102 9,186 351,950 SH 2 351,950 HOME DEPOT INC COMMON 437076102 444 17,000 SH 2,3 17,000 HOME DEPOT INC COMMON 437076102 428 16,409 SH 5 16,409 HONDA MOTOR LTD ADR COMMON 438128308 105 5,275 SH 5 5,275 HONEYWELL INTL INC COMMON 438516106 19,613 905,500 SH 1 905,500 HONEYWELL INTL INC COMMON 438516106 6 297 SH 5 297 HORIZON OFFSHORE INC. COMMON 44043J105 1,474 350,000 SH 1 350,000 HORIZON OFFSHORE INC. COMMON 44043J105 126 30,000 SH 6 30,000 HORIZON ORGANIC HOLDING CORP COMMON 44043T103 2,730 175,000 SH 1 175,000 HORIZON ORGANIC HOLDING CORP COMMON 44043T103 535 34,300 SH 2 34,300 HORIZON PCS INC 144A WTS COMMON 44043U118 0 29,980 SH 1 29,980 HORIZON PCS INC 144A WTS COMMON 44043U118 0 20 SH 2,3 20 HOST MARRIOTT CORP COMMON 44107P104 1 160 SH 1 160 HOT TOPIC INC COMMON 441339108 9,195 510,000 SH 1 510,000 HOT TOPIC INC COMMON 441339108 942 52,250 SH 2 52,250 HOTELS.COM CL A COMMON 44147T108 5,458 107,900 SH 1 107,900 HOTELS.COM CL A COMMON 44147T108 5 100 SH 2,3 100 HOUSEHOLD INTERNATIONAL INC COMMON 441815107 2 80 SH 1 80 HPL TECHNOLOGIES INC COMMON 40426C105 23 461,700 SH 1 461,700 HPL TECHNOLOGIES INC COMMON 40426C105 0 800 SH 2,3 800 HPL TECHNOLOGIES INC COMMON 40426C105 1 14,000 SH 6 14,000 HUMAN GENOME SCIENCES INC COMMON 444903108 36 3,000 SH 1 3,000 HUNTINGTON BANCSHARES COMMON 446150104 10,462 575,160 SH 1 575,160 I.C. ISAACS & COMPANY INC COMMON 464192103 84 60,000 SH 6 60,000 ICON PLC - SPONSORED ADR COMMON 45103T107 2,376 112,800 SH 1 112,800 ICON PLC - SPONSORED ADR COMMON 45103T107 373 17,700 SH 2 17,700 ICOS CORPORATION COMMON 449295104 8 400 SH 1 400
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ICU MEDICAL INC COMMON 44930G107 5,767 157,900 SH 1 157,900 ICU MEDICAL INC COMMON 44930G107 1,105 30,250 SH 2 30,250 ICU MEDICAL INC COMMON 44930G107 4 100 SH 2,3 100 IDEC PHARMACEUTICALS CORP COMMON 449370105 30,962 745,709 SH 1 745,709 IDEC PHARMACEUTICALS CORP COMMON 449370105 82,455 1,985,900 SH 1,2 1,985,900 IDEC PHARMACEUTICALS CORP COMMON 449370105 668 16,100 SH 1,4 16,100 IDEC PHARMACEUTICALS CORP COMMON 449370105 6,506 156,700 SH 2 156,700 IDEC PHARMACEUTICALS CORP COMMON 449370105 436 10,500 SH 2,3 10,500 IDINE REWARDS NETWORK COMMON 45168A100 2,775 300,000 SH 1 300,000 IDT CORP CL B COMMON 448947309 2,756 179,800 SH 1,4 179,800 IGEN INTERNATIONAL INC COMMON 449536101 105 3,500 SH 1 3,500 II-VI INC COMMON 902104108 2,003 150,000 SH 1 150,000 II-VI INC COMMON 902104108 388 29,100 SH 2 29,100 IKON OFFICE SOLUTIONS INC COMMON 451713101 9,432 1,196,900 SH 1 1,196,900 IKON OFFICE SOLUTIONS INC COMMON 451713101 1,829 232,100 SH 1,4 232,100 ILEX ONCOLOGY INC COMMON 451923106 35 7,300 SH 1 7,300 ILLINOIS TOOL WORKS COMMON 452308109 21,710 372,200 SH 1 372,200 ILLINOIS TOOL WORKS COMMON 452308109 46,664 800,000 SH 1,2 800,000 ILLINOIS TOOL WORKS COMMON 452308109 163 2,800 SH 2 2,800 IMPATH INC COMMON 45255G101 17 1,300 SH 1 1,300 IMPERIAL TOBACCO GROUP PLC ADR COMMON 453142101 85 2,667 SH 5 2,667 IMS HEALTH INC COMMON 449934108 144,719 9,667,240 SH 1 9,667,240 IMS HEALTH INC COMMON 449934108 44,251 2,956,000 SH 1,2 2,956,000 IMS HEALTH INC COMMON 449934108 993 66,350 SH 2 66,350 IMS HEALTH INC COMMON 449934108 11,017 735,968 SH 5 735,968 INCO LTD COMMON 453258402 1,526 95,000 SH 1 95,000 INFORMATICA CORP COMMON 45666Q102 4,154 1,340,000 SH 1 1,340,000 INFORMATICA CORP COMMON 45666Q102 239 77,000 SH 6 77,000 INFOSYS TECHNOLOGIES ADR COMMON 456788108 2,900 53,500 SH 1 53,500 INFOSYS TECHNOLOGIES ADR COMMON 456788108 132 2,440 SH 1,4 2,440 INFOSYS TECHNOLOGIES ADR COMMON 456788108 98 1,800 SH 2 1,800 INFOSYS TECHNOLOGIES ADR COMMON 456788108 154 2,840 SH 2,3 2,840 INFOSYS TECHNOLOGIES ADR COMMON 456788108 90 1,658 SH 5 1,658 ING GROEP N V ADR SPONSORED COMMON 456837103 51 3,649 SH 5 3,649 INGERSOLL RAND CO CL A COMMON G4776G101 2,693 78,200 SH 1 78,200 INGERSOLL RAND CO CL A COMMON G4776G101 25,830 750,000 SH 1,2 750,000 INGERSOLL RAND CO CL A COMMON G4776G101 1,932 56,100 SH 2 56,100 INGERSOLL RAND CO CL A COMMON G4776G101 100 2,900 SH 2,3 2,900
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ INSIGHT ENTERPRISES INC COMMON 45765U103 3,045 300,000 SH 1 300,000 INSIGHT ENTERPRISES INC COMMON 45765U103 578 56,900 SH 2 56,900 INTEGRA LIFESCIENCES HOLDINGS COMMON 457985208 3,734 235,000 SH 1 235,000 INTEGRA LIFESCIENCES HOLDINGS COMMON 457985208 391 24,600 SH 2 24,600 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 5,909 376,400 SH 1 376,400 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 906 57,700 SH 2 57,700 INTEGRATED CIRCUIT SYSTEMS COMMON 45811K208 14 900 SH 2,3 900 INTEGRATED DEFENSE TECH COMMON 45819B101 3,710 188,300 SH 1 188,300 INTEGRATED DEFENSE TECH COMMON 45819B101 447 22,700 SH 2 22,700 INTEGRATED DEVICE TECH INC COMMON 458118106 13,103 1,255,100 SH 1 1,255,100 INTEGRATED DEVICE TECH INC COMMON 458118106 28,135 2,694,900 SH 1,2 2,694,900 INTEGRATED DEVICE TECH INC COMMON 458118106 2,317 221,900 SH 2 221,900 INTEGRATED DEVICE TECH INC COMMON 458118106 110 10,500 SH 2,3 10,500 INTEGRATED DEVICE TECH INC COMMON 458118106 1,516 145,164 SH 5 145,164 INTEL CORP COMMON 458140100 80,479 5,794,030 SH 1 5,794,030 INTEL CORP COMMON 458140100 120,843 8,700,000 SH 1,2 8,700,000 INTEL CORP COMMON 458140100 568 40,900 SH 1,4 40,900 INTEL CORP COMMON 458140100 8,444 607,900 SH 2 607,900 INTEL CORP COMMON 458140100 600 43,200 SH 2,3 43,200 INTEL CORP COMMON 458140100 97 6,979 SH 5 6,979 INTERCEPT INC COMMON 45845L107 1,484 150,000 SH 1 150,000 INTERCEPT INC COMMON 45845L107 256 25,900 SH 2 25,900 INTERMUNE INC COMMON 45884X103 79 2,400 SH 1 2,400 INTERMUNE INC COMMON 45884X103 3 100 SH 2 100 INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 135,327 2,317,640 SH 1 2,317,640 INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 53,135 910,000 SH 1,2 910,000 INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 3,659 62,660 SH 2 62,660 INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 202 3,457 SH 5 3,457 INTERNATIONAL FLAVORS AND FRAGRANCES COMMON 459506101 14,941 469,100 SH 1 469,100 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 1,037 15,000 SH 1 15,000 INTERNATIONAL PAPER CO COMMON 460146103 3,506 105,000 SH 1,4 105,000 INTERNATIONAL RECTIFIER CORP COMMON 460254105 4,136 264,800 SH 1 264,800 INTERNATIONAL SPEEDWAY CORP CL A COMMON 460335201 993 25,000 SH 1 25,000 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 1,848 150,000 SH 1 150,000 INTERNET SECURITY SYSTEMS INC COMMON 46060X107 367 29,800 SH 2 29,800 INTERPORE INTERNATIONAL COMMON 46062W107 1,264 156,000 SH 1 156,000 INTERPORE INTERNATIONAL COMMON 46062W107 288 35,500 SH 6 35,500
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ INTERPUBLIC GROUP CO INC COMMON 460690100 153,252 9,668,870 SH 1 9,668,870 INTERPUBLIC GROUP CO INC COMMON 460690100 352 22,200 SH 1,4 22,200 INTERPUBLIC GROUP CO INC COMMON 460690100 4,352 274,550 SH 2 274,550 INTERPUBLIC GROUP CO INC COMMON 460690100 8,973 566,137 SH 5 566,137 INTERPUBLIC GROUP CVT CONVERT 460690AJ9 3,571 4,900,000 PRN 1 4,900,000 INTERPUBLIC GROUP CVT CONVERT 460690AJ9 73 100,000 PRN 2 100,000 INTERSIL CORP COMMON 46069S109 7,965 614,564 SH 1 614,564 INTERSIL CORP COMMON 46069S109 525 40,512 SH 2 40,512 INTERSIL CORP COMMON 46069S109 12 900 SH 2,3 900 INTERTAPE POLYMER GROUP INC COMMON 460919103 1,516 200,000 SH 1 200,000 INTER-TEL INC COMMON 458372109 3,374 165,800 SH 1 165,800 INTER-TEL INC COMMON 458372109 2 100 SH 2,3 100 INTERWOVEN INC COMMON 46114T102 241 120,000 SH 6 120,000 INTRADO INC COMMON 46117A100 6,395 662,000 SH 1 662,000 INTRADO INC COMMON 46117A100 246 25,500 SH 2 25,500 INTRADO INC COMMON 46117A100 7 700 SH 2,3 700 INTRADO INC COMMON 46117A100 217 22,500 SH 6 22,500 INTRAWEST CORP COMMON 460915200 2,120 150,000 SH 1 150,000 INTRAWEST CORP COMMON 460915200 226 16,000 SH 6 16,000 INTUIT INC COMMON 461202103 88,752 1,949,300 SH 1 1,949,300 INTUIT INC COMMON 461202103 136,590 3,000,000 SH 1,2 3,000,000 INTUIT INC COMMON 461202103 387 8,500 SH 1,4 8,500 INTUIT INC COMMON 461202103 12,654 277,920 SH 2 277,920 INTUIT INC COMMON 461202103 765 16,800 SH 2,3 16,800 INTUIT INC COMMON 461202103 136 2,998 SH 5 2,998 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 53,450 1,974,500 SH 1 1,974,500 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 433 16,000 SH 1,4 16,000 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 2,774 102,480 SH 2 102,480 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 265 9,800 SH 2,3 9,800 INVESTORS FINANCIAL SERVICES CORP COMMON 461915100 110 4,061 SH 5 4,061 INVITROGEN CORP COMMON 46185R100 16,717 490,670 SH 1 490,670 INVITROGEN CORP COMMON 46185R100 743 21,800 SH 2 21,800 IPC HOLDINGS LTD COMMON G4933P101 3,339 113,700 SH 1 113,700 IPCS INC WTS 144A COMMON 44980Y115 2 6,980 SH 1 6,980 IPCS INC WTS 144A COMMON 44980Y115 0 20 SH 2,3 20 IRELAND BANK ADR SPONSORED COMMON 46267Q103 188 4,669 SH 5 4,669 IRON MOUNTAIN INC COMMON 462846106 46,585 1,864,150 SH 1 1,864,150 IRON MOUNTAIN INC COMMON 462846106 576 23,050 SH 1,4 23,050 IRON MOUNTAIN INC COMMON 462846106 4,008 160,395 SH 2 160,395 IRON MOUNTAIN INC COMMON 462846106 161 6,430 SH 2,3 6,430 IRON MOUNTAIN INC COMMON 462846106 47 1,886 SH 5 1,886 ISHARES RUSSELL 1000 VALUE INDEX FUND COMMON 464287598 701 16,558 SH 5 16,558
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ISHARES RUSSELL MIDCAP INDEX FUND COMMON 464287499 12 257 SH 5 257 ISHARES S&P SMALLCAP 600 INDEX FUND COMMON 464287804 6,765 72,700 SH 1 72,700 ISIS PHARMACEUTICALS INC COMMON 464330109 22,853 2,317,700 SH 1 2,317,700 ISIS PHARMACEUTICALS INC COMMON 464330109 429 43,500 SH 2 43,500 ITRON INC COMMON 465741106 1,515 82,400 SH 1 82,400 ITRON INC COMMON 465741106 15 800 SH 2,3 800 ITT INDUSTRIES INC COMMON 450911102 12,516 200,800 SH 1 200,800 ITT INDUSTRIES INC COMMON 450911102 305 4,900 SH 2 4,900 IVAX CORP COMMON 465823102 4,296 350,100 SH 1 350,100 IVAX CORP COMMON 465823102 123 10,000 SH 6 10,000 IWO HOLDINGS INC WTS 144A 01/15/11 COMMON 45071T113 4 14,980 SH 1 14,980 IWO HOLDINGS INC WTS 144A 01/15/11 COMMON 45071T113 0 20 SH 2,3 20 J D EDWARDS & CO COMMON 281667105 1,767 191,000 SH 1,4 191,000 J JILL GROUP INC COMMON 466189107 11,591 665,400 SH 1 665,400 J JILL GROUP INC COMMON 466189107 971 55,748 SH 2 55,748 J JILL GROUP INC COMMON 466189107 148 8,500 SH 6 8,500 J M SMUCKER CO COMMON 832696405 2,637 71,857 SH 1 71,857 JABIL CIRCUIT INC COMMON 466313103 2 150 SH 1 150 JACK HENRY & ASSOCIATES INC COMMON 426281101 2,486 200,000 SH 1 200,000 JACK IN THE BOX INC COMMON 466367109 10,087 442,400 SH 1 442,400 JACK IN THE BOX INC COMMON 466367109 223 9,800 SH 2 9,800 JACOBS ENGINEERING GROUP INC COMMON 469814107 60,034 1,944,100 SH 1 1,944,100 JACOBS ENGINEERING GROUP INC COMMON 469814107 871 28,200 SH 1,4 28,200 JACOBS ENGINEERING GROUP INC COMMON 469814107 5,971 193,360 SH 2 193,360 JACOBS ENGINEERING GROUP INC COMMON 469814107 604 19,550 SH 2,3 19,550 JACOBS ENGINEERING GROUP INC COMMON 469814107 113 3,656 SH 5 3,656 JACOBS ENGINEERING GROUP INC COMMON 469814107 154 5,000 SH 6 5,000 JOHN HANCOCK FINANCIAL SERVICES COMMON 41014S106 3 110 SH 1 110 JOHN NUVEEN CO-CL A COMMON 478035108 582 25,600 SH 1 25,600 JOHN NUVEEN CO-CL A COMMON 478035108 2,555 112,300 SH 1,4 112,300 JOHN NUVEEN CO-CL A COMMON 478035108 41 1,800 SH 2 1,800 JOHNSON & JOHNSON COMMON 478160104 401,493 7,424,060 SH 1 7,424,060 JOHNSON & JOHNSON COMMON 478160104 158,417 2,929,300 SH 1,2 2,929,300 JOHNSON & JOHNSON COMMON 478160104 4,505 83,300 SH 1,4 83,300 JOHNSON & JOHNSON COMMON 478160104 20,459 378,310 SH 2 378,310 JOHNSON & JOHNSON COMMON 478160104 1,136 21,000 SH 2,3 21,000 JOHNSON & JOHNSON COMMON 478160104 613 11,340 SH 5 11,340 JOHNSON CONTROLS INC COMMON 478366107 115 1,500 SH 1 1,500 JONES APPAREL GROUP INC COMMON 480074103 2,397 78,070 SH 1 78,070
Page 37/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ JONES APPAREL GROUP INC COMMON 480074103 87 2,820 SH 2 2,820 JP MORGAN CHASE & CO COMMON 46625H100 255,315 13,444,700 SH 1 13,444,700 JP MORGAN CHASE & CO COMMON 46625H100 12,344 650,000 SH 1,2 650,000 JP MORGAN CHASE & CO COMMON 46625H100 408 21,500 SH 1,4 21,500 JP MORGAN CHASE & CO COMMON 46625H100 4,033 212,390 SH 2 212,390 JP MORGAN CHASE & CO COMMON 46625H100 123 6,500 SH 2,3 6,500 JP MORGAN CHASE & CO COMMON 46625H100 8,801 463,450 SH 5 463,450 KB HOME COMMON 48666K109 25,836 529,000 SH 1 529,000 KB HOME COMMON 48666K109 293 6,000 SH 1,4 6,000 KB HOME COMMON 48666K109 27 550 SH 2 550 KEANE INC COMMON 486665102 1,181 175,000 SH 1 175,000 KEANE INC COMMON 486665102 68 10,000 SH 6 10,000 KEITHLEY INSTRUMENTS INC COMMON 487584104 3,098 255,000 SH 1 255,000 KEITHLEY INSTRUMENTS INC COMMON 487584104 434 35,700 SH 2 35,700 KELLOGG CO COMMON 487836108 23,804 715,900 SH 1 715,900 KELLOGG CO COMMON 487836108 60,183 1,810,000 SH 1,2 1,810,000 KELLOGG CO COMMON 487836108 213 6,400 SH 2 6,400 KEMET CORP COMMON 488360108 2,138 250,000 SH 1 250,000 KEMET CORP COMMON 488360108 398 46,500 SH 2 46,500 KENNAMETAL INC COMMON 489170100 13,152 409,480 SH 1 409,480 KENNAMETAL INC COMMON 489170100 273 8,500 SH 2 8,500 KENNAMETAL INC COMMON 489170100 1,592 49,555 SH 5 49,555 KERR-MCGEE CVT CONVERT 492386AP2 1,074 1,000,000 PRN 1 1,000,000 KERYX BIO- PHARMACEUTICALS COMMON 492515101 1 500 SH 1 500 KERZNER INTERNATIONAL LTD COMMON P6065Y107 3,450 150,000 SH 1 150,000 KERZNER INTERNATIONAL LTD COMMON P6065Y107 626 27,200 SH 2 27,200 KESTREL SOLUTIONS CVT 144A CONVERT 49254QAA0 110 11,000,000 PRN 1 11,000,000 KEY ENERGY GROUP INC COMMON 492914106 14,082 1,787,000 SH 1 1,787,000 KEY ENERGY GROUP INC COMMON 492914106 165 21,000 SH 1,4 21,000 KEY ENERGY GROUP INC COMMON 492914106 496 63,000 SH 2 63,000 KEYSPAN CORP COMMON 49337W100 2,111 63,000 SH 1 63,000 KIMBERLY-CLARK CORP COMMON 494368103 163,973 2,895,000 SH 1 2,895,000 KINDRED HEALTHCARE INC COMMON 494580103 2,707 73,100 SH 1 73,100 KING PHARMACEUTICALS INC COMMON 495582108 122,448 6,739,003 SH 1 6,739,003 KING PHARMACEUTICALS INC COMMON 495582108 552 30,400 SH 1,4 30,400 KING PHARMACEUTICALS INC COMMON 495582108 2,619 144,132 SH 2 144,132 KING PHARMACEUTICALS INC COMMON 495582108 134 7,400 SH 2,3 7,400 KLA-TENCOR CORP COMMON 482480100 43,834 1,568,850 SH 1 1,568,850 KLA-TENCOR CORP COMMON 482480100 86,597 3,099,400 SH 1,2 3,099,400 KLA-TENCOR CORP COMMON 482480100 5,736 205,300 SH 1,4 205,300
Page 38/75
- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ KLA-TENCOR CORP COMMON 482480100 7,485 267,900 SH 2 267,900 KLA-TENCOR CORP COMMON 482480100 310 11,100 SH 2,3 11,100 KLA-TENCOR CORP COMMON 482480100 114 4,067 SH 5 4,067 KMC TELECOM HOLDINGS-WTS EXP 4/15/08 COMMON 482562121 0 35 SH 1 35 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 0 53,095 SH 1 53,095 KNOLOGY INC WTS 144A EXP 10/07 COMMON 499183119 0 500 SH 2,3 500 KOHLS CORP COMMON 500255104 68,572 1,127,640 SH 1 1,127,640 KOHLS CORP COMMON 500255104 143,548 2,360,600 SH 1,2 2,360,600 KOHLS CORP COMMON 500255104 9,159 150,610 SH 1,4 150,610 KOHLS CORP COMMON 500255104 13,829 227,410 SH 2 227,410 KOHLS CORP COMMON 500255104 901 14,820 SH 2,3 14,820 KOHLS CORP COMMON 500255104 15 254 SH 5 254 KONINKLIJKE PHILIPS ELECTRS SPONS COMMON 500472303 4,778 328,819 SH 5 328,819 KOOKMIN BANK SPON ADR COMMON 50049M109 3,306 93,300 SH 1 93,300 KOOKMIN BANK SPON ADR COMMON 50049M109 10,629 300,000 SH 1,2 300,000 KOOKMIN BANK SPON ADR COMMON 50049M109 4,074 114,992 SH 1,4 114,992 KOOKMIN BANK SPON ADR COMMON 50049M109 25 700 SH 2 700 KOOKMIN BANK SPON ADR COMMON 50049M109 130 3,672 SH 2,3 3,672 KOOKMIN BANK SPON ADR COMMON 50049M109 81 2,283 SH 5 2,283 KOPIN CORP COMMON 500600101 2,262 650,000 SH 1 650,000 KOPIN CORP COMMON 500600101 337 96,700 SH 2 96,700 KOSAN BIOSCIENCES INC COMMON 50064W107 87 13,300 SH 1 13,300 KPMG CONSULTING INC COMMON 48265R109 2 330 SH 1 330 KRAFT FOODS INC A COMMON 50075N104 43,358 1,189,200 SH 1 1,189,200 KRAFT FOODS INC A COMMON 50075N104 52,867 1,450,000 SH 1,2 1,450,000 KRAFT FOODS INC A COMMON 50075N104 186 5,100 SH 2 5,100 KRAFT FOODS INC A COMMON 50075N104 8 226 SH 5 226 KRISPY KREME DOUGHNUTS INC COMMON 501014104 6,877 220,000 SH 1 220,000 KRISPY KREME DOUGHNUTS INC COMMON 501014104 666 21,300 SH 2 21,300 KROGER CORP COMMON 501044101 205,078 14,544,550 SH 1 14,544,550 KROGER CORP COMMON 501044101 41,595 2,950,000 SH 1,2 2,950,000 KROGER CORP COMMON 501044101 520 36,850 SH 2 36,850 KROGER CORP COMMON 501044101 9,171 650,398 SH 5 650,398 KRONOS INC COMMON 501052104 2,463 100,000 SH 1 100,000 KRONOS INC COMMON 501052104 133 5,400 SH 2 5,400 KT CORP SP ADR COMMON 48268K101 3,336 150,400 SH 1,4 150,400 KYPHON INC COMMON 501577100 2,574 195,000 SH 1 195,000 KYPHON INC COMMON 501577100 132 10,000 SH 6 10,000 L S I LOGIC CORP COMMON 502161102 4,173 657,200 SH 1 657,200 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 61,448 1,166,000 SH 1 1,166,000 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 122,717 2,328,600 SH 1,2 2,328,600
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 126 2,400 SH 1,4 2,400 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 7,420 140,800 SH 2 140,800 L-3 COMMUNICATIONS HOLDINGS INC COMMON 502424104 659 12,500 SH 2,3 12,500 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 151,589 4,487,532 SH 1 4,487,532 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 456 13,500 SH 2 13,500 LABORATORY CORP OF AMERICA HOLDINGS COMMON 50540R409 91 2,700 SH 2,3 2,700 LAFARGE CORPORATION COMMON 505862102 2 80 SH 1 80 LAM RESEARCH CORP COMMON 512807108 20,535 2,307,300 SH 1 2,307,300 LAM RESEARCH CORP COMMON 512807108 47,170 5,300,000 SH 1,2 5,300,000 LAM RESEARCH CORP COMMON 512807108 1,879 211,100 SH 1,4 211,100 LAM RESEARCH CORP COMMON 512807108 2,754 309,410 SH 2 309,410 LAM RESEARCH CORP COMMON 512807108 256 28,740 SH 2,3 28,740 LAMAR ADVERTISING CO COMMON 512815101 71,828 2,366,650 SH 1 2,366,650 LAMAR ADVERTISING CO COMMON 512815101 91,050 3,000,000 SH 1,2 3,000,000 LAMAR ADVERTISING CO COMMON 512815101 1,199 39,500 SH 1,4 39,500 LAMAR ADVERTISING CO COMMON 512815101 10,178 335,370 SH 2 335,370 LAMAR ADVERTISING CO COMMON 512815101 455 14,980 SH 2,3 14,980 LAMAR ADVERTISING CO COMMON 512815101 52 1,729 SH 5 1,729 LAMAR ADVERTISING CO COMMON 512815101 182 6,000 SH 6 6,000 LAMAR ADVERTISING CVT 5.25 CONVERT 512815AF8 1,268 1,300,000 PRN 1 1,300,000 LANDSTAR SYSTEM INC COMMON 515098101 3,316 67,400 SH 1 67,400 LATTICE SEMICONDUCTOR CORP COMMON 518415104 12,642 2,032,430 SH 1 2,032,430 LATTICE SEMICONDUCTOR CORP COMMON 518415104 274 44,000 SH 2 44,000 LATTICE SEMICONDUCTOR CORP COMMON 518415104 1,652 265,592 SH 5 265,592 LAUREL CAP GROUP INC COMMON 518629100 3 150 SH 5 150 LEAR CORP COMMON 521865105 34,061 817,800 SH 1 817,800 LEAR CORP COMMON 521865105 104 2,500 SH 1,4 2,500 LEAR CORP COMMON 521865105 1,633 39,200 SH 2 39,200 LEAR CORP COMMON 521865105 167 4,010 SH 2,3 4,010 LEGG MASON INC COMMON 524901105 33,239 781,000 SH 1 781,000 LEGG MASON INC COMMON 524901105 4,154 97,600 SH 1,4 97,600 LEGG MASON INC COMMON 524901105 1,287 30,250 SH 2 30,250 LEGG MASON INC COMMON 524901105 140 3,280 SH 2,3 3,280 LEGG MASON INC COMMON 524901105 49 1,154 SH 5 1,154 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 38,293 780,700 SH 1 780,700 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 343 7,000 SH 1,4 7,000 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 93 1,900 SH 2 1,900 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 64 1,300 SH 2,3 1,300 LENNAR CORP COMMON 526057104 3,458 62,000 SH 1 62,000 LENNAR CORP COMMON 526057104 33,468 600,000 SH 1,2 600,000 LENNAR CORP COMMON 526057104 982 17,600 SH 1,4 17,600 LENNAR CORP COMMON 526057104 2,510 45,000 SH 2 45,000 LENNAR CORP COMMON 526057104 128 2,300 SH 2,3 2,300 LEXMARK INTERNATIONAL INC COMMON 529771107 3,050 64,900 SH 1 64,900 LEXMARK INTERNATIONAL INC COMMON 529771107 6,989 148,700 SH 1,2 148,700
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ LEXMARK INTERNATIONAL INC COMMON 529771107 107 2,270 SH 2 2,270 LEXMARK INTERNATIONAL INC COMMON 529771107 71 1,500 SH 2,3 1,500 LEXMARK INTERNATIONAL INC COMMON 529771107 8 180 SH 5 180 LIFEPOINT HOSPITALS INC COMMON 53219L109 46,654 1,495,900 SH 1 1,495,900 LIFEPOINT HOSPITALS INC COMMON 53219L109 119 3,800 SH 1,4 3,800 LIFEPOINT HOSPITALS INC COMMON 53219L109 3,619 116,050 SH 2 116,050 LIFEPOINT HOSPITALS INC COMMON 53219L109 480 15,390 SH 2,3 15,390 LIFEPOINT INC COMMON 53215R100 720 400,000 SH 1 400,000 LIFEPOINT INC WTS COMMON 53215R928 0 80,000 SH 1 80,000 LILLY (ELI) & CO COMMON 532457108 3,272 59,130 SH 1 59,130 LILLY (ELI) & CO COMMON 532457108 22,136 400,000 SH 1,2 400,000 LILLY (ELI) & CO COMMON 532457108 6 100 SH 2 100 LILLY (ELI) & CO COMMON 532457108 221 4,000 SH 2,3 4,000 LIMITED BRANDS INC COMMON 532716107 62,199 4,337,470 SH 1 4,337,470 LIMITED BRANDS INC COMMON 532716107 99,735 6,955,000 SH 1,2 6,955,000 LIMITED BRANDS INC COMMON 532716107 5,905 411,790 SH 2 411,790 LIMITED BRANDS INC COMMON 532716107 297 20,700 SH 2,3 20,700 LIMITED BRANDS INC COMMON 532716107 15 1,017 SH 5 1,017 LIMITED BRANDS INC COMMON 532716107 129 9,000 SH 6 9,000 LIN TV CORP CL A COMMON 532774106 6,190 250,100 SH 1 250,100 LINCARE HOLDINGS INC COMMON 532791100 34,256 1,103,600 SH 1 1,103,600 LINCARE HOLDINGS INC COMMON 532791100 414 13,350 SH 1,4 13,350 LINCARE HOLDINGS INC COMMON 532791100 2,853 91,920 SH 2 91,920 LINCARE HOLDINGS INC COMMON 532791100 189 6,100 SH 2,3 6,100 LINCARE HOLDINGS INC COMMON 532791100 56 1,819 SH 5 1,819 LINCORP HOLDINGS INC COMMON 535100101 0 7 SH 5 7 LINEAR TECHNOLOGY CORP COMMON 535678106 37,474 1,808,590 SH 1 1,808,590 LINEAR TECHNOLOGY CORP COMMON 535678106 87,024 4,200,000 SH 1,2 4,200,000 LINEAR TECHNOLOGY CORP COMMON 535678106 545 26,300 SH 1,4 26,300 LINEAR TECHNOLOGY CORP COMMON 535678106 6,973 336,550 SH 2 336,550 LINEAR TECHNOLOGY CORP COMMON 535678106 694 33,500 SH 2,3 33,500 LINEAR TECHNOLOGY CORP COMMON 535678106 53 2,543 SH 5 2,543 LINENS 'N THINGS INC COMMON 535679104 4,684 255,000 SH 1 255,000 LOCKHEED MARTIN CORP COMMON 539830109 9,701 150,000 CALL 1 150,000 LOCKHEED MARTIN CORP COMMON 539830109 141,807 2,192,780 SH 1 2,192,780 LOCKHEED MARTIN CORP COMMON 539830109 236,834 3,662,200 SH 1,2 3,662,200 LOCKHEED MARTIN CORP COMMON 539830109 10,050 155,400 SH 1,4 155,400 LOCKHEED MARTIN CORP COMMON 539830109 22,778 352,220 SH 2 352,220 LOCKHEED MARTIN CORP COMMON 539830109 1,171 18,100 SH 2,3 18,100 LOCKHEED MARTIN CORP COMMON 539830109 134 2,074 SH 5 2,074 LORAL SPACE & COMM WT 12/27/06 COMMON G56462180 5 74,000 SH 1 74,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ LOUISIANA PACIFIC CORP COMMON 546347105 19,433 3,003,480 SH 1 3,003,480 LOUISIANA PACIFIC CORP COMMON 546347105 267 41,300 SH 2 41,300 LOUISIANA PACIFIC CORP COMMON 546347105 3,284 507,617 SH 5 507,617 LOWE'S COMPANIES INC COMMON 548661107 76,966 1,859,090 SH 1 1,859,090 LOWE'S COMPANIES INC COMMON 548661107 136,620 3,300,000 SH 1,2 3,300,000 LOWE'S COMPANIES INC COMMON 548661107 10,311 249,050 SH 1,4 249,050 LOWE'S COMPANIES INC COMMON 548661107 8,172 197,400 SH 2 197,400 LOWE'S COMPANIES INC COMMON 548661107 849 20,500 SH 2,3 20,500 LOWE'S COMPANIES INC COMMON 548661107 11 254 SH 5 254 LTX CORP COMMON 502392103 839 184,000 SH 1 184,000 LTX CORP COMMON 502392103 0 20 SH 1,4 20 LTX CORP COMMON 502392103 1 240 SH 2 240 LTX CORP COMMON 502392103 0 50 SH 2,3 50 LUXOTTICA GROUP SPA-SPON ADR COMMON 55068R202 609 47,300 SH 1 47,300 M & T BANK CORP COMMON 55261F104 2,049 26,000 SH 1 26,000 M & T BANK CORP COMMON 55261F104 71 900 SH 2 900 M & T BANK CORP COMMON 55261F104 9 120 SH 5 120 MACROMEDIA INC COMMON 556100105 4,445 575,000 SH 1 575,000 MACROMEDIA INC COMMON 556100105 577 74,700 SH 2 74,700 MACROVISION CORP COMMON 555904101 7,624 623,400 SH 1 623,400 MACROVISION CORP COMMON 555904101 559 45,700 SH 2 45,700 MAGNUM HUNTER RESOURCES INC COMMON 55972F203 2,452 467,000 SH 1 467,000 MAGNUM HUNTER RESOURCES WTS. COMMON 55972F138 24 67,880 SH 1 67,880 MANDALAY RESORT GROUP COMMON 562567107 6,375 190,000 SH 1 190,000 MANDALAY RESORT GROUP COMMON 562567107 168 5,000 SH 6 5,000 MANHATTAN ASSOCIATES INC COMMON 562750109 973 72,000 SH 1 72,000 MANITOWOC INC COMMON 563571108 2,051 75,000 SH 1 75,000 MANITOWOC INC COMMON 563571108 408 14,900 SH 2 14,900 MANPOWER INC COMMON 56418H100 1,350 46,000 SH 1 46,000 MANPOWER INC COMMON 56418H100 220 7,500 SH 1,4 7,500 MANPOWER INC COMMON 56418H100 839 28,600 SH 2 28,600 MANULIFE FINANCIAL CORP COMMON 56501R106 47 2,222 SH 5 2,222 MARATHON OIL CORP COMMON 565849106 9 400 SH 1 400 MARSH & MCLENNAN COS INC COMMON 571748102 21,549 517,510 SH 1 517,510 MARSH & MCLENNAN COS INC COMMON 571748102 7 158 SH 5 158 MARSHALL & ILSLEY CORP COMMON 571834100 8,610 308,700 SH 1 308,700 MARSHALL & ILSLEY CORP COMMON 571834100 192 6,900 SH 2 6,900 MARTIN MARIETTA MATERIALS INC COMMON 573284106 13,907 427,000 SH 1 427,000 MARTIN MARIETTA MATERIALS INC COMMON 573284106 309 9,500 SH 2 9,500 MARTIN MARIETTA MATERIALS INC COMMON 573284106 1,017 31,232 SH 5 31,232
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MARVEL ENTERPRISES INC COMMON 57383M108 140 20,000 SH 6 20,000 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 6,315 398,400 SH 1 398,400 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 10 600 SH 2,3 600 MASCO CORP COMMON 574599106 173,020 8,850,150 SH 1 8,850,150 MASCO CORP COMMON 574599106 66,257 3,389,100 SH 1,2 3,389,100 MASCO CORP COMMON 574599106 3,324 170,000 SH 2 170,000 MASCO CORP COMMON 574599106 299 15,300 SH 2,3 15,300 MASCO CORP COMMON 574599106 8,937 457,115 SH 5 457,115 MATTEL INC COMMON 577081102 111,766 6,205,760 SH 1 6,205,760 MATTEL INC COMMON 577081102 32,058 1,780,000 SH 1,2 1,780,000 MATTEL INC COMMON 577081102 243 13,500 SH 1,4 13,500 MATTEL INC COMMON 577081102 699 38,800 SH 2 38,800 MATTEL INC COMMON 577081102 72 4,000 SH 2,3 4,000 MATTEL INC COMMON 577081102 6,075 337,300 SH 5 337,300 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 9,176 370,600 SH 1 370,600 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 49,520 2,000,000 SH 1,2 2,000,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 248 10,000 SH 1,4 10,000 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 3,778 152,600 SH 2 152,600 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 193 7,800 SH 2,3 7,800 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 124 5,000 SH 6 5,000 MAXIM PHARMACEUTICALS INC COMMON 57772M107 1 300 SH 1 300 MAXIMUS INC COMMON 577933104 2,522 112,600 SH 1 112,600 MAYTAG CORP COMMON 578592107 5 200 SH 5 200 MBNA CORP COMMON 55262L100 140,624 7,650,920 SH 1 7,650,920 MBNA CORP COMMON 55262L100 61,757 3,360,000 SH 1,2 3,360,000 MBNA CORP COMMON 55262L100 469 25,500 SH 1,4 25,500 MBNA CORP COMMON 55262L100 2,744 149,300 SH 2 149,300 MBNA CORP COMMON 55262L100 600 32,650 SH 2,3 32,650 MCG CAPITAL CORP COMMON 58047P107 2,524 191,500 SH 1 191,500 MCKESSON CORP COMMON 58155Q103 67,337 2,376,880 SH 1 2,376,880 MCKESSON CORP COMMON 58155Q103 4,678 165,140 SH 1,4 165,140 MCKESSON CORP COMMON 58155Q103 2,776 97,980 SH 2 97,980 MCKESSON CORP COMMON 58155Q103 119 4,200 SH 2,3 4,200 MCKESSON CORP COMMON 58155Q103 5,228 184,527 SH 5 184,527 MCSI INC COMMON 55270M108 990 200,000 SH 1 200,000 MCSI INC COMMON 55270M108 194 39,200 SH 2 39,200 MDU RESOURCES GROUP INC COMMON 552690109 5,041 220,800 SH 1 220,800 MED DESIGN CORP COMMON 583926100 3,367 953,900 SH 1 953,900 MED DESIGN CORP COMMON 583926100 202 57,200 SH 2 57,200
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MEDAREX INC COMMON 583916101 211 62,900 SH 1 62,900 MEDAREX INC COMMON 583916101 1 300 SH 2,3 300 MEDCATH CORP COMMON 58404W109 1 100 SH 1 100 MEDIAONE GROUP CVT PFD 7.00% CONVERT 58440J500 436 32,200 SH 1 32,200 MEDICAL STAFFING NETWORKS COMMON 58463F104 1,261 83,100 SH 1 83,100 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 67,243 1,645,300 SH 1 1,645,300 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 81,740 2,000,000 SH 1,2 2,000,000 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 800 19,580 SH 1,4 19,580 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 11,447 280,080 SH 2 280,080 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 569 13,920 SH 2,3 13,920 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 52 1,280 SH 5 1,280 MEDICIS PHARMACEUTICAL CORP CL A COMMON 584690309 225 5,500 SH 6 5,500 MEDIMMUNE INC COMMON 584699102 2,091 100,200 SH 1 100,200 MEDIMMUNE INC COMMON 584699102 250 12,000 SH 1,4 12,000 MEDIMMUNE INC COMMON 584699102 877 42,000 SH 2 42,000 MEDTRONIC INC COMMON 585055106 76,020 1,804,850 SH 1 1,804,850 MEDTRONIC INC COMMON 585055106 105,300 2,500,000 SH 1,2 2,500,000 MEDTRONIC INC COMMON 585055106 632 15,000 SH 1,4 15,000 MEDTRONIC INC COMMON 585055106 17,522 416,000 SH 2 416,000 MEDTRONIC INC COMMON 585055106 409 9,700 SH 2,3 9,700 MEDTRONIC INC COMMON 585055106 393 9,326 SH 5 9,326 MELLON FINANCIAL CORP COMMON 58551A108 3,241 125,003 SH 1 125,003 MEMC ELECTRONIC MATERIALS COMMON 552715104 232 70,000 SH 1 70,000 MENTOR CORP COMMON 587188103 80 2,500 SH 1 2,500 MENTOR CORP COMMON 587188103 6 200 SH 2 200 MERCK & CO COMMON 589331107 19,441 425,320 SH 1 425,320 MERCK & CO COMMON 589331107 5 100 SH 2 100 MERCK & CO COMMON 589331107 12 266 SH 5 266 MERCURY INTERACTIVE CORP COMMON 589405109 10,747 626,300 SH 1 626,300 MERCURY INTERACTIVE CORP COMMON 589405109 13,791 803,700 SH 1,2 803,700 MERCURY INTERACTIVE CORP COMMON 589405109 209 12,200 SH 1,4 12,200 MERCURY INTERACTIVE CORP COMMON 589405109 1,766 102,900 SH 2 102,900 MERCURY INTERACTIVE CORP COMMON 589405109 62 3,600 SH 2,3 3,600 MERCURY INTERACTIVE CORP COMMON 589405109 112 6,500 SH 6 6,500 MERIX CORP COMMON 590049102 7,784 955,100 SH 1 955,100 MERIX CORP COMMON 590049102 163 20,000 SH 6 20,000 MERRILL LYNCH & CO COMMON 590188108 180,668 5,483,100 SH 1 5,483,100 MERRILL LYNCH & CO COMMON 590188108 49,603 1,505,400 SH 1,2 1,505,400 MERRILL LYNCH & CO COMMON 590188108 8,725 264,800 SH 2 264,800 MERRILL LYNCH & CO COMMON 590188108 194 5,900 SH 2,3 5,900 MERRILL LYNCH & CO COMMON 590188108 238 7,214 SH 5 7,214 METLIFE INC COMMON 59156R108 4 160 SH 1 160
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 14,045 540,200 SH 1 540,200 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 312 12,000 SH 2 12,000 METTLER-TOLEDO INTERNATIONAL INC COMMON 592688105 1,764 67,838 SH 5 67,838 MFA MORTGAGE INVESTMENTS INC COMMON 55272X102 1,626 200,800 SH 1 200,800 MGIC INVESTMENT CORP COMMON 552848103 85,725 2,099,550 SH 1 2,099,550 MGIC INVESTMENT CORP COMMON 552848103 26,919 659,300 SH 1,2 659,300 MGIC INVESTMENT CORP COMMON 552848103 478 11,700 SH 2 11,700 MGIC INVESTMENT CORP COMMON 552848103 5,687 139,281 SH 5 139,281 MGM GRAND INC COMMON 552953101 12,190 326,800 SH 1 326,800 MGM GRAND INC COMMON 552953101 61,027 1,636,100 SH 1,2 1,636,100 MGM GRAND INC COMMON 552953101 298 8,000 SH 1,4 8,000 MGM GRAND INC COMMON 552953101 4,081 109,400 SH 2 109,400 MGM GRAND INC COMMON 552953101 283 7,600 SH 2,3 7,600 MICHAELS STORES INC COMMON 594087108 1,947 42,600 SH 1 42,600 MICHAELS STORES INC COMMON 594087108 169 3,700 SH 1,4 3,700 MICHAELS STORES INC COMMON 594087108 14 300 SH 2 300 MICROCHIP TECHNOLOGY INC COMMON 595017104 164,288 8,033,637 SH 1 8,033,637 MICROCHIP TECHNOLOGY INC COMMON 595017104 149,286 7,300,052 SH 1,2 7,300,052 MICROCHIP TECHNOLOGY INC COMMON 595017104 1,244 60,817 SH 1,4 60,817 MICROCHIP TECHNOLOGY INC COMMON 595017104 18,932 925,783 SH 2 925,783 MICROCHIP TECHNOLOGY INC COMMON 595017104 1,442 70,522 SH 2,3 70,522 MICROCHIP TECHNOLOGY INC COMMON 595017104 102 5,012 SH 5 5,012 MICROCHIP TECHNOLOGY INC COMMON 595017104 192 9,400 SH 6 9,400 MICRON TECHNOLOGY INC COMMON 595112103 131,090 10,597,400 SH 1 10,597,400 MICRON TECHNOLOGY INC COMMON 595112103 60,613 4,900,000 SH 1,2 4,900,000 MICRON TECHNOLOGY INC COMMON 595112103 907 73,300 SH 1,4 73,300 MICRON TECHNOLOGY INC COMMON 595112103 4,349 351,600 SH 2 351,600 MICRON TECHNOLOGY INC COMMON 595112103 492 39,800 SH 2,3 39,800 MICROSOFT CORP COMMON 594918104 598,662 13,702,491 SH 1 13,702,491 MICROSOFT CORP COMMON 594918104 389,278 8,910,000 SH 1,2 8,910,000 MICROSOFT CORP COMMON 594918104 6,988 159,950 SH 1,4 159,950 MICROSOFT CORP COMMON 594918104 34,935 799,600 SH 2 799,600 MICROSOFT CORP COMMON 594918104 2,180 49,900 SH 2,3 49,900 MICROSOFT CORP COMMON 594918104 575 13,137 SH 5 13,137 MID ATLANTIC MEDICAL SERVICES INC COMMON 59523C107 2,534 70,000 SH 1 70,000 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 1,699 182,300 SH 1 182,300 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 2 200 SH 2,3 200 MILLIPORE CORP COMMON 601073109 14,064 442,400 SH 1 442,400 MILLIPORE CORP COMMON 601073109 312 9,800 SH 2 9,800 MIRANT CORP COMMON 604675108 1,519 687,178 SH 1 687,178 MIRANT CORP COMMON 604675108 168 76,000 SH 1,4 76,000 MIRANT CORP COMMON 604675108 578 261,400 SH 2 261,400 MIRANT TRUST I CVT PFD 6.25% CONVERT 60467Q102 984 65,800 SH 1 65,800
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MIRVANT MEDICAL TECHNOLOGY COMMON 604690107 17 20,000 SH 1 20,000 MOBILE MINI INC COMMON 60740F105 1,295 100,000 SH 1 100,000 MOBILE MINI INC COMMON 60740F105 255 19,700 SH 2 19,700 MOHAWK INDUSTRIES INC COMMON 608190104 16,113 324,524 SH 1 324,524 MOHAWK INDUSTRIES INC COMMON 608190104 358 7,216 SH 2 7,216 MOHAWK INDUSTRIES INC COMMON 608190104 1,625 32,730 SH 5 32,730 MOLEX INC COMMON 608554101 3,681 156,500 SH 1 156,500 MOLEX INC COMMON 608554101 35,280 1,500,000 SH 1,2 1,500,000 MOLEX INC COMMON 608554101 2,634 112,000 SH 2 112,000 MOLEX INC COMMON 608554101 136 5,800 SH 2,3 5,800 MOLEX INC CL A COMMON 608554200 30,810 1,467,225 SH 1 1,467,225 MOLEX INC CL A COMMON 608554200 437 20,800 SH 1,4 20,800 MOLEX INC CL A COMMON 608554200 2,729 129,980 SH 2 129,980 MOLEX INC CL A COMMON 608554200 124 5,890 SH 2,3 5,890 MONACO COACH CORP COMMON 60886R103 3,405 170,000 SH 1 170,000 MONACO COACH CORP COMMON 60886R103 637 31,800 SH 2 31,800 MONSANTO CO COMMON 61166W101 4,789 313,182 SH 1 313,182 MONSANTO CO COMMON 61166W101 60 3,921 SH 2 3,921 MONSANTO CO COMMON 61166W101 1 38 SH 5 38 MOODYS CORP COMMON 615369105 9 188 SH 5 188 MOODY'S CORP COMMON 615369105 40,561 836,300 SH 1 836,300 MOODY'S CORP COMMON 615369105 94,866 1,956,000 SH 1,2 1,956,000 MOODY'S CORP COMMON 615369105 335 6,900 SH 1,4 6,900 MOODY'S CORP COMMON 615369105 7,758 159,950 SH 2 159,950 MOODY'S CORP COMMON 615369105 490 10,100 SH 2,3 10,100 MORGAN STANLEY COMMON 617446448 387,108 11,425,850 SH 1 11,425,850 MORGAN STANLEY COMMON 617446448 74,309 2,193,300 SH 1,2 2,193,300 MORGAN STANLEY COMMON 617446448 373 11,000 SH 1,4 11,000 MORGAN STANLEY COMMON 617446448 10,134 299,100 SH 2 299,100 MORGAN STANLEY COMMON 617446448 346 10,200 SH 2,3 10,200 MORGAN STANLEY COMMON 617446448 11,589 342,062 SH 5 342,062 MOSSIMO INC COMMON 619696107 118 20,000 SH 6 20,000 MOTOROLA INC COMMON 620076109 128,047 12,578,250 SH 1 12,578,250 MOTOROLA INC COMMON 620076109 8,144 800,000 SH 1,2 800,000 MOTOROLA INC COMMON 620076109 255 25,000 SH 1,4 25,000 MOTOROLA INC COMMON 620076109 2,189 215,050 SH 2 215,050 MOTOROLA INC COMMON 620076109 5,380 528,455 SH 5 528,455 MOVIE GALLERY INC COMMON 624581104 4,503 300,000 SH 1 300,000 MSC.SOFTWARE CORP COMMON 553531104 1,491 175,000 SH 1 175,000 MSC.SOFTWARE CORP COMMON 553531104 273 32,100 SH 2 32,100 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 1,250 200,000 SH 1 200,000 M-SYSTEMS FLASH DISK PIONEER COMMON M7061C100 242 38,700 SH 2 38,700
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ MURPHY OIL CORP COMMON 626717102 8,954 109,100 SH 1 109,100 MURPHY OIL CORP COMMON 626717102 107 1,300 SH 1,4 1,300 MYKROLIS CORP COMMON 62852P103 3,261 530,201 SH 1 530,201 MYKROLIS CORP COMMON 62852P103 405 65,900 SH 2 65,900 MYLAN LABORATORIES INC COMMON 628530107 11,521 351,900 SH 1 351,900 MYLAN LABORATORIES INC COMMON 628530107 278 8,500 SH 6 8,500 NABI BIO- PHARMACEUTICALS COMMON 629519109 1 100 SH 1 100 NABORS INDUSTRIES LTD COMMON G6359F103 123,867 3,782,190 SH 1 3,782,190 NABORS INDUSTRIES LTD COMMON G6359F103 49,125 1,500,000 SH 1,2 1,500,000 NABORS INDUSTRIES LTD COMMON G6359F103 1,110 33,900 SH 1,4 33,900 NABORS INDUSTRIES LTD COMMON G6359F103 8,020 244,900 SH 2 244,900 NABORS INDUSTRIES LTD COMMON G6359F103 341 10,400 SH 2,3 10,400 NABORS INDUSTRIES LTD COMMON G6359F103 77 2,347 SH 5 2,347 NATCO GROUP INC A COMMON 63227W203 226 30,000 SH 6 30,000 NATIONAL CITY CORP COMMON 635405103 8 280 SH 1 280 NATIONAL CITY CORP COMMON 635405103 10 360 SH 5 360 NATIONAL INSTRUMENTS CORP COMMON 636518102 43,030 1,965,750 SH 1 1,965,750 NATIONAL INSTRUMENTS CORP COMMON 636518102 126 5,760 SH 1,4 5,760 NATIONAL INSTRUMENTS CORP COMMON 636518102 2,326 106,260 SH 2 106,260 NATIONAL INSTRUMENTS CORP COMMON 636518102 174 7,940 SH 2,3 7,940 NATIONAL INSTRUMENTS CORP COMMON 636518102 77 3,528 SH 5 3,528 NATIONAL-OILWELL INC COMMON 637071101 32,423 1,673,000 SH 1 1,673,000 NATIONAL-OILWELL INC COMMON 637071101 568 29,300 SH 1,4 29,300 NATIONAL-OILWELL INC COMMON 637071101 3,510 181,130 SH 2 181,130 NATIONAL-OILWELL INC COMMON 637071101 159 8,190 SH 2,3 8,190 NATIONAL-OILWELL INC COMMON 637071101 123 6,359 SH 5 6,359 NATIONWIDE FINANCIAL SERVICES CL A COMMON 638612101 8,512 318,790 SH 1 318,790 NATIONWIDE FINANCIAL SERVICES CL A COMMON 638612101 3 114 SH 5 114 NATUS MEDICAL INC COMMON 639050103 28 8,000 SH 1 8,000 NAVISTAR INTERNATIONAL CORPORATION COMMON 63934E108 1,355 62,500 SH 1 62,500 NAVISTAR INTERNATIONAL CORPORATION COMMON 63934E108 98 4,500 SH 6 4,500 NCO GROUP INC COMMON 628858102 3,441 300,000 SH 1 300,000 NCO GROUP INC COMMON 628858102 408 35,600 SH 2 35,600 NDCHEALTH CORP COMMON 639480102 778 50,000 SH 1 50,000 NDS GROUP PLC ADR SPONSORED COMMON 628891103 7 1,038 SH 5 1,038 NESTLE SA ADR SPONS REG COMMON 641069406 57 1,050 SH 5 1,050 NETEGRITY INC COMMON 64110P107 2,001 971,400 SH 1 971,400 NETEGRITY INC COMMON 64110P107 172 83,600 SH 6 83,600 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 412 38,000 SH 1 38,000 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 59 5,400 SH 2 5,400 NETSCREEN TECHNOLOGIES INC COMMON 64117V107 61 5,600 SH 2,3 5,600
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NETWORK APPLIANCE INC COMMON 64120L104 2 210 SH 1 210 NETWORK ASSOCIATES INC COMMON 640938106 4,564 429,325 SH 1 429,325 NETWORK ASSOCIATES INC COMMON 640938106 1,771 166,600 SH 1,4 166,600 NETWORK ASSOCIATES INC COMMON 640938106 409 38,475 SH 2 38,475 NETWORK ASSOCIATES INC COMMON 640938106 47 4,400 SH 2,3 4,400 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 21 500 SH 1 500 NEW CENTURY FINANCIAL CORP COMMON 64352D101 2,628 112,300 SH 1 112,300 NEW CENTURY FINANCIAL CORP COMMON 64352D101 234 10,000 SH 6 10,000 NEW YORK TIMES CO COMMON 650111107 25,847 568,700 SH 1 568,700 NEW YORK TIMES CO COMMON 650111107 40,905 900,000 SH 1,2 900,000 NEW YORK TIMES CO COMMON 650111107 145 3,200 SH 2 3,200 NEWELL RUBBERMAID INC COMMON 651229106 35,977 1,165,420 SH 1 1,165,420 NEWELL RUBBERMAID INC COMMON 651229106 109,280 3,540,000 SH 1,2 3,540,000 NEWELL RUBBERMAID INC COMMON 651229106 4,609 149,300 SH 2 149,300 NEWELL RUBBERMAID INC COMMON 651229106 216 7,000 SH 2,3 7,000 NEWELL RUBBERMAID INC COMMON 651229106 9 297 SH 5 297 NEWFIELD EXPLORATION CO COMMON 651290108 21,813 649,400 SH 1 649,400 NEWFIELD EXPLORATION CO COMMON 651290108 85 2,540 SH 1,4 2,540 NEWFIELD EXPLORATION CO COMMON 651290108 2,029 60,410 SH 2 60,410 NEWFIELD EXPLORATION CO COMMON 651290108 138 4,100 SH 2,3 4,100 NEWFIELD EXPLORATION CO COMMON 651290108 60 1,785 SH 5 1,785 NEWMONT MINING CORP HOLDINGS CO COMMON 651639106 924 33,600 SH 1 33,600 NEWMONT MINING CORP HOLDINGS CO COMMON 651639106 9,983 362,900 SH 1,4 362,900 NEWPARK RESOURCES INC COMMON 651718504 1,980 500,000 SH 1 500,000 NEWPARK RESOURCES INC COMMON 651718504 345 87,200 SH 2 87,200 NEXTEL COMMUNICATIONS CVT 144A CONVERT 65332VAW3 680 1,000,000 PRN 1 1,000,000 NEXTEL COMMUNICATIONS INC COMMON 65332V103 82,602 10,940,700 SH 1 10,940,700 NEXTEL COMMUNICATIONS INC COMMON 65332V103 8 1,100 SH 2,3 1,100 NIKE INC CL B COMMON 654106103 205,986 4,770,400 SH 1 4,770,400 NIKE INC CL B COMMON 654106103 58,293 1,350,000 SH 1,2 1,350,000 NIKE INC CL B COMMON 654106103 397 9,200 SH 2 9,200 NIKE INC CL B COMMON 654106103 194 4,500 SH 2,3 4,500 NIKE INC CL B COMMON 654106103 1,649 38,179 SH 5 38,179 NISOURCE INC COMMON 65473P105 5,700 330,800 SH 1 330,800 NOBLE CORP COMMON G65422100 31,750 1,024,200 SH 1 1,024,200 NOBLE CORP COMMON G65422100 31,000 1,000,000 SH 1,2 1,000,000 NOBLE CORP COMMON G65422100 62 2,000 SH 1,4 2,000 NOBLE CORP COMMON G65422100 2,468 79,600 SH 2 79,600 NOBLE CORP COMMON G65422100 304 9,800 SH 2,3 9,800 NOBLE CORP COMMON G65422100 912 29,420 SH 5 29,420
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ NOKIA CORP ADR COMMON 654902204 16,545 1,248,700 SH 1 1,248,700 NOKIA CORP ADR COMMON 654902204 5 343 SH 5 343 NORDSTROM INC COMMON 655664100 5,221 291,000 SH 1 291,000 NORDSTROM INC COMMON 655664100 14,352 800,000 SH 1,2 800,000 NORDSTROM INC COMMON 655664100 179 10,000 SH 1,4 10,000 NORDSTROM INC COMMON 655664100 14 800 SH 2 800 NORDSTROM INC COMMON 655664100 144 8,000 SH 2,3 8,000 NORDSTROM INC COMMON 655664100 206 11,500 SH 6 11,500 NORFOLK SOUTHERN CORP COMMON 655844108 22,556 1,117,200 SH 1 1,117,200 NORFOLK SOUTHERN CORP COMMON 655844108 29,962 1,484,000 SH 1,2 1,484,000 NORFOLK SOUTHERN CORP COMMON 655844108 351 17,400 SH 2 17,400 NORTH FORK BANCORPORATION COMMON 659424105 2,006 53,000 SH 1 53,000 NORTH FORK BANCORPORATION COMMON 659424105 72 1,900 SH 2 1,900 NORTHEAST UTILITIES COMMON 664397106 1,141 67,500 SH 1 67,500 NORTHERN TRUST CORP COMMON 665859104 26,303 697,700 SH 1 697,700 NORTHROP GRUMMAN CO COMMON 666807102 57,377 462,570 SH 1 462,570 NORTHROP GRUMMAN CO COMMON 666807102 132,723 1,070,000 SH 1,2 1,070,000 NORTHROP GRUMMAN CO COMMON 666807102 2,692 21,700 SH 1,4 21,700 NORTHROP GRUMMAN CO COMMON 666807102 4,800 38,700 SH 2 38,700 NORTHROP GRUMMAN CO COMMON 666807102 211 1,700 SH 2,3 1,700 NORTHROP GRUMMAN CO COMMON 666807102 1,682 13,559 SH 5 13,559 NOVELLUS SYSTEMS INC COMMON 670008101 118,440 5,691,500 SH 1 5,691,500 NOVELLUS SYSTEMS INC COMMON 670008101 93,645 4,500,000 SH 1,2 4,500,000 NOVELLUS SYSTEMS INC COMMON 670008101 437 21,000 SH 1,4 21,000 NOVELLUS SYSTEMS INC COMMON 670008101 6,798 326,650 SH 2 326,650 NOVELLUS SYSTEMS INC COMMON 670008101 564 27,100 SH 2,3 27,100 NOVELLUS SYSTEMS INC COMMON 670008101 2,216 106,500 SH 5 106,500 NOVELLUS SYSTEMS INC COMMON 670008101 166 8,000 SH 6 8,000 NPS PHARMACEUTICALS INC COMMON 62936P103 856 41,600 SH 1 41,600 NTELOS INC-WT 144A COMMON 67019U119 0 19,845 SH 1 19,845 NTELOS INC-WT 144A COMMON 67019U119 0 60 SH 2 60 NTELOS INC-WT 144A COMMON 67019U119 0 95 SH 2,3 95 NVIDIA CORP COMMON 67066G104 220 25,700 SH 1 25,700 NVIDIA CORP COMMON 67066G104 16 1,900 SH 2 1,900 NVR INC COMMON 62944T105 3,538 11,800 SH 1 11,800 NVR INC COMMON 62944T105 29,983 100,000 SH 1,2 100,000 NVR INC COMMON 62944T105 2,219 7,400 SH 2 7,400 NVR INC COMMON 62944T105 90 300 SH 2,3 300 O2MICRO INTERNATIONAL LTD COMMON G6797E106 2,364 300,000 SH 1 300,000 O2MICRO INTERNATIONAL LTD COMMON G6797E106 431 54,700 SH 2 54,700 OAKLEY INC COMMON 673662102 754 75,000 SH 1 75,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ OCCIDENTAL PETROLEUM CORP. COMMON 674599105 4 130 SH 1 130 OCEAN ENERGY INC COMMON 67481E106 8,028 402,400 SH 1 402,400 OCEANEERING INTERNATIONAL INC COMMON 675232102 3,466 136,200 SH 1 136,200 OCEANEERING INTERNATIONAL INC COMMON 675232102 99 3,900 SH 1,4 3,900 OCULAR SCIENCES INC. COMMON 675744106 2,336 100,000 SH 1 100,000 ODYSSEY HEALTHCARE INC COMMON 67611V101 2,998 100,100 SH 1 100,100 ODYSSEY HEALTHCARE INC COMMON 67611V101 527 17,600 SH 2 17,600 OFFICE DEPOT INC COMMON 676220106 3,273 265,200 SH 1 265,200 OFFICE DEPOT INC COMMON 676220106 24,680 2,000,000 SH 1,2 2,000,000 OFFICE DEPOT INC COMMON 676220106 2,783 225,500 SH 1,4 225,500 OFFICE DEPOT INC COMMON 676220106 1,960 158,800 SH 2 158,800 OFFICE DEPOT INC COMMON 676220106 99 8,000 SH 2,3 8,000 OGE ENERGY CORP COMMON 670837103 2,041 121,000 SH 1 121,000 OM GROUP INC COMMON 670872100 66,352 1,550,280 SH 1 1,550,280 OM GROUP INC COMMON 670872100 621 14,500 SH 1,4 14,500 OM GROUP INC COMMON 670872100 5,004 116,910 SH 2 116,910 OM GROUP INC COMMON 670872100 263 6,140 SH 2,3 6,140 OM GROUP INC COMMON 670872100 2,136 49,909 SH 5 49,909 OMNICARE INC. COMMON 681904108 1,690 80,000 SH 1 80,000 OMNICARE INC. COMMON 681904108 211 10,000 SH 6 10,000 OMNICOM GROUP INC COMMON 681919106 417,948 7,506,250 SH 1 7,506,250 OMNICOM GROUP INC COMMON 681919106 100,224 1,800,000 SH 1,2 1,800,000 OMNICOM GROUP INC COMMON 681919106 651 11,700 SH 1,4 11,700 OMNICOM GROUP INC COMMON 681919106 2,937 52,750 SH 2 52,750 OMNICOM GROUP INC COMMON 681919106 479 8,600 SH 2,3 8,600 OMNICOM GROUP INC COMMON 681919106 13,067 234,681 SH 5 234,681 ONESOURCE INFORMATION SERVICE COMMON 68272J106 1,573 250,000 SH 1 250,000 ONESOURCE INFORMATION SERVICE COMMON 68272J106 304 48,400 SH 2 48,400 ONO FINANCE PLC WARRANTS COMMON 682735113 0 550 SH 1 550 ONYX PHARMACEUTICALS INC COMMON 683399109 0 100 SH 1 100 ORACLE SYSTEMS CORP COMMON 68389X105 78,983 10,048,750 SH 1 10,048,750 ORACLE SYSTEMS CORP COMMON 68389X105 42,444 5,400,000 SH 1,2 5,400,000 ORACLE SYSTEMS CORP COMMON 68389X105 472 60,000 SH 1,4 60,000 ORACLE SYSTEMS CORP COMMON 68389X105 2,536 322,640 SH 2 322,640 ORACLE SYSTEMS CORP COMMON 68389X105 272 34,600 SH 2,3 34,600 ORACLE SYSTEMS CORP COMMON 68389X105 144 18,262 SH 5 18,262 ORAPHARMA INC COMMON 68554E106 1,233 290,200 SH 1 290,200 ORAPHARMA INC COMMON 68554E106 22 5,200 SH 2 5,200 ORASURE TECHNOLOGIES INC COMMON 68554V108 155 34,800 SH 1 34,800 ORASURE TECHNOLOGIES INC COMMON 68554V108 2 400 SH 2,3 400
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ORBOTECH LTD COMMON M75253100 2,530 171,500 SH 1 171,500 ORBOTECH LTD COMMON M75253100 9 600 SH 1,4 600 ORBOTECH LTD COMMON M75253100 4 250 SH 2,3 250 ORCHID BIOSCIENCES INC COMMON 68571P100 0 200 SH 2 200 O'REILLY AUTOMOTIVE, INC. COMMON 686091109 3,721 130,000 SH 1 130,000 ORIENT EXPRESS HOTELS LTD COMMON G67743107 4,229 309,400 SH 1,4 309,400 OSI PHARMACEUTICALS INC COMMON 671040103 44 2,600 SH 1 2,600 OSI SYSTEMS INC COMMON 671044105 604 34,900 SH 1 34,900 OSI SYSTEMS INC COMMON 671044105 9 500 SH 2,3 500 O'SULLIVAN INDS WTS 144A COMMON 67104R112 7 25,000 SH 1 25,000 O'SULLIVAN INDS WTS PFD SER B 144A COMMON 67104R138 7 25,000 SH 1 25,000 OUTBACK STEAKHOUSE INC COMMON 689899102 23,131 841,730 SH 1 841,730 OUTBACK STEAKHOUSE INC COMMON 689899102 46,919 1,707,400 SH 1,2 1,707,400 OUTBACK STEAKHOUSE INC COMMON 689899102 327 11,900 SH 1,4 11,900 OUTBACK STEAKHOUSE INC COMMON 689899102 5,062 184,200 SH 2 184,200 OUTBACK STEAKHOUSE INC COMMON 689899102 181 6,600 SH 2,3 6,600 OVERLAND STORAGE INC COMMON 690310107 256 23,600 SH 1 23,600 OVERLAND STORAGE INC COMMON 690310107 4 400 SH 2,3 400 OVERTURE SERVICES INC COMMON 69039R100 5,815 246,700 SH 1 246,700 OVERTURE SERVICES INC COMMON 69039R100 16 700 SH 2,3 700 OWENS & MINOR INC COMMON 690732102 1 100 SH 1 100 OXFORD FINANCE CORP 144A COMMON 69144T108 1,350 150,000 SH 1 150,000 OXFORD HEALTH PLANS INC COMMON 691471106 315 8,100 SH 1 8,100 OXFORD HEALTH PLANS INC COMMON 691471106 2,130 54,700 SH 1,4 54,700 OXFORD HEALTH PLANS INC COMMON 691471106 23 600 SH 2 600 P G & E CORP COMMON 69331C108 54,992 4,883,850 SH 1 4,883,850 P G & E CORP COMMON 69331C108 150 13,300 SH 2 13,300 P G & E CORP COMMON 69331C108 4,241 376,665 SH 5 376,665 P.F. CHANGS CHINA BISTRO INC COMMON 69333Y108 10,161 350,000 SH 1 350,000 P.F. CHANGS CHINA BISTRO INC COMMON 69333Y108 1,118 38,500 SH 2 38,500 PACER INTERNATIONAL INC COMMON 69373H106 227 20,000 SH 1 20,000 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 31,185 1,531,700 SH 1 1,531,700 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 120 5,900 SH 1,4 5,900 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 2,438 119,730 SH 2 119,730 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 166 8,140 SH 2,3 8,140 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 64 3,136 SH 5 3,136
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PACIFICARE HEALTH SYSTEMS INC COMMON 695112102 2 100 SH 1 100 PACTIV CORP COMMON 695257105 13,884 844,040 SH 1 844,040 PACTIV CORP COMMON 695257105 309 18,800 SH 2 18,800 PAIN THERAPEUTICS INC COMMON 69562K100 993 250,000 SH 1 250,000 PAIN THERAPEUTICS INC COMMON 69562K100 193 48,500 SH 2 48,500 PALL CORP COMMON 696429307 9,231 584,600 SH 1 584,600 PANERA BREAD CO COMMON 69840W108 5,265 195,000 SH 1 195,000 PANERA BREAD CO COMMON 69840W108 859 31,800 SH 2 31,800 PARADIGM GENETICS INC COMMON 69900R106 18 35,000 SH 1 35,000 PARKER DRILLING CO COMMON 701081101 770 350,000 SH 1 350,000 PARKER HANNIFIN CORP COMMON 701094104 7,728 202,244 SH 5 202,244 PARKER-HANNIFIN CORP COMMON 701094104 76,422 2,000,050 SH 1 2,000,050 PARKER-HANNIFIN CORP COMMON 701094104 237 6,200 SH 2 6,200 PARTNERRE LTD -BERMUDA COMMON G6852T105 3,652 75,800 SH 1 75,800 PATTERSON DENTAL CO COMMON 703412106 13,184 257,600 SH 1 257,600 PATTERSON DENTAL CO COMMON 703412106 61 1,200 SH 1,4 1,200 PATTERSON DENTAL CO COMMON 703412106 894 17,460 SH 2 17,460 PATTERSON DENTAL CO COMMON 703412106 97 1,890 SH 2,3 1,890 PATTERSON DENTAL CO COMMON 703412106 48 937 SH 5 937 PATTERSON-UTI ENERGY INC COMMON 703481101 65,397 2,563,600 SH 1 2,563,600 PATTERSON-UTI ENERGY INC COMMON 703481101 2,873 112,607 SH 1,4 112,607 PATTERSON-UTI ENERGY INC COMMON 703481101 5,445 213,440 SH 2 213,440 PATTERSON-UTI ENERGY INC COMMON 703481101 311 12,190 SH 2,3 12,190 PATTERSON-UTI ENERGY INC COMMON 703481101 113 4,425 SH 5 4,425 PAYCHEX INC COMMON 704326107 54,969 2,260,228 SH 1 2,260,228 PAYCHEX INC COMMON 704326107 49,856 2,050,000 SH 1,2 2,050,000 PAYCHEX INC COMMON 704326107 823 33,840 SH 1,4 33,840 PAYCHEX INC COMMON 704326107 7,879 323,990 SH 2 323,990 PAYCHEX INC COMMON 704326107 575 23,637 SH 2,3 23,637 PAYCHEX INC COMMON 704326107 95 3,928 SH 5 3,928 PAYCHEX INC COMMON 704326107 243 10,000 SH 6 10,000 PAYPAL INC COMMON 704508100 6,273 300,000 SH 1 300,000 PAYPAL INC COMMON 704508100 1,123 53,700 SH 2 53,700 PEABODY ENERGY CORP COMMON 704549104 1,923 75,400 SH 1 75,400 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 3,719 120,000 SH 1 120,000 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 691 22,300 SH 2 22,300 PENN NATIONAL GAMING INC COMMON 707569109 2,462 130,400 SH 1 130,400 PENTAIR INC COMMON 709631105 13,768 370,400 SH 1 370,400 PENTAIR INC COMMON 709631105 309 8,300 SH 2 8,300 PENWEST PHARMACEUTICALS CO COMMON 709754105 83 10,000 SH 6 10,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PEOPLES ENERGY CORP COMMON 711030106 1,685 50,000 SH 1 50,000 PEOPLESOFT INC COMMON 712713106 16,582 1,340,500 SH 1 1,340,500 PEOPLESOFT INC COMMON 712713106 282 22,800 SH 1,4 22,800 PEOPLESOFT INC COMMON 712713106 1,320 106,700 SH 2 106,700 PEOPLESOFT INC COMMON 712713106 53 4,300 SH 2,3 4,300 PEOPLESOFT INC COMMON 712713106 1,218 98,462 SH 5 98,462 PEPSI BOTTLING GROUP INC COMMON 713409100 10,886 465,210 SH 1 465,210 PEPSI BOTTLING GROUP INC COMMON 713409100 176 7,500 SH 1,4 7,500 PEPSI BOTTLING GROUP INC COMMON 713409100 690 29,500 SH 2 29,500 PEPSICO INC COMMON 713448108 7,390 200,000 CALL 1 200,000 PEPSICO INC COMMON 713448108 150,239 4,066,000 SH 1 4,066,000 PEPSICO INC COMMON 713448108 3,991 108,000 SH 2 108,000 PEPSICO INC COMMON 713448108 302 8,171 SH 5 8,171 PERFORMANCE FOOD GROUP CO COMMON 713755106 17,014 501,000 SH 1 501,000 PERFORMANCE FOOD GROUP CO COMMON 713755106 1,362 40,100 SH 2 40,100 PETCO ANIMAL SUPPLIES INC COMMON 716016209 174 8,000 SH 1 8,000 PETRO-CDA COMMON 71644E102 61 2,105 SH 5 2,105 PETROQUEST ENERGY INC COMMON 716748108 1,879 425,000 SH 1 425,000 PETSMART INC COMMON 716768106 803 45,100 SH 1 45,100 PETSMART INC COMMON 716768106 84 4,700 SH 2 4,700 PETSMART INC COMMON 716768106 85 4,800 SH 2,3 4,800 PEUGEOT CITROEN SA ADR SPONSORED COMMON 716825500 122 3,307 SH 5 3,307 PF.NET COMMUNICATIONS WTS 144A COMMON 69333S119 0 20,000 SH 1 20,000 PFIZER INC COMMON 717081103 726,094 25,020,460 SH 1 25,020,460 PFIZER INC COMMON 717081103 245,503 8,459,800 SH 1,2 8,459,800 PFIZER INC COMMON 717081103 6,080 209,500 SH 1,4 209,500 PFIZER INC COMMON 717081103 31,702 1,092,410 SH 2 1,092,410 PFIZER INC COMMON 717081103 1,419 48,900 SH 2,3 48,900 PFIZER INC COMMON 717081103 979 33,721 SH 5 33,721 PFIZER INC COMMON 717081103 203 7,000 SH 6 7,000 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 4,168 215,500 SH 1 215,500 PHARMACEUTICAL PRODUCT DEVELOPMENT COMMON 717124101 731 37,800 SH 2 37,800 PHARMACIA CORP COMMON 71713U102 138,328 3,557,814 SH 1 3,557,814 PHARMACIA CORP COMMON 71713U102 97,200 2,500,000 SH 1,2 2,500,000 PHARMACIA CORP COMMON 71713U102 7,053 181,400 SH 1,4 181,400 PHARMACIA CORP COMMON 71713U102 6,567 168,900 SH 2 168,900 PHARMACIA CORP COMMON 71713U102 1,322 34,000 SH 2,3 34,000 PHARMACIA CORP COMMON 71713U102 199 5,108 SH 5 5,108 PHELPS DODGE CORP COMMON 717265102 1 50 SH 1 50
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ INC COMMON 718154107 9,852 253,910 SH 1 253,910 PHILIP MORRIS COS INC COMMON 718154107 53,796 1,386,500 SH 1,2 1,386,500 PHILIP MORRIS COS INC COMMON 718154107 8,326 214,600 SH 1,4 214,600 PHILIP MORRIS COS INC COMMON 718154107 3,182 82,000 SH 2 82,000 PHILIP MORRIS COS INC COMMON 718154107 283 7,300 SH 2,3 7,300 PHILIP MORRIS COS INC COMMON 718154107 194 5,000 SH 6 5,000 PHILIPS ELECTRONICS NY ADR COMMON 500472303 53,240 3,664,155 SH 1 3,664,155 PHILIPS ELECTRONICS NY ADR COMMON 500472303 145 10,000 SH 2 10,000 PHOTON DYNAMICS INC COMMON 719364101 7,489 402,000 SH 1 402,000 PHOTON DYNAMICS INC COMMON 719364101 941 50,500 SH 2 50,500 PHOTON DYNAMICS INC COMMON 719364101 196 10,500 SH 6 10,500 PINNACLE SYSTEMS INC COMMON 723481107 5,892 545,600 SH 1 545,600 PINNACLE SYSTEMS INC COMMON 723481107 1,056 97,800 SH 2 97,800 PINNACLE SYSTEMS INC COMMON 723481107 6 600 SH 2,3 600 PINNACLE WEST CORP COMMON 723484101 7,173 258,400 SH 1 258,400 PITNEY-BOWES INC COMMON 724479100 5 180 SH 1 180 PITTSTON SERVICES GROUP COMMON 725701106 2 110 SH 1 110 PIXAR INC COMMON 725811103 6,013 125,000 SH 1 125,000 PIXAR INC COMMON 725811103 1,106 23,000 SH 2 23,000 PIXELWORKS INC COMMON 72581M107 1,288 250,000 SH 1 250,000 PIXELWORKS INC COMMON 72581M107 238 46,200 SH 2 46,200 PLACER DOME INC COMMON 725906101 4,904 537,100 SH 1,4 537,100 PLANTRONICS INC COMMON 727493108 2,494 153,000 SH 1 153,000 PLEXUS CORP COMMON 729132100 3,006 325,000 SH 1 325,000 PLUM CREEK TIMBER CO INC COMMON 729251108 6,986 309,000 SH 1 309,000 PNC FINANCIAL CORP COMMON 693475105 8 200 SH 5 200 POLARIS INDUSTRIES INC COMMON 731068102 62 1,000 SH 2 1,000 POLYCOM INC COMMON 73172K104 1,820 268,000 SH 1 268,000 POLYCOM INC COMMON 73172K104 368 54,200 SH 2 54,200 PORTUGAL TELECOM SA ADR SPONSORED COMMON 737273102 41 8,920 SH 5 8,920 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 10,058 161,700 SH 1 161,700 POTASH CORP OF SASKATCHEWAN COMMON 73755L107 3,732 60,000 SH 1,4 60,000 POWER-ONE INC COMMON 739308104 1,118 375,000 SH 1 375,000 POWER-ONE INC COMMON 739308104 225 75,500 SH 2 75,500 POZEN INC COMMON 73941U102 1 100 SH 1 100 PPL CORP COMMON 69351T106 4,012 123,290 SH 1 123,290
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PRAECIS PHARMACEUTICALS INC COMMON 739421105 7,625 2,550,100 SH 1 2,550,100 PRAECIS PHARMACEUTICALS INC COMMON 739421105 141 47,100 SH 2 47,100 PRAECIS PHARMACEUTICALS INC COMMON 739421105 4 1,400 SH 2,3 1,400 PRAXAIR INC COMMON 74005P104 2,479 48,500 SH 1 48,500 PRAXAIR INC COMMON 74005P104 153 3,000 SH 6 3,000 PRECISION DRILLING CORP COMMON 74022D100 4,365 145,000 SH 1 145,000 PRECISION DRILLING CORP COMMON 74022D100 4,262 141,600 SH 1,4 141,600 PRECISION DRILLING CORP COMMON 74022D100 151 5,000 SH 6 5,000 PREMCOR INC COMMON 74045Q104 2,518 160,500 SH 1 160,500 PREMCOR INC COMMON 74045Q104 102 6,500 SH 6 6,500 PRG-SCHULTZ INTL COMMON 69357C107 7,001 565,500 SH 1 565,500 PRG-SCHULTZ INTL COMMON 69357C107 669 54,000 SH 2 54,000 PRIDE INTERNATIONAL INC COMMON 74153Q102 56,785 4,368,110 SH 1 4,368,110 PRIDE INTERNATIONAL INC COMMON 74153Q102 328 25,200 SH 1,4 25,200 PRIDE INTERNATIONAL INC COMMON 74153Q102 3,002 230,900 SH 2 230,900 PRIDE INTERNATIONAL INC COMMON 74153Q102 238 18,330 SH 2,3 18,330 PRIDE INTERNATIONAL INC COMMON 74153Q102 76 5,853 SH 5 5,853 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 50,017 1,910,500 SH 1 1,910,500 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 45,946 1,755,000 SH 1,2 1,755,000 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 236 9,000 SH 1,4 9,000 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 1,419 54,200 SH 2 54,200 PRINCIPAL FINANCIAL GROUP COMMON 74251V102 1,947 74,364 SH 5 74,364 PRIORITY HEALTHCARE CORP COMMON 74264T102 3,780 150,000 SH 1 150,000 PRIORITY HEALTHCARE CORP COMMON 74264T102 723 28,700 SH 2 28,700 PROBUSINESS SERVICES INC COMMON 742674104 2,374 375,000 SH 1 375,000 PROBUSINESS SERVICES INC COMMON 742674104 413 65,200 SH 2 65,200 PROCTER & GAMBLE CO COMMON 742718109 301,932 3,378,070 SH 1 3,378,070 PROCTER & GAMBLE CO COMMON 742718109 209,149 2,340,000 SH 1,2 2,340,000 PROCTER & GAMBLE CO COMMON 742718109 11,298 126,400 SH 1,4 126,400 PROCTER & GAMBLE CO COMMON 742718109 16,508 184,700 SH 2 184,700 PROCTER & GAMBLE CO COMMON 742718109 1,207 13,500 SH 2,3 13,500 PROCTER & GAMBLE CO COMMON 742718109 393 4,394 SH 5 4,394 PROGRESS ENERGY COMMON 743263105 7 181 SH 5 181 PROGRESSIVE CORP COMMON 743315103 1,109 21,900 SH 1 21,900 PROGRESSIVE CORP COMMON 743315103 3,635 71,800 SH 1,4 71,800 PROGRESSIVE CORP COMMON 743315103 81 1,600 SH 2 1,600 PROLOGIS COMMON 743410102 1,993 80,000 SH 1,4 80,000 PROQUEST CO COMMON 74346P102 1,426 47,000 SH 1 47,000 PROQUEST CO COMMON 74346P102 6 200 SH 2,3 200 PROSPERITY BANCSHARES INC COMMON 743606105 4,087 240,000 SH 1 240,000 PROSPERITY BANCSHARES INC COMMON 743606105 823 48,300 SH 2 48,300
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ PROTEIN DESIGN LABS INC COMMON 74369L103 3,583 431,700 SH 1 431,700 PROTEIN DESIGN LABS INC COMMON 74369L103 72 8,700 SH 2 8,700 PROVIDIAN FINANCIAL CORP COMMON 74406A102 3,549 724,300 SH 1 724,300 PROVIDIAN FINANCIAL CORP COMMON 74406A102 63 12,900 SH 2 12,900 PROVIDIAN FINANCIAL CORP COMMON 74406A102 0 55 SH 5 55 PROVINCE HEALTHCARE CO COMMON 743977100 14,934 870,800 SH 1 870,800 PROVINCE HEALTHCARE CO COMMON 743977100 565 32,923 SH 2 32,923 PRUDENTIAL FINANCIAL INC COMMON 744320102 54,961 1,924,400 SH 1 1,924,400 PRUDENTIAL FINANCIAL INC COMMON 744320102 46,553 1,630,000 SH 1,2 1,630,000 PRUDENTIAL FINANCIAL INC COMMON 744320102 3,207 112,300 SH 2 112,300 PRUDENTIAL FINANCIAL INC COMMON 744320102 114 3,986 SH 5 3,986 PSS WORLD MEDICAL INC COMMON 69366A100 21 3,100 SH 1 3,100 PUBLIC SERVICE ENTERPRISES GROUP COMMON 744573106 2,199 72,100 SH 1 72,100 PUBLIC SERVICE ENTERPRISES GROUP COMMON 744573106 7 244 SH 5 244 PUBLICIS GROUPE SA NEW ADR COMMON 74463M106 61 3,244 SH 5 3,244 PUGET ENERGY INC COMMON 745310102 2,235 109,500 SH 1 109,500 PULTE HOMES INC COMMON 745867101 2,617 61,400 SH 1 61,400 PULTE HOMES INC COMMON 745867101 25,578 600,000 SH 1,2 600,000 PULTE HOMES INC COMMON 745867101 1,918 45,000 SH 2 45,000 PULTE HOMES INC COMMON 745867101 98 2,300 SH 2,3 2,300 QLOGIC CORP COMMON 747277101 38,883 1,493,200 SH 1 1,493,200 QLOGIC CORP COMMON 747277101 5,208 200,000 SH 1,2 200,000 QLOGIC CORP COMMON 747277101 1,366 52,440 SH 1,4 52,440 QLOGIC CORP COMMON 747277101 1,078 41,410 SH 2 41,410 QLOGIC CORP COMMON 747277101 182 7,000 SH 2,3 7,000 QLOGIC CORP COMMON 747277101 43 1,656 SH 5 1,656 QUADRAX CORP COMMON 74731J109 0 1 SH 5 1 QUALCOMM INC COMMON 747525103 31,766 1,150,100 SH 1 1,150,100 QUEST DIAGNOSTICS INC COMMON 74834L100 54,768 890,100 SH 1 890,100 QUEST DIAGNOSTICS INC COMMON 74834L100 31,380 510,000 SH 1,2 510,000 QUEST DIAGNOSTICS INC COMMON 74834L100 9,259 150,480 SH 1,4 150,480 QUEST DIAGNOSTICS INC COMMON 74834L100 775 12,600 SH 2 12,600 QUEST DIAGNOSTICS INC COMMON 74834L100 6 100 SH 2,3 100 QUEST SOFTWARE INC COMMON 74834T103 752 80,000 SH 1 80,000 QUEST SOFTWARE INC COMMON 74834T103 108 11,500 SH 6 11,500 QUICKSILVER INC COMMON 74838C106 4,518 200,000 SH 1 200,000 QUICKSILVER INC COMMON 74838C106 614 27,200 SH 2 27,200 QUICKSILVER INC COMMON 74838C106 158 7,000 SH 6 7,000 QUICKSILVER RESOURCES INC COMMON 74837R104 153 8,500 SH 1 8,500 QUICKSILVER RESOURCES INC COMMON 74837R104 43 2,400 SH 1,4 2,400
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ QUINTILES TRANSNATIONAL CORP COMMON 748767100 95 10,000 SH 1 10,000 QUINTILES TRANSNATIONAL CORP COMMON 748767100 2 200 SH 2 200 RACING CHAMPIONS ERTL CORP COMMON 750069106 6,863 420,000 SH 1 420,000 RACING CHAMPIONS ERTL CORP COMMON 750069106 343 21,000 SH 6 21,000 RADIAN GROUP INC COMMON 750236101 64,496 1,974,776 SH 1 1,974,776 RADIAN GROUP INC COMMON 750236101 3,230 98,900 SH 1,4 98,900 RADIAN GROUP INC COMMON 750236101 1,633 50,000 SH 2 50,000 RADIANT SYSTEMS INC COMMON 75025N102 1,760 220,000 SH 1 220,000 RADIO ONE INC COMMON 75040P108 3,749 225,000 SH 1 225,000 RADIO ONE INC COMMON 75040P108 743 44,600 SH 2 44,600 RADIO ONE INC CLASS D COMMON 75040P405 4,370 265,000 SH 1 265,000 RADIO ONE INC CLASS D COMMON 75040P405 877 53,200 SH 2 53,200 RAILAMERICA INC WTS 144A COMMON 75075M111 219 17,900 SH 1 17,900 RAILAMERICA INC WTS 144A COMMON 75075M111 1 50 SH 2 50 RAILAMERICA INC WTS 144A COMMON 75075M111 1 50 SH 2,3 50 RARE HOSPITALITY INTERNATIONAL INC COMMON 753820109 5,035 215,000 SH 1 215,000 RARE HOSPITALITY INTERNATIONAL INC COMMON 753820109 1,014 43,300 SH 2 43,300 RAYMOND JAMES FINANCIAL INC COMMON 754730109 8,121 300,000 SH 1 300,000 RAYMOND JAMES FINANCIAL INC COMMON 754730109 203 7,500 SH 6 7,500 RAYTHEON CO COMMON 755111507 42,479 1,449,800 SH 1 1,449,800 RAYTHEON CO COMMON 755111507 62,292 2,126,000 SH 1,2 2,126,000 RAYTHEON CO COMMON 755111507 3,041 103,800 SH 1,4 103,800 RAYTHEON CO COMMON 755111507 633 21,600 SH 2 21,600 RAYTHEON CO COMMON 755111507 1,777 60,646 SH 5 60,646 RED HAT INC COMMON 756577102 3,325 700,000 SH 1 700,000 RED HAT INC COMMON 756577102 647 136,300 SH 2 136,300 REEBOK INTERNATIONAL LTD COMMON 758110100 6,102 243,600 SH 1 243,600 REGAL ENTERTAINMENT GROUP A COMMON 758766109 2,191 123,100 SH 1 123,100 REGAL ENTERTAINMENT GROUP A COMMON 758766109 417 23,400 SH 2 23,400 REGENERATION TECHNOLOGIES COMMON 75886N100 360 45,000 SH 1 45,000 REGIS CORP COMMON 758932107 14,844 524,700 SH 1 524,700 REGIS CORP COMMON 758932107 71 2,500 SH 1,4 2,500 REGIS CORP COMMON 758932107 1,081 38,200 SH 2 38,200 REGIS CORP COMMON 758932107 113 4,000 SH 2,3 4,000 REHABCARE GROUP INC COMMON 759148109 83 3,600 SH 1 3,600 RELIANT ENERGY CVT 2 9/15/29 CONVERT 75952J207 317 17,000 SH 1 17,000 RELIANT ENERGY INC COMMON 75952J108 2,343 234,100 SH 1 234,100
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ RENAISSANCERE HOLDINGS LTD COMMON G7496G103 15,486 409,800 SH 1 409,800 RENAL CARE GROUP INC. COMMON 759930100 6,249 190,000 SH 1 190,000 RENT-A-CENTER INC COMMON 76009N100 10,868 209,200 SH 1 209,200 RENT-A-CENTER INC COMMON 76009N100 1,278 24,600 SH 2 24,600 RENTOKIL INITIAL ADR SPONSORED COMMON 760125104 114 6,949 SH 5 6,949 REPUBLIC SERVICES INC COMMON 760759100 34,325 1,825,800 SH 1 1,825,800 REPUBLIC SERVICES INC COMMON 760759100 564 30,000 SH 2 30,000 REPUBLIC SERVICES INC COMMON 760759100 2,290 121,817 SH 5 121,817 RESMED INC COMMON 761152107 17,866 624,700 SH 1 624,700 RESMED INC COMMON 761152107 72 2,500 SH 1,4 2,500 RESMED INC COMMON 761152107 1,562 54,600 SH 2 54,600 RESMED INC COMMON 761152107 114 4,000 SH 2,3 4,000 REYNOLDS & REYNOLDS CL A COMMON 761695105 11,768 524,400 SH 1 524,400 REYNOLDS & REYNOLDS CL A COMMON 761695105 56 2,500 SH 1,4 2,500 REYNOLDS & REYNOLDS CL A COMMON 761695105 836 37,250 SH 2 37,250 REYNOLDS & REYNOLDS CL A COMMON 761695105 92 4,100 SH 2,3 4,100 RICHEY BROTHERS AUCTIONEERS COMMON 767744105 209 7,000 SH 1 7,000 ROADWAY EXPRESS INC COMMON 769742107 734 20,000 SH 1 20,000 ROBERT HALF INTL INC COMMON 770323103 101,242 6,379,480 SH 1 6,379,480 ROBERT HALF INTL INC COMMON 770323103 34,973 2,203,700 SH 1,2 2,203,700 ROBERT HALF INTL INC COMMON 770323103 1,154 72,700 SH 1,4 72,700 ROBERT HALF INTL INC COMMON 770323103 7,513 473,390 SH 2 473,390 ROBERT HALF INTL INC COMMON 770323103 662 41,700 SH 2,3 41,700 ROBERT HALF INTL INC COMMON 770323103 5,569 350,930 SH 5 350,930 ROCHE HOLDINGS INC CVT SER REGS 144A CONVERT 771196AG7 466 650,000 PRN 1 650,000 ROCKWELL AUTOMATION INC COMMON 773903109 25,916 1,592,900 SH 1 1,592,900 ROCKWELL AUTOMATION INC COMMON 773903109 324 19,900 SH 2 19,900 ROCKWELL COLLINS INC COMMON 774341101 433 19,720 SH 1 19,720 ROCKWELL COLLINS INC COMMON 774341101 7 300 SH 2,3 300 ROGERS COMMUNICATIONS CL B COMMON 775109200 805 128,200 SH 1,4 128,200 ROHM & HAAS CO COMMON 775371107 26,052 840,400 SH 1 840,400 ROHM & HAAS CO COMMON 775371107 32,550 1,050,000 SH 1,2 1,050,000 ROHM & HAAS CO COMMON 775371107 409 13,200 SH 2 13,200 ROPER INDUSTRIES INC COMMON 776696106 15,618 452,700 SH 1 452,700 ROPER INDUSTRIES INC COMMON 776696106 348 10,100 SH 2 10,100 ROPER INDUSTRIES INC COMMON 776696106 1,353 39,204 SH 5 39,204 ROSLYN BANCORP INC COMMON 778162107 1,412 81,100 SH 1 81,100 ROSS STORES INC COMMON 778296103 21,256 596,400 SH 1 596,400 ROSS STORES INC COMMON 778296103 26,730 750,000 SH 1,2 750,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ ROSS STORES INC COMMON 778296103 4,095 114,900 SH 1,4 114,900 ROSS STORES INC COMMON 778296103 1,451 40,700 SH 2 40,700 ROSS STORES INC COMMON 778296103 164 4,600 SH 2,3 4,600 ROWAN COMPANIES INC COMMON 779382100 1,858 99,700 SH 1 99,700 ROWAN COMPANIES INC COMMON 779382100 397 21,300 SH 1,4 21,300 ROWAN COMPANIES INC COMMON 779382100 1,361 73,000 SH 2 73,000 ROYAL BANK OF CANADA COMMON 780087102 2,979 90,000 SH 1,4 90,000 ROYAL BANK OF CANADA COMMON 780087102 109 3,278 SH 5 3,278 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 10,015 629,100 SH 1 629,100 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 12,736 800,000 SH 1,2 800,000 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 374 23,500 SH 1,4 23,500 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 166 10,400 SH 2 10,400 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 261 16,400 SH 2,3 16,400 ROYAL CARRIBEAN CRUISES LTD COMMON V7780T103 175 11,000 SH 6 11,000 RYANAIR HOLDINGS ADR COMMON 783513104 28,949 854,200 SH 1 854,200 RYANAIR HOLDINGS ADR COMMON 783513104 98 2,900 SH 1,4 2,900 RYANAIR HOLDINGS ADR COMMON 783513104 309 9,120 SH 2 9,120 RYANAIR HOLDINGS ADR COMMON 783513104 262 7,740 SH 2,3 7,740 RYANAIR HOLDINGS ADR COMMON 783513104 146 4,308 SH 5 4,308 RYDER SYSTEM INC COMMON 783549108 11,383 456,600 SH 1 456,600 RYLAND GROUP INC COMMON 783764103 19,403 522,000 SH 1 522,000 S&P 400 MIDCAP EXCHANGE TRADED INDEX COMMON 595635103 14,161 189,900 SH 1 189,900 SABRE GROUP HOLDINGS INC COMMON 785905100 581 30,000 SH 1 30,000 SABRE GROUP HOLDINGS INC COMMON 785905100 174 9,000 SH 1,4 9,000 SABRE GROUP HOLDINGS INC COMMON 785905100 619 32,000 SH 2 32,000 SAFENET INC COMMON 78645R107 3,727 229,500 SH 1 229,500 SAFENET INC COMMON 78645R107 437 26,900 SH 2 26,900 SAFENET INC COMMON 78645R107 112 6,900 SH 6 6,900 SAFEWAY INC COMMON 786514208 79,502 3,565,100 SH 1 3,565,100 SAFEWAY INC COMMON 786514208 33,450 1,500,000 SH 1,2 1,500,000 SAFEWAY INC COMMON 786514208 300 13,450 SH 2 13,450 SAFEWAY INC COMMON 786514208 3,514 157,587 SH 5 157,587 SAKS INCORPORATED COMMON 79377W108 3 320 SH 1 320 SALIX PHARMACEUTICALS LTD COMMON 795435106 3,207 380,000 SH 1 380,000 SALIX PHARMACEUTICALS LTD COMMON 795435106 236 28,000 SH 6 28,000 SANDISK CORP COMMON 80004C101 6,353 484,600 SH 1 484,600 SANDISK CORP COMMON 80004C101 5 400 SH 2,3 400 SANGSTAT MEDICAL CORP COMMON 801003104 8,936 428,400 SH 1 428,400 SANGSTAT MEDICAL CORP COMMON 801003104 1,012 48,500 SH 2 48,500 SANGSTAT MEDICAL CORP COMMON 801003104 2 100 SH 2,3 100 SANMINA CORP CVT CONVERT 800907AB3 6,351 7,300,000 PRN 1 7,300,000 SANMINA CORP CVT CONVERT 800907AB3 283 325,000 PRN 6 325,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SANMINA-SCI CORP COMMON 800907107 277 100,000 SH 1 100,000 SAPIENT CORPORATION COMMON 803062108 77 75,000 SH 6 75,000 SARA LEE CORP COMMON 803111103 21,985 1,202,000 SH 1 1,202,000 SARA LEE CORP COMMON 803111103 55,693 3,045,000 SH 1,2 3,045,000 SARA LEE CORP COMMON 803111103 196 10,700 SH 2 10,700 SAXON CAPITAL INC COMMON 80556P302 1,436 129,700 SH 1 129,700 SAXON CAPITAL INC COM 144A COMMON 80556P104 4,428 400,000 SH 1 400,000 SBC COMMUNICATIONS INC COMMON 78387G103 52,745 2,624,110 SH 1 2,624,110 SBC COMMUNICATIONS INC COMMON 78387G103 14,070 700,000 SH 1,2 700,000 SBC COMMUNICATIONS INC COMMON 78387G103 4,147 206,300 SH 2 206,300 SBC COMMUNICATIONS INC COMMON 78387G103 141 7,000 SH 2,3 7,000 SBC COMMUNICATIONS INC COMMON 78387G103 158 7,843 SH 5 7,843 SCANA CORP COMMON 80589M102 2 60 SH 1 60 SCANSOURCE INC COMMON 806037107 4,934 85,000 SH 1 85,000 SCANSOURCE INC COMMON 806037107 993 17,100 SH 2 17,100 SCHERING AG ADR SPONSORED COMMON 806585204 64 1,330 SH 5 1,330 SCHERING-PLOUGH CORP COMMON 806605101 42,133 1,976,200 SH 1 1,976,200 SCHERING-PLOUGH CORP COMMON 806605101 738 34,600 SH 2 34,600 SCHLUMBERGER LTD COMMON 806857108 25,749 669,500 SH 1 669,500 SCHLUMBERGER LTD COMMON 806857108 3,615 94,000 SH 2 94,000 SCHLUMBERGER LTD COMMON 806857108 7,244 188,358 SH 5 188,358 SCHOLASTIC CORP COMMON 807066105 1,966 44,000 SH 1 44,000 SCHOLASTIC CORP COMMON 807066105 326 7,300 SH 1,4 7,300 SCHOLASTIC CORP COMMON 807066105 1,117 25,000 SH 2 25,000 SCHOOL SPECIALITY INC COMMON 807863105 2,841 113,600 SH 1 113,600 SCHWAB (CHARLES) CORP COMMON 808513105 6,177 710,000 SH 1 710,000 SCHWAB (CHARLES) CORP COMMON 808513105 13,050 1,500,000 SH 1,2 1,500,000 SCHWAB (CHARLES) CORP COMMON 808513105 3,392 389,900 SH 1,4 389,900 SCHWAB (CHARLES) CORP COMMON 808513105 1,424 163,700 SH 2 163,700 SCHWAB (CHARLES) CORP COMMON 808513105 131 15,000 SH 2,3 15,000 SCHWAB (CHARLES) CORP COMMON 808513105 174 20,000 SH 6 20,000 SCIOS INC. COMMON 808905103 36 1,400 SH 1 1,400 SCP POOL CORP COMMON 784028102 2,056 75,000 SH 1 75,000 SEARS ROEBUCK & CO COMMON 812387108 134,624 3,451,900 SH 1 3,451,900 SEARS ROEBUCK & CO COMMON 812387108 176 4,500 SH 1,4 4,500 SEARS ROEBUCK & CO COMMON 812387108 140 3,600 SH 2 3,600 SEARS ROEBUCK & CO COMMON 812387108 140 3,600 SH 2,3 3,600 SECURE COMPUTING CORP COMMON 813705100 1,680 524,900 SH 1 524,900
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SEGA ENTERPRISES LTD SPONSORED ADR COMMON 815793104 78 16,713 SH 5 16,713 SEI CORP COMMON 784117103 8,528 357,100 SH 1 357,100 SEI CORP COMMON 784117103 29 1,200 SH 1,4 1,200 SEI CORP COMMON 784117103 370 15,480 SH 2 15,480 SEI CORP COMMON 784117103 41 1,700 SH 2,3 1,700 SEI CORP COMMON 784117103 58 2,415 SH 5 2,415 SELECT MEDICAL CORP COMMON 816196109 192 13,400 SH 1 13,400 SEMPRA ENERGY COMMON 816851109 8,290 421,900 SH 1 421,900 SEMTECH CORP COMMON 816850101 3,783 390,000 SH 1 390,000 SEMTECH CORP COMMON 816850101 147 15,200 SH 1,4 15,200 SEMTECH CORP COMMON 816850101 537 55,400 SH 2 55,400 SEMTECH CORP COMMON 816850101 116 12,000 SH 6 12,000 SEQUENOM INC COMMON 817337108 47 30,200 SH 1 30,200 SFK PULP FUND 144A COMMON 784142200 226 32,400 SH 1 32,400 SHAW GROUP INC COMMON 820280105 2,954 208,000 SH 1 208,000 SHAW GROUP INC COMMON 820280105 490 34,500 SH 2 34,500 SHAW GROUP INC CVT CONVERT 820280AC9 3,760 7,300,000 PRN 1 7,300,000 SHAW GROUP INC CVT CONVERT 820280AC9 103 200,000 PRN 2 200,000 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 11,649 470,300 SH 1 470,300 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 223 9,000 SH 1,4 9,000 SHIRE PHARMACEUTICALS ADR COMMON 82481R106 97 3,900 SH 2 3,900 SHUFFLE MASTER INC COMMON 825549108 3,722 200,000 SH 1 200,000 SHUFFLE MASTER INC COMMON 825549108 681 36,600 SH 2 36,600 SICOR INC COMMON 825846108 3,841 252,500 SH 1 252,500 SIEBEL SYSTEMS INC COMMON 826170102 920 160,000 SH 1 160,000 SIEBEL SYSTEMS INC COMMON 826170102 155 27,000 SH 1,4 27,000 SIEBEL SYSTEMS INC COMMON 826170102 541 94,000 SH 2 94,000 SIGMA-ALDRICH COMMON 826552101 54 1,100 SH 1 1,100 SILICON LABORATORIES INC COMMON 826919102 971 53,000 SH 1 53,000 SILICON LABORATORIES INC COMMON 826919102 15 800 SH 2,3 800 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 1,369 350,000 SH 1 350,000 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 261 66,800 SH 2 66,800 SILICON VALLEY BANCSHARES COMMON 827064106 2,540 150,000 SH 1 150,000 SILICON VALLEY BANCSHARES COMMON 827064106 483 28,500 SH 2 28,500 SK TELECOM CO LTD SPONS ADR COMMON 78440P108 3,898 183,600 SH 1 183,600 SK TELECOM CO LTD SPONS ADR COMMON 78440P108 3,588 169,000 SH 1,4 169,000 SK TELECOM CO LTD SPONS ADR COMMON 78440P108 40 1,900 SH 2 1,900
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SK TELECOM CO LTD SPONS ADR COMMON 78440P108 119 5,600 SH 2,3 5,600 SK TELECOM CO LTD SPONS ADR COMMON 78440P108 47 2,215 SH 5 2,215 SKYWEST INC COMMON 830879102 328 25,000 SH 1 25,000 SLM CORP COMMON 78442P106 42,826 459,800 SH 1 459,800 SLM CORP COMMON 78442P106 79,262 851,000 SH 1,2 851,000 SLM CORP COMMON 78442P106 559 6,000 SH 1,4 6,000 SLM CORP COMMON 78442P106 8,529 91,570 SH 2 91,570 SLM CORP COMMON 78442P106 583 6,260 SH 2,3 6,260 SLM CORP COMMON 78442P106 15 161 SH 5 161 SMARTFORCE PLC ADR COMMON 83170A206 3,971 1,203,351 SH 1 1,203,351 SMARTFORCE PLC ADR COMMON 83170A206 314 95,300 SH 2 95,300 SMITH & NEPHEW PLC ADR SPONSORED COMMON 83175M205 169 2,801 SH 5 2,801 SMITH INTERNATIONAL INC COMMON 832110100 12,667 432,160 SH 1 432,160 SMITH INTERNATIONAL INC COMMON 832110100 26,379 900,000 SH 1,2 900,000 SMITH INTERNATIONAL INC COMMON 832110100 871 29,700 SH 1,4 29,700 SMITH INTERNATIONAL INC COMMON 832110100 4,525 154,400 SH 2 154,400 SMITH INTERNATIONAL INC COMMON 832110100 103 3,500 SH 2,3 3,500 SNAP-ON TOOLS CORP COMMON 833034101 11,766 512,000 SH 1 512,000 SONIC AUTOMOTIVE COMMON 83545G102 3,754 212,100 SH 1 212,100 SONIC CORP COMMON 835451105 22,468 972,650 SH 1 972,650 SONIC CORP COMMON 835451105 57 2,487 SH 1,4 2,487 SONIC CORP COMMON 835451105 2,056 89,015 SH 2 89,015 SONIC CORP COMMON 835451105 94 4,080 SH 2,3 4,080 SONICWALL INC COMMON 835470105 4,359 1,585,000 SH 1 1,585,000 SONICWALL INC COMMON 835470105 58 21,100 SH 2 21,100 SONICWALL INC COMMON 835470105 179 65,000 SH 6 65,000 SOURCECORP COMMON 836167106 2,245 110,000 SH 1 110,000 SOUTH FINANCIAL GROUP INC COMMON 837841105 4,323 205,000 SH 1 205,000 SOUTHERN CO COMMON 842587107 22,461 780,455 SH 1 780,455 SOUTHERN CO COMMON 842587107 2,651 92,100 SH 2 92,100 SOUTHTRUST CORP COMMON 844730101 1,339 55,200 SH 1 55,200 SOUTHTRUST CORP COMMON 844730101 5,803 239,300 SH 1,4 239,300 SOUTHTRUST CORP COMMON 844730101 99 4,100 SH 2 4,100 SOUTHWEST AIRLINES CO COMMON 844741108 73,054 5,593,690 SH 1 5,593,690 SOUTHWEST AIRLINES CO COMMON 844741108 43,098 3,300,000 SH 1,2 3,300,000 SOUTHWEST AIRLINES CO COMMON 844741108 230 17,600 SH 1,4 17,600 SOUTHWEST AIRLINES CO COMMON 844741108 3,774 289,000 SH 2 289,000 SOUTHWEST AIRLINES CO COMMON 844741108 192 14,700 SH 2,3 14,700 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 19,900 546,550 SH 1 546,550 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 73 2,000 SH 1,4 2,000 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 1,803 49,530 SH 2 49,530
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 91 2,500 SH 2,3 2,500 SOUTHWEST BANCORP OF TEXAS INC COMMON 84476R109 46 1,263 SH 5 1,263 SOVEREIGN BANCORP INC COMMON 845905108 9,519 737,900 SH 1 737,900 SPARTECH CORP COMMON 847220209 3,703 175,000 SH 1 175,000 SPARTECH CORP COMMON 847220209 692 32,700 SH 2 32,700 SPECIALTY LABORATORIES INC COMMON 84749R100 2,527 275,000 SH 1 275,000 SPECIALTY LABORATORIES INC COMMON 84749R100 138 15,000 SH 6 15,000 SPINNAKER EXPLORATION CO COMMON 84855W109 6,661 232,100 SH 1 232,100 SPINNAKER EXPLORATION CO COMMON 84855W109 121 4,200 SH 1,4 4,200 SPINNAKER EXPLORATION CO COMMON 84855W109 792 27,600 SH 2 27,600 SPRINT CORP (PCS GROUP) COMMON 852061506 38,796 19,794,100 SH 1 19,794,100 SPX CORP COMMON 784635104 38,990 386,420 SH 1 386,420 SPX CORP COMMON 784635104 15,135 150,000 SH 1,2 150,000 SPX CORP COMMON 784635104 535 5,300 SH 2 5,300 SPX CORP COMMON 784635104 151 1,500 SH 2,3 1,500 SPX CORP COMMON 784635104 2,293 22,725 SH 5 22,725 ST JUDE MEDICAL INC COMMON 790849103 62,143 1,740,700 SH 1 1,740,700 ST JUDE MEDICAL INC COMMON 790849103 54,264 1,520,000 SH 1,2 1,520,000 ST JUDE MEDICAL INC COMMON 790849103 232 6,500 SH 1,4 6,500 ST JUDE MEDICAL INC COMMON 790849103 4,841 135,610 SH 2 135,610 ST JUDE MEDICAL INC COMMON 790849103 307 8,600 SH 2,3 8,600 ST JUDE MEDICAL INC COMMON 790849103 11 296 SH 5 296 ST PAUL CO INC COMMON 792860108 1,666 58,000 SH 1 58,000 STANCORP FINANCIAL GROUP COMMON 852891100 3,174 60,000 SH 1 60,000 STAPLES INC COMMON 855030102 9,546 746,400 SH 1 746,400 STAPLES INC COMMON 855030102 67,619 5,286,900 SH 1,2 5,286,900 STAPLES INC COMMON 855030102 4,655 363,960 SH 2 363,960 STAPLES INC COMMON 855030102 302 23,600 SH 2,3 23,600 STAPLES INC COMMON 855030102 7 552 SH 5 552 STARBUCKS CORP COMMON 855244109 34,121 1,651,540 SH 1 1,651,540 STARBUCKS CORP COMMON 855244109 10,330 500,000 SH 1,2 500,000 STARBUCKS CORP COMMON 855244109 502 24,300 SH 1,4 24,300 STARBUCKS CORP COMMON 855244109 1,650 79,880 SH 2 79,880 STARBUCKS CORP COMMON 855244109 352 17,040 SH 2,3 17,040 STARBUCKS CORP COMMON 855244109 54 2,602 SH 5 2,602 STARR SURGICAL CO COMMON 852312305 146 63,000 SH 1 63,000 STARR SURGICAL CO COMMON 852312305 3 1,300 SH 2 1,300 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 72,349 3,244,330 SH 1 3,244,330 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 339 15,200 SH 1,4 15,200 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 1,438 64,500 SH 2 64,500 STARWOOD HOTELS & RESORTS WORLDWIDE COMMON 85590A203 6,994 313,637 SH 5 313,637
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ STATE STREET BOSTON CORP COMMON 857477103 2,125 55,000 SH 1 55,000 STATION CASINOS INC COMMON 857689103 3,827 225,000 SH 1 225,000 STATION CASINOS INC COMMON 857689103 684 40,200 SH 2 40,200 STEEL DYNAMICS INC COMMON 858119100 327 25,000 SH 1 25,000 STEINER LEISURE LTD COMMON P8744Y102 3,063 250,000 SH 1 250,000 STEINER LEISURE LTD COMMON P8744Y102 575 46,900 SH 2 46,900 STERICYCLE INC COMMON 858912108 19,087 562,700 SH 1 562,700 STERICYCLE INC COMMON 858912108 51 1,500 SH 1,4 1,500 STERICYCLE INC COMMON 858912108 1,560 46,000 SH 2 46,000 STERICYCLE INC COMMON 858912108 68 2,000 SH 2,3 2,000 STERIS CORP COMMON 859152100 9,092 365,000 SH 1 365,000 STERIS CORP COMMON 859152100 959 38,500 SH 2 38,500 STERLING BANCSHARES INC COMMON 858907108 2,124 162,500 SH 1 162,500 STERLING BANCSHARES INC COMMON 858907108 412 31,500 SH 2 31,500 STILWELL FINANCIAL INC COMMON 860831106 69,726 5,776,790 SH 1 5,776,790 STILWELL FINANCIAL INC COMMON 860831106 12,070 1,000,000 SH 1,2 1,000,000 STILWELL FINANCIAL INC COMMON 860831106 260 21,500 SH 1,4 21,500 STILWELL FINANCIAL INC COMMON 860831106 229 18,990 SH 2 18,990 STILWELL FINANCIAL INC COMMON 860831106 121 10,000 SH 2,3 10,000 STILWELL FINANCIAL INC COMMON 860831106 5,836 483,539 SH 5 483,539 STMICRO- ELECTRONICS N V SHS COMMON 861012102 16 1,200 SH 1 1,200 STMICRO- ELECTRONICS N V SHS COMMON 861012102 54 3,962 SH 5 3,962 STORAGE TECHNOLOGY CORP COMMON 862111200 7,634 726,400 SH 1 726,400 STORAGE TECHNOLOGY CORP COMMON 862111200 4 400 SH 2,3 400 SUMMA INDUSTRIES COMMON 86562T105 927 100,000 SH 1 100,000 SUMMA INDUSTRIES COMMON 86562T105 50 5,400 SH 2 5,400 SUN LIFE FINANCIAL SERVICES CANADA COMMON 866796105 9,115 575,100 SH 1,4 575,100 SUNGARD DATA SYSTEMS INC COMMON 867363103 73,862 3,797,510 SH 1 3,797,510 SUNGARD DATA SYSTEMS INC COMMON 867363103 45,534 2,341,100 SH 1,2 2,341,100 SUNGARD DATA SYSTEMS INC COMMON 867363103 812 41,760 SH 1,4 41,760 SUNGARD DATA SYSTEMS INC COMMON 867363103 7,670 394,350 SH 2 394,350 SUNGARD DATA SYSTEMS INC COMMON 867363103 371 19,090 SH 2,3 19,090 SUNGARD DATA SYSTEMS INC COMMON 867363103 39 2,010 SH 5 2,010 SUPERIOR INDUSTRIES INTL COMMON 868168105 22,810 484,500 SH 1 484,500 SUPERIOR INDUSTRIES INTL COMMON 868168105 94 2,000 SH 1,4 2,000 SUPERIOR INDUSTRIES INTL COMMON 868168105 1,975 41,950 SH 2 41,950 SUPERIOR INDUSTRIES INTL COMMON 868168105 151 3,210 SH 2,3 3,210 SWIFT TRANSPORTATION COMMON 870756103 1,560 100,000 SH 1 100,000 SYLVAN LEARNING SYSTEMS INC COMMON 871399101 1,465 107,100 SH 1 107,100 SYMANTEC CORP COMMON 871503108 25,803 766,340 SH 1 766,340
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ SYMANTEC CORP COMMON 871503108 236 7,000 SH 1,4 7,000 SYMANTEC CORP COMMON 871503108 81 2,400 SH 2 2,400 SYMANTEC CORP COMMON 871503108 77 2,300 SH 2,3 2,300 SYMYX TECHNOLOGIES INC COMMON 87155S108 216 20,400 SH 1 20,400 SYNCOR INTERNATIONAL CORP DEL COMMON 87157J106 161 5,000 SH 1 5,000 SYNOVUS FINANCIAL CORP COMMON 87161C105 13,195 639,930 SH 1 639,930 SYNOVUS FINANCIAL CORP COMMON 87161C105 13,403 650,000 SH 1,2 650,000 SYNOVUS FINANCIAL CORP COMMON 87161C105 392 19,000 SH 1,4 19,000 SYNOVUS FINANCIAL CORP COMMON 87161C105 33 1,600 SH 2 1,600 SYNOVUS FINANCIAL CORP COMMON 87161C105 144 7,000 SH 2,3 7,000 SYSCO CORP COMMON 871829107 62,613 2,205,460 SH 1 2,205,460 SYSCO CORP COMMON 871829107 45,424 1,600,000 SH 1,2 1,600,000 SYSCO CORP COMMON 871829107 341 12,000 SH 1,4 12,000 SYSCO CORP COMMON 871829107 9,843 346,700 SH 2 346,700 SYSCO CORP COMMON 871829107 238 8,400 SH 2,3 8,400 SYSCO CORP COMMON 871829107 370 13,026 SH 5 13,026 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 15,729 2,477,050 SH 1 2,477,050 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 20,739 3,266,000 SH 1,2 3,266,000 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 4,148 653,195 SH 1,4 653,195 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 111 17,460 SH 2 17,460 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 87 13,667 SH 2,3 13,667 TAIWAN SEMICONDUCTOR SP ADR COMMON 874039100 63 9,908 SH 5 9,908 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 6,551 225,900 SH 1 225,900 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 1,044 36,000 SH 2 36,000 TAKE TWO INTERACTIVE SOFTWARE COMMON 874054109 12 400 SH 2,3 400 TARGET CORP COMMON 87612E106 519,676 17,604,200 SH 1 17,604,200 TARGET CORP COMMON 87612E106 48,708 1,650,000 SH 1,2 1,650,000 TARGET CORP COMMON 87612E106 443 15,000 SH 1,4 15,000 TARGET CORP COMMON 87612E106 6,384 216,250 SH 2 216,250 TARGET CORP COMMON 87612E106 738 25,000 SH 2,3 25,000 TARGET CORP COMMON 87612E106 6,214 210,485 SH 5 210,485 TARGET CORP COMMON 87612E106 207 7,000 SH 6 7,000 TARO PHARMACEUTICAL IND COMMON M8737E108 17,202 509,680 SH 1 509,680 TARO PHARMACEUTICAL IND COMMON M8737E108 276 8,180 SH 1,4 8,180 TARO PHARMACEUTICAL IND COMMON M8737E108 1,040 30,800 SH 2 30,800 TARO PHARMACEUTICAL IND COMMON M8737E108 164 4,861 SH 5 4,861 TCF FINANCIAL CORP COMMON 872275102 23,379 552,300 SH 1 552,300 TCF FINANCIAL CORP COMMON 872275102 72 1,700 SH 1,4 1,700 TCF FINANCIAL CORP COMMON 872275102 1,308 30,900 SH 2 30,900 TCF FINANCIAL CORP COMMON 872275102 121 2,870 SH 2,3 2,870 TECH DATA CORP COMMON 878237106 293 11,100 SH 1 11,100 TECH DATA CORP COMMON 878237106 21 800 SH 2 800
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TECHNE CORP COMMON 878377100 5,738 175,000 SH 1 175,000 TECHNE CORP COMMON 878377100 1,030 31,400 SH 2 31,400 TEKTRONIX INC COMMON 879131100 12,950 788,200 SH 1 788,200 TEKTRONIX INC COMMON 879131100 605 36,800 SH 2 36,800 TELEFONOS DE MEXICO ADR COMMON 879403780 13,344 474,036 SH 1 474,036 TELEFONOS DE MEXICO ADR COMMON 879403780 8,776 311,760 SH 1,4 311,760 TELEFONOS DE MEXICO ADR COMMON 879403780 259 9,200 SH 2 9,200 TELEFONOS DE MEXICO ADR COMMON 879403780 65 2,300 SH 2,3 2,300 TELEFONOS DE MEXICO ADR COMMON 879403780 64 2,289 SH 5 2,289 TELIK INC COMMON 87959M109 103 8,300 SH 1 8,300 TENET HEALTHCARE CORP COMMON 88033G100 160,787 3,248,220 SH 1 3,248,220 TENET HEALTHCARE CORP COMMON 88033G100 106,425 2,150,000 SH 1,2 2,150,000 TENET HEALTHCARE CORP COMMON 88033G100 22,573 456,030 SH 1,4 456,030 TENET HEALTHCARE CORP COMMON 88033G100 12,924 261,100 SH 2 261,100 TENET HEALTHCARE CORP COMMON 88033G100 908 18,350 SH 2,3 18,350 TENET HEALTHCARE CORP COMMON 88033G100 42 844 SH 5 844 TENET HEALTHCARE CORP COMMON 88033G100 149 3,000 SH 6 3,000 TERADYNE INC COMMON 880770102 5,369 559,300 SH 1 559,300 TERADYNE INC COMMON 880770102 38,400 4,000,000 SH 1,2 4,000,000 TERADYNE INC COMMON 880770102 2,887 300,700 SH 2 300,700 TERADYNE INC COMMON 880770102 150 15,600 SH 2,3 15,600 TEREX CORP COMMON 880779103 5,205 308,000 SH 1 308,000 TESCO PLC ADR SPONSORED COMMON 881575302 85 8,794 SH 5 8,794 TETRA TECHNOLOGIES INC COMMON 88162F105 3,023 150,000 SH 1 150,000 TETRA TECHNOLOGIES INC COMMON 88162F105 596 29,600 SH 2 29,600 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 154,964 2,312,900 SH 1 2,312,900 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 123,441 1,842,400 SH 1,2 1,842,400 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 10,473 156,310 SH 1,4 156,310 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 8,148 121,610 SH 2 121,610 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 791 11,800 SH 2,3 11,800 TEVA PHARMACEUTICAL IND ADR COMMON 881624209 1,746 26,064 SH 5 26,064 TEXAS INSTRUMENTS INC COMMON 882508104 78,510 5,315,520 SH 1 5,315,520 TEXAS INSTRUMENTS INC COMMON 882508104 61,377 4,155,500 SH 1,2 4,155,500 TEXAS INSTRUMENTS INC COMMON 882508104 207 14,000 SH 1,4 14,000 TEXAS INSTRUMENTS INC COMMON 882508104 5,687 385,030 SH 2 385,030 TEXAS INSTRUMENTS INC COMMON 882508104 287 19,400 SH 2,3 19,400 TEXAS INSTRUMENTS INC COMMON 882508104 89 6,037 SH 5 6,037 TEXTRON INC. COMMON 883203101 2,554 74,890 SH 1 74,890 THE ADVISORY BOARD CO COMMON 00762W107 4,440 150,000 SH 1 150,000 THE ADVISORY BOARD CO COMMON 00762W107 778 26,300 SH 2 26,300 THE BISYS GROUP INC COMMON 055472104 15,737 941,800 SH 1 941,800 THE BISYS GROUP INC COMMON 055472104 277 16,600 SH 1,4 16,600 THE BISYS GROUP INC COMMON 055472104 1,120 67,000 SH 2 67,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ THE BISYS GROUP INC COMMON 055472104 112 6,700 SH 2,3 6,700 THE MEN'S WEARHOUSE INC COMMON 587118100 21,683 1,475,000 SH 1 1,475,000 THE MEN'S WEARHOUSE INC COMMON 587118100 98 6,700 SH 1,4 6,700 THE MEN'S WEARHOUSE INC COMMON 587118100 2,374 161,500 SH 2 161,500 THE MEN'S WEARHOUSE INC COMMON 587118100 150 10,200 SH 2,3 10,200 THE MEN'S WEARHOUSE INC COMMON 587118100 78 5,280 SH 5 5,280 THE PMI GROUP INC COMMON 69344M101 3,091 113,600 SH 1 113,600 THE PMI GROUP INC COMMON 69344M101 3,551 130,500 SH 1,4 130,500 THE PMI GROUP INC COMMON 69344M101 65 2,400 SH 2 2,400 THE TALBOTS INC COMMON 874161102 840 30,000 SH 1 30,000 THERASENSE INC COMMON 883381105 7,566 542,000 SH 1 542,000 THERASENSE INC COMMON 883381105 812 58,200 SH 2 58,200 THERMO ELECTRON CORP COMMON 883556102 70 4,320 SH 1 4,320 THOMSON MULTIMEDIA ADR SPONSORED COMMON 885118109 14 900 SH 5 900 THORATEC CORP COMMON 885175307 2,119 270,300 SH 1 270,300 THORATEC CORP COMMON 885175307 152 19,400 SH 2 19,400 TICKETMASTER ONLINE-CITY B COMMON 88633P203 458 30,000 SH 1 30,000 TIER TECHNOLOGIES INC CL B COMMON 88650Q100 7,190 380,000 SH 1 380,000 TIFFANY & CO COMMON 886547108 4,286 200,000 SH 1 200,000 TIFFANY & CO COMMON 886547108 324 15,100 SH 1,4 15,100 TIFFANY & CO COMMON 886547108 1,125 52,500 SH 2 52,500 TITAN CORP COMMON 888266103 13,925 1,450,500 SH 1 1,450,500 TITAN CORP COMMON 888266103 528 55,000 SH 2 55,000 TITAN PHARMACEUTICALS INC COMMON 888314101 1 400 SH 1 400 TIVO INC COMMON 888706108 1,440 400,000 SH 1 400,000 TIVO INC COMMON 888706108 279 77,500 SH 2 77,500 TJX COMPANIES INC COMMON 872540109 9,915 583,250 SH 1 583,250 TJX COMPANIES INC COMMON 872540109 62,900 3,700,000 SH 1,2 3,700,000 TJX COMPANIES INC COMMON 872540109 258 15,200 SH 1,4 15,200 TJX COMPANIES INC COMMON 872540109 4,769 280,500 SH 2 280,500 TJX COMPANIES INC COMMON 872540109 320 18,800 SH 2,3 18,800 TJX COMPANIES INC COMMON 872540109 9 522 SH 5 522 TOLL BROTHERS INC COMMON 889478103 4,955 227,900 SH 1 227,900 TOLL BROTHERS INC COMMON 889478103 243 11,200 SH 1,4 11,200 TOLL BROTHERS INC COMMON 889478103 447 20,550 SH 2 20,550 TOO INC COMMON 890333107 22,747 977,100 SH 1 977,100 TOO INC COMMON 890333107 80 3,440 SH 1,4 3,440 TOO INC COMMON 890333107 2,039 87,600 SH 2 87,600 TOO INC COMMON 890333107 115 4,920 SH 2,3 4,920 TOTAL FINA ELF S A ADR SPONS COMMON 89151E109 164 2,488 SH 5 2,488
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TOYOTA MOTOR CORP ADR COMMON 892331307 72 1,417 SH 5 1,417 TPG N V SPONSORED ADR COMMON 892339102 55 3,255 SH 5 3,255 TRACTOR SUPPLY CO COMMON 892356106 5,148 162,000 SH 1 162,000 TRACTOR SUPPLY CO COMMON 892356106 321 10,100 SH 2 10,100 TRACTOR SUPPLY CO COMMON 892356106 140 4,400 SH 6 4,400 TRANSKARYOTIC THERAPIES INC COMMON 893735100 49 1,500 SH 1 1,500 TRANSOCEAN INC COMMON G90078109 196,232 9,434,231 SH 1 9,434,231 TRANSOCEAN INC COMMON G90078109 34,320 1,650,000 SH 1,2 1,650,000 TRANSOCEAN INC COMMON G90078109 168 8,100 SH 1,4 8,100 TRANSOCEAN INC COMMON G90078109 4,291 206,300 SH 2 206,300 TRANSOCEAN INC COMMON G90078109 146 7,000 SH 2,3 7,000 TRANSOCEAN INC COMMON G90078109 7,609 365,816 SH 5 365,816 TRANSWITCH CORP CVT 144A NTS 4.5 CONVERT 894065AA9 22 37,000 PRN 1 37,000 TRAVELCENTERS OF AMERICA WTS 144A COMMON 894172113 154 15,000 SH 1 15,000 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 22,739 1,722,630 SH 1 1,722,630 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 11,306 856,486 SH 1,2 856,486 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 44 3,339 SH 2 3,339 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 4 324 SH 2,3 324 TRAVELERS PROPERTY CASUALTY A COMMON 89420G109 0 33 SH 5 33 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 45,112 3,334,245 SH 1 3,334,245 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 14,264 1,054,271 SH 1,2 1,054,271 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 75 5,509 SH 2 5,509 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 24 1,765 SH 2,3 1,765 TRAVELERS PROPERTY CASUALTY B COMMON 89420G406 1 47 SH 5 47 TREND MICRO NEW SPONS ADR COMMON 89486M206 125 4,864 SH 5 4,864 TREX CO COMMON 89531P105 2,187 80,000 SH 1 80,000 TREX CO COMMON 89531P105 369 13,500 SH 2 13,500 TRIAD HOSPITALS INC COMMON 89579K109 35,479 934,900 SH 1 934,900 TRIAD HOSPITALS INC COMMON 89579K109 292 7,700 SH 1,4 7,700 TRIAD HOSPITALS INC COMMON 89579K109 2,508 66,100 SH 2 66,100 TRIARC CO COMMON 895927101 11,638 512,900 SH 1,4 512,900 TRIBUNE CO. COMMON 896047107 5,603 134,000 SH 1 134,000 TRIBUNE CO. COMMON 896047107 230 5,500 SH 1,4 5,500 TRIBUNE CO. COMMON 896047107 21 500 SH 2 500 TRIBUNE CO. COMMON 896047107 109 2,600 SH 2,3 2,600 TRIBUNE CVT 2.00 05/15/2029 CONVERT 896047305 47 700 SH 1 700 TRIMERIS INC COMMON 896263100 338 7,600 SH 1 7,600 TRIMERIS INC COMMON 896263100 4 100 SH 2,3 100 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 1,417 401,302 SH 1 401,302 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 272 77,000 SH 2 77,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ TTI TEAM TELECOM INTL LTD COMMON M88258104 58 8,500 SH 1 8,500 TXU CORP COMMON 873168108 15,800 378,800 SH 1 378,800 TXU CORP COMMON 873168108 35,454 850,000 SH 1,2 850,000 TXU CORP COMMON 873168108 125 3,000 SH 2 3,000 TXU CORP COMMON 873168108 6 137 SH 5 137 TYCO INTERNATIONAL LTD COMMON 902124106 196,023 13,902,350 SH 1 13,902,350 TYCO INTERNATIONAL LTD COMMON 902124106 42,300 3,000,000 SH 1,2 3,000,000 TYCO INTERNATIONAL LTD COMMON 902124106 569 40,350 SH 2 40,350 TYCO INTERNATIONAL LTD COMMON 902124106 423 30,000 SH 2,3 30,000 TYCO INTERNATIONAL LTD COMMON 902124106 13,802 978,850 SH 5 978,850 U S XPRESS ENTERPRISE INC COMMON 90338N103 1,467 150,000 SH 1 150,000 U.S. BANCORP COMMON 902973304 2,211 119,000 SH 1 119,000 U.S. BANCORP COMMON 902973304 80 4,300 SH 2 4,300 U.S. BANCORP COMMON 902973304 9 468 SH 5 468 UBIQUITEL OPERATING WTS 144A COMMON 903474112 24 27,980 SH 1 27,980 UBIQUITEL OPERATING WTS 144A COMMON 903474112 0 20 SH 2,3 20 UBS AG COMMON H8920M855 117 2,863 SH 5 2,863 UCBH HOLDINGS INC COMMON 90262T308 3,935 100,000 SH 1 100,000 UCBH HOLDINGS INC COMMON 90262T308 712 18,100 SH 2 18,100 ULTRA PETROLEUM CORP COMMON 903914109 13,016 1,558,800 SH 1 1,558,800 ULTRA PETROLEUM CORP COMMON 903914109 376 45,000 SH 6 45,000 UNILAB CORP COMMON 904763208 210 10,000 CALL 6 10,000 UNILEVER PLC ADR SPONSORED COMMON 904767704 91 2,499 SH 5 2,499 UNION PACIFIC CORP COMMON 907818108 12,297 212,500 SH 1 212,500 UNION PACIFIC CORP COMMON 907818108 28,356 490,000 SH 1,2 490,000 UNION PACIFIC CORP COMMON 907818108 5,203 89,900 SH 1,4 89,900 UNION PACIFIC CORP COMMON 907818108 185 3,200 SH 2 3,200 UNISYS CORP COMMON 909214108 10,135 1,447,800 SH 1 1,447,800 UNITED NATURAL FOODS INC COMMON 911163103 5,758 250,000 SH 1 250,000 UNITED NATURAL FOODS INC COMMON 911163103 1,163 50,500 SH 2 50,500 UNITED RENTALS INC COMMON 911363109 1,474 174,700 SH 1 174,700 UNITED SURGICAL PARTNERS COMMON 913016309 10,978 498,300 SH 1 498,300 UNITED TECHNOLOGIES CORP COMMON 913017109 63,258 1,119,800 SH 1 1,119,800 UNITED TECHNOLOGIES CORP COMMON 913017109 14,123 250,000 SH 1,2 250,000 UNITED TECHNOLOGIES CORP COMMON 913017109 5,855 103,650 SH 2 103,650 UNITED TECHNOLOGIES CORP COMMON 913017109 254 4,500 SH 2,3 4,500 UNITED TECHNOLOGIES CORP COMMON 913017109 188 3,330 SH 5 3,330 UNITEDHEALTH GROUP INC COMMON 91324P102 473,531 5,429,160 SH 1 5,429,160 UNITEDHEALTH GROUP INC COMMON 91324P102 104,664 1,200,000 SH 1,2 1,200,000 UNITEDHEALTH GROUP INC COMMON 91324P102 16,640 190,780 SH 1,4 190,780
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ UNITEDHEALTH GROUP INC COMMON 91324P102 14,159 162,340 SH 2 162,340 UNITEDHEALTH GROUP INC COMMON 91324P102 768 8,800 SH 2,3 8,800 UNITEDHEALTH GROUP INC COMMON 91324P102 7,192 82,460 SH 5 82,460 UNIVERSAL COMPRESSION HOLDINGS COMMON 913431102 3,240 200,000 SH 1 200,000 UNIVERSAL COMPRESSION HOLDINGS COMMON 913431102 583 36,000 SH 2 36,000 UNIVERSAL HEALTH SERVICES B COMMON 913903100 29,667 580,000 SH 1 580,000 UNIVERSAL HEALTH SERVICES B COMMON 913903100 552 10,800 SH 2 10,800 UNIVERSITY OF PHOENIX ONLINE COMMON 037604204 212 6,600 SH 1 6,600 UNIVISION COMMUNICATIONS CL A COMMON 914906102 35,682 1,565,000 SH 1 1,565,000 UNIVISION COMMUNICATIONS CL A COMMON 914906102 49,020 2,150,000 SH 1,2 2,150,000 UNIVISION COMMUNICATIONS CL A COMMON 914906102 654 28,700 SH 1,4 28,700 UNIVISION COMMUNICATIONS CL A COMMON 914906102 4,289 188,100 SH 2 188,100 UNIVISION COMMUNICATIONS CL A COMMON 914906102 435 19,100 SH 2,3 19,100 UNIVISION COMMUNICATIONS CL A COMMON 914906102 4 193 SH 5 193 UNUMPROVIDENT CORP COMMON 91529Y106 98,518 4,841,160 SH 1 4,841,160 UNUMPROVIDENT CORP COMMON 91529Y106 280 13,750 SH 2 13,750 UNUMPROVIDENT CORP COMMON 91529Y106 7,519 369,503 SH 5 369,503 URBAN OUTFITTERS INC COMMON 917047102 3,036 125,000 SH 1 125,000 URBAN OUTFITTERS INC COMMON 917047102 527 21,700 SH 2 21,700 US CELLULAR CORP COMMON 911684108 11,430 386,400 SH 1 386,400 US CELLULAR CORP COMMON 911684108 6 200 SH 2,3 200 UTI WORLDWIDE INC COMMON G87210103 2,377 129,300 SH 1 129,300 UTSTARCOM INC COMMON 918076100 43,277 2,834,100 SH 1 2,834,100 UTSTARCOM INC COMMON 918076100 1,073 70,250 SH 1,4 70,250 UTSTARCOM INC COMMON 918076100 5,423 355,120 SH 2 355,120 UTSTARCOM INC COMMON 918076100 158 10,330 SH 2,3 10,330 UTSTARCOM INC COMMON 918076100 41 2,654 SH 5 2,654 VALASSIS COMMUNICATIONS INC COMMON 918866104 2,020 57,600 SH 1 57,600 VALERO ENERGY CORP COMMON 91913Y100 16,345 617,500 SH 1 617,500 VALERO ENERGY CORP COMMON 91913Y100 24,352 920,000 SH 1,2 920,000 VALERO ENERGY CORP COMMON 91913Y100 3,711 140,200 SH 1,4 140,200 VALERO ENERGY CORP COMMON 91913Y100 259 9,800 SH 2 9,800 VALERO ENERGY CORP COMMON 91913Y100 1,921 72,565 SH 5 72,565 VALSPAR CORP COMMON 920355104 19,560 524,400 SH 1 524,400 VALSPAR CORP COMMON 920355104 93 2,500 SH 1,4 2,500 VALSPAR CORP COMMON 920355104 1,513 40,550 SH 2 40,550 VALSPAR CORP COMMON 920355104 151 4,060 SH 2,3 4,060 VARCO INTERNATONAL INC COMMON 922122106 20,944 1,237,800 SH 1 1,237,800
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ VARCO INTERNATONAL INC COMMON 922122106 95 5,600 SH 1,4 5,600 VARCO INTERNATONAL INC COMMON 922122106 1,312 77,550 SH 2 77,550 VARCO INTERNATONAL INC COMMON 922122106 139 8,190 SH 2,3 8,190 VARIAGENICS INC COMMON 922196100 0 500 SH 1 500 VARIAN INC COMMON 922206107 28,297 1,024,900 SH 1 1,024,900 VARIAN INC COMMON 922206107 1,496 54,200 SH 2 54,200 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 20,885 485,800 SH 1 485,800 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 276 6,420 SH 1,4 6,420 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 896 20,840 SH 2 20,840 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 91 2,120 SH 2,3 2,120 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 47 1,094 SH 5 1,094 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 7,372 448,400 SH 1 448,400 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 401 24,400 SH 2 24,400 VARIAN SEMICONDUCTOR EQUIPMENT COMMON 922207105 3 200 SH 2,3 200 VCA ANTECH COMMON 918194101 2,005 162,500 SH 1 162,500 VERITAS SOFTWARE CORP COMMON 923436109 17,603 1,196,700 SH 1 1,196,700 VERITAS SOFTWARE CORP COMMON 923436109 9,562 650,000 SH 1,2 650,000 VERITAS SOFTWARE CORP COMMON 923436109 468 31,800 SH 1,4 31,800 VERITAS SOFTWARE CORP COMMON 923436109 3,701 251,600 SH 2 251,600 VERITAS SOFTWARE CORP COMMON 923436109 96 6,500 SH 2,3 6,500 VERITAS SOFTWARE CORP COMMON 923436109 97 6,630 SH 5 6,630 VERIZON COMMUNICATIONS INC COMMON 92343V104 49,313 1,797,118 SH 1 1,797,118 VERIZON COMMUNICATIONS INC COMMON 92343V104 2 76 SH 5 76 VERTEX PHARMACEUTICALS INC COMMON 92532F100 30 1,600 SH 1 1,600 VIACOM INC CL B COMMON 925524308 236,122 5,822,994 SH 1 5,822,994 VIACOM INC CL B COMMON 925524308 9,712 239,500 SH 2 239,500 VIACOM INC CL B COMMON 925524308 276 6,800 SH 2,3 6,800 VIACOM INC CL B COMMON 925524308 368 9,087 SH 5 9,087 VIMPEL COMMUNICATIONS - SP ADR COMMON 68370R109 8,327 351,490 SH 1 351,490 VIMPEL COMMUNICATIONS - SP ADR COMMON 68370R109 26 1,110 SH 1,4 1,110 VIMPEL COMMUNICATIONS - SP ADR COMMON 68370R109 13 550 SH 2,3 550 VISHAY INTERTECHNOLOGY INC COMMON 928298108 17,004 1,932,300 SH 1 1,932,300 VISHAY INTERTECHNOLOGY INC COMMON 928298108 26,400 3,000,000 SH 1,2 3,000,000 VISHAY INTERTECHNOLOGY INC COMMON 928298108 227 25,800 SH 1,4 25,800 VISHAY INTERTECHNOLOGY INC COMMON 928298108 2,888 328,200 SH 2 328,200 VISHAY INTERTECHNOLOGY INC COMMON 928298108 106 12,100 SH 2,3 12,100 VISHAY INTERTECHNOLOGY INC COMMON 928298108 1,409 160,145 SH 5 160,145 VISTEON CORP COMMON 92839U107 594 62,700 SH 1 62,700 VODAFONE GROUP PLC SP ADR COMMON 92857W100 14,080 1,097,400 SH 1 1,097,400 VODAFONE GROUP PLC SP ADR COMMON 92857W100 2,579 201,000 SH 2 201,000 VODAFONE GROUP PLC SP ADR COMMON 92857W100 117 9,104 SH 5 9,104 VULCAN MATERIALS CO COMMON 929160109 13,860 383,300 SH 1 383,300
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ VULCAN MATERIALS CO COMMON 929160109 36,160 1,000,000 SH 1,2 1,000,000 VULCAN MATERIALS CO COMMON 929160109 127 3,500 SH 2 3,500 W.P. STEWART & CO LTD COMMON G84922106 1,654 97,000 SH 1 97,000 WACHOVIA CORP COMMON 929903102 2,337 71,500 SH 1 71,500 WADDELL & REED FINANCIAL CL A COMMON 930059100 19,658 1,113,140 SH 1 1,113,140 WADDELL & REED FINANCIAL CL A COMMON 930059100 88 5,000 SH 1,4 5,000 WADDELL & REED FINANCIAL CL A COMMON 930059100 1,365 77,290 SH 2 77,290 WADDELL & REED FINANCIAL CL A COMMON 930059100 145 8,190 SH 2,3 8,190 WALGREEN CO COMMON 931422109 207,727 6,753,160 SH 1 6,753,160 WALGREEN CO COMMON 931422109 86,128 2,800,000 SH 1,2 2,800,000 WALGREEN CO COMMON 931422109 8,567 278,500 SH 2 278,500 WALGREEN CO COMMON 931422109 464 15,100 SH 2,3 15,100 WALGREEN CO COMMON 931422109 7 227 SH 5 227 WAL-MART STORES INC COMMON 931142103 162,086 3,291,750 SH 1 3,291,750 WAL-MART STORES INC COMMON 931142103 147,720 3,000,000 SH 1,2 3,000,000 WAL-MART STORES INC COMMON 931142103 22,990 466,900 SH 2 466,900 WAL-MART STORES INC COMMON 931142103 645 13,100 SH 2,3 13,100 WAL-MART STORES INC COMMON 931142103 700 14,216 SH 5 14,216 WALT DISNEY CO COMMON 254687106 94,905 6,268,510 SH 1 6,268,510 WALT DISNEY CO COMMON 254687106 254 16,800 SH 2 16,800 WALT DISNEY CO COMMON 254687106 7,101 469,026 SH 5 469,026 WASHINGTON MUTUAL INC COMMON 939322103 37,958 1,206,150 SH 1 1,206,150 WASHINGTON MUTUAL INC COMMON 939322103 110,145 3,500,000 SH 1,2 3,500,000 WASHINGTON MUTUAL INC COMMON 939322103 4,950 157,300 SH 2 157,300 WASHINGTON MUTUAL INC COMMON 939322103 334 10,600 SH 2,3 10,600 WASHINGTON MUTUAL INC COMMON 939322103 12 387 SH 5 387 WASTE CONNECTIONS INC COMMON 941053100 6,958 200,000 SH 1 200,000 WASTE CONNECTIONS INC COMMON 941053100 1,131 32,500 SH 2 32,500 WASTE MANAGEMENT INC COMMON 94106L109 304,135 13,041,817 SH 1 13,041,817 WASTE MANAGEMENT INC COMMON 94106L109 45,940 1,970,000 SH 1,2 1,970,000 WASTE MANAGEMENT INC COMMON 94106L109 708 30,350 SH 2 30,350 WASTE MANAGEMENT INC COMMON 94106L109 14,733 631,790 SH 5 631,790 WATERS CORP COMMON 941848103 150,842 6,220,300 SH 1 6,220,300 WATERS CORP COMMON 941848103 473 19,500 SH 1,4 19,500 WATERS CORP COMMON 941848103 2,558 105,500 SH 2 105,500 WATERS CORP COMMON 941848103 10,056 414,685 SH 5 414,685 WATSON PHARMACEUTICALS COMMON 942683103 9,586 391,120 SH 1 391,120 WATSON PHARMACEUTICALS COMMON 942683103 213 8,700 SH 2 8,700 WATSON PHARMACEUTICALS COMMON 942683103 1,960 79,987 SH 5 79,987 WEATHERFORD INTL LTD COMMON G95089101 137,476 3,701,570 SH 1 3,701,570 WEATHERFORD INTL LTD COMMON G95089101 27,855 750,000 SH 1,2 750,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WEATHERFORD INTL LTD COMMON G95089101 435 11,700 SH 1,4 11,700 WEATHERFORD INTL LTD COMMON G95089101 3,959 106,600 SH 2 106,600 WEATHERFORD INTL LTD COMMON G95089101 108 2,900 SH 2,3 2,900 WEATHERFORD INTL LTD COMMON G95089101 12,637 340,262 SH 5 340,262 WEBSENSE INC COMMON 947684106 4,061 349,800 SH 1 349,800 WEBSENSE INC COMMON 947684106 535 46,100 SH 2 46,100 WEBSENSE INC COMMON 947684106 9 800 SH 2,3 800 WEIGHT WATCHERS INTERNATIONAL INC COMMON 948626106 10,567 243,700 SH 1 243,700 WEIGHT WATCHERS INTERNATIONAL INC COMMON 948626106 10,840 250,000 SH 1,2 250,000 WEIGHT WATCHERS INTERNATIONAL INC COMMON 948626106 282 6,500 SH 1,4 6,500 WEIGHT WATCHERS INTERNATIONAL INC COMMON 948626106 182 4,200 SH 2 4,200 WEIGHT WATCHERS INTERNATIONAL INC COMMON 948626106 173 4,000 SH 2,3 4,000 WEIGHT WATCHERS INTERNATIONAL INC COMMON 948626106 9 214 SH 5 214 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 38,475 524,900 SH 1 524,900 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 128,905 1,758,600 SH 1,2 1,758,600 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 9,265 126,400 SH 1,4 126,400 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 8,972 122,400 SH 2 122,400 WELLPOINT HEALTH NETWORKS INC COMMON 94973H108 740 10,100 SH 2,3 10,100 WELLS FARGO CO COMMON 949746101 4,816 100,000 PUT 1 100,000 WELLS FARGO CO COMMON 949746101 94,350 1,959,090 SH 1 1,959,090 WELLS FARGO CO COMMON 949746101 24,080 500,000 SH 1,2 500,000 WELLS FARGO CO COMMON 949746101 265 5,500 SH 1,4 5,500 WELLS FARGO CO COMMON 949746101 12,264 254,650 SH 2 254,650 WELLS FARGO CO COMMON 949746101 241 5,000 SH 2,3 5,000 WELLS FARGO CO COMMON 949746101 87 1,816 SH 5 1,816 WENDY'S INTERNATIONAL COMMON 950590109 11,851 357,940 SH 1 357,940 WENDY'S INTERNATIONAL COMMON 950590109 47,615 1,438,100 SH 1,2 1,438,100 WENDY'S INTERNATIONAL COMMON 950590109 560 16,900 SH 1,4 16,900 WENDY'S INTERNATIONAL COMMON 950590109 3,450 104,200 SH 2 104,200 WENDY'S INTERNATIONAL COMMON 950590109 268 8,100 SH 2,3 8,100 WENDY'S INTERNATIONAL COMMON 950590109 116 3,500 SH 6 3,500 WESTERN DIGITAL CORP COMMON 958102105 6,309 1,342,300 SH 1 1,342,300 WESTERN DIGITAL CORP COMMON 958102105 4 800 SH 2,3 800 WESTWOOD ONE INC COMMON 961815107 21,607 604,400 SH 1 604,400 WESTWOOD ONE INC COMMON 961815107 340 9,500 SH 1,4 9,500 WESTWOOD ONE INC COMMON 961815107 1,396 39,050 SH 2 39,050 WESTWOOD ONE INC COMMON 961815107 147 4,100 SH 2,3 4,100 WET SEAL INC CL A COMMON 961840105 2,000 200,000 SH 1 200,000 WET SEAL INC CL A COMMON 961840105 377 37,650 SH 2 37,650 WHITNEY HOLDING CORP COMMON 966612103 2,396 75,100 SH 1 75,100 WHITNEY HOLDING CORP COMMON 966612103 466 14,600 SH 2 14,600 WHOLE FOODS MARKET INC COMMON 966837106 9,206 214,900 SH 1 214,900 WHOLE FOODS MARKET INC COMMON 966837106 10,710 250,000 SH 1,2 250,000 WHOLE FOODS MARKET INC COMMON 966837106 321 7,500 SH 1,4 7,500 WHOLE FOODS MARKET INC COMMON 966837106 887 20,700 SH 2 20,700 WHOLE FOODS MARKET INC COMMON 966837106 107 2,500 SH 2,3 2,500
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ WILLBROS GROUP INC COMMON 969199108 4,256 410,000 SH 1 410,000 WILLBROS GROUP INC COMMON 969199108 371 35,700 SH 2 35,700 WILLBROS GROUP INC COMMON 969199108 104 10,000 SH 6 10,000 WILLIAM LYON HOMES INC COMMON 552074106 2,296 100,200 SH 1 100,200 WILLIAM LYON HOMES INC COMMON 552074106 316 13,800 SH 6 13,800 WILLIAMS SONOMA INC COMMON 969904101 92 3,904 SH 5 3,904 WILLIAMS-SONOMA INC COMMON 969904101 58,319 2,468,000 SH 1 2,468,000 WILLIAMS-SONOMA INC COMMON 969904101 747 31,600 SH 1,4 31,600 WILLIAMS-SONOMA INC COMMON 969904101 4,838 204,740 SH 2 204,740 WILLIAMS-SONOMA INC COMMON 969904101 377 15,940 SH 2,3 15,940 WILLIAMS-SONOMA INC COMMON 969904101 224 9,500 SH 6 9,500 WILLIS GROUP HOLDINGS LTD COMMON G96655108 51,853 1,548,300 SH 1 1,548,300 WILLIS GROUP HOLDINGS LTD COMMON G96655108 926 27,640 SH 1,4 27,640 WILLIS GROUP HOLDINGS LTD COMMON G96655108 2,863 85,500 SH 2 85,500 WILLIS GROUP HOLDINGS LTD COMMON G96655108 456 13,610 SH 2,3 13,610 WILLIS GROUP HOLDINGS LTD COMMON G96655108 154 4,604 SH 5 4,604 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 11,259 405,000 SH 1 405,000 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 1,209 43,500 SH 2 43,500 WILSON GREATBATCH TECHNOLOGY COMMON 972232102 139 5,000 SH 6 5,000 WINN-DIXIE STORES INC COMMON 974280109 7,228 550,900 SH 1 550,900 WINNEBAGO INDUSTRIES COMMON 974637100 119 3,000 SH 1 3,000 WINSLOEW FURNITURE WTS COMMON 975377110 23 2,220 SH 1 2,220 WISCONSIN ENERGY CORP COMMON 976657106 25,002 1,028,900 SH 1 1,028,900 WISCONSIN ENERGY CORP COMMON 976657106 559 23,000 SH 2 23,000 WISCONSIN ENERGY CORP COMMON 976657106 3,353 137,964 SH 5 137,964 WORLD ACCESS 144A CVT PFD SER D CONVERT 98141A911 0 18,960 SH 1 18,960 WORLD ACCESS 144A CVT PFD SER D CONVERT 98141A911 0 215 SH 2,3 215 WRIGHT MEDICAL GROUP INC COMMON 98235T107 5,720 300,600 SH 1 300,600 WRIGHT MEDICAL GROUP INC COMMON 98235T107 228 12,000 SH 6 12,000 WVS FINL CORP COMMON 929358109 2 100 SH 5 100 WYETH COMMON 983024100 152,757 4,803,670 SH 1 4,803,670 WYETH COMMON 983024100 95,400 3,000,000 SH 1,2 3,000,000 WYETH COMMON 983024100 588 18,500 SH 1,4 18,500 WYETH COMMON 983024100 6,327 198,950 SH 2 198,950 WYETH COMMON 983024100 770 24,200 SH 2,3 24,200 WYETH COMMON 983024100 163 5,130 SH 5 5,130 WYETH COMMON 983024100 159 5,000 SH 6 5,000 WYNDHAM VOTING TRUST COMMON 983101916 10 3,317 SH 1 3,317 WYSDOM INC COMMON 983600107 679 789,474 SH 1,4 789,474 XANTREX TECHNOLOGY INC COMMON 98389A912 3,748 1,363,000 SH 1,4 1,363,000
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- ------------------------------------------------------------------------------------------------------------------------------------ COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------------------------------------------------------------------------------------------------------ NAMES OF TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY ISSUER CLASS CUSIP [x$1000] PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ XCEL ENERGY INC COMMON 98389B100 1,078 115,800 SH 1 115,800 XILINX INC COMMON 983919101 30,871 1,949,200 SH 1 1,949,200 XILINX INC COMMON 983919101 23,757 1,500,000 SH 1,2 1,500,000 XILINX INC COMMON 983919101 1,906 120,350 SH 2 120,350 XILINX INC COMMON 983919101 2,190 138,278 SH 5 138,278 XL CAPITAL LTD CL A COMMON G98255105 35,758 486,500 SH 1 486,500 XL CAPITAL LTD CL A COMMON G98255105 81,585 1,110,000 SH 1,2 1,110,000 XL CAPITAL LTD CL A COMMON G98255105 3,080 41,900 SH 2 41,900 XL CAPITAL LTD CL A COMMON G98255105 257 3,500 SH 2,3 3,500 XOMA LTD COMMON G9825R107 4 700 SH 1 700 XTO ENERGY INC COMMON 98385X106 6,284 304,910 SH 1 304,910 XTO ENERGY INC COMMON 98385X106 282 13,700 SH 1,4 13,700 YANKEE CANDLE CO COMMON 984757104 859 50,000 SH 1 50,000 YELLOW CORP COMMON 985509108 738 25,000 SH 1 25,000 YOUNG INNOVATIONS INC COMMON 987520103 201 7,500 SH 6 7,500 YUM BRANDS INC COMMON 988498101 132,268 4,773,280 SH 1 4,773,280 YUM BRANDS INC COMMON 988498101 47,068 1,698,600 SH 1,2 1,698,600 YUM BRANDS INC COMMON 988498101 388 14,000 SH 1,4 14,000 YUM BRANDS INC COMMON 988498101 3,644 131,500 SH 2 131,500 YUM BRANDS INC COMMON 988498101 319 11,500 SH 2,3 11,500 YUM BRANDS INC COMMON 988498101 9 335 SH 5 335 ZEBRA TECHNOLOGIES CORP COMMON 989207105 39,728 754,000 SH 1 754,000 ZEBRA TECHNOLOGIES CORP COMMON 989207105 559 10,600 SH 2 10,600 ZEBRA TECHNOLOGIES CORP COMMON 989207105 1,460 27,706 SH 5 27,706 ZIMMER HOLDINGS INC COMMON 98956P102 40,123 1,046,500 SH 1 1,046,500 ZIMMER HOLDINGS INC COMMON 98956P102 19,170 500,000 SH 1,2 500,000 ZIMMER HOLDINGS INC COMMON 98956P102 345 9,000 SH 1,4 9,000 ZIMMER HOLDINGS INC COMMON 98956P102 4,823 125,790 SH 2 125,790 ZIMMER HOLDINGS INC COMMON 98956P102 192 5,000 SH 2,3 5,000 ZIMMER HOLDINGS INC COMMON 98956P102 9 244 SH 5 244 ZIONS BANCORPORATION COMMON 989701107 6,062 139,270 SH 1 139,270 ZOLL MEDICAL CORP COMMON 989922109 6,354 209,000 SH 1 209,000 ZOLL MEDICAL CORP COMMON 989922109 918 30,200 SH 2 30,200 ZORAN CORP COMMON 98975F101 8,273 752,100 SH 1 752,100 ZORAN CORP COMMON 98975F101 583 53,000 SH 2 53,000 ZORAN CORP COMMON 98975F101 1 100 SH 2,3 100 ZORAN CORP COMMON 98975F101 176 16,000 SH 6 16,000
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